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Author SHA1 Message Date
Taha Afzal 66ad51280f Reversehedging fixed 2025-04-08 22:13:33 +00:00
arham 029edd8a86 Format: ran clang format on file 2025-04-07 15:39:57 +00:00
arham dfdcbab2a0 Add: config changes to make server controller work and set up hk zen server 2025-04-07 15:33:26 +00:00
Taha Afzal 6d7c0702f0 Fixing build: 2025-04-05 23:38:05 +00:00
Taha Afzal 86eaddea93 Fixing a bug, where the spreader was isidentifying the quoting leg 2025-04-05 15:38:30 +00:00
John Colvin 57f8f3ff58 ui: Add Sniper and Reverse Hedge controls 2025-04-04 00:19:38 -04:00
John Colvin 775df2850d Add Sniper and Reverse Hedge params to spreader proto 2025-04-04 00:19:38 -04:00
Taha Afzal cb2b15f10b Adding IOC to SimExecution 2025-04-03 23:24:30 +00:00
Taha Afzal 60362a4c95 Adding reverse-hedge to spreader 2025-04-03 23:24:30 +00:00
John Colvin c6d7a8f38c ui (pnl): Use dark theme fg in "Selected" and "Total" labels
Previously, it was black and hard to read since the background is dark.
2025-03-26 14:46:44 -04:00
John Colvin 7931c62b46 ui (pnl): Hide "Override Cpp" menu item
The overrides aren't respected in (new) pnl calcs.
2025-03-26 14:35:23 -04:00
John Colvin 58518451c8 ui (pnl): Show realized/unrealized pnl in row group totals 2025-03-26 14:31:04 -04:00
John Colvin e3bad78aef fix (pnl ui): Get cash per point from security
Previously, it was hardcoded to 1.
2025-03-24 16:54:37 -04:00
John Colvin 8e9ab8f2eb fix: Don't apply cme cpp overrides to non-cme securities
Bugs (fixed):
  * The cash per point for many securities is wrong. For example, it is
    5 for all BTC securities (which is wrong).

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  * Cause: Exp dates for Binance perpetual futures aren't properly
    encoded in the database. As a result, when loaded from disk, they
    are mistakenly identified as expired, along with any synthetics that
    have them as legs.
2025-01-03 16:59:07 +00:00
John Colvin 02843f14ff cleanup: Get rid of trivial fn that's only used in one place
Move the logic into the function that used to call it.
2025-01-03 16:59:07 +00:00
John Colvin f1f1d4259c diag: Add logs around security discovery in MDConsumer
This is multi-threaded event driven code. Without descriptive logs in
the right places, diagnosing problems is difficult and tedious.
2025-01-03 16:59:07 +00:00
John Colvin 71fc43af68 cleanup: Flatten nested if blocks with continue statements
Easier to read
2025-01-03 16:59:07 +00:00
John Colvin 350144ffd5 fix: Use security desc to get unique id (along with venue, type)
I'm guessing this typo went unnoticed because it didn't break the build
(another arg of the same was being used instead).
2025-01-03 16:59:07 +00:00
John Colvin da227a5550 Support synths at Binance, Binance USDS Futures, Deribit, and Okx 2025-01-03 16:59:07 +00:00
John Colvin 0c92cf3a87 Add double ops to IntPrice 2025-01-03 16:59:07 +00:00
John Colvin 1188af391e Add trivial fns to TimeStamp for convenience
* += and -= operators
* 'date' fn
* 'to_date_int' fn
2025-01-03 16:59:07 +00:00
John Colvin 0bb85cf915 refactor: Change month and day params from uint32 to uint8
They only need to hold values 1-12 and 1-31, respectively. A single byte
is more than sufficient. Also add ymdhms TimeStamp constructor.
2025-01-03 16:59:07 +00:00
John Colvin d77f5996fe cleanup: Make a couple TimeStamp fns const 2025-01-03 16:59:07 +00:00
John Colvin 940c41a274 Add int32 arithmetic operators to domain::Price 2025-01-03 16:59:07 +00:00
John Colvin e671960dc3 Add double arithmetic operators to domain::Price 2025-01-03 16:59:07 +00:00
John Colvin 8fa34b6b39 fix: Multiply additive factors by exponent in domain::Price
We must not have been using these operators because the implementation
was very broken (yet it doesn't seemed to have caused any bugs).
2025-01-03 16:59:07 +00:00
John Colvin f9d5429b5b cleanup: Remove unused code 2025-01-03 16:53:05 +00:00
Mohammad Arham 2c342482eb Merge branch 'development.crypto' of bitbucket.org:bluetradesys/spark into development.crypto 2025-01-02 15:30:13 -05:00
Mohammad Arham 3aefac26c2 fix: Timer condition was incorrect 2025-01-02 20:15:38 +00:00
John Colvin 1554594cdd diag: Throttle noisy log in Ladder 2025-01-02 12:15:22 -05:00
John Colvin 727a0f38b5 fix: Prevent arithmetic overflow when converting long to int in Ladder 2025-01-02 12:13:58 -05:00
John Colvin 7a0e8cdb26 fix: Properly format spread/synth leg qty in generated desc 2025-01-01 13:12:17 -05:00
John Colvin a4e97b04d7 fix: Don't propagate security criteria changes to other windows
Bugs (fixed):
  * Security criteria changes in mview and time/sales propagate to other
    windows of the same type.
2024-12-31 11:06:24 -05:00
John Colvin 463980a6ef Fix typo in get_binance_md.py 2024-12-29 18:37:54 +00:00
John Colvin 9b25857042 fix: Ensure "earliest_expiration" fn actually returns min exp
Previously, it assumed the first leg would have the earliest exp. While
this may be true for most securities, it isn't guarenteed by our data
model.
2024-12-29 13:26:44 -05:00
John Colvin ef19e7d76b fix: Don't assume all securities have expirations in pnl vm
Bugs (fixed):
  * PNL window crashes if data has Spots (i.e., securities without exps)
2024-12-29 13:17:17 -05:00
Taha Afzal 471faec2cb Added more etsts for fractional qtys 2024-12-28 08:31:16 +00:00
Taha Afzal ce96d42db8 Merging 2024-12-26 07:01:30 +00:00
Mohammad Arham 187894ca84 FIX: makes gateway factory work 2024-12-24 17:56:49 +00:00
John Colvin 63492c4575 fix: Remove erroneous assert in LadderRender 2024-12-21 23:24:52 -05:00
John Colvin e150c611f6 fix: Round fractional order qty to 6 decimal places
It was previously rounding to 2 decimal places, which isn't enough for
many crypto currencies (e.g., BTCUSDT at Binance)
2024-12-21 23:17:52 -05:00
John Colvin bb837d6c26 fix build: Trivial changes in DatabentoDataHandler 2024-12-22 04:00:23 +00:00
John Colvin 965e541ac8 Fix json structures and endpoints for Binance USDS Futures md 2024-12-22 04:00:23 +00:00
John Colvin 1b232aa610 feat: Add Binance USDS Futures execution 2024-12-22 04:00:23 +00:00
John Colvin 25439b094a improvement: Perform sec lookup in const time 2024-12-21 20:08:19 +00:00
John Colvin f927ef2c5e Add conf_json dir to spark data file tree
So we don't have to add proto files to the build for trivial config.
2024-12-21 20:08:19 +00:00
John Colvin d42389b75a Don't needlessly download cme config xml
When we aren't subscribing to cme md (i.e., no glbx symbols in spark
conf).
2024-12-21 20:08:19 +00:00
John Colvin 671cbcf03a Fix bts::Quantity string fmt so it includes fractional qty 2024-12-21 20:01:55 +00:00
John Colvin e589e23f41 Add py script to get md at binance
For quick/easy troubleshooting (much easier than doing stuff in c++)
2024-12-21 20:01:55 +00:00
John Colvin 11fadc0a3e Expose "run" fn in WebsocketClient
So it doesn't have to be hidden in a background thread
2024-12-21 20:01:55 +00:00
John Colvin b8c2d93866 Add ping/pong facilities to WebsocketClient 2024-12-21 20:01:55 +00:00
John Colvin 67a23dd196 Add open/close callbacks to WebsocketClient 2024-12-21 20:01:55 +00:00
John Colvin ff22c4eb5f diag: Change WebsocketClient log category to "Http"
A better fit than "Gen"
2024-12-21 20:01:55 +00:00
John Colvin 5addff4c50 cleanup: Remove redundant fn HttpRequest::perform
This was doing the same thing as HttpClient::send. I likely refactored
this function during development, then forgot to remove it.
2024-12-21 20:01:55 +00:00
John Colvin 142e1bd2da Add HttpMethod "DELETE"
In Binance's REST api, orders are canceled via DELETE requests.
2024-12-21 20:01:55 +00:00
John Colvin d05d91bbe7 diag: Log Http requests 2024-12-21 20:01:55 +00:00
Mohammad Arham 3a90ca9cb5 Add: Johns changes to sec oracle 2024-12-17 14:47:37 +00:00
John Colvin 85a46727be Improve c++ http client facilities 2024-12-11 19:28:36 +00:00
Mohammad Arham 624fd2c976 FIX: BUILD Error 2024-12-09 01:34:29 +00:00
Mohammad Arham 16d599d2d6 Add: OKX execution gateway connected 2024-12-08 20:14:16 -05:00
John Colvin c00e4fcb6b feat: Add Binance Coin Futures market data 2024-12-06 00:39:41 +00:00
John Colvin 03e19afe1d Fix qty display conf for BTC/ETH futs at Binance
Need to show 3 decimal places (qty tick size is 0.001)
2024-12-05 21:05:53 +00:00
John Colvin 058e11eadc fix build: Fix install path for sparkd 2024-12-05 18:31:36 +00:00
John Colvin 6ff52e7107 fix build: Add onixs libs again
Taha accidentally reverted externals
2024-12-04 16:56:46 +00:00
John Colvin ee4c28ed41 Port ws client over from cme-websocket-connector
Need this to implement execution at crypto exchanges (beginning with
Binance and OKX)
2024-12-04 16:56:46 +00:00
Mohammad Arham 50d26f0060 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-12-03 09:52:09 -05:00
Mohammad Arham 36378e6074 Add:: Recording md to sql 2024-12-03 14:51:32 +00:00
John Colvin 8cde8ee6e1 build: Add script to publish the api server
This will build the app as a self-contained executable here:
build/Release/bin/net7.0/linux-x64/publish
2024-11-28 16:35:21 +00:00
John Colvin 4f8fad444e fix build: Add missing csproj deps to Spark.Api.Server.sln 2024-11-28 16:35:20 +00:00
John Colvin 832c645a30 build: Map cmake install dir to associated preset
Cpp bins are now installed to "install/<cmake_preset>/bin". For example,
"install/sparkd-release-gcc/bin", "install/spark-api-server-linux/bin", etc.
2024-11-28 16:35:20 +00:00
John Colvin 691343d9b6 feat: Add datastreams to spark api server 2024-11-28 06:14:00 +00:00
Taha 461cbad338 Adding FakeBBO stream 2024-11-27 13:36:14 -05:00
Taha fecbcbb6b6 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-11-26 22:33:31 -05:00
Taha aab8e83543 Some rewrite of streams that fetch bars, and making the other business streams thin wrapper over stream primitives 2024-11-26 22:33:26 -05:00
Mohammad Arham 420b46741e ADD: Config for sql writer in mdrecorder 2024-11-24 19:14:45 +00:00
Mohammad Arham e8f65f95bd Wrapped proto write in function in mdrecorder 2024-11-24 19:13:36 +00:00
Mohammad Arham 0e893b9b5d Fix: Multiple Exchange data sources work without timee 2024-11-20 23:48:50 +00:00
Mohammad Arham 0593ae0320 Fix: Logging path was incorrect 2024-11-20 23:48:24 +00:00
Mohammad Arham 960149b9c5 Fix: Stupid bug on sleep time 2024-11-20 22:49:22 +00:00
Mohammad Arham b5f5f2f3d5 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-11-20 17:21:45 -05:00
John Colvin bd8c97244a refactor: Return row id in IStore::retrieve_one
This is a prerequisite to synchronizing security ids stored via IDGenerator
(the "new" way to store ids, added when we implemented Deribit), and
SecurityDB (the original way from spark days). The problem was that these
2 implementations were using separate databases. We need to unify the
interfaces between these storage services to avoid breaking existing code.
2024-11-20 22:17:08 +00:00
John Colvin cb187e6997 Interpret db strng param as name or path in SqliteStore ctr 2024-11-20 22:17:08 +00:00
John Colvin 4004ed2267 refactor: Normalize sec key indexing for old md sources
Now both old and new (domain) md sources index securities by
the same string format.
2024-11-20 22:17:08 +00:00
John Colvin a00347ac3f Add ostream operator for Venue 2024-11-20 22:17:08 +00:00
John Colvin c4d08840bd Add ostream operator for SecurityType 2024-11-20 22:17:08 +00:00
John Colvin 84c0684b63 refactor: Normalize sec key indexing for new (domain) md sources
This is part of a larger effort to unify the way we index securities in order
to generate unique ids. Older md sources (e.g., MDP3Listener) use
SecurityIDRecorder to generate ids, which uses a different database and
different key-string formatting than the IDGenerator used by the newer md
sources (e.g., GeneralMarketDataListener and various ccapi-based sources).
2024-11-20 22:17:08 +00:00
Mohammad Arham bca8df6d99 Fix: Release Crash fixed still has timer 2024-11-20 22:14:48 +00:00
Mohammad Arham 98f8e58f3f Add optional tags to config 2024-11-20 22:12:06 +00:00
Mohammad Arham 76f18f3443 Fix: typo in fixed securities 2024-11-20 20:17:29 +00:00
Mohammad Arham b67d748ba1 removed: moved onix glbx to main controler thread 2024-11-20 06:58:14 +00:00
Mohammad Arham 0113721355 Add: Config for marex reconnect attemps 2024-11-20 06:29:41 +00:00
Mohammad Arham 715f7f7c70 Fix: Race condition causes crash not sure if fixed 2024-11-20 06:17:28 +00:00
Mohammad Arham 89955597c1 Add: Onix/Marex fix adapter, listener, and state handler 2024-11-20 06:16:58 +00:00
Mohammad Arham 96d9aae048 Add: IFIXGenericAdapter 2024-11-20 04:45:36 +00:00
Mohammad Arham f28d32946f Add: General Execution Gateway (between system and IFIXAdapter ) 2024-11-20 04:39:43 +00:00
Mohammad Arham 924efb2c3f Add: Added proto for marex fix config 2024-11-20 04:26:39 +00:00
Mohammad Arham 50abb1d784 Fix: Refactored to Switch Statement instead of if and aadded cboe 2024-11-20 04:24:51 +00:00
Mohammad Arham b5ef39ee4b Fix: Change default tick_config for taifed 2024-11-20 04:18:58 +00:00
Mohammad Arham 5b61b4fe69 Add: Accounts for CBOE Execution, subaccounts dont work 2024-11-20 03:22:18 +00:00
Mohammad Arham 2d8523ae67 FIX: Order cancel now working in emnative order 2024-11-20 03:18:31 +00:00
Mohammad Arham f0eef447d3 Add: Exchange parameter added to EMNAtive Order 2024-11-20 03:18:04 +00:00
Mohammad Arham 8604d5672c ADD: Comments for CME execution for later 2024-11-20 03:11:54 +00:00
Mohammad Arham 30822fb1f1 Fix: move start glbx onix to seperate thread 2024-11-20 03:09:07 +00:00
Mohammad Arham 826bbf76a9 Add: load_reference_data config for databento 2024-11-20 02:53:19 +00:00
John Colvin eb8c97a1b7 fix: Detect integer ticks of all sizes (not just 1)
Also don't divide by zero!

