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Author SHA1 Message Date
John Colvin 84351460b5 refactor: Add IDataStreamFactory(s) for spatial arb streams 2025-08-24 13:46:58 -04:00
John Colvin 9a1fee4e83 Support custom stream argument parsers 2025-08-24 13:46:58 -04:00
John Colvin dd55866056 Make stream arg name regex match case insensitive 2025-08-24 13:46:57 -04:00
John Colvin 8f6e2b8512 tool: Run Spark.exe from its own directory
It looks in the working directory for runtime config appsettings.json files.
2025-08-24 13:46:57 -04:00
John Colvin b9a36f5d51 cleanup: Remove unused BooleanExpressionToken Negate 2025-08-24 13:46:57 -04:00
John Colvin 3a3bec5821 doc: Comment why MDConsumer must be kept alive
The language server suggests removing it because it isn't referenced.
However, it contains unmanaged resources that mustn't be prematurely
garbage collected.
2025-08-24 13:46:57 -04:00
John Colvin 05a5e9dcf8 refactor: Rename AddRemoteQueryManager -> AddRemoteQueryStreams 2025-08-24 13:46:57 -04:00
John Colvin b1211ed590 refactor: Hide md client behind interface, create via Dep Injection 2025-08-24 13:46:57 -04:00
John Colvin d9a2ab00f8 Drop dump-books and dump-securities from spark_api_server cli
These were subcommands were out of place. This exe has one purpose: run
the Spark Api Server.
2025-08-24 13:46:57 -04:00
John Colvin 22ea8a7070 cleanup: Remove unused MarketDataClient from OrderSample 2025-08-24 13:46:57 -04:00
John Colvin 1b7543e94b build: Launch console for Spark Debug builds, otherwise hide it 2025-08-24 13:46:57 -04:00
John Colvin c66d8c1f99 cleanup: Remove ancient winforms sdk ui example 2025-08-24 13:46:57 -04:00
John Colvin 87d6a97198 cleanup: Fix a ton of build warnings (cs)
All these warnings have been bothering me for a while. The work isn't done, but
this commit chops them down from ~1000 to ~600.

* AppendCollection.cs
* AppendStreamModified.cs
* BenzingaNewsStream.cs
* BenzingaNewsSymbolStateStream.cs
* BookStream.cs
* CSVSaverStream.cs
* ChartsUtils.cs
* ColumnInfo.cs
* ContractUtils.cs
* ContractUtils.cs
* DiffStream.cs
* FuturesActiveContractStream.cs
* FuzzyJoinOverTimeStream.cs
* HistoricalBarsStream.cs
* HistoricalBarsStream.cs
* InstrumentsStream.cs
* JoinOperandRowIndex.cs
* JoinRow.cs
* JoinStream.cs
* JoinTable.cs
* JoinTableSchema.cs
* LatencyStream.cs
* LeftInternalJoinStream.cs
* LightForeignJoinRow.cs
* LightForeignJoinRowList.cs
* LightLeftForeignJoinRow.cs
* LiteralStream.cs
* NLStream.cs
* NLToDSLStream.cs
* NLToIndexedFewShotPromptStream.cs
* NonIncGroupByStream.cs
* NonIncJoinBookkeeper.cs
* NonIncJoinSpec.cs
* OHLCVStream.cs
* OpenAIPromptStream.cs
* PriceStatsStream.cs
* PriceStatsStream.cs
* ProjectHelper.cs
* ProjectStream.cs
* PubSubServerStateStream.cs
* PubsubHeartbeatStream.cs
* SimpleNode.cs
* SortRow.cs
* SpatialArbStatsStream.cs
* SpatialFuturePairsStream.cs
* SpreadPerformanceEvaluator.cs
* SpreadPerformanceStream.cs
* StreamIOCommon.cs
* SuperJoinStream.cs
* TableMetaDataStream.cs
* TextWriterStream.cs
* TimeAverageStream.cs
2025-08-24 13:46:57 -04:00
John Colvin cf05d07692 style: Normalize indentation in PubsubHeartbeatStream.cs 2025-08-24 13:46:56 -04:00
John Colvin 9ccc4467ba chore: Add GetValue, TryGetValue ext fns to IBlueRow 2025-08-24 13:46:56 -04:00
John Colvin 9c2223b4da chore: Add 'Empty' fn for BlueTable/Schema (for convenience) 2025-08-24 13:46:56 -04:00
John Colvin b09a39ceb6 cleanup: Remove redundant code block in HistoricalBarsStream.cs 2025-08-24 13:46:56 -04:00
John Colvin 8ebf437c9e cleanup: Fix indentation and build warnings in TestStream.cs 2025-08-24 13:46:56 -04:00
John Colvin 160dbb624f fix (preemptive): Avoid StackOverflow in md client securities fn
One of the 'securities_incremental' fns was calling back into itself instead of
the other overload. This is a 'preemptive' fix because the problematic code path
wasn't running in practice (though it was a ticking time bomb).
2025-08-24 13:46:56 -04:00
John Colvin da945b39c7 cleanup: Make MDConsumer.on_security nonnull
It's always initialized in the constructor.
2025-08-24 13:46:56 -04:00
John Colvin bfede66c31 refactor: Decouple ViewStreamDatabase from TableStream, ISubscriberCore 2025-08-24 13:46:56 -04:00
John Colvin bc39b8fda9 chore: Add position index to IDataStreamFactory input args 2025-08-24 13:46:56 -04:00
John Colvin 12fadab839 check pt: PingPong algo (2) 2025-08-24 13:46:56 -04:00
John Colvin bcbfc56e7d check pt: PingPong algo 2025-08-24 13:46:56 -04:00
John Colvin efd389ea46 Add environment variable override for app data path
Historically, ~/sparkdata on linux, and ~/AppData/Roaming/bts on win.
Now that we may run multiple exes at once (api server, pubsub, sparkd, etc.),
we need to support multiple data dirs on the same host.
2025-08-24 13:46:56 -04:00
John Colvin ce236da67b Drop ".exe" from log dir name on windows 2025-08-24 13:46:56 -04:00
John Colvin e91fb32207 feat: Add SpreadBook stream 2025-08-24 13:46:56 -04:00
John Colvin 0cf576a055 fix: Check settings Subject.IsDisposed before using 2025-08-24 13:46:56 -04:00
John Colvin 7213b05c9e ui (launcher): Move "X" button to left of report menu items
This is a more natural location. Also, it looked weird on the right because the
menu labels aren't fixed width, so the buttons weren't vertically aligned.
2025-08-24 13:46:55 -04:00
John Colvin 19a6f53cfa refactor: Use HostBuilder to launch spark w/ streams 2025-08-24 13:46:55 -04:00
John Colvin 7a53bf4b01 build (cleanup): Get rid of global.json
We don't need it anymore
2025-08-24 13:46:55 -04:00
John Colvin 965186874e build: Update System.Composition pkg refs to 8.0.0 2025-08-24 13:46:55 -04:00
John Colvin f8704dd083 cleanup: Mark a few classes "internal" in Spark 2025-08-24 13:46:55 -04:00
John Colvin 93c2770abe cleanup: Use consistent access modifier in TabDocument partial class
It should be marked internal in both xaml and xaml.cs (it was previously
only so in the latter).
2025-08-24 13:46:55 -04:00
John Colvin f422b752a4 refactor: Consolidate ShellBootstrapper and base class into one 2025-08-24 13:46:55 -04:00
John Colvin d6f7031716 feat: Add Stream Reports shell window 2025-08-24 13:46:55 -04:00
John Colvin 5d34bdbecf build: Define custom "main" (entry point) for Spark exe
This is a prelude to integrating streams into spark. The plan is to use
an ms HostBuilder to instantiate stream services/dependencies alongside
the spark Application object.
2025-08-24 13:46:55 -04:00
John Colvin 0c96c3bc06 cleanup: Get rid of stunnel code
This looks like it hasn't been hooked up for years...it would only start
if a stunnel.conf file was detected, which hasn't been around for a very
long time.
2025-08-24 13:46:55 -04:00
John Colvin 1da06732e2 fix: Only create mutex if spark app is NOT running in vs designer
I accidentally droped the '!' in a cleanup commit 4 years ago
2025-08-24 13:46:55 -04:00
John Colvin 641f00b4e0 fix Extend dsl to support explicit param names 2025-08-24 13:46:55 -04:00
John Colvin d860573910 vscode: Add DSQA debug cfg to skip build 2025-08-24 13:46:55 -04:00
John Colvin fa8f623263 fix (dsqa): Resolve name conflicts with new BlueOrb streams 2025-08-24 13:46:55 -04:00
John Colvin 706d9235ca fix: Fix typo in "DateTimeExpansionStream" type name
Previously, it was "DateTimeExpanstion" (erroneous "t")
2025-08-24 13:46:55 -04:00
John Colvin 03c99cc3df chore: Add CircularBuffer class (c#) 2025-08-24 13:46:55 -04:00
John Colvin fc050f4bd3 refactor: Rename ExceptionAssert.is_valid ExceptionAssert.Index.IsValid
Like the ExceptionAssert.Argument class that provides methods that throw
ArgumentException if a condition isn't satisfied, the ExceptionAssert.Index
class provides methods that throw IndexOutOfRange exceptions.
2025-08-24 13:46:55 -04:00
John Colvin 39b3490f5a chore: Add OffsetList class
This supports mutations (unlike the SubRangeWrapper class).
2025-08-24 13:46:54 -04:00
John Colvin a0ef2c3348 cleanup: Remove "partial" class modifiers from OrderBook vm classes
They simply weren't necessary.
2025-08-24 13:46:54 -04:00
John Colvin acb420d4cc check pt: Proof of concept ladder left panel price point collection 2025-08-24 13:46:54 -04:00
John Colvin ab07697985 ui: Adjust ladder ticks-per-row with ctrl+shift+mousewheel 2025-08-24 13:46:54 -04:00
John Colvin 6ad7418931 build: Change publish_data_stream.py to publish the sln
We were publishing individual projects as a workaround for the
dependency issue (bug) that caused some projects to incorrectly target
net8.0. The fact that publishing individual projects "just worked" was
probably dumb luck. Now that the underlying issue has been addressed, we
can resume publishing the sln as a whole.
2025-08-24 13:46:54 -04:00
John Colvin 783764fc1f build: Add scripts to publish data stream apps 2025-08-24 13:46:54 -04:00
John Colvin 5771b19c18 build: Use separate cmd to build DataStreamSuite/QueryAnalyzer.sln
The DataStreamSuite.sln builds the new webapp now, which will
(eventually) replace DSQA. We'll keep it around for now, but with a
clean separation from the main build.
2025-08-24 13:46:54 -04:00
John Colvin ee5b78ed9c feat: Add DataStream WebApp
Included in DataStreamSuite.sln, but not DataStreamQueryAnalyzer.sln
2025-08-24 13:46:54 -04:00
John Colvin d609dcd3c2 cleanup: Remove unused code 2025-08-24 13:46:54 -04:00
John Colvin 7b266cd4d0 Reduce log noise in AsyncTCPConnection_AsyncWrapper 2025-08-24 13:46:54 -04:00
John Colvin de8593af5a TEMP changes to appsettings.json (at least i should review them before making permanent) 2025-08-24 13:46:54 -04:00
John Colvin ab6f6e1790 Add ColumnIndex class to resolve column names to indices
Improves performance compared to accessing columns by name
2025-08-24 13:46:54 -04:00
John Colvin 51e38ca793 Increase SQLiteEnumerator page size to 65536
This performs better, and doesn't seem to be too large in practice
2025-08-24 13:46:53 -04:00
John Colvin 7b2bc4b10c Serialize TimeSpan w/ microsecond precision in DataPacket json 2025-08-24 13:46:53 -04:00
John Colvin 05cae5c959 Format DateTimes w/ microsecond precision in DataPacketJsonConverter 2025-08-24 13:46:53 -04:00
John Colvin aaca8f0f3a Add BlueColumnTable for pandas integration
This will make it easier/more natural to support pandas column expressions
2025-08-24 13:46:53 -04:00
John Colvin 59a16677d1 Add c# Variant class, modeled after std::variant in c++ 2025-08-24 13:46:53 -04:00
John Colvin 50e7bba3d7 refactor: Rename snake_case fns PascalCase 2025-08-24 13:46:53 -04:00
John Colvin 6026ca0c62 refactor: Use dependency injection in DSQA 2025-08-24 13:46:53 -04:00
John Colvin 253512cef8 refactor: Load IDataStreamFactory(s) with dependency injection
So we can create ViewStreams that depend on other services, config, etc.
Previously, the PrimitiveManager relied purely on static construction of
types through reflection.
2025-08-24 13:46:53 -04:00
John Colvin ae050d9401 chore: Make BlueTableSchemaAdapter implement IBlueTableSchema 2025-08-24 13:46:53 -04:00
John Colvin eb0f386328 refactor: Rename "BlueTableSchemaAdaptor" with "er" 2025-08-24 13:46:53 -04:00
John Colvin b5aca5637c refactor: Replace DataPacket w/ IDataPacket in stream handlers 2025-08-24 13:46:53 -04:00
John Colvin 685507eed4 refactor: Change namespace to Bts.DataStreamCore for a few types
Since they're in the DataStreamCore csproj
2025-08-24 13:46:53 -04:00
John Colvin 6567baa7d5 Make 'name' default to CallerArgumentExpression for convenience 2025-08-24 13:46:52 -04:00
John Colvin 39dc6c24ed refactor: Replace if/else with switch cases 2025-08-24 13:46:52 -04:00
John Colvin 317a8cee60 cleanup: Remove over-engineered subcommands
We don't need explicit subcommands to 'run onixs' md (just use config).
2025-08-24 13:46:52 -04:00
John Colvin 9bb7beabc2 fix: Ensure IDGenerator instance is created before deref 2025-08-24 13:46:52 -04:00
John Colvin 2364c82254 fix: Expand undefined vars to empty string
Bugs (fixed):
  * Md shared memory file names have unexpanded variable: '${BTS_SHARED_MEMORY_PREFIX}'
2025-08-24 13:46:52 -04:00
John Colvin b3114f2a62 fix: Emplace MDConsumerHandle instead of copy assign 2025-08-24 13:46:52 -04:00
John Colvin b64a8ba214 cleanup: Remove unnecessary code
Trim includes as well
2025-08-24 13:46:52 -04:00
John Colvin b257b673fb improvement: Set SHARED_MEMORY_PREFIX to an environment variable
So we can effectively define it at runtime. We don't want to have to
produce different builds just to change the shared mem prefix.
2025-08-24 13:46:52 -04:00
John Colvin 43df2bbdc5 fix: Always prepend proc name to shared mem prefix
Our shared memory model isn't really designed to be shared across
processes. Maybe some day it will.
2025-08-24 13:46:52 -04:00
John Colvin 5f80492c93 cleanup: Remove redundant macro def 2025-08-24 13:46:52 -04:00
John Colvin 5a63b25a8f Skip md recording thread loop if no recorders configured to run 2025-08-24 13:46:51 -04:00
John Colvin 5647beed40 cleanup: Trivial whitespace cleanup in Protobuf.cmake 2025-08-24 13:46:51 -04:00
John Colvin d3900e3149 build: Clean up data_files cmake proj (support --target clean) 2025-08-24 13:46:51 -04:00
John Colvin 221505e243 fix build: Add ShmSegmentName.cpp to windows client sources 2025-08-24 13:46:51 -04:00
John Colvin d16c696ecf Add api server to docker compose 2025-08-24 13:46:51 -04:00
John Colvin c371fd8e99 Change api server ports so they don't conflict w/ ds webapp 2025-08-24 13:46:51 -04:00
John Colvin 16fb295a37 build: Resolve app data dir and shared mem prefix at runtime
We really can't define them at compile time anymore as we build multiple
exes that depend on libspark in the same dir (e.g., spark api server,
pubsub, ds-publisher, webapp, etc.). That means one libspark.so (or dll)
must serve all exes. We should compile a consistent libspark to mitigate
the risk of running an exe with the wrong version (of libspark). For
example, running pubsub with a libspark configured for spark api server,
leftover from an earlier build.
2025-08-24 13:46:51 -04:00
John Colvin bb157c768c Don't log "initializing spark config" if it has already been initialized 2025-08-24 13:46:51 -04:00
John Colvin 8c9ac51bb6 vscode: Add debug cfg for spark api server 2025-08-24 13:46:51 -04:00
John Colvin 39d04285d0 Use dependency injection in spark api server 2025-08-24 13:46:51 -04:00
John Colvin 41db558841 Add SparkLoggerAdapter for Msft ILogger 2025-08-24 13:46:51 -04:00
John Colvin cdebdd5765 fix: Don't assert on exception in BooleanExpression.evaluate
Bugs (fixed):
  * DataStream WebApp Server sometimes crashes when the user enters a
    bad query.
2025-08-24 13:46:50 -04:00
John Colvin bb7a000689 Assert that local ip address is successfully obtained 2025-08-24 13:46:50 -04:00
John Colvin d62816ac0b improvement: Resolve hostnames when comparing ip addrs
So we can to configure pubsub routes by hostname or ipv4 (ipv6 hasn't
been tested yet...so we should assume it doesn't work).
2025-08-24 13:46:50 -04:00
John Colvin 964ec5b565 Assert TcpConnection endpoint matches expected 2025-08-24 13:46:50 -04:00
John Colvin 46247b6439 Catch exceptions on AsyncTCPConnector_AsyncWrapper background thread
Since it spawns a new thread on each attempt, uncaught exceptions were previously undetected,
and caused silent failures down the pipe. This should make it easier to track such bugs down.
2025-08-24 13:46:50 -04:00
John Colvin 10e862074c fix: Format PubSubRoute as json in log msgs
It was previously using the default ToString, which simply returns the type name
2025-08-24 13:46:50 -04:00
John Colvin 9ce0bd1e35 build: Upgrade packages (deps) in DataStreamTests 2025-08-24 13:46:50 -04:00
John Colvin 6d93cf856f cleanup: Remove unused ViewStreamDatabase config 2025-08-24 13:46:50 -04:00
John Colvin fd68164eef vscode: Add PubSubServer debug cfg to skip build 2025-08-24 13:46:50 -04:00
John Colvin 863efdd53f Remove reference to spark protobuf Config in ViewStream
We can't read spark protobuf Config until it has been initialized,
and since ViewStream doesn't have the configServer param handy it
isn't able to initialize config if necessary. In that case, it would simply
block until config was initialized by someone else. Such a risk doesn't
seem justified for this particular configuration dependency
(DataStreamConfig.UseUncopiedNewRowsInFire). For now, its hardcoded to false.
2025-08-24 13:46:50 -04:00
John Colvin 3d94eabab7 refactor: Run RemoteQueryManager as an IHostedService
This paradigm more accurately represents the RemoteQueryManager as a
Service that can be started/stopped.
2025-08-24 13:46:50 -04:00
John Colvin 450ef9985a fix: Ensure spark config init and login are only performed once
As a static function that could be called from anywhere in the code
(directly or indirectly), 'Configuration.Initialize' was vulnerable to
race bugs. The "Configuration.get<T>()" method, whose calls are
ubiquitous in our code, would initialize config if it hadn't been done
so already. Without a reference to the configServer param, this param
would effectively be ignored/overridden with null.

It's important that login only be performed once, for obvious reasons
(our exes that connect to sparkd are generally designed to process data
for a single user). Furthermore, not every routine that requires a
successful login has a reference to the credentials needed to do it. To
address this, we now pass the ISparkdLoginService singleton to these
routines so they can wait until the singular login task has completed
before they begin.
2025-08-24 13:46:50 -04:00
John Colvin 0bf7e209a0 Assert ViewStreamDatabase.instance is only created once
The instance must be initialized via ViewStreamDatabase.SetGlobalInstance
2025-08-24 13:46:50 -04:00
John Colvin b5c666c505 cleanup: Remove unused code from ViewStreamDatabase 2025-08-24 13:46:49 -04:00
John Colvin 198cda76a8 fix: Define BoooleanConstant before StringConstant
Otherwise the former masks the latter and prevents it from matching
2025-08-24 13:46:49 -04:00
John Colvin dc17774e07 cleanup: Remove unnecessary deps from csprojs 2025-08-24 13:46:49 -04:00
John Colvin c9c33045f4 fix: Catch exception when creating TcpClient 2025-08-24 13:46:49 -04:00
John Colvin e36b3bf115 fix: Make SystemSubscriptionMapPublisher threadsafe
The PubSubState.onTagMapChanged event may not be invoked on
the same thread as doWork.
2025-08-24 13:46:49 -04:00
John Colvin a6383c08a4 fix: Add a few null checks
* TimeBasedFilter
* TableAccumulator2
* NonIncGroupByStream
2025-08-24 13:46:49 -04:00
John Colvin ee651061b9 Reduce task wait/timeout code in AsyncTCPConnector 2025-08-24 13:46:49 -04:00
John Colvin 2a497b460d fix build warnings: Make props nullable strings in SharedStreamConfig 2025-08-24 13:46:49 -04:00
John Colvin ac5edfb0ce Assert that System publishers 'doWork' is always called on same thread 2025-08-24 13:46:49 -04:00
John Colvin 54cf46e926 deploy: Add pubsub and md-publisher services to compose.yaml 2025-08-24 13:46:49 -04:00
John Colvin 116778a0cc refactor: Model config profiles after dotnet appsettings
Namely, in DataStreamPublisher and PubSubServer. This is part of a
broader paradigm shift towards dotnet factory pattern.

