Compare commits

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Author SHA1 Message Date
arham 976119fbee fix: build was broken, spark.dll being used by another process 2026-06-01 04:31:57 -04:00
arham ed741c0621 fix: sdk computes position from fills instead of using postion service 2026-06-01 08:02:44 +00:00
arham e0cf3c739f Add: backend il3gw fills aggressor field 2026-06-01 07:51:14 +00:00
arham 59e2519a4d fix: fills aggressor flag displayed 2026-06-01 02:12:16 -04:00
arham 15de6f3e3d add: added entries for weekly options cme to defualt cpp conf 2026-05-21 09:48:34 +00:00
John Colvin 2e36f00382 fix: Only set order tag if non-null 2026-05-14 10:43:01 -04:00
John Colvin 9f24a3e7a2 improve: Make sdk demo venue parse case insensitive 2026-05-14 10:43:01 -04:00
John Colvin e8dbf6fe09 vscode: Set Sdk Demo prelaunch task to Build Spark Sdk 2026-05-14 10:43:01 -04:00
John Colvin aa403b83ef improve: Use quantity sign to indicate side in TopOfBookQuoter example 2026-05-14 10:43:01 -04:00
arham c507f20a8e fix: build broken for gcc 2026-05-13 12:33:57 +00:00
arham ea52a4749d conf: update conf 2026-05-13 12:33:44 +00:00
arham 650710b5e2 remove stale config 2026-05-12 11:53:31 +00:00
arham 20f6a29e05 add: conf for cert and prodexit 2026-05-12 11:51:25 +00:00
John Colvin e2f8d4db11 fix build (deploy): Actually include native assets in nupkgs
Native assets (libspark.dll/so) are copied to the outdir for local
builds, and packed in nupkg files for sdk releases. The dest path in the
package is different from the path in the outdir, so we configured
Copy/Pack as separate msbuild items. However, both had the same
Include="@(NativeWindows/LinuxAsset)", so Pack="false" in the Copy item
was overriding Pack="true" in the Pack item.
2026-05-08 14:15:54 -04:00
arham 1812434ddc Fix: front end exe polling decreased from 100ms to 1ms 2026-05-08 15:24:26 +00:00
Taha fd50050064 Position cols in TC2 work again now 2026-05-07 03:57:07 +00:00
arham 6ac43881ae add: add missing tag to default conf 2026-05-07 00:22:28 +00:00
arham 4af1419748 Add: timezone change to chi and std higher ram for multicast compose 2026-05-07 00:22:03 +00:00
arham 7cfcdc3770 fix: ilink3 code generator produces correct code that handles null values 2026-05-07 00:21:10 +00:00
arham d03a705077 fix: ilink3 genereated files updated to handle null values with null instead of ascii zero 2026-05-07 00:20:34 +00:00
arham 58eccad70d fix: fills ui price was zero now it works 2026-05-07 00:19:44 +00:00
arham 5f8ec04ff1 Add: useful tools to prod docker image 2026-05-07 00:19:16 +00:00
arham 05e2107655 Fix: change object pool to detect exe report memory leak from assert to error 2026-05-07 00:18:45 +00:00
arham d41f613e32 FIx: change object pool limit for il3gw for exe reports 2026-05-07 00:17:52 +00:00
arham bcbb598423 Add: better logs and disconnect handling 2026-05-04 20:42:23 +00:00
arham e88c44f9db CME TEMPLATE 9 2026-05-04 16:39:48 -04:00
arham 93625957d1 Fix: CRITICAL CME FIX 2026-04-29 03:58:45 +00:00
John Colvin 8eccb869e1 Remove unnecessary nuget stuff from externals 2026-04-08 00:13:01 -04:00
John Colvin 40f4333fc7 fix: SingleSecurityCriteria must have single id or venue/name pair 2026-04-07 17:23:25 +00:00
John Colvin 319d5c2384 vscode: Fix PubSubServer config environment param 2026-04-07 17:23:25 +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
496 changed files with 20147 additions and 2760 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
View File
@@ -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
+58 -35