Bugs (fixed):
  * Spark crashes when opening a ladder with integer tick size of 5.
    This was first observed with TAIFEX futures.

    Cause: The ladder throws a DivideByZero exception when calculating
    the number of ticks per dollar. It isn't caught until it bubbles up
    to the scope in which 'Dispatcher.Run' was called. The catch handler
    then deliberately assert crashes.
2024-11-12 16:15:47 -05:00
John Colvin 5517c58724 fix (ui): Display trade time w/ microsecond precision
Was only showing milliseconds before
2024-11-12 11:42:23 -05:00
John Colvin e9bcdd0c65 fix build: Update Newtonsoft.Json to 13.0.3 in Spark.csproj 2024-11-12 10:35:51 -05:00
Taha 83b37c6661 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-10-30 13:36:33 -04:00
Taha 6163887cd3 Bunch of CME queries are now working 2024-10-30 13:36:23 -04:00
Mohammad Arham 214641aa1e Add: cpp tp sec_common 2024-10-25 07:02:46 +00:00
Mohammad Arham 06bc7af232 FIx: Taifex md working 2024-10-25 06:59:52 +00:00
Mohammad Arham 36b6168dec Taifex State working 2024-10-18 21:13:56 +00:00
Taha f9aa9dd982 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-10-15 23:48:34 -04:00
Taha 22f1ab44f9 Basic set of streams that can talks ot the LLM and get DSL back from few-shot prompt 2024-10-15 23:38:49 -04:00
John Colvin e4c87c267d Fix DateTimeConstant token regex for DataStreams
The previous regex was overly ambitious (and needlessly complex as a
result). The new regex is simpler, and doesn't impose bounds on month
and day ints, aside from requiring 1-2 digits.

Bugs (fixed):
  * The DataStreamExpressionInterpretter fails to parse certain date
    constants, such as "8/30/2024"
2024-10-15 11:46:58 -04:00
Mohammad Arham 86899a6ff0 FIX: TAifex state working 2024-10-14 17:19:03 +00:00
Adeel Khan 2324fd3ad2 CHANGE: Taifex State Mgmt 2024-10-14 20:59:34 +05:00
Taha 288b7712db Added and modified more streams to address teh CME NL queries 2024-10-09 13:59:01 -04:00
Mohammad Arham 8850bf4903 Remove: Assert in taifex code 2024-10-09 14:53:20 +00:00
Mohammad Arham 11112b41d1 Add: Missing config entry databento 2024-10-09 02:36:35 +00:00
Adeel Khan 2a98889b67 UPDATE: TaifexDataGateway 2024-10-09 02:18:28 +00:00
Adeel Khan 8060518a28 FIX: Removed Taifex Bugs 2024-10-08 21:29:44 +00:00
Mohammad Arham 68440d3df3 ADD: Config for one year security filter 2024-10-08 13:50:38 +00:00
Mohammad Arham 7d775afc4c Add: Taifex after hours ip change config 2024-10-08 13:49:36 +00:00
Mohammad Arham 50c7764ef7 Add: Databento security filter 2024-10-07 20:33:38 +00:00
Mohammad Arham fb8b2d28f3 Fix: DATABENTO live working 2024-10-07 20:05:38 +00:00
Mohammad Arham bcc2c4a514 CHANGE: Taifex Refactored 2024-10-07 16:26:12 +00:00
Mohammad Arham 9352298be0 Add: Taifex statehandler 2024-10-07 08:51:55 +00:00
Mohammad Arham 180bd11740 FIX: Taifex replay types of files handled 2024-10-06 21:31:34 +00:00
Mohammad Arham 57ea841381 ADD: i084 taifex 2024-10-06 20:31:07 +00:00
Mohammad Arham 7d9d176fa2 Change: Rename taifex files 2024-10-06 18:38:36 +00:00
Mohammad Arham a8f4ec07c8 Change: moved file paths to config for taifex file replay 2024-10-06 08:29:27 +00:00
Mohammad Arham 58c5be268f Add: Refactored taifex code to break it down 2024-10-06 08:01:22 +00:00
Mohammad Arham bf4859a2a9 Change: Refactored read binary file taifex 2024-10-06 07:28:12 +00:00
Adeel Khan db1cf93994 Add: Incremental Books 2024-10-04 23:23:54 +05:00
Adeel Khan ecb1c4fea0 Add: Taifex Trades 2024-10-04 23:23:41 +05:00
Mohammad Arham a513933044 Add: Exceptions handling for databento 2024-10-04 13:06:56 +00:00
Mohammad Arham 764d65b595 Remove: code to remove secuties 2024-10-03 12:06:55 +00:00
Mohammad Arham bc0d606252 Add: code to connect to Live databento 2024-10-03 12:03:48 +00:00
Mohammad Arham ceb8a68902 Add: databento repllay filename to cofig 2024-09-27 03:20:20 +00:00
Mohammad Arham 0b3183fd30 Add: added onix fix to lib to build dir 2024-09-26 16:23:19 +00:00
Mohammad Arham b6dbe37818 Add: entry for onix fix 2024-09-24 13:41:45 +00:00
Mohammad Arham c78b8bc8e1 Add databento to external 2024-09-24 13:37:57 +00:00
Taha Afzal 314f3e3715 Adding comments 2024-09-23 18:40:06 +00:00
Taha Afzal 26a1d5fc03 Creating scaffolding for incremental book updates in GeneralMarketDataListener 2024-09-23 18:39:12 +00:00
John Colvin 37e5003cf9 Merge remote-tracking branch 'origin/development.ps_linux' into development 2024-09-19 05:40:59 +00:00
John Colvin 07f3868ffc Add CBOE to spark admin webapp 2024-09-18 19:03:43 +00:00
John Colvin 46f0b17138 Add TAIFEX to spark admin webapp 2024-09-18 19:03:43 +00:00
Taha 33a8e06a3a Fixing implied vols for SPX (market data was getting divide dby the fwd) 2024-09-17 22:17:31 -04:00
John Colvin 74afdde8de fix build: Add ".list" to SymbolLists config
For new exchanges, TAIFEX and CBOE
2024-09-17 13:01:05 +00:00
John Colvin 0a92ad2eb1 fix (build): Add break statement to new venue switch cases
Namely, TAIFEX and CBOE
2024-09-17 13:00:14 +00:00
John Colvin 56d207c3f1 fix: Preserve vs exp sec type (Option) when computing implied vol
Because the exp keys in the data map have sec type Option.
2024-09-16 13:46:53 -04:00
John Colvin 9172e752e3 ui: Highlight launcher buttons when selected
Namely, the expandable menu buttons in Analytics shell module
2024-09-16 13:46:53 -04:00
John Colvin adc9f2acfc Replace trivial refs to ThreadedBlackboard w/ IBus 2024-09-15 23:45:15 -04:00
John Colvin 41d17e67d2 fix: Move accounts subscription to dispatcher thread
We update a collection that is bound to the view in the callback (mutation
ops throw if performed on a different thread).
2024-09-15 23:45:15 -04:00
John Colvin 5cacff073b fix: Check 'HasTimestamp' before accessing prop in man fill row
Pending adds (i.e., unpersisted new rows) don't have timestamps.
In such cases, the 'Timestamp' getter throws an exception.
2024-09-15 23:45:15 -04:00
John Colvin c8da92c250 Cache/index options for faster lookups in SystemContractData 2024-09-15 23:45:15 -04:00
John Colvin c4e76076e3 fix: Include venue w/ symbol when publishing interp greeks 2024-09-15 23:45:14 -04:00
John Colvin 6a715b9a68 Fix typo in comment 2024-09-15 23:45:11 -04:00
John Colvin 1f28940c95 fix: SelectorList.RemoveAt doesn't need 'convert_back' delegate
So don't throw an exception if it is null.
2024-09-15 23:45:11 -04:00
John Colvin ebff40b88f fix: Don't assume venue is in spread def string
Pass it as an argument to the parse fn. This should be fine for now, but
obviously a singular venue param won't work for cross exchange spreads.
2024-09-15 23:45:11 -04:00
John Colvin a6d14a3ac3 improvement: Move system contracts sub off of dispatcher thread
Also add 200ms throttle. Contracts shouldn't change that often, so we don't need
lightening speed here. Furthermore, such changes may trigger expensive cpu ops.