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

* Rename Configurations/<name>.json -> appsettings.<name>.json
* Move reusable startup code into new Bts.Extensions.Hosting proj
2025-08-24 13:46:49 -04:00
John Colvin f7b835997e Add ErrorChanged event to propagate DataStream exceptions 2025-08-24 13:46:49 -04:00
John Colvin c920c6f3a9 fix build: Fix Spark build after making config init async 2025-08-24 13:46:49 -04:00
John Colvin 36de4d1578 refactor: Tweak SparkCoreServices to synchronize Configuration.init globally 2025-08-24 13:46:49 -04:00
John Colvin 0571cb40a0 refactor: Change Configuration.initialize to be async 2025-08-24 13:46:48 -04:00
John Colvin 1ca6acdd23 vscode: Add 'isSparkApiEnabled' input to launch.json 2025-08-24 13:46:48 -04:00
John Colvin f4f3c881db Remove unused PubSubConfig props 2025-08-24 13:46:48 -04:00
John Colvin 36e150f6c7 Capture OperationCanceledException (instead of TaskCanceledException)
The former is the base class for the latter, so this will widen the umbrella to catch a few corner cases
that would otherwise been handled by the generic "Exception" catch block. One corner case I know
of is when an op is canceled via "CancellationToken.ThrowIfCancellationRequested". In that case,
an OperationCanceledException is thrown (not a TaskCanceledException).

https://stackoverflow.com/questions/34359129/operationcanceledexception-vs-taskcanceledexception-when-task-is-canceled
2025-08-24 13:46:48 -04:00
John Colvin f98b435e0b Fix dsqa config json 2025-08-24 13:46:48 -04:00
John Colvin dce4c5f543 fix: Always call 'handle_internal_pubs' in PubSubMessageReactor main loop 2025-08-24 13:46:48 -04:00
John Colvin d4d696e135 Fix mismatched types in PubSubServerTagStatsStream schema 2025-08-24 13:46:48 -04:00
John Colvin bb818d9dcc Add DataStreamPublisher service modules designed for Dependency Injection
* Change DataStreamPublisher json fields to match cs class property names verbatim
* Rename Publishers -> PublisherNodes in DataStreamPublisherConfig
2025-08-24 13:46:48 -04:00
John Colvin 14e838de6a refactor: Decouple ViewPublisher from IPubTableBroker impl 2025-08-24 13:46:48 -04:00
John Colvin 6fe35e2692 Add PubSub service modules designed for Dependency Injection
* Get rid of JsonPropertyName attributes in PubSubConfig
  - The Dependency Injection framework (based around dotnet ApplicationBuilder)
    does not support this attribute, and maps property names verbatim to json fields.

* Change PubSubServer json fields to match cs class property names verbatim
2025-08-24 13:46:48 -04:00
John Colvin 08f9784ed0 refactor: Decouple RemoteQueryManager from IManagedSubscriber, IPubTableBroker impl 2025-08-24 13:46:48 -04:00
John Colvin bde4ee6308 refactor: Decouple ManagedSubscriber from ISubscriberCore impl 2025-08-24 13:46:48 -04:00
John Colvin 03116a2973 refactor: Only support 1 tag type in IPubSubServerTagHandler 2025-08-24 13:46:48 -04:00
John Colvin d0d6d587d7 refactor: Decouple PubTableBroker from IPublisherCore impl
Reference interface rather than the PublisherCore impl.
2025-08-24 13:46:48 -04:00
John Colvin 765e45d95a fix: Dispose market data sub in various md streams 2025-08-24 13:46:48 -04:00
John Colvin cd833ceb36 cleanup: Remove unused pubsub tag handler code
* Removed 'IPubSubServerTagHandler.register'
  - All implementations of this function were empty
* Removed 'IPubSubServerTagHandler.supportedTagTypes'
  - This property wasn't referenced anywhere
* Remove IWorker inheritance from IPubSubServerTagHandler
  - No reason these interfaces have to be tied together
2025-08-24 13:46:47 -04:00
John Colvin a148a03175 refactor: Rename CloudStreamManager.cs -> RemoteQueryManager.cs
This matches the file name
2025-08-24 13:46:47 -04:00
John Colvin 338edfd732 Change pub sub schema prefix 'bluto://' -> 'bts-cloud://'
In config json files (not actual code change)
2025-08-24 13:46:47 -04:00
John Colvin 2a9ca60654 chore: Fix typos in log msgs
* Bad string interopolation syntax
2025-08-24 13:46:47 -04:00
John Colvin 03a677df4c vscode: Add DataStreamPublisher debug cfg to skip build 2025-08-24 13:46:47 -04:00
John Colvin 07b32e4da4 Add spark service modules designed for Dependency Injection 2025-08-24 13:46:47 -04:00
John Colvin 3b1b74a1bf cleanup: Fix benign typos in build scripts
Change BUILD_SPARK_PY var name to BUILD_PY (these scripts build other
projects than 'spark').
2025-08-24 13:46:47 -04:00
John Colvin 645a447248 fix build (warn): Only use Registry on windows 2025-08-24 13:46:47 -04:00
John Colvin 4580a1af21 cleanup: Fix numerous build warnings in DataStreamSuite
Nearly all warnings were due to nullability issues, since the concept of
nullable reference types did not exist when the DataStream code was
originally written.

* PubSubClientMessage
  - Normalize indentation/whitespace
  - Fix some typos
  - Address nullability issues to fix build warnings
  - Modernize code

* Compression related files
  - ZipEntry
  - ZipFile
  - ZipInputStream
  - TarHeader

* RemoteMessage
  - make 'message' nullable to resolve warnings elsewhere (in calling code)

* PubSubSingleTagStateEvent.cs
* PubSubMessageReactor
* PubSubState
* SystemHeartbeatPublisher
* SystemStatsPublisher
* SingleTagData
* ManagedTCPMessageHub
* PubsubDeserializationController
* PublisherCore
* InflaterHuffmanTree
* AsyncTCPConnection_APM
* ThreadSafeQueue
* ManagedSubscriber
* SubscriberCore
* PubSubServerManagedTCPConnection
* AsyncTCPConnection_APM
* SuperMapStream
* MapStream
* TradeBarsStream
2025-08-24 13:46:47 -04:00
John Colvin 85a68a14c6 cleanup: Disable nullability warnings
* BZip2InputStream
* TarInputStream
* Inflater
* InflaterDynHeader
* BZip2OutputStream
* DeflaterHuffman
* ParallelJoinTest
2025-08-24 13:46:47 -04:00
John Colvin 3476bbca02 cleanup: Modernize PubSubRoute code, json parsing 2025-08-24 13:46:47 -04:00
John Colvin fdb1811f03 cleanup: Remove unused DateTime grammar from exp parser 2025-08-24 13:46:47 -04:00
John Colvin 7db9f9368b chore: Add json facilities for DataStream websocket api 2025-08-24 13:46:47 -04:00
John Colvin 983eb24584 refactor: Add handy WebsocketExtensions
* IsSocketStateOpen
* IsClosedProperly
2025-08-24 13:46:47 -04:00
John Colvin 312aa9c669 chore: Add JsonRpc types for websocket paradigm 2025-08-24 13:46:46 -04:00
John Colvin a11b0959bb cleanup: Remove empty file (clearly added by accident) 2025-08-24 13:46:46 -04:00
John Colvin 4c6702b506 editorconfig: Use standard c# capitalization rules
* Use 'PascalCase' for public members (instead of 'snake_case')
* Use 'camelCase' for private members (instead of '_snake_case')
2025-08-24 13:46:46 -04:00
John Colvin e0e0c408a5 Add generic ViewStream, BlueRow types/interfaces 2025-08-24 13:46:46 -04:00
John Colvin db2bd425be Add BlueRowColumnMask to hide columns w/ minimal overhead
Less overhead than ProjectStream
2025-08-24 13:46:46 -04:00
John Colvin 2af3c6e98d fix: Remove query from literal error stream
The parser can't handle colons in the expression (it throws/crashes)
2025-08-24 13:46:46 -04:00
John Colvin 74c1ef8dab fix: Remove erroneous "DSL: " prefix in ai prompt stream
This causes parse errors since we extended the dsl syntax to support
named params in the form of "name: arg".
2025-08-24 13:46:46 -04:00
John Colvin e3bcfa792c feat: Extend dsl to support explicit param names
When using explicit names, the argument order doesn't matter, and args
with defaults are automatically populated if omitted.
2025-08-24 13:46:46 -04:00
John Colvin 8f55916fe0 Add async SQLiteEnumerator to read sqlite tables as IBlueRowCollection 2025-08-24 13:46:46 -04:00
John Colvin 9fbf509b30 Add gen purpose blue row/table utils for data streams
* Add BlueRowReflection<T> so ViewStream implementations can use
  strong row types without needing to implement IBlueRow
* Add default implementations for IDictionary members in IBlueRow to make
  implementing IBlueRow less tedious
2025-08-24 13:46:46 -04:00
John Colvin 2004b76ebc ui: Add long/short avg cost lines to ladder 2025-08-24 13:46:46 -04:00
John Colvin 614e4de884 ui: Add exec fee columns to fills grid 2025-08-24 13:46:46 -04:00
John Colvin 0ba34da70e chore: Add exec fee to sec metadata config 2025-08-24 13:46:45 -04:00
John Colvin 826c1164be chore: Add fill_aggressor prop to ITradeLogRow 2025-08-24 13:46:45 -04:00
John Colvin 7b41dbb19a diag: Reduce "Waiting for request" log level to diag in py bridge
It's too noisy for Info
2025-08-24 17:45:21 +00:00
Adeel Khan e6a3116327 FIX: Minor recorder fixes. 2025-08-21 22:12:03 +00:00
Adeel Khan 86ce16790a FIX: Changed log level. 2025-08-21 22:12:03 +00:00
Adeel Khan 897cf10be6 ADD: Support for bbo in MDRecorder & Config support. 2025-08-21 22:12:03 +00:00
Adeel Khan ca27903f63 ADD: Support for Spreads on Bybit. Gateio fixes. 2025-08-21 22:12:03 +00:00
Adeel Khan 1b5f1bfb27 UPDATE: Added back Spots to Bybit MD. 2025-08-21 22:12:03 +00:00
John Colvin 217db51cbc fix: Propagate error message to ExecutionReport in bybit gw
Specifically, the 'rejectReason' field in order update json.
2025-08-21 13:52:57 +00:00
John Colvin c08a893ecf change: Hardcode PostOnly flag for Limit/GTC orders in bybit gw
'PostOnly' is a TimeInForce flag that we don't have in our system. It makes it
so Limit orders that would be filled on entry are rejected. Ali's SprayAndSkew
algo needs this to avoid taker fees.
2025-08-21 13:31:37 +00:00
John Colvin a022f08b49 fix: Don't log error when positions are empty in bybit gw
This particular error log was intended for failed position requests. Since an
empty list evaluates to false in python, we were incorrectly interpreting an
empty result as a failed request.
2025-08-20 15:08:25 +00:00
John Colvin 5af98658d8 fix: Fix typos in bybit_execution_gateway.py
* Change 'new_req' -> 'req'
* Change 'self.exe_report_callback' -> 'self.bridge.on_execution_report'

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

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

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

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

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

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

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

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

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

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

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

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

Windows specific notes:

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

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

* EmumbaMarketDataProvider
* CCApiMarketDataProvider
* PyMarketDataProvider
* OnixsMarketDataProvider
* ReplayMarketDataProvider

As a side effect, individual py market data sources are now explicitly
limited to a single venue (it probably should have been this way all
along, since the shared memory writers do not expect updates to involve
multiple venues).
2025-06-16 11:08:50 -04:00
John Colvin 36cc186626 cleanup: Remove dependency on quickfix for string to_lower
We shouldn't depend on external libs for trivial things like converting
strings to lower case.
2025-06-16 11:08:50 -04:00
John Colvin 2e78af1756 fix build: Upgrade IronPython to 3.4.2
All csprojs need to be on same version (Spark.csproj was on 3.4.1, while
DataStream.csproj was on 3.4.2)
2025-06-16 11:08:50 -04:00
2941 changed files with 63358 additions and 21105 deletions

