Compare commits

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Author SHA1 Message Date
arham 1f94fe65bc added more detail missing security log in gmdl 2026-10-26 03:32:49 +00:00
arham edf8adb90e config: new config for ophirs new sim server 2026-10-21 13:09:14 +00:00
arham a4ff7743da Add: simple doc to expplain security handling in sparkd 2026-09-04 13:28:03 +00:00
arham 2853af9e0f add: locks to gmdl to handle multi-threaded producers and add a way to handled deffered spreads 2026-09-04 13:27:12 +00:00
arham 5482278b5b ADD: MDP3 pipeline now points to gmdl in case of sime execution 2026-09-04 13:23:25 +00:00
arham 9732d90683 cme md recording and replay no loop 2026-09-01 05:28:30 +00:00
arham 53ddf9a173 cme raw packet recorder 2026-08-28 07:03:16 +00:00
arham 38d87cddcf fix: white backgroud in datepicker in mf 2026-08-23 22:05:31 -04:00
arham 4d4b2cf967 add: date change for manual fills 2026-08-24 00:32:20 +00:00
John Colvin eadd6a0706 fix: Update title in new ladder ticket when sec received 2026-08-14 14:50:31 -04:00
John Colvin 503a5e2715 fix: Revert ladder to use fixed price list instead of virtual rows 2026-08-14 14:42:12 -04:00
John Colvin 786736b38f Add Orders column placeholder to new ladder grid 2026-08-14 14:42:12 -04:00
John Colvin 1ef2ed9d57 Make new ladder grid use 1 row per tick with fixed row count 2026-08-14 14:42:12 -04:00
John Colvin b39ea9528c Use fixed price rows (per tick) in new ladder 2026-08-14 14:42:12 -04:00
John Colvin c59ce773a7 Set security in OnSecurityMd callback in new ladder 2026-08-07 17:20:14 -04:00
arham 400981738f fix: bug fix now sell works 2026-08-05 15:47:21 -04:00
arham 3fd749dcd9 add: change colors and add ladder link 2026-08-05 14:04:32 -04:00
John Colvin a250967286 feat: Launch modify ticket w/ ladder 2026-07-30 14:13:35 -04:00
John Colvin a81126d888 feat: Launch ticket w/ ladder popup from mview 2026-07-30 14:13:35 -04:00
John Colvin c38ff5926e feat: Add new order ticket with ladder price levels 2026-07-30 14:13:35 -04:00
John Colvin 49df45574f Rename get_ladder_profile PascalCase 2026-07-30 11:51:37 -04:00
John Colvin 7b2e19f7c8 Remove unused ext fn subscribe_ladder_profile 2026-07-30 11:51:37 -04:00
John Colvin c9e3cf8c67 Rename AuxiliaryDataResources -> OrderAuxiliaryPopupResources
The old name was unnecessarily vague
2026-07-30 11:48:00 -04:00
John Colvin 6b31f7383c Remove unused code ConstrainedTextBlock 2026-07-30 11:48:00 -04:00
arham f2c95d6c28 sec filter on the basis of expiration in mdp3 2026-07-27 09:32:10 +00:00
Taha 1d3bbcc75f TC2 ATM highlighting wokrs now without AW2 setup 2026-07-22 16:52:49 -04:00
arham 94bfdacf8b add: trade latency logs 2026-07-02 16:21:08 +00:00
arham 2a8d407f08 conf: add config to run crypto on aws, bybi and gate not working 2026-06-24 01:03:49 +00:00
Taha 55ed962c63 Fixing empty TC2 issue, caused by exceptions in _override_theos 2026-06-17 23:10:57 -04:00
arham 68f766e00b fix: param syntax change for args 2026-06-17 10:33:29 -04:00
arham c0252e06c5 fix: fill time nanos stored 2026-06-16 09:58:03 +00:00
John Colvin 4258bd4c82 fix: Use unique ProtoMember ids in orderbook FilterStates
The Tag property had the same id as accounts (5)
2026-06-15 15:29:07 -04:00
John Colvin 4981d70bf2 fix: Return NaN instead of throwing if priceType invalid
It's possible this fixes the ladder freezing bug reported by Ophir
2026-06-15 15:22:28 -04:00
John Colvin b85c249a7d improve: Map nullable Color to Color type in BTSColorExtension
So we don't need "Type={x:Type Color}" in ColorAnimation xaml
2026-06-15 15:21:31 -04:00
John Colvin 6721e07cb6 fix: Use BTSColor markup ext instead of StaticResource 2026-06-15 15:08:28 -04:00
arham 8aa5529218 conf: increased shm mem size 2026-06-02 03:04:55 +00:00
arham ba5fff0168 add: ping service to sdk 2026-06-01 10:28:06 +00:00
arham 976119fbee fix: build was broken, spark.dll being used by another process 2026-06-01 04:31:57 -04:00
arham ed741c0621 fix: sdk computes position from fills instead of using postion service 2026-06-01 08:02:44 +00:00
arham e0cf3c739f Add: backend il3gw fills aggressor field 2026-06-01 07:51:14 +00:00
arham 59e2519a4d fix: fills aggressor flag displayed 2026-06-01 02:12:16 -04:00
arham 15de6f3e3d add: added entries for weekly options cme to defualt cpp conf 2026-05-21 09:48:34 +00:00
John Colvin 2e36f00382 fix: Only set order tag if non-null 2026-05-14 10:43:01 -04:00
John Colvin 9f24a3e7a2 improve: Make sdk demo venue parse case insensitive 2026-05-14 10:43:01 -04:00
John Colvin e8dbf6fe09 vscode: Set Sdk Demo prelaunch task to Build Spark Sdk 2026-05-14 10:43:01 -04:00
John Colvin aa403b83ef improve: Use quantity sign to indicate side in TopOfBookQuoter example 2026-05-14 10:43:01 -04:00
arham c507f20a8e fix: build broken for gcc 2026-05-13 12:33:57 +00:00
arham ea52a4749d conf: update conf 2026-05-13 12:33:44 +00:00
arham 650710b5e2 remove stale config 2026-05-12 11:53:31 +00:00
arham 20f6a29e05 add: conf for cert and prodexit 2026-05-12 11:51:25 +00:00
John Colvin e2f8d4db11 fix build (deploy): Actually include native assets in nupkgs
Native assets (libspark.dll/so) are copied to the outdir for local
builds, and packed in nupkg files for sdk releases. The dest path in the
package is different from the path in the outdir, so we configured
Copy/Pack as separate msbuild items. However, both had the same
Include="@(NativeWindows/LinuxAsset)", so Pack="false" in the Copy item
was overriding Pack="true" in the Pack item.
2026-05-08 14:15:54 -04:00
arham 1812434ddc Fix: front end exe polling decreased from 100ms to 1ms 2026-05-08 15:24:26 +00:00
Taha fd50050064 Position cols in TC2 work again now 2026-05-07 03:57:07 +00:00
arham 6ac43881ae add: add missing tag to default conf 2026-05-07 00:22:28 +00:00
arham 4af1419748 Add: timezone change to chi and std higher ram for multicast compose 2026-05-07 00:22:03 +00:00
arham 7cfcdc3770 fix: ilink3 code generator produces correct code that handles null values 2026-05-07 00:21:10 +00:00
arham d03a705077 fix: ilink3 genereated files updated to handle null values with null instead of ascii zero 2026-05-07 00:20:34 +00:00
arham 58eccad70d fix: fills ui price was zero now it works 2026-05-07 00:19:44 +00:00
arham 5f8ec04ff1 Add: useful tools to prod docker image 2026-05-07 00:19:16 +00:00
arham 05e2107655 Fix: change object pool to detect exe report memory leak from assert to error 2026-05-07 00:18:45 +00:00
arham d41f613e32 FIx: change object pool limit for il3gw for exe reports 2026-05-07 00:17:52 +00:00
arham bcbb598423 Add: better logs and disconnect handling 2026-05-04 20:42:23 +00:00
arham e88c44f9db CME TEMPLATE 9 2026-05-04 16:39:48 -04:00
arham 93625957d1 Fix: CRITICAL CME FIX 2026-04-29 03:58:45 +00:00
John Colvin 8eccb869e1 Remove unnecessary nuget stuff from externals 2026-04-08 00:13:01 -04:00
John Colvin 40f4333fc7 fix: SingleSecurityCriteria must have single id or venue/name pair 2026-04-07 17:23:25 +00:00
John Colvin 319d5c2384 vscode: Fix PubSubServer config environment param 2026-04-07 17:23:25 +00:00
arham 4a74713369 ophir multicast config replay and live working 2026-04-02 00:17:46 +00:00
arham 082beef1da Rename 2026-03-31 23:59:04 +00:00
arham f92d789e90 Add: recording config 2026-03-31 14:16:55 +00:00
arham cd3e845dd9 Fix: set log to diag, it logs every book update 2026-03-31 14:09:37 +00:00
arham a5b704eef1 Add: config for ophir wb 2026-03-31 14:09:05 +00:00
arham afee63e061 Add: new docker compose to support mulitcast 2026-03-31 14:08:42 +00:00
John Colvin fc9356d1a0 deploy: Optionally mount sparkd entrypoint in config dir
To mount a custom entrypoint script, put it in the config profile dir
and define the following env vars:

    SPARKD__IMAGE=sparkd_symbols
    SPARKD__MAIN_ENTRYPOINT=/home/bts/.local/share/bts/sparkd/conf/<custom-entrypoint>

To invoke the "normal" sparkd entrypoint script from the mounted one:

    ./sparkd-entrypoint.sh
2026-03-27 18:28:25 +00:00
John Colvin a85f22c6a8 deploy: Fix sudo issues in sparkd-entrypoint.sh 2026-03-27 17:59:20 +00:00
John Colvin 2024eba4d0 deploy: Add ophir_sim_replay config profile for sparkd 2026-03-26 16:20:41 -04:00
John Colvin 1a49a828ad build: Don't activate venv when generating individual protos
We activate the venv for the whole build
2026-03-26 16:20:41 -04:00
John Colvin c0448c7c8d deploy: Resolve profile dirs with regex patterns 2026-03-26 16:20:41 -04:00
John Colvin a6c6e7faf3 improve: Wait until py work requested before loading py modules
So we don't crash due to missing py modules when no py plugins are running.
2026-03-26 16:20:41 -04:00
John Colvin 56445d2d66 deploy: Add sparkd-shell service to compose.yaml for troubleshooting 2026-03-26 16:20:41 -04:00
John Colvin ccf1bd51c2 cleanup: Remove unused code 2026-03-26 16:20:41 -04:00
John Colvin fd21269df7 refactor: Wrap md run logic in class MarketDataSession
Start in the constructor, gracefully exit in the destructor.
2026-03-26 16:20:41 -04:00
John Colvin fe85c3e648 Allow md recording dir to be mounted as volume in docker compose 2026-03-26 16:20:41 -04:00
John Colvin e1d33ecadf deploy: Configure timezone in entrypoint script 2026-03-26 16:20:41 -04:00
John Colvin 83df96c70f deploy: Move compose entrypoint to dedicated script 2026-03-26 16:20:41 -04:00
John Colvin f718f5b15c deploy: Fix typo in sparkd conf dir path in compose.yaml 2026-03-26 16:20:41 -04:00
John Colvin 5d752f3b73 refactor: Replace DataPacket with IDataPacket in more places 2026-03-26 16:20:40 -04:00
John Colvin d308dbf15a build: Check if venv already active before activating 2026-03-26 16:20:40 -04:00
John Colvin 21c43b9240 refactor: Replace TableFormatter with table.h
Also move to "format" dir
2026-03-26 16:20:40 -04:00
John Colvin e1553f1b04 refactor: Replace StringFinder/Joiner.h with find/join.h
Also move to "algorithm" dir
2026-03-26 16:20:40 -04:00
John Colvin a26918efe9 refactor: Rename a few TitleCase .h files snake_case
* EnumMacros.h -> enum_macros.h
* TimeSpan.h ---> time_span.h
* TimeStamp.h --> time_stamp.h
2026-03-26 16:20:40 -04:00
John Colvin f729fc4c59 diag: Use structured logs in MDP3Listener::onOption 2026-03-26 16:20:40 -04:00
John Colvin fa67adbe36 deploy: Install tzdata in linux_dotnet8 Dockerfile
So we can configure timezone in compose services. Specifically, we need this
to support live cme md (so onixs doesn't think messages are "too old").
2026-03-26 16:20:40 -04:00
John Colvin 72f9ec582e cleanup: Remove unused code 2026-03-26 16:20:40 -04:00
John Colvin 8fea31bdf6 refactor: Add new glbx variable ticks to security (shm and proto) 2026-03-26 16:20:39 -04:00
John Colvin ca96e41391 build: Upgrade cs LangVersion 11 -> 12 2026-03-26 16:20:39 -04:00
John Colvin d4e5c95fde refactor: Rename SparkApiCredentials -> SparkCredentials 2026-03-26 16:20:39 -04:00
John Colvin f6e0ec3617 refactor: Rename SparkdLoginService -> SparkLoginService
This makes it consistent with other type names (we don't use "Sparkd"
anywhere else).
2026-03-26 16:20:39 -04:00
John Colvin 3fa5284838 refactor: Rename SparkdCredentials.cs -> SparkApiCredentials.cs
Matches the class name
2026-03-26 16:20:39 -04:00
John Colvin 4dcaa565f6 cleanup: Remove unnecessary subscription wrapper in cs sdk 2026-03-26 16:20:39 -04:00
John Colvin 75ecfa89d6 build: Clean up spark_client.sln
* Remove unused csprojs related to old sdk
* Remove erroneous build type config
2026-03-26 16:20:39 -04:00
John Colvin 1c930439a4 fix build (dsqa): Add using Spark.Api.MarketData
Needed to reference IMarketDataClient
2026-03-26 16:19:30 -04:00
John Colvin 25084b8cd9 fix build (cs): Add "global::" prefix when using Spark.Api ns
Resolves conflicts with the Bts.Spark.Api namespace when the using
statement is nested inside the root "Bts" namespace.
2026-03-26 16:17:16 -04:00
John Colvin 5b8a8a8882 build: Simplify target to include native assets in cs 2026-03-08 16:00:49 +00:00
John Colvin 21052090a2 fix (pre-emptive): Format dotnet flag opts correctly
In pack_spark_sdk.py, the dotnet pack cmd is constructed with a dict of
opts. If the value part is None, the opt should be formatted as a flag,
"--key" instead of "--key None".
2026-03-07 13:32:03 -05:00
John Colvin 9bd32b8225 fix build (pack cs sdk): Fix --(no-)cs toggle behavior
* Always run "dotnet pack", regardless of csharp toggle opt
* Run "dotnet publish" if csharp toggled on
2026-03-07 13:20:56 -05:00
John Colvin e8e234f420 fix: Don't fire empty updates in Books IObservable 2026-03-07 01:19:38 -05:00
John Colvin be23237a45 fix: Update last val in IObservable FlattenSeries ext
The bootstrap delegate that stitches the sequences together wasn't
getting properly invoked because of this.
2026-03-07 01:19:28 -05:00
arham a9d92650f8 Add: Spread name to synthspreadbbo 2026-03-03 04:33:44 +00:00
arham c03fb13126 Fix: rename EnterSpreaderOrderAsync from CreateSynthAsync 2026-03-03 01:16:10 +00:00
arham 01e6e37db6 Add: Config for ophir live data sim exe 2026-03-03 01:10:34 +00:00
arham 786b0849a7 FIX: removed errenous code that stopped mdp3 from working 2026-03-03 01:09:06 +00:00
John Colvin 4826fc9237 build: Remove dependency on Newtonsoft.Json (in DataStreamCore)
Replace with System.Text.Json (official dotnet)
2026-02-23 13:03:49 -05:00
John Colvin c3341ec29f refactor: Replace a few more DataPacket refs with IDataPacket 2026-02-23 12:56:27 -05:00
John Colvin eb88052c7e chore: Add Metadata prop to IDataPacket
To give it parity with DataPacket
2026-02-23 12:55:23 -05:00
John Colvin 74332f9944 fix: Pass IMarketDataClient to PrimitiveManager to enable md streams
In DataStreamQueryAnalyzer and Spark Api Server
2026-02-23 11:24:33 -05:00
John Colvin 54c97b5610 fix: Set buffer Position to 0 when deserializing pubsub echo payload 2026-02-21 16:36:53 -05:00
John Colvin 5c05afd9b3 fix: Only fire stream update if there are actually changes
In other words, don't fire if addedRows and deletedRows are both empty.
2026-02-21 16:36:53 -05:00
John Colvin dcbba39e4a fix: Add null check in BlueDataUtility.build_dp_inc 2026-02-21 16:36:53 -05:00
John Colvin d09f22007e fix: Ensure PubSubTagHandlerFactory uses correct config
* Add this service as part of the PubSubClient services for dep
  injection (it is needed by PublisherCore)

* Get rid of PublisherCore's default constructor, so dep injection
  treats the tag handler factory as a required param (fails if it isn't
  available)
  - Replace the default ctr with a static "Create" fn, so code that
    hasn't been updated to use dependency injection can still use that.
  - Use PubSubConfig.Instance (runtime) instead of compile time Default

* Fix compile time Default config
  - In fallback handler config, change Tag from "" to ".*" and move it
    from the beginning of the list to the end (it should be the last
    resort, not the other way around).
2026-02-21 16:36:53 -05:00
John Colvin a07e7ea6b8 fix: Don't call MasterWorker/vsd doWork on DSQA ui thread
Now that we use dependency injection, this is handled by a dedicated
service (MasterWorkerService). As a side effect, stream updates aren't
necessarily fired on the ui thread, so we refresh the grid on a form
timer callback.
2026-02-21 16:36:47 -05:00
John Colvin 4da52ff724 fix: Replace DataPacket w/ IDataPacket in DSQA 2026-02-21 14:49:39 -05:00
John Colvin 05c7a32fc5 refactor: Add parameterless ctr to PubsubEchoTestStream
So it's quick/easy to check in DSQA (less typing required)
2026-02-21 14:23:51 -05:00
John Colvin 404d3073f9 ui: Unhide PubsubHeartbeatStream (pss_hb) from DSQA 2026-02-21 14:11:46 -05:00
John Colvin 7f1154d70c cleanup: Fix indentation in PubsubHeartbeatStream.cs 2026-02-21 14:10:11 -05:00
John Colvin 5bc2e29096 fix build: Only check "dsqa" flag when building on windows
The --dsqa opt isn't defined when running on linux.
2026-02-21 17:55:12 +00:00
John Colvin f5731a184c fix: Actually disable Spark in default DSQA config 2026-02-20 11:08:33 -05:00
John Colvin 120fe8e5c6 vscode: Add DSQA debug config to skip build 2026-02-20 10:44:19 -05:00
John Colvin 137fdc537d refactor: Move DSQA config to appsettings.json 2026-02-20 10:43:13 -05:00
John Colvin a605e57bee build: Add dsqa toggle to build_data_stream.py
Windows only
2026-02-20 02:33:38 -05:00
John Colvin 3ca4bf784c ui: Remove bts.BlueOrb namespace filter for DSQA streams 2026-02-20 02:13:17 -05:00
John Colvin 6c3b7ebdaf refactor: Use dependency injection in DSQA 2026-02-20 02:13:17 -05:00
John Colvin 2fbb6fe563 Disable Spark in default DSQA config 2026-02-20 02:13:17 -05:00
John Colvin 9ea33ac110 ui: Unhide PubSubServerStateStream (pss_state) from DSQA 2026-02-20 02:13:17 -05:00
John Colvin 0bc021912a fix: Replace more DataPacket references with IDataPacket 2026-02-20 02:13:17 -05:00
John Colvin fa017bd9ff fix build: Remove old ViewStream.rows references from dsqa
The 'rows' prop no longer exists
2026-02-20 02:13:17 -05:00
John Colvin 57b59215e6 fix build: Don't echo parenthesis in .cmd if block
It's not allowed (because windows).
2026-02-18 02:54:25 -05:00
arham 210768e391 fix: handle badrequests in websocket api 2026-02-18 05:40:27 +00:00
arham f01e8a578d Add: enter synthetic spreader orders through 2026-02-18 05:36:02 +00:00
arham 528a00cf98 Add: config for okx_bin_sim 2026-02-18 05:31:18 +00:00
arham 96a04a7c84 Fix: side and status to json in orderrecodtuple 2026-02-18 05:30:28 +00:00
arham abaf48beb4 Add: other fields to tosjon for security.cs 2026-02-18 05:29:03 +00:00
John Colvin 08fcae94c0 Update externals (moved emumba deribit deb to bitbucket cloud) 2026-02-17 18:16:22 +00:00
John Colvin 30814a2ed6 fix build: Fix Bts.Extensions.Hosting projref path 2026-02-15 16:48:02 +00:00
John Colvin 3c61de5f13 devcontainer: Install Rakurai deb
Download from bitbucket cloud.
2026-02-14 18:43:07 +00:00
John Colvin 771c58d4ad devcontainer: Move emumba deb to bitbucket cloud
I just learned that Bitbucket offers per-repo cloud storage for arbitary
files (the "Downloads" section on the web gui). Doing this before adding
another third-party deb to our build (rakurai), which is quite large at
140MB. We don't want to pack that into our repo.
2026-02-14 18:42:03 +00:00
John Colvin 5db5d40a99 devcontainer: Fix CMake NO_PUBLIC_KEY warning 2026-02-14 18:29:28 +00:00
John Colvin 020ec9c6bf build: Replace proj refs w/ internal nugets when packing 2026-02-03 16:57:32 +00:00
John Colvin 4e28835bbd vscode: Add tools/py to shell PYTHONPATH 2026-02-03 16:57:32 +00:00
John Colvin 6985fbb090 refactor: Move CompressionUtilities into separate csproj
It was nested in PubSub. The new csproj is named Bts.IO.Compression.
2026-02-03 16:57:32 +00:00
John Colvin 2f42311220 build: Update a few python packages
* protobuf         4.21.12 -> 6.33.4
* pybind11         2.13.6 --> 3.0.1
* pybind11-stubgen 2.5.3 ---> 2.5.5
2026-02-03 16:57:32 +00:00
John Colvin 3842efcef1 build: Define build py requirements in separate files
No need to install backend build deps when building the front-end, and
vice versa. The build scripts (build_spark.cmd, build_sparkd.sh, etc.)
automatically install only the necessary requirements now.

Note: We'll keep the monolith requirements.txt file around (at least for
now), as it includes more than just build deps (e.g., numpy, pandas, and
jupyter for data analysis; pybit for bybit plugins, etc.).
2026-02-03 16:57:32 +00:00
John Colvin 635107eb68 cleanup: Remove unused py code 2026-02-03 05:20:29 +00:00
John Colvin 1b9a49b924 cleanup: Add missing files and env vars to sparkd config profiles 2026-02-03 05:20:29 +00:00
John Colvin ead35389d5 build: Make PubSub packable 2026-02-03 05:20:29 +00:00
John Colvin 22b44845fb build: Update Microsoft.AspNetCore.Cors to 2.3.9 2026-02-03 05:20:29 +00:00
John Colvin 8ab26f3e1d build: Remove dependency on Newtonsoft.Json
Replace with System.Text.Json (official dotnet)
2026-02-03 05:16:21 +00:00
John Colvin 01c61bb16d fix build: Publish spark_api_server csproj instead of the sln
There's a version conflict with System.Data.Common when publishing the sln.
2026-01-22 05:50:49 +00:00
John Colvin e09e49ce56 fix build: Add Bts.Net to Spark.Api.Server.sln
It seems like the dep is automatically detected on windows, but not
linux (so we need to add it explicitly).
2026-01-21 15:06:00 -05:00
John Colvin e6cc20858b build: Honor "UseProjectRefs" in spark_websocket, spark_api_server 2026-01-21 14:28:48 -05:00
John Colvin 2eb80082d8 refactor: Move Bts.Extensions.Hosting, Bts.Net to cs dir
They aren't exclusively used by DataStream csprojs
2026-01-21 14:20:39 -05:00
John Colvin d55ef854ba fix build: Don't actually copy files when building with --dry-run 2026-01-21 14:03:01 -05:00
John Colvin b1417ece5d fix build: Fix cmake windows preset in publish_api_server.py
Changed from 'spark' -> 'spark-windows'
2026-01-21 14:03:01 -05:00
John Colvin f6ae219a72 build: Add a few toggle opts to publish py scripts
--(no-)cpp           Enable/disable cpp build
--(no-)cs            Enable/disable csharp build
--(no-)csproj-refs   Depend on csproj refs, or locally built nugets
2026-01-21 14:03:01 -05:00
John Colvin 1e4b9cf833 Add new StartWithOnTimeout ext fn for IObservable
Ophir wanted this functionality for data in the sdk
2026-01-19 10:44:51 -05:00
John Colvin 228931dd2a cleanup: Fix indentation in launch.json
Also rename launch task "(gdb) Attach" -> "Sparkd Attach"
2026-01-19 10:44:51 -05:00
John Colvin f5b4b36ea1 Move devcontainer Dockerfile to bluetradingsystems/linux_dotnet8_dev
We now host it on dockerhub under that name
2026-01-19 10:44:51 -05:00
arham f19d2d695b Fix: Updated path so that profiles work 2026-01-16 06:55:09 +00:00
John Colvin d4b9b6bcba fix: Dispose subscription in TopOfBookQuoter demo 2026-01-14 10:35:42 -05:00
John Colvin 84d74a7873 refactor: Actually implement IDisposable in MarketDataClient 2026-01-14 10:35:42 -05:00
John Colvin 8c34280d75 fix: Init PriceTicker Security to avoid null ref in Equals impl 2026-01-14 10:35:42 -05:00
John Colvin 474d96ced4 feat: Add PriceStats/Ticker to ISimpleSparkClient (cs sdk) 2026-01-14 10:35:42 -05:00
John Colvin 1432692a26 refactor: Make PriceStats/Ticker record structs
Also rename props in PascalCase
2026-01-13 13:57:47 -05:00
arham 1dde5c3ac2 add: trades aggressor side works in the recorder 2026-01-13 18:25:56 +00:00
arham 1cc31e0d2d add: databento datahandler reads cme recorded files with time delay 2026-01-13 18:00:43 +00:00
arham edbd0d2a7b add: conf for es weekly 2026-01-13 17:59:25 +00:00
arham 56a4ec94a2 Fix: glbx config to use databento as marketdata src 2026-01-13 17:55:13 +00:00
arham e3e3d42972 fix: removed double call to std::move 2026-01-13 17:52:16 +00:00
arham 1b9dff3a83 Add: low tick high tick to genereal marketdata listener 2026-01-13 17:51:43 +00:00
John Colvin 8521a98445 ui: Add Tag column to OrderBook window 2026-01-12 10:45:00 -05:00
John Colvin 10eb1ecf1e feat: Add order tag param to ISimpleSparkClient (cs sdk) 2026-01-12 10:44:59 -05:00
John Colvin 88beb0f148 fix: Avoid null ref ex in DiffStream 2026-01-11 15:15:13 -05:00
John Colvin 0f70ae5da2 fix: Fix 'future' -> 'spread' typo in LiveFuturesContractStream 2026-01-11 15:15:13 -05:00
John Colvin bcd207f89e cleanup: Fix more build warnings in DataStreamSuite
Alot more
2026-01-11 15:15:13 -05:00
John Colvin 989d103eef fix: Properly store and dispose md subscription in BBOStream 2026-01-11 15:15:12 -05:00
John Colvin aacd22d496 refactor: Move Exception utils to Spark.Core.Diagnostics ns 2026-01-11 15:15:12 -05:00
John Colvin 5d318b6422 refactor: Rename PropertyNotNull -> MemberNotNull
Because it can be used to null check any member (including fields and
method returns), not just properties.
2026-01-11 15:15:11 -05:00
John Colvin d89164c0ff refactor: Move CollectionExtensions to Spark.Core.Collections namespace 2026-01-11 15:12:33 -05:00
John Colvin cbddb3ae28 fix: Avoid potential race bug in c# OrderPool 2026-01-11 11:20:40 -05:00
John Colvin 2aa25d4085 refactor: Rename ExceptionAssert.not_null -> NotNull 2026-01-11 11:20:40 -05:00
John Colvin cd34f9b1cb cleanup: Tidy up SecondStream, move ThrottleStream to own file
There actually already was a file called "ThrottleStream", but since it
didn't have the ".cs" extension it wasn't getting built.
2026-01-11 11:20:40 -05:00
John Colvin 5f689dbd8e cleanup: Tidy whitespace and using statements 2026-01-11 11:20:40 -05:00
John Colvin 03a8f4e9c0 refactor: Replace DataPacket w/ IDataPacket in many places 2026-01-11 11:20:40 -05:00
John Colvin 49a952fb32 refactor: Generate a few row types with new t4 templates
* PubSubHeartbeatRow
* PubSubRouteRow
* PubSubServerStateRow
* PubSubServerTagStatsRow
* TableMetadataRow
2026-01-10 12:59:14 -05:00
John Colvin a1c6e0ccab build: Add t4 templates to generate c# row types
Produces classes/structs that implement IBlueRow with strongly typed
properties for each column.
2026-01-10 12:59:14 -05:00
John Colvin 63a3eb968c diag: Assert DataStream updates are incremental
In debug builds
2026-01-10 12:59:14 -05:00
John Colvin 9de4b27003 refactor: Ensure stream subscriptions only disposed once
In the debugger, I noticed a few streams were unhooking their internal
onChange callbacks unnecessarily (when they were already unhooked).
2026-01-10 12:59:14 -05:00
John Colvin 849c6c28e5 fix: Don't fire empty updates in MutableAppendStream 2026-01-10 12:59:14 -05:00
John Colvin bf3a8f076f fix: Change DSQA config pubsub port to 22019
The port PubSubServer runs on by default
2026-01-10 12:59:14 -05:00
John Colvin 44749739b9 build: Define centralized SparkVersion prop
All csprojs should be on the same version. At the very least, it
is a sensible default.
2026-01-10 12:59:14 -05:00
John Colvin ddf16bcd5c fix: Add missing LiveMarketDataStream attribute to InstrumentsStream
Otherwise PrimitiveManager returns null for that stream type
2026-01-10 12:59:14 -05:00
John Colvin cfe7d43770 fix: Initialize ViewStreamDatabase.instance in DSQA 2026-01-10 12:59:14 -05:00
John Colvin bb5ea19f69 refactor: Get rid of ViewStream.rows prop
It was causing weird side effects in debugger
2026-01-10 12:59:14 -05:00
John Colvin 327665b4c3 fix: Add null check in ProximityJoinStream 2026-01-08 14:24:27 -05:00
John Colvin 2843638386 fix: Only start Stopwatch when actually doing work 2026-01-08 14:24:27 -05:00
John Colvin 915322927a fix: Dispose md subscription in InstrumentsStream 2026-01-08 14:23:09 -05:00
John Colvin 9905216131 fix: Format PubSub and DSQA config json in PascalCase
Matches what's in appsettings.json files
2026-01-08 14:22:57 -05:00
John Colvin f88915a940 fix build: Add --spark-version opt in build_data_stream.py 2026-01-07 02:34:56 -05:00
John Colvin c5ea913e27 fix: Shutdown application when user closes login dialog
Previously, it would hang until you manually killed the process.
2026-01-06 14:02:10 -05:00
John Colvin 7719aaa2b3 fix: Add EnvironmentVariables config provider to HostBuilder 2026-01-06 14:02:10 -05:00
John Colvin ad3a8a7544 fix: Add json config sources before env vars and cmd line sources
So environment variables override json files (if there is a conflict),
and command line args override everything else.
2026-01-06 02:34:36 -05:00
John Colvin 75d3ba1d59 fix: Support cross-type numeric comparisons in ArgumentComparer
For example, so we can compare ints with doubles. Also adds support for
DateTime and TimeSpan cross-type comparisons.
2026-01-05 13:36:07 -05:00
John Colvin 0ebe9a876c fix: Apply MarketDataClientConfig to MDSource
For throttle intervals, etc.
2026-01-05 13:26:29 -05:00
John Colvin ac1cbaa985 deploy: Add ophir_demo config profile for sparkd 2026-01-05 00:04:57 +00:00
John Colvin e861835690 deploy: Change sparkdata dir to ~/.local/share/bts/spark
In docker scripts (Dockerfile, compose.yaml)
2026-01-04 23:35:04 +00:00
John Colvin 10752257cc vscode: Build sparkd as prelaunch task
Must have been removed by accident
2026-01-04 21:19:00 +00:00
John Colvin 8e67bd45d9 improve: Add 'file' and 'start_date' props to md replay config 2026-01-04 21:19:00 +00:00
John Colvin 140e5bb5ee fix build (sparkd): Disable warnings specifically for clang >= 18
The build was broken for clang < 18 (and gcc) because we were blindly disabling
warnings as errors specific to clang 18, without checking the compiler version.
Namely, "-Weffc++" and "-Wenum-constexpr-conversion".
2026-01-04 21:19:00 +00:00
John Colvin 9ebc282ba5 fix: Use AtomicGate to make TableUpdate Select ext thread-safe 2026-01-04 21:19:00 +00:00
John Colvin 549529aa60 tool: Add script to add BTS github nuget source
Where we host the BTS sdk nugets
2026-01-04 21:19:00 +00:00
John Colvin 5ed4a5c1c5 feat: Add tag property to OrderDefinition 2026-01-04 21:19:00 +00:00
John Colvin 8c458d48bb feat: Add server side csharp sdk
For Ophir
2026-01-04 21:19:00 +00:00
John Colvin bb1e7c30c8 build: Add msbuild flag to reference projs or local nugets
So we can use project refs for dev builds, and package refs for releases.
2026-01-04 21:19:00 +00:00
John Colvin 6568c29ad4 cleanup: Remove unnecessary ProjectReference 2026-01-04 21:19:00 +00:00
John Colvin e5e67e1a01 build: Optionally launch console with Spark exe 2026-01-04 21:19:00 +00:00
John Colvin 4f34e57194 refactor: Move Bus code into Bts.Spark.Core 2026-01-04 21:19:00 +00:00
John Colvin 59b1aead62 refactor: Use HostBuilder to launch spark w/ streams 2026-01-04 21:19:00 +00:00
John Colvin 49a4c65f3b build: Define custom "main" (entry point) for Spark exe
This is a prelude to integrating streams into spark. The plan is to use
an ms HostBuilder to instantiate stream services/dependencies alongside
the spark Application object.
2026-01-04 21:19:00 +00:00
John Colvin cf4158b34c refactor: Consolidate ShellBootstrapper and base class into one 2026-01-04 21:19:00 +00:00
John Colvin db0e0d4311 cleanup: Get rid of stunnel code
This looks like it hasn't been hooked up for years...it would only start
if a stunnel.conf file was detected, which hasn't been around for a very
long time.
2026-01-04 21:19:00 +00:00
John Colvin 50788f8828 fix: Only create mutex if spark app is NOT running in vs designer
I accidentally droped the '!' in a cleanup commit 4 years ago
2026-01-04 21:19:00 +00:00
John Colvin a515468e37 refactor: Rename TableUpdate props to PascalCase
Makes the sdk look more polished, professional
2026-01-04 21:19:00 +00:00
John Colvin 1f68f47b42 build: Propagate py exit codes back to the shell
* publish_spark.cmd
2026-01-04 21:19:00 +00:00
John Colvin 84f6d3d9fe cleanup: Fix build warnings pre-emptively before compiler upgrade
For clang>=18
  * non-constant-expression cannot be narrowed from type 'uint32_t' (aka 'unsigned int')
    to 'float' in initializer list [-Wc++11-narrowing-const-reference]
  * -Wenum-constexpr-conversion
2026-01-04 21:19:00 +00:00
John Colvin 4bc1a4c833 build (qol): Add opts to only build cpp or cs
Usually, we're only working in one language or the other, and don't need
to rebuild both.
2026-01-04 21:19:00 +00:00
John Colvin c50a006d7d deploy: Update dotnet7 -> dotnet8 in docker images 2026-01-04 21:19:00 +00:00
John Colvin 2031f536d6 build: Pack Bts.Spark.Core with libspark 2026-01-04 21:19:00 +00:00
John Colvin 69e4ed84c1 build: Generate version info via git cli in build scripts
Instead of GitVersion.MsBuild nuget
2026-01-04 21:18:58 +00:00
John Colvin 2a284b1e9c cleanup: Remove unused Protobuf.cmake script 2026-01-04 21:08:13 +00:00
John Colvin 4d5d0f8573 build: Consolidate cmake presets 2026-01-04 21:08:13 +00:00
John Colvin c4a6b4591d cleanup: Remove last vestiges of spark proto config from DataStreamCore 2026-01-04 21:08:13 +00:00
John Colvin 8f3fa18bca refactor: Rename spark_api csproj Bts.Spark.Api
This follows the conventional naming practices, where the project shares its
name with the namespace. Doing this in anticipation of the csharp sdk we are
about to release (for Ophir).
2026-01-04 21:08:13 +00:00
John Colvin f60782915c refactor: Rename spark_core csproj Bts.Spark.Core
This follows the conventional naming practices, where the project shares its
name with the namespace. Doing this in anticipation of the csharp sdk we are
about to release (for Ophir).
2026-01-04 21:08:13 +00:00
John Colvin 3565f78be8 cleanup (build): Remove redundant csproj refs
For example, projects that reference spark_api don't need an explicit reference
to spark_core, since spark_api already references it. The same goes for projects
that reference DataStream and DataStreamCore.
2026-01-04 21:08:13 +00:00
John Colvin 41ad7b96f4 build: Only expose spark_core internals to spark and spark_test csprojs 2026-01-04 21:08:13 +00:00
John Colvin c338d26b82 build: Define project specific metadata props for nuget pack 2026-01-04 21:08:13 +00:00
John Colvin 319f054a0c build: Define global company info build props for csprojs
* Authors - Blue Trading Systems
* Company - Blue Trading Systems
2026-01-04 21:08:13 +00:00
John Colvin 389bf6e130 refactor: Rename DictionarySetWrapper -> DictionaryKeySet 2026-01-04 21:08:12 +00:00
John Colvin ded28c23d7 diag: Preserve file and line number in "log_at" ext fn 2026-01-04 21:08:12 +00:00
John Colvin 04acba409f dev qol: Add local appsettings, configurations to gitignore 2026-01-04 21:08:12 +00:00
John Colvin 67f7124ed5 build: Remove DSQA from DataStreamSuite.sln
Because it doesn't build on linux
2026-01-04 21:08:12 +00:00
John Colvin 322794434a fix build: Copy libspark to "net8.0" dir (was net7.0) 2026-01-04 21:08:12 +00:00
John Colvin fbcba118ac fix build (api server): Fix typo DOTNET_BINARY_DIR cmake var (path)
This is the dir into which libspark (c++) is copied for dotnet (c#) exes.
2026-01-04 21:08:12 +00:00
John Colvin 1c579ee063 refactor: Change namespace to Bts.DataStreamCore for a few types
Since they're in the DataStreamCore csproj
2026-01-04 21:08:12 +00:00
John Colvin 7508fa0b7f dev qol: Mark ExceptionAssert 'name' param w/ CallerArgumentExpression 2026-01-04 21:08:12 +00:00
John Colvin 1f18ec4198 refactor: Replace if/else with switch cases 2026-01-04 21:08:12 +00:00
John Colvin 81d7820cca fix: Ensure IDGenerator instance is created before deref 2026-01-04 21:08:12 +00:00
John Colvin e125be1f85 fix: Emplace MDConsumerHandle instead of copy assign 2026-01-04 21:08:12 +00:00
John Colvin 040c8cab59 cleanup: Remove unnecessary code
Trim includes as well
2026-01-04 21:08:12 +00:00
John Colvin 32a12cf1f7 cleanup: Remove redundant macro def 2026-01-04 21:08:12 +00:00
John Colvin db604fbed0 improve: Abort md rec loop if nothing configured to record 2026-01-04 21:08:12 +00:00
John Colvin cc0a3ea15f cleanup: Trivial whitespace cleanup in Protobuf.cmake 2026-01-04 21:08:12 +00:00
John Colvin 4066cd50ce build: Clean up data_files cmake proj (support --target clean) 2026-01-04 21:08:12 +00:00
John Colvin f1ccff9134 build: Resolve app data dir and shared mem prefix at runtime
We can't define them at compile time anymore since we build multiple exes that
depend on libspark in the same dir (e.g., api-server, pubsub, sparkd, etc.),
and each one needs its own shared memory and app data filespaces.