Note: this change also replaces refs to ThreadedBlackboard w/ IBus (the
former is somewhat tethered to the dispatcher thread, particularly by
its timer_callback).
2024-09-15 23:45:11 -04:00
John Colvin af96bcb9e3 fix: Pass symbol/venue from vs usage cfg to AnalyticsService proto 2024-09-15 23:28:59 -04:00
John Colvin 619702cb04 cleanup: Remove unused code 2024-09-15 23:28:59 -04:00
John Colvin 5baec19aff refactor: Index vol and theos data by symbol/venue tuple
Rather than just symbol, to avoid conflicts when the same symbol exists
at multiple exchanges
2024-09-13 10:50:23 -04:00
John Colvin 39ef30c1e3 cleanup: Remove redundant type VolSurfaceSymbolStructure
There is an identical type (in terms of prop types and corresponding proto indices)
called VolSurfaceSymbolRelationship that is used in more places.
2024-09-13 10:50:23 -04:00
John Colvin c2f2d28914 Move nested vm classes into own files
VolSurfaceSettingsEditor has too much code (still). It is hard to
navigate.
2024-09-13 10:50:23 -04:00
John Colvin e06bc3bdf5 Simplify driver symbol structure in vs settings vm
The code was confusing and difficult to follow.
2024-09-13 10:50:23 -04:00
John Colvin e19c19c013 fix: Raise prop changed event when is_selected changes 2024-09-13 10:50:23 -04:00
John Colvin 8f324bc507 Add venue to vs calc fns 2024-09-13 10:50:23 -04:00
John Colvin 12107c42ce fix: Provide venue param w/ symbol when computing fut slide 2024-09-13 10:50:23 -04:00
John Colvin 91c6fb4e52 diag: Log added/removed exps when syncing vs input w/ system exps
This shouldn't happen often, but if it does, we should know about it.

PS: We recently fixed a bug caused by inequalities between
VolSurfaceExpirations in vs input, and in SystemContractData. User
inputs to the vs grid would be immediately reverted, as the exps
associated with the inputs were not found in the SystemContractData.
This bug would have been easier to track down with this logging in
place.
2024-09-13 10:50:23 -04:00
John Colvin 7044355547 Add venue to VolSurface(DisplayGrid)Expiration
So we can handle symbol/exp date conflicts for securities that differ
only by venue (exchange)
2024-09-13 10:50:23 -04:00
John Colvin 583ae65fb2 Clean up VolSurfaceExpiration
* Enable nullable lang feat
* Use file-scoped namespace
* Sort members
* Include sec type in Compare impl
2024-09-13 10:50:22 -04:00
John Colvin 552fec0edc Add null check in SelectorList ctr 2024-09-13 10:50:22 -04:00
John Colvin fcf6927fbf cleanup: Remove unused code 2024-09-13 10:50:22 -04:00
John Colvin 23f6d827d5 refactor: Replace ThreadedBlackboard w/ IBus
In SingleVolSurfaceCommittedOutputRetriever
2024-09-13 10:50:22 -04:00
John Colvin f083d0abab Clean up VolSurfaceTimeParameters
* Enable nullable lang feat
* Use file-scoped namespace
* Implement ICloneable
2024-09-13 10:50:22 -04:00
John Colvin a895e36922 cleanup: Remove unnecessary ternary op 2024-09-13 10:50:22 -04:00
John Colvin 59d7a72288 fix: Actually use (sec) type arg in to_security_expiration 2024-09-13 10:50:22 -04:00
John Colvin 7731f2f4d1 fix: Check security_type in vs exp Equals impl 2024-09-13 10:50:22 -04:00
John Colvin 41ae5897c0 fix: Maintain sec type when converting SecurityExpiration to vs exp
Avoids data loss
2024-09-13 10:50:22 -04:00
John Colvin c7949ccfba refactor: Get rid of sec type 'Option' default (magic const)
Better to be explict
2024-09-13 10:50:22 -04:00
John Colvin 567af79c7f Fix selection binding issues in vs settings editor
This specifically addresses issues in the driver symbol grids.
Unfortunately, we can't bind directly to ComboCheckBox.SelectedItems
because the view is contained in TabControl. When the selected tab
changes, the previously selected tab clears its ItemsSource (and
consequently the SelectedItems) as a side effect of being unloaded.
2024-09-13 10:50:22 -04:00
John Colvin 6bb4a7b25c refactor: Enable nullable (ref types) in ImmutableListExtensions 2024-09-13 10:50:22 -04:00
John Colvin bc7cef4c34 Fix typo in namespace bts.collection -> bts.collections 2024-09-13 10:50:22 -04:00
John Colvin ab9dc361d6 fix: Use ComboCheckBoxItem.IsSelectedProperty
Instead of Selector.IsSelectedProperty. Unlike ComboBoxItem, ComboCheckItem's
IsSelectedProperty isn't linked to Selector.IsSelectedProperty.
2024-09-13 10:50:21 -04:00
John Colvin 39da0a4dde Add currency column to mview 2024-09-13 10:50:21 -04:00
John Colvin 44e864d697 fix: Use SetCurrentValue instead of SetValue
So we propagate values to/from the binding data source,
rather than overwrite the data source itself.
2024-09-13 10:50:21 -04:00
John Colvin 0a02da3aba Add venue, sec type dropdown filters to exp params ui 2024-09-13 10:50:21 -04:00
John Colvin 836771a7f0 fix: Add null check in ComboCheckBox.SelectedItemsCollectionChanged 2024-09-13 10:50:21 -04:00
John Colvin f386badcfb fix: Disconnect old INotifyCollectionChanged source when dp changes 2024-09-13 10:50:21 -04:00
John Colvin 1d43a484db fix: Index opt/fut exps by venue in vs analytics 2024-09-13 10:50:21 -04:00
John Colvin 91042cb41e fix: Support multiple exchanges in exp params view/vm 2024-09-13 10:50:21 -04:00
John Colvin 10c0e4247d cleanup: Remove unused 'option_symbol' param from compute_atm_data 2024-09-13 10:50:21 -04:00
John Colvin 8e34264e6d fix: Filter by exch when getting atm data for sheets
This is necessary now that we support exchanges with overlapping securities
2024-09-13 10:50:21 -04:00
John Colvin 0a840d256b fix: Remove sec id prop from SecurityExpiration
This class isn't designed to represent a particular contract; it's
basically a key to get option theos.
2024-09-13 10:50:21 -04:00
John Colvin 8a69c51cac refactor: Add 'onDispatcher' param to 'ThreadedBlackboard.subscribe'
This will allow us to gradually move subscriptions off of the dispatcher
(render) thread. When the render thread is pegged, the ui is laggy and
unresponsive. The new param defaults to true, so it won't change
anything until we explicitly set it to false in 'subscribe' calls.
2024-09-13 10:50:21 -04:00
John Colvin 0262fd40bc fix: Remove redundant SparkTimer threads
This addresses some slowness on the front end. Prior to this commit,
each ThreadedBlackboard would start its own timer thread. Since multiple
ThreadedBlackboard run concurrently, this multiplied the frequency of
the SparkTimer callbacks by the number of active ThreadedBlackboards.

