Compare commits
31
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
 John Colvin
|
b95da40fec | ||
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John Colvin
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755f841a6e | ||
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John Colvin
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2d10c94b69 | ||
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John Colvin
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dfc5fcc16a | ||
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Taha Afzal
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864e2a3edc | ||
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Taha Afzal
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b9142202e0 | ||
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Taha Afzal
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7353a6dc3c | ||
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Taha Afzal
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b55eecc8b9 | ||
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Taha Afzal
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3f0078d582 | ||
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Taha Afzal
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e47186f0fd | ||
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Taha Afzal
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4b92292fa1 | ||
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Taha Afzal
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3a8125bba3 | ||
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Taha Afzal
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0b14bd1ca3 | ||
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Taha Afzal
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63252b017b | ||
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Taha Afzal
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df1efb2295 | ||
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Taha Afzal
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3f37777eb9 | ||
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Taha Afzal
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04629f28e8 | ||
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Taha Afzal
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47c4d8c4a7 | ||
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Taha Afzal
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eb87ebcfa1 | ||
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Taha Afzal
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195fd11e2e | ||
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Taha Afzal
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413c24d147 | ||
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Taha Afzal
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fe4be118ee | ||
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Taha Afzal
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7ff09902b8 | ||
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Taha Afzal
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f90e41ea65 | ||
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Taha Afzal
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ff2546da56 | ||
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Taha Afzal
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f7426d9f0f | ||
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Taha Afzal
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36bbcf849c | ||
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Taha Afzal
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bd39d407aa | ||
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Taha Afzal
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81dde8e9df | ||
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Taha Afzal
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3f4a4fbac8 | ||
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Taha Afzal
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2e6676b151 |
No files matched your search
@@ -4,7 +4,6 @@ BinPackParameters: false
|
||||
AlignAfterOpenBracket: AlwaysBreak
|
||||
AlwaysBreakTemplateDeclarations: true
|
||||
PenaltyReturnTypeOnItsOwnLine: 140
|
||||
ReflowComments: false
|
||||
---
|
||||
Language: Proto
|
||||
IndentWidth: 2
|
||||
|
||||
@@ -7,30 +7,6 @@
|
||||
"commands": [
|
||||
"dotnet-format"
|
||||
]
|
||||
},
|
||||
"fable": {
|
||||
"version": "4.24.0",
|
||||
"commands": [
|
||||
"fable"
|
||||
]
|
||||
},
|
||||
"fantomas": {
|
||||
"version": "5.2.2",
|
||||
"commands": [
|
||||
"fantomas"
|
||||
]
|
||||
},
|
||||
"fake-cli": {
|
||||
"version": "6.0.0",
|
||||
"commands": [
|
||||
"fake"
|
||||
]
|
||||
},
|
||||
"dotnet-t4": {
|
||||
"version": "3.0.0",
|
||||
"commands": [
|
||||
"t4"
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,38 +0,0 @@
|
||||
{
|
||||
"build": {
|
||||
"dockerfile": "../docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile",
|
||||
"options": [
|
||||
"--secret",
|
||||
"id=bitbucket_access_token,src=${localWorkspaceFolder}/.secrets/bitbucket_access_token.txt"
|
||||
]
|
||||
},
|
||||
"hostRequirements": {
|
||||
"memory": "8gb",
|
||||
"storage": "10gb"
|
||||
},
|
||||
"containerUser": "bts",
|
||||
"updateRemoteUserUID": true,
|
||||
"shutdownAction": "none",
|
||||
// Note: If running multiple containers on the same host, each must use a
|
||||
// unique set of ports. Usually we just add 1000 to each port as needed. For
|
||||
// example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
|
||||
"runArgs": [
|
||||
"--shm-size",
|
||||
"8gb"
|
||||
],
|
||||
"mounts": [
|
||||
"source=/var/run/docker.sock,target=/var/run/docker.sock,type=bind"
|
||||
],
|
||||
"customizations": {
|
||||
"vscode": {
|
||||
"extensions": [
|
||||
"eamodio.gitlens",
|
||||
"llvm-vs-code-extensions.vscode-clangd",
|
||||
"ms-python.python",
|
||||
"ms-vscode.cmake-tools",
|
||||
"ms-vscode.cpptools",
|
||||
"xaver.clang-format"
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
||||
+16
-30
@@ -207,23 +207,17 @@ 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.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.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.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.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.user_types.required_prefix =
|
||||
dotnet_naming_style.user_types.required_suffix =
|
||||
@@ -235,10 +229,6 @@ 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
|
||||
@@ -248,18 +238,14 @@ dotnet_naming_rule.interfaces.symbols = interface
|
||||
dotnet_naming_rule.interfaces.style = interface_style
|
||||
dotnet_naming_rule.interfaces.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.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.private_members.symbols = private_symbols
|
||||
dotnet_naming_rule.private_members.style = camel_case
|
||||
dotnet_naming_rule.private_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.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.symbols = parameters
|
||||
dotnet_naming_rule.parameters.style = snake_case
|
||||
dotnet_naming_rule.parameters.severity = suggestion
|
||||
@@ -1,56 +0,0 @@
|
||||
# This file defines the global default configuration for docker deployments.
|
||||
# It is tracked in source control. For temporary modifications, please create
|
||||
# a separate file called ".env.local" (it's in .gitignore, so won't be tracked).
|
||||
# If a variable is defined in both files, the value in .env.local will be used.
|
||||
#
|
||||
# About the deployment procedure:
|
||||
# We use Docker Compose to build images and launch containers for various services
|
||||
# that make up our software suite:
|
||||
# - sparkd
|
||||
# - TODO: pubsub
|
||||
# - TODO: md-publisher
|
||||
# - TODO: webapp (DSQA on the web)
|
||||
# - TODO: api-server (websocket based)
|
||||
# From inside a devcontainer, you can launch all services in separate containers
|
||||
# on your machine by running:
|
||||
#
|
||||
# tools/deploy.sh
|
||||
#
|
||||
# This script builds release versions for each service, packaged (generally) in
|
||||
# self-contained directories. Next, it runs a few "docker compose" commands to
|
||||
# build docker images loaded with the self-contained binaries from the previous
|
||||
# step, and start containers with those images to run each service. To view the
|
||||
# commands that deploy.sh runs internally (without actually running them), run:
|
||||
#
|
||||
# tools/deploy.sh --dry-run
|
||||
#
|
||||
# For additional information/help, run:
|
||||
#
|
||||
# tools/deploy.sh --help
|
||||
#
|
||||
|
||||
### Sparkd ###
|
||||
# The internal image for sparkd to use. For more info, view:
|
||||
# src/server/sparkd/Dockerfile
|
||||
SPARKD__IMAGE=sparkd
|
||||
# The config dir for this service to use
|
||||
SPARKD__CONFIG_DIR=src/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
|
||||
SPARKD__SOURCE_DIR=install/sparkd-release-gcc
|
||||
SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
|
||||
SPARKD__CONFIG_PORT=8000
|
||||
SPARKD__QUICKBUS_PORT=8001
|
||||
SPARKD__SIM_FIX_PORT=8002
|
||||
SPARKD__SHM_SIZE=4gb
|
||||
SPARKD__PYTHON_REQUIREMENTS=requirements.txt
|
||||
|
||||
### PubSubServer ###
|
||||
PUBSUB__CONFIG_DIR=src/DataStreamSuite/PubSubServer/Configurations/Development
|
||||
PUBSUB__SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
|
||||
|
||||
### MdPublisher ###
|
||||
MD_PUBLISHER__CONFIG_DIR=src/DataStreamSuite/DataStreamPublisher/Configurations/ReplayMarketData
|
||||
MD_PUBLISHER__SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
|
||||
# TODO: add config for other services (pubsub, md-publisher, webapp, api-server, etc.)
|
||||
@@ -1,3 +0,0 @@
|
||||
*.cmd text=auto eol=crlf
|
||||
*.cs text=auto eol=crlf
|
||||
*.sh text=auto eol=lf
|
||||
+6
-19
@@ -1,6 +1,5 @@
|
||||
nohup.out
|
||||
build/**
|
||||
install/**
|
||||
build/
|
||||
.build_proxy/
|
||||
cmake-build-debug/
|
||||
.cache/
|
||||
@@ -8,10 +7,7 @@ cmake-build-debug/
|
||||
.idea/
|
||||
.dir-locals.el
|
||||
*.pyc
|
||||
**.vscode/*
|
||||
!.vscode/launch.json
|
||||
!.vscode/tasks.json
|
||||
!.vscode/*.env
|
||||
**.vscode
|
||||
.vs
|
||||
obj/
|
||||
*.csproj.user
|
||||
@@ -44,23 +40,14 @@ trace_data/
|
||||
.ionide/*
|
||||
/.ignore
|
||||
*.rej
|
||||
/build
|
||||
/build.*/*
|
||||
.clangd/
|
||||
*CMakeDeps.cmake
|
||||
/sniper.ipynb
|
||||
/src/.clang-format
|
||||
/src/server/sparkd/cmds/spartan/analysis/.ipynb_checkpoints
|
||||
/src/server/sparkd/cmds/spartan/analysis/data
|
||||
.tmp/
|
||||
.venv*/
|
||||
*.tmp/*
|
||||
/.venv*/*
|
||||
.cache/
|
||||
/src/Spark.Admin.WebApp/tsconfig.*.g.json
|
||||
/src/Spark.Admin.WebApp/src/bin/
|
||||
/src/**/*appsettings.Local.json
|
||||
/src/**/*/Configurations/Local/
|
||||
**/CMakeDeps.cmake
|
||||
**/CMakeDeps_win.cmake
|
||||
.devcontainer/
|
||||
*.Generated.cs
|
||||
*.lst
|
||||
.env.local
|
||||
.secrets
|
||||
+10
-4
@@ -1,6 +1,12 @@
|
||||
[submodule "externals"]
|
||||
path = externals
|
||||
url = https://bitbucket.org/bluetradesys/externals.git
|
||||
[submodule "vcpkg"]
|
||||
path = vcpkg
|
||||
url = https://github.com/microsoft/vcpkg.git
|
||||
url = git@bitbucket.org:bluetradesys/externals.git
|
||||
[submodule "docker/linux"]
|
||||
path = docker/linux
|
||||
url = git@bitbucket.org:bluetradesys/linux_docker.git
|
||||
[submodule "docker/windows"]
|
||||
path = docker/windows
|
||||
url = git@bitbucket.org:bluetradesys/windows_docker.git
|
||||
[submodule "src/deribit-crypto-connector-demo-application"]
|
||||
path = src/deribit-crypto-connector-demo-application
|
||||
url = git@gitlab.com:cryptoexchanges1/deribit-crypto-connector-demo-application.git
|
||||
Vendored
-499
@@ -1,499 +0,0 @@
|
||||
{
|
||||
"version": "0.2.0",
|
||||
"configurations": [
|
||||
{
|
||||
"name": "Python Debugger: Current File with Arguments",
|
||||
"type": "debugpy",
|
||||
"request": "launch",
|
||||
"program": "${file}",
|
||||
"console": "integratedTerminal",
|
||||
"args": "${command:pickArgs}"
|
||||
},
|
||||
{
|
||||
"name": ".NET Core Attach",
|
||||
"type": "coreclr",
|
||||
"request": "attach"
|
||||
},
|
||||
{
|
||||
"name": "Api Server",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"preLaunchTask": "Build Api Server (Debug)",
|
||||
"windows": {
|
||||
"program": "spark_api_server.exe",
|
||||
},
|
||||
"linux": {
|
||||
"program": "spark_api_server",
|
||||
},
|
||||
"args": [
|
||||
"run",
|
||||
],
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "Api Server (Skip Build)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"windows": {
|
||||
"program": "spark_api_server.exe",
|
||||
},
|
||||
"linux": {
|
||||
"program": "spark_api_server",
|
||||
},
|
||||
"args": [
|
||||
"run",
|
||||
],
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "DataStreamPublisher",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"preLaunchTask": "Build DataStream (Debug)",
|
||||
"program": "",
|
||||
"linux": {
|
||||
"program": "DataStreamPublisher",
|
||||
},
|
||||
"windows": {
|
||||
"program": "DataStreamPublisher.exe",
|
||||
},
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "DataStreamPublisher (Skip Build)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"linux": {
|
||||
"program": "DataStreamPublisher",
|
||||
},
|
||||
"windows": {
|
||||
"program": "DataStreamPublisher.exe",
|
||||
},
|
||||
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "(gdb) Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
|
||||
"args": [
|
||||
"run"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
|
||||
"environment": [],
|
||||
"externalConsole": false,
|
||||
"MIMode": "gdb",
|
||||
},
|
||||
{
|
||||
"name": "spreader tests2",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[spreader2]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
|
||||
"environment": [],
|
||||
"externalConsole": false,
|
||||
"MIMode": "gdb",
|
||||
},
|
||||
{
|
||||
"name": "spreader tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[spreader]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
|
||||
"environment": [],
|
||||
"externalConsole": false,
|
||||
"MIMode": "gdb",
|
||||
},
|
||||
{
|
||||
"name": "DataStreamQueryAnalyzer",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"preLaunchTask": "Build DataStream (Debug)",
|
||||
"program": "",
|
||||
"windows": {
|
||||
"program": "DataStreamQueryAnalyzer.exe",
|
||||
"cwd": "build/Debug/bin/net8.0-windows",
|
||||
"env": {
|
||||
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
|
||||
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
|
||||
},
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal",
|
||||
},
|
||||
{
|
||||
"name": "DataStreamQueryAnalyzer (Skip Build)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"windows": {
|
||||
"program": "DataStreamQueryAnalyzer.exe",
|
||||
"cwd": "build/Debug/bin/net8.0-windows",
|
||||
"env": {
|
||||
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
|
||||
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
|
||||
},
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal",
|
||||
},
|
||||
{
|
||||
"name": "PubSubServer",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"preLaunchTask": "Build DataStream (Debug)",
|
||||
"program": "",
|
||||
"linux": {
|
||||
"program": "PubSubServer",
|
||||
},
|
||||
"windows": {
|
||||
"program": "PubSubServer.exe",
|
||||
},
|
||||
"args": [
|
||||
"--config",
|
||||
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
|
||||
],
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "PubSubServer (Skip Build)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"linux": {
|
||||
"program": "PubSubServer",
|
||||
},
|
||||
"windows": {
|
||||
"program": "PubSubServer.exe",
|
||||
},
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "Sdk Demo",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"preLaunchTask": "Build Api Server (Debug)",
|
||||
"windows": {
|
||||
"program": "Bts.Spark.Sdk.Demo.exe",
|
||||
},
|
||||
"linux": {
|
||||
"program": "Bts.Spark.Sdk.Demo",
|
||||
},
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:sdkDemoEnvironment}",
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "Sdk Demo (Skip Build)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"windows": {
|
||||
"program": "Bts.Spark.Sdk.Demo.exe",
|
||||
},
|
||||
"linux": {
|
||||
"program": "Bts.Spark.Sdk.Demo.exe",
|
||||
},
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:sdkDemoEnvironment}",
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "Spark",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"windows": {
|
||||
"preLaunchTask": "Build Spark (Debug)",
|
||||
"program": "Spark.exe",
|
||||
"cwd": "build/Debug/bin/net8.0-windows",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:sparkEnvironment}",
|
||||
}
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "Spark (Skip Build)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"windows": {
|
||||
"program": "Spark.exe",
|
||||
"cwd": "build/Debug/bin/net8.0-windows",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:sparkEnvironment}",
|
||||
}
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "Spark (Parameterized)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"preLaunchTask": "Build Spark (Debug)",
|
||||
"program": "",
|
||||
"windows": {
|
||||
"program": "Spark.exe",
|
||||
"args": [
|
||||
"--sparkd",
|
||||
"${input:sparkConfigServer}"
|
||||
],
|
||||
"cwd": "build/Debug/bin/net8.0-windows",
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "Spark Test",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"windows": {
|
||||
"preLaunchTask": "Build Spark (Debug)",
|
||||
"program": "Spark.Console.exe",
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"args": [
|
||||
"test",
|
||||
"${input:sparkTest}"
|
||||
]
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "Spark Test (Skip Build)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"windows": {
|
||||
"program": "Spark.Console.exe",
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"args": [
|
||||
"test",
|
||||
"${input:sparkTest}"
|
||||
]
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "Sparkd",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"linux": {
|
||||
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
|
||||
"preLaunchTask": "Build Sparkd (Debug | Clang)",
|
||||
},
|
||||
"args": [
|
||||
"run"
|
||||
],
|
||||
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": false,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Set Disassembly Flavor to Intel",
|
||||
"text": "-gdb-set disassembly-flavor intel",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Sparkd (Skip Build)",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"linux": {
|
||||
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
|
||||
},
|
||||
"args": [
|
||||
"run"
|
||||
],
|
||||
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": false,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Set Disassembly Flavor to Intel",
|
||||
"text": "-gdb-set disassembly-flavor intel",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Sparkd Attach",
|
||||
"type": "cppdbg",
|
||||
"request": "attach",
|
||||
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Set Disassembly Flavor to Intel",
|
||||
"text": "-gdb-set disassembly-flavor intel",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
],
|
||||
"inputs": [
|
||||
{
|
||||
"id": "apiServerEnvironment",
|
||||
"type": "pickString",
|
||||
"description": "Api Server Configuration",
|
||||
"options": [
|
||||
"Development",
|
||||
"Local",
|
||||
"Staging",
|
||||
],
|
||||
"default": "Development",
|
||||
},
|
||||
{
|
||||
"id": "dataStreamPublisherConfig",
|
||||
"type": "pickString",
|
||||
"description": "Publisher Configuration",
|
||||
"options": [
|
||||
"MarketDataPublisher",
|
||||
"SimpleEchoClient",
|
||||
"SimpleTestDataPublisher",
|
||||
"TestDataPublisher",
|
||||
],
|
||||
"default": "MarketDataPublisher",
|
||||
},
|
||||
{
|
||||
"id": "dataStreamQueryAnalyzerEnvironment",
|
||||
"type": "pickString",
|
||||
"description": "DataStreamQueryAnalyzer Configuration",
|
||||
"options": [
|
||||
"Development",
|
||||
"Local",
|
||||
],
|
||||
"default": "Development",
|
||||
},
|
||||
{
|
||||
"id": "dataStreamPublisherEnvironment",
|
||||
"type": "pickString",
|
||||
"description": "DataStreamPublisher Configuration",
|
||||
"options": [
|
||||
"Local",
|
||||
"ReplayMarketData",
|
||||
],
|
||||
"default": "Local",
|
||||
},
|
||||
{
|
||||
"id": "pubSubServerConfig",
|
||||
"type": "pickString",
|
||||
"description": "PubSub Configuration",
|
||||
"options": [
|
||||
"PubSubServer",
|
||||
"SimpleEchoClient",
|
||||
],
|
||||
"default": "PubSubServer",
|
||||
},
|
||||
{
|
||||
"id": "sdkDemoEnvironment",
|
||||
"type": "pickString",
|
||||
"description": "Sdk Demo Configuration",
|
||||
"options": [
|
||||
"Development",
|
||||
"Local",
|
||||
"Staging",
|
||||
],
|
||||
"default": "Development",
|
||||
},
|
||||
{
|
||||
"id": "sparkConfigServer",
|
||||
"type": "promptString",
|
||||
"description": "Config Server URL",
|
||||
"default": "http://localhost:8000/config",
|
||||
},
|
||||
{
|
||||
"id": "sparkEnvironment",
|
||||
"type": "pickString",
|
||||
"description": "Spark Configuration",
|
||||
"options": [
|
||||
"Development",
|
||||
"Local",
|
||||
],
|
||||
"default": "Development",
|
||||
},
|
||||
{
|
||||
"id": "sparkTest",
|
||||
"type": "promptString",
|
||||
"description": "Test to run",
|
||||
},
|
||||
{
|
||||
"id": "sparkdTest",
|
||||
"type": "promptString",
|
||||
"description": "Test to run",
|
||||
},
|
||||
]
|
||||
}
|
||||
Vendored
-1
@@ -1 +0,0 @@
|
||||
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins;/workspaces/spark/tools/py
|
||||
Vendored
-1127
File diff suppressed because it is too large.
Load diff
@@ -1,162 +0,0 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 17
|
||||
VisualStudioVersion = 17.0.31903.59
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{8949AF88-F1D3-4BC4-827F-B088B555F7B9}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{37E4E890-D025-4729-90F9-6F95862F47BC}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Sdk", "src\cs\Bts.Spark.Sdk\Bts.Spark.Sdk.csproj", "{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Sdk.Demo", "src\cs\Bts.Spark.Sdk.Demo\Bts.Spark.Sdk.Demo.csproj", "{FCFDBDBE-74B0-41C4-9011-C651B21056D4}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Collections", "src\cs\Bts.Collections\Bts.Collections.csproj", "{3BF4DF96-5AFF-4674-866A-71A8090627FF}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Core", "src\cs\Bts.Core\Bts.Core.csproj", "{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Disposables", "src\cs\Bts.Disposables\Bts.Disposables.csproj", "{62067659-AA2E-4CB5-B7CE-0B38EAA92080}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Numerics", "src\cs\Bts.Numerics\Bts.Numerics.csproj", "{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Debug|x64 = Debug|x64
|
||||
Debug|x86 = Debug|x86
|
||||
Release|Any CPU = Release|Any CPU
|
||||
Release|x64 = Release|x64
|
||||
Release|x86 = Release|x86
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|Any CPU.ActiveCfg = Debug|x64
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|Any CPU.Build.0 = Debug|x64
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x64.Build.0 = Debug|x64
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x86.ActiveCfg = Debug|x64
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x86.Build.0 = Debug|x64
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|Any CPU.ActiveCfg = Release|x64
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|Any CPU.Build.0 = Release|x64
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x64.ActiveCfg = Release|x64
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x64.Build.0 = Release|x64
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x86.ActiveCfg = Release|x64
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x86.Build.0 = Release|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|Any CPU.ActiveCfg = Debug|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|Any CPU.Build.0 = Debug|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x64.Build.0 = Debug|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x86.ActiveCfg = Debug|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x86.Build.0 = Debug|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|Any CPU.ActiveCfg = Release|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|Any CPU.Build.0 = Release|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|x64.ActiveCfg = Release|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|x64.Build.0 = Release|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|x86.ActiveCfg = Release|x64
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|x86.Build.0 = Release|x64
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|x64.Build.0 = Release|Any CPU
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|x86.Build.0 = Release|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|x64.Build.0 = Release|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|x86.Build.0 = Release|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|x64.Build.0 = Release|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|x86.Build.0 = Release|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Release|x64.Build.0 = Release|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF}.Release|x86.Build.0 = Release|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Release|x64.Build.0 = Release|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B}.Release|x86.Build.0 = Release|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Release|x64.Build.0 = Release|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080}.Release|x86.Build.0 = Release|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Release|x64.Build.0 = Release|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE}.Release|x86.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
GlobalSection(NestedProjects) = preSolution
|
||||
{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{E3BF9514-CB1A-4E07-A8DD-73300FD9726C} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{8949AF88-F1D3-4BC4-827F-B088B555F7B9} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{37E4E890-D025-4729-90F9-6F95862F47BC} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{A5FF3FAF-43CB-496B-AF4B-F61EFD645579} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{FCFDBDBE-74B0-41C4-9011-C651B21056D4} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{3BF4DF96-5AFF-4674-866A-71A8090627FF} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{CD0A3EEF-303A-44EE-85F2-76F4CE632A3B} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{62067659-AA2E-4CB5-B7CE-0B38EAA92080} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{2FE1E5D0-168A-4D83-9B18-0D48250B4BFE} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
+73
-112
@@ -1,133 +1,94 @@
|
||||
cmake_minimum_required(VERSION 3.12)
|
||||
cmake_minimum_required(VERSION 3.5)
|
||||
project(spark)
|
||||
include(GNUInstallDirs)
|
||||
include(${CMAKE_SOURCE_DIR}/cmake/GitVersion.cmake)
|
||||
set(CMAKE_CXX_STANDARD 20)
|
||||
|
||||
get_version_from_git()
|
||||
if(WIN32)
|
||||
set(platform "windows")
|
||||
else()
|
||||
set(platform "linux")
|
||||
endif()
|
||||
|
||||
set(
|
||||
EXTERNALS_ROOT
|
||||
"${CMAKE_SOURCE_DIR}/externals/${platform}"
|
||||
CACHE
|
||||
STRING
|
||||
"External dependencies root folder (should contain folders: lib, bin, include")
|
||||
|
||||
# SHARED_MEMORY_PREFIX serves as a kind of namespace so multiple applications
|
||||
# can run simultaneously without fighting over the same shm files (e.g., sparkd,
|
||||
# api server, etc.).
|
||||
set(SHARED_MEMORY_PREFIX "\${BTS_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(EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
|
||||
set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
|
||||
set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
|
||||
set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
|
||||
set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
|
||||
set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
|
||||
set(EXPORT_MD_CONSUMER OFF CACHE BOOL "Export (extern) C functions for MD consumer interop")
|
||||
if (WIN32)
|
||||
set(BUILD_SPARKD OFF CACHE BOOL "Build sparkd")
|
||||
set(BUILD_ADMIN_WEB_APP OFF CACHE BOOL "Build the Admin WebApp")
|
||||
else()
|
||||
set(BUILD_SPARKD ON CACHE BOOL "Build sparkd")
|
||||
set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
|
||||
endif()
|
||||
|
||||
include_directories(BEFORE SYSTEM ${EXTERNALS_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
|
||||
link_directories(${EXTERNALS_LIB})
|
||||
include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
|
||||
link_directories(${SPARK_LIB})
|
||||
|
||||
add_compile_definitions(SHARED_MEMORY_PREFIX="${SHARED_MEMORY_PREFIX}")
|
||||
if(DEFINED APP_DATA_DIR)
|
||||
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
|
||||
endif()
|
||||
add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
|
||||
if(WIN32)
|
||||
# flags
|
||||
set(
|
||||
CMAKE_CXX_FLAGS
|
||||
"${CMAKE_CXX_FLAGS} \
|
||||
/MP \
|
||||
/WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
|
||||
/bigobj \
|
||||
/DCURL_STATICLIB \
|
||||
/D_WINSOCK_DEPRECATED_NO_WARNINGS \
|
||||
/D__TBB_NO_IMPLICIT_LINKAGE \
|
||||
/DBOOST_ALL_NO_LIB \
|
||||
/std:c++17 \
|
||||
/D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
|
||||
set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
|
||||
set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
|
||||
set(
|
||||
CMAKE_SHARED_LINKER_FLAGS_RELEASE
|
||||
"${CMAKE_SHARED_LINKER_FLAGS_RELEASE} \
|
||||
/DEBUG \
|
||||
/OPT:REF \
|
||||
/OPT:ICF \
|
||||
/LTCG")
|
||||
|
||||
# subdirs
|
||||
add_subdirectory(src/lib_spark)
|
||||
add_subdirectory(src/lib)
|
||||
else()
|
||||
if(BUILD_SPARKD)
|
||||
# Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
|
||||
# read by their code). We override some below.
|
||||
add_compile_definitions(SPARK_ENABLE_CCAPI)
|
||||
# make sparkd look for libspark.so in its directory
|
||||
set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
|
||||
set(CMAKE_INSTALL_RPATH ".")