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+6
View File
@@ -25,6 +25,12 @@
"commands": [
"fake"
]
},
"dotnet-t4": {
"version": "3.0.0",
"commands": [
"t4"
]
}
}
}
+1
View File
@@ -22,6 +22,7 @@
"extensions": [
"eamodio.gitlens",
"llvm-vs-code-extensions.vscode-clangd",
"ms-python.python",
"ms-vscode.cmake-tools",
"ms-vscode.cpptools",
"xaver.clang-format"
+30 -16
View File
@@ -207,17 +207,23 @@ dotnet_naming_symbols.parameters.applicable_accessibilities = public,internal,pr
dotnet_naming_symbols.private_symbols.applicable_kinds = property,method,field,event,delegate
dotnet_naming_symbols.private_symbols.applicable_accessibilities = protected,private
# local symbols
dotnet_naming_symbols.local_symbols.applicable_kinds = local
# parameter symbols
dotnet_naming_symbols.parameter_symbols.applicable_kinds = parameter
# Naming styles
dotnet_naming_style.snake_case.required_prefix =
dotnet_naming_style.snake_case.required_suffix =
dotnet_naming_style.snake_case.word_separator = _
dotnet_naming_style.snake_case.capitalization = all_lower
dotnet_naming_style.pascal_case.required_prefix =
dotnet_naming_style.pascal_case.required_suffix =
dotnet_naming_style.pascal_case.word_separator =
dotnet_naming_style.pascal_case.capitalization = pascal_case
dotnet_naming_style.private_snake_case.required_prefix = _
dotnet_naming_style.private_snake_case.required_suffix =
dotnet_naming_style.private_snake_case.word_separator = _
dotnet_naming_style.private_snake_case.capitalization = all_lower
dotnet_naming_style.camel_case.required_prefix =
dotnet_naming_style.camel_case.required_suffix =
dotnet_naming_style.camel_case.word_separator =
dotnet_naming_style.camel_case.capitalization = camel_case
dotnet_naming_style.user_types.required_prefix =
dotnet_naming_style.user_types.required_suffix =
@@ -229,6 +235,10 @@ dotnet_naming_style.interface.required_suffix =
dotnet_naming_style.interface.word_separator =
dotnet_naming_style.interface.capitalization = pascal_case
dotnet_naming_style.local.capitalization = camel_case
dotnet_naming_style.parameter.capitalization = camel_case
# rules
dotnet_naming_rule.user_types.symbols = user_types
dotnet_naming_rule.user_types.style = user_types
@@ -238,14 +248,18 @@ dotnet_naming_rule.interfaces.symbols = interface
dotnet_naming_rule.interfaces.style = interface_style
dotnet_naming_rule.interfaces.severity = suggestion
dotnet_naming_rule.public_members_snake_case.symbols = public_symbols
dotnet_naming_rule.public_members_snake_case.style = snake_case
dotnet_naming_rule.public_members_snake_case.severity = suggestion
dotnet_naming_rule.public_members.symbols = public_symbols
dotnet_naming_rule.public_members.style = pascal_case
dotnet_naming_rule.public_members.severity = suggestion
dotnet_naming_rule.private_members_snake_case.symbols = private_symbols
dotnet_naming_rule.private_members_snake_case.style = private_snake_case
dotnet_naming_rule.private_members_snake_case.severity = suggestion
dotnet_naming_rule.private_members.symbols = private_symbols
dotnet_naming_rule.private_members.style = camel_case
dotnet_naming_rule.private_members.severity = suggestion
dotnet_naming_rule.parameters.symbols = parameters
dotnet_naming_rule.parameters.style = snake_case
dotnet_naming_rule.variables_are_camel_case.severity = suggestion
dotnet_naming_rule.variables_are_camel_case.symbols = local_symbols
dotnet_naming_rule.variables_are_camel_case.style = local
dotnet_naming_rule.parameters.symbols = parameter_symbols
dotnet_naming_rule.parameters.style = parameter
dotnet_naming_rule.parameters.severity = suggestion
+2 -1
View File
@@ -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.)
+1
View File
@@ -11,6 +11,7 @@ cmake-build-debug/
**.vscode/*
!.vscode/launch.json
!.vscode/tasks.json
!.vscode/*.env
.vs
obj/
*.csproj.user
+223 -108
View File
@@ -14,6 +14,68 @@
"type": "coreclr",
"request": "attach"
},
{
"name": "Api Server",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"preLaunchTask": "Build Api Server (Debug)",
"program": "spark_api_server.exe",
"args": [
"run",
"--sparkd",
"http://127.0.0.1:8000/config"
],
"cwd": "build/Debug/bin/net8.0",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Api Server (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "spark_api_server.exe",
"args": [
"run",
"--sparkd",
"http://127.0.0.1:8000/config"
],
"cwd": "build/Debug/bin/net8.0",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Bts.DataStreamWebApp.Server",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream WebApp (Debug)",
"program": "${workspaceFolder}/build/Debug/bin/net8.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "${input:dataStreamWebAppServerEnvironment}",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
{
"name": "Bts.DataStreamWebApp.Server (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "${workspaceFolder}/build/Debug/bin/net8.0/Bts.DataStreamWebApp.Server.dll",
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "${input:dataStreamWebAppServerEnvironment}",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
{
"name": "DataStreamPublisher",
"type": "coreclr",
@@ -26,11 +88,28 @@
"windows": {
"program": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json"
],
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "DataStreamPublisher (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"linux": {
"program": "DataStreamPublisher",
},
"windows": {
"program": "DataStreamPublisher.exe",
},
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -82,16 +161,29 @@
"name": "DataStreamQueryAnalyzer",
"type": "coreclr",
"request": "launch",
//"preLaunchTask": "Build DataStreamQueryAnalyzer (Debug)",
"preLaunchTask": "Build DataStreamQueryAnalyzer (Debug)",
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json"
],
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
},
},
"stopAtEntry": false,
"console": "integratedTerminal",
},
{
"name": "DataStreamQueryAnalyzer (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
},
},
@@ -110,11 +202,28 @@
"windows": {
"program": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
],
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "PubSubServer (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"linux": {
"program": "PubSubServer",
},
"windows": {
"program": "PubSubServer.exe",
},
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -127,6 +236,9 @@
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:sparkEnvironment}",
}
},
"stopAtEntry": false,
"console": "integratedTerminal"
@@ -139,6 +251,9 @@
"windows": {
"program": "Spark.exe",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:sparkEnvironment}",
}
},
"stopAtEntry": false,
"console": "integratedTerminal"
@@ -199,24 +314,27 @@
"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)",
@@ -224,98 +342,85 @@
"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": [
{
"id": "dataStreamPublisherConfig",
"id": "dataStreamPublisherEnvironment",
"type": "pickString",
"description": "Publisher Configuration",
"options": [
"MarketDataPublisher",
"SimpleEchoClient",
"SimpleTestDataPublisher",
"TestDataPublisher",
"Development",
"MarketData",
"Production",
"ProductionAws",
"Staging",
],
"default": "MarketDataPublisher",
},
{
"id": "pubSubServerConfig",
"id": "pubSubServerEnvironment",
"type": "pickString",
"description": "PubSub Configuration",
"options": [
"PubSubServer",
"SimpleEchoClient",
"Development",
"EchoServer",
"Production",
"ProductionAws",
"Staging",
],
"default": "PubSubServer",
"default": "Development",
},
{
"id": "dataStreamWebAppServerEnvironment",
"type": "pickString",
"description": "DataStream WebApp Environment",
"options": [
"Development",
"Production",
"ProductionAws",
"Staging",
]
},
{
"id": "dataStreamQueryAnalyzerEnvironment",
"type": "pickString",
"description": "DataStreamQueryAnalyzer Configuration",
"options": [
"Development",
],
"default": "Development",
},
{
"id": "sparkEnvironment",
"type": "pickString",
"description": "Spark Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "sparkConfigServer",
@@ -333,5 +438,15 @@
"type": "promptString",
"description": "Test to run",
},
{
"id": "isSparkApiEnabled",
"type": "pickString",
"description": "Enable Spark Api (connect to sparkd)",
"options": [
"True",
"False",
],
"default": "True",
}
]
}
+1
View File
@@ -0,0 +1 @@
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins
+264 -58
View File
@@ -121,6 +121,117 @@
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStreamQueryAnalyzer",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_data_stream_query_analyzer.cmd",
},
"args": [
"--configuration",
"${input:buildConfiguration}",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStreamQueryAnalyzer (Debug)",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_data_stream_query_analyzer.cmd",
},
"args": [
"--configuration",
"Debug",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStreamQueryAnalyzer (Release)",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_data_stream_query_analyzer.cmd",
},
"args": [
"--configuration",
"Release",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStream WebApp",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_data_stream_web_app.sh",
},
"windows": {
"command": "tools/build_data_stream_web_app.cmd",
},
"args": [
"--configuration",
"${input:buildConfiguration}",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStream WebApp (Debug)",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_data_stream_web_app.sh",
},
"windows": {
"command": "tools/build_data_stream_web_app.cmd",
},
"args": [
"--configuration",
"Debug",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStream WebApp (Release)",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_data_stream_web_app.sh",
},
"windows": {
"command": "tools/build_data_stream_web_app.cmd",
},
"args": [
"--configuration",
"Release",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Spark",
"group": "build",
@@ -303,6 +414,22 @@
"color": "terminal.ansiCyan"
},
},
{
"label": "Publish DataStreamWebApp",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/publish_data_stream_web_app.sh",
},
"windows": {
"command": "tools/publish_data_stream_web_app.cmd",
},
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Edit DataStream Config",
"type": "process",
@@ -353,7 +480,7 @@
},
{
"label": "Run DataStreamQueryAnalyzer",
"dependsOn": "Build DataStream",
"dependsOn": "Build DataStreamQueryAnalyzer",
"type": "process",
"command": "",
"windows": {
@@ -363,7 +490,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
},
},
"icon": {
@@ -373,7 +500,7 @@
},
{
"label": "Run DataStreamQueryAnalyzer (Debug)",
"dependsOn": "Build DataStream (Debug)",
"dependsOn": "Build DataStreamQueryAnalyzer (Debug)",
"type": "process",
"command": "",
"windows": {
@@ -383,7 +510,7 @@
"${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": {
@@ -393,7 +520,7 @@
},
{
"label": "Run DataStreamQueryAnalyzer (Release)",
"dependsOn": "Build DataStream (Release)",
"dependsOn": "Build DataStreamQueryAnalyzer (Release)",
"type": "process",
"command": "",
"windows": {
@@ -403,7 +530,7 @@
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
},
},
"icon": {
@@ -422,12 +549,11 @@
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
},
"icon": {
"id": "run",
@@ -445,12 +571,11 @@
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
},
"icon": {
"id": "run",
@@ -468,12 +593,94 @@
"windows": {
"command": "DataStreamPublisher.exe",
},
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStream WebApp (Debug)",
"dependsOn": "Build DataStream WebApp (Debug)",
"command": "",
"linux": {
"command": "Bts.DataStreamWebApp.Server",
},
"windows": {
"command": "Bts.DataStreamWebApp.Server.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
"${workspaceFolder}/src/DataStreamSuite/Bts.DataStreamWebApp.Server/Configurations/DevServer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "Development",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStream WebApp (Release)",
"dependsOn": "Build DataStream WebApp (Release)",
"command": "",
"linux": {
"command": "Bts.DataStreamWebApp.Server",
},
"windows": {
"command": "Bts.DataStreamWebApp.Server.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/Bts.DataStreamWebApp.Server/Configurations/DevServer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "Production",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStream WebApp (Release | Skip Build)",
"command": "",
"linux": {
"command": "Bts.DataStreamWebApp.Server",
},
"windows": {
"command": "Bts.DataStreamWebApp.Server.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/Bts.DataStreamWebApp.Server/Configurations/DevServer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0",
"env": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "Production",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
"icon": {
"id": "run",
@@ -491,12 +698,11 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
},
"icon": {
"id": "run",
@@ -514,12 +720,11 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
},
"icon": {
"id": "run",
@@ -536,12 +741,11 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
},
"icon": {
"id": "run",
@@ -559,12 +763,11 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
},
"icon": {
"id": "run",
@@ -581,12 +784,11 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
},
"icon": {
"id": "run",
@@ -601,7 +803,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
},
},
"icon": {
@@ -617,7 +819,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
},
},
"icon": {
@@ -633,7 +835,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
},
},
"icon": {
@@ -648,7 +850,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
},
},
"icon": {
@@ -673,7 +875,7 @@
"${input:sparkConfigQuery}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0"
},
"icon": {
"id": "run",
@@ -754,7 +956,7 @@
"${input:sparkTest}"
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
}
},
},
@@ -885,26 +1087,30 @@
"default": "sparkd-debug-clang",
},
{
"id": "dataStreamPublisherConfig",
"id": "dataStreamPublisherEnvironment",
"type": "pickString",
"description": "Publisher Configuration",
"options": [
"MarketDataPublisher",
"SimpleEchoClient",
"SimpleTestDataPublisher",
"TestDataPublisher",
"Development",
"MarketData",
"Production",
"ProductionAws",
"Staging",
],
"default": "MarketDataPublisher",
},
{
"id": "pubSubServerConfig",
"id": "pubSubServerEnvironment",
"type": "pickString",
"description": "PubSub Configuration",
"options": [
"PubSubServer",
"SimpleEchoClient",
"Development",
"EchoServer",
"Production",
"ProductionAws",
"Staging",
],
"default": "PubSubServer",
"default": "Development",
},
{
"id": "sparkConfigQuery",
+15 -50
View File
@@ -21,10 +21,10 @@ set(
# SHARED_MEMORY_PREFIX serves as a kind of namespace so multiple applications
# can run simultaneously without fighting over the same shm files (e.g., sparkd,
# api server, etc.).
set(SHARED_MEMORY_PREFIX "bts" CACHE STRING "Prefix to use when creating shared memory files")
set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
set(SPARK_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
set(SHARED_MEMORY_PREFIX "\${BTS_SHARED_MEMORY_PREFIX}" CACHE STRING "Prefix to use when creating shared memory files")
set(EXTERNALS_BIN "${EXTERNALS_ROOT}/bin")
set(EXTERNALS_INCLUDE "${EXTERNALS_ROOT}/include")
set(EXTERNALS_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
set(BUILD_DOCS OFF CACHE BOOL "Build documentation")
set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
set(EXPORT_MD_CONSUMER OFF CACHE BOOL "Export (extern) C functions for MD consumer interop")
@@ -36,23 +36,18 @@ 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}")
if(DEFINED APP_DATA_DIR_OVERRIDE)
add_compile_definitions(APP_DATA_DIR_OVERRIDE="${APP_DATA_DIR_OVERRIDE}")
if(DEFINED APP_DATA_DIR)
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
endif()
add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
if(WIN32)
# 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 +112,15 @@ else()
endif()
# subdirs
add_subdirectory(src/lib_spark)
if (BUILD_SPARKD)
add_subdirectory(src/lib_binance_execution)
add_subdirectory(src/server/sparkd)
add_subdirectory(src/lib_python_interop)
add_subdirectory(src/lib_onixs_fix)
add_subdirectory(src/lib_binance)
add_subdirectory(src/lib_okx_execution)
add_subdirectory(src/app_sparkd)
add_subdirectory(src/data_files)
endif()
add_subdirectory(src/lib)
if (BUILD_ADMIN_WEB_APP)
add_subdirectory(src/Spark.Admin.WebApp)
endif()
@@ -132,37 +130,4 @@ else()
if(BUILD_SDK)
add_subdirectory(src/sdk)
endif()
if(BUILD_SPARKD)
add_custom_command(
OUTPUT ${CMAKE_BINARY_DIR}/server
COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/${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 "${CMAKE_INSTALL_BINDIR}")
endif()
endif()
+19 -32
View File
@@ -20,8 +20,6 @@
"SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++20 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600"
},
"cacheVariables": {
"APP_DATA_DIR": "${dollar}{APPDATA}/bts",
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_DATA_DIR}",
"CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
"CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
"CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
@@ -31,14 +29,12 @@
"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"
},
"SHARED_MEMORY_PREFIX": "spark"
}
}
},
@@ -54,15 +50,14 @@
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"platform": "",
"APP_DATA_DIR": "${dollar}{HOME}/sparkdata",
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARKD_DATA_DIR}",
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
"type": "BOOL",
"value": "ON"
"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": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"DATABENTO_USE_EXTERNAL_JSON": {
@@ -77,8 +72,7 @@
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "ON"
},
"SHARED_MEMORY_PREFIX": "sparkd"
}
}
},
@@ -93,7 +87,7 @@
"value": "ON"
},
"CCAPI_LOG_LEVEL": "Info",
"CONFIG_DEFAULTS_PATH": "config/profiles/md_dev/*.conf;config/profiles/default/*.conf"
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_dev/*.conf;spark/config/profiles/default/*.conf"
}
},
@@ -104,7 +98,7 @@
"cacheVariables": {
"CMAKE_BUILD_TYPE": "Release",
"CCAPI_LOG_LEVEL": "Warn",
"CONFIG_DEFAULTS_PATH": "config/profiles/md_prod/*.conf;config/profiles/default/*.conf"
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_prod/*.conf;spark/config/profiles/default/*.conf"
}
},
@@ -159,11 +153,7 @@
{
"name": "spark-api-server-windows",
"inherits": "spark",
"displayName": "Spark Api Server (Windows)",
"cacheVariables": {
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_API_SERVER_DATA_DIR}",
"SHARED_MEMORY_PREFIX": "spark_api_server"
}
"displayName": "Spark Api Server (Windows)"
},
{
@@ -172,7 +162,6 @@
"displayName": "Spark Api Server (Linux)",
"generator": "Ninja Multi-Config",
"cacheVariables": {
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_API_SERVER_DATA_DIR}",
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "OFF"
@@ -186,8 +175,12 @@
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0",
"CMAKE_EXPORT_COMPILE_COMMANDS": {
"type": "BOOL",
"value": "ON"
},
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/Spark.Api.Server/$<CONFIG>/bin/net8.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
@@ -225,10 +218,8 @@
"description": "Data Stream utils ported over from Edge",
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"APP_DATA_DIR": "${dollar}{APPDATA}/bts/DataStream",
"APP_DATA_DIR_OVERRIDE": "${dollar}{DATA_STREAM_DATA_DIR}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
"SHARED_MEMORY_PREFIX": "data_stream"
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf;spark/config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0;${sourceDir}/build/$<CONFIG>/bin/net8.0-windows"
}
},
@@ -244,8 +235,6 @@
"inherits": "sparkd",
"generator": "Ninja Multi-Config",
"cacheVariables": {
"APP_DATA_DIR": "${dollar}{HOME}/.local/share/DataStream",
"APP_DATA_DIR_OVERRIDE": "${dollar}{DATA_STREAM_DATA_DIR}",
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "OFF"
@@ -262,14 +251,12 @@
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${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",
"value": "ON"
},
"SHARED_MEMORY_PREFIX": "data_stream"
}
}
}
],
+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()
+115 -78
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 ${FIL} DIRECTORY)
@@ -14,48 +25,63 @@ function(Protobuf_Generate_Cpp SRCS HDRS)
set(FIL_WE "${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 ${FIL}"
VERBATIM)
VERBATIM
)
endforeach()
set_source_files_properties(${${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
"/wd4309 /wd4838")
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"
COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${SRCS}
${${SRCS}}
PARENT_SCOPE)
set(${HDRS}
${${HDRS}}
PARENT_SCOPE)
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
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 ${FIL} DIRECTORY)
@@ -63,83 +89,94 @@ function(Service_Compiler_Generate_Cpp SRCS HDRS)
set(FIL_WE "${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 ${FIL}"
VERBATIM)
VERBATIM
)
else()
add_custom_command(
OUTPUT "${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 ${FIL}"
VERBATIM)
VERBATIM
)
endif()
endforeach()
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
"/wd4309 /wd4838")
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"
COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${SRCS}
${${SRCS}}
PARENT_SCOPE)
set(${HDRS}
${${HDRS}}
PARENT_SCOPE)
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
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
View File
@@ -0,0 +1,10 @@
include_guard(GLOBAL)
macro(set_first_defined RESULT)
foreach(_arg ${ARGN})
if (DEFINED ${_arg})
set(${RESULT} ${${_arg}})
break()
endif()
endforeach()
endmacro()
+39
View File
@@ -0,0 +1,39 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/SymLink.cmake)
function(sym_link_python_module)
set(_options)
set(_one_value_args LIB_NAME MODULE_NAME PLUGIN_NAME)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}"
"${_multi_value_args}" ${ARGN})
if(NOT DEFINED _ARGS_LIB_NAME)
message(
FATAL_ERROR "LIB_NAME must be specified for sym_link_python_module()")
endif()
set(_lib_name ${_ARGS_LIB_NAME})
set(_module_name ${_ARGS_MODULE_NAME})
if(NOT DEFINED _ARGS_MODULE_NAME)
set(_module_name ${_lib_name}_module)
endif()
set(_plugin_name ${_ARGS_PLUGIN_NAME})
set(_deps ${_lib_name} ${_module_name})
if(DEFINED _ARGS_PLUGIN_NAME)
list(APPEND _deps ${_plugin_name} copy_${_plugin_name})
endif()
add_dependencies(${PROJECT_NAME} ${_deps})
sym_link_local_lib(${_lib_name})
set(_module_suffix cpython-310-x86_64-linux-gnu.so)
sym_link_file(
SOURCE
${CMAKE_BINARY_DIR}/src/lib_${_lib_name}/${_module_name}.${_module_suffix}
DEST
${CMAKE_CURRENT_BINARY_DIR}/${_module_name}.${_module_suffix}
INSTALL_DEST
${CMAKE_INSTALL_BINDIR}/)
if(DEFINED _ARGS_PLUGIN_NAME)
get_target_property(plugins ${_plugin_name} INTERFACE_PYTHON_SCRIPTS_DIR)
sym_link_dir(TARGET_NAME ${PROJECT_NAME}_link_${_plugin_name} SOURCE
${plugins} DEST ${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name})
endif()
endfunction()
+11
View File
@@ -0,0 +1,11 @@
#pragma once
#include <array>
namespace bts::@PROJECT_NAME@::protobufs {
inline std::array<const char *, @PROTO_SOURCES_LENGTH@> config_proto_files = {
@PROTO_SOURCES_CXX_ARRAY_ITEMS@
};
} // namespace bts::@PROJECT_NAME@::protobufs
-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})
+61 -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 "
@@ -21,6 +22,10 @@ services:
. /home/bts/sparkdata/conf/.env.local
set +a
fi
if [ -d /home/bts/sparkdata/conf/plugins ]; then
echo 'Copying /home/bts/sparkdata/conf/plugins to runtime dir (/home/bts/bin)'
cp -r /home/bts/sparkdata/conf/plugins /home/bts/bin/
fi
./sparkd run"
env_file:
- .env
@@ -39,11 +44,12 @@ 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 "
@@ -59,6 +65,10 @@ services:
. /home/bts/sparkdata/conf/.env.local
set +a
fi
if [ -d /home/bts/sparkdata/conf/plugins ]; then
echo 'Copying /home/bts/sparkdata/conf/plugins to runtime dir (/home/bts/bin)'
cp -r /home/bts/sparkdata/conf/plugins /home/bts/bin/
fi
./sparkd run"
env_file:
- .env
@@ -99,6 +109,55 @@ services:
RUN apt-get update && apt-get -y install iputils-ping
command: [ "ping", "sparkd" ]
pubsub:
environment:
- DOTNET_ENVIRONMENT=Staging
build:
dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- CONF_FILE=src/DataStreamSuite/PubSubServer/spark.conf
ports:
- 22019:22019
command: [ "./PubSubServer" ]
md-publisher:
build:
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- CONF_FILE=src/DataStreamSuite/DataStreamPublisher/spark.conf
depends_on:
- pubsub
- sparkd
command: [ "dockerize", "-wait", "tcp://pubsub:22019", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./DataStreamPublisher" ]
environment:
- DOTNET_ENVIRONMENT=MarketData
api-server:
depends_on:
- sparkd
ports:
- 8008:8008
- 9443:9443
build:
dockerfile: src/client/spark_api_server/Dockerfile
command: [ "dockerize", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./spark_api_server", "run" ]
webapp:
ports:
- 8080:8080
- 8443:8443
build:
dockerfile: src/DataStreamSuite/Bts.DataStreamWebApp.Server/Dockerfile
args:
- SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
- WEB_ROOT=build/Bts.DataStreamWebApp.Client/production/dist
- CONF_FILE=src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf
command: [ "./Bts.DataStreamWebApp.Server" ]
environment:
- ASPNETCORE_ENVIRONMENT=Staging
volumes:
sparkd_data:
name: "sparkd_${SPARKD__CONFIG_PORT:-8000}"
@@ -124,8 +124,8 @@ service OrderService {
```
### C++ Example
```cpp
#include "lib/api/public/ServiceContext.h"
#include "lib/api/services/OrderService.client.pb.h"
#include "spark/api/public/ServiceContext.h"
#include "spark/api/services/OrderService.client.pb.h"
using namespace bts::api;
ServiceContext ctx;
auto orders = ctx.locate<orderman::OrderService>();
@@ -29,9 +29,9 @@ namespace sample {
```
```cpp
#include "lib/api/public/ServiceContext.h"
#include "spark/lib/domain_model/Security.h"
#include "lib/api/services/MarketDataService.client.pb.h"
#include "spark/api/public/ServiceContext.h"
#include "spark/domain_model/Security.h"
#include "spark/api/services/MarketDataService.client.pb.h"
#include <thread>
using namespace bts::api;
Submodule docker/linux deleted from 6537812262.
+39
View File
@@ -0,0 +1,39 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update \
&& apt-get install -y pkg-config \
&& apt-get install -y locales \
&& apt-get install -y ca-certificates \
&& apt-get install -y libssh2-1-dev \
&& apt-get install -y software-properties-common \
&& apt-get install -y sudo
# GCC
ARG gcc_major=13
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
RUN apt-get update \
&& apt-get install -y dotnet7
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
-g "$docker_uid" \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
USER bts
WORKDIR /home/bts
Submodule docker/windows deleted from de7d40c09d.
-6
View File
@@ -1,6 +0,0 @@
{
"sdk": {
"version": "6.0.200",
"rollForward": "latestMajor"
}
}
+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
+164 -103
View File
@@ -1,103 +1,164 @@
Microsoft Visual Studio Solution File, Format Version 12.00
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VisualStudioVersion = 17.3.32922.545
MinimumVisualStudioVersion = 15.0.26124.0
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EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
EndGlobalSection
GlobalSection(Performance) = preSolution
HasPerformanceSessions = true
EndGlobalSection
GlobalSection(NestedProjects) = preSolution
{56A8A70A-DA03-4CED-A144-EC10F1379FD8} = {4564E677-343A-46CB-AF02-AFC4E38BF94B}
{915EF238-CA0D-4E73-AF50-88CB3F29C7AD} = {4564E677-343A-46CB-AF02-AFC4E38BF94B}
{4E0E51AA-7B59-4808-B7CC-9EAEDF397460} = {915EF238-CA0D-4E73-AF50-88CB3F29C7AD}
EndGlobalSection
EndGlobal
@@ -8,7 +8,6 @@
public int Integer;
public double Real;
public string Identifier;
public DateTime DateTime;
public ImmutableList<IArithmeticExpression> Arguments;
public ImmutableList<Assignment> Assignments;
public IArithmeticExpression Argument;
@@ -1,4 +1,6 @@
using System;
using System.Runtime.Versioning;
using Microsoft.Win32;
namespace BCG
@@ -10,6 +12,7 @@ namespace BCG
rk.SetValue (name, value.ToString ());
}
[SupportedOSPlatform("windows")]
public static double getValue (RegistryKey rk, string name)
{
object v = rk.GetValue (name);
@@ -1,19 +1,11 @@
namespace Bts.BooleanExpressions;
using bts;
class BooleanExpression : IBooleanExpression {
readonly Func<IDictionary<string, object?>, bool> evaluate;
public BooleanExpression(Func<IDictionary<string, object?>, bool> evaluate) =>
this.evaluate = evaluate;
public bool Evaluate(IDictionary<string, object?> env) {
try {
return evaluate(env);
} catch (Exception ex) {
Log.assert(false, $"BooleanExpression.Evaluate failed: {ex}");
throw;
}
}
public bool Evaluate(IDictionary<string, object?> env) =>
evaluate(env);
}
@@ -41,17 +41,11 @@ Identifier {Letter}({Letter}*[0-9]*_*)*
OpenParenthesis \(
CloseParenthesis \)
Comma ,
Negate '!'
MapsTo ':'
IsOfType '/'
%%
{StringConstant} {
yylval.String = yytext.Substring(1, yytext.Length - 2).Replace(@"\'", "'");
return (int)Token.STRING_CONSTANT;
}
{BooleanConstant} {
yylval.Boolean = yytext.ToLower() switch {
"true" => true,
@@ -62,6 +56,11 @@ IsOfType '/'
return (int)Token.BOOLEAN_CONSTANT;
}
{StringConstant} {
yylval.String = yytext.Substring(1, yytext.Length - 2).Replace(@"\'", "'");
return (int)Token.STRING_CONSTANT;
}
{NullConstant} {
yylval.Null = DBNull.Value;
return (int)Token.NULL_CONSTANT;
@@ -94,10 +93,6 @@ IsOfType '/'
return (int)Token.COMMA;
}
{Negate} {
return (int)Token.NEGATE;
}
{MapsTo} {
return (int)Token.MAPS_TO;
}
@@ -0,0 +1 @@
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:8443/ws
@@ -0,0 +1 @@
VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:8443/ws
@@ -0,0 +1,20 @@
module.exports = {
root: true,
env: { browser: true, es2020: true },
extends: [
'eslint:recommended',
'plugin:react/recommended',
'plugin:react/jsx-runtime',
'plugin:react-hooks/recommended',
],
ignorePatterns: ['dist', '.eslintrc.cjs'],
parserOptions: { ecmaVersion: 'latest', sourceType: 'module' },
settings: { react: { version: '18.3.1' } },
plugins: ['react-refresh'],
rules: {
'react-refresh/only-export-components': [
'warn',
{ allowConstantExport: true },
],
},
}
@@ -0,0 +1,24 @@
# Logs
logs
*.log
npm-debug.log*
yarn-debug.log*
yarn-error.log*
pnpm-debug.log*
lerna-debug.log*
node_modules
dist
dist-ssr
*.local
# Editor directories and files
.vscode/*
!.vscode/extensions.json
.idea
.DS_Store
*.suo
*.ntvs*
*.njsproj
*.sln
*.sw?
@@ -0,0 +1,11 @@
<Project Sdk="Microsoft.VisualStudio.JavaScript.Sdk/0.5.128-alpha">
<PropertyGroup>
<StartupCommand>npm run dev</StartupCommand>
<JavaScriptTestRoot>src\</JavaScriptTestRoot>
<JavaScriptTestFramework>Jest</JavaScriptTestFramework>
<!-- Allows the build (or compile) script located on package.json to run on Build -->
<ShouldRunBuildScript>true</ShouldRunBuildScript>
<!-- Folder where production build objects will be placed -->
<PublishAssetsDirectory>$(MSBuildProjectDirectory)\distill</PublishAssetsDirectory>
</PropertyGroup>
</Project>
@@ -0,0 +1,8 @@
# React + Vite
This template provides a minimal setup to get React working in Vite with HMR and some ESLint rules.
Currently, two official plugins are available:
- [@vitejs/plugin-react](https://github.com/vitejs/vite-plugin-react/blob/main/packages/plugin-react/README.md) uses [Babel](https://babeljs.io/) for Fast Refresh
- [@vitejs/plugin-react-swc](https://github.com/vitejs/vite-plugin-react-swc) uses [SWC](https://swc.rs/) for Fast Refresh
@@ -0,0 +1,13 @@
<!doctype html>
<html lang="en">
<head>
<meta charset="UTF-8" />
<link rel="icon" type="image/ico" href="/logo.ico" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
<title>BTS Cloud Streams</title>
</head>
<body>
<div id="root"></div>
<script type="module" src="/src/main.jsx"></script>
</body>
</html>
@@ -0,0 +1,10 @@
<?xml version="1.0" encoding="utf-8"?>
<configuration>
<packageSources>
<clear />
<add key="nuget.org" value="https://api.nuget.org/v3/index.json" />
</packageSources>
<disabledPackageSources>
<clear />
</disabledPackageSources>
</configuration>
File diff suppressed because it is too large. Load diff
@@ -0,0 +1,43 @@
{
"name": "bts.datastreamwebapp.client",
"private": true,
"version": "0.0.0",
"type": "module",
"scripts": {
"dev": "vite",
"build": "vite build",
"lint": "eslint . --ext js,jsx --report-unused-disable-directives --max-warnings 0",
"preview": "vite preview"
},
"dependencies": {
"@angular/material": "^18.0.4",
"@emotion/react": "^11.11.4",
"@emotion/styled": "^11.11.5",
"@fontsource/noto-sans": "^5.0.22",
"@material/data-table": "^15.0.0-canary.7f224ddd4.0",
"@mui/icons-material": "^5.15.20",
"@mui/material": "^5.15.20",
"@mui/x-data-grid": "^7.7.1",
"bulma": "^1.0.1",
"classnames": "^2.5.1",
"react": "^18.3.1",
"react-data-grid": "^7.0.0-beta.44",
"react-data-table-component": "^7.6.2",
"react-dom": "^18.3.1",
"react-json-view-lite": "^1.4.0",
"react-pro-sidebar": "^1.1.0",
"react-use-websocket": "^4.8.1",
"rpc-websockets": "^7.11.2"
},
"devDependencies": {
"@types/react": "^18.3.3",
"@types/react-dom": "^18.3.0",
"@vitejs/plugin-react": "^4.3.1",
"eslint": "^8.57.0",
"eslint-plugin-react": "^7.34.2",
"eslint-plugin-react-hooks": "^4.6.2",
"eslint-plugin-react-refresh": "^0.4.7",
"react-mui-sidebar": "^1.3.5",
"vite": "^5.2.13"
}
}
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@@ -0,0 +1 @@
<svg xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink" aria-hidden="true" role="img" class="iconify iconify--logos" width="31.88" height="32" preserveAspectRatio="xMidYMid meet" viewBox="0 0 256 257"><defs><linearGradient id="IconifyId1813088fe1fbc01fb466" x1="-.828%" x2="57.636%" y1="7.652%" y2="78.411%"><stop offset="0%" stop-color="#41D1FF"></stop><stop offset="100%" stop-color="#BD34FE"></stop></linearGradient><linearGradient id="IconifyId1813088fe1fbc01fb467" x1="43.376%" x2="50.316%" y1="2.242%" y2="89.03%"><stop offset="0%" stop-color="#FFEA83"></stop><stop offset="8.333%" stop-color="#FFDD35"></stop><stop offset="100%" stop-color="#FFA800"></stop></linearGradient></defs><path fill="url(#IconifyId1813088fe1fbc01fb466)" d="M255.153 37.938L134.897 252.976c-2.483 4.44-8.862 4.466-11.382.048L.875 37.958c-2.746-4.814 1.371-10.646 6.827-9.67l120.385 21.517a6.537 6.537 0 0 0 2.322-.004l117.867-21.483c5.438-.991 9.574 4.796 6.877 9.62Z"></path><path fill="url(#IconifyId1813088fe1fbc01fb467)" d="M185.432.063L96.44 17.501a3.268 3.268 0 0 0-2.634 3.014l-5.474 92.456a3.268 3.268 0 0 0 3.997 3.378l24.777-5.718c2.318-.535 4.413 1.507 3.936 3.838l-7.361 36.047c-.495 2.426 1.782 4.5 4.151 3.78l15.304-4.649c2.372-.72 4.652 1.36 4.15 3.788l-11.698 56.621c-.732 3.542 3.979 5.473 5.943 2.437l1.313-2.028l72.516-144.72c1.215-2.423-.88-5.186-3.54-4.672l-25.505 4.922c-2.396.462-4.435-1.77-3.759-4.114l16.646-57.705c.677-2.35-1.37-4.583-3.769-4.113Z"></path></svg>