For shared memory:
  * Prefix all shm files with the proc name and an environment variable,
    BTS_SHARED_MEMORY_PREFIX (if defined). The env var is only necessary
    when 2 exe's with the same name run simultaneously.

For app data:
  * On linux, the default is:
    /home/<user_name>/.local/share/bts/<proc_name>
  * On windows, the default is:
    /User/<user_name>/AppData/Roaming/bts/<proc_name>
  * This path can be overridden in the environment variable:
    <proc_name>__APPDATA
    - For example, SPARKD__APPDATA, PUBSUB__APPDATA, etc.
2026-01-04 21:08:12 +00:00
John Colvin 51ab182b2f Don't log "initializing spark config" if it has already been initialized 2026-01-04 21:08:12 +00:00
John Colvin 856cd552eb refactor: Add Api Server service modules for Dependency Injection
* Part of a broader paradigm shift towards Dependency Injection and
  Factory Pattern.
* Adds "api-server" service to docker compose
* Replaces MarketDataClient w/ IMarketDataClient in a few streams
* Replaces ViewStreamDatabase w/ IWorkScheduler in a few streams
2026-01-04 21:08:12 +00:00
John Colvin 997647e917 refactor: Add handy WebsocketExtensions
* IsSocketStateOpen
* IsClosedProperly
2026-01-04 21:08:12 +00:00
John Colvin 687a9741db fix: Don't assert on exception in BooleanExpression.evaluate
Bugs (fixed):
  * DataStream WebApp Server sometimes crashes when the user enters a
    bad query.
2026-01-04 21:08:12 +00:00
John Colvin 7faa0ade24 diag: Assert that local ip address is successfully obtained 2026-01-04 21:08:12 +00:00
John Colvin 4d6d68aff6 improve: Resolve hostnames when comparing ip addrs
So we can to configure pubsub routes by hostname or ipv4 (ipv6 hasn't
been tested yet...so we should assume it doesn't work).
2026-01-04 21:08:12 +00:00
John Colvin dcf291d6b2 diag: Assert TcpConnection endpoint matches expected 2026-01-04 21:08:12 +00:00
John Colvin a6b83988e7 diag: Catch exceptions on AsyncTCPConnector_AsyncWrapper bg thread
Since it spawns a new thread on each attempt, uncaught exceptions were
previously undetected, and caused silent failures down the pipe. This
should make it easier to track such bugs down.
2026-01-04 21:08:12 +00:00
John Colvin 2c097500f4 fix: Format PubSubRoute as json in log msgs
It was previously using the default ToString, which simply returns the type name
2026-01-04 21:08:12 +00:00
John Colvin 81a212e7a3 build: Upgrade packages (deps) in DataStreamTests 2026-01-04 21:08:12 +00:00
John Colvin 449453625c vscode: Add PubSubServer debug cfg to skip build 2026-01-04 21:08:12 +00:00
John Colvin 5058187d5b cleanup: Remove reference to spark protobuf Config in ViewStream
In general, we should keep BlueOrb dependencies on spark/sparkd to a minimum.
The dotnet dependency injection architecture provides a robust config framework
we can use instead, based on json files, environment variables, and command-line
arguments.
2026-01-04 21:08:12 +00:00
John Colvin 0253a0f60f refactor: Run RemoteQueryManager as an IHostedService
This paradigm more accurately represents the RemoteQueryManager as a
Service that can be started/stopped.
2026-01-04 21:08:12 +00:00
John Colvin 6986cb5e8e fix: Ensure spark config init and login are only performed once
As a static function that could be called from anywhere in the code
(directly or indirectly), 'Configuration.Initialize' was vulnerable to
race bugs. The "Configuration.get<T>()" method, whose calls are
ubiquitous in our code, would initialize config if it hadn't been done
so already. Without a reference to the configServer param, this param
would effectively be ignored/overridden with null.

It's important that login only be performed once, for obvious reasons
(our exes that connect to sparkd are generally designed to process data
for a single user). Furthermore, not every routine that requires a
successful login has a reference to the credentials needed to do it. To
address this, we now pass the ISparkdLoginService singleton to these
routines so they can wait until the singular login task has completed
before they begin.
2026-01-04 21:08:12 +00:00
John Colvin 35a45c35ba refactor: Move position model to spark_api
So we can use it in the new sdk (c# server-side api) for Ophil
2026-01-04 21:08:12 +00:00
John Colvin 970555d2a1 diag: Assert ViewStreamDatabase.instance is only created once
The instance must be initialized via ViewStreamDatabase.SetGlobalInstance
2026-01-04 21:08:12 +00:00
John Colvin 1d46ea061a cleanup: Remove unused code from ViewStreamDatabase 2026-01-04 21:08:12 +00:00
John Colvin 4bd12dc465 fix: Define BoooleanConstant before StringConstant
Otherwise the former masks the latter and prevents it from matching
2026-01-04 21:08:12 +00:00
John Colvin ad1d404314 cleanup: Remove unnecessary deps from csprojs 2026-01-04 21:08:12 +00:00
John Colvin a7b6da27ae fix: Catch exception when creating TcpClient 2026-01-04 21:08:12 +00:00
John Colvin de4a55b34c fix: Make SystemSubscriptionMapPublisher threadsafe
The PubSubState.onTagMapChanged event may not be invoked on
the same thread as doWork.
2026-01-04 21:08:12 +00:00
John Colvin 2e14598667 fix: Add a few null checks
* TimeBasedFilter
* TableAccumulator2
* NonIncGroupByStream
2026-01-04 21:08:12 +00:00
John Colvin 3038d9154f improve: Reduce task wait/timeout code in AsyncTCPConnector 2026-01-04 21:08:12 +00:00
John Colvin 5805758187 diag: Assert System publishers 'doWork' is always called on same thread 2026-01-04 21:08:12 +00:00
John Colvin 2c1b7b95a4 improve: Propagate DataStream exceptions via ErrorChanged event 2026-01-04 21:08:12 +00:00
John Colvin 60af47c4eb cleanup: Remove unused PubSubConfig props 2026-01-04 21:08:12 +00:00
John Colvin b0d0594e3d fix: Always call 'handle_internal_pubs' in PubSubMessageReactor main loop 2026-01-04 21:08:12 +00:00
John Colvin b29b2a0adb fix: Fix a few column types in in PubSubServerTagStatsStream
* total_bytes      (int      -> long)
* last_update_time (DateTime -> long)
2026-01-04 21:08:11 +00:00
John Colvin 76fa35382e refactor: Add DataStream service modules for Dependency Injection
Namely, in DataStreamPublisher and PubSubServer. This is part of a broader
paradigm shift towards Dependency Injection and Factory Pattern.

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

* Use interfaces to decouple services:
  - Decouple ManagedSubscriber from ISubscriberCore impl
  - Decouple PubTableBroker from IPublisherCore impl
  - Decouple RemoteQueryManager from IManagedSubscriber, IPubTableBroker impl

* Rename Publishers -> PublisherNodes in DataStreamPublisherConfig
* Model config profiles after dotnet appsettings
  - Rename Configurations/<name>.json -> appsettings.<name>.json
  - Make json fields match corresponding csharp props verbatim
    * The Dependency Injection framework doesn't support JsonPropertyName
      attributes. Config class props must match json fields verbatim.

* Move reusable startup code into new Bts.Extensions.Hosting proj
* Add pubsub and md-publisher services to compose.yaml
2026-01-04 21:08:11 +00:00
John Colvin 716bc92394 refactor: Only support 1 tag type in IPubSubServerTagHandler 2025-12-30 11:42:23 -05:00
John Colvin 3a6141f3ae refactor: Change Configuration.initialize to be async
Tweak SparkCoreServices to synchronize Configuration.init globally
2025-12-30 11:42:20 -05:00
John Colvin be2368f95a refactor: Add Spark service modules for Dependency Injection 2025-12-30 11:38:21 -05:00
John Colvin 7e32ac9e06 cleanup: Remove unused pubsub tag handler code
* Removed 'IPubSubServerTagHandler.register'
  - All implementations of this function were empty
* Removed 'IPubSubServerTagHandler.supportedTagTypes'
  - This property wasn't referenced anywhere
* Remove IWorker inheritance from IPubSubServerTagHandler
  - No reason these interfaces have to be tied together
2025-12-30 11:38:21 -05:00
John Colvin 8fc4df1427 refactor: Rename CloudStreamManager.cs -> RemoteQueryManager.cs
This matches the file name
2025-12-30 11:38:21 -05:00
John Colvin 2020ebed2d cleanup: Change pub sub schema prefix 'bluto://' -> 'bts-cloud://'
In config json files (not actual code change)
2025-12-30 11:38:20 -05:00
John Colvin cc483ca4b5 diag: Fix typos in log msgs
* Bad string interopolation syntax
2025-12-30 11:38:20 -05:00
John Colvin aae7356dc7 vscode: Add DataStreamPublisher debug cfg to skip build 2025-12-30 11:38:20 -05:00
John Colvin 8d6e94384c cleanup: Fix benign typos in build scripts
Change BUILD_SPARK_PY var name to BUILD_PY (these scripts build other
projects than 'spark').
2025-12-30 11:38:20 -05:00
John Colvin 7d6e4efa4f cleanup: Fix numerous build warnings in DataStreamSuite
Nearly all warnings were due to nullability issues, since the concept of
nullable reference types did not exist when the DataStream code was
originally written.

* Compression related files
  - BZip2InputStream  (disable nullability warnings)
  - BZip2OutputStream (disable nullability warnings)
  - DeflaterHuffman   (disable nullability warnings)
  - Inflater          (disable nullability warnings)
  - InflaterDynHeader (disable nullability warnings)
  - ParallelJoinTest  (disable nullability warnings)
  - TarHeader
  - TarInputStream    (disable nullability warnings)
  - ZipEntry
  - ZipFile
  - ZipInputStream

* AsyncTCPConnection_APM
* AsyncTCPConnection_APM
* InflaterHuffmanTree
* ManagedSubscriber
* ManagedTCPMessageHub
* MapStream
* PubSubClientMessage
  - Normalize indentation/whitespace
  - Fix some typos
  - Address nullability issues to fix build warnings
  - Modernize code
* PubSubMessageReactor
* PubSubServerManagedTCPConnection
* PubSubSingleTagStateEvent
* PubSubState
* PublisherCore
* PubsubDeserializationController
* RemoteMessage
  - make 'message' nullable to resolve warnings elsewhere (in calling code)
* SharedStreamConfig
* SingleTagData
* SubscriberCore
* SuperMapStream
* SystemHeartbeatPublisher
* SystemStatsPublisher
* SystemSubscriptionMapPublisher
* ThreadSafeQueue
* TradeBarsStream

Only use Registry on windows.
2025-12-30 11:38:20 -05:00
John Colvin 02f566a970 cleanup: Modernize PubSubRoute code, json parsing 2025-12-30 11:38:20 -05:00
John Colvin d0d05a5c18 cleanup: Remove unused DateTime grammar from exp parser 2025-12-30 11:38:20 -05:00
John Colvin 3fafeca9ad cleanup: Remove empty file (clearly added by accident) 2025-12-30 11:38:20 -05:00
John Colvin f5a4e7c410 fix: Remove query from literal error stream
The parser can't handle colons in the expression (it throws/crashes)
2025-12-30 11:38:17 -05:00
John Colvin a0b2a8b186 chore: Add async SQLiteEnumerator to read table as IBlueRowCollection 2025-12-30 11:36:35 -05:00
John Colvin 35a207e234 chore: Add various collection classes
These will be useful in stream operators, row indexing, etc:
  * AggregateList
  * CircularBuffer
  * DeltaList
  * DictionarySetWrapper
  * ImmutableOrderedDictionary
  * ImmutableOrderedSet
  * IMutableCollectionFacade
    - inherits IReadOnlyCollection<T> and ICollection<T>
    - throws NotSupportedException in default impls for mutation ops
  * IMutableListFacade
    - inherits IReadOnlyList<T> and IList<T>
    - throws NotSupportedException in default impls for mutation ops
  * IndexDependentSelectorList
  * MergedSortedList
  * OffsetList
  * OrderedDictionary
  * ReverseArrayList
  * SliceList
  * StepList

More notes:
  * Renames ExceptionAssert.is_valid ExceptionAssert.Index.IsValid.
    - Like the 'ExceptionAssert.Argument' class, which provides methods to throw
      ArgumentException if a condition isn't satisfied, this class throws
      IndexOutOfRange exceptions.
2025-12-30 11:36:35 -05:00
John Colvin 2069c64864 chore: Support mutations in AggregateDictionary (optionally) 2025-12-30 11:36:35 -05:00
John Colvin 9a29606fc1 style: Use standard c# capitalization rules
* Use 'PascalCase' for public members (instead of 'snake_case')
* Use 'camelCase' for private members (instead of '_snake_case')
2025-12-30 11:36:34 -05:00
arham e69012a5ad fix: sanitized dsl in websocket 2025-12-03 13:35:08 +00:00
arham 4237d58f76 Add: metadata to dsl callback 2025-12-03 13:34:37 +00:00
arham 1c75f4a53f Add: get last n lines of log for websocketserver 2025-12-03 12:24:16 +00:00
arham aabf1490eb Fix: Trycatch on base program.cs to prevent crash 2025-12-03 12:21:03 +00:00
arham 14a79b6352 Add:: cross exchange arb stream 2025-12-02 15:21:06 -05:00
arham f69b517f83 add: f10 to stop dsqa 2025-12-02 13:05:39 -05:00
arham 2d0d33028a fix: bug fix to rowbasedappendstream 2025-12-02 12:58:22 -05:00
arham f953b3bb8a change: change UnionStream name to AppendStream 2025-12-02 12:47:36 -05:00
arham 73672276f3 Add: add year to datetimexpander stream 2025-12-02 12:46:49 -05:00
John Colvin 10bb90c731 fix: Use IDictionary.GetEnumerator explicitly to iterate keyvals
We really need to replace these old non-generic collections with generic ones.
BlueRow's IDictionaryEnumerator implementation iterates over values when passed
to a foreach loop, not key value pairs.
2025-11-19 23:55:35 -05:00
John Colvin 0746b27a40 cleanup: Remove docker submodules again
I lost count of the number of times they have been deleted long ago.
Taha, please remove them from your repo so they don't come back :)
2025-11-19 10:33:31 -05:00
John Colvin 3a3c3d45d3 cleanup: Change default DSQA sparkd config server to 127.0.0.1 2025-11-19 10:33:31 -05:00
John Colvin 2014931653 feat: Add live bbo stream 2025-11-19 10:33:31 -05:00
John Colvin aa740e786c refactor: Automatically add id column in BlueTableSchemaBuilder 2025-11-19 00:36:56 -05:00
John Colvin 12c6b367f4 fix (preemptive): Avoid StackOverflow in md client securities fn
One of the 'securities_incremental' fns was calling back into itself instead of
the other overload. This is a 'preemptive' fix because the problematic code path
wasn't running in practice (though it was a ticking time bomb).
2025-11-19 00:36:56 -05:00
John Colvin 5080960b97 refactor: Replace DataPacket w/ IDataPacket in stream handlers
This commit also renames BlueTableSchemaAdaptor to BlueTableSchemaAdapter,
and makes it implement IBlueTableSchema.
2025-11-19 00:36:56 -05:00
John Colvin 770e14752a chore: Add json facilities for DataStream websocket api 2025-11-19 00:36:56 -05:00
John Colvin e24b877e58 Add gen purpose blue row/table utils for data streams
* Add BlueRowReflection<T> so ViewStream implementations can use
  strong row types without needing to implement IBlueRow
* Add default implementations for IDictionary members in IBlueRow to make
  implementing IBlueRow less tedious
2025-11-19 00:31:53 -05:00
Taha Afzal 09abe4a432 Added RowBasedAppendStream 2025-11-18 03:10:30 +00:00
Taha Afzal 66c0baa150 Adding meta data to DataPacket, NLStream adds nl -> dsl as a name value pair in the meta data. Also removing windows ref from DataStreamStudio.sln 2025-09-24 13:16:28 +00:00
arham 5305b32c04 Fix file path didnt work in linux 2025-09-17 04:28:25 +00:00
arham e6304609f8 changes to make streams run on linux 2025-09-16 15:38:21 +00:00
arham 91d6f80b45 streams ws defaults to nl 2025-09-16 15:33:58 +00:00
arham 21d84d811d simple changes to make stream work with wbesite 2025-09-02 17:17:43 +00:00
arham 77e542efa9 Fix: websocket code 2025-09-02 17:17:43 +00:00
Taha 6b28fc4779 Lot of BlueOrb stream changes 2025-09-02 17:17:43 +00:00
John Colvin c0602ceb93 fix (api server linux): Add missing deps to fix crash on start
The api server likely broke when we reorganized cpp with stuttering dirs.

* Link Catch2 and ssh2
* Add a few .cpp files to the build
2025-09-02 14:06:08 +00:00
John Colvin 6f5d89cceb fix build (api server linux): Trivial cmake changes
* Get rid of old 'cfg_defaults' param in get_proto_sources impl for linux client
  builds
* Make libfmt dep header-only
* Use CMAKE_SHARED_LIBRARY_PREFIX if "PREFIX" is undefined when copying libspark
  to dotnet bin dirs
2025-08-29 19:54:39 +00:00
arham 7baaafbeeb sasalgo local pos working 2025-08-29 15:50:43 +00:00
Adeel Khan 8569b02f5c cleanup: spread websocket. 2025-08-25 11:45:57 +00:00
Adeel Khan 8f0784e6c2 cleanup: logs. 2025-08-25 11:31:28 +00:00
Adeel Khan c15968e17e ADD: py_spread.h.. 2025-08-25 07:51:04 +00:00
John Colvin 0e331229d4 fix build: Add missing constructors for SecuritiesEventLog 2025-08-25 06:07:30 +00:00
John Colvin 45c85310e7 hotfix: Remove 0 qty check in ExecutionReport validation fn
This (hopefully) fixes part of a compounding error where 1) the SprayAndSkewAlgo
sends 0 lot orders, which are rejected by the exchange. Then 2) the REJECT exe
report fails a misguided "validation" check due to its 0 qty, and is never
propagated to the rest of the system.
2025-08-25 05:53:36 +00:00
John Colvin 7b41dbb19a diag: Reduce "Waiting for request" log level to diag in py bridge
It's too noisy for Info
2025-08-24 17:45:21 +00:00
Adeel Khan e6a3116327 FIX: Minor recorder fixes. 2025-08-21 22:12:03 +00:00
Adeel Khan 86ce16790a FIX: Changed log level. 2025-08-21 22:12:03 +00:00
Adeel Khan 897cf10be6 ADD: Support for bbo in MDRecorder & Config support. 2025-08-21 22:12:03 +00:00
Adeel Khan ca27903f63 ADD: Support for Spreads on Bybit. Gateio fixes. 2025-08-21 22:12:03 +00:00
Adeel Khan 1b5f1bfb27 UPDATE: Added back Spots to Bybit MD. 2025-08-21 22:12:03 +00:00
John Colvin 217db51cbc fix: Propagate error message to ExecutionReport in bybit gw
Specifically, the 'rejectReason' field in order update json.
2025-08-21 13:52:57 +00:00
John Colvin c08a893ecf change: Hardcode PostOnly flag for Limit/GTC orders in bybit gw
'PostOnly' is a TimeInForce flag that we don't have in our system. It makes it
so Limit orders that would be filled on entry are rejected. Ali's SprayAndSkew
algo needs this to avoid taker fees.
2025-08-21 13:31:37 +00:00
John Colvin a022f08b49 fix: Don't log error when positions are empty in bybit gw
This particular error log was intended for failed position requests. Since an
empty list evaluates to false in python, we were incorrectly interpreting an
empty result as a failed request.
2025-08-20 15:08:25 +00:00
John Colvin 5af98658d8 fix: Fix typos in bybit_execution_gateway.py
* Change 'new_req' -> 'req'
* Change 'self.exe_report_callback' -> 'self.bridge.on_execution_report'

...this is what you get when you take shortcuts and copy/paste code.
2025-08-18 22:14:55 +00:00
John Colvin 933511f430 fix: Reset last filled qty to 0 on updates with no fills in bybit gw
For example, on status change updates.
2025-08-18 18:54:38 +00:00
John Colvin 63291d7374 fix: Buffer req on ws closed exception just like normal disconnect in bybit gw 2025-08-18 18:31:58 +00:00
John Colvin 30276066f8 cleanup: Remove redundant code 2025-08-18 18:24:05 +00:00
John Colvin 809a66323d fix: Guarantee unique tx id for bybit exe reports
Use a version counter instead of 'time.time_ns' (the latter probably would have
been fine in practice, but the former is better).
2025-08-18 15:54:22 +00:00
John Colvin 5c4ee1a262 fix: Insulate algos from bybit disconnect/reconnect
* Buffer incoming requests while reconnecting
* Sync orders upon reconnect and fire execution reports to account for diff
2025-08-18 15:54:22 +00:00
John Colvin 504f441d2e fix: Count fills correctly in bybit exe gw plugin
* Round fill price and qty to 7 digits in bybit gw plugin
* Remove erroneous line of code that reset filled_quantity to 0 on each
  update (it was causing partial fills to be overcounted)
2025-08-18 15:51:11 +00:00
John Colvin fd51025b00 diag: Increase waiting for admin data log throttle to 5s
This log is particularly noisy if the configured account isn't in the system. It
logs continuously until the account is added via the Risk webapp.
2025-08-18 15:51:11 +00:00
John Colvin f4afd92db2 diag: Get sec name from py_sec instead of var that was std::moved 2025-08-18 15:51:11 +00:00
John Colvin b1fe5b52f6 diag: Change bybit_dev exe gw console level to INFO
I found myself constantly changing it from WARN to INFO while developing/testing.
This is a 'dev' config profile, so it should be tuned for development.
2025-08-18 15:45:43 +00:00
John Colvin 164ca306f5 hotfix: Reject new orders when bybit gw not in READY state 2025-08-15 13:42:33 +00:00
John Colvin a6d23ef4ef devcontainer: Add python extension 2025-08-15 04:00:25 +00:00
John Colvin c0f4090d70 fix: Add error_msg to PyExecutionReport json fmt 2025-08-14 03:54:33 +00:00
John Colvin 63c94e09e7 diag: Add bybit order ticket webapp for testing purposes 2025-08-13 21:39:21 +00:00
John Colvin fc94ec4d46 feat: Automatically reconnect in bybit exe gw plugin
Previously, the plugin would just throw an exception and assert crashed
when this happened (the exception would bubble up to the c++ bridge).
2025-08-13 21:39:21 +00:00
John Colvin e2fdb569c6 feat: Fire position snapshots in bybit exe gw plugin 2025-08-13 21:39:21 +00:00
John Colvin 804c27eb49 fix: Stop bybit websocket stream ping timer on disconnect 2025-08-13 21:39:21 +00:00
John Colvin 6448b4cf90 diag: Add support for custom json formatter in JsonElement
The JsonElement class is primarily used for structured logging, as it provides a
means to format objs as json via printf style formatting outside the "hot" path.
2025-08-13 21:39:21 +00:00
John Colvin e01a825aff fix: Create parent dirs if necessary for py plugin log files 2025-08-13 21:39:21 +00:00
John Colvin 00649e0c14 chore: Hook up py execution gw position callback
Refactor the py bridge placeholder function to accept a vector of position
objs (instead of a single one) to more accurately reflects its c++ counterpart.
It also allows us to pass the account's entire position (for all securities) in a
single call.
2025-08-13 21:39:21 +00:00
arham ae1e9ecb29 Removing docker submodules 2025-08-11 17:03:26 -04:00
John Colvin ff65acba05 fix: Gracefully handle missing column settings in pnl win
Pnl window settings are stored with the workspace on the server (like all shell
window settings), and may originate from an older version of Spark with a
different set of columns. We shouldn't crash if this happens.
2025-08-07 14:33:55 -04:00
John Colvin dc08945719 fix: Check proto HasPrice/QuantityDisplay before accessing props 2025-08-07 14:02:10 -04:00
John Colvin a739ca9a75 fix build: Disable warning in cs Timestamp struct
It is initialized from data stored in shared memory (not a normal struct). The
cs build emits a warning because it detects a field that "is never written to
and will always have a default value of 0."

This code hasn't changed for years. It suddenly becoming a warning-as-error is
likely related to a recent Visual Studio update.
2025-08-07 13:39:21 -04:00
John Colvin ed7b187876 feat: Add ExportToCsv button to fills win 2025-08-07 13:01:06 -04:00
John Colvin 53e1e92a6a fix: Keep existing items in SettingsPersistenceModel filtered sub
Bugs (fixed):
  * SettingsPersistenceModel drops items after initial update in filtered
    subscriptions.

    Cause: The SettingsPersistenceModel subscribe fn only publishes the "added"
    items in each update, and omits pre-existing items. From the observer's
    perspective, pre-existing items appear deleted.
2025-08-05 16:23:02 -04:00
John Colvin eee7af494a fix (fills ui): Preserve sort order during incremental update
Binary search is used to add, remove, and change rows in response to
incremental updates. Needless to say, if the rows become unsorted,
everything breaks.

Bugs (fixed):
  * The fills window crashes sometimes, possibly related to client
    reconnecting to server.

    Cause: This was a 2 part bug.
      1) Changes to existing rows are applied BEFORE the new sort index
         is determined via binary search. If the change affects a
         property in the current sorting criteria, the rows could
         become unsorted and thus invalidate the binary search.