The fix is to start this thread in an IShellDaemon rather than the
ThreadedBlackboard. This avoids duplicate threads because the former is
guarenteed to be instantiated only once, via dependency injection.
2024-09-13 10:50:21 -04:00
John Colvin 859dfe3544 refactor: Simplify FakeMDDaemon code that delays post
Use Task.Delay/ContinueWith instead of subscribing to the SparkTimer tag.
2024-09-13 10:50:21 -04:00
John Colvin 9c624a2f79 refactor: Use IBus instead of ThreadedBlackboard
This should address some slowness/mouse lag in the front end (recently
reported by Brandon at Immutable Cap)
2024-09-13 10:50:20 -04:00
John Colvin dec1061b40 fix: Detect and log ccapi depth msg parse errors
This fixes a crash that would happen if a depth item's price or quantity
were an empty string (now we log an error and keep going).
2024-09-13 10:50:20 -04:00
John Colvin be4895faa6 fix: Actually store currency in shared mem
This field has always been in the Security proto, though it until now it
had been omitted from the shared memory representation (FixedSecurity).
2024-09-13 10:50:20 -04:00
Mohammad Arham 3c9755f0dd ADD: Added delay to databento file reader 2024-09-12 15:10:34 +00:00
Mohammad Arham 61ed847d7d Add: Replay speed added to mdreplayer 2024-09-11 06:50:37 +00:00
Mohammad Arham fc9094fea8 Added: CBOE working on databento 2024-09-11 06:17:26 +00:00
Mohammad Arham e36c0efc4b Added: GLBX working on databento 2024-09-11 06:16:42 +00:00
Mohammad Arham 4158a14cff Added: option to send timestamp in onbook IMDListener 2024-09-11 06:15:40 +00:00
Mohammad Arham 201a45cba0 taifex deo 2024-09-05 00:59:00 +00:00
Mohammad Arham ab31b9b253 Add: Multiple files working taifex 2024-09-03 15:15:55 +00:00
Adeel Khan 780ddc79a7 Add: Taifex I083 Message 2024-09-03 20:06:48 +05:00
Mohammad Arham d5a2adaed6 fix: removed errernous code 2024-09-03 13:09:54 +00:00
Mohammad Arham 008ab3f068 Merge branch 'development.new_exchanges' of bitbucket.org:bluetradesys/spark into development.new_exchanges 2024-09-02 16:31:14 -04:00
Mohammad Arham 7d926f588d FIX: typo, changed date to day 2024-09-02 16:31:10 -04:00
Mohammad Arham 707cd07876 Add: CBOE L1 books and contracts working 2024-08-28 16:22:51 +00:00
Mohammad Arham f7ecb9090c add: code to start working on cboe 2024-08-27 12:33:23 +00:00
Mohammad Arham a19e8a7315 change: changes to make taifex work 2024-08-27 07:45:59 -04:00
John Colvin cf189ecf81 refactor: Start cboe and taifex md 'start_databento'
Similar to how we start all ccapi implemented exchanges in "_start_cc"
(in MarketDataGateway)
2024-08-26 19:13:59 +00:00
John Colvin 4405b7adcb refactor: Rename cc_md_listeners -> venue_listeners
They are general purpose, not specific to ccapi.
2024-08-26 19:09:57 +00:00
John Colvin e51ee7b7b9 refactor: Wrap IDGenerator and IMarketDataListeners in shared_ptrs
Our various market data providers (ccapi, emumba, replay, onixs)
dereference pointers to common instances of these types concurrently on
different threads. Although we've correctly managed memory ownership
thus far, we really should be using smart pointers (this is why they
were made).
2024-08-26 19:03:29 +00:00
John Colvin dfaa74f426 build: Add databento dep via FetchContent
Now we actually build libdatabento in the devcontainer along with our
code (as we do with the vcpkg deps, though this is not part of vcpkg)
2024-08-26 17:13:51 +00:00
Mohammad Arham 1d2ce59009 add: added taifex entries 2024-08-22 23:13:05 +00:00
Adeel Khan 3602cc05bb added: TaifexDataHandler, temp 2024-08-23 02:06:47 +05:00
Adeel Khan ac88a81ac6 Security Extensions 2024-08-23 01:42:24 +05:00
Adeel Khan 01fa8e0c63 added: files for Taifex, Cboe 2024-08-23 00:57:40 +05:00
Taha 322c06bfbe Fixing build relted to BCG vs bts namespace 2024-08-21 16:24:22 -04:00
Taha b68fceb362 Cleaning up FileStreams 2024-08-21 16:11:57 -04:00
John Colvin 59547e0f37 fix build: Lock fmt version to 10.2.1 in vcpkg
This fixes the front-end (Windows) libspark build
2024-08-21 13:45:43 -04:00
John Colvin 3ce100a9cf build: Add databento to sparkd
* Install databento deps in docker
  - libzstd-dev
* Add databento cmake module to externals
2024-08-21 13:49:53 +00:00
John Colvin 6513fb0cd5 cleanup: Remove unused include 'date.h' from MDSource
This was an external header, and may interfere with a dependency in the
databento lib (which we are about to add).
2024-08-21 13:49:24 +00:00
Taha Afzal fd0fb1f760 Adding incremental book updates to IMarketDataListener 2024-08-12 22:49:27 -04:00
Taha Afzal 5db586c4d3 spaces, newlines? 2024-08-12 21:27:43 -04:00
Taha 31df1a3827 Added benzinga streamd to MDPub's test config 2024-07-17 14:32:57 -04:00
Taha 7e219aec7c Merging 2024-07-17 02:06:17 -04:00
Taha 37f8b98df9 Icomplete SharedStreamsConfig was breaking build, fixing 2024-07-17 02:03:43 -04:00
Taha f06beff22f Added new benzinga streams 2024-07-17 02:02:01 -04:00
Taha Afzal 6aa39a716a PubSubSingleTagState is not needed any more 2024-07-16 01:15:51 +00:00
Taha Afzal 5088b5ebe0 Fixing problems where PSS's client socket's IP was different than what the client was sending in PubSubClientSubscription 2024-07-08 23:09:53 +00:00
Taha Afzal 010dd3a26f Fixing PubsubEchoTestStream 2024-07-07 06:13:22 +00:00
Taha Afzal 1a18755176 Added pss_echo() 2024-07-06 06:53:35 +00:00
Taha Afzal 233e2576af Merging 2024-07-05 21:21:27 +00:00
Taha Afzal 543c655bca src/DataStreamSuite/PubSub/ManagedTCP/AsyncTCPConnection_AsyncWrapper.cs 2024-07-05 21:13:36 +00:00
Taha 050e21e22b Adding TableMetaDataStream 2024-07-04 23:39:04 -04:00
Taha Afzal 672ad6d237 Cleaning Config 1.0 (not completely done) 2024-06-30 23:17:20 -04:00
Taha 0a8f6e866f Added pubsub routes to the Title of DSQA 2024-06-27 14:04:07 -04:00
Taha b177ffef04 Fixing the bug where messages were being sent by the pubsubserver out of order 2024-06-27 00:17:22 -04:00
Taha 393f304be4 some buf gixes + cleanup 2024-06-26 00:23:19 -04:00
Taha 151816bf5e PubSuMessageReactor empties the message queue (instead oif one elem ata a time) in the main loop 2024-06-24 02:29:28 -04:00
Taha 5cf7eacd82 Fixing the extra .0 in the default pubsub server routeplusfixing acorner cae issue of gettign a fast streaming data cakback after an unsubscribe 2024-06-24 00:28:07 -04:00
Taha 87b6a2044c PubSubServer's linux issues fixed 2024-06-23 21:13:37 -04:00
John Colvin 087d8ab8c9 Set text=auto in gitattributes
Otherwise git can cause files to show as "permanently modified" when you
apply changes from the index (e.g., by running 'git rebase', or 'git
stash pop')
2024-06-11 17:39:12 +00:00
John Colvin b69b7b3350 vscode: Use '\' dir separator in show_last_run.cmd
This script only runs on Windows
2024-06-08 15:08:25 -05:00
John Colvin 5620f33524 vscode: Add task to view logs for last PubSubServer run 2024-06-08 14:42:13 +00:00
John Colvin f3e33fa390 vscode: Add task to run PubSubServer without building 2024-06-07 16:41:42 +00:00
John Colvin 3b631e0d5f Fix a couple more typos in logs 2024-06-07 16:35:06 +00:00
John Colvin f93d28ee76 vscode: Add task to view logs for last DSQA run 2024-06-07 11:34:36 -05:00
John Colvin 23d7d3775d cleanup: Delete unused files 2024-06-07 10:40:34 -05:00
John Colvin 4940771166 fix: Don't login to sparkd from DSQA 2024-06-07 10:02:42 -05:00
John Colvin c1967a8f6a vscode: Add tasks to edit Spark, DataStream config 2024-06-06 11:12:56 -05:00
John Colvin 8c797ee76b Fix typo in log msg 2024-06-06 09:21:01 -05:00
John Colvin ce80957d07 DSQA shouldn't connect to sparkd by default 2024-06-06 09:21:01 -05:00
John Colvin c60018b59e DataStreamPublisher shouldn't connect to sparkd by default
It only needs to connect to sparkd if it's publishing market data
2024-06-06 09:21:01 -05:00
John Colvin 3a27af87d1 PubSubServer shouldn't download config from sparkd by default
As far as I know, it only needs spark/protobuf config to initialize the
c++ logging system. Eventually, we should get rid of that dependency and
use builtin Microsoft Logging facilities for c# instead. In the
meantime, PubSubServer will load config from local files by default
(i.e., spark.conf).
2024-06-06 09:21:01 -05:00
John Colvin 068c1c6973 cleanup: Remove erroneous comment 2024-06-06 09:21:01 -05:00
John Colvin 645a58c97d vscode: Add launch.json 2024-06-06 09:21:01 -05:00
John Colvin b7f455b29a vscode: Remove launch/tasks.json from gitignore 2024-06-06 09:21:00 -05:00
John Colvin 4a2735839e Change line endings to crlf in a few cs files 2024-06-06 09:21:00 -05:00
John Colvin d2e9fe8237 Change line endings to crlf in a few cs files 2024-06-06 09:21:00 -05:00
John Colvin cfc60766d8 Change line endings to crlf in a few cs files 2024-06-06 09:21:00 -05:00
John Colvin b03fec7f79 Change line endings to crlf in a few cs files 2024-06-06 09:20:59 -05:00
John Colvin fb8e7c5b81 Ensure crlf line endings for cs files 2024-06-06 09:20:05 -05:00
John Colvin e44601d1b1 fix merge: Bring back few fns that SchemaGuesserStream needs
* BlueDataUtility.get_typed_schema
* BlueDataUtility.get_typed_table
2024-06-06 09:20:05 -05:00
Taha 07bade53c0 Fixing AsyncTCPCOnnection_APM's double partial messages for messages > 100 MB 2024-06-06 09:20:05 -05:00
Taha fac0a9c25b RemoteQueryStream 2024-06-06 09:20:05 -05:00
John Colvin 1d1de3dd18 Ensure proper line endings for sh, cmd scripts
Via new gitattributes file
2024-06-06 09:20:05 -05:00
John Colvin cfcbf004ba vscode: Use consistent naming conventions in tasks.json 2024-06-06 09:20:05 -05:00
John Colvin 78c7dadbbe vscode: Add parameterless task variants
This allows us to build as a 'preLaunchTask' when debugging (without
requiring users to redundantly specify 'Debug' as the build type).
2024-06-06 09:20:01 -05:00
John Colvin 7b5a6031af build: Use consistent naming conventions in CMake presets
We'll use similar naming conventions for our (vscode) tasks
2024-06-06 09:15:17 -05:00
John Colvin c13a7782c8 build: Name sparkd binary dirs after cmake preset
All other builds follow this pattern. Given the fact that we have so
many different builds now (spark, sparkd, data-streams, api-server,
etc.), it behooves us to adopt consistent naming conventions.
2024-06-06 09:15:17 -05:00
John Colvin 45f02391d1 cleanup: Remove sparkd login creds from PubSubServerConfig
It only needs a Sparkd url to download logging config. TBH, we can probably
get rid of that too, and simply read the local spark.conf.
2024-06-06 09:15:17 -05:00
John Colvin a3ca06addc Reduce 'internal_publish' log level to Diag
It was a bit noisy for the Info level
2024-06-06 09:15:17 -05:00
John Colvin 32869e54ec fix: Fix typos in c# Logs
Prefix a few msgs with '$' so vars in curly braces are expanded via
interpolation
2024-06-06 09:15:17 -05:00
John Colvin ca73220a2e Add new PubSub cfg to DSQA
At least the server address (port) needs to be exposed
2024-06-06 09:15:17 -05:00
John Colvin 9fc3c2618e cleanup: Remove unnecessary reference to SharedStreams
From DataStreamPublisher
2024-06-06 09:15:17 -05:00
John Colvin e72e0c0a30 fix: Make PubSubServer actually use sparkd url in config 2024-06-06 09:15:17 -05:00
John Colvin a5bfc75278 cleanup: Fix a few nullability warnings in DSQA 2024-06-06 09:15:17 -05:00
John Colvin 261a184d25 refactor: Replace legacy Crono type w/ dotnet Stopwatch 2024-06-06 09:15:16 -05:00
John Colvin 54e96a06cb build: Build DSQA on Windows in build_data_stream.py
It was only building DataStreamSuite.sln before, which is crossplatform
now so it no longer includes DSQA.
2024-06-06 09:15:16 -05:00
John Colvin 17e60df32b cleanup: Remove unused file PubSub3Config.cs 2024-06-06 09:15:16 -05:00
John Colvin c99d5fe24c Add support for core PubSub config via json 2024-06-06 09:15:16 -05:00
John Colvin 6049826e90 build: Make build_data_stream.py cross platform
Previously it only worked on Windows
2024-06-06 09:15:16 -05:00
John Colvin 672149dd89 Add more descriptive logs (via stdout) during initialization
The C++ configure/initialize routines were particularly opaque
2024-06-06 09:15:16 -05:00
John Colvin 8c99147f04 build: Build cmake presets in distinct binary dirs
It may use more disk space, but we really don't have a choice. CMake
projects with different parameters, preprocessors, source files, etc.
are not designed to share binary dirs. For example, the libspark.so file
that the Spark front-end is supposed to use is not necessarily the same
as the libspark.so file the Api Server is supposed use.
2024-06-06 09:15:16 -05:00
John Colvin 4d4b0b7ae3 build: Give api server distinct shm prefix 2024-06-06 09:15:16 -05:00
John Colvin 1a7955c1b1 build: Remove unnecessary cache var/macro for api server
* BUILD_API_SERVER (cmake cache var)
* SPARK_ENABLE_API_SERVER (preprocessor defined conditionally w/ BUILD_API_SERVER)

