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No files matched your search
@@ -1,5 +1,11 @@
|
||||
{
|
||||
"dockerFile": "Dockerfile",
|
||||
"build": {
|
||||
"dockerfile": "../docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile",
|
||||
"options": [
|
||||
"--secret",
|
||||
"id=bitbucket_access_token,src=${localWorkspaceFolder}/.secrets/bitbucket_access_token.txt"
|
||||
]
|
||||
},
|
||||
"hostRequirements": {
|
||||
"memory": "8gb",
|
||||
"storage": "10gb"
|
||||
|
||||
Binary file not shown.
@@ -1,4 +0,0 @@
|
||||
#!/usr/bin/env bash
|
||||
|
||||
this_dir="$(realpath "$(dirname "$(readlink -f "${BASH_SOURCE[0]}")")")"
|
||||
sudo dpkg -i "$this_dir/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
|
||||
@@ -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
|
||||
|
||||
Vendored
+58
-35
@@ -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": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Set Disassembly Flavor to Intel",
|
||||
"text": "-gdb-set disassembly-flavor intel",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
],
|
||||
"inputs": [
|
||||
{
|
||||
@@ -415,6 +427,16 @@
|
||||
],
|
||||
"default": "MarketDataPublisher",
|
||||
},
|
||||
{
|
||||
"id": "dataStreamQueryAnalyzerEnvironment",
|
||||
"type": "pickString",
|
||||
"description": "DataStreamQueryAnalyzer Configuration",
|
||||
"options": [
|
||||
"Development",
|
||||
"Local",
|
||||
],
|
||||
"default": "Development",
|
||||
},
|
||||
{
|
||||
"id": "dataStreamPublisherEnvironment",
|
||||
"type": "pickString",
|
||||
@@ -426,14 +448,15 @@
|
||||
"default": "Local",
|
||||
},
|
||||
{
|
||||
"id": "pubSubServerConfig",
|
||||
"id": "pubSubServerEnvironment",
|
||||
"type": "pickString",
|
||||
"description": "PubSub Configuration",
|
||||
"description": "PubSubServer Configuration",
|
||||
"options": [
|
||||
"PubSubServer",
|
||||
"SimpleEchoClient",
|
||||
"Development",
|
||||
"EchoServer",
|
||||
"Local",
|
||||
],
|
||||
"default": "PubSubServer",
|
||||
"default": "Development",
|
||||
},
|
||||
{
|
||||
"id": "sdkDemoEnvironment",
|
||||
|
||||
Vendored
+1
-1
@@ -1 +1 @@
|
||||
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins
|
||||
PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins;/workspaces/spark/tools/py
|
||||
Vendored
+22
-15
@@ -541,12 +541,11 @@
|
||||
"command": "",
|
||||
"windows": {
|
||||
"command": "DataStreamQueryAnalyzer.exe",
|
||||
"args": [
|
||||
"--config",
|
||||
"${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
@@ -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
@@ -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
@@ -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_${SPARKD__CONFIG_PORT:-8000}"
|
||||
external: true
|
||||
@@ -8,6 +8,7 @@ RUN apt-get update && apt-get install -y ca-certificates
|
||||
RUN apt-get update && apt-get install -y libssh2-1-dev
|
||||
RUN apt-get update && apt-get install -y software-properties-common
|
||||
RUN apt-get update && apt-get install -y sudo
|
||||
RUN apt-get update && apt-get install -y tzdata
|
||||
|
||||
# GCC
|
||||
ARG gcc_major=13
|
||||
@@ -18,6 +19,11 @@ RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
|
||||
RUN apt-get update \
|
||||
&& apt-get install -y dotnet8
|
||||
|
||||
RUN apt-get update && apt-get install -y gdb
|
||||
RUN apt-get update && apt-get install -y fish
|
||||
RUN apt-get update && apt-get install -y vim
|
||||
RUN apt-get update && apt-get install -y less
|
||||
|
||||
RUN locale-gen en_US.UTF-8
|
||||
|
||||
ARG docker_user="bts"
|
||||
|
||||
+30
-11
@@ -55,14 +55,16 @@ RUN \
|
||||
clangd-$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
|
||||
+1
-1
Submodule externals updated: 4f6734703c...2755fd6b8f.