      2) When an existing row is changed so that its new sort index is
         greater than its current one, the new index is not decremented
         by one (it must be since the row is removed before it is
         re-inserted).
2025-08-05 13:47:06 -04:00
Taha Afzal 91a7c35edf Registering Pingpong algo 2025-08-05 15:59:43 +00:00
Taha Afzal 3eaef1a1b6 PingpongAlgo scaffolding 2025-08-05 15:22:53 +00:00
arham 4a70b4910d config: test algos 2025-07-28 13:07:15 +00:00
arham 7697f73ada Fix: change order of plugin loading 2025-07-28 13:03:45 +00:00
arham 029875e0a0 Add: SASALGO 2025-07-28 13:03:26 +00:00
John Colvin 9dc7611c0a fix build: Forgot to add NullableWrapper.cs a few commits back
When I made the change to format min order qty/notional cols with sec
ticks
2025-07-21 17:07:52 -04:00
John Colvin 782cdd7430 ui (orderbook): Use dark theme font color in Algo State grid
It was barely legible to against the dark background (must have been
overlooked when we originally implemented dark theme).
2025-07-21 10:02:38 -04:00
John Colvin 4184278d94 fix: Fix typo in weighted_average fn
Was multiplying distance from x by wrong weight

Bugs (fixed):
  * Pnl window avg cost is wrong when there are both start and day
    positions
2025-07-18 09:54:17 -04:00
John Colvin 0b3fa813f1 tool: Add script to dump structured logs to console 2025-07-17 16:25:23 +00:00
John Colvin e60f2159e1 fix: Prevent python plugins from intercepting kill sig
So the process actually terminates on ctrl+c
2025-07-17 16:25:23 +00:00
John Colvin 610861be20 diag: Shorten BookLevel json field names
To reduce log file size and improve readability
2025-07-17 16:25:23 +00:00
John Colvin 1787460c35 refactor: Rewrite binance usds futs md without ccapi 2025-07-17 16:25:23 +00:00
John Colvin 588b86710f refactor: Rename lib_binance_execution lib_binance
Implementing md and execution for the same exchange in separate projects
has proven to be messy and impractical. I'm renaming this project in
advance of a binance md rewrite which will join md and execution
together in the same lib.
2025-07-17 16:25:23 +00:00
John Colvin 3022a25a10 Add config toggle to batch subscribe binance ufuts md 2025-07-17 16:25:23 +00:00
John Colvin cf30649dd2 fix: Fix elapsed check in ConcurrentQueue waiter 2025-07-17 16:25:23 +00:00
John Colvin afb8444815 diag: Use structured logging in gen md listener 2025-07-17 16:25:23 +00:00
John Colvin fc59247958 cleanup: Remove redundant if check in gen md listener 2025-07-17 16:25:23 +00:00
John Colvin 14c417eeec refactor: Use core::TimeStamp::to_ll in gen md listener
Working towards unifying TimeStamp code
2025-07-17 16:25:23 +00:00
John Colvin 62a6e4340f chore: Add to_ll fn to core::TimeStamp
One step closer to unifying TimeStamp code
2025-07-17 16:25:23 +00:00
John Colvin cce85e45b7 chore: Make a few domain types fmt formattable
So we can pass them directly to LOG statements

* Book
* BookSide
* TradeRecord
2025-07-17 16:25:23 +00:00
John Colvin ff584ee19a refactor: Make pretty enum formatting more performant 2025-07-17 16:25:23 +00:00
John Colvin f146859677 diag: Disable frame_header/payload logs in ws client
They're useless noise. Worse than that, the messages are byte strings
that cause text searches to omit matches (via grep, less, etc.).
2025-07-17 16:25:23 +00:00
John Colvin cf55e4bc1d refactor: Make domain::Security default ctr constexpr 2025-07-17 16:25:23 +00:00
John Colvin a0b1078572 chore: Move a few inlined fns to .cpp 2025-07-17 16:25:23 +00:00
Taha afd229b7c7 Merging 2025-07-15 17:51:28 -04:00
John Colvin bfc7615c9a ui: Add "Is Aggressor" column to fills grid 2025-07-15 14:48:44 -04:00
John Colvin 0023574905 build: Add data stream projs to spark_client.sln
They're already built with the solution as dependencies, so it seems
appropriate to include them. This also fixes intellisense issues in
those projs when you have spark_client.sln loaded.
2025-07-15 10:22:23 -04:00
John Colvin 7e79a21cd4 Add some nifty DataPacket/TableUpdate IObservable utils 2025-07-15 10:13:53 -04:00
John Colvin 6b0030559b fix build: Fill in transaction fee prop getter
TODO: Actually implement maker/taker fee. For now, just return 0.
2025-07-15 10:13:53 -04:00
John Colvin 77caef2640 fix build: Add missing name to fn arg 2025-07-15 10:13:53 -04:00
Adeel Khan edb8a9d516 FIX: Removed Commented Out Code. 2025-07-14 22:35:36 +00:00
Adeel Khan 153631191a FIX: Removed fallbacks(not needed). 2025-07-14 22:35:36 +00:00
Adeel Khan 026a8af893 FIX: Removed Normalize Contract Function-Not Needed. 2025-07-14 22:35:36 +00:00
Adeel Khan 3739532947 FIX: Reduced REST calls. 2025-07-14 22:35:36 +00:00
Adeel Khan 0cb3cadc11 FIX: Added filter to exclude InverseFutures--MD not freezing. 2025-07-14 22:35:36 +00:00
Adeel Khan 36db69dc67 FIX: bybit_md_provider.py works with default symbol format in py_bybit_md_provider.json.--MD Freezes on InverseFutures. 2025-07-14 22:35:36 +00:00
Adeel Khan c7c755a964 ADD: Added support for Linear USDC channel-py_bybit_md_provider.json takes full security names. 2025-07-14 22:35:36 +00:00
Adeel Khan 0e460353a7 ADD: BYBIT MD support for USDC Margined Perps. 2025-07-14 22:35:36 +00:00
Adeel Khan 5198236b45 ADD: BYBIT MD support for Spots and Linear USDT Margined Perps/Futures. 2025-07-14 22:35:36 +00:00
Taha 767fa25d61 Adding comments 2025-07-14 15:18:03 -04:00
Taha 0858eaac23 Polishing BlueOrb streams 2025-07-13 21:21:10 -04:00
Taha Afzal 593601551d Adding FillAggressorFlag o ExecutionReport 2025-07-13 22:43:19 +00:00
John Colvin 036df46b1c deploy: Copy algo plugins from config to runtime dir
So we can deploy algos by uploading them to the config dir on the
server, then bouncing sparkd.
2025-07-07 17:24:13 +00:00
John Colvin 84697a6d65 dev qol: Add slim requirements.txt to binance_dev cfg profile
So it doesn't needlessly install every package in our dev venv when it
builds the container, which can take several minutes.
2025-07-07 16:34:29 +00:00
John Colvin bb550d3f88 fix (deploy): Add PYTHON_REQUIREMENTS docker arg to base image
Docker args must be redeclared in each build stage that uses them.
2025-07-07 16:34:29 +00:00
John Colvin 85bd2da414 cleanup: Remove security from StoredFillEvent
It created an unnecessary dependency
2025-07-07 16:02:42 +00:00
John Colvin cc55fe1acf ui: Format min order qty/notional cols with sec ticks 2025-07-07 12:00:39 -04:00
John Colvin bb64760c62 fix (mview): Add switch case for Venue column comparer
Bugs (fixed):
  * In mview, venue column sorting is broken
2025-07-07 12:00:39 -04:00
John Colvin 8b9525f503 dev qol: Add python.env for plugin intellisense 2025-06-26 04:25:43 +00:00
John Colvin eccfd1ee30 fix: Disable ccapi md provider if venue has empty symbols config
Previously, ccapi exchanges (e.g., binance) would subscribe to EVERYTHING if
symbols config was empty. There are way too many symbols for that.
2025-06-26 04:20:08 +00:00
John Colvin 7b933026bb refactor: Only import fake_md_bridge if running plugin standalone 2025-06-25 16:33:30 +00:00
John Colvin ffe859703a fix: Forgot to add fake_md_bridge.py
Needed to run py md plugins as standalone apps
2025-06-25 16:30:44 +00:00
John Colvin 4756e243fa chore: Add DUCK and MILK to bybit_dev config profile 2025-06-24 19:57:44 +00:00
John Colvin 0133159296 fix: Support integer ticks in sparkd, py plugins
Bugs (fixed):
  * sparkd crashes if DUCK is added to bybit symbols

  Cause: DUCKUSDT qty tick is 10 (previously, we only supported qty
  ticks <= 1)
2025-06-24 18:09:20 +00:00
John Colvin 38afd3055f diag: Add sec name, venue, and type to PyBook json 2025-06-24 18:08:27 +00:00
John Colvin 4f184c2566 feat: Support running bybit_md_provider as standalone app
HACK: I changed it so numpy is imported AFTER python_interop_module to
avoid a strange segfault that only happens when running standalone app.
2025-06-24 18:08:27 +00:00
John Colvin f608497094 fix: Propagate min notional value from py plugins sparkd
It was getting lost in the translation from PySecurity ->
domain::Security -> FixedSecurity.
2025-06-24 15:27:13 +00:00
John Colvin 9035b95612 fix: Propagate newly deleted synths in MDDaemon
There was a typo when determining "deletes" and "undeletes" on synth
changes (i.e., when deleted changes false -> true, and true-> false
respectively).
2025-06-24 10:48:42 -04:00
John Colvin 7483665b5a chore: Set min notional value for secs in bybit md provider 2025-06-24 10:48:42 -04:00
John Colvin 5f141a8030 chore: Add missing TimeInForce enum vals in py 2025-06-24 10:48:42 -04:00
John Colvin 83f1b5b567 dev qol: In envsource.fish, split PATH vars into list
Assume they are semi-colon delimited.
2025-06-24 10:48:42 -04:00
John Colvin 06ad3a1d9e dev qol: Add trade_client_cli.py to test md/exe plugins
Independent of sparkd
2025-06-24 10:48:42 -04:00
John Colvin 01de13bb43 refactor: Pass sec id instead of ptr to FilledPositionEvent
Then we don't need to resolve the security in order to fire the event.
This removes a noisy log that would happen when the security resolution
fails as a byproduct.
2025-06-24 10:48:42 -04:00
John Colvin 155a396af5 fix: Round tick base to power of 10 in default case
Bugs (fixed):
  * Bybit execution gw throws on MILKUSDT orders due to bad price tick.

    Cause: rounding error when converting the small price tick (0.00001)
    to "tick factors" (1/10000). The denominator is computed as
    1/0.00001 = 99999.9...
2025-06-24 10:48:42 -04:00
John Colvin 399f9e61e2 chore: Add security type to py reqs
Venue and sec name alone don't always identify a unique security.
2025-06-24 10:48:42 -04:00
John Colvin 1f67456cc5 cleanup: Remove unused code 2025-06-24 10:48:42 -04:00
John Colvin 9ff7821b59 fix: Propagate bybit gw conn status change to bridge 2025-06-24 10:48:42 -04:00
John Colvin c598f831d0 ui: Change default TimeInForce to GTC
The old default, "Day" orders, isn't supported at crypto exchanges, it
doesn't apply (there is no "end of day").
2025-06-24 10:48:42 -04:00
John Colvin 3ca4cedf54 ui (mview): Add min order qty/notional value columns 2025-06-24 10:48:42 -04:00
John Colvin d919ec5474 fix (mview): Bind cpp column filter to correct prop in vm
Was bound to "currency_filter" (prob a typo due to lazy copy/paste job)
2025-06-21 01:24:04 -04:00
John Colvin 98c2d738b2 fix: Set timeInForce in bybit order reqs 2025-06-20 20:17:01 +00:00
John Colvin cf3f7e6862 fix: Don't send unlisted/fake bybit securities to sparkd
Securities that aren't listed in the instrument-info response from the
exchange shouldn't be in our system.
2025-06-20 16:37:47 +00:00
John Colvin ae868ab74d fix: Use default cash-per-point of 1 at bybit 2025-06-20 16:37:47 +00:00
John Colvin bd22f4779d fix: Request all "pages" of instrument info (not just first) 2025-06-20 16:37:47 +00:00
John Colvin 27cbd51b1c fix: Fire reject report if order ack has errors
Rejects are ONLY observable in the order ack, not the execution report
stream from which all other updates are observed. While the pybit sdk
does expose ack callbacks, it doesn't invoke them on rejects/errors.
2025-06-20 16:37:47 +00:00
John Colvin 02626ce35c chore: Copy a few pybit modules into our code for tweaking
No tweaks have been made (yet). I'm copying the files verbatim first
to give us a frame of reference. Then, when the tweaks are committed,
we'll be able to view them in terms of the diff with the sdk.
2025-06-18 18:39:18 +00:00
John Colvin d219804caf fix: Prepend plugin dir to py path, rather than append
So our modules win import-name conflicts with system/third party ones.
This became a problem when I copied a couple files from the pybit sdk
into our plugins dir in order to apply tweaks.
2025-06-18 18:18:35 +00:00
John Colvin 1e0ec5bb46 chore: Bind __str__ fns for py interop list types
The default __str__ for these list types shows item addresses (not the
items themselves)...a bit of a headscratcher considering the lists'
element types have proper __str__ functions.
2025-06-18 18:14:45 +00:00
John Colvin c281bc49b5 improvement: Set bybit exe gw websocket timeout to 5s
The default (1s) is too strict in practice.
2025-06-17 17:49:52 +00:00
John Colvin b3566155a3 fix: Fix rounding error when creating tick factors 2025-06-16 15:52:09 +00:00
John Colvin a4e39afbb9 ui: Add cash-per-point col to mview 2025-06-16 15:52:09 +00:00
John Colvin efce01d28e vscode: Replace net7 w/ net8 in tasks.json 2025-06-16 15:52:09 +00:00
John Colvin d362022b89 Add c# SyntheticBookCalculator 2025-06-16 15:52:09 +00:00
John Colvin e7d751fb68 refactor: Remove unnecessary constraint on MathUtils.lcm params
Not sure why T ever needed to implement IMultiplyOperators<T, int, T>
2025-06-16 15:52:09 +00:00
John Colvin 50eefc65d4 cleanup: Remove unnecessary py_module.cpp files
We used to have separate modules for md and execution. I forgot
to remove these after unifying them to a single module.
2025-06-16 15:52:09 +00:00
John Colvin 8770de4a87 diag: Reduce book log noise in md plugins
They're too noisy for Info level.
2025-06-16 15:52:09 +00:00
John Colvin e799b6e24b diag: Optimize logging in bybit exe gw plugin
* Format params as json (not python pseudo json)
* Format params lazily
2025-06-16 15:52:09 +00:00
John Colvin 69e338c1ca fix: Use lock_guard instead of lock/unlock calls
I just noticed it was technically possible for the "work thread" (in py
plugin manager) to be started twice, due to improper lock/unlock calls.
2025-06-16 11:08:59 -04:00
John Colvin e8bb64a80f Increase sleep time in bybit_md_provider keep-alive loop
This thread's only job is to stay alive until "stop" is called. It
doesn't need to be particularly fast/responsive. Longer sleep intervals
reduce contention with the "hot" thread that receives market data.
2025-06-16 11:08:59 -04:00
John Colvin 8e2ede596f diag: Add security to assert msg when qty tick deduction fails 2025-06-16 11:08:59 -04:00
John Colvin 9772d0eb77 deploy: Add alphaworx_zen_hk_live-preview configuration 2025-06-16 11:08:59 -04:00
John Colvin 687e2477c0 fix: Assert that acc name length < max_size (not size)
Since we changed the account field from std::array -> bts::core::SmallString
2025-06-16 11:08:59 -04:00
John Colvin 1bd0ba9950 deploy: Install python requirements in docker
No point in using a virtual environment. These containers have one
purpose: run sparkd with a constant, predetermined set of py plugins.
2025-06-16 11:08:59 -04:00
John Colvin ddabc744f2 chore: Update alphaworx_zen_hk_live init.py to query new secret
I decided to put all alphaworx api keys in one secret. It's easier this way.
2025-06-16 11:08:58 -04:00
John Colvin 74b88b003e fix: Fix config dir env var in bybit_dev profile 2025-06-16 11:08:58 -04:00
John Colvin aaf1be09c2 fix: Fix SmallString numeric parsing, make more robust
* Fix by parsing numbers from left to right instead of right to left
  (previously, would parse "17" to 71)
* Support leading +/- signs
* Throw if unexpected char encountered
* Unit tests
2025-06-16 11:08:58 -04:00
John Colvin e3bd9a457c fix: Change thread_id type to size_t (not int64_t) 2025-06-16 11:08:58 -04:00
John Colvin 59f62b6ec9 cleanup: Remove unnecessary signal handler in bybit_md_provider.py
We handle them properly in sparkd now
2025-06-16 11:08:58 -04:00
John Colvin b46e75f7d7 cleanup: Sort gateio symbols in symbols.conf 2025-06-16 11:08:58 -04:00
John Colvin 3f100feaca chore: Add config json for py plugins
Support overrides per venue in a separate file, so symbols can be
changed after deployment using arham's widget.
2025-06-16 11:08:58 -04:00
John Colvin 093da2a938 fix: Init shared_ptr w/ default obj (not null)
Prob a typo
2025-06-16 11:08:58 -04:00
John Colvin 2f17c2b8c5 chore: Fix path in .env file (server/sparkd -> app_sparkd) 2025-06-16 11:08:58 -04:00
John Colvin 33bfdc517a fix build: Remove include of non-existent header
I created the file locally, but ended up not using it and forgot to remove an
include before I pushed.
2025-06-16 11:08:58 -04:00
John Colvin d17be48e6d fix build: Always return value in non-void fn 2025-06-16 11:08:58 -04:00
John Colvin cbaa1df641 fix: Don't compare size_t to -1 in SmallString num parsers 2025-06-16 11:08:58 -04:00
John Colvin 8c23665d65 refactor: Manage all py plugins (md and exe) in one class
All calls to/from python are performed on one thread via a simple
message queue (necessary because of the global interpreter lock).
2025-06-16 11:08:58 -04:00
John Colvin c7db105533 chore: Add pybit to py venv 2025-06-16 11:08:58 -04:00
John Colvin 3f9923239e diag: Log incoming books at Info level in bybit_md_provider 2025-06-16 11:08:58 -04:00
John Colvin 9ae9451359 chore: Add bybit execution config to bybit_dev profile 2025-06-16 11:08:58 -04:00
John Colvin c33e5ddb02 chore: Add numpy to py venv
This is needed for md plugins
2025-06-16 11:08:58 -04:00
John Colvin 54388d3b92 fix: Include fill id in format str for ExecutionReport 2025-06-16 11:08:58 -04:00
John Colvin 17ada3c57c dev qol: Bind PySecurity __format__ to fmt::formatter impl 2025-06-16 11:08:58 -04:00
John Colvin 046f412ec4 refactor: Change floats to doubles in py bridge types
Getting rounding errors with floats
2025-06-16 11:08:58 -04:00
John Colvin c94d11f525 refactor: Use SmallString instead of std::array in ExchangeFillID 2025-06-16 11:08:57 -04:00
John Colvin 2b69846381 Add py bybit exe config to bybit_dev profile 2025-06-16 11:08:57 -04:00
John Colvin bdd5e08b60 refactor: Consolidate all py interop into single lib
It was just too hard trying to make it work with separate libs. The
main issue was getting the python md and execution modules to
recognize PySecurityList and other types defined in the core module.
2025-06-16 11:08:57 -04:00
John Colvin 7c9330650d refactor: Move tick fns into gen-purpose tick_utils.h 2025-06-16 11:08:57 -04:00
John Colvin 98fca5ad7f Change bybit_dev symbols.conf to list bybit futs (not spots) 2025-06-16 11:08:57 -04:00
John Colvin 8a0fcce90d fix: Actually use configured logger in bybit_md_provider.py 2025-06-16 11:08:57 -04:00
John Colvin 112527f9ed dev qol: Reduce noisy logs in PositionServicePNLHelper 2025-06-16 11:08:57 -04:00
John Colvin fc1e20538d build: Add cmake script to sym link py module and plugins
We have several of these (python_core, python_md, python_execution),
so the repetative boilerplate code was starting to pile up.
2025-06-16 11:08:57 -04:00
John Colvin 83acbecf55 deploy: Install/activate py venv in sparkd container 2025-06-16 11:08:57 -04:00
John Colvin 06c494291c dev qol: Add pyrightconfig.json for type hints in py/c++ bridge 2025-06-16 11:08:57 -04:00
John Colvin fe74aed048 Tweak py to get rid of false positive type hint warns 2025-06-16 11:08:57 -04:00
John Colvin b94cdb561e feat: Support python execution plugins 2025-06-16 11:08:57 -04:00
John Colvin 06bd8791c0 refactor: Move py security (and related types) to python_core lib
So the execution gw plugins can use it (as well as the md plugins).
2025-06-16 11:08:57 -04:00
John Colvin b5850cdb02 fix: Add missing switch cases for bybit & gateio 2025-06-16 11:08:57 -04:00
John Colvin 545d76142f fix: Initialize bybit secs as perp futs (not spots) 2025-06-16 11:08:57 -04:00
John Colvin edc2cea60e dev qol: Add wait/notify functionality to ConcurrentQueue 2025-06-16 11:08:56 -04:00
John Colvin e6466f8309 chore: Add CANCEL_ORDER op to binance.env 2025-06-16 11:08:56 -04:00
John Colvin 501be8d6a5 dev qol: Add ConcurrentValueStore, with notify/wait functionality
Uses std::condition_variable
2025-06-16 11:08:56 -04:00
John Colvin 7dea9b3792 fix: Don't raise ex if var isn't defined in req path 2025-06-16 11:08:56 -04:00
John Colvin a3f49b1ce8 dev qol: Add gen-purpose validation fns for execution gws 2025-06-16 11:08:56 -04:00
John Colvin 765237d701 build: Use new gen-purpose python cmake fns in py md proj
Significantly simplifies CMakeLists.txt
2025-06-16 11:08:56 -04:00
John Colvin 97c52410a2 build: Add gen-purpose InitPythonModule, InitPythonPlugin cmake scripts 2025-06-16 11:08:56 -04:00
John Colvin 8b43d93e26 dev qol: Add fn to make Stopwatch and start it at once 2025-06-16 11:08:56 -04:00
John Colvin 14baa7d62e chore: Use same log format as sparkd in py md plugins 2025-06-16 11:08:56 -04:00
John Colvin a054f4cc63 improvement: Set PyBook data in single call to reduce interop overhead 2025-06-16 11:08:56 -04:00
John Colvin 5311128607 Reduce log noise in py md providers 2025-06-16 11:08:56 -04:00
John Colvin 075acdc8eb doc: Improve py md readme
* Put examples in a table
* Show command to create symlinks for intellisense
2025-06-16 11:08:56 -04:00
John Colvin e1fdf6306b refactor: Redesign py md so it doesn't lock the global interpreter
We can only embed one interpreter in the sparkd process, so all py
plugins need to share it.

* Move core py interop code to new lib_python_core. We're about to add a
  new lib for py execution, so it needs to be accesible from both
  execution and md libs
* Fix typo for type hint in py_md_utils.py
* Run py md providers on background thread
* Rename MdSink -> MdBridge
2025-06-16 11:08:56 -04:00
John Colvin 3b9fb2759b build: Add lib_spark subdir first (all others depend on it) 2025-06-16 11:08:56 -04:00
John Colvin 3f89d3b7f7 dev qol: Add to_chrono fns to TimeSpan 2025-06-16 11:08:56 -04:00
John Colvin a6dd0d842d dev qol: Add -> operators to ValueWrapper for convenience
So we can type "foo->" instead of "foo.value()" (much shorter!)
2025-06-16 11:08:56 -04:00
John Colvin d050d2d19a build: Link against system installed ssl to support py interop
Unless we want to build python packages ourselves, the underlying clibs
they use link to the system installed ssl. Notably, the requests module.
2025-06-16 11:08:56 -04:00
John Colvin 942d00a8b1 chore: Add pybind11, pybind11-stubgen to py venv 2025-06-16 11:08:56 -04:00
John Colvin 31cb25ac2e improvement: Generate py stubs for md providers
Provides intellisense for the python_md_module
2025-06-16 11:08:56 -04:00
John Colvin cbb43a22de cleanup: Get rid of unecessary namespace prefixes 2025-06-16 11:08:55 -04:00
John Colvin 9e7b4849f0 cleanup: Get rid of "PyList" classes, bind to stl vector instead
I wasn't aware this was possible until recently.
2025-06-16 11:08:55 -04:00
John Colvin 6e72890153 refactor: Move SimpleOrderKeyMap from binance_execution to lib_spark
It provides basic functionality that will be useful in other execution gateways.
2025-06-16 11:08:55 -04:00
John Colvin c238fce057 chore: Add smart parse and pretty name fns for proto enums
Mainly to ease the pain of representing enums as strings in python md
and execution plugins
2025-06-16 11:08:55 -04:00
John Colvin b8f5db4ee2 refactor: Move ErrorList from binance_execution to lib_spark
It provides basic functionality that will be useful elsewhere
2025-06-16 11:08:55 -04:00
John Colvin 87c8b9862a refactor: Use SmallString std::array in AccountName 2025-06-16 11:08:55 -04:00
John Colvin fbc2d8633d refactor: Use SmallString instead of std::array in ExchangeOrderID 2025-06-16 11:08:55 -04:00
John Colvin d12d798fa5 Add our own "SmallString" class for fixed cap strings
This will replace the std::array<char, N> we use in ExecutionReport, etc.
among other things
2025-06-16 11:08:55 -04:00
John Colvin e75be2da2f refactor: Move ExecutionReportStore to lib_spark
From lib_binance_execution
2025-06-16 11:08:55 -04:00
Adeel Khan 3ae3a7094e CLEANUP: BYBIT Symbols.conf. 2025-06-16 11:08:55 -04:00
Adeel Khan bafa2f71ba ADD: BYBIT MD Working, NaN's also Added. 2025-06-16 11:08:55 -04:00
Adeel Khan 63bd29a49e ADD: BYBIT Securities showing up on frontend. Default Contract Spec 2025-06-16 11:08:55 -04:00
Adeel Khan 5fdc9ca48b ADD: GATEIO md_provider with dynamic contract specs using Batch REST call 2025-06-16 11:08:55 -04:00
Adeel Khan a19e7bc7b4 ADD: GATEIO md_provider with dynamic contract specs 1 REST call per Contract 2025-06-16 11:08:55 -04:00
Adeel Khan 04b0a89644 ADD: GATEIO md_provider with default contract specs 2025-06-16 11:08:55 -04:00
John Colvin 363a43cb8b Add gateio_dev config profile for Adeel 2025-06-16 11:08:55 -04:00
John Colvin c9f9c5f0f6 cleanup: Remove unused spark.conf file
Originally, this spark.conf was hardcoded into compose.yaml, and copied
into the sparkd container on each deploy. It hasn't been used since
config profiles were introduced.
2025-06-16 11:08:54 -04:00
John Colvin ab84a05644 Add py_dummy_md config profile to test py md plugin 2025-06-16 11:08:54 -04:00
John Colvin 4681f22e71 deploy: Move configurations to new stutter dir "app_sparkd" 2025-06-16 11:08:54 -04:00
John Colvin a25e055e35 Add protos for gateio 2025-06-16 11:08:54 -04:00
John Colvin 2386612b51 Add protos for bybit 2025-06-16 11:08:54 -04:00
John Colvin 3606dac145 build: Move onix fix adapter to its own lib
We should keep order execution dependencies out of lib_spark.
2025-06-16 11:08:54 -04:00
John Colvin bf936c9d13 fix build: Move OnixsUtils to from lib_spark to app_sparkd
They're only needed MDP3Main.cpp and ICEMain.cpp. We're one step closer
to removing lib_spark's dependency on onixs.
2025-06-16 11:08:54 -04:00
John Colvin 1aeeb7170e cleanup: Remove unnecessary onixs include from TrafixOrderStateHandler.h 2025-06-16 11:08:54 -04:00
John Colvin 78ad8a3aed feat: Support python md plugins 2025-06-16 11:08:54 -04:00
John Colvin 5ca8dbafaf Add "clear" fn to Book & BookSide
Prelude to python market data bindings
2025-06-16 11:08:54 -04:00
John Colvin b464b9466e Add "smart" parse fns for a couple proto enums
Prelude to python market data bindings. Unlike the normal parse fns, the
"smart" variants aren't case sensitive, and can match strings with or
without TYPE_NAME_ prefixes.
2025-06-16 11:08:54 -04:00
John Colvin 7a5c676e99 build: Move okx execution to its own lib 2025-06-16 11:08:54 -04:00
John Colvin 1e8d699dd1 cleanup: Remove unnecessary onixs include from IDGenerator.h 2025-06-16 11:08:53 -04:00
John Colvin aadd2dd594 cleanup: Remove unnecessary includes from MDP3Listener.h 2025-06-16 11:08:53 -04:00
John Colvin 5163ca4cae refactor: Organize libspark proj w/ stuttering include
This new structure provides several benefits:

* Allows us to install multiple CMake projects in the same destination
  dir (without include path conflicts).
  - This makes shipping the trading algo sdk a trivial excercise. Simply
    copy the lib and include dirs from the install dest. That's it!
* Puts us in a position to break up the monolithic libspark into smaller
  modules, which are easier to manage.

Windows specific notes:

* Get rid of unnecessary script vs_filters.cmake
* Define WebsocketConnectionGateway directly in cs (instead of proto)
  - The proto would no longer be in the include path passed to protoc.
    Moving it to c# because there wasn't a compelling reason for it to
    be a proto in the first place.
* Set spark output prefix to "lib" on windows
  - So we get "libspark.dll" instead of "spark.dll", which conflicts
    with the csharp lib, "Spark.dll".
* Copy libspark.dll to net8.0 & net8.0-windows in a single cmake build
  target

fix build: Copy libspark to both dirs net8.0, net8.0-windows
2025-06-16 11:08:53 -04:00
John Colvin b5d520d568 cleanup: Move TradeSummarySignalDispatcher to libspark
It is needed by TradeSummarySignal, which is in libspark. This prevents a
circular dependency from libspark -> sparkd.
2025-06-16 11:08:51 -04:00
John Colvin 83e4465a3b build: Clean up protobuf cmake scripts
Make them more flexible, reusable. This is a precursor to porting over
python md provider code from another branch.
2025-06-16 11:08:51 -04:00
John Colvin 54cfb343a8 build: Rename external path vars w/ "EXTERNAL_" prefix in cmake
The old "SPARK_" prefix felt like a misnomer.
2025-06-16 11:08:51 -04:00
John Colvin 4e9b360e23 Add a few arithmetic ops to TimeSpan 2025-06-16 11:08:51 -04:00
John Colvin 16bc93b1a0 diag: Log time it takes to start md sources
So we can detect bottlenecks
2025-06-16 11:08:50 -04:00
John Colvin f56d4d9062 refactor: Split MarketDataGateway up into providers/sources
MarketDataGateway still exists, but is greatly simplified. It creates
several `IMarketDataProvider`s, each of which generates a list of
`IMarketDataSource`s. The market data sources provide market data to an
`IMarketDataListener`.

* EmumbaMarketDataProvider
* CCApiMarketDataProvider
* PyMarketDataProvider
* OnixsMarketDataProvider
* ReplayMarketDataProvider

As a side effect, individual py market data sources are now explicitly
limited to a single venue (it probably should have been this way all
along, since the shared memory writers do not expect updates to involve
multiple venues).
2025-06-16 11:08:50 -04:00
John Colvin 36cc186626 cleanup: Remove dependency on quickfix for string to_lower
We shouldn't depend on external libs for trivial things like converting
strings to lower case.
2025-06-16 11:08:50 -04:00
John Colvin 2e78af1756 fix build: Upgrade IronPython to 3.4.2
All csprojs need to be on same version (Spark.csproj was on 3.4.1, while
DataStream.csproj was on 3.4.2)
2025-06-16 11:08:50 -04:00
Taha 70fae06a30 BlueOrb streams and MLP 2025-06-08 21:52:38 -04:00
John Colvin 07b59559a2 dev qol: Reduce md log level in config profile 2025-06-03 02:23:59 +00:00
John Colvin cd1709563b fix: Generate reject exe reports from ack at binance
This only applies to "new" order acks. In all other cases, exe reports
are generated from the order update stream. New order rejects are the
exception because they're not visible in the stream. Presumably, they're
never actually entered into binance's order system (they're "rejected"
before that happens).
2025-06-03 02:21:18 +00:00
arham 94f22ddf40 Update: changed url for okx ws exe in config 2025-05-30 12:59:26 +00:00
arham 7f6c08f956 Fix: positions now go through dispatch incoming 2025-05-29 16:26:05 +00:00
arham 1d737cdf82 Fix: change time to 5s for pos update okx 2025-05-23 16:12:12 +00:00
arham b645192355 Add: OKX position turned on 2025-05-23 15:33:11 +00:00
John Colvin 5ad7755b28 tool: Make open orders symbol param optional in binance.env 2025-05-20 20:08:34 +00:00
John Colvin df4ca124c3 cleanup: Remove redundant script get_binance_md.sh
I should have removed this when I added binance_rest_client.sh
2025-05-20 20:08:34 +00:00
John Colvin 2c8b9ee288 tool: Add envsource.fish to load .env files in fish 2025-05-20 20:08:34 +00:00
John Colvin f02f28e347 tool: Add a few vars to binance.env 2025-05-20 20:08:34 +00:00
John Colvin c8a89c1e8d cleanup: Rename get_binance_md.py -> binance_client.py
This is a more appropriate name (it's not just md anymore).
2025-05-20 20:08:34 +00:00
John Colvin 7ae9e07a30 tool: Use binance.env file in python client
Like the bash impl (binance_rest_client.sh), it gets urls, params
(templates), and api credentials from env vars.
2025-05-20 20:08:34 +00:00
Taha a130e47218 Arb Scoring stream 2025-05-20 00:24:17 -04:00
John Colvin a377f6de7f improvement (ui): Use sec qty display settings in rec report 2025-05-19 12:35:25 -04:00
John Colvin 855373c9e6 cleanup: Remove unnecessary code 2025-05-19 15:57:35 +00:00
John Colvin e1b535b633 feat: Sync exch positions in binance usds futs gw 2025-05-19 15:57:35 +00:00
John Colvin 3b9ac71460 refactor: Abstract out start/stop state machine for gen use
* From binance usds futures gateway
* Thread-safe
* Handles re-entrancy gracefully
2025-05-19 15:57:35 +00:00
John Colvin 9a5075daaf improvement: Use recursive_mutex in ws client to prevent deadlocks 2025-05-19 15:57:35 +00:00
John Colvin 4e7fe811a8 Add ConcurrentUnorderedMap (c++) 2025-05-19 15:57:35 +00:00
Taha 0a6733180d Added SpreadStatsStream 2025-05-18 01:10:33 -04:00
Taha f2169c6bd4 Adding more data to SpreadPerformanceStream 2025-05-16 01:42:32 -04:00
Taha 23ef478391 Spread analytics streams 2025-05-15 15:01:27 -04:00
John Colvin 236a5a9362 fix: Format binance order price up to 5 decimal places
Bugs (fixed):
  * Binance JELLYUSDT order prices get rounded to 4 decimal places, even
    though the price tick is 0.00001
2025-05-13 15:02:02 +00:00
John Colvin cb560bbe33 fix: Sum realized & unrealized pnl correctly in header rows 2025-05-08 14:13:02 -04:00
John Colvin 248f2644ca deploy: Automatically restart "sparkd-symbols" service
This is what we deploy to the alphaworx-zen-hk-live server
2025-05-07 14:49:53 +00:00
arham b87d86f4d6 FIx: okx exe user cancel should be cxl not rjct 2025-05-07 08:38:28 +00:00
arham 8515196dcb Add: okx exe fok orders working 2025-05-07 08:08:40 +00:00
Taha Afzal e5e042f016 Spreader in RH mode now fires FOK, and hedges only whne the FOK is completely filled (ie not as we we might get partial fills) 2025-05-07 06:12:48 +00:00
John Colvin da3593326d Enable FOK orders at binance 2025-05-06 22:20:46 +00:00
John Colvin 313d3a2377 Enable FOK in EMNativeOrder.cpp
This class was originally designed for Emumba execution at deribit
(hence the "EM" prefix), but now serves all crypto exchanges.
2025-05-06 22:19:11 +00:00
Taha Afzal 22f0e126d0 Adding FillOrKill (FOK) to TimeInForce 2025-05-06 19:39:40 +00:00
arham c76b061e20 fmt: okx exe 2025-05-02 09:00:00 +00:00
arham 0107b65281 add code for okx exe position updates 2025-05-02 08:59:46 +00:00
Taha Afzal 6b5496b799 OrderStore does not eleted all orders at sparkd boot-time now 2025-05-02 00:10:48 +00:00
arham 42f9daf9cb Add: okx cancel all after code, not turned on for now 2025-05-01 09:48:06 +00:00
arham bc5ddade7f Add: okx exe small changes to maybe make ping better 2025-05-01 09:42:54 +00:00
arham d8d198f7f4 Add: OKX only handle orders from this session 2025-05-01 09:41:20 +00:00
John Colvin af9eb670c1 build: Update build scripts to target dotnet 8 2025-04-30 12:06:28 -04:00
John Colvin d91837c377 improvement (pnl ui): Get qty display params from sec proto
Instead of config
2025-04-30 03:06:04 -04:00
John Colvin 7725ae33ef fix: Fix total realized/unrealized pnl calc 2025-04-30 01:35:22 -04:00
John Colvin 9f56abaa38 vscode: Replace net7 w/ net8 in launch.json 2025-04-30 01:15:34 -04:00
John Colvin 95444d4a4c fix: Exclude nans from pnl sum 2025-04-30 00:47:49 -04:00
John Colvin a7e1c18fe2 diag: Improve trace logs in binance usds futures gw 2025-04-29 19:49:33 +00:00
John Colvin d11fd23cb0 refactor: Drop "_" suffix in private vars (cpp)
It just looks ugly, and unnecessary with modern tooling. Plus it's ugly.
2025-04-29 19:35:15 +00:00
John Colvin 8499ac0dfb diag: Clean up structured logging in binance order store 2025-04-29 19:35:15 +00:00
John Colvin f4afe348e6 fix: Update timestamps in binance order store when orders change 2025-04-29 19:35:15 +00:00
John Colvin 096424b60b refactor: Use WebsocketClient fn run_in_background in binance gws 2025-04-29 19:35:15 +00:00
John Colvin b4f5e66466 fix: Set okx perp exp to year 2100
Because the year 3000 is too big for signed int64
nanosecond timestamp
2025-04-29 19:35:15 +00:00
John Colvin 69a0bcc9cd fix: Request binance fut md on ccapi dispatcher thread 2025-04-29 19:32:21 +00:00
John Colvin d72ebdf421 perf: Send Binance Usds Futs md rest reqs on background thread 2025-04-29 19:32:21 +00:00
John Colvin 8e93856767 fix: Send exchangeInfo req via our HttpClient instead of ccapi
For binance usds futs (we already did this for spots)

Bugs (fixed):
  * We get a boost beast exception about the read limit being exceeded
    when requesting securities from Binance prod url (testnet works).
2025-04-29 19:32:21 +00:00
John Colvin 19dae6cd34 fix build (cpp release): Don't return reference to local var 2025-04-29 19:32:21 +00:00
John Colvin 24f42550dd fix build (cpp release): Explicitly cast int64 -> uint64 2025-04-29 19:32:21 +00:00
John Colvin c2150ae450 refactor: Move BinanceUsdsFuturesFilterTuple fns to cpp file 2025-04-29 19:32:21 +00:00
John Colvin 40dbfaa068 improvement: Support both key types in binance spots gw
Namely, ED25519 and HMAC-SHA256. Only the former can be used
to login over websocket, which eliminates the need to sign requests
after that.
2025-04-29 19:32:21 +00:00
John Colvin 3756a8a8b7 Add api key type enum to binance exe gateway config
ED25519 keys offer performance benefits over the HMAC-SHA256
keys when using the websocket api, as you can log in on the websocket
connection to avoid signing each request.
2025-04-29 19:32:21 +00:00
John Colvin 46c8dcb18f fix: Add binance spot order newOrderResp type to json/query params 2025-04-29 19:32:21 +00:00
John Colvin 024480f32e improvement: Send binance usds fut orders via websocket api
Unlike the previous implementation, which sent REST requests, this won't
block the dispatch thread waiting for a response.
2025-04-29 19:32:21 +00:00
John Colvin ba525372bb cleanup: Move a few types from orderman_utils to their own headers
So they can be included without depending on OrderService.pb.h
2025-04-29 19:24:41 +00:00
John Colvin 8aa0f1b674 refactor: Move binance state machine out of "spots" dir
So it can be used in the implementation for all binance apis (usds futs,
cross margin, etc.)
2025-04-29 05:24:04 +00:00
John Colvin fc14215d9b fix: Don't assert-crash if ord key isn't found for outgoing req
The i/o is asynchronous, so it's possible for the gateway to receive
a terminal ack from the exchange, remove the order from its index,
then receive a cancel/modify req from an algo that submitted the
req before it knew the order reached a terminal state.
2025-04-29 05:24:04 +00:00
John Colvin 091ed5a327 fix: Don't fire exe report for internal rejections
Internal rejections don't mean the order isn't "working". Only
rejections from the exchange mean that.
2025-04-29 05:24:04 +00:00
John Colvin 30bb9d0837 fix: Make SpotsOrderStore threadsafe 2025-04-29 05:24:04 +00:00
John Colvin 9cb2c580d6 diag: Use structured logging in binance spots gw 2025-04-29 05:24:04 +00:00
John Colvin 2e2150ac1a refactor: Send binance spot orders through websocket api
This offers performance benefits over the REST api, since we don't have
to sign each request.

