Compare commits

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Author SHA1 Message Date
John Colvin 4826fc9237 build: Remove dependency on Newtonsoft.Json (in DataStreamCore)
Replace with System.Text.Json (official dotnet)
2026-02-23 13:03:49 -05:00
John Colvin c3341ec29f refactor: Replace a few more DataPacket refs with IDataPacket 2026-02-23 12:56:27 -05:00
John Colvin eb88052c7e chore: Add Metadata prop to IDataPacket
To give it parity with DataPacket
2026-02-23 12:55:23 -05:00
John Colvin 74332f9944 fix: Pass IMarketDataClient to PrimitiveManager to enable md streams
In DataStreamQueryAnalyzer and Spark Api Server
2026-02-23 11:24:33 -05:00
John Colvin 54c97b5610 fix: Set buffer Position to 0 when deserializing pubsub echo payload 2026-02-21 16:36:53 -05:00
John Colvin 5c05afd9b3 fix: Only fire stream update if there are actually changes
In other words, don't fire if addedRows and deletedRows are both empty.
2026-02-21 16:36:53 -05:00
John Colvin dcbba39e4a fix: Add null check in BlueDataUtility.build_dp_inc 2026-02-21 16:36:53 -05:00
John Colvin d09f22007e fix: Ensure PubSubTagHandlerFactory uses correct config
* Add this service as part of the PubSubClient services for dep
  injection (it is needed by PublisherCore)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Windows specific notes:

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

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

* EmumbaMarketDataProvider
* CCApiMarketDataProvider
* PyMarketDataProvider
* OnixsMarketDataProvider
* ReplayMarketDataProvider

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

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

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

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

https://github.com/databento/databento-cpp/releases/tag/v0.32.0
2025-04-28 17:12:58 +00:00
John Colvin 98bc78463d build (linux): Migrate catch2 dep to vcpkg (from externals) 2025-04-28 17:12:58 +00:00
John Colvin 6d271ad7cd build (linux): Manage fmt dep with vcpkg 2025-04-28 17:12:58 +00:00
John Colvin 2a17d656a5 fix: Dump json to str in LOG statements
The nlohmann::json obj isn't formattable (i.e., doesn't have a
fmt::formatter<T> specialization)
2025-04-28 17:12:58 +00:00
John Colvin 10436f0f3b tool: Rename binance_orders_client.sh -> binance_rest_client.sh
It supports md and order/trade requests
2025-04-28 17:12:58 +00:00
arham 86b19f0ef0 Add: okx exe treats all cancelations except ioc as rejections 2025-04-26 05:35:46 +00:00
Taha Afzal 502024dd10 Removing an overzealous assert in the spreader, which was being false if the spread_book was not received once 2025-04-23 04:40:16 +00:00
John Colvin 623012b0b0 deploy: Add "sparkd_symbols" image to Dockerfile
Normally, we bake spark config into the image, which is simpler and less
error prone than managing separate configurations per host machine
and/or container. The sparkd_symbols deployment breaks the mold. Config
is mounted to a dir on the host machine so symbols can be added/removed
via config (i.,e., spark.conf) when we bounce sparkd.
2025-04-17 05:53:05 +00:00
John Colvin 5859f0f2d1 deploy (fix): chown bts for whole sparkdata dir in sparkd-symbols
Unlike normal deploys, the config dir isn't copied directly into the image
2025-04-16 13:48:24 +00:00
John Colvin eeffb735ae deploy (fix): Override existing values when loading env files 2025-04-16 13:48:24 +00:00
John Colvin b602997f3a deploy: Build sparkd if any service starts with "sparkd"
Previously, we only built sparkd for the "sparkd" service (i.e., exact match)
2025-04-16 13:48:24 +00:00
Taha Afzal 3530a77b38 Fixing the situation where an IOC cancels, cancels the spreader 2025-04-16 04:26:50 +00:00
arham afdf635b31 fix: changes spread_book_tick_sz from int to double to fix low tick being zero for reverse hedge orders 2025-04-11 07:31:03 +00:00
John Colvin 4d4aefc0a7 fix: Bind SpreaderType dropdown to all algo types in synth ladder
Bugs (fixed):
  * The SpreaderType dropdown only works for plain spreader orders. It
    doesn't work for icebergs, leans, etc.
2025-04-10 16:16:43 -04:00
arham 960a8af77a Fix: OKX futures working now 2025-04-10 05:06:17 +00:00
Taha Afzal 89828659a4 Reducing loggging on reverse hedge evaluation 2025-04-09 20:05:48 +00:00
John Colvin 76f83fd7f5 Revert "Set irrelevant spreader params to null in ladder"
This reverts commit 924386084b.
2025-04-09 15:52:00 -04:00
Taha Afzal d4e40948d2 Changing the logic to determine if a leg is a quoting leg or not 2025-04-09 19:29:50 +00:00
arham 912ab512d2 Add: ioc orders to okx exe 2025-04-09 19:00:24 +00:00
Taha Afzal 5d3eb92175 Spreader gets the spread ticks from the right source now (it was hard coded at 0.1 earlier) 2025-04-09 18:42:06 +00:00
John Colvin 924386084b Set irrelevant spreader params to null in ladder
Depending on the SpreaderType enum value (treat it like a oneof case)
2025-04-09 10:29:15 -04:00
Taha Afzal acab3ac392 Reversehedging fixed 2025-04-09 09:42:47 -04:00
arham d06a62f6ee Format: ran clang format on file 2025-04-09 09:42:47 -04:00
arham 14e3eee0bc Add: config changes to make server controller work and set up hk zen server 2025-04-09 09:42:47 -04:00
Taha Afzal 7277bf52f5 Fixing build: 2025-04-09 09:42:47 -04:00
Taha Afzal b81dc7f5cf Fixing a bug, where the spreader was isidentifying the quoting leg 2025-04-09 09:42:47 -04:00
John Colvin b1a4635345 ui: Enable IOC for Iceberg orders
Previously, it was only enabled for Limit orders.
2025-04-08 13:22:09 -04:00
John Colvin 7c7c689170 fix build: Don't cast to unsigned int when checking bytesRead < 0 2025-04-04 15:36:55 -04:00
John Colvin 116506c8da fix build: Lock databento version to v0.31.0
Previously, we were simply fetching HEAD. This was fine until they
released v0.32.0 (on 04/02/2025), which introduced a new dependency
requirement that broke our build: OpenSSL >= 3.0.
2025-04-04 15:36:55 -04:00
Adeel Khan 3feda49ef1 Fix: Taifex Time Conversion 2025-04-04 15:36:54 -04:00
Adeel Khan 10318be7bc FIX: Taifex Crash Fixed, Added Diag Logs 2025-04-04 15:36:54 -04:00
Adeel Khan f7d525a527 ADD: TBBO & Symbol wise Naming in Recorder 2025-04-04 15:36:54 -04:00
Adeel Khan d2fe9f167a ADD: TWSE Code Complete 2025-04-04 15:36:54 -04:00
Adeel Khan 696d91a5af ADD: TWSE to WebApp 2025-04-04 15:36:54 -04:00
Adeel Khan d575ba0ea8 ADD: TWSE throughout Sparkd 2025-04-04 15:36:54 -04:00
Taha 058b131760 Cleaning up some streams,new prompt etc 2025-04-04 15:36:52 -04:00
John Colvin 57f8f3ff58 ui: Add Sniper and Reverse Hedge controls 2025-04-04 00:19:38 -04:00
John Colvin 775df2850d Add Sniper and Reverse Hedge params to spreader proto 2025-04-04 00:19:38 -04:00
Taha Afzal cb2b15f10b Adding IOC to SimExecution 2025-04-03 23:24:30 +00:00
Taha Afzal 60362a4c95 Adding reverse-hedge to spreader 2025-04-03 23:24:30 +00:00
John Colvin c6d7a8f38c ui (pnl): Use dark theme fg in "Selected" and "Total" labels
Previously, it was black and hard to read since the background is dark.
2025-03-26 14:46:44 -04:00
John Colvin 7931c62b46 ui (pnl): Hide "Override Cpp" menu item
The overrides aren't respected in (new) pnl calcs.
2025-03-26 14:35:23 -04:00
John Colvin 58518451c8 ui (pnl): Show realized/unrealized pnl in row group totals 2025-03-26 14:31:04 -04:00
John Colvin e3bad78aef fix (pnl ui): Get cash per point from security
Previously, it was hardcoded to 1.
2025-03-24 16:54:37 -04:00
John Colvin 8e9ab8f2eb fix: Don't apply cme cpp overrides to non-cme securities
Bugs (fixed):
  * The cash per point for many securities is wrong. For example, it is
    5 for all BTC securities (which is wrong).

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  * Cause: Exp dates for Binance perpetual futures aren't properly
    encoded in the database. As a result, when loaded from disk, they
    are mistakenly identified as expired, along with any synthetics that
    have them as legs.
2025-01-03 16:59:07 +00:00
John Colvin 02843f14ff cleanup: Get rid of trivial fn that's only used in one place
Move the logic into the function that used to call it.
2025-01-03 16:59:07 +00:00
John Colvin f1f1d4259c diag: Add logs around security discovery in MDConsumer
This is multi-threaded event driven code. Without descriptive logs in
the right places, diagnosing problems is difficult and tedious.
2025-01-03 16:59:07 +00:00
John Colvin 71fc43af68 cleanup: Flatten nested if blocks with continue statements
Easier to read
2025-01-03 16:59:07 +00:00
John Colvin 350144ffd5 fix: Use security desc to get unique id (along with venue, type)
I'm guessing this typo went unnoticed because it didn't break the build
(another arg of the same was being used instead).
2025-01-03 16:59:07 +00:00
John Colvin da227a5550 Support synths at Binance, Binance USDS Futures, Deribit, and Okx 2025-01-03 16:59:07 +00:00
John Colvin 0c92cf3a87 Add double ops to IntPrice 2025-01-03 16:59:07 +00:00
John Colvin 1188af391e Add trivial fns to TimeStamp for convenience
* += and -= operators
* 'date' fn
* 'to_date_int' fn
2025-01-03 16:59:07 +00:00
John Colvin 0bb85cf915 refactor: Change month and day params from uint32 to uint8
They only need to hold values 1-12 and 1-31, respectively. A single byte
is more than sufficient. Also add ymdhms TimeStamp constructor.
2025-01-03 16:59:07 +00:00
John Colvin d77f5996fe cleanup: Make a couple TimeStamp fns const 2025-01-03 16:59:07 +00:00
John Colvin 940c41a274 Add int32 arithmetic operators to domain::Price 2025-01-03 16:59:07 +00:00
John Colvin e671960dc3 Add double arithmetic operators to domain::Price 2025-01-03 16:59:07 +00:00
John Colvin 8fa34b6b39 fix: Multiply additive factors by exponent in domain::Price
We must not have been using these operators because the implementation
was very broken (yet it doesn't seemed to have caused any bugs).
2025-01-03 16:59:07 +00:00
John Colvin f9d5429b5b cleanup: Remove unused code 2025-01-03 16:53:05 +00:00
Mohammad Arham 2c342482eb Merge branch 'development.crypto' of bitbucket.org:bluetradesys/spark into development.crypto 2025-01-02 15:30:13 -05:00
Mohammad Arham 3aefac26c2 fix: Timer condition was incorrect 2025-01-02 20:15:38 +00:00
John Colvin 1554594cdd diag: Throttle noisy log in Ladder 2025-01-02 12:15:22 -05:00
John Colvin 727a0f38b5 fix: Prevent arithmetic overflow when converting long to int in Ladder 2025-01-02 12:13:58 -05:00
John Colvin 7a0e8cdb26 fix: Properly format spread/synth leg qty in generated desc 2025-01-01 13:12:17 -05:00
John Colvin a4e97b04d7 fix: Don't propagate security criteria changes to other windows
Bugs (fixed):
  * Security criteria changes in mview and time/sales propagate to other
    windows of the same type.
2024-12-31 11:06:24 -05:00
John Colvin 463980a6ef Fix typo in get_binance_md.py 2024-12-29 18:37:54 +00:00
John Colvin 9b25857042 fix: Ensure "earliest_expiration" fn actually returns min exp
Previously, it assumed the first leg would have the earliest exp. While
this may be true for most securities, it isn't guarenteed by our data
model.
2024-12-29 13:26:44 -05:00
John Colvin ef19e7d76b fix: Don't assume all securities have expirations in pnl vm
Bugs (fixed):
  * PNL window crashes if data has Spots (i.e., securities without exps)
2024-12-29 13:17:17 -05:00
Taha Afzal 471faec2cb Added more etsts for fractional qtys 2024-12-28 08:31:16 +00:00
Taha Afzal ce96d42db8 Merging 2024-12-26 07:01:30 +00:00
Mohammad Arham 187894ca84 FIX: makes gateway factory work 2024-12-24 17:56:49 +00:00
John Colvin 63492c4575 fix: Remove erroneous assert in LadderRender 2024-12-21 23:24:52 -05:00
John Colvin e150c611f6 fix: Round fractional order qty to 6 decimal places
It was previously rounding to 2 decimal places, which isn't enough for
many crypto currencies (e.g., BTCUSDT at Binance)
2024-12-21 23:17:52 -05:00
John Colvin bb837d6c26 fix build: Trivial changes in DatabentoDataHandler 2024-12-22 04:00:23 +00:00
John Colvin 965e541ac8 Fix json structures and endpoints for Binance USDS Futures md 2024-12-22 04:00:23 +00:00
John Colvin 1b232aa610 feat: Add Binance USDS Futures execution 2024-12-22 04:00:23 +00:00
John Colvin 25439b094a improvement: Perform sec lookup in const time 2024-12-21 20:08:19 +00:00
John Colvin f927ef2c5e Add conf_json dir to spark data file tree
So we don't have to add proto files to the build for trivial config.
2024-12-21 20:08:19 +00:00
John Colvin d42389b75a Don't needlessly download cme config xml
When we aren't subscribing to cme md (i.e., no glbx symbols in spark
conf).
2024-12-21 20:08:19 +00:00
John Colvin 671cbcf03a Fix bts::Quantity string fmt so it includes fractional qty 2024-12-21 20:01:55 +00:00
John Colvin e589e23f41 Add py script to get md at binance
For quick/easy troubleshooting (much easier than doing stuff in c++)
2024-12-21 20:01:55 +00:00
John Colvin 11fadc0a3e Expose "run" fn in WebsocketClient
So it doesn't have to be hidden in a background thread
2024-12-21 20:01:55 +00:00
John Colvin b8c2d93866 Add ping/pong facilities to WebsocketClient 2024-12-21 20:01:55 +00:00
John Colvin 67a23dd196 Add open/close callbacks to WebsocketClient 2024-12-21 20:01:55 +00:00
John Colvin ff22c4eb5f diag: Change WebsocketClient log category to "Http"
A better fit than "Gen"
2024-12-21 20:01:55 +00:00
John Colvin 5addff4c50 cleanup: Remove redundant fn HttpRequest::perform
This was doing the same thing as HttpClient::send. I likely refactored
this function during development, then forgot to remove it.
2024-12-21 20:01:55 +00:00
John Colvin 142e1bd2da Add HttpMethod "DELETE"
In Binance's REST api, orders are canceled via DELETE requests.
2024-12-21 20:01:55 +00:00
John Colvin d05d91bbe7 diag: Log Http requests 2024-12-21 20:01:55 +00:00
Mohammad Arham 3a90ca9cb5 Add: Johns changes to sec oracle 2024-12-17 14:47:37 +00:00
John Colvin 85a46727be Improve c++ http client facilities 2024-12-11 19:28:36 +00:00
Mohammad Arham 624fd2c976 FIX: BUILD Error 2024-12-09 01:34:29 +00:00
Mohammad Arham 16d599d2d6 Add: OKX execution gateway connected 2024-12-08 20:14:16 -05:00
John Colvin c00e4fcb6b feat: Add Binance Coin Futures market data 2024-12-06 00:39:41 +00:00
John Colvin 03e19afe1d Fix qty display conf for BTC/ETH futs at Binance
Need to show 3 decimal places (qty tick size is 0.001)
2024-12-05 21:05:53 +00:00
John Colvin 058e11eadc fix build: Fix install path for sparkd 2024-12-05 18:31:36 +00:00
John Colvin 6ff52e7107 fix build: Add onixs libs again
Taha accidentally reverted externals
2024-12-04 16:56:46 +00:00
John Colvin ee4c28ed41 Port ws client over from cme-websocket-connector
Need this to implement execution at crypto exchanges (beginning with
Binance and OKX)
2024-12-04 16:56:46 +00:00
Mohammad Arham 50d26f0060 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-12-03 09:52:09 -05:00
Mohammad Arham 36378e6074 Add:: Recording md to sql 2024-12-03 14:51:32 +00:00
John Colvin 8cde8ee6e1 build: Add script to publish the api server
This will build the app as a self-contained executable here:
build/Release/bin/net7.0/linux-x64/publish
2024-11-28 16:35:21 +00:00
John Colvin 4f8fad444e fix build: Add missing csproj deps to Spark.Api.Server.sln 2024-11-28 16:35:20 +00:00
John Colvin 832c645a30 build: Map cmake install dir to associated preset
Cpp bins are now installed to "install/<cmake_preset>/bin". For example,
"install/sparkd-release-gcc/bin", "install/spark-api-server-linux/bin", etc.
2024-11-28 16:35:20 +00:00
John Colvin 691343d9b6 feat: Add datastreams to spark api server 2024-11-28 06:14:00 +00:00
Taha 461cbad338 Adding FakeBBO stream 2024-11-27 13:36:14 -05:00
Taha fecbcbb6b6 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-11-26 22:33:31 -05:00
Taha aab8e83543 Some rewrite of streams that fetch bars, and making the other business streams thin wrapper over stream primitives 2024-11-26 22:33:26 -05:00
Mohammad Arham 420b46741e ADD: Config for sql writer in mdrecorder 2024-11-24 19:14:45 +00:00
Mohammad Arham e8f65f95bd Wrapped proto write in function in mdrecorder 2024-11-24 19:13:36 +00:00
3588 changed files with 118300 additions and 57096 deletions

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+8 -2
View File
@@ -9,7 +9,7 @@
]
},
"fable": {
"version": "4.0.6",
"version": "4.24.0",
"commands": [
"fable"
]
@@ -25,6 +25,12 @@
"commands": [
"fake"
]
},
"dotnet-t4": {
"version": "3.0.0",
"commands": [
"t4"
]
}
}
}
}
+15 -27
View File
@@ -1,15 +1,16 @@
{
"dockerFile": "Dockerfile",
// Creates local dir to mount to HOME in docker
"initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
"build": {
"dockerfile": "../docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile",
"options": [
"--secret",
"id=bitbucket_access_token,src=${localWorkspaceFolder}/.secrets/bitbucket_access_token.txt"
]
},
"hostRequirements": {
"memory": "4gb",
"storage": "6gb"
"memory": "8gb",
"storage": "10gb"
},
"postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
"containerUser": "bts",
"workspaceMount": "source=${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
@@ -17,34 +18,21 @@
// 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",
"-p",
"12345:12345"
"8gb"
],
"mounts": [
"source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind"
"source=/var/run/docker.sock,target=/var/run/docker.sock,type=bind"
],
"customizations": {
"vscode": {
"settings": {
"clangd.arguments": [
"--compile-commands-dir=${workspaceFolder}/build/clang/debug"
]
},
"extensions": [
"eamodio.gitlens",
"llvm-vs-code-extensions.vscode-clangd",
"ms-python.python",
"ms-vscode.cmake-tools",
"ms-vscode.cpptools"
"ms-vscode.cpptools",
"xaver.clang-format"
]
}
}
}
}
@@ -1,4 +0,0 @@
#!/usr/bin/env bash
this_dir="$(realpath "$(dirname "$(readlink -f "${BASH_SOURCE[0]}")")")"
sudo dpkg -i "$this_dir/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
+30 -16
View File
@@ -207,17 +207,23 @@ dotnet_naming_symbols.parameters.applicable_accessibilities = public,internal,pr
dotnet_naming_symbols.private_symbols.applicable_kinds = property,method,field,event,delegate
dotnet_naming_symbols.private_symbols.applicable_accessibilities = protected,private
