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Author SHA1 Message Date
arham 448925f782 gate changes 2025-07-09 08:19:22 +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
2195 changed files with 23552 additions and 10038 deletions

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+2 -1
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@@ -34,7 +34,7 @@
# src/server/sparkd/Dockerfile
SPARKD__IMAGE=sparkd
# The config dir for this service to use
SPARKD__CONFIG_DIR=src/server/sparkd/configurations/dev
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
@@ -44,5 +44,6 @@ SPARKD__CONFIG_PORT=8000
SPARKD__QUICKBUS_PORT=8001
SPARKD__SIM_FIX_PORT=8002
SPARKD__SHM_SIZE=4gb
SPARKD__PYTHON_REQUIREMENTS=requirements.txt
# TODO: add config for other services (pubsub, md-publisher, webapp, api-server, etc.)
+44 -96
View File
@@ -1,14 +1,6 @@
{
"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",
@@ -38,12 +30,12 @@
"name": "(gdb) Launch",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
@@ -199,24 +191,27 @@
"request": "launch",
"program": "",
"linux": {
"preLaunchTask": "Build Sparkd (Debug)",
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
"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 (Skip Build)",
@@ -224,74 +219,27 @@
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
{
"name": "Sparkd Test",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"preLaunchTask": "Build Sparkd (Debug)",
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"${input:sparkdTest}",
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
{
"name": "Sparkd Test (Skip Build)",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"${input:sparkdTest}",
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
"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
}
]
},
],
"inputs": [
+17 -17
View File
@@ -363,7 +363,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
},
},
"icon": {
@@ -383,7 +383,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
},
},
"icon": {
@@ -403,7 +403,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
},
},
"icon": {
@@ -427,7 +427,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0"
},
"icon": {
"id": "run",
@@ -450,7 +450,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0"
},
"icon": {
"id": "run",
@@ -473,7 +473,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0"
},
"icon": {
"id": "run",
@@ -496,7 +496,7 @@
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0"
},
"icon": {
"id": "run",
@@ -519,7 +519,7 @@
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0"
},
"icon": {
"id": "run",
@@ -541,7 +541,7 @@
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0"
},
"icon": {
"id": "run",
@@ -564,7 +564,7 @@
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0"
},
"icon": {
"id": "run",
@@ -586,7 +586,7 @@
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0"
},
"icon": {
"id": "run",
@@ -601,7 +601,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
},
},
"icon": {
@@ -617,7 +617,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
},
},
"icon": {
@@ -633,7 +633,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
},
},
"icon": {
@@ -648,7 +648,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
},
},
"icon": {
@@ -673,7 +673,7 @@
"${input:sparkConfigQuery}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0"
},
"icon": {
"id": "run",
@@ -754,7 +754,7 @@
"${input:sparkTest}"
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
}
},
},
+11 -45
View File
@@ -22,9 +22,9 @@ set(
# can run simultaneously without fighting over the same shm files (e.g., sparkd,
# api server, etc.).
set(SHARED_MEMORY_PREFIX "bts" CACHE STRING "Prefix to use when creating shared memory files")
set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
set(SPARK_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
set(EXTERNALS_BIN "${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")
@@ -36,8 +36,8 @@ 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})
add_compile_definitions(SHARED_MEMORY_PREFIX="${SHARED_MEMORY_PREFIX}")
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
@@ -47,12 +47,8 @@ endif()
add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
if(WIN32)
# 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 ".")
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.
@@ -117,12 +113,15 @@ else()
endif()
# subdirs
add_subdirectory(src/lib_spark)
if (BUILD_SPARKD)
add_subdirectory(src/lib_python_interop)
add_subdirectory(src/lib_onixs_fix)
add_subdirectory(src/lib_binance_execution)
add_subdirectory(src/server/sparkd)
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()
@@ -132,37 +131,4 @@ 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 ${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}/libonixs-fix-engine.so.4 ${CMAKE_BINARY_DIR}/server
COMMAND
ln ARGS -sf
${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
${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 "${CMAKE_INSTALL_BINDIR}")
install(
FILES
"${SPARK_LIB}/libACE-5.7.5.so"
"${SPARK_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
"${SPARK_LIB}/libonixs-fix-engine.so.4.10.1"
"${SPARK_LIB}/libonixs-fix-engine.so.4"
"${SPARK_LIB}/libonixs-fix-engine.so"
DESTINATION "${CMAKE_INSTALL_BINDIR}")
endif()
endif()
+14 -11
View File
@@ -31,9 +31,8 @@
"CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
"CMAKE_TOOLCHAIN_FILE": "${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/$<CONFIG>/bin/net8.0-windows",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0;${sourceDir}/build/$<CONFIG>/bin/net8.0-windows",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -58,11 +57,12 @@
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARKD_DATA_DIR}",
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
"type": "BOOL",
"value": "ON"
"value": "OFF"
},
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_RPATH": ".",
"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": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"DATABENTO_USE_EXTERNAL_JSON": {
@@ -76,7 +76,7 @@
},
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "ON"
"value": "OFF"
},
"SHARED_MEMORY_PREFIX": "sparkd"
}
@@ -93,7 +93,7 @@
"value": "ON"
},
"CCAPI_LOG_LEVEL": "Info",
"CONFIG_DEFAULTS_PATH": "config/profiles/md_dev/*.conf;config/profiles/default/*.conf"
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_dev/*.conf;spark/config/profiles/default/*.conf"
}
},
@@ -104,7 +104,7 @@
"cacheVariables": {
"CMAKE_BUILD_TYPE": "Release",
"CCAPI_LOG_LEVEL": "Warn",
"CONFIG_DEFAULTS_PATH": "config/profiles/md_prod/*.conf;config/profiles/default/*.conf"
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_prod/*.conf;spark/config/profiles/default/*.conf"
}
},
@@ -186,7 +186,11 @@
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"CMAKE_EXPORT_COMPILE_COMMANDS": {
"type": "BOOL",
"value": "ON"
},
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
@@ -227,7 +231,7 @@
"cacheVariables": {
"APP_DATA_DIR": "${dollar}{APPDATA}/bts/DataStream",
"APP_DATA_DIR_OVERRIDE": "${dollar}{DATA_STREAM_DATA_DIR}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
"SHARED_MEMORY_PREFIX": "data_stream"
}
},
@@ -262,8 +266,7 @@
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
+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()
+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()
+82 -63
View File
@@ -1,12 +1,23 @@
set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
set(Protobuf_PROTOC_EXECUTABLE "${EXTERNALS_BIN}/protoc")
set(PROTOBUF_INCLUDE_DIRS "${EXTERNALS_INCLUDE}")
set(PROTOBUF_STATIC_LIB "libprotobuf")
set(_protobuf_src_dir ${CMAKE_SOURCE_DIR}/src/lib_spark)
set(_protobuf_bin_dir ${CMAKE_BINARY_DIR}/src/lib_spark)
function(Protobuf_Generate_Cpp SRCS HDRS)
set(${SRCS})
set(${HDRS})
function(Protobuf_Generate_Cpp)
set(_options)
set(_one_value_args CXX_SOURCES CXX_HEADERS CXX_OUT_DIR)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
foreach(FIL ${ARGN})
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 ${FIL} DIRECTORY)
@@ -14,48 +25,56 @@ function(Protobuf_Generate_Cpp SRCS HDRS)
set(FIL_WE "${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 ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h")
add_custom_command(
OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
OUTPUT "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_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}
${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${ABS_FIL}
DEPENDS ${ABS_FIL}
COMMENT "Running C++ protocol buffer compiler on ${FIL}"
VERBATIM)
endforeach()
set_source_files_properties(${${SRCS}} ${${HDRS}} PROPERTIES GENERATED TRUE)
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(${${SRCS}} PROPERTIES COMPILE_FLAGS
set_source_files_properties(${${_ARGS_CXX_SOURCES}} PROPERTIES COMPILE_FLAGS
"/wd4309 /wd4838")
else()
set_source_files_properties(
${${SRCS}}
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS
"-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${SRCS}
${${SRCS}}
set(${_ARGS_CXX_SOURCES}
${${_ARGS_CXX_SOURCES}}
PARENT_SCOPE)
set(${HDRS}
${${HDRS}}
set(${_ARGS_CXX_HEADERS}
${${_ARGS_CXX_HEADERS}}
PARENT_SCOPE)
endfunction()
function(Service_Compiler_Generate_Cpp SRCS HDRS)
set(${SRCS})
set(${HDRS})
function(Service_Compiler_Generate_Cpp)
set(_options)
set(_one_value_args CXX_SOURCES CXX_HEADERS CXX_OUT_DIR)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
foreach(FIL ${ARGN})
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 ${FIL} DIRECTORY)
@@ -63,58 +82,58 @@ function(Service_Compiler_Generate_Cpp SRCS HDRS)
set(FIL_WE "${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 ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h")
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc")
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h")
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h")
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc")
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h")
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h")
set(TEMPLATES
${CMAKE_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
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/client.pb.cc
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/client.pb.h
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/server.pb.cc
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/cpp/server.pb.h
)
set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.py)
if(WIN32)
set(_plugin_cmd ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.cmd)
add_custom_command(
OUTPUT "${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}/${FIL_WE}.server.pb.h"
OUTPUT "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h"
COMMAND SET PYTHONPATH=${SPARK_PYTHON}
COMMAND ${CMAKE_SOURCE_DIR}/.venv/Scripts/activate.bat
COMMAND
${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${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
${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${_ARGS_CXX_OUT_DIR}
--plugin=protoc-gen-service=${_plugin_cmd}
--service_out=lang=cpp:${_ARGS_CXX_OUT_DIR} -I
${PROTOBUF_INCLUDE_DIRS} -I ${_protobuf_src_dir} ${ABS_FIL}
DEPENDS ${ABS_FIL} ${TEMPLATES} ${_plugin_cmd} ${_plugin_py}
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM)
else()
add_custom_command(
OUTPUT "${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}/${FIL_WE}.server.pb.h"
OUTPUT "${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.client.pb.h"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${FIL_WE}.server.pb.h"
COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
ARGS
${Protobuf_PROTOC_EXECUTABLE}
--cpp_out=${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}
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
--cpp_out=${_ARGS_CXX_OUT_DIR}
--plugin=protoc-gen-service=${_plugin_py}
--service_out=lang=cpp,make_file_name=${ABS_FIL}:${_ARGS_CXX_OUT_DIR}
${_proto_include_cli_args} ${ABS_FIL}
DEPENDS ${ABS_FIL} ${TEMPLATES} ${_plugin_py}
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM)
endif()
@@ -123,22 +142,22 @@ function(Service_Compiler_Generate_Cpp SRCS HDRS)
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
set_source_files_properties(${${_ARGS_CXX_SOURCES}} PROPERTIES COMPILE_FLAGS
"/wd4309 /wd4838")
else()
set_source_files_properties(
${${SRCS}}
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS
"-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${SRCS}
${${SRCS}}
set(${_ARGS_CXX_SOURCES}
${${_ARGS_CXX_SOURCES}}
PARENT_SCOPE)
set(${HDRS}
${${HDRS}}
set(${_ARGS_CXX_HEADERS}
${${_ARGS_CXX_HEADERS}}
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}" "${_cfg_defaults_str}")
endif()
endfunction()
+3 -3
View File
@@ -10,7 +10,7 @@ function(protobuf_generate_fs)
set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_fs_protos")
endif()
if (NOT DEFINED _ARGS_PROTOC)
set(_ARGS_PROTOC "${SPARK_BIN}/protoc")
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
endif()
set(_proto_include_cli_args)
@@ -27,8 +27,8 @@ function(protobuf_generate_fs)
endforeach()
set(_venv_exec ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh)
set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py)
set(_template_fs ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/templates/fs/fable.fs)
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}
+10
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@@ -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()
+39
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@@ -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()
+11
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@@ -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
-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})
+4 -2
View File
@@ -3,11 +3,12 @@ services:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
build:
dockerfile: src/server/sparkd/Dockerfile
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
sh -c "
@@ -39,11 +40,12 @@ services:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/sparkdata/conf
build:
dockerfile: src/server/sparkd/Dockerfile
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
sh -c "
@@ -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;
+6
View File
@@ -16,11 +16,16 @@ 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
pybars3==0.9.7
pybind11==2.13.6
pybind11-stubgen==2.5.3
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
@@ -31,6 +36,7 @@ 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
@@ -19,8 +19,8 @@
</ItemGroup>
<ItemGroup>
<Proto Include="../../lib/config/protos/data_stream_config.proto" CSName="DataStreamConfig">
<OutDir>$(ProtoOutputPath)/lib/config/protos</OutDir>
<Proto Include="../../lib_spark/spark/config/protos/data_stream_config.proto" CSName="DataStreamConfig">
<OutDir>$(ProtoOutputPath)/lib_spark/spark/config/protos</OutDir>
</Proto>
</ItemGroup>
+1 -1
View File
@@ -43,7 +43,7 @@
Condition="Exists($(ComputerSpecificConfig))" />
<PropertyGroup Label="ProtoBuf">
<ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
<ProtocPluginBase>$(SparkRoot)\src\lib_spark\spark\api\service_compiler</ProtocPluginBase>
</PropertyGroup>
<Choose>
<When Condition="'$(OS)' == 'Windows_NT'">
+2 -2
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@@ -24,7 +24,7 @@
<PropertyGroup>
<GenProtosCmd>$(protoc) %(Proto.FullPath)</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --error_format=msvs</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --proto_path=$(SourceRoot)</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --proto_path=$(SourceRoot)/lib_spark</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --plugin=&quot;protoc-gen-spark-csharp=$(ProtocPlugin)&quot;</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --spark-csharp_out=lang=c#,templates=immutable.pb.cs,strip_out_path=1:%(Proto.OutDir)</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --csharp_out=%(Proto.OutDir)</GenProtosCmd>
@@ -65,7 +65,7 @@
<PropertyGroup>
<GenProtosCmd>$(protoc) %(ProtoService.FullPath)</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --error_format=msvs</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --proto_path=$(SourceRoot)</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --proto_path=$(SourceRoot)/lib_spark</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --plugin=&quot;protoc-gen-service=$(ProtocPlugin)&quot;</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --service_out=lang=c#,strip_out_path=1:%(ProtoService.OutDir)</GenProtosCmd>
<GenProtosCmd>$(GenProtosCmd) --csharp_out=%(ProtoService.OutDir)</GenProtosCmd>
+9 -10
View File
@@ -1,4 +1,4 @@
cmake_minimum_required(VERSION 3.10)
cmake_minimum_required(VERSION 3.5)
project(Spark.Admin.WebApp)
include(GNUInstallDirs)
@@ -10,11 +10,11 @@ include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateFs.cmake)
file(
GLOB_RECURSE ${PROJECT_NAME}_PROTO_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
../lib/api/*.proto
../lib/api/services/*.proto
../lib/domain_model/*.proto
../lib/sparkproto/*.proto
../lib/md/protos/*.proto
../lib_spark/spark/api/*.proto
../lib_spark/spark/api/services/*.proto
../lib_spark/spark/domain_model/*.proto
../lib_spark/spark/sparkproto/*.proto
../lib_spark/spark/md/protos/*.proto
../../externals/linux/include/google/protobuf/descriptor.proto
../../externals/linux/include/google/protobuf/timestamp.proto
)
@@ -44,7 +44,7 @@ set(_build_admin_web_app_deps
${_build_admin_web_app_py}
${CMAKE_CURRENT_SOURCE_DIR}/src/Spark.Admin.WebApp.fsproj
${CMAKE_CURRENT_SOURCE_DIR}/webpack.config.js
${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/templates/fs/fable.fs
${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/fs/fable.fs
${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
${${PROJECT_NAME}_PROTO_SOURCES}
${_api_ts_SOURCES}
@@ -73,7 +73,7 @@ add_custom_command(
protobuf_generate_js(
TARGET_NAME generate_js_protos
PROTO_INCLUDE_DIRS
..