Note: I consolidated the UserDataSubscription code into SpotsGateway
because it was cleaner than trying to share a single websocket
connection between the two classes (UserDataSubscription and
SpotsGateway).
2025-04-29 05:24:04 +00:00
John Colvin 21d9435a67 Add run_in_background fn to WebsocketClient (cpp) 2025-04-29 05:24:04 +00:00
John Colvin e7e334fb5a Add continous ping function to WebsocketClient (cpp) 2025-04-28 17:12:59 +00:00
John Colvin 61f04c4605 fix: Implement state machine for binance cxl/replace 2025-04-28 17:12:59 +00:00
John Colvin 24fb2e1e39 refactor: Remove 'get_internal_key' delegate from exe report store
It made constructing the exe report store awkward, and smelled like poor
design.
2025-04-28 17:12:59 +00:00
John Colvin ece141c448 Add dedicated types for structured logging 2025-04-28 17:12:59 +00:00
John Colvin 617bac8e74 cleanup: Move CancelOrderMsg impl to .cpp 2025-04-28 17:12:59 +00:00
John Colvin ab217401eb cleanup: Move CreateOrderMsg impl to .cpp, get rid of unused code 2025-04-28 17:12:58 +00:00
John Colvin 77e5c1481b Add security_id/name fns to ExecutionReport for convenience
So callers don't need to check if security is a nullptr
2025-04-28 17:12:58 +00:00
John Colvin a0f77f92a3 cleanup: Move ExecutionReport impl to .cpp
Also add using aliases to get rid of repetitive namespace prefixes
2025-04-28 17:12:58 +00:00
John Colvin 0acdcb150d fix: Format price & qty w/ 6 decimals in binance modify order json 2025-04-28 17:12:58 +00:00
John Colvin ac2f3b9bc6 Add ConcurrentQueue (c++) 2025-04-28 17:12:58 +00:00
John Colvin 0e522f90e5 refactor: Add line num suffix to var name in LOCK_GUARD macro
Rename to "BTS_LOCK_GUARD" while we're at it to avoid potential naming conflicts
2025-04-28 17:12:58 +00:00
John Colvin 40ad1f1b48 Update binance websocket endpoints
The api just changed, and old urls will be retired in May 2025
2025-04-28 17:12:58 +00:00
John Colvin 1cb75d399f devcontainer: Update dotnet7 -> dotnet8 2025-04-28 17:12:58 +00:00
John Colvin cddecc0543 cleanup: Fix benign typo in websocket_client.h
The open_handler fn return type should be "OpenHandler", not
"CloseHandler" (obviously).
2025-04-28 17:12:58 +00:00
John Colvin 484e36b330 refactor: Make timestamp internal value to signed (int64)
I am sick of casting uint64 -> int64. The latter is a much more
common argument type than the former.
2025-04-28 17:12:58 +00:00
John Colvin 8a9c22fa2a vscode: Add Python Debugger entry to launch.json 2025-04-28 17:12:58 +00:00
John Colvin a6e8853cb9 fix build (warns): Account for nullable ref types 2025-04-28 17:12:58 +00:00
John Colvin dafa193283 fix build (windows): Update externals to fix catch include path
I couldn't get the build to work with the new catch2 on windows, though
it does work on linux. Rather than revert the catch -> catch2 include
path changes (again, which do build on linux), I decided to rename the
old windows catch include dir 'catch2'.
2025-04-28 17:12:58 +00:00
John Colvin 23651970c9 fix: Fix improper 'OfType' linq cast
Previously, animations were expressed through polymorphism (derived from the
base class CellAnimation), but the new impl uses composition. This 'OfType' call
was leftover from the polymorphism implementation, an attempt to linq cast
elements of base class (CellAnimation) to BackgroundAnimation.
2025-04-28 17:12:58 +00:00
John Colvin 043efab5a2 build: Upgrade c# to net8.0 2025-04-28 17:12:58 +00:00
John Colvin 5476466d55 Fetch secrets for config profiles with new aws sso config 2025-04-28 17:12:58 +00:00
John Colvin 54cb5a2ab2 tool: Add script to configure aws sso 2025-04-28 17:12:58 +00:00
John Colvin 29bf7d8d7e deploy (fix): Update okx urls
Their aws domain has been retired.
2025-04-28 17:12:58 +00:00
John Colvin 855d2fd790 build: Update vcpkg 2025-04-28 17:12:58 +00:00
John Colvin 8a6a652882 fix build: Get rid of databento's internal nlohmann-json
** Migrate nlohmann-json over to vcpkg in the process **

Make it so databento is built with the same nlohmann-json lib that our
code is built with. Recently, I started getting undefined symbol errors
in databento code from nlohmann headers - presumably a conflict between
their nlohmann dep and ours.
2025-04-28 17:12:58 +00:00
John Colvin 3f288704bf build (linux): Migrate openssl to vcpkg, update to 3.5.0
Databento, as of version 0.32.0, requires openssl >= 3.0

https://github.com/databento/databento-cpp/releases/tag/v0.32.0
2025-04-28 17:12:58 +00:00
John Colvin 98bc78463d build (linux): Migrate catch2 dep to vcpkg (from externals) 2025-04-28 17:12:58 +00:00
John Colvin 6d271ad7cd build (linux): Manage fmt dep with vcpkg 2025-04-28 17:12:58 +00:00
John Colvin 2a17d656a5 fix: Dump json to str in LOG statements
The nlohmann::json obj isn't formattable (i.e., doesn't have a
fmt::formatter<T> specialization)
2025-04-28 17:12:58 +00:00
John Colvin 10436f0f3b tool: Rename binance_orders_client.sh -> binance_rest_client.sh
It supports md and order/trade requests
2025-04-28 17:12:58 +00:00
arham 86b19f0ef0 Add: okx exe treats all cancelations except ioc as rejections 2025-04-26 05:35:46 +00:00
Taha Afzal 502024dd10 Removing an overzealous assert in the spreader, which was being false if the spread_book was not received once 2025-04-23 04:40:16 +00:00
John Colvin 623012b0b0 deploy: Add "sparkd_symbols" image to Dockerfile
Normally, we bake spark config into the image, which is simpler and less
error prone than managing separate configurations per host machine
and/or container. The sparkd_symbols deployment breaks the mold. Config
is mounted to a dir on the host machine so symbols can be added/removed
via config (i.,e., spark.conf) when we bounce sparkd.
2025-04-17 05:53:05 +00:00
John Colvin 5859f0f2d1 deploy (fix): chown bts for whole sparkdata dir in sparkd-symbols
Unlike normal deploys, the config dir isn't copied directly into the image
2025-04-16 13:48:24 +00:00
John Colvin eeffb735ae deploy (fix): Override existing values when loading env files 2025-04-16 13:48:24 +00:00
John Colvin b602997f3a deploy: Build sparkd if any service starts with "sparkd"
Previously, we only built sparkd for the "sparkd" service (i.e., exact match)
2025-04-16 13:48:24 +00:00
Taha Afzal 3530a77b38 Fixing the situation where an IOC cancels, cancels the spreader 2025-04-16 04:26:50 +00:00
arham afdf635b31 fix: changes spread_book_tick_sz from int to double to fix low tick being zero for reverse hedge orders 2025-04-11 07:31:03 +00:00
John Colvin 4d4aefc0a7 fix: Bind SpreaderType dropdown to all algo types in synth ladder
Bugs (fixed):
  * The SpreaderType dropdown only works for plain spreader orders. It
    doesn't work for icebergs, leans, etc.
2025-04-10 16:16:43 -04:00
arham 960a8af77a Fix: OKX futures working now 2025-04-10 05:06:17 +00:00
Taha Afzal 89828659a4 Reducing loggging on reverse hedge evaluation 2025-04-09 20:05:48 +00:00
John Colvin 76f83fd7f5 Revert "Set irrelevant spreader params to null in ladder"
This reverts commit 924386084b.
2025-04-09 15:52:00 -04:00
Taha Afzal d4e40948d2 Changing the logic to determine if a leg is a quoting leg or not 2025-04-09 19:29:50 +00:00
arham 912ab512d2 Add: ioc orders to okx exe 2025-04-09 19:00:24 +00:00
Taha Afzal 5d3eb92175 Spreader gets the spread ticks from the right source now (it was hard coded at 0.1 earlier) 2025-04-09 18:42:06 +00:00
John Colvin 924386084b Set irrelevant spreader params to null in ladder
Depending on the SpreaderType enum value (treat it like a oneof case)
2025-04-09 10:29:15 -04:00
Taha Afzal acab3ac392 Reversehedging fixed 2025-04-09 09:42:47 -04:00
arham d06a62f6ee Format: ran clang format on file 2025-04-09 09:42:47 -04:00
arham 14e3eee0bc Add: config changes to make server controller work and set up hk zen server 2025-04-09 09:42:47 -04:00
Taha Afzal 7277bf52f5 Fixing build: 2025-04-09 09:42:47 -04:00
Taha Afzal b81dc7f5cf Fixing a bug, where the spreader was isidentifying the quoting leg 2025-04-09 09:42:47 -04:00
John Colvin b1a4635345 ui: Enable IOC for Iceberg orders
Previously, it was only enabled for Limit orders.
2025-04-08 13:22:09 -04:00
John Colvin 7c7c689170 fix build: Don't cast to unsigned int when checking bytesRead < 0 2025-04-04 15:36:55 -04:00
John Colvin 116506c8da fix build: Lock databento version to v0.31.0
Previously, we were simply fetching HEAD. This was fine until they
released v0.32.0 (on 04/02/2025), which introduced a new dependency
requirement that broke our build: OpenSSL >= 3.0.
2025-04-04 15:36:55 -04:00
Adeel Khan 3feda49ef1 Fix: Taifex Time Conversion 2025-04-04 15:36:54 -04:00
Adeel Khan 10318be7bc FIX: Taifex Crash Fixed, Added Diag Logs 2025-04-04 15:36:54 -04:00
Adeel Khan f7d525a527 ADD: TBBO & Symbol wise Naming in Recorder 2025-04-04 15:36:54 -04:00
Adeel Khan d2fe9f167a ADD: TWSE Code Complete 2025-04-04 15:36:54 -04:00
Adeel Khan 696d91a5af ADD: TWSE to WebApp 2025-04-04 15:36:54 -04:00
Adeel Khan d575ba0ea8 ADD: TWSE throughout Sparkd 2025-04-04 15:36:54 -04:00
Taha 058b131760 Cleaning up some streams,new prompt etc 2025-04-04 15:36:52 -04:00
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
3996 changed files with 174547 additions and 92529 deletions

