Compare commits

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Author SHA1 Message Date
arham 96767cdfa4 rakurai excanges should automatically work on sim 2026-10-21 14:26:19 +00:00
arham a2987f0102 add reconect to binance futures 2026-10-21 04:30:05 +00:00
arham fbbef6acf7 timestamp for bbo works 2026-10-21 04:29:06 +00:00
arham e38177586f minor fixes and deployment updated public websocket 2026-10-21 04:08:14 +00:00
arham 3e886babe3 spreader working in comand bridge 2026-10-21 04:06:16 +00:00
arham 6a8092c934 docs: document ILINK3 order lifecycle 2026-09-30 07:16:43 +00:00
arham 6f01bde0f5 Add public Spark and BlueOrb WebSocket gateway 2026-09-30 07:15:51 +00:00
arham ab7a5c6bfb feat: add Python Spark command client 2026-09-30 06:59:05 +00:00
arham bf404bc691 feat: add Spark command bridge service 2026-09-30 06:57:40 +00:00
arham 8ba8d55bc2 feat: add versioned Spark command protocol 2026-09-30 06:49:31 +00:00
arham 4614b60218 fix: make error reporting better in webocket api 2026-08-28 02:30:25 +00:00
arham 95d05fa20f add: phoenix md for rakurai 2026-08-28 02:30:03 +00:00
arham c0a8dde7db Add automated venue addition for rakurai exchanges 2026-08-28 02:29:38 +00:00
arham b98eee18f5 add: venue addition is now automatic we dont need to add the venue across the db look at VENUES.md for more info 2026-08-28 02:27:47 +00:00
arham 6ccfbda5aa build: libraries to make rakurai v12 build 2026-08-26 13:31:12 +00:00
arham 6b6f34288d build: in new container build would fail because of missing python package this fixes it 2026-08-26 13:30:28 +00:00
arham eb0d0c5244 update rakurai package 2026-08-24 13:36:53 +00:00
John Colvin 19fef8492d Update externals to remove useless nugets with filenames that are too long
Too long for Windows to clone externals (at least for the Windows Server
box running jenkins)
2026-08-12 14:05:07 -04:00
arham 7521b01022 bug fixes for api stream 2026-08-09 22:13:09 +00:00
arham d0faa95d7a add: fee adjusted stream 2026-08-09 22:12:56 +00:00
arham 36aa2caa2a fractional quantities spreader working 2026-07-30 05:12:58 +00:00
arham 97e7343110 fix: add add raydium and orca to crypto in spreader 2026-07-26 19:28:21 +00:00
arham 5dccc2e9c3 fix: synth name 2026-07-26 19:27:30 +00:00
arham 365012102e basic create synthetic working 2026-07-22 10:25:41 +00:00
arham c3d14c8e31 api server works in default docker 2026-07-02 04:50:44 +00:00
arham 5cc80db09d config change 2026-07-02 04:50:01 +00:00
arham 12c2deb833 market orders for hedge order in spreader 2026-07-02 04:49:44 +00:00
arham 2222fb8e3e add okx to conf 2026-06-30 23:37:26 +00:00
arham 266fdf93e5 fix null check 2026-06-30 23:36:59 +00:00
arham fd121bd85b emnative order hadles limit orders now 2026-06-19 03:13:13 +00:00
arham 1ffaf7c05b Add: rakurai dex execution 2026-06-19 03:12:52 +00:00
arham 5a87288aaa quantity fix 2026-06-15 18:33:37 +00:00
arham a1d62e552c Add:orca raydoum to risk ui 2026-06-11 13:40:10 +00:00
arham 80656a0890 Fix: orca and raydium show up in the api server 2026-06-08 04:10:49 +00:00
arham 188daf2b84 fix: error in cpp 2026-05-31 23:39:38 +00:00
arham 5908adcb09 add: cpp to dex handler 2026-05-15 13:36:09 +00:00
arham 36cf021b70 Add: libs for rakurai to work 2026-05-15 13:35:32 +00:00
arham d45e0e08a2 fix: compiler error 2026-05-15 13:00:25 +00:00
arham 888e751243 raydium orca working 2026-04-24 06:35:50 +00:00
arham bbe3350b4e Add: raydium and orca to frond end 2026-04-24 02:33:24 -04:00
arham 80ea6ad16e add orca nad radium to benue options 2026-04-23 23:46:14 +00:00
arham 0bc0e821f3 basic rakurai hookup done 2026-04-23 17:07:51 +00:00
arham 1b82d07a0d fix: fixed api rounding issues 2026-04-23 17:07:51 +00:00
arham a83404f20f Add:: added orca and raydium 2026-04-23 17:07:51 +00:00
arham 4a74713369 ophir multicast config replay and live working 2026-04-02 00:17:46 +00:00
arham 082beef1da Rename 2026-03-31 23:59:04 +00:00
arham f92d789e90 Add: recording config 2026-03-31 14:16:55 +00:00
arham cd3e845dd9 Fix: set log to diag, it logs every book update 2026-03-31 14:09:37 +00:00
arham a5b704eef1 Add: config for ophir wb 2026-03-31 14:09:05 +00:00
arham afee63e061 Add: new docker compose to support mulitcast 2026-03-31 14:08:42 +00:00
John Colvin fc9356d1a0 deploy: Optionally mount sparkd entrypoint in config dir
To mount a custom entrypoint script, put it in the config profile dir
and define the following env vars:

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

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

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

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

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

Note: We'll keep the monolith requirements.txt file around (at least for
now), as it includes more than just build deps (e.g., numpy, pandas, and
jupyter for data analysis; pybit for bybit plugins, etc.).
2026-02-03 16:57:32 +00:00
John Colvin 635107eb68 cleanup: Remove unused py code 2026-02-03 05:20:29 +00:00
John Colvin 1b9a49b924 cleanup: Add missing files and env vars to sparkd config profiles 2026-02-03 05:20:29 +00:00
John Colvin ead35389d5 build: Make PubSub packable 2026-02-03 05:20:29 +00:00
John Colvin 22b44845fb build: Update Microsoft.AspNetCore.Cors to 2.3.9 2026-02-03 05:20:29 +00:00
John Colvin 8ab26f3e1d build: Remove dependency on Newtonsoft.Json
Replace with System.Text.Json (official dotnet)
2026-02-03 05:16:21 +00:00
John Colvin 01c61bb16d fix build: Publish spark_api_server csproj instead of the sln
There's a version conflict with System.Data.Common when publishing the sln.
2026-01-22 05:50:49 +00:00
John Colvin e09e49ce56 fix build: Add Bts.Net to Spark.Api.Server.sln
It seems like the dep is automatically detected on windows, but not
linux (so we need to add it explicitly).
2026-01-21 15:06:00 -05:00
John Colvin e6cc20858b build: Honor "UseProjectRefs" in spark_websocket, spark_api_server 2026-01-21 14:28:48 -05:00
John Colvin 2eb80082d8 refactor: Move Bts.Extensions.Hosting, Bts.Net to cs dir
They aren't exclusively used by DataStream csprojs
2026-01-21 14:20:39 -05:00
John Colvin d55ef854ba fix build: Don't actually copy files when building with --dry-run 2026-01-21 14:03:01 -05:00
John Colvin b1417ece5d fix build: Fix cmake windows preset in publish_api_server.py
Changed from 'spark' -> 'spark-windows'
2026-01-21 14:03:01 -05:00
John Colvin f6ae219a72 build: Add a few toggle opts to publish py scripts
--(no-)cpp           Enable/disable cpp build
--(no-)cs            Enable/disable csharp build
--(no-)csproj-refs   Depend on csproj refs, or locally built nugets
2026-01-21 14:03:01 -05:00
John Colvin 1e4b9cf833 Add new StartWithOnTimeout ext fn for IObservable
Ophir wanted this functionality for data in the sdk
2026-01-19 10:44:51 -05:00
John Colvin 228931dd2a cleanup: Fix indentation in launch.json
Also rename launch task "(gdb) Attach" -> "Sparkd Attach"
2026-01-19 10:44:51 -05:00
John Colvin f5b4b36ea1 Move devcontainer Dockerfile to bluetradingsystems/linux_dotnet8_dev
We now host it on dockerhub under that name
2026-01-19 10:44:51 -05:00
arham f19d2d695b Fix: Updated path so that profiles work 2026-01-16 06:55:09 +00:00
John Colvin d4b9b6bcba fix: Dispose subscription in TopOfBookQuoter demo 2026-01-14 10:35:42 -05:00
John Colvin 84d74a7873 refactor: Actually implement IDisposable in MarketDataClient 2026-01-14 10:35:42 -05:00
John Colvin 8c34280d75 fix: Init PriceTicker Security to avoid null ref in Equals impl 2026-01-14 10:35:42 -05:00
John Colvin 474d96ced4 feat: Add PriceStats/Ticker to ISimpleSparkClient (cs sdk) 2026-01-14 10:35:42 -05:00
John Colvin 1432692a26 refactor: Make PriceStats/Ticker record structs
Also rename props in PascalCase
2026-01-13 13:57:47 -05:00
509 changed files with 14523 additions and 2771 deletions

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+7 -1
View File
@@ -1,5 +1,11 @@
{
"dockerFile": "Dockerfile",
"build": {
"dockerfile": "../docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile",
"options": [
"--secret",
"id=bitbucket_access_token,src=${localWorkspaceFolder}/.secrets/bitbucket_access_token.txt"
]
},
"hostRequirements": {
"memory": "8gb",
"storage": "10gb"
@@ -1,4 +0,0 @@
#!/usr/bin/env bash
this_dir="$(realpath "$(dirname "$(readlink -f "${BASH_SOURCE[0]}")")")"