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": "${input:dataStreamQueryAnalyzerEnvironment}",
},
},
"stopAtEntry": false,
@@ -189,11 +183,10 @@
"windows": {
"program": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
],
"cwd": "build/Debug/bin/net8.0",
"env": {
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
@@ -220,7 +213,7 @@
"type": "coreclr",
"request": "launch",
"program": "",
"preLaunchTask": "Build Api Server (Debug)",
"preLaunchTask": "Build Spark Sdk (Debug)",
"windows": {
"program": "Bts.Spark.Sdk.Demo.exe",
},
@@ -390,6 +383,25 @@
}
]
},
{
"name": "Sparkd Attach",
"type": "cppdbg",
"request": "attach",
"program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
},
{
"description": "Set Disassembly Flavor to Intel",
"text": "-gdb-set disassembly-flavor intel",
"ignoreFailures": true
}
]
},
],
"inputs": [
{
@@ -415,6 +427,16 @@
],
"default": "MarketDataPublisher",
},
{
"id": "dataStreamQueryAnalyzerEnvironment",
"type": "pickString",
"description": "DataStreamQueryAnalyzer Configuration",
"options": [
"Development",
"Local",
],
"default": "Development",
},
{
"id": "dataStreamPublisherEnvironment",
"type": "pickString",
@@ -426,14 +448,15 @@
"default": "Local",
},
{
"id": "pubSubServerConfig",
"id": "pubSubServerEnvironment",
"type": "pickString",
"description": "PubSub Configuration",
"description": "PubSubServer Configuration",
"options": [
"PubSubServer",
"SimpleEchoClient",
"Development",
"EchoServer",
"Local",
],
"default": "PubSubServer",
"default": "Development",
},
{
"id": "sdkDemoEnvironment",
+1 -1
View File
@@ -1 +1 @@
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins;/workspaces/spark/tools/py
+22 -15
View File
@@ -541,12 +541,11 @@
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${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
+58 -2
View File
@@ -43,7 +43,13 @@ 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
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
@@ -517,6 +523,54 @@ 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
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
@@ -535,7 +589,9 @@ 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}
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
+94 -37
View File
@@ -2,6 +2,7 @@ services:
sparkd:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
build:
dockerfile: src/app_sparkd/Dockerfile
args:
@@ -9,24 +10,35 @@ services:
- SOURCE_DIR=${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}"
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 +54,7 @@ services:
sparkd-symbols:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
build:
dockerfile: src/app_sparkd/Dockerfile
@@ -50,26 +63,8 @@ services:
- SOURCE_DIR=${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
- ${SPARKD__CONFIG_DIR}/.env
@@ -77,6 +72,7 @@ services:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
restart_policy:
condition: any
@@ -84,7 +80,65 @@ services:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-multicast:
environment:
- TZ=America/Chicago
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:-8192mb}"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
network_mode: "host"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
restart_policy:
condition: any
delay: 3s
resources:
limits:
memory: "${SPARKD__MEMORY:-16gb}"
sparkd-multicast-cert:
environment:
- TZ=America/Chicago
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:-8192mb}"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
network_mode: "host"
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
deploy:
restart_policy:
condition: any
delay: 3s