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+8 -2
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@@ -9,7 +9,7 @@
]
},
"fable": {
"version": "4.0.6",
"version": "4.24.0",
"commands": [
"fable"
]
@@ -25,6 +25,12 @@
"commands": [
"fake"
]
},
"dotnet-t4": {
"version": "3.0.0",
"commands": [
"t4"
]
}
}
}
}
+38
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@@ -0,0 +1,38 @@
{
"build": {
"dockerfile": "../docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile",
"options": [
"--secret",
"id=bitbucket_access_token,src=${localWorkspaceFolder}/.secrets/bitbucket_access_token.txt"
]
},
"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-python.python",
"ms-vscode.cmake-tools",
"ms-vscode.cpptools",
"xaver.clang-format"
]
}
}
}
+64
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@@ -0,0 +1,64 @@
# 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
#
### Host/Runtime ###
TZ=Etc/UTC
### 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/app_sparkd/configurations/dev
# Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
# Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
# SPARKD__DATA_DIR=/home/bts/sparkdata/data
# Mount volume or dir to "/md_recording" inside the docker. Defaults to volume
# "sparkd_md_recording_<config_port>" (e.g., sparkd_md_recording_8000).
# SPARKD__MD_RECORDING_DIR=/home/bts/md_recording
SPARKD__SOURCE_DIR=install/sparkd-release-gcc
SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
SPARKD__CONFIG_PORT=8000
SPARKD__QUICKBUS_PORT=8001
SPARKD__SIM_FIX_PORT=8002
SPARKD__SHM_SIZE=4gb
SPARKD__PYTHON_REQUIREMENTS=requirements.txt
SPARKD__SPARKD_ENTRYPOINT=src/app_sparkd/sparkd-entrypoint.sh
SPARKD__MAIN_ENTRYPOINT=./sparkd-entrypoint.sh
### PubSubServer ###
PUBSUB__CONFIG_DIR=src/DataStreamSuite/PubSubServer/Configurations/Development
PUBSUB__SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
### MdPublisher ###
MD_PUBLISHER__CONFIG_DIR=src/DataStreamSuite/DataStreamPublisher/Configurations/ReplayMarketData
MD_PUBLISHER__SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
# TODO: add config for other services (pubsub, md-publisher, webapp, api-server, etc.)
+3
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@@ -0,0 +1,3 @@
*.cmd text=auto eol=crlf
*.cs text=auto eol=crlf
*.sh text=auto eol=lf
+9 -2
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@@ -8,7 +8,10 @@ cmake-build-debug/
.idea/
.dir-locals.el
*.pyc
**.vscode
**.vscode/*
!.vscode/launch.json
!.vscode/tasks.json
!.vscode/*.env
.vs
obj/
*.csproj.user
@@ -52,8 +55,12 @@ trace_data/
.cache/
/src/Spark.Admin.WebApp/tsconfig.*.g.json
/src/Spark.Admin.WebApp/src/bin/
/src/**/*appsettings.Local.json
/src/**/*/Configurations/Local/
**/CMakeDeps.cmake
**/CMakeDeps_win.cmake
**/.devcontainer
.devcontainer/
*.Generated.cs
*.lst
.env.local
.secrets
+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
+499
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@@ -0,0 +1,499 @@
{
"version": "0.2.0",
"configurations": [
{
"name": "Python Debugger: Current File with Arguments",
"type": "debugpy",
"request": "launch",
"program": "${file}",
"console": "integratedTerminal",
"args": "${command:pickArgs}"
},
{
"name": ".NET Core Attach",
"type": "coreclr",
"request": "attach"
},
{
"name": "Api Server",
"type": "coreclr",
"request": "launch",
"program": "",
"preLaunchTask": "Build Api Server (Debug)",
"windows": {
"program": "spark_api_server.exe",
},
"linux": {
"program": "spark_api_server",
},
"args": [
"run",
],
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Api Server (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "spark_api_server.exe",
},
"linux": {
"program": "spark_api_server",
},
"args": [
"run",
],
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "DataStreamPublisher",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream (Debug)",
"program": "",
"linux": {
"program": "DataStreamPublisher",
},
"windows": {
"program": "DataStreamPublisher.exe",
},
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "DataStreamPublisher (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"linux": {
"program": "DataStreamPublisher",
},
"windows": {
"program": "DataStreamPublisher.exe",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"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 DataStream (Debug)",
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
},
},
"stopAtEntry": false,
"console": "integratedTerminal",
},
{
"name": "DataStreamQueryAnalyzer (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
},
},
"stopAtEntry": false,
"console": "integratedTerminal",
},
{
"name": "PubSubServer",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream (Debug)",
"program": "",
"linux": {
"program": "PubSubServer",
},
"windows": {
"program": "PubSubServer.exe",
},
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "PubSubServer (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"linux": {
"program": "PubSubServer",
},
"windows": {
"program": "PubSubServer.exe",
},
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Sdk Demo",
"type": "coreclr",
"request": "launch",
"program": "",
"preLaunchTask": "Build Spark Sdk (Debug)",
"windows": {
"program": "Bts.Spark.Sdk.Demo.exe",
},
"linux": {
"program": "Bts.Spark.Sdk.Demo",
},
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:sdkDemoEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Sdk Demo (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Bts.Spark.Sdk.Demo.exe",
},
"linux": {
"program": "Bts.Spark.Sdk.Demo.exe",
},
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:sdkDemoEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:sparkEnvironment}",
}
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Spark.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:sparkEnvironment}",
}
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark (Parameterized)",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build Spark (Debug)",
"program": "",
"windows": {
"program": "Spark.exe",
"args": [
"--Spark:ConfigServer",
"${input:sparkConfigServer}"
],
"cwd": "build/Debug/bin/net8.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark Test",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.Console.exe",
"cwd": "build/Debug/bin/net8.0",
"args": [
"test",
"${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/net8.0",
"args": [
"test",
"${input:sparkTest}"
]
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Sparkd",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
"preLaunchTask": "Build Sparkd (Debug | Clang)",
},
"args": [
"run"
],
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
"stopAtEntry": false,
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
},
{
"description": "Set Disassembly Flavor to Intel",
"text": "-gdb-set disassembly-flavor intel",
"ignoreFailures": true
}
]
},
{
"name": "Sparkd (Skip Build)",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
},
"args": [
"run"
],
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
"stopAtEntry": false,
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
},
{
"description": "Set Disassembly Flavor to Intel",
"text": "-gdb-set disassembly-flavor intel",
"ignoreFailures": true
}
]
},
{
"name": "Sparkd Attach",
"type": "cppdbg",
"request": "attach",
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
},
{
"description": "Set Disassembly Flavor to Intel",
"text": "-gdb-set disassembly-flavor intel",
"ignoreFailures": true
}
]
},
],
"inputs": [
{
"id": "apiServerEnvironment",
"type": "pickString",
"description": "Api Server Configuration",
"options": [
"Development",
"Local",
"Staging",
],
"default": "Development",
},
{
"id": "dataStreamPublisherConfig",
"type": "pickString",
"description": "Publisher Configuration",
"options": [
"MarketDataPublisher",
"SimpleEchoClient",
"SimpleTestDataPublisher",
"TestDataPublisher",
],
"default": "MarketDataPublisher",
},
{
"id": "dataStreamQueryAnalyzerEnvironment",
"type": "pickString",
"description": "DataStreamQueryAnalyzer Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "dataStreamPublisherEnvironment",
"type": "pickString",
"description": "DataStreamPublisher Configuration",
"options": [
"Local",
"ReplayMarketData",
],
"default": "Local",
},
{
"id": "pubSubServerEnvironment",
"type": "pickString",
"description": "PubSubServer Configuration",
"options": [
"Development",
"EchoServer",
"Local",
],
"default": "Development",
},
{
"id": "sdkDemoEnvironment",
"type": "pickString",
"description": "Sdk Demo Configuration",
"options": [
"Development",
"Local",
"Staging",
],
"default": "Development",
},
{
"id": "sparkConfigServer",
"type": "promptString",
"description": "Config Server URL",
"default": "http://localhost:8000/config",
},
{
"id": "sparkEnvironment",
"type": "pickString",
"description": "Spark Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
]
}
+1
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@@ -0,0 +1 @@
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins;/workspaces/spark/tools/py
+1127
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+102
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@@ -0,0 +1,102 @@
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.0.31903.59
MinimumVisualStudioVersion = 10.0.40219.1
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{8949AF88-F1D3-4BC4-827F-B088B555F7B9}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{37E4E890-D025-4729-90F9-6F95862F47BC}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Sdk", "src\cs\Bts.Spark.Sdk\Bts.Spark.Sdk.csproj", "{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Sdk.Demo", "src\cs\Bts.Spark.Sdk.Demo\Bts.Spark.Sdk.Demo.csproj", "{FCFDBDBE-74B0-41C4-9011-C651B21056D4}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
Debug|x64 = Debug|x64
Debug|x86 = Debug|x86
Release|Any CPU = Release|Any CPU
Release|x64 = Release|x64
Release|x86 = Release|x86
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|Any CPU.ActiveCfg = Debug|x64
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|Any CPU.Build.0 = Debug|x64
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x64.ActiveCfg = Debug|x64
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x64.Build.0 = Debug|x64
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x86.ActiveCfg = Debug|x64
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x86.Build.0 = Debug|x64
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|Any CPU.ActiveCfg = Release|x64
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|Any CPU.Build.0 = Release|x64
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x64.ActiveCfg = Release|x64
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x64.Build.0 = Release|x64
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x86.ActiveCfg = Release|x64
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x86.Build.0 = Release|x64
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|Any CPU.ActiveCfg = Debug|x64
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|Any CPU.Build.0 = Debug|x64
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x64.ActiveCfg = Debug|x64
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x64.Build.0 = Debug|x64
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x86.ActiveCfg = Debug|x64
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x86.Build.0 = Debug|x64
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EndGlobalSection
GlobalSection(NestedProjects) = preSolution
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EndGlobalSection
EndGlobal
+35 -58
View File
@@ -1,7 +1,10 @@
cmake_minimum_required(VERSION 3.12)
project(spark)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/GitVersion.cmake)
set(CMAKE_CXX_STANDARD 20)
get_version_from_git()
if(WIN32)
set(platform "windows")
else()
@@ -14,12 +17,17 @@ set(
CACHE
STRING
"External dependencies root folder (should contain folders: lib, bin, include")
set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
set(SPARK_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
set(BUILD_API_SERVER OFF CACHE BOOL "Build the api server")
# SHARED_MEMORY_PREFIX serves as a kind of namespace so multiple applications
# can run simultaneously without fighting over the same shm files (e.g., sparkd,
# api server, etc.).
set(SHARED_MEMORY_PREFIX "\${BTS_SHARED_MEMORY_PREFIX}" CACHE STRING "Prefix to use when creating shared memory files")
set(EXTERNALS_BIN "${EXTERNALS_ROOT}/bin")
set(EXTERNALS_INCLUDE "${EXTERNALS_ROOT}/include")
set(EXTERNALS_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
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")
@@ -28,32 +36,19 @@ else()
set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
endif()
include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
link_directories(${SPARK_LIB})
include_directories(BEFORE SYSTEM ${EXTERNALS_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
link_directories(${EXTERNALS_LIB})
if(BUILD_API_SERVER)
add_compile_definitions(SPARK_ENABLE_API_SERVER)
add_compile_definitions(SHARED_MEMORY_PREFIX="${SHARED_MEMORY_PREFIX}")
if(DEFINED APP_DATA_DIR)
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
endif()
add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
if(WIN32)
add_compile_definitions(SHARED_MEMORY_PREFIX="spark")
add_compile_definitions(APP_DATA_DIR="\$\{APPDATA\}/bts/")
# subdirs
add_subdirectory(src/lib)
add_subdirectory(src/lib_spark)
else()
# make sparkd look for libspark.so in its directory
set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
set(CMAKE_INSTALL_RPATH ".")
set(CMAKE_INSTALL_PREFIX "${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 +85,15 @@ 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")
@@ -111,11 +112,15 @@ else()
endif()
# subdirs
add_subdirectory(src/lib_spark)
if (BUILD_SPARKD)
add_subdirectory(src/server/sparkd)
add_subdirectory(src/lib_python_interop)
add_subdirectory(src/lib_onixs_fix)
add_subdirectory(src/lib_binance)
add_subdirectory(src/lib_okx_execution)
add_subdirectory(src/app_sparkd)
add_subdirectory(src/data_files)
endif()
add_subdirectory(src/lib)
if (BUILD_ADMIN_WEB_APP)
add_subdirectory(src/Spark.Admin.WebApp)
endif()
@@ -125,32 +130,4 @@ else()
if(BUILD_SDK)
add_subdirectory(src/sdk)
endif()
if(BUILD_SPARKD)
add_custom_command(
OUTPUT ${CMAKE_BINARY_DIR}/server
COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
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/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
COMMENT "Creating server runtime layout"
DEPENDS sparkd data_files_dir)
add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
install(
DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins"
DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
install(
FILES
"${SPARK_LIB}/libACE-5.7.5.so"
"${SPARK_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
endif()
endif()
+85 -145
View File
@@ -8,14 +8,31 @@
"configurePresets": [
{
"name": "spark",
"name": "spark-base",
"hidden": true,
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
}
}
},
{
"name": "spark-windows",
"inherits": "spark-base",
"displayName": "Spark",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"generator": "Visual Studio 17 2022",
"binaryDir": "${sourceDir}/build",
"environment": {
"SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++20 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600"
},
@@ -23,14 +40,9 @@
"CMAKE_CXX_FLAGS": "$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_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/net8.0",
"DOTNET_WINDOWS_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0-windows"
"EXTERNALS_ROOT": "${sourceDir}/externals/windows"
}
},
@@ -48,12 +60,18 @@
"platform": "",
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
"type": "BOOL",
"value": "ON"
"value": "OFF"
},
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_RPATH": ".",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}/sparkd",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_PREFIX_PATH": "${sourceDir}/cmake/;${sourceDir}/.venv/lib/python3.10/site-packages/pybind11/share/cmake/pybind11",
"CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"DATABENTO_USE_EXTERNAL_JSON": {
"type": "BOOL",
"value": "ON"
},
"EXTERNALS_ROOT": "${sourceDir}/externals/linux",
"BUILD_SDK": {
"type": "BOOL",
@@ -77,7 +95,7 @@
"value": "ON"
},
"CCAPI_LOG_LEVEL": "Info",
"CONFIG_DEFAULTS_PATH": "config/profiles/md_dev/*.conf;config/profiles/default/*.conf"
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_dev/*.conf;spark/config/profiles/default/*.conf"
}
},
@@ -88,116 +106,98 @@
"cacheVariables": {
"CMAKE_BUILD_TYPE": "Release",
"CCAPI_LOG_LEVEL": "Warn",
"CONFIG_DEFAULTS_PATH": "config/profiles/md_prod/*.conf;config/profiles/default/*.conf"
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_prod/*.conf;spark/config/profiles/default/*.conf"
}
},
{
"name": "sparkd-debug-clang",
"inherits": "sparkd-debug",
"displayName": "Debug (clang)",
"displayName": "Sparkd (Debug | Clang)",
"description": "Debug build compiled w/ clang",
"binaryDir": "${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 -Wno-stringop-overflow --std=c++20 -fdiagnostics-color -Wno-stringop-overread -Wno-maybe-uninitialized -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/gcc/release/sparkd"
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-stringop-overflow --std=c++20 -fdiagnostics-color -Wno-stringop-overread -Wno-maybe-uninitialized -fno-omit-frame-pointer -DNDEBUG -O3"
}
},
{
"name": "spark-api-server-base",
"hidden": true,
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"BUILD_API_SERVER": {
"type": "bool",
"value": "ON"
},
"CONFIG_DEFAULTS_PATH": "config/profiles/md_dev/*.conf;config/profiles/default/*.conf"
}
},
{
"name": "spark-api-server-windows",
"inherits": "spark",
"displayName": "Spark Api Server",
"cacheVariables": {
"BUILD_API_SERVER": {
"type": "bool",
"value": "ON"
}
}
},
{
"name": "spark-api-server-linux",
"inherits": "sparkd",
"displayName": "Spark Api Server",
"name": "spark-linux",
"inherits": "spark-base",
"displayName": "Spark",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"generator": "Ninja Multi-Config",
"cacheVariables": {
"platform": "linux",
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "OFF"
},
"BUILD_API_SERVER": {
"type": "bool",
"value": "ON"
},
"BUILD_SPARKD": {
"type": "BOOL",
"value": "OFF"
},
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
"type": "BOOL",
"value": "OFF"
},
"CMAKE_C_COMPILER": "clang",
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0"
"CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
"CMAKE_EXPORT_COMPILE_COMMANDS": {
"type": "BOOL",
"value": "ON"
},
"CMAKE_INSTALL_RPATH": ".",
"CMAKE_PREFIX_PATH": "${sourceDir}/cmake/;${sourceDir}/.venv/lib/python3.10/site-packages/pybind11/share/cmake/pybind11",
"DATABENTO_USE_EXTERNAL_JSON": {
"type": "BOOL",
"value": "ON"
},
"EXTERNALS_ROOT": "${sourceDir}/externals/linux"
}
},
@@ -217,44 +217,32 @@
"cacheVariables": {
"CCAPI_LOG_LEVEL": "Trace"
}
},
{
"name": "data-stream-suite",
"inherits": "spark",
"displayName": "Data Stream Suite",
"description": "Data Stream utils ported over from Edge",
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf"
}
}
],
"buildPresets": [
{
"name": "spark",
"name": "spark-windows",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"hidden": true
"hidden": true,
"configurePreset": "spark-windows"
},
{
"name": "spark-debug",
"displayName": "Debug",
"inherits": "spark",
"configurePreset": "spark",
"name": "spark-windows-debug",
"displayName": "Spark (Debug)",
"inherits": "spark-windows",
"configuration": "Debug"
},
{
"name": "spark-release",
"displayName": "Release",
"inherits": "spark",
"configurePreset": "spark",
"name": "spark-windows-release",
"displayName": "Spark (Release)",
"inherits": "spark-windows",
"configuration": "Release"
},
@@ -265,93 +253,59 @@
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"hidden": true,
"targets": [
"data_files_dir",
"admin_web_app_bundle",
"install",
"libspark",
"rapidjson_project",
"server_layout",
"sparkd"
]
"hidden": true
},
{
"name": "sparkd-debug-clang",
"configurePreset": "sparkd-debug-clang",
"displayName": "Debug (clang)",
"displayName": "Sparkd (Debug | Clang)",
"inherits": "sparkd"
},
{
"name": "sparkd-debug-gcc",
"configurePreset": "sparkd-debug-gcc",
"displayName": "Debug (gcc)",
"displayName": "Sparkd (Debug | Gcc)",
"inherits": "sparkd"
},
{
"name": "sparkd-release-clang",
"configurePreset": "sparkd-release-clang",
"displayName": "Release (clang)",
"displayName": "Sparkd (Release | Clang)",
"inherits": "sparkd"
},
{
"name": "sparkd-release-gcc",
"configurePreset": "sparkd-release-gcc",
"displayName": "Release (gcc)",
"displayName": "Sparkd (Release | Gcc)",
"inherits": "sparkd"
},
{
"name": "spark-api-server-windows",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"hidden": true,
"configurePreset": "spark-api-server-windows"
},
{
"name": "spark-api-server-windows-debug",
"displayName": "Spark Api Server (Debug)",
"inherits": "spark-api-server-windows",
"configuration": "Debug"
},
{
"name": "spark-api-server-windows-release",
"displayName": "Spark Api Server (Debug)",
"inherits": "spark-api-server-windows",
"configuration": "Release"
},
{
"name": "spark-api-server-linux",
"name": "spark-linux",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"hidden": true,
"configurePreset": "spark-api-server-linux"
"configurePreset": "spark-linux"
},
{
"name": "spark-api-server-linux-debug",
"inherits": "spark-api-server-linux",
"displayName": "Spark Api Server (Debug)",
"name": "spark-linux-debug",
"inherits": "spark-linux",
"displayName": "Spark (Linux | Debug)",
"configuration": "Debug"
},
{
"name": "spark-api-server-linux-release",
"inherits": "spark-api-server-linux",
"displayName": "Spark Api Server (Release)",
"name": "spark-linux-release",
"inherits": "spark-linux",
"displayName": "Spark (Linux | Release)",
"configuration": "Release"
},
@@ -368,20 +322,6 @@
"configurePreset": "sparkd-ccapi-diag",
"displayName": "Debug (ccapi diag)",
"inherits": "sparkd"
},
{
"name": "data-stream-suite-debug",
"displayName": "DataStreamSuite (Debug)",
"configurePreset": "data-stream-suite",
"configuration": "Debug"
},
{
"name": "data-stream-suite-release",
"displayName": "DataStreamSuite (Release)",
"configurePreset": "data-stream-suite",
"configuration": "Release"
}
]
}
+522 -3
View File
@@ -1,10 +1,11 @@
Microsoft Visual Studio Solution File, Format Version 12.00
Microsoft Visual Studio Solution File, Format Version 12.00
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VisualStudioVersion = 17.3.32922.545
MinimumVisualStudioVersion = 15.0.26124.0
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
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@@ -14,66 +15,584 @@ 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}"
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{A5C33956-A41F-49B3-A41D-1082CBA59D02}"
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}"
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}"
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{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x64.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x64.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|Any CPU.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x86.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x86.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x86.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x64.ActiveCfg = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x64.Build.0 = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|Any CPU.ActiveCfg = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|Any CPU.Build.0 = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x86.ActiveCfg = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x86.Build.0 = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
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}
{9F6D7DE8-185B-4C1D-B809-3314D092DF28} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{385C4948-E080-56A6-E29E-8B0F4913175C} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
{43FB297B-7A4D-4835-A878-E6DF345B580C} = {385C4948-E080-56A6-E29E-8B0F4913175C}
{BC277499-8215-4F9F-B9AB-07B6391110BF} = {385C4948-E080-56A6-E29E-8B0F4913175C}
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
EndGlobalSection
+7
View File
@@ -0,0 +1,7 @@
include_guard(GLOBAL)
macro(export_to_parent)
foreach(var IN ITEMS ${ARGN})
set(${var} ${${var}} PARENT_SCOPE)
endforeach()
endmacro()
+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()
+142
View File
@@ -0,0 +1,142 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/InstallBasic.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateCpp.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
function(init_library)
set(_options SHARED STATIC)
set(_one_value_args
NAME
SOURCE_DIR
INCLUDE_DIR
)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (_ARGS_SHARED AND _ARGS_STATIC)
message(FATAL_ERROR "Invalid args passed to init_library: cannot specify STATIC and SHARED")
endif()
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set_first_defined(_source_dir _ARGS_SOURCE_DIR _name)
set_first_defined(_include_dir _ARGS_INCLUDE_DIR _source_dir)
# Cpp sources
file(
GLOB_RECURSE ${_name}_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_source_dir}/*.cpp
)
# Note: cpp files inside 'tests' dir(s) are considered tests.
# Remove tests from main sources, and add them to test sources
foreach(item ${${_name}_SOURCES})
if(${item} MATCHES "tests/.*\.cpp$")
list(APPEND ${_name}_TEST_SOURCES ${item})
endif()
endforeach()
foreach(item ${${_name}_TEST_SOURCES})
list(REMOVE_ITEM ${_name}_SOURCES ${item})
endforeach()
# Proto sources
file(
GLOB_RECURSE ${_name}_PROTO_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_source_dir}/protobufs/*.proto
)
update_deps_file("${${_name}_PROTO_SOURCES};")
protobuf_generate_cpp(
CXX_SOURCES ${_name}_CXX_PROTO_SOURCES
CXX_HEADERS ${_name}_CXX_PROTO_HEADERS
CXX_OUT_DIR ${CMAKE_CURRENT_BINARY_DIR}
PROTO_INCLUDE_DIRS
${EXTERNALS_INCLUDE}
${CMAKE_CURRENT_SOURCE_DIR}
PROTO_SOURCES
${${_name}_PROTO_SOURCES}
)
export_to_parent(
${_name}_SOURCES
${_name}_TEST_SOURCES
${_name}_PROTO_SOURCES
${_name}_CXX_PROTO_SOURCES
${_name}_CXX_PROTO_HEADERS
)
# Add main lib
if (_ARGS_STATIC)
add_library(${_name} STATIC ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
elseif(_ARGS_SHARED)
add_library(${_name} SHARED ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
else()
add_library(${_name} ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
endif()
target_include_directories(
${_name}
SYSTEM
BEFORE
PUBLIC
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/include>
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/include/zlib>
)
target_include_directories(
${_name}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
)
# Include protos (if any)
if (${_name}_PROTO_SOURCES)
target_include_directories(
${_name}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
)
endif()
target_link_directories(
${_name}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/lib/$<CONFIG>>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
)
# Install main lib
foreach(_hdr ${${_name}_CXX_PROTO_HEADERS})
file(RELATIVE_PATH _relative_path ${CMAKE_CURRENT_BINARY_DIR} ${_hdr})
install(FILES ${_hdr} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/${_relative_path})
endforeach()
install_basic(
NAME ${_name}
INCLUDE_DIR ${_include_dir}
)
# Add tests executable (if there are any)
if (${_name}_TEST_SOURCES AND NOT WIN32)
add_executable(${_name}-tests ${${_name}_TEST_SOURCES})
get_target_property(_lib_type ${_name} TYPE)
if (_lib_type STREQUAL "SHARED_LIBRARY")
# Set RPATH so the tests exe knows where to find the shared lib.
set_target_properties(
${_name}-tests
PROPERTIES
BUILD_RPATH "$ORIGIN"
INSTALL_RPATH "$ORIGIN/../${CMAKE_INSTALL_LIBDIR}"
)
endif()
# Link main lib
target_link_directories(
${_name}-tests
PRIVATE
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
)
target_link_libraries(${_name}-tests PRIVATE ${_name})
# Catch2
find_package(Catch2 CONFIG REQUIRED COMPONENTS Catch2WithMain)
target_link_libraries(${_name}-tests PRIVATE Catch2::Catch2WithMain)
endif()
endfunction()
+71
View File
@@ -0,0 +1,71 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
function(init_python_module)
set(_options)
set(_one_value_args
NAME
)
set(_multi_value_args
SOURCES
)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set_first_defined(_sources _ARGS_SOURCES ${_name}_SOURCES)
set(module_proj ${_name}_module)
set(${module_proj}_SOURCES ${_sources})
pybind11_add_module(${module_proj} SHARED ${_sources})
target_link_libraries(
${module_proj}
PUBLIC
pybind11::embed
spark
${_name}
)
target_include_directories(
${module_proj}
PRIVATE
$<BUILD_INTERFACE:${pybind11_INCLUDE_DIRS}>
)
target_include_directories(
${module_proj}
PUBLIC
${Python3_INCLUDE_DIRS}
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
)
add_custom_command(
OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
DEPENDS ${_name} ${module_proj}
COMMAND PYTHONPATH=${CMAKE_CURRENT_BINARY_DIR} pybind11-stubgen --numpy-array-use-type-var --ignore-invalid-expressions '.*' ${_name}_module
COMMENT "Generating py stubs"
)
add_custom_target(
"${_name}_py_stubs"
ALL
DEPENDS
${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
)
install(
TARGETS ${module_proj}
EXPORT ${module_proj}Targets
RUNTIME
DESTINATION ${CMAKE_INSTALL_BINDIR}
LIBRARY
DESTINATION ${CMAKE_INSTALL_LIBDIR}
ARCHIVE
DESTINATION ${CMAKE_INSTALL_LIBDIR}
)
foreach(dir ${pybind11_INCLUDE_DIRS})
install(DIRECTORY ${dir} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR})
endforeach()
install(
EXPORT ${module_proj}Targets
FILE ${module_proj}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
endfunction()
+65
View File
@@ -0,0 +1,65 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
function(init_python_plugin)
set(_options)
set(_one_value_args NAME PLUGIN_NAME)
set(_multi_value_args SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set(_plugin_name ${_ARGS_PLUGIN_NAME})
if (NOT DEFINED _ARGS_PLUGIN_NAME)
set(_plugin_name ${_name}_plugins)
endif()
set(${_plugin_name}_SOURCES ${_ARGS_SOURCES})
if (NOT DEFINED _ARGS_SOURCES)
file(
GLOB_RECURSE ${_plugin_name}_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_plugin_name}/*.py)
endif()
set(src_outs)
foreach(_src ${${_plugin_name}_SOURCES})
set(_src_in ${CMAKE_CURRENT_SOURCE_DIR}/${_src})
set(_src_out ${CMAKE_CURRENT_BINARY_DIR}/${_src})
add_custom_command(
OUTPUT ${_src_out}
COMMAND ${CMAKE_COMMAND} -E copy ${_src_in} ${_src_out}
DEPENDS ${_src_in}
COMMENT "Copying ${_plugin_name} plugin ${_src} to ${_src_out}"
)
list(APPEND src_outs ${_src_out})
endforeach()
add_custom_target(copy_${_plugin_name} ALL DEPENDS ${src_outs})
add_library(${_plugin_name} INTERFACE)
add_library(${_name}::${_plugin_name} ALIAS ${_plugin_name})
set_target_properties(
${_plugin_name}
PROPERTIES
INTERFACE_PYTHON_SCRIPTS_DIR
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${_plugin_name}>
)
set_target_properties(
${_plugin_name}
PROPERTIES
INTERFACE_PYTHON_SCRIPTS $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${${_plugin_name}_SOURCES}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${${_plugin_name}_SOURCES}>
)
install(
TARGETS ${_plugin_name}
EXPORT ${_plugin_name}Targets
DESTINATION ${CMAKE_INSTALL_BINDIR}
)
install(
EXPORT ${_plugin_name}Targets
FILE ${_plugin_name}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
install(DIRECTORY ${_plugin_name} DESTINATION ${CMAKE_INSTALL_BINDIR})
endfunction()
+39
View File
@@ -0,0 +1,39 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/PackBasic.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
function(install_basic)
set(_options)
set(_one_value_args NAME INCLUDE_DIR)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set_first_defined(_include_dir _ARGS_INCLUDE_DIR _name)
file(
GLOB_RECURSE ${_name}_HEADERS
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_include_dir}/*.h)
target_sources(${_name}
PUBLIC
FILE_SET HEADERS FILES ${${_name}_HEADERS})
install(
TARGETS ${_name}
EXPORT ${_name}Targets
RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR}
LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
FILE_SET HEADERS DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}
)
install(
EXPORT ${_name}Targets
FILE ${_name}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name})
pack_basic()
endfunction()
+44
View File
@@ -0,0 +1,44 @@
include_guard(DIRECTORY)
include(CMakePackageConfigHelpers)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
function(pack_basic)
set(_options)
set(_one_value_args NAME)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
find_package(Git QUIET)
if(GIT_FOUND)
execute_process(
COMMAND ${GIT_EXECUTABLE} describe --tags --always --dirty
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE PROJECT_VERSION
OUTPUT_STRIP_TRAILING_WHITESPACE
)
endif()
if(NOT GIT_FOUND OR PROJECT_VERSION STREQUAL "")
set(PROJECT_VERSION "0.0.0")
endif()
write_basic_package_version_file(
"${CMAKE_CURRENT_BINARY_DIR}/${_name}ConfigVersion.cmake"
VERSION ${PROJECT_VERSION}
COMPATIBILITY AnyNewerVersion
)
configure_package_config_file(
"${CMAKE_CURRENT_SOURCE_DIR}/Config.cmake.in"
"${CMAKE_CURRENT_BINARY_DIR}/${_name}Config.cmake"
INSTALL_DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
install(
FILES
"${CMAKE_CURRENT_BINARY_DIR}/${_name}Config.cmake"
"${CMAKE_CURRENT_BINARY_DIR}/${_name}ConfigVersion.cmake"
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name})
endfunction()
-145
View File
@@ -1,145 +0,0 @@
set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
set(PROTOBUF_STATIC_LIB "libprotobuf")
function(Protobuf_Generate_Cpp SRCS HDRS)
set(${SRCS})
set(${HDRS})
foreach(FIL ${ARGN})
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
get_filename_component(FIL_WE ${FIL} NAME_WE)
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
if(FIL_DIR)
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
endif()
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
add_custom_command(
OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
COMMAND
${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src -I
${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
DEPENDS ${ABS_FIL}
COMMENT "Running C++ protocol buffer compiler on ${FIL}"
VERBATIM)
endforeach()
set_source_files_properties(${${SRCS}} ${${HDRS}} PROPERTIES GENERATED TRUE)
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
"/wd4309 /wd4838")
else()
set_source_files_properties(
${${SRCS}}
PROPERTIES
COMPILE_FLAGS
"-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${SRCS}
${${SRCS}}
PARENT_SCOPE)
set(${HDRS}
${${HDRS}}
PARENT_SCOPE)
endfunction()
function(Service_Compiler_Generate_Cpp SRCS HDRS)
set(${SRCS})
set(${HDRS})
foreach(FIL ${ARGN})
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
get_filename_component(FIL_WE ${FIL} NAME_WE)
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
if(FIL_DIR)
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
endif()
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc")
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h")
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc")
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h")
set(TEMPLATES
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.cc
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.h
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.cc
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.h
)
if(WIN32)
add_custom_command(
OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
COMMAND SET PYTHONPATH=${SPARK_PYTHON}
COMMAND ${CMAKE_SOURCE_DIR}/.venv/Scripts/activate.bat
COMMAND
${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src
--plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.cmd
--service_out=lang=cpp:${CMAKE_BINARY_DIR}/src -I
${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
DEPENDS ${ABS_FIL} ${TEMPLATES}
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM)
else()
add_custom_command(
OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
ARGS
${Protobuf_PROTOC_EXECUTABLE}
--cpp_out=${CMAKE_BINARY_DIR}/src
--plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py
--service_out=lang=cpp,make_file_name=${ABS_FIL}:${CMAKE_BINARY_DIR}/src
-I ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
DEPENDS ${ABS_FIL} ${TEMPLATES}
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM)
endif()
endforeach()
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
"/wd4309 /wd4838")
else()
set_source_files_properties(
${${SRCS}}
PROPERTIES
COMPILE_FLAGS
"-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${SRCS}
${${SRCS}}
PARENT_SCOPE)
set(${HDRS}
${${HDRS}}
PARENT_SCOPE)
endfunction()
+83
View File
@@ -0,0 +1,83 @@
include_guard(GLOBAL)
function(protobuf_generate_cpp)
set(_options)
set(_one_value_args
CXX_SOURCES
CXX_HEADERS
CXX_OUT_DIR
PROTOC
)
set(_multi_value_args
PROTO_INCLUDE_DIRS
PROTO_SOURCES
)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_PROTOC)
if (WIN32)
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc.exe")
else()
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
endif()
endif()
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
foreach(_fil ${_ARGS_PROTO_SOURCES})
get_filename_component(_abs_fil ${_fil} ABSOLUTE)
get_filename_component(_fil_we ${_fil} NAME_WE)
get_filename_component(_fil_dir ${_fil} DIRECTORY)
if(_fil_dir)
set(_fil_we "${_fil_dir}/${_fil_we}")
endif()
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h")
message(STATUS "add_custom_command for ${_fil} -> ${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h")
# TODO: Pass proto sources by relative path (so this fn can be called from
# arbitrary subdirs).
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h"
COMMAND
${_ARGS_PROTOC}
ARGS
--cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${_abs_fil}
DEPENDS ${_abs_fil}
COMMENT "Running C++ protocol buffer compiler on ${_fil}"
VERBATIM
)
endforeach()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
${${_ARGS_CXX_HEADERS}}
PROPERTIES
GENERATED TRUE
)
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "/wd4309 /wd4838"
)
else()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
endfunction()
+61
View File
@@ -0,0 +1,61 @@
include_guard(GLOBAL)
function(protobuf_generate_cpp_config)
set(_options)
set(_one_value_args
PROTO_SOURCES_HEADER
PROTO_DEFAULTS_HEADER
)
set(_multi_value_args
PROTO_SOURCES
PROTO_DEFAULTS
)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
# Configure the 'config_proto_files' header. It provides an array of strings populated with the
# files in PROTO_SOURCES. At runtime, we use this array to generate a special 'config' proto
# message with fields for each message defined in said files. A global instance of this 'config'
# proto is then constructed, and populated with [compile-time] defaults, and [runtime] overrides
# (i.e., in spark.conf). Calls to `bts::config::get<T>()` retrieve the value from the field
# associated with type `T` in this global instance.
message(STATUS "PROTO_SOURCES: ${_ARGS_PROTO_SOURCES}")
message(STATUS "PROTO_SOURCES_HEADER: ${_ARGS_PROTO_SOURCES_HEADER}")
message(STATUS "PROTO_DEFAULTS_HEADER: ${_ARGS_PROTO_DEFAULTS_HEADER}")
if (_ARGS_PROTO_SOURCES_HEADER)
set(PROTO_SOURCES)
set(PROTO_SOURCES_CXX_ARRAY_ITEMS "")
foreach(_proto_path ${_ARGS_PROTO_SOURCES})
list(APPEND PROTO_SOURCES ${_proto_path})
string(APPEND PROTO_SOURCES_CXX_ARRAY_ITEMS "\"${_proto_path}\",\n")
endforeach()
list(LENGTH PROTO_SOURCES PROTO_SOURCES_LENGTH)
message(STATUS "CONFIGURING PROTO_SOURCES_HEADER): ${_ARGS_PROTO_SOURCES_HEADER}")
configure_file(${CMAKE_SOURCE_DIR}/cmake/config_proto_files.h.in ${_ARGS_PROTO_SOURCES_HEADER})
endif()
# Generate static defaults. Ideally, this would be a single string, but we use an array because
# the compiler complains if the string is longer than 65k.
set(_cfg_defaults_str "inline const char * config_static_defaults[] = { ")
foreach(_cfg_file_path ${_ARGS_PROTO_DEFAULTS})
file(READ ${_cfg_file_path} _cfg_file_content)
string(REPLACE "\"" "\\\"" _cfg_file_content_escaped ${_cfg_file_content})
string(REPLACE "\n" ";" _cfg_lines ${_cfg_file_content_escaped})
foreach(_line ${_cfg_lines})
string(APPEND _cfg_defaults_str "\n \"${_line}\",")
endforeach(_line)
endforeach(_cfg_file_path)
string(APPEND _cfg_defaults_str "};")
set(_old_cfg_defaults_str "")
if(EXISTS ${_ARGS_PROTO_DEFAULTS_HEADER})
file(READ ${_ARGS_PROTO_DEFAULTS_HEADER} _old_cfg_defaults_str)
endif()
if(NOT _cfg_defaults_str STREQUAL _old_cfg_defaults_str)
file(WRITE "${_ARGS_PROTO_DEFAULTS_HEADER}" "${_cfg_defaults_str}")
endif()
endfunction()
+49
View File
@@ -0,0 +1,49 @@
include_guard(DIRECTORY)
function(protobuf_generate_fs)
set(_options)
set(_one_value_args TARGET_NAME OUT_DIR PROTOC)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_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 "${EXTERNALS_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_spark/spark/api/service_compiler/plugin.py)
set(_template_fs ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/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()
+10
View File
@@ -0,0 +1,10 @@
include_guard(GLOBAL)
macro(set_first_defined RESULT)
foreach(_arg ${ARGN})
if (DEFINED ${_arg})
set(${RESULT} ${${_arg}})
break()
endif()
endforeach()
endmacro()
+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()
+39
View File
@@ -0,0 +1,39 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/SymLink.cmake)
function(sym_link_python_module)
set(_options)
set(_one_value_args LIB_NAME MODULE_NAME PLUGIN_NAME)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}"
"${_multi_value_args}" ${ARGN})
if(NOT DEFINED _ARGS_LIB_NAME)
message(
FATAL_ERROR "LIB_NAME must be specified for sym_link_python_module()")
endif()
set(_lib_name ${_ARGS_LIB_NAME})
set(_module_name ${_ARGS_MODULE_NAME})
if(NOT DEFINED _ARGS_MODULE_NAME)
set(_module_name ${_lib_name}_module)
endif()
set(_plugin_name ${_ARGS_PLUGIN_NAME})
set(_deps ${_lib_name} ${_module_name})
if(DEFINED _ARGS_PLUGIN_NAME)
list(APPEND _deps ${_plugin_name} copy_${_plugin_name})
endif()
add_dependencies(${PROJECT_NAME} ${_deps})
sym_link_local_lib(${_lib_name})
set(_module_suffix cpython-310-x86_64-linux-gnu.so)
sym_link_file(
SOURCE
${CMAKE_BINARY_DIR}/src/lib_${_lib_name}/${_module_name}.${_module_suffix}
DEST
${CMAKE_CURRENT_BINARY_DIR}/${_module_name}.${_module_suffix}
INSTALL_DEST
${CMAKE_INSTALL_BINDIR}/)
if(DEFINED _ARGS_PLUGIN_NAME)
get_target_property(plugins ${_plugin_name} INTERFACE_PYTHON_SCRIPTS_DIR)
sym_link_dir(TARGET_NAME ${PROJECT_NAME}_link_${_plugin_name} SOURCE
${plugins} DEST ${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name})
endif()
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 @@
#pragma once
#include <array>
namespace bts::@PROJECT_NAME@::protobufs {
inline std::array<const char *, @PROTO_SOURCES_LENGTH@> config_proto_files = {
@PROTO_SOURCES_CXX_ARRAY_ITEMS@
};
} // namespace bts::@PROJECT_NAME@::protobufs
+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
-24
View File
@@ -1,24 +0,0 @@
cmake_minimum_required(VERSION 3.5)
# Explicitly set policy to convert relative paths to absolute (although this is a default policy,
# setting it explicitly prevents a compile-warning)
cmake_policy(SET CMP0076 NEW)
# add protos to the library to facilitate source_group
target_sources(libspark PUBLIC ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
function(assign_source_group)
foreach(_source IN ITEMS ${ARGN})
if(IS_ABSOLUTE "${_source}")
file(RELATIVE_PATH _source_rel "${CMAKE_CURRENT_SOURCE_DIR}" "${_source}")
else()
set(_source_rel "${_source}")
endif()
get_filename_component(_source_path "${_source_rel}" PATH)
string(REPLACE "/" "\\" _source_path_msvc "${_source_path}")
source_group("${_source_path_msvc}" FILES "${_source}")
set(SOURCE_FILES "${_source}")
endforeach()
endfunction(assign_source_group)
assign_source_group(${SparkLib_Sources} ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
+254
View File
@@ -0,0 +1,254 @@
services:
sparkd:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
ports:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-shell:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
build:
dockerfile: docker/images/bluetradingsystems/linux_shell/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: "do sleep 1; done"
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/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
ports:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
restart_policy:
condition: any
delay: 3s
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-multicast:
environment:
- TZ=America/Chicago
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-8192mb}"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
network_mode: "host"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
restart_policy:
condition: any
delay: 3s
resources:
limits:
memory: "${SPARKD__MEMORY:-16gb}"
sparkd-multicast-cert:
environment:
- TZ=America/Chicago
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-8192mb}"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
network_mode: "host"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
restart_policy:
condition: any
delay: 3s
resources:
limits:
memory: "${SPARKD__MEMORY:-16gb}"
sparkd-tail:
image: bluetradingsystems/linux_dotnet8
volumes:
- type: volume
read_only: true
source: sparkd_data
target: /home/bts/.local/share/bts/sparkd/data/logging.sparkd
volume:
subpath: logging.sparkd
command: ["tail", "-f", "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log"]
sparkd-ping-test:
depends_on:
- sparkd
profiles:
- ping-test
build:
context: .
dockerfile_inline: |
FROM bluetradingsystems/linux_dotnet8
USER "root"
RUN apt-get update && apt-get -y install iputils-ping
command: [ "ping", "sparkd" ]
pubsub:
volumes:
- ${PUBSUB__DATA_DIR:-pubsub_data}:/home/bts/.local/share/bts/pubsub/data
build:
dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
args:
- SOURCE_DIR=${PUBSUB__SOURCE_DIR}
- CONFIG_DIR=${PUBSUB__CONFIG_DIR}
ports:
- 22019:22019
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/pubsub/data
if [ -e "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log" ]; then
mv "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log" "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log_$(date '+%Y%m%d-%H%M')"
fi