sudo dpkg -i "$this_dir/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
+8
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@@ -29,6 +29,9 @@
# tools/deploy.sh --help
#
### Host/Runtime ###
TZ=Etc/UTC
### Sparkd ###
# The internal image for sparkd to use. For more info, view:
# src/server/sparkd/Dockerfile
@@ -38,6 +41,9 @@ SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
# Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
# Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
# SPARKD__DATA_DIR=/home/bts/sparkdata/data
# Mount volume or dir to "/md_recording" inside the docker. Defaults to volume
# "sparkd_md_recording_<config_port>" (e.g., sparkd_md_recording_8000).
# SPARKD__MD_RECORDING_DIR=/home/bts/md_recording
SPARKD__SOURCE_DIR=install/sparkd-release-gcc
SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
SPARKD__CONFIG_PORT=8000
@@ -45,6 +51,8 @@ SPARKD__QUICKBUS_PORT=8001
SPARKD__SIM_FIX_PORT=8002
SPARKD__SHM_SIZE=4gb
SPARKD__PYTHON_REQUIREMENTS=requirements.txt
SPARKD__SPARKD_ENTRYPOINT=src/app_sparkd/sparkd-entrypoint.sh
SPARKD__MAIN_ENTRYPOINT=./sparkd-entrypoint.sh
### PubSubServer ###
PUBSUB__CONFIG_DIR=src/DataStreamSuite/PubSubServer/Configurations/Development
+48 -25
View File
@@ -1,25 +1,6 @@
{
"version": "0.2.0",
"configurations": [
{
"name": "(gdb) Attach",
"type": "cppdbg",
"request": "attach",
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
},
{
"description": "Set Disassembly Flavor to Intel",
"text": "-gdb-set disassembly-flavor intel",
"ignoreFailures": true
}
]
},
{
"name": "Python Debugger: Current File with Arguments",
"type": "debugpy",
@@ -161,17 +142,30 @@
"name": "DataStreamQueryAnalyzer",
"type": "coreclr",
"request": "launch",
//"preLaunchTask": "Build DataStreamQueryAnalyzer (Debug)",
"preLaunchTask": "Build DataStream (Debug)",
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json"
],
"cwd": "build/Debug/bin/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": "${input:dataStreamQueryAnalyzerEnvironment}",
},
},
"stopAtEntry": false,
@@ -390,6 +384,25 @@
}
]
},
{
"name": "Sparkd Attach",
"type": "cppdbg",
"request": "attach",
"program": "${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": [
{
@@ -415,6 +428,16 @@
],
"default": "MarketDataPublisher",
},
{
"id": "dataStreamQueryAnalyzerEnvironment",
"type": "pickString",
"description": "DataStreamQueryAnalyzer Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "dataStreamPublisherEnvironment",
"type": "pickString",
+1 -1
View File
@@ -1 +1 @@
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins;/workspaces/spark/tools/py
+22 -15
View File
@@ -541,12 +541,11 @@
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
},
},
},
"icon": {
@@ -561,12 +560,11 @@
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
},
},
},
"icon": {
@@ -581,12 +579,11 @@
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
"cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows",
"env": {
"DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
},
},
},
"icon": {
@@ -1048,6 +1045,16 @@
],
"default": "Debug",
},
{
"id": "dataStreamQueryAnalyzerEnvironment",
"type": "pickString",
"description": "DataStreamQueryAnalyzer Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "sparkdCmakePreset",
"type": "pickString",
+2 -5
View File
@@ -11,9 +11,7 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bt
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("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\DataStreamSuite\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{37E4E890-D025-4729-90F9-6F95862F47BC}"
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
@@ -97,8 +95,7 @@ Global
{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}
{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
{37E4E890-D025-4729-90F9-6F95862F47BC} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
{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
+88 -2
View File
@@ -43,7 +43,17 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "sr
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\DataStreamSuite\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}"
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
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "client", "client", "{70E3DCF5-A3C3-45A0-8F18-B01B2D446532}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_command_bridge", "src\client\spark_command_bridge\spark_command_bridge.csproj", "{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
@@ -517,6 +527,78 @@ Global
{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x64.ActiveCfg = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x64.Build.0 = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|Any CPU.Build.0 = Debug|Any CPU
{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x86.ActiveCfg = Debug|Any CPU
{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
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|x64.ActiveCfg = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|x64.Build.0 = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|Any CPU.ActiveCfg = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|Any CPU.Build.0 = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|x86.ActiveCfg = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|x86.Build.0 = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|x64.ActiveCfg = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|x64.Build.0 = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|Any CPU.ActiveCfg = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|Any CPU.Build.0 = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|x86.ActiveCfg = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|x86.Build.0 = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|x64.ActiveCfg = Release|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|x64.Build.0 = Release|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|Any CPU.ActiveCfg = Release|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|Any CPU.Build.0 = Release|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|x86.ActiveCfg = Release|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|x86.Build.0 = Release|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|x64.ActiveCfg = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|x64.Build.0 = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|Any CPU.Build.0 = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|x86.ActiveCfg = Debug|x64
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|x86.Build.0 = Debug|x64
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
@@ -535,7 +617,11 @@ Global
{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}
{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7} = {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}
{70E3DCF5-A3C3-45A0-8F18-B01B2D446532} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED} = {70E3DCF5-A3C3-45A0-8F18-B01B2D446532}
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
+7 -1
View File
@@ -40,7 +40,13 @@ function(init_python_module)
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
COMMAND
${CMAKE_COMMAND} -E env
"PYTHONPATH=${CMAKE_CURRENT_BINARY_DIR}"
${Python3_EXECUTABLE} -m pybind11_stubgen
--numpy-array-use-type-var
--ignore-invalid-expressions '.*'
${_name}_module
COMMENT "Generating py stubs"
)
add_custom_target(
+67 -37
View File
@@ -2,6 +2,7 @@ services:
sparkd:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
build:
dockerfile: src/app_sparkd/Dockerfile
args:
@@ -9,24 +10,38 @@ services:
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
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}"
- 8008:8008
- 8080:8080
- 9443:9443
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-shell:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
build:
dockerfile: docker/images/bluetradingsystems/linux_shell/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: "do sleep 1; done"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
@@ -42,6 +57,7 @@ services:
sparkd-symbols:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
build:
dockerfile: src/app_sparkd/Dockerfile
@@ -50,26 +66,8 @@ services:
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
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
- ${SPARKD__CONFIG_DIR}/.env
@@ -77,6 +75,36 @@ services:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
- 8008:8008
- 8080:8080
- 9443:9443
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
restart_policy:
condition: any
delay: 3s
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-multicast:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
build:
dockerfile: src/app_sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
shm_size: "${SPARKD__SHM_SIZE:-2048mb}"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
network_mode: "host"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
restart_policy:
condition: any
@@ -84,7 +112,6 @@ services:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-tail:
image: bluetradingsystems/linux_dotnet8
volumes:
@@ -195,3 +222,6 @@ volumes:
name: "md_publisher_22019"
historic_md:
name: "historic_md"
md_recording:
name: "sparkd_md_recording_${SPARKD__CONFIG_PORT:-8000}"
external: true
@@ -8,6 +8,7 @@ RUN apt-get update && apt-get install -y ca-certificates
RUN apt-get update && apt-get install -y libssh2-1-dev
RUN apt-get update && apt-get install -y software-properties-common
RUN apt-get update && apt-get install -y sudo
RUN apt-get update && apt-get install -y tzdata
# GCC
ARG gcc_major=13
@@ -18,6 +19,13 @@ RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
RUN apt-get update \
&& apt-get install -y dotnet8
RUN apt-get update && apt-get install -y libpq-dev
RUN apt-get update && apt-get install -y libsodium-dev
RUN apt-get update && apt-get install -y fish
RUN apt-get update && apt-get install -y less
RUN apt-get update && apt-get install -y vim
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
@@ -55,14 +55,16 @@ RUN \
clangd-$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/ $(lsb_release -cs) main" \
> /etc/apt/sources.list.d/kitware.list \
&& apt-get update \
&& apt-get install -y --no-install-recommends cmake \
&& rm -rf /var/lib/apt/lists/*
# Dotnet
RUN apt-get update && apt-get install -y dotnet8
@@ -80,9 +82,14 @@ RUN mkdir -p /etc/apt/keyrings \
# Emumba (deps)
RUN apt-get update && apt-get -y install rapidjson-dev
# Emumba
COPY emumba /emumba
RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
&& rm -r /emumba
ARG EMUMBA_DERIBIT_CONNECTOR_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
RUN --mount=type=secret,id=bitbucket_access_token \
set -eux \
&& apt-get update \
&& TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
&& curl -fL -H "Authorization: Bearer ${TOKEN}" $EMUMBA_DERIBIT_CONNECTOR_DEB_URL -o /tmp/emumba-deribit-connector.deb \
&& apt-get install -y /tmp/emumba-deribit-connector.deb \
&& rm -f /tmp/emumba-deribit-connector.deb
# Pcap
RUN apt-get update && apt-get install -y libpcap0.8-dev
@@ -90,6 +97,18 @@ RUN apt-get update && apt-get install -y libpcap0.8-dev
# Databento (deps)
RUN apt-get update && apt-get -y install libzstd-dev
# Rakurai
ARG RAKURAI_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/rakurai-dex-connector_0.0.12_amd64.deb"
RUN --mount=type=secret,id=bitbucket_access_token \
set -eux \
&& apt-get update \
&& TOKEN="$(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 \
@@ -0,0 +1,11 @@
FROM ubuntu:24.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y \
fish \
less \
vim
USER bts
WORKDIR /home/bts
+3 -3
View File
@@ -18,10 +18,10 @@ 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==2.13.6
pybind11-stubgen==2.5.3
pybind11==3.0.1
pybind11-stubgen==2.5.5
pybit==5.11.0
pycodestyle==2.7.0
pycparser==2.20
+281 -380
View File
@@ -1,405 +1,306 @@
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.3.32922.545
MinimumVisualStudioVersion = 15.0.26124.0
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
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EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
EndProject
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EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "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
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", "{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{684863A1-3396-4D31-A731-C0725CF07F4E}"
EndProject
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EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{28A26DF7-5F7A-43A2-A548-B55FEBCC3958}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{7543386A-5EBA-4AF0-9E0F-35657B58557D}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}"
EndProject
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{C13A5ABD-F739-4BE8-A2FE-511E989A5B43}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\DataStreamSuite\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{90A48718-F6A7-4747-97EA-89632B451008}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{F7C6F079-67BA-4899-9B43-D3F8C121D264}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{ECBAA198-EC93-4174-8156-BDA5F5E95042}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}"
EndProject
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EndProject
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EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}"
EndProject
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EndProject
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EndProject
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EndProject
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EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
Debug|Any CPU = Debug|Any CPU
Debug|x64 = Debug|x64
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|x64 = Release|x64
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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GlobalSection(NestedProjects) = preSolution
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GlobalSection(ExtensibilityGlobals) = postSolution
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GlobalSection(Performance) = preSolution
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@@ -15,18 +15,21 @@ static class ArgumentComparer {
}
var obj1 = value1.GetValue(env);
var obj2 = value2.GetValue(env);
if (obj1 is null) {
if (obj2 is null) {
if (isNullLike(obj1)) {
if (isNullLike(obj2)) {
return 0;
}
return -1;
}
if (obj2 is null) {
if (isNullLike(obj2)) {
return 1;
}
return compareObjs(obj1, obj2);
return compareObjs(obj1!, obj2!);
}
static bool isNullLike(object? value) =>
value is null || DBNull.Value.Equals(value);
static int compareObjs(object obj1, object obj2) {
try {
var typ1 = obj1.GetType();
@@ -15,7 +15,7 @@ namespace bts.BlueOrb {
private int _size = 0;
public TimeSeriesStream(ViewStream stream)
: this(stream, Int32.MaxValue) { }
: this(stream, 1000) { }
public TimeSeriesStream(ViewStream stream, int size) {
_stream = stream;
@@ -44,7 +44,7 @@ namespace bts.BlueOrb {
ar.setValue("id", _id++);
_table.add_row(ar);
}
var dp_out = BlueDataUtility.build_dp(_table, myLastValue as DataPacket);
var dp_out = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
myFireEvent(dp_out);
}
}
@@ -23,16 +23,16 @@ public static class DataStreamExtensions {
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);
public static IObservable<DataPacket> AsObservable(this ViewStream source) {
return source as IObservable<DataPacket> ?? Observable.Create<DataPacket>(Subscribe);
public static IObservable<IDataPacket> AsObservable(this ViewStream source) {
return source as IObservable<IDataPacket> ?? Observable.Create<IDataPacket>(Subscribe);
IDisposable Subscribe(IObserver<DataPacket> observer) {
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)));
}
}
@@ -88,8 +88,7 @@ namespace BCG {
return Task.CompletedTask;
}
private void _on_str(DataPacket dp)
{
void _on_str(IDataPacket dp) {
foreach (IBlueRow r in dp.newRows)
{
string name = r.get<string>("name");
@@ -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) {
@@ -14,10 +14,8 @@ namespace BCG
public DistinctRowEvaluator(string colMapExpression, string[] columnNames)
: base (colMapExpression, null, columnNames) {}
public override IBlueRow evaluate (DataPacket packet)
{
myOutputTable = myOutputTable == null ? new GroupByOutputTable (packet.schema) : myOutputTable;
public override IBlueRow? evaluate(IDataPacket packet) {
myOutputTable ??= new GroupByOutputTable(packet.Schema);
string hashString = GroupByStream.getRepString (packet, myGroupByCols);
if (packet.newRows.Count == 0)
//if there are no rows for this group we remove the group from the output table
@@ -42,7 +42,7 @@ namespace BCG
return retVal;
}
public abstract IBlueRow evaluate (DataPacket dp) ;
public abstract IBlueRow? evaluate(IDataPacket dp);
#endregion
#region Helper methods
@@ -8,12 +8,13 @@ namespace BCG {
internal class GroupByStream : MethodDrivenStream {
private class MyFuncGroupByEvaluator : IGroupByEvaluator {
private string[] _groupby_cols;
private Func<DataPacket, IBlueRow> _groupby_func;
public MyFuncGroupByEvaluator(IEnumerable<string> groupby_cols, Func<DataPacket, IBlueRow> groupby_func) {
readonly Func<IDataPacket, IBlueRow> _groupby_func;
public MyFuncGroupByEvaluator(IEnumerable<string> groupby_cols, Func<IDataPacket, IBlueRow> groupby_func) {
_groupby_cols = groupby_cols.ToArray();
_groupby_func = groupby_func;
}
public IBlueRow evaluate(DataPacket packet) { return _groupby_func(packet); }
public IBlueRow evaluate(IDataPacket packet) =>
_groupby_func(packet);
public string[] groupByColumns { get { return _groupby_cols; } }
@@ -32,7 +33,7 @@ namespace BCG {
private IBlueTableSchema myOutputSchema;
private int myIdGenerator = 0;
public GroupByStream(ViewStream stream, IEnumerable<string> groupby_cols, Func<DataPacket, IBlueRow> groupby_func)
public GroupByStream(ViewStream stream, IEnumerable<string> groupby_cols, Func<IDataPacket, IBlueRow> groupby_func)
: this(stream, new MyFuncGroupByEvaluator(groupby_cols, groupby_func)) { }
public GroupByStream(ViewStream stream, IGroupByEvaluator groupByEvaluator)
@@ -187,11 +188,11 @@ namespace BCG {
}
}
public static string getRepString(DataPacket dp, string[] colNames) {
public static string getRepString(IDataPacket dp, string[] colNames) {
return BlueDataUtility.rowToString(getRepRow(dp), colNames);
}
public static IBlueRow getRepRow(DataPacket dp) {
public static IBlueRow getRepRow(IDataPacket dp) {
if (dp.newRows.Count > 0)
return BlueDataUtility.extractRow(dp.newRows, 0);
else if (dp.addedRows.Count > 0)
@@ -1,5 +1,3 @@
using System;
namespace BCG
{
/// <summary>
@@ -14,7 +12,7 @@ namespace BCG
/// deletetion) and the added and deletedRows being the increments. If a group has
/// to be totally removed then a null should be returned
/// </summary>
IBlueRow evaluate (DataPacket packet);
IBlueRow? evaluate(IDataPacket packet);
/// <summary>
/// Returns the columns (belonging to the original schema) on which this IGroupByEvaluator
@@ -14,9 +14,8 @@ namespace BCG {
public MaxGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
: base(colMapEpression, outputCol, groupByCols) { }
public override IBlueRow evaluate(DataPacket dp) {
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) :
myOutputTable;
public override IBlueRow? evaluate(IDataPacket dp) {
myOutputTable ??= new GroupByOutputTable(dp.Schema);
string hashString = BlueDataUtility.rowToString(GroupByStream.getRepRow(dp), myGroupByCols);
IBlueRow currMaxRow = myOutputTable.getRow(hashString);
IBlueRow maxRow = BlueDataUtility.computeMaxRow(dp.deletedRows, myOutputColumn);
@@ -1,7 +1,3 @@
using System;
using BCG.Utilities;
namespace BCG {
public class MinGroupByEvaluator : MaxGroupByEvaluator {
public MinGroupByEvaluator(string outputCol, string[] groupByCols)
@@ -10,8 +6,8 @@ namespace BCG {
public MinGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols) :
base(colMapEpression, outputCol, groupByCols) { }
public override IBlueRow evaluate(DataPacket dp) {
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
public override IBlueRow? evaluate(IDataPacket dp) {
myOutputTable ??= new GroupByOutputTable(dp.Schema);
string stringRep = BlueDataUtility.rowToString(GroupByStream.getRepRow(dp), myGroupByCols);
IBlueRow currMinRow = myOutputTable.getRow(stringRep);
IBlueRow minRow = BlueDataUtility.computeMinRow(dp.deletedRows, myOutputColumn);
@@ -1,5 +1,3 @@
using System;
namespace BCG {
/// <summary>
/// Computes the sum for a given column
@@ -10,8 +8,8 @@ namespace BCG {
public SumGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
: base(colMapEpression, outputCol, groupByCols) { }
public override IBlueRow evaluate(DataPacket dp) {
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
public override IBlueRow evaluate(IDataPacket dp) {
myOutputTable ??= new GroupByOutputTable(dp.Schema);
IBlueRow sumRow = BlueDataUtility.computeSum(dp.newRows, myOutputColumn);
return sumRow;
@@ -33,7 +31,7 @@ namespace BCG {
#region IGroupByEvaluator Members
public IBlueRow evaluate(DataPacket packet) { return BlueDataUtility.computeSum(packet.newRows, myOutputCols); }
public IBlueRow evaluate(IDataPacket packet) => BlueDataUtility.computeSum(packet.newRows, myOutputCols);
public string[] groupByColumns { get { return myGroupByCols; } }
@@ -51,9 +49,8 @@ namespace BCG {
public SumGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
: base(colMapEpression, outputCol, groupByCols) { }
public override IBlueRow evaluate(DataPacket dp) {
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
public override IBlueRow evaluate(IDataPacket dp) {
myOutputTable ??= new GroupByOutputTable(dp.Schema);
IBlueRow sumRow = BlueDataUtility.computeSum<T>(dp.newRows, myOutputColumn);
return sumRow;
}
@@ -68,7 +65,7 @@ namespace BCG {
#region IGroupByEvaluator Members
public IBlueRow evaluate(DataPacket packet) { return BlueDataUtility.computeSum<T>(packet.newRows, myOutputCols); }
public IBlueRow evaluate(IDataPacket packet) => BlueDataUtility.computeSum<T>(packet.newRows, myOutputCols);
public string[] groupByColumns { get { return myGroupByCols; } }
@@ -2,6 +2,8 @@ using BCG;
using MongoDB.Driver.Core.WireProtocol.Messages;
using Spark.Core.Diagnostics;
using System;
using System.Collections.Generic;
using System.Linq;
@@ -37,7 +39,7 @@ namespace bts {
}
void _handle_stream_update(object dp_obj) {
DataPacket dp = dp_obj as DataPacket;
var dp = ExceptionAssert.Argument.Is<IDataPacket>(dp_obj);
IDictionary<int, List<IBlueRow>> groups = !String.IsNullOrEmpty(_group_by_col) ?