../lib_spark
../../externals/linux/include
PROTO_SOURCES ${${PROJECT_NAME}_PROTO_SOURCES}
OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/proto.js
@@ -82,7 +82,7 @@ protobuf_generate_js(
protobuf_generate_fs(
TARGET_NAME generate_fs_protos
PROTO_INCLUDE_DIRS
..
../lib_spark
../../externals/linux/include
PROTO_SOURCES ${${PROJECT_NAME}_PROTO_SOURCES}
OUT_DIR ${CMAKE_CURRENT_BINARY_DIR}/fable
@@ -184,4 +184,3 @@ install(
DIRECTORY "${CMAKE_CURRENT_SOURCE_DIR}/public"
DESTINATION "${CMAKE_INSTALL_BINDIR}/${PROJECT_NAME}"
)
+11 -1
View File
@@ -17,7 +17,7 @@ type Tab =
| PositionManagementTab
| MarginTab
let venues = [| Venue.BINANCE; Venue.BinanceUs; Venue.BinanceUsdsFutures; Venue.CBOE; Venue.COINBASE; Venue.DERIBIT; Venue.OKX; Venue.GLBX; Venue.ICE; Venue.TAIFEX; Venue.TWSE; Venue.SIM; |]
let venues = [| Venue.BINANCE; Venue.BinanceUs; Venue.BinanceUsdsFutures; Venue.BYBIT; Venue.CBOE; Venue.COINBASE; Venue.DERIBIT; Venue.GATEIO; Venue.OKX; Venue.GLBX; Venue.ICE; Venue.TAIFEX; Venue.TWSE; Venue.SIM; |]
let securityTypes = [| SecurityType.SPOT; SecurityType.FUTURE; SecurityType.OPTION; SecurityType.SPREAD; |]
@@ -50,6 +50,11 @@ type BinanceUsdsFUTURESExchangeField =
| Origin of CustomerOrFirm
| ClearingAccount of string
type BybitExchangeField =
| CTI of CTICode
| Origin of CustomerOrFirm
| ClearingAccount of string
type COINBASEExchangeField =
| CTI of CTICode
| Origin of CustomerOrFirm
@@ -60,6 +65,11 @@ type DERIBITExchangeField =
| Origin of CustomerOrFirm
| ClearingAccount of string
type GateioExchangeField =
| CTI of CTICode
| Origin of CustomerOrFirm
| ClearingAccount of string
type ICEExchangeField =
| CTI of CTICode
| Origin of CustomerOrFirm
@@ -797,6 +797,8 @@ let venueToString (venue:bts.api.Venue) =
| bts.api.Venue.BINANCE -> "BINANCE"
| bts.api.Venue.BinanceUs -> "BinanceUs"
| bts.api.Venue.BinanceUsdsFutures -> "BinanceUsdsFutures"
| bts.api.Venue.BYBIT -> "BYBIT"
| bts.api.Venue.GATEIO -> "GATEIO"
| bts.api.Venue.FTX -> "FTX"
| bts.api.Venue.OKX -> "OKX"
| bts.api.Venue.TAIFEX -> "TAIFEX"
+172
View File
@@ -0,0 +1,172 @@
cmake_minimum_required(VERSION 3.14)
project(sparkd)
include(FetchContent)
include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateCpp.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/InstallBasic.cmake)
include(GNUInstallDirs)
if (NOT DEFINED PROJECT_VERSION)
set(PROJECT_VERSION 1.0.0)
endif()
# dependencies
file(
GLOB_RECURSE ${PROJECT_NAME}_PROTO_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
*.proto
)
file(
GLOB_RECURSE ${PROJECT_NAME}_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
*.cpp
)
update_deps_file("${${PROJECT_NAME}_PROTO_SOURCES};${${PROJECT_NAME}_SOURCES}")
protobuf_generate_cpp(
CXX_SOURCES ${PROJECT_NAME}_PROTO_CXX_SOURCES
CXX_HEADERS ${PROJECT_NAME}_PROTO_CXX_HEADERS
CXX_OUT_DIR ${CMAKE_CURRENT_BINARY_DIR}/include
PROTO_INCLUDE_DIRS
${EXTERNALS_INCLUDE}
${CMAKE_SOURCE_DIR}/src/lib_spark
${CMAKE_CURRENT_SOURCE_DIR}
PROTO_SOURCES
${${PROJECT_NAME}_PROTO_SOURCES}
)
add_executable(sparkd ${${PROJECT_NAME}_SOURCES} ${${PROJECT_NAME}_PROTO_CXX_SOURCES})
# include paths
target_include_directories(
sparkd
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>/include
$<BUILD_INTERFACE:${emumba-deribit-connector-library_INCLUDE_DIRS}>
)
find_package(PkgConfig REQUIRED)
pkg_check_modules(emumba-deribit-connector-library REQUIRED emumba-deribit-connector)
# This dir contains rapidjsonConfig.cmake
list(APPEND CMAKE_PREFIX_PATH ${CMAKE_CURRENT_SOURCE_DIR}/cmake_modules)
find_package(rapidjson REQUIRED)
target_include_directories(
${PROJECT_NAME} SYSTEM
PUBLIC
$<BUILD_INTERFACE:${rapidjson_INCLUDE_DIR}>
)
add_dependencies(${PROJECT_NAME} rapidjson_project)
# databento
FetchContent_Declare(
databento
GIT_REPOSITORY https://github.com/databento/databento-cpp
GIT_TAG v0.31.0
)
FetchContent_MakeAvailable(databento)
# deribit-demo log level
if(NOT DEFINED DERIBIT_DEMO_LOG_LEVEL)
add_definitions(-DSPDLOG_ACTIVE_LEVEL=0)
message("-- Building of DERIBIT_DEMO_LOG_LEVEL=TRACE")
elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "TRACE")
add_definitions(-DSPDLOG_ACTIVE_LEVEL=0)
message("-- Building of DERIBIT_DEMO_LOG_LEVEL=TRACE")
elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "DEBUG")
add_definitions(-DSPDLOG_ACTIVE_LEVEL=1)
message("-- Building of DERIBIT_DEMO_LOG_LEVEL=DEBUG")
elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "INFO")
add_definitions(-DSPDLOG_ACTIVE_LEVEL=2)
message("-- Building of DERIBIT_DEMO_LOG_LEVEL=INFO")
elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "WARN")
add_definitions(-DSPDLOG_ACTIVE_LEVEL=3)
message("-- Building of DERIBIT_DEMO_LOG_LEVEL=WARN")
elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "ERROR")
add_definitions(-DSPDLOG_ACTIVE_LEVEL=4)
message("-- Building of DERIBIT_DEMO_LOG_LEVEL=ERROR")
elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "CRITICAL")
add_definitions(-DSPDLOG_ACTIVE_LEVEL=5)
message("-- Building of DERIBIT_DEMO_LOG_LEVEL=CRITICAL")
elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "OFF")
add_definitions(-DSPDLOG_ACTIVE_LEVEL=6)
message("-- Building of DERIBIT_DEMO_LOG_LEVEL=OFF")
else()
add_definitions(-DSPDLOG_ACTIVE_LEVEL=0)
message("-- Building of DERIBIT_DEMO_LOG_LEVEL=TRACE")
endif()
target_link_directories(
${PROJECT_NAME} PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
)