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@@ -0,0 +1,40 @@
import { Sidebar, Menu, MenuItem, Submenu, Logo } from "react-mui-sidebar";
import './App.css';
const AnimatedSideBar = () => {
return (
<Sidebar className={"sidebar-container"} width={"270px"}>
<Logo img="https://adminmart.com/wp-content/uploads/2024/03/logo-admin-mart-news.png">
AdminMart
</Logo>
<Menu subHeading="HOME">
<MenuItem link="/" badge="true">
Modern
</MenuItem>
<MenuItem>eCommerce</MenuItem>
<MenuItem>Analytical</MenuItem>
</Menu>
<Menu subHeading="APPS">
<MenuItem>Chat</MenuItem>
<MenuItem>Calendar</MenuItem>
</Menu>
<Menu subHeading="OTHERS">
<Submenu title="Menu Level">
<MenuItem>Post</MenuItem>
<MenuItem>Details</MenuItem>
<Submenu title="Level 2">
<MenuItem>new</MenuItem>
<MenuItem>Hello</MenuItem>
</Submenu>
</Submenu>
<MenuItem>Chip</MenuItem>
<MenuItem target="_blank" link="google.com">
External Link
</MenuItem>
</Menu>
</Sidebar>
);
};
export default AnimatedSideBar;
@@ -0,0 +1,101 @@
@use "@material/checkbox";
@use "@material/icon-button";
@use "@material/data-table/data-table";
.root-div {
display: flex;
flex-direction: row;
align-items: flex-start;
}
.main-content-div {
display: flex;
flex-direction: row;
}
.title-div {
width: 100%;
}
.container {
display: flex;
}
.container-column {
display: flex;
flex-direction: column;
}
.container-row {
display: flex;
flex-direction: row;
align-items: stretch;
}
box.query-input-form {
/* p: 2, display: "flex", flexFlow: "column", alignItems: "stretch" */
display: flex;
flex-flow: column;
align-items: stretch;
}
/* li.ps-menuitem-root:hover {
background-color: #ff9922;
} */
.container-row-centered {
display: flex;
flex-direction: row;
justify-content: center;
align-items: center;
}
h1#main-header {
padding: 4px 8px 4px 8px;
text-align: center;
}
td:hover {
background-color: cadetblue;
}
td#cell-decimal {
text-align: right;
}
td#cell-integer {
text-align: right;
}
td#cell-string {
text-align: center;
}
td#cell-date-time {
text-align: center;
}
/* Sidebar.css */
/* .sidebar-container {
display: flex;
flex-direction: column;
}
.sidebar {
position: relative;
top: 0;
left: 0;
height: 100vh;
background-color: #333;
color: white;
overflow: hidden;
transition: transform 0.3s ease;
}
.sidebar.closed {
width: 0;
}
.sidebar.open {
width: 250px;
} */
@@ -0,0 +1,173 @@
import { ThemeProvider, CssBaseline, GlobalStyles } from '@mui/material';
import QueryStatusView from './QueryStatusView';
import useMediaQuery from '@mui/material/useMediaQuery';
import QueryControl from './QueryControl';
import DataTable from './DataTable';
import { useState, useEffect, useMemo } from 'react';
import useWebSocket, { ReadyState } from 'react-use-websocket';
import Sidebar from './SideBar';
import getTheme from './Theme';
import '@fontsource/noto-sans';
import './App.css';
import './SideBar.css';
const webSocketUrl = import.meta.env.VITE_DATASTREAM_WEBSOCKET_URL;
// Always use the same subscription id (1), because we only show 1 table at a time.
// The server will automatically dispose the previous subscription and start a new one
// if we're currently subscribed to another query.
const subscriptionId = "1";
var rpcReqIdCounter = 1;
function subscribeReq(query) {
return {
jsonrpc: "2.0",
id: rpcReqIdCounter++,
method: "subscribe",
params: {
subscription_id: subscriptionId,
query: query
}
};
}
function unsubscribeReq() {
return {
jsonrpc: "2.0",
id: rpcReqIdCounter++,
method: "unsubscribe",
params: {
subscription_id: subscriptionId,
}
};
}
const App = () => {
const prefersDarkMode = useMediaQuery('(prefers-color-scheme: dark)');
const theme = getTheme({ mode: prefersDarkMode ? 'dark' : 'light' });
const globalStyles = {
':root': {
'--primary-color': theme.palette.primary.main,
'--primary-dark-color': theme.palette.primary.dark,
'--secondary-color': theme.palette.secondary.main,
'--secondary-dark-color': theme.palette.secondary.dark,
'--background-color': theme.palette.background.default,
},
};
const [blueTable, setBlueTable] = useState({ columns: null, rows: null });
const [queryError, setQueryError] = useState(null);
const [queryState, setQueryState] = useState("Unsubscribed");
const queryStateDetails = useMemo(() => {
if (queryState == "Unsubscribed") {
return "Enter query above, then click the play button to subscribe";
}
if (queryState == "Subscribed") {
return null;
}
}, [queryState]);
const [sidebarIsOpen, setSidebarIsOpen] = useState(false);
const [cannedQuery, setCannedQuery] = useState(null);
const onCannedQueryClicked = (cannedQuery) => {
console.info(`Executing canned query: ${JSON.stringify(cannedQuery)}`);
const queryText = cannedQuery.query.join("\n");
setCannedQuery({ queryText: queryText, clickTime: Date.now() });
subscribe(queryText);
};
const { sendJsonMessage, getWebSocket, readyState } = useWebSocket(
webSocketUrl,
{
onOpen: (e) => console.info(`WebSocket open. ${JSON.stringify(e)}`),
onClose: (e) => console.info(`WebSocket closed. ${JSON.stringify(e)}`),
onError: (e) => console.error(`WebSocket error: ${JSON.stringify(e)}`),
shouldReconnect: () => true,
});
useEffect(() => {
console.info(`WebSocket readyState: ${readyState}`)
if (readyState != ReadyState.OPEN) {
return;
}
const ws = getWebSocket();
ws.onmessage = e => {
console.info(`Received message: ${e.data}`);
const msg = JSON.parse(e.data);
setQueryError(msg.error);
if (msg.error != null) {
setQueryState("Error");
} else if (msg.id != null) {
setQueryState(msg.result.status);
} else {
console.assert(msg.params.subscription_id == subscriptionId);
console.info(`Received rows: ${msg.params.table.all}`);
setBlueTable({ columns: msg.params.table.columns, rows: msg.params.table.all });
}
};
}, [getWebSocket, readyState]);
const subscribe = (query) => {
const req = subscribeReq(query);
console.info(`Subscribing: ${JSON.stringify(subscribeReq(query))}`);
sendJsonMessage(req);
};
const unsubscribe = () => {
const req = unsubscribeReq();
console.info(`Unsubscribing: ${JSON.stringify(req)}`);
sendJsonMessage(req);
};
const onOpened = () => {
setSidebarIsOpen(true);
};
const onClosed = () => {
setSidebarIsOpen(false);
};
const sidebarWidth = sidebarIsOpen ? '250px' : '65px';
return (
<ThemeProvider theme={theme}>
<CssBaseline />
<GlobalStyles styles={globalStyles} />
<div className='root-div'>
<div style={{
display: 'flex',
flexDirection: 'column',
alignItems: 'flex-start',
flexWrap: 'nowrap',
width: sidebarWidth,
transition: 'width 0.3s ease',
}}>
<Sidebar onSelection={onCannedQueryClicked} onOpened={onOpened} onClosed={onClosed} />
</div>
<div style={{
display: 'flex',
flexDirection: 'column',
left: sidebarWidth,
width: '100%',
transition: 'width 0.3s ease',
}}>
<div style={{ width: '100%', display: 'flex', flexDirection: 'column', alignItems: 'flex-start', margin: theme.spacing(2, 0, 0, 0) }}>
<div style={{ width: '90%', rightMargin: '100px' }}>
<QueryControl
queryState={queryState}
queryText={cannedQuery?.queryText}
queryTextResetTime={cannedQuery?.clickTime}
subscribe={subscribe}
unsubscribe={unsubscribe} />
</div>
<div style={{ width: '90%', rightMargin: '100px' }}>
<QueryStatusView queryState={queryState} details={queryStateDetails} error={queryError} />
<DataTable columns={blueTable?.columns ?? []} rows={blueTable?.rows ?? []} />
</div>
</div>
</div>
</div>
</ThemeProvider>
);
};
export default App;
@@ -0,0 +1,53 @@
@use "@material/checkbox";
@use "@material/icon-button";
@use "@material/data-table/data-table";
.data-grid-container {
overflow: auto;
white-space: nowrap;
}
.data-grid {
max-height: 1000px;
}
div[role=columnheader] {
border-top: 0px;
border-bottom: 0px;
background-color: var(--primary-dark-color);
}
/* div[role=columnheader] {
border-top: 0px;
border-bottom: 0px;
background-color: var(--primary-dark-color);
}
.rdg-row {
border: 0px;
border-top: 0px;
border-bottom: 0px;
background-color: rgba(var(--primary-dark-color), 0.8);
color: var(--primary-color);
}
.rdg-row-odd {
border: 0px;
border-top: 0px;
border-bottom: 0px;
background-color: var(--primary-dark-color);
color: var(--primary-color);
}
.rdg-cell {
border-bottom: 0px;
}
.rdg-cell.even {
border-bottom: 5px;
}
.rdg-cell.odd {
border-bottom: 5px;
} */
@@ -0,0 +1,32 @@
@use "@material/checkbox";
@use "@material/icon-button";
@use "@material/data-table/data-table";
th {
font-size: large;
padding: 15px;
}
td {
padding: 15px;
}
td:hover {
background-color: cadetblue;
}
td#cell-decimal {
text-align: right;
}
td#cell-integer {
text-align: right;
}
td#cell-string {
text-align: center;
}
td#cell-date-time {
text-align: center;
}
@@ -0,0 +1,74 @@
import PropTypes from 'prop-types';
import { useTheme } from '@mui/material/styles';
import { DataGrid } from '@mui/x-data-grid';
import './DataGrid.css';
import { useMemo, useState } from 'react';
export default function DataTable({ columns, rows }) {
const theme = useTheme();
const [columnWidths, setColumnWidths] = useState({});
const handleColumnResize = (params) => {
const newWidth = params.width;
setColumnWidths((prevWidths) => ({
...prevWidths,
[params.colDef.field]: params.width,
}));
};
const getGridColDef = useMemo(() => {
return col => {
return {
field: col.name,
headerName: col.name,
width: columnWidths[col.name],
};
};
}, [columnWidths]);
return (
<DataGrid
className='data-grid-container'
autosizeOnMount={false}
columns={columns?.map(getGridColDef) ?? []}
onColumnResize={handleColumnResize}
rows={rows ?? []}
sx={{
margin: theme.spacing(2, 0, 0, 0),
borderColor: 'primary.main',
backgroundColor: 'primary.dark',
color: 'text.primary',
'& .MuiDataGrid-columnHeader': {
color: 'primary.main',
fontWeight: 700,
backgroundColor: 'primary.dark'
},
'& .MuiDataGrid-filler': {
color: 'primary.main',
fontWeight: 700,
backgroundColor: 'primary.dark'
},
'& .MuiDataGrid-cell': {
color: 'text.primary',
},
'& .MuiDataGrid-cell:hover': {
color: 'primary.main',
},
'& .MuiDataGrid-row': {
'--DataGrid-rowBorderColor': 'secondary.dark'
}
}}
/>
);
}
DataTable.propTypes = {
columns: PropTypes.arrayOf(
PropTypes.shape({
name: PropTypes.string.isRequired,
type: PropTypes.string.isRequired,
})
).isRequired,
rows: PropTypes.arrayOf(PropTypes.array).isRequired,
apiRef: PropTypes.object,
};
@@ -0,0 +1,119 @@
import PropTypes from 'prop-types';
import DataTable from './DataTable';
import { useRef, useState, useEffect } from 'react';
import { useGridApiRef } from '@mui/x-data-grid';
import Box from '@mui/material/Box';
import Button from '@mui/material/Button';
import Grid from '@mui/material/Grid';
import Paper from '@mui/material/Paper';
import PlayArrowIcon from '@mui/icons-material/PlayArrow';
import StopIcon from '@mui/icons-material/Stop';
import TextField from '@mui/material/TextField';
import Tooltip from '@mui/material/Tooltip';
const QueryControl = (props) => {
const { queryState, queryText, queryTextResetTime, subscribe, unsubscribe } = props;
// const theme = useTheme();
let textInput = useRef();
const [queryTextChangeTime, setQueryTextChangeTime] = useState(null);
useEffect(() => {
if (queryText == null || textInput.current == null) {
return;
}
// Init text field (unless a non-empty string is already present, or the user has modified
// the query - we don't want to overwrite their changes).
if (queryTextChangeTime == null || queryTextResetTime > queryTextChangeTime) {
console.info(`Initializing query text: ${queryText}`)
textInput.current.value = queryText;
}
}, [queryText, queryTextChangeTime, queryTextResetTime]);
const onClearClick = () => {
textInput.current.value = '';
};
const onRunClick = () => {
subscribe(textInput.current.value);
};
const onStopClick = () => {
unsubscribe();
};
const onKeyDown = (e) => {
// Detect keyboard shortcuts.
// Ctrl+Enter : Run
if (e.ctrlKey && e.key === 'Enter') {
onRunClick();
}
};
const onChange = (e) => {
// So we know not to overwrite the changes with the canned query on re-render
setQueryTextChangeTime(Date.now());
};
return (
<Box sx={{ display: "flex", flexFlow: "column" }}>
<Paper elevation={3} sx={{ color: 'primary.main' }}>
<Box sx={{ p: 2 }}>
<TextField
fullWidth
multiline
rows={10}
variant="outlined"
onChange={onChange}
onKeyDown={onKeyDown}
inputRef={textInput}
placeholder="Enter Query..."
/>
</Box>
<Box sx={{ p: 2, borderTop: 1 }}>
<Grid container spacing={2} justifyContent="flex-start">
<Grid item xs>
<Tooltip title="Clear Query Text">
<Button onClick={onClearClick} sx={{ padding: '11px', color: 'text.dark' }}>
Clear
</Button>
</Tooltip>
</Grid>
<Grid item>
<Tooltip title="Run (Ctrl+Enter)">
<Button onClick={onRunClick} sx={{
color: `queryStartButton.${queryState}.color`,
bgcolor: `queryStartButton.${queryState}.backgroundColor`,
padding: '11px'
}}>
<PlayArrowIcon />
</Button>
</Tooltip>
</Grid>
<Grid item>
<Tooltip title="Stop">
<Button onClick={onStopClick} sx={{
color: `queryStopButton.${queryState}.color`,
bgcolor: `queryStopButton.${queryState}.backgroundColor`,
padding: '11px'
}}>
<StopIcon />
</Button>
</Tooltip>
</Grid>
</Grid>
</Box>
</Paper>
</Box>
);
};
QueryControl.propTypes = {
columns: PropTypes.array,
rows: PropTypes.array,
isRunning: PropTypes.bool,
queryText: PropTypes.string,
queryTextResetTime: PropTypes.number,
queryState: PropTypes.string,
subscribe: PropTypes.func,
unsubscribe: PropTypes.func,
};
export default QueryControl;
@@ -0,0 +1,73 @@
import { useState } from 'react';
import PropTypes from 'prop-types';
import { Box, Typography, Collapse } from '@mui/material';
import Alert from '@mui/material/Alert';
import AlertTitle from '@mui/material/AlertTitle';
import { useTheme } from '@mui/material/styles';
import { alpha } from '@mui/system';
const QueryStatusView = ({ queryState, details, error }) => {
const theme = useTheme();
const [open, setOpen] = useState(false);
let header = queryState;
let headerContent = null;
let detailElements = [];
let severity = queryState == "Subscribed" ? "success" : "info";
let cursor = details == null ? "default" : "pointer";
if (error != null) {
severity = "error";
cursor = "pointer";
header = `Error Code: ${error.code}`;
headerContent = error.message;
detailElements.push(<Typography variant="body1">{error.data.error_message}</Typography>);
detailElements.push(<Typography variant="subtitle1">Stack Trace:</Typography>);
(error.data.stack_trace ?? []).forEach(line => detailElements.push(
<Typography variant="body2" component="pre" sx={{ whiteSpace: 'pre-wrap' }}>
{line}
</Typography>));
} else if (details != null) {
detailElements.push(<Typography variant="body1">{details}</Typography>);
}
return (
<Box sx={{ margin: theme.spacing(2, 0, 0, 0) }}>
<Alert
severity={severity}
onClick={() => setOpen(!open)}
sx={{
margin: theme.spacing(2, 0, 0, 0),
cursor: cursor,
}}>
<AlertTitle>{header}</AlertTitle>
{headerContent}
</Alert>
{detailElements.length == 0
? null
: <Collapse in={open}>
<Box
sx={{
backgroundColor: alpha(theme.palette[severity].light, 0.75),
color: theme.palette[severity].contrastText,
padding: theme.spacing(2),
marginTop: theme.spacing(0),
borderRadius: theme.shape.borderRadius,
}}
>
{detailElements}
</Box>
</Collapse>}
</Box>
);
};
QueryStatusView.propTypes = {
queryState: PropTypes.string,
details: PropTypes.string,
error: PropTypes.shape({
code: PropTypes.number,
message: PropTypes.string,
data: PropTypes.object,
})
};
export default QueryStatusView;
@@ -0,0 +1,27 @@
import 'react-data-grid/lib/styles.css';
import PropTypes from 'prop-types';
import DataGrid from 'react-data-grid';
import './DataGrid.css';
function getGridColDef(col) {
return {
key: col.name,
name: col.name,
};
}
export default function ReactDataGrid({columns, rows}) {
return (
<DataGrid className={"data-grid"} rows={rows} columns={columns.map(getGridColDef)} />
);
}
ReactDataGrid.propTypes = {
columns: PropTypes.arrayOf(
PropTypes.shape({
name: PropTypes.string.isRequired,
type: PropTypes.string.isRequired,
})
).isRequired,
rows: PropTypes.arrayOf(PropTypes.array).isRequired,
};
@@ -0,0 +1,98 @@
/* Sidebar.css */
.app-container {
display: flex;
width: 100%;
overflow: hidden;
flex-direction: row;
justify-content: flex-start;
align-items: flex-start;
}
.sidebar {
display: flex;
flex-direction: row;
justify-content: flex-start;
align-items: flex-start;
background-color: transparent;
color: white;
overflow: hidden;
transition: width 0.3s ease;
}
.sidebar.open {
width: 100%;
}
.sidebar.closed {
width: 0%;
}
.sidebar-toggle-button {
border: 0px;
border-radius: 50%;
box-shadow: rgba(9, 30, 66, 0.08) 0px 0px 0px 1px, rgba(9, 30, 66, 0.08) 0px 2px 4px 1px;
color: var(--primary-color);
cursor: pointer;
height: 24px;
opacity: 1;
outline: 0px;
padding: 0px;
background-color: transparent;
transition: background-color 100ms linear 0s, color 100ms linear 0s, opacity 300ms cubic-bezier(0.2, 0, 0, 1) 0s, transform 300ms cubic-bezier(0.2, 0, 0, 1) 0s;
width: 20%;
}
.sidebar-toggle-button:hover {
transition: background-color 100ms linear 0s, color 100ms linear 0s, opacity 300ms cubic-bezier(0.2, 0, 0, 1) 0s, transform 300ms cubic-bezier(0.2, 0, 0, 1) 0s;
}
.main-content.open {
width: 165px;
transition: width 0.3s ease;
background-color: transparent;
}
.main-content.closed {
width: 0%;
/* min-width: 25px; */
transition: width 0.3s ease;
background-color: transparent;
}
.sidebar-menu-item {
width: 100%;
box-sizing: border-box;
}
.sidebar-menu-item.open {
width: 100%;
/* justify-content: flex-start; */
transition: width 0.3s ease;
}
.sidebar-menu-item.closed {
width: 0%;
min-width: 0px;
/* justify-content: flex-start; */
transition: width 0.3s ease;
}
.sidebar-menu-item-content.open {
width: 100%;
/* justify-content: flex-start; */
transition: width 0.3s ease;
}
.sidebar-menu-item-content.closed {
width: 0px;
/* justify-content: flex-start; */
transition: width 0.3s ease;
}
/* Ensure span can shrink */
.button-text {
display: block; /* Make span a block element */
width: 100%; /* Ensure it takes the full width of its parent */
overflow: hidden; /* Hide any overflow content */
white-space: nowrap; /* Prevent text wrapping */
}
@@ -0,0 +1,109 @@
import { useState, useEffect } from 'react';
import Button from '@mui/material/Button';
import { useTheme } from '@mui/material/styles';
import PropTypes from 'prop-types';
import Tooltip from '@mui/material/Tooltip';
import ChevronLeftRounded from "@mui/icons-material/ChevronLeftRounded";
import ChevronRightRounded from '@mui/icons-material/ChevronRightRounded';
import FileCopyIcon from '@mui/icons-material/FileCopy';
import './SideBar.css';
const Sidebar = ({ onSelection, onOpened, onClosed }) => {
const theme = useTheme();
const [isOpen, setIsOpen] = useState(false);
const [cannedQueries, setCannedQueries] = useState([]);
const Icon = isOpen ? ChevronLeftRounded : ChevronRightRounded;
const toggleIsOpen = () => {
if (isOpen) {
setIsOpen(false);
if (onClosed != null) {
onClosed();
}
} else {
setIsOpen(true);
if (onOpened != null) {
onOpened();
}
}
};
const onMenuItemClick = (event, cannedQuery) => {
console.info(`menu item clicked: ${cannedQuery.name}`);
onSelection(cannedQuery);
};
// const onMenuItemClick = async (event, cannedQuery) => {
// try {
// await navigator.clipboard.writeText(cannedQuery.query.join("\n"));
// alert(`Copied ${cannedQuery.name} to clipboard`);
// } catch (err) {
// console.error('Failed to copy query text: ', err);
// }
// };
useEffect(() => {
const fetchCannedQueries = async () => {
try {
const response = await fetch('api/cannedqueries');
const data = await response.json();
setCannedQueries(data);
} catch (error) {
console.error('Error fetching WebSocket config:', error);
}
};
fetchCannedQueries();
}, []);
const mainContentClass = `main-content ${isOpen ? 'open' : 'closed'}`;
const menuItemClass = `sidebar-menu-item ${isOpen ? 'open' : 'closed'}`;
const menuItemContentClass = `sidebar-menu-item-content ${isOpen ? 'open' : 'closed'}`;
const toggleButtonTitle = `${isOpen ? 'Hide' : 'Show'} Common Queries`;
return (
<div
className={"sidebar"}
style={{
display: 'flex',
flexDirection: 'row',
justifyContent: 'flexStart',
alignItems: 'flexStart',
margin: theme.spacing(2, 0, 0, 0)
}}
>
<div className={mainContentClass}>
{cannedQueries.map(cq =>
<Button key={cq.name} className={menuItemClass} onClick={(event) => onMenuItemClick(event, cq)}>
<div className={menuItemContentClass}>
<span className='button-text'>{cq.name}</span>
</div>
</Button>)
}
{/* {cannedQueries.map(cq =>
<Button
variant="contained"
color="primary"
startIcon={<FileCopyIcon />}
onClick={onMenuItemClick}
>
<div className={menuItemContentClass}>
<span className='button-text'>{cq.name}</span>
</div>
</Button>)} */}
</div>
<Tooltip title={toggleButtonTitle}>
<Button onClick={toggleIsOpen}>
<Icon className="w-5 h-5" />
</Button>
</Tooltip>
</div>
);
};
export default Sidebar;
Sidebar.propTypes = {
onSelection: PropTypes.func,
onOpened: PropTypes.func,
onClosed: PropTypes.func,
};
@@ -0,0 +1,112 @@
import { createTheme } from '@mui/material/styles';
import PropTypes from 'prop-types';
import '@fontsource/noto-sans';
import './App.css';
const getLightPalette = () => {
return {
mode: 'light',
primary: {
light: '#6573c3',
main: '#3f51b5',
dark: '#2c387e',
contrastText: '#ffffff',
},
secondary: {
light: '#f73378',
main: '#f50057',
dark: '#ab003c',
contrastText: '#ffffff',
},
text: {
primary: '#000000c4',
secondary: '#00000086',
disabled: '#0000005b',
hint: '#0000005b',
}
};
};
const getDarkPalette = () => {
return {
mode: 'dark',
primary: {
light: '#bcc5ff',
main: '#33baf9',
dark: '#202334',
contrastText: '#78a2ac',
},
secondary: {
light: '#9fd0b8',
main: '#5eb289',
dark: '#ffffff12',
contrastText: '#c8d4f7',
},
action: {
hoverOpacity: 0.08
},
text: {
primary: '#eaf8f8',
dark: '#eaf8f8a0'
},
queryStartButton: {
Subscribed: {
color: '#33baf9',
backgroundColor: '#ffffff40',
},
Unsubscribed: {
color: '#ffffff40',
backgroundColor: '#ffffff00',
}
},
queryStopButton: {
Subscribed: {
color: '#ff4444a0',
backgroundColor: '#ffffff40',
},
Unsubscribed: {
color: '#ff444450',
backgroundColor: '#ffffff00',
}
},
error: {
light: '#e57373',
main: '#f44336',
dark: '#d32f2f',
contrastText: '#fff',
},
warning: {
light: '#ffb74d',
main: '#ff9800',
dark: '#f57c00',
contrastText: '#000',
},
info: {
light: '#64b5f6',
main: '#2196f3',
dark: '#303030',
contrastText: '#fff',
},
success: {
light: '#81c784',
main: '#4caf50',
dark: '#388e3c',
contrastText: '#000',
},
};
};
const getTheme = ({ mode }) => {
return createTheme({
typography: {
fontFamily: '"Helvetica"'
},
palette: mode == 'dark' ? getDarkPalette() : getLightPalette()
});
};
export default getTheme;
getTheme.propTypes = {
mode: PropTypes.string.isRequired,
};
@@ -0,0 +1 @@
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After