# local symbols
dotnet_naming_symbols.local_symbols.applicable_kinds = local
# parameter symbols
dotnet_naming_symbols.parameter_symbols.applicable_kinds = parameter
# Naming styles
dotnet_naming_style.snake_case.required_prefix =
dotnet_naming_style.snake_case.required_suffix =
dotnet_naming_style.snake_case.word_separator = _
dotnet_naming_style.snake_case.capitalization = all_lower
dotnet_naming_style.pascal_case.required_prefix =
dotnet_naming_style.pascal_case.required_suffix =
dotnet_naming_style.pascal_case.word_separator =
dotnet_naming_style.pascal_case.capitalization = pascal_case
dotnet_naming_style.private_snake_case.required_prefix = _
dotnet_naming_style.private_snake_case.required_suffix =
dotnet_naming_style.private_snake_case.word_separator = _
dotnet_naming_style.private_snake_case.capitalization = all_lower
dotnet_naming_style.camel_case.required_prefix =
dotnet_naming_style.camel_case.required_suffix =
dotnet_naming_style.camel_case.word_separator =
dotnet_naming_style.camel_case.capitalization = camel_case
dotnet_naming_style.user_types.required_prefix =
dotnet_naming_style.user_types.required_suffix =
@@ -229,6 +235,10 @@ dotnet_naming_style.interface.required_suffix =
dotnet_naming_style.interface.word_separator =
dotnet_naming_style.interface.capitalization = pascal_case
dotnet_naming_style.local.capitalization = camel_case
dotnet_naming_style.parameter.capitalization = camel_case
# rules
dotnet_naming_rule.user_types.symbols = user_types
dotnet_naming_rule.user_types.style = user_types
@@ -238,14 +248,18 @@ dotnet_naming_rule.interfaces.symbols = interface
dotnet_naming_rule.interfaces.style = interface_style
dotnet_naming_rule.interfaces.severity = suggestion
dotnet_naming_rule.public_members_snake_case.symbols = public_symbols
dotnet_naming_rule.public_members_snake_case.style = snake_case
dotnet_naming_rule.public_members_snake_case.severity = suggestion
dotnet_naming_rule.public_members.symbols = public_symbols
dotnet_naming_rule.public_members.style = pascal_case
dotnet_naming_rule.public_members.severity = suggestion
dotnet_naming_rule.private_members_snake_case.symbols = private_symbols
dotnet_naming_rule.private_members_snake_case.style = private_snake_case
dotnet_naming_rule.private_members_snake_case.severity = suggestion
dotnet_naming_rule.private_members.symbols = private_symbols
dotnet_naming_rule.private_members.style = camel_case
dotnet_naming_rule.private_members.severity = suggestion
dotnet_naming_rule.parameters.symbols = parameters
dotnet_naming_rule.parameters.style = snake_case
dotnet_naming_rule.variables_are_camel_case.severity = suggestion
dotnet_naming_rule.variables_are_camel_case.symbols = local_symbols
dotnet_naming_rule.variables_are_camel_case.style = local
dotnet_naming_rule.parameters.symbols = parameter_symbols
dotnet_naming_rule.parameters.style = parameter
dotnet_naming_rule.parameters.severity = suggestion
+56
View File
@@ -0,0 +1,56 @@
# 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.)
+5
View File
@@ -11,6 +11,7 @@ cmake-build-debug/
**.vscode/*
!.vscode/launch.json
!.vscode/tasks.json
!.vscode/*.env
.vs
obj/
*.csproj.user
@@ -54,8 +55,12 @@ trace_data/
.cache/
/src/Spark.Admin.WebApp/tsconfig.*.g.json
/src/Spark.Admin.WebApp/src/bin/
/src/**/*appsettings.Local.json
/src/**/*/Configurations/Local/
**/CMakeDeps.cmake
**/CMakeDeps_win.cmake
.devcontainer/
*.Generated.cs
*.lst
.env.local
.secrets
+1 -1
View File
@@ -1,6 +1,6 @@
[submodule "externals"]
path = externals
url = git@bitbucket.org:bluetradesys/externals.git
url = https://bitbucket.org/bluetradesys/externals.git
[submodule "vcpkg"]
path = vcpkg
url = https://github.com/microsoft/vcpkg.git
+364 -23
View File
@@ -1,11 +1,62 @@
{
"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",
@@ -18,11 +69,28 @@
"windows": {
"program": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json"
],
"cwd": "build/Debug/bin/net7.0",
"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": "${input:dataStreamPublisherEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -31,7 +99,39 @@
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": ["run"],
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests2",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader2]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
@@ -42,17 +142,30 @@
"name": "DataStreamQueryAnalyzer",
"type": "coreclr",
"request": "launch",
//"preLaunchTask": "Build DataStreamQueryAnalyzer (Debug)",
"preLaunchTask": "Build DataStream (Debug)",
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json"
],
"cwd": "build/Debug/bin/net7.0-windows",
"cwd": "build/Debug/bin/net8.0-windows",
"env": {
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
"PYTHON_EXE": "${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": "${input:dataStreamQueryAnalyzerEnvironment}",
},
},
"stopAtEntry": false,
@@ -74,7 +187,62 @@
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
],
"cwd": "build/Debug/bin/net7.0",
"cwd": "build/Debug/bin/net8.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "PubSubServer (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"linux": {
"program": "PubSubServer",
},
"windows": {
"program": "PubSubServer.exe",
},
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${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"
},
@@ -86,7 +254,25 @@
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.exe",
"cwd": "build/Debug/bin/net7.0-windows",
"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"
@@ -103,29 +289,133 @@
"--sparkd",
"${input:sparkConfigServer}"
],
"cwd": "build/Debug/bin/net7.0-windows",
"cwd": "build/Debug/bin/net8.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark Test",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.Console.exe",
"cwd": "build/Debug/bin/net8.0",
"args": [
"test",
"${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",
"${input:sparkTest}"
]
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Sparkd",
"type": "coreclr",
"type": "cppdbg",
"request": "launch",
"preLaunchTask": "Build Sparkd (Debug | Clang)",
"program": "",
"linux": {
"program": "sparkd",
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
"preLaunchTask": "Build Sparkd (Debug | Clang)",
},
"args": [
"run"
],
"cwd": "build/sparkd-debug-clang/server",
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
"stopAtEntry": false,
"console": "integratedTerminal"
}
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
},
{
"description": "Set Disassembly Flavor to Intel",
"text": "-gdb-set disassembly-flavor intel",
"ignoreFailures": true
}
]
},
{
"name": "Sparkd (Skip Build)",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${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",
@@ -138,6 +428,26 @@
],
"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",
@@ -148,11 +458,42 @@
],
"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",
},
]
}
}
+1
View File
@@ -0,0 +1 @@
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins;/workspaces/spark/tools/py
+368 -69
View File
@@ -172,6 +172,66 @@
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Spark Sdk",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_spark_sdk.sh",
},
"windows": {
"command": "tools/build_spark_sdk.cmd",
},
"args": [
"--configuration",
"${input:buildConfiguration}",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Spark Sdk (Debug)",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_spark_sdk.sh",
},
"windows": {
"command": "tools/build_spark_sdk.cmd",
},
"args": [
"--configuration",
"Debug",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Spark Sdk (Release)",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_spark_sdk.cmd",
},
"linux": {
"command": "tools/build_spark_sdk.sh",
},
"args": [
"--configuration",
"Release",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Sparkd",
"group": "build",
@@ -351,6 +411,129 @@
"id": "wrench"
},
},
{
"label": "Run Api Server",
"dependsOn": "Build Api Server",
"type": "process",
"command": "",
"windows": {
"command": "spark_api_server.exe",
},
"linux": {
"command": "spark_api_server",
},
"args": [
"run",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Api Server (Debug)",
"dependsOn": "Build Api Server (Debug)",
"type": "process",
"command": "",
"windows": {
"command": "spark_api_server.exe",
},
"linux": {
"command": "spark_api_server",
},
"args": [
"run",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Api Server (Release)",
"dependsOn": "Build Api Server (Release)",
"type": "process",
"command": "",
"windows": {
"command": "spark_api_server.exe",
},
"linux": {
"command": "spark_api_server",
},
"args": [
"run",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Api Server (Debug | Skip Build)",
"type": "process",
"command": "",
"windows": {
"command": "spark_api_server.exe",
},
"linux": {
"command": "spark_api_server",
},
"args": [
"run",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Api Server (Release | Skip Build)",
"type": "process",
"command": "",
"windows": {
"command": "spark_api_server.exe",
},
"linux": {
"command": "spark_api_server",
},
"args": [
"run",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
}
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStreamQueryAnalyzer",
"dependsOn": "Build DataStream",
@@ -358,12 +541,11 @@
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
},
},
},
"icon": {
@@ -378,12 +560,11 @@
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
},
},
},
"icon": {
@@ -398,12 +579,11 @@
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
},
},
},
"icon": {
@@ -422,12 +602,11 @@
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
},
"icon": {
"id": "run",
@@ -445,12 +624,11 @@
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
},
"icon": {
"id": "run",
@@ -468,12 +646,11 @@
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
},
},
"icon": {
"id": "run",
@@ -491,12 +668,11 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
},
"icon": {
"id": "run",
@@ -514,12 +690,11 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
},
"icon": {
"id": "run",
@@ -536,12 +711,11 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
},
"icon": {
"id": "run",
@@ -559,12 +733,11 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
},
"icon": {
"id": "run",
@@ -581,12 +754,11 @@
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
},
"icon": {
"id": "run",
@@ -601,7 +773,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
},
},
"icon": {
@@ -617,7 +789,7 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
},
},
"icon": {
@@ -633,7 +805,22 @@
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
}
},
{
"label": "Run Spark (Skip Build)",
"type": "process",
"command": "",
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
},
},
"icon": {
@@ -658,7 +845,7 @@
"${input:sparkConfigQuery}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0"
},
"icon": {
"id": "run",
@@ -684,6 +871,24 @@
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Sparkd (Skip Build)",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"run"
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Sparkd Config Query",
"dependsOn": "Build Sparkd",
@@ -705,6 +910,65 @@
"color": "terminal.ansiGreen",
},
},
{
"label": "Test Spark (Debug)",
"dependsOn": "Build Spark (Debug)",
"type": "process",
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
"command": "",
"windows": {
"command": "Spark.Console.exe",
"args": [
"test",
"${input:sparkTest}"
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
}
},
},
{
"label": "Test Sparkd",
"dependsOn": "Build Sparkd",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"test",
"${input:sparkdTest}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
},
{
"label": "Test Sparkd (Skip Build)",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"test",
"${input:sparkdTest}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
},
{
"label": "View DataStreamQueryAnalyzer Logs (Last Run)",
"type": "process",
@@ -760,6 +1024,17 @@
},
],
"inputs": [
{
"id": "apiServerEnvironment",
"type": "pickString",
"description": "Api Server Configuration",
"options": [
"Development",
"Local",
"Staging",
],
"default": "Development",
},
{
"id": "buildConfiguration",
"type": "pickString",
@@ -770,6 +1045,16 @@
],
"default": "Debug",
},
{
"id": "dataStreamQueryAnalyzerEnvironment",
"type": "pickString",
"description": "DataStreamQueryAnalyzer Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "sparkdCmakePreset",
"type": "pickString",
@@ -793,26 +1078,30 @@
"default": "sparkd-debug-clang",
},
{
"id": "dataStreamPublisherConfig",
"id": "dataStreamPublisherEnvironment",
"type": "pickString",
"description": "Publisher Configuration",
"options": [
"MarketDataPublisher",
"SimpleEchoClient",
"SimpleTestDataPublisher",
"TestDataPublisher",
"Development",
"MarketData",
"Production",
"ProductionAws",
"Staging",
],
"default": "MarketDataPublisher",
},
{
"id": "pubSubServerConfig",
"id": "pubSubServerEnvironment",
"type": "pickString",
"description": "PubSub Configuration",
"options": [
"PubSubServer",
"SimpleEchoClient",
"Development",
"EchoServer",
"Production",
"ProductionAws",
"Staging",
],
"default": "PubSubServer",
"default": "Development",
},
{
"id": "sparkConfigQuery",
@@ -823,6 +1112,16 @@
"id": "sparkdConfigQuery",
"type": "promptString",
"description": "Config Type(s)"
}
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
]
}
+102
View File
@@ -0,0 +1,102 @@
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.0.31903.59
MinimumVisualStudioVersion = 10.0.40219.1
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{8949AF88-F1D3-4BC4-827F-B088B555F7B9}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{37E4E890-D025-4729-90F9-6F95862F47BC}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Sdk", "src\cs\Bts.Spark.Sdk\Bts.Spark.Sdk.csproj", "{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Sdk.Demo", "src\cs\Bts.Spark.Sdk.Demo\Bts.Spark.Sdk.Demo.csproj", "{FCFDBDBE-74B0-41C4-9011-C651B21056D4}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
Debug|x64 = Debug|x64
Debug|x86 = Debug|x86
Release|Any CPU = Release|Any CPU
Release|x64 = Release|x64
Release|x86 = Release|x86
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
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{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
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{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
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{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x86.Build.0 = Debug|x64
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{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|Any CPU.Build.0 = Release|x64
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{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
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{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
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{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
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{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
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{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
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}
EndGlobalSection
EndGlobal
+27 -51
View File
@@ -1,7 +1,10 @@
cmake_minimum_required(VERSION 3.12)
project(spark)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/GitVersion.cmake)
set(CMAKE_CXX_STANDARD 20)
get_version_from_git()
if(WIN32)
set(platform "windows")
else()
@@ -18,10 +21,10 @@ set(
# SHARED_MEMORY_PREFIX serves as a kind of namespace so multiple applications
# can run simultaneously without fighting over the same shm files (e.g., sparkd,
# api server, etc.).
set(SHARED_MEMORY_PREFIX "bts" CACHE STRING "Prefix to use when creating shared memory files")
set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
set(SPARK_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
set(SHARED_MEMORY_PREFIX "\${BTS_SHARED_MEMORY_PREFIX}" CACHE STRING "Prefix to use when creating shared memory files")
set(EXTERNALS_BIN "${EXTERNALS_ROOT}/bin")
set(EXTERNALS_INCLUDE "${EXTERNALS_ROOT}/include")
set(EXTERNALS_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
set(BUILD_DOCS OFF CACHE BOOL "Build documentation")
set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
set(EXPORT_MD_CONSUMER OFF CACHE BOOL "Export (extern) C functions for MD consumer interop")
@@ -33,25 +36,18 @@ else()
set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
endif()
include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
link_directories(${SPARK_LIB})
include_directories(BEFORE SYSTEM ${EXTERNALS_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
link_directories(${EXTERNALS_LIB})
add_compile_definitions(SHARED_MEMORY_PREFIX="${SHARED_MEMORY_PREFIX}")
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
if(DEFINED APP_DATA_DIR_OVERRIDE)
add_compile_definitions(APP_DATA_DIR_OVERRIDE="${APP_DATA_DIR_OVERRIDE}")
if(DEFINED APP_DATA_DIR)
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
endif()
add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
if(WIN32)
# subdirs
add_subdirectory(src/lib)
add_subdirectory(src/lib_spark)
else()
# make sparkd look for libspark.so in its directory
set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
set(CMAKE_INSTALL_RPATH ".")
set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install")
set(SPARK_INSTALL_PREFIX "${CMAKE_INSTALL_PREFIX}/$<CONFIG>")
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.
@@ -89,9 +85,15 @@ else()
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
# ** Binance USDS Futures **
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://fapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/fapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/fapi/v1/ticker/24hr")
add_compile_definitions(BINANCE_USDS_FUTURES_USER_DATA_PATH="/api/v3/userDataStream")
# ** Binance Coin Futures **
add_compile_definitions(CCAPI_BINANCE_COIN_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_COIN_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_COIN_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
# ** Deribit **
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
@@ -110,11 +112,15 @@ else()
endif()
# subdirs
add_subdirectory(src/lib_spark)
if (BUILD_SPARKD)
add_subdirectory(src/server/sparkd)
add_subdirectory(src/lib_python_interop)
add_subdirectory(src/lib_onixs_fix)
add_subdirectory(src/lib_binance)
add_subdirectory(src/lib_okx_execution)
add_subdirectory(src/app_sparkd)
add_subdirectory(src/data_files)
endif()
add_subdirectory(src/lib)
if (BUILD_ADMIN_WEB_APP)
add_subdirectory(src/Spark.Admin.WebApp)
endif()
@@ -124,34 +130,4 @@ else()
if(BUILD_SDK)
add_subdirectory(src/sdk)
endif()
if(BUILD_SPARKD)
add_custom_command(
OUTPUT ${CMAKE_BINARY_DIR}/server
COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}/libonixs-fix-engine.so.4 ${CMAKE_BINARY_DIR}/server
COMMAND
ln ARGS -sf
${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
COMMENT "Creating server runtime layout"
DEPENDS sparkd data_files_dir)
add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
install(
DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins"
DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
install(
FILES
"${SPARK_LIB}/libACE-5.7.5.so"
"${SPARK_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
endif()
endif()
+70 -181
View File
@@ -8,36 +8,41 @@
"configurePresets": [
{
"name": "spark",
"name": "spark-base",
"hidden": true,
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
}
}
},
{
"name": "spark-windows",
"inherits": "spark-base",
"displayName": "Spark",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"generator": "Visual Studio 17 2022",
"binaryDir": "${sourceDir}/build/${presetName}",
"environment": {
"SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++20 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600"
},
"cacheVariables": {
"APP_DATA_DIR": "${dollar}{APPDATA}/bts",
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_DATA_DIR}",
"CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
"CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
"CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
"CMAKE_CXX_STANDARD": "20",
"CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
"CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"EXTERNALS_ROOT": "${sourceDir}/externals/windows",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"DOTNET_WINDOWS_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
},
"SHARED_MEMORY_PREFIX": "spark"
"EXTERNALS_ROOT": "${sourceDir}/externals/windows"
}
},
@@ -53,16 +58,20 @@
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"platform": "",
"APP_DATA_DIR": "${dollar}{HOME}/sparkdata",
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARKD_DATA_DIR}",
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
"type": "BOOL",
"value": "ON"
"value": "OFF"
},
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_RPATH": ".",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}/sparkd",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_PREFIX_PATH": "${sourceDir}/cmake/;${sourceDir}/.venv/lib/python3.10/site-packages/pybind11/share/cmake/pybind11",
"CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"DATABENTO_USE_EXTERNAL_JSON": {
"type": "BOOL",
"value": "ON"
},
"EXTERNALS_ROOT": "${sourceDir}/externals/linux",
"BUILD_SDK": {
"type": "BOOL",
@@ -71,8 +80,7 @@
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "ON"
},
"SHARED_MEMORY_PREFIX": "sparkd"
}
}
},
@@ -87,7 +95,7 @@
"value": "ON"
},
"CCAPI_LOG_LEVEL": "Info",
"CONFIG_DEFAULTS_PATH": "config/profiles/md_dev/*.conf;config/profiles/default/*.conf"
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_dev/*.conf;spark/config/profiles/default/*.conf"
}
},
@@ -98,7 +106,7 @@
"cacheVariables": {
"CMAKE_BUILD_TYPE": "Release",
"CCAPI_LOG_LEVEL": "Warn",
"CONFIG_DEFAULTS_PATH": "config/profiles/md_prod/*.conf;config/profiles/default/*.conf"
"CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_prod/*.conf;spark/config/profiles/default/*.conf"
}
},
@@ -151,22 +159,17 @@
},
{
"name": "spark-api-server-windows",
"inherits": "spark",
"displayName": "Spark Api Server (Windows)",
"cacheVariables": {
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_API_SERVER_DATA_DIR}",
"SHARED_MEMORY_PREFIX": "spark_api_server"
}
},
{
"name": "spark-api-server-linux",
"inherits": "sparkd",
"displayName": "Spark Api Server (Linux)",
"name": "spark-linux",
"inherits": "spark-base",
"displayName": "Spark",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"generator": "Ninja Multi-Config",
"cacheVariables": {
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_API_SERVER_DATA_DIR}",
"platform": "linux",
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "OFF"
@@ -175,17 +178,26 @@
"type": "BOOL",
"value": "OFF"
},
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
"type": "BOOL",
"value": "OFF"
},
"CMAKE_C_COMPILER": "clang",
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
"CMAKE_EXPORT_COMPILE_COMMANDS": {
"type": "BOOL",
"value": "ON"
}
},
"CMAKE_INSTALL_RPATH": ".",
"CMAKE_PREFIX_PATH": "${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"
}
},
@@ -205,93 +217,32 @@
"cacheVariables": {
"CCAPI_LOG_LEVEL": "Trace"
}
},
{
"name": "data-stream-suite-windows",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"inherits": "spark",
"displayName": "Data Stream Suite (Windows)",
"description": "Data Stream utils ported over from Edge",
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"APP_DATA_DIR": "${dollar}{APPDATA}/bts/DataStream",
"APP_DATA_DIR_OVERRIDE": "${dollar}{DATA_STREAM_DATA_DIR}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
"SHARED_MEMORY_PREFIX": "data_stream"
}
},
{
"name": "data-stream-suite-linux",
"displayName": "Data Stream Suite (Linux)",
"description": "Data Stream utils ported over from Edge",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"inherits": "sparkd",
"generator": "Ninja Multi-Config",
"cacheVariables": {
"APP_DATA_DIR": "${dollar}{HOME}/.local/share/DataStream",
"APP_DATA_DIR_OVERRIDE": "${dollar}{DATA_STREAM_DATA_DIR}",
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "OFF"
},
"BUILD_SDK": {
"type": "BOOL",
"value": "OFF"
},
"BUILD_SPARKD": {
"type": "BOOL",
"value": "OFF"
},
"CMAKE_C_COMPILER": "clang",
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
},
"SHARED_MEMORY_PREFIX": "data_stream"
}
}
],
"buildPresets": [
{
"name": "spark",
"name": "spark-windows",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"hidden": true
"hidden": true,
"configurePreset": "spark-windows"
},
{
"name": "spark-debug",
"name": "spark-windows-debug",
"displayName": "Spark (Debug)",
"inherits": "spark",
"configurePreset": "spark",
"inherits": "spark-windows",
"configuration": "Debug"
},
{
"name": "spark-release",
"name": "spark-windows-release",
"displayName": "Spark (Release)",
"inherits": "spark",
"configurePreset": "spark",
"inherits": "spark-windows",
"configuration": "Release"
},
@@ -302,16 +253,7 @@
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"hidden": true,
"targets": [
"data_files_dir",
"admin_web_app_bundle",
"install",
"libspark",
"rapidjson_project",
"server_layout",
"sparkd"
]
"hidden": true
},
{
@@ -343,52 +285,27 @@
},
{
"name": "spark-api-server-windows",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"hidden": true,
"configurePreset": "spark-api-server-windows"
},
{
"name": "spark-api-server-windows-debug",
"displayName": "Spark Api Server (Windows | Debug)",
"inherits": "spark-api-server-windows",
"configuration": "Debug"
},
{
"name": "spark-api-server-windows-release",
"displayName": "Spark Api Server (Windows | Release)",
"inherits": "spark-api-server-windows",
"configuration": "Release"
},
{
"name": "spark-api-server-linux",
"name": "spark-linux",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"hidden": true,
"configurePreset": "spark-api-server-linux"
"configurePreset": "spark-linux"
},
{
"name": "spark-api-server-linux-debug",
"inherits": "spark-api-server-linux",
"displayName": "Spark Api Server (Linux | Debug)",
"name": "spark-linux-debug",
"inherits": "spark-linux",
"displayName": "Spark (Linux | Debug)",
"configuration": "Debug"
},
{
"name": "spark-api-server-linux-release",
"inherits": "spark-api-server-linux",
"displayName": "Spark Api Server (Linux | Release)",
"name": "spark-linux-release",
"inherits": "spark-linux",
"displayName": "Spark (Linux | Release)",
"configuration": "Release"
},
@@ -405,34 +322,6 @@
"configurePreset": "sparkd-ccapi-diag",
"displayName": "Debug (ccapi diag)",
"inherits": "sparkd"
},
{
"name": "data-stream-suite-windows-debug",
"displayName": "Data Stream Suite (Windows | Debug)",
"configurePreset": "data-stream-suite-windows",
"configuration": "Debug"
},
{
"name": "data-stream-suite-windows-release",
"displayName": "Data Stream Suite (Windows | Release)",
"configurePreset": "data-stream-suite-windows",
"configuration": "Release"
},
{
"name": "data-stream-suite-linux-debug",
"displayName": "Data Stream Suite (Linux | Debug)",
"configurePreset": "data-stream-suite-linux",
"configuration": "Debug"
},
{
"name": "data-stream-suite-linux-release",
"displayName": "Data Stream Suite (Linux | Release)",
"configurePreset": "data-stream-suite-linux",
"configuration": "Release"
}
]
}
+522 -3
View File
@@ -1,10 +1,11 @@
Microsoft Visual Studio Solution File, Format Version 12.00
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.3.32922.545
MinimumVisualStudioVersion = 15.0.26124.0
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
EndProject
@@ -14,66 +15,584 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\sp
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{89D666E6-B500-498F-B026-4D167F68ADFC}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{EF26A475-6101-4C9C-A717-D60BB92A2302}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{911B08A3-515A-441D-84C8-8A43740B5FC1}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{14140310-2233-430A-821B-F3058A25234B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ExpressionCore", "src\DataStreamSuite\ExpressionCore\ExpressionCore.csproj", "{6F22DB96-6EAB-4034-99D9-287021C36F01}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{A5C33956-A41F-49B3-A41D-1082CBA59D02}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ColumnMapExpressions", "src\DataStreamSuite\ColumnMapExpressions\ColumnMapExpressions.csproj", "{B945A183-2174-4ACB-B289-8A5C546656FE}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{9F6D7DE8-185B-4C1D-B809-3314D092DF28}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{39AEA075-6457-46C0-8821-1158BE6EFA57}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{385C4948-E080-56A6-E29E-8B0F4913175C}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{43FB297B-7A4D-4835-A878-E6DF345B580C}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{BC277499-8215-4F9F-B9AB-07B6391110BF}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
Debug|Any CPU = Debug|Any CPU
Debug|x86 = Debug|x86
MinSizeRel|x64 = MinSizeRel|x64
MinSizeRel|Any CPU = MinSizeRel|Any CPU
MinSizeRel|x86 = MinSizeRel|x86
Release|x64 = Release|x64
Release|Any CPU = Release|Any CPU
Release|x86 = Release|x86
RelWithDebInfo|x64 = RelWithDebInfo|x64
RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
RelWithDebInfo|x86 = RelWithDebInfo|x86
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
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{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x86.Build.0 = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x86.Build.0 = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x64.ActiveCfg = Release|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x64.Build.0 = Release|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|Any CPU.ActiveCfg = Release|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|Any CPU.Build.0 = Release|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x86.ActiveCfg = Release|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x86.Build.0 = Release|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x64.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x64.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|Any CPU.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x86.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x86.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x86.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x64.ActiveCfg = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x64.Build.0 = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|Any CPU.ActiveCfg = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|Any CPU.Build.0 = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x86.ActiveCfg = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x86.Build.0 = Release|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(NestedProjects) = preSolution
{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
{EF26A475-6101-4C9C-A717-D60BB92A2302} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{911B08A3-515A-441D-84C8-8A43740B5FC1} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{14140310-2233-430A-821B-F3058A25234B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6F22DB96-6EAB-4034-99D9-287021C36F01} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{A5C33956-A41F-49B3-A41D-1082CBA59D02} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{B945A183-2174-4ACB-B289-8A5C546656FE} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{9F6D7DE8-185B-4C1D-B809-3314D092DF28} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{385C4948-E080-56A6-E29E-8B0F4913175C} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
{43FB297B-7A4D-4835-A878-E6DF345B580C} = {385C4948-E080-56A6-E29E-8B0F4913175C}
{BC277499-8215-4F9F-B9AB-07B6391110BF} = {385C4948-E080-56A6-E29E-8B0F4913175C}
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
EndGlobalSection
+7
View File
@@ -0,0 +1,7 @@
include_guard(GLOBAL)
macro(export_to_parent)
foreach(var IN ITEMS ${ARGN})
set(${var} ${${var}} PARENT_SCOPE)
endforeach()
endmacro()
+48
View File
@@ -0,0 +1,48 @@
include_guard(GLOBAL)
function(get_version_from_git)
find_package(Git QUIET)
if(NOT Git_FOUND)
message(WARNING "Git not found")
return()
endif()
execute_process(
COMMAND ${GIT_EXECUTABLE} describe --tags --always
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE GIT_TAG
OUTPUT_STRIP_TRAILING_WHITESPACE
RESULT_VARIABLE GIT_RESULT
)
if(NOT GIT_RESULT EQUAL 0)
message(WARNING "Failed to get git tag")
return()
endif()
execute_process(
COMMAND ${GIT_EXECUTABLE} rev-parse --short=7 HEAD
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE GIT_COMMIT_SHORT_HASH
OUTPUT_STRIP_TRAILING_WHITESPACE
)
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH})
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH} PARENT_SCOPE)
string(REGEX REPLACE "^v" "" CLEAN_TAG "${GIT_TAG}")
if(CLEAN_TAG MATCHES "^([0-9]+)\\.([0-9]+)\\.([0-9]+)(-.*)?$")
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1})
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1} PARENT_SCOPE)
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2})
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2} PARENT_SCOPE)
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3})
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3} PARENT_SCOPE)
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}")
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}" PARENT_SCOPE)
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}")
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}" PARENT_SCOPE)
else()
message(WARNING "Tag '${CLEAN_TAG}' does not match semver format")
endif()
endfunction()
+142
View File
@@ -0,0 +1,142 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/InstallBasic.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateCpp.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
function(init_library)
set(_options SHARED STATIC)
set(_one_value_args
NAME
SOURCE_DIR
INCLUDE_DIR
)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (_ARGS_SHARED AND _ARGS_STATIC)
message(FATAL_ERROR "Invalid args passed to init_library: cannot specify STATIC and SHARED")
endif()
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set_first_defined(_source_dir _ARGS_SOURCE_DIR _name)
set_first_defined(_include_dir _ARGS_INCLUDE_DIR _source_dir)
# Cpp sources
file(
GLOB_RECURSE ${_name}_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_source_dir}/*.cpp
)