# Set RPATH so sparkd knows where to find our shared libs (e.g., libspark).
# The dirs are relative to sparkd's path, represented by "$ORIGIN".
set_target_properties(
${PROJECT_NAME} PROPERTIES
BUILD_RPATH "$ORIGIN/../lib_spark;$ORIGIN/../lib_python_interop"
INSTALL_RPATH "$ORIGIN/../${CMAKE_INSTALL_LIBDIR}"
)
include(${CMAKE_SOURCE_DIR}/cmake/SymLink.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SymLinkPythonModule.cmake)
# Py interop
sym_link_python_module(
LIB_NAME python_interop
MODULE_NAME python_interop_module
PLUGIN_NAME python_interop_plugins
)
target_link_libraries(
sparkd
spark
binance_execution
okx_execution
python_interop
python_interop_module
databento::databento
${emumba-deribit-connector-library_LIBRARIES}
tbb
quickfix
benchmark
Common++
Packet++
Pcap++
lttng-ust
-lpcap
-static-libgcc
-static-libstdc++
-pthread)
# Onixs
target_link_libraries(
${PROJECT_NAME}
onixs-cmemdh
OnixS.IceImpactMulticastPriceFeedHandlerCpp
# gcc doesn't resolve onixs-fix-engine and ACE in runtime path unless we specify
# --no-as-needed. These are onixs deps that aren't called directly by our code.
# Note: this isn't an issue for clang
-Wl,--no-as-needed
onixs-fix-engine
ACE
)
# Catch2
find_package(Catch2 CONFIG REQUIRED)
target_link_libraries(${PROJECT_NAME} Catch2::Catch2)
install_basic()
install(
FILES
"${EXTERNALS_LIB}/libonixs-cmemdh.so"
"${EXTERNALS_LIB}/libonixs-cmemdh.so.4"
"${EXTERNALS_LIB}/libonixs-cmemdh.so.4.8.0"
"${EXTERNALS_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
"${EXTERNALS_LIB}/libonixs-fix-engine.so"
"${EXTERNALS_LIB}/libonixs-fix-engine.so.4"
"${EXTERNALS_LIB}/libonixs-fix-engine.so.4.10.1"
"${EXTERNALS_LIB}/libACE-5.7.5.so"
DESTINATION ${CMAKE_INSTALL_LIBDIR}
)
+5
View File
@@ -0,0 +1,5 @@
@PACKAGE_INIT@
include("${CMAKE_CURRENT_LIST_DIR}/@PROJECT_NAME@Targets.cmake")
check_required_components(@PROJECT_NAME@)
@@ -1,6 +1,7 @@
ARG IMAGE="sparkd"
ARG CONFIG_DIR="src/server/sparkd/configurations/dev"
ARG CONFIG_DIR="src/app_sparkd/configurations/dev"
ARG SOURCE_DIR="install/sparkd-release-gcc"
ARG PYTHON_REQUIREMENTS="requirements.txt"
# sparkd_base
FROM bluetradingsystems/linux_dotnet7 AS sparkd_base
@@ -10,7 +11,11 @@ ARG SOURCE_DIR
USER "root"
RUN apt-get update && apt-get install -y liblttng-ust-dev
RUN apt-get update && apt-get install -y libpcap0.8-dev
RUN apt-get update && apt-get install -y python3.10-dev
RUN apt-get update && apt-get install -y python3-dev
RUN apt-get update && apt-get install -y python3-pip
RUN python3 -m pip install --upgrade pip
COPY "${PYTHON_REQUIREMENTS}" "/home/bts/bin/requirements.txt"
RUN pip3 install -r "/home/bts/bin/requirements.txt"
USER "bts"
COPY --chown=bts:bts "${SOURCE_DIR}" "."
@@ -22,17 +27,22 @@ FROM sparkd_base AS sparkd
# sparkd_md_replay
FROM sparkd_base AS sparkd_md_replay
ARG MD_RECORDING_DIR="src/server/sparkd/.md_recording"
ARG MD_RECORDING_DIR="src/app_sparkd/.md_recording"
COPY --chown=bts:bts "${MD_RECORDING_DIR}" "/home/bts/sparkdata/data/md_recording"
# sparkd_symbols - like sparkd, but doesn't copy a config dir into the image
FROM bluetradingsystems/linux_dotnet7 AS sparkd_symbols
ARG SOURCE_DIR
ARG PYTHON_REQUIREMENTS="requirements.txt"
USER "root"
RUN apt-get update && apt-get install -y liblttng-ust-dev
RUN apt-get update && apt-get install -y libpcap0.8-dev
RUN apt-get update && apt-get install -y python3.10-dev
RUN apt-get update && apt-get install -y python3-dev
RUN apt-get update && apt-get install -y python3-pip
RUN python3 -m pip install --upgrade pip
COPY "${PYTHON_REQUIREMENTS}" "/home/bts/bin/requirements.txt"
RUN pip3 install -r "/home/bts/bin/requirements.txt"
USER "bts"
COPY --chown=bts:bts "${SOURCE_DIR}" "."
@@ -0,0 +1,4 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/alphaworx_prod
SPARKD__SHM_SIZE=8gb
SPARKD__MEMORY=8gb
SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
@@ -0,0 +1,6 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/alphaworx_zen_hk_live-preview
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/alphaworx_zen_hk_live-preview/requirements.txt
SPARKD__SHM_SIZE=8gb
SPARKD__MEMORY=8gb
SPARKD__IMAGE=sparkd_symbols
SPARKD__RUNTIME_CONF_DIR=/home/bts/8000/sparkdata/conf
@@ -0,0 +1,6 @@
* Connects to Binance, Okx, and Bybit PRODUCTION sites with small accounts designated for test trades
* Api keys NOT included
* Configured for Alphaworx and Bts testing in a production environment
To retrieve api keys, run "python init_env.py". It should dump them to a file
called ".env.local".
@@ -0,0 +1,99 @@
import botocore
import json
import os
from boto3.session import Session
from botocore.exceptions import ClientError
from fileinput import FileInput
def update_env_file(path, env_vars: dict):
"""Update or add vars in a .env file in place."""
if not os.path.exists(path):
with open(path, "w") as file:
for k, v in env_vars.items():
file.write(f"{k}={v}\n")
return
with FileInput(path, inplace=True) as file:
for line in file:
if not line.startswith("#"):
stripped: str = line.lstrip()
key_len = stripped.find("=")
if key_len >= 0:
k = stripped[0:key_len]
if k in env_vars:
print(f"{k}={env_vars[k]}")
del env_vars[k]
continue
print(line, end="")
if len(env_vars) > 0:
with open(path, "a") as file:
for k, v in env_vars.items():
file.write(f"{k}={v}\n")
def get_secret():
secret_name = "alphaworx_api_keys"
region_name = "us-east-1"
profile_name = "bts-ap-northeast-1"
session = Session(profile_name=profile_name)
client = session.client(
service_name="secretsmanager",
region_name=region_name,
)
def on_token_error(e: Exception):
print(f"""
Failed to get secret value. {e}
Verify you are logged in to aws, then try again.
aws sso login --profile {profile_name}
If this error persists, verify you have access to these api keys.