Width:  |  Height:  |  Size: 4.0 KiB

@@ -0,0 +1,51 @@
.dark-high-contrast {
--md-sys-color-primary: rgb(251 250 255);
--md-sys-color-surface-tint: rgb(165 200 255);
--md-sys-color-on-primary: rgb(0 0 0);
--md-sys-color-primary-container: rgb(173 204 255);
--md-sys-color-on-primary-container: rgb(0 0 0);
--md-sys-color-secondary: rgb(250 250 255);
--md-sys-color-on-secondary: rgb(0 0 0);
--md-sys-color-secondary-container: rgb(159 208 255);
--md-sys-color-on-secondary-container: rgb(0 0 0);
--md-sys-color-tertiary: rgb(255 249 251);
--md-sys-color-on-tertiary: rgb(0 0 0);
--md-sys-color-tertiary-container: rgb(222 193 231);
--md-sys-color-on-tertiary-container: rgb(0 0 0);
--md-sys-color-error: rgb(255 249 249);
--md-sys-color-on-error: rgb(0 0 0);
--md-sys-color-error-container: rgb(255 186 177);
--md-sys-color-on-error-container: rgb(0 0 0);
--md-sys-color-background: rgb(17 19 24);
--md-sys-color-on-background: rgb(225 226 233);
--md-sys-color-surface: rgb(17 19 24);
--md-sys-color-on-surface: rgb(255 255 255);
--md-sys-color-surface-variant: rgb(67 71 78);
--md-sys-color-on-surface-variant: rgb(251 250 255);
--md-sys-color-outline: rgb(200 202 212);
--md-sys-color-outline-variant: rgb(200 202 212);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(225 226 233);
--md-sys-color-inverse-on-surface: rgb(0 0 0);
--md-sys-color-inverse-primary: rgb(0 42 83);
--md-sys-color-primary-fixed: rgb(219 231 255);
--md-sys-color-on-primary-fixed: rgb(0 0 0);
--md-sys-color-primary-fixed-dim: rgb(173 204 255);
--md-sys-color-on-primary-fixed-variant: rgb(0 22 49);
--md-sys-color-secondary-fixed: rgb(214 233 255);
--md-sys-color-on-secondary-fixed: rgb(0 0 0);
--md-sys-color-secondary-fixed-dim: rgb(159 208 255);
--md-sys-color-on-secondary-fixed-variant: rgb(0 24 42);
--md-sys-color-tertiary-fixed: rgb(249 222 255);
--md-sys-color-on-tertiary-fixed: rgb(0 0 0);
--md-sys-color-tertiary-fixed-dim: rgb(222 193 231);
--md-sys-color-on-tertiary-fixed-variant: rgb(33 14 42);
--md-sys-color-surface-dim: rgb(17 19 24);
--md-sys-color-surface-bright: rgb(55 57 62);
--md-sys-color-surface-container-lowest: rgb(12 14 19);
--md-sys-color-surface-container-low: rgb(25 28 32);
--md-sys-color-surface-container: rgb(29 32 36);
--md-sys-color-surface-container-high: rgb(40 42 47);
--md-sys-color-surface-container-highest: rgb(50 53 58);
}
@@ -0,0 +1,51 @@
.dark-medium-contrast {
--md-sys-color-primary: rgb(173 204 255);
--md-sys-color-surface-tint: rgb(165 200 255);
--md-sys-color-on-primary: rgb(0 22 49);
--md-sys-color-primary-container: rgb(112 146 198);
--md-sys-color-on-primary-container: rgb(0 0 0);
--md-sys-color-secondary: rgb(159 208 255);
--md-sys-color-on-secondary: rgb(0 24 42);
--md-sys-color-secondary-container: rgb(100 149 193);
--md-sys-color-on-secondary-container: rgb(0 0 0);
--md-sys-color-tertiary: rgb(222 193 231);
--md-sys-color-on-tertiary: rgb(33 14 42);
--md-sys-color-tertiary-container: rgb(162 136 171);
--md-sys-color-on-tertiary-container: rgb(0 0 0);
--md-sys-color-error: rgb(255 186 177);
--md-sys-color-on-error: rgb(55 0 1);
--md-sys-color-error-container: rgb(255 84 73);
--md-sys-color-on-error-container: rgb(0 0 0);
--md-sys-color-background: rgb(17 19 24);
--md-sys-color-on-background: rgb(225 226 233);
--md-sys-color-surface: rgb(17 19 24);
--md-sys-color-on-surface: rgb(251 250 255);
--md-sys-color-surface-variant: rgb(67 71 78);
--md-sys-color-on-surface-variant: rgb(200 202 212);
--md-sys-color-outline: rgb(160 163 171);
--md-sys-color-outline-variant: rgb(128 131 139);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(225 226 233);
--md-sys-color-inverse-on-surface: rgb(40 42 47);
--md-sys-color-inverse-primary: rgb(35 73 120);
--md-sys-color-primary-fixed: rgb(212 227 255);
--md-sys-color-on-primary-fixed: rgb(0 17 40);
--md-sys-color-primary-fixed-dim: rgb(165 200 255);
--md-sys-color-on-primary-fixed-variant: rgb(10 55 100);
--md-sys-color-secondary-fixed: rgb(206 229 255);
--md-sys-color-on-secondary-fixed: rgb(0 18 34);
--md-sys-color-secondary-fixed-dim: rgb(154 203 250);
--md-sys-color-on-secondary-fixed-variant: rgb(0 57 91);
--md-sys-color-tertiary-fixed: rgb(247 216 255);
--md-sys-color-on-tertiary-fixed: rgb(28 9 37);
--md-sys-color-tertiary-fixed-dim: rgb(218 189 226);
--md-sys-color-on-tertiary-fixed-variant: rgb(67 46 76);
--md-sys-color-surface-dim: rgb(17 19 24);
--md-sys-color-surface-bright: rgb(55 57 62);
--md-sys-color-surface-container-lowest: rgb(12 14 19);
--md-sys-color-surface-container-low: rgb(25 28 32);
--md-sys-color-surface-container: rgb(29 32 36);
--md-sys-color-surface-container-high: rgb(40 42 47);
--md-sys-color-surface-container-highest: rgb(50 53 58);
}
@@ -0,0 +1,51 @@
.dark {
--md-sys-color-primary: rgb(165 200 255);
--md-sys-color-surface-tint: rgb(165 200 255);
--md-sys-color-on-primary: rgb(0 49 94);
--md-sys-color-primary-container: rgb(34 72 118);
--md-sys-color-on-primary-container: rgb(212 227 255);
--md-sys-color-secondary: rgb(154 203 250);
--md-sys-color-on-secondary: rgb(0 51 83);
--md-sys-color-secondary-container: rgb(12 74 114);
--md-sys-color-on-secondary-container: rgb(206 229 255);
--md-sys-color-tertiary: rgb(218 189 226);
--md-sys-color-on-tertiary: rgb(61 41 70);
--md-sys-color-tertiary-container: rgb(85 63 93);
--md-sys-color-on-tertiary-container: rgb(247 216 255);
--md-sys-color-error: rgb(255 180 171);
--md-sys-color-on-error: rgb(105 0 5);
--md-sys-color-error-container: rgb(147 0 10);
--md-sys-color-on-error-container: rgb(255 218 214);
--md-sys-color-background: rgb(17 19 24);
--md-sys-color-on-background: rgb(225 226 233);
--md-sys-color-surface: rgb(17 19 24);
--md-sys-color-on-surface: rgb(225 226 233);
--md-sys-color-surface-variant: rgb(67 71 78);
--md-sys-color-on-surface-variant: rgb(195 198 207);
--md-sys-color-outline: rgb(141 145 153);
--md-sys-color-outline-variant: rgb(67 71 78);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(225 226 233);
--md-sys-color-inverse-on-surface: rgb(46 48 53);
--md-sys-color-inverse-primary: rgb(60 96 144);
--md-sys-color-primary-fixed: rgb(212 227 255);
--md-sys-color-on-primary-fixed: rgb(0 28 58);
--md-sys-color-primary-fixed-dim: rgb(165 200 255);
--md-sys-color-on-primary-fixed-variant: rgb(34 72 118);
--md-sys-color-secondary-fixed: rgb(206 229 255);
--md-sys-color-on-secondary-fixed: rgb(0 29 50);
--md-sys-color-secondary-fixed-dim: rgb(154 203 250);
--md-sys-color-on-secondary-fixed-variant: rgb(12 74 114);
--md-sys-color-tertiary-fixed: rgb(247 216 255);
--md-sys-color-on-tertiary-fixed: rgb(39 20 48);
--md-sys-color-tertiary-fixed-dim: rgb(218 189 226);
--md-sys-color-on-tertiary-fixed-variant: rgb(85 63 93);
--md-sys-color-surface-dim: rgb(17 19 24);
--md-sys-color-surface-bright: rgb(55 57 62);
--md-sys-color-surface-container-lowest: rgb(12 14 19);
--md-sys-color-surface-container-low: rgb(25 28 32);
--md-sys-color-surface-container: rgb(29 32 36);
--md-sys-color-surface-container-high: rgb(40 42 47);
--md-sys-color-surface-container-highest: rgb(50 53 58);
}
@@ -0,0 +1,51 @@
.light-high-contrast {
--md-sys-color-primary: rgb(0 34 70);
--md-sys-color-surface-tint: rgb(60 96 144);
--md-sys-color-on-primary: rgb(255 255 255);
--md-sys-color-primary-container: rgb(29 68 114);
--md-sys-color-on-primary-container: rgb(255 255 255);
--md-sys-color-secondary: rgb(0 36 61);
--md-sys-color-on-secondary: rgb(255 255 255);
--md-sys-color-secondary-container: rgb(3 70 110);
--md-sys-color-on-secondary-container: rgb(255 255 255);
--md-sys-color-tertiary: rgb(46 26 55);
--md-sys-color-on-tertiary: rgb(255 255 255);
--md-sys-color-tertiary-container: rgb(81 59 89);
--md-sys-color-on-tertiary-container: rgb(255 255 255);
--md-sys-color-error: rgb(78 0 2);
--md-sys-color-on-error: rgb(255 255 255);
--md-sys-color-error-container: rgb(140 0 9);
--md-sys-color-on-error-container: rgb(255 255 255);
--md-sys-color-background: rgb(249 249 255);
--md-sys-color-on-background: rgb(25 28 32);
--md-sys-color-surface: rgb(249 249 255);
--md-sys-color-on-surface: rgb(0 0 0);
--md-sys-color-surface-variant: rgb(224 226 236);
--md-sys-color-on-surface-variant: rgb(32 36 43);
--md-sys-color-outline: rgb(63 67 74);
--md-sys-color-outline-variant: rgb(63 67 74);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(46 48 53);
--md-sys-color-inverse-on-surface: rgb(255 255 255);
--md-sys-color-inverse-primary: rgb(228 236 255);
--md-sys-color-primary-fixed: rgb(29 68 114);
--md-sys-color-on-primary-fixed: rgb(255 255 255);
--md-sys-color-primary-fixed-dim: rgb(0 45 88);
--md-sys-color-on-primary-fixed-variant: rgb(255 255 255);
--md-sys-color-secondary-fixed: rgb(3 70 110);
--md-sys-color-on-secondary-fixed: rgb(255 255 255);
--md-sys-color-secondary-fixed-dim: rgb(0 47 77);
--md-sys-color-on-secondary-fixed-variant: rgb(255 255 255);
--md-sys-color-tertiary-fixed: rgb(81 59 89);
--md-sys-color-on-tertiary-fixed: rgb(255 255 255);
--md-sys-color-tertiary-fixed-dim: rgb(57 37 66);
--md-sys-color-on-tertiary-fixed-variant: rgb(255 255 255);
--md-sys-color-surface-dim: rgb(217 218 224);
--md-sys-color-surface-bright: rgb(249 249 255);
--md-sys-color-surface-container-lowest: rgb(255 255 255);
--md-sys-color-surface-container-low: rgb(243 243 250);
--md-sys-color-surface-container: rgb(237 237 244);
--md-sys-color-surface-container-high: rgb(231 232 238);
--md-sys-color-surface-container-highest: rgb(225 226 233);
}
@@ -0,0 +1,51 @@
.light-medium-contrast {
--md-sys-color-primary: rgb(29 68 114);
--md-sys-color-surface-tint: rgb(60 96 144);
--md-sys-color-on-primary: rgb(255 255 255);
--md-sys-color-primary-container: rgb(83 118 167);
--md-sys-color-on-primary-container: rgb(255 255 255);
--md-sys-color-secondary: rgb(3 70 110);
--md-sys-color-on-secondary: rgb(255 255 255);
--md-sys-color-secondary-container: rgb(71 121 163);
--md-sys-color-on-secondary-container: rgb(255 255 255);
--md-sys-color-tertiary: rgb(81 59 89);
--md-sys-color-on-tertiary: rgb(255 255 255);
--md-sys-color-tertiary-container: rgb(133 108 141);
--md-sys-color-on-tertiary-container: rgb(255 255 255);
--md-sys-color-error: rgb(140 0 9);
--md-sys-color-on-error: rgb(255 255 255);
--md-sys-color-error-container: rgb(218 52 46);
--md-sys-color-on-error-container: rgb(255 255 255);
--md-sys-color-background: rgb(249 249 255);
--md-sys-color-on-background: rgb(25 28 32);
--md-sys-color-surface: rgb(249 249 255);
--md-sys-color-on-surface: rgb(25 28 32);
--md-sys-color-surface-variant: rgb(224 226 236);
--md-sys-color-on-surface-variant: rgb(63 67 74);
--md-sys-color-outline: rgb(91 95 103);
--md-sys-color-outline-variant: rgb(119 123 131);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(46 48 53);
--md-sys-color-inverse-on-surface: rgb(240 240 247);
--md-sys-color-inverse-primary: rgb(165 200 255);
--md-sys-color-primary-fixed: rgb(83 118 167);
--md-sys-color-on-primary-fixed: rgb(255 255 255);
--md-sys-color-primary-fixed-dim: rgb(58 93 141);
--md-sys-color-on-primary-fixed-variant: rgb(255 255 255);
--md-sys-color-secondary-fixed: rgb(71 121 163);
--md-sys-color-on-secondary-fixed: rgb(255 255 255);
--md-sys-color-secondary-fixed-dim: rgb(43 96 137);
--md-sys-color-on-secondary-fixed-variant: rgb(255 255 255);
--md-sys-color-tertiary-fixed: rgb(133 108 141);
--md-sys-color-on-tertiary-fixed: rgb(255 255 255);
--md-sys-color-tertiary-fixed-dim: rgb(107 84 116);
--md-sys-color-on-tertiary-fixed-variant: rgb(255 255 255);
--md-sys-color-surface-dim: rgb(217 218 224);
--md-sys-color-surface-bright: rgb(249 249 255);
--md-sys-color-surface-container-lowest: rgb(255 255 255);
--md-sys-color-surface-container-low: rgb(243 243 250);
--md-sys-color-surface-container: rgb(237 237 244);
--md-sys-color-surface-container-high: rgb(231 232 238);
--md-sys-color-surface-container-highest: rgb(225 226 233);
}
@@ -0,0 +1,51 @@
.light {
--md-sys-color-primary: rgb(60 96 144);
--md-sys-color-surface-tint: rgb(60 96 144);
--md-sys-color-on-primary: rgb(255 255 255);
--md-sys-color-primary-container: rgb(212 227 255);
--md-sys-color-on-primary-container: rgb(0 28 58);
--md-sys-color-secondary: rgb(46 98 140);
--md-sys-color-on-secondary: rgb(255 255 255);
--md-sys-color-secondary-container: rgb(206 229 255);
--md-sys-color-on-secondary-container: rgb(0 29 50);
--md-sys-color-tertiary: rgb(110 86 118);
--md-sys-color-on-tertiary: rgb(255 255 255);
--md-sys-color-tertiary-container: rgb(247 216 255);
--md-sys-color-on-tertiary-container: rgb(39 20 48);
--md-sys-color-error: rgb(186 26 26);
--md-sys-color-on-error: rgb(255 255 255);
--md-sys-color-error-container: rgb(255 218 214);
--md-sys-color-on-error-container: rgb(65 0 2);
--md-sys-color-background: rgb(249 249 255);
--md-sys-color-on-background: rgb(25 28 32);
--md-sys-color-surface: rgb(249 249 255);
--md-sys-color-on-surface: rgb(25 28 32);
--md-sys-color-surface-variant: rgb(224 226 236);
--md-sys-color-on-surface-variant: rgb(67 71 78);
--md-sys-color-outline: rgb(116 119 127);
--md-sys-color-outline-variant: rgb(195 198 207);
--md-sys-color-shadow: rgb(0 0 0);
--md-sys-color-scrim: rgb(0 0 0);
--md-sys-color-inverse-surface: rgb(46 48 53);
--md-sys-color-inverse-on-surface: rgb(240 240 247);
--md-sys-color-inverse-primary: rgb(165 200 255);
--md-sys-color-primary-fixed: rgb(212 227 255);
--md-sys-color-on-primary-fixed: rgb(0 28 58);
--md-sys-color-primary-fixed-dim: rgb(165 200 255);
--md-sys-color-on-primary-fixed-variant: rgb(34 72 118);
--md-sys-color-secondary-fixed: rgb(206 229 255);
--md-sys-color-on-secondary-fixed: rgb(0 29 50);
--md-sys-color-secondary-fixed-dim: rgb(154 203 250);
--md-sys-color-on-secondary-fixed-variant: rgb(12 74 114);
--md-sys-color-tertiary-fixed: rgb(247 216 255);
--md-sys-color-on-tertiary-fixed: rgb(39 20 48);
--md-sys-color-tertiary-fixed-dim: rgb(218 189 226);
--md-sys-color-on-tertiary-fixed-variant: rgb(85 63 93);
--md-sys-color-surface-dim: rgb(217 218 224);
--md-sys-color-surface-bright: rgb(249 249 255);
--md-sys-color-surface-container-lowest: rgb(255 255 255);
--md-sys-color-surface-container-low: rgb(243 243 250);
--md-sys-color-surface-container: rgb(237 237 244);
--md-sys-color-surface-container-high: rgb(231 232 238);
--md-sys-color-surface-container-highest: rgb(225 226 233);
}
@@ -0,0 +1,107 @@
:root {
font-family: Inter, system-ui, Avenir, Helvetica, Arial, sans-serif;
line-height: 1.5;
font-weight: 400;
color-scheme: light dark;
color: rgba(255, 255, 255, 0.87);
background-color: #242424;
font-synthesis: none;
text-rendering: optimizeLegibility;
-webkit-font-smoothing: antialiased;
-moz-osx-font-smoothing: grayscale;
}
a {
font-weight: 500;
color: #646cff;
text-decoration: inherit;
}
a:hover {
color: #535bf2;
}
body {
margin: 0;
display: flex;
place-items: center;
min-width: 320px;
min-height: 100vh;
}
button {
border-radius: 8px;
border: 1px solid transparent;
padding: 0.6em 1.2em;
font-size: 1em;
font-weight: 500;
font-family: inherit;
background-color: #1a1a1a;
cursor: pointer;
transition: border-color 0.25s;
}
button:hover {
border-color: #646cff;
}
button:focus,
button:focus-visible {
outline: 4px auto -webkit-focus-ring-color;
}
button#query-button {
height: 5em;
vertical-align: top;
}
button#play-button {
padding: '10px 20px';
font-size: '16px';
cursor: 'pointer';
background-color: '#28a745';
color: '#fff';
border: 'none';
border-radius: '5px';
};
button#pause-button {
background-color: #ffc107;
}
button#stop-button {
background-color: #dc3545;
}
h1 {
font-size: 3.2em;
line-height: 1.1;
}
p#footer {
float: none;
clear: both;
vertical-align: bottom;
}
table#query-output {
float: none;
clear: both;
}
textarea#query-input {
height: 5em;
width: 50em;
}
@media (prefers-color-scheme: light) {
:root {
color: #213547;
background-color: #ffffff;
}
a:hover {
color: #747bff;
}
button {
background-color: #f9f9f9;
}
}
@@ -0,0 +1,7 @@
import React from 'react';
import ReactDOM from 'react-dom/client';
import App from './App';
ReactDOM.createRoot(document.getElementById('root')).render(
<App />
)
@@ -0,0 +1,80 @@
import { fileURLToPath, URL } from 'node:url';
import { defineConfig } from 'vite';
import plugin from '@vitejs/plugin-react';
import fs from 'fs';
import path from 'path';
import child_process from 'child_process';
import process, { env } from 'process';
const baseFolder =
process.env.APPDATA !== undefined && process.env.APPDATA !== ''
? `${process.env.APPDATA}/ASP.NET/https`
: `${process.env.HOME}/.aspnet/https`;
const certificateName = "bts.datastreamwebapp.client";
const certFilePath = path.join(baseFolder, `${certificateName}.pem`);
const keyFilePath = path.join(baseFolder, `${certificateName}.key`);
if (!fs.existsSync(certFilePath) || !fs.existsSync(keyFilePath)) {
if (0 !== child_process.spawnSync('dotnet', [
'dev-certs',
'https',
'--export-path',
certFilePath,
'--format',
'Pem',
'--no-password',
], { stdio: 'inherit', }).status) {
throw new Error("Could not create certificate.");
}
}
const target = env.ASPNETCORE_HTTPS_PORT
? `https://localhost:${env.ASPNETCORE_HTTPS_PORT}`
: env.ASPNETCORE_URLS
? env.ASPNETCORE_URLS.split(';')[0]
: 'https://localhost:8443';
export default defineConfig(({ $$command, mode, $$isSsrBuild, $$isPreview }) => {
return {
plugins: [plugin()],
resolve: {
alias: {
'@': fileURLToPath(new URL('./src', import.meta.url))
}
},
build: {
minify: false,
sourcemap: true,
outDir: `../../../build/Bts.DataStreamWebApp.Client/${mode}/dist`
},
server: {
proxy: {
'^/api': {
target,
secure: false,
configure: (proxy) => {
proxy.on('error', (err) => {
console.log('proxy error', err);
});
proxy.on('proxyReq', (proxyReq, req) => {
console.log(`Forwarding ${proxyReq.method} ${proxyReq.protocol}//${proxyReq.host}${proxyReq.path} to ${req.socket.remoteAddress}${req.url}`);
});