BlueDataUtility.group_together(dp.newRows, new string[] { _group_by_col })
:
@@ -70,7 +70,7 @@ namespace bts
private readonly int _msg_size;
private readonly TimeSpan _publish_period;
private DateTime _last_publish_time = DateTime.MinValue;
private PublisherCore _pub_core = new PublisherCore();
private PublisherCore _pub_core = PublisherCore.Create();
private BlueTable _table;
private int _n_pubs = 0;
private readonly int _max_pubs;
@@ -224,4 +224,4 @@ namespace bts
}
}
}
}
@@ -1,6 +1,7 @@
using BCG;
using BCG.Utilities.General;
using Bts.PubSub;
using Bts.PubSub.Routing;
using System;
@@ -62,7 +63,9 @@ namespace bts
public static PayloadMessage deserialize(byte[] ser_bytes)
{
var str = new MemoryStream(ser_bytes);
var str = new MemoryStream(ser_bytes) {
Position = 0
};
BinaryReader br = new BinaryReader(str);
string guid = br.ReadString();
Int64 timestamp_ = br.ReadInt64();
@@ -91,11 +94,17 @@ namespace bts
};
IOState _state = IOState.SEND;
public PubsubEchoTestStream(string server_url, TimeSpan publish_period, int payload_size, string tag_name, ViewStreamDatabase vsd) {
_router = new PubSubRouter(new PubSubRouterConfig() {
PublisherRoutes = new() { new(server_url, ".*") },
SubscriberRoutes = new() { new(server_url, ".*") },
});
public PubsubEchoTestStream()
: this(new PubSubRouter(), TimeSpan.FromSeconds(1), 8, "ECHO_TEST", ViewStreamDatabase.instance) { }
public PubsubEchoTestStream(string server_url, TimeSpan publish_period, int payload_size, string tag_name)
: this(server_url, publish_period, payload_size, tag_name, ViewStreamDatabase.instance) { }
public PubsubEchoTestStream(string server_url, TimeSpan publish_period, int payload_size, string tag_name, ViewStreamDatabase vsd)
: this(createRouter(server_url), publish_period, payload_size, tag_name, vsd) { }
public PubsubEchoTestStream(IPubSubRouter router, TimeSpan publish_period, int payload_size, string tag_name, ViewStreamDatabase vsd) {
_router = router;
_vsd = vsd;
_payload_sz = payload_size;
var schema = BlueDataUtility.form_schema("PubSubTest",
@@ -116,7 +125,7 @@ namespace bts
protected override void myOnFirstSubscriber()
{
_pub_core = new PublisherCore(_router);
_pub_core = PublisherCore.Create(_router);
_sub_core = new SubscriberCore(_router);
_sub_core.subscribe(_tag_name);
_vsd.addWorker(this);
@@ -129,6 +138,12 @@ namespace bts
Log.notnull(_sub_core).unsubscribe(_tag_name);
}
static PubSubRouter createRouter(string serverUrl) =>
new(new PubSubRouterConfig() {
PublisherRoutes = new() { new(serverUrl, ".*") },
SubscriberRoutes = new() { new(serverUrl, ".*") },
});
private void _fire_dp_after_send()
{
Log.notnull(_last_sent_msg);
@@ -136,7 +151,7 @@ namespace bts
BlueRow r = new BlueRow(_table.schema, _table.Count, _last_sent_msg.msg_id, _last_sent_msg.timestamp, DBNull.Value, DBNull.Value,
DBNull.Value, DBNull.Value);
_table.addRow(r);
var dp_out = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
var dp_out = BlueDataUtility.build_dp_inc(_table, (myLastValue as IDataPacket)?.newRows);
myFireEvent(dp_out);
}
@@ -152,8 +167,10 @@ namespace bts
BlueRow nr = new BlueRow(_table.schema, id, _last_sent_msg.msg_id, _last_sent_msg.timestamp, _last_recvd_msg.msg_id, recv_ts,
String.Compare(_last_recvd_msg.msg_id, _last_sent_msg.msg_id) == 0, recv_ts - _last_recvd_msg.timestamp);
_table.addRow(nr);
var dp_out = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
myFireEvent(dp_out);
var dp_out = BlueDataUtility.build_dp_inc(_table, (myLastValue as IDataPacket)?.newRows);
if (dp_out.HasChanges()) {
myFireEvent(dp_out);
}
}
private string _get_next_id()
@@ -15,7 +15,6 @@ using mbts;
using BCG.Extensions;
using System.Text.Json;
using System.Text.Json.Nodes;
using Newtonsoft.Json;
using BCG;
using System.Runtime.CompilerServices;
using bts;
@@ -295,7 +294,7 @@ namespace BCG {
}
public static DataPacket build_dp_inc(IBlueRowCollection new_rows, IDataPacket last_fired_dp, bool deep_row_comapre = false) =>
build_dp_inc(new_rows, last_fired_dp.newRows, deep_row_comapre);
build_dp_inc(new_rows, last_fired_dp?.newRows ?? new BlueTable(new_rows.schema), deep_row_comapre);
public static DataPacket build_dp_inc(IBlueRowCollection new_rows, IBlueRowCollection lastRows, bool deep_row_comapre = false) {
if (lastRows is null) {
@@ -360,11 +359,11 @@ namespace BCG {
}
public static Dictionary<string, string> convert_json_to_dictionary(string json_string) {
Dictionary<string, string> dictionary = JsonConvert.DeserializeObject<Dictionary<string, string>>(json_string);
Dictionary<string, string> dictionary = JsonSerializer.Deserialize<Dictionary<string, string>>(json_string);
return dictionary;
}
public static IBlueRow convert_json_to_row(string json_string, int id = 0) {
Dictionary<string, object> dictionary = JsonConvert.DeserializeObject<Dictionary<string, object>>(json_string);
Dictionary<string, object> dictionary = JsonSerializer.Deserialize<Dictionary<string, object>>(json_string);
if (!dictionary.ContainsKey("id")) {
dictionary.Add("id", id);
}
@@ -1,4 +1,6 @@
#nullable enable
using Bts.DataStreamCore;
using System;
using System.Text.Json.Serialization;
@@ -7,6 +9,7 @@ namespace BCG {
/// Resprsents information about a column schema, ie its ordinal, the type, the name and constant value or expression. where applicable
/// </summary>
[Serializable]
[JsonConverter(typeof(ColumnInfoJsonConverter))]
public class ColumnInfo : IComparable<ColumnInfo>, IComparable, IEquatable<ColumnInfo> {
//the default column info does not cach values in a lookup table, therefore it is in group 0
@@ -67,16 +70,12 @@ namespace BCG {
private Type myColType;
private object? myColValue;
[JsonPropertyName("colNo")]
public int colNo { get { return myColNo; } }
[JsonPropertyName("colName")]
public string colName { get { return myColName; } }
[JsonPropertyName("colType")]
public Type colType { get { return myColType; } }
[JsonIgnore]
public object? colValue {get{return myColValue;}}
}
}
@@ -0,0 +1,27 @@
namespace Bts.DataStreamCore;
using BCG;
using Spark.Core.Json;
using System;
using System.Text.Json;
using System.Text.Json.Nodes;
using System.Text.Json.Serialization;
public class ColumnInfoJsonConverter : JsonConverter<ColumnInfo> {
public override ColumnInfo Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options) {
var jobj = JsonSerializer.Deserialize<JsonObject>(ref reader);
return new(
jobj[nameof(ColumnInfo.colName)].GetValue<string>(),
jobj[nameof(ColumnInfo.colNo)].GetValue<int>(),
Type.GetType(jobj[nameof(ColumnInfo.colType)].GetValue<string>()));
}
public override void Write(Utf8JsonWriter writer, ColumnInfo value, JsonSerializerOptions options) {
using var _ = writer.WriteObject();
writer.WriteString(nameof(ColumnInfo.colName), value.colName);
writer.WriteNumber(nameof(ColumnInfo.colNo), value.colNo);
writer.WriteString(nameof(ColumnInfo.colType), value.colType.ToString());
}
}
@@ -41,7 +41,7 @@ namespace BCG {
}
public IBlueRowCollection newRows, addedRows, deletedRows;
public IDictionary<string, object> meta_data = null;
public Dictionary<string, object> meta_data = null;
public DataPacket() { }
public DataPacket(IBlueTableSchema schema)
@@ -53,7 +53,7 @@ namespace BCG {
this.deletedRows = deletedRows;
}
public DataPacket(IBlueRowCollection newRows, IBlueRowCollection addedRows, IBlueRowCollection deletedRows,
IDictionary<string, object> meta_data) {
Dictionary<string, object> meta_data) {
this.newRows = newRows;
this.addedRows = addedRows;
this.deletedRows = deletedRows;
@@ -63,6 +63,7 @@ namespace BCG {
IBlueRowCollection IDataPacket.newRows => newRows;
IBlueRowCollection IDataPacket.addedRows => addedRows;
IBlueRowCollection IDataPacket.deletedRows => deletedRows;
IReadOnlyDictionary<string, object> IDataPacket.Metadata => meta_data;
public void get_new_added_deleted(out ICollection new_rows, out ICollection added_rows, out ICollection deleted_rows) {
new_rows = newRows;
@@ -8,7 +8,6 @@
<ItemGroup>
<PackageReference Include="Google.Protobuf" Version="3.24.3" />
<PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
<PackageReference Include="OpenAI" Version="2.0.0" />
<PackageReference Include="SimMetrics.Net" Version="1.0.5" />
</ItemGroup>
@@ -44,11 +44,6 @@ namespace BCG {
/// </summary>
/// <param name="assemblyName"></param>
public void loadAssembly(string assemblyName) {
Func<Type, bool> is_blue_orb = (t) => {
//if (!assemblyName.Contains("SharedStreams.dll"))
// return true;
return t.Namespace == "bts.BlueOrb";// || t.Namespace == "BCG";
};
bts.Log.Gen.info($"PrimitiveManager.loadAssembly assemblyName: {assemblyName}");
if (myAssemblyNames.Contains(assemblyName))
return;
@@ -58,7 +53,7 @@ namespace BCG {
Assembly.LoadFrom(assemblyName);
foreach (Type type in loadedAssembly.GetTypes())
if (!type.IsInterface && is_blue_orb(type)
if (!type.IsInterface
&& !type.IsAbstract
&& type.IsSubclassOf(typeof(ViewStream))
&& type.IsPublic) {
@@ -13,6 +13,7 @@ namespace BCG {
IBlueRowCollection newRows { get; }
IBlueRowCollection addedRows { get; }
IBlueRowCollection deletedRows { get; }
IReadOnlyDictionary<string, object> Metadata { get; }
//this is an ICollection of IDictionary
void get_new_added_deleted(out ICollection new_rows, out ICollection added_rows, out ICollection deleted_rows);
}
@@ -1,15 +1,10 @@
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq.Expressions;
using System.Xml.Serialization;
using BCG.Utilities;
using bts;
using Bts.DataStreamCore;
using System;
using System.Collections.Generic;
namespace BCG {
/// <summary>
/// This class will be used by the clients to publish tabular data to the pubsub
@@ -22,7 +17,7 @@ namespace BCG {
protected bool myWaitingForFirstOp = false;
public PubTableBroker()
: this(new PublisherCore()) { }
: this(PublisherCore.Create()) { }
public PubTableBroker(IPublisherCore publisher) {
_publisher_core = publisher;
@@ -117,6 +117,9 @@ namespace BCG {
addWorker(op.w);
else
removeWorker(op.w);
}
catch (InvalidOperationException ex) {
bts.Log.Gen.error($"ViewStreamDatabase worker collection was modified during enumeration: {ex}");
} finally {
_pending_worker_ops.Clear();
_is_worker_call_in_progress = false;
@@ -11,10 +11,20 @@
<PackageReference Include="CommandLineParser" Version="2.9.1" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
<ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\..\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
<ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="Bts.Extensions.Hosting" Version="$(SparkVersion)" />
<PackageReference Include="SharedStreams" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup>
<ConfigurationProfile Include="appsettings.Development.json" />
@@ -8,11 +8,11 @@ using Bts.DataStreamCore;
using Bts.DataStreamExpressions;
using Bts.PubSub;
using global::Spark.Core.Disposables;
using Microsoft.Extensions.Hosting;
using Microsoft.Extensions.Options;
using Spark.Core.Disposables;
using System;
using System.Collections.Generic;
using System.Linq;
@@ -16,6 +16,12 @@
<ProjectReference Include="..\BaseUtilities\BaseUtilities.csproj" />
<ProjectReference Include="..\GuiUtilities\GuiUtilities.csproj" />
<ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
<ProjectReference Include="..\..\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
</ItemGroup>
<ItemGroup>
<ConfigurationProfile Include="appsettings.json" />
<ConfigurationProfile Include="appsettings.*.json" />
</ItemGroup>
</Project>
@@ -2,21 +2,6 @@
{
public partial class MainForm
{
/// <summary>
/// Clean up any resources being used.