resources:
limits:
memory: "${SPARKD__MEMORY:-16gb}"
sparkd-tail:
image: bluetradingsystems/linux_dotnet8
volumes:
@@ -195,3 +249,6 @@ volumes:
name: "md_publisher_22019"
historic_md:
name: "historic_md"
md_recording:
name: "sparkd_md_recording_${SPARKD__CONFIG_PORT:-8000}"
external: true
@@ -8,6 +8,7 @@ RUN apt-get update && apt-get install -y ca-certificates
RUN apt-get update && apt-get install -y libssh2-1-dev
RUN apt-get update && apt-get install -y software-properties-common
RUN apt-get update && apt-get install -y sudo
RUN apt-get update && apt-get install -y tzdata
# GCC
ARG gcc_major=13
@@ -18,6 +19,11 @@ RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
RUN apt-get update \
&& apt-get install -y dotnet8
RUN apt-get update && apt-get install -y gdb
RUN apt-get update && apt-get install -y fish
RUN apt-get update && apt-get install -y vim
RUN apt-get update && apt-get install -y less
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
@@ -55,14 +55,16 @@ RUN \
clangd-$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}" $EMUMBA_DERIBIT_CONNECTOR_DEB_URL -o /tmp/emumba-deribit-connector.deb \
&& apt-get install -y /tmp/emumba-deribit-connector.deb \
&& rm -f /tmp/emumba-deribit-connector.deb
# Pcap
RUN apt-get update && apt-get install -y libpcap0.8-dev
@@ -90,6 +97,18 @@ RUN apt-get update && apt-get install -y libpcap0.8-dev
# Databento (deps)
RUN apt-get update && apt-get -y install libzstd-dev
# Rakurai
ARG RAKURAI_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/rakurai-dex-connector_0.0.5_amd64.deb"
RUN --mount=type=secret,id=bitbucket_access_token \
set -eux \
&& apt-get update \
&& TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
&& curl -fL -H "Authorization: Bearer ${TOKEN}" $RAKURAI_DEB_URL -o /tmp/rakurai.deb \
# Need --force-overwrite because rakuirai and emumba-deribit-connector both include the same
# spdlog headers.
&& apt-get install -y -o Dpkg::Options::="--force-overwrite" /tmp/rakurai.deb \
&& rm -f /tmp/rakuirai.deb
# Docker in Docker
RUN apt-get update && apt-get install -y \
docker.io \
@@ -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
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EndProject
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EndProject
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EndProject
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{B6070F41-8759-448B-B56D-A7D15D489569} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
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{42C014A0-00C5-0620-8552-38912E891A7F} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
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{2B8243FF-60C6-4607-8AAE-7762D29B0A48} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
EndGlobalSection
EndGlobal
@@ -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;
@@ -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 )");
@@ -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>$(SparkVersion)</Version>
+20
View File
@@ -187,4 +187,24 @@
Name="Test"
DependsOnTargets="Build"></Target>
<Target Name="CopyNativeAssetsToOutput" AfterTargets="Build">
<Copy SourceFiles="@(NativeWindowsAsset)" DestinationFolder="$(OutDir)" SkipUnchangedFiles="True" Condition="Exists('%(NativeWindowsAsset.FullPath)')" />
<Copy SourceFiles="@(NativeLinuxAsset)" DestinationFolder="$(OutDir)" SkipUnchangedFiles="True" Condition="Exists('%(NativeLinuxAsset.FullPath)')" />
</Target>
<ItemGroup>
<Content Include="@(NativeWindowsAsset)"
Condition="Exists('@(NativeWindowsAsset)')"