if [ -e "/home/bts/.local/share/bts/pubsub/conf/.env" ]; then
echo 'Sourcing /home/bts/.local/share/bts/pubsub/conf/.env'
set -a
. /home/bts/.local/share/bts/pubsub/conf/.env
set +a
fi
if [ -e "/home/bts/.local/share/bts/pubsub/conf/.env.local" ]; then
echo 'Sourcing /home/bts/.local/share/bts/pubsub/conf/.env.local'
set -a
. /home/bts/.local/share/bts/pubsub/conf/.env.local
set +a
fi
./PubSubServer"
env_file:
- .env
- ${PUBSUB__CONFIG_DIR}/.env
md-publisher:
volumes:
- ${MD_PUBLISHER__DATA_DIR:-md_publisher_data}:/home/bts/.local/share/bts/md_publisher/data
- historic_md:/home/bts/.local/share/bts/md_publisher/data/databento
build:
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
args:
- SOURCE_DIR=${MD_PUBLISHER__SOURCE_DIR}
- CONFIG_DIR=${MD_PUBLISHER__CONFIG_DIR}
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/md_publisher/data
if [ -e "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log" ]; then
mv "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log" "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log_$(date '+%Y%m%d-%H%M')"
fi
if [ -e "/home/bts/.local/share/bts/md_publisher/conf/.env" ]; then
echo 'Sourcing /home/bts/.local/share/bts/md_publisher/conf/.env'
set -a
. /home/bts/.local/share/bts/md_publisher/conf/.env
set +a
fi
if [ -e "/home/bts/.local/share/bts/md_publisher/conf/.env.local" ]; then
echo 'Sourcing /home/bts/.local/share/bts/md_publisher/conf/.env.local'
set -a
. /home/bts/.local/share/bts/md_publisher/conf/.env.local
set +a
fi
dockerize -wait tcp://pubsub:22019 -timeout 10s ./DataStreamPublisher"
env_file:
- .env
- ${MD_PUBLISHER__CONFIG_DIR}/.env
api-server:
depends_on:
- sparkd
ports:
- 8008:8008
- 9443:9443
build:
dockerfile: src/client/spark_api_server/Dockerfile
command: [ "dockerize", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./spark_api_server", "run" ]
environment:
- ASPNETCORE_ENVIRONMENT=Staging
volumes:
sparkd_data:
name: "sparkd_${SPARKD__CONFIG_PORT:-8000}"
pubsub_data:
name: "pubsub_22019"
md_publisher_data:
name: "md_publisher_22019"
historic_md:
name: "historic_md"
md_recording:
name: "sparkd_md_recording_${SPARKD__CONFIG_PORT:-8000}"
external: true
@@ -124,8 +124,8 @@ service OrderService {
```
### C++ Example
```cpp
#include "lib/api/public/ServiceContext.h"
#include "lib/api/services/OrderService.client.pb.h"
#include "spark/api/public/ServiceContext.h"
#include "spark/api/services/OrderService.client.pb.h"
using namespace bts::api;
ServiceContext ctx;
auto orders = ctx.locate<orderman::OrderService>();
@@ -29,9 +29,9 @@ namespace sample {
```
```cpp
#include "lib/api/public/ServiceContext.h"
#include "spark/lib/domain_model/Security.h"
#include "lib/api/services/MarketDataService.client.pb.h"
#include "spark/api/public/ServiceContext.h"
#include "spark/domain_model/Security.h"
#include "spark/api/services/MarketDataService.client.pb.h"
#include <thread>
using namespace bts::api;
+942
View File
@@ -0,0 +1,942 @@
# Security ID handling in `sparkd`
This document traces how security identifiers are created, translated, persisted,
indexed, and published by the `sparkd` market-data paths. It focuses on the
legacy CME MDP3/OnixS pipeline and the newer generalized market-data pipeline.
## Executive summary
`sparkd` uses two identifiers that must not be confused:
| Identifier | Meaning | Typical field | Lifetime |
|---|---|---|---|
| Exchange/feed ID | The venue's identifier used to route incoming definitions, books, and trades | `FixedSecurity::numeric_id`, `ExchangeKey`, or `domain::Security::security_common.exchange_sec_id` | Feed/session-specific unless the source guarantees stability |
| Spark security key | Spark's internal non-zero identifier used in shared memory, APIs, orders, positions, and downstream services | `FixedSecurity::key`, `api::Security::id()`, `SecurityKey`; historically also called `security_id` | Intended to be stable across restarts |
`invalid_security_key` is `0`; a security with key `0` is not yet publicly
discoverable through the shared-memory consumer path.
The two principal paths differ:
- **MDP3/OnixS:** the definition callback sets only the CME ID in
`numeric_id`. `MDProducer::add_security()` allocates the shared-memory entry
with key `0`. `SecurityIDRecorder`, driven by a 200 ms dispatcher timer,
resolves or inserts a stable key in `key_ids.sqlite`; its callback finally
calls `MDProducerHandle::set_key()`.
- **Generalized/newer pipeline:** `GeneralMarketDataListener::on_securities()`
currently uses the ID already present on the incoming domain security
(`use_given_sec_key == true`). Live adapters normally obtain that ID
synchronously from `IDGenerator` first. `_copy_security_common()` then copies
it to both `FixedSecurity::key` and `numeric_id`, so
`MDProducer::add_security()` publishes it synchronously. Only the listener's
own fallback `IDGenerator` call is bypassed by the current constant.
## End-to-end diagrams
### CME MDP3 / OnixS
```mermaid
sequenceDiagram
participant FE as OnixS feed-engine thread
participant L as MDP3Listener
participant P as MDProducer / shared memory
participant Q as SecurityIDRecorder queues
participant D as sparkd dispatcher thread
participant DB as key_ids.sqlite
FE->>L: instrument definition (CME SecurityID)
L->>L: set_security_common() - numeric_id = CME SecurityID, key remains 0
L->>P: add_security(FixedSecurity)
P->>P: allocate hot + cold entries with key 0
P->>Q: ensure_key(handle)
L->>L: index[CME SecurityID] = handle
Note over FE,L: Books can route by CME ID while the Spark key is pending
D->>Q: every 200 ms - work_spreads(), work_handles(), work_db()
Q->>DB: find (namespace, descriptor), or insert a new row
DB-->>Q: SQLite rowid = Spark security key
Q->>P: handle.set_key(rowid)
P->>P: hot.key first, then cold security.key, then increment security_count
Note over P: The security is now public to shared-memory consumers
```
### Generalized/newer pipeline (current behavior)
```mermaid
sequenceDiagram
participant A as Venue adapter / plugin
participant DB as IDGenerator / key_ids.sqlite
participant G as GeneralMarketDataListener
participant I as GeneralSecurityIndex
participant P as MDProducer / shared memory
A->>DB: get_or_add(venue, type, adapter key)
DB-->>A: SQLite rowid as domain SecurityID
A->>G: on_securities(domain Security list with ID)
G->>G: _find_sec() - use incoming security_common.id
G->>G: _copy_security_common() - key = id, numeric_id = id
G->>P: add_security(FixedSecurity with non-zero key)
P->>P: set_key() during add_security()
G->>I: index[id] = handle
Note over G,P: No asynchronous ID assignment in the current configuration
```
## Data-flow charts
The sequence diagrams above emphasize timing and thread transitions. These
flowcharts emphasize which identifier is carried through each representation
and where data is retained.
### MDP3 / legacy data flow
```mermaid
flowchart TD
CME["CME MDP3 packets<br/>CME SecurityID"] --> ONIXS["OnixS feed engine<br/>decode definition and updates"]
ONIXS --> DEF["MDP3Listener definition callback"]
DEF --> FIXED["FixedSecurity<br/>numeric_id = CME SecurityID<br/>key = 0"]
FIXED --> PRODUCER["MDProducer::add_security"]
PRODUCER --> PENDING["Hot and cold shared memory<br/>allocated but not public<br/>key = 0"]
PRODUCER --> QUEUE["SecurityIDRecorder<br/>pending_handle queue"]
FIXED --> CMEINDEX["CMESecurityIndex<br/>CME SecurityID to handle"]
QUEUE --> TIMER["Dispatcher timer<br/>every 200 ms"]
TIMER --> LEGS{"Spread legs<br/>all resolved?"}
LEGS -- No --> UNRESOLVED["unresolved_legs<br/>exchange IDs awaiting keys"]
UNRESOLVED --> CMEINDEX
CMEINDEX --> LEGS
LEGS -- Yes or outright --> LOGICAL["Logical identity<br/>venue + type + security_desc"]
LOGICAL --> SELECT["SQLite SELECT<br/>key_ids.sqlite"]
SELECT -- Existing row --> ROWID["SQLite rowid<br/>Spark security key"]
SELECT -- Missing row --> INSERT["Batched SQLite INSERT"]
INSERT --> ROWID
ROWID --> SETKEY["MDProducerHandle::set_key"]
SETKEY --> HOT["Write hot-entry key"]
HOT --> COLD["Write cold security key"]
COLD --> COUNT["Increment security_count"]
COUNT --> PUBLIC["Public security<br/>visible to MDConsumer"]
ONIXS --> UPDATE["Book, trade, status, or RFQ<br/>carrying CME SecurityID"]
UPDATE --> CMEINDEX
CMEINDEX --> HANDLE["MDProducerHandle"]
HANDLE --> LIVE["Update live shared-memory data"]
PUBLIC --> LIVE
```
The CME index is usable before the Spark key is assigned, so feed updates can
reach the internal handle while the security is still hidden from consumers.
The persistent rowid crosses the publication boundary only at `set_key()`.
### Generalized/newer data flow
```mermaid
flowchart TD
FEED["Venue feed, Databento,<br/>Python plugin, or replay"] --> ADAPTER["Source adapter<br/>build domain::Security"]
ADAPTER --> IDTYPE{"Live definition or<br/>recorded/pre-keyed input?"}
IDTYPE -- Live --> IDINPUT["Logical identity<br/>venue + type + adapter-chosen name"]
IDINPUT --> MUTEX["IDGenerator global mutex"]
MUTEX --> SELECT["Synchronous SQLite SELECT<br/>key_ids.sqlite"]
SELECT -- Existing row --> ROWID["SQLite rowid"]
SELECT -- Missing row --> INSERT["Synchronous SQLite INSERT<br/>autocommit"]
INSERT --> ROWID
ROWID --> DOMAINID["domain::SecurityID<br/>used as Spark ID"]
IDTYPE -- Recorded or pre-keyed --> DOMAINID
DOMAINID --> DOMAINSEC["SecurityCommon::id = Spark ID"]
DOMAINSEC --> LISTENER["GeneralMarketDataListener::on_securities"]
LISTENER --> CCMAP["cc_sec_id_map<br/>incoming ID to Spark ID"]
LISTENER --> CONVERT["_copy_security_common<br/>FixedSecurity.key = ID<br/>numeric_id = ID"]
CONVERT --> PRODUCER["MDProducer::add_security"]
PRODUCER --> SETKEY["Immediate set_key<br/>no recorder timer"]
SETKEY --> SHM["Hot and cold shared memory<br/>immediately public"]
CONVERT --> GENERALINDEX["GeneralSecurityIndex<br/>ID to handle"]
FEED --> EVENT["Book, trade, or statistics<br/>with exchange/source identity"]
EVENT --> EVENTMAP["Adapter map<br/>source identity to domain::SecurityID"]
EVENTMAP --> EVENTID["Event carries domain::SecurityID"]
EVENT --> PYHOT["Python bridge only<br/>synchronous IDGenerator lookup"]
PYHOT --> EVENTID
PYHOT -. uses same mutex and SQLite path .-> MUTEX
EVENTID --> CCMAP
CCMAP --> GENERALINDEX
GENERALINDEX --> HANDLE["MDProducerHandle"]
HANDLE --> SHMUPDATE["Update book, trade,<br/>statistics, or status"]
SHM --> SHMUPDATE
```
In the normal newer live path, persistence occurs before the definition enters
the generalized listener. The DB call therefore adds synchronous adapter-side
latency, but publication needs no later timer. Most adapters use an in-memory
map for subsequent events; the dotted Python path is the documented exception.
## The publication boundary
`MDProducerHandle::set_key()` is the definitive publication point for the
legacy shared-memory representation. Its write ordering is intentional:
1. Write the key into the hot book entry (`HotEntry` or `HotDepthEntry`).
2. Write the key into the cold security entry.
3. Increment the cold header's public `security_count`.
The cold security key is written last because consumers treat a non-zero cold
key as visibility. At that moment the corresponding hot entry must already be
addressable. `set_key()` only permits the transition from `0` to one key; it is
not a key-update mechanism.
## Identifier representations
The names are historically inconsistent. In particular, many protobuf fields
named `security_id` contain the **Spark key**, not the exchange's ID.
| Layer | Exchange/feed identifier | Spark identifier |
|---|---|---|
| MDP3 wire/OnixS | `securityId()` | not present |
| Legacy fixed security | `FixedSecurity::numeric_id` (`uint64_t`) | `FixedSecurity::key` / `security_key` (`uint32_t`) |
| Legacy API security | venue-specific `exchange_id` | top-level `Security.id()` |
| New domain model | `SecurityCommon::exchange_sec_id` (string) is descriptive; `SecurityCommon::id` is also used to correlate source events | `domain::SecurityID` (`uint64_t`), currently copied into the Spark key |
| Shared-memory hot book | none | `HotEntry::key` or `HotDepthEntry::key` |
| Shared-memory cold metadata | `FixedSecurity::numeric_id` | `FixedSecurity::key` |
| CME runtime lookup | `CMESecurityIndex` key | `SecurityData::handle.key()` |
| General runtime lookup | incoming/canonical `domain::SecurityID` | `GeneralSecurityIndex` key and `handle.key()` (currently the same value) |
The generalized model declares `domain::SecurityID` as 64-bit, but the legacy
shared-memory `security_key` remains 32-bit. `_copy_security_common()` assigns a
64-bit value to both `numeric_id` and the 32-bit `key`. This is safe only while
allocated IDs fit in 32 bits; unlike the legacy lookup path, this assignment has
no explicit checked conversion.
## Which parts use exchange IDs, descriptors, or Spark security IDs?
The three identifier classes serve different jobs:
- **Exchange/external ID:** routes data inside a venue or vendor feed adapter.
- **Descriptor/natural key:** recognizes a definition logically at the
persistence, discovery, or human-facing boundary.
- **Spark security ID/key:** joins the instrument to books, orders, fills,
positions, and services after publication.
The core downstream system does not repeatedly identify a security from its
description. The description is primarily used to obtain a Spark key; after
that boundary, most joins use the numeric Spark key.
### Component-level usage matrix
| Component or data path | Exchange/external ID | Descriptor or name | Spark security ID/key |
|---|---|---|---|
| CME MDP3 definition decoder | Reads `securityId()` and stores it in `FixedSecurity::numeric_id` | Copies definition symbol/tag 55 into `security_desc` | Leaves `FixedSecurity::key` at `0` initially |
| `CMESecurityIndex` | Primary map key; CME ID resolves to a handle | Not used for update routing | Returns `handle.key()` when the Spark key has been assigned |
| MDP3 books, trades, status, statistics, and RFQs | Incoming CME ID selects the handle through `CMESecurityIndex` | Not used to locate each update | The selected handle writes keyed shared-memory/trade data after publication |
| MDP3 spread definitions | Each leg initially contains `legSecurityId()` as `exchange_key` | Parent `security_desc` identifies the spread's DB row | Each leg's Spark key and then the parent Spark key must be resolved before publication |
| Legacy ICE OnixS | Uses ICE `marketId` as `numeric_id` and index key | ICE security description becomes the logical lookup name | Uses the same recorder-assigned Spark key pattern as MDP3 |
| `SecurityIDRecorder` | Does not allocate from the external ID | Uses `(venue, security type, securities::descriptor())` to find/create a row | Treats the SQLite rowid as the resulting Spark key |
| Native generalized adapters | Use exchange strings/numeric IDs to parse definitions and correlate updates | Usually pass a description or exchange instrument name to `IDGenerator` | Put the returned ID into `SecurityCommon::id` and later events |
| Databento adapter | Uses `msg.hd.instrument_id` for feed correlation and its in-memory map | Uses the decimal instrument ID string—not the human description—as the `IDGenerator` name | Caches `instrument_id -> domain::SecurityID` and places that ID on books/trades |
| Python bridge | Reads `exchange_security_id` from definitions, books, and trades | Uses that external-ID string as the `IDGenerator` name | Resolves it to `domain::SecurityID`; currently performs this lookup for every event |
| `IDGenerator` | Does not interpret whether `name` came from an exchange ID | Uses exactly `(venue, type, caller-supplied name)` | Returns the SQLite rowid as a 64-bit ID |
| `GeneralMarketDataListener` | Does not route on `exchange_sec_id` directly | Copies `sec.desc()` into fixed metadata; its disabled fallback allocator would use `sec.desc()` | Uses incoming `SecurityCommon::id`, maps events through `cc_sec_id_map`, and copies the value into both `key` and `numeric_id` |
| `GeneralSecurityIndex` | No separate external-ID concept in the current use-given path | Not used | Maps the generalized ID/Spark key to `MDProducerHandle` |
| `MDProducer` / shared memory | Retains `numeric_id`; in legacy feeds this is the exchange ID, but in the generalized path it is currently the Spark ID | Stores `security_desc` in the cold definition | Uses the key in hot/cold entries; non-zero key is the visibility boundary |
| `MDConsumer` | Not normally used to find live books | Can enumerate/filter converted security definitions | Finds handles and book data by `security_key` |
| `SecurityCache` / `securities.sqlite` | Preserves venue-specific exchange data inside the serialized security blob | Maintains descriptor/name lookup indexes and supports venue/type/name queries | Primary persisted definition key is `api::Security.id()` |
| MBO processor and MBO service | May retain exchange **order** IDs, which are separate from security exchange IDs | Not used to find the instrument | Indexes snapshots and requests by `SecurityKey`; MBO protobuf `security_id` means Spark key |
| Order manager and algorithms | Execution gateways eventually use venue-specific fields from the resolved security to encode orders | Descriptions appear in logs and errors, not as the primary join | Order definitions, subscriptions, book events, native orders, spread legs, and fills use `security_key` / `Security.id()` |
| Position, PNL, and risk services | Not used as their position join | May resolve metadata for display/reporting | Positions, fills, overrides, and PNL handles are keyed by Spark security ID |
| Relay and market-data recordings | Serialized security definitions may preserve venue exchange IDs | Preserve full descriptors in recorded definitions | Books, updates, trades, and replay correlation preserve the recorded Spark key |
| Synthetic security service | No venue exchange ID; synthetics use `VENUE_BTS` | Synthetic name is the recorder's logical descriptor | Recorder assigns the SQLite rowid and synthetic metadata is keyed by it |
### Exchange/external IDs: where they stop
In MDP3 the separation is explicit:
```text
CME SecurityID
-> FixedSecurity.numeric_id
-> CMESecurityIndex lookup
-> MDProducerHandle
-> Spark security_key for downstream publication
```
The external CME ID continues to route feed messages but does not become the
order/position key. This permits the same downstream Spark key to survive a
restart as long as the logical descriptor mapping remains in
`key_ids.sqlite`, even if the feed must rediscover the CME routing ID.
The generalized path collapses more of these roles:
```text
exchange/vendor identity
-> adapter calls IDGenerator
-> domain::SecurityID
-> FixedSecurity.key and FixedSecurity.numeric_id
-> GeneralSecurityIndex and downstream Spark key
```
`SecurityCommon::exchange_sec_id` may still contain the original textual
external identifier, but `GeneralMarketDataListener` does not use it to route
events and does not put it in `numeric_id`. The adapter must translate later
events to `domain::SecurityID` before invoking the listener.
### Descriptor/name users
Descriptors are used in three main places:
1. **Key allocation:** `SecurityIDRecorder` uses the legacy venue-specific
descriptor, while `IDGenerator` uses its caller-provided `name`.
2. **Definition lookup and discovery:** `SecurityCache` supports
venue/type/name lookup; symbol filters and administrative tools use security
metadata to select or display instruments.
3. **Diagnostics:** logs include symbols and descriptions so humans can
understand a numeric key.
Descriptions generally do not drive the high-rate book, trade, order, fill, or
position paths. Those paths use numeric IDs after definition resolution.
It is important that “descriptor” does not mean one universal canonical field:
- Legacy CME uses Globex `security_desc` from tag 55.
- Many generalized adapters use `sec.desc()` or an exchange instrument name.
- Databento uses its numeric instrument ID converted to a string.
- Python uses `exchange_security_id`.
Therefore, two adapters may describe the same economic contract but request
different logical rows and receive different Spark IDs.
### Spark security-ID users
Once a security is published, its Spark key is the dominant system identifier:
```mermaid
flowchart LR
KEY["Spark security key"] --> SHM["Hot/cold shared memory"]
KEY --> MDC["MDConsumer and book subscriptions"]
KEY --> MBO["MBO snapshots and queries"]
KEY --> OMS["Orders, algorithms, and spread legs"]
KEY --> FILLS["Fills and execution records"]
KEY --> POS["Positions, PNL, and risk"]
KEY --> API["Services and client APIs"]
KEY --> REC["Relay and market-data recordings"]
KEY --> SECDB["Serialized security definitions"]
```
Fields named `security_id`, `security_key`, or top-level `Security.id()` in
these downstream areas almost always mean the Spark key. They should not be
compared directly with CME `SecurityID`, Databento `instrument_id`, or another
venue/vendor identifier without going through the relevant adapter/index
mapping.
## Persistence and allocation
### The authoritative key mapping: `key_ids.sqlite`
Both allocators use `SqliteStore("key_ids")`. With the normal configuration the
file is:
```text
<SystemConfig.data_path>/databases/key_ids/key_ids.sqlite
```
The database contains one table and two indexes:
```sql
CREATE TABLE store (ns TEXT, key TEXT, value TEXT);
CREATE UNIQUE INDEX key_index ON store(ns, key);
CREATE INDEX ns_index ON store(ns);
```
The SQLite `rowid` is the generated Spark key. `ns` is normally
`<VENUE>.<SECURITY_TYPE>` (for example `GLBX.FUTURE`), and `key` is the security
descriptor chosen by the caller. `value` is normally empty. Therefore ID
stability depends on all three of these remaining stable:
- the configured `data_path` and preservation of this database;
- the venue/type namespace;
- the descriptor supplied by the feed adapter.
The two allocator implementations share the file and convention:
- `SecurityIDRecorder` (legacy): derives the namespace from legacy API enums and
uses `securities::descriptor()`. For CME this is the Globex
`security_desc`, populated from the definition's symbol/tag 55.
- `IDGenerator` (newer): derives the namespace from new domain enums and uses
the caller's `name`. Most adapters pass `sec.desc()` or an exchange instrument
identifier; Databento deliberately passes the decimal instrument ID, and the
Python bridge uses the exchange security ID.
### Logical-row examples
The following names are illustrative. Production uses the exact string emitted
by the selected feed/adapter, including its case, spacing, and weekly-series
notation.
#### Legacy `SecurityIDRecorder`
For CME, `set_security_common()` copies the MDP3 definition's symbol/tag 55 into
Globex `security_desc`. After converting the fixed security to
`api::Security`, `securities::descriptor()` returns that same
`glbx.security_desc()` string.
| Instrument | Legacy enums | Example descriptor from `security_desc` | Row searched/inserted in `store` |
|---|---|---|---|
| Future | `VENUE_GLBX`, `SECURITYTYPE_FUTURE` | `ESZ6` | `ns='GLBX.FUTURE', key='ESZ6'` |
| Standard option | `VENUE_GLBX`, `SECURITYTYPE_OPTION` | `ESZ6 C6500` | `ns='GLBX.OPTION', key='ESZ6 C6500'` |
| Weekly option | `VENUE_GLBX`, `SECURITYTYPE_OPTION` | `ESZ6-W1 C6500` | `ns='GLBX.OPTION', key='ESZ6-W1 C6500'` |
| Spot from a legacy-compatible venue path | `VENUE_COINBASE`, `SECURITYTYPE_SPOT` | `BTC-USD` | `ns='COINBASE.SPOT', key='BTC-USD'` |
A weekly option does not get a special namespace. Standard and weekly options
are both `SECURITYTYPE_OPTION`, so both live in `GLBX.OPTION`; the exact
`security_desc` distinguishes the weekly series. For example, if the database
assigned rowids `42001` through `42004` to the rows above, those integers—not
the descriptor strings—would be the Spark security keys.
Conceptually, legacy allocation is:
```text
future: lookup_or_insert("GLBX.FUTURE", "ESZ6")
option: lookup_or_insert("GLBX.OPTION", "ESZ6 C6500")
weekly option: lookup_or_insert("GLBX.OPTION", "ESZ6-W1 C6500")
spot: lookup_or_insert("COINBASE.SPOT", "BTC-USD")
```
#### Newer `IDGenerator`
The namespace result is similar, but the third argument is chosen by the
adapter. Examples using a description-oriented adapter are:
```cpp
get_or_add(VENUE_GLBX, SECURITY_TYPE_FUTURE, "ESZ6");
// store: ns="GLBX.FUTURE", key="ESZ6"
get_or_add(VENUE_GLBX, SECURITY_TYPE_OPTION, "ESZ6 C6500");
// store: ns="GLBX.OPTION", key="ESZ6 C6500"
get_or_add(VENUE_GLBX, SECURITY_TYPE_OPTION, "ESZ6-W1 C6500");
// store: ns="GLBX.OPTION", key="ESZ6-W1 C6500"
get_or_add(VENUE_COINBASE, SECURITY_TYPE_SPOT, "BTC-USD");
// store: ns="COINBASE.SPOT", key="BTC-USD"
```
Databento intentionally produces a different logical row even when the human
description is `ESZ6`. If its instrument ID were `12345678`, it would call the
equivalent of:
```cpp
get_or_add(VENUE_GLBX, SECURITY_TYPE_FUTURE, "12345678");
// store: ns="GLBX.FUTURE", key="12345678"
```
Likewise, the Python bridge uses `exchange_security_id`. A spot definition with
`exchange_security_id="BTC-USD"` produces the `COINBASE.SPOT / BTC-USD` row,
while a provider that sends `exchange_security_id="BTCUSD"` produces a
different row and therefore a different Spark key.
These examples show why the tuple is only logical when the adapter's naming
contract is also known. `GLBX.FUTURE / ESZ6` and `GLBX.FUTURE / 12345678` may
describe the same contract to a human but are distinct rows to `key_ids.sqlite`.
Both enum-prefix removals currently produce the same namespace spelling (for
example, `GLBX.OPTION`), so both mechanisms allocate from one global SQLite
rowid space. Live rows cannot share a rowid. The table does not declare
`AUTOINCREMENT`, however, so deleting rows—especially the highest row—can allow
SQLite to reuse a number later. Security-key rows should therefore be treated
as append-only operational data.
`SqliteStore` uses WAL mode and `PRAGMA synchronous = 0`. This favors startup
and feed latency over maximum durability against a host/power failure. The
unique `(ns, key)` index prevents two different rows for the same logical
security.
### Other places the key is stored
| Location | Purpose | Authoritative for allocation? |
|---|---|---|
| Hot and cold shared-memory segments | Live publication and fast consumer lookup | No; rebuilt at process startup |
| `CMESecurityIndex` / `GeneralSecurityIndex` and adapter maps | In-process routing from an incoming ID to a producer handle | No; in-memory only |
| `<data_path>/databases/md/securities.sqlite` | Serialized legacy `api::Security` definitions keyed by Spark key; used by security cache and MDP3 Sunday preload | No; it stores metadata after a key exists |
| Relay/market-data recordings | Preserve the key embedded in recorded securities, books, and trades for deterministic replay | No; replay normally reuses the recorded value |
| Orders, fills, positions, APIs | Reference a security by the published Spark key | No |
The `SecurityIDRecorder::work_db()` comment says a published security is also
recorded in the security database, but that function does **not** write
`securities.sqlite` in the current code. Full security definitions are persisted
separately by `SecurityCache::flush_to_disk()` through
`db::insert_or_replace()`.
## CME MDP3 / OnixS pipeline in detail
### 1. Construction and thread setup
`MDP3Main::PImpl` owns one `CMESecurityIndex`, one `SecurityIDRecorder`, and one
`MDProducer`. It constructs the recorder with:
- a lookup callback that maps `ExchangeKey` through the CME index to the
handle's current Spark key; and
- `Dispatcher::current()`, which drives a 200 ms recorder timer.
In the current `MarketDataGateway` route, `OnixsGlbxSubscription` creates a
dedicated `dispatcher_thread`, constructs and starts `MDP3Main` on that thread,
then calls that thread's dispatcher `run()`. The older `md run onixs` command
uses its command/dispatcher thread similarly.
The OnixS feed engine has its own configured thread pool. Instrument and market
data callbacks therefore originate on OnixS feed-engine threads, while recorder
database work and final key assignment execute on the MDP3 dispatcher thread.
| MDP3 stage | Executing thread | DB call? |
|---|---|---|
| Decode definition and set CME `numeric_id` | OnixS feed-engine callback thread | No |
| Allocate hot/cold entry and queue handle | Same OnixS callback thread | No |
| Add CME-ID index entry | Same OnixS callback thread | No |
| Resolve spread legs | MDP3 dispatcher thread, on 200 ms timer | No |
| Select/insert Spark key | MDP3 dispatcher thread, on 200 ms timer | Yes |
| `handle.set_key()` and public visibility | MDP3 dispatcher thread, in DB callback | No additional call |
### 2. Definition callback: exchange ID is set, Spark key is not
For futures, options, and spreads, `MDP3Listener::set_security_common()` does:
```cpp
fsec.numeric_id = def.securityId();
```
It also copies symbol/descriptor/venue and pricing fields. A newly constructed
`FixedSecurity` already has `key == invalid_security_key` (`0`), and this helper
does not change it.
For a spread, every leg starts with:
```cpp
leg.exchange_key = ExchangeKey(definition_leg.legSecurityId());
leg.key = invalid_security_key;
```
Thus both the parent and legs initially carry exchange-routing identity, but no
Spark identity.
### 3. Shared-memory allocation and exchange indexing
`MDP3Listener::add_security()` performs these operations in order:
1. `_producer.add_security(security)` allocates a hot entry and a variable-sized
cold entry and copies the security into the cold segment.
2. Because the key is `0`, `MDProducer` queues the handle through
`SecurityIDRecorder::ensure_key()`.
3. `_index.add_security(security.numeric_id, handle)` immediately creates the
CME-ID-to-handle mapping.
4. The initial exchange status is written through the handle.
This ordering means incoming books can already be routed by CME ID while the
Spark key is pending. Shared-memory consumers cannot discover the security yet.
Also, `MDProducerHandle::add_trade()` only appends to the public trade queue
when `key() != 0`, so a trade received in this short window updates the cold
last-trade state but is not added to the keyed trade log.
### 4. Recorder tick: spreads, handles, then database
Every 200 ms the recorder calls, in this exact order:
1. `work_spreads()` tries to fill previously unresolved spread leg keys by
asking `CMESecurityIndex` for each leg exchange ID.
2. `work_handles()` drains new handles. Outrights are converted to an API
security and queued for DB lookup immediately. A spread without all leg keys
is retained in `pending_handle` and its leg pointers are registered in
`unresolved_legs`.
3. `work_db()` resolves queued `(venue, type, descriptor)` requests.
Because spread work precedes new-handle work, a newly seen unresolved spread
normally waits until at least the next timer tick to resolve legs. It waits
longer if any outright leg has not yet received its Spark key. A spread's own
key is not requested until every leg key is non-zero.
### 5. Lookup or generation
`work_db()` first queries `(ns, key)`:
- Existing row: use its `rowid` as the key and invoke the callback.
- Missing row: batch it into `insert_many_resolve_ids()`. SQLite assigns a new
rowid inside a transaction, the row object receives that ID, and the callback
runs after the transaction completes.
New inserts are throttled to roughly 200 per timer pass (the current `> 200`
check can admit 201) to avoid delaying heartbeats during startup. The queues are
TBB concurrent queues, but all SQLite access is serialized onto the recorder's
dispatcher thread. `check_access()` asserts this single-thread rule after the
first work pass records the dispatcher thread ID.
### 6. Final assignment and visibility
The queued callback captures a copy of `MDProducerHandle` and calls
`handle.set_key(id)` on the dispatcher thread. `set_key()` writes hot, then cold,
then increments `security_count`. From this point:
- shared-memory scans report the security;
- `CMESecurityIndex::get_key(CME_ID)` returns the Spark key;
- trades and RFQs can be emitted with a non-zero key;
- resolved spreads can copy this key into their leg structures.
### 7. Sunday preload is a fast path
For configured symbols on Sunday, `MDP3Main::prepare_listener()` loads stored
definitions from `securities.sqlite`. It converts them with
`set_security_key=true`, so both the security key and spread leg keys come from
the serialized API security. `MDProducer::add_security()` calls `set_key()`
immediately, and no recorder lookup is required for that preloaded handle. The
CME exchange ID is still restored into `numeric_id`, allowing the normal CME
index to be built.
## Generalized/newer pipeline in detail
### 1. Topology and ownership
`Run::run()` starts a detached thread named `MarketDataGateway`. On that thread,
`run_md_gwy()` obtains the process-wide `IDGenerator`, constructs
`MarketDataGateway`, and starts the configured providers. For each `(venue,
source)` returned by a provider, the gateway creates an `MdSink` containing:
- a venue-local `GeneralSecurityIndex`;
- a default `MDProducer` (not wired to a `SecurityIDRecorder`); and
- a `GeneralMarketDataListener` connecting the source to that producer/index.
The source decides its callback thread. Some sources call the listener while
starting; others own network or replay threads. The generalized listener calls
the producer inline on that source thread. The process-wide `IDGenerator`
serializes its own calls with a mutex, but the listener's transient
`cc_sec_id_map` is an ordinary `unordered_map`, so each source/listener pair is
expected to serialize security/event callbacks.
| Generalized stage | Executing thread | DB call? |
|---|---|---|
| Build/parse domain definition | Source/adaptor thread | No |
| `IDGenerator::get_or_add()` | Same source/adaptor thread | Yes, synchronously |
| `GeneralMarketDataListener::on_securities()` | Same source callback thread | No in current use-given mode |
| Copy ID to `FixedSecurity::key` and `numeric_id` | Same source callback thread | No |
| `MDProducer::add_security()` / `set_key()` | Same source callback thread | No additional call |
| Add `GeneralSecurityIndex` entry | Same source callback thread | No |
There are two important compatibility exceptions inside the provider framework:
- `OnixsGlbxSubscription::start()` ignores the supplied generalized listener
and starts `MDP3Main`; CME/OnixS therefore still follows the asynchronous
legacy flow documented above.
- `EmumbaDeribitSubscription::start()` also ignores that listener and uses
`EmMDListener`, which allocates via `IDGenerator` and writes through its own
producer/index. Its assignment is still synchronous and pre-populated, so it
resembles the newer ID flow even though it does not pass through
`GeneralMarketDataListener`.
### 2. How a new ID is constructed
For a normal live generalized adapter, ID creation happens **in the adapter,
before** `GeneralMarketDataListener::on_securities()`:
```text
logical identity = (domain venue, domain security type, adapter-chosen name)
Spark ID = SQLite rowid for that identity in key_ids.sqlite
```
`IDGenerator::get_or_add(venue, type, name)` formats a namespace by stripping
the enum prefixes:
```text
VENUE_TAIFEX + SECURITY_TYPE_FUTURE -> TAIFEX.FUTURE
```
It then calls `retrieve_one(ns, name)`. If the row exists, it returns that
row's `rowid`. If absent, it inserts `(ns, name, "")`, and SQLite assigns the
next rowid. That integer is wrapped in `domain::SecurityID` and placed in
`SecurityCommon::id`.
The third identity component is adapter-specific, and this matters when trying
to reproduce a mapping:
| Source/adaptor family | Typical `name` sent to `IDGenerator` |
|---|---|
| Binance, Coinbase, Deribit, OKX and similar native/CCAPI paths | Usually `sec.desc()` / exchange instrument name |
| Taifex | product/instrument ID string |
| Databento | `std::to_string(msg.hd.instrument_id)`, not the human-readable description |
| Python bridge | `exchange_security_id` (and it asserts Python supplied ID is zero for definitions) |
| Emumba Deribit | extracted Emumba security descriptor |
| Replay | no new allocation for a recorded definition; it reuses the recorded `SecurityCommon::id` |
So “security name” alone is not a universal logical key. Reproduction requires
the exact venue enum, exact security-type enum, and the exact adapter-specific
name used at insertion time.
### 3. What `GeneralMarketDataListener` does with that ID
`on_securities()` first calls `_find_sec(sec, true)`. Its current, compile-time
behavior is controlled by:
```cpp
const bool use_given_sec_key = true;
```
Consequently, for a newly seen incoming `domain::SecurityID` it does **not**
call the DB. It copies `security_common.id.value()` into its transient
`cc_sec_id_map`. `_add_future()`, `_add_option()`, `_add_spread()`, or
`_add_spot()` then calls `_copy_security_common()`, which sets:
```cpp
to.key = incoming_id;
to.numeric_id = incoming_id;
```
This collapses the generalized source/correlation ID and Spark shared-memory
key into the same number. The source's text `exchange_sec_id` remains on the
domain security but is not copied into `FixedSecurity::numeric_id` by this
path.
`_commit_security()` then:
1. calls `MDProducer::add_security()` with an already non-zero key;
2. causes `MDProducerHandle::set_key()` to run immediately during that call;
3. inserts the handle in `GeneralSecurityIndex` under `numeric_id` (the same
number); and
4. returns with the security already visible in shared memory.
Because the sink's producer has no recorder, supplying `id == 0` would allocate
the shared-memory entry but never assign or publish its key. Generalized live
sources must therefore provide a valid non-zero ID before `on_securities()`.
The listener contains an alternative branch for `use_given_sec_key == false`.
That branch would call `IDGenerator::get_or_add(me->venue, sec.type(),
sec.desc())` itself. It is currently disabled, and `_generate_security_key()` is
also effectively unused. Turning the flag off is not a mechanical change: an
adapter such as Databento allocates using numeric instrument ID while the
listener branch would use `sec.desc()`, potentially creating a second key for
the same instrument.
There is also a spread failure edge case. `_find_sec(sec, true)` records the
parent ID in `cc_sec_id_map` before `_add_spread()` resolves its legs. If any leg
ID is absent, `_add_spread()` logs and returns without committing the spread. A
later repeat of the parent definition is then classified as a duplicate and
ignored, so definition ordering is a hard requirement in the current code.
### 4. How later books, trades, and statistics find the security
Every later domain event carries a `domain::SecurityID`:
- `Book::security_id()`;
- `TradeRecord::sec_id`; or
- `SecurityMarketDataStatistics::security_id`.
The listener first uses `cc_sec_id_map` to translate that event ID to the value
stored in `GeneralSecurityIndex`, then obtains the `MDProducerHandle`. With
`use_given_sec_key == true`, this mapping is numerically identity-to-identity,
but it still serves as the admission check that the definition was seen.
Most high-throughput adapters avoid SQLite on market-data events:
- Databento allocates on the definition and caches
`instrument_id -> domain::SecurityID` in `sec_id_map` for books/trades.
- Taifex keeps the resolved ID in its security-details mapper.
- Other native subscriptions maintain comparable descriptor/ID maps.
The Python bridge is a notable exception: `to_bts_security_()`,
`to_bts_trade_()`, and `to_book_()` all call `get_sec_id_()`, which calls
`IDGenerator::get_id(..., add_if_new=true)`. As written, that performs at least
one SQLite `SELECT` for each converted Python definition, trade, or book. It
returns the existing ID after the first insert, but it is still a DB call and
takes the global `IDGenerator` mutex on every event.
### 5. Persistence timing and latency
The newer allocator is synchronous:
- Existing security: mutex acquisition plus one SQLite `SELECT` on the caller's
thread.
- New security: mutex acquisition, one `SELECT`, then one SQLite `INSERT`
(SQLite autocommit), also on the caller's thread.
- Listener publication: no further DB call under the current
`use_given_sec_key` setting.
The ID therefore exists in `key_ids.sqlite` before the adapter sends the
definition to the listener. There is no intentional 200 ms publication delay,
but the source callback/startup path directly pays DB and mutex latency. Bulk
definition discovery performs one lookup and possibly one insert per security;
`IDGenerator` does not batch those operations.
WAL mode helps concurrency, while `synchronous=0` reduces fsync cost. It does
not eliminate SQL parsing/stepping, mutex contention, page-cache misses, or
occasional file-system work. The impact is usually a startup/definition cost
when adapters cache the result, but it becomes hot-path latency for code such as
the current Python bridge that resolves every event through the DB.
`GeneralMarketDataListener` itself does not persist the full contract definition
to `securities.sqlite`; that remains the separate security-cache/metadata
persistence path described earlier.
## Comparison: MDP3 recorder vs generalized allocator
| Property | MDP3 / `SecurityIDRecorder` | Generalized / `IDGenerator` |
|---|---|---|
| Logical input | venue + type + legacy `security_desc` | venue + type + adapter-chosen name |
| Numeric output | SQLite rowid, checked/read as 32-bit `security_key` | SQLite rowid returned as 64-bit `domain::SecurityID`, then narrowed into 32-bit shared-memory key |
| Allocation point | After definition is copied to shared memory | Normally inside adapter before listener sees definition |
| DB execution | Asynchronous on dispatcher timer | Synchronous on caller/source thread |
| Existing ID cost | One deferred `SELECT` | One immediate `SELECT` per call |
| New ID cost | Deferred, batched transaction (about 200/pass) | Immediate `SELECT` + individual autocommit `INSERT` |
| Time until public | Usually 0–200+ ms; spreads may take extra ticks | Immediate after synchronous lookup/insert completes |
| Feed callback blocking | Queue push only for ID work | Yes, if the adapter invokes `IDGenerator` there |
| Spread legs | Parent waits asynchronously until all leg keys resolve by exchange ID | Definition processing requires every leg's incoming ID already exist in `cc_sec_id_map`; otherwise the spread is aborted |
| Runtime ID relationship | Exchange ID and Spark key remain distinct | Incoming/canonical ID, `numeric_id`, index ID, and Spark key are currently the same number |
| Persistence database | `key_ids.sqlite` | The same `key_ids.sqlite` |
| Batching | Yes for new rows | No |
| Failure behavior | Security has an internal handle with key 0 while normal queued work is pending; DB work does not block the feed callback | DB errors/zero results occur in the synchronous source path; a zero ID can leave an unpublishable entry, with no pending-key state machine |
Neither algorithm generates a UUID or a content hash. Both ultimately use an
opaque, database-assigned SQLite rowid. It is normally increasing and looks like
a sequence, but this schema does not request SQLite `AUTOINCREMENT`. The tuple
used to *look up* the row is logical; the resulting number is not derivable from
that tuple.
## Can another system reconstruct the same keys?
Not from `(venue, type, name)` alone. Another system can reconstruct the
**logical lookup tuple**, but it cannot calculate the numeric Spark key because
the key depends on the historical insertion order of every row in
`key_ids.sqlite`.
For example, two empty systems can insert the exact same `GLBX.FUTURE / ESZ6`
row and receive different IDs if other securities were inserted before it on
one system. They are sequential opaque IDs, not deterministic hashes and not
UUIDs.
Ways to preserve cross-system identity are:
1. Copy/replicate `key_ids.sqlite` (including rowids) and keep descriptor rules
identical. This preserves existing numeric keys but requires coordinated
allocation for new ones.
2. Export an explicit mapping of `(namespace, adapter key) -> Spark key`, then
import rows with their original rowids before either system allocates new
securities.
3. Treat a stable external identity (venue + type + exchange instrument ID, or
another canonical instrument identifier) as the cross-system key and carry a
translation table to each system's local Spark key.
4. Introduce a deterministic ID scheme only as a versioned migration. A hash can
be computed independently, but collision handling, descriptor
canonicalization, aliases/renames, the existing 32-bit ABI, and compatibility
with orders/recordings/databases all need explicit design.
Copying only `securities.sqlite` is insufficient as an allocator strategy. It
contains security blobs keyed by already-assigned IDs, but `key_ids.sqlite` is
the mapping used to find or allocate those IDs. Conversely, copying only
`key_ids.sqlite` preserves the numbers but not all contract metadata.
## Other assignment paths in `sparkd`
The two main pipelines reduce to four ways a producer handle can acquire a key:
1. **Already keyed input.** `MDProducer::add_security()` sees a non-zero
`FixedSecurity::key` and calls `set_key()` immediately. Generalized feeds,
Sunday preload, relay playback, and other replay paths use this mechanism.
2. **Recorder-backed live input.** The input key is zero and the producer owns a
`SecurityIDRecorder`; `ensure_key()` queues asynchronous assignment. CME
MDP3 and legacy OnixS ICE use this mechanism. ICE uses `marketId` as
`numeric_id` and otherwise follows the same recorder/index design.
3. **Service assignment.** `SyntheticSecurityService` calls
`SecurityIDRecorder::assign_key()` directly on a background dispatcher. The
callback receives a copied `api::Security` with its top-level `id` set, then
publishes it to synthetic subscribers. It uses the same `key_ids.sqlite`
rowid allocator.
4. **Unkeyed input with no recorder.** The entry is allocated with key zero and
never becomes public. This is not a valid production assignment path, but it
is the failure mode if a generalized source omits its ID.
Relay and replay deserve care when reasoning about persistence:
- The generalized `MDReplayer` forwards the recorded domain security ID and