+3
-3
@@ -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
@@ -1,405 +1,306 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 17
|
||||
VisualStudioVersion = 17.3.32922.545
|
||||
MinimumVisualStudioVersion = 15.0.26124.0
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{51C40BA9-F226-4A35-939D-1ED6F5FF7299}"
|
||||
EndProject
|
||||
VisualStudioVersion = 17.0.31903.59
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{684863A1-3396-4D31-A731-C0725CF07F4E}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{45292808-4EF3-4D4A-B3F5-B75C42EE5870}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{28A26DF7-5F7A-43A2-A548-B55FEBCC3958}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{7543386A-5EBA-4AF0-9E0F-35657B58557D}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\DataStreamSuite\Bts.Net\Bts.Net.csproj", "{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}"
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{C13A5ABD-F739-4BE8-A2FE-511E989A5B43}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\DataStreamSuite\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{90A48718-F6A7-4747-97EA-89632B451008}"
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{F7C6F079-67BA-4899-9B43-D3F8C121D264}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{ECBAA198-EC93-4174-8156-BDA5F5E95042}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{B6070F41-8759-448B-B56D-A7D15D489569}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{B2D721AB-920C-4CD6-8DBF-6778A115A449}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "client", "client", "{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "spark", "spark", "{42C014A0-00C5-0620-8552-38912E891A7F}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark", "src\client\spark\Spark.csproj", "{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{2B8243FF-60C6-4607-8AAE-7762D29B0A48}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|x64 = Debug|x64
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Debug|x64 = Debug|x64
|
||||
Debug|x86 = Debug|x86
|
||||
MinSizeRel|x64 = MinSizeRel|x64
|
||||
MinSizeRel|Any CPU = MinSizeRel|Any CPU
|
||||
MinSizeRel|x86 = MinSizeRel|x86
|
||||
Release|x64 = Release|x64
|
||||
Release|Any CPU = Release|Any CPU
|
||||
Release|x64 = Release|x64
|
||||
Release|x86 = Release|x86
|
||||
RelWithDebInfo|x64 = RelWithDebInfo|x64
|
||||
RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
|
||||
RelWithDebInfo|x86 = RelWithDebInfo|x86
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.Build.0 = Debug|x64
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.ActiveCfg = Release|x64
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.Build.0 = Release|x64
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|Any CPU.Build.0 = MinSizeRel|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x86.ActiveCfg = MinSizeRel|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x86.Build.0 = MinSizeRel|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.ActiveCfg = Release|x64
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x86.Build.0 = Release|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|Any CPU.Build.0 = RelWithDebInfo|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|Any CPU
|
||||
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.Build.0 = RelWithDebInfo|Any CPU
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.ActiveCfg = Release|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.Build.0 = Release|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|Any CPU
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|Any CPU.Build.0 = MinSizeRel|Any CPU
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x86.ActiveCfg = MinSizeRel|Any CPU
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x86.Build.0 = MinSizeRel|Any CPU
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x64.ActiveCfg = Release|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x64.Build.0 = Release|x64
|
||||
{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
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|
||||
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Debug|x86.Build.0 = Debug|x64
|
||||
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|Any CPU.ActiveCfg = Release|x64
|
||||
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|Any CPU.Build.0 = Release|x64
|
||||
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|x64.ActiveCfg = Release|x64
|
||||
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|x64.Build.0 = Release|x64
|
||||
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|x86.ActiveCfg = Release|x64
|
||||
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|x86.Build.0 = Release|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|Any CPU.ActiveCfg = Debug|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|Any CPU.Build.0 = Debug|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|x64.ActiveCfg = Debug|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|x64.Build.0 = Debug|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|x86.ActiveCfg = Debug|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|x86.Build.0 = Debug|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|Any CPU.ActiveCfg = Release|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|Any CPU.Build.0 = Release|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x64.ActiveCfg = Release|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x64.Build.0 = Release|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x86.ActiveCfg = Release|x64