For more help or information, talk to John.
""")
try:
get_secret_value_response = client.get_secret_value(
SecretId=secret_name)
except ClientError as e:
print(f"Failed to get secret value.\n{e}")
raise e
except botocore.exceptions.SSOTokenLoadError as tl_err:
on_token_error(tl_err)
return None
except botocore.exceptions.TokenRetrievalError as tr_err:
on_token_error(tr_err)
return None
return get_secret_value_response["SecretString"]
def _run():
this_dir = os.path.dirname(__file__)
secret_str = get_secret()
if secret_str is None:
exit(1)
secret = json.loads(secret_str)
env_vars = {}
def set_env_var(key_name: str, *json_path):
try:
val = secret[json_path[0]]
for p in json_path[1:]:
val = val[p]
env_vars[key_name] = val
print(f"Set {key_name}={val} ({'.'.join(json_path)})")
except KeyError:
print(f"Failed to set {key_name}= ({'.'.join(json_path)})")
set_env_var("BINANCE_API_KEY", "binance", "prod", "api_key")
set_env_var("BINANCE_SECRET_KEY", "binance", "prod", "secret_key")
set_env_var("BYBIT_API_KEY", "bybit", "prod_test", "api_key")
set_env_var("BYBIT_SECRET_KEY", "bybit", "prod_test", "secret_key")
update_env_file(f"{this_dir}/.env.local", env_vars)
if __name__ == "__main__":
_run()
@@ -0,0 +1,15 @@
{
"gateway_type": "bybit_execution_gateway.BybitExecutionGateway",
"account": "BYBIT_DEV",
"module_path": [
"python_interop_plugins"
],
"venue": "VENUE_BYBIT",
"api_key": "${BYBIT_API_KEY}",
"secret_key": "${BYBIT_SECRET_KEY}",
"use_testnet": true,
"logging": {
"console_level": "DEBUG",
"file_level": "DEBUG"
}
}
@@ -0,0 +1,17 @@
{
"currencies": [
"USDT"
],
"futures": [
"ANIME",
"BTC",
"ETH",
"MASK",
"RESOLV"
],
"use_testnet": true,
"logging": {
"console_level": "WARNING",
"file_level": "INFO"
}
}
@@ -0,0 +1,11 @@
certifi==2025.4.26
charset-normalizer==3.4.2
dotenv==0.9.9
idna==3.10
numpy==2.2.6
pybit==5.11.0
pycryptodome==3.23.0
python-dotenv==1.1.0
requests==2.32.4
urllib3==2.4.0
websocket-client==1.8.0
@@ -0,0 +1,138 @@
QuickbusCfg {
value {
node {
reconnect_period_secs: 1
hb_period_msecs: 15000
max_missed_hbs: 5
parent_host: ""
parent_port: 0
my_port: 0
}
client {
reconnect_period_secs: 1
hb_period_msecs: 15000
max_missed_hbs: 5
parent_host: @SystemConfig.config_ip
parent_port: @Ports.qbus_port
my_port: 0
}
}
}
JetFIX {
value {
# connection {
# name: "binance_1"
# venue: VENUE_BINANCE
# max_order_msgs_per_window: 300
# window_duration_msecs: 1000
# }
# connection {
# name: "binance_usds_futures_1"
# venue: VENUE_BINANCE_USDS_FUTURES
# max_order_msgs_per_window: 300
# window_duration_msecs: 1000
# }
connection {
name: "bybit_1"
venue: VENUE_BYBIT
max_order_msgs_per_window: 300
window_duration_msecs: 1000
}
# connection {
# name: "okx_1"
# venue: VENUE_OKX
# max_order_msgs_per_window: 300
# window_duration_msecs: 1000
# }
}
}
MarketDataConfig {
value {
# binance {
# num_depth_levels: 5
# url_rest_base: "https://api.binance.com"
# url_ws_base: "wss://stream.binance.com:9443"
# security_criteria {
# clauses {
# security_types: SECURITY_TYPE_SPOT
# symbols: @SymbolLists.list[Binance].symbol
# name_regexps: "USDC|USDT$"
# }
# }
# }
# binance_usds_futures {
# num_depth_levels: 5
# url_rest_base: "https://fapi.binance.com"
# url_ws_base: "wss://fstream.binance.com"
# security_criteria {
# clauses {
# security_types: SECURITY_TYPE_FUTURE
# symbols: @SymbolLists.list[BinanceUsdsFutures].symbol
# }
# }
# }
# okx {
# num_depth_levels: 5
# url_rest_base: "https://www.okx.com"
# url_ws_base: "wss://ws.okx.com:8443"
# security_criteria {
# clauses {
# security_types: SECURITY_TYPE_SPOT
# symbols: @SymbolLists.list[OkxSpots].symbol
# }
# clauses {
# security_types: SECURITY_TYPE_FUTURE
# symbols: @SymbolLists.list[OkxFutures].symbol
# }
# }
# is_application_ping_pong_enabled: true
# application_ping_interval_ms: 20000
# application_pong_timeout_ms: 10000
# is_protocol_ping_pong_enabled: true
# protocol_ping_interval_ms: 60000
# protocol_pong_timeout_ms: 30000
# }
python_md_providers {
venue: VENUE_BYBIT
module_path: "python_interop_plugins"
provider_type: "bybit_md_provider.BybitMdProvider"
}
}
}
NotSimExecution {
value {
# entries {
# venue: VENUE_BINANCE
# }
# entries {
# venue: VENUE_BINANCE_USDS_FUTURES
# }
entries {
venue: VENUE_BYBIT
}
# entries {
# venue: VENUE_OKX
# }
}
}
# OkxExeCfg {
# value {
# account: "PROD"
# ops_id: "op_id_bts"
# secret_key: "240038D7A28D7F9461247CFCB8E43710"
# api_key: "dc188532-c74c-4d40-affe-3c6bf4d0ca9a"
# passphrase: ":,7i%tA%ivfj%SCbX?Ut"
# ws_url: "wss://ws.okx.com:8443"
# rest_url: "https://www.okx.com"
# ws_ping_timeout_seconds: 10
# ws_ping_interval_seconds: 10
# ws_reconnect_interval_seconds: 5
# ws_reconnect_max_count: 5
# simulated_trading: false
# tdmode: "cross"
# }
# }
@@ -0,0 +1,66 @@
SymbolLists {
value {
list {
key: "Binance"
symbol: "ANIME"
symbol: "BTC"
symbol: "ETH"
symbol: "MASK"
symbol: "RESOLV"
}
list {
key: "BinanceUsdsFutures"
symbol: "ANIME"
symbol: "BTC"
symbol: "ETH"
symbol: "MASK"
symbol: "RESOLV"
}
list {
key: "OkxSpots"
symbol: "ANIME"
symbol: "BTC"
symbol: "ETH"
symbol: "MASK"