Link="%(NativeWindowsAsset.FileName)%(NativeWindowsAsset.Extension)"
CopyToOutputDirectory="PreserveNewest"
Pack="true"
PackagePath="runtimes/win-x64/native/" />
<Content Include="@(NativeLinuxAsset)"
Condition="Exists('@(NativeLinuxAsset)')"
Link="%(NativeLinuxAsset.FileName)%(NativeLinuxAsset.Extension)"
CopyToOutputDirectory="PreserveNewest"
Pack="true"
PackagePath="runtimes/linux-x64/native/" />
</ItemGroup>
</Project>
+5
View File
@@ -2,12 +2,14 @@ ARG IMAGE="sparkd"
ARG CONFIG_DIR="src/app_sparkd/configurations/dev"
ARG SOURCE_DIR="install/sparkd-release-gcc"
ARG PYTHON_REQUIREMENTS="requirements.txt"
ARG SPARKD_ENTRYPOINT="src/app_sparkd/sparkd-entrypoint.sh"
# sparkd_base
FROM bluetradingsystems/linux_dotnet8 AS sparkd_base
ARG CONFIG_DIR
ARG SOURCE_DIR
ARG PYTHON_REQUIREMENTS
ARG SPARKD_ENTRYPOINT
USER "root"
RUN apt-get update && apt-get install -y liblttng-ust-dev
@@ -21,6 +23,7 @@ RUN pip3 install -r "/home/bts/bin/requirements.txt"
USER "bts"
COPY --chown=bts:bts "${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 +38,7 @@ COPY --chown=bts:bts "${MD_RECORDING_DIR}" "/home/bts/.local/share/bts/sparkd/da
FROM bluetradingsystems/linux_dotnet8 AS sparkd_symbols
ARG SOURCE_DIR
ARG PYTHON_REQUIREMENTS="requirements.txt"
ARG SPARKD_ENTRYPOINT
USER "root"
RUN apt-get update && apt-get install -y liblttng-ust-dev
@@ -47,6 +51,7 @@ RUN pip3 install -r "/home/bts/bin/requirements.txt"
USER "bts"
COPY --chown=bts:bts "${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"
]
}
+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
@@ -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 +1,10 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_cert_live_wb
SPARKD__DATA_DIR=/home/wedbushprod/9000/sparkdata/data
SPARKD__IMAGE=sparkd_symbols
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_cert_live_wb/requirements.txt
SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/9000/sparkdata/conf
SPARKD__SHM_SIZE=8g
SPARKD__MEMORY=16g
SPARKD__CONFIG_PORT=9000
SPARKD__QUICKBUS_PORT=9001
SPARKD__SIM_FIX_PORT=9002
@@ -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 +1,140 @@
DeploymentType {
value {
type: "dev"
}
}
PublisherOptions {
value {
network_interface_a: 'ens65f1'
network_interface_b: 'ens65f0'
#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_UNSPECIFIED
#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
}
# recording {
# venue: VENUE_GLBX
# num_of_seconds_to_run_file_writer: 300
# num_of_seconds_to_run_db_writer : 0
# n_book_levels: 10
# batch_size: 100 #for the db writer
# enable_book_recording: true
# enable_trade_recording: true
# enable_bbo_recording: false
# enable_tbbo_recording: false
# enable_misc_recording: true
#}
}
}
JetFIX {
value {
connection {
name: "maw_004_64"
venue: VENUE_GLBX
socket_connect_host_ip: "69.50.112.177"
socket_connect_port: 44040
sender_compid: "MAW004"
target_compid: "CME"
target_subid: "64"
cme_market_segment_id: 64
start_time: "00:10:00"
end_time: "23:55:00"
start_day: "sunday"
end_day: "friday"
seconds_between_hbs: 15
sender_subid: "BTS"
seconds_to_pause: 2
max_connection_attempts: 100
use_ilink3: true
}
}
}
OrdermanCfg {
value {
executor {
thread_name: "oman_orders"
poll: true
hosted_actor: "MDSource"
hosted_actor: "OrderManager"
hosted_actor: "ExecutionGateway"
}
executor {
thread_name: "oman_slow"
poll: false
hosted_actor: "*"
}
fallback_cust_order_handling_inst: "Y"
}
}
NotSimExecution {
value {
entries {
venue: VENUE_GLBX
}
}
}
Ports {
value {
config_port: 9000
qbus_port: 9001
glbx_sim_fix_port: 9002
ice_sim_fix_port: 9003
replicator_port: 9080
}
}