|
||||
|
||||
# This allows us to override hardcoded exchange-urls with ones read from
|
||||
# config (i.e., resolved at runtime rather than compile-time)
|
||||
add_compile_definitions(CCAPI_EXPOSE_INTERNAL)
|
||||
|
||||
# Enable ccapi services
|
||||
add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
|
||||
add_compile_definitions(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT)
|
||||
# Enable ccapi exchanges
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_COIN_FUTURES)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_US)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_USDS_FUTURES)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_COINBASE)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
|
||||
|
||||
set(CCAPI_LOG_LEVEL
|
||||
"Warn"
|
||||
CACHE STRING "<Fatal|Error|Warn|Info|Debug|Trace> Log level for ccapi")
|
||||
string(TOUPPER "${CCAPI_LOG_LEVEL}" _ccapi_log_level_upper)
|
||||
add_compile_definitions("CCAPI_ENABLE_LOG_${_ccapi_log_level_upper}")
|
||||
|
||||
# ** Binance **
|
||||
add_compile_definitions(CCAPI_BINANCE_URL_REST_BASE="https://api.binance.com")
|
||||
add_compile_definitions(BINANCE_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
|
||||
add_compile_definitions(BINANCE_PRICE_STATS_PATH="/api/v3/ticker/24hr")
|
||||
|
||||
# ** Binance US **
|
||||
add_compile_definitions(BINANCE_US_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
|
||||
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
|
||||
|
||||
# ** Binance USDS Futures **
|
||||
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://fapi.binance.com")
|
||||
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/fapi/v1/exchangeInfo")
|
||||
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/fapi/v1/ticker/24hr")
|
||||
add_compile_definitions(BINANCE_USDS_FUTURES_USER_DATA_PATH="/api/v3/userDataStream")
|
||||
|
||||
# ** Binance Coin Futures **
|
||||
add_compile_definitions(CCAPI_BINANCE_COIN_FUTURES_URL_REST_BASE="https://dapi.binance.com")
|
||||
add_compile_definitions(BINANCE_COIN_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
|
||||
add_compile_definitions(BINANCE_COIN_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
|
||||
|
||||
# ** Deribit **
|
||||
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
|
||||
add_compile_definitions(DERIBIT_INSTRUMENTS_PATH="/api/v2/public/get_instruments")
|
||||
add_compile_definitions(DERIBIT_COMBOS_PATH="/api/v2/public/get_combos")
|
||||
add_compile_definitions(DERIBIT_TICKER_PATH="/api/v2/public/ticker")
|
||||
add_compile_definitions(DERIBIT_CURRENCIES_METHOD="public/get_currencies")
|
||||
add_compile_definitions(DERIBIT_INSTRUMENT_METHOD="public/get_instrument")
|
||||
add_compile_definitions(DERIBIT_INSTRUMENTS_METHOD="public/get_instruments")
|
||||
add_compile_definitions(DERIBIT_COMBO_DETAILS_METHOD="public/get_combo_details")
|
||||
add_compile_definitions(DERIBIT_COMBOS_METHOD="public/get_combos")
|
||||
|
||||
# ** Okx **
|
||||
add_compile_definitions(OKX_INSTRUMENTS_PATH="/api/v5/public/instruments")
|
||||
add_compile_definitions(OKX_UNDERLYING_PATH="/api/v5/public/underlying")
|
||||
endif()
|
||||
# flags
|
||||
set(
|
||||
CMAKE_CXX_FLAGS_DEBUG
|
||||
"${CMAKE_CXX_FLAGS_DEBUG} \
|
||||
-fPIC \
|
||||
-Wall \
|
||||
-pedantic \
|
||||
-Wextra \
|
||||
-Werror \
|
||||
-Wno-missing-braces \
|
||||
-Wno-ignored-qualifiers \
|
||||
--std=c++17 -fdiagnostics-color")
|
||||
set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
|
||||
set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
|
||||
set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
|
||||
|
||||
# subdirs
|
||||
add_subdirectory(src/lib_spark)
|
||||
if (BUILD_SPARKD)
|
||||
add_subdirectory(src/lib_python_interop)
|
||||
add_subdirectory(src/lib_onixs_fix)
|
||||
add_subdirectory(src/lib_binance)
|
||||
add_subdirectory(src/lib_okx_execution)
|
||||
add_subdirectory(src/app_sparkd)
|
||||
add_subdirectory(src/data_files)
|
||||
endif()
|
||||
if (BUILD_ADMIN_WEB_APP)
|
||||
add_subdirectory(src/Spark.Admin.WebApp)
|
||||
endif()
|
||||
if(BUILD_DOCS)
|
||||
add_subdirectory(doc/user)
|
||||
endif()
|
||||
add_subdirectory(src/server/sparkd)
|
||||
add_subdirectory(src/lib)
|
||||
add_subdirectory(src/web)
|
||||
add_subdirectory(doc/user)
|
||||
if(BUILD_SDK)
|
||||
add_subdirectory(src/sdk)
|
||||
endif()
|
||||
add_subdirectory(src/data_files)
|
||||
|
||||
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}/web ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND
|
||||
ln ARGS -sf
|
||||
${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
|
||||
${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
|
||||
COMMENT "Creating server runtime layout"
|
||||
DEPENDS sparkd data_files_dir)
|
||||
|
||||
add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
|
||||
endif()
|
||||
@@ -1,327 +0,0 @@
|
||||
{
|
||||
"version": 4,
|
||||
"cmakeMinimumRequired": {
|
||||
"major": 3,
|
||||
"minor": 23,
|
||||
"patch": 0
|
||||
},
|
||||
|
||||
"configurePresets": [
|
||||
{
|
||||
"name": "spark-base",
|
||||
"hidden": true,
|
||||
"binaryDir": "${sourceDir}/build/${presetName}",
|
||||
"cacheVariables": {
|
||||
"CMAKE_CXX_STANDARD": "20",
|
||||
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
|
||||
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
|
||||
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
|
||||
"EXPORT_MD_CONSUMER": {
|
||||
"type": "BOOL",
|
||||
"value": "ON"
|
||||
}
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"name": "spark-windows",
|
||||
"inherits": "spark-base",
|
||||
"displayName": "Spark",
|
||||
"condition": {
|
||||
"type": "equals",
|
||||
"lhs": "${hostSystemName}",
|
||||
"rhs": "Windows"
|
||||
},
|
||||
"generator": "Visual Studio 17 2022",
|
||||
"environment": {
|
||||
"SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++20 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600"
|
||||
},
|
||||
"cacheVariables": {
|
||||
"CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
|
||||
"CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
|
||||
"CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
|
||||
"CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
|
||||
"CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
|
||||
"EXTERNALS_ROOT": "${sourceDir}/externals/windows"
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd",
|
||||
"condition": {
|
||||
"type": "equals",
|
||||
"lhs": "${hostSystemName}",
|
||||
"rhs": "Linux"
|
||||
},
|
||||
"hidden": true,
|
||||
"generator": "Ninja",
|
||||
"binaryDir": "${sourceDir}/build/${presetName}",
|
||||
"cacheVariables": {
|
||||
"platform": "",
|
||||
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
|
||||
"type": "BOOL",
|
||||
"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": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
|
||||
"DATABENTO_USE_EXTERNAL_JSON": {
|
||||
"type": "BOOL",
|
||||
"value": "ON"
|
||||
},
|
||||
"EXTERNALS_ROOT": "${sourceDir}/externals/linux",
|
||||
"BUILD_SDK": {
|
||||
"type": "BOOL",
|
||||
"value": "OFF"
|
||||
},
|
||||
"BUILD_ADMIN_WEB_APP": {
|
||||
"type": "BOOL",
|
||||
"value": "ON"
|
||||
}
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-debug",
|
||||
"inherits": "sparkd",
|
||||
"hidden": true,
|
||||
"cacheVariables": {
|
||||
"CMAKE_BUILD_TYPE": "Debug",
|
||||
"CMAKE_EXPORT_COMPILE_COMMANDS": {
|
||||
"type": "BOOL",
|
||||
"value": "ON"
|
||||
},
|
||||
"CCAPI_LOG_LEVEL": "Info",
|
||||
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_dev/*.conf;spark/config/profiles/default/*.conf"
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-release",
|
||||
"inherits": "sparkd",
|
||||
"hidden": true,
|
||||
"cacheVariables": {
|
||||
"CMAKE_BUILD_TYPE": "Release",
|
||||
"CCAPI_LOG_LEVEL": "Warn",
|
||||
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_prod/*.conf;spark/config/profiles/default/*.conf"
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-debug-clang",
|
||||
"inherits": "sparkd-debug",
|
||||
"displayName": "Sparkd (Debug | Clang)",
|
||||
"description": "Debug build compiled w/ clang",
|
||||
"cacheVariables": {
|
||||
"CMAKE_C_COMPILER": "clang",
|
||||
"CMAKE_CXX_COMPILER": "clang++",
|
||||
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG"
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-debug-gcc",
|
||||
"inherits": "sparkd-debug",
|
||||
"displayName": "Sparkd (Debug | Gcc)",
|
||||
"description": "Debug build compiled w/ gcc",
|
||||
"cacheVariables": {
|
||||
"CMAKE_C_COMPILER": "gcc",
|
||||
"CMAKE_CXX_COMPILER": "g++",
|
||||
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -Wno-stringop-overread -DDEBUG"
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-release-clang",
|
||||
"inherits": "sparkd-release",
|
||||
"displayName": "Sparkd (Release | Clang)",
|
||||
"description": "Release build compiled w/ clang",
|
||||
"cacheVariables": {
|
||||
"CMAKE_C_COMPILER": "clang",
|
||||
"CMAKE_CXX_COMPILER": "clang++",
|
||||
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3"
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-release-gcc",
|
||||
"inherits": "sparkd-release",
|
||||
"displayName": "Sparkd (Release | Gcc)",
|
||||
"description": "Release build compiled w/ gcc",
|
||||
"cacheVariables": {
|
||||
"CMAKE_C_COMPILER": "gcc",
|
||||
"CMAKE_CXX_COMPILER": "g++",
|
||||
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-stringop-overflow --std=c++20 -fdiagnostics-color -Wno-stringop-overread -Wno-maybe-uninitialized -fno-omit-frame-pointer -DNDEBUG -O3"
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"name": "spark-linux",
|
||||
"inherits": "spark-base",
|
||||
"displayName": "Spark",
|
||||
"condition": {
|
||||
"type": "equals",
|
||||
"lhs": "${hostSystemName}",
|
||||
"rhs": "Linux"
|
||||
},
|
||||
"generator": "Ninja Multi-Config",
|
||||
"cacheVariables": {
|
||||
"platform": "linux",
|
||||
"BUILD_ADMIN_WEB_APP": {
|
||||
"type": "BOOL",
|
||||
"value": "OFF"
|
||||
},
|
||||
"BUILD_SPARKD": {
|
||||
"type": "BOOL",
|
||||
"value": "OFF"
|
||||
},
|
||||
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
|
||||
"type": "BOOL",
|
||||
"value": "OFF"
|
||||
},
|
||||
"CMAKE_C_COMPILER": "clang",
|
||||
"CMAKE_CXX_COMPILER": "clang++",
|
||||
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
|
||||
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
|
||||
"CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
|
||||
"CMAKE_EXPORT_COMPILE_COMMANDS": {
|
||||
"type": "BOOL",
|
||||
"value": "ON"
|
||||
},
|
||||
"CMAKE_INSTALL_RPATH": ".",
|
||||
"CMAKE_PREFIX_PATH": "${sourceDir}/cmake/;${sourceDir}/.venv/lib/python3.10/site-packages/pybind11/share/cmake/pybind11",
|
||||
"DATABENTO_USE_EXTERNAL_JSON": {
|
||||
"type": "BOOL",
|
||||
"value": "ON"
|
||||
},
|
||||
"EXTERNALS_ROOT": "${sourceDir}/externals/linux"
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-publish",
|
||||
"inherits": "sparkd-release-gcc",
|
||||
"displayName": "Publish",
|
||||
"description": "Production build compiled w/ gcc and ready to ship"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-ccapi-diag",
|
||||
"inherits": "sparkd-debug-clang",
|
||||
"displayName": "Debug (ccapi diag)",
|
||||
"description": "Debug build w/ ccapi log level 'Trace'",
|
||||
"binaryDir": "${sourceDir}/build/${presetName}",
|
||||
"cacheVariables": {
|
||||
"CCAPI_LOG_LEVEL": "Trace"
|
||||
}
|
||||
}
|
||||
],
|
||||
|
||||
"buildPresets": [
|
||||
{
|
||||
"name": "spark-windows",
|
||||
"condition": {
|
||||
"type": "equals",
|
||||
"lhs": "${hostSystemName}",
|
||||
"rhs": "Windows"
|
||||
},
|
||||
"hidden": true,
|
||||
"configurePreset": "spark-windows"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "spark-windows-debug",
|
||||
"displayName": "Spark (Debug)",
|
||||
"inherits": "spark-windows",
|
||||
"configuration": "Debug"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "spark-windows-release",
|
||||
"displayName": "Spark (Release)",
|
||||
"inherits": "spark-windows",
|
||||
"configuration": "Release"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd",
|
||||
"condition": {
|
||||
"type": "equals",
|
||||
"lhs": "${hostSystemName}",
|
||||
"rhs": "Linux"
|
||||
},
|
||||
"hidden": true
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-debug-clang",
|
||||
"configurePreset": "sparkd-debug-clang",
|
||||
"displayName": "Sparkd (Debug | Clang)",
|
||||
"inherits": "sparkd"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-debug-gcc",
|
||||
"configurePreset": "sparkd-debug-gcc",
|
||||
"displayName": "Sparkd (Debug | Gcc)",
|
||||
"inherits": "sparkd"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-release-clang",
|
||||
"configurePreset": "sparkd-release-clang",
|
||||
"displayName": "Sparkd (Release | Clang)",
|
||||
"inherits": "sparkd"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-release-gcc",
|
||||
"configurePreset": "sparkd-release-gcc",
|
||||
"displayName": "Sparkd (Release | Gcc)",
|
||||
"inherits": "sparkd"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "spark-linux",
|
||||
"condition": {
|
||||
"type": "equals",
|
||||
"lhs": "${hostSystemName}",
|
||||
"rhs": "Linux"
|
||||
},
|
||||
"hidden": true,
|
||||
"configurePreset": "spark-linux"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "spark-linux-debug",
|
||||
"inherits": "spark-linux",
|
||||
"displayName": "Spark (Linux | Debug)",
|
||||
"configuration": "Debug"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "spark-linux-release",
|
||||
"inherits": "spark-linux",
|
||||
"displayName": "Spark (Linux | Release)",
|
||||
"configuration": "Release"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-publish",
|
||||
"configurePreset": "sparkd-publish",
|
||||
"displayName": "Publish",
|
||||
"inherits": "sparkd",
|
||||
"targets": "install"
|
||||
},
|
||||
|
||||
{
|
||||
"name": "sparkd-ccapi-diag",
|
||||
"configurePreset": "sparkd-ccapi-diag",
|
||||
"displayName": "Debug (ccapi diag)",
|
||||
"inherits": "sparkd"
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -1,710 +0,0 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 17
|
||||
VisualStudioVersion = 17.3.32922.545
|
||||
MinimumVisualStudioVersion = 15.0.26124.0
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{EFC9FC4D-E92B-4C6D-9B97-26D38EAA118D}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{89D666E6-B500-498F-B026-4D167F68ADFC}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{EF26A475-6101-4C9C-A717-D60BB92A2302}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{911B08A3-515A-441D-84C8-8A43740B5FC1}"
|
||||
EndProject
|
||||
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|
||||
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
|
||||
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
|
||||
{B945A183-2174-4ACB-B289-8A5C546656FE} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
|
||||
{9F6D7DE8-185B-4C1D-B809-3314D092DF28} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
|
||||
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
|
||||
{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
|
||||
{385C4948-E080-56A6-E29E-8B0F4913175C} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
|
||||
{43FB297B-7A4D-4835-A878-E6DF345B580C} = {385C4948-E080-56A6-E29E-8B0F4913175C}
|
||||
{BC277499-8215-4F9F-B9AB-07B6391110BF} = {385C4948-E080-56A6-E29E-8B0F4913175C}
|
||||
{C42F4CCB-9E65-4370-939A-527ACDBC4DA6} = {385C4948-E080-56A6-E29E-8B0F4913175C}
|
||||
{802ECF0B-7264-4168-95D1-158E47FB65CC} = {385C4948-E080-56A6-E29E-8B0F4913175C}
|
||||
{95C5F6C0-88E5-4338-9A4F-614CF6C03CC0} = {385C4948-E080-56A6-E29E-8B0F4913175C}
|
||||
{0354655D-2394-42BB-B1D4-2D75B9BCABF1} = {385C4948-E080-56A6-E29E-8B0F4913175C}
|
||||
EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
|
||||
EndGlobalSection
|
||||
GlobalSection(Performance) = preSolution
|
||||
HasPerformanceSessions = true
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,25 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 17
|
||||
VisualStudioVersion = 17.2.32630.192
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SpreaderFrontEnd", "SpreaderFrontEnd\SpreaderFrontEnd.csproj", "{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {3E2EF0DA-32BB-4A7A-9089-B132E1677AA7}
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,36 @@
|
||||
using System;
|
||||
using System.Linq;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
public class Book : IEquatable<Book> {
|
||||
public Book(BookSide bids = null, BookSide asks = null) {
|
||||
this.bids = bids ?? new BookSide();
|
||||
this.asks = asks ?? new BookSide();
|
||||
}
|
||||
|
||||
public BookSide bids { get; }
|
||||
public BookSide asks { get; }
|
||||
|
||||
public Book Clone() {
|
||||
return new Book(
|
||||
new BookSide(bids.levels.ToList()),
|
||||
new BookSide(asks.levels.ToList()));
|
||||
}
|
||||
|
||||
public bool Equals(Book other) {
|
||||
return other != null && other.bids.Equals(bids) && other.asks.Equals(asks);
|
||||
}
|
||||
|
||||
public override bool Equals(object obj) {
|
||||
return Equals(obj as Book);
|
||||
}
|
||||
|
||||
public override int GetHashCode() {
|
||||
return HashCodeHelper.combine(bids.GetHashCode(), asks.GetHashCode());
|
||||
}
|
||||
|
||||
public override string ToString() {
|
||||
return $"bid: {bids} | ask: {asks}";
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,38 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
public class BookSide : IEquatable<BookSide> {
|
||||
public BookSide() {
|
||||
levels = new List<PriceLevel>();
|
||||
}
|
||||
|
||||
public BookSide(IEnumerable<PriceLevel> levels) {
|
||||
this.levels = levels?.ToList() ?? new List<PriceLevel>();
|
||||
}
|
||||
|
||||
public IList<PriceLevel> levels { get; }
|
||||
|
||||
public BookSide Clone() {
|
||||
return new BookSide(levels.ToList());
|
||||
}
|
||||
|
||||
public bool Equals(BookSide other) {
|
||||
return other != null && levels.SequenceEqual(other.levels);
|
||||
}
|
||||
|
||||
public override bool Equals(object obj) {
|
||||
return Equals(obj as BookSide);
|
||||
}
|
||||
|
||||
public override int GetHashCode() {
|
||||
return levels.Select(l => l.GetHashCode()).Skip(1).Aggregate(
|
||||
levels[0].GetHashCode(), HashCodeHelper.combine);
|
||||
}
|
||||
|
||||
public override string ToString() {
|
||||
return string.Join("; ", levels);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,120 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Diagnostics;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
public class LegCursor {
|
||||
public LegCursor(int leg_size, IList<PriceLevel> levels) {
|
||||
this.leg_size = leg_size;
|
||||
this.levels = levels;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// The [signed] quantity of this leg in the SpreaderContract to which it belongs
|
||||
/// </summary>
|
||||
public int leg_size { get; }
|
||||
|
||||
/// <summary>
|
||||
/// The [unsigned] quantity of this leg in the SpreaderContract to which it belongs
|
||||
/// </summary>
|
||||
public int leg_size_abs {
|
||||
get {
|
||||
return Math.Abs(leg_size);
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// The price levels of the underlying BookSide
|
||||
/// </summary>
|
||||
public IList<PriceLevel> levels { get; }
|
||||
|
||||
/// <summary>
|
||||
/// The index of the current level. When <see cref="consume_unit_qty(uint, out List{PriceLevel})"/>
|
||||
/// is called, quantity consumption begins at this level. Once this level's quantity is fully
|
||||
/// consumed, <see cref="cursor"/> is incremented, and <see cref="curr_level_consumed_qty"/>
|
||||
/// is reset to 0.
|
||||
/// </summary>
|
||||
public int cursor { get; private set; }
|
||||
|
||||
/// <summary>
|
||||
/// The quantity that has been consumed at the current level (i.e., the level at index
|
||||
/// <see cref="cursor"/>)
|
||||
/// </summary>
|
||||
public uint curr_level_consumed_qty { get; private set; }
|
||||
|
||||
/// <summary>
|
||||
/// Consumes the specified quantity of units at the best available price(s)
|
||||
/// </summary>
|
||||
/// <param name="unit_qty">
|
||||
/// The unit quantity to consume
|
||||
/// </param>
|
||||
/// <returns>True if the entire quantity is consumed, otherwise false.</returns>
|
||||
public bool consume_unit_qty(uint unit_qty, out List<PriceLevel> consumed_levels) {
|
||||
consumed_levels = new List<PriceLevel>();
|
||||
uint marg_qty = (uint)(unit_qty * leg_size_abs);
|
||||
var consumed_qty = _consume_raw_qty(marg_qty, ref consumed_levels);
|
||||
Debug.Assert(consumed_qty % leg_size_abs == 0);
|
||||
uint consumed_units = (uint)(consumed_qty / leg_size_abs);
|
||||
return consumed_units == unit_qty;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Gets the number of units (raw_quantity / leg_size_abs) available at the best price
|
||||
/// </summary>
|
||||
public PriceLevel curr_synth_level() {
|
||||
if (cursor >= levels.Count) {
|
||||
return PriceLevel.empty;
|
||||
}
|
||||
|
||||
var curr_level = levels[cursor];
|
||||
Debug.Assert(curr_level.qty >= curr_level_consumed_qty);
|
||||
var curr_level_rem_qty = curr_level.qty - curr_level_consumed_qty;
|
||||
if (curr_level_rem_qty >= leg_size_abs) {
|
||||
return new PriceLevel(
|
||||
price: curr_level.price * leg_size_abs,
|
||||
qty: (uint)(curr_level_rem_qty / leg_size_abs));
|
||||
}
|
||||
|
||||
double unit_cost = curr_level.price * curr_level_rem_qty;
|
||||
var unit_rem = leg_size_abs - curr_level_rem_qty;
|
||||
for (int i = cursor + 1; i < levels.Count; i++) {
|
||||
curr_level = levels[i];
|
||||
if (curr_level.qty >= unit_rem) {
|
||||
unit_cost += curr_level.price * unit_rem;
|
||||
return new PriceLevel(price: unit_cost, qty: 1);
|
||||
}
|
||||
unit_cost += curr_level.price * curr_level.qty;
|
||||
unit_rem -= curr_level.qty;
|
||||
}
|
||||
return PriceLevel.empty;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Consumes as much of the specified [raw] quantity as possible
|
||||
/// </summary>
|
||||
/// <returns>
|
||||
/// The quantity that was actually consumed
|
||||
/// </returns>
|
||||
uint _consume_raw_qty(uint raw_qty, ref List<PriceLevel> dest) {
|
||||
if (levels == null || cursor >= levels.Count) {
|
||||
return 0;
|
||||
}
|
||||
var curr_level = levels[cursor];
|
||||
// Cursor should be incremented when curr_level_consumed_qty == levels[cursor].qty
|
||||
// (i.e., curr_level.qty should never be less than curr_level_consumed_qty)
|
||||
Debug.Assert(curr_level.qty > curr_level_consumed_qty);
|
||||
var curr_level_qty_rem = curr_level.qty - curr_level_consumed_qty;
|
||||
if (curr_level_qty_rem > raw_qty) {
|
||||
curr_level_consumed_qty += raw_qty;
|
||||
dest.Add(new PriceLevel(price: curr_level.price, qty: raw_qty));
|
||||
return raw_qty;
|
||||
}
|
||||
// The input qty is greater than the qty that remains at this level. Consume the rest on
|
||||
// the next level.
|
||||
cursor++;
|
||||
curr_level_consumed_qty = 0;
|
||||
dest.Add(new PriceLevel(price: curr_level.price, qty: curr_level_qty_rem));
|
||||
return curr_level_qty_rem + _consume_raw_qty(raw_qty - curr_level_qty_rem, ref dest);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,44 @@
|
||||
using System;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
public struct PriceLevel : IEquatable<PriceLevel> {
|
||||
public PriceLevel(double price, uint qty) {
|
||||
this.price = price;
|
||||
this.qty = qty;
|
||||
}
|
||||
|
||||
public static PriceLevel empty {
|
||||
get {
|
||||
return new PriceLevel(double.NaN, 0);
|
||||
}
|
||||
}
|
||||
|
||||
public double price { get; }
|
||||
public uint qty { get; }
|
||||
|
||||
public PriceLevel subtract_qty(uint value) {
|
||||
System.Diagnostics.Debug.Assert(value <= qty);
|
||||
return new PriceLevel(price, qty - value);
|
||||
}
|
||||
|
||||
public PriceLevel add_qty(uint value) {
|
||||
return new PriceLevel(price, qty + value);
|
||||
}
|
||||
|
||||
public override string ToString() {
|
||||
return $"{price} ({qty})";
|
||||
}
|
||||
|
||||
public bool Equals(PriceLevel other) {
|
||||
return qty == other.qty && price.Equals(other.price);
|
||||
}
|
||||
|
||||
public override bool Equals(object obj) {
|
||||
return obj is PriceLevel other && Equals(other);
|
||||
}
|
||||
|
||||
public override int GetHashCode() {
|
||||
return HashCodeHelper.combine(price.GetHashCode(), qty.GetHashCode());
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,49 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Diagnostics;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
public static class SpreaderBookCalculator {
|
||||
public static Book compute_spreader_book(
|
||||
SpreaderContract contract, IEnumerable<Book> leg_books) {
|
||||
if (contract == null) {
|
||||
throw new ArgumentNullException(nameof(contract));
|
||||
}
|
||||
if (leg_books == null) {
|
||||
throw new ArgumentNullException(nameof(leg_books));
|
||||
}
|
||||
var leg_book_list = leg_books as IList<Book> ?? leg_books.ToList();
|
||||
var synth_book = new SyntheticBook(contract, leg_book_list);
|
||||
return synth_book.to_book();
|
||||
}
|
||||
|
||||
public static BookSide compute_spreader_book_side(
|
||||
SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
|
||||
Debug.Assert(contract.spread_legs.Count == leg_books.Count);
|
||||
var leg_cursors = leg_books.Select((b, i) => new LegCursor(
|
||||
contract.spread_legs[i].qty,
|
||||
contract.spread_legs[i].qty < 0 == is_bid ? b.asks.levels : b.bids.levels)).ToList();
|
||||
var level_qty = leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
|
||||
var result = new BookSide();
|
||||
|
||||
while (level_qty > 0) {
|
||||
double level_price = 0;
|
||||
for (int i = 0; i < leg_cursors.Count; i++) {
|
||||
var lc = leg_cursors[i];
|
||||
bool did_consume = lc.consume_unit_qty(level_qty, out var consumed_levels);
|
||||
Debug.Assert(did_consume);
|
||||
var leg_cost = consumed_levels.Select(l => l.price * l.qty).Sum() / level_qty;
|
||||
if (lc.leg_size < 0) {
|
||||
level_price -= leg_cost;
|
||||
} else {
|
||||
level_price += leg_cost;
|
||||
}
|
||||
}
|
||||
result.levels.Add(new PriceLevel(price: level_price, qty: level_qty));
|
||||
level_qty = leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
|
||||
}
|
||||
return result;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,17 @@
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
class SyntheticBook {
|
||||
public SyntheticBook(SpreaderContract contract, IList<Book> leg_books) {
|
||||
bids = new SyntheticBookSide(contract, leg_books, true);
|
||||
asks = new SyntheticBookSide(contract, leg_books, false);
|
||||
}
|
||||
|
||||
public SyntheticBookSide bids { get; }
|
||||
public SyntheticBookSide asks { get; }
|
||||
|
||||
public Book to_book() {
|
||||
return new Book(bids: bids.to_book_side(), asks: asks.to_book_side());
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,28 @@
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
class SyntheticBookSide : IEnumerable<PriceLevel> {
|
||||
readonly SpreaderContract _contract;
|
||||
readonly IList<Book> _leg_books;
|
||||
readonly bool _is_bid;
|
||||
|
||||
public SyntheticBookSide(SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
|
||||
_contract = contract;
|
||||
_leg_books = leg_books;
|
||||
_is_bid = is_bid;
|
||||
}
|
||||
|
||||
public BookSide to_book_side() {
|
||||
return new BookSide(this);
|
||||
}
|
||||
|
||||
public IEnumerator<PriceLevel> GetEnumerator() {
|
||||
return new SyntheticBookSideEnumerator(_contract, _leg_books, _is_bid);
|
||||
}
|
||||
|
||||
IEnumerator IEnumerable.GetEnumerator() {
|
||||
return GetEnumerator();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,59 @@
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Diagnostics;
|
||||
using System.Collections;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
class SyntheticBookSideEnumerator : IEnumerator<PriceLevel> {
|
||||
readonly List<LegCursor> _leg_cursors;
|
||||
|
||||
PriceLevel _current;
|
||||
uint _level_qty;
|
||||
|
||||
public SyntheticBookSideEnumerator(
|
||||
SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
|
||||
Debug.Assert(contract.spread_legs.Count == leg_books.Count);
|
||||
_leg_cursors = new List<LegCursor>(leg_books.Count);
|
||||
for (int i = 0; i < leg_books.Count; i++) {
|
||||
_leg_cursors.Add(new LegCursor(
|
||||
contract.spread_legs[i].qty,
|
||||
contract.spread_legs[i].qty < 0 == is_bid ?
|
||||
leg_books[i].asks.levels : leg_books[i].bids.levels));
|
||||
}
|
||||
}
|
||||
|
||||
public PriceLevel Current => _current;
|
||||
|
||||
object IEnumerator.Current => _current;
|
||||
|
||||
public void Dispose() { }
|
||||
|
||||
public bool MoveNext() {
|
||||
_level_qty = _leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
|
||||
if (_level_qty == 0) {
|
||||
return false;
|
||||
}
|
||||
double level_price = 0;
|
||||
for (int i = 0; i < _leg_cursors.Count; i++) {
|
||||
var lc = _leg_cursors[i];
|
||||
bool did_consume = lc.consume_unit_qty(_level_qty, out var consumed_levels);
|
||||
Debug.Assert(did_consume);
|
||||
var leg_cost = consumed_levels.Select(l => l.price * l.qty).Sum() / _level_qty;
|
||||
if (lc.leg_size < 0) {
|
||||
level_price -= leg_cost;
|
||||
} else {
|
||||
level_price += leg_cost;
|
||||
}
|
||||
}
|
||||
_current = new PriceLevel(price: level_price, qty: _level_qty);
|
||||
return true;
|
||||
}
|
||||
|
||||
public void Reset() {
|
||||
for (int i = 0; i < _leg_cursors.Count; i++) {
|
||||
var lc = _leg_cursors[i];
|
||||
_leg_cursors[i] = new LegCursor(lc.leg_size, lc.levels);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,8 @@
|
||||
namespace SpreaderFrontEnd {
|
||||
static class HashCodeHelper {
|
||||
// Copied from https://referencesource.microsoft.com/#System.Numerics/System/Numerics/HashCodeHelper.cs
|
||||
public static int combine(int h1, int h2) {
|
||||
return (((h1 << 5) + h1) ^ h2);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,744 @@
|
||||
using System.Windows.Forms;
|
||||
|
||||
namespace SpreaderFrontEnd
|
||||
{
|
||||
partial class LegControl
|
||||
{
|
||||
/// <summary>
|
||||
/// Required designer variable.
|
||||
/// </summary>
|
||||
private System.ComponentModel.IContainer components = null;
|
||||
|
||||
/// <summary>
|
||||
/// Clean up any resources being used.
|
||||
/// </summary>
|
||||
/// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
|
||||
protected override void Dispose(bool disposing)
|
||||
{
|
||||
if (disposing && (components != null))
|
||||
{
|
||||
components.Dispose();
|
||||
}
|
||||
base.Dispose(disposing);
|
||||
}
|
||||
|
||||
#region Component Designer generated code
|
||||
|
||||
/// <summary>
|
||||
/// Required method for Designer support - do not modify
|
||||
/// the contents of this method with the code editor.
|
||||
/// </summary>
|
||||
private void InitializeComponent()
|
||||
{
|
||||
this._combobox_security = new System.Windows.Forms.ComboBox();
|
||||
this.label1 = new System.Windows.Forms.Label();
|
||||
this.label2 = new System.Windows.Forms.Label();
|
||||
this.label3 = new System.Windows.Forms.Label();
|
||||
this.label5 = new System.Windows.Forms.Label();
|
||||
this.groupBox1 = new System.Windows.Forms.GroupBox();
|
||||
this._textbox_quote_qho_length = new System.Windows.Forms.TextBox();
|
||||
this._textbox_quote_insidemarketdistance_towarddistance = new System.Windows.Forms.TextBox();
|
||||
this._textbox_quote_conditional_ticks = new System.Windows.Forms.TextBox();
|
||||
this._textbox_quote_throttle_outsideticks = new System.Windows.Forms.TextBox();
|
||||
this._textbox_quote_throttle_insideticks = new System.Windows.Forms.TextBox();
|
||||
this._textbox_quote_showqty_qty = new System.Windows.Forms.TextBox();
|
||||
this.label11 = new System.Windows.Forms.Label();
|
||||
this._checkbox_quote_insidemarketdistance = new System.Windows.Forms.CheckBox();
|
||||
this.label10 = new System.Windows.Forms.Label();
|
||||
this._checkbox_quote_conditional = new System.Windows.Forms.CheckBox();
|
||||
this.label9 = new System.Windows.Forms.Label();
|
||||
this.label8 = new System.Windows.Forms.Label();
|
||||
this._checkbox_quote_throttle = new System.Windows.Forms.CheckBox();
|
||||
this.label7 = new System.Windows.Forms.Label();
|
||||
this._checkbox_quote_showqty = new System.Windows.Forms.CheckBox();
|
||||
this.label6 = new System.Windows.Forms.Label();
|
||||
this.groupBox2 = new System.Windows.Forms.GroupBox();
|
||||
this._textbox_prehedge_payless_paylessticks = new System.Windows.Forms.TextBox();
|
||||
this._textbox_prehedge_payup_payupticks = new System.Windows.Forms.TextBox();
|
||||
this._textbox_prehedge_payup_threshold = new System.Windows.Forms.TextBox();
|
||||
this._textbox_prehedge_payless_threshold = new System.Windows.Forms.TextBox();
|
||||
this.label13 = new System.Windows.Forms.Label();
|
||||
this.label14 = new System.Windows.Forms.Label();
|
||||
this.label15 = new System.Windows.Forms.Label();
|
||||
this._checkbox_prehedge_payup = new System.Windows.Forms.CheckBox();
|
||||
this.label16 = new System.Windows.Forms.Label();
|
||||
this._checkbox_prehedge_payless = new System.Windows.Forms.CheckBox();
|
||||
this.groupBox3 = new System.Windows.Forms.GroupBox();
|
||||
this._textbox_posthedge_sizebasedcross_crossticks = new System.Windows.Forms.TextBox();
|
||||
this._textbox_posthedge_sizebasedcross_threshold = new System.Windows.Forms.TextBox();
|
||||
this._textbox_posthedge_timesbasedcross_crossticks = new System.Windows.Forms.TextBox();
|
||||
this._textbox_posthedge_timesbasedcross_timems = new System.Windows.Forms.TextBox();
|
||||
this._textbox_posthedge_ticksawaycross_crossticks = new System.Windows.Forms.TextBox();
|
||||
this._textbox_posthedge_ticksawaycross_threshold = new System.Windows.Forms.TextBox();
|
||||
this.label20 = new System.Windows.Forms.Label();
|
||||
this.label21 = new System.Windows.Forms.Label();
|
||||
this._checkbox_posthedge_sizebasedcross = new System.Windows.Forms.CheckBox();
|
||||
this.label12 = new System.Windows.Forms.Label();
|
||||
this.label17 = new System.Windows.Forms.Label();
|
||||
this.label18 = new System.Windows.Forms.Label();
|
||||
this._checkbox_posthedge_timebasedcross = new System.Windows.Forms.CheckBox();
|
||||
this.label19 = new System.Windows.Forms.Label();
|
||||
this._checkbox_posthedge_ticksawaycross = new System.Windows.Forms.CheckBox();
|
||||
this._textbox_leg_qty = new System.Windows.Forms.TextBox();
|
||||
this._checkbox_leg_enablequoting = new System.Windows.Forms.CheckBox();
|
||||
this._textbox_leg_leanqtyfactor = new System.Windows.Forms.TextBox();
|
||||
this._combobox_mdtype = new System.Windows.Forms.ComboBox();
|
||||
this._textbox_leg_price_mult = new System.Windows.Forms.TextBox();
|
||||
this.label4 = new System.Windows.Forms.Label();
|
||||
this._label_leanqty_factor = new System.Windows.Forms.Label();
|
||||
this.groupBox1.SuspendLayout();
|
||||
this.groupBox2.SuspendLayout();
|
||||
this.groupBox3.SuspendLayout();
|
||||
this.SuspendLayout();
|
||||
//
|
||||
// _combobox_security
|
||||
//
|
||||
this._combobox_security.DropDownStyle = System.Windows.Forms.ComboBoxStyle.DropDownList;
|
||||
this._combobox_security.FormattingEnabled = true;
|
||||
this._combobox_security.Location = new System.Drawing.Point(157, 15);
|
||||
this._combobox_security.Name = "_combobox_security";
|
||||
this._combobox_security.Size = new System.Drawing.Size(100, 23);
|
||||
this._combobox_security.TabIndex = 0;
|
||||
//
|
||||
// label1
|
||||
//
|
||||
this.label1.AutoSize = true;
|
||||
this.label1.Location = new System.Drawing.Point(16, 23);
|
||||
this.label1.Name = "label1";
|
||||
this.label1.Size = new System.Drawing.Size(49, 15);
|
||||
this.label1.TabIndex = 1;
|
||||