symbol: "RESOLV"
}
list {
key: "Bybit"
symbol: "ANIME"
symbol: "BTC"
symbol: "ETH"
symbol: "MASK"
symbol: "RESOLV"
}
list {
key: "OkxFutures"
symbol: "ANIME"
symbol: "BTC"
symbol: "ETH"
symbol: "MASK"
symbol: "RESOLV"
}
}
}
Symbols {
value {
# venues {
# name: "VENUE_BINANCE"
# spot: @SymbolLists.list[Binance].symbol
# }
# venues {
# name: "VENUE_BINANCE_USDS_FUTURES"
# future: @SymbolLists.list[BinanceUsdsFutures].symbol
# }
venues {
name: "VENUE_BYBIT"
future: @SymbolLists.list[Bybit].symbol
}
# venues {
# name: "VENUE_OKX"
# spot: @SymbolLists.list[OkxSpots].symbol
# future: @SymbolLists.list[OkxFutures].symbol
# }
}
}
@@ -1,4 +1,4 @@
SPARKD__CONFIG_DIR=src/server/sparkd/configurations/alphaworx_zen_hk_live
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/alphaworx_zen_hk_live
SPARKD__SHM_SIZE=8gb
SPARKD__MEMORY=8gb
SPARKD__IMAGE=sparkd_symbols
@@ -0,0 +1,9 @@
{
"api_key": "${BINANCE_API_KEY}",
"secret_key": "${BINANCE_SECRET_KEY}",
"account": "PROD",
"rest_endpoint": "https://api.binance.com",
"ws_endpoint": "wss://ws-api.binance.com:443/ws-api/v3",
"ws_stream_endpoint": "wss://stream.binance.com:9443",
"use_cross_margin_api": true
}
@@ -0,0 +1,9 @@
{
"api_key": "${BINANCE_API_KEY}",
"secret_key": "${BINANCE_SECRET_KEY}",
"account": "PROD",
"rest_endpoint": "https://fapi.binance.com",
"ws_endpoint": "wss://ws-fapi.binance.com/ws-fapi/v1",
"ws_stream_endpoint": "wss://fstream.binance.com",
"use_cross_margin_api": false
}
@@ -35,8 +35,8 @@ def update_env_file(path, env_vars: dict):
def get_secret():
secret_name = "alphaworx-binance-api-keys"
region_name = "ap-northeast-1"
secret_name = "alphaworx_api_keys"
region_name = "us-east-1"
profile_name = "bts-ap-northeast-1"
session = Session(profile_name=profile_name)
client = session.client(
@@ -77,10 +77,19 @@ def _run():
exit(1)
secret = json.loads(secret_str)
env_vars = {}
if "api-key" in secret:
env_vars["BINANCE_API_KEY"] = secret["api-key"]
if "secret-key" in secret:
env_vars["BINANCE_SECRET_KEY"] = secret["secret-key"]
def set_env_var(key_name: str, *json_path):
try:
val = secret[json_path[0]]
for p in json_path[1:]:
val = val[p]
env_vars[key_name] = val
print(f"Set {key_name}={val} ({'.'.join(json_path)})")
except KeyError:
print(f"Failed to set {key_name}= ({'.'.join(json_path)})")
set_env_var("BINANCE_API_KEY", "binance", "prod", "api_key")
set_env_var("BINANCE_SECRET_KEY", "binance", "prod", "secret_key")
update_env_file(f"{this_dir}/.env.local", env_vars)
@@ -0,0 +1,2 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/binance_dev
SPARKD__SHM_SIZE=8gb
@@ -0,0 +1,2 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/binance_py_dev
SPARKD__SHM_SIZE=8gb
@@ -0,0 +1 @@
* Connects to Binance test nets for market data and execution
@@ -0,0 +1,8 @@
{
"api_key": "${BINANCE_API_KEY}",
"secret_key": "${HOME}/sparkdata/conf/.secrets/binance_1.pem",
"account": "BINANCE_DEV",
"rest_endpoint": "https://testnet.binance.vision",
"ws_endpoint": "wss://ws-api.testnet.binance.vision/ws-api/v3",
"ws_stream_endpoint": "wss://stream.testnet.binance.vision:9443"
}
@@ -0,0 +1,8 @@
{
"api_key": "${BINANCE_USDS_FUTURES_API_KEY}",
"secret_key": "${BINANCE_USDS_FUTURES_SECRET_KEY}",
"account": "BINANCE_DEV",
"rest_endpoint": "https://testnet.binancefuture.com",
"ws_endpoint": "wss://testnet.binancefuture.com/ws-fapi/v1",
"ws_stream_endpoint": "wss://stream.binancefuture.com"
}
@@ -0,0 +1,124 @@
import traceback
import botocore
import json
import os
from boto3.session import Session
from botocore.exceptions import ClientError
from fileinput import FileInput
def update_env_file(path, env_vars: dict):
"""Update or add vars in a .env file in place."""
if not env_vars:
# Nothing to update
return
if not os.path.exists(path):
with open(path, "w") as file:
for k, v in env_vars.items():
file.write(f"{k}={v}\n")
return
with FileInput(path, inplace=True) as file:
for line in file:
if not line.startswith("#"):
stripped: str = line.lstrip()
key_len = stripped.find("=")
if key_len >= 0:
k = stripped[0:key_len]
if k in env_vars:
print(f"{k}={env_vars[k]}")
del env_vars[k]
continue
print(line, end="")
if len(env_vars) > 0:
with open(path, "a") as file:
for k, v in env_vars.items():
file.write(f"{k}={v}\n")
def write_pem_file(file_path: str, text: str):
try:
dir_path = os.path.dirname(file_path)
os.makedirs(dir_path, exist_ok=True)
# rw-------
mode = 0o600
fd = os.open(file_path, os.O_WRONLY | os.O_CREAT | os.O_TRUNC, mode)
with os.fdopen(fd, "x") as f:
f.write(text)
return True
except Exception:
print(f"Error writing pem file '{file_path}'.")
traceback.print_exc()
return False
def get_secret(secret_name: str, profile_name: str):
session = Session(profile_name=profile_name)
client = session.client(service_name="secretsmanager")
def on_token_error(e: Exception):
print(f"""
Failed to get secret value '{secret_name}'. {e}
Verify you are logged in to aws, then try again.
aws sso login --profile {profile_name}
If this error persists, verify you have access to these api keys.
For more help or information, talk to John.