emits later books/statistics with the recorded `sec_key`, so the listener's
current use-given mode preserves the recording's numeric identity.
- The legacy relay producer converts a recorded `api::Security` with
`set_security_key=true`, so its shared-memory publication also preserves the
embedded key.
- The legacy relay recorder additionally calls `bulk_insert(..., "REPLAY: ")`
for logical mappings. Those rows use a `REPLAY: ` namespace prefix; this is a
separate mapping population step, not a deterministic derivation of the key.
## Operational implications
- Back up `key_ids.sqlite` and `securities.sqlite` together if numeric ID and
definition continuity matter.
- Do not delete/rebuild `key_ids.sqlite` on one host and assume IDs will match
another host, even when all instruments are identical.
- Before moving a feed between adapters, compare the exact `name` each adapter
supplies to `IDGenerator`. Matching venue/type is insufficient.
- Cache generated IDs in the source after definition processing. Avoid calling
`IDGenerator` from book/trade hot paths; the Python bridge currently violates
this guideline.
- Keep generated rowids below the 32-bit shared-memory ceiling until the
`security_key` ABI is widened or explicit bounds checking is added to the
generalized path.
- Ensure spread legs are announced before generalized spread parents.
- Treat `synchronous=0` as a durability decision. A copied DB should be taken
with SQLite-aware backup/checkpoint handling rather than by casually copying
active WAL files.
Useful inspection queries (run against the configured DB path) are:
```sql
SELECT rowid AS spark_key, ns, key
FROM store
ORDER BY rowid;
SELECT rowid AS spark_key, ns, key
FROM store
WHERE ns = 'GLBX.FUTURE' AND key = '<exact-adapter-key>';
```
## Source map
- [`SecurityIDRecorder.cpp`](../src/lib_spark/spark/md/SecurityIDRecorder.cpp):
legacy queues, 200 ms work ordering, logical row construction, DB callbacks,
and spread-leg resolution.
- [`IDGenerator.cpp`](../src/lib_spark/spark/persistence/IDGenerator.cpp):
synchronous generalized lookup/allocation and process-wide mutex.
- [`SqliteStore.cpp`](../src/lib_spark/spark/persistence/SqliteStore.cpp): DB
location, schema, WAL/synchronous pragmas, individual inserts, and batch
inserts.
- [`MDProducer.cpp`](../src/lib_spark/spark/md/MDProducer.cpp) and
[`MDProducerHandle.cpp`](../src/lib_spark/spark/md/MDProducerHandle.cpp):
shared-memory allocation, recorder handoff, and ordered publication.
- [`FixedSecurity.h`](../src/lib_spark/spark/md/Shm/FixedSecurity.h) and
[`MDStructure.h`](../src/lib_spark/spark/md/Shm/MDStructure.h): identifier
widths and hot/cold storage fields.
- [`MDP3Main.cpp`](../src/app_sparkd/sparkd/md/platforms/mdp3_onixs/MDP3Main.cpp)
and
[`MDP3Listener.h`](../src/app_sparkd/sparkd/md/platforms/mdp3_onixs/MDP3Listener.h):
MDP3 construction, definition callbacks, CME ID extraction, and spread legs.
- [`MDP3Listener.cpp`](../src/app_sparkd/sparkd/md/platforms/mdp3_onixs/MDP3Listener.cpp):
producer/index insertion order.
- [`OnixsGlbxSubscription.cpp`](../src/app_sparkd/sparkd/md/glbx/OnixsGlbxSubscription.cpp):
current dedicated MDP3 dispatcher-thread ownership.
- [`MarketDataGateway.cpp`](../src/app_sparkd/sparkd/md/MarketDataGateway.cpp)
and
[`GeneralMarketDataListener.cpp`](../src/lib_spark/spark/md/GeneralMarketDataListener.cpp):
generalized source/sink topology, incoming-ID mapping, fixed-security
conversion, and publication.
- [`DatabentoDataHandler.cpp`](../src/app_sparkd/sparkd/md/databento/DatabentoDataHandler.cpp),
[`TaifexDataProcessors.h`](../src/app_sparkd/sparkd/md/taifex/TaifexDataProcessors.h),
and
[`PyMarketDataSubscription.cpp`](../src/app_sparkd/sparkd/md/PyMarketDataSubscription.cpp):
representative adapter-side allocation and caching behavior.
- [`SecurityDB.cpp`](../src/lib_spark/spark/md/SecurityDB.cpp) and
[`SecurityCache.cpp`](../src/lib_spark/spark/md/SecurityCache.cpp): separate
persistence of full security definitions.
- [`SecurityIndex.h`](../src/lib_spark/spark/md/SecurityIndex.h),
[`MBOServiceServer.cpp`](../src/lib_spark/spark/md/MBOServiceServer.cpp), and
[`MDConsumer.cpp`](../src/lib_spark/spark/md/MDConsumer.cpp): exchange-index
translation followed by Spark-keyed market-data consumption and MBO access.
- [`OrderFactory.cpp`](../src/lib_spark/spark/orderman/order_factory/OrderFactory.cpp),
[`FillStore.cpp`](../src/lib_spark/spark/orderman/actors/FillStore.cpp), and
[`PositionMap.cpp`](../src/app_sparkd/sparkd/position/PositionMap.cpp):
representative downstream use of Spark security keys.
- [`MDReplayer.cpp`](../src/app_sparkd/sparkd/md/recording/MDReplayer.cpp) and
[`RelayClient.cpp`](../src/lib_spark/spark/md/relay/RelayClient.cpp): recorded
ID reuse.
@@ -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")" \
"$docker_user"
USER bts
WORKDIR /home/bts
@@ -0,0 +1,44 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y pkg-config
RUN apt-get update && apt-get install -y locales
RUN apt-get update && apt-get install -y ca-certificates
RUN apt-get update && apt-get install -y libssh2-1-dev
RUN apt-get update && apt-get install -y software-properties-common
RUN apt-get update && apt-get install -y sudo
RUN apt-get update && apt-get install -y tzdata
# GCC
ARG gcc_major=13
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
RUN apt-get update \
&& apt-get install -y dotnet8
RUN apt-get update && apt-get install -y gdb
RUN apt-get update && apt-get install -y fish
RUN apt-get update && apt-get install -y vim
RUN apt-get update && apt-get install -y less
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
-g "$docker_uid" \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
USER bts
WORKDIR /home/bts
@@ -0,0 +1,150 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
# Note installations that take a while (more than 10s)
RUN apt-get update
RUN apt-get install -y ca-certificates
RUN apt-get install -y ccache
RUN apt-get install -y curl
RUN apt-get install -y fish
RUN apt-get install -y gdb
# git-all: ~250s
RUN apt-get install -y git-all
RUN apt-get install -y gnupg
# liblttng-ust-dev: ~30s
RUN apt-get install -y liblttng-ust-dev
RUN apt-get install -y libssh2-1-dev
RUN apt-get install -y locales
RUN apt-get install -y ninja-build
# openssh-server: ~40s
RUN apt-get install -y openssh-server
RUN apt-get install -y pkg-config
RUN apt-get install -y software-properties-common
RUN apt-get install -y sudo
RUN apt-get install -y tzdata
RUN apt-get install -y vim
RUN apt-get install -y zip
# Python: ~30s
RUN apt-get install -y \
python3-pip \
python3-venv \
&& python3 -m pip install --upgrade pip
# GCC
ARG gcc_major=13
RUN \
add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$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 set -eux \
&& apt-get update \
&& apt-get install -y --no-install-recommends ca-certificates curl gpg \
&& curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc \
| gpg --dearmor -o /usr/share/keyrings/kitware-archive-keyring.gpg \
&& echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
> /etc/apt/sources.list.d/kitware.list \
&& apt-get update \
&& apt-get install -y --no-install-recommends cmake \
&& rm -rf /var/lib/apt/lists/*
# Dotnet
RUN apt-get update && apt-get install -y dotnet8
# Node
ARG node_major=18
RUN mkdir -p /etc/apt/keyrings \
&& curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
| gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
&& echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$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
ARG EMUMBA_DERIBIT_CONNECTOR_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
RUN --mount=type=secret,id=bitbucket_access_token \
set -eux \
&& apt-get update \
&& TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
&& curl -fL -H "Authorization: Bearer ${TOKEN}" $EMUMBA_DERIBIT_CONNECTOR_DEB_URL -o /tmp/emumba-deribit-connector.deb \
&& apt-get install -y /tmp/emumba-deribit-connector.deb \
&& rm -f /tmp/emumba-deribit-connector.deb
# Pcap
RUN apt-get update && apt-get install -y libpcap0.8-dev
# Databento (deps)
RUN apt-get update && apt-get -y install libzstd-dev
# Rakurai
ARG RAKURAI_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/rakurai-dex-connector_0.0.5_amd64.deb"
RUN --mount=type=secret,id=bitbucket_access_token \
set -eux \
&& apt-get update \
&& TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
&& curl -fL -H "Authorization: Bearer ${TOKEN}" $RAKURAI_DEB_URL -o /tmp/rakurai.deb \
# Need --force-overwrite because rakuirai and emumba-deribit-connector both include the same
# spdlog headers.
&& apt-get install -y -o Dpkg::Options::="--force-overwrite" /tmp/rakurai.deb \
&& rm -f /tmp/rakuirai.deb
# Docker in Docker
RUN apt-get update && apt-get install -y \
docker.io \
docker-compose \
docker-compose-v2
# Set up default executables (update-alternatives)
RUN \
update-alternatives --install /usr/bin/clang clang /usr/bin/clang-$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"
@@ -0,0 +1,11 @@
FROM ubuntu:24.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y \
fish \
less \
vim
USER bts
WORKDIR /home/bts
+87 -70
View File
@@ -1,74 +1,65 @@
FROM ubuntu:22.04
FROM ubuntu:latest
ARG DEBIAN_FRONTEND=noninteractive
ENV TZ=America/New_York
# Note installations that take a while (more than 10s)
# light deps (should be quick to download/install)
RUN apt-get update && apt-get install -y \
ca-certificates \
curl \
gnupg \
liblttng-ust-dev \
libpcap0.8-dev \
locales \
ninja-build \
software-properties-common \
sqlite3 \
tzdata
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
# clang
RUN apt-get update && apt-get install -y \
clang-13 \
clang-format-13 \
clangd-13 \
clang-15 \
clang-format-15 \
clangd-15
# Python: ~30s
RUN apt-get install -y \
# g++
RUN apt-get update && apt-get install -y \
g++-11 \
g++-12
# python
RUN apt-get update && 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++-$gcc_major
# dotnet
RUN apt-get update && apt-get install -y \
dotnet7
# Clang
ARG clang_major=17
RUN curl -fsSL https://apt.llvm.org/llvm-snapshot.gpg.key 2> /dev/null \
| gpg --dearmor - \
| tee /usr/share/keyrings/llvm-snapshot.gpg > /dev/null \
&& echo "deb [signed-by=/usr/share/keyrings/llvm-snapshot.gpg] http://apt.llvm.org/$(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
# ssh
RUN apt-get update && apt-get install -y \
libssh2-1-dev \
openssh-server
# CMake
RUN curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
# 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 \
&& rm /usr/share/keyrings/kitware-archive-keyring.gpg \
&& apt-get install -y kitware-archive-keyring \
&& echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs)-rc main" \
| tee -a /etc/apt/sources.list.d/kitware.list >/dev/null \
&& apt-get install -y cmake
# Dotnet
RUN curl -fsSLO "https://packages.microsoft.com/config/ubuntu/$(lsb_release -rs)/packages-microsoft-prod.deb" \
&& dpkg -i packages-microsoft-prod.deb \
&& rm packages-microsoft-prod.deb \
&& apt-get update \
&& apt-get install -y dotnet-sdk-8.0
# Node
# node
ARG node_major=18
RUN mkdir -p /etc/apt/keyrings \
&& curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
@@ -78,35 +69,60 @@ RUN mkdir -p /etc/apt/keyrings \
&& apt-get update \
&& apt-get install -y nodejs
# Emumba deps
# ccache is done here so that ccache sees clang++ installed, not clang-10
RUN apt-get update && apt-get install -y \
ccache
# emumba (light deps)
RUN apt-get update && apt-get install -y \
build-essential \
doxygen \
python3-sphinx \
graphviz \
libgtest-dev \
libssl-dev \
pkg-config \
python3-sphinx \
rapidjson-dev \
zlib1g-dev
zlib1g-dev \
pkg-config
# 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
# emumba (boost)
RUN apt-get update && apt-get install -y \
libboost-filesystem-dev \
libboost-program-options-dev \
libboost-test-dev \
libboost-date-time-dev
# dev utils
RUN apt-get update && apt-get install -y \
fish \
git-all \
sudo \
vim \
wget
# set up default executables (update-alternatives)
RUN \
update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-13 100; \
update-alternatives --install /usr/bin/clang clang /usr/bin/clang-13 100; \
update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-13 100; \
update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-13 100; \
update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-11 100; \
update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-11 100
# Add compiler symlinks for ccache
RUN ln -s /usr/bin/ccache /usr/local/bin/clang; \
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/clang-13; \
ln -s /usr/bin/ccache /usr/local/bin/clang++-13; \
ln -s /usr/bin/ccache /usr/local/bin/clang-15; \
ln -s /usr/bin/ccache /usr/local/bin/clang++-15; \
ln -s /usr/bin/ccache /usr/local/bin/gcc; \
ln -s /usr/bin/ccache /usr/local/bin/g++; \
ln -s /usr/bin/ccache /usr/local/bin/gcc-$gcc_major; \
ln -s /usr/bin/ccache /usr/local/bin/g++-$gcc_major
ln -s /usr/bin/ccache /usr/local/bin/gcc-11; \
ln -s /usr/bin/ccache /usr/local/bin/g++-11; \
ln -s /usr/bin/ccache /usr/local/bin/gcc-12; \
ln -s /usr/bin/ccache /usr/local/bin/g++-12
RUN locale-gen en_US.UTF-8
@@ -114,7 +130,8 @@ ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN groupadd -g "$docker_uid" "$docker_user" \
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
+6
View File
@@ -0,0 +1,6 @@
{
"sdk": {
"version": "6.0.200",
"rollForward": "latestMajor"
}
}
-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'] } } } }
]);
+21 -1
View File
@@ -1,22 +1,42 @@
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
numpy==2.2.6
platformdirs==2.3.0
protobuf==4.21.12
protobuf==6.33.4
pybars3==0.9.7
pybind11==3.0.1
pybind11-stubgen==2.5.5
pybit==5.11.0
pycodestyle==2.7.0
pycparser==2.20
pycryptodome==3.23.0
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
websocket-client==1.8.0
Werkzeug==3.1.3
wrapt==1.12.1
yapf==0.31.0
+285 -82
View File
@@ -1,103 +1,306 @@
Microsoft Visual Studio Solution File, Format Version 12.00
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.3.32922.545
MinimumVisualStudioVersion = 15.0.26124.0
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
VisualStudioVersion = 17.0.31903.59
MinimumVisualStudioVersion = 10.0.40219.1
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{684863A1-3396-4D31-A731-C0725CF07F4E}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{45292808-4EF3-4D4A-B3F5-B75C42EE5870}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{28A26DF7-5F7A-43A2-A548-B55FEBCC3958}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{7543386A-5EBA-4AF0-9E0F-35657B58557D}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{C13A5ABD-F739-4BE8-A2FE-511E989A5B43}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{F7C6F079-67BA-4899-9B43-D3F8C121D264}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{ECBAA198-EC93-4174-8156-BDA5F5E95042}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{B6070F41-8759-448B-B56D-A7D15D489569}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{B2D721AB-920C-4CD6-8DBF-6778A115A449}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "client", "client", "{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "spark", "spark", "{42C014A0-00C5-0620-8552-38912E891A7F}"
EndProject
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EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
EndGlobalSection
GlobalSection(Performance) = preSolution
HasPerformanceSessions = true
GlobalSection(NestedProjects) = preSolution
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{ECBAA198-EC93-4174-8156-BDA5F5E95042} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
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{B2D721AB-920C-4CD6-8DBF-6778A115A449} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
{38EE36C6-892C-4C94-8BB0-1ACB164E1F20} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
{42C014A0-00C5-0620-8552-38912E891A7F} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3} = {42C014A0-00C5-0620-8552-38912E891A7F}
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
{2B8243FF-60C6-4607-8AAE-7762D29B0A48} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
EndGlobalSection
EndGlobal
@@ -8,7 +8,6 @@
public int Integer;
public double Real;
public string Identifier;
public DateTime DateTime;
public ImmutableList<IArithmeticExpression> Arguments;
public ImmutableList<Assignment> Assignments;
public IArithmeticExpression Argument;
@@ -11,10 +11,20 @@
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\cs\Bts.Spark.Core\Bts.Spark.Core.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
<PackageReference Include="Bts.Spark.Core" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup Label="ArithmeticExpression">
<Scanner Include="ArithmeticExpressionTokens.lex" />
File diff suppressed because it is too large. Load diff
@@ -5,9 +5,5 @@
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
</Project>
+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>net8.0-windows</TargetFramework>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
<UseWindowsForms>true</UseWindowsForms>
</PropertyGroup>
</Project>
@@ -1,4 +1,6 @@
using System;
using System.Runtime.Versioning;
using Microsoft.Win32;
namespace BCG
@@ -10,6 +12,7 @@ namespace BCG
rk.SetValue (name, value.ToString ());
}
[SupportedOSPlatform("windows")]
public static double getValue (RegistryKey rk, string name)
{
object v = rk.GetValue (name);
@@ -6,23 +6,80 @@ using Spark.Core.Collections;
static class ArgumentComparer {
public static int Compare(
IArgument value1, IArgument value2, IDictionary<string,object?> env) {
IArgument value1, IArgument value2, IDictionary<string, object?> env) {
if (value1 is null) {
throw new ArgumentNullException(nameof(value1));
}
if (value2 is null) {
throw new ArgumentNullException(nameof(value2));
}
var cmp1 = value1.Cast<IComparable>();
var cmp2 = value2.Cast<IComparable>();
var obj1 = value1.GetValue(env);
var obj2 = value2.GetValue(env);
if (obj1 is null) {
if (obj2 is null) {
return 0;
}
return -1;
}
if (obj2 is null) {
return 1;
}
return compareObjs(obj1, obj2);
}
static int compareObjs(object obj1, object obj2) {
try {
var v1 = cmp1.GetValue(env);
var v2 = cmp2.GetValue(env);
return v1.GetType().IsNumeric() ?
new NumericComparer().Compare(v1, v2) : v1.CompareTo(v2);
var typ1 = obj1.GetType();
var typ2 = obj2.GetType();
bool areSameTypes = typ1 == typ2;
if (areSameTypes) {
return ((IComparable)obj1).CompareTo(obj2);
}
if (typ1.IsNumeric()) {
return tryCompareNumeric(obj1, obj2);
} else if (typ2.IsNumeric()) {
return -tryCompareNumeric(obj2, obj1);
} else if (typ1.IsEnum) {
if (typ2 == typeof(string)) {
return -((string)obj2).CompareTo(obj1.ToString());
}
} else if (typ1 == typeof(string)) {
return ((string)obj1).CompareTo(obj2.ToString());
} else if (typ1 == typeof(DateTime)) {
if (typ2 == typeof(TimeSpan)) {
return ((DateTime)obj1).Ticks.CompareTo(((TimeSpan)obj2).Ticks);
}
} else if (typ1 == typeof(TimeSpan)) {
if (typ2 == typeof(DateTime)) {
return ((TimeSpan)obj1).Ticks.CompareTo(((DateTime)obj2).Ticks);
}
}
} catch (Exception ex) {
Log.Ui.error($"Comparison failed: {ex}");
throw;
}
throw new ArgumentException("Failed to compare obj1 and obj2", nameof(obj1));
}
static int tryCompareNumeric(object numericObj1, object obj2) {
var typ2 = obj2.GetType();
if (typ2.IsNumeric()) {
return new NumericComparer().Compare(numericObj1, obj2);
} else if (typ2.IsEnum) {
var undTyp2 = typ2.GetEnumUnderlyingType();
if (undTyp2 == typeof(byte)) {
return new NumericComparer().Compare(numericObj1, (byte)obj2);
}
if (undTyp2 == typeof(short)) {
return new NumericComparer().Compare(numericObj1, (short)obj2);
}
if (undTyp2 == typeof(int)) {
return new NumericComparer().Compare(numericObj1, (int)obj2);
}
if (undTyp2 == typeof(long)) {
return new NumericComparer().Compare(numericObj1, (long)obj2);
}
}
throw new ArgumentException("Failed to compare numeric obj1 and obj2", nameof(obj2));
}
}
@@ -1,19 +1,11 @@
namespace Bts.BooleanExpressions;
using bts;
class BooleanExpression : IBooleanExpression {
readonly Func<IDictionary<string, object?>, bool> evaluate;
public BooleanExpression(Func<IDictionary<string, object?>, bool> evaluate) =>
this.evaluate = evaluate;
public bool Evaluate(IDictionary<string, object?> env) {
try {
return evaluate(env);
} catch (Exception ex) {
Log.assert(false, $"BooleanExpression.Evaluate failed: {ex}");
throw;
}
}
public bool Evaluate(IDictionary<string, object?> env) =>
evaluate(env);
}
@@ -42,15 +42,11 @@ OpenParenthesis \(
CloseParenthesis \)
Comma ,
Negate '!'
MapsTo ':'
IsOfType '/'
%%
{StringConstant} {
yylval.String = yytext.Substring(1, yytext.Length - 2).Replace(@"\'", "'");
return (int)Token.STRING_CONSTANT;
}
{BooleanConstant} {
yylval.Boolean = yytext.ToLower() switch {
"true" => true,
@@ -61,6 +57,11 @@ IsOfType '/'
return (int)Token.BOOLEAN_CONSTANT;
}
{StringConstant} {
yylval.String = yytext.Substring(1, yytext.Length - 2).Replace(@"\'", "'");
return (int)Token.STRING_CONSTANT;
}
{NullConstant} {
yylval.Null = DBNull.Value;
return (int)Token.NULL_CONSTANT;
@@ -97,6 +98,10 @@ IsOfType '/'
return (int)Token.NEGATE;
}
{MapsTo} {
return (int)Token.MAPS_TO;
}
{Equal} {
return (int)Token.EQUAL;
}
@@ -8,13 +8,23 @@
<ItemGroup>
<PackageReference Include="Google.Protobuf" Version="3.24.3" />
<PackageReference Include="YaccLexTools" Version="1.2.0" />
<PackageReference Include="YaccLexTools" Version="1.2.3" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\cs\Bts.Spark.Core\Bts.Spark.Core.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
<PackageReference Include="Bts.Spark.Core" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup>
<Scanner Include="BooleanExpressionTokens.lex" />
File diff suppressed because it is too large. Load diff
@@ -10,11 +10,20 @@
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="DataStreamCore" Version="$(SparkVersion)" />
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup Label="ColumnExpression">
<Scanner Include="ColumnExpressionTokens.lex" />
File diff suppressed because it is too large. Load diff
@@ -10,11 +10,20 @@
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="DataStreamCore" Version="$(SparkVersion)" />
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup Label="ColumnSortExpression">
<Scanner Include="ColumnSortExpressionTokens.lex" />
File diff suppressed because it is too large. Load diff
@@ -1,15 +0,0 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<ProjectReference Include="..\..\client\spark_websocket\spark_websocket.csproj" />
<ProjectReference Include="..\DataStreamExpressions\DataStreamExpressions.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
</Project>
@@ -1,9 +0,0 @@
namespace Bts.DataStream.Websocket;
class ClientSubscription(WebsocketClientID id, SubscriptionParams @params, IDisposable dispose) : IDisposable {
public SubscriptionParams Params => @params;
public WebsocketClientID Id => id;
public void Dispose() =>
dispose.Dispose();
}
@@ -1,301 +0,0 @@
namespace Bts.DataStream.Websocket;
using BCG;
using bts;
using bts.api.core;
using bts.collections;
using bts.websocket_core.json_rpc;
using Bts.DataStreamExpressions;
using mbts.utils;
using Spark.Core.Disposables;
using Spark.Core.Json;
using System.Buffers;
using System.Reactive.Subjects;
using System.Text;
using System.Text.Json;
using System.Text.Json.Nodes;
/// <summary>
/// Represents an I/O model (<see cref="ISubject{TSource, TResult}"/>), that accepts websocket
/// requests (from clients) as input, and emits data/notifications (to clients) as output.
/// This class's chief role is managing data subscriptions to sparkd on the clients' behalf.
/// </summary>
public class DataSync(JsonSerializerOptions? serializerOpts = null) :
ISubject<WebsocketConnectionUpdate, IEnumerable<WebsocketOutgoingMessage>> {
protected readonly object lockObj = new();
readonly JsonSerializerOptions serializerOpts = serializerOpts ?? JsonSerializerOptions.Default;
readonly Dictionary<WebsocketClientID, List<ClientSubscription>> clients = [];
event Action<IEnumerable<WebsocketOutgoingMessage>>? requestSend;
public void OnCompleted() =>
Log.Api.info("DataSync incoming request stream has completed.");
public void OnError(Exception error) =>
Log.Api.error($"DataSync error: {error}");
public void OnNext(WebsocketConnectionUpdate value) {
switch (value.Type) {
case WebsocketConnectionUpdateType.IncomingMessage:
onIncomingMessage(value.IncomingMessage);
break;
case WebsocketConnectionUpdateType.Connect:
onConnect(value.Connect);
break;
case WebsocketConnectionUpdateType.Disconnect:
onDisconnect(value.Disconnect);
break;
default:
Log.assert(false, $"Unexpected WebsocketConnectionUpdate type: {value.Type}");
break;
}
}
public IDisposable Subscribe(IObserver<IEnumerable<WebsocketOutgoingMessage>> observer) {
lock (lockObj) {
requestSend += observer.OnNext;
return Disposable.Create(Dispose);
}
void Dispose() {
lock (lockObj) {
requestSend -= observer.OnNext;
}
}
}
static JsonRpcId? extractRpcId(string messageBody) {
try {
return JsonNode.Parse(messageBody)
?.AsObject()
?.GetValueOrDefault("id")
?.Deserialize<JsonRpcId>();
} catch {
return null;
}
}
static string getRpcNotification(DataPacket dp) {
using (var buffer = new MemoryStream())
using (var writer = new Utf8JsonWriter(buffer))
using (writer.WriteObject()) {
writer.WriteString("method", "subscription");
using (writer.WriteObject("params")) {
writer.Write("tableName", dp.schema.tableName);
writer.Write("columns", dp.schema.columnInfo);
var cellJsonFactories = dp.schema.columnInfo.Select(getCellJsonFactory).ToList();
using (writer.WriteArray("added")) {
foreach (IBlueRow row in (dp.addedRows?.Cast<IBlueRow>()).empty_if_null()) {
using (writer.WriteObject()) {
for (int i = 0; i < cellJsonFactories.Count; i++) {
writer.Write(dp.schema.columnInfo[i].colName, cellJsonFactories[i](row));
}
}
}
}
using (writer.WriteArray("deleted")) {
foreach (IBlueRow row in (dp.deletedRows?.Cast<IBlueRow>()).empty_if_null()) {
using (writer.WriteObject()) {
for (int i = 0; i < cellJsonFactories.Count; i++) {
writer.Write(dp.schema.columnInfo[i].colName, cellJsonFactories[i](row));
}
}
}
}
}
writer.WriteString("jsonrpc", "2.0");
writer.Flush();
return Encoding.UTF8.GetString(buffer.ToArray());
}
}
static Func<IBlueRow, JsonNode?> getCellJsonFactory(ColumnInfo colInfo) {
var t = colInfo.colType;
if (t == typeof(int)) {
return NullCheckWrapper(v => (int)v);
}
if (t == typeof(uint)) {
return NullCheckWrapper(v => (uint)v);
}
if (t == typeof(long)) {
return NullCheckWrapper(v => (long)v);
}
if (t == typeof(ulong)) {
return NullCheckWrapper(v => (ulong)v);
}
if (t == typeof(short)) {
return NullCheckWrapper(v => (short)v);
}
if (t == typeof(ushort)) {
return NullCheckWrapper(v => (ushort)v);
}
if (t == typeof(double)) {
return NullCheckWrapper(v => (double)v);
}
if (t == typeof(float)) {
return NullCheckWrapper(v => (float)v);
}
if (t == typeof(bool)) {
return NullCheckWrapper(v => (bool)v);
}
return NullCheckWrapper(v => (string)v);
Func<IBlueRow, JsonNode?> NullCheckWrapper(Func<object, JsonNode> toJson) =>
r => {
var obj = r[colInfo.colNo];
if (obj is null) {
return null;
}
return toJson(obj);
};
}
void onConnect(WebsocketConnectNotification notification) {
var id = notification.Id;
lock (lockObj) {
clients.Add(id, []);
}
Log.Api.info($"DataStreamWebsocketDataSync client connected. clientId: {notification.Id}");
if (notification.Message is not null) {
onIncomingMessage(notification.Message);
}
}
void onDisconnect(WebsocketDisconnectNotification notification) {
Log.Api.warn($"DataStreamWebsocketDataSync client disconnected. clientId: {notification.Id}");
unsubscribeAll(notification.Id);
clients.Remove(notification.Id);
}
void onIncomingMessage(WebsocketIncomingMessage message) {
var id = message.sender_client_id;
if (!JsonRpcRequest.TryDeserialize(message, out var req, out var err)) {
onBadRequest(message, err);
return;
}
switch (req.Method!.ToLower()) {
case "subscribe":
subscribe(id, req);
break;
case "publish":
Log.Api.error("DataStreamWebsocket api 'publish' not implemented.");
// TODO
break;
case "unsubscribe":
unsubscribe(id, req);
break;
case "unsubscribe_all":
unsubscribeAll(id);
break;
default:
Log.Api.error($"Received request of unknown type: {req}");
break;
}
}
void sendResponse<T>(WebsocketClientID id, JsonRpcId rpcId, T rpcParams) {
var rpcRes = JsonRpcResponse.Create(rpcId, rpcParams);
var rpcResStr = JsonSerializer.Serialize(rpcRes, serializerOpts);
send([new(id, rpcResStr)]);
}
void sendError<T>(WebsocketClientID id, JsonRpcId rpcId, JsonRpcError<T> error) {
var rpcRes = JsonRpcResponse.CreateError(rpcId, error);
var rpcResStr = JsonSerializer.Serialize(rpcRes, serializerOpts);
send([new(id, rpcResStr)]);
}
bool send(IEnumerable<WebsocketOutgoingMessage> messages) {
lock (lockObj) {
if (requestSend is null) {
Log.Api.warn(
$"Unable to send message(s) because '{nameof(requestSend)}' handler is null");
return false;
}
requestSend(messages);
return true;
}
}
void subscribe(WebsocketClientID id, JsonRpcRequest<JsonObject?> req) {
var subParams = req.Params!.Deserialize<SubscriptionParams>()!;
var exp = DataStreamExpressionsInterpreter.Evaluate(subParams.Query!);
var stream = exp.getView(new Dictionary<string, StatementExpression>(0));
var sub = new ClientSubscription(id, subParams, Disposable.Create(Dispose));
lock (lockObj) {
clients[id].Add(sub);
sendResponse(id, req.Id!.Value, req.Params);
stream.onChange += OnChange;
}
void OnChange(object? newValue) {
var dp = ExceptionAssert.of_type<DataPacket>(newValue);
var notif = getRpcNotification(dp);
send([new(id, notif)]);
}
void Dispose() =>
stream.onChange -= OnChange;
}
void unsubscribe(WebsocketClientID id, JsonRpcRequest<JsonObject?> req) {
var subParams = req.Params!.Deserialize<SubscriptionParams>();
var subParamsStr = JsonSerializer.Serialize(subParams, serializerOpts);
// Minimize amount of code inside lock (just need it to find/remove the subscription)
List<ClientSubscription>? subs = null;
ClientSubscription? sub = null;
lock (lockObj) {
subs = clients.GetValueOrDefault(id);
subs?.TryRemoveFirst(s => s!.Params.Equals(subParams), out sub);
}
if (subs is null) {
// Didn't find client (log/throw).
var msg = $"Unable to unsubscribe: did not find client. Id: {id}.\nParams:\n{subParamsStr}";
Log.Api.error(msg);
throw new Exception(msg);
}
if (sub is null) {
// Found client, but didn't find subscription (log/throw).
var msg = $"Unable to unsubscribe: did not find the specified subscription. " +
$"Id: {id}. Request:\n{subParams}";
Log.Api.error(msg);
throw new Exception(msg);
}
// Found client and subscription (dispose/remove subscription).
Log.Api.info($"Unsubscribing client. Id: {id}.\nParams:\n{subParamsStr}");
sub.Dispose();
}
void unsubscribeAll(WebsocketClientID id) {
lock (lockObj) {
if (!clients.TryGetValue(id, out var subs)) {
throw new Exception(
$"Unable to unsubscribe: did not find client with id {id}");
}
subs.DisposeAll();
subs.Clear();
}
}
void onBadRequest(WebsocketIncomingMessage req, string? errorMsg) {
var rpcId = extractRpcId(req.message_body);
var logMsg = $"Recieved invalid request:\n{req.message_body}";
if (errorMsg is not null) {
logMsg += $"\n\n**Exception**\n{errorMsg}";
}
Log.Api.error(logMsg);
if (rpcId is null) {
return;
}
// Send error back to client
var rpcErr = JsonRpcError.Create(
(long)JsonRpcErrorCode.InvalidRequest,
$"Received invalid request: {errorMsg ?? "unknown error"}",
req.message_body);
sendError(req.sender_client_id, rpcId.Value, rpcErr);
}
}
@@ -1,34 +0,0 @@
namespace Bts.DataStream.Websocket;
using Newtonsoft.Json.Linq;
using System.Diagnostics.CodeAnalysis;
public static class JObjectExtensions {
public static bool TryParse<T>(
this JObject filter, string key, [MaybeNull] out T obj, [NotNullWhen(false)] out string? error) {
obj = default;
var value = filter.GetValueOrDefault(key)?.ToString();
if (value == null) {
error = $"{key} not present";
return true;
}
return WebsocketJsonParsers.TryParse(value, key, out obj, out error);
}
public static bool TryParse<T>(
this JObject filter, string key, out T result, [NotNullWhen(false)] out string? error, T defaultValue) {
var value = filter.GetValueOrDefault(key)?.ToString();
if (value == null) {
result = defaultValue;
error = $"{key} not present";
return true;
}
if (WebsocketJsonParsers.TryParse<T>(value, key, out var maybeRes, out error)) {
result = maybeRes ?? defaultValue;
return true;
}
result = defaultValue;
return false;
}
}
@@ -1,48 +0,0 @@
namespace Bts.DataStream.Websocket;
using Spark.Core;
using System;
using System.Text.Json;
using System.Text.Json.Serialization;
class MultilineStringJsonConverter : JsonConverter<string> {
public override string? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options) {
if (typeToConvert != typeof(string)) {
throw new ArgumentException($"Unable to parse {typeToConvert}", nameof(typeToConvert));
}
return reader.TokenType switch {
JsonTokenType.String => StringImpl(ref reader),
JsonTokenType.StartArray => ArrayImpl(ref reader),
_ => throw new ArgumentException(
$"Unable to parse {typeof(SubscriptionParams)} from {reader.TokenType}"),
};
static string? StringImpl(ref Utf8JsonReader reader) =>
new(reader.GetString()!);
static string? ArrayImpl(ref Utf8JsonReader reader) {
var lines = new List<string>(2);
while (reader.Read()) {
switch (reader.TokenType) {
case JsonTokenType.String:
lines.Add(reader.GetString()!);
break;
case JsonTokenType.EndArray:
return string.Join("\n", lines);
}
}
throw new JsonException(
$"Failed to parse {typeof(SubscriptionParams)} (did not reach end of array)");
}
}
public override void Write(Utf8JsonWriter writer, string value, JsonSerializerOptions options) {
var lines = value.Split("\n");
if (lines.Length < 2) {
writer.WriteRawValue(value);
return;
}
writer.WriteRawValue($"[{", ".join(lines)}]");
}
}
@@ -1,8 +0,0 @@
namespace Bts.DataStream.Websocket;
public enum RequestType {
Unspecified,
Subscribe,
Unsubscribe,
UnsubscribeAll,
}
@@ -1,25 +0,0 @@
namespace Bts.DataStream.Websocket;
using bts;
using Google.Protobuf;
using System.Text.Json;
public static class Session {
static int sessionIdCounter;
public static async Task Start(
WebsocketServerConfig config, JsonSerializerOptions? opts) {
opts ??= JsonSerializerOptions.Default;
var sessionId = Interlocked.Increment(ref sessionIdCounter);
var gateway = new WebsocketClient(config);
var sync = new DataSync(opts);
using (gateway.Subscribe(sync))
using (sync.Subscribe(gateway)) {
Log.Api.info($"Starting DataStream Websocket Session {sessionId}");
Log.Api.info($"DataStream Websocket Session {sessionId} config:\n{JsonFormatter.Default.Format(config)}");
await gateway.ConnectAsync();
}
}
}
@@ -1,112 +0,0 @@
namespace Bts.DataStream.Websocket;
using bts.utils;
using Spark.Core;
using Spark.Core.Json;
using System;
using System.Diagnostics.CodeAnalysis;
using System.Text.Json;
using System.Text.Json.Serialization;
public class SubscriptionParams(string? query = null) : IEquatable<SubscriptionParams> {
static class PropNames {
public const string QUERY = "query";
}
// Serializer supports plain string, or an array of lines for convenience
[MaybeNull]
[JsonPropertyName(PropNames.QUERY)]
[JsonConverter(typeof(MultilineStringJsonConverter))]
public string? Query { get; set; } = query;
public bool Equals(SubscriptionParams? other) =>
other is not null &&
// Not the most elegant equals impl, but it'll work
Query.safe_equals(other.Query, (a, b) => a?.ToString() == b?.ToString());
class SubscriptionParamsConverter : JsonConverter<SubscriptionParams> {
public override bool CanConvert(Type typeToConvert) =>
typeToConvert == typeof(SubscriptionParams);
public override SubscriptionParams Read(
ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options) {
if (typeToConvert != typeof(SubscriptionParams)) {
throw new ArgumentException($"Unable to parse {typeToConvert}", nameof(typeToConvert));
}
return read(ref reader);
}
static SubscriptionParams read(ref Utf8JsonReader reader) {
return reader.TokenType switch {
JsonTokenType.String => StringImpl(ref reader),
JsonTokenType.StartArray => ArrayImpl(ref reader),
JsonTokenType.StartObject => ObjectImpl(ref reader),
_ => throw new ArgumentException(
$"Unable to parse {typeof(SubscriptionParams)} from {reader.TokenType}"),
};
static SubscriptionParams StringImpl(ref Utf8JsonReader reader) =>
new(reader.GetString()!);
static SubscriptionParams ArrayImpl(ref Utf8JsonReader reader) {
var lines = new List<string>(2);
while (reader.Read()) {
switch (reader.TokenType) {
case JsonTokenType.String:
lines.Add(reader.GetString()!);
break;
case JsonTokenType.EndArray:
return new("\n".join(lines));
}
}
throw new JsonException(
$"Failed to parse {typeof(SubscriptionParams)} (did not reach end of array)");
}
static SubscriptionParams ObjectImpl(ref Utf8JsonReader reader) {
var lines = new List<string>(2);
while (reader.Read()) {
switch (reader.TokenType) {
case JsonTokenType.PropertyName:
var propName = reader.GetString()!;
if (propName == PropNames.QUERY) {
switch (reader.TokenType) {
case JsonTokenType.StartArray:
return ArrayImpl(ref reader);
case JsonTokenType.String:
return StringImpl(ref reader);
}
}
break;
case JsonTokenType.String:
lines.Add(reader.GetString()!);
break;
case JsonTokenType.EndArray:
return new("\n".join(lines));
}
}
throw new JsonException(
$"Failed to parse {typeof(SubscriptionParams)} (did not reach end of array)");
}
}
public override void Write(
Utf8JsonWriter writer, SubscriptionParams value, JsonSerializerOptions options) {
var q = value.Query;
var lines = q?.Split("\n");
if (lines is null || lines.Length < 2) {
writer.WriteString(PropNames.QUERY, value.Query);
return;
}
writer.WriteArray(PropNames.QUERY, lines);
}
}
public override bool Equals(object? obj) =>
Equals(obj as SubscriptionParams);
public override int GetHashCode() =>
Query?.Length ?? typeof(SubscriptionParams).GetHashCode();
}
@@ -1,5 +0,0 @@
global using bts.websocket_core;
global using System;
global using System.Collections.Immutable;
@@ -1,41 +0,0 @@
#nullable enable
using BCG;
using Spark.Core.Json;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text.Json;
using System.Text.Json.Serialization;
namespace Bts.DataStreamCore;
class ViewStreamUpdate {
[JsonPropertyName("tableName")]
public string? TableName { get; set; }
[JsonPropertyName("columns")]
public List<ColumnInfo>? Columns { get; set; }
[JsonPropertyName("addedRows")]
public List<Dictionary<string, object?>>? AddedRows { get; set; }
[JsonPropertyName("deletedRows")]
public List<Dictionary<string, object?>>? DeletedRows { get; set; }
public DataPacket ToDataPacket(BlueTable state, bool applyChanges = true) {
var schema = new BlueTableSchema([.. Columns!], TableName);
var addedRowsTable = new BlueTable(schema);
var deletedRowsTable = new BlueTable(schema);
if (applyChanges) {
state.deleteRows(deletedRowsTable);
state.addRows(addedRowsTable);
}
return new(state, addedRowsTable, deletedRowsTable);
}
public static string ToJson() {
return "";
}
}
@@ -1,18 +0,0 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="System.CommandLine" Version="2.0.0-beta4.22272.1" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Bts.DataStream.Websocket\Bts.DataStream.Websocket.csproj" />
</ItemGroup>
</Project>
@@ -1,7 +0,0 @@
{
"host": "localhost",
"port": 8080,
"scheme": "ws",
"default_end_point": "/",
"keep_alive_interval_secs": 1
}
@@ -1,76 +0,0 @@
using bts.api.core;
using Bts.DataStream.Websocket;
using Google.Protobuf;
using System.CommandLine.Parsing;
using System.Text.Json;
static WebsocketServerConfig readConfigFile(string path) {
using var fs = File.OpenRead(path);
using var sr = new StreamReader(fs);
return JsonParser.Default.Parse<WebsocketServerConfig>(sr);
}
static WebsocketServerConfig? readConfigArg(ArgumentResult result) {
var path = result.Tokens.Select(t => t.Value).FirstOrDefault() ?? string.Empty;
return readConfigFile(path);
}
static WebsocketServerConfig getDefaultConfig() {
const string defaultCfgPath = "DataStreamWebsocketServer.conf";
if (File.Exists(defaultCfgPath)) {
return readConfigFile(defaultCfgPath);
}
return new() {
Scheme = "http",
Host = "localhost",
Port = 8080,
DefaultEndPoint = "/",
KeepAliveIntervalSecs = 1
};
}
static async Task run(
WebsocketServerConfig? wssConfig, string user, string password, string? sparkdConfigSource) {
var opts = new JsonSerializerOptions(JsonSerializerDefaults.Web);
wssConfig ??= getDefaultConfig();
Console.WriteLine("Starting DataStreamWebsocketServer...");
var serviceCtx = ServiceContext.create(sparkdConfigSource);
await serviceCtx.login(user, password);
await Session.Start(wssConfig, opts);
// if (sparkdConfigSource is not null && sparkdConfigSource.Length > 9999) {
// } else {
// await ChatGptSession.Start();
// }
}
var userOpt = new Option<string>("--user", () => "bts");
var passOpt = new Option<string>("--password", () => string.Empty);
var sparkdConfigSourceOpt = new Option<string>(
"--sparkd", description: "The sparkd config server url");
// var bling = new ParseArgument<WebsocketServerConfig?>(parseWsConfig);
// WebsocketServerConfig? parseWsConfig(ArgumentResult result) {
// Token t;
// TokenType tt;
// Symbol s;
// throw new NotImplementedException();
// }
var configOpt = new Option<WebsocketServerConfig?>(
"--config", readConfigArg, description: "WebsocketServerConfig file path");
configOpt.SetDefaultValue(new());
var rootCommand = new RootCommand("Starts a DataStream Websocket Server");
rootCommand.AddOption(configOpt);
rootCommand.AddOption(userOpt);
rootCommand.AddOption(passOpt);
rootCommand.SetHandler(run, configOpt, userOpt, passOpt, sparkdConfigSourceOpt);
try {
return await rootCommand.InvokeAsync(args);
} catch (Exception ex) {
Console.WriteLine($"Error: {ex}");
}
return 1;
@@ -1,6 +0,0 @@
global using bts.websocket_core;
global using bts.websocket_core.json_rpc;
global using System.CommandLine;
global using System.Collections.Immutable;
@@ -1,20 +0,0 @@
module.exports = {
root: true,
env: { browser: true, es2020: true },
extends: [
'eslint:recommended',
'plugin:react/recommended',
'plugin:react/jsx-runtime',
'plugin:react-hooks/recommended',
],
ignorePatterns: ['dist', '.eslintrc.cjs'],
parserOptions: { ecmaVersion: 'latest', sourceType: 'module' },
settings: { react: { version: '18.2' } },
plugins: ['react-refresh'],
rules: {
'react-refresh/only-export-components': [
'warn',
{ allowConstantExport: true },
],
},
}
@@ -1,24 +0,0 @@
# Logs
logs
*.log
npm-debug.log*
yarn-debug.log*
yarn-error.log*
pnpm-debug.log*
lerna-debug.log*
node_modules
dist
dist-ssr
*.local
# Editor directories and files
.vscode/*
!.vscode/extensions.json
.idea
.DS_Store
*.suo
*.ntvs*
*.njsproj
*.sln
*.sw?
@@ -1,11 +0,0 @@
<Project Sdk="Microsoft.VisualStudio.JavaScript.Sdk/0.5.128-alpha">
<PropertyGroup>
<StartupCommand>npm run dev</StartupCommand>
<JavaScriptTestRoot>src\</JavaScriptTestRoot>
<JavaScriptTestFramework>Jest</JavaScriptTestFramework>
<!-- Allows the build (or compile) script located on package.json to run on Build -->
<ShouldRunBuildScript>false</ShouldRunBuildScript>
<!-- Folder where production build objects will be placed -->
<PublishAssetsDirectory>$(MSBuildProjectDirectory)\dist</PublishAssetsDirectory>
</PropertyGroup>
</Project>
@@ -1,8 +0,0 @@
# React + Vite
This template provides a minimal setup to get React working in Vite with HMR and some ESLint rules.
Currently, two official plugins are available:
- [@vitejs/plugin-react](https://github.com/vitejs/vite-plugin-react/blob/main/packages/plugin-react/README.md) uses [Babel](https://babeljs.io/) for Fast Refresh
- [@vitejs/plugin-react-swc](https://github.com/vitejs/vite-plugin-react-swc) uses [SWC](https://swc.rs/) for Fast Refresh
@@ -1,13 +0,0 @@
<!doctype html>
<html lang="en">
<head>
<meta charset="UTF-8" />
<link rel="icon" type="image/svg+xml" href="/vite.svg" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
<title>Vite + React</title>
</head>
<body>
<div id="root"></div>
<script type="module" src="/src/main.jsx"></script>
</body>
</html>
@@ -1,10 +0,0 @@
<?xml version="1.0" encoding="utf-8"?>
<configuration>
<packageSources>
<clear />
<add key="nuget.org" value="https://api.nuget.org/v3/index.json" />
</packageSources>
<disabledPackageSources>
<clear />
</disabledPackageSources>
</configuration>
File diff suppressed because it is too large. Load diff
@@ -1,27 +0,0 @@
{
"name": "bts.datastreamwebapp.client",
"private": true,
"version": "0.0.0",
"type": "module",
"scripts": {
"dev": "vite",
"build": "vite build",
"lint": "eslint . --ext js,jsx --report-unused-disable-directives --max-warnings 0",
"preview": "vite preview"
},
"dependencies": {
"react": "^18.2.0",
"react-dom": "^18.2.0",
"react-use-websocket": "^4.5.0"
},
"devDependencies": {
"@types/react": "^18.2.43",
"@types/react-dom": "^18.2.17",
"@vitejs/plugin-react": "^4.2.1",
"eslint": "^8.55.0",
"eslint-plugin-react": "^7.33.2",
"eslint-plugin-react-hooks": "^4.6.0",
"eslint-plugin-react-refresh": "^0.4.5",
"vite": "^5.0.8"
}
}
@@ -1 +0,0 @@
<svg xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink" aria-hidden="true" role="img" class="iconify iconify--logos" width="31.88" height="32" preserveAspectRatio="xMidYMid meet" viewBox="0 0 256 257"><defs><linearGradient id="IconifyId1813088fe1fbc01fb466" x1="-.828%" x2="57.636%" y1="7.652%" y2="78.411%"><stop offset="0%" stop-color="#41D1FF"></stop><stop offset="100%" stop-color="#BD34FE"></stop></linearGradient><linearGradient id="IconifyId1813088fe1fbc01fb467" x1="43.376%" x2="50.316%" y1="2.242%" y2="89.03%"><stop offset="0%" stop-color="#FFEA83"></stop><stop offset="8.333%" stop-color="#FFDD35"></stop><stop offset="100%" stop-color="#FFA800"></stop></linearGradient></defs><path fill="url(#IconifyId1813088fe1fbc01fb466)" d="M255.153 37.938L134.897 252.976c-2.483 4.44-8.862 4.466-11.382.048L.875 37.958c-2.746-4.814 1.371-10.646 6.827-9.67l120.385 21.517a6.537 6.537 0 0 0 2.322-.004l117.867-21.483c5.438-.991 9.574 4.796 6.877 9.62Z"></path><path fill="url(#IconifyId1813088fe1fbc01fb467)" d="M185.432.063L96.44 17.501a3.268 3.268 0 0 0-2.634 3.014l-5.474 92.456a3.268 3.268 0 0 0 3.997 3.378l24.777-5.718c2.318-.535 4.413 1.507 3.936 3.838l-7.361 36.047c-.495 2.426 1.782 4.5 4.151 3.78l15.304-4.649c2.372-.72 4.652 1.36 4.15 3.788l-11.698 56.621c-.732 3.542 3.979 5.473 5.943 2.437l1.313-2.028l72.516-144.72c1.215-2.423-.88-5.186-3.54-4.672l-25.505 4.922c-2.396.462-4.435-1.77-3.759-4.114l16.646-57.705c.677-2.35-1.37-4.583-3.769-4.113Z"></path></svg>