this.label1.Text = "Security";
|
||||
//
|
||||
// label2
|
||||
//
|
||||
this.label2.AutoSize = true;
|
||||
this.label2.Location = new System.Drawing.Point(16, 58);
|
||||
this.label2.Name = "label2";
|
||||
this.label2.Size = new System.Drawing.Size(53, 15);
|
||||
this.label2.TabIndex = 2;
|
||||
this.label2.Text = "Quantity";
|
||||
//
|
||||
// label3
|
||||
//
|
||||
this.label3.AutoSize = true;
|
||||
this.label3.Location = new System.Drawing.Point(16, 128);
|
||||
this.label3.Name = "label3";
|
||||
this.label3.Size = new System.Drawing.Size(89, 15);
|
||||
this.label3.TabIndex = 3;
|
||||
this.label3.Text = "Enable Quoting";
|
||||
//
|
||||
// label5
|
||||
//
|
||||
this.label5.AutoSize = true;
|
||||
this.label5.Location = new System.Drawing.Point(16, 198);
|
||||
this.label5.Name = "label5";
|
||||
this.label5.Size = new System.Drawing.Size(98, 15);
|
||||
this.label5.TabIndex = 5;
|
||||
this.label5.Text = "Market Data Type";
|
||||
//
|
||||
// groupBox1
|
||||
//
|
||||
this.groupBox1.Controls.Add(this._textbox_quote_qho_length);
|
||||
this.groupBox1.Controls.Add(this._textbox_quote_insidemarketdistance_towarddistance);
|
||||
this.groupBox1.Controls.Add(this._textbox_quote_conditional_ticks);
|
||||
this.groupBox1.Controls.Add(this._textbox_quote_throttle_outsideticks);
|
||||
this.groupBox1.Controls.Add(this._textbox_quote_throttle_insideticks);
|
||||
this.groupBox1.Controls.Add(this._textbox_quote_showqty_qty);
|
||||
this.groupBox1.Controls.Add(this.label11);
|
||||
this.groupBox1.Controls.Add(this._checkbox_quote_insidemarketdistance);
|
||||
this.groupBox1.Controls.Add(this.label10);
|
||||
this.groupBox1.Controls.Add(this._checkbox_quote_conditional);
|
||||
this.groupBox1.Controls.Add(this.label9);
|
||||
this.groupBox1.Controls.Add(this.label8);
|
||||
this.groupBox1.Controls.Add(this._checkbox_quote_throttle);
|
||||
this.groupBox1.Controls.Add(this.label7);
|
||||
this.groupBox1.Controls.Add(this._checkbox_quote_showqty);
|
||||
this.groupBox1.Controls.Add(this.label6);
|
||||
this.groupBox1.ForeColor = System.Drawing.Color.Black;
|
||||
this.groupBox1.Location = new System.Drawing.Point(12, 238);
|
||||
this.groupBox1.Name = "groupBox1";
|
||||
this.groupBox1.Size = new System.Drawing.Size(265, 369);
|
||||
this.groupBox1.TabIndex = 6;
|
||||
this.groupBox1.TabStop = false;
|
||||
this.groupBox1.Text = "Quote";
|
||||
//
|
||||
// _textbox_quote_qho_length
|
||||
//
|
||||
this._textbox_quote_qho_length.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_quote_qho_length.Location = new System.Drawing.Point(145, 28);
|
||||
this._textbox_quote_qho_length.Name = "_textbox_quote_qho_length";
|
||||
this._textbox_quote_qho_length.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_quote_qho_length.TabIndex = 6;
|
||||
//
|
||||
// _textbox_quote_insidemarketdistance_towarddistance
|
||||
//
|
||||
this._textbox_quote_insidemarketdistance_towarddistance.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_quote_insidemarketdistance_towarddistance.Location = new System.Drawing.Point(145, 314);
|
||||
this._textbox_quote_insidemarketdistance_towarddistance.Name = "_textbox_quote_insidemarketdistance_towarddistance";
|
||||
this._textbox_quote_insidemarketdistance_towarddistance.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_quote_insidemarketdistance_towarddistance.TabIndex = 15;
|
||||
//
|
||||
// _textbox_quote_conditional_ticks
|
||||
//
|
||||
this._textbox_quote_conditional_ticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_quote_conditional_ticks.Location = new System.Drawing.Point(145, 250);
|
||||
this._textbox_quote_conditional_ticks.Name = "_textbox_quote_conditional_ticks";
|
||||
this._textbox_quote_conditional_ticks.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_quote_conditional_ticks.TabIndex = 13;
|
||||
//
|
||||
// _textbox_quote_throttle_outsideticks
|
||||
//
|
||||
this._textbox_quote_throttle_outsideticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_quote_throttle_outsideticks.Location = new System.Drawing.Point(145, 186);
|
||||
this._textbox_quote_throttle_outsideticks.Name = "_textbox_quote_throttle_outsideticks";
|
||||
this._textbox_quote_throttle_outsideticks.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_quote_throttle_outsideticks.TabIndex = 11;
|
||||
//
|
||||
// _textbox_quote_throttle_insideticks
|
||||
//
|
||||
this._textbox_quote_throttle_insideticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_quote_throttle_insideticks.Location = new System.Drawing.Point(145, 156);
|
||||
this._textbox_quote_throttle_insideticks.Name = "_textbox_quote_throttle_insideticks";
|
||||
this._textbox_quote_throttle_insideticks.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_quote_throttle_insideticks.TabIndex = 10;
|
||||
//
|
||||
// _textbox_quote_showqty_qty
|
||||
//
|
||||
this._textbox_quote_showqty_qty.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_quote_showqty_qty.Location = new System.Drawing.Point(145, 92);
|
||||
this._textbox_quote_showqty_qty.Name = "_textbox_quote_showqty_qty";
|
||||
this._textbox_quote_showqty_qty.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_quote_showqty_qty.TabIndex = 8;
|
||||
//
|
||||
// label11
|
||||
//
|
||||
this.label11.AutoSize = true;
|
||||
this.label11.Location = new System.Drawing.Point(45, 322);
|
||||
this.label11.Name = "label11";
|
||||
this.label11.Size = new System.Drawing.Size(93, 15);
|
||||
this.label11.TabIndex = 16;
|
||||
this.label11.Text = "Toward Distance";
|
||||
//
|
||||
// _checkbox_quote_insidemarketdistance
|
||||
//
|
||||
this._checkbox_quote_insidemarketdistance.AutoSize = true;
|
||||
this._checkbox_quote_insidemarketdistance.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
|
||||
this._checkbox_quote_insidemarketdistance.Location = new System.Drawing.Point(15, 288);
|
||||
this._checkbox_quote_insidemarketdistance.Name = "_checkbox_quote_insidemarketdistance";
|
||||
this._checkbox_quote_insidemarketdistance.Size = new System.Drawing.Size(131, 19);
|
||||
this._checkbox_quote_insidemarketdistance.TabIndex = 14;
|
||||
this._checkbox_quote_insidemarketdistance.Text = "Inside Market Dist.";
|
||||
this._checkbox_quote_insidemarketdistance.UseVisualStyleBackColor = true;
|
||||
this._checkbox_quote_insidemarketdistance.CheckedChanged += new System.EventHandler(this._checkbox_quote_insidemarketdistance_CheckedChanged);
|
||||
//
|
||||
// label10
|
||||
//
|
||||
this.label10.AutoSize = true;
|
||||
this.label10.Location = new System.Drawing.Point(47, 258);
|
||||
this.label10.Name = "label10";
|
||||
this.label10.Size = new System.Drawing.Size(33, 15);
|
||||
this.label10.TabIndex = 14;
|
||||
this.label10.Text = "Ticks";
|
||||
//
|
||||
// _checkbox_quote_conditional
|
||||
//
|
||||
this._checkbox_quote_conditional.AutoSize = true;
|
||||
this._checkbox_quote_conditional.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
|
||||
this._checkbox_quote_conditional.Location = new System.Drawing.Point(15, 224);
|
||||
this._checkbox_quote_conditional.Name = "_checkbox_quote_conditional";
|
||||
this._checkbox_quote_conditional.Size = new System.Drawing.Size(88, 19);
|
||||
this._checkbox_quote_conditional.TabIndex = 12;
|
||||
this._checkbox_quote_conditional.Text = "Conditional";
|
||||
this._checkbox_quote_conditional.UseVisualStyleBackColor = true;
|
||||
this._checkbox_quote_conditional.CheckedChanged += new System.EventHandler(this._checkbox_quote_conditional_CheckedChanged);
|
||||
//
|
||||
// label9
|
||||
//
|
||||
this.label9.AutoSize = true;
|
||||
this.label9.Location = new System.Drawing.Point(45, 194);
|
||||
this.label9.Name = "label9";
|
||||
this.label9.Size = new System.Drawing.Size(77, 15);
|
||||
this.label9.TabIndex = 12;
|
||||
this.label9.Text = "Outside Ticks";
|
||||
//
|
||||
// label8
|
||||
//
|
||||
this.label8.AutoSize = true;
|
||||
this.label8.Location = new System.Drawing.Point(45, 164);
|
||||
this.label8.Name = "label8";
|
||||
this.label8.Size = new System.Drawing.Size(67, 15);
|
||||
this.label8.TabIndex = 11;
|
||||
this.label8.Text = "Inside Ticks";
|
||||
//
|
||||
// _checkbox_quote_throttle
|
||||
//
|
||||
this._checkbox_quote_throttle.AutoSize = true;
|
||||
this._checkbox_quote_throttle.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
|
||||
this._checkbox_quote_throttle.Location = new System.Drawing.Point(15, 130);
|
||||
this._checkbox_quote_throttle.Name = "_checkbox_quote_throttle";
|
||||
this._checkbox_quote_throttle.Size = new System.Drawing.Size(72, 19);
|
||||
this._checkbox_quote_throttle.TabIndex = 9;
|
||||
this._checkbox_quote_throttle.Text = "Throttle";
|
||||
this._checkbox_quote_throttle.UseVisualStyleBackColor = true;
|
||||
this._checkbox_quote_throttle.CheckedChanged += new System.EventHandler(this._checkbox_quote_throttle_CheckedChanged);
|
||||
//
|
||||
// label7
|
||||
//
|
||||
this.label7.AutoSize = true;
|
||||
this.label7.Location = new System.Drawing.Point(45, 100);
|
||||
this.label7.Name = "label7";
|
||||
this.label7.Size = new System.Drawing.Size(53, 15);
|
||||
this.label7.TabIndex = 9;
|
||||
this.label7.Text = "Quantity";
|
||||
//
|
||||
// _checkbox_quote_showqty
|
||||
//
|
||||
this._checkbox_quote_showqty.AutoSize = true;
|
||||
this._checkbox_quote_showqty.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
|
||||
this._checkbox_quote_showqty.Location = new System.Drawing.Point(15, 66);
|
||||
this._checkbox_quote_showqty.Name = "_checkbox_quote_showqty";
|
||||
this._checkbox_quote_showqty.Size = new System.Drawing.Size(108, 19);
|
||||
this._checkbox_quote_showqty.TabIndex = 7;
|
||||
this._checkbox_quote_showqty.Text = "Show Quantity";
|
||||
this._checkbox_quote_showqty.UseVisualStyleBackColor = true;
|
||||
this._checkbox_quote_showqty.CheckedChanged += new System.EventHandler(this._checkbox_quote_showqty_CheckedChanged);
|
||||
//
|
||||
// label6
|
||||
//
|
||||
this.label6.AutoSize = true;
|
||||
this.label6.Location = new System.Drawing.Point(15, 36);
|
||||
this.label6.Name = "label6";
|
||||
this.label6.Size = new System.Drawing.Size(121, 15);
|
||||
this.label6.TabIndex = 6;
|
||||
this.label6.Text = "Queue Holder Length";
|
||||
//
|
||||
// groupBox2
|
||||
//
|
||||
this.groupBox2.Controls.Add(this._textbox_prehedge_payless_paylessticks);
|
||||
this.groupBox2.Controls.Add(this._textbox_prehedge_payup_payupticks);
|
||||
this.groupBox2.Controls.Add(this._textbox_prehedge_payup_threshold);
|
||||
this.groupBox2.Controls.Add(this._textbox_prehedge_payless_threshold);
|
||||
this.groupBox2.Controls.Add(this.label13);
|
||||
this.groupBox2.Controls.Add(this.label14);
|
||||
this.groupBox2.Controls.Add(this.label15);
|
||||
this.groupBox2.Controls.Add(this._checkbox_prehedge_payup);
|
||||
this.groupBox2.Controls.Add(this.label16);
|
||||
this.groupBox2.Controls.Add(this._checkbox_prehedge_payless);
|
||||
this.groupBox2.Location = new System.Drawing.Point(13, 626);
|
||||
this.groupBox2.Name = "groupBox2";
|
||||
this.groupBox2.Size = new System.Drawing.Size(264, 234);
|
||||
this.groupBox2.TabIndex = 7;
|
||||
this.groupBox2.TabStop = false;
|
||||
this.groupBox2.Text = "Pre-Hedge";
|
||||
//
|
||||
// _textbox_prehedge_payless_paylessticks
|
||||
//
|
||||
this._textbox_prehedge_payless_paylessticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_prehedge_payless_paylessticks.Location = new System.Drawing.Point(144, 90);
|
||||
this._textbox_prehedge_payless_paylessticks.Name = "_textbox_prehedge_payless_paylessticks";
|
||||
this._textbox_prehedge_payless_paylessticks.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_prehedge_payless_paylessticks.TabIndex = 18;
|
||||
//
|
||||
// _textbox_prehedge_payup_payupticks
|
||||
//
|
||||
this._textbox_prehedge_payup_payupticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_prehedge_payup_payupticks.Location = new System.Drawing.Point(144, 187);
|
||||
this._textbox_prehedge_payup_payupticks.Name = "_textbox_prehedge_payup_payupticks";
|
||||
this._textbox_prehedge_payup_payupticks.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_prehedge_payup_payupticks.TabIndex = 21;
|
||||
//
|
||||
// _textbox_prehedge_payup_threshold
|
||||
//
|
||||
this._textbox_prehedge_payup_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_prehedge_payup_threshold.Location = new System.Drawing.Point(144, 156);
|
||||
this._textbox_prehedge_payup_threshold.Name = "_textbox_prehedge_payup_threshold";
|
||||
this._textbox_prehedge_payup_threshold.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_prehedge_payup_threshold.TabIndex = 20;
|
||||
//
|
||||
// _textbox_prehedge_payless_threshold
|
||||
//
|
||||
this._textbox_prehedge_payless_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_prehedge_payless_threshold.Location = new System.Drawing.Point(144, 59);
|
||||
this._textbox_prehedge_payless_threshold.Name = "_textbox_prehedge_payless_threshold";
|
||||
this._textbox_prehedge_payless_threshold.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_prehedge_payless_threshold.TabIndex = 17;
|
||||
//
|
||||
// label13
|
||||
//
|
||||
this.label13.AutoSize = true;
|
||||
this.label13.Location = new System.Drawing.Point(44, 98);
|
||||
this.label13.Name = "label13";
|
||||
this.label13.Size = new System.Drawing.Size(74, 15);
|
||||
this.label13.TabIndex = 14;
|
||||
this.label13.Text = "Payless Ticks";
|
||||
//
|
||||
// label14
|
||||
//
|
||||
this.label14.AutoSize = true;
|
||||
this.label14.Location = new System.Drawing.Point(44, 195);
|
||||
this.label14.Name = "label14";
|
||||
this.label14.Size = new System.Drawing.Size(69, 15);
|
||||
this.label14.TabIndex = 12;
|
||||
this.label14.Text = "Payup Ticks";
|
||||
//
|
||||
// label15
|
||||
//
|
||||
this.label15.AutoSize = true;
|
||||
this.label15.Location = new System.Drawing.Point(44, 164);
|
||||
this.label15.Name = "label15";
|
||||
this.label15.Size = new System.Drawing.Size(59, 15);
|
||||
this.label15.TabIndex = 11;
|
||||
this.label15.Text = "Threshold";
|
||||
//
|
||||
// _checkbox_prehedge_payup
|
||||
//
|
||||
this._checkbox_prehedge_payup.AutoSize = true;
|
||||
this._checkbox_prehedge_payup.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
|
||||
this._checkbox_prehedge_payup.Location = new System.Drawing.Point(15, 129);
|
||||
this._checkbox_prehedge_payup.Name = "_checkbox_prehedge_payup";
|
||||
this._checkbox_prehedge_payup.Size = new System.Drawing.Size(64, 19);
|
||||
this._checkbox_prehedge_payup.TabIndex = 19;
|
||||
this._checkbox_prehedge_payup.Text = "Pay Up";
|
||||
this._checkbox_prehedge_payup.UseVisualStyleBackColor = true;
|
||||
this._checkbox_prehedge_payup.CheckedChanged += new System.EventHandler(this._checkbox_prehedge_payup_CheckedChanged);
|
||||
//
|
||||
// label16
|
||||
//
|
||||
this.label16.AutoSize = true;
|
||||
this.label16.Location = new System.Drawing.Point(44, 67);
|
||||
this.label16.Name = "label16";
|
||||
this.label16.Size = new System.Drawing.Size(59, 15);
|
||||
this.label16.TabIndex = 9;
|
||||
this.label16.Text = "Threshold";
|
||||
//
|
||||
// _checkbox_prehedge_payless
|
||||
//
|
||||
this._checkbox_prehedge_payless.AutoSize = true;
|
||||
this._checkbox_prehedge_payless.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
|
||||
this._checkbox_prehedge_payless.Location = new System.Drawing.Point(15, 32);
|
||||
this._checkbox_prehedge_payless.Name = "_checkbox_prehedge_payless";
|
||||
this._checkbox_prehedge_payless.Size = new System.Drawing.Size(71, 19);
|
||||
this._checkbox_prehedge_payless.TabIndex = 16;
|
||||
this._checkbox_prehedge_payless.Text = "Pay Less";
|
||||
this._checkbox_prehedge_payless.UseVisualStyleBackColor = true;
|
||||
this._checkbox_prehedge_payless.CheckedChanged += new System.EventHandler(this._checkbox_prehedge_payless_CheckedChanged);
|
||||
//
|
||||
// groupBox3
|
||||
//
|
||||
this.groupBox3.Controls.Add(this._textbox_posthedge_sizebasedcross_crossticks);
|
||||
this.groupBox3.Controls.Add(this._textbox_posthedge_sizebasedcross_threshold);
|
||||
this.groupBox3.Controls.Add(this._textbox_posthedge_timesbasedcross_crossticks);
|
||||
this.groupBox3.Controls.Add(this._textbox_posthedge_timesbasedcross_timems);
|
||||
this.groupBox3.Controls.Add(this._textbox_posthedge_ticksawaycross_crossticks);
|
||||
this.groupBox3.Controls.Add(this._textbox_posthedge_ticksawaycross_threshold);
|
||||
this.groupBox3.Controls.Add(this.label20);
|
||||
this.groupBox3.Controls.Add(this.label21);
|
||||
this.groupBox3.Controls.Add(this._checkbox_posthedge_sizebasedcross);
|
||||
this.groupBox3.Controls.Add(this.label12);
|
||||
this.groupBox3.Controls.Add(this.label17);
|
||||
this.groupBox3.Controls.Add(this.label18);
|
||||
this.groupBox3.Controls.Add(this._checkbox_posthedge_timebasedcross);
|
||||
this.groupBox3.Controls.Add(this.label19);
|
||||
this.groupBox3.Controls.Add(this._checkbox_posthedge_ticksawaycross);
|
||||
this.groupBox3.Location = new System.Drawing.Point(13, 882);
|
||||
this.groupBox3.Name = "groupBox3";
|
||||
this.groupBox3.Size = new System.Drawing.Size(264, 319);
|
||||
this.groupBox3.TabIndex = 8;
|
||||
this.groupBox3.TabStop = false;
|
||||
this.groupBox3.Text = "Post-Hedge";
|
||||
//
|
||||
// _textbox_posthedge_sizebasedcross_crossticks
|
||||
//
|
||||
this._textbox_posthedge_sizebasedcross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_posthedge_sizebasedcross_crossticks.Location = new System.Drawing.Point(144, 276);
|
||||
this._textbox_posthedge_sizebasedcross_crossticks.Name = "_textbox_posthedge_sizebasedcross_crossticks";
|
||||
this._textbox_posthedge_sizebasedcross_crossticks.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_posthedge_sizebasedcross_crossticks.TabIndex = 30;
|
||||
//
|
||||
// _textbox_posthedge_sizebasedcross_threshold
|
||||
//
|
||||
this._textbox_posthedge_sizebasedcross_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_posthedge_sizebasedcross_threshold.Location = new System.Drawing.Point(144, 246);
|
||||
this._textbox_posthedge_sizebasedcross_threshold.Name = "_textbox_posthedge_sizebasedcross_threshold";
|
||||
this._textbox_posthedge_sizebasedcross_threshold.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_posthedge_sizebasedcross_threshold.TabIndex = 29;
|
||||
//
|
||||
// _textbox_posthedge_timesbasedcross_crossticks
|
||||
//
|
||||
this._textbox_posthedge_timesbasedcross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_posthedge_timesbasedcross_crossticks.Location = new System.Drawing.Point(144, 182);
|
||||
this._textbox_posthedge_timesbasedcross_crossticks.Name = "_textbox_posthedge_timesbasedcross_crossticks";
|
||||
this._textbox_posthedge_timesbasedcross_crossticks.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_posthedge_timesbasedcross_crossticks.TabIndex = 27;
|
||||
//
|
||||
// _textbox_posthedge_timesbasedcross_timems
|
||||
//
|
||||
this._textbox_posthedge_timesbasedcross_timems.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_posthedge_timesbasedcross_timems.Location = new System.Drawing.Point(144, 152);
|
||||
this._textbox_posthedge_timesbasedcross_timems.Name = "_textbox_posthedge_timesbasedcross_timems";
|
||||
this._textbox_posthedge_timesbasedcross_timems.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_posthedge_timesbasedcross_timems.TabIndex = 26;
|
||||
//
|
||||
// _textbox_posthedge_ticksawaycross_crossticks
|
||||
//
|
||||
this._textbox_posthedge_ticksawaycross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_posthedge_ticksawaycross_crossticks.Location = new System.Drawing.Point(144, 88);
|
||||
this._textbox_posthedge_ticksawaycross_crossticks.Name = "_textbox_posthedge_ticksawaycross_crossticks";
|
||||
this._textbox_posthedge_ticksawaycross_crossticks.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_posthedge_ticksawaycross_crossticks.TabIndex = 24;
|
||||
//
|
||||
// _textbox_posthedge_ticksawaycross_threshold
|
||||
//
|
||||
this._textbox_posthedge_ticksawaycross_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_posthedge_ticksawaycross_threshold.Location = new System.Drawing.Point(144, 58);
|
||||
this._textbox_posthedge_ticksawaycross_threshold.Name = "_textbox_posthedge_ticksawaycross_threshold";
|
||||
this._textbox_posthedge_ticksawaycross_threshold.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_posthedge_ticksawaycross_threshold.TabIndex = 23;
|
||||
//
|
||||
// label20
|
||||
//
|
||||
this.label20.AutoSize = true;
|
||||
this.label20.Location = new System.Drawing.Point(44, 284);
|
||||
this.label20.Name = "label20";
|
||||
this.label20.Size = new System.Drawing.Size(65, 15);
|
||||
this.label20.TabIndex = 17;
|
||||
this.label20.Text = "Cross Ticks";
|
||||
//
|
||||
// label21
|
||||
//
|
||||
this.label21.AutoSize = true;
|
||||
this.label21.Location = new System.Drawing.Point(44, 254);
|
||||
this.label21.Name = "label21";
|
||||
this.label21.Size = new System.Drawing.Size(59, 15);
|
||||
this.label21.TabIndex = 16;
|
||||
this.label21.Text = "Threshold";
|
||||
//
|
||||
// _checkbox_posthedge_sizebasedcross
|
||||
//
|
||||
this._checkbox_posthedge_sizebasedcross.AutoSize = true;
|
||||
this._checkbox_posthedge_sizebasedcross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
|
||||
this._checkbox_posthedge_sizebasedcross.Location = new System.Drawing.Point(15, 220);
|
||||
this._checkbox_posthedge_sizebasedcross.Name = "_checkbox_posthedge_sizebasedcross";
|
||||
this._checkbox_posthedge_sizebasedcross.Size = new System.Drawing.Size(117, 19);
|
||||
this._checkbox_posthedge_sizebasedcross.TabIndex = 28;
|
||||
this._checkbox_posthedge_sizebasedcross.Text = "Size Based Cross";
|
||||
this._checkbox_posthedge_sizebasedcross.UseVisualStyleBackColor = true;
|
||||
this._checkbox_posthedge_sizebasedcross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_sizebasedcross_CheckedChanged);
|
||||
//
|
||||
// label12
|
||||
//
|
||||
this.label12.AutoSize = true;
|
||||
this.label12.Location = new System.Drawing.Point(44, 96);
|
||||
this.label12.Name = "label12";
|
||||
this.label12.Size = new System.Drawing.Size(65, 15);
|
||||
this.label12.TabIndex = 14;
|
||||
this.label12.Text = "Cross Ticks";
|
||||
//
|
||||
// label17
|
||||
//
|
||||
this.label17.AutoSize = true;
|
||||
this.label17.Location = new System.Drawing.Point(44, 190);
|
||||
this.label17.Name = "label17";
|
||||
this.label17.Size = new System.Drawing.Size(65, 15);
|
||||
this.label17.TabIndex = 12;
|
||||
this.label17.Text = "Cross Ticks";
|
||||
//
|
||||
// label18
|
||||
//
|
||||
this.label18.AutoSize = true;
|
||||
this.label18.Location = new System.Drawing.Point(44, 160);
|
||||
this.label18.Name = "label18";
|
||||
this.label18.Size = new System.Drawing.Size(57, 15);
|
||||
this.label18.TabIndex = 11;
|
||||
this.label18.Text = "Time(ms)";
|
||||
//
|
||||
// _checkbox_posthedge_timebasedcross
|
||||
//
|
||||
this._checkbox_posthedge_timebasedcross.AutoSize = true;
|
||||
this._checkbox_posthedge_timebasedcross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
|
||||
this._checkbox_posthedge_timebasedcross.Location = new System.Drawing.Point(15, 126);
|
||||
this._checkbox_posthedge_timebasedcross.Name = "_checkbox_posthedge_timebasedcross";
|
||||
this._checkbox_posthedge_timebasedcross.Size = new System.Drawing.Size(122, 19);
|
||||
this._checkbox_posthedge_timebasedcross.TabIndex = 25;
|
||||
this._checkbox_posthedge_timebasedcross.Text = "Time Based Cross";
|
||||
this._checkbox_posthedge_timebasedcross.UseVisualStyleBackColor = true;
|
||||
this._checkbox_posthedge_timebasedcross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_timebasedcross_CheckedChanged);
|
||||
//
|
||||
// label19
|
||||
//
|
||||
this.label19.AutoSize = true;
|
||||
this.label19.Location = new System.Drawing.Point(44, 66);
|
||||
this.label19.Name = "label19";
|
||||
this.label19.Size = new System.Drawing.Size(59, 15);
|
||||
this.label19.TabIndex = 9;
|
||||
this.label19.Text = "Threshold";
|
||||
//
|
||||
// _checkbox_posthedge_ticksawaycross
|
||||
//
|
||||
this._checkbox_posthedge_ticksawaycross.AutoSize = true;
|
||||
this._checkbox_posthedge_ticksawaycross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
|
||||
this._checkbox_posthedge_ticksawaycross.Location = new System.Drawing.Point(15, 32);
|
||||
this._checkbox_posthedge_ticksawaycross.Name = "_checkbox_posthedge_ticksawaycross";
|
||||
this._checkbox_posthedge_ticksawaycross.Size = new System.Drawing.Size(119, 19);
|
||||
this._checkbox_posthedge_ticksawaycross.TabIndex = 22;
|
||||
this._checkbox_posthedge_ticksawaycross.Text = "Ticks Away Cross";
|
||||
this._checkbox_posthedge_ticksawaycross.UseVisualStyleBackColor = true;
|
||||
this._checkbox_posthedge_ticksawaycross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_ticksawaycross_CheckedChanged);
|
||||
//
|
||||
// _textbox_leg_qty
|
||||
//
|
||||
this._textbox_leg_qty.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_leg_qty.Location = new System.Drawing.Point(157, 50);
|
||||
this._textbox_leg_qty.Name = "_textbox_leg_qty";
|
||||
this._textbox_leg_qty.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_leg_qty.TabIndex = 1;
|
||||
this._textbox_leg_qty.Tag = "Double";
|
||||
//
|
||||
// _checkbox_leg_enablequoting
|
||||
//
|
||||
this._checkbox_leg_enablequoting.AutoSize = true;
|
||||
this._checkbox_leg_enablequoting.Location = new System.Drawing.Point(157, 129);
|
||||
this._checkbox_leg_enablequoting.Name = "_checkbox_leg_enablequoting";
|
||||
this._checkbox_leg_enablequoting.Size = new System.Drawing.Size(15, 14);
|
||||
this._checkbox_leg_enablequoting.TabIndex = 3;
|
||||
this._checkbox_leg_enablequoting.UseVisualStyleBackColor = true;
|
||||
//
|
||||
// _textbox_leg_leanqtyfactor
|
||||
//
|
||||
this._textbox_leg_leanqtyfactor.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_leg_leanqtyfactor.Location = new System.Drawing.Point(157, 155);
|
||||
this._textbox_leg_leanqtyfactor.Name = "_textbox_leg_leanqtyfactor";
|
||||
this._textbox_leg_leanqtyfactor.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_leg_leanqtyfactor.TabIndex = 4;
|
||||
//
|
||||
// _combobox_mdtype
|
||||
//
|
||||
this._combobox_mdtype.AutoCompleteCustomSource.AddRange(new string[] {
|
||||
"Merged",
|
||||
"Direct"});
|
||||
this._combobox_mdtype.FormattingEnabled = true;
|
||||
this._combobox_mdtype.Location = new System.Drawing.Point(157, 190);
|
||||
this._combobox_mdtype.Name = "_combobox_mdtype";
|
||||
this._combobox_mdtype.Size = new System.Drawing.Size(100, 23);
|
||||
this._combobox_mdtype.TabIndex = 5;
|
||||
//
|
||||
// _textbox_leg_price_mult
|
||||
//
|
||||
this._textbox_leg_price_mult.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
|
||||
this._textbox_leg_price_mult.Location = new System.Drawing.Point(157, 85);
|
||||
this._textbox_leg_price_mult.Name = "_textbox_leg_price_mult";
|
||||
this._textbox_leg_price_mult.Size = new System.Drawing.Size(100, 23);
|
||||
this._textbox_leg_price_mult.TabIndex = 2;
|
||||
this._textbox_leg_price_mult.Tag = "Double";
|
||||
//
|
||||
// label4
|
||||
//
|
||||
this.label4.AutoSize = true;
|
||||
this.label4.Location = new System.Drawing.Point(16, 93);
|
||||
this.label4.Name = "label4";
|
||||
this.label4.Size = new System.Drawing.Size(87, 15);
|
||||
this.label4.TabIndex = 10;
|
||||
this.label4.Text = "Price Multiplier";
|
||||
//
|
||||
// _label_leanqty_factor
|
||||
//
|
||||
this._label_leanqty_factor.AutoSize = true;
|
||||
this._label_leanqty_factor.Location = new System.Drawing.Point(16, 163);
|
||||
this._label_leanqty_factor.Name = "_label_leanqty_factor";
|
||||
this._label_leanqty_factor.Size = new System.Drawing.Size(90, 15);
|
||||
this._label_leanqty_factor.TabIndex = 4;
|
||||
this._label_leanqty_factor.Text = "Lean Qty Factor";
|
||||
//
|
||||
// LegControl
|
||||
//
|
||||
this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
|
||||
this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
|
||||
this.BackColor = System.Drawing.Color.White;
|
||||
this.Controls.Add(this._textbox_leg_price_mult);
|
||||
this.Controls.Add(this.label4);
|
||||
this.Controls.Add(this._combobox_mdtype);
|
||||
this.Controls.Add(this._textbox_leg_leanqtyfactor);
|
||||
this.Controls.Add(this._checkbox_leg_enablequoting);
|
||||
this.Controls.Add(this._textbox_leg_qty);
|
||||
this.Controls.Add(this.groupBox3);
|
||||
this.Controls.Add(this.groupBox2);
|
||||
this.Controls.Add(this.groupBox1);
|
||||
this.Controls.Add(this.label5);
|
||||
this.Controls.Add(this._label_leanqty_factor);
|
||||
this.Controls.Add(this.label3);
|
||||
this.Controls.Add(this.label2);
|
||||
this.Controls.Add(this.label1);
|
||||
this.Controls.Add(this._combobox_security);
|
||||
this.Name = "LegControl";
|
||||
this.Size = new System.Drawing.Size(291, 1220);
|
||||
this.groupBox1.ResumeLayout(false);
|
||||
this.groupBox1.PerformLayout();
|
||||
this.groupBox2.ResumeLayout(false);
|
||||
this.groupBox2.PerformLayout();
|
||||
this.groupBox3.ResumeLayout(false);
|
||||
this.groupBox3.PerformLayout();
|
||||
this.ResumeLayout(false);
|
||||
this.PerformLayout();
|
||||
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
private ComboBox _combobox_security;
|
||||
private Label label1;
|
||||
private Label label2;
|
||||
private Label label3;
|
||||
private Label label5;
|
||||
private GroupBox groupBox1;
|
||||
private Label label6;
|
||||
private Label label11;
|
||||
private CheckBox _checkbox_quote_insidemarketdistance;
|
||||
private Label label10;
|
||||
private CheckBox _checkbox_quote_conditional;
|
||||
private Label label9;
|
||||
private Label label8;
|
||||
private CheckBox _checkbox_quote_throttle;
|
||||
private Label label7;
|
||||
private CheckBox _checkbox_quote_showqty;
|
||||
private GroupBox groupBox2;
|
||||
private Label label13;
|
||||
private Label label14;
|
||||
private Label label15;
|
||||
private CheckBox _checkbox_prehedge_payup;
|
||||
private Label label16;
|
||||
private CheckBox _checkbox_prehedge_payless;
|
||||
private GroupBox groupBox3;
|
||||
private Label label20;
|
||||
private Label label21;
|
||||
private CheckBox _checkbox_posthedge_sizebasedcross;
|
||||
private Label label12;
|
||||
private Label label17;
|
||||
private Label label18;
|
||||
private CheckBox _checkbox_posthedge_timebasedcross;
|
||||
private Label label19;
|
||||
private CheckBox _checkbox_posthedge_ticksawaycross;
|
||||
private TextBox _textbox_leg_qty;
|
||||
private CheckBox _checkbox_leg_enablequoting;
|
||||
private TextBox _textbox_leg_leanqtyfactor;
|
||||
private ComboBox _combobox_mdtype;
|
||||
private TextBox _textbox_quote_insidemarketdistance_towarddistance;
|
||||
private TextBox _textbox_quote_conditional_ticks;
|
||||
private TextBox _textbox_quote_throttle_outsideticks;
|
||||
private TextBox _textbox_quote_throttle_insideticks;
|
||||
private TextBox _textbox_quote_showqty_qty;
|
||||
private TextBox _textbox_prehedge_payless_paylessticks;
|
||||
private TextBox _textbox_prehedge_payup_payupticks;
|
||||
private TextBox _textbox_prehedge_payup_threshold;
|
||||
private TextBox _textbox_prehedge_payless_threshold;
|
||||
private TextBox _textbox_posthedge_sizebasedcross_crossticks;
|
||||
private TextBox _textbox_posthedge_sizebasedcross_threshold;
|
||||
private TextBox _textbox_posthedge_timesbasedcross_crossticks;
|
||||
private TextBox _textbox_posthedge_timesbasedcross_timems;
|
||||
private TextBox _textbox_posthedge_ticksawaycross_crossticks;
|
||||
private TextBox _textbox_posthedge_ticksawaycross_threshold;
|
||||
private TextBox _textbox_quote_qho_length;
|
||||
private TextBox _textbox_leg_price_mult;
|
||||
private Label label4;
|
||||
private Label _label_leanqty_factor;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,305 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel;
|
||||
using System.Data;
|
||||
using System.Drawing;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Forms;
|
||||
using System.Diagnostics;
|
||||
using System.Reflection;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
// UI control that represents a spreader leg. This is hidden within the MainSpreaderForm
|
||||
public partial class LegControl : UserControl {
|
||||
private SpreaderLegContract _leg_contract = new SpreaderLegContract();
|
||||
private IEnumerable<string> _securities = new List<string>();
|
||||
public LegControl() {
|
||||
InitializeComponent();
|
||||
}
|
||||
public void initialize(IEnumerable<string> securities, SpreaderLegContract? leg_contract) {
|
||||
_securities = securities;
|
||||
_leg_contract = leg_contract ?? new SpreaderLegContract();
|
||||
_populate_ui();
|
||||
}
|
||||
|
||||
#region Data -> UI
|
||||
|
||||
private void _populate_ui() {
|
||||
_populate_basic();
|
||||
_populate_quote();
|
||||
_populate_prehedge();
|
||||
_populate_posthedge();
|
||||
_initialize_enablement();
|
||||
_assign_events();
|
||||
}
|
||||
|
||||
void _assign_events() {
|
||||
foreach (System.Reflection.FieldInfo fi in GetType().GetFields(BindingFlags.NonPublic
|
||||
| BindingFlags.Public
|
||||
| BindingFlags.Instance)) {
|
||||
if (fi.FieldType == typeof(TextBox)) {
|
||||
object? val = fi.GetValue(this);
|
||||
if (val != null) {
|
||||
TextBox? textbox = val as TextBox;
|
||||
if (textbox != null) {
|
||||
textbox.TextChanged += Textbox_TextChanged;
|
||||
textbox.EnabledChanged += Textbox_EnabledChanged;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void Textbox_EnabledChanged(object? sender, EventArgs e) {
|
||||
}
|
||||
|
||||
private void Textbox_TextChanged(object? sender, EventArgs e) {
|
||||
if (sender != null && sender is TextBox) {
|
||||
TextBox? tb = sender as TextBox;
|
||||
if (tb == null)
|
||||
return;
|
||||
if ("Double".Equals(tb.Tag)) {
|
||||
double res;
|
||||
bool parsed = Double.TryParse(tb.Text, out res);
|
||||
tb.ForeColor = parsed ? Color.Black : Color.Red;
|
||||
} else {
|
||||
UInt32 res;
|
||||
bool parsed = UInt32.TryParse(tb.Text, out res);
|
||||
tb.ForeColor = parsed ? Color.Black : Color.Red;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void _populate_basic() {
|
||||
// security
|
||||
_combobox_security.Items.Clear();
|
||||
List<string> securities_plus_empty = new List<string>(_securities);
|
||||
securities_plus_empty.Add(String.Empty);
|
||||
_combobox_security.Items.AddRange(securities_plus_empty.ToArray());
|
||||
_combobox_security.Text = _leg_contract.security;
|
||||
// qty etc
|
||||
_textbox_leg_qty.Text = _leg_contract.qty.ToString();
|
||||
_textbox_leg_price_mult.Text = _leg_contract.price_mult.ToString();
|
||||
_checkbox_leg_enablequoting.Checked = _leg_contract.enable_quoting;
|
||||
_textbox_leg_leanqtyfactor.Text = _leg_contract.lean_qty_factor.ToString();
|
||||
_combobox_mdtype.Text = _leg_contract.md_type.ToString();
|
||||
}
|
||||
|
||||
void _populate_quote() {
|
||||
Debug.Assert(_leg_contract.quote_params != null);
|
||||
var qp = _leg_contract.quote_params;
|
||||
_textbox_quote_qho_length.Text = qp.qho_length.ToString();
|
||||
// show qty
|
||||
_checkbox_quote_showqty.Checked = qp.show_qty != null;
|
||||
if (qp.show_qty != null) {
|
||||
_checkbox_quote_showqty.Checked = true;
|
||||
_textbox_quote_showqty_qty.Text = qp.show_qty.show_qty.ToString();
|
||||
}
|
||||
// throttle
|
||||
_checkbox_quote_throttle.Checked = qp.throttle != null;
|
||||
if (qp.throttle != null) {
|
||||
_textbox_quote_throttle_insideticks.Text = qp.throttle.inside_ticks.ToString();
|
||||
_textbox_quote_throttle_outsideticks.Text = qp.throttle.outside_ticks.ToString();
|
||||
}
|
||||
// conditional
|
||||
_checkbox_quote_conditional.Checked = qp.conditional != null;
|
||||
if (qp.conditional != null) {
|
||||
_textbox_quote_conditional_ticks.Text = qp.conditional.ticks.ToString();
|
||||
}
|
||||
// inside market dist.