# Note: cpp files inside 'tests' dir(s) are considered tests.
# Remove tests from main sources, and add them to test sources
foreach(item ${${_name}_SOURCES})
if(${item} MATCHES "tests/.*\.cpp$")
list(APPEND ${_name}_TEST_SOURCES ${item})
endif()
endforeach()
foreach(item ${${_name}_TEST_SOURCES})
list(REMOVE_ITEM ${_name}_SOURCES ${item})
endforeach()
# Proto sources
file(
GLOB_RECURSE ${_name}_PROTO_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_source_dir}/protobufs/*.proto
)
update_deps_file("${${_name}_PROTO_SOURCES};")
protobuf_generate_cpp(
CXX_SOURCES ${_name}_CXX_PROTO_SOURCES
CXX_HEADERS ${_name}_CXX_PROTO_HEADERS
CXX_OUT_DIR ${CMAKE_CURRENT_BINARY_DIR}
PROTO_INCLUDE_DIRS
${EXTERNALS_INCLUDE}
${CMAKE_CURRENT_SOURCE_DIR}
PROTO_SOURCES
${${_name}_PROTO_SOURCES}
)
export_to_parent(
${_name}_SOURCES
${_name}_TEST_SOURCES
${_name}_PROTO_SOURCES
${_name}_CXX_PROTO_SOURCES
${_name}_CXX_PROTO_HEADERS
)
# Add main lib
if (_ARGS_STATIC)
add_library(${_name} STATIC ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
elseif(_ARGS_SHARED)
add_library(${_name} SHARED ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
else()
add_library(${_name} ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
endif()
target_include_directories(
${_name}
SYSTEM
BEFORE
PUBLIC
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/include>
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/include/zlib>
)
target_include_directories(
${_name}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
)
# Include protos (if any)
if (${_name}_PROTO_SOURCES)
target_include_directories(
${_name}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
)
endif()
target_link_directories(
${_name}
PUBLIC
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
$<BUILD_INTERFACE:${EXTERNALS_ROOT}/lib/$<CONFIG>>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
)
# Install main lib
foreach(_hdr ${${_name}_CXX_PROTO_HEADERS})
file(RELATIVE_PATH _relative_path ${CMAKE_CURRENT_BINARY_DIR} ${_hdr})
install(FILES ${_hdr} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/${_relative_path})
endforeach()
install_basic(
NAME ${_name}
INCLUDE_DIR ${_include_dir}
)
# Add tests executable (if there are any)
if (${_name}_TEST_SOURCES AND NOT WIN32)
add_executable(${_name}-tests ${${_name}_TEST_SOURCES})
get_target_property(_lib_type ${_name} TYPE)
if (_lib_type STREQUAL "SHARED_LIBRARY")
# Set RPATH so the tests exe knows where to find the shared lib.
set_target_properties(
${_name}-tests
PROPERTIES
BUILD_RPATH "$ORIGIN"
INSTALL_RPATH "$ORIGIN/../${CMAKE_INSTALL_LIBDIR}"
)
endif()
# Link main lib
target_link_directories(
${_name}-tests
PRIVATE
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
)
target_link_libraries(${_name}-tests PRIVATE ${_name})
# Catch2
find_package(Catch2 CONFIG REQUIRED COMPONENTS Catch2WithMain)
target_link_libraries(${_name}-tests PRIVATE Catch2::Catch2WithMain)
endif()
endfunction()
+71
View File
@@ -0,0 +1,71 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
function(init_python_module)
set(_options)
set(_one_value_args
NAME
)
set(_multi_value_args
SOURCES
)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set_first_defined(_sources _ARGS_SOURCES ${_name}_SOURCES)
set(module_proj ${_name}_module)
set(${module_proj}_SOURCES ${_sources})
pybind11_add_module(${module_proj} SHARED ${_sources})
target_link_libraries(
${module_proj}
PUBLIC
pybind11::embed
spark
${_name}
)
target_include_directories(
${module_proj}
PRIVATE
$<BUILD_INTERFACE:${pybind11_INCLUDE_DIRS}>
)
target_include_directories(
${module_proj}
PUBLIC
${Python3_INCLUDE_DIRS}
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
)
add_custom_command(
OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
DEPENDS ${_name} ${module_proj}
COMMAND PYTHONPATH=${CMAKE_CURRENT_BINARY_DIR} pybind11-stubgen --numpy-array-use-type-var --ignore-invalid-expressions '.*' ${_name}_module
COMMENT "Generating py stubs"
)
add_custom_target(
"${_name}_py_stubs"
ALL
DEPENDS
${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
)
install(
TARGETS ${module_proj}
EXPORT ${module_proj}Targets
RUNTIME
DESTINATION ${CMAKE_INSTALL_BINDIR}
LIBRARY
DESTINATION ${CMAKE_INSTALL_LIBDIR}
ARCHIVE
DESTINATION ${CMAKE_INSTALL_LIBDIR}
)
foreach(dir ${pybind11_INCLUDE_DIRS})
install(DIRECTORY ${dir} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR})
endforeach()
install(
EXPORT ${module_proj}Targets
FILE ${module_proj}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
endfunction()
+65
View File
@@ -0,0 +1,65 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
function(init_python_plugin)
set(_options)
set(_one_value_args NAME PLUGIN_NAME)
set(_multi_value_args SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set(_plugin_name ${_ARGS_PLUGIN_NAME})
if (NOT DEFINED _ARGS_PLUGIN_NAME)
set(_plugin_name ${_name}_plugins)
endif()
set(${_plugin_name}_SOURCES ${_ARGS_SOURCES})
if (NOT DEFINED _ARGS_SOURCES)
file(
GLOB_RECURSE ${_plugin_name}_SOURCES
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_plugin_name}/*.py)
endif()
set(src_outs)
foreach(_src ${${_plugin_name}_SOURCES})
set(_src_in ${CMAKE_CURRENT_SOURCE_DIR}/${_src})
set(_src_out ${CMAKE_CURRENT_BINARY_DIR}/${_src})
add_custom_command(
OUTPUT ${_src_out}
COMMAND ${CMAKE_COMMAND} -E copy ${_src_in} ${_src_out}
DEPENDS ${_src_in}
COMMENT "Copying ${_plugin_name} plugin ${_src} to ${_src_out}"
)
list(APPEND src_outs ${_src_out})
endforeach()
add_custom_target(copy_${_plugin_name} ALL DEPENDS ${src_outs})
add_library(${_plugin_name} INTERFACE)
add_library(${_name}::${_plugin_name} ALIAS ${_plugin_name})
set_target_properties(
${_plugin_name}
PROPERTIES
INTERFACE_PYTHON_SCRIPTS_DIR
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${_plugin_name}>
)
set_target_properties(
${_plugin_name}
PROPERTIES
INTERFACE_PYTHON_SCRIPTS $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${${_plugin_name}_SOURCES}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${${_plugin_name}_SOURCES}>
)
install(
TARGETS ${_plugin_name}
EXPORT ${_plugin_name}Targets
DESTINATION ${CMAKE_INSTALL_BINDIR}
)
install(
EXPORT ${_plugin_name}Targets
FILE ${_plugin_name}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
install(DIRECTORY ${_plugin_name} DESTINATION ${CMAKE_INSTALL_BINDIR})
endfunction()
+39
View File
@@ -0,0 +1,39 @@
include_guard(DIRECTORY)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/PackBasic.cmake)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
function(install_basic)
set(_options)
set(_one_value_args NAME INCLUDE_DIR)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
set_first_defined(_include_dir _ARGS_INCLUDE_DIR _name)
file(
GLOB_RECURSE ${_name}_HEADERS
RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
${_include_dir}/*.h)
target_sources(${_name}
PUBLIC
FILE_SET HEADERS FILES ${${_name}_HEADERS})
install(
TARGETS ${_name}
EXPORT ${_name}Targets
RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR}
LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
FILE_SET HEADERS DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}
)
install(
EXPORT ${_name}Targets
FILE ${_name}Targets.cmake
NAMESPACE ${_name}::
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name})
pack_basic()
endfunction()
+44
View File
@@ -0,0 +1,44 @@
include_guard(DIRECTORY)
include(CMakePackageConfigHelpers)
include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
function(pack_basic)
set(_options)
set(_one_value_args NAME)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
set_first_defined(_name _ARGS_NAME PROJECT_NAME)
find_package(Git QUIET)
if(GIT_FOUND)
execute_process(
COMMAND ${GIT_EXECUTABLE} describe --tags --always --dirty
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE PROJECT_VERSION
OUTPUT_STRIP_TRAILING_WHITESPACE
)
endif()
if(NOT GIT_FOUND OR PROJECT_VERSION STREQUAL "")
set(PROJECT_VERSION "0.0.0")
endif()
write_basic_package_version_file(
"${CMAKE_CURRENT_BINARY_DIR}/${_name}ConfigVersion.cmake"
VERSION ${PROJECT_VERSION}
COMPATIBILITY AnyNewerVersion
)
configure_package_config_file(
"${CMAKE_CURRENT_SOURCE_DIR}/Config.cmake.in"
"${CMAKE_CURRENT_BINARY_DIR}/${_name}Config.cmake"
INSTALL_DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
)
install(
FILES
"${CMAKE_CURRENT_BINARY_DIR}/${_name}Config.cmake"
"${CMAKE_CURRENT_BINARY_DIR}/${_name}ConfigVersion.cmake"
DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name})
endfunction()
-145
View File
@@ -1,145 +0,0 @@
set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
set(PROTOBUF_STATIC_LIB "libprotobuf")
function(Protobuf_Generate_Cpp SRCS HDRS)
set(${SRCS})
set(${HDRS})
foreach(FIL ${ARGN})
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
get_filename_component(FIL_WE ${FIL} NAME_WE)
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
if(FIL_DIR)
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
endif()
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
add_custom_command(
OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
COMMAND
${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src -I
${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
DEPENDS ${ABS_FIL}
COMMENT "Running C++ protocol buffer compiler on ${FIL}"
VERBATIM)
endforeach()
set_source_files_properties(${${SRCS}} ${${HDRS}} PROPERTIES GENERATED TRUE)
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
"/wd4309 /wd4838")
else()
set_source_files_properties(
${${SRCS}}
PROPERTIES
COMPILE_FLAGS
"-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${SRCS}
${${SRCS}}
PARENT_SCOPE)
set(${HDRS}
${${HDRS}}
PARENT_SCOPE)
endfunction()
function(Service_Compiler_Generate_Cpp SRCS HDRS)
set(${SRCS})
set(${HDRS})
foreach(FIL ${ARGN})
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
get_filename_component(FIL_WE ${FIL} NAME_WE)
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
if(FIL_DIR)
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
endif()
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc")
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h")
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc")
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h")
set(TEMPLATES
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.cc
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.h
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.cc
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.h
)
if(WIN32)
add_custom_command(
OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
COMMAND SET PYTHONPATH=${SPARK_PYTHON}
COMMAND ${CMAKE_SOURCE_DIR}/.venv/Scripts/activate.bat
COMMAND
${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src
--plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.cmd
--service_out=lang=cpp:${CMAKE_BINARY_DIR}/src -I
${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
DEPENDS ${ABS_FIL} ${TEMPLATES}
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM)
else()
add_custom_command(
OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
ARGS
${Protobuf_PROTOC_EXECUTABLE}
--cpp_out=${CMAKE_BINARY_DIR}/src
--plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py
--service_out=lang=cpp,make_file_name=${ABS_FIL}:${CMAKE_BINARY_DIR}/src
-I ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
DEPENDS ${ABS_FIL} ${TEMPLATES}
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
COMMENT "Running C++ service compiler on ${FIL}"
VERBATIM)
endif()
endforeach()
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
"/wd4309 /wd4838")
else()
set_source_files_properties(
${${SRCS}}
PROPERTIES
COMPILE_FLAGS
"-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${SRCS}
${${SRCS}}
PARENT_SCOPE)
set(${HDRS}
${${HDRS}}
PARENT_SCOPE)
endfunction()
+83
View File
@@ -0,0 +1,83 @@
include_guard(GLOBAL)
function(protobuf_generate_cpp)
set(_options)
set(_one_value_args
CXX_SOURCES
CXX_HEADERS
CXX_OUT_DIR
PROTOC
)
set(_multi_value_args
PROTO_INCLUDE_DIRS
PROTO_SOURCES
)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_PROTOC)
if (WIN32)
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc.exe")
else()
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
endif()
endif()
set(${_ARGS_CXX_SOURCES})
set(${_ARGS_CXX_HEADERS})
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
foreach(_fil ${_ARGS_PROTO_SOURCES})
get_filename_component(_abs_fil ${_fil} ABSOLUTE)
get_filename_component(_fil_we ${_fil} NAME_WE)
get_filename_component(_fil_dir ${_fil} DIRECTORY)
if(_fil_dir)
set(_fil_we "${_fil_dir}/${_fil_we}")
endif()
list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc")
list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h")
message(STATUS "add_custom_command for ${_fil} -> ${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h")
# TODO: Pass proto sources by relative path (so this fn can be called from
# arbitrary subdirs).
add_custom_command(
OUTPUT
"${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc"
"${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h"
COMMAND
${_ARGS_PROTOC}
ARGS
--cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${_abs_fil}
DEPENDS ${_abs_fil}
COMMENT "Running C++ protocol buffer compiler on ${_fil}"
VERBATIM
)
endforeach()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
${${_ARGS_CXX_HEADERS}}
PROPERTIES
GENERATED TRUE
)
# remove some warnings from protobuf generated files
if(WIN32)
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "/wd4309 /wd4838"
)
else()
set_source_files_properties(
${${_ARGS_CXX_SOURCES}}
PROPERTIES
COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
)
endif()
set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
endfunction()
+61
View File
@@ -0,0 +1,61 @@
include_guard(GLOBAL)
function(protobuf_generate_cpp_config)
set(_options)
set(_one_value_args
PROTO_SOURCES_HEADER
PROTO_DEFAULTS_HEADER
)
set(_multi_value_args
PROTO_SOURCES
PROTO_DEFAULTS
)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
# Configure the 'config_proto_files' header. It provides an array of strings populated with the
# files in PROTO_SOURCES. At runtime, we use this array to generate a special 'config' proto
# message with fields for each message defined in said files. A global instance of this 'config'
# proto is then constructed, and populated with [compile-time] defaults, and [runtime] overrides
# (i.e., in spark.conf). Calls to `bts::config::get<T>()` retrieve the value from the field
# associated with type `T` in this global instance.
message(STATUS "PROTO_SOURCES: ${_ARGS_PROTO_SOURCES}")
message(STATUS "PROTO_SOURCES_HEADER: ${_ARGS_PROTO_SOURCES_HEADER}")
message(STATUS "PROTO_DEFAULTS_HEADER: ${_ARGS_PROTO_DEFAULTS_HEADER}")
if (_ARGS_PROTO_SOURCES_HEADER)
set(PROTO_SOURCES)
set(PROTO_SOURCES_CXX_ARRAY_ITEMS "")
foreach(_proto_path ${_ARGS_PROTO_SOURCES})
list(APPEND PROTO_SOURCES ${_proto_path})
string(APPEND PROTO_SOURCES_CXX_ARRAY_ITEMS "\"${_proto_path}\",\n")
endforeach()
list(LENGTH PROTO_SOURCES PROTO_SOURCES_LENGTH)
message(STATUS "CONFIGURING PROTO_SOURCES_HEADER): ${_ARGS_PROTO_SOURCES_HEADER}")
configure_file(${CMAKE_SOURCE_DIR}/cmake/config_proto_files.h.in ${_ARGS_PROTO_SOURCES_HEADER})
endif()
# Generate static defaults. Ideally, this would be a single string, but we use an array because
# the compiler complains if the string is longer than 65k.
set(_cfg_defaults_str "inline const char * config_static_defaults[] = { ")
foreach(_cfg_file_path ${_ARGS_PROTO_DEFAULTS})
file(READ ${_cfg_file_path} _cfg_file_content)
string(REPLACE "\"" "\\\"" _cfg_file_content_escaped ${_cfg_file_content})
string(REPLACE "\n" ";" _cfg_lines ${_cfg_file_content_escaped})
foreach(_line ${_cfg_lines})
string(APPEND _cfg_defaults_str "\n \"${_line}\",")
endforeach(_line)
endforeach(_cfg_file_path)
string(APPEND _cfg_defaults_str "};")
set(_old_cfg_defaults_str "")
if(EXISTS ${_ARGS_PROTO_DEFAULTS_HEADER})
file(READ ${_ARGS_PROTO_DEFAULTS_HEADER} _old_cfg_defaults_str)
endif()
if(NOT _cfg_defaults_str STREQUAL _old_cfg_defaults_str)
file(WRITE "${_ARGS_PROTO_DEFAULTS_HEADER}" "${_cfg_defaults_str}")
endif()
endfunction()
+49
View File
@@ -0,0 +1,49 @@
include_guard(DIRECTORY)
function(protobuf_generate_fs)
set(_options)
set(_one_value_args TARGET_NAME OUT_DIR PROTOC)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_TARGET_NAME)
set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_fs_protos")
endif()
if (NOT DEFINED _ARGS_PROTOC)
set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
endif()
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
set(_outputs)
foreach(_proto_source ${_ARGS_PROTO_SOURCES})
# get_filename_component(_abs_proto_source ${_proto_source} ABSOLUTE)
get_filename_component(_proto_source_we ${_proto_source} NAME_WE)
# get_filename_component(_proto_source_dir ${_proto_source} DIRECTORY)
list(APPEND _outputs ${_ARGS_OUT_DIR}/${_proto_source_we}.fable.fs)
endforeach()
set(_venv_exec ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh)
set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.py)
set(_template_fs ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/fs/fable.fs)
add_custom_command(
OUTPUT ${_outputs}
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
COMMAND ${_venv_exec}
${_ARGS_PROTOC}
--plugin=protoc-gen-service=${_plugin_py}
--service_out=lang=fs,strip_out_path=1:${_ARGS_OUT_DIR}
${_proto_include_cli_args}
${_ARGS_PROTO_SOURCES}
DEPENDS
${_venv_exec}
${_plugin_py}
${_template_fs}
${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
${_ARGS_PROTO_SOURCES}
)
add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS "${_outputs}")
endfunction()
+33
View File
@@ -0,0 +1,33 @@
include_guard(DIRECTORY)
function(protobuf_generate_js)
set(_options)
set(_one_value_args TARGET_NAME OUTPUT)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_TARGET_NAME)
set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_js_protos")
endif()
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -p ${_dir})
endforeach()
add_custom_command(
OUTPUT ${_ARGS_OUTPUT}
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
COMMAND npx
--no-install pbjs
-t json-module
-w commonjs
-o ${_ARGS_OUTPUT}
${_proto_include_cli_args}
${_ARGS_PROTO_SOURCES}
DEPENDS
${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
${_ARGS_PROTO_SOURCES}
)
add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS ${_ARGS_OUTPUT})
endfunction()
+10
View File
@@ -0,0 +1,10 @@
include_guard(GLOBAL)
macro(set_first_defined RESULT)
foreach(_arg ${ARGN})
if (DEFINED ${_arg})
set(${RESULT} ${${_arg}})
break()
endif()
endforeach()
endmacro()
+49
View File
@@ -0,0 +1,49 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/TernaryOperator.cmake)
function(sym_link_dir)
set(_options)
set(_one_value_args TARGET_NAME SOURCE DEST COMMENT)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
add_custom_command(
OUTPUT ${_ARGS_DEST}
COMMAND ln ARGS -sf ${_ARGS_SOURCE} ${_ARGS_DEST}
)
set_ternary(_comment _ARGS_COMMENT "${_ARGS_COMMENT}" "linking dir ${_ARGS_SOURCE} -> ${_ARGS_DEST}")
add_custom_target(
${_ARGS_TARGET_NAME} ALL
DEPENDS ${_ARGS_DEST}
COMMENT "${_comment}"
)
endfunction()
function(sym_link_file)
set(_options)
set(_one_value_args SOURCE DEST INSTALL_DEST)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
file(
CREATE_LINK
${_ARGS_SOURCE}
${_ARGS_DEST}
SYMBOLIC
)
if (DEFINED _ARGS_INSTALL_DEST)
install(
FILES
${_ARGS_SOURCE}
DESTINATION ${_ARGS_INSTALL_DEST}
)
endif()
endfunction()
function(sym_link_local_lib LIB_NAME)
set(_lib_file_name "${CMAKE_SHARED_LIBRARY_PREFIX}${LIB_NAME}.so")
file(
CREATE_LINK
"${CMAKE_BINARY_DIR}/src/lib_${LIB_NAME}/${_lib_file_name}"
"${CMAKE_CURRENT_BINARY_DIR}/${_lib_file_name}"
SYMBOLIC
)
endfunction()
+39
View File
@@ -0,0 +1,39 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/SymLink.cmake)
function(sym_link_python_module)
set(_options)
set(_one_value_args LIB_NAME MODULE_NAME PLUGIN_NAME)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}"
"${_multi_value_args}" ${ARGN})
if(NOT DEFINED _ARGS_LIB_NAME)
message(
FATAL_ERROR "LIB_NAME must be specified for sym_link_python_module()")
endif()
set(_lib_name ${_ARGS_LIB_NAME})
set(_module_name ${_ARGS_MODULE_NAME})
if(NOT DEFINED _ARGS_MODULE_NAME)
set(_module_name ${_lib_name}_module)
endif()
set(_plugin_name ${_ARGS_PLUGIN_NAME})
set(_deps ${_lib_name} ${_module_name})
if(DEFINED _ARGS_PLUGIN_NAME)
list(APPEND _deps ${_plugin_name} copy_${_plugin_name})
endif()
add_dependencies(${PROJECT_NAME} ${_deps})
sym_link_local_lib(${_lib_name})
set(_module_suffix cpython-310-x86_64-linux-gnu.so)
sym_link_file(
SOURCE
${CMAKE_BINARY_DIR}/src/lib_${_lib_name}/${_module_name}.${_module_suffix}
DEST
${CMAKE_CURRENT_BINARY_DIR}/${_module_name}.${_module_suffix}
INSTALL_DEST
${CMAKE_INSTALL_BINDIR}/)
if(DEFINED _ARGS_PLUGIN_NAME)
get_target_property(plugins ${_plugin_name} INTERFACE_PYTHON_SCRIPTS_DIR)
sym_link_dir(TARGET_NAME ${PROJECT_NAME}_link_${_plugin_name} SOURCE
${plugins} DEST ${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name})
endif()
endfunction()
+9
View File
@@ -0,0 +1,9 @@
include_guard(GLOBAL)
macro(set_ternary RESULT CONDITION TRUE_VALUE FALSE_VALUE)
if(${CONDITION})
set(${RESULT} ${TRUE_VALUE})
else()
set(${RESULT} ${FALSE_VALUE})
endif()
endmacro()
+11
View File
@@ -0,0 +1,11 @@
#pragma once
#include <array>
namespace bts::@PROJECT_NAME@::protobufs {
inline std::array<const char *, @PROTO_SOURCES_LENGTH@> config_proto_files = {
@PROTO_SOURCES_CXX_ARRAY_ITEMS@
};
} // namespace bts::@PROJECT_NAME@::protobufs
+11
View File
@@ -0,0 +1,11 @@
#ifndef BTS_SPARK_VERSION_H
#define BTS_SPARK_VERSION_H
#define BTS_SPARK_VERSION_MAJOR @PROJECT_VERSION_MAJOR@
#define BTS_SPARK_VERSION_MINOR @PROJECT_VERSION_MINOR@
#define BTS_SPARK_VERSION_PATCH @PROJECT_VERSION_PATCH@
#define BTS_SPARK_VERSION_BUILD_METADATA @PROJECT_VERSION_BUILD_METADATA@
#define BTS_SPARK_VERSION "@PROJECT_VERSION@"
#define BTS_SPARK_VERSION_FULL "@PROJECT_VERSION_FULL@"
#endif
-24
View File
@@ -1,24 +0,0 @@
cmake_minimum_required(VERSION 3.5)
# Explicitly set policy to convert relative paths to absolute (although this is a default policy,
# setting it explicitly prevents a compile-warning)
cmake_policy(SET CMP0076 NEW)
# add protos to the library to facilitate source_group
target_sources(libspark PUBLIC ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
function(assign_source_group)
foreach(_source IN ITEMS ${ARGN})
if(IS_ABSOLUTE "${_source}")
file(RELATIVE_PATH _source_rel "${CMAKE_CURRENT_SOURCE_DIR}" "${_source}")
else()
set(_source_rel "${_source}")
endif()
get_filename_component(_source_path "${_source_rel}" PATH)
string(REPLACE "/" "\\" _source_path_msvc "${_source_path}")
source_group("${_source_path_msvc}" FILES "${_source}")
set(SOURCE_FILES "${_source}")
endforeach()
endfunction(assign_source_group)
assign_source_group(${SparkLib_Sources} ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
+197
View File
@@ -0,0 +1,197 @@
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"
@@ -124,8 +124,8 @@ service OrderService {
```
### C++ Example
```cpp
#include "lib/api/public/ServiceContext.h"
#include "lib/api/services/OrderService.client.pb.h"
#include "spark/api/public/ServiceContext.h"
#include "spark/api/services/OrderService.client.pb.h"
using namespace bts::api;
ServiceContext ctx;
auto orders = ctx.locate<orderman::OrderService>();
@@ -29,9 +29,9 @@ namespace sample {
```
```cpp
#include "lib/api/public/ServiceContext.h"
#include "spark/lib/domain_model/Security.h"
#include "lib/api/services/MarketDataService.client.pb.h"
#include "spark/api/public/ServiceContext.h"
#include "spark/domain_model/Security.h"
#include "spark/api/services/MarketDataService.client.pb.h"
#include <thread>
using namespace bts::api;
@@ -0,0 +1,38 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y pkg-config
RUN apt-get update && apt-get install -y locales
RUN apt-get update && apt-get install -y ca-certificates
RUN apt-get update && apt-get install -y libssh2-1-dev
RUN apt-get update && apt-get install -y software-properties-common
RUN apt-get update && apt-get install -y sudo
# GCC
ARG gcc_major=13
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
RUN apt-get update \
&& apt-get install -y dotnet7
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
-g "$docker_uid" \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
USER bts
WORKDIR /home/bts
@@ -0,0 +1,38 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y pkg-config
RUN apt-get update && apt-get install -y locales
RUN apt-get update && apt-get install -y ca-certificates
RUN apt-get update && apt-get install -y libssh2-1-dev
RUN apt-get update && apt-get install -y software-properties-common
RUN apt-get update && apt-get install -y sudo
# GCC
ARG gcc_major=13
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
RUN apt-get update \
&& apt-get install -y dotnet8
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$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
@@ -55,17 +55,19 @@ RUN \
clangd-$clang_major
# CMake
RUN \
curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
| gpg --dearmor - \
| tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
&& echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
| tee /etc/apt/sources.list.d/kitware.list > /dev/null \
&& apt-get update \
&& apt-get install -y cmake
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/ $(lsb_release -cs) main" \
> /etc/apt/sources.list.d/kitware.list \
&& apt-get update \
&& apt-get install -y --no-install-recommends cmake \
&& rm -rf /var/lib/apt/lists/*
# Dotnet
RUN apt-get update && apt-get install -y dotnet7
RUN apt-get update && apt-get install -y dotnet8
# Node
ARG node_major=18
@@ -80,9 +82,14 @@ RUN mkdir -p /etc/apt/keyrings \
# Emumba (deps)
RUN apt-get update && apt-get -y install rapidjson-dev
# Emumba
COPY emumba /emumba
RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
&& rm -r /emumba
ARG EMUMBA_DERIBIT_CONNECTOR_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
RUN --mount=type=secret,id=bitbucket_access_token \
set -eux \
&& apt-get update \
&& TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
&& curl -fL -H "Authorization: Bearer ${TOKEN}" $EMUMBA_DERIBIT_CONNECTOR_DEB_URL -o /tmp/emumba-deribit-connector.deb \
&& apt-get install -y /tmp/emumba-deribit-connector.deb \
&& rm -f /tmp/emumba-deribit-connector.deb
# Pcap
RUN apt-get update && apt-get install -y libpcap0.8-dev
@@ -90,6 +97,24 @@ RUN apt-get update && apt-get install -y libpcap0.8-dev
# Databento (deps)
RUN apt-get update && apt-get -y install libzstd-dev
# Rakurai
ARG RAKURAI_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/rakurai-dex-connector_0.0.5_amd64.deb"
RUN --mount=type=secret,id=bitbucket_access_token \
set -eux \
&& apt-get update \
&& TOKEN="$(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; \
Submodule docker/linux deleted from 56c61231f3.