/// </summary>
protected override void Dispose(bool disposing)
{
if (disposing)
{
if (components != null)
{
components.Dispose();
}
}
base.Dispose(disposing);
}
#region Windows Form Designer generated code
/// <summary>
/// Required method for Designer support - do not modify
@@ -1,16 +1,25 @@
using bts;
using Bts.DataStream;
using Bts.DataStreamExpressions;
using Bts.PubSub;
using Spark.Core.Disposables;
using Spark.Core.Reactive;
using System;
using System.Collections.Generic;
using System.Collections;
using System.Collections.Generic;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.IO;
using System.Linq;
using System.Reactive;
using System.Reactive.Linq;
using System.Reactive.Subjects;
using System.Text.RegularExpressions;
using System.Threading;
using System.Windows.Forms;
namespace BCG
@@ -35,8 +44,11 @@ namespace BCG
private string mySite = "TODO";
private string myLastClassName = "MyView";
private ViewStream? myAllTagsStream;
IBlueRowCollection? tagRows;
private string myKQ;
private TextWriter? myConsoleOutput;
IDataPacket? pendingData;
IDisposable? titleSub;
public MainForm()
{
@@ -44,6 +56,17 @@ namespace BCG
InitializeComponent();
// myKQ = ConfigurationRequester.getApplicationQualifier();
myKQ = "TODO";
var handleCreatedSubject = new Subject<bool>();
HandleCreated += (s, e) => handleCreatedSubject.OnNext(true);
titleSub = Disposable.Create(
handleCreatedSubject.SelectSeries(_ =>
Observable.FromEvent(
cb => Invoke(() => titleInvalidated += cb),
cb => Invoke(() => titleInvalidated -= cb))
.Prepend(Unit.Default)
.SelectSeries(_ => new PubsubRoutesStream().AsObservable().Take(1)))
.Subscribe(dp => BeginInvoke(() => refreshTitle(dp.newRows))),
handleCreatedSubject);
mySetText();
myWindowState = new PersistWindowState();
@@ -58,11 +81,25 @@ namespace BCG
};
}
event Action? titleInvalidated;
public string query_text
{
get { return myQueryTextBox.Text; }
set { myQueryTextBox.Text = value; }
}
/// <summary>
/// Clean up any resources being used.
/// </summary>
protected override void Dispose(bool disposing) {
if (disposing) {
Disposable.Dispose(ref titleSub);
components?.Dispose();
}
base.Dispose(disposing);
}
private ViewStream myGetAllTagsStream()
{
// TODO: Port PublishedTagsStream from edge (then we can uncomment impl below)
@@ -74,9 +111,10 @@ namespace BCG
private void mySetText()
{
ViewStream routes = new PubsubRoutesStream();
routes.onChange += (o) => { };
var rows = routes.rows;
titleInvalidated?.Invoke();
}
void refreshTitle(IBlueRowCollection rows) {
string route_txt = String.Empty;
foreach (IBlueRow r in rows)
{
@@ -144,8 +182,10 @@ namespace BCG
private void myHandleTableListChange(object o)
{
IBlueRowCollection rows = (o as DataPacket).newRows;
myUpdateTableList();
BeginInvoke(() => {
tagRows = ((IDataPacket)o).newRows;
myUpdateTableList();
});
}
@@ -334,18 +374,24 @@ namespace BCG
// this is the stream callback
private void myCallback(object o)
{
_stopwatch.Stop();
var timer = Stopwatch.StartNew();
DataPacket dp = o as DataPacket;
myCrono.Stop();
Log.Ui.diag($"Received callback for {dp.schema.tableName}");
if (o == null)
{
System.Windows.Forms.MessageBox.Show(this, "Received a Null Data packet",
"Invalid Data", MessageBoxButtons.OK, MessageBoxIcon.Error);
var dp = (IDataPacket)o;
Log.Ui.diag(dp.GetIncrementalIdString());
Volatile.Write(ref pendingData, dp);
}
private Stopwatch myCrono = new();
private DataStreamExpression? myExp;
private void myTimer_Tick(object sender, System.EventArgs e)
{
var dp = Interlocked.Exchange(ref pendingData, null);
if (dp is null) {
return;
}
Log.Ui.diag(dp.toIncrementalIDString());
_stopwatch.Stop();
var timer = Stopwatch.StartNew();
myCrono.Stop();
myToolStripStatusLabelTime.BackColor = Color.Black;
myToolStripStatusLabelRows.BackColor = Color.Black;
myToolStripStatusLabelTime.ForeColor = Color.White;
@@ -362,7 +408,7 @@ namespace BCG
{
myChangeStyle = false;
myDataGrid.Columns.Clear();
myDataGrid.Columns.AddRange(Array.ConvertAll(dp.schema.columnInfo, _column_factory));
myDataGrid.Columns.AddRange(Array.ConvertAll(dp.Schema.columnInfo, _column_factory));
}
myCrono.Restart();
// myDataGrid.CaptionText = myCrono.time.TotalMilliseconds + " ms ";
@@ -373,35 +419,13 @@ namespace BCG
var varNames = new List<string>(0);
var code = myExp?.print(9, varNames);
myPrintCode(dp.schema, varNames, code);
myPrintCode(dp.Schema, varNames, code);
myConsoleRichTextBox.Clear();
// this was was very very slow
//myConsoleRichTextBox.Text = BlueDataUtility.get_printed_rows(dp.newRows, (col) => 30);
timer.Stop();
Log.Gen.info(
$"DSQA MainForm.myCallback table: {dp.schema.tableName} rows: {dp.newRows.Count} time: {timer.Elapsed.TotalMilliseconds:0.00}ms");
}
private Stopwatch myCrono = new();
private DataStreamExpression? myExp;
private void myTimer_Tick(object sender, System.EventArgs e)
{
// try
// {
ViewStreamDatabase.instance.doWork();
MasterWorker.getInstance(false).doWork();
//}
// catch (Exception exc) {
// Log.Ui.warn(exc.ToString());
// myDataGrid.DataSource = null;
// //myTabControl.SelectedIndex = 1;
// myTabControl.SelectedTab = myErrorTabPage;
// myErrorTextBox.Text = exc.Message;
// myErrorTextBox.Text += "\n" + exc.StackTrace;
// }
$"DSQA MainForm.myCallback table: {dp.Schema.tableName} rows: {dp.newRows.Count} time: {timer.Elapsed.TotalMilliseconds:0.00}ms");
}
class StringWrapper
@@ -684,7 +708,7 @@ namespace BCG
private void myUpdateTableList()
{
IBlueRowCollection rows = myAllTagsStream.rows;
var rows = tagRows;
if (rows == null)
return;
@@ -742,20 +766,25 @@ namespace BCG
ViewStream s = new LoaderStream(@"P:\Dropbox\Data\spread_md_esoa_cme");
s = new MutableAppendStream(s, s);
//s = new MutableAppendStream(s, s);
List<IBlueRow> rows = new List<IBlueRow>();
foreach (IBlueRow r in s.rows)
rows.Add(r);
s.onChange += OnChange;
for (int i = 0; i < 100; i++)
{
timer.Restart();
rows.Sort(delegate (IBlueRow r1, IBlueRow r2)
void OnChange(object? obj) {
s.onChange -= OnChange;
//s = new MutableAppendStream(s, s);
var rowCollection = ((IDataPacket)obj!).newRows;
var rows = new List<IBlueRow>(rowCollection.Count);
rows.AddRange(rowCollection.Cast<IBlueRow>());
for (int i = 0; i < 100; i++)
{
return _sort_dicts_index(r1, r2, 5, true);
});
timer.Stop();
Log.Ui.diag($"nrows = {rows.Count} sorting time = {timer.Elapsed.TotalMilliseconds:0.00}ms");
timer.Restart();
rows.Sort(delegate (IBlueRow r1, IBlueRow r2)
{
return _sort_dicts_index(r1, r2, 5, true);
});
timer.Stop();
Log.Ui.diag($"nrows = {rows.Count} sorting time = {timer.Elapsed.TotalMilliseconds:0.00}ms");
}
}
}
@@ -1,59 +1,61 @@
using BCG;
using bts;
using bts.api.core;
using Bts.DataStream.Services;
using Bts.DataStreamCore.Services;
using Bts.Extensions.Hosting;
using Bts.PubSub.Services;
using Bts.DataStreamQueryAnalyzer;
using Bts.PubSub;
using CommandLine;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Hosting;
using Spark.Api.MarketData;
using Spark.Api.Services;
using Spark.Core.Services;
using System;
using System.Threading;
using System.Threading.Tasks;
using System.Windows.Forms;
static class Program {
[STAThread]
static async Task Main(string[] args) {
await Parser.Default.ParseArguments<DataStreamQueryAnalyzerConfig>(args)
.MapResult(RunAsync, errs => Task.FromResult(1));
async Task<int> RunAsync(DataStreamQueryAnalyzerConfig cfg) {
try {
cfg.MergeWithConfigFile();
cfg.MergeWith(DataStreamQueryAnalyzerConfig.Default());
PubSubConfig.SetGlobalConfig(Log.notnull(cfg.PubSub));
var configLoader = new SparkConfigLoader(new SparkConfigLoaderOpts() { ConfigServer = cfg.Sparkd });
var serviceContext = new ServiceContext(configLoader);
var credentials = new SparkApiCredentials() {
User = cfg.User,
Password = cfg.Password
};
var loginService = new SparkdLoginService(serviceContext, credentials, configLoader);
var permissions = new UserDataPermissions(loginService);
var mdClientConfig = new MarketDataClientConfig() { HotPollInterval = TimeSpan.FromSeconds(0.5) };
var mdClient = new MarketDataClient(configLoader, loginService, permissions, mdClientConfig);
static async Task<int> Main(string[] args) {
Console.Write("Starting DataStreamQueryAnalyzer");
int exitCode = 0;
IHost? host = null;
try {
host = HostBuilderExtensions.CreateBtsBuilder(args)
.ConfigureServices(ConfigureServices)
.Build();
var mdClient = host.Services.GetService<IMarketDataClient>();
if (mdClient is not null) {
PrimitiveManager.SetMarketDataClient(mdClient);
using var vsd = new ViewStreamDatabase(new SubscriberCoreFactory());
ViewStreamDatabase.SetGlobalInstance(new ViewStreamDatabase(new SubscriberCoreFactory()));
Log.Gen.info("Starting DataStreamQueryAnalyzer");
var mainForm = new MainForm();
if (cfg.StreamFile is not null) {
mainForm.loadFile(cfg.StreamFile);
}
Application.Run(mainForm);
} catch (Exception ex) {
// Write the error to console first, in case the logging system is compromised.
var error_msg = $"DataStreamPublisher threw exception:\n{ex}";
Console.Error.WriteLine(error_msg);
Console.Error.Flush();
bts.Log.Gen.error(error_msg);
return 1;
}
return 0;
await host.StartAsync();
var winFormsThread = new Thread(RunWinFormsApp);
winFormsThread.SetApartmentState(ApartmentState.STA);
winFormsThread.Start();
winFormsThread.Join();
} catch (Exception ex) {
Console.Error.Write($"DataStreamQueryAnalyzer crashed: {ex}");
exitCode = 1;
}
if (host is not null) {
await host.StopAsync();
}
return exitCode;
}
static void RunWinFormsApp() {
var win = new MainForm();
Application.Run(win);
}
static void ConfigureServices(HostBuilderContext context, IServiceCollection services) =>
services.AddSpark(context.Configuration.GetSection("Spark"))
.AddSparkApi(context.Configuration.GetSection("SparkApi"))
.AddMasterWorker(context.Configuration.GetSection("MasterWorker"))
.AddViewStreamDatabase()
.AddPubSubClient(context.Configuration.GetSection("PubSub"))
.AddPubTableBroker()
.AddRemoteQueryManager();
}
@@ -6,9 +6,9 @@
"Interval": "00:00:00.1"
},
"Spark": {
"ConfigServer": "http://127.0.0.1:8000/config"
},
"SparkApi": {
"IsEnabled": false,
"Credentials": {
"User": "bts",
"Password": ""
+16 -2
View File
@@ -37,9 +37,11 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "Bt
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{B038CB72-4E81-4AF1-976F-ED8655C2C3D6}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{5C528A65-E43C-48A2-8CA9-ED2D0E356A37}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "..\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{5C528A65-E43C-48A2-8CA9-ED2D0E356A37}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "Bts.Net\Bts.Net.csproj", "{496333E0-E11D-45EE-B0D6-BBAA824A120D}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "..\cs\Bts.Net\Bts.Net.csproj", "{496333E0-E11D-45EE-B0D6-BBAA824A120D}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "..\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
@@ -279,6 +281,18 @@ Global
{496333E0-E11D-45EE-B0D6-BBAA824A120D}.Release|x64.Build.0 = Release|Any CPU
{496333E0-E11D-45EE-B0D6-BBAA824A120D}.Release|x86.ActiveCfg = Release|Any CPU
{496333E0-E11D-45EE-B0D6-BBAA824A120D}.Release|x86.Build.0 = Release|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|Any CPU.Build.0 = Debug|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x64.ActiveCfg = Debug|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x64.Build.0 = Debug|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x86.ActiveCfg = Debug|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x86.Build.0 = Debug|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|Any CPU.ActiveCfg = Release|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|Any CPU.Build.0 = Release|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x64.ActiveCfg = Release|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x64.Build.0 = Release|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x86.ActiveCfg = Release|Any CPU
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x86.Build.0 = Release|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
@@ -5,7 +5,7 @@ using BCG.Utilities.General;
using Bts.DataStreamCore;
using Spark.Core.Collections;
using global::Spark.Core.Collections;
public class TestDriverStream : ViewStream, IWorker {
readonly IBlueTableSchema schema;
@@ -17,11 +17,6 @@ public class PubSubTagHandlerFactoryConfig {
public static PubSubTagHandlerFactoryConfig Default() {
return new() {
Handlers = new() {
new() {
TagType = string.Empty,
Assembly = "DataStreamCore",
Class = "bts.PubsubServerStreamTagHandler",
},
new() {
TagType = DSTagManager.DataStreamTagType,
Assembly = "DataStreamCore",
@@ -36,7 +31,12 @@ public class PubSubTagHandlerFactoryConfig {
TagType = "System_Stats",
Assembly = "PubSub",
Class = "BCG.SystemStatsPublisher",
}
},
new() {
TagType = ".*",
Assembly = "DataStreamCore",
Class = "bts.PubsubServerGenericDataHandler",
},
}
};
}
@@ -1,273 +0,0 @@
<?xml version="1.0" ?>
<Project DefaultTargets="Build" ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<PropertyGroup>
<ProjectType>Local</ProjectType>