|
||||
_checkbox_quote_insidemarketdistance.Checked = qp.inside_market_distance != null;
|
||||
if (qp.inside_market_distance != null) {
|
||||
_textbox_quote_insidemarketdistance_towarddistance.Text = qp.inside_market_distance.ToString();
|
||||
}
|
||||
}
|
||||
|
||||
void _populate_prehedge() {
|
||||
var ph = _leg_contract.pre_hedge_params;
|
||||
// payless
|
||||
_checkbox_prehedge_payless.Checked = ph.payless != null;
|
||||
if (ph.payless != null) {
|
||||
_textbox_prehedge_payless_threshold.Text = ph.payless.threshold.ToString();
|
||||
_textbox_prehedge_payless_paylessticks.Text = ph.payless.payless_ticks.ToString();
|
||||
}
|
||||
// payup
|
||||
_checkbox_prehedge_payup.Checked = ph.payup != null;
|
||||
if (ph.payup != null) {
|
||||
_textbox_prehedge_payup_threshold.Text = ph.payup.threshold.ToString();
|
||||
_textbox_prehedge_payup_payupticks.Text = ph.payup.payup_ticks.ToString();
|
||||
}
|
||||
}
|
||||
|
||||
void _populate_posthedge() {
|
||||
var ph = _leg_contract.post_hedge_params;
|
||||
_checkbox_posthedge_ticksawaycross.Checked = ph.ticks_away_cross != null;
|
||||
// ticks away cross
|
||||
if (ph.ticks_away_cross != null) {
|
||||
_textbox_posthedge_ticksawaycross_threshold.Text = ph.ticks_away_cross.threshold.ToString();
|
||||
_textbox_posthedge_ticksawaycross_crossticks.Text = ph.ticks_away_cross.cross_ticks.ToString();
|
||||
}
|
||||
//time based cross
|
||||
_checkbox_posthedge_timebasedcross.Checked = ph.time_based_cross != null;
|
||||
if (ph.time_based_cross != null) {
|
||||
_textbox_posthedge_timesbasedcross_timems.Text = ph.time_based_cross.time_ms.ToString();
|
||||
_textbox_posthedge_timesbasedcross_crossticks.Text = ph.time_based_cross.cross_ticks.ToString();
|
||||
}
|
||||
// size based cross
|
||||
_checkbox_posthedge_sizebasedcross.Checked = ph.size_based_cross != null;
|
||||
if (ph.size_based_cross != null) {
|
||||
_textbox_posthedge_sizebasedcross_threshold.Text = ph.size_based_cross.threshold.ToString();
|
||||
_textbox_posthedge_sizebasedcross_crossticks.Text = ph.size_based_cross.ToString();
|
||||
}
|
||||
}
|
||||
|
||||
// forces checkbox events so that the text boxes connected to it are enabled/disabled
|
||||
private void _initialize_enablement() {
|
||||
_checkbox_quote_showqty_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
|
||||
_checkbox_quote_throttle_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
|
||||
_checkbox_quote_conditional_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
|
||||
_checkbox_quote_insidemarketdistance_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
|
||||
_checkbox_prehedge_payless_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
|
||||
_checkbox_prehedge_payup_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
|
||||
_checkbox_posthedge_ticksawaycross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
|
||||
_checkbox_posthedge_timebasedcross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
|
||||
_checkbox_posthedge_sizebasedcross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
#region UI -> Data
|
||||
|
||||
public ParsedUIData<SpreaderLegContract> get_data() {
|
||||
SpreaderLegContract rv = new SpreaderLegContract();
|
||||
try {
|
||||
// top part
|
||||
rv.security = _combobox_security.Text;
|
||||
rv.qty = Int32.Parse(_textbox_leg_qty.Text);
|
||||
rv.price_mult = Double.Parse(_textbox_leg_price_mult.Text);
|
||||
rv.enable_quoting = _checkbox_leg_enablequoting.Checked;
|
||||
rv.lean_qty_factor = Double.Parse(_textbox_leg_leanqtyfactor.Text);
|
||||
rv.md_type = SpreaderLegContract.MDType.Merged;
|
||||
// Quote
|
||||
rv.quote_params = new SpreaderLegContract.QuoteParams();
|
||||
rv.quote_params.qho_length = String.IsNullOrEmpty(_textbox_quote_qho_length.Text) ? 0 :
|
||||
UInt32.Parse(_textbox_quote_qho_length.Text);
|
||||
rv.quote_params.show_qty = null;
|
||||
if (_checkbox_quote_showqty.Checked) {
|
||||
rv.quote_params.show_qty = new SpreaderLegContract.QuoteParams.ShowQty();
|
||||
rv.quote_params.show_qty.show_qty = UInt32.Parse(_textbox_quote_showqty_qty.Text);
|
||||
}
|
||||
rv.quote_params.throttle = null;
|
||||
if (_checkbox_quote_throttle.Checked) {
|
||||
rv.quote_params.throttle = new SpreaderLegContract.QuoteParams.Throttle();
|
||||
rv.quote_params.throttle.inside_ticks = UInt32.Parse(_textbox_quote_throttle_insideticks.Text);
|
||||
rv.quote_params.throttle.outside_ticks = UInt32.Parse(_textbox_quote_throttle_outsideticks.Text);
|
||||
}
|
||||
rv.quote_params.conditional = null;
|
||||
if (_checkbox_quote_conditional.Checked) {
|
||||
rv.quote_params.conditional = new SpreaderLegContract.QuoteParams.Conditional();
|
||||
rv.quote_params.conditional.ticks = Int32.Parse(_textbox_quote_conditional_ticks.Text);
|
||||
}
|
||||
rv.quote_params.inside_market_distance = null;
|
||||
if (_checkbox_quote_insidemarketdistance.Checked) {
|
||||
rv.quote_params.inside_market_distance = new SpreaderLegContract.QuoteParams.InsideMarketDistance();
|
||||
rv.quote_params.inside_market_distance.toward_distance =
|
||||
UInt32.Parse(_textbox_quote_insidemarketdistance_towarddistance.Text);
|
||||
}
|
||||
//Pre-Hedge
|
||||
rv.pre_hedge_params = new SpreaderLegContract.PreHedgeParams();
|
||||
rv.pre_hedge_params.payless = null;
|
||||
if (_checkbox_prehedge_payless.Checked) {
|
||||
rv.pre_hedge_params.payless = new SpreaderLegContract.PreHedgeParams.PayLess();
|
||||
rv.pre_hedge_params.payless.threshold = UInt32.Parse(_textbox_prehedge_payless_threshold.Text);
|
||||
rv.pre_hedge_params.payless.payless_ticks =
|
||||
UInt32.Parse(_textbox_prehedge_payless_paylessticks.Text);
|
||||
}
|
||||
rv.pre_hedge_params.payup = null;
|
||||
if (_checkbox_prehedge_payup.Checked) {
|
||||
rv.pre_hedge_params.payup = new SpreaderLegContract.PreHedgeParams.PayUp();
|
||||
rv.pre_hedge_params.payup.threshold = UInt32.Parse(_textbox_prehedge_payup_threshold.Text);
|
||||
rv.pre_hedge_params.payup.payup_ticks = UInt32.Parse(_textbox_prehedge_payup_payupticks.Text);
|
||||
}
|
||||
//Post-Hedge
|
||||
rv.post_hedge_params = new SpreaderLegContract.PostHedgeParams();
|
||||
rv.post_hedge_params.ticks_away_cross = null;
|
||||
if (_checkbox_posthedge_ticksawaycross.Checked) {
|
||||
rv.post_hedge_params.ticks_away_cross = new SpreaderLegContract.PostHedgeParams.TicksAwayCross();
|
||||
rv.post_hedge_params.ticks_away_cross.threshold = UInt32.Parse(_textbox_posthedge_ticksawaycross_threshold.Text);
|
||||
rv.post_hedge_params.ticks_away_cross.cross_ticks = UInt32.Parse(_textbox_posthedge_ticksawaycross_crossticks.Text);
|
||||
}
|
||||
rv.post_hedge_params.time_based_cross = null;
|
||||
if (_checkbox_posthedge_timebasedcross.Checked) {
|
||||
rv.post_hedge_params.time_based_cross = new SpreaderLegContract.PostHedgeParams.TimeBasedCross();
|
||||
rv.post_hedge_params.time_based_cross.time_ms =
|
||||
UInt32.Parse(_textbox_posthedge_timesbasedcross_timems.Text);
|
||||
rv.post_hedge_params.time_based_cross.cross_ticks =
|
||||
UInt32.Parse(_textbox_posthedge_timesbasedcross_crossticks.Text);
|
||||
}
|
||||
rv.post_hedge_params.size_based_cross = null;
|
||||
if (_checkbox_posthedge_sizebasedcross.Checked) {
|
||||
rv.post_hedge_params.size_based_cross = new SpreaderLegContract.PostHedgeParams.SizedBasedCross();
|
||||
rv.post_hedge_params.size_based_cross.threshold = UInt32.Parse(_textbox_posthedge_sizebasedcross_threshold.Text);
|
||||
rv.post_hedge_params.size_based_cross.cross_ticks = UInt32.Parse(_textbox_posthedge_sizebasedcross_crossticks.Text);
|
||||
}
|
||||
}
|
||||
catch(Exception ex) {
|
||||
return new ParsedUIData<SpreaderLegContract>(null, true, ex.Message);
|
||||
}
|
||||
return new ParsedUIData<SpreaderLegContract>(rv, false, String.Empty);
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
public SpreaderLegContract get_contract() {
|
||||
return null;
|
||||
}
|
||||
|
||||
#region Checkbox Check Change Events
|
||||
|
||||
private void _checkbox_quote_showqty_CheckedChanged(object sender, EventArgs e) {
|
||||
_textbox_quote_showqty_qty.Enabled = _checkbox_quote_showqty.Checked;
|
||||
}
|
||||
|
||||
private void _checkbox_quote_throttle_CheckedChanged(object sender, EventArgs e) {
|
||||
_textbox_quote_throttle_insideticks.Enabled = _checkbox_quote_throttle.Checked;
|
||||
_textbox_quote_throttle_outsideticks.Enabled = _checkbox_quote_throttle.Checked;
|
||||
}
|
||||
|
||||
private void _checkbox_quote_conditional_CheckedChanged(object sender, EventArgs e) {
|
||||
_textbox_quote_conditional_ticks.Enabled = _checkbox_quote_conditional.Checked;
|
||||
}
|
||||
|
||||
private void _checkbox_quote_insidemarketdistance_CheckedChanged(object sender, EventArgs e) {
|
||||
_textbox_quote_insidemarketdistance_towarddistance.Enabled = _checkbox_quote_insidemarketdistance.Checked;
|
||||
}
|
||||
|
||||
private void _checkbox_prehedge_payless_CheckedChanged(object sender, EventArgs e) {
|
||||
_textbox_prehedge_payless_threshold.Enabled = _checkbox_prehedge_payless.Checked;
|
||||
_textbox_prehedge_payless_paylessticks.Enabled = _checkbox_prehedge_payless.Checked;
|
||||
}
|
||||
|
||||
private void _checkbox_prehedge_payup_CheckedChanged(object sender, EventArgs e) {
|
||||
_textbox_prehedge_payup_threshold.Enabled = _checkbox_prehedge_payup.Checked;
|
||||
_textbox_prehedge_payup_payupticks.Enabled = _checkbox_prehedge_payup.Checked;
|
||||
}
|
||||
|
||||
private void _checkbox_posthedge_ticksawaycross_CheckedChanged(object sender, EventArgs e) {
|
||||
_textbox_posthedge_ticksawaycross_threshold.Enabled = _checkbox_posthedge_ticksawaycross.Checked;
|
||||
_textbox_posthedge_ticksawaycross_crossticks.Enabled = _checkbox_posthedge_ticksawaycross.Checked;
|
||||
}
|
||||
|
||||
private void _checkbox_posthedge_timebasedcross_CheckedChanged(object sender, EventArgs e) {
|
||||
_textbox_posthedge_timesbasedcross_timems.Enabled = _checkbox_posthedge_timebasedcross.Checked;
|
||||
_textbox_posthedge_timesbasedcross_crossticks.Enabled = _checkbox_posthedge_timebasedcross.Checked;
|
||||
}
|
||||
|
||||
private void _checkbox_posthedge_sizebasedcross_CheckedChanged(object sender, EventArgs e) {
|
||||
_textbox_posthedge_sizebasedcross_threshold.Enabled = _checkbox_posthedge_sizebasedcross.Checked;
|
||||
_textbox_posthedge_sizebasedcross_crossticks.Enabled = _checkbox_posthedge_sizebasedcross.Checked;
|
||||
}
|
||||
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,60 @@
|
||||
<root>
|
||||
<xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
|
||||
<xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
|
||||
<xsd:element name="root" msdata:IsDataSet="true">
|
||||
<xsd:complexType>
|
||||
<xsd:choice maxOccurs="unbounded">
|
||||
<xsd:element name="metadata">
|
||||
<xsd:complexType>
|
||||
<xsd:sequence>
|
||||
<xsd:element name="value" type="xsd:string" minOccurs="0" />
|
||||
</xsd:sequence>
|
||||
<xsd:attribute name="name" use="required" type="xsd:string" />
|
||||
<xsd:attribute name="type" type="xsd:string" />
|
||||
<xsd:attribute name="mimetype" type="xsd:string" />
|
||||
<xsd:attribute ref="xml:space" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
<xsd:element name="assembly">
|
||||
<xsd:complexType>
|
||||
<xsd:attribute name="alias" type="xsd:string" />
|
||||
<xsd:attribute name="name" type="xsd:string" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
<xsd:element name="data">
|
||||
<xsd:complexType>
|
||||
<xsd:sequence>
|
||||
<xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
|
||||
<xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
|
||||
</xsd:sequence>
|
||||
<xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
|
||||
<xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
|
||||
<xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
|
||||
<xsd:attribute ref="xml:space" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
<xsd:element name="resheader">
|
||||
<xsd:complexType>
|
||||
<xsd:sequence>
|
||||
<xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
|
||||
</xsd:sequence>
|
||||
<xsd:attribute name="name" type="xsd:string" use="required" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
</xsd:choice>
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
</xsd:schema>
|
||||
<resheader name="resmimetype">
|
||||
<value>text/microsoft-resx</value>
|
||||
</resheader>
|
||||
<resheader name="version">
|
||||
<value>2.0</value>
|
||||
</resheader>
|
||||
<resheader name="reader">
|
||||
<value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
|
||||
</resheader>
|
||||
<resheader name="writer">
|
||||
<value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
|
||||
</resheader>
|
||||
</root>
|
||||
@@ -0,0 +1,152 @@
|
||||
using System.Windows.Forms;
|
||||
|
||||
namespace SpreaderFrontEnd
|
||||
{
|
||||
partial class MainSpreaderForm
|
||||
{
|
||||
/// <summary>
|
||||
/// Required designer variable.
|
||||
/// </summary>
|
||||
private System.ComponentModel.IContainer components = null;
|
||||
|
||||
/// <summary>
|
||||
/// Clean up any resources being used.
|
||||
/// </summary>
|
||||
/// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
|
||||
protected override void Dispose(bool disposing)
|
||||
{
|
||||
if (disposing && (components != null))
|
||||
{
|
||||
components.Dispose();
|
||||
}
|
||||
base.Dispose(disposing);
|
||||
}
|
||||
|
||||
#region Windows Form Designer generated code
|
||||
|
||||
/// <summary>
|
||||
/// Required method for Designer support - do not modify
|
||||
/// the contents of this method with the code editor.
|
||||
/// </summary>
|
||||
private void InitializeComponent()
|
||||
{
|
||||
this._button_ok = new System.Windows.Forms.Button();
|
||||
this._button_cancel = new System.Windows.Forms.Button();
|
||||
this._label_spreader_name = new System.Windows.Forms.Label();
|
||||
this._textbox_spreader_name = new System.Windows.Forms.TextBox();
|
||||
this._legcontrol1 = new SpreaderFrontEnd.LegControl();
|
||||
this._legcontrol2 = new SpreaderFrontEnd.LegControl();
|
||||
this._legcontrol3 = new SpreaderFrontEnd.LegControl();
|
||||
this._legcontrol4 = new SpreaderFrontEnd.LegControl();
|
||||
this._legcontrol5 = new SpreaderFrontEnd.LegControl();
|
||||
this.SuspendLayout();
|
||||
//
|
||||
// _button_ok
|
||||
//
|
||||
this._button_ok.Location = new System.Drawing.Point(1231, 1306);
|
||||
this._button_ok.Name = "_button_ok";
|
||||
this._button_ok.Size = new System.Drawing.Size(120, 33);
|
||||
this._button_ok.TabIndex = 4;
|
||||
this._button_ok.Text = "OK";
|
||||
this._button_ok.UseVisualStyleBackColor = false;
|
||||
this._button_ok.Click += new System.EventHandler(this._button_ok_Click);
|
||||
//
|
||||
// _button_cancel
|
||||
//
|
||||
this._button_cancel.Location = new System.Drawing.Point(1380, 1306);
|
||||
this._button_cancel.Name = "_button_cancel";
|
||||
this._button_cancel.Size = new System.Drawing.Size(121, 33);
|
||||
this._button_cancel.TabIndex = 5;
|
||||
this._button_cancel.Text = "Cancel";
|
||||
this._button_cancel.UseVisualStyleBackColor = false;
|
||||
this._button_cancel.Click += new System.EventHandler(this._button_cancel_Click);
|
||||
//
|
||||
// _label_spreader_name
|
||||
//
|
||||
this._label_spreader_name.AutoSize = true;
|
||||
this._label_spreader_name.Location = new System.Drawing.Point(22, 28);
|
||||
this._label_spreader_name.Name = "_label_spreader_name";
|
||||
this._label_spreader_name.Size = new System.Drawing.Size(88, 15);
|
||||
this._label_spreader_name.TabIndex = 6;
|
||||
this._label_spreader_name.Text = "Spreader Name";
|
||||
//
|
||||
// _textbox_spreader_name
|
||||
//
|
||||
this._textbox_spreader_name.Location = new System.Drawing.Point(116, 25);
|
||||
this._textbox_spreader_name.Name = "_textbox_spreader_name";
|
||||
this._textbox_spreader_name.Size = new System.Drawing.Size(343, 23);
|
||||
this._textbox_spreader_name.TabIndex = 0;
|
||||
//
|
||||
// _legcontrol1
|
||||
//
|
||||
this._legcontrol1.BackColor = System.Drawing.Color.White;
|
||||
this._legcontrol1.Location = new System.Drawing.Point(22, 67);
|
||||
this._legcontrol1.Name = "_legcontrol1";
|
||||
this._legcontrol1.Size = new System.Drawing.Size(291, 1220);
|
||||
this._legcontrol1.TabIndex = 1;
|
||||
//
|
||||
// _legcontrol2
|
||||
//
|
||||
this._legcontrol2.BackColor = System.Drawing.Color.White;
|
||||
this._legcontrol2.Location = new System.Drawing.Point(319, 67);
|
||||
this._legcontrol2.Name = "_legcontrol2";
|
||||
this._legcontrol2.Size = new System.Drawing.Size(291, 1220);
|
||||
this._legcontrol2.TabIndex = 2;
|
||||
//
|
||||
// _legcontrol3
|
||||
//
|
||||
this._legcontrol3.BackColor = System.Drawing.Color.White;
|
||||
this._legcontrol3.Location = new System.Drawing.Point(616, 67);
|
||||
this._legcontrol3.Name = "_legcontrol3";
|
||||
this._legcontrol3.Size = new System.Drawing.Size(291, 1220);
|
||||
this._legcontrol3.TabIndex = 3;
|
||||
//
|
||||
// _legcontrol4
|
||||
//
|
||||
this._legcontrol4.BackColor = System.Drawing.Color.White;
|
||||
this._legcontrol4.Location = new System.Drawing.Point(913, 67);
|
||||
this._legcontrol4.Name = "_legcontrol4";
|
||||
this._legcontrol4.Size = new System.Drawing.Size(291, 1220);
|
||||
this._legcontrol4.TabIndex = 4;
|
||||
//
|
||||
// _legcontrol5
|
||||
//
|
||||
this._legcontrol5.BackColor = System.Drawing.Color.White;
|
||||
this._legcontrol5.Location = new System.Drawing.Point(1210, 67);
|
||||
this._legcontrol5.Name = "_legcontrol5";
|
||||
this._legcontrol5.Size = new System.Drawing.Size(291, 1220);
|
||||
this._legcontrol5.TabIndex = 5;
|
||||
//
|
||||
// MainSpreaderForm
|
||||
//
|
||||
this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
|
||||
this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
|
||||
this.ClientSize = new System.Drawing.Size(1517, 1363);
|
||||
this.Controls.Add(this._legcontrol5);
|
||||
this.Controls.Add(this._legcontrol4);
|
||||
this.Controls.Add(this._legcontrol3);
|
||||
this.Controls.Add(this._legcontrol2);
|
||||
this.Controls.Add(this._legcontrol1);
|
||||
this.Controls.Add(this._textbox_spreader_name);
|
||||
this.Controls.Add(this._label_spreader_name);
|
||||
this.Controls.Add(this._button_cancel);
|
||||
this.Controls.Add(this._button_ok);
|
||||
this.Name = "MainSpreaderForm";
|
||||
this.Text = "MainSpreaderForm";
|
||||
this.ResumeLayout(false);
|
||||
this.PerformLayout();
|
||||
|
||||
}
|
||||
|
||||
#endregion
|
||||
private Button _button_ok;
|
||||
private Button _button_cancel;
|
||||
private Label _label_spreader_name;
|
||||
private TextBox _textbox_spreader_name;
|
||||
private LegControl _legcontrol1;
|
||||
private LegControl _legcontrol2;
|
||||
private LegControl _legcontrol3;
|
||||
private LegControl _legcontrol4;
|
||||
private LegControl _legcontrol5;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,81 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.ComponentModel;
|
||||
using System.Data;
|
||||
using System.Drawing;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using System.Windows.Forms;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
// This is the main UI widget. It is passed a list of securities and a SpreaderContract.
|
||||
// The SpreaderContract can be empty (which will be the case when creating a new spreader).
|
||||
// It has 3 public facing members (other than the constructor),
|
||||
// 2 events that tell whether OK or Cancel was hit, respectively,
|
||||
// and get_spreader_contract that returns a ParsedUIData<SpreaderContract>
|
||||
|
||||
public partial class MainSpreaderForm : Form {
|
||||
private IEnumerable<LegControl> _leg_controls;
|
||||
public Action on_OK = () => { };
|
||||
public Action on_cancel = () => { };
|
||||
private readonly IEnumerable<string> _securities;
|
||||
private SpreaderContract _spreader_contract;
|
||||
|
||||
public MainSpreaderForm(IEnumerable<string> securities,
|
||||
SpreaderContract spreader_contract)
|
||||
: base() {
|
||||
InitializeComponent();
|
||||
_leg_controls = new LegControl[] { _legcontrol1, _legcontrol2, _legcontrol3, _legcontrol4, _legcontrol5 };
|
||||
_securities = securities;
|
||||
System.Diagnostics.Debug.Assert(spreader_contract != null);
|
||||
// System.Diagnostics.Debug.Assert(spreader_contract.spread_legs.Count() == SpreaderContract.max_nlegs);
|
||||
_spreader_contract = spreader_contract;
|
||||
_textbox_spreader_name.Text = _spreader_contract.name;
|
||||
for (var i = 0; i < _leg_controls.Count(); i++) {
|
||||
SpreaderLegContract? lc = i < _spreader_contract.spread_legs.Count() ?
|
||||
_spreader_contract.spread_legs.ElementAt(i) : null;
|
||||
_leg_controls.ElementAt(i).initialize(securities, lc);
|
||||
}
|
||||
}
|
||||
|
||||
public ParsedUIData<SpreaderContract> get_spreader_contract() {
|
||||
if (String.IsNullOrEmpty(_textbox_spreader_name.Text)) {
|
||||
return new ParsedUIData<SpreaderContract>(null, true, "Spreader name is not set");
|
||||
}
|
||||
List<SpreaderLegContract> leg_contracts = new List<SpreaderLegContract>();
|
||||
uint i = 0;
|
||||
foreach (LegControl lc in _leg_controls) {
|
||||
i++;
|
||||
var leg_res = lc.get_data();
|
||||
if (leg_res.is_error) {
|
||||
return new ParsedUIData<SpreaderContract>(null, true, $"Leg: {i} is not set correctly");
|
||||
}
|
||||
leg_contracts.Add(leg_res.ui_data);
|
||||
}
|
||||
IEnumerable<SpreaderLegContract> leg_contracts_rv =
|
||||
leg_contracts.Where(l => !String.IsNullOrEmpty(l.security));
|
||||
if (leg_contracts_rv.Count() <= 1) {
|
||||
return new ParsedUIData<SpreaderContract>(
|
||||
null, true, "Spreader needs at least 2 legs");
|
||||
}
|
||||
// check the number of legs
|
||||
return new ParsedUIData<SpreaderContract>(
|
||||
new SpreaderContract(_textbox_spreader_name.Text, leg_contracts_rv), false, String.Empty);
|
||||
}
|
||||
|
||||
private void _button_ok_Click(object sender, EventArgs e) {
|
||||
ParsedUIData<SpreaderContract> ui_data = get_spreader_contract();
|
||||
if (ui_data.is_error) {
|
||||
string err_txt = $"The following error happened \n{ui_data.error_txt}";
|
||||
System.Windows.Forms.MessageBox.Show(err_txt, "Spreader Error", MessageBoxButtons.OK, MessageBoxIcon.Error);
|
||||
return;
|
||||
}
|
||||
on_OK();
|
||||
}
|
||||
|
||||
private void _button_cancel_Click(object sender, EventArgs e) {
|
||||
on_cancel();
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,60 @@
|
||||
<root>
|
||||
<xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
|
||||
<xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
|
||||
<xsd:element name="root" msdata:IsDataSet="true">
|
||||
<xsd:complexType>
|
||||
<xsd:choice maxOccurs="unbounded">
|
||||
<xsd:element name="metadata">
|
||||
<xsd:complexType>
|
||||
<xsd:sequence>
|
||||
<xsd:element name="value" type="xsd:string" minOccurs="0" />
|
||||
</xsd:sequence>
|
||||
<xsd:attribute name="name" use="required" type="xsd:string" />
|
||||
<xsd:attribute name="type" type="xsd:string" />
|
||||
<xsd:attribute name="mimetype" type="xsd:string" />
|
||||
<xsd:attribute ref="xml:space" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
<xsd:element name="assembly">
|
||||
<xsd:complexType>
|
||||
<xsd:attribute name="alias" type="xsd:string" />
|
||||
<xsd:attribute name="name" type="xsd:string" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
<xsd:element name="data">
|
||||
<xsd:complexType>
|
||||
<xsd:sequence>
|
||||
<xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
|
||||
<xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
|
||||
</xsd:sequence>
|
||||
<xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
|
||||
<xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
|
||||
<xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
|
||||
<xsd:attribute ref="xml:space" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
<xsd:element name="resheader">
|
||||
<xsd:complexType>
|
||||
<xsd:sequence>
|
||||
<xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
|
||||
</xsd:sequence>
|
||||
<xsd:attribute name="name" type="xsd:string" use="required" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
</xsd:choice>
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
</xsd:schema>
|
||||
<resheader name="resmimetype">
|
||||
<value>text/microsoft-resx</value>
|
||||
</resheader>
|
||||
<resheader name="version">
|
||||
<value>2.0</value>
|
||||
</resheader>
|
||||
<resheader name="reader">
|
||||
<value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
|
||||
</resheader>
|
||||
<resheader name="writer">
|
||||
<value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
|
||||
</resheader>
|
||||
</root>
|
||||
@@ -0,0 +1,20 @@
|
||||
namespace SpreaderFrontEnd {
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
|
||||
public class ParsedUIData<T> {
|
||||
public readonly T ui_data;
|
||||
public readonly bool is_error;
|
||||
public readonly string error_txt;
|
||||
|
||||
public ParsedUIData(T ui_data, bool is_error, string error_txt) {
|
||||
this.ui_data = ui_data;
|
||||
this.is_error = is_error;
|
||||
this.error_txt = error_txt;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,18 @@
|
||||
using System;
|
||||
using System.Windows.Forms;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
internal static class Program {
|
||||
/// <summary>
|
||||
/// The main entry point for the application.
|
||||
/// </summary>
|
||||
[STAThread]
|
||||
static void Main() {
|
||||
SyntheticBookTest.run();
|
||||
// To customize application configuration such as set high DPI settings or default font,
|
||||
// see https://aka.ms/applicationconfiguration.
|
||||
ApplicationConfiguration.Initialize();
|
||||
Application.Run(new TestForm());
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,35 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace SpreaderFrontEnd
|
||||
{
|
||||
[Serializable]
|
||||
// Represents a spreader contract (anologous ot the protobuf on the C++ side)
|
||||
// We could have generated managed wrappers from the protobuf, but we did not want
|
||||
// to make your build process complicated hence opted for this class.
|
||||
// It is quite simply a wrapper around an enumeration of SpreaderLegContract
|
||||
public class SpreaderContract
|
||||
{
|
||||
public static uint max_nlegs = 5;
|
||||
public string name = String.Empty;
|
||||
public IList<SpreaderLegContract> spread_legs = new List<SpreaderLegContract>();
|
||||
|
||||
public SpreaderContract(string name, IEnumerable<SpreaderLegContract> spread_legs)
|
||||
{
|
||||
this.name = name;
|
||||
this.spread_legs = spread_legs.ToList();
|
||||
}
|
||||
|
||||
public static SpreaderContract empty
|
||||
{
|
||||
get
|
||||
{
|
||||
return new SpreaderContract("UNNAMED",
|
||||
Enumerable.Repeat<SpreaderLegContract>(new SpreaderLegContract(), 5));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,11 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
|
||||
<PropertyGroup>
|
||||
<OutputType>WinExe</OutputType>
|
||||
<TargetFramework>net6.0-windows</TargetFramework>
|
||||
<Nullable>enable</Nullable>
|
||||
<UseWindowsForms>true</UseWindowsForms>
|
||||
<LanguageVersion>7</LanguageVersion>
|
||||
</PropertyGroup>
|
||||
|
||||
</Project>
|
||||
@@ -0,0 +1,90 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
namespace SpreaderFrontEnd
|
||||
{
|
||||
[Serializable]
|
||||
// Represents a single leg of the spreader. It is made up of
|
||||
// 1. a main section consisting of the security, qty, price mult etc
|
||||
// 2. Quote parameters
|
||||
// 3. Pre-Hedge parameters
|
||||
// 4. Post-Hedge parameters
|
||||
// It maps pretty directly to the UI (LegControl)
|
||||
public class SpreaderLegContract
|
||||
{
|
||||
public enum MDType {
|
||||
Direct = 0,
|
||||
Merged = 1,
|
||||
}
|
||||
|
||||
public string security = String.Empty;
|
||||
public int qty = 1;
|
||||
public double price_mult = 1;
|
||||
public bool enable_quoting = false;
|
||||
public double lean_qty_factor = 1;
|
||||
public MDType md_type = MDType.Direct;
|
||||
public QuoteParams quote_params = new QuoteParams();
|
||||
public PreHedgeParams pre_hedge_params = new PreHedgeParams();
|
||||
public PostHedgeParams post_hedge_params = new PostHedgeParams();
|
||||
|
||||
public class QuoteParams
|
||||
{
|
||||
public class ShowQty {
|
||||
public UInt32 show_qty = 1;
|
||||
}
|
||||
public class Throttle {
|
||||
public UInt32 inside_ticks = 0;
|
||||
public UInt32 outside_ticks = 0;
|
||||
}
|
||||
public class Conditional {
|
||||
public Int32 ticks = 0;
|
||||
}
|
||||
public class InsideMarketDistance {
|
||||
public UInt32 toward_distance = 0;
|
||||
}
|
||||
public UInt32 qho_length = 0;
|
||||
public ShowQty? show_qty = null;
|
||||
public Throttle? throttle = null;
|
||||
public Conditional? conditional = null;
|
||||
public InsideMarketDistance? inside_market_distance = null;
|
||||
}
|
||||
|
||||
public class PreHedgeParams
|
||||
{
|
||||
public class PayLess {
|
||||
public UInt32 threshold = 0;
|
||||
public UInt32 payless_ticks = 0;
|
||||
}
|
||||
public class PayUp
|
||||
{
|
||||
public UInt32 threshold = 0;
|
||||
public UInt32 payup_ticks = 0;
|
||||
}
|
||||
public PayLess? payless = null;
|
||||
public PayUp? payup = null;
|
||||
}
|
||||
|
||||
public class PostHedgeParams
|
||||
{
|
||||
public class TicksAwayCross {
|
||||
public UInt32 threshold = 0;
|
||||
public UInt32 cross_ticks = 0;
|
||||
}
|
||||
public class TimeBasedCross {
|
||||
public UInt32 time_ms = 0;
|
||||
public UInt32 cross_ticks = 0;
|
||||
}
|
||||
public class SizedBasedCross {
|
||||
public UInt32 threshold = 0;
|
||||
public UInt32 cross_ticks = 0;
|
||||
}
|
||||
public TicksAwayCross? ticks_away_cross = null;
|
||||
public TimeBasedCross? time_based_cross = null;
|
||||
public SizedBasedCross? size_based_cross = null;
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,79 @@
|
||||
using System.Windows.Forms;
|
||||
|
||||
namespace SpreaderFrontEnd
|
||||
{
|
||||
partial class TestForm
|
||||
{
|
||||
/// <summary>
|
||||
/// Required designer variable.
|
||||
/// </summary>
|
||||
private System.ComponentModel.IContainer components = null;
|
||||
|
||||
/// <summary>
|
||||
/// Clean up any resources being used.
|
||||
/// </summary>
|
||||
/// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
|
||||
protected override void Dispose(bool disposing)
|
||||
{
|
||||
if (disposing && (components != null))
|
||||
{
|
||||
components.Dispose();
|
||||
}
|
||||
base.Dispose(disposing);
|
||||
}
|
||||
|
||||
#region Windows Form Designer generated code
|
||||
|
||||
/// <summary>
|
||||
/// Required method for Designer support - do not modify
|
||||
/// the contents of this method with the code editor.