Submodule docker/windows deleted from de7d40c09d.
+21 -1
View File
@@ -1,22 +1,42 @@
astroid==2.7.3
autopep8==1.5.7
blinker==1.9.0
boto3==1.37.9
botocore==1.37.9
certifi==2023.5.7
charset-normalizer==3.1.0
click==8.1.8
colorama==0.4.4
Flask==3.1.0
idna==3.4
isort==5.9.3
itsdangerous==2.2.0
Jinja2==3.1.6
jmespath==1.0.1
lazy-object-proxy==1.6.0
MarkupSafe==3.0.2
mccabe==0.6.1
numpy==2.2.6
platformdirs==2.3.0
protobuf==4.21.12
protobuf==6.33.4
pybars3==0.9.7
pybind11==3.0.1
pybind11-stubgen==2.5.5
pybit==5.11.0
pycodestyle==2.7.0
pycparser==2.20
pycryptodome==3.23.0
pylint==2.10.2
PyMeta3==0.5.1
python-dateutil==2.9.0.post0
python-dotenv==1.0.1
requests==2.31.0
s3transfer==0.11.4
six==1.17.0
termcolor==1.1.0
toml==0.10.2
urllib3==2.0.3
websocket-client==1.8.0
Werkzeug==3.1.3
wrapt==1.12.1
yapf==0.31.0
+333 -3
View File
@@ -1,14 +1,15 @@
Microsoft Visual Studio Solution File, Format Version 12.00
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.3.32922.545
MinimumVisualStudioVersion = 15.0.26124.0
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
EndProject
@@ -18,82 +19,411 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\clie
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}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{51C40BA9-F226-4A35-939D-1ED6F5FF7299}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{90A48718-F6A7-4747-97EA-89632B451008}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{1A5B8C5D-BADC-457E-819F-0050C44FE4D3}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{2A0FBDE0-D870-4567-85BD-F7793A5862C6}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
Debug|Any CPU = Debug|Any CPU
Debug|x86 = Debug|x86
MinSizeRel|x64 = MinSizeRel|x64
MinSizeRel|Any CPU = MinSizeRel|Any CPU
MinSizeRel|x86 = MinSizeRel|x86
Release|x64 = Release|x64
Release|Any CPU = Release|Any CPU
Release|x86 = Release|x86
RelWithDebInfo|x64 = RelWithDebInfo|x64
RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
RelWithDebInfo|x86 = RelWithDebInfo|x86
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.ActiveCfg = Debug|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.Build.0 = Debug|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.Build.0 = Release|x64
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{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|Any CPU.Build.0 = Release|Any CPU
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x86.ActiveCfg = Release|Any CPU
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x86.Build.0 = Release|Any CPU
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.ActiveCfg = Release|x64
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.Build.0 = Release|x64
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{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|Any CPU.Build.0 = Debug|Any CPU
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EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
GlobalSection(NestedProjects) = preSolution
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EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
EndGlobalSection
@@ -8,7 +8,6 @@
public int Integer;
public double Real;
public string Identifier;
public DateTime DateTime;
public ImmutableList<IArithmeticExpression> Arguments;
public ImmutableList<Assignment> Assignments;
public IArithmeticExpression Argument;
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -11,10 +11,20 @@
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\cs\Bts.Spark.Core\Bts.Spark.Core.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
<PackageReference Include="Bts.Spark.Core" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup Label="ArithmeticExpression">
<Scanner Include="ArithmeticExpressionTokens.lex" />
@@ -1,13 +1,9 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
</Project>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -1,4 +1,6 @@
using System;
using System.Runtime.Versioning;
using Microsoft.Win32;
namespace BCG
@@ -10,6 +12,7 @@ namespace BCG
rk.SetValue (name, value.ToString ());
}
[SupportedOSPlatform("windows")]
public static double getValue (RegistryKey rk, string name)
{
object v = rk.GetValue (name);
@@ -6,23 +6,80 @@ using Spark.Core.Collections;
static class ArgumentComparer {
public static int Compare(
IArgument value1, IArgument value2, IDictionary<string,object?> env) {
IArgument value1, IArgument value2, IDictionary<string, object?> env) {
if (value1 is null) {
throw new ArgumentNullException(nameof(value1));
}
if (value2 is null) {
throw new ArgumentNullException(nameof(value2));
}
var cmp1 = value1.Cast<IComparable>();
var cmp2 = value2.Cast<IComparable>();
var obj1 = value1.GetValue(env);
var obj2 = value2.GetValue(env);
if (obj1 is null) {
if (obj2 is null) {
return 0;
}
return -1;
}
if (obj2 is null) {
return 1;
}
return compareObjs(obj1, obj2);
}
static int compareObjs(object obj1, object obj2) {
try {
var v1 = cmp1.GetValue(env);
var v2 = cmp2.GetValue(env);
return v1.GetType().IsNumeric() ?
new NumericComparer().Compare(v1, v2) : v1.CompareTo(v2);
var typ1 = obj1.GetType();
var typ2 = obj2.GetType();
bool areSameTypes = typ1 == typ2;
if (areSameTypes) {
return ((IComparable)obj1).CompareTo(obj2);
}
if (typ1.IsNumeric()) {
return tryCompareNumeric(obj1, obj2);
} else if (typ2.IsNumeric()) {
return -tryCompareNumeric(obj2, obj1);
} else if (typ1.IsEnum) {
if (typ2 == typeof(string)) {
return -((string)obj2).CompareTo(obj1.ToString());
}
} else if (typ1 == typeof(string)) {
return ((string)obj1).CompareTo(obj2.ToString());
} else if (typ1 == typeof(DateTime)) {
if (typ2 == typeof(TimeSpan)) {
return ((DateTime)obj1).Ticks.CompareTo(((TimeSpan)obj2).Ticks);
}
} else if (typ1 == typeof(TimeSpan)) {
if (typ2 == typeof(DateTime)) {
return ((TimeSpan)obj1).Ticks.CompareTo(((DateTime)obj2).Ticks);
}
}
} catch (Exception ex) {
Log.Ui.error($"Comparison failed: {ex}");
throw;
}
throw new ArgumentException("Failed to compare obj1 and obj2", nameof(obj1));
}
static int tryCompareNumeric(object numericObj1, object obj2) {
var typ2 = obj2.GetType();
if (typ2.IsNumeric()) {
return new NumericComparer().Compare(numericObj1, obj2);
} else if (typ2.IsEnum) {
var undTyp2 = typ2.GetEnumUnderlyingType();
if (undTyp2 == typeof(byte)) {
return new NumericComparer().Compare(numericObj1, (byte)obj2);
}
if (undTyp2 == typeof(short)) {
return new NumericComparer().Compare(numericObj1, (short)obj2);
}
if (undTyp2 == typeof(int)) {
return new NumericComparer().Compare(numericObj1, (int)obj2);
}
if (undTyp2 == typeof(long)) {
return new NumericComparer().Compare(numericObj1, (long)obj2);
}
}
throw new ArgumentException("Failed to compare numeric obj1 and obj2", nameof(obj2));
}
}
@@ -1,19 +1,11 @@
namespace Bts.BooleanExpressions;
using bts;
class BooleanExpression : IBooleanExpression {
readonly Func<IDictionary<string, object?>, bool> evaluate;
public BooleanExpression(Func<IDictionary<string, object?>, bool> evaluate) =>
this.evaluate = evaluate;
public bool Evaluate(IDictionary<string, object?> env) {
try {
return evaluate(env);
} catch (Exception ex) {
Log.assert(false, $"BooleanExpression.Evaluate failed: {ex}");
throw;
}
}
public bool Evaluate(IDictionary<string, object?> env) =>
evaluate(env);
}
@@ -47,11 +47,6 @@ IsOfType '/'
%%
{StringConstant} {
yylval.String = yytext.Substring(1, yytext.Length - 2).Replace(@"\'", "'");
return (int)Token.STRING_CONSTANT;
}
{BooleanConstant} {
yylval.Boolean = yytext.ToLower() switch {
"true" => true,
@@ -62,6 +57,11 @@ IsOfType '/'
return (int)Token.BOOLEAN_CONSTANT;
}
{StringConstant} {
yylval.String = yytext.Substring(1, yytext.Length - 2).Replace(@"\'", "'");
return (int)Token.STRING_CONSTANT;
}
{NullConstant} {
yylval.Null = DBNull.Value;
return (int)Token.NULL_CONSTANT;
@@ -1,20 +1,30 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Google.Protobuf" Version="3.24.3" />
<PackageReference Include="YaccLexTools" Version="1.2.0" />
<PackageReference Include="YaccLexTools" Version="1.2.3" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\cs\Bts.Spark.Core\Bts.Spark.Core.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
<PackageReference Include="Bts.Spark.Core" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup>
<Scanner Include="BooleanExpressionTokens.lex" />
@@ -24,8 +24,6 @@ namespace QUT.GplexBuffers
public BufferException(string message) : base(message) { }
public BufferException(string message, Exception innerException)
: base(message, innerException) { }
protected BufferException(SerializationInfo info, StreamingContext context)
: base(info, context) { }
}
internal abstract class ScanBuff
@@ -60,12 +58,10 @@ namespace QUT.GplexBuffers
return new BuildBuffer(source);
}
#if (!BYTEMODE)
public static ScanBuff GetBuffer(Stream source, int fallbackCodePage)
{
return new BuildBuffer(source, fallbackCodePage);
}
#endif // !BYTEMODE
#endif // !NOFILES
}
@@ -353,17 +349,15 @@ namespace QUT.GplexBuffers
{
FileStream fStrm = (stream as FileStream);
if (fStrm != null) FileName = fStrm.Name;
NextBlk = BlockReaderFactory.Raw(stream);
NextBlk = BlockReaderFactory.Get(stream);
}
#if (!BYTEMODE)
public BuildBuffer(Stream stream, int fallbackCodePage)
{
FileStream fStrm = (stream as FileStream);
if (fStrm != null) FileName = fStrm.Name;
NextBlk = BlockReaderFactory.Get(stream, fallbackCodePage);
}
#endif
/// <summary>
/// Marks a conservative lower bound for the buffer,
@@ -434,43 +428,19 @@ namespace QUT.GplexBuffers
//
internal static class BlockReaderFactory
{
public static BlockReader Raw(Stream stream)
{
return delegate(char[] block, int index, int number)
{
byte[] b = new byte[number];
int count = stream.Read(b, 0, number);
int i = 0;
int j = index;
for (; i < count; i++, j++)
block[j] = (char)b[i];
return count;
};
}
#if (!BYTEMODE)
public static BlockReader Get(Stream stream, int fallbackCodePage)
public static BlockReader Get(Stream stream, int fallbackCodePage = -2)
{
Encoding encoding;
int preamble = Preamble(stream);
if (preamble != 0) // There is a valid BOM here!
encoding = Encoding.GetEncoding(preamble);
else if (fallbackCodePage == -1) // Fallback is "raw" bytes
return Raw(stream);
else if (fallbackCodePage != -2) // Anything but "guess"
else if (fallbackCodePage >= 0) // Anything but "guess"
encoding = Encoding.GetEncoding(fallbackCodePage);
else // This is the "guess" option
{
int guess = new Guesser(stream).GuessCodePage();
stream.Seek(0, SeekOrigin.Begin);
if (guess == -1) // ==> this is a 7-bit file
encoding = Encoding.ASCII;
else if (guess == 65001)
encoding = Encoding.UTF8;
else // ==> use the machine default
encoding = Encoding.Default;
}
encoding = GuessEncoding(stream);
StreamReader reader = new StreamReader(stream, encoding);
return reader.Read;
}
@@ -488,6 +458,14 @@ namespace QUT.GplexBuffers
int b2 = stream.ReadByte();
if (b0 == 0xef && b1 == 0xbb && b2 == 0xbf)
return 65001; // UTF8
int b3 = stream.ReadByte();
// Check for UTF-32 BOM (Byte Order Mark)
if (b0 == 0x00 && b1 == 0x00 && b2 == 0xFE && b3 == 0xFF)
return 12001; // UTF-32BE
if (b0 == 0xFF && b1 == 0xFE && b2 == 0x00 && b3 == 0x00)
return 12000; // UTF-32LE
//
// There is no unicode preamble, so we
// return denoter for the machine default.
@@ -495,7 +473,150 @@ namespace QUT.GplexBuffers
stream.Seek(0, SeekOrigin.Begin);
return 0;
}
#endif // !BYTEMODE
private static Encoding GuessEncoding(Stream stream)
{
stream.Seek(0, SeekOrigin.Begin);
if (IsUtf16(stream, out Encoding encoding))
{
stream.Seek(0, SeekOrigin.Begin);
return encoding;
}
stream.Seek(0, SeekOrigin.Begin);
if (IsUtf8(stream))
{
stream.Seek(0, SeekOrigin.Begin);
return Encoding.UTF8;
}
stream.Seek(0, SeekOrigin.Begin);
if (IsAscii(stream))
{
stream.Seek(0, SeekOrigin.Begin);
return Encoding.ASCII;
}
#if !NET462_OR_GREATER
stream.Seek(0, SeekOrigin.Begin);
if (IsLatin1(stream))
{
stream.Seek(0, SeekOrigin.Begin);
return Encoding.Latin1;
}
#endif
stream.Seek(0, SeekOrigin.Begin);
return Encoding.Default;
}
private static bool IsUtf8(Stream stream)
{
int b;
while ((b = stream.ReadByte()) != -1)
{
if ((b & 0x80) == 0) // 0xxxxxxx
{
continue;
}
else if ((b & 0xE0) == 0xC0) // 110xxxxx 10xxxxxx
{
if (!IsValidUtf8ContinuationByte(stream)) return false;
}
else if ((b & 0xF0) == 0xE0) // 1110xxxx 10xxxxxx 10xxxxxx
{
if (!IsValidUtf8ContinuationByte(stream) || !IsValidUtf8ContinuationByte(stream)) return false;
}
else if ((b & 0xF8) == 0xF0) // 11110xxx 10xxxxxx 10xxxxxx 10xxxxxx
{
if (!IsValidUtf8ContinuationByte(stream) || !IsValidUtf8ContinuationByte(stream) || !IsValidUtf8ContinuationByte(stream)) return false;
}
else
{
return false;
}
}
return true;
}
private static bool IsValidUtf8ContinuationByte(Stream stream)
{
int b = stream.ReadByte();
return b != -1 && (b & 0xC0) == 0x80; // 10xxxxxx
}
private static bool IsUtf16(Stream stream, out Encoding encoding)
{
encoding = Encoding.Default;
if (stream.Length >= 2)
{
// Read the first two bytes
int b0 = stream.ReadByte();
int b1 = stream.ReadByte();
// Check for UTF-16 BOM (Byte Order Mark)
if (b0 == 0xFF && b1 == 0xFE)
{
encoding = Encoding.Unicode;
return true; // UTF-16LE
}
if (b0 == 0xFE && b1 == 0xFF)
{
encoding = Encoding.BigEndianUnicode;
return true; // UTF-16BE
}
// Reset the stream position
stream.Seek(0, SeekOrigin.Begin);
// Check for common UTF-16 patterns
byte[] buffer = new byte[2];
while (stream.Read(buffer, 0, 2) == 2)
{
if (buffer[0] == 0x00 && buffer[1] != 0x00)
{
encoding = Encoding.BigEndianUnicode;
return true; // Likely UTF-16BE
}
if (buffer[0] != 0x00 && buffer[1] == 0x00)
{
encoding = Encoding.Unicode;
return true; // Likely UTF-16LE
}
}
}
return false;
}
private static bool IsAscii(Stream stream)
{
int b;
while ((b = stream.ReadByte()) != -1)
{
// Latin1 includes byte values from 0x00 to 0xFF
if (b > 0x7F)
{
return false;
}
}
return true;
}
private static bool IsLatin1(Stream stream)
{
int b;
while ((b = stream.ReadByte()) != -1)
{
// Latin1 includes byte values from 0x00 to 0xFF
if (b > 0xFF)
{
return false;
}
}
return true;
}
}
#endif // !NOFILES
#endregion Buffer classes
@@ -540,180 +661,6 @@ namespace QUT.GplexBuffers
return 0;
}
}
#region guesser
#if (!BYTEMODE)
// ==============================================================
// ============ Encoding Guesser =============
// ==============================================================
/// <summary>
/// This class provides a simple finite state automaton that
/// scans the file looking for (1) valid UTF-8 byte patterns,
/// (2) bytes >= 0x80 which are not part of a UTF-8 sequence.
/// The method then guesses whether it is UTF-8 or maybe some
/// local machine default encoding. This works well for the
/// various Latin encodings.
/// </summary>
internal class Guesser
{
ScanBuff buffer;
public int GuessCodePage() { return Scan(); }
const int maxAccept = 10;
const int initial = 0;
const int eofNum = 0;
const int goStart = -1;
const int INITIAL = 0;
const int EndToken = 0;
#region user code
/*
* Reads the bytes of a file to determine if it is
* UTF-8 or a single-byte code page file.
*/
public long utfX;
public long uppr;
#endregion user code
int state;
int currentStart = startState[0];
int code;
#region ScannerTables
static int[] startState = new int[] { 11, 0 };
#region CharacterMap
static sbyte[] map = new sbyte[256] {
/* '\0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x10' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x20' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '@' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* 'P' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '`' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* 'p' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x80' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\x90' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xA0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xB0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xC0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
/* '\xD0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
/* '\xE0' */ 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
/* '\xF0' */ 4, 4, 4, 4, 4, 4, 4, 4, 5, 5, 5, 5, 5, 5, 5, 5 };
#endregion
static sbyte[][] nextState = new sbyte[][] {
new sbyte[] {0, 0, 0, 0, 0, 0},
new sbyte[] {-1, -1, 10, -1, -1, -1},
new sbyte[] {-1, -1, -1, -1, -1, -1},
new sbyte[] {-1, -1, 8, -1, -1, -1},
new sbyte[] {-1, -1, 5, -1, -1, -1},
new sbyte[] {-1, -1, 6, -1, -1, -1},
new sbyte[] {-1, -1, 7, -1, -1, -1},
null,
new sbyte[] {-1, -1, 9, -1, -1, -1},
null,
null,
new sbyte[] {-1, 1, 2, 3, 4, 2}
};
[SuppressMessage("Microsoft.Performance", "CA1810:InitializeReferenceTypeStaticFieldsInline")]
// Reason for suppression: cannot have self-reference in array initializer.
static Guesser()
{
nextState[7] = nextState[2];
nextState[9] = nextState[2];
nextState[10] = nextState[2];
}
int NextState()
{
if (code == ScanBuff.EndOfFile)
return eofNum;
else
return nextState[state][map[code]];
}
#endregion
public Guesser(System.IO.Stream file) { SetSource(file); }
public void SetSource(System.IO.Stream source)
{
this.buffer = new BuildBuffer(source);
code = buffer.Read();
}
int Scan()
{
for (; ; )
{
int next;
state = currentStart;
while ((next = NextState()) == goStart)
code = buffer.Read();
state = next;
code = buffer.Read();
while ((next = NextState()) > eofNum)
{
state = next;
code = buffer.Read();
}
if (state <= maxAccept)
{
#region ActionSwitch
#pragma warning disable 162
switch (state)
{
case eofNum:
switch (currentStart)
{
case 11:
if (utfX == 0 && uppr == 0) return -1; /* raw ascii */
else if (uppr * 10 > utfX) return 0; /* default code page */
else return 65001; /* UTF-8 encoding */
break;
}
return EndToken;
case 1: // Recognized '{Upper128}', Shortest string "\xC0"
case 2: // Recognized '{Upper128}', Shortest string "\x80"
case 3: // Recognized '{Upper128}', Shortest string "\xE0"
case 4: // Recognized '{Upper128}', Shortest string "\xF0"
uppr++;
break;
case 5: // Recognized '{Utf8pfx4}{Utf8cont}', Shortest string "\xF0\x80"
uppr += 2;
break;
case 6: // Recognized '{Utf8pfx4}{Utf8cont}{2}', Shortest string "\xF0\x80\x80"
uppr += 3;
break;
case 7: // Recognized '{Utf8pfx4}{Utf8cont}{3}', Shortest string "\xF0\x80\x80\x80"
utfX += 3;
break;
case 8: // Recognized '{Utf8pfx3}{Utf8cont}', Shortest string "\xE0\x80"
uppr += 2;
break;
case 9: // Recognized '{Utf8pfx3}{Utf8cont}{2}', Shortest string "\xE0\x80\x80"
utfX += 2;
break;
case 10: // Recognized '{Utf8pfx2}{Utf8cont}', Shortest string "\xC0\x80"
utfX++;
break;
default:
break;
}
#pragma warning restore 162
#endregion
}
}
}
} // end class Guesser
#endif // !BYTEMODE
#endregion
#endif // !NOFILES
// End of code copied from embedded resource
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -10,11 +10,20 @@
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="DataStreamCore" Version="$(SparkVersion)" />
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup Label="ColumnExpression">
<Scanner Include="ColumnExpressionTokens.lex" />
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -10,11 +10,20 @@
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="DataStreamCore" Version="$(SparkVersion)" />
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup Label="ColumnSortExpression">
<Scanner Include="ColumnSortExpressionTokens.lex" />
@@ -1,21 +1,27 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<TargetFramework>net8.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Google.Protobuf" Version="3.24.3" />
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup Label="ColumnMapExpression">
<Scanner Include="ColumnMapExpressionTokens.lex" />
@@ -0,0 +1,11 @@
namespace bts.BlueOrb {
using BCG;
[DataStreamUserRespresentation("AddColumnsStream")]
public class AddColumnsStream: ViewStream {
public AddColumnsStream(ViewStream parent_str, string add_col_expr) {
ViewStream rs = new BCG.AddColumnsStream(parent_str, add_col_expr);
mySetRealSource(rs);
}
}
}
@@ -0,0 +1,18 @@
namespace bts.BlueOrb {
using System;
using BCG;
[DataStreamUserRespresentation("CSVReaderStream")]
public class CSVReaderStream : ViewStream {
public CSVReaderStream(string file_name)
: this(file_name, false) { }
public CSVReaderStream(string file_name, bool guess_schema) {
ViewStream rs = new BCG.CSVReaderStream(file_name);
if (guess_schema) {
rs = new SchemaGuesserStream(rs);
}
mySetRealSource(rs);
}
}
}
@@ -0,0 +1,13 @@
namespace bts.BlueOrb {
using BCG;
using System;
[DataStreamUserRespresentation("CSVSaverStream")]
public class CSVSaverStream: ViewStream {
public CSVSaverStream(ViewStream parent_str, string file_name) {
BCG.CSVSaverStream rs = new BCG.CSVSaverStream(parent_str, file_name, true, Int32.MaxValue, false);
mySetRealSource(rs);
}
}
}
@@ -0,0 +1,43 @@
namespace BCG {
[DataStreamUserRespresentation("CountStream")]
public class CountStream : ViewStream {
IDataPacket? myLastFiredDataPacket;
private IBlueTableSchema mySchema = new BlueTableSchema("count",
new ColumnInfo("id", 0, typeof(int)),
new ColumnInfo("count", 1, typeof(int)));
private int myId = 0;
private ViewStream myVS;
public CountStream(ViewStream vs) {
myVS = vs;
}
public CountStream(string tableName)
: this(new TableStream(tableName)) { }
protected override void myOnFirstSubscriber() {
myVS.onChange += new ChangeDelegate(myHandleChanges);
}
protected override void myOnLastSubscriber() {
myVS.onChange -= new ChangeDelegate(myHandleChanges);
}
private void myHandleChanges(object newValue) {
myFireEvent(
myLastFiredDataPacket =
myLastFiredDataPacket == null ?