<ProductVersion>9.0.30729</ProductVersion>
<SchemaVersion>2.0</SchemaVersion>
<ProjectGuid>{41DBB1A3-1A4E-457D-BB2C-BFDE486E328B}</ProjectGuid>
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
<Platform Condition=" '$(Platform)' == '' ">x64</Platform>
<ApplicationIcon>
</ApplicationIcon>
<AssemblyKeyContainerName>
</AssemblyKeyContainerName>
<AssemblyName>CompressionUtilities</AssemblyName>
<AssemblyOriginatorKeyFile>..\..\StrongNameKeys\Builder.snk</AssemblyOriginatorKeyFile>
<DefaultClientScript>JScript</DefaultClientScript>
<DefaultHTMLPageLayout>Grid</DefaultHTMLPageLayout>
<DefaultTargetSchema>IE50</DefaultTargetSchema>
<DelaySign>false</DelaySign>
<OutputType>Library</OutputType>
<RootNamespace>CompressionUtilities</RootNamespace>
<RunPostBuildEvent>OnBuildSuccess</RunPostBuildEvent>
<StartupObject>
</StartupObject>
<SignAssembly>false</SignAssembly>
<TargetFrameworkVersion>v4.0</TargetFrameworkVersion>
<ApplicationRevision>0</ApplicationRevision>
<ApplicationVersion>1.0.0.%2a</ApplicationVersion>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<AllowUnsafeBlocks>false</AllowUnsafeBlocks>
<BaseAddress>285212672</BaseAddress>
<CheckForOverflowUnderflow>false</CheckForOverflowUnderflow>
<ConfigurationOverrideFile>
</ConfigurationOverrideFile>
<DefineConstants>DEBUG;TRACE</DefineConstants>
<DocumentationFile>
</DocumentationFile>
<DebugSymbols>true</DebugSymbols>
<FileAlignment>4096</FileAlignment>
<NoStdLib>false</NoStdLib>
<NoWarn>
</NoWarn>
<Optimize>false</Optimize>
<RegisterForComInterop>false</RegisterForComInterop>
<RemoveIntegerChecks>false</RemoveIntegerChecks>
<TreatWarningsAsErrors>true</TreatWarningsAsErrors>
<WarningLevel>4</WarningLevel>
<DebugType>full</DebugType>
<ErrorReport>prompt</ErrorReport>
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
<AllowUnsafeBlocks>false</AllowUnsafeBlocks>
<BaseAddress>285212672</BaseAddress>
<CheckForOverflowUnderflow>false</CheckForOverflowUnderflow>
<ConfigurationOverrideFile>
</ConfigurationOverrideFile>
<DefineConstants>DEBUG;TRACE</DefineConstants>
<DocumentationFile>
</DocumentationFile>
<DebugSymbols>true</DebugSymbols>
<FileAlignment>4096</FileAlignment>
<NoStdLib>false</NoStdLib>
<NoWarn>
</NoWarn>
<Optimize>false</Optimize>
<RegisterForComInterop>false</RegisterForComInterop>
<RemoveIntegerChecks>false</RemoveIntegerChecks>
<TreatWarningsAsErrors>true</TreatWarningsAsErrors>
<WarningLevel>4</WarningLevel>
<DebugType>full</DebugType>
<ErrorReport>prompt</ErrorReport>
<DefineDebug>true</DefineDebug>
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Test|AnyCPU' ">
<DebugSymbols>true</DebugSymbols>
<DefineConstants>DEBUG;TRACE</DefineConstants>
<BaseAddress>285212672</BaseAddress>
<DebugType>full</DebugType>
<PlatformTarget>x64</PlatformTarget>
<ErrorReport>prompt</ErrorReport>
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|x64' ">
<DebugSymbols>true</DebugSymbols>
<DefineConstants>DEBUG;TRACE</DefineConstants>
<BaseAddress>285212672</BaseAddress>
<FileAlignment>4096</FileAlignment>
<DebugType>full</DebugType>
<PlatformTarget>x64</PlatformTarget>
<ErrorReport>prompt</ErrorReport>
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|x64' ">
<DebugSymbols>true</DebugSymbols>
<DefineDebug>true</DefineDebug>
<DefineConstants>DEBUG;TRACE</DefineConstants>
<BaseAddress>285212672</BaseAddress>
<FileAlignment>4096</FileAlignment>
<DebugType>full</DebugType>
<PlatformTarget>x64</PlatformTarget>
<ErrorReport>prompt</ErrorReport>
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Test|x64' ">
<DebugSymbols>true</DebugSymbols>
<DefineConstants>DEBUG;TRACE</DefineConstants>
<BaseAddress>285212672</BaseAddress>
<DebugType>full</DebugType>
<PlatformTarget>x64</PlatformTarget>
<ErrorReport>prompt</ErrorReport>
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
</PropertyGroup>
<ItemGroup>
<Reference Include="System">
<Name>System</Name>
</Reference>
<Reference Include="System.Core">
<RequiredTargetFramework>4.0</RequiredTargetFramework>
</Reference>
<Reference Include="System.Data">
<Name>System.Data</Name>
</Reference>
<Reference Include="System.Xml">
<Name>System.XML</Name>
</Reference>
</ItemGroup>
<ItemGroup>
<Compile Include="AssemblyInfo.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="BlueCompressUtilities\IBlueCompressor.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="BlueCompressUtilities\SharpZipCompressor.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\BZip2\BZip2.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\BZip2\BZip2Constants.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\BZip2\BZip2InputStream.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\BZip2\BZip2OutputStream.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Checksums\Adler32.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Checksums\Crc32.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Checksums\IChecksum.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Checksums\StrangeCrc.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\GZip\GZipConstants.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\GZip\GZipInputStream.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\GZip\GZipOutputStream.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Tar\InvalidHeaderException.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Tar\TarArchive.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Tar\TarBuffer.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Tar\TarEntry.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Tar\TarHeader.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Tar\TarInputStream.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Tar\TarOutputStream.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\ZipException.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\Deflater.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\DeflaterConstants.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\DeflaterEngine.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\DeflaterHuffman.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\DeflaterPending.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\Inflater.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\InflaterDynHeader.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\InflaterHuffmanTree.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\PendingBuffer.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\Streams\DeflaterOutputStream.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\Streams\InflaterInputStream.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\Streams\OutputWindow.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\Compression\Streams\StreamManipulator.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\ZipConstants.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\ZipEntry.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\ZipFile.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\ZipInputStream.cs">
<SubType>Code</SubType>
</Compile>
<Compile Include="SharpZipLib\Zip\ZipOutputStream.cs">
<SubType>Code</SubType>
</Compile>
</ItemGroup>
<ItemGroup>
<BootstrapperPackage Include="Microsoft.Net.Client.3.5">
<Visible>False</Visible>
<ProductName>.NET Framework 3.5 SP1 Client Profile</ProductName>
</BootstrapperPackage>
<BootstrapperPackage Include="Microsoft.Net.Framework.3.5.SP1">
<Visible>False</Visible>
<ProductName>.NET Framework 3.5 SP1</ProductName>
</BootstrapperPackage>
<BootstrapperPackage Include="Microsoft.Windows.Installer.3.1">
<Visible>False</Visible>
<ProductName>Windows Installer 3.1</ProductName>
</BootstrapperPackage>
</ItemGroup>
<Import Project="..\..\build\blue2.cs.targets"/>
<PropertyGroup>
<PreBuildEvent>
</PreBuildEvent>
<PostBuildEvent>
</PostBuildEvent>
</PropertyGroup>
</Project>
+4 -1
View File
@@ -4,17 +4,20 @@
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
<TargetFramework>net8.0</TargetFramework>
<Nullable>enable</Nullable>
<PackageId>Bts.PubSub</PackageId>
</PropertyGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\..\cs\Bts.IO.Compression\Bts.IO.Compression.csproj" />
<ProjectReference Include="..\..\cs\Bts.Spark.Core\Bts.Spark.Core.csproj" />
<ProjectReference Include="..\Bts.Net\Bts.Net.csproj" />
<ProjectReference Include="..\..\cs\Bts.Net\Bts.Net.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="Bts.IO.Compression" Version="$(SparkVersion)" />
<PackageReference Include="Bts.Spark.Core" Version="$(SparkVersion)" />
<PackageReference Include="Bts.Net" Version="$(SparkVersion)" />
</ItemGroup>
+9 -4
View File
@@ -43,10 +43,7 @@ namespace BCG {
#region constructors
public PublisherCore(IPubSubRouter? router = null, IPubSubTagHandlerFactory? tagHandlerFactory = null, IServiceProvider? serviceProvider = null) {
router ??= new PubSubRouter();
serviceProvider ??= PubSubServices.ServiceProvider;
tagHandlerFactory ??= new PubsubTagHandlerFactory(serviceProvider, PubSubTagHandlerFactoryConfig.Default());
public PublisherCore(IPubSubRouter router, IPubSubTagHandlerFactory tagHandlerFactory) {
_router = router;
_state = new(tagHandlerFactory);
Thread pump_thread = new Thread(new ThreadStart(_message_pump));
@@ -54,6 +51,14 @@ namespace BCG {
pump_thread.Start();
}
public static PublisherCore Create(IPubSubRouter? router = null, IPubSubTagHandlerFactory? tagHandlerFactory = null, IServiceProvider? serviceProvider = null) {
router ??= new PubSubRouter();
tagHandlerFactory ??= new PubsubTagHandlerFactory(
serviceProvider ?? PubSubServices.ServiceProvider,
PubSubConfig.Instance.TagHandlerFactory ?? PubSubTagHandlerFactoryConfig.Default());
return new(router, tagHandlerFactory);
}
public void Dispose() { }
#endregion
@@ -114,6 +114,7 @@ public static class PubSubServices {
PubSubConfig.SetGlobalConfig(configurationSection.Get<PubSubConfig>() ?? PubSubConfig.Default());
return services.AddGlobalServiceProvider()
.AddPubSubRouter(configurationSection.GetSection(nameof(PubSubConfig.Routing)))
.AddTagHandlerFactory(configurationSection.GetSection(nameof(PubSubConfig.TagHandlerFactory)))
.AddPublisherCore()
.AddSubscriberCore()
.AddManagedSubscriber();
@@ -1,10 +1,5 @@
using BCG;
using bts;
using System;
using System.IO;
using System.Runtime.Serialization;
namespace BCG {
public class TestPubItem : IPubItem {
@@ -24,7 +19,7 @@ namespace BCG {
}
public class TestPublisher {
TestPubItem _tbi = new TestPubItem();
IPublisherCore pcore = new PublisherCore();
IPublisherCore pcore = PublisherCore.Create();
bool _hit_key_to_send = false;
public TestPublisher(bool hit_key_to_send) {
_hit_key_to_send = hit_key_to_send;
@@ -50,4 +45,4 @@ namespace BCG {
}
}
}
}
}
@@ -6,10 +6,20 @@
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<ProjectReference Include="..\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
<ProjectReference Include="..\PubSub\PubSub.csproj" />
</ItemGroup>
<Choose>
<When Condition="'$(UseProjectRefs)' == 'true'">
<ItemGroup>
<ProjectReference Include="..\..\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
<ProjectReference Include="..\PubSub\PubSub.csproj" />
</ItemGroup>
</When>
<Otherwise>
<ItemGroup>
<PackageReference Include="Bts.PubSub" Version="$(SparkVersion)" />
<PackageReference Include="Bts.Extensions.Hosting" Version="$(SparkVersion)" />
</ItemGroup>
</Otherwise>
</Choose>
<ItemGroup>
<ConfigurationProfile Include="appsettings.Development.json" />
@@ -80,7 +80,7 @@ r = TimeSeriesStream(r)
"left_sec", "left_venue","right_sec", "right_venue"
);
r = new NewProjectStream (r,
" spread_bid_qty spread_bid_price spread_bid_notional spread_ask_qty spread_ask_price spread_ask_notional left_qm right_qm left_bid_qty left_bid_price left_ask_qty left_ask_price right_bid_qty right_bid_price right_ask_qty right_ask_price left_sec_name right_sec_name left_cpp right_cpp left_venue right_venue ");
" spread_name spread_bid_qty spread_bid_price spread_bid_notional spread_ask_qty spread_ask_price spread_ask_notional left_qm right_qm left_bid_qty left_bid_price left_ask_qty left_ask_price right_bid_qty right_bid_price right_ask_qty right_ask_price left_sec_name right_sec_name left_cpp right_cpp left_venue right_venue ");
r = new MathStream (r,
"arb = Max( Abs(Min(0,spread_ask_notional)),spread_bid_notional )");
@@ -1,5 +1,7 @@
namespace bts.BlueOrb {
using System;
using System.Collections.Generic;
using System.IO;
using BCG;
@@ -10,7 +12,14 @@ namespace bts.BlueOrb {
[LiveMarketDataStream]
public class CrossExchangeSymbolMatcherStream : ViewStream {
public CrossExchangeSymbolMatcherStream([MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler) {
const string CanonicalSymbolColumn = "canonical_symbol";
readonly CrossExchangeSymbolAliasResolver symbolAliasResolver;
public CrossExchangeSymbolMatcherStream([MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler)
: this(mdClient, scheduler, null) { }
public CrossExchangeSymbolMatcherStream([MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler, string? symbolAliasConfigFile) {