""")
try:
get_secret_value_response = client.get_secret_value(
SecretId=secret_name)
except ClientError as e:
print(f"Failed to get secret value.\n{e}")
raise e
except botocore.exceptions.SSOTokenLoadError as tl_err:
on_token_error(tl_err)
return None
except botocore.exceptions.TokenRetrievalError as tr_err:
on_token_error(tr_err)
return None
return get_secret_value_response["SecretString"]
def _init_binance_1():
this_dir = os.path.dirname(__file__)
secret_str = get_secret("dev/binance/john", "bts-us-east-1")
if secret_str is None:
exit(1)
secret = json.loads(secret_str)
env_vars = {}
if "api-key" in secret:
env_vars["BINANCE_API_KEY"] = secret["api-key"]
if "secret-key-pem" in secret:
sk_pem = secret["secret-key-pem"]
sk_pem = "\n".join(sk_pem)
write_pem_file(f"{this_dir}/.secrets/binance_1.pem", sk_pem)
update_env_file(f"{this_dir}/.env.local", env_vars)
def _init_binance_usds_futures_1():
this_dir = os.path.dirname(__file__)
secret_str = get_secret("dev/binance_usds_futures/john.hmac",
"bts-us-east-1")
if secret_str is None:
exit(1)
secret = json.loads(secret_str)
env_vars = {}
if "api-key" in secret:
env_vars["BINANCE_USDS_FUTURES_API_KEY"] = secret["api-key"]
if "secret-key" in secret:
env_vars["BINANCE_USDS_FUTURES_SECRET_KEY"] = secret["secret-key"]
update_env_file(f"{this_dir}/.env.local", env_vars)
def _run():
_init_binance_1()
_init_binance_usds_futures_1()
if __name__ == "__main__":
_run()
@@ -0,0 +1,8 @@
{
"gateway_type": "dummy_execution_gateway.DummyExecutionGateway",
"account": "BINANCE_DEV",
"module_path": [
"python_execution_gateways"
],
"venue": "VENUE_BINANCE_USDS_FUTURES"
}
@@ -0,0 +1,119 @@
JetFIX {
value {
# connection {
# name: "binance_1"
# venue: VENUE_BINANCE
# max_order_msgs_per_window: 300
# window_duration_msecs: 1000
# }
connection {
name: "binance_usds_futures_1"
venue: VENUE_BINANCE_USDS_FUTURES
max_order_msgs_per_window: 300
window_duration_msecs: 1000
}
}
}
PublisherOptions {
value {
network_interface: "0.0.0.0"
heartbeat_ms: 5000
heartbeat_boot_seconds: 60
skip_options: true
hot_initial: 1024
hot_growth: 1024
cold_initial: 8192
cold_growth: 2048
channel_prefix: ""
disable_heartbeat: true
}
}
Logging {
value {
initial_queue_size: 120001
max_queue_growth: 4
console {
default_level: "Info"
subsystem {
name: "OrderMan"
level: "Diag"
}
}
file {
default_level: "Info"
# subsystem {
# name: "md"
# level: "Diag"
# }
subsystem {
name: "OrderMan"
level: "Diag"
}
subsystem {
name: "Http"
level: "Diag"
}
}
}
}
MarketDataConfig {
value {
# binance {
# num_depth_levels: 5
# # url_rest_base: "wss://ws-api.binance.com:9443"
# # According to Binance, the "apiN" urls offer performance at the cost of stability.
# # https://developers.binance.com/docs/binance-spot-api-docs/rest-api/general-api-information
# # url_rest_base: "https://api1.binance.com:9443"
# # url_rest_base: "https://api.binance.com"
# url_rest_base: "https://testnet.binance.vision"
# # url_ws_base: "wss://ws-api.binance.com"
# url_ws_base: "wss://testnet.binance.vision"
# security_criteria {
# clauses {
# security_types: SECURITY_TYPE_SPOT
# symbols: @SymbolLists.list[Binance].symbol
# name_regexps: "USDC|USDT$"
# }
# }
# }
binance_usds_futures {
num_depth_levels: 5
# url_rest_base: "https://fapi.binance.com"
# url_ws_base: "wss://fstream.binance.com"
url_rest_base: "https://testnet.binancefuture.com"
url_ws_base: "wss://stream.binancefuture.com"
security_criteria {
clauses {
security_types: SECURITY_TYPE_FUTURE
symbols: @SymbolLists.list[BinanceUsdsFutures].symbol
}
}
}
}
}
NotSimExecution {
value {
# entries {
# venue: VENUE_BINANCE
# }
entries {
venue: VENUE_BINANCE_USDS_FUTURES
}
# entries {
# venue: VENUE_GLBX
# }
# entries {
# venue: VENUE_OKX
# }
# entries {
# venue: VENUE_TAIFEX
# }
}
}
@@ -0,0 +1,37 @@
SymbolLists {
value {
list {
key: "Binance"
symbol: "AAVE"
symbol: "AVAX"
symbol: "BNB"
symbol: "BTC"
symbol: "DOGE"
symbol: "EIGEN"
symbol: "ETH"
}
list {
key: "BinanceUsdsFutures"
symbol: "AAVE"
symbol: "AVAX"
symbol: "BNB"
symbol: "BTC"
symbol: "DOGE"
symbol: "EIGEN"
symbol: "ETH"
}
}
}
Symbols {
value {
venues {
name: "VENUE_BINANCE"
spot: @SymbolLists.list[Binance].symbol
}
venues {
name: "VENUE_BINANCE_USDS_FUTURES"
future: @SymbolLists.list[BinanceUsdsFutures].symbol
}
}
}
@@ -0,0 +1 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/bybit_dev
@@ -0,0 +1,15 @@
{
"gateway_type": "bybit_execution_gateway.BybitExecutionGateway",
"account": "BYBIT_DEV",
"module_path": [
"python_interop_plugins"
],
"venue": "VENUE_BYBIT",
"api_key": "${BYBIT_API_KEY}",
"secret_key": "${BYBIT_SECRET_KEY}",
"use_testnet": true,
"logging": {
"console_level": "WARNING",
"file_level": "INFO"
}
}
@@ -0,0 +1,20 @@
{
"currencies": [
"USDT"
],
"futures": [
"ADA",
"BNB",
"BTC",
"DUCK",
"ETH",
"MILK",
"PRIME",
"XRP"
],
"use_testnet": true,
"logging": {
"console_level": "WARNING",
"file_level": "INFO"
}
}
@@ -0,0 +1,61 @@
JetFIX {
value {
connection {
name: "bybit_1"
venue: VENUE_BYBIT
max_order_msgs_per_window: 300
window_duration_msecs: 1000
}
}
}
PublisherOptions {
value {
network_interface: "0.0.0.0"
heartbeat_ms: 5000
heartbeat_boot_seconds: 60
skip_options: true
hot_initial: 1024
hot_growth: 1024
cold_initial: 8192
cold_growth: 2048
channel_prefix: ""
disable_heartbeat: true
}
}
Logging {
value {
initial_queue_size: 120001
max_queue_growth: 4
file {
default_level: "Info"
subsystem {
name: "QBus"
level: "Warn"
}
subsystem {
name: "md"
level: "Diag"
}
}
}
}
MarketDataConfig {
value {
python_md_providers {
venue: VENUE_BYBIT
module_path: "python_interop_plugins"
provider_type: "bybit_md_provider.BybitMdProvider"
}
}
}
NotSimExecution {
value {
entries {
venue: VENUE_BYBIT
}
}
}
@@ -0,0 +1,24 @@
SymbolLists {
value {
list {
key: "Bybit"
symbol: "ADA"
symbol: "BNB"
symbol: "BTC"
symbol: "DUCK"
symbol: "ETH"
symbol: "MILK"
symbol: "PRIME"
symbol: "XRP"
}
}
}
Symbols {
value {
venues {
name: "VENUE_BYBIT"
future: @SymbolLists.list[Bybit].symbol
}
}
}
+2
View File
@@ -0,0 +1,2 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
SPARKD__SHM_SIZE=8gb
@@ -0,0 +1,4 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/gateio_dev