@@ -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
}
}
}
@@ -1,5 +0,0 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_demo
SPARKD__DATA_DIR=/home/ubuntu/8000/sparkdata/data
SPARKD__IMAGE=sparkd_symbols
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_demo/requirements.txt
SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf
@@ -1,8 +0,0 @@
Symbols {
value {
venues {
name: "VENUE_GLBX"
future: "ES"
}
}
}
@@ -0,0 +1,5 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_prod_live_wb
SPARKD__DATA_DIR=/home/wedbushprod/8000/sparkdata/data
SPARKD__IMAGE=sparkd_symbols
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_prod_live_wb/requirements.txt
SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/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 +1,152 @@
DeploymentType {
value {
type: "prod"
}
}
PublisherOptions {
value {
network_interface_a: 'enp193s0f0np0'
network_interface_b: 'enp193s0f1np1'
#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_UNSPECIFIED
#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
}
# recording {
# venue: VENUE_GLBX
# num_of_seconds_to_run_file_writer: 300
# num_of_seconds_to_run_db_writer : 0
# n_book_levels: 10
# batch_size: 100 #for the db writer
# enable_book_recording: true
# enable_trade_recording: true
# enable_bbo_recording: false
# enable_tbbo_recording: false
# enable_misc_recording: true
#}
}
}
JetFIX {
value {
connection {
name: "u6p_7qb_54"
venue: VENUE_GLBX
socket_connect_host_ip: "205.209.201.97"
socket_connect_port: 10979
sender_compid: "U6P7QB"
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: 15
sender_subid: "BTS"
seconds_to_pause: 1
max_order_msgs_per_window: 300
max_connection_attempts: 2
use_ilink3: true
}
connection {
name: "u6p_7qb_64"
venue: VENUE_GLBX
socket_connect_host_ip: "205.209.201.1"
socket_connect_port: 10979
sender_compid: "U6P7QB"
target_compid: "CME"
target_subid: "64"
cme_market_segment_id: 64
start_time: "00:10:00"
end_time: "23:55:00"
start_day: "sunday"
end_day: "friday"
seconds_between_hbs: 15
sender_subid: "BTS"
seconds_to_pause: 1
max_connection_attempts: 2
max_order_msgs_per_window: 300
use_ilink3: true
}
}
}
OrdermanCfg {
value {
executor {
thread_name: "oman_orders"
poll: true
hosted_actor: "MDSource"
hosted_actor: "OrderManager"
hosted_actor: "ExecutionGateway"
}
executor {
thread_name: "oman_slow"
poll: false
hosted_actor: "*"
}
fallback_cust_order_handling_inst: "Y"
}
}
NotSimExecution {
value {
entries {
venue: VENUE_GLBX
}
}
}
@@ -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 +1,4 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim_replay
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim_replay/requirements.txt
TZ=America/Chicago
SPARKD__MD_RECORDING_DIR=/home/wedbushprod/8000/md_recording
@@ -0,0 +1 @@
requests==2.31.0
@@ -24,38 +24,9 @@ PublisherOptions {
}
}
Logging {
value {
initial_queue_size: 120001
max_queue_growth: 4
console {
default_level: "Info"
subsystem {
name: "md"
level: "Warn"
}
subsystem {
name: "OrderMan"
level: "Info"
}
}
file {
default_level: "Info"
subsystem {
name: "OrderMan"
level: "Diag"
}
subsystem {
name: "Http"
level: "Diag"
}
}
}
}
MarketDataConfig {
value {
replay {
replay {
venue: VENUE_GLBX
}
}
@@ -0,0 +1,46 @@
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: "ES"
symbol: "EW1"
symbol: "EW2"
symbol: "EW3"
symbol: "EW4"
}
}
}
Symbols {
value {
venues {
name: "VENUE_GLBX"
future: @SymbolLists.list[GlbxFutures].symbol
option: @SymbolLists.list[GlbxOptions].symbol
}
}
}
@@ -0,0 +1,9 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim_replay_wb