proxy.on('proxyRes', (proxyRes, req, res) => {
console.log(`Forwarding response ${req.socket.localAddress} to ${res.socket.remoteAddress}. Status=${proxyRes.statusCode}`);
});
},
},
'^/ws': {
target,
secure: false
}
},
port: 5173,
https: {
key: fs.readFileSync(keyFilePath),
cert: fs.readFileSync(certFilePath),
}
}
};
});
@@ -0,0 +1,40 @@
<Project Sdk="Microsoft.NET.Sdk.Web">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<InvariantGlobalization>true</InvariantGlobalization>
<SpaRoot>..\Bts.DataStreamWebApp.Client</SpaRoot>
<SpaProxyLaunchCommand>npm run dev</SpaProxyLaunchCommand>
<SpaProxyServerUrl>https://localhost:5173</SpaProxyServerUrl>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="CommandLineParser" Version="2.9.1" />
<PackageReference Include="Microsoft.AspNetCore.SpaProxy" Version="8.0.18" />
<PackageReference Include="Microsoft.AspNetCore.SpaServices.Extensions" Version="8.0.18" />
<PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
<PackageReference Include="Swashbuckle.AspNetCore" Version="9.0.3" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Bts.DataStreamWebApp.Client\Bts.DataStreamWebApp.Client.esproj">
<ReferenceOutputAssembly>false</ReferenceOutputAssembly>
</ProjectReference>
<ProjectReference Include="..\DataStream\DataStream.csproj" />
<ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
<ProjectReference Include="..\..\client\spark_api\spark_api.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
<ProjectReference Include="..\..\client\spark_websocket\spark_websocket.csproj" />
</ItemGroup>
<ItemGroup>
<ConfigurationProfile Include="appsettings.Development.json" />
<ConfigurationProfile Include="appsettings.Production.json" />
<ConfigurationProfile Include="appsettings.ProductionAws.json" />
<ConfigurationProfile Include="appsettings.Staging.json" />
<ConfigurationProfile Include="appsettings.json" />
</ItemGroup>
</Project>
@@ -0,0 +1,5 @@
namespace Bts.DataStreamWebApp.Server;
public class CannedQueriesConfig {
public List<CannedQuery>? Items { get; set; }
}
@@ -0,0 +1,6 @@
namespace Bts.DataStreamWebApp.Server;
public class CannedQuery {
public string? Name { get; set; }
public List<string>? Query { get; set; }
}
@@ -0,0 +1,18 @@
namespace Bts.DataStreamWebApp.Server;
using Microsoft.AspNetCore.Mvc;
[ApiController]
[Route("api/[controller]")]
public class CannedQueriesController : ControllerBase {
readonly IConfiguration config;
public CannedQueriesController(IConfiguration config) =>
this.config = config;
[HttpGet(Name = "GetCannedQueries")]
public IEnumerable<CannedQuery>? Get() {
var cannedQueries = config.GetSection("CannedQueries").Get<List<CannedQuery>>()?.ToArray() ?? Array.Empty<CannedQuery>();
return cannedQueries;
}
}
@@ -0,0 +1,22 @@
// using Bts.DataStreamWebApp.Server;
// using Microsoft.AspNetCore.Mvc;
// [ApiController]
// [Route("api/[controller]")]
// public class ConfigController : ControllerBase {
// private readonly IConfiguration _configuration;
// public ConfigController(IConfiguration configuration) {
// _configuration = configuration;
// }
// [HttpGet("websocket")]
// public ActionResult<DataStreamWebSocketConfig> GetWebSocketConfig() {
// var endpoint = $"{_configuration["Kestrel:Endpoints:Http:Url"]}/ws";
// var webSocketConfig = new DataStreamWebSocketConfig {
// Endpoint = endpoint // or Https based on your setup
// };
// return Ok(webSocketConfig);
// }
// }
@@ -0,0 +1,37 @@
namespace Bts.DataStreamWebApp.Server.Controllers;
using Bts.DataStreamCore;
using Microsoft.AspNetCore.Mvc;
[Route("/ws")]
public class DataStreamSubscriptionController : ControllerBase {
readonly ILogger logger;
readonly IDataStreamFactory streamFactory;
public DataStreamSubscriptionController(ILogger<DataStreamSubscriptionController> logger, IEnumerable<IDataStreamFactory> streamFactories) {
this.logger = logger;
logger.LogInformation("Creating {ControllerType}", GetType().Name);
var streamFactoryList = streamFactories.ToList();
streamFactory = streamFactoryList.Count == 1
? streamFactoryList[0]
: new CompositeDataStreamFactory(streamFactoryList);
}
[Route("/ws")]
public async Task Get(CancellationToken cancellationToken) {
if (!HttpContext.WebSockets.IsWebSocketRequest) {
logger.LogError("Expected websocket request on path '{}'", HttpContext.Request.Path);
return;
}
logger.LogInformation("Establishing websocket connection...");
try {
using var webSocket = await HttpContext.WebSockets.AcceptWebSocketAsync();
logger.LogInformation("Websocket connection established.");
using var server = new DataStreamWebSocketServer(webSocket, streamFactory, logger);
await server.Run(cancellationToken);
} catch (Exception ex) {
logger.LogError("DataStreamSubscriptionController.Run threw exception: {Exception}", ex);
}
}
}
@@ -0,0 +1,133 @@
namespace Bts.DataStreamWebApp.Server.Controllers;
using BCG;
using bts.websocket_core.json_rpc;
using Bts.DataStreamCore;
using Bts.DataStreamWebApp.Server.Messages;
using System;
using System.Net.WebSockets;
using System.Text;
using System.Text.Json;
using System.Text.Json.Serialization;
class DataStreamSubscription : IDisposable, IHostedService {
public readonly ViewStream ViewStream;
public DataPacket? LastFired;
readonly ILogger logger;
readonly WebSocket webSocket;
public DataStreamSubscription(string id, JsonRpcId requestId, ViewStream viewStream, WebSocket webSocket, ILogger logger) {
ViewStream = viewStream;
RequestId = requestId;
Id = id;
this.webSocket = webSocket;
this.logger = logger;
}
public string Id { get; }
public JsonRpcId RequestId { get; }
public SubscriptionStatus Status { get; private set; }
public void Start() {
if (Status == SubscriptionStatus.Subscribed) {
logger.LogWarning("Ignoring redundant call to 'Start'. Id = {Id} Status = {Status}", Id, Status);
return;
}
logger.LogInformation("Subscribing to ViewStream. SubscriptionId = {SubscriptionId}", Id);
Status = SubscriptionStatus.Subscribed;
ViewStream.onChange += onChange;
}
public Task StartAsync(CancellationToken cancellationToken) {
cancellationToken.ThrowIfCancellationRequested();
Start();
return Task.CompletedTask;
}
public Task Clear() {
if (LastFired is null) {
return Task.CompletedTask;
}
logger.LogInformation("Clearing subscription (firing DataPacket to delete all rows). Id = {Id} Status = {Status}", Id, Status);
return sendDataPacket("clear", new(new BlueTable(LastFired.schema), new BlueTable(LastFired.schema), LastFired.newRows));
}
public void Stop() {
if (Status == SubscriptionStatus.Unsubscribed) {
logger.LogWarning("Ignoring redundant call to 'Stop'. Id = {Id} Status = {Status}", Id, Status);
return;
}
logger.LogInformation("Unsubscribing from ViewStream. SubscriptionId = {SubscriptionId}", Id);
Status = SubscriptionStatus.Unsubscribed;
ViewStream.onChange -= onChange;
}
public Task StopAsync(CancellationToken cancellationToken) {
cancellationToken.ThrowIfCancellationRequested();
Stop();
return Task.CompletedTask;
}
public void Dispose() =>
Stop();
async void onChange(object newValue) {
if (newValue is not DataPacket dp) {
logger.LogError("Expected DataPacket in stream callback (actually received {}).", newValue?.GetType());
return;
}
if (webSocket.State != WebSocketState.Open) {
logger.LogError(
"Unsubscribing from stream early because WebSocket state = {WebSocketState}", webSocket.State);
Dispose();
return;
}
await sendDataPacket("subscribe", dp);
}
async Task sendDataPacket(string method, DataPacket dp) {
var serializerOpts = new JsonSerializerOptions {
NumberHandling = JsonNumberHandling.AllowNamedFloatingPointLiterals
};
serializerOpts.Converters.Add(new DataPacketJsonConverter() {
IncludeCurrent = true,
UseObjectRows = true,
});
var res = JsonRpcRequest.CreateNotification(method, new DataStreamSubscriptionUpdate() {
SubscriptionId = Id,
Table = dp
});
var str = serialize(res, serializerOpts);
if (str is null) {
logger.LogError("Unsubscribing from stream early because we failed to serialize an outgoing DataPacket");
Dispose();
return;
}
logger.LogInformation(
"Sending DataPacket. NumRows = {NumRows} NumCols = {NumCols} MessageLength = {MessageLength}",
dp.newRows.Count,
dp.schema.columnNames.Length,
str.Length);
var bytes = Encoding.UTF8.GetBytes(str);
try {
await webSocket.SendAsync(bytes, WebSocketMessageType.Text, true, CancellationToken.None);
LastFired = dp;
} catch (WebSocketException ex) {
logger.LogError($"sendDataPacket failed on webSocket.SendAsync: {ex}");
}
}
string? serialize<T>(T message, JsonSerializerOptions? opts) {
opts ??= JsonSerializerOptions.Default;
try {
return JsonSerializer.Serialize(message, opts);
} catch (Exception ex) {
logger.LogError("Failed to serialize message of type {MessageType}: {Exception}", typeof(T), ex);
}
return null;
}
}
@@ -0,0 +1,13 @@
namespace Bts.DataStreamWebApp.Server;
using BCG;
using System.Text.Json.Serialization;
public class DataStreamSubscriptionUpdate {
[JsonPropertyName("subscription_id")]
public string? SubscriptionId { get; set; }
[JsonPropertyName("table")]
public DataPacket? Table { get; set; }
}
@@ -0,0 +1,89 @@
namespace Bts.DataStreamWebApp.Server;
using Bts.PubSub;
using CommandLine;
using System.Text.Json;
using System.Text.Json.Serialization;
class DataStreamWebAppServerConfig {
/// <summary>
/// The login user for sparkd
/// </summary>
[JsonPropertyName("user")]
[Option("user", HelpText = "The sparkd login user")]
public string? User { get; set; }
/// <summary>
/// The login password for sparkd
/// </summary>
[JsonPropertyName("password")]
[Option("pass", HelpText = "The sparkd login password")]
public string? Password { get; set; }
/// <summary>
/// The config server url for sparkd
/// </summary>
[JsonPropertyName("sparkd")]
[Option("sparkd", HelpText = "The sparkd config server")]
public string? Sparkd { get; set; }
[JsonPropertyName("pubsub")]
public PubSubConfig? PubSub { get; set; }
[Option("content-root-path")]
[JsonPropertyName("content_root_path")]
public string? ContentRootPath { get; set; }
[Option("web-root-path")]
[JsonPropertyName("web_root_path")]
public string? WebRootPath { get; set; }
[Option("environment-name")]
[JsonPropertyName("environment_name")]
public string? EnvironmentName { get; set; }
public DirectoryBrowserOptions? DirectoryBrowser { get; set; }
[Option(
"config",
MetaValue = "PATH",
HelpText = "Path to json file representing these options (DataStreamPublisherConfig)")]
[JsonIgnore]
public string? ConfigFile { get; set; }
public static DataStreamWebAppServerConfig Default() =>
new() {
User = "bts",
PubSub = PubSubConfig.Default(),
};
public void MergeWith(DataStreamWebAppServerConfig other) {
User ??= other.User;
Password ??= other.Password;
PubSub ??= other.PubSub;
Sparkd ??= other.Sparkd;
ContentRootPath ??= other.ContentRootPath;
WebRootPath ??= other.WebRootPath;
ConfigFile ??= other.ConfigFile;
}
/// <summary>
/// Merges options with those defined in `ConfigFile` (does not overwrite
/// non-null existing values).
/// </summary>
/// <exception cref="InvalidOperationException">
/// JsonSerializer.Deserialize returns null
/// </exception>
public void MergeWithConfigFile() {
if (ConfigFile is null) {
return;
}
var cfgString = File.ReadAllText(ConfigFile);
var parsedCfg = JsonSerializer.Deserialize<DataStreamWebAppServerConfig>(cfgString) ??
throw new InvalidOperationException($"Failed to parse json from {ConfigFile}");
MergeWith(parsedCfg);
ConfigFile = null;
}
}
@@ -0,0 +1,5 @@
namespace Bts.DataStreamWebApp.Server;
public class DataStreamWebSocketConfig {
public string? Endpoint { get; set; }
}
@@ -0,0 +1,151 @@
namespace Bts.DataStreamWebApp.Server.Controllers;
using bts.websocket_core.json_rpc;
using Bts.DataStreamCore;
using Bts.DataStreamWebApp.Server.Messages;
using System.Net.WebSockets;
using System.Text;
using System.Text.Json;
using System.Text.Json.Nodes;
public class DataStreamWebSocketServer : IDisposable, IAsyncDisposable {
readonly ILogger logger;
readonly WebSocket webSocket;
readonly Dictionary<string, DataStreamSubscription> subscriptions = new();
readonly IDataStreamFactory streamFactory;
public DataStreamWebSocketServer(WebSocket webSocket, IDataStreamFactory streamFactory, ILogger logger) {
this.webSocket = webSocket;
this.streamFactory = streamFactory;
this.logger = logger;
}
public async Task<int> Run(CancellationToken cancellationToken) {
logger.LogInformation("DataStreamWebSocketServer running");
await foreach (var req in JsonRpcRequestAsyncEnumerable.Create(webSocket, logger, cancellationToken)) {
await (req.Method switch {
"subscribe" => onSubscribe(req, cancellationToken),
"unsubscribe" => onUnsubscribe(req.Deserialize<UnsubscribeRequest>(), cancellationToken),
_ => Task.CompletedTask,
});
}
logger.LogInformation("DataStreamWebSocketServer stopped");
return 0;
}
/// <summary>
/// Disposes internal subscriptions. To additionally notify the client of the subscription status
/// change(s), use <see cref="DisposeAsync"/>.
/// </summary>
public void Dispose() {
GC.SuppressFinalize(this);
disposeSubscriptions();
}
/// <summary>
/// Disposes internal subscriptions (like <see cref="Dispose"/>), then sends 'subscription status change'
/// notifications to the client (unlike <see cref="Dispose"/>).
/// </summary>
public async ValueTask DisposeAsync() {
GC.SuppressFinalize(this);
var finalSubs = subscriptions.Values.Select(s => (s.RequestId, s.Id)).ToList();
disposeSubscriptions();
// Send a 'subscription status change' msg to the client for each one.
foreach (var (requestId, id) in finalSubs) {
await sendSubscriptionStatus(requestId, id, "unsubscribe", SubscriptionStatus.Unsubscribed, CancellationToken.None);
}
}
async Task onSubscribe(JsonRpcRequest<JsonNode> req, CancellationToken cancellationToken) {
ArgumentNullException.ThrowIfNull(req.Id);
ArgumentException.ThrowIfNullOrEmpty(req.Method);
if (!SubscribeRequest.Parse(req, out var subReq, out var parseErr, out var errCode)) {
logger.LogError("Invalid 'subscribe' request: {Reason}", parseErr);
var rpcError = JsonRpcResponse.CreateError<SubscriptionError>(
req.Id, new() { Code = (long)errCode, Message = "Failed to parse subscription request", Data = parseErr });
await send(rpcError, cancellationToken);
return;
}
var subId = subReq.SubscriptionId ?? throw new InvalidOperationException("SubscriptionId is null (parse false)");
disposeSubscription(subId);
if (!subReq.ParseQuery(streamFactory, out var vs, out parseErr, out errCode)) {
logger.LogError("Invalid 'subscribe' request: {Reason}", parseErr);
var rpcError = JsonRpcResponse.CreateError<SubscriptionError>(
req.Id, new() { Code = (long)errCode, Message = "Failed to parse subscription request", Data = parseErr });
await send(rpcError, cancellationToken);
return;
}
if (subscriptions.TryGetValue(subId, out var oldSub)) {
logger.LogInformation("Disposing existing subscription with id {SubscriptionId}", subId);
oldSub.Dispose();
}
var sub = new DataStreamSubscription(subId, req.Id.Value, vs, webSocket, logger);
subscriptions[subId] = sub;
await sendSubscriptionStatus(req.Id.Value, subId, req.Method, SubscriptionStatus.Subscribed, cancellationToken);
vs.ErrorChanged += OnStreamError;
await sub.StartAsync(cancellationToken);
async void OnStreamError(Exception exception) {
logger.LogError("Error in ViewStream (disposing subscription): {Exception}", exception);
subscriptions.Remove(sub.Id);
sub.Dispose();
var error = new SubscriptionError() {
ErrorMessage = "Error in ViewStream (disposing subscription)"
};
if (exception is not null) {
error.ErrorMessage += ". " + exception.Message;
error.StackTrace = exception.StackTrace?.Split("\n")?.ToList();
}
var rpcError = JsonRpcResponse.CreateError<SubscriptionError>(
req.Id, new() { Code = (long)ErrorCode.ViewStreamError, Message = "Error in ViewStream (disposing subscription)", Data = error });
await send(rpcError, cancellationToken);
}
}
async Task onUnsubscribe(JsonRpcRequest<UnsubscribeRequest> req, CancellationToken cancellationToken) {
ArgumentNullException.ThrowIfNull(req.Id);
ArgumentException.ThrowIfNullOrEmpty(req.Method);
var subId = req.Params?.SubscriptionId ?? string.Empty;
if (!disposeSubscription(subId)) {
logger.LogInformation("Unable to dispose subscription. Subscription with id {Id} not found.", subId);
}
await sendSubscriptionStatus(req.Id.Value, subId, "unsubscribe", SubscriptionStatus.Unsubscribed, cancellationToken);
}
bool disposeSubscription(string subId) {
if (!subscriptions.TryGetValue(subId, out var sub)) {
return false;
}
logger.LogInformation("Disposing subscription with id {Id}", subId);
sub.Dispose();
subscriptions.Remove(subId);
return true;
}
Task sendSubscriptionStatus(JsonRpcId reqId, string subId, string method, SubscriptionStatus status, CancellationToken cancellationToken) {
logger.LogInformation("Sending {Method} ack. SubscriptionId = {SubscriptionId}", method, subId);
var response = JsonRpcResponse.Create(reqId, new SubscriptionStatusMessage() {
SubscriptionId = subId,
Status = status,
});
return send(response, cancellationToken);
}
Task send<T>(T message, CancellationToken cancellationToken) {
if (message is null) {
return Task.CompletedTask;
}
var str = JsonSerializer.Serialize(message);
var bytes = Encoding.UTF8.GetBytes(str);
logger.LogTrace("Sending data. Length = {Length}", bytes.Length);
return webSocket.SendAsync(bytes, WebSocketMessageType.Text, true, cancellationToken);
}
void disposeSubscriptions() {
logger.LogInformation("Disposing DataStreamWebSocketServer subscriptions. Count: {Count}", subscriptions.Count);
subscriptions.Values.DisposeAll();
subscriptions.Clear();
}
}
@@ -0,0 +1,11 @@
FROM bluetradingsystems/linux_dotnet7
ARG SOURCE_DIR="build/Release/bin/net7.0/linux-x64/publish"
ARG WEB_ROOT="build/Bts.DataStreamWebApp.Client/production/dist"
ARG CONF_FILE="src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf"