They were originally added to control whether or not MD Consumer extern
fns were built. They have been made redundant by the more appropriately
named EXPORT_MD_CONSUMER cache var/macro (both have same name now).
2024-06-06 09:15:16 -05:00
John Colvin f8fc2a1d96 cleanup: Remove static service Locator class
It relied on a static singleton 'ServiceContext'. Replace references
with a properly scoped (i.e., non-static) ServiceContext
2024-06-06 09:15:16 -05:00
John Colvin 9a7b3cb77c refactor: Reduce code (simplify) in BTS.init
Remove the 'args' parameter, since the cmd line can be obtained from
Environment.GetCommandLine anyways
2024-06-06 09:15:16 -05:00
John Colvin 8a3e4edb4d Dispose connections in SimpleTCPServer.Dispose 2024-06-06 09:15:15 -05:00
John Colvin e59183bb1e improvement: Allow app data dir to be overriden w/ env var
Historically, this has been hardcoded to ~/sparkdata on Linux, and
%APPDATA%/bts on Windows.
2024-06-06 09:15:15 -05:00
John Colvin dd4d4e8dc6 fix: Expand path vars in cmake presets at runtime
The binaries should be portable to other machines (paths shouldn't
be fixed to the user's home dir at compile time).
2024-06-06 09:15:15 -05:00
John Colvin f1744450ca build: Add script to build api server 2024-06-06 09:15:15 -05:00
John Colvin 3a7827a75b build: Automatically load vs dev prompt for win builds 2024-06-06 09:15:15 -05:00
John Colvin 8d22e91c0d fix build: Remove references to HighPerformanceTimer
An old custom timer class from Edge that we no longer need. We're
replacing it w/ a dotnet builtin timer class called 'Stopwatch'.
2024-06-06 09:15:15 -05:00
John Colvin c425145fc9 Remove mongo stream from MarketDataPublisher.json
It doesn't work unless you have mongodb running (a bit of a burden when you
just want to publish market data)
2024-06-06 09:15:15 -05:00
John Colvin 4855935ae0 improvement: Get PubSubRoutes from config (json)
Previously, we were using hardcoded default routes.
2024-06-06 09:15:15 -05:00
John Colvin 65f412ec9f fix: Fix myLoadAllTypes impl
* Fix lowercase typo in hardcoded assemblies (case matters now that we
  run on Linux)
* Fix resolution to full path (previous impl used deprecated functions,
  and incorrectly appended relative paths)
2024-06-06 09:15:15 -05:00
John Colvin 40681c6093 Add MaybeNullWhen(false) attribute to TryGetFirst result
So callers can assume non-null when it returns true (for IEnumerables of
non-null ref types)
2024-06-06 09:15:15 -05:00
John Colvin ab2d36e523 vscode: Add tasks.json
This provides a good base of operations to build/launch our now numerous
projects
2024-06-06 09:15:09 -05:00
John Colvin b1ab3a66d2 build: Fix old build_sparkd.py script
Things have become a lot simpler since it was originally written.
2024-06-05 15:44:36 +00:00
John Colvin 5e7e7e8ef4 test: Add FilterStreamTests 2024-06-05 15:44:35 +00:00
John Colvin 9291d30ae9 build: Add cmake opt to export MDConsumerInterop fns
Now that we have all these different builds (sparkd, spark, api server,
data streams) - many of which are cross platform - we need a proper
toggle for this (relying on 'IF WIN32' preprocessors doesn't cut it)
2024-06-05 15:44:35 +00:00
John Colvin 549708fcc2 fix: Use ".dll" file ext when loading assemblies by path 2024-06-05 15:44:35 +00:00
John Colvin 1d5551f301 build: Add cmake preset to build data streams on linux 2024-06-05 15:44:35 +00:00
John Colvin 283db0f9ea build: Define shm prefix and app data dir in CMakePresets
It's more organized this way, with the input variables for each
configuration defined in one place.
2024-06-05 15:44:35 +00:00
John Colvin 9fb04b2db9 cleanup: Remove unused cmake preset 'spark-api-server-base'
This was a hidden preset designed for common Linux/Windows config.
Neither Linux nor Windows configs were inheriting it.
2024-06-05 15:44:35 +00:00
John Colvin ceca96e10a Add build_data_stream.sh script for Linux 2024-06-05 15:44:35 +00:00
John Colvin fc48cc64af fix build (webapp): Add --include=dev arg to npm install
The apt repo finally updated npm from 8.X.X to 10.8.0. This broke the
Spark.Admin.WebApp build because the new version doesn't install dev
dependencies by default.
2024-06-05 15:44:35 +00:00
John Colvin 015d846941 feat: Add Pandas(Script)Stream 2024-06-05 15:44:35 +00:00
John Colvin e39108bbda fix build (sparkd): Fix typo
'git' was appended to a type name. I suspect a keyboard focus conflict
between vs code editor/terminal panes.
2024-06-03 13:46:51 +00:00
John Colvin 6240d89a08 Map PubSubServerConfig json to historic PubSub3Config 2024-06-03 13:46:51 +00:00
John Colvin c76700e5e5 cleanup: Remove unused PubSubRoute array from DSQA 2024-06-03 13:46:51 +00:00
John Colvin a8a0e8dea0 cleanup: Remove unused PubSubConfigureForm 2024-06-03 13:46:51 +00:00
John Colvin d65a2d6ed6 test: Add DataPacketBuilderTests
This tests somes facilities used in the new MongoCollectionStream
2024-06-03 13:46:51 +00:00
John Colvin 1824d5f9a4 feat: Add [incremental] MongoCollectionStream 2024-06-03 13:46:51 +00:00
John Colvin d3eb29087b refactor: Impl IDictionary<int, IBlueRow> in BlueTable 2024-06-03 13:46:51 +00:00
John Colvin d6fae238f9 Add IObservable ViewStream wrapper 2024-06-03 13:46:51 +00:00
John Colvin 44b46033e3 cleanup: Remove HighPerformanceTimer 2024-06-03 13:46:51 +00:00
John Colvin 5741ec9ab2 cleanup: Remove unnecessary usings (namespaces) 2024-06-03 13:46:51 +00:00
John Colvin 596975b309 style: Apply modern formatting to Crono 2024-06-03 13:46:51 +00:00
John Colvin 9050318ceb refactor: Replace HighPerformanceTimer w/ Stopwatch
This is needed to build DataStreamSuite on Linux.

'Stopwatch' is a platform independent timer class included with the
System.Runtime library in modern dotnet. 'HighPerformanceTimer' is a BTS
class that predates Stopwatch, and is NOT platform independent as it
relies on Windows kernel32.dll QueryPerformanceCounter/Frequency fns.
2024-06-03 13:46:51 +00:00
John Colvin 7ee6933789 refactor: Add formal config classes for prepublish streams
They can be passed to command line via --config <json_file>
2024-06-03 13:46:51 +00:00
John Colvin 306c572b53 improvement: Polish clis in DataStreamSuite
Specifically PubSubServer, DataStreamPublisher and DSQA

* Use CommandLineParser (nuget pkg)
* Clean up csproj files a bit while we're at it
2024-06-03 13:46:51 +00:00
John Colvin 63306173b1 refactor: Reorganize NumericComparer, support all types
Get rid of redundant UniversalNumericComparer while we're at it
2024-05-25 15:37:33 +00:00
John Colvin df1b45ca3e cleanup: Remove leftover legacy files 2024-05-25 15:37:33 +00:00
John Colvin c31a1f1bf3 cleanup: Switch assert statements to 'constraint model'
This gets rid of a few more build warnings in DataStreamSuite
2024-05-25 15:37:33 +00:00
John Colvin e95997ea17 cleanup: Chip away a few nullability warnings in DataStreamSuite
This is a start, but there're still > 700 of them!
2024-05-25 15:37:33 +00:00
John Colvin 12a070fd8d build: Remove DSQA from DataStreamSuite.sln to its own sln
So we can build DataStreamSuite.sln on Linux (DSQA depends on WinForms)
2024-05-25 15:37:33 +00:00
John Colvin e0459c54fd build: Fix 'pubsub' -> 'PubSub' typo in csproj ProjectReferences
Now all DataStream projects build on Linux (except DSQA, which is a winforms app)
2024-05-25 15:37:33 +00:00
John Colvin 15262a5a95 build: Move winform deps from BlueRegistry.csproj to DSQA
So we can build all DataStream projects (except DSQA) on Linux
2024-05-25 15:37:33 +00:00
Taha Afzal 90ec64d25c deleting old serializers 2024-05-25 15:37:33 +00:00
Taha Afzal 061481419e Streams can be published and subscribed now 2024-05-25 15:37:33 +00:00
Taha Afzal 8035255868 Cleaned up the cashe held by PublisherCore 2024-05-25 15:37:33 +00:00
Taha Afzal 7feaf869dc Stream serialization revamp, all tests pass (TestsStream.s) 2024-05-25 15:37:33 +00:00
Taha Afzal 7104e90fc9 Adding tests for stream serialization 2024-05-25 15:37:33 +00:00
Taha Afzal 52c1e500e6 Re-fixing PubSubserver exception caused by null server in internal tags 2024-05-25 15:37:33 +00:00
Taha Afzal 07274f897a Pubsub stats 2024-05-25 15:37:33 +00:00
Taha Afzal f626e53415 CPublisherCore, SubscriberCore, PubsubMessageReactor claned 2024-05-25 15:37:33 +00:00
Taha Afzal 5a7b2965be PubUBState cleaned up and modernized 2024-05-25 15:37:33 +00:00
Taha Afzal 0aab1628bc removing old handlers from PubsubMessageReactor 2024-05-25 15:37:33 +00:00
Taha Afzal b9649e1d8e Clearing up PubSubMessageReactor 2024-05-25 15:37:33 +00:00
Taha Afzal 3bc9bf2207 Starting the server cleanup work 2024-05-25 15:37:33 +00:00
Taha Afzal 888c06262b PublisherCore cleaned up 2024-05-25 15:37:33 +00:00
Taha Afzal 03e80dabcb CHanging member names from old style 2024-05-25 15:37:33 +00:00
Taha Afzal 54184d0875 Cleaning up ISubscriberCore to use ne PubSubClientMssage class 2024-05-25 15:37:33 +00:00
Taha Afzal 90bcf5a455 Adding testss for PubSubMessages 2024-05-25 15:37:33 +00:00
Taha Afzal d32d5ef40c Cleaning up PubSubMessages, as types messages instead of PubSubMetaData untypes dictionary 2024-05-25 15:37:33 +00:00
Taha Afzal 2e0e0658c6 Fixing merging 2024-05-23 10:34:40 -04:00
Taha Afzal bbdb50a41e FIX bridge for Trafix 2024-05-23 10:34:40 -04:00
John Colvin 90705cac83 Integrate theos into Algo Testing Framework
(For Laguna)
2024-05-13 14:28:16 +00:00
John Colvin b91cdd6d91 Expose get/set test secs fn for Algo Testing Framework
Laguna needs this. Historically, the test securities were extracted from
coconut md replay files. Eventually, we'll extract them from the new
replay file format, but until then, this gives Laguna a way to manually
set securities for algo tests (I hardcoded 1 ES sec for convenience by
default).
2024-05-13 14:23:31 +00:00
Mohammad Arham 64f2bd7a88 removed quoting algo so can be loaded dynamically 2024-04-04 20:38:15 -04:00
Mohammad Arham 3e32f684e3 removed redundant code 2024-04-03 16:56:31 -04:00
Mohammad Arham ff73756a55 removed assert if delete order that is completed 2024-04-03 16:55:29 -04:00
Mohammad Arham 1e64811d93 changed error code 2024-04-03 16:54:51 -04:00
John Colvin 2488597cf2 fix build (linux api server): Remove srcs that moved to sparkd 2024-04-02 16:25:13 +00:00
John Colvin 2d8047ba80 build: Tidy up build/publish_spark scripts
In preparation for the first deployment of the "development" branch.
2024-04-02 01:47:47 -05:00
John Colvin 3cb602b77e dev: Remove irrelevant comment from devcontainer.json
It was added by accident
2024-04-02 06:10:25 +00:00
John Colvin 51e1005e79 dev: Fix compile-commands-dir in devcontainer.json
It should be '${workspaceFolder}/build/clang/debug'
2024-04-02 06:01:14 +00:00
John Colvin ef7ea64973 dev: Add -y to 'apt install libpcap' in Dockerfile
Fixes the docker build
2024-04-02 05:57:03 +00:00
Mohammad Arham 0267c16e5a Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-04-01 19:02:32 -04:00
Mohammad Arham ca40e278ff quoting crash fix and comments 2024-04-01 19:01:27 -04:00
John Colvin 1c5da7ad48 cleanup: Tidy up hdrs included in cpp algo sdk 2024-04-01 10:09:35 -04:00
John Colvin 9bb3d5c569 refactor: Move ChildOrder defs to cpp file
So deps can be omitted in header
2024-04-01 10:09:35 -04:00
John Colvin 92ba43bfad refactor: Move ccapi logger into its own file 2024-04-01 10:09:35 -04:00
John Colvin ddeb5e59f0 fix: Add missing exchs to risk webapp 2024-04-01 10:09:35 -04:00
John Colvin 6b0b3e31cc cleanup: Move nested Trade class into its own file
Cut down on dep clutter
2024-04-01 10:09:35 -04:00
John Colvin 3f6c904ccc cleanup: Get rid of redundant SecurityKey def
Make bts::Security an alias for bts::md::Security instead
2024-04-01 10:09:35 -04:00
John Colvin d433919f1b refactor: Move OrderBuilder defs to cpp file
So impl deps don't leak into the sdk through headers
2024-04-01 10:09:35 -04:00
John Colvin 75da9af39d improvement: Add fmt impl for SecurityKey 2024-04-01 10:09:34 -04:00
John Colvin 22eff44926 cleanup: Tidy up Book.h 2024-04-01 10:09:34 -04:00
John Colvin cd6a052d0c cleanup: Tidy up IAlgoOrder, add fmt impl for ChildState
Part of a larger effort to polish the sdk for laguna
2024-04-01 10:09:34 -04:00
John Colvin 3b6cf0b187 cleanup: Remove unnecessary includes 2024-04-01 10:09:34 -04:00
John Colvin c170dd7a9e refactor: Include ostream in EnumMacros.h
So it doesn't need to be explicitly included to support ENUM_CLASS_DEF
2024-04-01 10:09:34 -04:00
John Colvin 154775bc70 refactor: Move misplaced code from libspark to sparkd
This will reduce the dependency load on libspark and the c++ algo sdk.
This has been on the backburner for a while; we're doing it now so we
can deliver a clean sdk to Laguna.