Before

Width:  |  Height:  |  Size: 1.5 KiB

@@ -1,44 +0,0 @@
#root {
max-width: 1280px;
margin: 0 auto;
padding: 2rem;
text-align: center;
--cell-background-color: #293136;
--cell-color: #cbe3ef;
}
tr:nth-child(even) {
background: #F2F2F2;
}
tr:nth-child(odd) {
background: #FFF;
}
th, td {
padding-left: 1rem;
padding-right: 1rem;
background-color: var(--cell-background-color);
color: var(--cell-color);
}
textarea#query-input {
height: 5em;
width: 50em;
}
button#query-button {
height: 5em;
vertical-align: top;
}
table#query-output {
float: none;
clear: both;
}
p#footer {
float: none;
clear: both;
vertical-align: bottom;
}
@@ -1,88 +0,0 @@
import { Component } from "react";
import "./App.css";
export class Home extends Component {
static displayName = Home.name;
static sparkdHost = "localhost";
render() {
let socket = null;
const wsUrl = `ws://localhost:5268/ws`;
function connectToSparkd() {
if (socket == null) {
socket = new WebSocket(wsUrl);
}
if (socket && socket.readyState === WebSocket.OPEN) {
return;
}
const output = document.getElementById("query-output");
socket.onopen = (event) => {
console.log(`Connected to ${wsUrl}`);
};
socket.onmessage = (event) => {
console.log(`Received message: ${event.data}`);
output.innerHTML = event.data;
};
socket.onerror = (error) => {
console.log(`Error on websocket ${wsUrl}: ${error}`);
};
socket.onclose = (event) => {
if (event.wasClean) {
const msg = `Connection to ${wsUrl} closed cleanly, code=${event.code}, reason=${event.reason}`;
console.log(msg);
} else {
const msg = `Connection to ${wsUrl} abruptly closed`;
console.log(msg);
}
};
}
function executeQuery() {
if (socket == null || !socket) {
connectToSparkd();
}
if (socket == null || !socket) {
console.log("Failed to connect to websocket server");
return;
}
if (socket.readyState === WebSocket.OPEN) {
const queryInput = document.getElementById("query-input");
const rpcReq = {
jsonrpc: "2.0",
method: "subscribe",
params: {
query: queryInput.value,
},
id: 1,
};
socket.send(JSON.stringify(rpcReq));
}
}
return (
<div>
<h1>Data Stream Query Analyzer</h1>
<p>Run queries against the BTS Cloud</p>
<div>
<textarea id="query-input" placeholder="Enter Query"></textarea>
<button id="query-button" onClick={executeQuery}>
Execute
</button>
</div>
<table id="query-output"></table>
<p id="footer">
The <code>ClientApp</code> subdirectory is a standard React
application based on the <code>create-react-app</code> template. If
you open a command prompt in that directory, you can run{" "}
<code>npm</code> commands such as <code>npm test</code> or{" "}
<code>npm install</code>.
</p>
</div>
);
}
}
@@ -1 +0,0 @@
<svg xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink" aria-hidden="true" role="img" class="iconify iconify--logos" width="35.93" height="32" preserveAspectRatio="xMidYMid meet" viewBox="0 0 256 228"><path fill="#00D8FF" d="M210.483 73.824a171.49 171.49 0 0 0-8.24-2.597c.465-1.9.893-3.777 1.273-5.621c6.238-30.281 2.16-54.676-11.769-62.708c-13.355-7.7-35.196.329-57.254 19.526a171.23 171.23 0 0 0-6.375 5.848a155.866 155.866 0 0 0-4.241-3.917C100.759 3.829 77.587-4.822 63.673 3.233C50.33 10.957 46.379 33.89 51.995 62.588a170.974 170.974 0 0 0 1.892 8.48c-3.28.932-6.445 1.924-9.474 2.98C17.309 83.498 0 98.307 0 113.668c0 15.865 18.582 31.778 46.812 41.427a145.52 145.52 0 0 0 6.921 2.165a167.467 167.467 0 0 0-2.01 9.138c-5.354 28.2-1.173 50.591 12.134 58.266c13.744 7.926 36.812-.22 59.273-19.855a145.567 145.567 0 0 0 5.342-4.923a168.064 168.064 0 0 0 6.92 6.314c21.758 18.722 43.246 26.282 56.54 18.586c13.731-7.949 18.194-32.003 12.4-61.268a145.016 145.016 0 0 0-1.535-6.842c1.62-.48 3.21-.974 4.76-1.488c29.348-9.723 48.443-25.443 48.443-41.52c0-15.417-17.868-30.326-45.517-39.844Zm-6.365 70.984c-1.4.463-2.836.91-4.3 1.345c-3.24-10.257-7.612-21.163-12.963-32.432c5.106-11 9.31-21.767 12.459-31.957c2.619.758 5.16 1.557 7.61 2.4c23.69 8.156 38.14 20.213 38.14 29.504c0 9.896-15.606 22.743-40.946 31.14Zm-10.514 20.834c2.562 12.94 2.927 24.64 1.23 33.787c-1.524 8.219-4.59 13.698-8.382 15.893c-8.067 4.67-25.32-1.4-43.927-17.412a156.726 156.726 0 0 1-6.437-5.87c7.214-7.889 14.423-17.06 21.459-27.246c12.376-1.098 24.068-2.894 34.671-5.345a134.17 134.17 0 0 1 1.386 6.193ZM87.276 214.515c-7.882 2.783-14.16 2.863-17.955.675c-8.075-4.657-11.432-22.636-6.853-46.752a156.923 156.923 0 0 1 1.869-8.499c10.486 2.32 22.093 3.988 34.498 4.994c7.084 9.967 14.501 19.128 21.976 27.15a134.668 134.668 0 0 1-4.877 4.492c-9.933 8.682-19.886 14.842-28.658 17.94ZM50.35 144.747c-12.483-4.267-22.792-9.812-29.858-15.863c-6.35-5.437-9.555-10.836-9.555-15.216c0-9.322 13.897-21.212 37.076-29.293c2.813-.98 5.757-1.905 8.812-2.773c3.204 10.42 7.406 21.315 12.477 32.332c-5.137 11.18-9.399 22.249-12.634 32.792a134.718 134.718 0 0 1-6.318-1.979Zm12.378-84.26c-4.811-24.587-1.616-43.134 6.425-47.789c8.564-4.958 27.502 2.111 47.463 19.835a144.318 144.318 0 0 1 3.841 3.545c-7.438 7.987-14.787 17.08-21.808 26.988c-12.04 1.116-23.565 2.908-34.161 5.309a160.342 160.342 0 0 1-1.76-7.887Zm110.427 27.268a347.8 347.8 0 0 0-7.785-12.803c8.168 1.033 15.994 2.404 23.343 4.08c-2.206 7.072-4.956 14.465-8.193 22.045a381.151 381.151 0 0 0-7.365-13.322Zm-45.032-43.861c5.044 5.465 10.096 11.566 15.065 18.186a322.04 322.04 0 0 0-30.257-.006c4.974-6.559 10.069-12.652 15.192-18.18ZM82.802 87.83a323.167 323.167 0 0 0-7.227 13.238c-3.184-7.553-5.909-14.98-8.134-22.152c7.304-1.634 15.093-2.97 23.209-3.984a321.524 321.524 0 0 0-7.848 12.897Zm8.081 65.352c-8.385-.936-16.291-2.203-23.593-3.793c2.26-7.3 5.045-14.885 8.298-22.6a321.187 321.187 0 0 0 7.257 13.246c2.594 4.48 5.28 8.868 8.038 13.147Zm37.542 31.03c-5.184-5.592-10.354-11.779-15.403-18.433c4.902.192 9.899.29 14.978.29c5.218 0 10.376-.117 15.453-.343c-4.985 6.774-10.018 12.97-15.028 18.486Zm52.198-57.817c3.422 7.8 6.306 15.345 8.596 22.52c-7.422 1.694-15.436 3.058-23.88 4.071a382.417 382.417 0 0 0 7.859-13.026a347.403 347.403 0 0 0 7.425-13.565Zm-16.898 8.101a358.557 358.557 0 0 1-12.281 19.815a329.4 329.4 0 0 1-23.444.823c-7.967 0-15.716-.248-23.178-.732a310.202 310.202 0 0 1-12.513-19.846h.001a307.41 307.41 0 0 1-10.923-20.627a310.278 310.278 0 0 1 10.89-20.637l-.001.001a307.318 307.318 0 0 1 12.413-19.761c7.613-.576 15.42-.876 23.31-.876H128c7.926 0 15.743.303 23.354.883a329.357 329.357 0 0 1 12.335 19.695a358.489 358.489 0 0 1 11.036 20.54a329.472 329.472 0 0 1-11 20.722Zm22.56-122.124c8.572 4.944 11.906 24.881 6.52 51.026c-.344 1.668-.73 3.367-1.15 5.09c-10.622-2.452-22.155-4.275-34.23-5.408c-7.034-10.017-14.323-19.124-21.64-27.008a160.789 160.789 0 0 1 5.888-5.4c18.9-16.447 36.564-22.941 44.612-18.3ZM128 90.808c12.625 0 22.86 10.235 22.86 22.86s-10.235 22.86-22.86 22.86s-22.86-10.235-22.86-22.86s10.235-22.86 22.86-22.86Z"></path></svg>

Before

Width:  |  Height:  |  Size: 4.0 KiB

@@ -1,68 +0,0 @@
:root {
font-family: Inter, system-ui, Avenir, Helvetica, Arial, sans-serif;
line-height: 1.5;
font-weight: 400;
color-scheme: light dark;
color: rgba(255, 255, 255, 0.87);
background-color: #242424;
font-synthesis: none;
text-rendering: optimizeLegibility;
-webkit-font-smoothing: antialiased;
-moz-osx-font-smoothing: grayscale;
}
a {
font-weight: 500;
color: #646cff;
text-decoration: inherit;
}
a:hover {
color: #535bf2;
}
body {
margin: 0;
display: flex;
place-items: center;
min-width: 320px;
min-height: 100vh;
}
h1 {
font-size: 3.2em;
line-height: 1.1;
}
button {
border-radius: 8px;
border: 1px solid transparent;
padding: 0.6em 1.2em;
font-size: 1em;
font-weight: 500;
font-family: inherit;
background-color: #1a1a1a;
cursor: pointer;
transition: border-color 0.25s;
}
button:hover {
border-color: #646cff;
}
button:focus,
button:focus-visible {
outline: 4px auto -webkit-focus-ring-color;
}
@media (prefers-color-scheme: light) {
:root {
color: #213547;
background-color: #ffffff;
}
a:hover {
color: #747bff;
}
button {
background-color: #f9f9f9;
}
}
@@ -1,10 +0,0 @@
import React from 'react'
import ReactDOM from 'react-dom/client'
import {Home} from './App.jsx'
import './index.css'
ReactDOM.createRoot(document.getElementById('root')).render(
<React.StrictMode>
<Home />
</React.StrictMode>,
)
@@ -1,60 +0,0 @@
import { fileURLToPath, URL } from 'node:url';
import { defineConfig } from 'vite';
import plugin from '@vitejs/plugin-react';
import fs from 'fs';
import path from 'path';
import child_process from 'child_process';
const baseFolder =
process.env.APPDATA !== undefined && process.env.APPDATA !== ''
? `${process.env.APPDATA}/ASP.NET/https`
: `${process.env.HOME}/.aspnet/https`;
const certificateArg = process.argv.map(arg => arg.match(/--name=(?<value>.+)/i)).filter(Boolean)[0];
const certificateName = certificateArg ? certificateArg.groups.value : "bts.datastreamwebapp.client";
if (!certificateName) {
console.error('Invalid certificate name. Run this script in the context of an npm/yarn script or pass --name=<<app>> explicitly.')
process.exit(-1);
}
const certFilePath = path.join(baseFolder, `${certificateName}.pem`);
const keyFilePath = path.join(baseFolder, `${certificateName}.key`);
if (!fs.existsSync(certFilePath) || !fs.existsSync(keyFilePath)) {
if (0 !== child_process.spawnSync('dotnet', [
'dev-certs',
'https',
'--export-path',
certFilePath,
'--format',
'Pem',
'--no-password',
], { stdio: 'inherit', }).status) {
throw new Error("Could not create certificate.");
}
}
// https://vitejs.dev/config/
export default defineConfig({
plugins: [plugin()],
resolve: {
alias: {
'@': fileURLToPath(new URL('./src', import.meta.url))
}
},
server: {
proxy: {
'^/weatherforecast': {
target: 'https://localhost:7128/',
secure: false
}
},
port: 5173,
https: {
key: fs.readFileSync(keyFilePath),
cert: fs.readFileSync(certFilePath),
}
}
})
@@ -1,35 +0,0 @@
<Project Sdk="Microsoft.NET.Sdk.Web">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<InvariantGlobalization>true</InvariantGlobalization>
<SpaRoot>..\Bts.DataStreamWebApp.Client</SpaRoot>
<SpaProxyLaunchCommand>npm run dev</SpaProxyLaunchCommand>
<SpaProxyServerUrl>https://localhost:5173</SpaProxyServerUrl>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="CommandLineParser" Version="2.9.1" />
<PackageReference Include="Microsoft.AspNetCore.SpaProxy">
<Version>8.*-*</Version>
</PackageReference>
<PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
<PackageReference Include="Swashbuckle.AspNetCore" Version="6.4.0" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Bts.DataStreamWebApp.Client\Bts.DataStreamWebApp.Client.esproj">
<ReferenceOutputAssembly>false</ReferenceOutputAssembly>
</ProjectReference>
<ProjectReference Include="..\DataStream\DataStream.csproj" />
<ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
<ProjectReference Include="..\..\client\spark_api\spark_api.csproj" />
<ProjectReference Include="..\..\client\spark_websocket\spark_websocket.csproj" />
</ItemGroup>
<!-- <ItemGroup>
<Content Update="wwwroot\alt-index.html" CopyToPublishDirectory="Never" />
</ItemGroup> -->
</Project>
@@ -1,6 +0,0 @@
@Bts.DataStreamWebApp.Server_HostAddress = http://localhost:5268
GET {{Bts.DataStreamWebApp.Server_HostAddress}}/weatherforecast/
Accept: application/json
###
@@ -1,107 +0,0 @@
namespace Bts.DataStreamWebApp.Server.Controllers;
using BCG;
using bts.api.core;
using bts.websocket_core.json_rpc;
using Bts.DataStreamExpressions;
using Microsoft.AspNetCore.Mvc;
using Spark.Core.Disposables;
using System.Net.WebSockets;
using System.Text;
using System.Text.Json;
[Route("/ws")]
public class DataStreamSubscriptionController(ILogger<DataStreamSubscriptionController> logger) : ControllerBase {
readonly ILogger<DataStreamSubscriptionController> logger = logger;
IDisposable? streamSubscription;
[Route("/ws")]
public async Task Get() {
if (!HttpContext.WebSockets.IsWebSocketRequest) {
logger.LogError("Expected websocket request on path '{}'", HttpContext.Request.Path);
return;
}
Console.WriteLine("Establishing websocket connection...");
using var webSocket = await HttpContext.WebSockets.AcceptWebSocketAsync();
Console.WriteLine($"Websocket connection established.");
await runWebSocketServer(null, "bts", string.Empty, webSocket);
}
public static async Task Echo(WebSocket webSocket) {
var buffer = new byte[1024 * 4];
var receiveResult = await webSocket.ReceiveAsync(
new ArraySegment<byte>(buffer), CancellationToken.None);
while (!receiveResult.CloseStatus.HasValue) {
await webSocket.SendAsync(
new ArraySegment<byte>(buffer, 0, receiveResult.Count),
receiveResult.MessageType,
receiveResult.EndOfMessage,
CancellationToken.None);
receiveResult = await webSocket.ReceiveAsync(
new ArraySegment<byte>(buffer), CancellationToken.None);
}
await webSocket.CloseAsync(
receiveResult.CloseStatus.Value,
receiveResult.CloseStatusDescription,
CancellationToken.None);
}
async Task<int> runWebSocketServer(string? sparkd, string user, string password, WebSocket webSocket) {
var context = ServiceContext.create(sparkd);
await context.login(user, password);
var buffer = new byte[1024 * 4];
var receiveResult = await webSocket.ReceiveAsync(
new ArraySegment<byte>(buffer), CancellationToken.None);
try {
while (!receiveResult.CloseStatus.HasValue) {
receiveResult = await webSocket.ReceiveAsync(
new ArraySegment<byte>(buffer), CancellationToken.None);
var msg = Encoding.UTF8.GetString(buffer, 0, receiveResult.Count);
var rpcReq = JsonSerializer.Deserialize<JsonRpcRequest<DataStreamSubscription>>(msg);
var query = rpcReq?.Params?.Query ?? throw new InvalidOperationException(
"Failed to parse JsonRpcRequest.Params");
var exp = DataStreamExpressionsInterpreter.Evaluate(query);
if (exp is null) {
Console.WriteLine($"Invalid query expression: {query}.");
continue;
}
var vs = exp.getView(new Dictionary<string, StatementExpression>(0));
Disposable.dispose(ref streamSubscription);
vs.onChange += OnStreamChanged;
streamSubscription = Disposable.Create(() => vs.onChange -= OnStreamChanged);
}
} catch (Exception ex) {
Console.WriteLine($"Exception on WebsocketServer thread: {ex}");
return 1;
}
return 0;
async void OnStreamChanged(object newValue) {
if (newValue is not DataPacket dp) {
Console.WriteLine(
$"OnStreamChanged delegate expected DataPacket (actually received {newValue?.GetType()}.");
return;
}
Console.WriteLine("Received stream update.");
var added_rows_str = dp.addedRows.get_printed_rows(val => val.Length);
var msg = $"Received new rows:\n{added_rows_str}";
var encoded = Encoding.UTF8.GetBytes(msg);
var payload = new ArraySegment<byte>(encoded, 0, encoded.Length);
await webSocket.SendAsync(
payload,
receiveResult.MessageType,
receiveResult.EndOfMessage,
CancellationToken.None);
}
}
}
@@ -1,22 +0,0 @@
namespace Bts.DataStreamWebApp.Server.Controllers;
using Microsoft.AspNetCore.Mvc;
[ApiController]
[Route("[controller]")]
public class WeatherForecastController(ILogger<WeatherForecastController> logger) : ControllerBase {
static readonly string[] Summaries = [
"Freezing", "Bracing", "Chilly", "Cool", "Mild", "Warm", "Balmy", "Hot", "Sweltering", "Scorching"
];
readonly ILogger<WeatherForecastController> _logger = logger;
[HttpGet(Name = "GetWeatherForecast")]
public IEnumerable<WeatherForecast> Get() {
return Enumerable.Range(1, 5).Select(index => new WeatherForecast {
Date = DateOnly.FromDateTime(DateTime.Now.AddDays(index)),
TemperatureC = Random.Shared.Next(-20, 55),
Summary = Summaries[Random.Shared.Next(Summaries.Length)]
})
.ToArray();
}
}
@@ -1,8 +0,0 @@
namespace Bts.DataStreamWebApp.Server;
using System.Text.Json.Serialization;
public class DataStreamSubscription {
[JsonPropertyName("query")]
public string? Query { get; set; }
}
@@ -1,8 +0,0 @@
namespace Bts.DataStreamWebApp.Server;
using BCG;
class DataStreamUpdate {
public List<IBlueRow> addedRows { get; set; } = new(0);
public List<IBlueRow> deletedRows { get; set; } = new(0);
}
@@ -1,14 +0,0 @@
namespace Bts.DataStreamWebApp.Server;
using CommandLine;
class DataStreamWebAppServerOptions {
[Option("sparkd")]
public string? sparkd { get; set; }
[Option("user", Default = "bts")]
public string? user { get; set; }
[Option("password", Default = "")]
public string? password { get; set; }
}
@@ -1,58 +0,0 @@
using Microsoft.AspNetCore.Http;
using Microsoft.Extensions.Logging;
using System;
using System.Net.WebSockets;
using System.Threading;
using System.Threading.Tasks;
namespace Bts.DataStreamWebApp.Server {
// public class DataStreamWebSocketHandler {
// readonly WebSocketConnectionManager _connectionManager = new();
// readonly ILogger<DataStreamWebSocketHandler> _logger;
// public DataStreamWebSocketHandler(
// WebSocketConnectionManager connectionManager,
// ILogger<DataStreamWebSocketHandler> logger
// ) {
// _connectionManager = connectionManager;
// _logger = logger;
// }
// public async Task HandleWebSocket(HttpContext context, WebSocket webSocket) {
// var socketId = _connectionManager.AddSocket(webSocket);
// _logger.LogInformation($"WebSocket connection established with ID {socketId}");
// while (webSocket.State == WebSocketState.Open) {
// var message = await ReceiveMessageAsync(webSocket);
// if (message != null) {
// _logger.LogInformation($"Received message from ID {socketId}: {message}");
// await BroadcastMessageAsync(message);
// }
// }
// _connectionManager.RemoveSocket(socketId);
// _logger.LogInformation($"WebSocket connection closed with ID {socketId}");
// }
// async Task<string?> ReceiveMessageAsync(WebSocket webSocket) {
// var buffer = new byte[1024];
// var result = await webSocket.ReceiveAsync(new ArraySegment<byte>(buffer), CancellationToken.None);
// if (result.CloseStatus.HasValue) {
// return null;
// }
// return System.Text.Encoding.UTF8.GetString(buffer, 0, result.Count);
// }
// async Task BroadcastMessageAsync(string message) {
// foreach (var socket in _connectionManager.GetAllSockets()) {
// if (socket.Value.State == WebSocketState.Open) {
// await socket.Value.SendAsync(System.Text.Encoding.UTF8.GetBytes(message), WebSocketMessageType.Text, true, CancellationToken.None);
// }
// }
// }
// }
}
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