|
||||
/// </summary>
|
||||
private void InitializeComponent()
|
||||
{
|
||||
this._button_launch_new = new System.Windows.Forms.Button();
|
||||
this._button_load_existing = new System.Windows.Forms.Button();
|
||||
this.SuspendLayout();
|
||||
//
|
||||
// _button_launch_new
|
||||
//
|
||||
this._button_launch_new.Location = new System.Drawing.Point(96, 46);
|
||||
this._button_launch_new.Name = "_button_launch_new";
|
||||
this._button_launch_new.Size = new System.Drawing.Size(169, 26);
|
||||
this._button_launch_new.TabIndex = 0;
|
||||
this._button_launch_new.Text = "Launch New";
|
||||
this._button_launch_new.UseVisualStyleBackColor = true;
|
||||
this._button_launch_new.Click += new System.EventHandler(this._button_launch_new_Click);
|
||||
//
|
||||
// _button_load_existing
|
||||
//
|
||||
this._button_load_existing.Location = new System.Drawing.Point(96, 114);
|
||||
this._button_load_existing.Name = "_button_load_existing";
|
||||
this._button_load_existing.Size = new System.Drawing.Size(169, 26);
|
||||
this._button_load_existing.TabIndex = 1;
|
||||
this._button_load_existing.Text = "Load Existing";
|
||||
this._button_load_existing.UseVisualStyleBackColor = true;
|
||||
this._button_load_existing.Click += new System.EventHandler(this._button_load_existing_Click);
|
||||
//
|
||||
// TestForm
|
||||
//
|
||||
this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
|
||||
this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
|
||||
this.ClientSize = new System.Drawing.Size(371, 213);
|
||||
this.Controls.Add(this._button_load_existing);
|
||||
this.Controls.Add(this._button_launch_new);
|
||||
this.FormBorderStyle = System.Windows.Forms.FormBorderStyle.FixedSingle;
|
||||
this.MaximizeBox = false;
|
||||
this.MinimizeBox = false;
|
||||
this.Name = "TestForm";
|
||||
this.SizeGripStyle = System.Windows.Forms.SizeGripStyle.Hide;
|
||||
this.Text = "Test Launcher";
|
||||
this.ResumeLayout(false);
|
||||
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
private Button _button_launch_new;
|
||||
private Button _button_load_existing;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,91 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Windows.Forms;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
// Test class that demostrates how to use the MainSpreaderForm.
|
||||
// It has 2 buttons. "Launch New" launches a brand new spreader (empty UI)
|
||||
// while "Launch Existing" loads the MainSpreaderForm with an existing
|
||||
// spreader (hard coded arbitrary values)
|
||||
public partial class TestForm : Form {
|
||||
private IEnumerable<string> _securities = new string[] {
|
||||
"ZCG23",
|
||||
"ZCH23",
|
||||
"ZCJ23",
|
||||
"ZCL23",
|
||||
"ZCM23"
|
||||
};
|
||||
|
||||
public TestForm() {
|
||||
InitializeComponent();
|
||||
}
|
||||
|
||||
private void _button_launch_new_Click(object sender, EventArgs e) {
|
||||
_show_form(SpreaderContract.empty);
|
||||
}
|
||||
|
||||
private void _button_load_existing_Click(object sender, EventArgs e) {
|
||||
var sc = _generate_test_contract();
|
||||
_show_form(sc);
|
||||
}
|
||||
|
||||
private void _show_form(SpreaderContract spreader_contract) {
|
||||
MainSpreaderForm f = new MainSpreaderForm(_securities, spreader_contract);
|
||||
f.on_OK = () => {
|
||||
MessageBox.Show("Received OK", "OK", MessageBoxButtons.OK, MessageBoxIcon.Information);
|
||||
f.Close();
|
||||
};
|
||||
f.on_cancel = () => {
|
||||
MessageBox.Show("Received Cancel", "Cancel", MessageBoxButtons.OK, MessageBoxIcon.Warning);
|
||||
f.Close();
|
||||
};
|
||||
f.ShowDialog();
|
||||
}
|
||||
|
||||
private SpreaderContract _generate_test_contract() {
|
||||
List<SpreaderLegContract> lcs = new List<SpreaderLegContract>();
|
||||
for (uint i = 0; i < 3; i++) {
|
||||
SpreaderLegContract lc = _generate_test_leg_contract(i);
|
||||
lcs.Add(lc);
|
||||
}
|
||||
SpreaderContract sc = new SpreaderContract("TEST SPREADER", lcs);
|
||||
return sc;
|
||||
}
|
||||
|
||||
private SpreaderLegContract _generate_test_leg_contract(uint idx) {
|
||||
SpreaderLegContract rv = new SpreaderLegContract();
|
||||
rv.security = _securities.ElementAt(0);
|
||||
rv.qty = 1;
|
||||
rv.price_mult = 1;
|
||||
rv.enable_quoting = true;
|
||||
rv.lean_qty_factor = 2;
|
||||
rv.md_type = SpreaderLegContract.MDType.Merged;
|
||||
// quote
|
||||
rv.quote_params = new SpreaderLegContract.QuoteParams();
|
||||
rv.quote_params.qho_length = 0;
|
||||
rv.quote_params.show_qty = new SpreaderLegContract.QuoteParams.ShowQty();
|
||||
rv.quote_params.show_qty.show_qty = 10;
|
||||
rv.quote_params.throttle = new SpreaderLegContract.QuoteParams.Throttle();
|
||||
rv.quote_params.throttle.inside_ticks = 3;
|
||||
rv.quote_params.throttle.outside_ticks = 2;
|
||||
// pre hedge
|
||||
rv.pre_hedge_params = new SpreaderLegContract.PreHedgeParams();
|
||||
rv.pre_hedge_params.payless = new SpreaderLegContract.PreHedgeParams.PayLess();
|
||||
rv.pre_hedge_params.payless.threshold = 1000;
|
||||
rv.pre_hedge_params.payless.payless_ticks = 7;
|
||||
rv.pre_hedge_params.payup = new SpreaderLegContract.PreHedgeParams.PayUp();
|
||||
rv.pre_hedge_params.payup.threshold = 500;
|
||||
rv.pre_hedge_params.payup.payup_ticks = 12;
|
||||
// post hedge
|
||||
rv.post_hedge_params = new SpreaderLegContract.PostHedgeParams();
|
||||
rv.post_hedge_params.ticks_away_cross = new SpreaderLegContract.PostHedgeParams.TicksAwayCross();
|
||||
rv.post_hedge_params.ticks_away_cross.threshold = 10;
|
||||
rv.post_hedge_params.ticks_away_cross.cross_ticks = 3;
|
||||
rv.post_hedge_params.time_based_cross = new SpreaderLegContract.PostHedgeParams.TimeBasedCross();
|
||||
rv.post_hedge_params.time_based_cross.time_ms = 20;
|
||||
rv.post_hedge_params.time_based_cross.cross_ticks = 5;
|
||||
return rv;
|
||||
}
|
||||
}
|
||||
};
|
||||
@@ -0,0 +1,60 @@
|
||||
<root>
|
||||
<xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
|
||||
<xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
|
||||
<xsd:element name="root" msdata:IsDataSet="true">
|
||||
<xsd:complexType>
|
||||
<xsd:choice maxOccurs="unbounded">
|
||||
<xsd:element name="metadata">
|
||||
<xsd:complexType>
|
||||
<xsd:sequence>
|
||||
<xsd:element name="value" type="xsd:string" minOccurs="0" />
|
||||
</xsd:sequence>
|
||||
<xsd:attribute name="name" use="required" type="xsd:string" />
|
||||
<xsd:attribute name="type" type="xsd:string" />
|
||||
<xsd:attribute name="mimetype" type="xsd:string" />
|
||||
<xsd:attribute ref="xml:space" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
<xsd:element name="assembly">
|
||||
<xsd:complexType>
|
||||
<xsd:attribute name="alias" type="xsd:string" />
|
||||
<xsd:attribute name="name" type="xsd:string" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
<xsd:element name="data">
|
||||
<xsd:complexType>
|
||||
<xsd:sequence>
|
||||
<xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
|
||||
<xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
|
||||
</xsd:sequence>
|
||||
<xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
|
||||
<xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
|
||||
<xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
|
||||
<xsd:attribute ref="xml:space" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
<xsd:element name="resheader">
|
||||
<xsd:complexType>
|
||||
<xsd:sequence>
|
||||
<xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
|
||||
</xsd:sequence>
|
||||
<xsd:attribute name="name" type="xsd:string" use="required" />
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
</xsd:choice>
|
||||
</xsd:complexType>
|
||||
</xsd:element>
|
||||
</xsd:schema>
|
||||
<resheader name="resmimetype">
|
||||
<value>text/microsoft-resx</value>
|
||||
</resheader>
|
||||
<resheader name="version">
|
||||
<value>2.0</value>
|
||||
</resheader>
|
||||
<resheader name="reader">
|
||||
<value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
|
||||
</resheader>
|
||||
<resheader name="writer">
|
||||
<value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
|
||||
</resheader>
|
||||
</root>
|
||||
@@ -0,0 +1,230 @@
|
||||
using System;
|
||||
using System.Diagnostics;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
namespace SpreaderFrontEnd {
|
||||
public static class SyntheticBookTest {
|
||||
/// <summary>
|
||||
/// Run synthetic book computation tests
|
||||
/// </summary>
|
||||
public static int run() {
|
||||
// Seed the test with a standard butterfly spread. Leg size multipliers will be applied to
|
||||
// each leg to generate more variations to test.
|
||||
var legs = new List<SpreaderLegContract> {
|
||||
new SpreaderLegContract() {
|
||||
security = "Leg1Sec",
|
||||
qty = 1
|
||||
},
|
||||
new SpreaderLegContract() {
|
||||
security = "Leg2Sec",
|
||||
qty = -2
|
||||
},
|
||||
new SpreaderLegContract() {
|
||||
security = "Leg3Sec",
|
||||
qty = 1
|
||||
}
|
||||
};
|
||||
var leg_multipliers = new List<int> { 1, -1, 2, -2, 3, -3 };
|
||||
var contract = new SpreaderContract("Test", legs);
|
||||
|
||||
// Define a book (seed) for each leg. Quantities will be added to each price level for each
|
||||
// leg's book to generate more variations to test.
|
||||
var leg1_book = new Book(
|
||||
bids: new BookSide(levels: new List<PriceLevel> {
|
||||
new PriceLevel(price: 3, qty: 10),
|
||||
new PriceLevel(price: 2, qty: 4),
|
||||
new PriceLevel(price: 1, qty: 6)
|
||||
}),
|
||||
asks: new BookSide(levels: new List<PriceLevel> {
|
||||
new PriceLevel(price: 4, qty: 5),
|
||||
new PriceLevel(price: 5, qty: 7),
|
||||
new PriceLevel(price: 6, qty: 8)
|
||||
}));
|
||||
var leg2_book = new Book(
|
||||
bids: new BookSide(levels: new List<PriceLevel> {
|
||||
new PriceLevel(price: 3, qty: 1),
|
||||
new PriceLevel(price: 2, qty: 7),
|
||||
new PriceLevel(price: 1, qty: 2)
|
||||
}),
|
||||
asks: new BookSide(levels: new List<PriceLevel> {
|
||||
new PriceLevel(price: 4, qty: 3),
|
||||
new PriceLevel(price: 5, qty: 3),
|
||||
new PriceLevel(price: 6, qty: 5)
|
||||
}));
|
||||
var leg3_book = new Book(
|
||||
bids: new BookSide(levels: new List<PriceLevel> {
|
||||
new PriceLevel(price: 3, qty: 2),
|
||||
new PriceLevel(price: 2, qty: 1),
|
||||
new PriceLevel(price: 1, qty: 8)
|
||||
}),
|
||||
asks: new BookSide(levels: new List<PriceLevel> {
|
||||
new PriceLevel(price: 4, qty: 4),
|
||||
new PriceLevel(price: 5, qty: 3),
|
||||
new PriceLevel(price: 6, qty: 4)
|
||||
}));
|
||||
var level_qty_additions = new List<uint> { 1, 2, 3, 4 };
|
||||
var leg_books = new List<Book> { leg1_book, leg2_book, leg3_book };
|
||||
|
||||
for (int i = 0; i < leg_multipliers.Count; i++) {
|
||||
var leg_mult = leg_multipliers[i];
|
||||
for (int j = 0; j < contract.spread_legs.Count; j++) {
|
||||
// Apply leg mult
|
||||
contract.spread_legs[j].qty *= leg_mult;
|
||||
foreach (var lqa in level_qty_additions) {
|
||||
foreach(var lb in leg_books) {
|
||||
// Apply qty addition to bid-levels
|
||||
for (int level_idx = 0; level_idx < lb.bids.levels.Count; level_idx++) {
|
||||
var orig_level = lb.bids.levels[level_idx];
|
||||
lb.bids.levels[level_idx] = orig_level.add_qty(lqa);
|
||||
run(leg_books, contract);
|
||||
// Subtract the qty that was just added so each qty addition is applied to
|
||||
// the original level
|
||||
lb.bids.levels[level_idx] = lb.bids.levels[level_idx].subtract_qty(lqa);
|
||||
}
|
||||
|
||||
// Apply qty additions to ask-levels
|
||||
for (int level_idx = 0; level_idx < lb.asks.levels.Count; level_idx++) {
|
||||
var orig_level = lb.asks.levels[level_idx];
|
||||
lb.asks.levels[level_idx] = orig_level.add_qty(lqa);
|
||||
run(leg_books, contract);
|
||||
// Subtract the qty that was just added so each qty addition is applied to
|
||||
// the original level
|
||||
lb.asks.levels[level_idx] = lb.asks.levels[level_idx].subtract_qty(lqa);
|
||||
}
|
||||
}
|
||||
}
|
||||
// Divide by leg_mult so the each mult is applied to the original leg
|
||||
contract.spread_legs[j].qty /= leg_mult;
|
||||
}
|
||||
}
|
||||
return 0;
|
||||
}
|
||||
|
||||
public static void run(List<Book> leg_books, SpreaderContract contract) {
|
||||
var synth_book = SpreaderBookCalculator.compute_spreader_book(contract, leg_books);
|
||||
for (int i = 0; i < contract.spread_legs.Count; i++) {
|
||||
Console.WriteLine($"Leg{i} (qty {contract.spread_legs[i].qty}): {leg_books[i]}");
|
||||
}
|
||||
Console.WriteLine($"Synthetic Book: {synth_book}");
|
||||
var leg_book_tups = _to_leg_book_tuples(leg_books, contract);
|
||||
var expected_book = _compute_synth_book(leg_book_tups);
|
||||
Console.WriteLine($"Expected Book: {expected_book}");
|
||||
Debug.Assert(expected_book.Equals(synth_book));
|
||||
}
|
||||
|
||||
static List<Tuple<Book, int>> _to_leg_book_tuples(List<Book> leg_books, SpreaderContract contract) {
|
||||
Debug.Assert(leg_books.Count == contract.spread_legs.Count);
|
||||
var rv = new List<Tuple<Book, int>>();
|
||||
for (int i = 0; i < leg_books.Count; i++) {
|
||||
rv.Add(Tuple.Create(leg_books[i], contract.spread_legs[i].qty));
|
||||
}
|
||||
return rv;
|
||||
}
|
||||
|
||||
static List<Tuple<BookSide, int>> _to_leg_book_side_tuples(List<Tuple<Book, int>> leg_books, bool is_bid) {
|
||||
var leg_book_tups = new List<Tuple<BookSide, int>>();
|
||||
for (int i = 0; i < leg_books.Count; i++) {
|
||||
var leg_size = leg_books[i].Item2;
|
||||
var leg_book = leg_books[i].Item1;
|
||||
var is_buy_leg = leg_size > 0;
|
||||
var leg_book_side = is_buy_leg == is_bid ? leg_book.bids : leg_book.asks;
|
||||
leg_book_tups.Add(Tuple.Create(leg_book_side, leg_size));
|
||||
}
|
||||
return leg_book_tups;
|
||||
}
|
||||
|
||||
static Book _compute_synth_book(List<Tuple<Book, int>> leg_books) {
|
||||
var leg_bids = _to_leg_book_side_tuples(leg_books, true);
|
||||
var leg_asks = _to_leg_book_side_tuples(leg_books, false);
|
||||
var synth_bids = _compute_synth_book_side(leg_bids);
|
||||
var synth_asks = _compute_synth_book_side(leg_asks);
|
||||
return new Book(synth_bids, synth_asks);
|
||||
}
|
||||
|
||||
// <summary>
|
||||
// Computes the synthetic book in a simple/unoptimized way, to ensure correctness. Books
|
||||
// generated by the 'optimized' routine, which will be used in practice, should match those
|
||||
// generated by this one.
|
||||
// </summary>
|
||||
static BookSide _compute_synth_book_side(IEnumerable<Tuple<BookSide, int>> leg_books) {
|
||||
// Clone the books so we can mutate them without changing the input 'leg_books'
|
||||
var leg_books_list = leg_books.Select(lb => Tuple.Create(lb.Item1.Clone(), lb.Item2)).ToList();
|
||||
var levels = new List<PriceLevel>();
|
||||
var top_level = _get_top_level(leg_books_list);
|
||||
while (top_level.qty > 0) {
|
||||
levels.Add(top_level);
|
||||
foreach (var lb in leg_books_list) {
|
||||
_remove_qty_from_top(lb.Item1, (int)(top_level.qty * Math.Abs(lb.Item2)));
|
||||
}
|
||||
top_level = _get_top_level(leg_books_list);
|
||||
}
|
||||
return new BookSide(levels);
|
||||
}
|
||||
|
||||
static PriceLevel _get_top_level(IEnumerable<Tuple<BookSide, int>> leg_books) {
|
||||
var leg_sizes = leg_books.Select(lb => lb.Item2).ToList();
|
||||
var top_levels = leg_books.Select(_get_top_level).ToList();
|
||||
var qty = top_levels.Select(l => l.qty).Min();
|
||||
if (qty == 0) {
|
||||
return PriceLevel.empty;
|
||||
}
|
||||
double price = 0;
|
||||
for (int i = 0; i < top_levels.Count; i++) {
|
||||
var leg_price = top_levels[i].price;
|
||||
var leg_size = leg_sizes[i];
|
||||
if (leg_size < 0) {
|
||||
price -= leg_price;
|
||||
} else {
|
||||
price += leg_price;
|
||||
}
|
||||
}
|
||||
return new PriceLevel(price, qty);
|
||||
}
|
||||
|
||||
static PriceLevel _get_top_level(Tuple<BookSide, int> leg_book) {
|
||||
return _get_top_level(leg_book.Item1, leg_book.Item2);
|
||||
}
|
||||
|
||||
static PriceLevel _get_top_level(BookSide book, int leg_size) {
|
||||
if (book.levels.Count == 0) {
|
||||
return PriceLevel.empty;
|
||||
}
|
||||
var first_level = book.levels.First();
|
||||
var abs_leg_size = Math.Abs(leg_size);
|
||||
if (first_level.qty >= abs_leg_size) {
|
||||
return new PriceLevel(first_level.price * abs_leg_size, (uint)(first_level.qty / abs_leg_size));
|
||||
}
|
||||
double price = first_level.qty * first_level.price;
|
||||
var qty_rem = abs_leg_size - first_level.qty;
|
||||
for (int i = 1; i < book.levels.Count; i++) {
|
||||
var level = book.levels[i];
|
||||
if (level.qty >= qty_rem) {
|
||||
price += qty_rem * level.price;
|
||||
return new PriceLevel(price, 1);
|
||||
}
|
||||
price += level.qty * level.price;
|
||||
qty_rem -= level.qty;
|
||||
}
|
||||
return PriceLevel.empty;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Removes the specified quantity from the top of the book
|
||||
/// </summary>
|
||||
static void _remove_qty_from_top(BookSide book, int qty) {
|
||||
var subtracted_qty = 0;
|
||||
while (subtracted_qty < qty && book.levels.Count > 0) {
|
||||
var first_level = book.levels[0];
|
||||
var qty_to_subtract = qty - subtracted_qty;
|
||||
if (first_level.qty > qty_to_subtract) {
|
||||
first_level = first_level.subtract_qty((uint)qty_to_subtract);
|
||||
book.levels[0] = first_level;
|
||||
return;
|
||||
}
|
||||
book.levels.RemoveAt(0);
|
||||
subtracted_qty += (int)first_level.qty;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,78 @@
|
||||
using System;
|
||||
using System.Reflection;
|
||||
using System.Runtime.Serialization.Formatters.Binary;
|
||||
using System.IO;
|
||||
|
||||
namespace SpreaderFrontEnd
|
||||
{
|
||||
public class Utils
|
||||
{
|
||||
public static void bin_serialize<T>(T t, Stream str)
|
||||
{
|
||||
#pragma warning disable SYSLIB0011
|
||||
BinaryFormatter bf = new BinaryFormatter();
|
||||
bf.Serialize(str, t);
|
||||
#pragma warning restore SYSLIB0011
|
||||
}
|
||||
|
||||
public static T bin_deserialize<T>(Stream str)
|
||||
{
|
||||
#pragma warning disable SYSLIB0011
|
||||
BinaryFormatter bf = new BinaryFormatter();
|
||||
T rv = (T)bf.Deserialize(str);
|
||||
#pragma warning restore SYSLIB0011
|
||||
return rv;
|
||||
}
|
||||
|
||||
public static T? basic_deep_clone<T>(T t)
|
||||
{
|
||||
try
|
||||
{
|
||||
MemoryStream str = new MemoryStream();
|
||||
bin_serialize(t, str);
|
||||
str.Position = 0;
|
||||
return bin_deserialize<T>(str);
|
||||
}
|
||||
catch
|
||||
{
|
||||
return default(T);
|
||||
}
|
||||
}
|
||||
|
||||
public static object? CloneObject(object objSource)
|
||||
{
|
||||
//step : 1 Get the type of source object and create a new instance of that type
|
||||
Type typeSource = objSource.GetType();
|
||||
object? objTarget = Activator.CreateInstance(typeSource);
|
||||
//Step2 : Get all the properties of source object type
|
||||
PropertyInfo[] propertyInfo = typeSource.GetProperties(BindingFlags.Public | BindingFlags.NonPublic | BindingFlags.Instance);
|
||||
//Step : 3 Assign all source property to taget object 's properties
|
||||
foreach (PropertyInfo property in propertyInfo)
|
||||
{
|
||||
//Check whether property can be written to
|
||||
if (property.CanWrite)
|
||||
{
|
||||
//Step : 4 check whether property type is value type, enum or string type
|
||||
if (property.PropertyType.IsValueType || property.PropertyType.IsEnum || property.PropertyType.Equals(typeof(System.String)))
|
||||
{
|
||||
property.SetValue(objTarget, property.GetValue(objSource, null), null);
|
||||
}
|
||||
//else property type is object/complex types, so need to recursively call this method until the end of the tree is reached
|
||||
else
|
||||
{
|
||||
object? objPropertyValue = property.GetValue(objSource, null);
|
||||
if (objPropertyValue == null)
|
||||
{
|
||||
property.SetValue(objTarget, null, null);
|
||||
}
|
||||
else
|
||||
{
|
||||
property.SetValue(objTarget, CloneObject(objPropertyValue), null);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
return objTarget;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,23 @@
|
||||
{
|
||||
"runtimeTarget": {
|
||||
"name": ".NETCoreApp,Version=v6.0",
|
||||
"signature": ""
|
||||
},
|
||||
"compilationOptions": {},
|
||||
"targets": {
|
||||
".NETCoreApp,Version=v6.0": {
|
||||
"SpreaderFrontEnd/1.0.0": {
|
||||
"runtime": {
|
||||
"SpreaderFrontEnd.dll": {}
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
"libraries": {
|
||||
"SpreaderFrontEnd/1.0.0": {
|
||||
"type": "project",
|
||||
"serviceable": false,
|
||||
"sha512": ""
|
||||
}
|
||||
}
|
||||
}
|
||||
Binary file not shown.
Binary file not shown.
Binary file not shown.
+15
@@ -0,0 +1,15 @@
|
||||
{
|
||||
"runtimeOptions": {
|
||||
"tfm": "net6.0",
|
||||
"frameworks": [
|
||||
{
|
||||
"name": "Microsoft.NETCore.App",
|
||||
"version": "6.0.0"
|
||||
},
|
||||
{
|
||||
"name": "Microsoft.WindowsDesktop.App",
|
||||
"version": "6.0.0"
|
||||
}
|
||||
]
|
||||
}
|
||||
}
|
||||
@@ -1,7 +0,0 @@
|
||||
include_guard(GLOBAL)
|
||||
|
||||
macro(export_to_parent)
|
||||
foreach(var IN ITEMS ${ARGN})
|
||||
set(${var} ${${var}} PARENT_SCOPE)
|
||||
endforeach()
|
||||
endmacro()
|
||||
@@ -1,48 +0,0 @@
|
||||
include_guard(GLOBAL)
|
||||
|
||||
function(get_version_from_git)
|
||||
find_package(Git QUIET)
|
||||
if(NOT Git_FOUND)
|
||||
message(WARNING "Git not found")
|
||||
return()
|
||||
endif()
|
||||
|
||||
execute_process(
|
||||
COMMAND ${GIT_EXECUTABLE} describe --tags --always
|
||||
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
|
||||
OUTPUT_VARIABLE GIT_TAG
|
||||
OUTPUT_STRIP_TRAILING_WHITESPACE
|
||||
RESULT_VARIABLE GIT_RESULT
|
||||
)
|
||||
|
||||
if(NOT GIT_RESULT EQUAL 0)
|
||||
message(WARNING "Failed to get git tag")
|
||||
return()
|
||||
endif()
|
||||
|
||||
execute_process(
|
||||
COMMAND ${GIT_EXECUTABLE} rev-parse --short=7 HEAD
|
||||
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
|
||||
OUTPUT_VARIABLE GIT_COMMIT_SHORT_HASH
|
||||
OUTPUT_STRIP_TRAILING_WHITESPACE
|
||||
)
|
||||
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH})
|
||||
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH} PARENT_SCOPE)
|
||||
|
||||
string(REGEX REPLACE "^v" "" CLEAN_TAG "${GIT_TAG}")
|
||||
if(CLEAN_TAG MATCHES "^([0-9]+)\\.([0-9]+)\\.([0-9]+)(-.*)?$")
|
||||
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1})
|
||||
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1} PARENT_SCOPE)
|
||||
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2})
|
||||
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2} PARENT_SCOPE)
|
||||
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3})
|
||||
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3} PARENT_SCOPE)
|
||||
|
||||
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}")
|
||||
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}" PARENT_SCOPE)
|
||||
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}")
|
||||
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}" PARENT_SCOPE)
|
||||
else()
|
||||
message(WARNING "Tag '${CLEAN_TAG}' does not match semver format")
|
||||
endif()
|
||||
endfunction()
|
||||
@@ -1,142 +0,0 @@
|
||||
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()
|
||||
@@ -1,71 +0,0 @@
|
||||
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()
|
||||
@@ -1,65 +0,0 @@
|
||||
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 ${CMAKE_INSTALL_BINDIR})
|
||||
endfunction()
|
||||
@@ -1,39 +0,0 @@
|
||||
include_guard(DIRECTORY)
|
||||
include(GNUInstallDirs)
|
||||
include(${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()
|
||||
@@ -1,44 +0,0 @@
|
||||
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()
|
||||
@@ -1,12 +0,0 @@
|
||||
function(print_list var)
|
||||
set(CMAKE_MESSAGE_INDENT "")
|
||||
set(_var_str "")
|
||||
foreach(item IN LISTS ${var})
|
||||
set(_var_str "${_var_str}\n ${item}")
|
||||
endforeach()
|
||||
if ("${ARGN}" STREQUAL "VERBOSE")
|
||||
message(VERBOSE "***${var}:${_var_str}")
|
||||
else()
|
||||
message("***${var}:${_var_str}")
|
||||
endif()
|
||||
endfunction()
|
||||
@@ -1,83 +0,0 @@
|
||||
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()
|
||||
|
||||
@@ -1,61 +0,0 @@
|
||||
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}" "${_cfg_defaults_str}")
|
||||
endif()
|
||||
endfunction()
|
||||
|
||||
@@ -1,49 +0,0 @@
|
||||
include_guard(DIRECTORY)
|
||||
|
||||
function(protobuf_generate_fs)
|
||||
set(_options)
|
||||
set(_one_value_args TARGET_NAME OUT_DIR PROTOC)
|
||||
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
|
||||
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
|
||||
|
||||
if (NOT DEFINED _ARGS_TARGET_NAME)
|
||||
set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_fs_protos")
|
||||
endif()
|
||||
if (NOT DEFINED _ARGS_PROTOC)
|
||||
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
|
||||
endif()
|
||||
|
||||
set(_proto_include_cli_args)
|
||||
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
|
||||
list(APPEND _proto_include_cli_args -I ${_dir})
|
||||
endforeach()
|
||||
|
||||
set(_outputs)
|
||||
foreach(_proto_source ${_ARGS_PROTO_SOURCES})
|
||||
# get_filename_component(_abs_proto_source ${_proto_source} ABSOLUTE)
|
||||
get_filename_component(_proto_source_we ${_proto_source} NAME_WE)
|
||||
# get_filename_component(_proto_source_dir ${_proto_source} DIRECTORY)
|
||||
list(APPEND _outputs ${_ARGS_OUT_DIR}/${_proto_source_we}.fable.fs)
|
||||
endforeach()
|
||||
|
||||
set(_venv_exec ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh)
|
||||
set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.py)
|
||||
set(_template_fs ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/fs/fable.fs)
|
||||
add_custom_command(
|
||||
OUTPUT ${_outputs}
|
||||
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
|
||||
COMMAND ${_venv_exec}
|
||||
${_ARGS_PROTOC}
|
||||
--plugin=protoc-gen-service=${_plugin_py}
|
||||
--service_out=lang=fs,strip_out_path=1:${_ARGS_OUT_DIR}
|
||||
${_proto_include_cli_args}
|
||||
${_ARGS_PROTO_SOURCES}
|
||||
DEPENDS
|
||||
${_venv_exec}
|
||||
${_plugin_py}
|
||||
${_template_fs}
|
||||
${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
|
||||
${_ARGS_PROTO_SOURCES}
|
||||
)
|
||||
add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS "${_outputs}")
|
||||
endfunction()
|
||||
@@ -1,33 +0,0 @@
|
||||
include_guard(DIRECTORY)
|
||||
|
||||
function(protobuf_generate_js)
|
||||
set(_options)
|
||||
set(_one_value_args TARGET_NAME OUTPUT)
|
||||
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
|
||||
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
|
||||
|
||||
if (NOT DEFINED _ARGS_TARGET_NAME)
|
||||
set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_js_protos")
|
||||
endif()
|
||||
|
||||
set(_proto_include_cli_args)
|
||||
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
|
||||
list(APPEND _proto_include_cli_args -p ${_dir})
|
||||
endforeach()
|
||||
|
||||
add_custom_command(
|
||||
OUTPUT ${_ARGS_OUTPUT}
|
||||
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
|
||||
COMMAND npx
|
||||
--no-install pbjs
|
||||
-t json-module
|
||||
-w commonjs
|
||||
-o ${_ARGS_OUTPUT}
|
||||
${_proto_include_cli_args}
|
||||
${_ARGS_PROTO_SOURCES}
|
||||
DEPENDS
|
||||
${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
|
||||
${_ARGS_PROTO_SOURCES}
|
||||
)
|
||||
add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS ${_ARGS_OUTPUT})
|
||||
endfunction()
|
||||
@@ -1,10 +0,0 @@
|
||||
include_guard(GLOBAL)
|
||||
|
||||
macro(set_first_defined RESULT)
|
||||
foreach(_arg ${ARGN})
|
||||
if (DEFINED ${_arg})
|
||||
set(${RESULT} ${${_arg}})
|
||||
break()
|
||||
endif()
|
||||
endforeach()
|
||||
endmacro()
|
||||
@@ -1,49 +0,0 @@
|
||||
include_guard(DIRECTORY)
|
||||
include(${CMAKE_SOURCE_DIR}/cmake/TernaryOperator.cmake)
|
||||
|
||||
function(sym_link_dir)
|
||||
set(_options)
|
||||
set(_one_value_args TARGET_NAME SOURCE DEST COMMENT)
|
||||
set(_multi_value_args)
|
||||
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
|
||||
add_custom_command(
|
||||
OUTPUT ${_ARGS_DEST}
|
||||
COMMAND ln ARGS -sf ${_ARGS_SOURCE} ${_ARGS_DEST}
|
||||
)
|
||||
set_ternary(_comment _ARGS_COMMENT "${_ARGS_COMMENT}" "linking dir ${_ARGS_SOURCE} -> ${_ARGS_DEST}")
|
||||
add_custom_target(
|
||||
${_ARGS_TARGET_NAME} ALL
|
||||
DEPENDS ${_ARGS_DEST}
|
||||
COMMENT "${_comment}"
|
||||
)
|
||||
endfunction()
|
||||
|
||||
function(sym_link_file)
|
||||
set(_options)
|
||||
set(_one_value_args SOURCE DEST INSTALL_DEST)
|
||||
set(_multi_value_args)
|
||||
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
|
||||
file(
|
||||
CREATE_LINK
|
||||
${_ARGS_SOURCE}
|
||||
${_ARGS_DEST}
|
||||
SYMBOLIC
|
||||
)
|
||||
if (DEFINED _ARGS_INSTALL_DEST)
|
||||
install(
|
||||
FILES
|
||||
${_ARGS_SOURCE}
|
||||
DESTINATION ${_ARGS_INSTALL_DEST}
|
||||
)
|
||||
endif()
|
||||
endfunction()
|
||||
|
||||
function(sym_link_local_lib LIB_NAME)
|
||||
set(_lib_file_name "${CMAKE_SHARED_LIBRARY_PREFIX}${LIB_NAME}.so")
|
||||
file(
|
||||
CREATE_LINK
|
||||
"${CMAKE_BINARY_DIR}/src/lib_${LIB_NAME}/${_lib_file_name}"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${_lib_file_name}"
|
||||
SYMBOLIC
|
||||
)
|
||||
endfunction()
|
||||
@@ -1,39 +0,0 @@
|
||||
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()
|
||||
@@ -1,9 +0,0 @@
|
||||
include_guard(GLOBAL)
|
||||
|
||||
macro(set_ternary RESULT CONDITION TRUE_VALUE FALSE_VALUE)
|
||||
if(${CONDITION})
|
||||
set(${RESULT} ${TRUE_VALUE})
|
||||
else()
|
||||
set(${RESULT} ${FALSE_VALUE})
|
||||
endif()
|
||||
endmacro()
|
||||
@@ -1,11 +0,0 @@
|
||||
#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
|
||||
@@ -1,11 +0,0 @@
|
||||
#ifndef BTS_SPARK_VERSION_H
|
||||
#define BTS_SPARK_VERSION_H
|
||||
|
||||
#define BTS_SPARK_VERSION_MAJOR @PROJECT_VERSION_MAJOR@
|
||||
#define BTS_SPARK_VERSION_MINOR @PROJECT_VERSION_MINOR@
|
||||
#define BTS_SPARK_VERSION_PATCH @PROJECT_VERSION_PATCH@
|
||||
#define BTS_SPARK_VERSION_BUILD_METADATA @PROJECT_VERSION_BUILD_METADATA@
|
||||
#define BTS_SPARK_VERSION "@PROJECT_VERSION@"
|
||||
#define BTS_SPARK_VERSION_FULL "@PROJECT_VERSION_FULL@"
|
||||
|
||||
#endif
|
||||
-197
@@ -1,197 +0,0 @@
|
||||
services:
|
||||
sparkd:
|
||||
volumes:
|
||||
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
|
||||
build:
|
||||
dockerfile: src/app_sparkd/Dockerfile
|
||||
args:
|
||||
- IMAGE=${SPARKD__IMAGE}
|
||||
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
|
||||
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
|
||||
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
|
||||
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
|
||||
command: >
|
||||
sh -c "
|
||||
echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/sparkd/data
|
||||
if [ -e "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" ]; then
|
||||
mv "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
|
||||
fi
|
||||
if [ -e "/home/bts/.local/share/bts/conf/.env.local" ]; then
|
||||
echo 'Sourcing /home/bts/.local/share/bts/conf/.env.local'
|
||||
set -a
|
||||
. /home/bts/.local/share/bts/sparkd/conf/.env.local
|
||||
set +a
|
||||
fi
|
||||
if [ -d /home/bts/.local/share/bts/sparkd/conf/plugins ]; then
|
||||
echo 'Copying /home/bts/.local/share/bts/sparkd/conf/plugins to runtime dir (/home/bts/bin)'
|
||||
cp -r /home/bts/.local/share/bts/sparkd/conf/plugins /home/bts/bin/
|
||||
fi
|
||||
./sparkd run"
|
||||
env_file:
|
||||
- .env
|
||||
- ${SPARKD__CONFIG_DIR}/.env
|
||||
ports:
|
||||
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
|
||||
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
|
||||
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
memory: "${SPARKD__MEMORY:-4gb}"
|
||||
|
||||
sparkd-symbols:
|
||||
volumes:
|
||||
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
|
||||
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
|
||||
build:
|
||||
dockerfile: src/app_sparkd/Dockerfile
|
||||
args:
|
||||
- IMAGE=${SPARKD__IMAGE}
|
||||
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
|
||||
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
|
||||
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
|
||||
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
|
||||
command: >
|
||||
sh -c "
|
||||
echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/sparkd
|
||||
if [ -e "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" ]; then
|
||||
mv "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
|
||||
fi
|
||||
ls -alh /home/bts/.local/share/bts/sparkd/conf/
|
||||
cat /home/bts/.local/share/bts/sparkd/conf/.env.local
|
||||
if [ -e "/home/bts/.local/share/bts/sparkd/conf/.env.local" ]; then
|
||||
echo 'Sourcing /home/bts/.local/share/bts/sparkd/conf/.env.local'
|
||||
set -a
|
||||
. /home/bts/.local/share/bts/sparkd/conf/.env.local
|
||||
set +a
|
||||
fi
|
||||
if [ -d /home/bts/.local/share/bts/sparkd/conf/plugins ]; then
|
||||
echo 'Copying /home/bts/.local/share/bts/sparkd/conf/plugins to runtime dir (/home/bts/bin)'
|
||||
cp -r /home/bts/.local/share/bts/sparkd/conf/plugins /home/bts/bin/
|
||||
fi
|
||||
./sparkd run"
|
||||
env_file:
|
||||
- .env
|
||||
- ${SPARKD__CONFIG_DIR}/.env
|
||||
ports:
|
||||
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
|
||||
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
|
||||
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
|
||||
deploy:
|
||||
restart_policy:
|
||||
condition: any
|
||||
delay: 3s
|
||||
resources:
|
||||
limits:
|
||||
memory: "${SPARKD__MEMORY:-4gb}"
|
||||
|
||||
sparkd-tail:
|
||||
image: bluetradingsystems/linux_dotnet8
|
||||
volumes:
|
||||
- type: volume
|
||||
read_only: true
|
||||
source: sparkd_data
|
||||
target: /home/bts/.local/share/bts/sparkd/data/logging.sparkd
|
||||
volume:
|
||||
subpath: logging.sparkd
|
||||
command: ["tail", "-f", "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log"]
|
||||
|
||||
sparkd-ping-test:
|
||||
depends_on:
|
||||
- sparkd
|
||||
profiles:
|
||||
- ping-test
|
||||
build:
|
||||
context: .