Migrating the following code:
  * general server-side md utils (MarketDataGateway, etc.)
  * emumba dependent code, including md impl for:
    - deribit
  * ccapi dependent code, including md impl for
    - binance
    - binance_us
    - binance_usds_futures
    - ftx
    - coinbase
    - okx
    - deribit
  * md recording

Note: I first began this migration to eliminate the c++ algo sdk's
wependency on emumba. There seemed to be a conflict related to ssl
versions (the build in the sdk docker would fail with unresolved
external symbols for OPENSSL macros)
2024-04-01 10:09:34 -04:00
John Colvin 7f936f3ba9 fix: Inline defs in hdr file 2024-04-01 10:09:24 -04:00
John Colvin 9b30a947a8 fix build: Add a few includes, suppress some werrors
Not sure how this slipped through the cracks, but I'm guessing the build
broke when we upgraded the cpp compilers (to clang 17 and gcc 13).

* Include <cstdint> in a few places
* Suppress -Wstringop-overflow in sparkd-gcc-release build
* Change const char * param to explicit std::string for proper type
  deduction in call to 'std::make_tuple'. For some reason, the gcc build
  was failing with an array-bounds werror (changing the arg fixed it).
2024-04-01 10:09:24 -04:00
John Colvin 2ee58d8f99 dev: Add devcontainer.json (for linux) 2024-04-01 10:09:24 -04:00
John Colvin 0537b3e9c7 cleanup: Remove mongodb.js file that was added by accident 2024-04-01 10:09:24 -04:00
John Colvin 8ae940bcbc fix: Change "init" call to "initAsync" in spark_api_server main
WebsocketDataSync.init was refactored to initAsync
2024-04-01 10:09:23 -04:00
Mohammad Arham 966ccb5f2c fixed order entry 2024-04-01 07:48:36 -04:00
Mohammad Arham fae9c3e59e quantity connected, fills reported, limit set as default 2024-04-01 07:46:36 -04:00
Mohammad Arham cb1dfb257d updated defaults to have max_order_msgs_per_window 2024-03-29 16:00:36 -04:00
Mohammad Arham 76c3fe86c2 quote algo quantity hooked 2024-03-29 14:42:15 -04:00
Mohammad Arham 7e3b1de70f bug fix 2024-03-29 00:38:33 -04:00
Mohammad Arham 2a07e3cf3c custom orders working on api 2024-03-29 00:37:04 -04:00
Mohammad Arham 6d0249825d quotingalgo working 2024-03-29 00:35:49 -04:00
Mohammad Arham 63810e3966 build fix 2024-03-26 18:07:48 -04:00
Mohammad Arham 4c013a8886 reorganise code 2024-03-26 18:07:01 -04:00
Mohammad Arham 9509818978 set theos 2024-03-26 18:06:07 -04:00
Mohammad Arham 4fdf3b8b60 just cleaner code 2024-03-26 02:10:06 -04:00
Mohammad Arham ee9a58486d cleaner code same logic 2024-03-25 02:52:51 -04:00
Mohammad Arham 75d6939c8b added new rules for onix decode ticks 2024-03-25 01:48:22 -04:00
Mohammad Arham fb1697b571 spelling fix 2024-03-24 23:17:02 -04:00
Mohammad Arham 4080d606d8 fixed get trades 2024-03-24 23:16:38 -04:00
Mohammad Arham 7655fd47dd fixed spelling 2024-03-24 23:14:11 -04:00
Taha Afzal d029b0fce7 SimExecution works with GLBX now 2024-03-18 23:54:19 -04:00
John Colvin 60df5b2a68 refactor: Move OrderDataHelper to spark_api.csproj
So it can be called from the websocket api server to parse
CustomOrderDefinitions
2024-03-13 12:45:17 -05:00
Taha Afzal bada5dc961 Fixing SimExecution for CME 2024-03-06 14:11:02 -05:00
Taha Afzal 4510e120ab enabling some streams like max, that were dependent on AddCOlumns (thta John fixed in the last commit) 2024-02-12 13:21:28 -05:00
Taha Afzal da2af06ee6 Merging 2024-02-08 15:48:51 -05:00
John Colvin 9212c6d097 Line ending changes in yacc/lex generated code
I recently upgrade the YaccLexTools nuget to 1.2.2, perhaps these new
line endings are related to that.
2024-02-08 14:28:36 -06:00
John Colvin 8660dea85a build: Downgrade new DataStream code from net8 -> net7
The AddColumnsStream, SortStream, and requisite yacc/lex grammar were
originally added to a new branch, off of development, which is on net8.
I forgot to change it to net7 when I cherry-picked the commits for the
regular development branch.

It's wasn't quite as simple as flipping net8 -> net7 in csproj files,
because I was eager to use new language features only available in net8!
Namely, primary constructors and collection expressions.
2024-02-08 14:24:31 -06:00
Taha Afzal 8c1342230b RowDiff added 2024-02-08 14:11:10 -05:00
John Colvin d0ddc1d57b Resurrect SortStream
Add ColumnSortExpressions grammar (lex/yacc)
2024-02-08 10:04:53 -06:00
John Colvin fe1e953030 Resurrect AddColumnStream
Add ColumnExpressions grammar (lex/yacc)
2024-02-08 10:04:53 -06:00
John Colvin dab17af5a9 build: Upgrade YaccLexTools to 1.2.2 2024-02-08 00:51:16 -06:00
Taha Afzal 8dd2775092 Added volatility to trade bars 2024-02-04 23:22:52 -05:00
John Colvin 7fb7b1e4af Fix PriceStatsStream
* Store subscription IDisposable in class (we need to control the life of the subscription)
* Flip typo '_dirty = false' -> '_dirty = true'
2024-02-04 22:14:00 -06:00
Taha Afzal 8966b73ac9 Merge branch 'development' of bitbucket.org:bluetradesys/spark into development 2024-02-04 18:04:06 -05:00
Taha Afzal ddb2a91763 Adding TradBar stream 2024-02-04 18:03:51 -05:00
John Colvin bc5bcbf11e fix: Bootstrap MarketDataClient.price_ticker/stats w/ init state
Bugs (fixed):
  * MarketDataClient.price_ticker, and price_stats streams don't fire update
    with initial state (they only tick as subsequent changes are observed)
2024-02-04 15:33:20 -06:00
Taha Afzal 287ee291cc Adding a stream that send a TCP packet to the echo server and monitors the n_sends and n_recvs 2024-01-25 13:37:41 -05:00
Taha Afzal 2bceda01ae Added code in BlueDataUtility to create schema from data 2024-01-22 16:28:23 -05:00
1674 changed files with 80453 additions and 137020 deletions