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/gateio_dev/requirements.txt
SPARKD__IMAGE=sparkd_symbols
SPARKD__RUNTIME_CONF_DIR=/home/bts/8000/sparkdata/conf
@@ -0,0 +1,19 @@
{
"gateway_type": "gateio_execution_gateway.GateioExecutionGateway",
"account": "GATEIO_DEV",
"module_path": [
"python_interop_plugins"
],
"venue": "VENUE_GATEIO",
"old_api_key":"b05a32a37fb21bd719a3a61901a8d0dd" ,
"old_secret_key": "ef776a256285823e98a8d1dd897324cdb05e933b9b39723c8f8d6bdb0af2dcb7",
"use_testnet": true,
"api_key": "be5478ae23219292fbe9597439b4201d",
"secret_key": "ecc8bf77a2a3109c553cd194d5bd066211bca9a51ffbcf4e3c3db285620065a8",
"ws_base_url":"wss://ws-testnet.gate.io",
"ws_usdt_futures":"/v4/ws/futures/usdt",
"logging": {
"console_level": "DEBUG",
"file_level": "DEBUG"
}
}
@@ -0,0 +1,45 @@
{
"api_key": "e4a0c6b198549042b13faa7645640d60",
"secret_key": "527c37877efc247bb0b6158cf3d5d18b84db720da894307f1e2ab88df3aaf0ee",
"ws_url": "wss://fx-ws-testnet.gateio.ws/v4/ws/usdt",
"currencies": [
"USDT"
],
"spots": [
"AMP",
"AR",
"ARB",
"ATOM",
"BTC",
"CAKE",
"CELO",
"CRV",
"ETH",
"FIL",
"GMT",
"GMX",
"HIGH",
"ICP",
"IMX",
"IOTX",
"LRC",
"MANA",
"MINA",
"NEAR",
"NOT",
"OMG",
"OP",
"OXY",
"PEOPLE",
"TURBO",
"VET",
"WAVES",
"YFI",
"ZIL",
"ZRX"
],
"logging": {
"console_level": "WARNING",
"file_level": "INFO"
}
}
@@ -0,0 +1,11 @@
certifi==2025.4.26
charset-normalizer==3.4.2
dotenv==0.9.9
idna==3.10
numpy==2.2.6
pybit==5.11.0
pycryptodome==3.23.0
python-dotenv==1.1.0
requests==2.32.4
urllib3==2.4.0
websocket-client==1.8.0
@@ -0,0 +1,65 @@
PublisherOptions {
value {
network_interface: "0.0.0.0"
heartbeat_ms: 5000
heartbeat_boot_seconds: 60
skip_options: true
hot_initial: 1024
hot_growth: 1024
cold_initial: 8192
cold_growth: 2048
channel_prefix: ""
disable_heartbeat: true
}
}
Logging {
value {
initial_queue_size: 120001
max_queue_growth: 4
file {
default_level: "Info"
subsystem {
name: "md"
level: "Diag"
}
}
}
}
MarketDataConfig {
value {
python_md_providers {
venue: VENUE_GATEIO
module_path: "python_md_providers"
provider_type: "gateio_md_provider.GateIoMdProvider"
}
}
}
NotSimExecution {
value {
entries {
venue: VENUE_GATEIO
}
}
}
JetFIX {
value {
connection {
name: "gateio_1"
venue: VENUE_GATEIO
max_order_msgs_per_window: 300
window_duration_msecs: 1000
}
}
}
Ports {
value {
config_port: 8000
qbus_port: 8001
glbx_sim_fix_port: 8002
ice_sim_fix_port: 8003
replicator_port: 8080
}
}
@@ -0,0 +1,47 @@
SymbolLists {
value {
list {
key: "Gateio"
symbol: "AMP"
symbol: "AR"
symbol: "ARB"
symbol: "ATOM"
symbol: "BTC"
symbol: "CAKE"
symbol: "CELO"
symbol: "CRV"
symbol: "ETH"
symbol: "FIL"
symbol: "GMT"
symbol: "GMX"
symbol: "HIGH"
symbol: "ICP"
symbol: "IMX"
symbol: "IOTX"
symbol: "LRC"
symbol: "MANA"
symbol: "MINA"
symbol: "NEAR"
symbol: "NOT"
symbol: "OMG"
symbol: "OP"
symbol: "OXY"
symbol: "PEOPLE"
symbol: "TURBO"
symbol: "VET"
symbol: "WAVES"
symbol: "YFI"
symbol: "ZIL"
symbol: "ZRX"
}
}
}
Symbols {
value {
venues {
name: "VENUE_GATEIO"
spot: @SymbolLists.list[Gateio].symbol
}
}
}
@@ -0,0 +1 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/py_dummy_md
@@ -0,0 +1,38 @@
PublisherOptions {
value {
network_interface: "0.0.0.0"
heartbeat_ms: 5000
heartbeat_boot_seconds: 60
skip_options: true
hot_initial: 1024
hot_growth: 1024
cold_initial: 8192
cold_growth: 2048
channel_prefix: ""
disable_heartbeat: true
}
}
Logging {
value {
initial_queue_size: 120001
max_queue_growth: 4
file {
default_level: "Info"
subsystem {
name: "md"
level: "Diag"
}
}
}
}
MarketDataConfig {
value {
python_md_providers {
venue: VENUE_GLBX
module_path: "python_md_providers"
provider_type: "dummy_md_provider.DummyMdProvider"
}
}
}
@@ -0,0 +1,17 @@
SymbolLists {
value {
list {
key: "Glbx"
symbol: "ES"
}
}
}
Symbols {
value {
venues {
name: "VENUE_GLBX"
future: @SymbolLists.list[Glbx].symbol
}
}
}
@@ -0,0 +1,2 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/sim_dev
SPARKD__SHM_SIZE=8gb
@@ -1,5 +1,5 @@
#include "AlgoDefinitionServiceServer.h"
#include "lib/utils/PBUtils.h"
#include "spark/utils/PBUtils.h"
namespace bts {
namespace api {
@@ -1,9 +1,17 @@
#pragma once
#include "lib/api/public/ServiceContext.h"
#include "lib/api/services/AlgoDefinitionService.server.pb.h"
#include "lib/persistence/IStore.h"
#include "lib/persistence/SqliteStore.h"
#include "spark/api/public/ServiceContext.h"
#include "spark/api/services/AlgoDefinitionService.server.pb.h"
#include "spark/api/services/OrderService.client.pb.h"
#include "spark/api/services/OrderService.pb.h"
#include "spark/logging/logging.h"
#include "spark/persistence/IStore.h"
#include "spark/persistence/SqliteStore.h"
#include "spark/utils/PBUtils.h"
#include "spark/utils/TimeStamp.h"
#include "spark/utils/bts_assert.h"
#include "spark/utils/bts_no_copy.h"
#include <memory>
#include <boost/tokenizer.hpp>
#include <fmt/format.h>
@@ -1,14 +1,14 @@
#include "AnalyticsServiceServer.h"
#include "lib/api/apicore.pb.h"
#include "lib/api/services/AnalyticsService.pb.h"
#include "lib/api/services/AnalyticsService.server.pb.h"
#include "lib/logging/logging.h"
#include "lib/persistence/IStore.h"
#include "lib/persistence/SqliteStore.h"
#include "lib/utils/PBUtils.h"
#include "lib/utils/TimeStamp.h"
#include "lib/utils/bts_assert.h"
#include "server/sparkd/algo/AlgoDefinitionServiceServer.h"
#include "spark/api/apicore.pb.h"
#include "spark/api/services/AnalyticsService.pb.h"
#include "spark/api/services/AnalyticsService.server.pb.h"
#include "spark/logging/logging.h"
#include "spark/persistence/IStore.h"
#include "spark/persistence/SqliteStore.h"
#include "spark/utils/PBUtils.h"
#include "spark/utils/TimeStamp.h"
#include "spark/utils/bts_assert.h"
#include "sparkd/algo/AlgoDefinitionServiceServer.h"
#include <boost/algorithm/string.hpp>
#include <boost/tokenizer.hpp>
@@ -1,6 +1,7 @@
#pragma once
#include "lib/api/services/AnalyticsService.server.pb.h"
#include "spark/api/services/AnalyticsService.server.pb.h"
#include "spark/utils/bts_no_copy.h"
namespace bts {
namespace api {
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