|
||||
dockerfile_inline: |
|
||||
FROM bluetradingsystems/linux_dotnet8
|
||||
USER "root"
|
||||
RUN apt-get update && apt-get -y install iputils-ping
|
||||
command: [ "ping", "sparkd" ]
|
||||
|
||||
pubsub:
|
||||
volumes:
|
||||
- ${PUBSUB__DATA_DIR:-pubsub_data}:/home/bts/.local/share/bts/pubsub/data
|
||||
build:
|
||||
dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
|
||||
args:
|
||||
- SOURCE_DIR=${PUBSUB__SOURCE_DIR}
|
||||
- CONFIG_DIR=${PUBSUB__CONFIG_DIR}
|
||||
ports:
|
||||
- 22019:22019
|
||||
command: >
|
||||
sh -c "
|
||||
echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/pubsub/data
|
||||
if [ -e "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log" ]; then
|
||||
mv "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log" "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log_$(date '+%Y%m%d-%H%M')"
|
||||
fi
|
||||
if [ -e "/home/bts/.local/share/bts/pubsub/conf/.env" ]; then
|
||||
echo 'Sourcing /home/bts/.local/share/bts/pubsub/conf/.env'
|
||||
set -a
|
||||
. /home/bts/.local/share/bts/pubsub/conf/.env
|
||||
set +a
|
||||
fi
|
||||
if [ -e "/home/bts/.local/share/bts/pubsub/conf/.env.local" ]; then
|
||||
echo 'Sourcing /home/bts/.local/share/bts/pubsub/conf/.env.local'
|
||||
set -a
|
||||
. /home/bts/.local/share/bts/pubsub/conf/.env.local
|
||||
set +a
|
||||
fi
|
||||
./PubSubServer"
|
||||
env_file:
|
||||
- .env
|
||||
- ${PUBSUB__CONFIG_DIR}/.env
|
||||
|
||||
md-publisher:
|
||||
volumes:
|
||||
- ${MD_PUBLISHER__DATA_DIR:-md_publisher_data}:/home/bts/.local/share/bts/md_publisher/data
|
||||
- historic_md:/home/bts/.local/share/bts/md_publisher/data/databento
|
||||
build:
|
||||
dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
|
||||
args:
|
||||
- SOURCE_DIR=${MD_PUBLISHER__SOURCE_DIR}
|
||||
- CONFIG_DIR=${MD_PUBLISHER__CONFIG_DIR}
|
||||
command: >
|
||||
sh -c "
|
||||
echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/md_publisher/data
|
||||
if [ -e "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log" ]; then
|
||||
mv "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log" "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log_$(date '+%Y%m%d-%H%M')"
|
||||
fi
|
||||
if [ -e "/home/bts/.local/share/bts/md_publisher/conf/.env" ]; then
|
||||
echo 'Sourcing /home/bts/.local/share/bts/md_publisher/conf/.env'
|
||||
set -a
|
||||
. /home/bts/.local/share/bts/md_publisher/conf/.env
|
||||
set +a
|
||||
fi
|
||||
if [ -e "/home/bts/.local/share/bts/md_publisher/conf/.env.local" ]; then
|
||||
echo 'Sourcing /home/bts/.local/share/bts/md_publisher/conf/.env.local'
|
||||
set -a
|
||||
. /home/bts/.local/share/bts/md_publisher/conf/.env.local
|
||||
set +a
|
||||
fi
|
||||
dockerize -wait tcp://pubsub:22019 -timeout 10s ./DataStreamPublisher"
|
||||
env_file:
|
||||
- .env
|
||||
- ${MD_PUBLISHER__CONFIG_DIR}/.env
|
||||
|
||||
api-server:
|
||||
depends_on:
|
||||
- sparkd
|
||||
ports:
|
||||
- 8008:8008
|
||||
- 9443:9443
|
||||
build:
|
||||
dockerfile: src/client/spark_api_server/Dockerfile
|
||||
command: [ "dockerize", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./spark_api_server", "run" ]
|
||||
environment:
|
||||
- ASPNETCORE_ENVIRONMENT=Staging
|
||||
|
||||
volumes:
|
||||
sparkd_data:
|
||||
name: "sparkd_${SPARKD__CONFIG_PORT:-8000}"
|
||||
pubsub_data:
|
||||
name: "pubsub_22019"
|
||||
md_publisher_data:
|
||||
name: "md_publisher_22019"
|
||||
historic_md:
|
||||
name: "historic_md"
|
||||
-224
@@ -1,224 +0,0 @@
|
||||
[cmake]: https://cmake.org/
|
||||
[cmake ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode.cmake-tools
|
||||
[cmake presets]: https://cmake.org/cmake/help/latest/manual/cmake-presets.7.html
|
||||
[cpp ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode.cpptools
|
||||
[clangd ext]: https://marketplace.visualstudio.com/items?itemName=llvm-vs-code-extensions.vscode-clangd
|
||||
[dotnet]: https://dotnet.microsoft.com/en-us/download/dotnet
|
||||
[ninja build]: https://ninja-build.org/
|
||||
[ninja generator]: https://cmake.org/cmake/help/latest/generator/Ninja.html
|
||||
[ninja multi-config generator]: https://cmake.org/cmake/help/latest/generator/Ninja%20Multi-Config.html
|
||||
[python]: https://www.python.org/
|
||||
[py venv]: https://docs.python.org/3/library/venv.html
|
||||
[visual studio]: https://visualstudio.microsoft.com/
|
||||
[visual studio generator]: https://cmake.org/cmake/help/latest/generator/Visual%20Studio%2017%202022.html
|
||||
|
||||
# C++ Intellisense for Spark on Windows (VS Code)
|
||||
**Steps**
|
||||
1. Install the **[C++ extension][cpp ext]**
|
||||
2. Install the **[CMake extension][cmake ext]**
|
||||
3. Copy `c_cpp_properties.json` from this folder to `$workspaceFolder/.vscode/`
|
||||
4. In the VS Code Command Palette, run **CMake: Select Configure Preset**, then
|
||||
select '**spark**' from the dropdown
|
||||
|
||||
**Notes**
|
||||
* Intellisense won't work for generated files/types until you build libspark
|
||||
|
||||
# C++ Intellisense for Sparkd on Linux (VS Code)
|
||||
1. Install the **[CMake extension][cmake ext]**
|
||||
2. Install the **[Clangd extension][clangd ext]**
|
||||
3. (Optional) Install the **[C++ extension][cpp ext]** (*needed for debugging,
|
||||
but intellisense should work without it*).
|
||||
4. If the **[C++ extension][cpp ext]** is installed, disable its intellisense in
|
||||
your workspace settings (*Clangd intellisense is better*)
|
||||
```
|
||||
"C_Cpp.intelliSenseEngine": "disabled"
|
||||
```
|
||||
5. In the VS Code Command Palette, run **CMake: Select Configure Preset**, then select the
|
||||
**[preset][cmake presets]** you wish to build from the dropdown
|
||||
* *The **Clang** presets may work best with the **Clangd** extension*
|
||||
* *Intellisense won't work for generated files/types until you build libspark*
|
||||
|
||||
# Build Spark on Windows
|
||||
### Dependencies
|
||||
* **[CMake][cmake]** (version >= 3.23)
|
||||
* **[Python][python]** (version >= 3.9)
|
||||
* **[Visual Studio][visual studio]** (2022)
|
||||
* **[Dotnet][dotnet]** (sdk version >= 7.0.0)
|
||||
|
||||
### References
|
||||
* **[CMakePresets][cmake presets]**
|
||||
* **[Visual Studio 17 2022 (CMake generator)][visual studio generator]**
|
||||
* **[Python Virtual Environment][py venv]**
|
||||
|
||||
### Notes
|
||||
* *Run commands from the repo root dir unless otherwise noted*
|
||||
|
||||
1. Set up the **[Python virtual environment][py venv]**<br>
|
||||
```
|
||||
# Create the virtual environment
|
||||
python3 -m venv .venv
|
||||
|
||||
# Activate the virtual environment
|
||||
.venv\bin\activate.bat
|
||||
|
||||
# Update pip
|
||||
python -m pip install --upgrade pip
|
||||
|
||||
# Install packages
|
||||
pip install -r requirements.txt
|
||||
```
|
||||
2. Build
|
||||
* *Run commands in python virtual environment*
|
||||
```
|
||||
# Configure
|
||||
cmake --preset spark
|
||||
|
||||
# Build Debug
|
||||
cmake --build --preset spark-debug
|
||||
dotnet build spark_client.sln --configuration Debug
|
||||
|
||||
# Build Release
|
||||
cmake --build --preset spark-release
|
||||
dotnet build spark_client.sln --configuration Release
|
||||
```
|
||||
|
||||
# Build Sparkd on Linux
|
||||
### **Dependencies**
|
||||
* **[CMake][cmake]** (version >= 3.23)
|
||||
* **[Ninja Build][ninja build]**
|
||||
* **[Python][python]** (version >= 3.9)
|
||||
|
||||
### **References**
|
||||
* **[CMakePresets][cmake presets]**
|
||||
* **[Ninja (CMake generator)][ninja generator]**
|
||||
* **[Python Virtual Environment][py venv]**
|
||||
* **[Devcontainer](devcontainer)**
|
||||
|
||||
### Prerequisites
|
||||
* Open repository in a VS Code [Devcontainer](../docker/sparkd/dev/README.md), or
|
||||
create your own [docker container](../docker/sparkd/dev/README.md) in which to build
|
||||
|
||||
### Notes
|
||||
* *Run commands from the repo root dir unless otherwise noted*<br>
|
||||
|
||||
1. Set up the **[Python virtual environment][py venv]**
|
||||
```
|
||||
# Create the virtual environment
|
||||
python3 -m venv .venv
|
||||
|
||||
# Activate the virtual environment
|
||||
. .venv/bin/activate
|
||||
|
||||
# Update pip
|
||||
python -m pip install --upgrade pip
|
||||
|
||||
# Install packages
|
||||
pip install -r requirements.txt
|
||||
```
|
||||
2. Build
|
||||
* *Run commands in python virtual environment*
|
||||
```
|
||||
# Configure clang debug
|
||||
cmake --preset sparkd-clang-debug
|
||||
|
||||
# Build clang debug
|
||||
cmake --build --preset spark-clang-debug
|
||||
|
||||
# Configure gcc release
|
||||
cmake --build --preset sparkd-gcc-release
|
||||
|
||||
# Build gcc release
|
||||
cmake --build --preset sparkd-gcc-release
|
||||
```
|
||||
|
||||
# Build Spark Api Server on Windows
|
||||
### **Dependencies**
|
||||
* **[CMake][cmake]** (version >= 3.23)
|
||||
* **[Python][python]** (version >= 3.9)
|
||||
* **[Visual Studio][visual studio]** (version)
|
||||
* **[Dotnet][dotnet]** (sdk version >= 7.0.0)
|
||||
|
||||
### **References**
|
||||
* **[CMakePresets][cmake presets]**
|
||||
* **[Visual Studio 17 2022 (CMake generator)][visual studio generator]**
|
||||
* **[Python Virtual Environment][py venv]**
|
||||
|
||||
### Notes
|
||||
* *Run commands from the repo root dir unless otherwise noted*
|
||||
|
||||
1. Set up the **[Python Virtual Environment][py venv]**
|
||||
```
|
||||
# Create the virtual environment
|
||||
python3 -m venv .venv
|
||||
|
||||
# Activate the virtual environment
|
||||
.venv\bin\activate.bat
|
||||
|
||||
# Update pip
|
||||
python -m pip install --upgrade pip
|
||||
|
||||
# Install packages
|
||||
pip install -r requirements.txt
|
||||
```
|
||||
2. Build
|
||||
* *Run in python virtual environment*
|
||||
```
|
||||
# Configure
|
||||
cmake --preset spark-api-server-windows
|
||||
|
||||
# Build debug
|
||||
cmake --build --preset spark-api-server-windows-debug
|
||||
dotnet build Spark.Api.Server.sln --configuration Debug
|
||||
|
||||
# Build release
|
||||
cmake --build --preset spark-api-server-windows-release
|
||||
dotnet build Spark.Api.Server.sln --configuration Release
|
||||
```
|
||||
|
||||
# Build Spark Api Server on Linux
|
||||
### **Dependencies**
|
||||
* **[CMake][cmake]** (version >= 3.23)
|
||||
* **[Ninja Build][ninja build]**
|
||||
* **[Python][python]** (version >= 3.9)
|
||||
* **[Dotnet][dotnet]** (sdk version >= 7.0.0)
|
||||
|
||||
### **References**
|
||||
* **[CMakePresets][cmake presets]**
|
||||
* **[Ninja Multi-Config (CMake generator)][ninja multi-config generator]**
|
||||
* **[Python Virtual Environment][py venv]**
|
||||
|
||||
### Prerequisites
|
||||
* Open repository in a VS Code [Devcontainer](../docker/sparkd/dev/README.md), or
|
||||
create your own [docker container](../docker/sparkd/dev/README.md) in which to build
|
||||
|
||||
### Notes
|
||||
* *Run commands from the repo root dir unless otherwise noted*
|
||||
|
||||
1. Set up the **[Python Virtual Environment][py venv]**
|
||||
```
|
||||
# Create the virtual environment
|
||||
python3 -m venv .venv
|
||||
|
||||
# Activate the virtual environment
|
||||
. .venv/bin/activate
|
||||
|
||||
# Update pip
|
||||
python -m pip install --upgrade pip
|
||||
|
||||
# Install packages
|
||||
pip install -r requirements.txt
|
||||
```
|
||||
2. Build
|
||||
* *Run in python virtual environment*
|
||||
```
|
||||
# Configure
|
||||
cmake --preset spark-api-server-linux
|
||||
|
||||
# Build debug
|
||||
cmake --build --preset spark-api-server-linux-debug
|
||||
dotnet build Spark.Api.Server.sln --configuration Debug
|
||||
|
||||
# Build release
|
||||
cmake --build --preset spark-api-server-linux-release
|
||||
dotnet build Spark.Api.Server.sln --configuration Release
|
||||
```
|
||||
@@ -1,27 +0,0 @@
|
||||
{
|
||||
"version": 4,
|
||||
"configurations": [
|
||||
{
|
||||
"name": "Windows",
|
||||
"intelliSenseMode": "windows-msvc-x64",
|
||||
"includePath": [
|
||||
"${workspaceFolder}/src/",
|
||||
"${workspaceFolder}/build/src/",
|
||||
"${workspaceFolder}/externals/windows/include/"
|
||||
],
|
||||
"defines": ["_WIN32", "__x86_64__"],
|
||||
"browse": {
|
||||
"path": [
|
||||
"${workspaceRoot}/src",
|
||||
"${workspaceRoot}/build/src"
|
||||
],
|
||||
"limitSymbolsToIncludedHeaders": true
|
||||
},
|
||||
"cStandard": "c17",
|
||||
"cppStandard": "c++17",
|
||||
"configurationProvider": "ms-vscode.cmake-tools",
|
||||
"compilerPath": "C:/Program Files/Microsoft Visual Studio/2022/Community/VC/Tools/MSVC/14.34.31933/bin/Hostx64/x64/cl.exe",
|
||||
"mergeConfigurations": true
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -46,7 +46,6 @@ function setup_build
|
||||
assert_dir $repo_root
|
||||
assert_dir $build_root
|
||||
set compiler "$argv[1]"
|
||||
set c_compiler (which cc)
|
||||
set build_type "$argv[2]"
|
||||
|
||||
if test \( -z "$build_type" \) -o \( \( "$build_type" != debug \) -a \( "$build_type" != release \) \)
|
||||
@@ -60,7 +59,6 @@ function setup_build
|
||||
else
|
||||
# set compiler_arg "/usr/lib/ccache/clang++"
|
||||
set compiler_arg "clang++"
|
||||
set c_compiler (which clang)
|
||||
end
|
||||
else if test "$build_type" = release
|
||||
set build_type_arg Release
|
||||
@@ -87,7 +85,7 @@ function setup_build
|
||||
rm -rf "$build_dest"
|
||||
mkdir -p "$build_dest"
|
||||
cd "$build_dest"
|
||||
cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_C_COMPILER=$c_compiler -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
|
||||
cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
|
||||
end
|
||||
|
||||
# The while loop below removes arguments (via shift) as it parses them.
|
||||
|
||||
File renamed without changes.
File renamed without changes.
@@ -1,941 +0,0 @@
|
||||
{
|
||||
"$schema": "vscode://schemas/color-theme",
|
||||
"type": "dark",
|
||||
"colors": {
|
||||
"activityBar.background": "#111111",
|
||||
"activityBar.border": "#111111",
|
||||
"activityBar.foreground": "#888888",
|
||||
"activityBarBadge.background": "#88cc44",
|
||||
"activityBarBadge.foreground": "#222222",
|
||||
"badge.background": "#88cc44",
|
||||
"badge.foreground": "#222222",
|
||||
"button.background": "#333333",
|
||||
"button.foreground": "#888888",
|
||||
"button.hoverBackground": "#222222",
|
||||
"debugExceptionWidget.background": "#333333",
|
||||
"debugExceptionWidget.border": "#222222",
|
||||
"debugToolBar.background": "#111111",
|
||||
"diffEditor.insertedTextBackground": "#ffdd440c",
|
||||
"diffEditor.insertedTextBorder": "#ffdd44",
|
||||
"diffEditor.removedTextBackground": "#88bbff0c",
|
||||
"diffEditor.removedTextBorder": "#88bbff",
|
||||
"dropdown.background": "#222222",
|
||||
"dropdown.border": "#222222",
|
||||
"dropdown.foreground": "#888888",
|
||||
"editor.background": "#222222",
|
||||
"editor.findMatchBackground": "#44446655",
|
||||
"editor.findMatchHighlightBackground": "#444466aa",
|
||||
"editor.foreground": "#ffffff",
|
||||
"editor.hoverHighlightBackground": "#44446655",
|
||||
"editor.inactiveSelectionBackground": "#44446655",
|
||||
"editor.lineHighlightBackground": "#00000066",
|
||||
"editor.lineHighlightBorder": "#00000000",
|
||||
"editor.rangeHighlightBackground": "#333333",
|
||||
"editor.selectionBackground": "#444466",
|
||||
"editor.selectionHighlightBackground": "#44446655",
|
||||
"editor.wordHighlightBackground": "#44446655",
|
||||
"editor.wordHighlightStrongBackground": "#44446655",
|
||||
"editorBracketMatch.background": "#222222",
|
||||
"editorBracketMatch.border": "#666666",
|
||||
"editorCodeLens.foreground": "#666666",
|
||||
"editorCursor.foreground": "#ffffff",
|
||||
"editorError.foreground": "#ee5500",
|
||||
"editorGroup.border": "#111111",
|
||||
"editorGroup.dropBackground": "#111111bb",
|
||||
"editorGroupHeader.noTabsBackground": "#111111",
|
||||
"editorGroupHeader.tabsBackground": "#111111",
|
||||
"editorGroupHeader.tabsBorder": "#222222",
|
||||
"editorGutter.addedBackground": "#ffdd44",
|
||||
"editorGutter.background": "#222222",
|
||||
"editorGutter.deletedBackground": "#88bbff",
|
||||
"editorGutter.modifiedBackground": "#88bbff",
|
||||
"editorHoverWidget.background": "#333333",
|
||||
"editorHoverWidget.border": "#222222",
|
||||
"editorIndentGuide.background": "#333333",
|
||||
"editorLineNumber.foreground": "#555555",
|
||||
"editorLink.activeForeground": "#bba0ff",
|
||||
"editorMarkerNavigation.background": "#333333",
|
||||
"editorMarkerNavigationError.background": "#88bbff",
|
||||
"editorMarkerNavigationWarning.background": "#88bbff",
|
||||
"editorOverviewRuler.addedForeground": "#ffdd44",
|
||||
"editorOverviewRuler.border": "#222222",
|
||||
"editorOverviewRuler.currentContentForeground": "#333333",
|
||||
"editorOverviewRuler.deletedForeground": "#88bbff",
|
||||
"editorOverviewRuler.errorForeground": "#88bbff",
|
||||
"editorOverviewRuler.findMatchForeground": "#555555",
|
||||
"editorOverviewRuler.incomingContentForeground": "#333333",
|
||||
"editorOverviewRuler.infoForeground": "#bba0ff",
|
||||
"editorOverviewRuler.modifiedForeground": "#88bbff",
|
||||
"editorOverviewRuler.rangeHighlightForeground": "#333333",
|
||||
"editorOverviewRuler.selectionHighlightForeground": "#555555",
|
||||
"editorOverviewRuler.warningForeground": "#88bbff",
|
||||
"editorOverviewRuler.wordHighlightForeground": "#333333",
|
||||
"editorOverviewRuler.wordHighlightStrongForeground": "#555555",
|
||||
"editorRuler.foreground": "#ffffff",
|
||||
"editorSuggestWidget.background": "#333333",
|
||||
"editorSuggestWidget.border": "#333333",
|
||||
"editorSuggestWidget.foreground": "#888888",
|
||||
"editorSuggestWidget.highlightForeground": "#ffffff",
|
||||
"editorSuggestWidget.selectedBackground": "#666666",
|
||||
"editorWarning.border": "#00000000",
|
||||
"editorWarning.foreground": "#88bbff",
|
||||
"editorWhitespace.foreground": "#333333",
|
||||
"editorWidget.background": "#333333",
|
||||
"editorWidget.border": "#333333",
|
||||
"errorForeground": "#88bbff",
|
||||
"extensionButton.prominentBackground": "#333333",
|
||||
"extensionButton.prominentForeground": "#ffffff",
|
||||
"extensionButton.prominentHoverBackground": "#555555",
|
||||
"focusBorder": "#666666",
|
||||
"foreground": "#ffffff",
|
||||
"gitDecoration.modifiedResourceForeground": "#cccccc",
|
||||
"gitDecoration.untrackedResourceForeground": "#cccccc",
|
||||
"input.background": "#333333",
|
||||
"input.border": "#333333",
|
||||
"input.foreground": "#ffffff",
|
||||
"input.placeholderForeground": "#555555",
|
||||
"inputOption.activeBorder": "#555555",
|
||||
"inputValidation.errorBackground": "#333333",
|
||||
"inputValidation.errorBorder": "#88bbff",
|
||||
"inputValidation.infoBackground": "#333333",
|
||||
"inputValidation.infoBorder": "#bba0ff",
|
||||
"inputValidation.warningBackground": "#333333",
|
||||
"inputValidation.warningBorder": "#88bbff",
|
||||
"list.activeSelectionBackground": "#111111",
|
||||
"list.activeSelectionForeground": "#ffffff",
|
||||
"list.dropBackground": "#111111bf",
|
||||
"list.focusBackground": "#222222",
|
||||
"list.focusForeground": "#ffffff",
|
||||
"list.highlightForeground": "#ffffff",
|
||||
"list.hoverBackground": "#333333",
|
||||
"list.hoverForeground": "#ffffff",
|
||||
"list.inactiveSelectionBackground": "#000000",
|
||||
"list.inactiveSelectionForeground": "#ffffff",
|
||||
"menu.background": "#333333",
|
||||
"menu.foreground": "#ffffff",
|
||||
"merge.border": "#222222",
|
||||
"merge.currentContentBackground": "#333333",
|
||||
"merge.currentHeaderBackground": "#555555",
|
||||
"merge.incomingContentBackground": "#555555",
|
||||
"merge.incomingHeaderBackground": "#666666",
|
||||
"panel.background": "#111111",
|
||||
"panel.border": "#111111",
|
||||
"panelTitle.activeBorder": "#ffffff",
|
||||
"panelTitle.activeForeground": "#ffffff",
|
||||
"panelTitle.inactiveForeground": "#888888",
|
||||
"peekView.border": "#222222",
|
||||
"peekViewEditor.background": "#333333",
|
||||
"peekViewEditor.matchHighlightBackground": "#555555",
|
||||
"peekViewEditorGutter.background": "#333333",
|
||||
"peekViewResult.background": "#333333",
|
||||
"peekViewResult.fileForeground": "#888888",
|
||||
"peekViewResult.lineForeground": "#888888",
|
||||
"peekViewResult.matchHighlightBackground": "#555555",
|
||||
"peekViewResult.selectionBackground": "#333333",
|
||||
"peekViewResult.selectionForeground": "#ffffff",
|
||||
"peekViewTitle.background": "#333333",
|
||||
"peekViewTitleDescription.foreground": "#888888",
|
||||
"peekViewTitleLabel.foreground": "#ffffff",
|
||||
"pickerGroup.border": "#222222",
|
||||
"pickerGroup.foreground": "#555555",
|
||||
"progressBar.background": "#333333",
|
||||
"scrollbar.shadow": "#191919",
|
||||
"scrollbarSlider.activeBackground": "#ffffff12",
|
||||
"scrollbarSlider.background": "#ffffff12",
|
||||
"scrollbarSlider.hoverBackground": "#ffffff12",
|
||||
"selection.background": "#2255aa",
|
||||
"sideBar.background": "#111111",
|
||||
"sideBar.border": "#111111",
|
||||
"sideBar.foreground": "#888888",
|
||||
"sideBarSectionHeader.background": "#111111",
|
||||
"sideBarSectionHeader.foreground": "#666666",
|
||||
"sideBarTitle.foreground": "#555555",
|
||||
"statusBar.background": "#111111",
|
||||
"statusBar.border": "#111111",
|
||||
"statusBar.debuggingBackground": "#666666",
|
||||
"statusBar.debuggingForeground": "#ffffff",
|
||||
"statusBar.foreground": "#666666",
|
||||
"statusBar.noFolderBackground": "#111111",
|
||||
"statusBar.noFolderForeground": "#666666",
|
||||
"statusBarItem.activeBackground": "#222222",
|
||||
"statusBarItem.hoverBackground": "#222222",
|
||||
"statusBarItem.prominentBackground": "#333333",
|
||||
"statusBarItem.prominentHoverBackground": "#444444",
|
||||
"tab.activeBackground": "#222222",
|
||||
"tab.border": "#111111",
|
||||
"tab.inactiveBackground": "#111111",
|
||||
"tab.inactiveForeground": "#888888",
|
||||
"tab.unfocusedActiveBorder": "#888888",
|
||||
"tab.unfocusedActiveForeground": "#888888",
|
||||
"tab.unfocusedInactiveForeground": "#888888",
|
||||
"terminal.ansiBlack": "#333333",
|
||||
"terminal.ansiBlue": "#88bbff",
|
||||
"terminal.ansiBrightBlack": "#666666",
|
||||
"terminal.ansiBrightBlue": "#88bbff",
|
||||
"terminal.ansiBrightCyan": "#bba0ff",
|
||||
"terminal.ansiBrightGreen": "#ffdd44",
|
||||
"terminal.ansiBrightMagenta": "#88bbff",
|
||||
"terminal.ansiBrightRed": "#88bbff",
|
||||
"terminal.ansiBrightWhite": "#ffffff",
|
||||
"terminal.ansiBrightYellow": "#88cc44",
|
||||
"terminal.ansiCyan": "#bba0ff",
|
||||
"terminal.ansiGreen": "#ffdd44",
|
||||
"terminal.ansiMagenta": "#88bbff",
|
||||
"terminal.ansiRed": "#88bbff",
|
||||
"terminal.ansiWhite": "#ffffff",
|
||||
"terminal.ansiYellow": "#88cc44",
|
||||
"terminal.background": "#151515",
|
||||
"terminal.foreground": "#ffffff",
|
||||
"titleBar.activeBackground": "#111111",
|
||||
"titleBar.activeForeground": "#888888",
|
||||
"titleBar.inactiveBackground": "#111111",
|
||||
"titleBar.inactiveForeground": "#555555",
|
||||
"walkThrough.embeddedEditorBackground": "#111111",
|
||||
"widget.shadow": "#111111",
|
||||
//"activityBar.activeBorder": "#888888",
|
||||
//"activityBar.dropBorder": "#888888",
|
||||
//"activityBar.inactiveForeground": "#88888866",
|
||||
//"banner.background": "#111111",
|
||||
//"banner.foreground": "#ffffff",
|
||||
//"banner.iconForeground": "#3794ff",
|
||||
//"bookmarks.lineBackground": "#00000000",
|
||||
//"bookmarks.lineBorder": "#00000000",
|
||||
//"bookmarks.overviewRuler": "#157efb88",
|
||||
//"breadcrumb.activeSelectionForeground": "#ffffff",
|
||||
//"breadcrumb.background": "#222222",
|
||||
//"breadcrumb.focusForeground": "#ffffff",
|
||||
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//"notebook.cellEditorBackground": "#111111",
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//"notebook.cellStatusBarItemHoverBackground": "#ffffff26",
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//"notebook.symbolHighlightBackground": "#ffffff0b",
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//"notebookScrollbarSlider.hoverBackground": "#ffffff12",
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//"notebookStatusSuccessIcon.foreground": "#89d185",
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//"notificationCenterHeader.background": "#424242",
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//"notificationLink.foreground": "#3794ff",
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//"notifications.foreground": "#ffffff",
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//"notificationsErrorIcon.foreground": "#ee5500",
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//"notificationsWarningIcon.foreground": "#88bbff",
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//"panelSection.border": "#111111",
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//"panelSection.dropBackground": "#111111bb",
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//"panelSectionHeader.background": "#80808033",
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//"ports.iconRunningProcessForeground": "#88cc44",
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//"problemsWarningIcon.foreground": "#88bbff",
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//"quickInput.background": "#333333",
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//"quickInput.foreground": "#ffffff",
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//"quickInputList.focusBackground": "#111111",
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//"quickInputList.focusForeground": "#ffffff",
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//"quickInputTitle.background": "#ffffff1b",
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//"sash.hoverBorder": "#666666",
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//"searchEditor.findMatchBackground": "#44446670",
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//"searchEditor.textInputBorder": "#333333",
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//"settings.checkboxBackground": "#222222",
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//"settings.checkboxBorder": "#222222",
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//"settings.dropdownBackground": "#222222",
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//"settings.dropdownListBorder": "#333333",
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//"settings.textInputForeground": "#ffffff",
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//"sideBySideEditor.verticalBorder": "#111111",
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//"statusBar.debuggingBorder": "#111111",
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//"statusBar.noFolderBorder": "#111111",
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//"statusBarItem.compactHoverBackground": "#ffffff33",
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//"statusBarItem.errorBackground": "#0066eb",
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//"statusBarItem.errorForeground": "#ffffff",
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//"statusBarItem.prominentForeground": "#666666",
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//"statusBarItem.remoteBackground": "#88cc44",
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//"statusBarItem.remoteForeground": "#222222",
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//"statusBarItem.warningBackground": "#0066eb",
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//"statusBarItem.warningForeground": "#ffffff",
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//"symbolIcon.arrayForeground": "#ffffff",
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//"symbolIcon.booleanForeground": "#ffffff",
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//"symbolIcon.classForeground": "#ee9d28",
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//"symbolIcon.colorForeground": "#ffffff",
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//"symbolIcon.constantForeground": "#ffffff",
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//"symbolIcon.constructorForeground": "#b180d7",
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//"symbolIcon.enumeratorForeground": "#ee9d28",
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//"symbolIcon.enumeratorMemberForeground": "#75beff",
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//"symbolIcon.moduleForeground": "#ffffff",
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"string",
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"punctuation.definition.string.begin",
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"punctuation.definition.string.end",
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"meta.attribute-selector"
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"settings": {
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"foreground": "#88CC44"
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}
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},
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{
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"scope": [
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"keyword",
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"keyword.control",
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"constant",
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"constant.numeric",
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"constant.character.escape",
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"markup.raw",
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"meta.preprocessor",
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"meta.paragraph.markdown meta.dummy.line-break",
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"meta.paragraph.markdown meta.hard-line-break.markdown",
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"storage",
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"storage.class.restructuredtext.ref",
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"string.other.link.title",
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"string.regexp punctuation.definition.string.end",
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"variable.language.arguments",
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"storage.modifier",
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"keyword.operator.new",
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"keyword.operator",
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"keyword.operator.spread",
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"punctuation.section.embedded.end.php source.php",
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"support.function.construct",
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"meta.at-rule.keyframes",
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"meta.at-rule.keyframes entity.other.attribute-name"
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"foreground": "#88BBFF"
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"scope": [
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"meta.function-call meta.function-call.arguments",
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"meta.function-call meta.arguments",
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"meta.function-call meta.group",
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"source.json meta.structure.dictionary",
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"meta.object.member",
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"punctuation.definition.group",
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"meta.function-call.without-arguments.js",
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"meta.function-call.method.without-arguments.js",
|
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File renamed without changes.