new DataPacket(myGetRows(newValue, ++myId), myGetRows(newValue, myId),
new BlueTable(mySchema))
:
new DataPacket(myGetRows(newValue, ++myId), myGetRows(newValue, myId),
myLastFiredDataPacket.newRows)
);
}
private IBlueRowCollection myGetRows(object dp, int id) {
BlueTable retVal = new BlueTable(mySchema);
retVal.addRow(new BlueRow(mySchema, id, ((IDataPacket)dp).newRows.Count));
return retVal;
}
}
}
@@ -0,0 +1,40 @@
namespace bts.BlueOrb {
using bts;
using BCG;
using System;
[DataStreamUserRespresentation("DateTimeExpanderStream")]
public class DateTimeExpanstionStream : ViewStream {
public DateTimeExpanstionStream(ViewStream parent_stream, string inp_col) {
Func<IBlueTableSchema, IBlueTableSchema> get_schema = (s) => {
IBlueTableSchema rv = s.add_column(System.TypeCode.DateTime, $"{inp_col}_date");
rv = rv.add_column(System.TypeCode.String, $"{inp_col}_day_of_week");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_day_of_month");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_month");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_hour");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_minute");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_seconds_of_day");
rv = rv.add_column(System.TypeCode.Int32, $"{inp_col}_year");
return rv;
};
ViewStream rs = new MapStream(parent_stream,
s => get_schema(s),
r => {
DateTime dt = r.get_datetime(inp_col);
IBlueTableSchema s = get_schema(r.schema);
MutableBlueRow rv = new MutableBlueRow(s, r);
rv.setValue($"{inp_col}_date", dt.Date);
rv.setValue($"{inp_col}_day_of_week", dt.DayOfWeek.ToString());
rv.setValue($"{inp_col}_day_of_month", dt.Day);
rv.setValue($"{inp_col}_month", dt.Date.Month);
rv.setValue($"{inp_col}_hour", dt.Hour);
rv.setValue($"{inp_col}_minute", dt.Minute);
rv.setValue($"{inp_col}_seconds_of_day", (dt - dt.Date).TotalSeconds);
rv.setValue($"{inp_col}_year", dt.Date.Year);
return rv;
});
mySetRealSource(rs);
}
}
}
@@ -0,0 +1,164 @@
namespace bts.BlueOrb {
using BCG;
using Bts.DataStreamCore;
using System;
using System.Text.RegularExpressions;
[DataStreamUserRespresentation("FilterStream")]
public class FilterStream : ViewStream {
public class RegExpFilter : IStreamFilter {
private Regex[] myRegExps;
private string[] myCols;
public RegExpFilter(string col, string regExp)
: this(new string[] { col }, new string[] { regExp }) { }
public RegExpFilter(string[] cols, string[] regExps) {
myCols = cols;
myRegExps = new Regex[regExps.Length];
for (int i = 0; i < regExps.Length; i++)
myRegExps[i] = new Regex(regExps[i]);
}
#region IStreamFilter Members
public bool filter(IBlueRow dr) {
for (int i = 0; i < myCols.Length; i++) {
var val = dr[myCols[i]];
var str = val is DBNull
? string.Empty
: (val?.ToString() ?? string.Empty);
if (!myRegExps[i].IsMatch(str)) {
return false;
}
}
return true;
}
#endregion
}
BlueTable? myLastFiredRows;
IBlueRowCollection? myLastReceivedRows;
private IStreamFilter myFilter;
private ViewStream myParentStream;
private string myFilterString;
#region constructors
public delegate bool OnFilter(IBlueRow r);
private class OnFilterWrapper : IStreamFilter {
public OnFilterWrapper(OnFilter f) { this.f = f; }
public bool filter(IBlueRow dr) { return f(dr); }
private OnFilter f;
}
public FilterStream(ViewStream vs, OnFilter f)
: this(vs, new OnFilterWrapper(f)) { }
public FilterStream(ViewStream vs, IStreamFilter filter) {
myParentStream = vs;
myFilter = filter;
myFilterString = filter.ToString() ?? string.Empty;
if (filter is IDynamicStreamFilter dynFilter) {
dynFilter.onFilterChange += myHandleFilterChange;
}
}
public FilterStream(ViewStream vs, string filterExpression)
: this(vs, new BooleanExpressionFilter(filterExpression)) {
myFilterString = filterExpression;
}
public FilterStream(ViewStream vs, string col, string regExp)
: this(vs, new RegExpFilter(col, regExp)) {
myFilterString = col + " , " + regExp;
}
public FilterStream(ViewStream vs)
: this(vs, new BinaryFilter(true)) {
myFilterString = true.ToString();
}
#endregion
#region overridden methods
protected override void myOnFirstSubscriber() { myParentStream.onChange += new ChangeDelegate(myHandleCallbacks); }
protected override void myOnLastSubscriber() {
myLastFiredRows = null;
myParentStream.onChange -= new ChangeDelegate(myHandleCallbacks);
}
protected override void myFireEvent(object o) {
var dp = (IDataPacket)o;
if (myLastValue == null || dp.addedRows.Count + dp.deletedRows.Count > 0)
base.myFireEvent(o);
}
#endregion
private void myHandleCallbacks(object newValue) {
DataPacket retVal;
IDataPacket arrivedPacket = (IDataPacket)newValue;
myLastReceivedRows = arrivedPacket.newRows;
if (myLastFiredRows != null) {
retVal = new DataPacket(myLastFiredRows, new BlueTable(myLastFiredRows.schema),
new BlueTable(myLastFiredRows.schema));
var deletedRows = new Lazy<BlueTable>(() => (BlueTable)retVal.deletedRows);
foreach (IBlueRow r in arrivedPacket.deletedRows) {
if (myLastFiredRows.containsID(r.Id())) {
myLastFiredRows.deleteRow(r);
deletedRows.Value.addRow(r);
}
}
var addedRows = new Lazy<BlueTable>(() => (BlueTable)retVal.addedRows);
foreach (IBlueRow r in arrivedPacket.addedRows) {
if (myFilter.filter(r)) {
myLastFiredRows.addRow(r);
addedRows.Value.addRow(r);
}
}
} else {
myLastFiredRows = new BlueTable(arrivedPacket.Schema);
retVal = new DataPacket(myLastFiredRows, myLastFiredRows, new BlueTable(myLastFiredRows.schema));
foreach (IBlueRow r in arrivedPacket.newRows)
if (myFilter.filter(r))
myLastFiredRows.addRow(r);
}
myFireEvent(retVal);
}
public IStreamFilter filter {
set {
{
myFilter = value;
if (numberOfSubscribers > 0) {
if (myLastReceivedRows != null) {
BlueTable nRows = new BlueTable(myLastReceivedRows.schema);
foreach (IBlueRow r in myLastReceivedRows)
if (myFilter.filter(r))
nRows.addRow(r);
IBlueRowCollection dRows = new BlueTable(nRows.schema),
aRows = new BlueTable(nRows.schema);
BlueDataUtility.computeDifferences(nRows, myLastFiredRows, out dRows, out aRows);
myLastFiredRows = nRows;
myFireEvent(new DataPacket(nRows, aRows, dRows));
}
}
}
}
get {
return myFilter;
}
}
//public string filterString { set { filter = new BooleanExpressionFilter(value); } }
public override string ToString() {
return GetType().ToString() + " " + myFilterString;
}
private void myHandleFilterChange() {
filter = myFilter;
}
}
}
@@ -0,0 +1,142 @@
using BCG;
using Bts.DataStreamCore;
using Spark.Core.Diagnostics;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
namespace bts.BlueOrb {
[DataStreamUserRespresentation("GroupByStream")]
public class GroupByStream : ViewStream {
public interface INonIncGroupByEvaluator {
// grouped_rows
IBlueRowCollection? evaluate(IDictionary<int, List<IBlueRow>> grouped_rows);
string[]? get_group_by_cols();
}
private class DelNonIncGroupByEvaluator : INonIncGroupByEvaluator {
Func<string[]?> _groupby_cols_func;
Func<List<IBlueRow>, List<IBlueRow>> _evaluate_func;
public DelNonIncGroupByEvaluator(Func<string[]?> groupby_cols_func,
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func) {
_groupby_cols_func = groupby_cols_func;
_evaluate_func = evaluate_func;
}
public IBlueRowCollection? evaluate(IDictionary<int, List<IBlueRow>> grouped_rows) {
BlueTable? rv = null;
foreach (var kv in grouped_rows) {
List<IBlueRow> g_rows = kv.Value;
List<IBlueRow> out_rows = _evaluate_func.Invoke(g_rows);
if (out_rows != null && out_rows.Count > 0) {
rv = rv ?? new BlueTable(out_rows.ElementAt(0).schema);
}
if (rv != null)
rv.addRows(out_rows);
}
return rv;
}
public string[]? get_group_by_cols() {
return _groupby_cols_func();
}
}
ViewStream? _main_stream;
INonIncGroupByEvaluator? _groupby_func;
BlueRowHasher? _row_hasher;
string[]? _groupby_cols;
private Stopwatch _timer = new();
private int _n_total_fires = 0, _n_expensive_fires = 0;
IDisposable? subscription;
public GroupByStream(ViewStream main_stream, INonIncGroupByEvaluator groupby_func) {
_main_stream = main_stream;
_groupby_func = groupby_func;
_groupby_cols = _groupby_func.get_group_by_cols();
_row_hasher = new BlueRowHasher(_groupby_cols == null ? 0 : _groupby_cols.Length);
}
public GroupByStream(ViewStream main_stream, Func<string[]?> groupby_cols_func,
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func)
: this(main_stream, new DelNonIncGroupByEvaluator(groupby_cols_func, evaluate_func)) { }
public GroupByStream(ViewStream parent_str, string groupby_cols, string standard_group_by_text)
: this(parent_str, groupby_cols, standard_group_by_text, String.Empty) { }
// this is the main constructor that does everything
public GroupByStream(ViewStream parent_str, string groupby_cols, string standard_group_by_ops, string optional_sort_col) {
MultiRowOpHelper std_group_by = MultiRowOpHelper.parse_ops(standard_group_by_ops);
Func<List<IBlueRow>, List<IBlueRow>> evaluate_func = (group_rows) => {
if (!String.IsNullOrEmpty(optional_sort_col))
group_rows.Sort((r1, r2) => BlueDataUtility.compare_rows(r2, r1, optional_sort_col));
// this si where the group by aggregation happens
IBlueRow? rv = MultiRowOpHelper.group_by_compute(group_rows, std_group_by);
if (rv == null)
return new List<IBlueRow>();
return new IBlueRow[] { rv }.ToList();
};
ViewStream rs = new GroupByStream(parent_str, groupby_cols_func, evaluate_func);
mySetRealSource(rs);
string[]? groupby_cols_func() {
if (string.IsNullOrEmpty(groupby_cols)) {
return null;
}
return groupby_cols.Split(',').Select(x => x.Trim()).ToArray();
}
}
public GroupByStream(ViewStream parent_str, string standard_group_by_text) :
this(parent_str, String.Empty, standard_group_by_text) {
}
protected override void myOnFirstSubscriber() {
Log.isnull(subscription);
subscription = ExceptionAssert.MemberNotNull(_main_stream).Subscribe(_main_stream_onchange);
}
protected override void myOnLastSubscriber() {
subscription?.Dispose();
subscription = null;
}
private void _main_stream_onchange(object nv) {
Log.notnull(_groupby_func);
var dp = (IDataPacket)nv;
///grouping together
_timer.Restart();
IDictionary<int, List<IBlueRow>> grouped_rows = (_groupby_cols == null || _groupby_cols.Length == 0) ?
new Dictionary<int, List<IBlueRow>>() { { 0, dp.newRows.to_list() } } :
BlueDataUtility.group_together(dp.newRows, _groupby_cols, ref _row_hasher);
_timer.Stop();
var groupElapsedMs = _timer.ElapsedMilliseconds;
if (groupElapsedMs >= 50) {
Log.DataFlow.info($"Time to group {dp.newRows.Count} rows into {grouped_rows.Count} groups: {_timer.ElapsedMilliseconds}ms");
}
// Log.log(bts.Log.Level.Info, bts.log.Subsystem.gen, String.Format("Time to group {0} rows into {1} groups = {2}", dp.newRows.Count, grouped_rows.Count, _timer.lastIntervalTime));
/// reducing
_timer.Restart();
IBlueRowCollection? total_state = _groupby_func.evaluate(grouped_rows);
if (total_state == null)
// mayeb returna n empty table ?
return;
_timer.Stop();
var applyElapsedMs = _timer.ElapsedMilliseconds;
_n_total_fires++;
if (applyElapsedMs >= 50) {
_n_expensive_fires++;
Log.DataFlow.info(
$"Time to evaluate {grouped_rows.Count} groups {_timer.ElapsedMilliseconds}ms, ratio {_n_expensive_fires}/{_n_total_fires}");
}
var deletedRows = myLastValue is null
? new BlueTable(total_state.schema)
: ((IDataPacket)myLastValue).newRows;
myFireEvent(new DataPacket(total_state, total_state, deletedRows));
}
}
}
@@ -0,0 +1,204 @@
namespace bts.BlueOrb {
using BCG;
using Bts.DataStream;
using Spark.Core.Diagnostics;
using System;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Linq;
using RowHash = System.Int32;
[DataStreamUserRespresentation("JoinStream")]
public class SimpleJoinStream : ViewStream {
public class JoinBookkeepingData {
// initialized in cons
readonly string[] _join_col_names;
private readonly BlueRowHasher _hasher;
// initialized on first udpate
IBlueTableSchema? _schema;
int[]? _join_cols;
private IDictionary<RowHash, List<IBlueRow>> _hash_row_map = new Dictionary<RowHash, List<IBlueRow>>();
public JoinBookkeepingData(ViewStream vs, List<string> join_cols, BlueRowHasher row_hasher) {
_join_col_names = join_cols.Where(c => !string.IsNullOrEmpty(c)).ToArray();
_hasher = row_hasher;
}
[NotNullIfNotNull(nameof(_schema))]
public IBlueTableSchema? schema => _schema;
public IDictionary<RowHash, List<IBlueRow>> rows => _hash_row_map;
[MemberNotNull(nameof(_schema))]
public IBlueTableSchema RequireSchema() =>
ExceptionAssert.MemberNotNull(_schema);
public List<IBlueRow>? get_matching_rows(int hash) =>
_hash_row_map.GetValueOrDefault(hash);
private RowHash _get_hash(IBlueRow r) {
if (_join_cols == null || _join_cols.Length == 0) {
return 0;
}
return _hasher.get_hash(r, _join_cols);
}
public void update_data(IDataPacket dp) {
if (!ready) {
_schema = dp.newRows.schema;
_join_cols = _schema.ResolveIndices(_join_col_names);
}
_hash_row_map.Clear();
foreach (IBlueRow r in dp.newRows) {
int hash = _get_hash(r);
if (!_hash_row_map.TryGetValue(hash, out var hash_rows)) {
hash_rows = new List<IBlueRow>();
_hash_row_map.Add(hash, hash_rows);
}
hash_rows.Add(r);
}
}
[MemberNotNullWhen(true, nameof(_schema))]
public bool ready {
get {
return _schema != null;
}
}
}
private ViewStream _ls, _rs;
private JoinBookkeepingData _ldata, _rdata;
IBlueTableSchema? _schema;
public SimpleJoinStream(ViewStream ls, string ljc, ViewStream rs, string rjc) :
this(ViewStreamDatabase.instance, ls, ljc, rs, rjc) { }
public SimpleJoinStream(ViewStreamDatabase vsd, ViewStream ls, string ljc, ViewStream rs, string rjc) {
_ls = ls;
_rs = rs;
List<string> lj_col_list = ljc.Split(',').Where(x => !String.IsNullOrEmpty(x)).ToList();
List<string> rj_col_list = rjc.Split(',').Where(x => !String.IsNullOrEmpty(x)).ToList();
Log.assert(lj_col_list.Count == rj_col_list.Count);
int n_cols = lj_col_list.Count;
BlueRowHasher hasher = new BlueRowHasher(n_cols);
_ldata = new JoinBookkeepingData(ls, lj_col_list, hasher);
_rdata = new JoinBookkeepingData(rs, rj_col_list, hasher);
}
protected override void myOnFirstSubscriber() {
_ls.onChange += _ls_onchange;
_rs.onChange += _rs_onchange;
}
private void _ls_onchange(object dp_obj) {
var dp = (IDataPacket)dp_obj;
_ldata.update_data(dp);
_form_and_fire();
}
private void _rs_onchange(object dp_obj) {
var dp = (IDataPacket)dp_obj;
_rdata.update_data(dp);
_form_and_fire();
}
protected override void myOnLastSubscriber() {
_ls.onChange -= _ls_onchange;
_rs.onChange -= _rs_onchange;
}
[MemberNotNull(nameof(_schema))]
private void _build_schema() {
if (_schema != null)
return;
var lschema = Log.notnull(_ldata.schema);
var rschema = Log.notnull(_rdata.schema);
var cis = new List<ColumnInfo> {
new("id", 0, TypeCode.Int32)
};
foreach (ColumnInfo ci in lschema.columnInfo) {
string col_name = rschema.contains_column(ci.colName) ? $"left_{ci.colName}" : ci.colName;
cis.Add(new ColumnInfo(col_name, cis.Count, ci.colType));
}
foreach (ColumnInfo ci in rschema.columnInfo) {
string col_name = lschema.contains_column(ci.colName) ? $"right_{ci.colName}" : ci.colName;
cis.Add(new ColumnInfo(col_name, cis.Count, ci.colType));
}
_schema = new BlueTableSchema($"{lschema.tableName}_join_{rschema.tableName}", cis.ToArray());
}
private void _form_and_fire() {
if (!_ldata.ready || !_rdata.ready)
return;
_build_schema();
List<object[]> res_rows = new List<object[]>();
// this is where the join happens
foreach (var kv in _ldata.rows) {
RowHash hash = kv.Key;
List<IBlueRow> l_rows = kv.Value;
List<IBlueRow>? r_rows = _rdata.get_matching_rows(hash);
foreach (IBlueRow lr in l_rows) {
if (r_rows != null) {
foreach (IBlueRow r in r_rows) {
object[] rowvals = build_row_array(res_rows.Count, lr);
copy_row(rowvals, r, false);
res_rows.Add(rowvals);
}
} else {
object[] rowvals = build_row_array(res_rows.Count, lr);
res_rows.Add(rowvals);
}
}
}
BlueTable rv = new BlueTable(_schema);
foreach (object[] rval in res_rows) {
rv.addRow(new BlueRow(_schema, rval));
}
var dp = BlueDataUtility.build_dp(rv, myLastValue as IDataPacket);
myFireEvent(dp);
object[] build_row_array(int id, IBlueRow l_row) {
object[] rv = new object[_schema.columnNames.Length];
for (int i = 0; i < _schema.columnNames.Length; i++) {
rv[i] = DBNull.Value;
}
rv[0] = id;
copy_row(rv, l_row, true);
return rv;
}
void copy_row(object?[] rval, IBlueRow r, bool is_left) {
int offset = 1;
JoinBookkeepingData sdata = _ldata;
if (is_left) {
offset = 1;
sdata = _ldata;
} else {
sdata = _rdata;
offset = 1 + _ldata.RequireSchema().columnInfo.Length;
}
for (int i = 0; i < sdata.RequireSchema().columnInfo.Length; i++) {
rval[offset + i] = r[i];
}
}
}
}
[DataStreamUserRespresentation("FullJoinStream")]
public class FullJoinStream : ViewStream {
public FullJoinStream(ViewStream l_str, string ljcs, ViewStream r_str, string rjcs) {
ViewStream js = new SimpleJoinStream(l_str, ljcs, r_str, rjcs);
ViewStream rs = new bts.BlueOrb.FilterStream(js, r => !DBNull.Value.Equals(r["right_id"]));
mySetRealSource(rs);
}
}
}
@@ -0,0 +1,28 @@
//namespace bts.Blueorb {
// using BCG;
// public class JsonSaverStream : ViewStream {
// private ViewStream _stream;
// private string _file_name;
// public JsonSaverStream(ViewStream vs, string file_name) {
// _stream = vs;
// _file_name = file_name;
// }
// protected override void myOnFirstSubscriber() {
// _stream.onChange += _on_data;
// }
// private void _on_data(object dp_obj) {
// if (dp_obj == null) {
// return;
// }
// DataPacket dp = dp_obj as DataPacket;
// dp.newRows.write_to_json_file(dp.newRows, _file_name);
// }
// protected override void myOnLastSubscriber() {
// _stream.onChange -= _on_data;
// }
// }
//}
@@ -0,0 +1,91 @@
using System;
using System.Collections;
using System.Collections.Generic;
using Amazon.Runtime.Internal.Util;
using BCG;
using BCG.Utilities;
using bts;
namespace bts.BlueOrb{
public class LiteralStream : ViewStream {
public static List<Tuple<ColumnInfo, object>> parse_columns(string key_value_pairs) {
List<Tuple<ColumnInfo, object>> rv = new List<Tuple<ColumnInfo, object>>();
string[] pairs = key_value_pairs.Split(' ');
foreach (string p in pairs) {
string[] kvp = p.Split(':');
string col_name = kvp[0];
string val = kvp[1];
var tup = BlueDataUtility.guess_type(val);
var ci = new ColumnInfo(col_name, rv.Count, tup.Item1);
rv.Add(Tuple.Create(ci, tup.Item2));
}
return rv;
}
//literal("table1", "x:123, y:1.001, z:abc;x:123, y:1.001, z:abc")
// col_name: col_value ... ; col_name: col_value
public LiteralStream(string table_name, string rows) {
Func<string, int, IBlueRow> get_row = (json_row, id) => {
Dictionary<string, object> map = new Dictionary<string, object>();
string[] toks = json_row.Split(',', StringSplitOptions.TrimEntries);
//Logger.assert(col_vals.Length == 2);
foreach (string t in toks) {
var col_vals = t.Split(':', StringSplitOptions.TrimEntries);
string col = col_vals[0];
string val = col_vals[1];
map.Add(col, val);
}
map["id"] = id;
return new BlueRow(map);
};
string[] row_arr = rows.Split(';', StringSplitOptions.TrimEntries);
BlueTable table = null;
foreach (string json_string in row_arr) {
IBlueRow r = //BlueDataUtility.convert_json_to_row(json_string, table == null ? 0 : table.Count);
get_row(json_string, table == null ? 0 : table.Count);
table = table ?? new BlueTable(r.schema);
table.addRow(r);
}
ViewStream str = new BlueTableStream(table);
str = new SchemaGuesserStream(str);
mySetRealSource(str);
}
public LiteralStream(string tableName, string schema, string value) {
string[] columns = schema.Split(' ');
ColumnInfo[] ci = new ColumnInfo[columns.Length + 1];
ci[0] = new ColumnInfo("id", 0, typeof(int));
int n = 1;
foreach (string c in columns) {
string[] columnAndType = c.Split('/');
if (columnAndType.Length == 1)
ci[n] = new ColumnInfo(c, n, typeof(double));
else
ci[n] = new ColumnInfo(columnAndType[0], n, Type.GetType("System." + columnAndType[1], true));
n++;
}
BlueTable t = new BlueTable(new BlueTableSchema(tableName, ci));
string[] rows = value.Split(';');
n = 0;
foreach (string r in rows)
try {
if (r == string.Empty)
continue;
t.addRow(
BlueDataUtility.createRowFromCSVFileRow(r, t.schema, ++n));
} catch (Exception e) {
throw (new Exception("Error occured at line: " + n.ToString() + " " + e.Message));
}
mySetRealSource(new BlueRowCollectionStaticStream(t));
}
}
}
@@ -0,0 +1,89 @@
using System;
using BCG.Utilities.General;
using BCG;
using bts;
namespace bts.BlueOrb {
[DataStreamUserRespresentation("MillisecondStream")]
public class MillisecondStream : ViewStream, IWorker {
private DateTime _last_fire_time = DateTime.MinValue;
private readonly TimeSpan _period;
private readonly int _size;
private readonly ViewStreamDatabase _vsd;
private IBlueTableSchema _schema;
private bts.CircularBufferTable _table;
public MillisecondStream(int interval_msecs, int size)
: this(ViewStreamDatabase.instance, interval_msecs, size) {
}
public MillisecondStream(ViewStreamDatabase vsd, int interval_msecs, int size) {
_vsd = vsd;
_period = TimeSpan.FromMilliseconds(interval_msecs);
_size = size;
_schema = BlueDataUtility.form_schema("Milliseconds",
Tuple.Create("id", TypeCode.Int32),
Tuple.Create("time", TypeCode.DateTime),
Tuple.Create("display_time", TypeCode.String));
_table = new CircularBufferTable(_schema, _size);
}
protected override void myOnFirstSubscriber() {
_vsd.addWorker(this);
}
protected override void myOnLastSubscriber() {
_vsd.removeWorker(this);
}
private int _id = 0;
public void doWork() {
if (DateTime.Now - _last_fire_time >= _period) {
_last_fire_time = DateTime.Now;
IBlueRow nr = new BlueRow(_schema, _id++, _last_fire_time,
_last_fire_time.ToString("yyyy-MM-dd HH:mm:ss.fff"));
_table.add_row(nr);
var dp = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
myFireEvent(dp);
}
}
}
internal class MSecondStream : TimeUnitStream {
public MSecondStream(int intervalInms, int size)
: base(DateTime.Now, new TimeSpan(0, 0, 0, 0, intervalInms), size, ViewStreamDatabase.instance) { }
protected override DateTime myRoundTime(DateTime dt) { return dt; }
}
internal class DisplayableMillisecondStream : ViewStream, IStreamMapper {
private IBlueTableSchema mySchema = new BlueTableSchema("ms",
new ColumnInfo("id", 0, typeof(int)),
new ColumnInfo("time", 1, typeof(string)));
public DisplayableMillisecondStream(int intervalInMs, int sz) {
mySetRealSource(new MapStream(new MSecondStream(intervalInMs, sz), this));
}
#region IStreamMapper Members
public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema) {
return mySchema;
}
#endregion
#region IDynamicStreamMapper Members
public IBlueRow map(IBlueRow row) {
DateTime time = row.get_datetime("time");
var time_txt = time.ToString("yyyy-MM-dd HH:mm:ss.fff");
return new BlueRow(mySchema, row["id"], time_txt);
}
#endregion
private string myToString(DateTime dt) {
string sep = ":";
return dt.Hour + sep + dt.Minute + sep + dt.Second + sep + dt.Millisecond;
}
}
}
@@ -0,0 +1,168 @@
namespace bts.BlueOrb {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
//using MathNet.Numerics.Statistics;
public enum MultiRowOp {
Mean,
Median,
Mode,
Range,
StdDev,
Max,
Min,
First,
Last,
Sum,
EdgeDiff,
EdgeDiffPercentage,
}
public class MultiRowOpHelper {
// input + op
public readonly List<Tuple<string, MultiRowOp>> operations;
public static MultiRowOpHelper parse_ops(string text) {
// text is inp_col: op, inp_col: op, inp_col:op
// ex: "open:First, close:Last, high:Max, low:Min, volume:Sum")
List<Tuple<string, MultiRowOp>> rv = new List<Tuple<string, MultiRowOp>>();
string[] calcs = text.Split(',');
foreach (string c in calcs) {
string[] toks = c.Split(':');
string inp_col = toks[0].Trim();
string op_txt = toks[1].Trim();
MultiRowOp op = Enum.Parse<MultiRowOp>(op_txt, true);
rv.Add(Tuple.Create(inp_col, op));
}
return new MultiRowOpHelper(rv);
}
public MultiRowOpHelper(List<Tuple<string, MultiRowOp>> operations_) {
operations = operations_;
}
// aggregates multiple rows into one - ie does group_by compute
public static IBlueRow? group_by_compute(List<IBlueRow> rows, MultiRowOpHelper parameters) {
if (rows.Count == 0) {
return null;
}
IBlueRow ir = rows.ElementAt(0);
IBlueTableSchema in_schema = ir.schema;
IBlueTableSchema out_schema = in_schema;
IDictionary<string, Tuple<string, MultiRowOp>> out_col_map =
new Dictionary<string, Tuple<string, MultiRowOp>>();
foreach (var t in parameters.operations) {
string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
out_col_map[out_col_name] = t;
}
MutableBlueRow or = new MutableBlueRow(out_schema, ir);
foreach (var kv in out_col_map) {
string out_col_name = kv.Key;
string in_col_name = kv.Value.Item1;
MultiRowOp op = kv.Value.Item2;
IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rows, in_col_name);
double comp_res = compute_op(col_vals, op);
or.setValue(out_col_name, comp_res);
}
return or;
}
// aggregates multiple rows into one, used by MultiRowRollingMathStream
public static IBlueRow? group_by_compute(List<IBlueRow> rows, int start_idx, int n_rows, MultiRowOpHelper parameters) {
if (rows.Count == 0) {
return null;
}
IBlueRow ir = rows.ElementAt(start_idx);
IBlueTableSchema in_schema = ir.schema;
IBlueTableSchema out_schema = in_schema;
// out_col vs inp_cal + type
IDictionary<string, Tuple<string, MultiRowOp>> out_col_map =
new Dictionary<string, Tuple<string, MultiRowOp>>();
foreach (var t in parameters.operations) {
string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
out_col_map[out_col_name] = t;
}
MutableBlueRow or = new MutableBlueRow(out_schema, ir);
foreach (var kv in out_col_map) {
string out_col_name = kv.Key;
string in_col_name = kv.Value.Item1;
MultiRowOp op = kv.Value.Item2;
IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rows, start_idx, n_rows, in_col_name);
double comp_res = compute_op(col_vals, op);
or.setValue(out_col_name, comp_res);
or.setValue("id", ir["id"]);
}
return or;
}
// rolling_rows are the rolling window of rows. the 0th row is the one thats gettin
// calculated. rows 1 - n-1 are its window rows. the schema is based on the operations.