SPARKD__DATA_DIR=/home/wedbushprod/9000/sparkdata/data
SPARKD__IMAGE=sparkd_symbols
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim_replay_wb/requirements.txt
SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/9000/sparkdata/conf
SPARKD__MD_RECORDING_DIR=/home/wedbushprod/md_recording
SPARKD__CONFIG_PORT=9000
SPARKD__QUICKBUS_PORT=9001
SPARKD__SIM_FIX_PORT=9002
@@ -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 +1,46 @@
JetFIX {
value {
connection {
name: "glbx_1"
venue: VENUE_GLBX
max_order_msgs_per_window: 300
window_duration_msecs: 1000
}
}
}
Ports {
value {
config_port: 9000
qbus_port: 9001
glbx_sim_fix_port: 9002
ice_sim_fix_port: 9003
}
}
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 {
replay {
venue: VENUE_GLBX
}
}
}
@@ -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
}
}
}
@@ -1,2 +1,3 @@
SPARKD__CONFIG_DIR=src/app_sparkd/configurations/sim_dev
SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/sim_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
+55
View File
@@ -0,0 +1,55 @@
#!/usr/bin/env bash
init_timezone() {
tz="${1:-$TZ}"
zoneinfo_dir=/usr/share/zoneinfo
if [ -f "$zoneinfo_dir/$tz" -a "$(readlink -f /etc/localtime)" != "$zoneinfo_dir/$tz" ]; then
echo "Setting locales and timezone to $tz"
if [ -e /etc/localtime ]; then
sudo -n rm -f /etc/localtime
fi
sudo -n ln -snf "$zoneinfo_dir/$tz" /etc/localtime
echo $tz | sudo -n tee /etc/timezone > /dev/null
fi
}
load_env() {
f="$1"
if [ -e "$f" ]; then
echo "Sourcing $f"
set -a
. "$f"
set +a
fi
}
symlink() {
src="$1"
dst="$2"
if [ -L "$dst" ]; then
rm "$dst"
fi
ln -s "$src" "$dst"
}
roll_log() {
f="$1"
if [ -e "$f" ]; then
mv "$f" "${f}_$(date '+%Y%m%d-%H%M')"
fi
}
# Acquire sudo permission once for the script (needed for a few calls)
echo bts | sudo -S -v
data_root="${HOME:-/home/bts}/.local/share/bts/sparkd"
sudo -n chown -R bts:bts "$data_root"
load_env "$data_root/conf/.env.local"
init_timezone "$TZ"
roll_log "$data_root/data/logging.sparkd/log"
symlink "$data_root/conf/plugins" /home/bts/bin/plugins
if [ -e "/md_recording" -a ! -e "/home/bts/.local/share/bts/sparkd/data/md_recording" ]; then
symlink "/md_recording" /home/bts/.local/share/bts/sparkd/data/md_recording
fi
bash -c "${@:-./sparkd run}"
+3 -2
View File
@@ -17,7 +17,6 @@
#include "spark/orderman/OrderServiceServer.h"
#include "spark/orderman/events/TradeSummarySignalDispatcher.h"
#include "spark/orderman/order_factory/DynamicOrderRegistry.h"
#include "spark/os/os.h"
#include "spark/os/spark_data_directory.h"
#include "spark/persistence/PersistenceServiceServer.h"
#include "spark/plugin/SparkServices.h"
@@ -32,6 +31,7 @@
#include "sparkd/execution/execution_gateway_provider.h"
#include "sparkd/http/WebServer.h"
#include "sparkd/md/MarketDataAuxiliaryServiceServer.h"
#include "sparkd/md/market_data_session.h"
#include "sparkd/md/recording/MDRecorder.h"
#include "sparkd/position/MarginServiceServer.h"
#include "sparkd/position/PositionServiceServer.h"
@@ -46,6 +46,7 @@
namespace bts::cmds {
using bts::api::ServiceContext;
using bts::md::MarketDataSession;
using bts::md::MDClient;
using bts::md::TradeSummarySignalDispatcher;
using bts::metrics::MetricsContainer;
@@ -107,7 +108,7 @@ static void execute() {
auto py_plugin_man = std::make_shared<python_interop::PluginManager>();
// start work loop in background
py_plugin_man->start_work_thread();
md::cmds::Run::run(py_plugin_man);
MarketDataSession md_session{py_plugin_man};
api::synthetic::SyntheticSecurityService synthetic_service(sc);
bts::md::MDClient mdclient(
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