File renamed without changes.
@@ -1,41 +0,0 @@
|
||||
{
|
||||
// Use IntelliSense to learn about possible attributes.
|
||||
// Hover to view descriptions of existing attributes.
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||||
// For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
|
||||
"version": "0.2.0",
|
||||
"configurations": [
|
||||
{
|
||||
"name": "Spark Client",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceFolder}/build/Debug/bin/net6.0-windows/Spark.exe",
|
||||
"cwd": "${workspaceFolder}/build/Debug/bin/net6.0-windows",
|
||||
"enableStepFiltering": false,
|
||||
"console": "internalConsole",
|
||||
"stopAtEntry": false
|
||||
},
|
||||
{
|
||||
"name": "Spark Test",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceFolder}/build/Debug/bin/net6.0/sparkcmd.exe",
|
||||
"args": ["test", "${input:test}"],
|
||||
"cwd": "${workspaceFolder}/build/Debug/bin/net6.0-windows",
|
||||
"enableStepFiltering": false,
|
||||
"console": "internalConsole",
|
||||
"stopAtEntry": false
|
||||
},
|
||||
{
|
||||
"name": "Attach (.NET Core)",
|
||||
"type": "coreclr",
|
||||
"request": "attach"
|
||||
}
|
||||
],
|
||||
"inputs": [
|
||||
{
|
||||
"id": "test",
|
||||
"description": "The test(s) to run",
|
||||
"type": "promptString"
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -1,37 +0,0 @@
|
||||
{
|
||||
"cmake.configureOnOpen": false,
|
||||
"workbench.colorTheme": "Default Dark+",
|
||||
"C_Cpp.intelliSenseEngine": "Disabled",
|
||||
"files.associations": {
|
||||
"*.js": "javascript",
|
||||
"*.conf": "jsonc",
|
||||
"array": "cpp",
|
||||
"xtree": "cpp",
|
||||
"chrono": "cpp",
|
||||
"*.ipp": "cpp",
|
||||
"optional": "cpp",
|
||||
"regex": "cpp",
|
||||
"system_error": "cpp",
|
||||
"format": "cpp",
|
||||
"future": "cpp",
|
||||
"istream": "cpp",
|
||||
"memory": "cpp",
|
||||
"tuple": "cpp",
|
||||
"type_traits": "cpp",
|
||||
"utility": "cpp",
|
||||
"variant": "cpp",
|
||||
"xlocmes": "cpp",
|
||||
"xlocmon": "cpp",
|
||||
"xlocnum": "cpp",
|
||||
"xloctime": "cpp",
|
||||
"xutility": "cpp",
|
||||
"xstring": "cpp",
|
||||
"string": "cpp",
|
||||
"cstdint": "cpp"
|
||||
},
|
||||
|
||||
"files.exclude": {
|
||||
"**/.g.cs": true,
|
||||
"**/.g.i.cs": true
|
||||
}
|
||||
}
|
||||
@@ -1,44 +0,0 @@
|
||||
{
|
||||
"version": "2.0.0",
|
||||
"tasks": [
|
||||
{
|
||||
"label": "Build Spark Client",
|
||||
"type": "process",
|
||||
"command": "C:\\Program Files\\Microsoft Visual Studio\\2022\\Community\\Common7\\Tools\\VsDevCmd.bat",
|
||||
"args": [
|
||||
"-arch=x64",
|
||||
"-host_arch=x64",
|
||||
"&&",
|
||||
"${workspaceRoot}\\tools\\buildspark.cmd"
|
||||
],
|
||||
"group": {
|
||||
"kind": "build",
|
||||
"isDefault": true
|
||||
},
|
||||
"presentation": {
|
||||
"echo": true,
|
||||
"reveal": "always",
|
||||
"focus": false,
|
||||
"panel": "new",
|
||||
"showReuseMessage": false,
|
||||
"clear": false,
|
||||
"close": false
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"label": "Run Spark Client",
|
||||
"type": "process",
|
||||
"command": "${workspaceRoot}\\build\\Debug\\bin\\net6.0-windows\\Spark.exe",
|
||||
"presentation": {
|
||||
"echo": true,
|
||||
"reveal": "always",
|
||||
"focus": false,
|
||||
"panel": "shared",
|
||||
"showReuseMessage": true,
|
||||
"clear": false
|
||||
},
|
||||
"problemMatcher": []
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -124,8 +124,8 @@ service OrderService {
|
||||
```
|
||||
### C++ Example
|
||||
```cpp
|
||||
#include "spark/api/public/ServiceContext.h"
|
||||
#include "spark/api/services/OrderService.client.pb.h"
|
||||
#include "lib/api/public/ServiceContext.h"
|
||||
#include "lib/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 "spark/api/public/ServiceContext.h"
|
||||
#include "spark/domain_model/Security.h"
|
||||
#include "spark/api/services/MarketDataService.client.pb.h"
|
||||
#include "lib/api/public/ServiceContext.h"
|
||||
#include "spark/lib/domain_model/Security.h"
|
||||
#include "lib/api/services/MarketDataService.client.pb.h"
|
||||
#include <thread>
|
||||
|
||||
using namespace bts::api;
|
||||
|
||||
@@ -0,0 +1 @@
|
||||
set(sources /home/taha/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
|
||||
@@ -1,8 +1,8 @@
|
||||
cmake_minimum_required(VERSION 3.5)
|
||||
project(doc)
|
||||
|
||||
include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
|
||||
include(${CMAKE_SOURCE_DIR}/cmake/Protobuf.cmake)
|
||||
include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
|
||||
include(${CMAKE_SOURCE_DIR}/tools/Protobuf.cmake)
|
||||
|
||||
# DEPENDENCIES
|
||||
set(DOC_GLOBS
|
||||
|
||||
@@ -1,38 +0,0 @@
|
||||
FROM ubuntu:22.04
|
||||
|
||||
ARG DEBIAN_FRONTEND=noninteractive
|
||||
|
||||
RUN apt-get update && apt-get install -y pkg-config
|
||||
RUN apt-get update && apt-get install -y locales
|
||||
RUN apt-get update && apt-get install -y ca-certificates
|
||||
RUN apt-get update && apt-get install -y libssh2-1-dev
|
||||
RUN apt-get update && apt-get install -y software-properties-common
|
||||
RUN apt-get update && apt-get install -y sudo
|
||||
|
||||
# GCC
|
||||
ARG gcc_major=13
|
||||
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
|
||||
&& apt-get update \
|
||||
&& apt-get install -y g++-$gcc_major
|
||||
|
||||
RUN apt-get update \
|
||||
&& apt-get install -y dotnet7
|
||||
|
||||
RUN locale-gen en_US.UTF-8
|
||||
|
||||
ARG docker_user="bts"
|
||||
ARG docker_uid="1000"
|
||||
ARG docker_pass="bts"
|
||||
|
||||
RUN \
|
||||
groupadd -g "$docker_uid" "$docker_user" \
|
||||
&& useradd \
|
||||
-m \
|
||||
-u "$docker_uid" \
|
||||
-g "$docker_uid" \
|
||||
-G sudo \
|
||||
--password "$(openssl passwd -1 "$docker_pass")" \
|
||||
"$docker_user"
|
||||
|
||||
USER bts
|
||||
WORKDIR /home/bts
|
||||
@@ -1,38 +0,0 @@
|
||||
FROM ubuntu:22.04
|
||||
|
||||
ARG DEBIAN_FRONTEND=noninteractive
|
||||
|
||||
RUN apt-get update && apt-get install -y pkg-config
|
||||
RUN apt-get update && apt-get install -y locales
|
||||
RUN apt-get update && apt-get install -y ca-certificates
|
||||
RUN apt-get update && apt-get install -y libssh2-1-dev
|
||||
RUN apt-get update && apt-get install -y software-properties-common
|
||||
RUN apt-get update && apt-get install -y sudo
|
||||
|
||||
# GCC
|
||||
ARG gcc_major=13
|
||||
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
|
||||
&& apt-get update \
|
||||
&& apt-get install -y g++-$gcc_major
|
||||
|
||||
RUN apt-get update \
|
||||
&& apt-get install -y dotnet8
|
||||
|
||||
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")" \
|
||||
"$docker_user"
|
||||
|
||||
USER bts
|
||||
WORKDIR /home/bts
|
||||
@@ -1,150 +0,0 @@
|
||||
FROM ubuntu:22.04
|
||||
|
||||
ARG DEBIAN_FRONTEND=noninteractive
|
||||
|
||||
# Note installations that take a while (more than 10s)
|
||||
|
||||
RUN apt-get update
|
||||
RUN apt-get install -y ca-certificates
|
||||
RUN apt-get install -y ccache
|
||||
RUN apt-get install -y curl
|
||||
RUN apt-get install -y fish
|
||||
RUN apt-get install -y gdb
|
||||
# git-all: ~250s
|
||||
RUN apt-get install -y git-all
|
||||
RUN apt-get install -y gnupg
|
||||
# liblttng-ust-dev: ~30s
|
||||
RUN apt-get install -y liblttng-ust-dev
|
||||
RUN apt-get install -y libssh2-1-dev
|
||||
RUN apt-get install -y locales
|
||||
RUN apt-get install -y ninja-build
|
||||
# openssh-server: ~40s
|
||||
RUN apt-get install -y openssh-server
|
||||
RUN apt-get install -y pkg-config
|
||||
RUN apt-get install -y software-properties-common
|
||||
RUN apt-get install -y sudo
|
||||
RUN apt-get install -y tzdata
|
||||
RUN apt-get install -y vim
|
||||
RUN apt-get install -y zip
|
||||
|
||||
# Python: ~30s
|
||||
RUN apt-get install -y \
|
||||
python3-pip \
|
||||
python3-venv \
|
||||
&& python3 -m pip install --upgrade pip
|
||||
|
||||
# GCC
|
||||
ARG gcc_major=13
|
||||
RUN \
|
||||
add-apt-repository ppa:ubuntu-toolchain-r/test \
|
||||
&& apt-get update \
|
||||
&& apt-get install -y g++-$gcc_major
|
||||
|
||||
# Clang
|
||||
ARG clang_major=17
|
||||
RUN \
|
||||
curl -fsSL https://apt.llvm.org/llvm-snapshot.gpg.key 2> /dev/null \
|
||||
| gpg --dearmor - \
|
||||
| tee /usr/share/keyrings/llvm-snapshot.gpg > /dev/null \
|
||||
&& echo "deb [signed-by=/usr/share/keyrings/llvm-snapshot.gpg] http://apt.llvm.org/$(lsb_release -cs)/ llvm-toolchain-$(lsb_release -cs)-$clang_major main" \
|
||||
| tee -a "/etc/apt/sources.list.d/llvm.list" \
|
||||
&& apt-get update \
|
||||
&& apt-get install -y \
|
||||
clang-$clang_major \
|
||||
clang-format-$clang_major \
|
||||
clangd-$clang_major
|
||||
|
||||
# CMake
|
||||
RUN set -eux \
|
||||
&& apt-get update \
|
||||
&& apt-get install -y --no-install-recommends ca-certificates curl gpg \
|
||||
&& curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc \
|
||||
| gpg --dearmor -o /usr/share/keyrings/kitware-archive-keyring.gpg \
|
||||
&& echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
|
||||
> /etc/apt/sources.list.d/kitware.list \
|
||||
&& apt-get update \
|
||||
&& apt-get install -y --no-install-recommends cmake \
|
||||
&& rm -rf /var/lib/apt/lists/*
|
||||
|
||||
# Dotnet
|
||||
RUN apt-get update && apt-get install -y dotnet8
|
||||
|
||||
# Node
|
||||
ARG node_major=18
|
||||
RUN mkdir -p /etc/apt/keyrings \
|
||||
&& curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
|
||||
| gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
|
||||
&& echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
|
||||
| tee /etc/apt/sources.list.d/nodesource.list \
|
||||
&& apt-get update \
|
||||
&& apt-get install -y nodejs
|
||||
|
||||
# Emumba (deps)
|
||||
RUN apt-get update && apt-get -y install rapidjson-dev
|
||||
# Emumba
|
||||
ARG EMUMBA_DERIBIT_CONNECTOR_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
|
||||
RUN --mount=type=secret,id=bitbucket_access_token \
|
||||
set -eux \
|
||||
&& apt-get update \
|
||||
&& TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
|
||||
&& curl -fL -H "Authorization: Bearer ${TOKEN}" $EMUMBA_DERIBIT_CONNECTOR_DEB_URL -o /tmp/emumba-deribit-connector.deb \
|
||||
&& apt-get install -y /tmp/emumba-deribit-connector.deb \
|
||||
&& rm -f /tmp/emumba-deribit-connector.deb
|
||||
|
||||
# Pcap
|
||||
RUN apt-get update && apt-get install -y libpcap0.8-dev
|
||||
|
||||
# Databento (deps)
|
||||
RUN apt-get update && apt-get -y install libzstd-dev
|
||||
|
||||
# Rakurai
|
||||
ARG RAKURAI_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/rakurai-dex-connector_0.0.5_amd64.deb"
|
||||
RUN --mount=type=secret,id=bitbucket_access_token \
|
||||
set -eux \
|
||||
&& apt-get update \
|
||||
&& TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
|
||||
&& curl -fL -H "Authorization: Bearer ${TOKEN}" $RAKURAI_DEB_URL -o /tmp/rakurai.deb \
|
||||
# Need --force-overwrite because rakuirai and emumba-deribit-connector both include the same
|
||||
# spdlog headers.
|
||||
&& apt-get install -y -o Dpkg::Options::="--force-overwrite" /tmp/rakurai.deb \
|
||||
&& rm -f /tmp/rakuirai.deb
|
||||
|
||||
# Docker in Docker
|
||||
RUN apt-get update && apt-get install -y \
|
||||
docker.io \
|
||||
docker-compose \
|
||||
docker-compose-v2
|
||||
|
||||
# Set up default executables (update-alternatives)
|
||||
RUN \
|
||||
update-alternatives --install /usr/bin/clang clang /usr/bin/clang-$clang_major 100; \
|
||||
update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-$clang_major 100; \
|
||||
update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-$clang_major 100; \
|
||||
update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-$clang_major 100; \
|
||||
update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-$gcc_major 100; \
|
||||
update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-$gcc_major 100
|
||||
|
||||
# Add compiler symlinks for ccache
|
||||
RUN \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/clang; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/clang++; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/clang-$clang_major; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/clang++-$clang_major; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/gcc; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/g++
|
||||
|
||||
RUN locale-gen en_US.UTF-8
|
||||
|
||||
ARG docker_user="bts"
|
||||
ARG docker_uid="1000"
|
||||
ARG docker_pass="bts"
|
||||
|
||||
RUN \
|
||||
groupadd -g "$docker_uid" "$docker_user" \
|
||||
&& useradd \
|
||||
-m \
|
||||
-u "$docker_uid" \
|
||||
-g "$docker_uid" \
|
||||
-G sudo \
|
||||
--password "$(openssl passwd -1 "$docker_pass")" \
|
||||
"$docker_user"
|
||||
Submodule
+1
Submodule docker/linux added at 05967d0f18.
@@ -1,141 +0,0 @@
|
||||
FROM ubuntu:latest
|
||||
|
||||
ARG DEBIAN_FRONTEND=noninteractive
|
||||
ENV TZ=America/New_York
|
||||
|
||||
# light deps (should be quick to download/install)
|
||||
RUN apt-get update && apt-get install -y \
|
||||
ca-certificates \
|
||||
curl \
|
||||
gnupg \
|
||||
liblttng-ust-dev \
|
||||
libpcap0.8-dev \
|
||||
locales \
|
||||
ninja-build \
|
||||
software-properties-common \
|
||||
sqlite3 \
|
||||
tzdata
|
||||
|
||||
# clang
|
||||
RUN apt-get update && apt-get install -y \
|
||||
clang-13 \
|
||||
clang-format-13 \
|
||||
clangd-13 \
|
||||
clang-15 \
|
||||
clang-format-15 \
|
||||
clangd-15
|
||||
|
||||
# g++
|
||||
RUN apt-get update && apt-get install -y \
|
||||
g++-11 \
|
||||
g++-12
|
||||
|
||||
# python
|
||||
RUN apt-get update && apt-get install -y \
|
||||
python3-pip \
|
||||
python3-venv \
|
||||
&& python3 -m pip install --upgrade pip
|
||||
|
||||
# dotnet
|
||||
RUN apt-get update && apt-get install -y \
|
||||
dotnet7
|
||||
|
||||
# ssh
|
||||
RUN apt-get update && apt-get install -y \
|
||||
libssh2-1-dev \
|
||||
openssh-server
|
||||
|
||||
# cmake
|
||||
RUN \
|
||||
curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
|
||||
| gpg --dearmor - \
|
||||
| tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
|
||||
&& echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
|
||||
| tee /etc/apt/sources.list.d/kitware.list > /dev/null \
|
||||
&& apt-get update \
|
||||
&& rm /usr/share/keyrings/kitware-archive-keyring.gpg \
|
||||
&& apt-get install -y kitware-archive-keyring \
|
||||
&& echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs)-rc main" \
|
||||
| tee -a /etc/apt/sources.list.d/kitware.list >/dev/null \
|
||||
&& apt-get install -y cmake
|
||||
|
||||
# node
|
||||
ARG node_major=18
|
||||
RUN mkdir -p /etc/apt/keyrings \
|
||||
&& curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
|
||||
| gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
|
||||
&& echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
|
||||
| tee /etc/apt/sources.list.d/nodesource.list \
|
||||
&& apt-get update \
|
||||
&& apt-get install -y nodejs
|
||||
|
||||
# ccache is done here so that ccache sees clang++ installed, not clang-10
|
||||
RUN apt-get update && apt-get install -y \
|
||||
ccache
|
||||
|
||||
# emumba (light deps)
|
||||
RUN apt-get update && apt-get install -y \
|
||||
build-essential \
|
||||
doxygen \
|
||||
python3-sphinx \
|
||||
graphviz \
|
||||
libgtest-dev \
|
||||
libssl-dev \
|
||||
rapidjson-dev \
|
||||
zlib1g-dev \
|
||||
pkg-config
|
||||
|
||||
# emumba (boost)
|
||||
RUN apt-get update && apt-get install -y \
|
||||
libboost-filesystem-dev \
|
||||
libboost-program-options-dev \
|
||||
libboost-test-dev \
|
||||
libboost-date-time-dev
|
||||
|
||||
# dev utils
|
||||
RUN apt-get update && apt-get install -y \
|
||||
fish \
|
||||
git-all \
|
||||
sudo \
|
||||
vim \
|
||||
wget
|
||||
|
||||
# set up default executables (update-alternatives)
|
||||
RUN \
|
||||
update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-13 100; \
|
||||
update-alternatives --install /usr/bin/clang clang /usr/bin/clang-13 100; \
|
||||
update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-13 100; \
|
||||
update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-13 100; \
|
||||
update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-11 100; \
|
||||
update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-11 100
|
||||
|
||||
# Add compiler symlinks for ccache
|
||||
RUN \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/clang; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/clang++; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/clang-13; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/clang++-13; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/clang-15; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/clang++-15; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/gcc; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/g++; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/gcc-11; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/g++-11; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/gcc-12; \
|
||||
ln -s /usr/bin/ccache /usr/local/bin/g++-12
|
||||
|
||||
RUN locale-gen en_US.UTF-8
|
||||
|
||||
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")" \
|
||||
"$docker_user"
|
||||
@@ -1,64 +0,0 @@
|
||||
[dev containers]: https://code.visualstudio.com/docs/devcontainers/containers
|
||||
[dev containers ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode-remote.remote-containers
|
||||
[docker repo sparkd-dev]: https://hub.docker.com/repository/docker/bluetradingsystems/sparkd-dev/general
|
||||
# Sparkd Dev Container
|
||||
## How to create a VS Code [Dev Container][dev containers]
|
||||
|
||||
1. Make sure the **[Dev Containers][dev containers ext]** extension is installed
|
||||
1. Make sure your Docker image is up to date
|
||||
```
|
||||
docker pull bluetradingsystems/sparkd-dev:latest
|
||||
```
|
||||
1. Copy **devcontainer.json** from this folder to **$workspaceFolder/.devcontainer/**.
|
||||
|
||||
1. In the VS Code Command Palette, run **Dev Containers: Reopen in Container**
|
||||
|
||||
---
|
||||
## How to create a Sparkd Container in the terminal (without VS Code)
|
||||
|
||||
1. Make sure your Docker image is up to date
|
||||
```
|
||||
docker pull bluetradingsystems/sparkd-dev:latest
|
||||
```
|
||||
2. Start the container
|
||||
```
|
||||
# Replace <cont_name> with a name for the container. The container's
|
||||
# "$HOME" dir will be mounted to "$HOME/.sparkd-dev/mounts/<cont_name> on
|
||||
# the host
|
||||
|
||||
./start_docker.sh --container <cont_name> --mount-existing
|
||||
```
|
||||
* *Replace <cont_name> with a name for the container*
|
||||
* *The container's `$HOME` dir will be mounted to
|
||||
`$HOME/.sparkd-dev/mounts<cont_name>` on the host*<br>
|
||||
* *Run: `./start_docker.sh --help` to see additional options*
|
||||
3. *(Optional) Attach VS Code to the running container.*<br>
|
||||
Run **Dev Containers: Attach to Running Container** from the command palette,
|
||||
then select your container in the dropdown
|
||||
|
||||
---
|
||||
## How to update the Docker image
|
||||
|
||||
1. Change the image by modifying the Dockerfile (don't tag arbitrary
|
||||
images on your machine and push them to our repo on Docker Hub)
|
||||
|
||||
1. After modifying the Dockerfile, (re)build the image
|
||||
```
|
||||
# Run in this dir
|
||||
docker build -t bluetradingsystems/sparkd-dev:latest .
|
||||
```
|
||||
***Note:** Your docker login must have write permissions to push to the
|
||||
[sparkd-dev][docker repo sparkd-dev] repository*
|
||||
|
||||
2. Commit the changes to Dockerfile in git
|
||||
|
||||
3. Push the new image to Docker Hub
|
||||
|
||||
```
|
||||
docker push bluetradingsystems/sparkd-dev:latest
|
||||
```
|
||||
***Note:** The image doesn't have to be on Docker Hub, we can simply build
|
||||
it from scratch on our local machines (with the Dockerfile). However, this
|
||||
takes time. It is significantly quicker to download a prebuilt image, so we
|
||||
store it on a remote repository to save time when setting up a new dev
|
||||
machine.*
|
||||
@@ -1,123 +0,0 @@
|
||||
# ~/.bashrc: executed by bash(1) for non-login shells.
|
||||
# see /usr/share/doc/bash/examples/startup-files (in the package bash-doc)
|
||||
# for examples
|
||||
|
||||
# If not running interactively, don't do anything
|
||||
case $- in
|
||||
*i*) ;;
|
||||
*) return;;
|
||||
esac
|
||||
|
||||
# don't put duplicate lines or lines starting with space in the history.
|
||||
# See bash(1) for more options
|
||||
HISTCONTROL=ignoreboth
|
||||
|
||||
# append to the history file, don't overwrite it
|
||||
shopt -s histappend
|
||||
|
||||
# for setting history length see HISTSIZE and HISTFILESIZE in bash(1)
|
||||
HISTSIZE=1000
|
||||
HISTFILESIZE=2000
|
||||
|
||||
# check the window size after each command and, if necessary,
|
||||
# update the values of LINES and COLUMNS.
|
||||
shopt -s checkwinsize
|
||||
|
||||
# If set, the pattern "**" used in a pathname expansion context will
|
||||
# match all files and zero or more directories and subdirectories.
|
||||
#shopt -s globstar
|
||||
|
||||
# make less more friendly for non-text input files, see lesspipe(1)
|
||||
[ -x /usr/bin/lesspipe ] && eval "$(SHELL=/bin/sh lesspipe)"
|
||||
|
||||
# set variable identifying the chroot you work in (used in the prompt below)
|
||||
if [ -z "${debian_chroot:-}" ] && [ -r /etc/debian_chroot ]; then
|
||||
debian_chroot=$(cat /etc/debian_chroot)
|
||||
fi
|
||||
|
||||
# set a fancy prompt (non-color, unless we know we "want" color)
|
||||
case "$TERM" in
|
||||
xterm-color|*-256color) color_prompt=yes;;
|
||||
esac
|
||||
|
||||
# uncomment for a colored prompt, if the terminal has the capability; turned
|
||||
# off by default to not distract the user: the focus in a terminal window
|
||||
# should be on the output of commands, not on the prompt
|
||||
#force_color_prompt=yes
|
||||
|
||||
if [ -n "$force_color_prompt" ]; then
|
||||
if [ -x /usr/bin/tput ] && tput setaf 1 >&/dev/null; then
|
||||
# We have color support; assume it's compliant with Ecma-48
|
||||
# (ISO/IEC-6429). (Lack of such support is extremely rare, and such
|
||||
# a case would tend to support setf rather than setaf.)
|
||||
color_prompt=yes
|
||||
else
|
||||
color_prompt=
|
||||
fi
|
||||
fi
|
||||
|
||||
if [ "$color_prompt" = yes ]; then
|
||||
PS1='${debian_chroot:+($debian_chroot)}\[\033[01;32m\]\u@\h\[\033[00m\]:\[\033[01;34m\]\w\[\033[00m\]\$ '
|
||||
else
|
||||
PS1='${debian_chroot:+($debian_chroot)}\u@\h:\w\$ '
|
||||
fi
|
||||
unset color_prompt force_color_prompt
|
||||
|
||||
# If this is an xterm set the title to user@host:dir
|
||||
case "$TERM" in
|
||||
xterm*|rxvt*)
|
||||
PS1="\[\e]0;${debian_chroot:+($debian_chroot)}\u@\h: \w\a\]$PS1"
|
||||
;;
|
||||
*)
|
||||
;;
|
||||
esac
|
||||
|
||||
# enable color support of ls and also add handy aliases
|
||||
if [ -x /usr/bin/dircolors ]; then
|
||||
test -r ~/.dircolors && eval "$(dircolors -b ~/.dircolors)" || eval "$(dircolors -b)"
|
||||
alias ls='ls --color=auto'
|
||||
#alias dir='dir --color=auto'
|
||||
#alias vdir='vdir --color=auto'
|
||||
|
||||
alias grep='grep --color=auto'
|
||||
alias fgrep='fgrep --color=auto'
|
||||
alias egrep='egrep --color=auto'
|
||||
fi
|
||||
|
||||
# colored GCC warnings and errors
|
||||
#export GCC_COLORS='error=01;31:warning=01;35:note=01;36:caret=01;32:locus=01:quote=01'
|
||||
|
||||
# some more ls aliases
|
||||
alias ll='ls -alF'
|
||||
alias la='ls -A'
|
||||
alias l='ls -CF'
|
||||
|
||||
# Add an "alert" alias for long running commands. Use like so:
|
||||
# sleep 10; alert
|
||||
alias alert='notify-send --urgency=low -i "$([ $? = 0 ] && echo terminal || echo error)" "$(history|tail -n1|sed -e '\''s/^\s*[0-9]\+\s*//;s/[;&|]\s*alert$//'\'')"'
|
||||
|
||||
# Alias definitions.
|
||||
# You may want to put all your additions into a separate file like
|
||||
# ~/.bash_aliases, instead of adding them here directly.
|
||||
# See /usr/share/doc/bash-doc/examples in the bash-doc package.
|
||||
|
||||
if [ -f ~/.bash_aliases ]; then
|
||||
. ~/.bash_aliases
|
||||
fi
|
||||
|
||||
# enable programmable completion features (you don't need to enable
|
||||
# this, if it's already enabled in /etc/bash.bashrc and /etc/profile
|
||||
# sources /etc/bash.bashrc).
|
||||
if ! shopt -oq posix; then
|
||||
if [ -f /usr/share/bash-completion/bash_completion ]; then
|
||||
. /usr/share/bash-completion/bash_completion
|
||||
elif [ -f /etc/bash_completion ]; then
|
||||
. /etc/bash_completion
|
||||
fi
|
||||
fi
|
||||
|
||||
if [[ ! -v XDG_CONFIG_HOME ]]; then
|
||||
export XDG_CONFIG_HOME="$HOME/.config"
|
||||
fi
|
||||
|
||||
export PATH="$HOME/.local/bin:$PATH"
|
||||
@@ -1,25 +0,0 @@
|
||||
if ! set -q XDG_CONFIG_HOME
|
||||
set -g XDG_CONFIG_HOME "$HOME/.config"
|
||||
end
|
||||
set fish_config_home $XDG_CONFIG_HOME/fish
|
||||
if test -f "$fish_config_home/aliases.fish"
|
||||
source "$fish_config_home/aliases.fish"
|
||||
end
|
||||
# enable general colors and case insensitive search in 'less'
|
||||
set -x LESS "$LESS -R -Q -I"
|
||||
set -x LC_ALL en_US.UTF-8
|
||||
# enable syntax highlighting in 'less'
|
||||
# set highlight color scheme in 'less' (fg)(bg)
|
||||
set -g LESS_TERMCAP_md (tput bold)(tput setaf 36)
|
||||
set -g LESS_TERMCAP_me (tput sgr0)
|
||||
set -g LESS_TERMCAP_so (tput setaf 232)(tput setab 49)
|
||||
|
||||
set -q TERM
|
||||
if test $status != 0; or test $TERM = 'xterm'
|
||||
set -g TERM 'xterm-256color'
|
||||
end
|
||||
|
||||
# Fix impossible-to-see navy blue command text color
|
||||
set fish_color_command F8F8F2
|
||||
|
||||
set -g PATH "$HOME/.local/bin" "$PATH"
|
||||
@@ -1,33 +0,0 @@
|
||||
{
|
||||
"image": "bluetradingsystems/sparkd-dev:latest",
|
||||
// Creates local dir to mount to HOME in docker
|
||||
"initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
|
||||
"hostRequirements": {
|
||||
"memory": "4gb",
|
||||
"storage": "6gb"
|
||||
},
|
||||
"postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
|
||||
"containerUser": "bts",
|
||||
"workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
|
||||
"workspaceFolder": "/home/bts/spark",
|
||||
"updateRemoteUserUID": true,
|
||||
"shutdownAction": "none",
|
||||
// Note: If running multiple containers on the same host, each must use a
|
||||
// unique set of ports. Usually we just add 1000 to each port as needed. For
|
||||
// example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
|
||||
"runArgs": [
|
||||
"--shm-size",
|
||||
"2gb",
|
||||
"-p",
|
||||
"8000:8000",
|
||||
"-p",
|
||||
"8001:8001",
|
||||
"-p",
|
||||
"8002:8002",
|
||||
"-p",
|
||||
"8003:8003"
|
||||
],
|
||||
"mounts": [
|
||||
"source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind"
|
||||
]
|
||||
}
|
||||
@@ -1,33 +0,0 @@
|
||||
#!/usr/bin/env bash
|
||||
|
||||
this_dir="$(realpath "$(dirname "${BASH_SOURCE[0]}")")"
|
||||
repo_dir="$(cd "$this_dir" && git rev-parse --show-toplevel)"
|
||||
tools_dir="$repo_dir/tools"
|
||||
gen_tag="GENERATED BY $(basename "${BASH_SOURCE[0]}")"
|
||||
|
||||
function copy_if_not_exist() {
|
||||
src="$1"
|
||||
dest="$2"
|
||||
if [[ ! -e "$src" ]]; then
|
||||
echo "Unable to copy $src to $dest. Source file doesn't exist"
|
||||
exit 1
|
||||
fi
|
||||
if [[ ! -e "$dest" ]]; then
|
||||
cp "$src" "$dest"
|
||||
fi
|
||||
}
|
||||
|
||||
# Init bashrc
|
||||
echo "Initializing bashrc"
|
||||
copy_if_not_exist "$this_dir/bashrc" "$HOME/.bashrc"
|
||||
|
||||
# Init fish config
|
||||
echo "Initializing fish config"
|
||||
fish_cfg_dir="$HOME/.config/fish/"
|
||||
mkdir -p "$fish_cfg_dir"
|
||||
exec "$tools_dir/write_tag_block.sh" \
|
||||
--tag "$gen_tag" \
|
||||
--replace \
|
||||
--in-place \
|
||||
--file "$fish_cfg_dir/config.fish" \
|
||||
--text "$(cat "$this_dir/config.fish")"
|
||||
@@ -1,250 +0,0 @@
|
||||
#!/usr/bin/env bash
|
||||
|
||||
function _exit() {
|
||||
if [[ "$#" -gt 1 ]]; then
|
||||
# When there are multiple args, the last arg is the exit code.
|
||||
echo "${@:1:($# - 1)}"
|
||||
exit "${@: -1}"
|
||||
fi
|
||||
echo "$1"
|
||||
exit 0
|
||||
}
|
||||
|
||||
help_text="\
|
||||
Add or update a user's uid
|
||||
|
||||
This script is intended to be run in a Docker container as a means to obtain
|
||||
file permissions in mounted directories owned by the specified UID.
|
||||
|
||||
Usage: set_user.sh [OPTIONS] USER UID
|
||||
|
||||
Positionals:
|
||||
USER The name of the user
|
||||
|
||||
Options:
|
||||
--user USER The name of the user (defaults to 'bts')
|
||||
--uid UID The new uid to give USER (defaults to '1000')
|
||||
--group GROUP The primary group to give USER (defaults to USER)
|
||||
--gid GID The primary gid to give USER (defaults to UID)
|
||||
--pass PASSWORD The password to give USER (defaults to USER, only applies
|
||||
if USER hasn't been created yet)
|
||||
--modify-existing Update UID/GID even if USER already exists
|
||||
-h,--help Print this help message and exit
|
||||
|
||||
"
|
||||
|
||||
function _add_group() {
|
||||
if [[ "$#" -ne 2 ]]; then
|
||||
_exit "'_add_group' requires exactly 2 args (group, gid). Received $#." 1
|
||||
fi
|
||||
local group="$1"
|
||||
local gid="$2"
|
||||
# Check if gid already exists
|
||||
local existing_group=""
|
||||
existing_group="$(getent group "$gid" | cut -d : -f 1)"
|
||||
if [[ -n "$existing_group" ]]; then
|
||||
if [[ "$existing_group" != "$group" ]]; then
|
||||
echo "\
|
||||
The gid '$gid' is already in use by group '$existing_group' (will not rename \
|
||||
the group)"
|
||||
fi
|
||||
return
|
||||
fi
|
||||
|
||||
# Check if group with same name already exists
|
||||
local existing_gid=""
|
||||
existing_gid="$(getent group "$group" | cut -d : -f 3)"
|
||||
if [[ -n "$existing_gid" ]]; then
|
||||
# The group already exists. Only modify if --modify-existing was specified.
|
||||
if [[ "$modify_existing" -eq 0 ]]; then
|
||||
_exit "\
|
||||
The group '$group' already exists with gid '$existing_gid'.