public IBlueRow? rolling_calc(List<IBlueRow> rolling_rows) {
if (rolling_rows.Count == 0) {
return null;
}
IBlueRow ir = rolling_rows.ElementAt(0);
IBlueTableSchema in_schema = ir.schema;
IBlueTableSchema out_schema = in_schema;
IDictionary<string, Tuple<string, MultiRowOp>> out_col_map =
new Dictionary<string, Tuple<string, MultiRowOp>>();
foreach (var t in operations) {
string out_col_name = $"{t.Item1}_{t.Item2}".ToLower();
out_schema = out_schema.add_column(TypeCode.Double, out_col_name);
out_col_map[out_col_name] = t;
}
MutableBlueRow or = new MutableBlueRow(out_schema, ir);
foreach (var kv in out_col_map) {
string out_col_name = kv.Key;
string in_col_name = kv.Value.Item1;
MultiRowOp op = kv.Value.Item2;
IEnumerable<double> col_vals = BlueDataUtility.get_colvalues<double>(rolling_rows, in_col_name);
double comp_res = compute_op(col_vals, op);
or.setValue(out_col_name, comp_res);
}
return or;
}
public static double compute_op(IEnumerable<double> col_vals, MultiRowOp op) {
switch (op) {
case MultiRowOp.Max:
return col_vals.Max<double>();
case MultiRowOp.Min:
return col_vals.Min<double>();
case MultiRowOp.Mean:
return MathNet.Numerics.Statistics.Statistics.Mean(col_vals);
case MultiRowOp.Sum:
return col_vals.Sum();
case MultiRowOp.Median:
return MathNet.Numerics.Statistics.Statistics.Median(col_vals);
//case MultiRowOp.Mode:
// return MathNet.Numerics.Statistics.Statistics.(col_vals);
case MultiRowOp.First:
return col_vals.First();
case MultiRowOp.Last:
return col_vals.Last();
case MultiRowOp.StdDev:
return MathNet.Numerics.Statistics.Statistics.StandardDeviation(col_vals);
case MultiRowOp.EdgeDiff:
return col_vals.First() - col_vals.Last();
case MultiRowOp.EdgeDiffPercentage: {
double first = col_vals.First();
double last = col_vals.Last();
return ((first - last) / last) * 100.0;
}
default:
// TODO
Log.assert(false);
return Double.NaN;
}
}
}
}
@@ -0,0 +1,40 @@
namespace bts.BlueOrb {
using BCG;
using System;
[DataStreamUserRespresentation("MultiRowRollingMathStream")]
public class MultiRowRollingMathStream : ViewStream {
private ViewStream _sorted_parent_str;
private MultiRowOpHelper _op;
private int _rolling_window_sz;
public MultiRowRollingMathStream(ViewStream parent_str, string op_txt, string sort_exp, int rolling_window_sz) {
_sorted_parent_str = new SortStream(parent_str, sort_exp);
_op = MultiRowOpHelper.parse_ops(op_txt);
_rolling_window_sz = rolling_window_sz;
}
protected override void myOnFirstSubscriber() {
_sorted_parent_str.onChange += _parent_str_onchange;
}
protected override void myOnLastSubscriber() {
_sorted_parent_str.onChange -= _parent_str_onchange;
}
private void _parent_str_onchange(object dp_obj) {
var dp = (IDataPacket)dp_obj;
var rows = dp.newRows.to_list();
BlueTable? out_table = null;
for (int i = 0; i < rows.Count; i++) {
var out_r = MultiRowOpHelper.group_by_compute(rows, i, _rolling_window_sz, _op)
?? throw new InvalidOperationException("group_by_compute returned null row");
if (out_table == null)
out_table = new BlueTable(out_r.schema);
out_table.addRow(out_r);
}
var dp_out = BlueDataUtility.build_dp_inc(out_table, myLastValue as DataPacket, true);
myFireEvent(dp_out);
}
}
}
@@ -0,0 +1,190 @@
namespace bts.BlueOrb {
using BCG;
using Spark.Core.Diagnostics;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
#region mappings
internal class ProjectData {
// schema from the base stream
public readonly IBlueTableSchema in_schema;
// this is the projected schema
public readonly IBlueTableSchema out_schema;
// projected cols to the input cols, for cols who's names are changed
public readonly IDictionary<string, string> mapped_to_orig_col_map = new Dictionary<string, string>();
public ProjectData(IBlueTableSchema in_schema_, IBlueTableSchema out_schema_,
IDictionary<string, string> mapped_to_orig_col_map_) {
in_schema = in_schema_;
out_schema = out_schema_;
mapped_to_orig_col_map = mapped_to_orig_col_map_;
}
}
#endregion
#region Row with mappings build in
internal class NewProjectRow : IBlueRow {
#region IBlueRow members
private ProjectData _project_data;
private IBlueRow _row;
public NewProjectRow(ProjectData project_data, IBlueRow row) {
_project_data = project_data;
_row = row;
}
public IBlueTableSchema schema { get { return _project_data.out_schema; } }
#endregion
#region ICollection members
public int Count { get { return schema.columnNames.Length; } }
public bool IsSynchronized { get { return false; } }
public object SyncRoot { get { return this; } }
public void CopyTo(Array array, int index) {
int i = index;
foreach (object o in this as IEnumerable)
array.SetValue(o, i++);
}
#endregion
#region IDictionary members
public bool IsFixedSize { get { return true; } }
public bool IsReadOnly { get { return true; } }
public object? this[object key] {
get {
if (key is string)
return this[(string)key];
return this[(int)key];
}
set { throw new NotSupportedException("The IBlueRow is readonly"); }
}
public object? this[int index] {
get {
return this[schema.columnInfo[index].colName];
}
}
public object? this[string col_name] {
get {
if (_project_data.mapped_to_orig_col_map.TryGetValue(col_name, out var mapped_to_col)) {
return _row[mapped_to_col];
}
return _row[col_name];
}
}
public ICollection Keys { get { return schema.columnNames; } }
public ICollection Values {
get {
object[] retVal = new object[schema.columnNames.Length];
CopyTo(retVal, 0);
return retVal;
}
}
public void Add(object key, object? value) =>
throw new NotSupportedException();
public void Clear() { throw new NotSupportedException("The IBlueRow is readonly"); }
public bool Contains(object key) { return schema[(string)key] != null; }
/// <summary>
/// Note, the default enumerator is the IDictionary's enumerator, so if user needs to
/// iterate through the values, typecast this into an IEnumerable
/// </summary>
/// <returns></returns>
public IDictionaryEnumerator GetEnumerator() { return new BlueRowDictionaryEnumerator(this); }
IEnumerator IEnumerable.GetEnumerator() { return new BlueRowEnumerator(this); }
public void Remove(object key) { throw new NotSupportedException("The IBlueRow is readonly"); }
#endregion
}
#endregion
[DataStreamUserRespresentation("ProjectStream")]
public class NewProjectStream : ViewStream, IStreamMapper {
private ViewStream _stream;
private string _project_expression;
ProjectData? _project_data;
//public ProjectData
public NewProjectStream(ViewStream vs, string project_expression) {
_stream = vs;
_project_expression = project_expression;
_stream = new MapStream(vs, this);
mySetRealSource(_stream);
}
public IBlueTableSchema getOutputSchema(IBlueTableSchema input_schema) {
_project_data = _create_project_data(input_schema, _project_expression);
return _project_data.out_schema;
}
public IBlueRow map(IBlueRow row) =>
new NewProjectRow(ExceptionAssert.MemberNotNull(_project_data), row);
// this is where most of the logic is, in terms of translating cols
private static ProjectData _create_project_data(IBlueTableSchema input_schema,
string project_expression) {
project_expression = project_expression.Trim();
string[] project_toks = project_expression.Split(' ', ',');
HashSet<string> removed_cols = new HashSet<string>();
Dictionary<string, string> orig_to_mapped = new Dictionary<string, string>();
// by default every col will show up, so if we have the projection as (a:a1)
// it will convert a to a1,
// modifications (6/30/2025):
// only the columns represented here, either mapped
// or not, will show
// examples: if a schema has cols a b c
// project(parent_str, "a:aa b") -> aa b
foreach (string o_p_tok in project_toks) {
string p_tok = o_p_tok.Trim();
if (p_tok.Contains(":")) {
// explicit mapping
string[] map_toks = p_tok.Split(":");
string orig_col = map_toks[0];
string mapped_col = map_toks[1];
orig_to_mapped.Add(orig_col, mapped_col);
} else {
// this is a col_name explicitely stated
if (input_schema.columnNames.Contains(p_tok)) {
string orig_col = p_tok;
string mapped_col = orig_col;
orig_to_mapped.Add(orig_col, mapped_col);
}
}
}
// make the new schema
List<ColumnInfo> new_cols = new List<ColumnInfo>();
foreach (ColumnInfo ci in input_schema.columnInfo) {
if (ci.colName == "id") {
ColumnInfo nc = new ColumnInfo(ci.colName, new_cols.Count, ci.colType);
new_cols.Add(nc);
continue;
} else if (orig_to_mapped.ContainsKey(ci.colName)) {
string mapped_name = orig_to_mapped[ci.colName];
ColumnInfo nc = new ColumnInfo(mapped_name, new_cols.Count, ci.colType);
new_cols.Add(nc);
}
}
IBlueTableSchema new_schema = new BlueTableSchema(input_schema.tableName, new_cols.ToArray());
var mapped_to_orig_map = orig_to_mapped.ToDictionary(kv => kv.Value, kv => kv.Key);
return new ProjectData(input_schema, new_schema, mapped_to_orig_map);
}
}
}
@@ -0,0 +1,128 @@
namespace bts.BlueOrb {
using BCG;
using System.IO;
using System.Diagnostics;
using System;
[DataStreamUserRespresentation("PythonDataframeStream")]
public class PythonDataframeStream : ViewStream {
private ViewStream _parent_str;
private readonly string _in_csv_file_name;
private readonly string _out_csv_filename;
private readonly string _transform_function;
public PythonDataframeStream(ViewStream parent_str, string transform_function) {
var guid = System.Guid.NewGuid();
_in_csv_file_name = $"pdfs_in_{guid}.csv";
_out_csv_filename = $"pdfs_out_{guid}.csv";
_parent_str = new CSVSaverStream(parent_str, _in_csv_file_name);
_transform_function = transform_function;
}
protected override void myOnFirstSubscriber() {
_parent_str.onChange += _parent_str_onchange;
}
protected override void myOnLastSubscriber() {
_parent_str.onChange -= _parent_str_onchange;
}
private void _parent_str_onchange(object dp_obj) {
Log.assert(dp_obj != null);
// the file _in_csv_file_name is now populated.
// call py_func_wrapper_main and pass this file name as well
// as the output file name
// py_func_wrapper_main reads _in_csv_file_name into the df and calls
// transform function, which returns the tranformed df. py_func_wrapper_main then
// writes it into the _out_csv_filename file.
// now this function should read _out_csv_filename into a dp
// and fire it
_compute_and_write();
//ViewStream rs = new SchemaGuesserStream(new CSVReaderStream(_out_csv_filename));
ViewStream rs = new CSVReaderStream(_out_csv_filename);
IBlueRowCollection nrows = null;
rs.onChange += (dp_obj) => {
nrows = (dp_obj as DataPacket).newRows;
};
var dp = BlueDataUtility.build_dp(nrows, myLastValue as DataPacket);
myFireEvent(dp);
}
private void _compute_and_write() {
File.WriteAllText("user_code.py", _transform_function);
// wrapper function
string py_func_wrapper_main = @"
import sys
from user_code import transform
import pandas as pd
if __name__ == '__main__':
input_file_name = sys.argv[1]
output_file_name = sys.argv[2]
# 1. load input_file_name into df
# 2. do some test calc
# 3. write the output of 2 into output_file_name
df = pd.read_csv(input_file_name)
df_out = transform(df)
df_out.to_csv(output_file_name, index=False)";
File.WriteAllText("runner.py", py_func_wrapper_main);
ProcessStartInfo psi = new ProcessStartInfo {
FileName = "python",
Arguments = $"runner.py {_in_csv_file_name} {_out_csv_filename}",
RedirectStandardOutput = false,
UseShellExecute = false
};
var proc = Process.Start(psi);
proc.WaitForExit();
}
#region Unused test code
private void _simple_test() {
// actual function that needs to be called ////////////////////////
string py_real_function = @"
def test(x, out_path):
rv = x * 10
with open(out_path, 'w') as f:
f.write(str(rv))
return rv";
// the function is in a string object.
File.WriteAllText("user_code.py", py_real_function);
// runner app (top level main function) //////////////////////////////
string py_func_wrapper_main = @"
import sys
from user_code import test
if __name__ == '__main__':
arg = int(sys.argv[1])
out_path = sys.argv[2]
rv = test(arg, out_path)
rv = rv + 12
with open(out_path, 'w') as f:to \
f.write(str(rv))";
File.WriteAllText("runner.py", py_func_wrapper_main);
string outputPath = "py_out.txt";
ProcessStartInfo psi = new ProcessStartInfo {
FileName = "python",
Arguments = $"runner.py 4 {outputPath}",
RedirectStandardOutput = false,
UseShellExecute = false
};
var proc = Process.Start(psi);
proc.WaitForExit();
// Now read the output written by the function
string result = File.ReadAllText(outputPath);
Console.WriteLine(result); // Should print "6"
}
#endregion
}
}
@@ -0,0 +1,30 @@
using BCG;
namespace bts.BlueOrb {
public class SchemaGuesserStream : ViewStream {
private IBlueRowCollection _rows = null;
private ViewStream _vs;
public SchemaGuesserStream(ViewStream vs) {
_vs = vs;
}
protected override void myOnFirstSubscriber() {
_vs.onChange += _on_data;
}
protected override void myOnLastSubscriber() {
_vs.onChange -= _on_data;
}
private void _on_data(object obj) {
DataPacket dp = obj as DataPacket;
if (_rows == null) {
_rows = BlueDataUtility.get_typed_table(dp.newRows);
}
var dp_out = BlueDataUtility.build_dp_inc(_rows, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
}
@@ -0,0 +1,67 @@
using Bts.ArithmeticExpressions;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using BCG;
namespace bts.BlueOrb {
[DataStreamUserRespresentation("SingleRowMathStream")]
public class MathStream : ViewStream, IStreamMapper {
private IArithmeticProgram myExp;
private BooleanExpressionFilter _bool;
List<string> myExtraColumns = new List<string>();
BlueTableSchema mySchema;
public MathStream(ViewStream vs, string mathExpression)
: this(vs, mathExpression, string.Empty) {
}
public MathStream(ViewStream vs, string mathExpression, string boolean_expression) {
myExp = ArithmeticProgramParser.Parse(mathExpression) ??
throw new Exception($"Failed to parse ArithmeticExpression '{mathExpression}'");
myExtraColumns = myExp.OutputIdentifiers.ToList();
if (!string.IsNullOrEmpty(boolean_expression))
_bool = new BooleanExpressionFilter(boolean_expression);
mySetRealSource(new MapStream(vs, this));
}
#region IStreamMapper Members
public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema) {
if (mySchema == null) {
Dictionary<string, ColumnInfo> colIdx = new Dictionary<string, ColumnInfo>();
foreach (ColumnInfo ci in inputSchema.columnInfo)
colIdx[ci.colName] = ci;
foreach (string ncn in myExtraColumns) {
ColumnInfo newC;
if (colIdx.ContainsKey(ncn))
newC = new ColumnInfo(colIdx[ncn].colName, colIdx[ncn].colNo, typeof(double));
else
newC = new ColumnInfo(ncn, colIdx.Count, typeof(double));
colIdx[ncn] = newC;
}
mySchema = new BlueTableSchema(colIdx.Values.ToArray(), "math(" + inputSchema.tableName + ")");
}
return mySchema;
}
#endregion
#region IDynamicStreamMapper Members
public IBlueRow map(IBlueRow row) {
MutableBlueRow result = new MutableBlueRow(mySchema, row);
if (_bool == null || _bool.filter(row)) {
myExp.Evaluate(result.AsDictionary());
}
return result;
}
#endregion
}
}
@@ -0,0 +1,17 @@
namespace bts.BlueOrb {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
[DataStreamUserRespresentation("SortStream")]
public class SortStream: ViewStream {
public SortStream (ViewStream parent_stream, string sort_expr) {
ViewStream rs = new BCG.SortStream(parent_stream, sort_expr);
mySetRealSource(rs);
}
}
}
@@ -0,0 +1,16 @@
namespace bts.BlueOrb {
using BCG;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
[DataStreamUserRespresentation("TimeBasedRollingFilterStream")]
public class TimeBasedRollingFilterStream : ViewStream {
public TimeBasedRollingFilterStream(ViewStream parent_str, string time_col, double n_seconds) {
ViewStream rs = new BCG.TimeBasedFilterStream(ViewStreamDatabase.instance, parent_str, time_col, TimeSpan.FromSeconds(n_seconds));
mySetRealSource(rs);
}
}
}
@@ -1,19 +1,25 @@
using Google.Protobuf.WellKnownTypes;
using System;
using BCG.Utilities.General;
using System.Data.Entity.Core.Mapping;
namespace BCG {
using BCG;
namespace bts.BlueOrb {
// Keeps adding changing rows to the stream, hence preserving the history
// and creating a time series, for example this can be used to make bbo updates
// into a time series of prices/qty
// into a time series of prices/qty
[DataStreamUserRespresentation("TimeSeriesStream")]
public class TimeSeriesStream : ViewStream {
private BlueTable _table;
private CircularBufferTable _table;
private ViewStream _stream;
private int _id = 0;
private int _size = 0;
public TimeSeriesStream(ViewStream stream) {
public TimeSeriesStream(ViewStream stream)
: this(stream, Int32.MaxValue) { }
public TimeSeriesStream(ViewStream stream, int size) {
_stream = stream;
_size = size;
}
protected override void myOnFirstSubscriber() {
@@ -30,17 +36,16 @@ namespace BCG {
if (_table == null) {
IBlueTableSchema schema = new BlueTableSchema(dp.newRows.schema.columnInfo, dp.newRows.schema.tableName);
schema = schema.add_columns(Tuple.Create(typeof(DateTime), "timestamp"));
_table = new BlueTable(schema);
_table = new CircularBufferTable(schema, _size);
}
BlueTable added_rows = new BlueTable(_table.schema);
foreach (IBlueRow r in dp.addedRows) {
MutableBlueRow ar = new MutableBlueRow(_table.schema, r);
ar.setValue("timestamp", now);
ar.setValue("id", _id++);
added_rows.addRow(ar);
_table.add_row(ar);
}
_table.addRows(added_rows);
myFireEvent(new DataPacket(_table, added_rows, new BlueTable(_table.schema)));
var dp_out = BlueDataUtility.build_dp(_table, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
@@ -0,0 +1,11 @@
namespace bts.BlueOrb {
using BCG;
[DataStreamUserRespresentation("TopStream")]
public class TopStream : ViewStream {
public TopStream(ViewStream vs, int n_rows, string sort_col) {
ViewStream rs = new BCG.TopStream (vs, n_rows, sort_col);
mySetRealSource(rs);
}
}
}
@@ -0,0 +1,17 @@
namespace bts.BlueOrb {
using System;
using System.Collections.Generic;
using mbts;
using BCG;
// [DataStreamUserRespresentation("UnionStream")]
[DataStreamUserRespresentation("AppendStream")]
public class UnionStream : ViewStream {
public UnionStream(ViewStream left_stream, ViewStream right_stream) {
ViewStream rs = new BCG.MutableAppendStream(left_stream, right_stream);
mySetRealSource(rs);
}
}
}
@@ -1,28 +1,42 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<TargetFramework>net8.0</TargetFramework>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<ProjectReference Include="..\ArithmeticExpressions\ArithmeticExpressions.csproj" />
<ProjectReference Include="..\BaseUtilities\BaseUtilities.csproj" />
<ProjectReference Include="..\BooleanExpressions\BooleanExpressions.csproj" />
<ProjectReference Include="..\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj" />
<ProjectReference Include="..\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj" />
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\DataStreamExpressions\DataStreamExpressions.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<ItemGroup>
<PackageReference Include="HtmlAgilityPack" Version="1.11.57" />
<PackageReference Include="IronPython" Version="3.4.2" />
<PackageReference Include="Microsoft.Data.Analysis" Version="0.21.1" />
<PackageReference Include="MongoDB.Bson" Version="2.23.1" />
<PackageReference Include="MongoDB.Driver" Version="2.23.1" />
<PackageReference Include="Parquet.Net" Version="5.0.1" />
<PackageReference Include="System.Data.SQLite" Version="1.0.118" />
<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\ArithmeticExpressions\ArithmeticExpressions.csproj" />
<ProjectReference Include="..\BaseUtilities\BaseUtilities.csproj" />
<ProjectReference Include="..\BooleanExpressions\BooleanExpressions.csproj" />
<ProjectReference Include="..\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj" />
<ProjectReference Include="..\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj" />
<ProjectReference Include="..\DataStreamExpressions\DataStreamExpressions.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="ArithmeticExpressions" Version="$(SparkVersion)" />
<PackageReference Include="BaseUtilities" Version="$(SparkVersion)" />
<PackageReference Include="BooleanExpressions" Version="$(SparkVersion)" />
<PackageReference Include="Bts.ColumnExpressions" Version="$(SparkVersion)" />
<PackageReference Include="Bts.ColumnSortExpressions" Version="$(SparkVersion)" />
<PackageReference Include="DataStreamExpressions" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
</Project>
@@ -2,25 +2,217 @@ namespace Bts.DataStream;
using BCG;
using bts.api.core;
using Bts.DataStreamCore;
using Bts.PubSub;
using Microsoft.Extensions.Logging;
using Spark.Core.Disposables;
using Spark.Core.Threading;
using System;
using System.Linq;
using System.Reactive.Linq;
public static class DataStreamExtensions {
public static ViewStream AsViewStream(this IObservable<DataPacket> source) =>
public static ViewStream AsViewStream(this IObservable<IDataPacket> source) =>
source as ViewStream ?? new ObservableViewStream(source);
public static IObservable<DataPacket> AsObservable(this ViewStream source) {
return source as IObservable<DataPacket> ?? Observable.Create<DataPacket>(Subscribe);
public static ViewStream AsViewStream<T>(this IObservable<IDataPacket<T>> source, string? name = null, ILogger? logger = null) where T : IBlueRow =>
source as ViewStream ?? new ObservableViewStream(source.Select(dp => new DataPacket(dp.newRows, dp.addedRows, dp.deletedRows)), name, logger);
IDisposable Subscribe(IObserver<DataPacket> observer) {
public static IObservable<IDataPacket> AsObservable(this ViewStream source) {
return source as IObservable<IDataPacket> ?? Observable.Create<IDataPacket>(Subscribe);
IDisposable Subscribe(IObserver<IDataPacket> observer) {
source.onChange += OnChange;
return Disposable.Create(() => source.onChange -= OnChange);
void OnChange(object? newValue) =>
observer.OnNext(newValue as DataPacket ?? throw new ArgumentException(
$"Expected DataPacket, got {newValue?.GetType()}", nameof(newValue)));
observer.OnNext(newValue as IDataPacket ?? throw new ArgumentException(
$"Expected IDataPacket, got {newValue?.GetType()}", nameof(newValue)));
}
}
// public static IObservable<IDataPacket<T>> SelectDataPacket<T>(this IObservable<IDataPacket> source, Func<IBlueRow, T> selector) where T : IBlueRow =>
// source.Select(dp => {
// dp.get_new_added_deleted(out var newRows, out var addedRows, out var deletedRows);
// return new DataPacket<T>(CastRows(newRows), CastRows(addedRows), CastRows(deletedRows));
// IBlueRowCollection<T> CastRows(ICollection rows) =>
// new BlueTableSelectorWrapper<T>(
// rows as IBlueRowCollection ?? new BlueRowCollection(rows, dp.Schema), selector);
// });
public static IObservable<TableUpdate<IBlueRow, int>> AsTables(this IObservable<IDataPacket> source) =>
source.AsTables<IBlueRow, int>(r => r, r => r.Id());
public static IObservable<TableUpdate<T, int>> AsTables<T>(this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector) where T : IBlueRow =>
source.AsTables<T, int>(valueSelector, r => r.Id());
public static IObservable<TableUpdate<T, int>> AsTables<T>(
this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector, Func<T, int> keySelector) =>
source.AsTables<T, int>(valueSelector, keySelector);
public static IObservable<TableUpdate<T, TKey>> AsTables<T, TKey>(
this IObservable<IDataPacket> source, Func<IBlueRow, T> valueSelector, Func<T, TKey> keySelector, Func<IBlueRow, TKey>? rowKeySelector = null) where TKey : IEquatable<TKey> {
rowKeySelector ??= r => keySelector(valueSelector(r));
return source.Scan(TableUpdate<T, TKey>.Empty(keySelector), (res, dp) => {
var bd = res.ToBuilder();
dp.get_new_added_deleted(out var newRows, out var addedRows, out var deletedRows);
foreach (IBlueRow r in addedRows) {
bd.AddOrUpdate(valueSelector(r));
}
foreach (IBlueRow r in deletedRows) {
bd.Remove(rowKeySelector(r));
}
return bd.ToImmutable();
});
}
public static IObservable<IDataPacket> AsDataPackets(this IObservable<TableUpdate<IBlueRow, int>> source) =>
source.Scan(
(Table: (BlueTableImmutable?)null, Dp: (IDataPacket?)null),
(res, table) => {
var resTable = res.Table;
if (resTable is null) {
if (table.Index.Count == 0) {
return (null, null);
}
resTable = new(table.Index.Values.First().schema);
}
var bd = resTable.ToDataPacketBuilder();
foreach (var r in table.RemovedItems) {
bd.Remove(r.Id());
}
foreach (var r in table.AddedItems) {
bd.AddOrUpdate(r);
}
var resDp = bd.ToDataPacket(out var newRows);
return (newRows, resDp);
})
.Where(t => t.Dp is not null && (t.Dp.addedRows.Count > 0 || t.Dp.deletedRows.Count > 0))
.Select(t => t.Dp!);
public static IObservable<IDataPacket> AsDataPackets<T>(this IObservable<TableUpdate<T, int>> source, IBlueTableSchema schema) where T : IBlueRow =>
source.Scan(
(Table: new BlueTableImmutable(schema), Dp: (IDataPacket)new DataPacket(schema)),
(res, table) => {
var bd = res.Table.ToDataPacketBuilder();
foreach (var r in table.RemovedItems) {
bd.Remove(r.Id());
}
foreach (var r in table.AddedItems) {
bd.AddOrUpdate(r);
}
var resDp = bd.ToDataPacket(out var newRows);
return (newRows, resDp);
})
.Where(t => t.Dp.addedRows.Count > 0 || t.Dp.deletedRows.Count > 0)
.Select(t => t.Dp);
public static IObservable<IDataPacket> AsDataPackets<T, TKey>(this IObservable<TableUpdate<T, TKey>> source, BlueTableSchemaAdapter<T> schema) where TKey : IEquatable<TKey> {
return Observable.Create<IDataPacket>(Subscribe);
IDisposable Subscribe(IObserver<IDataPacket> o) {
var adapter = new BlueTableImmutableAdapter<T>(schema);
IDataPacket initDataPacket = new DataPacket(schema);
return source.Scan((Adapter: adapter, DataPacket: initDataPacket), OnUpdate).Select(res => res.DataPacket).Subscribe(o);
(BlueTableImmutableAdapter<T> Adapter, IDataPacket DataPacket) OnUpdate(
(BlueTableImmutableAdapter<T> Adapter, IDataPacket DataPacket) state, TableUpdate<T, TKey> tableUpdate) {
var bd = state.Adapter.ToDataPacketBuilder();
bd.Update(tableUpdate);
var newRows = bd.ToImmutable(out var dp);
return (newRows, dp);
}
}
}
public static ViewStream AsViewStream<T>(this IObservable<TableUpdate<T, int>> source, IBlueTableSchema schema) where T : IBlueRow =>
source.AsDataPackets(schema).AsViewStream();
public static int ResolveIndices(this IBlueTableSchema schema, string name) {
var indices = ResolveIndices(schema, new[] { name });
return indices[0];
}
public static (int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2) {
var indices = ResolveIndices(schema, new[] { name1, name2 });
return (indices[0], indices[1]);
}
public static (int, int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2, string name3) {
var indices = ResolveIndices(schema, new[] { name1, name2, name3 });
return (indices[0], indices[1], indices[2]);
}
public static (int, int, int, int) ResolveIndices(this IBlueTableSchema schema, string name1, string name2, string name3, string name4) {
var indices = ResolveIndices(schema, new[] { name1, name2, name3, name4 });
return (indices[0], indices[1], indices[2], indices[3]);
}
public static int[] ResolveIndices(this IBlueTableSchema schema, string[] columnNames) {
var columns = schema.columnInfo;
var indices = new int[columnNames.Length];
int nResolved = 0;
for (int i = 0; i < columnNames.Length; i++) {
int origNResolved = nResolved;
for (int j = 0; j < columns.Length; j++) {
if (columns[j].colName == columnNames[i]) {
indices[i] = j;
nResolved++;
break;
}
}
if (nResolved == origNResolved) {
throw new ArgumentException($"No column named '{columnNames[i]}'", nameof(schema));
}
}
return indices;
}
public static IObservable<IDataPacket> OnWorkScheduler(this IObservable<IDataPacket> source, IWorkScheduler scheduler) =>
Observable.Create<IDataPacket>(o => {
var inputGate = new AtomicGate();
var outputGate = new AtomicGate();
BlueTableImmutable? lastTable = null;
BlueTableImmutable.DataPacketBuilder? bd = null;
IDataPacket? pendingDpOut = null;
return Disposable.Create(source.Subscribe(OnNext), scheduler.Subscribe(DoWork));
void OnNext(IDataPacket value) {
using (inputGate.BeginTransaction()) {
lastTable ??= new(value.newRows.schema);
bd ??= lastTable.ToDataPacketBuilder();
if (pendingDpOut is null) {
// The last outgoing datapacket was just fired. Don't merge this update with the
// previous one (otherwise its adds/removes would be fired twice).