RUN dotnet dev-certs https --trust
COPY --chown=bts:bts "${SOURCE_DIR}" "bin"
COPY --chown=bts:bts "${WEB_ROOT}" "bin/wwwroot"
COPY --chown=bts:bts "${CONF_FILE}" ".local/share/DataStream/conf/spark.conf"
WORKDIR "/home/bts/bin"
@@ -0,0 +1,5 @@
namespace Bts.DataStreamWebApp.Server;
public class CannedQueriesResponse {
public List<CannedQuery>? Items { get; set; }
}
@@ -0,0 +1,7 @@
namespace Bts.DataStreamWebApp.Server.Messages;
enum ErrorCode {
None = 0,
InvalidSubscriptionRequest,
ViewStreamError,
}
@@ -0,0 +1,78 @@
namespace Bts.DataStreamWebApp.Server.Messages;
using BCG;
using bts.websocket_core.json_rpc;
using Bts.DataStreamCore;
using Bts.DataStreamExpressions;
using System.Diagnostics.CodeAnalysis;
using System.Text.Json;
using System.Text.Json.Nodes;
using System.Text.Json.Serialization;
public class SubscribeRequest {
[JsonPropertyName("query")]
public string? Query { get; set; }
[JsonPropertyName("subscription_id")]
public string? SubscriptionId { get; set; }
internal static bool Parse(JsonRpcRequest<JsonNode> req, [NotNullWhen(true)]out SubscribeRequest? subscription, [NotNullWhen(false)]out SubscriptionError? error, out ErrorCode errorCode) {
subscription = null;
errorCode = ErrorCode.None;
var paramsJsonObj = req.Params?.AsObject();
error = null;
if (paramsJsonObj is null) {
errorCode = ErrorCode.InvalidSubscriptionRequest;
error = new() { ErrorMessage = "'params' object not found" };
return false;
}
subscription = paramsJsonObj.Deserialize<SubscribeRequest>();
if (subscription is null) {
errorCode = ErrorCode.InvalidSubscriptionRequest;
error = new() { ErrorMessage = "'params' object invalid" };
return false;
}
return true;
}
internal bool ParseQuery(
IDataStreamFactory streamFactory,
[NotNullWhen(true)] out ViewStream? stream,
[NotNullWhen(false)] out SubscriptionError? error,
out ErrorCode errorCode
) {
stream = null;
errorCode = ErrorCode.None;
error = null;
if (Query is null) {
errorCode = ErrorCode.InvalidSubscriptionRequest;
error = new() { ErrorMessage = "'params.query' field not found (expected a string)" };
return false;
}
var exp = DataStreamExpressionsInterpreter.Evaluate(Query);
if (exp is null) {
errorCode = ErrorCode.InvalidSubscriptionRequest;
error = new() { ErrorMessage = "'params.query' expression has invalid syntax" };
return false;
}
Exception? exception = null;
try {
stream = exp.getView(new Dictionary<string, StatementExpression>(0), streamFactory);
} catch (Exception ex) {
exception = ex;
}
if (stream is null) {
errorCode = ErrorCode.InvalidSubscriptionRequest;
error = new() { ErrorMessage = "Failed to create ViewStream from 'params.query' expression (check for typos in arguments/typenames)" };
if (exception is not null) {
error.ErrorMessage += ". " + exception.Message;
error.StackTrace = exception.StackTrace?.Split("\n")?.ToList();
}
return false;
}
return true;
}
}
@@ -0,0 +1,11 @@
namespace Bts.DataStreamWebApp.Server.Messages;
using System.Text.Json.Serialization;
public class SubscriptionError {
[JsonPropertyName("error_message")]
public string? ErrorMessage { get; set; }
[JsonPropertyName("stack_trace")]
public List<string>? StackTrace { get; set; }
}
@@ -0,0 +1,18 @@
namespace Bts.DataStreamWebApp.Server.Messages;
using System.Text.Json.Serialization;
enum SubscriptionStatus {
None,
Subscribed,
Unsubscribed,
}
class SubscriptionStatusMessage {
[JsonPropertyName("subscription_id")]
public string? SubscriptionId { get; set; }
[JsonPropertyName("status")]
[JsonConverter(typeof(JsonStringEnumConverter))]
public SubscriptionStatus Status { get; set; } = SubscriptionStatus.None;
}
@@ -0,0 +1,8 @@
namespace Bts.DataStreamWebApp.Server.Messages;
using System.Text.Json.Serialization;
public class UnsubscribeRequest {
[JsonPropertyName("subscription_id")]
public string? SubscriptionId { get; set; }
}
@@ -0,0 +1,87 @@
using Bts.DataStreamCore.Services;
using Bts.PubSub.Services;
using Bts.SharedStreams.Services;
using Spark.Api.Services;
using Spark.Core.Services;
using System.Reactive.Linq;
using System.Reflection;
var builder = WebApplication.CreateBuilder(new WebApplicationOptions {
Args = args,
ApplicationName = "Bts.DataStreamWebApp.Server",
});
ConfigureApp(builder.Configuration, builder.Environment.EnvironmentName);
ConfigureServices(builder.Services, builder.Configuration);
var app = builder.Build();
var wsOpts = new WebSocketOptions {
KeepAliveInterval = TimeSpan.FromMinutes(2)
};
if (app.Environment.IsDevelopment()) {
app.UseDirectoryBrowser("/browse");
app.UseSwagger();
app.UseSwaggerUI();
}
app.UseHttpsRedirection();
app.UseWebSockets(wsOpts);
app.UseDefaultFiles();
app.UseStaticFiles();
app.UseAuthorization();
app.MapControllers();
try {
Console.Write($"Starting Application");
app.Run();
Console.Write($"Application exited gracefully.");
} catch (Exception ex) {
Console.Error.Write($"Application crashed: {ex}");
return 1;
}
return 0;
static void ConfigureApp(ConfigurationManager configBuilder, string environment) {
// We prefix appsettings with the exe name because multiple exes will usually be in the build dir
// (this way, each exe can still load its own appsettings files from the current directory).
var exeName = Assembly.GetCallingAssembly().GetName().Name;
AddJsonFile($"{exeName}.appsettings.json");
AddJsonFile($"{exeName}.appsettings.{environment}.json");
var cfg = configBuilder.GetSection("config")?.Value;
if (!SetBasePath(cfg)) {
AddJsonFile(cfg);
}
bool SetBasePath(string? path) {
if (!Directory.Exists(path)) {
return false;
}
configBuilder.SetBasePath(path);
return true;
}
bool AddJsonFile(string? path) {
if (!File.Exists(path)) {
return false;
}
configBuilder.AddJsonFile(path);
return true;
}
}
static void ConfigureServices(IServiceCollection services, IConfiguration config) {
services.AddDirectoryBrowser()
.AddControllers().Services
.AddEndpointsApiExplorer()
.AddSwaggerGen();
services.AddSpaStaticFiles();
services.AddSpark(config.GetSection("Spark"))
.AddSparkApi(config.GetSection("SparkApi"))
.AddMasterWorker(config.GetSection("MasterWorker"))
.AddViewStreamDatabase()
.AddPrimitiveStreams(config.GetSection("PrimitiveStreams"))
.AddMarketDataStreams()
.AddNaturalLanguageStreams(config.GetSection("NaturalLanguageStream"))
.AddCompositeDataStreamFactory()
.AddPubSubClient(config.GetSection("PubSub"));
}
@@ -0,0 +1,29 @@
{
"$schema": "http://json.schemastore.org/launchsettings.json",
"profiles": {
"http": {
"commandName": "Project",
"dotnetRunMessages": true,
"launchBrowser": true,
"launchUrl": "swagger",
"applicationUrl": "http://localhost:8080",
"environmentVariables": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_ENVIRONMENT": "Development",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
"https": {
"commandName": "Project",
"dotnetRunMessages": true,
"launchBrowser": true,
"applicationUrl": "http://localhost:8080;https://localhost:8443",
"environmentVariables": {
"ASPNETCORE_HTTP_PORT": "8080",
"ASPNETCORE_HTTPS_PORT": "8443",
"ASPNETCORE_ENVIRONMENT": "Development",
"ASPNETCORE_HOSTINGSTARTUPASSEMBLIES": "Microsoft.AspNetCore.SpaProxy",
}
},
},
}
@@ -0,0 +1,52 @@
{
"PubSub": {
"Routing": {
"PublisherRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://localhost:22019",
"TagRegExp": ".*"
}
],
"SubscriberRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://localhost:22019",
"TagRegExp": ".*"
}
]
}
},
"CannedQueries": [
{
"Name": "BBO",
"Query": [
"bbo"
]
},
{
"Name": "Trades",
"Query": [
"timesales"
]
},
{
"Name": "Instruments",
"Query": [
"instruments"
]
},
{
"Name": "Books",
"Query": [
"books"
]
},
{
"Name": "Benzinga News",
"Query": [
"benzinga_news"
]
}
]
}
@@ -0,0 +1,45 @@
{
"NaturalLanguagePrompt": {
"prompts": [
{
"category": "Impact of financial events on the market",
"description": "Show how trading metrics (e.g., price movement, volume) are affected by events related to finance (rate announcements, earnings reports, etc.).",
"prompt": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings",
"examples": [
{
"natural_language": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings",
"dsl": [
"time_idx=EventTimeIndex.OpecMeetings(which: \"last 5\", duration: \"+5min\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==CL\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "How do OPEC meetings affect the price of Crude futures? Examine the 10 minutes after each meeting this year.",
"dsl": [
"time_idx=EventTimeIndex.OpecMeetings(duration: \"+10min\", predicate: \"timestamp.year==2024\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==CL\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "Show me how the SP 500 price moves after FOMC rate announcements that day",
"dsl": [
"time_idx=EventTimeIndex.FomcRateAnnouncements(which: \"timestamp.year==2024\", duration: \"+10min\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==ES\")",
"Bars(time_index: time_idx, contract_index: contract_idx, fields: [\"price_movement\", \"volume\"])"
]
},
{
"natural_language": "Analyze the impact of the FED's interest rate hikes in 2022 on the 10-year Treasury yield, focusing on the 2-week period following each hike.",
"dsl": [
"time_idx=FedInterestRateAnnouncements(predicate: \"timestamp.year==2022 && change_pct>0\", duration: \"+2 weeks\")",
"contract_idx=ActiveFutureContracts(predicate: \"product==ZN\")",
"Bars(time_index: time_idx, contract_index: contract_idx)"
]
}
]
}
]
}
}
@@ -0,0 +1,8 @@
{
"Spark": {
"ConfigServer": "http://sparkd:8000/config"
},
"SparkApi": {
"IsEnabled": true
}
}
@@ -0,0 +1,115 @@
{
"MasterWorker": {
"Interval": "00:00:00.1"
},
"ViewStreamDatabase": {
"Interval": "00:00:00.1"
},
"Spark": {
"ConfigServer": "http://172.30.2.181:8000/config"
},
"SparkApi": {
"Credentials": {
"User": "bts",
"Password": ""
},
"EnableAdmin": true,
"EnableOrders": true,
"EnablePosition": true
},
"PubSub": {
"HeartbeatInterval": 15000,
"MissingHeartbeatsBeforeGc": 50,
"ServerPort": 22019,
"Routing": {
"PublisherRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://172.30.2.181:22019",
"TagRegExp": ".*"
}
],
"SubscriberRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://172.30.2.181:22019",
"TagRegExp": ".*"
}
]
},
"TagTypeToAssemblyMap": {
"Entries": [
{
"HandlerClass": "BCG.PubSubServerTagHandler",
"Assembly": "DataStreamCore.dll"
}
]
},
"TagHandlerFactory": {
"Handlers": [
{
"TagType": "DataStream",
"Assembly": "DataStreamCore",
"Class": "bts.PubsubServerStreamTagHandler"
},
{
"TagType": "System_Sub",
"Assembly": "PubSub",
"Class": "BCG.SystemSubscriptionMapPublisher"
},
{
"TagType": "System_Stats",
"Assembly": "PubSub",
"Class": "BCG.SystemStatsPublisher"
},
{
"TagType": ".*",
"Assembly": "DataStreamCore",
"Class": "bts.PubsubServerGenericDataHandler"
}
]
}
},
"Kestrel": {
"Endpoints": {
"Http": {
"Url": "http://172.30.2.181:8080"
},
"Https": {
"Url": "https://172.30.2.181:8443"
}
}
},
"CannedQueries": [
{
"Name": "BBO",
"Query": [
"bbo"
]
},
{
"Name": "Trades",
"Query": [
"timesales"
]
},
{
"Name": "Instruments",
"Query": [
"instruments"
]
},
{
"Name": "Books",
"Query": [
"books"
]
},
{
"Name": "Benzinga News",
"Query": [
"benzinga_news"
]
}
]
}
@@ -0,0 +1,44 @@
{
"CannedQueries": [
{
"Name": "BBO",
"Query": [
"bbo"
]
},
{
"Name": "Trades",
"Query": [
"timesales"
]
},
{
"Name": "Instruments",
"Query": [
"instruments"
]
},
{
"Name": "Books",
"Query": [
"books"
]
},
{
"Name": "Benzinga News",
"Query": [
"benzinga_news"
]
}
],
"Spark": {
"ConfigServer": "http://sparkd:8000/config"
},
"SparkApi": {
"IsEnabled": true,
"Credentials": {
"User": "bts",
"Password": ""
}
}
}
@@ -0,0 +1,443 @@
{
"Logging": {
"LogLevel": {
"Default": "Information",
"Microsoft.AspNetCore": "Warning"
}
},
"AllowedHosts": "*",
"Kestrel": {
"Endpoints": {
"Http": {
"Url": "http://0.0.0.0:8080"
},
"HttpIpv6": {
"Url": "http://[::1]:8080"
},
"Https": {
"Url": "https://0.0.0.0:8443"
},
"HttpsIpv6": {
"Url": "https://[::1]:8443"
}
}
},
"MasterWorker": {
"Interval": "00:00:00.1"
},
"ViewStreamDatabase": {
"Interval": "00:00:00.1"
},
"PrimitiveStream": {
"Assemblies": [
"DataStream.dll",
"SharedStreams.dll"
],
"ExcludedTypes": [
"SettlementPriceStream",
"OHLCVStream"
]
},
"StreamDatabase": {
"Path": "/home/bts/.local/share/bts/silver_pine/store.db",
"Query": "select * from metadata"
},
"NaturalLanguageStream": {
"prompts": [
{
"category": "Settlement",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is Settlement (symbol_or_contract, datetime1). ",
"The first argument is a future (like CL, for crude oil) or a specific future contract like crude oil Dec 24 future (CLZ4). ",
"The second argument is the date at which the settlement is to be fetched. There is an overloaded function, Settlement ",
"(symbol_or_contract, begin_dt, end_dt) which gets the settlements for all dates from begin_dt to end_dt. This will also have ",
"datetimes expressed as Today, Yesterday, Last Friday, First Friday of the month, Last Thursday of August etc. You will need to know ",
"what Today is, since there will be referecnes to last week, yesterday etc. These examples are assuming Today is 10/11/2024, however ",
"you should use the Today's real date"
],
"prompt": "What was the settlement for SP 500 Future on June 8th?",
"examples": [
{
"natural_language": "Find Settlement price of the SP500 future on 04/22/2023.",
"dsl": "Settlement(\"ES\", 4/22/2023)"
},
{
"natural_language": "Find Settlement price of the Silver Dec 24 Future on 04/22/2023.",
"dsl": "Settlement(\"SIZ4\", 4/22/2023)"
},
{
"natural_language": "Find Yesterday's Settlement of the Crude Oil Future.",
"dsl": "Settlement(\"CL\", 10/10/2024)"
},
{
"natural_language": "Find today's settlement of the 10 year treasury future.",
"dsl": "Settlement(\"ZN\", 10/11/2024)"
},
{
"natural_language": "Find the Settlement of Natural Gas Dec 24 future on the first Friday of Sept.",
"dsl": "Settlement(\"NGZ4\", 9/6/2024)"
},
{
"natural_language": "Find the Settlement of WTI Jan 25 future in the first Week of Sept.",
"dsl": "Settlement(\"CLF5\", 9/2/2024, 9/6/2024)"
},
{
"natural_language": "Find the Settlement price for the Sp 500 Dec 24 Mar 25 spread for the first two weeks of September.",
"dsl": "Settlement(\"ESZ4-ESH5\", 9/14/2024, 9/1/2024)"
},
{
"natural_language": "Find the Settlement of Natural Gas future on the first Friday of Sept.",
"dsl": "Settlement(\"NG\", 9/6/2024)"
}
]
},
{
"category": "BBO",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is Bbo(args...). ",
"It accepts the following parameters: ",
"symbol (a product code such as ZN for 10 year T-Note futures), ",
"contract (a specific contract, such as ZNZ4 for the 10 Year T-Note future Dec 2024 exp), ",
"venue (name of the exchange, such as CME, NASDAQ, NYSE, NYMEX, DERIBIT etc.), ",
"interval (sample frequency of the data), ",
"begin and end (inclusive beginning and end of the time window to query, respectively), ",
"Arguments are specified by name, for example: Bbo(symbol: \"ZN\", venue: \"CME\", interval: \"PT1M\", begin: \"2024-10-10\", end: \"2024-10-11\"). ",
"Depending on the wording of the request, some arguments may be omitted. ",
"The begin, end, and interval args should be expressed in iso 8601 format. ",
"Interpret dates according to the trading schedule rather than calendar date whenever possible. ",
"In some prompts, the time window will be expressed in relative terms (e.g., \"last Monday\", or \"yesterday\") ",
"which must be translated to exact dates. To correctly interpret the dsl in the examples, assume the current time is 2024-10-11T12:00-05:00."
],
"prompt": "Show me bbo for SP 500 futures on Sep 23rd of this year.",
"examples": [
{
"natural_language": "Get SP500 future bbo from Wednesday.",
"dsl": "Bbo(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\")"
},
{
"natural_language": "Get bbo for 10 year T-Notes in the first minute after the market opened yesterday.",
"dsl": "Bbo(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-10T17:00:00-06:00\", end: \"2024-10-10T17:01:00-06:00\", exclusive_end: true)"
},
{
"natural_language": "Retrieve NVIDIA L1 books from Oct 3",
"dsl": "Bbo(symbol: \"NVDA\", venue: \"NASDAQ\", begin: \"2024-10-02TT18:00:00-05:00\", end: \"2024-10-03T17:00:00-05:00\")"
},
{
"natural_language": "Show me L1 data for Crude oil futures this week",
"dsl": "Bbo(symbol: \"CL\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\")"
},
{
"natural_language": "Fetch hourly bbo for Gold futures this week",
"dsl": "Bbo(symbol: \"GC\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "What was the minute by minute bbo for Tesla yesterday?",
"dsl": "Bbo(symbol: \"TSLA\", venue: \"NASDAQ\", begin: \"2024-10-09T18:00:00-05:00\", end: \"2024-10-10T17:00:00-05:00\", interval: \"PT1M\")"
}
]
},
{
"category": "Order flow imbalance",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. The DSL function in question is OrderImbalance(args...). ",
"It accepts the following parameters: ",
"symbol (a product code such as ZN for 10 year T-Note futures), ",
"contract (a specific contract, such as ZNZ4 for the 10 Year T-Note future Dec 2024 exp), ",
"venue (name of the exchange, such as CME, NASDAQ, NYSE, NYMEX, DERIBIT etc.), ",
"interval (sample frequency of the data), ",
"levels (the number of price levels to examine)",
"begin and end (inclusive beginning and end of the time window to query, respectively), ",
"inclusive_end (a bool flag that, when true, makes the end time inclusive). ",
"Arguments are specified by name, for example: OrderImbalance(symbol: \"ZN\", venue: \"CME\", interval: \"PT1M\", begin: \"2024-10-10\", end: \"2024-10-11\"). ",
"Depending on the wording of the request, some arguments may be omitted. ",
"The begin, end, and interval args should be expressed in iso 8601 format. ",
"Interpret dates according to the trading schedule rather than calendar date whenever possible. ",