No files matched your search

+2 -2
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@@ -9,7 +9,7 @@
]
},
"fable": {
"version": "4.0.6",
"version": "4.24.0",
"commands": [
"fable"
]
@@ -27,4 +27,4 @@
]
}
}
}
}
+131
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@@ -0,0 +1,131 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
# Note installations that take a while (more than 10s)
RUN apt-get update
RUN apt-get install -y ca-certificates
RUN apt-get install -y ccache
RUN apt-get install -y curl
RUN apt-get install -y fish
RUN apt-get install -y gdb
# git-all: ~250s
RUN apt-get install -y git-all
RUN apt-get install -y gnupg
# liblttng-ust-dev: ~30s
RUN apt-get install -y liblttng-ust-dev
RUN apt-get install -y libssh2-1-dev
RUN apt-get install -y locales
RUN apt-get install -y ninja-build
# openssh-server: ~40s
RUN apt-get install -y openssh-server
RUN apt-get install -y pkg-config
RUN apt-get install -y software-properties-common
RUN apt-get install -y sudo
RUN apt-get install -y tzdata
RUN apt-get install -y vim
RUN apt-get install -y zip
# Python: ~30s
RUN apt-get install -y \
python3-pip \
python3-venv \
&& python3 -m pip install --upgrade pip
# GCC
ARG gcc_major=13
RUN \
add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
# Clang
ARG clang_major=17
RUN \
curl -fsSL https://apt.llvm.org/llvm-snapshot.gpg.key 2> /dev/null \
| gpg --dearmor - \
| tee /usr/share/keyrings/llvm-snapshot.gpg > /dev/null \
&& echo "deb [signed-by=/usr/share/keyrings/llvm-snapshot.gpg] http://apt.llvm.org/$(lsb_release -cs)/ llvm-toolchain-$(lsb_release -cs)-$clang_major main" \
| tee -a "/etc/apt/sources.list.d/llvm.list" \
&& apt-get update \
&& apt-get install -y \
clang-$clang_major \
clang-format-$clang_major \
clangd-$clang_major
# CMake
RUN \
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/ $(lsb_release -cs) main" \
| tee /etc/apt/sources.list.d/kitware.list > /dev/null \
&& apt-get update \
&& apt-get install -y cmake
# Dotnet
RUN apt-get update && apt-get install -y dotnet7
# Node
ARG node_major=18
RUN mkdir -p /etc/apt/keyrings \
&& curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
| gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
&& echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
| tee /etc/apt/sources.list.d/nodesource.list \
&& apt-get update \
&& apt-get install -y nodejs
# Emumba (deps)
RUN apt-get update && apt-get -y install rapidjson-dev
# Emumba
COPY emumba /emumba
RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
&& rm -r /emumba
# Pcap
RUN apt-get update && apt-get install -y libpcap0.8-dev
# Databento (deps)
RUN apt-get update && apt-get -y install libzstd-dev
# Docker in Docker
RUN apt-get update && apt-get install -y \
docker.io \
docker-compose \
docker-compose-v2
# Set up default executables (update-alternatives)
RUN \
update-alternatives --install /usr/bin/clang clang /usr/bin/clang-$clang_major 100; \
update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-$clang_major 100; \
update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-$clang_major 100; \
update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-$clang_major 100; \
update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-$gcc_major 100; \
update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-$gcc_major 100
# Add compiler symlinks for ccache
RUN \
ln -s /usr/bin/ccache /usr/local/bin/clang; \
ln -s /usr/bin/ccache /usr/local/bin/clang++; \
ln -s /usr/bin/ccache /usr/local/bin/clang-$clang_major; \
ln -s /usr/bin/ccache /usr/local/bin/clang++-$clang_major; \
ln -s /usr/bin/ccache /usr/local/bin/gcc; \
ln -s /usr/bin/ccache /usr/local/bin/g++
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
-g "$docker_uid" \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
+31
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@@ -0,0 +1,31 @@
{
"dockerFile": "Dockerfile",
"hostRequirements": {
"memory": "8gb",
"storage": "10gb"
},
"containerUser": "bts",
"updateRemoteUserUID": true,
"shutdownAction": "none",
// Note: If running multiple containers on the same host, each must use a
// unique set of ports. Usually we just add 1000 to each port as needed. For
// example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
"runArgs": [
"--shm-size",
"8gb"
],
"mounts": [
"source=/var/run/docker.sock,target=/var/run/docker.sock,type=bind"
],
"customizations": {
"vscode": {
"extensions": [
"eamodio.gitlens",
"llvm-vs-code-extensions.vscode-clangd",
"ms-vscode.cmake-tools",
"ms-vscode.cpptools",
"xaver.clang-format"
]
}
}
}
+4
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@@ -0,0 +1,4 @@
#!/usr/bin/env bash
this_dir="$(realpath "$(dirname "$(readlink -f "${BASH_SOURCE[0]}")")")"
sudo dpkg -i "$this_dir/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
+48
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@@ -0,0 +1,48 @@
# This file defines the global default configuration for docker deployments.
# It is tracked in source control. For temporary modifications, please create
# a separate file called ".env.local" (it's in .gitignore, so won't be tracked).
# If a variable is defined in both files, the value in .env.local will be used.
#
# About the deployment procedure:
# We use Docker Compose to build images and launch containers for various services
# that make up our software suite:
# - sparkd
# - TODO: pubsub
# - TODO: md-publisher
# - TODO: webapp (DSQA on the web)
# - TODO: api-server (websocket based)
# From inside a devcontainer, you can launch all services in separate containers
# on your machine by running:
#
# tools/deploy.sh
#
# This script builds release versions for each service, packaged (generally) in
# self-contained directories. Next, it runs a few "docker compose" commands to
# build docker images loaded with the self-contained binaries from the previous
# step, and start containers with those images to run each service. To view the
# commands that deploy.sh runs internally (without actually running them), run:
#
# tools/deploy.sh --dry-run
#
# For additional information/help, run:
#
# tools/deploy.sh --help
#
### Sparkd ###
# The internal image for sparkd to use. For more info, view:
# src/server/sparkd/Dockerfile
SPARKD__IMAGE=sparkd
# The config dir for this service to use
SPARKD__CONFIG_DIR=src/server/sparkd/configurations/dev
# Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
# Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
# SPARKD__DATA_DIR=/home/bts/sparkdata/data
SPARKD__SOURCE_DIR=install/sparkd-release-gcc
SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
SPARKD__CONFIG_PORT=8000
SPARKD__QUICKBUS_PORT=8001
SPARKD__SIM_FIX_PORT=8002
SPARKD__SHM_SIZE=4gb
# TODO: add config for other services (pubsub, md-publisher, webapp, api-server, etc.)
+3
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@@ -0,0 +1,3 @@
*.cmd text=auto eol=crlf
*.cs text=auto eol=crlf
*.sh text=auto eol=lf
+5 -2
View File
@@ -8,7 +8,9 @@ cmake-build-debug/
.idea/
.dir-locals.el
*.pyc
**.vscode
**.vscode/*
!.vscode/launch.json
!.vscode/tasks.json
.vs
obj/
*.csproj.user
@@ -54,6 +56,7 @@ trace_data/
/src/Spark.Admin.WebApp/src/bin/
**/CMakeDeps.cmake
**/CMakeDeps_win.cmake
**/.devcontainer
.devcontainer/
*.Generated.cs
*.lst
.env.local
+1 -1
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@@ -1,6 +1,6 @@
[submodule "externals"]
path = externals
url = git@bitbucket.org:bluetradesys/externals.git
url = https://bitbucket.org/bluetradesys/externals.git
[submodule "vcpkg"]
path = vcpkg
url = https://github.com/microsoft/vcpkg.git
+329
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@@ -0,0 +1,329 @@
{
"version": "0.2.0",
"configurations": [
{
"name": ".NET Core Attach",
"type": "coreclr",
"request": "attach"
},
{
"name": "DataStreamPublisher",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream (Debug)",
"program": "",
"linux": {
"program": "DataStreamPublisher",
},
"windows": {
"program": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json"
],
"cwd": "build/Debug/bin/net7.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "(gdb) Launch",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests2",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader2]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "spreader tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"[spreader]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
},
{
"name": "DataStreamQueryAnalyzer",
"type": "coreclr",
"request": "launch",
//"preLaunchTask": "Build DataStreamQueryAnalyzer (Debug)",
"program": "",
"windows": {
"program": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json"
],
"cwd": "build/Debug/bin/net7.0-windows",
"env": {
"PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
},
},
"stopAtEntry": false,
"console": "integratedTerminal",
},
{
"name": "PubSubServer",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build DataStream (Debug)",
"program": "",
"linux": {
"program": "PubSubServer",
},
"windows": {
"program": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
],
"cwd": "build/Debug/bin/net7.0",
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.exe",
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Spark.exe",
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark (Parameterized)",
"type": "coreclr",
"request": "launch",
"preLaunchTask": "Build Spark (Debug)",
"program": "",
"windows": {
"program": "Spark.exe",
"args": [
"--sparkd",
"${input:sparkConfigServer}"
],
"cwd": "build/Debug/bin/net7.0-windows",
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark Test",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"preLaunchTask": "Build Spark (Debug)",
"program": "Spark.Console.exe",
"cwd": "build/Debug/bin/net7.0",
"args": [
"test",
"${input:sparkTest}"
]
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Spark Test (Skip Build)",
"type": "coreclr",
"request": "launch",
"program": "",
"windows": {
"program": "Spark.Console.exe",
"cwd": "build/Debug/bin/net7.0",
"args": [
"test",
"${input:sparkTest}"
]
},
"stopAtEntry": false,
"console": "integratedTerminal"
},
{
"name": "Sparkd",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"preLaunchTask": "Build Sparkd (Debug)",
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
{
"name": "Sparkd (Skip Build)",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"run"
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
{
"name": "Sparkd Test",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"preLaunchTask": "Build Sparkd (Debug)",
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"${input:sparkdTest}",
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
{
"name": "Sparkd Test (Skip Build)",
"type": "cppdbg",
"request": "launch",
"program": "",
"linux": {
"program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
"args": [
"test",
"${input:sparkdTest}",
],
"stopAtEntry": false,
"cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
"environment": [],
"externalConsole": false,
"MIMode": "gdb",
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "-enable-pretty-printing",
"ignoreFailures": true
}
]
}
},
],
"inputs": [
{
"id": "dataStreamPublisherConfig",
"type": "pickString",
"description": "Publisher Configuration",
"options": [
"MarketDataPublisher",
"SimpleEchoClient",
"SimpleTestDataPublisher",
"TestDataPublisher",
],
"default": "MarketDataPublisher",
},
{
"id": "pubSubServerConfig",
"type": "pickString",
"description": "PubSub Configuration",
"options": [
"PubSubServer",
"SimpleEchoClient",
],
"default": "PubSubServer",
},
{
"id": "sparkConfigServer",
"type": "promptString",
"description": "Config Server URL",
"default": "http://localhost:8000/config",
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
]
}
+930
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@@ -0,0 +1,930 @@
{
"version": "2.0.0",
"tasks": [
{
"label": "Build Api Server",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_api_server.sh",
},
"windows": {
"command": "tools/build_api_server.cmd",
},
"args": [
"--configuration",
"${input:buildConfiguration}",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Api Server (Debug)",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_api_server.sh",
},
"windows": {
"command": "tools/build_api_server.cmd",
},
"args": [
"--configuration",
"Debug",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Api Server (Release)",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_api_server.cmd",
},
"linux": {
"command": "tools/build_api_server.sh",
},
"args": [
"--configuration",
"Release",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStream",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_data_stream.sh",