bd.Reset();
}
foreach (IBlueRow r in value.deletedRows) {
bd.Remove(r.Id());
}
foreach (IBlueRow r in value.addedRows) {
bd.AddOrUpdate(r);
}
pendingDpOut = bd.ToDataPacket(out lastTable);
}
}
void DoWork() {
IDataPacket? dpOut = null;
if (outputGate.TryEnter()) {
using var exit = Disposable.Create(outputGate.Exit);
(dpOut, pendingDpOut) = (pendingDpOut, dpOut);
if (dpOut is not null) {
o.OnNext(dpOut);
}
}
}
});
}
@@ -1,8 +1,9 @@
namespace bts.SilverPine {
namespace bts.BlueOrb {
using System;
using BCG;
using System.Collections.Generic;
using Bts.DataStreamExpressions;
using System.Xml;
// All this does is take in a dsl expression, parse it and fire the data that come out of running it.
// So for example, if an expresison is passed
@@ -11,9 +12,10 @@ namespace bts.SilverPine {
private readonly string _dsl;
public DSLStream(string dsl) {
Log.Gen.info($"DSLStream.cons dsl: {dsl}");
// Remove all colons
string sanitizedDsl = dsl.Replace(":", "COLON");
_dsl = dsl;
ViewStream rs = build_stream(dsl);
rs = rs ?? new LiteralStream("error", $"msg:invalid dsl \"{dsl}\"");
ViewStream rs = build_stream(dsl) ?? new LiteralStream("error", $"msg:invalid dsl");
mySetRealSource(rs);
}
@@ -24,9 +26,10 @@ namespace bts.SilverPine {
return rv;
} catch (Exception ex) {
//send to blueorb
Log.Gen.error($"Could not build stream: {stream_expression} ex: {ex}");
return null;
}
}
}
}
}
@@ -1,14 +1,13 @@
namespace Bts.DataStream;
using BCG;
using BCG.Extensions;
using BCG.Utilities.General;
using bts;
using bts.collections;
using Bts.DataStreamCore;
using Spark.Core.Collections;
using Spark.Core.Disposables;
using System;
@@ -4,14 +4,21 @@ using BCG;
using bts;
using Microsoft.Extensions.Logging;
using System;
public class ObservableViewStream : ViewStream, IObservable<DataPacket>, IDisposable {
readonly IObservable<DataPacket> source;
public class ObservableViewStream : ViewStream, IObservable<IDataPacket>, IDisposable {
readonly IObservable<IDataPacket> source;
readonly string? name;
readonly ILogger? logger;
IDisposable? subscription;
public ObservableViewStream(IObservable<DataPacket> source) =>
public ObservableViewStream(IObservable<IDataPacket> source, string? name = null, ILogger? logger = null) {
this.source = source;
this.name = name;
this.logger = logger;
}
public void Dispose() {
GC.SuppressFinalize(this);
@@ -23,7 +30,13 @@ public class ObservableViewStream : ViewStream, IObservable<DataPacket>, IDispos
protected override void myOnFirstSubscriber() {
Log.isnull(subscription);
subscription = source.Subscribe(myFireEvent);
subscription = source.Subscribe(myFireEvent, OnError, OnCompleted);
void OnError(Exception exception) =>
logger?.LogError("Error in ObservableViewStream. name: {Name}, error: {Exception}", name, exception);
void OnCompleted() =>
logger?.LogInformation("ObservableViewStream completed. name: {Name}", name);
}
protected override void myOnLastSubscriber() {
@@ -32,6 +45,6 @@ public class ObservableViewStream : ViewStream, IObservable<DataPacket>, IDispos
subscription = null;
}
IDisposable IObservable<DataPacket>.Subscribe(IObserver<DataPacket> observer) =>
IDisposable IObservable<IDataPacket>.Subscribe(IObserver<IDataPacket> observer) =>
source.Subscribe(observer);
}
@@ -1,14 +1,25 @@
using bts;
using Bts.DataStream;
using Bts.DataStreamCore;
using Bts.DataStreamExpressions;
using Bts.PubSub;
using Microsoft.Extensions.Hosting;
using Spark.Core.Disposables;
using System;
using System.Collections.Generic;
using Bts.DataStreamExpressions;
using BCG.Utilities.General;
using bts;
using System.IO;
using System.Reactive.Linq;
using System.Threading;
using System.Threading.Tasks;
namespace BCG {
// listens to the requests posted on "cloud_streams" request table, and
// if unfulfilled starts a ViewPubsliher
public class RemoteQueryManager : IWorker {
public class RemoteQueryManager : IHostedService {
public class StreamPubUnit {
public string name;
public string stream_expression;
@@ -39,23 +50,45 @@ namespace BCG {
}
private IDictionary<string, StreamPubUnit>
_stream_pub_map = new Dictionary<string, StreamPubUnit>();
private ViewStream _stream = new TableStream("cloud_streams");
private PubTableBroker _broker = new PubTableBroker();
private ManagedSubscriber _sub = ManagedSubscriber.instance;
readonly IPubTableBroker _broker;
readonly IManagedSubscriber _sub;
readonly object syncRoot = new();
IDisposable? cloudStreamsSub;
IDisposable? remoteRequestsSub;
bool isDisposed;
public RemoteQueryManager() {
_stream.onChange += _on_str;
_sub.subscribe("RemoteRequest", (string tag, byte[] data) => {
RemoteRequest req = RemoteRequest.construct_from_bytes(data);
_spawn_remote_stream(req.published_table_name, req.stream_expression, false);
});
public RemoteQueryManager(IManagedSubscriber managedSubscriber, IPubTableBroker pubTableBroker) {
_sub = managedSubscriber;
_broker = pubTableBroker;
}
private void _on_str(object obj)
{
if (obj is not DataPacket dp) {
return;
public Task StartAsync(CancellationToken cancellationToken) {
lock (syncRoot) {
Log.assert(!isDisposed);
Log.isnull(cloudStreamsSub);
Log.isnull(remoteRequestsSub);
cloudStreamsSub = new TableStream("cloud_streams").AsObservable().Subscribe(_on_str);
remoteRequestsSub = _sub.Observe("RemoteRequest").Subscribe(data => {
RemoteRequest req = RemoteRequest.construct_from_bytes(data);
_spawn_remote_stream(req.published_table_name, req.stream_expression, false);
});
}
return Task.CompletedTask;
}
public Task StopAsync(CancellationToken cancellationToken) {
lock (syncRoot) {
if (!isDisposed) {
isDisposed = true;
Disposable.dispose(ref cloudStreamsSub);
Disposable.dispose(ref remoteRequestsSub);
}
}
return Task.CompletedTask;
}
void _on_str(IDataPacket dp) {
foreach (IBlueRow r in dp.newRows)
{
string name = r.get<string>("name");
@@ -72,7 +105,10 @@ namespace BCG {
ViewStream stream = build_stream(stream_expression);
_expose_to_ws(name, stream);
if (persist) {
stream = new PersistorStream(stream, name, "C:\\Temp\\", 1000000); // 10MBs
string tempDir = Path.GetTempPath();
Directory.CreateDirectory(tempDir); // make sure it exists
stream = new PersistorStream(stream, name, tempDir, 10_000_000); // 10 MB
}
ViewPublisher view_pub = new ViewPublisher(name, _broker, stream);
StreamPubUnit u = new StreamPubUnit(name, stream_expression, stream, persist, view_pub);
@@ -82,9 +118,5 @@ namespace BCG {
private void _expose_to_ws(string name, ViewStream stream) {
// TODO: john
}
public void doWork() {
}
}
}
@@ -9,7 +9,7 @@ namespace BCG {
[DataStreamUserRespresentation("remoteQuery")]
public class RemoteQueryStream : ViewStream {
private readonly string _name, _stream_exp;
private PublisherCore _publisher_core = new PublisherCore();
private PublisherCore _publisher_core = PublisherCore.Create();
private ViewStream _source_str;
public RemoteQueryStream(params string[] lines) {
@@ -2,9 +2,6 @@ namespace bts {
using System.IO;
using BCG;
using System.IO;
using System.Threading.Tasks.Dataflow;
public class RemoteRequest {
public readonly string stream_expression;
public readonly string published_table_name;
@@ -28,4 +25,4 @@ namespace bts {
}
}
}
}
@@ -1,33 +1,46 @@
using System;
using Spark.Core.Collections;
namespace BCG {
using System;
using System.Collections.Generic;
using System.Linq;
namespace BCG {
public class AddColumnsStream : ViewStream {
public static Tuple<string, Type, object> parse_exp(string exp) {
public static (string Name, Type Type, object Value) parse_single_tok(string exp) {
string[] toks = exp.Split(':');
string col_name = toks[0];
string col_value = toks[1];
string col_name = toks[0].Trim();
string col_value = toks[1].Trim();
Tuple<Type, object> tup = BlueDataUtility.guess_type(col_value);
return Tuple.Create(col_name, tup.Item1, tup.Item2);
return (col_name, tup.Item1, tup.Item2);
}
private Tuple<string, Type, object> _new_col;
private IBlueTableSchema _out_schema;
public static List<(string Name, Type Type, object Value)> parse_exp(string exp) =>
exp.Split(",").ToList(t => parse_single_tok(t.Trim()));
readonly List<(string Name, Type Type, object Value)> _new_col_map;
IBlueTableSchema? _out_schema;
public AddColumnsStream(ViewStream vs, string col_def) {
_new_col = parse_exp(col_def);
ViewStream rs = new MapStream(vs, (IBlueTableSchema s) => _get_schema(s), (IBlueRow r) => _map(r));
_new_col_map = parse_exp(col_def);
ViewStream rs = new MapStream(vs, _get_schema, _map);
mySetRealSource(rs);
}
private IBlueTableSchema _get_schema(IBlueTableSchema input_schema) {
if (_out_schema == null)
_out_schema = BlueDataUtility.add_column(input_schema, _new_col.Item1, _new_col.Item2);
if (_out_schema == null) {
_out_schema = input_schema;
foreach (var m in _new_col_map) {
_out_schema = BlueDataUtility.add_column(_out_schema, m.Item1, m.Item2);
}
}
return _out_schema;
}
private IBlueRow _map(IBlueRow r) {
MutableBlueRow rv = new MutableBlueRow(_get_schema(r.schema), r);
rv.setValue(_new_col.Item1, _new_col.Item3);
foreach (var m in _new_col_map) {
rv.setValue(m.Name, m.Value);
}
return rv;
}
}
@@ -1,9 +1,10 @@
using System;
using mbts;
using Spark.Core.Diagnostics;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using mbts;
namespace BCG
{
@@ -33,7 +34,7 @@ namespace BCG
private void _stream_onChange(object newValue)
{
DataPacket dp = newValue as DataPacket;
var dp = (IDataPacket)newValue;
if (dp != null && dp.newRows.Count > 0)
{
_stream.onChange -= _stream_onChange;
@@ -42,8 +43,8 @@ namespace BCG
}
}
public delegate void IncrementValues(object[] current_values, object[] values_to_inc);
public delegate string GetColumnPrefix(object[] transposing_col_values);
public delegate void IncrementValues(object?[] current_values, object?[] values_to_inc);
public delegate string GetColumnPrefix(object?[] transposing_col_values);
public delegate string GetColumnSuffix(string col_name);
private GetColumnSuffix _get_column_suffix = new GetColumnSuffix((cn) => { return cn; });
@@ -51,33 +52,31 @@ namespace BCG
private IncrementValues _increment_values;
private GetColumnPrefix _get_column_prefix;
private IBlueTableSchema _schema;
IBlueTableSchema? _schema;
private string[] _group_by_cols;
private Pair<string, Type>[] _cols_per_transposed;
private string[] _transposing_cols;
private int[] _transposing_col_indices;
int[]? _transposing_col_indices;
private Comparison<Pair<int, object[]>> _transpsed_col_value_comparer_wrapper;
Comparison<Pair<int, object?[]>>? _transpsed_col_value_comparer_wrapper;
public YXTranspositionStream(ViewStream stream, string transposed_cols_group, string cols_per_transposed, string group_by_cols,
IncrementValues increment_values_del, GetColumnPrefix get_column_prefix_del, GetColumnSuffix get_column_suffix_del, Comparison<object[]> transposed_col_value_comparer)
IncrementValues increment_values_del, GetColumnPrefix get_column_prefix_del, GetColumnSuffix get_column_suffix_del, Comparison<object?[]> transposed_col_value_comparer)
: this(stream, transposed_cols_group, cols_per_transposed, group_by_cols, increment_values_del,
get_column_prefix_del, get_column_suffix_del, transposed_col_value_comparer, true)
{ }
public YXTranspositionStream(ViewStream stream, string transposed_cols_group, string cols_per_transposed, string group_by_cols,
IncrementValues increment_values_del, GetColumnPrefix get_column_prefix_del, GetColumnSuffix get_column_suffix_del, Comparison<object[]> transposed_col_value_comparer, bool only_fire_once)
IncrementValues increment_values_del, GetColumnPrefix get_column_prefix_del, GetColumnSuffix get_column_suffix_del, Comparison<object?[]> transposed_col_value_comparer, bool only_fire_once)
{
if (get_column_suffix_del != null)
_get_column_suffix = get_column_suffix_del;
if (transposed_col_value_comparer != null)
{
_transpsed_col_value_comparer_wrapper = new Comparison<Pair<int, object[]>>((p1,p2) =>
{
return transposed_col_value_comparer(p1.second, p2.second);
});
_transpsed_col_value_comparer_wrapper = new((p1, p2) =>
transposed_col_value_comparer(ExceptionAssert.NotNull(p1.second), ExceptionAssert.NotNull(p2.second)));
}
_group_by_cols = group_by_cols.Split(' ');
_transposing_cols = transposed_cols_group.Split(' ');
@@ -106,7 +105,7 @@ namespace BCG
col_info.Add(new ColumnInfo(p.first, col_index++, p.second));
foreach (string tc_prefix in tc_prefixes)
foreach (Pair<string, Type> p in _cols_per_transposed)
col_info.Add(new ColumnInfo(_get_full_column_name(tc_prefix, p.first), col_index++, p.second));
col_info.Add(new ColumnInfo(_get_full_column_name(tc_prefix, p.first ?? string.Empty), col_index++, p.second));
IBlueTableSchema schema = new BlueTableSchema(col_info.ToArray(), "xy_transposed_" + table_name);
if (_schema == null)
_schema = schema;
@@ -130,19 +129,14 @@ namespace BCG
public IBlueRowCollection evaluate(IDictionary<int, List<IBlueRow>> grouped_rows)
{
Dictionary<int, Dictionary<int, object[]>> all_tc_infos_and_values = new Dictionary<int, Dictionary<int, object[]>>();
Dictionary<int, object[]> group_by_cols_value_dict = new Dictionary<int, object[]>();
var all_tc_infos_and_values = new Dictionary<int, Dictionary<int, object?[]>>();
var group_by_cols_value_dict = new Dictionary<int, object?[]>();
BlueRowHasher hasher = new BlueRowHasher(_transposing_cols.Length);
Pair<string, Type>[] group_by_col_info = new Pair<string, Type>[_group_by_cols.Length];
string table_name = string.Empty;
if (grouped_rows.Count > 0)
{
IBlueTableSchema schema = null;
foreach (KeyValuePair<int, List<IBlueRow>> kvp in grouped_rows)
{
schema = kvp.Value[0].schema;
break;
}
var schema = grouped_rows.Values.First()[0].schema;
table_name = schema.tableName;
_transposing_col_indices = BlueDataUtility.get_column_indices(schema, _transposing_cols);
int[] group_by_indices = BlueDataUtility.get_column_indices(schema, _group_by_cols);
@@ -155,23 +149,22 @@ namespace BCG
else
return new BlueTable(new BlueTableSchema(new ColumnInfo[] { new ColumnInfo("id", 0, typeof(int)) }, table_name));
Dictionary<int, string> tc_prefixes = new Dictionary<int, string>();
List<Pair<int, object[]>> tc_values = new List<Pair<int, object[]>>();
var tc_values = new List<Pair<int, object?[]>>();
foreach (KeyValuePair<int, List<IBlueRow>> kvp in grouped_rows)
{
//Dictionary of trans_col_group_hash -> pair: first=trans_col_group_values second=per_transposing_col_values
Dictionary<int, object[]> incrementing_values = new Dictionary<int, object[]>();
var incrementing_values = new Dictionary<int, object?[]>();
foreach (IBlueRow r in kvp.Value)
{
int hash = hasher.get_hash(r, _transposing_col_indices);
object[] values;
if (!incrementing_values.TryGetValue(hash, out values))
if (!incrementing_values.TryGetValue(hash, out var values))
{
incrementing_values.Add(hash, _get_per_transposing_col_values(r));
string prefix = _get_column_prefix(_get_transposing_col_values(r));
if (!tc_prefixes.ContainsKey(hash))
{
tc_prefixes.Add(hash, prefix);
tc_values.Add(new Pair<int,object[]>(hash, _get_transposing_col_values(r)));
tc_values.Add(new(hash, _get_transposing_col_values(r)));
}
}
else
@@ -194,18 +187,18 @@ namespace BCG
_set_schema(prefixes, group_by_col_info, table_name);
BlueTable result = new BlueTable(_schema);
int id = 1;
foreach (KeyValuePair<int, Dictionary<int, object[]>> kvp in all_tc_infos_and_values)
foreach (var kvp in all_tc_infos_and_values)
{
MutableBlueRow mbr = new MutableBlueRow(_schema);
mbr.setValue("id", id++);
for (int i = 0; i < _group_by_cols.Length; i++)
mbr.setValue(_group_by_cols[i], group_by_cols_value_dict[kvp.Key][i]);
foreach (KeyValuePair<int, object[]> tc_cols in kvp.Value)
foreach (var tc_cols in kvp.Value)
{
string prefix = tc_prefixes[tc_cols.Key];
for (int i = 0; i < _cols_per_transposed.Length; i++)
{
string column = _get_full_column_name(prefix, _cols_per_transposed[i].first);
string column = _get_full_column_name(prefix, _cols_per_transposed[i].first ?? string.Empty);
if(mbr.schema.columnNames.Contains(column))
mbr.setValue(column, tc_cols.Value[i]);
}
@@ -217,28 +210,25 @@ namespace BCG
#endregion
private object[] _get_transposing_col_values(IBlueRow row)
{
object[] values = new object[_transposing_cols.Length];
object?[] _get_transposing_col_values(IBlueRow row) {
var values = new object?[_transposing_cols.Length];
for (int i = 0; i < _transposing_cols.Length; i++)
values[i] = row[_transposing_cols[i]];
return values;
}
private object[] _get_per_transposing_col_values(IBlueRow row)
{
object[] values = new object[_cols_per_transposed.Length];
object?[] _get_per_transposing_col_values(IBlueRow row) {
var values = new object?[_cols_per_transposed.Length];
for (int i = 0; i < _cols_per_transposed.Length; i++)
values[i] = row[_cols_per_transposed[i].first];
values[i] = row[ExceptionAssert.NotNull(_cols_per_transposed[i].first)];
return values;
}
private object[] _get_group_by_cols_values(IBlueRow row)
{
object[] values = new object[_group_by_cols.Length];
object?[] _get_group_by_cols_values(IBlueRow row) {
var values = new object?[_group_by_cols.Length];
for (int i = 0; i < values.Length; i++)
values[i] = row[_group_by_cols[i]];
return values;
}
}
}
}
@@ -1,52 +1,47 @@
using System;
namespace BCG
{
[DataStreamUserRespresentation ("count")]
public class CountStream : ViewStream
{
namespace bts.BlueOrb {
using BCG;
[DataStreamUserRespresentation("CountStream")]
public class CountStream : ViewStream {
private DataPacket myLastFiredDataPacket;
private IBlueTableSchema mySchema = new BlueTableSchema ("count",
new ColumnInfo ("id", 0, typeof(int)),
new ColumnInfo ("count", 1, typeof(int)));
private IBlueTableSchema mySchema = new BlueTableSchema("count",
new ColumnInfo("id", 0, typeof(int)),
new ColumnInfo("count", 1, typeof(int)));
private int myId = 0;
private ViewStream myVS;
public CountStream (ViewStream vs)
{
public CountStream(ViewStream vs) {
myVS = vs;
}
public CountStream (string tableName)
: this (new TableStream (tableName))
{}
public CountStream(string tableName)
: this(new TableStream(tableName)) { }
protected override void myOnFirstSubscriber () {
protected override void myOnFirstSubscriber() {
myVS.onChange += new ChangeDelegate(myHandleChanges);
}
protected override void myOnLastSubscriber () {
protected override void myOnLastSubscriber() {
myVS.onChange -= new ChangeDelegate(myHandleChanges);
}
private void myHandleChanges(object newValue)
{
myFireEvent (
private void myHandleChanges(object newValue) {
myFireEvent(
myLastFiredDataPacket =
myLastFiredDataPacket == null ?