symbolAliasResolver = CrossExchangeSymbolAliasResolver.Load(ResolveSymbolAliasConfigFile(symbolAliasConfigFile));
ViewStream r;
ViewStream okx_usdc;
ViewStream okx_usdt;
@@ -24,6 +33,9 @@ namespace bts.BlueOrb {
r = new InstrumentsStream(mdClient, scheduler);
r = new DateTimeExpanstionStream(r,
"expiration");
r = new MapStream(r,
_add_canonical_symbol_schema,
_add_canonical_symbol_row);
okx_usdc = new FilterStream(r,
"venue='Okx' and sec~='USDC'");
okx_usdc = new AddColumnsStream(okx_usdc,
@@ -63,7 +75,7 @@ namespace bts.BlueOrb {
r,
"");
r = new FilterStream(r,
"left_venue!=right_venue and left_symbol=right_symbol and left_cur=right_cur and left_sec_type=right_sec_type");
"left_venue!=right_venue and left_canonical_symbol=right_canonical_symbol and left_cur=right_cur and left_sec_type=right_sec_type");
perps = new FilterStream(r,
"left_expiration_year=2100 and right_expiration_year=2100");
perps = new FilterStream(perps,
@@ -78,5 +90,127 @@ namespace bts.BlueOrb {
mySetRealSource(r);
}
static string ResolveSymbolAliasConfigFile(string? symbolAliasConfigFile) {
if (!string.IsNullOrWhiteSpace(symbolAliasConfigFile)) {
return symbolAliasConfigFile;
}
var home = Environment.GetEnvironmentVariable("HOME");
if (!string.IsNullOrWhiteSpace(home)) {
var sparkdConf = Path.Combine(home, ".local", "share", "bts", "sparkd", "conf", "cross_exchange_symbol_aliases.conf");
if (File.Exists(sparkdConf)) {
return sparkdConf;
}
}
var appData = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData);
if (!string.IsNullOrWhiteSpace(appData)) {
var appDataConf = Path.Combine(appData, "bts", "conf", "cross_exchange_symbol_aliases.conf");
if (File.Exists(appDataConf)) {
return appDataConf;
}
}
return !string.IsNullOrWhiteSpace(home)
? Path.Combine(home, ".local", "share", "bts", "sparkd", "conf", "cross_exchange_symbol_aliases.conf")
: "cross_exchange_symbol_aliases.conf";
}
IBlueTableSchema _add_canonical_symbol_schema(IBlueTableSchema schema) =>
BlueDataUtility.add_column(schema, CanonicalSymbolColumn, typeof(string));
IBlueRow _add_canonical_symbol_row(IBlueRow row) {
var rv = new MutableBlueRow(_add_canonical_symbol_schema(row.schema), row);
rv.setValue(CanonicalSymbolColumn, symbolAliasResolver.Canonicalize(row.get<string>("symbol")));
return rv;
}
}
public sealed class CrossExchangeSymbolAliasResolver {
static readonly System.Text.RegularExpressions.Regex TokenRegex =
new(@"[A-Za-z0-9]+|[^A-Za-z0-9]+", System.Text.RegularExpressions.RegexOptions.Compiled);
readonly IReadOnlyDictionary<string, string> aliases;
CrossExchangeSymbolAliasResolver(IReadOnlyDictionary<string, string> aliases) =>
this.aliases = aliases;
public static CrossExchangeSymbolAliasResolver Load(string configFilePath) {
if (!File.Exists(configFilePath)) {
Log.Gen.warn($"CrossExchangeSymbolMatcherStream alias config not found: {configFilePath}");
return new CrossExchangeSymbolAliasResolver(new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase));
}
var aliases = new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase);
foreach (var rawLine in File.ReadLines(configFilePath)) {
var line = StripComments(rawLine).Trim();
if (line.Length == 0) {
continue;
}
if (!TryParseAlias(line, out var alias, out var canonical)) {
Log.Gen.warn($"CrossExchangeSymbolMatcherStream skipping invalid alias line: '{rawLine}'");
continue;
}
aliases[NormalizeToken(alias)] = NormalizeToken(canonical);
}
return new CrossExchangeSymbolAliasResolver(aliases);
}
public string Canonicalize(string? symbol) {
if (string.IsNullOrWhiteSpace(symbol)) {
return string.Empty;
}
var rv = new System.Text.StringBuilder(symbol.Length);
foreach (System.Text.RegularExpressions.Match match in TokenRegex.Matches(symbol)) {
var token = match.Value;
if (IsToken(token)) {
var normalized = NormalizeToken(token);
rv.Append(aliases.TryGetValue(normalized, out var canonical) ? canonical : normalized);
} else {
rv.Append(token);
}
}
return rv.ToString();
}
static bool TryParseAlias(string line, out string alias, out string canonical) {
var match = System.Text.RegularExpressions.Regex.Match(line, @"^(?<alias>.+?)\s*(?:=|:|->)\s*(?<canonical>.+)$");
if (match.Success) {
alias = match.Groups["alias"].Value.Trim();
canonical = match.Groups["canonical"].Value.Trim();
return alias.Length > 0 && canonical.Length > 0;
}
var parts = line.Split((char[]?)null, StringSplitOptions.RemoveEmptyEntries);
if (parts.Length == 2) {
alias = parts[0];
canonical = parts[1];
return true;
}
alias = string.Empty;
canonical = string.Empty;
return false;
}
static string StripComments(string line) {
var commentIdx = line.IndexOf('#');
var slashIdx = line.IndexOf("//", StringComparison.Ordinal);
if (slashIdx >= 0 && (commentIdx < 0 || slashIdx < commentIdx)) {
commentIdx = slashIdx;
}
return commentIdx >= 0 ? line[..commentIdx] : line;
}
static bool IsToken(string token) =>
token.Length > 0 && char.IsLetterOrDigit(token[0]);
static string NormalizeToken(string token) =>
token.Trim().ToUpperInvariant();
}
}
@@ -0,0 +1,31 @@
namespace bts.BlueOrb {
using BCG;
using Bts.DataStreamCore;
using Bts.PubSub;
using Spark.Api.MarketData;
[LiveMarketDataStream]
public class FeeAdjustedCrossExchangeArbDiscoveryStream : ViewStream {
public FeeAdjustedCrossExchangeArbDiscoveryStream(
[MarketDataClientParam] IMarketDataClient mdClient,
IWorkScheduler scheduler) {
ViewStream r = new CrossExchangeArbDiscoveryStream(mdClient, scheduler);
r = new AddColumnsStream(r, "fee:0.0002");
r = new AddColumnsStream(r, "capital_available:100000");
r = new MathStream(r, """
left_leg_cost = left_bid_price*left_bid_qty*left_cpp;
right_leg_cost = right_bid_price*right_bid_qty*right_cpp;
total_cost = left_leg_cost + right_leg_cost;
total_fees = total_cost * fee;
fee_adjusted_arb = arb-total_fees;
possible_arb = fee_adjusted_arb*(Min(capital_available,total_cost)/total_cost);
""");
r = new FilterStream(r, "arb>0");
r = new TimeSeriesStream(r);
r = new ProjectStream(r,
"spread_name, left_sec_name,left_venue,right_sec_name,right_venue,arb, fee_adjusted_arb, timestamp");
mySetRealSource(r);
}
}
}
@@ -5,10 +5,9 @@ using BCG;
using bts.api;
using bts.md;
using Bts.DataStream;
using Bts.DataStreamCore;
using Spark.Api.MarketData;
using global::Spark.Api.MarketData;
public class BookSchemaBuilder {
public int NumLevels { get; set; } = 5;
@@ -215,8 +215,6 @@ namespace bts.BlueOrb {
using bts.api;
using Newtonsoft.Json.Serialization;
[DataStreamUserRespresentation("FuturesContinousContract")]
public class FuturesContinousContractStream : ViewStream {
// the argument is symbol, like "ES" etc and not the contract itself
@@ -1,10 +1,13 @@
namespace bts.BlueOrb {
using System;
using System.Security.Cryptography;
using BCG;
using BCG;
using Bts.DataStreamCore;
using Bts.PubSub;
using Bts.PubSub;
using IronPython.Runtime.Operations;
using Spark.Api.MarketData;
@@ -64,12 +67,22 @@ namespace bts.BlueOrb {
[LiveMarketDataStream]
[DataStreamUserRespresentation("SyntheticSpreadBBOStream")]
public class SyntheticSpreadBBOStream : ViewStream {
public SyntheticSpreadBBOStream(string leg_1, string venue_1,string leg_2, string venue_2, [MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler) : this(leg_1, venue_1, leg_2, venue_2, 1, -1, 1, 1, mdClient, scheduler) { }
public SyntheticSpreadBBOStream(string leg_1, string venue_1, string leg_2, string venue_2, double pm1, double pm2, double cpp1, double cpp2, [MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler) : this(new LiveBBOStream(mdClient, scheduler, venue_1,leg_1), new LiveBBOStream(mdClient, scheduler, venue_2,leg_2), pm1, pm2, cpp1, cpp2) { }
public SyntheticSpreadBBOStream(ViewStream bbo_leg_1, ViewStream bbo_leg_2, double pm1, double pm2, double cpp1, double cpp2) {
public SyntheticSpreadBBOStream(string leg_1, string venue_1, string leg_2, string venue_2,
[MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler) :
this(leg_1, venue_1, leg_2, venue_2, 1, -1, 1, 1, mdClient, scheduler) { }
public SyntheticSpreadBBOStream(string leg_1, string venue_1, string leg_2, string venue_2,
double pm1, double pm2, double cpp1, double cpp2,
[MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler) :
this(
new LiveBBOStream(mdClient, scheduler, venue_1, leg_1),
new LiveBBOStream(mdClient, scheduler, venue_2, leg_2),
pm1, pm2, cpp1, cpp2,
leg_1,venue_1,leg_2,venue_2) { }
public SyntheticSpreadBBOStream(ViewStream bbo_leg_1, ViewStream bbo_leg_2, double pm1, double pm2,
double cpp1, double cpp2, string leg_1, string venue_1, string leg_2, string venue_2) {
ViewStream r;
double qm1 =1;
double qm2 = cpp1/cpp2;
double qm1 = 1;
double qm2 = cpp1 / cpp2;
bbo_leg_1 = new AddColumnsStream(bbo_leg_1,
"pm:" + pm1.ToString());
bbo_leg_1 = new AddColumnsStream(bbo_leg_1,
@@ -78,12 +91,14 @@ namespace bts.BlueOrb {
"pm:" + pm2.ToString());
bbo_leg_2 = new AddColumnsStream(bbo_leg_2,
"qm:" + qm2.ToString());
var name = leg_1.replace("$","") + "-" + (qm2==1?"":qm2.ToString())+leg_2.replace("$","");
r = new SimpleJoinStream(bbo_leg_1,
"",
bbo_leg_2,
"");
r = new AddColumnsStream(r,"spread_name:"+name);
r = new MathStream(r,
"""
$"""
spread_bid_price = left_bid_price*left_pm + right_ask_price*right_pm;
spread_ask_price = left_ask_price*left_pm + right_bid_price*right_pm;
spread_ask_qty = Min((left_ask_qty/left_qm),(right_bid_qty/right_qm));
@@ -99,7 +114,7 @@ namespace bts.BlueOrb {
+ (right_bid_price * spread_ask_qty * {cpp1} * right_pm);
""");
mySetRealSource(r);
@@ -2,7 +2,7 @@ namespace Bts.SharedStreams;
using bts.api;
using Spark.Api.Orders;
using global::Spark.Api.Orders;
public static class WellKnownColumns {
public static (string Name, Type Type) AskNotional => (WellKnownColumnNames.AskNotional, typeof(double));
@@ -80,7 +80,7 @@ namespace BCG {
int id = Convert.ToInt32(skey);
PriceStats pstats = kv.Value;
var today = DateTime.Now.Date;
IBlueRow r = new BlueRow(_pstats_scheam, id, skey, pstats.security.ToString(), today, pstats.open, pstats.close, pstats.settlement);
IBlueRow r = new BlueRow(_pstats_scheam, id, skey, pstats.Security.ToString(), today, pstats.Open, pstats.Close, pstats.Settlement);
new_state.addRow(r);
}
DataPacket dp;
@@ -76,33 +76,45 @@ public <#= propType #> <#= name #> <#= getter #>
#>
// Indexer by column name
public object? this[string col] => col switch {
<#
// Generate case statements for each column name
for (int i = 0; i < columns.Count; i++) {
var name = columns[i].Item1;
var key = columns[i].Item3;
#>
"<#= key #>" => <#= name #>,
<#
}
#>
_ => throw new KeyNotFoundException()
};
public object? this[string col] {
get {
switch (col) {
<#
// Generate case statements for each column name
for (int i = 0; i < columns.Count; i++) {
var name = columns[i].Item1;
var key = columns[i].Item3;
#>
case "<#= key #>":
return <#= name #>;
<#
}
#>
default:
throw new KeyNotFoundException();
}
}
}
// Indexer by column index
public object? this[int col] => col switch {
<#
// Generate case statements for each column index
for (int i = 0; i < columns.Count; i++) {
var name = columns[i].Item1;
#>
<#= i #> => <#= name #>,
<#
}
#>
_ => throw new IndexOutOfRangeException()
};
public object? this[int col] {
get {
switch (col) {
<#
// Generate case statements for each column name
for (int i = 0; i < columns.Count; i++) {
var name = columns[i].Item1;
#>
case <#= i #>:
return <#= name #>;
<#
}
#>
default:
throw new KeyNotFoundException();
}
}
}
public bool Equals(<#= TypeName #>? other) =>
other is not null
@@ -76,33 +76,45 @@ public <#= propType #> <#= name #> <#= getter #>
#>
// Indexer by column name
public readonly object? this[string col] => col switch {
<#
// Generate case statements for each column name
for (int i = 0; i < columns.Count; i++) {
var name = columns[i].Item1;
var key = columns[i].Item3;
#>
"<#= key #>" => <#= name #>,
<#
}
#>
_ => throw new KeyNotFoundException()
};
public readonly object? this[string col] {
get {
switch (col) {
<#
// Generate case statements for each column name
for (int i = 0; i < columns.Count; i++) {
var name = columns[i].Item1;
var key = columns[i].Item3;
#>
case "<#= key #>":
return <#= name #>;
<#
}
#>
default:
throw new KeyNotFoundException();
}
}
}
// Indexer by column index
public readonly object? this[int col] => col switch {
<#
// Generate case statements for each column index
for (int i = 0; i < columns.Count; i++) {
var name = columns[i].Item1;
#>
<#= i #> => <#= name #>,
<#
}
#>
_ => throw new IndexOutOfRangeException()
};
public readonly object? this[int col] {
get {
switch (col) {
<#
// Generate case statements for each column name
for (int i = 0; i < columns.Count; i++) {
var name = columns[i].Item1;
#>
case <#= i #>:
return <#= name #>;
<#
}
#>
default:
throw new KeyNotFoundException();
}
}
}
public bool Equals(<#= TypeName #> other) =>
<#
@@ -12,8 +12,8 @@ namespace bts {
/// server.
/// </summary>
// TODO: Use dependency injection to instantiate this stream, and others like it that depend on
// ISubscriberCore(Factory). Until then, hide it from DSQA.
[DataStreamUserRespresentation(/*"pss_state"*/ false)]
// ISubscriberCore(Factory).