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x86.Build.0 = Release|x64
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
GlobalSection(NestedProjects) = preSolution
|
||||
{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{684863A1-3396-4D31-A731-C0725CF07F4E} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{45292808-4EF3-4D4A-B3F5-B75C42EE5870} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{28A26DF7-5F7A-43A2-A548-B55FEBCC3958} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{7543386A-5EBA-4AF0-9E0F-35657B58557D} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
|
||||
{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{90A48718-F6A7-4747-97EA-89632B451008} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
|
||||
EndGlobalSection
|
||||
GlobalSection(Performance) = preSolution
|
||||
HasPerformanceSessions = true
|
||||
{C13A5ABD-F739-4BE8-A2FE-511E989A5B43} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{F7C6F079-67BA-4899-9B43-D3F8C121D264} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{ECBAA198-EC93-4174-8156-BDA5F5E95042} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{1E296FB3-D185-4A95-A1EB-AA5B37B85C60} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{B6070F41-8759-448B-B56D-A7D15D489569} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{B2D721AB-920C-4CD6-8DBF-6778A115A449} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{38EE36C6-892C-4C94-8BB0-1ACB164E1F20} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
|
||||
{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{42C014A0-00C5-0620-8552-38912E891A7F} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3} = {42C014A0-00C5-0620-8552-38912E891A7F}
|
||||
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
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();
|
||||
}
|
||||
+1
-1
@@ -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": ""
|
||||
@@ -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>
|
||||
@@ -4,17 +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>
|
||||
|
||||
@@ -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;
|
||||
|
||||
-2
@@ -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) =>
|
||||
<#
|
||||
|
||||
+6
-3
@@ -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);
|
||||
|
||||
|
||||
+69
-69
@@ -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);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -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>$(SparkVersion)</Version>
|
||||
|
||||
@@ -187,4 +187,24 @@
|
||||
Name="Test"
|
||||
DependsOnTargets="Build"></Target>
|
||||
|
||||
<Target Name="CopyNativeAssetsToOutput" AfterTargets="Build">
|
||||
<Copy SourceFiles="@(NativeWindowsAsset)" DestinationFolder="$(OutDir)" SkipUnchangedFiles="True" Condition="Exists('%(NativeWindowsAsset.FullPath)')" />
|
||||
<Copy SourceFiles="@(NativeLinuxAsset)" DestinationFolder="$(OutDir)" SkipUnchangedFiles="True" Condition="Exists('%(NativeLinuxAsset.FullPath)')" />
|
||||
</Target>
|
||||
|
||||
<ItemGroup>
|
||||
<Content Include="@(NativeWindowsAsset)"
|
||||
Condition="Exists('@(NativeWindowsAsset)')"
|
||||
Link="%(NativeWindowsAsset.FileName)%(NativeWindowsAsset.Extension)"
|
||||
CopyToOutputDirectory="PreserveNewest"
|
||||
Pack="true"
|
||||
PackagePath="runtimes/win-x64/native/" />
|
||||
<Content Include="@(NativeLinuxAsset)"
|
||||
Condition="Exists('@(NativeLinuxAsset)')"
|
||||
Link="%(NativeLinuxAsset.FileName)%(NativeLinuxAsset.Extension)"
|
||||
CopyToOutputDirectory="PreserveNewest"
|
||||
Pack="true"
|
||||
PackagePath="runtimes/linux-x64/native/" />
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
@@ -2,12 +2,14 @@ ARG IMAGE="sparkd"
|
||||
ARG CONFIG_DIR="src/app_sparkd/configurations/dev"
|
||||
ARG SOURCE_DIR="install/sparkd-release-gcc"
|
||||
ARG PYTHON_REQUIREMENTS="requirements.txt"
|
||||
ARG SPARKD_ENTRYPOINT="src/app_sparkd/sparkd-entrypoint.sh"
|
||||
|
||||
# sparkd_base
|
||||
FROM bluetradingsystems/linux_dotnet8 AS sparkd_base
|
||||
ARG CONFIG_DIR
|
||||
ARG SOURCE_DIR
|
||||
ARG PYTHON_REQUIREMENTS
|
||||
ARG SPARKD_ENTRYPOINT
|
||||
|
||||
USER "root"
|
||||
RUN apt-get update && apt-get install -y liblttng-ust-dev
|
||||
@@ -21,6 +23,7 @@ RUN pip3 install -r "/home/bts/bin/requirements.txt"
|
||||
USER "bts"
|
||||
COPY --chown=bts:bts "${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"
|
||||
]
|
||||
}
|
||||
File renamed without changes.
@@ -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
|
||||
+1
-30
@@ -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
|
||||
Executable
+55
@@ -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}"
|
||||
@@ -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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Reference in new issue
Block a user