|
||||
Specify --modify-existing to change the gid anyways." 1
|
||||
fi
|
||||
echo "Changing gid for group '$group' from '$existing_gid' to '$gid'"
|
||||
groupmod -g "$gid" "$group"
|
||||
else
|
||||
# The group doesn't exist. Add it
|
||||
echo "Adding group '$group:$gid'"
|
||||
groupadd -g "$gid" "$group"
|
||||
fi
|
||||
}
|
||||
|
||||
function _add_user() {
|
||||
local user="$1"
|
||||
local uid="$2"
|
||||
local group="$3"
|
||||
local gid="$4"
|
||||
local pass="$5"
|
||||
if [[ "$#" -ne 5 ]]; then
|
||||
_exit "'_add_user' requires exactly 5 args (user, uid, group, gid, pass). \
|
||||
Received $#." 1
|
||||
fi
|
||||
|
||||
# Check if uid is being used by another user
|
||||
local existing_user=""
|
||||
existing_user="$(getent passwd "$uid" | cut -d : -f 1)"
|
||||
if [[ -n "$existing_user" ]]; then
|
||||
if [[ "$existing_user" != "$user" ]]; then
|
||||
_exit "The uid '$uid' is already in use by user '$existing_user'." 1
|
||||
fi
|
||||
|
||||
echo "The user '$user' already has the specified uid '$uid'."
|
||||
# Modify gid if necessary
|
||||
local existing_gid=""
|
||||
existing_gid="$(id -g "$user" 2> /dev/null)"
|
||||
if [[ "$existing_gid" = "$gid" ]]; then
|
||||
echo "The user '$user' already has the specified gid '$gid'."
|
||||
return
|
||||
fi
|
||||
|
||||
if [[ "$modify_existing" -eq 0 ]]; then
|
||||
_exit "\
|
||||
The user '$user' is associated with the primary group '$existing_gid'.
|
||||
Specify --modify-existing to change the gid anyways." 1
|
||||
fi
|
||||
|
||||
echo "Changing primary group for '$user' from '$existing_gid' to '$gid'."
|
||||
usermod -g "$gid" "$user"
|
||||
return
|
||||
fi
|
||||
|
||||
# Check if user with same name already exists
|
||||
local existing_uid=""
|
||||
existing_uid="$(id -u "$user" 2> /dev/null)"
|
||||
if [[ -n "$existing_uid" ]]; then
|
||||
if [[ "$existing_uid" = "$uid" ]]; then
|
||||
_exit "The user '$user' already has the specified uid '$uid'" 0
|
||||
fi
|
||||
|
||||
if [[ "$modify_existing" -eq 0 ]]; then
|
||||
_exit "\
|
||||
User '$user' already exists with uid '$existing_uid'.
|
||||
Specify --modify-existing to change the uid anyways." 1
|
||||
fi
|
||||
|
||||
echo "Changing uid for user '$user' from '$existing_uid' to '$uid'"
|
||||
if ! usermod -u "$uid" -g "$gid" "$user"; then
|
||||
_exit "usermod exited with code $?" 1
|
||||
fi
|
||||
return
|
||||
fi
|
||||
|
||||
# The user doesn't exist. Add it
|
||||
echo "Adding user '$user:$uid' (group='$group:$gid', password='$pass')"
|
||||
useradd -m -u "$uid" -g "$gid" -G sudo --password "$(openssl passwd -1 "$pass")" "$user"
|
||||
}
|
||||
|
||||
function _update_fish_dir_perms() {
|
||||
local user="$1"
|
||||
local uid="$2"
|
||||
local gid="$3"
|
||||
# When a fish shell session starts, a temp dir named '/tmp/fish.<user>' is
|
||||
# created with the user's current uid/gid. If such a dir exists for the
|
||||
# specified USER, make sure the uid/gid match the new values.
|
||||
fish_dir="/tmp/fish.$user"
|
||||
if [[ -d "$fish_dir" ]]; then
|
||||
perms="$uid:$gid"
|
||||
existing_perms="$(stat -c %u:%g "$fish_dir")"
|
||||
if [[ "$existing_perms" != "$perms" ]]; then
|
||||
echo "Changing uid:gid for dir '$fish_dir' from '$existing_perms' to '$perms'"
|
||||
chown -R "$perms" "$fish_dir"
|
||||
fi
|
||||
fi
|
||||
}
|
||||
|
||||
user=""
|
||||
group=""
|
||||
pass=""
|
||||
declare -i uid=0
|
||||
declare -i gid=0
|
||||
declare -i modify_existing=0
|
||||
|
||||
while [[ $# -gt 0 ]]; do
|
||||
case "$1" in
|
||||
--user)
|
||||
if [[ -z "$2" ]]; then
|
||||
_exit "USER (--user) must be non-empty" 1
|
||||
elif [[ "$2" = "root" ]]; then
|
||||
_exit "USER (--user) cannot be 'root'" 1
|
||||
fi
|
||||
user="$2"
|
||||
shift 2
|
||||
;;
|
||||
--group)
|
||||
if [[ -z "$2" ]]; then
|
||||
_exit "GROUP (--group) must be non-empty" 1
|
||||
elif [[ "$2" = "root" ]]; then
|
||||
_exit "GROUP (--group) cannot be 'root'" 1
|
||||
fi
|
||||
group="$2"
|
||||
shift 2
|
||||
;;
|
||||
--uid)
|
||||
if [[ -z "$2" ]]; then
|
||||
_exit "UID (--uid) must be non-empty" 1
|
||||
fi
|
||||
uid="$2"
|
||||
shift 2
|
||||
;;
|
||||
--gid)
|
||||
if [[ -z "$2" ]]; then
|
||||
_exit "GID (--gid) must be non-empty" 1
|
||||
fi
|
||||
gid="$2"
|
||||
shift 2
|
||||
;;
|
||||
--pass)
|
||||
if [[ -z "$2" ]]; then
|
||||
_exit "PASS (--pass) must be non-empty" 1
|
||||
fi
|
||||
pass="$2"
|
||||
shift 2
|
||||
;;
|
||||
--modify-existing)
|
||||
modify_existing=1
|
||||
shift 1
|
||||
;;
|
||||
-h)
|
||||
;&
|
||||
--help)
|
||||
_exit "$help_text" 0
|
||||
;;
|
||||
*)
|
||||
if [[ -z "$1" ]]; then
|
||||
_exit "Invalid positional argument '$1'" 1
|
||||
elif [[ -z "$user" ]]; then
|
||||
user="$1"
|
||||
elif [[ -z "$uid" ]]; then
|
||||
uid="$1"
|
||||
else
|
||||
_exit "Unexpected argument '$1'" 1
|
||||
fi
|
||||
shift 1
|
||||
;;
|
||||
esac
|
||||
done
|
||||
|
||||
if [[ -z "$user" ]]; then
|
||||
user="bts"
|
||||
fi
|
||||
|
||||
if [[ $uid -eq 0 ]]; then
|
||||
uid=1000
|
||||
fi
|
||||
|
||||
# In general, a user's primary group/gid matches the user's name/uid.
|
||||
# If group/gid args weren't specified, set them to name/uid.
|
||||
if [[ -z "$group" ]]; then
|
||||
group="$user"
|
||||
fi
|
||||
if [[ $gid -eq 0 ]]; then
|
||||
gid=$uid
|
||||
fi
|
||||
if [[ -z "$pass" ]]; then
|
||||
pass="$user"
|
||||
fi
|
||||
|
||||
_add_group "$group" "$gid"
|
||||
_add_user "$user" "$uid" "$group" "$gid" "$pass"
|
||||
_update_fish_dir_perms "$user" "$uid" "$gid"
|
||||
@@ -1,230 +0,0 @@
|
||||
#!/usr/bin/env bash
|
||||
|
||||
function _exit() {
|
||||
if [[ "$#" -gt 1 ]]; then
|
||||
# When there are multiple args, the last arg is the exit code.
|
||||
echo "${@:1:($# - 1)}"
|
||||
exit "${@: -1}"
|
||||
fi
|
||||
echo "$1"
|
||||
exit 0
|
||||
}
|
||||
|
||||
help_text="\
|
||||
Start a docker dev container
|
||||
Usage: start_docker.sh [OPTIONS] image container
|
||||
|
||||
Positionals:
|
||||
image The image to instantiate
|
||||
container The name for the container
|
||||
|
||||
Options:
|
||||
-u,--user USER The user to add in the container (defaults to 'bts')
|
||||
-p,--pass PASS The password for USER in the container (defaults to USER)
|
||||
-i,--image IMAGE The image to instantiate (defaults to 'bluetradingsystems/sparkd-dev:latest')
|
||||
-c,--container CONT The name for the container
|
||||
-m,--mount MOUNT The name for the folder (outside the container) to create/mount to the home
|
||||
directory in the container. Mount folders are added here: $mount_prefix
|
||||
--mount-existing Mount the specified dir even if it already exists
|
||||
--port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
|
||||
specified multiple times.
|
||||
-h,--help Print this help message and exit
|
||||
|
||||
"
|
||||
|
||||
mount_prefix="$HOME/.sparkd-dev/mounts"
|
||||
declare docker_user=""
|
||||
declare docker_pass=""
|
||||
declare image_name=""
|
||||
declare cont_name=""
|
||||
declare mount_name=""
|
||||
declare -i mount_existing=0
|
||||
declare -a port_mappings=()
|
||||
|
||||
while [[ $# -gt 0 ]]; do
|
||||
case "$1" in
|
||||
-u)
|
||||
;&
|
||||
--user)
|
||||
if [[ -z "$2" ]]; then
|
||||
_exit "User (-u,--user) must be non-empty" 1
|
||||
fi
|
||||
docker_user="$2"
|
||||
shift 2
|
||||
;;
|
||||
-p)
|
||||
;&
|
||||
--pass)
|
||||
if [[ -z "$2" ]]; then
|
||||
_exit "Password (-p,--pass) must be non-empty" 1
|
||||
fi
|
||||
docker_pass="$2"
|
||||
shift 2
|
||||
;;
|
||||
-i)
|
||||
;&
|
||||
--image)
|
||||
if [[ -n "$image_name" ]]; then
|
||||
_exit "Unexpected argument '$1'" 1
|
||||
elif [[ -z "$2" ]]; then
|
||||
_exit "Image (-i,--image) must be non-empty" 1
|
||||
fi
|
||||
image_name="$2"
|
||||
shift 2
|
||||
;;
|
||||
-c)
|
||||
;&
|
||||
--container)
|
||||
if [[ -n "$cont_name" ]]; then
|
||||
_exit "Unexpected argument '$1'" 1
|
||||
elif [[ -z "$2" ]]; then
|
||||
_exit "Container (-c,--container) must be non-empty" 1
|
||||
fi
|
||||
cont_name="$2"
|
||||
shift 2
|
||||
;;
|
||||
--port)
|
||||
# Parse port(s) arg, and append the result to 'port_mappings'
|
||||
# Note: port(s) may be specified in bracketed notation:
|
||||
# [a:b,c:d,...,y:z]
|
||||
next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
|
||||
if [[ "${#port_mappings[@]}" -gt 0 ]]; then
|
||||
next_ports=" $next_ports"
|
||||
fi
|
||||
port_mappings+=("$next_ports")
|
||||
shift 2
|
||||
;;
|
||||
-m)
|
||||
;&
|
||||
--mount)
|
||||
if [[ -z "$2" ]]; then
|
||||
echo "Mount (-m,--mount) must be non-empty"
|
||||
fi
|
||||
mount_name="$2"
|
||||
shift 2
|
||||
;;
|
||||
--mount-existing)
|
||||
mount_existing=1
|
||||
shift 1
|
||||
;;
|
||||
-h)
|
||||
;&
|
||||
--help)
|
||||
_exit "$help_text" 0
|
||||
;;
|
||||
*)
|
||||
if [[ -z "$1" ]]; then
|
||||
_exit "Invalid positional argument '$1'" "$help_text" 1
|
||||
elif [[ -z "$image_name" ]]; then
|
||||
image_name="$1"
|
||||
elif [[ -z "$cont_name" ]]; then
|
||||
cont_name="$1"
|
||||
else
|
||||
_exit "Unexpected argument '$1'" "$help_text" 1
|
||||
fi
|
||||
shift 1
|
||||
;;
|
||||
esac
|
||||
done
|
||||
|
||||
|
||||
if [[ -z "$image_name" ]]; then
|
||||
image_name="bluetradingsystems/sparkd-dev:latest"
|
||||
fi
|
||||
|
||||
host_name="$(hostname)"
|
||||
if [[ -n "$cont_name" ]]; then
|
||||
host_name="$host_name.$cont_name"
|
||||
fi
|
||||
|
||||
if [[ -z "$mount_name" ]]; then
|
||||
mount_name="$cont_name"
|
||||
fi
|
||||
|
||||
if [[ -z "$mount_name" && -z "$cont_name" ]]; then
|
||||
_exit "Please specify mount (-m,--mount) and/or container (-c,--container)" 1
|
||||
fi
|
||||
|
||||
if [[ -z "$docker_user" ]]; then
|
||||
docker_user="bts"
|
||||
fi
|
||||
|
||||
if [[ "$docker_user" = "root" ]]; then
|
||||
_exit "USER (--user) cannot be 'root'" 1
|
||||
fi
|
||||
|
||||
cont_home="/home/$docker_user"
|
||||
home_src="$mount_prefix/$mount_name"
|
||||
home_tgt="$cont_home"
|
||||
this_dir="$(dirname "$(realpath "${BASH_SOURCE[0]}")")"
|
||||
repo_src="$(cd "$this_dir" && git rev-parse --show-toplevel)"
|
||||
repo_tgt="$cont_home/spark"
|
||||
working_dir="$cont_home"
|
||||
|
||||
if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
|
||||
# Don't overwrite existing dir (might be mounted in another container)
|
||||
_exit "Mount dir '$home_src' already exists (use --mount-existing to mount \
|
||||
an existing directory)" 1
|
||||
fi
|
||||
|
||||
mkdir -p "$home_src"
|
||||
|
||||
if [[ "${#port_mappings[@]}" -eq 0 ]]; then
|
||||
port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
|
||||
fi
|
||||
|
||||
# Adapt port_mappings into args for `docker run` by prepending "-p " to each
|
||||
# item
|
||||
declare -a docker_port_args=()
|
||||
for port_mapping in "${port_mappings[@]}"; do
|
||||
docker_port_args+=("-p $port_mapping")
|
||||
done
|
||||
|
||||
echo "Starting container '$cont_name'
|
||||
image_name : $image_name
|
||||
cont_name : $cont_name
|
||||
home_src : $home_src
|
||||
home_tgt : $home_tgt
|
||||
repo_src : $repo_src
|
||||
repo_tgt : $repo_tgt
|
||||
working dir : $working_dir
|
||||
ports : ${port_mappings[*]}
|
||||
"
|
||||
|
||||
# DON'T wrap $docker_port_args in quotes. We want bash to split args by
|
||||
# whitespace
|
||||
docker run \
|
||||
--net bridge \
|
||||
-h "$host_name" \
|
||||
-e "TZ=America/New_York" \
|
||||
--cap-add=SYS_PTRACE \
|
||||
--security-opt seccomp=unconfined \
|
||||
--name "$cont_name" \
|
||||
-v "$home_src:$home_tgt" \
|
||||
-v "$repo_src:$repo_tgt" \
|
||||
-w "$working_dir" \
|
||||
${docker_port_args[*]} \
|
||||
--shm-size=4024m \
|
||||
-t \
|
||||
-i \
|
||||
-d \
|
||||
-e DISPLAY="$DISPLAY" \
|
||||
"$image_name"
|
||||
|
||||
# Add user w/ same uid and gid as the current user outside of docker, so the
|
||||
# user inside the docker has file permissions in the mounted dir.
|
||||
docker_group="$docker_user"
|
||||
docker_uid="$(id -u "$USER")"
|
||||
docker_gid="$(id -g "$USER")"
|
||||
if [[ -z "$docker_pass" ]]; then
|
||||
docker_pass="$docker_user"
|
||||
fi
|
||||
docker exec -u root -it "$cont_name" "$repo_tgt/docker/sparkd/dev/set_user.sh" \
|
||||
--user "$docker_user" \
|
||||
--uid "$docker_uid" \
|
||||
--group "$docker_group" \
|
||||
--gid "$docker_gid" \
|
||||
--pass "$docker_pass"
|
||||
|
||||
# Run same script VS Code runs to initialize the container
|
||||
docker exec -u "$docker_user" -it "$cont_name" "$repo_tgt/docker/sparkd/dev/devcontainer_post_create.sh"
|
||||
@@ -1,64 +0,0 @@
|
||||
#!/usr/bin/env bash
|
||||
|
||||
function print_help_and_exit() {
|
||||
cat <<EOF
|
||||
Open a shell inside the docker container
|
||||
Usage: docker_shell.sh [OPTIONS] [CONTAINER]
|
||||
|
||||
Options:
|
||||
-u,--user The user to login with in the container (defaults to the current user)
|
||||
-c,--container The container name (may also be specified as positional arg)
|
||||
-h,--help Print this help message and exit
|
||||
|
||||
EOF
|
||||
exit "$1"
|
||||
}
|
||||
|
||||
|
||||
declare docker_user=""
|
||||
declare cont_name=""
|
||||
|
||||
while [[ $# -gt 0 ]]; do
|
||||
case "$1" in
|
||||
-u)
|
||||
;&
|
||||
--user)
|
||||
if [[ -z "$2" ]]; then
|
||||
echo "User (-u,--user) must be non-empty"
|
||||
print_help_and_exit 1
|
||||
fi
|
||||
docker_user="$2"
|
||||
shift 2
|
||||
;;
|
||||
-h)
|
||||
;&
|
||||
--help)
|
||||
print_help_and_exit 0
|
||||
;;
|
||||
-c)
|
||||
;&
|
||||
--container)
|
||||
shift 1
|
||||
;&
|
||||
*)
|
||||
if [[ ! -z "$cont_name" ]]; then
|
||||
echo "Unexpected argument '$1'"
|
||||
print_help_and_exit 1
|
||||
fi
|
||||
cont_name="$1"
|
||||
shift 1
|
||||
;;
|
||||
esac
|
||||
done
|
||||
|
||||
|
||||
if [[ -z "$cont_name" ]]; then
|
||||
echo "Please specify the container ([-c,--container])"
|
||||
print_help_and_exit 1
|
||||
fi
|
||||
|
||||
if [[ -z "$docker_user" ]]; then
|
||||
docker_user="$USER"
|
||||
fi
|
||||
|
||||
docker exec -u "$docker_user" -it "$cont_name" bash
|
||||
@@ -1,233 +0,0 @@
|
||||
#!/usr/bin/env bash
|
||||
|
||||
mount_prefix="$HOME/.spark-dev/mounts"
|
||||
|
||||
function print_help_and_exit() {
|
||||
cat <<EOF
|
||||
Start a docker dev container
|
||||
Usage: start_docker.sh [OPTIONS] image container
|
||||
|
||||
Positionals:
|
||||
image The image to instantiate
|
||||
container The name for the container
|
||||
|
||||
Options:
|
||||
-u,--user USER The user to add in the container (defaults to the current user)
|
||||
-p,--pass PASS The password for USER in the container (defaults to USER)
|
||||
-i,--image IMAGE The image to instantiate
|
||||
-c,--container CONT The name for the container
|
||||
-m,--mount MOUNT The name for the folder (outside the container) to create/mount to the home
|
||||
directory in the container. Mount folders are added here: $mount_prefix
|
||||
--mount-existing Mount the specified dir even if it already exists
|
||||
--port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
|
||||
specified multiple times.
|
||||
-h,--help Print this help message and exit
|
||||
|
||||
EOF
|
||||
exit "$1"
|
||||
}
|
||||
|
||||
|
||||
declare docker_user=""
|
||||
declare docker_pass=""
|
||||
declare image_name=""
|
||||
declare cont_name=""
|
||||
declare mount_name=""
|
||||
declare -i mount_existing=0
|
||||
declare -a port_mappings=()
|
||||
|
||||
while [[ $# -gt 0 ]]; do
|
||||
case "$1" in
|
||||
-u)
|
||||
;&
|
||||
--user)
|
||||
if [[ -z "$2" ]]; then
|
||||
echo "User (-u,--user) must be non-empty"
|
||||
print_help_and_exit 1
|
||||
fi
|
||||
docker_user="$2"
|
||||
shift 2
|
||||
;;
|
||||
-p)
|
||||
;&
|
||||
--pass)
|
||||
if [[ -z "$2" ]]; then
|
||||
echo "Password (-p,--pass) must be non-empty"
|
||||
print_help_and_exit 1
|
||||
fi
|
||||
docker_pass="$2"
|
||||
shift 2
|
||||
;;
|
||||
-i)
|
||||
;&
|
||||
--image)
|
||||
if [[ -n "$image_name" ]]; then
|
||||
echo "Unexpected argument '$1'"
|
||||
print_help_and_exit 1
|
||||
elif [[ -z "$2" ]]; then
|
||||
echo "Image (-i,--image) must be non-empty"
|
||||
print_help_and_exit 1
|
||||
fi
|
||||
image_name="$2"
|
||||
shift 2
|
||||
;;
|
||||
-c)
|
||||
;&
|
||||
--container)
|
||||
if [[ -n "$cont_name" ]]; then
|
||||
echo "Unexpected argument '$1'"
|
||||
print_help_and_exit 1
|
||||
elif [[ -z "$2" ]]; then
|
||||
echo "Container (-c,--container) must be non-empty"
|
||||
print_help_and_exit 1
|
||||
fi
|
||||
cont_name="$2"
|
||||
shift 2
|
||||
;;
|
||||
--port)
|
||||
# Parse port(s) arg, and append the result to 'port_mappings'
|
||||
# Note: port(s) may be specified in bracketed notation:
|
||||
# [a:b,c:d,...,y:z]
|
||||
next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
|
||||
if [[ "${#port_mappings[@]}" -gt 0 ]]; then
|
||||
next_ports=" $next_ports"
|
||||
fi
|
||||
port_mappings+=("$next_ports")
|
||||
shift 2
|
||||
;;
|
||||
-m)
|
||||
;&
|
||||
--mount)
|
||||
if [[ -z "$2" ]]; then
|
||||
echo "Mount (-m,--mount) must be non-empty"
|
||||
fi
|
||||
mount_name="$2"
|
||||
shift 2
|
||||
;;
|
||||
--mount-existing)
|
||||
mount_existing=1
|
||||
shift 1
|
||||
;;
|
||||
-h)
|
||||
;&
|
||||
--help)
|
||||
print_help_and_exit 0
|
||||
;;
|
||||
*)
|
||||
if [[ -z "$1" ]]; then
|
||||
echo "Invalid positional argument '$1'"
|
||||
print_help_and_exit 1
|
||||
elif [[ -z "$image_name" ]]; then
|
||||
image_name="$1"
|
||||
elif [[ -z "$cont_name" ]]; then
|
||||
cont_name="$1"
|
||||
else
|
||||
echo "Unexpected argument '$1'"
|
||||
print_help_and_exit 1
|
||||
fi
|
||||
shift 1
|
||||
;;
|
||||
esac
|
||||
done
|
||||
|
||||
|
||||
if [[ -z "$image_name" ]]; then
|
||||
image_name="bluetradingsystems/spark-crypto-dev"
|
||||
fi
|
||||
|
||||
host_name="$(hostname)"
|
||||
if [[ -n "$cont_name" ]]; then
|
||||
host_name="$host_name.$cont_name"
|
||||
fi
|
||||
|
||||
if [[ -z "$mount_name" ]]; then
|
||||
mount_name="$cont_name"
|
||||
fi
|
||||
|
||||
if [[ -z "$mount_name" && -z "$cont_name" ]]; then
|
||||
echo "Please specify mount (-m,--mount) and/or container (-c,--container)"
|
||||
print_help_and_exit 1
|
||||
fi
|
||||
|
||||
if [[ -z "$docker_user" ]]; then
|
||||
docker_user="$USER"
|
||||
fi
|
||||
|
||||
home_src=$mount_prefix/$mount_name
|
||||
home_tgt=$HOME
|
||||
repo_src=$(git rev-parse --show-superproject-working-tree)
|
||||
repo_tgt=$HOME/$(basename "$repo_src")
|
||||
working_dir=$HOME
|
||||
|
||||
if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
|
||||
# Don't overwrite existing dir (might be mounted in another container)
|
||||
echo "Mount dir '$home_src' already exists (use --mount-existing to mount an existing directory)"
|
||||
print_help_and_exit 1
|
||||
fi
|
||||
|
||||
mkdir -p "$home_src"
|
||||
|
||||
if [[ "${#port_mappings[@]}" -eq 0 ]]; then
|
||||
port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
|
||||
fi
|
||||
|
||||
# Adapt port_mappings into args for `docker run` by prepending "-p " to each
|
||||
# item
|
||||
declare -a docker_port_args=()
|
||||
for port_mapping in "${port_mappings[@]}"; do
|
||||
docker_port_args+=("-p $port_mapping")
|
||||
done
|
||||
|
||||
echo "Starting container '$cont_name'
|
||||
image_name : $image_name
|
||||
cont_name : $cont_name
|
||||
home_src : $home_src
|
||||
home_tgt : $home_tgt
|
||||
repo_src : $repo_src
|
||||
repo_tgt : $repo_tgt
|
||||
working dir : $working_dir
|
||||
ports : ${port_mappings[*]}
|
||||
"
|
||||
|
||||
# DON'T wrap $docker_port_args in quotes. We want bash to split args by
|
||||
# whitespace
|
||||
docker run \
|
||||
--net bridge \
|
||||
-h "$host_name" \
|
||||
-e "TZ=America/New_York" \
|
||||
--cap-add=SYS_PTRACE \
|
||||
--security-opt seccomp=unconfined \
|
||||
--name "$cont_name" \
|
||||
-v "$home_src:$home_tgt" \
|
||||
-v "$repo_src:$repo_tgt" \
|
||||
-w "$working_dir" \
|
||||
${docker_port_args[*]} \
|
||||
--shm-size=4024m \
|
||||
-t \
|
||||
-i \
|
||||
-d \
|
||||
-e DISPLAY="$DISPLAY" \
|
||||
"$image_name" \
|
||||
bash
|
||||
|
||||
# Add user w/ same uid and gid as the current user outside of docker, so the
|
||||
# user inside the docker has file permissions in the mounted dir.
|
||||
docker_group="$docker_user"
|
||||
docker_user_uid="$(id -u "$USER")"
|
||||
docker_user_gid="$(id -g "$USER")"
|
||||
|
||||
echo "Adding user in container '$cont_name'
|
||||
name : $docker_user
|
||||
uid : $docker_user_uid
|
||||
gid : $docker_user_gid"
|
||||
|
||||
if [[ -z "$docker_pass" ]]; then
|
||||
docker_pass="$docker_user"
|
||||
echo "Giving user '$docker_user' a secure password: $docker_pass"
|
||||
fi
|
||||
|
||||
docker exec -u root -it "$cont_name" groupadd -g "$docker_user_gid" "$docker_group"
|
||||
docker exec -u root -it "$cont_name" useradd -u "$docker_user_uid" -g "$docker_user_gid" "$docker_user"
|
||||
docker exec -u root -it "$cont_name" usermod --password "$(openssl passwd -1 "$docker_pass")" "$docker_user"
|
||||
docker exec -u root -it "$cont_name" usermod -aG sudo "$docker_user"
|
||||
docker exec -u root -it "$cont_name" "$repo_tgt/externals/src/emumba/install_emumba-deribit-connector.sh"
|
||||
Submodule
+1
Submodule docker/windows added at de7d40c09d.
+1
-1
Submodule externals updated: c7478ef5cd...1dffb78a8e.
+1
-1
@@ -1,6 +1,6 @@
|
||||
{
|
||||
"sdk": {
|
||||
"version": "6.0.200",
|
||||
"version": "2.1.508",
|
||||
"rollForward": "latestMajor"
|
||||
}
|
||||
}
|
||||
+2
-27
@@ -1,42 +1,17 @@
|
||||
astroid==2.7.3
|
||||
autopep8==1.5.7
|
||||
blinker==1.9.0
|
||||
boto3==1.37.9
|
||||
botocore==1.37.9
|
||||
certifi==2023.5.7
|
||||
charset-normalizer==3.1.0
|
||||
click==8.1.8
|
||||
cffi==1.14.6
|
||||
colorama==0.4.4
|
||||
Flask==3.1.0
|
||||
idna==3.4
|
||||
isort==5.9.3
|
||||
itsdangerous==2.2.0
|
||||
Jinja2==3.1.6
|
||||
jmespath==1.0.1
|
||||
lazy-object-proxy==1.6.0
|
||||
MarkupSafe==3.0.2
|
||||
mccabe==0.6.1
|
||||
numpy==2.2.6
|
||||
platformdirs==2.3.0
|
||||
protobuf==6.33.4
|
||||
protobuf==3.19.1
|
||||
pybars3==0.9.7
|
||||
pybind11==3.0.1
|
||||
pybind11-stubgen==2.5.5
|
||||
pybit==5.11.0
|
||||
pycodestyle==2.7.0
|
||||
pycparser==2.20
|
||||
pycryptodome==3.23.0
|
||||
pylint==2.10.2
|
||||
PyMeta3==0.5.1
|
||||
python-dateutil==2.9.0.post0
|
||||
python-dotenv==1.0.1
|
||||
requests==2.31.0
|
||||
s3transfer==0.11.4
|
||||
six==1.17.0
|
||||
termcolor==1.1.0
|
||||
toml==0.10.2
|
||||
urllib3==2.0.3
|
||||
websocket-client==1.8.0
|
||||
Werkzeug==3.1.3
|
||||
wrapt==1.12.1
|
||||
yapf==0.31.0
|
||||
@@ -0,0 +1,41 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio 15
|
||||
VisualStudioVersion = 15.0.26730.10
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
|
||||
EndProject
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|x64 = Debug|x64
|
||||
MinSizeRel|x64 = MinSizeRel|x64
|
||||
Release|x64 = Release|x64
|
||||
RelWithDebInfo|x64 = RelWithDebInfo|x64
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.Build.0 = Debug|x64
|
||||
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.ActiveCfg = Release|x64
|
||||
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.Build.0 = Release|x64
|
||||
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.ActiveCfg = Release|x64
|
||||
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.Build.0 = Release|x64
|
||||
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.ActiveCfg = Release|x64
|
||||
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.Build.0 = Release|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Release|x64.ActiveCfg = Release|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Release|x64.Build.0 = Release|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {6A7249D7-B40C-4656-9347-60072D0B8FDB}
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
+85
-393
@@ -1,414 +1,106 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 17
|
||||
VisualStudioVersion = 17.0.31903.59
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30114.105
|
||||
MinimumVisualStudioVersion = 15.0.26124.0
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}"
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{684863A1-3396-4D31-A731-C0725CF07F4E}"
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{45292808-4EF3-4D4A-B3F5-B75C42EE5870}"
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\sparkcmd\sparkcmd.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6}"
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{28A26DF7-5F7A-43A2-A548-B55FEBCC3958}"
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{7543386A-5EBA-4AF0-9E0F-35657B58557D}"
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
|
||||
ProjectSection(ProjectDependencies) = postProject
|
||||
{9FA60215-26AF-3EB7-AB89-D4F4B126EF40} = {9FA60215-26AF-3EB7-AB89-D4F4B126EF40}
|
||||
EndProjectSection
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{C13A5ABD-F739-4BE8-A2FE-511E989A5B43}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{F7C6F079-67BA-4899-9B43-D3F8C121D264}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{ECBAA198-EC93-4174-8156-BDA5F5E95042}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{B6070F41-8759-448B-B56D-A7D15D489569}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{B2D721AB-920C-4CD6-8DBF-6778A115A449}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "client", "client", "{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "spark", "spark", "{42C014A0-00C5-0620-8552-38912E891A7F}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark", "src\client\spark\Spark.csproj", "{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{2B8243FF-60C6-4607-8AAE-7762D29B0A48}"
|
||||
EndProject
|
||||
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|
||||
{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Debug|x64.Build.0 = Debug|x64
|
||||
{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
|
||||
{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
|
||||
{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.ActiveCfg = Release|x64
|
||||
{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.Build.0 = Release|x64
|
||||
{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
|
||||
{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.ActiveCfg = Release|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.Build.0 = Release|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x64.ActiveCfg = Release|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x64.Build.0 = Release|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.ActiveCfg = Release|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.Build.0 = Release|x64
|
||||
{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.Build.0 = Debug|x64
|
||||
{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.ActiveCfg = Debug|x64
|
||||
{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.Build.0 = Debug|x64
|
||||
{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.ActiveCfg = Release|x64
|
||||
{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.Build.0 = Release|x64
|
||||
{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.ActiveCfg = Release|x64
|
||||
{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.Build.0 = Release|x64
|
||||
{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.Build.0 = Debug|x64
|
||||
{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.MinSizeRel|x64.ActiveCfg = Release|x64
|
||||
{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.MinSizeRel|x64.Build.0 = Release|x64
|
||||
{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.ActiveCfg = Release|x64
|
||||
{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.Build.0 = Release|x64
|
||||
{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.ActiveCfg = Release|x64
|
||||
{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
|
||||
{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Debug|x64.Build.0 = Debug|x64
|
||||
{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
|
||||
{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
|
||||
{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Release|x64.ActiveCfg = Release|x64
|
||||
{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Release|x64.Build.0 = Release|x64
|
||||
{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
|
||||
{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.Build.0 = Debug|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|x64.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|x64.Build.0 = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Release|x64.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Release|x64.Build.0 = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.RelWithDebInfo|x64.ActiveCfg = Release|x64
|
||||
{6963C314-83C4-4667-B0D0-C2F7AE208C29}.RelWithDebInfo|x64.Build.0 = Release|x64
|
||||
{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.Build.0 = Debug|x64
|
||||
{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.ActiveCfg = Debug|x64
|
||||
{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.Build.0 = Debug|x64
|
||||
{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.ActiveCfg = Release|x64
|
||||
{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
|
||||
{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
|
||||
{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
GlobalSection(NestedProjects) = preSolution
|
||||
{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{684863A1-3396-4D31-A731-C0725CF07F4E} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{45292808-4EF3-4D4A-B3F5-B75C42EE5870} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{28A26DF7-5F7A-43A2-A548-B55FEBCC3958} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{7543386A-5EBA-4AF0-9E0F-35657B58557D} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{C13A5ABD-F739-4BE8-A2FE-511E989A5B43} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{F7C6F079-67BA-4899-9B43-D3F8C121D264} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{ECBAA198-EC93-4174-8156-BDA5F5E95042} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{1E296FB3-D185-4A95-A1EB-AA5B37B85C60} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{B6070F41-8759-448B-B56D-A7D15D489569} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{B2D721AB-920C-4CD6-8DBF-6778A115A449} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{38EE36C6-892C-4C94-8BB0-1ACB164E1F20} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{42C014A0-00C5-0620-8552-38912E891A7F} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3} = {42C014A0-00C5-0620-8552-38912E891A7F}
|
||||
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{00D21F82-61F4-467F-B125-268018A185E5} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{513A3F0D-46B5-4AC2-B700-8671933F6347} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{D419D996-9870-4FF5-82AD-08370D1C945F} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{697BC3A3-1A98-43D3-A6E8-BB39A05EA049} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
|
||||
EndGlobalSection
|
||||
GlobalSection(Performance) = preSolution
|
||||
HasPerformanceSessions = true
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
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Reference in new issue
Block a user