[DataStreamUserRespresentation("pss_state")]
public class PubSubServerStateStream : ViewStream, IWorker {
private IDictionary<string, TagPubSubInfo> _tag_map = new Dictionary<string, TagPubSubInfo>();
private readonly string _tag = "System_AllSubscriptions";
@@ -21,6 +21,9 @@ namespace bts {
readonly ISubscriberCore _sub_core;
private ViewStreamDatabase _vsd;
public PubSubServerStateStream()
: this(new SubscriberCoreFactory(), ViewStreamDatabase.instance) { }
public PubSubServerStateStream(ISubscriberCoreFactory subscriberCoreFactory, ViewStreamDatabase vsd)
: this(subscriberCoreFactory.Create(), vsd) { }
@@ -77,7 +80,7 @@ namespace bts {
DeadPublishers = tsi.dead_publishers_as_string,
});
}
var dp = BlueDataUtility.build_dp_inc(bt, myLastValue as IDataPacket, true);
var dp = BlueDataUtility.build_dp_inc(bt, (myLastValue as IDataPacket)?.newRows, true);
if (dp.addedRows.Count + dp.deletedRows.Count > 0)
myFireEvent(dp);
@@ -1,81 +1,81 @@
namespace bts {
using BCG;
using BCG.Utilities.General;
namespace bts;
using Bts.PubSub;
using Bts.SharedStreams.Tables;
using BCG;
using BCG.Utilities.General;
// TODO: Use dependency injection to instantiate this stream, and others like it that depend on
// ISubscriberCore(Factory). Until then, hide it from DSQA.
[DataStreamUserRespresentation(/*"pss_hb"*/ false)]
public class PubsubHeartbeatStream : ViewStream, IWorker {
private ViewStreamDatabase _vsd;
readonly ISubscriberCore _subcore;
PubSubHeartbeatRow? _row = null;
using Bts.PubSub;
using Bts.SharedStreams.Tables;
public PubsubHeartbeatStream(ISubscriberCoreFactory subscriberCore, ViewStreamDatabase vsd)
: this(subscriberCore.Create(), vsd) { }
// TODO: Use dependency injection to instantiate this stream, and others like it that depend on
// ISubscriberCore(Factory).
[DataStreamUserRespresentation("pss_hb")]
public class PubsubHeartbeatStream : ViewStream, IWorker {
private ViewStreamDatabase _vsd;
readonly ISubscriberCore _subcore;
PubSubHeartbeatRow? _row = null;
PubsubHeartbeatStream(ISubscriberCore subscriberCore, ViewStreamDatabase vsd) {
_subcore = subscriberCore;
_vsd = vsd;
}
public PubsubHeartbeatStream()
: this(new SubscriberCoreFactory(), ViewStreamDatabase.instance) { }
static IBlueTableSchema _schema => PubSubHeartbeatRow.Schema;
public PubsubHeartbeatStream(ISubscriberCoreFactory subscriberCore, ViewStreamDatabase vsd)
: this(subscriberCore.Create(), vsd) { }
protected override void myOnFirstSubscriber() {
_subcore.subscribe("pss_hb");
_vsd.addWorker(this);
PubsubHeartbeatStream(ISubscriberCore subscriberCore, ViewStreamDatabase vsd) {
_subcore = subscriberCore;
_vsd = vsd;
}
}
static IBlueTableSchema _schema => PubSubHeartbeatRow.Schema;
protected override void myOnLastSubscriber() {
_vsd.removeWorker(this);
_subcore.unsubscribe("pss_hb");
protected override void myOnFirstSubscriber() {
_subcore.subscribe("pss_hb");
_vsd.addWorker(this);
}
}
protected override void myOnLastSubscriber() {
_vsd.removeWorker(this);
_subcore.unsubscribe("pss_hb");
}
public void doWork() {
var updates = _subcore.get_updates(TimeSpan.FromMilliseconds(1));
if (updates.Count() > 0) {
foreach (var m in updates) {
if (m.data != null && m.data.Length > 0) {
BinaryReader br = new BinaryReader(new MemoryStream(m.data));
Int64 hb_sent_time = br.ReadInt64();
Int64 hb_recv_time = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
// _row = _row == null ? new MutableBlueRow(_schema) : _row;
var now = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
_row = new() {
Id = 0,
SendTime = hb_sent_time,
RecvTime = hb_recv_time,
Latency = hb_recv_time - hb_sent_time,
RecvElapsed = now - hb_recv_time,
};
// TODO, add to table and fire
}
}
} else {
if (_row != null) {
var now = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
_row = new() {
Id = _row.Id,
SendTime = _row.SendTime,
RecvTime = _row.RecvTime,
Latency = _row.Latency,
RecvElapsed = now - _row.RecvTime,
};
// TODO, add to table and fire
}
// update the row
public void doWork() {
var updates = _subcore.get_updates(TimeSpan.FromMilliseconds(1));
if (updates.Count() > 0) {
foreach (var m in updates) {
if (m.data != null && m.data.Length > 0) {
BinaryReader br = new BinaryReader(new MemoryStream(m.data));
Int64 hb_sent_time = br.ReadInt64();
Int64 hb_recv_time = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
// _row = _row == null ? new MutableBlueRow(_schema) : _row;
var now = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
_row = new() {
Id = 0,
SendTime = hb_sent_time,
RecvTime = hb_recv_time,
Latency = hb_recv_time - hb_sent_time,
RecvElapsed = now - hb_recv_time,
};
// TODO, add to table and fire
}
if (_row != null) {
var bt = new BlueTable(_schema);
bt.addRow(_row);
var dp = BlueDataUtility.build_dp_inc(bt, myLastValue as IDataPacket, true);
myFireEvent(dp);
}
}
}
}
} else {
if (_row != null) {
var now = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
_row = new() {
Id = _row.Id,
SendTime = _row.SendTime,
RecvTime = _row.RecvTime,
Latency = _row.Latency,
RecvElapsed = now - _row.RecvTime,
};
// TODO, add to table and fire
}
// update the row
}
if (_row != null) {
var bt = new BlueTable(_schema);
bt.addRow(_row);
var dp = BlueDataUtility.build_dp_inc(bt, myLastValue as IDataPacket, true);
myFireEvent(dp);
}
}
}
+1 -1
View File
@@ -17,7 +17,7 @@
<ShowMissingItemTypes>false</ShowMissingItemTypes>
<Configuration Condition="'$(configuration)'==''">Debug</Configuration>
<EnablePreviewFeatures>true</EnablePreviewFeatures>
<LangVersion>11</LangVersion>
<LangVersion>12</LangVersion>
<UseProjectRefs Condition="'$(UseProjectRefs)' == ''">true</UseProjectRefs>
<SparkVersion Condition="'$(SparkVersion)' == ''">3.2.0-preview</SparkVersion>
<Version>$(SparkVersion)</Version>
+28
View File
@@ -187,4 +187,32 @@
Name="Test"
DependsOnTargets="Build"></Target>
<ItemGroup Condition="Exists('@(NativeWindowsAsset)')">
<Content Include="@(NativeWindowsAsset)">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
<TargetPath>%(FileName)%(Extension)</TargetPath>
<Pack>false</Pack>
</Content>
<Content Include="@(NativeWindowsAsset)">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
<TargetPath>runtimes/win-x64/native/%(FileName)%(Extension)</TargetPath>
<Pack>true</Pack>
<PackagePath>runtimes/win-x64/native</PackagePath>
</Content>
</ItemGroup>
<ItemGroup Condition="Exists('@(NativeLinuxAsset)')">
<Content Include="@(NativeLinuxAsset)">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
<TargetPath>%(FileName)%(Extension)</TargetPath>
<Pack>false</Pack>
</Content>
<Content Include="@(NativeLinuxAsset)">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
<TargetPath>runtimes/linux-x64/native/%(FileName)%(Extension)</TargetPath>
<Pack>true</Pack>
<PackagePath>runtimes/linux-x64/native</PackagePath>
</Content>
</ItemGroup>
</Project>
+13 -1
View File
@@ -17,7 +17,9 @@ type Tab =
| PositionManagementTab
| MarginTab
let venues = [| Venue.BINANCE; Venue.BinanceUs; Venue.BinanceUsdsFutures; Venue.BYBIT; Venue.CBOE; Venue.COINBASE; Venue.DERIBIT; Venue.GATEIO; Venue.OKX; Venue.GLBX; Venue.ICE; Venue.TAIFEX; Venue.TWSE; Venue.SIM; |]
// BEGIN GENERATED ADMIN VENUES
let venues = [| Venue.BINANCE; Venue.BinanceUs; Venue.BinanceUsdsFutures; Venue.BYBIT; Venue.CBOE; Venue.COINBASE; Venue.DERIBIT; Venue.GATEIO; Venue.GLBX; Venue.ICE; Venue.OKX; Venue.ORCA; Venue.PHOENIX; Venue.RAYDIUM; Venue.SIM; Venue.TAIFEX; Venue.TWSE; |]
// END GENERATED ADMIN VENUES
let securityTypes = [| SecurityType.SPOT; SecurityType.FUTURE; SecurityType.OPTION; SecurityType.SPREAD; |]
@@ -94,6 +96,16 @@ type OkxExchangeField =
| Origin of CustomerOrFirm
| ClearingAccount of string
type OrcaExchangeField =
| CTI of CTICode
| Origin of CustomerOrFirm
| ClearingAccount of string
type RaydiumExchangeField =
| CTI of CTICode
| Origin of CustomerOrFirm
| ClearingAccount of string
type SIMExchangeField =
| CTI of CTICode
| Origin of CustomerOrFirm
@@ -801,8 +801,11 @@ let venueToString (venue:bts.api.Venue) =
| bts.api.Venue.GATEIO -> "GATEIO"
| bts.api.Venue.FTX -> "FTX"
| bts.api.Venue.OKX -> "OKX"
| bts.api.Venue.ORCA -> "ORCA"
| bts.api.Venue.RAYDIUM -> "RAYDIUM"
| bts.api.Venue.TAIFEX -> "TAIFEX"
| bts.api.Venue.TWSE -> "TWSE"
| value -> sprintf "%O" value
let exchange_display expirationNameList =
let s = sprintf "%O" expirationNameList.product.exchange
+47 -4
View File
@@ -37,6 +37,45 @@ protobuf_generate_cpp(
)
add_executable(sparkd ${${PROJECT_NAME}_SOURCES} ${${PROJECT_NAME}_PROTO_CXX_SOURCES})
find_package(PkgConfig REQUIRED)
pkg_check_modules(
emumba-deribit-connector-library
REQUIRED
IMPORTED_TARGET
emumba-deribit-connector
)
pkg_check_modules(
rakurai-dex-connector-library
REQUIRED
IMPORTED_TARGET
rakurai-dex-connector
)
# Rakurai's static dex SDK uses hidapi's libudev backend. Keep this explicit so
# existing CMake build trees also pick up the dependency when the connector's
# pkg-config metadata changes between package versions.
find_library(RAKURAI_UDEV_LIBRARY NAMES udev libudev.so.1 REQUIRED)
# The Rakurai package currently publishes a bare `udev` dependency. Minimal
# runtime images only contain libudev.so.1, so replace that entry with the
# resolved library while preserving its position after Rakurai's static SDK.
get_target_property(
RAKURAI_LINK_LIBRARIES
PkgConfig::rakurai-dex-connector-library
INTERFACE_LINK_LIBRARIES
)
set(RAKURAI_RESOLVED_LINK_LIBRARIES)
foreach(RAKURAI_LINK_LIBRARY IN LISTS RAKURAI_LINK_LIBRARIES)
if(RAKURAI_LINK_LIBRARY STREQUAL "udev" OR RAKURAI_LINK_LIBRARY STREQUAL "-ludev")
list(APPEND RAKURAI_RESOLVED_LINK_LIBRARIES ${RAKURAI_UDEV_LIBRARY})
else()
list(APPEND RAKURAI_RESOLVED_LINK_LIBRARIES ${RAKURAI_LINK_LIBRARY})
endif()
endforeach()
set_property(
TARGET PkgConfig::rakurai-dex-connector-library
PROPERTY INTERFACE_LINK_LIBRARIES ${RAKURAI_RESOLVED_LINK_LIBRARIES}
)
# include paths
target_include_directories(
sparkd
@@ -44,11 +83,9 @@ target_include_directories(
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
$<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>/include
$<BUILD_INTERFACE:${emumba-deribit-connector-library_INCLUDE_DIRS}>
$<BUILD_INTERFACE:${rakurai-dex-connector-library_INCLUDE_DIRS}>
)
find_package(PkgConfig REQUIRED)
pkg_check_modules(emumba-deribit-connector-library REQUIRED emumba-deribit-connector)
# This dir contains rapidjsonConfig.cmake
list(APPEND CMAKE_PREFIX_PATH ${CMAKE_CURRENT_SOURCE_DIR}/cmake_modules)
find_package(rapidjson REQUIRED)
@@ -127,7 +164,8 @@ target_link_libraries(
python_interop
python_interop_module
databento::databento
${emumba-deribit-connector-library_LIBRARIES}
PkgConfig::emumba-deribit-connector-library
PkgConfig::rakurai-dex-connector-library
tbb
quickfix
benchmark
@@ -140,6 +178,11 @@ target_link_libraries(
-static-libstdc++
-pthread)
# Both vendor static connector archives currently export the same global
# `print_books` symbol. Allow that duplicate so sparkd can link until the
# upstream packages make the symbol internal or rename it.
target_link_options(${PROJECT_NAME} PRIVATE -Wl,--allow-multiple-definition)
# Onixs
target_link_libraries(
${PROJECT_NAME}
+8
View File
@@ -2,12 +2,14 @@ ARG IMAGE="sparkd"
ARG CONFIG_DIR="src/app_sparkd/configurations/dev"
ARG SOURCE_DIR="install/sparkd-release-gcc"
ARG PYTHON_REQUIREMENTS="requirements.txt"
ARG SPARKD_ENTRYPOINT="src/app_sparkd/sparkd-entrypoint.sh"
# sparkd_base
FROM bluetradingsystems/linux_dotnet8 AS sparkd_base
ARG CONFIG_DIR
ARG SOURCE_DIR
ARG PYTHON_REQUIREMENTS
ARG SPARKD_ENTRYPOINT
USER "root"
RUN apt-get update && apt-get install -y liblttng-ust-dev
@@ -21,6 +23,7 @@ RUN pip3 install -r "/home/bts/bin/requirements.txt"
USER "bts"
COPY --chown=bts:bts "${SOURCE_DIR}" "."
COPY --chown=bts:bts "${CONFIG_DIR}" "/home/bts/.local/share/bts/sparkd/conf"
COPY --chown=bts:bts "${SPARKD_ENTRYPOINT}" "/home/bts/bin/sparkd-entrypoint.sh"
WORKDIR "/home/bts/bin"
# sparkd
@@ -35,6 +38,10 @@ COPY --chown=bts:bts "${MD_RECORDING_DIR}" "/home/bts/.local/share/bts/sparkd/da
FROM bluetradingsystems/linux_dotnet8 AS sparkd_symbols
ARG SOURCE_DIR
ARG PYTHON_REQUIREMENTS="requirements.txt"
ARG SPARKD_ENTRYPOINT
ENV DOTNET_ENVIRONMENT=Development
RUN dotnet dev-certs https --trust
USER "root"
RUN apt-get update && apt-get install -y liblttng-ust-dev
@@ -47,6 +54,7 @@ RUN pip3 install -r "/home/bts/bin/requirements.txt"
USER "bts"
COPY --chown=bts:bts "${SOURCE_DIR}" "."