new DataPacket (myGetRows (newValue, ++myId), myGetRows (newValue, myId),
new BlueTable (mySchema))
new DataPacket(myGetRows(newValue, ++myId), myGetRows(newValue, myId),
new BlueTable(mySchema))
:
new DataPacket (myGetRows (newValue, ++myId), myGetRows (newValue, myId),
new DataPacket(myGetRows(newValue, ++myId), myGetRows(newValue, myId),
myLastFiredDataPacket.newRows)
);
}
private IBlueRowCollection myGetRows (object dp, int id)
{
BlueTable retVal = new BlueTable (mySchema);
private IBlueRowCollection myGetRows(object dp, int id) {
BlueTable retVal = new BlueTable(mySchema);
retVal.addRow
(new BlueRow (mySchema, id, (dp as DataPacket).newRows.Count));
(new BlueRow(mySchema, id, (dp as DataPacket).newRows.Count));
return retVal;
}
@@ -1,22 +1,19 @@
using System;
using Spark.Core.Diagnostics;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
namespace BCG
{
public class DerivativeStream : ViewStream
{
private IBlueTableSchema mySchema;
IBlueTableSchema? mySchema;
private string myDerivandColumn;
private string myOutputColumn;
private string myKeyColumn;
private DateTime myLastPacketArrival = DateTime.MinValue;
private ViewStream myDataSource;
private IDictionary<string, double> myPreviousValues;
Dictionary<string, double>? myPreviousValues;
public DerivativeStream(ViewStream input, string keyColumn, string columnToDifferentiate, string outputColName)
{
@@ -39,9 +36,9 @@ namespace BCG
void myDataSource_onChange(object newValue)
{
DataPacket dp = (DataPacket)newValue;
var dp = (IDataPacket)newValue;
if (myLastPacketArrival == DateTime.MinValue)
mySchema = myBuildOutputSchema(dp.schema);
mySchema = myBuildOutputSchema(dp.Schema);
else
{
DateTime now = DateTime.Now;
@@ -55,7 +52,7 @@ namespace BCG
else
{
IBlueRowCollection deleted, added;
BlueDataUtility.computeDifferences(thisVersion, ((DataPacket)myLastValue).newRows, out deleted, out added);
BlueDataUtility.computeDifferences(thisVersion, ((IDataPacket)myLastValue).newRows, out deleted, out added);
myFireEvent(new DataPacket(thisVersion, added, deleted));
}
}
@@ -64,12 +61,13 @@ namespace BCG
protected IBlueRow myMakeRow(IBlueRow r, double timeScale)
{
ExceptionAssert.NotNull(mySchema, myPreviousValues);
object[] outValues = new object[mySchema.columnInfo.Length];
r.Values.CopyTo(outValues, 0);
object derivand = r[myDerivandColumn];
double lastValue = default(double);
if (myPreviousValues.TryGetValue(r[myKeyColumn].ToString(), out lastValue) && derivand != null && derivand != DBNull.Value)
var derivand = r[myDerivandColumn];
var key = getRowKey(r);
if (myPreviousValues.TryGetValue(key, out double lastValue) && derivand != null && derivand != DBNull.Value)
outValues[mySchema.columnInfo.Length - 1] = (Convert.ToDouble(derivand) - lastValue) * timeScale;
else
outValues[mySchema.columnInfo.Length - 1] = 0.0;
@@ -84,16 +82,19 @@ namespace BCG
cols[cols.Length - 1] = new ColumnInfo(myOutputColumn, cols.Length - 1, typeof(double));
return new BlueTableSchema("derviative of " + inSchema.tableName, cols);
}
protected void myStoreNewPacketInfo(DataPacket dp)
{
protected void myStoreNewPacketInfo(IDataPacket dp) {
myPreviousValues = new Dictionary<string, double>();
myLastPacketArrival = DateTime.Now;
foreach (IBlueRow row in dp.newRows)
{
object derivand = row[myDerivandColumn];
var derivand = row[myDerivandColumn];
if (derivand != null && derivand != DBNull.Value)
myPreviousValues[row[myKeyColumn].ToString()] = Convert.ToDouble(derivand);
myPreviousValues[getRowKey(row)] = Convert.ToDouble(derivand);
}
}
string getRowKey(IBlueRow row) =>
row[myKeyColumn]?.ToString() ?? throw new ArgumentException("Row key is null", nameof(row));
}
}
@@ -1,7 +1,9 @@
using System;
using System.Collections;
using mbts;
using Spark.Core.Collections;
using System;
using System.Collections.Generic;
using mbts;
namespace BCG
{
@@ -12,9 +14,9 @@ namespace BCG
{
ViewStream myLStream, myRStream;
DataPacket myLastR = null, myLastL = null;
BlueTable myLastFired = null;
DataPacket? myLastR;
DataPacket? myLastL;
BlueTable? myLastFired;
double myThreshold = .00005;
@@ -24,14 +26,14 @@ namespace BCG
public DiffStream(ViewStream v1, ViewStream v2, double thresh, params string[] ColumnsToMatch) :
this(null, v1, v2, thresh, ColumnsToMatch) { }
public DiffStream(ViewStreamDatabase db, ViewStream v1, ViewStream v2, double thresh, params string[] columnsToMatch)
public DiffStream(ViewStreamDatabase? db, ViewStream v1, ViewStream v2, double thresh, params string[] columnsToMatch)
{
myThreshold = thresh;
myLStream = v1;
myRStream = v2;
myColumnsToMatch = columnsToMatch;
}
public DiffStream(ViewStreamDatabase db, ViewStream v1, ViewStream v2, params string[] columnsToMatch)
public DiffStream(ViewStreamDatabase? db, ViewStream v1, ViewStream v2, params string[] columnsToMatch)
: this(db,v1,v2,.00005,columnsToMatch)
{
}
@@ -50,45 +52,22 @@ namespace BCG
myRStream.onChange -= myRChange;
}
struct ListComparer : IEqualityComparer<List<object>>
{
public bool Equals(List<object> x, List<object> y)
{
if (x.Count != y.Count)
return false;
for (int i = 0; i < x.Count; ++i)
if (!x[i].Equals(y[i]))
return false;
return true;
}
public int GetHashCode(List<object> obj)
{
int ret = 0;
for(int i = 0; i < obj.Count; ++i)
ret ^= obj[i].GetHashCode();
return ret;
}
}
void myHandleCallbacks()
{
DataPacket packet = null;
DataPacket? packet;
if (myLastL == null || myLastR == null)
{
packet = myLastL == null ? myLastR : myLastL;
if (packet != null)
if (packet is not null) {
myFireEvent(packet);
myLastFired = new BlueTable(packet.newRows);
myLastFired = new BlueTable(packet.newRows);
}
return;
}
BlueTable table = new BlueTable(myLastL.newRows.schema);
Dictionary<List<object>, Pair<BlueRow, BlueRow>> rowPairs = new Dictionary<List<object>, Pair<BlueRow, BlueRow>>(new ListComparer());
var rowPairs = new Dictionary<List<object>, Pair<BlueRow, BlueRow>>(EnumerableComparer.Create<object>());
foreach(BlueRow row in myLastL.newRows)
{
@@ -118,11 +97,7 @@ namespace BCG
}
catch (Exception) { }
}
Pair<BlueRow, BlueRow> pair;
rowPairs.TryGetValue(hash, out pair);
rowPairs.TryGetValue(hash, out var pair);
if (pair == null)
pair = new Pair<BlueRow, BlueRow>(null, row);
else
@@ -138,8 +113,7 @@ namespace BCG
if (pair.first == null || pair.second == null)
{
BlueRow row = pair.first == null ? pair.second : pair.first;
var row = pair.first ?? pair.second ?? throw new InvalidOperationException("Both rows in rowPair are null");
Dictionary<string, object> newRow = new Dictionary<string, object>();
foreach (ColumnInfo info in row.schema.columnInfo)
{
@@ -211,4 +185,4 @@ namespace BCG
}
}
}
@@ -5,7 +5,7 @@ namespace BCG
{
public class FileViewStream : ViewStream
{
private DataPacket myDp;
DataPacket? myDp;
public FileViewStream (string dataFileName,
string schemaFileName)
: this (dataFileName, schemaFileName, Int32.MaxValue)
@@ -1,8 +1,7 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using BCG.Utilities.General;
using BCG.Utilities.General;
using System;
namespace BCG
{
public class DateBasedFilter: IDynamicStreamFilter, IWorker
@@ -26,20 +25,14 @@ namespace BCG
myReference = myTodaysDate.AddDays(-1 * myNDays);
}
public event FilterChangeDelegate onFilterChange;
public event FilterChangeDelegate? onFilterChange;
public bool filter(IBlueRow r)
{
if (DBNull.Value.Equals(r[myDateColumn]))
{
//return false;
return true; //it can be considered as our assumption whenever datecolumn is db null we return true
}
DateTime t = (DateTime)r[myDateColumn];
bool returnVallue = t < myReference ? false : true;
return returnVallue;
}
public bool filter(IBlueRow r) =>
r[myDateColumn] switch {
DBNull or null => true,
DateTime t => t >= myReference,
_ => throw new ArgumentException("Row has invalid date column value", nameof(r)),
};
public void doWork()
{
@@ -47,7 +40,7 @@ namespace BCG
{
myTodaysDate = DateTime.Today;
myReference = myTodaysDate.AddDays(-1 * myNDays);
onFilterChange();
onFilterChange?.Invoke();
}
}
}
@@ -1,8 +1,6 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using BCG.Utilities.General;
using BCG.Utilities.General;
using System;
namespace BCG
{
@@ -26,7 +24,7 @@ namespace BCG
#region IDynamicStreamFilter Members
public event FilterChangeDelegate onFilterChange;
public event FilterChangeDelegate? onFilterChange;
#endregion
@@ -34,7 +32,10 @@ namespace BCG
public bool filter(IBlueRow r)
{
DateTime rowDate = DBNull.Value.Equals (r[myDateColName]) ? DateTime.Now.Date : ((DateTime)r[myDateColName]).Date;
DateTime rowDate = r[myDateColName] switch {
DBNull or null => DateTime.Now.Date,
object obj => (DateTime)obj,
};
DateTime today = DateTime.Now.Date;
return rowDate > today ? true : !(today.Subtract(rowDate).Days >= myNPastTodayDays);
}
@@ -48,7 +49,7 @@ namespace BCG
if (DateTime.Now.Date != myLastCheckedTime.Date)
{
myLastCheckedTime = DateTime.Now;
onFilterChange();
onFilterChange?.Invoke();
}
}
@@ -1,93 +1,109 @@
using Bts.DataStream;
using bts;
using mbts.config;
using Bts.DataStream.Primitives.Filter;
using Bts.DataStreamCore;
using Spark.Core.Diagnostics;
using Spark.Core.Disposables;
using System;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Linq;
using System.Text.RegularExpressions;
namespace BCG.StreamWorld.Addition
{
[DataStreamUserRespresentation (false)]
public class FilterStream : ViewStream
{
namespace BCG.StreamWorld.Addition {
[DataStreamUserRespresentation(false)]
public class FilterStream : ViewStream {
private ViewStream myBaseStream;
private BlueTable myBaseTable, myStateTable;
BlueTable? myBaseTable;
BlueTable? myStateTable;
private IStreamFilter myFilter;
public FilterStream(ViewStream vs)
: this(vs, "1=1")
{ }
: this(vs, "1=1") { }
public FilterStream(ViewStream vs, string filterExp)
: this(vs, new BooleanExpressionFilter(filterExp))
{ }
: this(vs, new BooleanExpressionFilter(filterExp)) { }
public FilterStream(ViewStream vs, IStreamFilter filter)
{
public FilterStream(ViewStream vs, IStreamFilter filter) {
myBaseStream = vs;
myFilter = filter;
if (filter is IDynamicStreamFilter)
(filter as IDynamicStreamFilter).onFilterChange += new FilterChangeDelegate(myHandleFilterChange);
vs.ErrorChanged += OnError;
if (filter is IDynamicStreamFilter dfilter)
dfilter.onFilterChange += myHandleFilterChange;
}
protected override void myOnFirstSubscriber()
{
protected override void myOnFirstSubscriber() {
myBaseStream.onChange += new ChangeDelegate(myHandleChanges);
}
protected override void myOnLastSubscriber()
{
protected override void myOnLastSubscriber() {
myBaseStream.onChange -= new ChangeDelegate(myHandleChanges);
myBaseTable.clear();
myStateTable.clear();
myBaseTable?.clear();
myStateTable?.clear();
}
private void myHandleChanges(object newValue)
{
DataPacket dp = newValue as DataPacket;
if (myStateTable == null)
{
bts.Log.assert(myBaseTable == null);
myStateTable = new BlueTable(dp.schema);
myBaseTable = new BlueTable(dp.schema);
bool filterRow(IBlueRow r) {
try {
return myFilter.filter(r);
} catch (Exception ex) {
Log.Gen.error($"FilterStream delegate threw exception: {ex}");
OnError(new StreamFilterException(StreamId, StreamName, null, ex, r));
}
BlueTable dels = new BlueTable(dp.schema),
adds = new BlueTable(dp.schema);
foreach (IBlueRow r in dp.deletedRows)
{
myBaseTable.deleteRow(r);
if (myStateTable.containsID((int)r["id"]))
{
dels.addRow(r);
myStateTable.deleteRow(r);
}
}
foreach (IBlueRow r in dp.addedRows)
{
myBaseTable.addRow(r);
if (myFilter.filter(r))
{
adds.addRow(r);
myStateTable.addRow(r);
}
}
if ((dels.Count > 0 || adds.Count > 0) || (myLastValue == null))
myFireEvent(new DataPacket(myStateTable, adds, dels));
return false;
}
public IStreamFilter filter
{
set
{
private void myHandleChanges(object newValue) {
try {
var dp = (IDataPacket)newValue;
var schema = dp.Schema;
init(schema);
var dels = new BlueTable(schema);
var adds = new BlueTable(schema);
foreach (IBlueRow r in dp.deletedRows) {
myBaseTable.deleteRow(r);
if (myStateTable.containsID(r.Id())) {
dels.addRow(r);
myStateTable.deleteRow(r);
}
}
foreach (IBlueRow r in dp.addedRows) {
myBaseTable.addRow(r);
if (filterRow(r)) {
adds.addRow(r);
myStateTable.addRow(r);
}
}
if ((dels.Count > 0 || adds.Count > 0) || (myLastValue == null))
myFireEvent(new DataPacket(myStateTable, adds, dels));
} catch (Exception ex) {
OnError(ex);
}
}
public IStreamFilter filter {
set {
myFilter = value;
if (myBaseTable != null)
{
if (myBaseTable != null) {
ExceptionAssert.NotNull(myStateTable);
IBlueRowCollection oldState = new BlueTable(myStateTable);
myStateTable.clear();
foreach (IBlueRow r in myBaseTable)
if (myFilter.filter(r))
myStateTable.addRow(r);
// If the filter throws an exception, we can rethrow it as a StreamFilterException
// and include the 'currentRow' (for which the filter failed) to provide context.
IBlueRow? currentRow = null;
foreach (IBlueRow r in myBaseTable) {
try {
currentRow = r;
if (filterRow(r)) {
myStateTable.addRow(r);
}
} catch (Exception ex) {
Log.Gen.error($"FilterStream delegate threw exception: {ex}");
OnError(new StreamFilterException(StreamId, StreamName, null, ex, currentRow));
}
}
IBlueRowCollection dels, adds;
BlueDataUtility.computeDifferences(myStateTable, oldState, out dels, out adds);
myFireEvent(new DataPacket(myStateTable, adds, dels));
@@ -99,6 +115,17 @@ namespace BCG.StreamWorld.Addition
//public string filterString { set { filter = new BooleanExpressionFilter(value); } }
private void myHandleFilterChange() { filter = myFilter; }
[MemberNotNull(nameof(myStateTable), nameof(myBaseTable))]
void init(IBlueTableSchema schema) {
if (myStateTable is null) {
Log.isnull(myBaseTable);
myStateTable = new BlueTable(schema);
myBaseTable = new BlueTable(schema);
} else {
Log.notnull(myBaseTable);
}
}
}
}
@@ -122,29 +149,24 @@ namespace BCG
}
#region IStreamFilter Members
public bool filter(IBlueRow dr)
{
bool rv = true;
for (int i = 0; i < myCols.Length; i++)
{
rv &= myRegExps[i].IsMatch(dr[myCols[i]] is DBNull ? "" : dr[myCols[i]].ToString());
if (!rv)
return rv;
}
return rv;
}
public bool filter(IBlueRow dr) =>
myCols.Zip(myRegExps).All(p => p.Second.IsMatch(dr[p.First] switch {
DBNull or null => string.Empty,
object obj => obj.ToString() ?? string.Empty
}));
#endregion
}
public class FilterStream : ViewStream
{
private BlueTable myLastFiredRows;
private IBlueRowCollection myLastReceivedRows;
private IStreamFilter myFilter;
private ViewStream myParentStream;
private string myFilterString;
private BCG.StreamWorld.Addition.FilterStream myFilterStream;
private bool myUseNewFilter = Configuration.get<DataStreamConfig>().UseNewFilter;
BlueTable? myLastFiredRows;
IBlueRowCollection? myLastReceivedRows;
IStreamFilter? myFilter;
readonly ViewStream? myParentStream;
string? myFilterString;
readonly StreamWorld.Addition.FilterStream? myFilterStream;
readonly bool myUseNewFilter = false;
IDisposable? subscription;
#region constructors
public delegate bool OnFilter(IBlueRow r);
@@ -174,9 +196,10 @@ namespace BCG
{
myParentStream = vs;
myFilter = filter;
myFilterString = filter.ToString();
if (filter is IDynamicStreamFilter)
(filter as IDynamicStreamFilter).onFilterChange += new FilterChangeDelegate(myHandleFilterChange);
myFilterString = filter.ToString() ?? string.Empty;
if (filter is IDynamicStreamFilter dfilter) {
dfilter.onFilterChange += myHandleFilterChange;
}
}
}
@@ -200,18 +223,20 @@ namespace BCG
#endregion
#region overridden methods
protected override void myOnFirstSubscriber()
{ myParentStream.onChange += new ChangeDelegate(myHandleCallbacks); }
protected override void myOnFirstSubscriber() {
ExceptionAssert.IsNull(subscription);
subscription = ExceptionAssert.NotNull(myParentStream).Subscribe(myHandleCallbacks);
}
protected override void myOnLastSubscriber()
{
myLastFiredRows = null;
myParentStream.onChange -= new ChangeDelegate(myHandleCallbacks);
Disposable.Dispose(ref subscription);
}
protected override void myFireEvent(object o)
{
DataPacket dp = o as DataPacket;
var dp = (IDataPacket)o;
if (myLastValue == null || dp.addedRows.Count + dp.deletedRows.Count > 0)
base.myFireEvent(o);
}
@@ -220,34 +245,39 @@ namespace BCG
private void myHandleCallbacks(object newValue)
{
DataPacket retVal;
DataPacket arrivedPacket = newValue as DataPacket;
var arrivedPacket = (IDataPacket)newValue;
myLastReceivedRows = arrivedPacket.newRows;
if (myLastFiredRows != null)
{
retVal = new DataPacket(myLastFiredRows, new BlueTable(myLastFiredRows.schema),
new BlueTable(myLastFiredRows.schema));
foreach (IBlueRow r in arrivedPacket.deletedRows)
if (myLastFiredRows.containsID((int)r["id"]))
{
myLastFiredRows.deleteRow(r);
(retVal.deletedRows as BlueTable).addRow(r);
}
foreach (IBlueRow r in arrivedPacket.addedRows)
if (myFilter.filter(r))
{
myLastFiredRows.addRow(r);
(retVal.addedRows as BlueTable).addRow(r);
}
try {
if (myLastFiredRows != null)
{
var addedRows = new BlueTable(myLastFiredRows.schema);
var deletedRows = new BlueTable(myLastFiredRows.schema);
retVal = new DataPacket(myLastFiredRows, addedRows, deletedRows);
foreach (IBlueRow r in arrivedPacket.deletedRows)
if (myLastFiredRows.containsID(r.Id()))
{
myLastFiredRows.deleteRow(r);
deletedRows.addRow(r);
}
foreach (IBlueRow r in arrivedPacket.addedRows)
if (filterRow(r))
{
myLastFiredRows.addRow(r);
addedRows.addRow(r);
}
}
else
{
myLastFiredRows = new BlueTable(arrivedPacket.Schema);
retVal = new DataPacket(myLastFiredRows, myLastFiredRows, new BlueTable(myLastFiredRows.schema));
foreach (IBlueRow r in arrivedPacket.newRows)
if (filterRow(r))
myLastFiredRows.addRow(r);
}
myFireEvent(retVal);
} catch (Exception ex) {
OnError(ex);
}
else
{
myLastFiredRows = new BlueTable(arrivedPacket.schema);
retVal = new DataPacket(myLastFiredRows, myLastFiredRows, new BlueTable(myLastFiredRows.schema));
foreach (IBlueRow r in arrivedPacket.newRows)
if (myFilter.filter(r))
myLastFiredRows.addRow(r);
}
myFireEvent(retVal);
}
public IStreamFilter filter
@@ -256,7 +286,7 @@ namespace BCG
{
if (myUseNewFilter)
{
myFilterStream.filter = filter;
requireNewFilter().filter = filter;
}
else
{
@@ -265,25 +295,29 @@ namespace BCG
{
if (myLastReceivedRows != null)
{
try {
BlueTable nRows = new BlueTable(myLastReceivedRows.schema);
foreach (IBlueRow r in myLastReceivedRows)
if (myFilter.filter(r))
if (filterRow(r))
nRows.addRow(r);
IBlueRowCollection dRows = new BlueTable(nRows.schema),
aRows = new BlueTable(nRows.schema);
BlueDataUtility.computeDifferences(nRows, myLastFiredRows, out dRows, out aRows);
myLastFiredRows = nRows;
myFireEvent(new DataPacket(nRows, aRows, dRows));
}
} catch (Exception ex) {
OnError(ex);
}
}
}
}
}
get
{
if (myUseNewFilter)
return myFilterStream.filter;
return requireNewFilter().filter;
else
return myFilter;
return requireOldFilter();
}
}
@@ -296,7 +330,25 @@ namespace BCG
private void myHandleFilterChange()
{
filter = myFilter;
filter = requireOldFilter();
}
bool filterRow(IBlueRow r) {
try {
return requireOldFilter().filter(r);
} catch (Exception ex) {
Log.Gen.error($"FilterStream delegate threw exception: {ex}");
OnError(new StreamFilterException(StreamId, StreamName, null, ex, r));
}
return false;
}
[MemberNotNull(nameof(myFilterStream))]
StreamWorld.Addition.FilterStream requireNewFilter() =>
ExceptionAssert.MemberNotNull(myFilterStream);
[MemberNotNull(nameof(myFilter))]
IStreamFilter requireOldFilter() =>
ExceptionAssert.MemberNotNull(myFilter);
}
}
@@ -4,6 +4,8 @@ namespace bts.SilverPine {
using System;
public class NullFilterStream : ViewStream {
public NullFilterStream(ViewStream parent_str, string col_name)
: this(parent_str, col_name, true) { }
public NullFilterStream(ViewStream parent_str, string col_name, bool filter_out_doublenans = false) {
ViewStream rs = new FilterStream(parent_str,
r => {
@@ -1,8 +1,6 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using BCG.Utilities.General;
using BCG.Utilities.General;
using System;
namespace BCG
{
@@ -29,7 +27,7 @@ namespace BCG
myReference = myCurrentTime.AddSeconds(-1 * myNSecs);
}
public event FilterChangeDelegate onFilterChange;
public event FilterChangeDelegate? onFilterChange;
public bool filter(IBlueRow r)
{
@@ -38,9 +36,8 @@ namespace BCG
//it can be considered as our assumption whenever datecolumn is db null we return true
return true; //dont use this for volparamsched use true
}
DateTime t = (DateTime)r[myDateColumn];
bool returnVallue = t < myReference ? false : true;
return returnVallue;
var t = (DateTime)r[myDateColumn]!;
return t >= myReference;
}
@@ -51,8 +48,7 @@ namespace BCG
myCurrentTime = DateTime.Now;
myReference = myCurrentTime.AddSeconds(-1 * myNSecs);
myLastTimeFilteredApplied = DateTime.Now;
onFilterChange();
onFilterChange?.Invoke();
}
}
}
@@ -0,0 +1,19 @@
#nullable enable
namespace Bts.DataStream.Primitives.Filter;
using BCG;
using System;
public class StreamFilterException : Exception {
public StreamFilterException(Guid streamId, string streamName, string? message, Exception? innerException, IBlueRow? badRow = null)
: base(message, innerException) {
StreamId = streamId;
StreamName = streamName;
BadRow = badRow;
}
public Guid StreamId { get; }
public string StreamName { get; }
public IBlueRow? BadRow { get; }
}
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