"In some prompts, the time window will be expressed in relative terms (e.g., \"last Monday\", or \"yesterday\") ",
"which must be translated to exact dates. To correctly interpret the dsl in the examples, assume the current time is 2024-10-11T12:00-05:00."
],
"examples": [
{
"natural_language": "Get SP500 order imbalance from Wednesday.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\", \"PT1M\")"
},
{
"natural_language": "Get SP500 order imbalance from Wednesday for the top 5 price levels.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-08T17:00:00-06:00\", end: \"2024-10-09T16:00:00-06:00\", levels: 5, interval: \"PT1M\")"
},
{
"natural_language": "Get orderflow imbalance for 10 year T-Notes in the first minute after the market opened yesterday.",
"dsl": "OrderImbalance(symbol: \"ES\", venue: \"CME\", begin: \"2024-10-10T17:00:00-06:00\", end: \"2024-10-10T17:01:00-06:00\", interval: \"PT1S\")"
},
{
"natural_language": "Retrieve NVIDIA order flow from Oct 3",
"dsl": "OrderImbalance(symbol: \"NVDA\", venue: \"NASDAQ\", begin: \"2024-10-02TT18:00:00-05:00\", end: \"2024-10-03T17:00:00-05:00\", interval: \"PT1S\")"
},
{
"natural_language": "Show me order imbalance for Crude oil futures this week",
"dsl": "OrderImbalance(symbol: \"CL\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "Fetch hourly orderflow for Gold futures this week",
"dsl": "OrderImbalance(symbol: \"GC\", venue: \"CME\", begin: \"2024-10-06:T17:00:00-06:00\", interval: \"PT1H\")"
},
{
"natural_language": "What was the minute by minute orderflow for Tesla yesterday?",
"dsl": "OrderImbalance(symbol: \"TSLA\", venue: \"NASDAQ\", begin: \"2024-10-09T18:00:00-05:00\", end: \"2024-10-10T17:00:00-05:00\", interval: \"PT1M\")"
}
]
},
{
"category": "VWAP",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is VWAP (symbol_or_contract, datetime1, datetime2). The first argument is a future (like CL, for crude oil, or ES for SP 500) or a specific future contract like crude oil Dec 24 future (CLZ4) or SP 500 Dec 2024 (ESZ4). The second argument is where the VWAP has to be calculated (also the beginning of the time window), and the third argument is datetime specifying the end of the time window. So, for example, a 20-day VWAP on 9/30/2023, the first argument will be 9/30/2023, and the third argument will be 9/10/2023 (20 days prior). This will also have datetimes expressed as Today, Yesterday, Last Friday, Last Sunday, etc. For the purpose of this few-shot prompts, let's assume today is 10/11/2024.",
"prompt": "What was the VWAP for SP 500 Future over the past 30 days?",
"examples": [
{
"natural_language": "Find the 20 day VWAP of the SP future on 04/22/2023.",
"dsl": "VWAP(\"ES\", 4/22/2023, 4/02/2023)"
},
{
"natural_language": "Find Yesterday's 10 day VWAP of the Crude Oil Future.",
"dsl": "VWAP(\"CL\", 10/10/2024, 10/1/2024)"
},
{
"natural_language": "Find today's 30-day VWAP of the 10 year treasury future.",
"dsl": "VWAP(\"ZN\", 10/11/2024, 9/11/2024)"
},
{
"natural_language": "Find the 10 hour VWAP of the Natural Gas future from yesterday at 5:00 PM.",
"dsl": "VWAP(\"NG\", 9/27/2024 17:00:00, 9/27/2024 7:00:00)"
}
]
},
{
"category": "Price Diff",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is OHLCVPriceDiff (symbol_or_contract, datetime1, datetime2). The first argument is a future (like CL, for crude oil) or a specific future contract like crude oil Dec 24 future (CLZ4). The second and third arguments are dates, that the function finds the difference of prices at. Assume today is 10/15/2024",
"prompt": "What is the difference in SP 500 Future from July 10th to July 14th?",
"examples": [
{
"natural_language": "What is the difference in ZN price from July 10th to July 14th?",
"dsl": "OHLCVPriceDiff(\"ZN\", 7/14/2024, 7/10/2024)"
},
{
"natural_language": "What is the price difference in SP Future price from Sept 10th and Sept 5th?",
"dsl": "OHLCVPriceDiff(\"ES\", 9/10/2024, 9/5/2024)"
},
{
"natural_language": "What is the price difference in Natural Gas Dec Future price from Aug 30th and Aug 20th?",
"dsl": "OHLCVPriceDiff(\"NGZ4\", 8/30/2024, 8/20/2024)"
}
]
},
{
"category": "Absolute Volume",
"description": "this is a few shot learning example for an NL to DSL. The DSL function in question is AbsVolume(symbol, ContractType, datetime1, datetime2), which computes the highest volume in the date range, specified by datetime1, and datetime2. The first argument is a future symbol (like CL for crude oil, ES for SP 500 etc). The second argument is the ContractType, which is \"Future\" for futures and \"FutureSpread\" for future spreads. the 3rd argument is the begin date and the 4th argument is the end date, between which the max volume is computed. If no future is specified use \"*\" from the first arugment. For this prompt, assume today is 10/11/2024 ",
"prompt": "Which SP 500 Future traded the most between 7/14/2024 and 7/10/2024",
"examples": [
{
"natural_language": "Which SP Future traded the most between 7/14/2024 and 7/10/2024",
"dsl": "AbsVolume(\"ES\", \"Future\", 7/14/2024, 7/10/2024)"
},
{
"natural_language": "Which Gold Spread traded the most between Today and Sept 20th",
"dsl": "AbsVolume(\"GC\", \"FutureSpread\", 10/1/2024, 9/20/2024)"
},
{
"natural_language": "Which 10 year Spread traded the highest volume last week?",
"dsl": "AbsVolume(\"ZN\", \"FutureSpread\", 9/27/2024, 9/23/2024)"
},
{
"natural_language": "Which Corn Spread traded the most today?",
"dsl": "AbsVolume(\"ZC\", \"FutureSpread\", 10/1/2024, 10/1/2024)"
},
{
"natural_language": "Which Gold Future traded the most today?",
"dsl": "AbsVolume(\"GC\", \"Future\", 9/30/2024, 9/30/2024)"
}
]
},
{
"category": "Roll",
"description": "This is a few shot learning example for an NL to DSL. The DSL function in question is FuturesRoll(symbol) which computes the rollover date for a future, ie when the highest volume swtches from one expiration to the next one. ",
"prompt": "When does the roll typically occur In SP 500?",
"examples": [
{
"natural_language": "When does the roll typically occur In CL?",
"dsl": "FuturesRoll(\"CL\")"
},
{
"natural_language": "When does the roll typically occur for 10 year treasury?",
"dsl": "FuturesRoll(\"ZN\")"
},
{
"natural_language": "When does the roll usually occur for Gold Future",
"dsl": "FuturesRoll(\"GC\")"
},
{
"natural_language": "At what date does the future rollover happens for SP500?",
"dsl": "FuturesRoll(\"ES\")"
},
{
"natural_language": "When does the future rollover happens for the Corn Future?",
"dsl": "FuturesRoll(\"ZC\")"
}
]
},
{
"category": "Daily Move",
"description": "This is a few shot learning example for an NL to DSL. ",
"prompt": "How often did Sp 500 Future settle + or - 10% over the previous day?",
"examples": [
{
"natural_language": "List all the days when the SP 500 closed + or -5% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"ES\"),\"ts_event\", -1, \"close\", \"close\", \"close_diff\", 5)"
},
{
"natural_language": "List all the days when the Crude Oil closed + or -2.5% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"CL\"),\"ts_event\", -1, \"close\", \"close\", \"close_diff\", 2.5)"
},
{
"natural_language": "Show me all the days when the Ten year Treaury Future opened + or -1% from the previous day's open",
"dsl": "ColDiff(filteredOHLCV(\"ZN\"),\"ts_event\", -1, \"open\", \"open\", \"open_diff\", 1.0)"
},
{
"natural_language": "List all the trading days when the Silver Future opened + or -1% from the previous day's close",
"dsl": "ColDiff(filteredOHLCV(\"SI\"),\"ts_event\", -1, \"open\", \"open\", \"open_diff\", 1.0)"
}
]
},
{
"category": "Average Volume",
"description": "This is a few shot learning example for an NL to DSL. For the purpose of this few shot prompts, lets assume today is 10/3/2024 ",
"prompt": "When does the most open interest typically shift from one contract to another in SP 500 Future?",
"examples": [
{
"natural_language": "When does the most open interest typically shift from one contract to another in e-minis? ",
"dsl": "FuturesRoll(\"ES\")"
},
{
"natural_language": "Usually when does the open interest move from one contract to another in WTI?",
"dsl": "FuturesRoll(\"CL\")"
}
]
},
{
"category": "Events",
"description": "This is a few shot learning example for an NL to DSL. In the NL prompt the user is asking to show the price of a future (treasury future, or SP 500 future etc) around an event type. The event type could be \"FOMC Announcement\" or \"Storage numbers\" etc. The DSL is as follows: EventsPriceAction(future_name, event_type, pre_event_window, post_event_window, number_of_events) first arg is the name of the future, (ex ES or ZN etc), the second argument is the event type, for example, \"FOMC announcement\", the 3rd argument is a time window for how much pre-event data to include in the end result, the 4th argument is how much post-event data to include in the end result. Both are strings of the form \"5d\" for 5 days, \"5h\" for 5 hours and \"120m\" for 120 minutes and so on. Usually, only one of the event periods is provided. Set the other to be half of what the user provided. The last argument is the number of events to consider. So if it’s 7, that means the most recent 7 events. If the user does not specify that, pass a large number.",
"prompt": "What did the volume and price of SP500 Future do following the release of the last 10 FOMC rates?",
"examples": [
{
"natural_language": "How did SP 500 Future do in the 5 days following the FOMC announcements?",
"dsl": "EventsPriceAction(\"ES\", \"FOMC Announcement\", \"2d\", \"5d\", 10)"
},
{
"natural_language": "How did the price of Treasury Future evolve in the 2 days following the Job Reports?",
"dsl": "EventsPriceAction(\"ZN\", \"Job Reports\", \"1d\", \"2d\", 10)"
},
{
"natural_language": "Show me the price movement and volume of Crude Oil futures during the 5-minute window following the last 5 OPEC meetings.",
"dsl": "EventsPriceAction(\"CL\", \"OPEC Meeting\", \"2m\", \"5m\", 5)"
},
{
"natural_language": "Show me the price movement and volume of SP 500 futures preceding the 10-minute window of the last 5 OPEC meetings.",
"dsl": "EventsPriceAction(\"CL\", \"OPEC Meeting\", \"10m\", \"5m\", 5)"
}
]
},
{
"category": "Indicator, Standard Deviation",
"MulitLineDescription": [
"This is a few shot learning example for an NL to DSL. In the NL prompt the user is asking to show all the days when ",
"the price of a future (treasury future, or SP 500 future etc) moved more than m times the N days standard deviation, ",
"where both m and N are provided. For example, the DSL for \"Using a 90d standard deviation, give me the dates and ",
"amounts of the last 4+ standard deviation moves in WTI futures\" would be: ",
"r=standardDeviation(\"ES\", \"90d\")\n",
"r=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 4\")\n",
"r=filter(r,\"abs_daily_change >= comp\"). ",
"The first line, creates a stream for StandardDeviation, based on the number of days, for example 90d standard deviation, ",
"and assigned it to r, the second line takes r from the first line and passes it to a math stream that creates 2 new columns, ",
"abs_daily_change and comp. comp is the factor (4, from 4+ in the prompt) times standard deviation. The third line filters ",
"(like a sql where) of rows where abs_daily_change >= comp"
],
"prompt": "Using a 90d standard deviation, give me the dates and amounts of the last 1+ standard deviation moves in SP futures ?",
"examples": [
{
"natural_language": "Using a 90d standard deviation, give me the dates and amounts of the last 1+ standard deviation moves in WTI futures ?",
"dsl": "r=standardDeviation(\"CL\", \"90d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 1.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "Show me the times the SP Futures moved twice the 60 day standard deviation",
"dsl": "r=standardDeviation(\"ES\", \"60d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 2.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "List all the days the Gold Futures moved 1.5 times the 45 day standard deviation",
"dsl": "r=standardDeviation(\"GC\", \"45d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 1.5\")\nr=filter(r,\"abs_daily_change >= comp\")"
},
{
"natural_language": "List all the days the 10 year treasury future moved more than twice the 1 month standard deviation",
"dsl": "r=standardDeviation(\"ZN\", \"30d\")\nr=math(r, \"abs_daily_change = Abs(close - open) comp = std_dev * 2.0\")\nr=filter(r,\"abs_daily_change >= comp\")"
}
]
}
]
},
"SparkApi": {
"IsEnabled": false,
"Credentials": {
"User": "bts",
"Password": ""
}
},
"PubSub": {
"HeartbeatInterval": 15000,
"MissingHeartbeatsBeforeGc": 50,
"ServerPort": 22019,
"Routing": {
"PublisherRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://pubsub:22019",
"TagRegExp": ".*"
}
],
"SubscriberRoutes": [
{
"Name": "default",
"ServerAddress": "bts-cloud://pubsub:22019",
"TagRegExp": ".*"
}
]
},
"TagTypeToAssemblyMap": {
"Entries": [
{
"HandlerClass": "BCG.PubSubServerTagHandler",
"Assembly": "DataStreamCore.dll"
}
]
},
"TagHandlerFactory": {
"Handlers": [
{
"TagType": "DataStream",
"Assembly": "DataStreamCore",
"Class": "bts.PubsubServerStreamTagHandler"
},
{
"TagType": "System_Sub",
"Assembly": "PubSub",
"Class": "BCG.SystemSubscriptionMapPublisher"
},
{
"TagType": "System_Stats",
"Assembly": "PubSub",
"Class": "BCG.SystemStatsPublisher"
},
{
"TagType": ".*",
"Assembly": "DataStreamCore",
"Class": "bts.PubsubServerGenericDataHandler"
}
]
}
}
}
@@ -0,0 +1,15 @@
Logging {
value {
console {
default_level: "Info"
}
syslog {
default_level: "Info"
}
file {
default_level: "Info"
}
initial_queue_size: 120001
max_queue_growth: 4
}
}
@@ -0,0 +1,168 @@
<!DOCTYPE html>
<html>
<head>
<meta charset="utf-8" />
<title></title>
<style>
table {
border: 0
}
.commslog-data {
font-family: Consolas, Courier New, Courier, monospace;
}
.commslog-server {
background-color: red;
color: white
}
.commslog-client {
background-color: green;
color: white
}
</style>
</head>
<body>
<h1>ALT WebSocket Sample Application</h1>
<p id="stateLabel">Ready to connect...</p>
<div>
<label for="connectionUrl">WebSocket Server URL:</label>
<input id="connectionUrl" />
<button id="connectButton" type="submit">Connect</button>
</div>
<p></p>
<div>
<label for="sendMessage">Message to send:</label>
<input id="sendMessage" disabled />
<button id="sendButton" type="submit" disabled>Send</button>
<button id="closeButton" disabled>Close Socket</button>
</div>
<h2>Communication Log</h2>
<table style="width: 800px">
<thead>
<tr>
<td style="width: 100px">From</td>
<td style="width: 100px">To</td>
<td>Data</td>
</tr>
</thead>
<tbody id="commsLog">
</tbody>
</table>
<script>
var connectionUrl = document.getElementById("connectionUrl");
var connectButton = document.getElementById("connectButton");
var stateLabel = document.getElementById("stateLabel");
var sendMessage = document.getElementById("sendMessage");
var sendButton = document.getElementById("sendButton");
var commsLog = document.getElementById("commsLog");
var closeButton = document.getElementById("closeButton");
var socket;
var scheme = document.location.protocol === "https:" ? "wss" : "ws";
var port = document.location.port ? (":" + document.location.port) : "";
connectionUrl.value = scheme + "://" + document.location.hostname + port + "/ws" ;
function updateState() {
function disable() {
sendMessage.disabled = true;
sendButton.disabled = true;
closeButton.disabled = true;
}
function enable() {
sendMessage.disabled = false;
sendButton.disabled = false;
closeButton.disabled = false;
}
connectionUrl.disabled = true;
connectButton.disabled = true;
if (!socket) {
disable();
} else {
switch (socket.readyState) {
case WebSocket.CLOSED:
stateLabel.innerHTML = "Closed";
disable();
connectionUrl.disabled = false;
connectButton.disabled = false;
break;
case WebSocket.CLOSING:
stateLabel.innerHTML = "Closing...";
disable();
break;
case WebSocket.CONNECTING:
stateLabel.innerHTML = "Connecting...";
disable();
break;
case WebSocket.OPEN:
stateLabel.innerHTML = "Open";
enable();
break;
default:
stateLabel.innerHTML = "Unknown WebSocket State: " + htmlEscape(socket.readyState);
disable();
break;
}
}
}
closeButton.onclick = function () {
if (!socket || socket.readyState !== WebSocket.OPEN) {
alert("socket not connected");
}
socket.close(1000, "Closing from client");
};
sendButton.onclick = function () {
if (!socket || socket.readyState !== WebSocket.OPEN) {
alert("socket not connected");
}
var data = sendMessage.value;
socket.send(data);
commsLog.innerHTML += '<tr>' +
'<td class="commslog-client">Client</td>' +
'<td class="commslog-server">Server</td>' +
'<td class="commslog-data">' + htmlEscape(data) + '</td></tr>';
};
connectButton.onclick = function() {
stateLabel.innerHTML = "Connecting";
socket = new WebSocket(connectionUrl.value);
socket.onopen = function (event) {
updateState();
commsLog.innerHTML += '<tr>' +
'<td colspan="3" class="commslog-data">Connection opened</td>' +
'</tr>';
};
socket.onclose = function (event) {
updateState();
commsLog.innerHTML += '<tr>' +
'<td colspan="3" class="commslog-data">Connection closed. Code: ' + htmlEscape(event.code) + '. Reason: ' + htmlEscape(event.reason) + '</td>' +
'</tr>';
};
socket.onerror = updateState;
socket.onmessage = function (event) {
commsLog.innerHTML += '<tr>' +
'<td class="commslog-server">Server</td>' +
'<td class="commslog-client">Client</td>' +
'<td class="commslog-data">' + htmlEscape(event.data) + '</td></tr>';
};
};
function htmlEscape(str) {
return str.toString()
.replace(/&/g, '&amp;')
.replace(/"/g, '&quot;')
.replace(/'/g, '&#39;')
.replace(/</g, '&lt;')
.replace(/>/g, '&gt;');
}
</script>
</body>
</html>
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