COPY --chown=bts:bts "${SPARKD_ENTRYPOINT}" "/home/bts/bin/sparkd-entrypoint.sh"
WORKDIR "/home/bts/bin"
# selected image
@@ -1 +1,2 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/bybit_dev
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/bybit_dev/requirements.txt
@@ -0,0 +1,14 @@
{
"currencies": [
"USDT"
],
"futures": [
"BNB",
"BTC",
"DUCK",
"ETH",
"PRIME",
"XRP",
"MILK"
]
}
@@ -0,0 +1,5 @@
numpy==2.2.6
pybit==5.11.0
requests==2.31.0
websocket-client==1.8.0
websockets==15.0.1
+1
View File
@@ -1,2 +1,3 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/dev/requirements.txt
SPARKD__SHM_SIZE=8gb
@@ -0,0 +1,5 @@
numpy==2.2.6
pybit==5.11.0
requests==2.31.0
websocket-client==1.8.0
websockets==15.0.1
@@ -0,0 +1,3 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dex_dev
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/dex_dev/requirements.txt
SPARKD__SHM_SIZE=2gb
@@ -0,0 +1,2 @@
* Connects to raydium and orca for dex
* Execution is SIM
@@ -0,0 +1,22 @@
{
"app_logging": {
"severity": "trace",
"file": false,
"console": true
},
"dex": [
{
"id": "orca_clmm",
"pool_ids": ["Czfq3xZZDmsdGdUyrNLtRhGc47cXcZtLG4crryfu44zE", "4HppGTweoGQ8ZZ6UcCgwJKfi5mJD9Dqwy6htCpnbfBLW"
]
}
],
"cluster_mode": false,
"wallet_pub": "HFru3Rc3Rf6UjZtrYPsBSKvmq5uyha2DWefV77rFXU64",
"wallet_pvt": [168,123,234,72,218,209,180,225,42,193,240,65,11,15,105,91,95,255,231,214,188,119,90,45,119,144,177,207,203,245,250,27,241,137,138,138,103,247,64,134,70,212,107,134,75,97,87,167,53,32,169,108,75,126,254,17,213,216,74,14,245,28,231,161],
"md_server_uri_1": "ws://185.191.117.159:8130",
"node_oms_uri_1": "ws://185.191.117.159:8133",
"md_server_uri_2": "ws://189.1.171.199:8130",
"node_oms_uri_2": "ws://189.1.171.199:8133",
"core": 1
}
@@ -0,0 +1,6 @@
{
"account": "DEX_DEV",
"operator_id": "DEX_DEV",
"json_conf_file_name": "config.json",
"default_priority_fee": 1000
}
@@ -0,0 +1,6 @@
{
"account": "DEX_DEV",
"operator_id": "DEX_DEV",
"json_conf_file_name": "config.json",
"default_priority_fee": 1000
}
@@ -0,0 +1,5 @@
numpy==2.2.6
pybit==5.11.0
requests==2.31.0
websocket-client==1.8.0
websockets==15.0.1
@@ -0,0 +1,76 @@
JetFIX {
value {
connection {
name: "orca_1"
venue: VENUE_ORCA
max_order_msgs_per_window: 300
window_duration_msecs: 1000
}
connection {
name: "okx_1"
venue: VENUE_OKX
max_order_msgs_per_window: 300
window_duration_msecs: 1000
}
}
}
PublisherOptions {
value {
network_interface: "0.0.0.0"
heartbeat_ms: 5000
heartbeat_boot_seconds: 60
skip_options: true
hot_initial: 1024
hot_growth: 1024
cold_initial: 8192
cold_growth: 2048
channel_prefix: ""
disable_heartbeat: true
}
}
MarketDataConfig {
value {
dex {
venue: VENUE_ORCA
num_depth_levels: 10
json_conf_file_name: "config.json"
security_criteria {
clauses {
security_types: SECURITY_TYPE_SPOT
symbols: @SymbolLists.list[Binance].symbol
name_regexps: "USDC|USDT$"
}
}
}
okx {
num_depth_levels: 5
url_rest_base: "https://www.okx.com"
url_ws_base: "wss://ws.okx.com:8443"
security_criteria {
clauses {
security_types: SECURITY_TYPE_SPOT
symbols: @SymbolLists.list[Okx].symbol
}
}
is_application_ping_pong_enabled: true
application_ping_interval_ms: 20000
application_pong_timeout_ms: 10000
is_protocol_ping_pong_enabled: true
protocol_ping_interval_ms: 60000
protocol_pong_timeout_ms: 30000
}
dex {
venue: VENUE_RAYDIUM
num_depth_levels: 10
json_conf_file_name: "config.json"
security_criteria {
clauses {
security_types: SECURITY_TYPE_SPOT
symbols: @SymbolLists.list[Binance].symbol
name_regexps: "USDC|USDT$"
}
}
}
}
}
@@ -0,0 +1,84 @@
SymbolLists {
value {
list {
key: "Binance"
symbol: "SOL"
symbol: "USDC"
#symbol: "BNB"
symbol: "BTC"
#symbol: "DOGE"
#symbol: "EIGEN"
symbol: "ETH"
symbol: "XRP"
}
list {
key: "ORCA"
#symbol: "AAVE"
#symbol: "AVAX"
#symbol: "BNB"
symbol: "BTC"
symbol: "USDC"
symbol: "SOL"
symbol: "ETH"
symbol: "XRP"
}
list {
key: "RAYDIUM"
symbol: "SOL"
symbol: "USDC"
symbol: "ETH"
symbol: "BTC"
symbol: "XRP"
}
list {
key: "PHOENIX"
symbol: "SOL"
}
list {
key: "BinanceUsdsFutures"
symbol: "SOL"
symbol: "BTC"
symbol: "USDC"
symbol: "ETH"
symbol: "XRP"
}
list {
key: "Okx"
symbol: "SOL"
symbol: "USDC"
symbol: "BTC"
symbol: "ETH"
symbol: "XRP"
}
}
}
Symbols {
value {
# venues {
# name: "VENUE_BINANCE"
# spot: @SymbolLists.list[Binance].symbol
# }
#venues {
# name: "VENUE_BINANCE_USDS_FUTURES"
# future: @SymbolLists.list[BinanceUsdsFutures].symbol
#}
venues {
name: "VENUE_ORCA"
spot: @SymbolLists.list[ORCA].symbol
}
# venues {
# name: "VENUE_RAYDIUM"
# spot: @SymbolLists.list[RAYDIUM].symbol
# }
venues {
name: "VENUE_PHOENIX"
future: @SymbolLists.list[PHOENIX].symbol
}
venues {
name: "VENUE_OKX"
spot: @SymbolLists.list[Okx].symbol
# future: @SymbolLists.list[Okx].symbol
}
}
}
@@ -1 +1,2 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/py_dummy_md
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/gateio_dev/requirements.txt
@@ -0,0 +1,6 @@
{
"spots": [
"BTC",
"ETH"
]
}
@@ -0,0 +1,5 @@
numpy==2.2.6
pybit==5.11.0
requests==2.31.0
websocket-client==1.8.0
websockets==15.0.1
@@ -0,0 +1,3 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/okx_bin_sim
SPARKD__SHM_SIZE=1gb
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/okx_bin_sim/requirements.txt
@@ -0,0 +1,5 @@
numpy==2.2.6
pybit==5.11.0
requests==2.31.0
websocket-client==1.8.0
websockets==15.0.1
@@ -0,0 +1,64 @@
JetFIX {
value {
connection {
name: "binance_usds_futures_1"
venue: VENUE_BINANCE_USDS_FUTURES
max_order_msgs_per_window: 300
window_duration_msecs: 1000
}
connection {
name: "okx_1"
venue: VENUE_OKX
max_order_msgs_per_window: 300
window_duration_msecs: 1000
}
}
}
PublisherOptions {
value {
network_interface: "0.0.0.0"
heartbeat_ms: 5000
heartbeat_boot_seconds: 60
skip_options: true
hot_initial: 1024
hot_growth: 1024
cold_initial: 8192
cold_growth: 2048
channel_prefix: ""
disable_heartbeat: true
}
}
MarketDataConfig {
value {
binance_usds_futures {
num_depth_levels: 5
url_rest_base: "https://fapi.binance.com"
url_ws_base: "wss://fstream.binance.com"
security_criteria {
clauses {
security_types: SECURITY_TYPE_FUTURE
symbols: @SymbolLists.list[BinanceUsdsFutures].symbol
}
}
}
okx {
num_depth_levels: 5
url_rest_base: "https://www.okx.com"
url_ws_base: "wss://ws.okx.com:8443"
security_criteria {
clauses {
security_types: SECURITY_TYPE_FUTURE
symbols: @SymbolLists.list[Okx].symbol
}
}
is_application_ping_pong_enabled: true
application_ping_interval_ms: 20000
application_pong_timeout_ms: 10000
is_protocol_ping_pong_enabled: true
protocol_ping_interval_ms: 60000
protocol_pong_timeout_ms: 30000
}
}
}
@@ -0,0 +1,37 @@
SymbolLists {
value {
list {
key: "BinanceUsdsFutures"
symbol: "SOL"
symbol: "BNB"
symbol: "BTC"
symbol: "DOGE"
symbol: "EIGEN"
symbol: "ETH"
symbol: "XRP"
}
list {
key: "Okx"
symbol: "SOL"
symbol: "BNB"
symbol: "BTC"
symbol: "DOGE"
symbol: "EIGEN"
symbol: "ETH"
symbol: "XRP"
}
}
}
Symbols {
value {
venues {
name: "VENUE_BINANCE_USDS_FUTURES"
future: @SymbolLists.list[BinanceUsdsFutures].symbol
}
venues {
name: "VENUE_OKX"
future: @SymbolLists.list[Okx].symbol
}
}
}
@@ -0,0 +1,5 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim
SPARKD__DATA_DIR=/home/tns/8000/sparkdata/data
SPARKD__IMAGE=sparkd_symbols
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim/requirements.txt
SPARKD__RUNTIME_CONF_DIR=/home/tns/8000/sparkdata/conf
@@ -0,0 +1,5 @@
numpy==2.2.6
pybit==5.11.0
requests==2.31.0
websocket-client==1.8.0
websockets==15.0.1
@@ -0,0 +1,104 @@
JetFIX {
value {
connection {
name: "glbx_1"
venue: VENUE_GLBX
max_order_msgs_per_window: 300
window_duration_msecs: 1000
}
}
}
PublisherOptions {
value {
network_interface_a: 'ens3f0np0'
network_interface_b: 'ens3f1np1'
#these get overriden if not entered here
heartbeat_ms: 5000
heartbeat_boot_seconds: 60
skip_options: false
hot_initial: 1024
hot_growth: 1024
cold_initial: 8192
cold_growth: 2048
channel_prefix: ""
disable_heartbeat: false
}
}
CMEOptions {
value {
feed_engine {
name: "mdp3feed"
spin_time: 0
channels_per_thread: 3
data_wait: 10
udp_socket_buffer_size: 268435456
}
channel {
id: "*"
feed_engine: "mdp3feed"
use_tcp_replay: false
recovery_queue_size: 640000
lost_packet_wait_timeout_ms: 10
onixs_log_mode: CME_ONIXS_LOG_MODE_REGULAR
#max_gap_recovery_cache_size: 4
use_natural_refresh: false
join_snapshot_on_gap: false
}
}
}
Logging {
value {
initial_queue_size: 120001
max_queue_growth: 4
console {
default_level: "Info"
subsystem {
name: "md"
level: "Info"
}
subsystem {
name: "OrderMan"
level: "Info"
}
}
}
}
MarketDataConfig {
value {
glbx {
unique_check_value: 15
use_databento: false
}
}
}
# JetFIX {
# value {
# #connection: @JetFIXSimConnection.sim
# connection {
# name: "mlx_004_54"
# venue: VENUE_GLBX
# socket_connect_host_ip: "69.50.112.191"
# socket_connect_port: 42876
# sender_compid: "MLX004"
# target_compid: "CME"
# target_subid: "54"
# cme_market_segment_id: 54
# start_time: "00:10:00"
# end_time: "23:55:00"
# start_day: "sunday"
# end_day: "friday"
# seconds_between_hbs: 30
# sender_subid: "BTS"
# use_ilink3: true
# # raw_data: "S4PMA"
# # auto_fix_seq_num: true
# }
# }
# }
@@ -0,0 +1,61 @@
SymbolLists {
value {
list {
key: "GlbxFutures"
symbol: "ES"
}
list {
key: "GlbxOptions"
symbol: "E1A"
symbol: "E1B"
symbol: "E1C"
symbol: "E1D"
symbol: "E2A"
symbol: "E2B"
symbol: "E2C"
symbol: "E2D"
symbol: "E3A"
symbol: "E3B"
symbol: "E3C"
symbol: "E3D"
symbol: "E4A"
symbol: "E4B"
symbol: "E4C"
symbol: "E4D"
symbol: "E5A"
symbol: "E5B"
symbol: "E5C"
symbol: "E5D"
symbol: "EW1"
symbol: "EW2"
symbol: "EW3"
symbol: "EW4"
symbol: "ESH9"
symbol: "ESZ6"
symbol: "ESH0"
symbol: "ESM6"
symbol: "ESZ7"
symbol: "ESH6"
symbol: "ESM7"
symbol: "ESZ8"
symbol: "ESH7"
symbol: "ESH8"
symbol: "ESU6"
symbol: "ESZ5"
symbol: "ESZ9"
symbol: "E1D"
symbol: "ESZ5"
symbol: "ES"
}
}
}
Symbols {
value {
venues {
name: "VENUE_GLBX"
future: @SymbolLists.list[GlbxFutures].symbol
option: @SymbolLists.list[GlbxOptions].symbol
}
}
}
@@ -0,0 +1,5 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim_live_wb
SPARKD__DATA_DIR=/home/wedbushprod/8000/sparkdata/data
SPARKD__IMAGE=sparkd_symbols
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim_live_wb/requirements.txt
SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/8000/sparkdata/conf
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