},
"windows": {
"command": "tools/build_data_stream.cmd",
},
"args": [
"--configuration",
"${input:buildConfiguration}",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStream (Debug)",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_data_stream.sh",
},
"windows": {
"command": "tools/build_data_stream.cmd",
},
"args": [
"--configuration",
"Debug",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build DataStream (Release)",
"group": "build",
"type": "process",
"command": "",
"linux": {
"command": "tools/build_data_stream.sh",
},
"windows": {
"command": "tools/build_data_stream.cmd",
},
"args": [
"--configuration",
"Release",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Spark",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_spark.cmd",
},
"args": [
"--configuration",
"${input:buildConfiguration}",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Spark (Debug)",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_spark.cmd",
},
"args": [
"--configuration",
"Debug",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Spark (Release)",
"group": "build",
"type": "process",
"command": "",
"windows": {
"command": "tools/build_spark.cmd",
},
"args": [
"--configuration",
"Release",
],
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Sparkd",
"group": "build",
"type": "shell",
"command": "",
"linux": {
"command": "tools/build_sparkd.sh",
"args": [
"--preset",
"${input:sparkdCmakePreset}",
],
},
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Sparkd (Debug)",
"group": "build",
"type": "shell",
"command": "",
"linux": {
"command": "tools/build_sparkd.sh",
"args": [
"--build-type",
"Debug",
"--compiler",
"${input:sparkdCompiler}"
],
},
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Sparkd (Debug | Gcc)",
"group": "build",
"type": "shell",
"command": "",
"linux": {
"command": "tools/build_sparkd.sh",
"args": [
"--build-type",
"Debug",
"--compiler",
"gcc"
],
},
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Sparkd (Debug | Clang)",
"group": "build",
"type": "shell",
"command": "",
"linux": {
"command": "tools/build_sparkd.sh",
"args": [
"--build-type",
"Debug",
"--compiler",
"clang"
],
},
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Sparkd (Release)",
"group": "build",
"type": "shell",
"command": "",
"linux": {
"command": "tools/build_sparkd.sh",
"args": [
"--build-type",
"Release",
"--compiler",
"${input:sparkdCompiler}"
],
},
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Sparkd (Release | Gcc)",
"group": "build",
"type": "shell",
"command": "",
"linux": {
"command": "tools/build_sparkd.sh",
"args": [
"--build-type",
"Release",
"--compiler",
"gcc"
],
},
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Build Sparkd (Release | Clang)",
"group": "build",
"type": "shell",
"command": "",
"linux": {
"command": "tools/build_sparkd.sh",
"args": [
"--build-type",
"Release",
"--compiler",
"clang"
],
},
"icon": {
"id": "terminal",
"color": "terminal.ansiCyan"
},
},
{
"label": "Edit DataStream Config",
"type": "process",
"command": "",
"linux": {
"command": "editor",
"args": [
"${env:HOME}/.local/share/DataStream/conf/spark.conf"
],
},
"windows": {
"command": "vim",
"args": [
"${env:APPDATA}/bts/DataStream/conf/spark.conf"
],
},
"presentation": {
"reveal": "always",
"focus": true,
"panel": "shared",
"showReuseMessage": false,
"close": true,
},
"icon": {
"id": "wrench"
},
},
{
"label": "Edit Spark Config",
"type": "process",
"command": "",
"windows": {
"command": "vim",
"args": [
"${env:APPDATA}/bts/conf/spark.conf"
],
},
"presentation": {
"reveal": "always",
"focus": true,
"panel": "dedicated",
"showReuseMessage": false,
"close": true,
},
"icon": {
"id": "wrench"
},
},
{
"label": "Run DataStreamQueryAnalyzer",
"dependsOn": "Build DataStream",
"type": "process",
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStreamQueryAnalyzer (Debug)",
"dependsOn": "Build DataStream (Debug)",
"type": "process",
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0-windows"
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStreamQueryAnalyzer (Release)",
"dependsOn": "Build DataStream (Release)",
"type": "process",
"command": "",
"windows": {
"command": "DataStreamQueryAnalyzer.exe",
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStreamPublisher",
"dependsOn": "Build DataStream",
"type": "process",
"command": "",
"linux": {
"command": "DataStreamPublisher",
},
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStreamPublisher (Debug)",
"dependsOn": "Build DataStream (Debug)",
"type": "process",
"command": "",
"linux": {
"command": "DataStreamPublisher",
},
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run DataStreamPublisher (Release)",
"dependsOn": "Build DataStream (Release)",
"type": "process",
"command": "",
"linux": {
"command": "DataStreamPublisher",
},
"windows": {
"command": "DataStreamPublisher.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/DataStreamPublisher/Configurations/${input:dataStreamPublisherConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run PubSubServer",
"dependsOn": "Build DataStream",
"type": "process",
"command": "",
"linux": {
"command": "PubSubServer",
},
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run PubSubServer (Debug)",
"dependsOn": "Build DataStream (Debug)",
"type": "process",
"command": "",
"linux": {
"command": "PubSubServer",
},
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run PubSubServer (Debug | Skip Build)",
"type": "process",
"command": "",
"linux": {
"command": "PubSubServer",
},
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run PubSubServer (Release)",
"dependsOn": "Build DataStream (Release)",
"type": "process",
"command": "",
"linux": {
"command": "PubSubServer",
},
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run PubSubServer (Release | Skip Build)",
"type": "process",
"command": "",
"linux": {
"command": "PubSubServer",
},
"windows": {
"command": "PubSubServer.exe",
},
"args": [
"--config",
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json",
],
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Spark",
"dependsOn": "Build Spark",
"type": "process",
"command": "",
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
}
},
{
"label": "Run Spark (Debug)",
"dependsOn": "Build Spark (Debug)",
"type": "process",
"command": "",
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0-windows"
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
}
},
{
"label": "Run Spark (Release)",
"dependsOn": "Build Spark (Release)",
"type": "process",
"command": "",
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/Release/bin/net7.0-windows"
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
}
},
{
"label": "Run Spark (Skip Build)",
"type": "process",
"command": "",
"windows": {
"command": "Spark.exe",
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0-windows"
},
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
}
},
{
"label": "Run Spark Config Query",
"dependsOn": "Build Spark",
"type": "process",
"command": "",
"linux": {
"command": "Spark.Console",
},
"windows": {
"command": "Spark.Console.exe",
},
"args": [
"config",
"--query",
"${input:sparkConfigQuery}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net7.0"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Sparkd",
"dependsOn": "Build Sparkd",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"run"
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Sparkd (Skip Build)",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"run"
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Run Sparkd Config Query",
"dependsOn": "Build Sparkd",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"config",
"--query",
"${input:sparkdConfigQuery}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCompiler}/${input:sparkdBuildType}/server"
},
"icon": {
"id": "run",
"color": "terminal.ansiGreen",
},
},
{
"label": "Test Spark (Debug)",
"dependsOn": "Build Spark (Debug)",
"type": "process",
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
"command": "",
"windows": {
"command": "Spark.Console.exe",
"args": [
"test",
"${input:sparkTest}"
],
"options": {
"cwd": "${workspaceFolder}/build/Debug/bin/net7.0",
}
},
},
{
"label": "Test Sparkd",
"dependsOn": "Build Sparkd",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"test",
"${input:sparkdTest}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
},
{
"label": "Test Sparkd (Skip Build)",
"type": "process",
"command": "",
"linux": {
"command": "sparkd",
},
"args": [
"test",
"${input:sparkdTest}",
],
"options": {
"cwd": "${workspaceFolder}/build/${input:sparkdCmakePreset}/server"
},
"icon": {
"id": "coverage",
"color": "terminal.ansiYellow",
},
},
{
"label": "View DataStreamQueryAnalyzer Logs (Last Run)",
"type": "process",
"command": "",
"windows": {
"command": "tools/logging/show_last_run.cmd",
"args": [
"DataStream",
"DataStreamQueryAnalyzer.exe",
"'Starting DataStreamQueryAnalyzer'"
]
},
"presentation": {
"reveal": "always",
"focus": true,
"panel": "shared",
"showReuseMessage": false,
"close": true,
},
"icon": {
"id": "wrench"
},
},
{
"label": "View PubSubServer Logs (Last Run)",
"type": "process",
"command": "",
"linux": {
"command": "tools/logging/show_last_run.sh",
"args": [
"${env:HOME}/.local/share/DataStream/data/logging.PubSubServer",
"Starting PubSubServer"
]
},
"windows": {
"command": "tools/logging/show_last_run.cmd",
"args": [
"DataStream",
"PubSubServer.exe",
"Starting PubSubServer"
]
},
"presentation": {
"reveal": "always",
"focus": true,
"panel": "shared",
"showReuseMessage": false,
"close": true,
},
"icon": {
"id": "wrench"
},
},
],
"inputs": [
{
"id": "buildConfiguration",
"type": "pickString",
"description": "Configuration",
"options": [
"Debug",
"Release",
],
"default": "Debug",
},
{
"id": "sparkdCmakePreset",
"type": "pickString",
"description": "Configuration",
"options": [
"sparkd-debug-clang",
"sparkd-debug-gcc",
"sparkd-release-clang",
"sparkd-release-gcc",
],
"default": "sparkd-debug-clang",
},
{
"id": "sparkdCompiler",
"type": "pickString",
"description": "Configuration",
"options": [
"clang",
"gcc",
],
"default": "sparkd-debug-clang",
},
{
"id": "dataStreamPublisherConfig",
"type": "pickString",
"description": "Publisher Configuration",
"options": [
"MarketDataPublisher",
"SimpleEchoClient",
"SimpleTestDataPublisher",
"TestDataPublisher",
],
"default": "MarketDataPublisher",
},
{
"id": "pubSubServerConfig",
"type": "pickString",
"description": "PubSub Configuration",
"options": [
"PubSubServer",
"SimpleEchoClient",
],
"default": "PubSubServer",
},
{
"id": "sparkConfigQuery",
"type": "promptString",
"description": "Config Type(s)"
},
{
"id": "sparkdConfigQuery",
"type": "promptString",
"description": "Config Type(s)"
},
{
"id": "sparkTest",
"type": "promptString",
"description": "Test to run",
},
{
"id": "sparkdTest",
"type": "promptString",
"description": "Test to run",
},
]
}
+32 -20
View File
@@ -1,7 +1,10 @@
cmake_minimum_required(VERSION 3.12)
project(spark)
include(GNUInstallDirs)
include(${CMAKE_SOURCE_DIR}/cmake/GitVersion.cmake)
set(CMAKE_CXX_STANDARD 20)
get_version_from_git()
if(WIN32)
set(platform "windows")
else()
@@ -14,12 +17,17 @@ set(
CACHE
STRING
"External dependencies root folder (should contain folders: lib, bin, include")
# SHARED_MEMORY_PREFIX serves as a kind of namespace so multiple applications
# can run simultaneously without fighting over the same shm files (e.g., sparkd,
# api server, etc.).
set(SHARED_MEMORY_PREFIX "bts" CACHE STRING "Prefix to use when creating shared memory files")
set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
set(SPARK_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
set(BUILD_API_SERVER OFF CACHE BOOL "Build the api server")
set(BUILD_DOCS OFF CACHE BOOL "Build documentation")
set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
set(EXPORT_MD_CONSUMER OFF CACHE BOOL "Export (extern) C functions for MD consumer interop")
if (WIN32)
set(BUILD_SPARKD OFF CACHE BOOL "Build sparkd")
set(BUILD_ADMIN_WEB_APP OFF CACHE BOOL "Build the Admin WebApp")
@@ -31,29 +39,21 @@ endif()
include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
link_directories(${SPARK_LIB})
if(BUILD_API_SERVER)
add_compile_definitions(SPARK_ENABLE_API_SERVER)
add_compile_definitions(SHARED_MEMORY_PREFIX="${SHARED_MEMORY_PREFIX}")
add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
if(DEFINED APP_DATA_DIR_OVERRIDE)
add_compile_definitions(APP_DATA_DIR_OVERRIDE="${APP_DATA_DIR_OVERRIDE}")
endif()
add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
if(WIN32)
add_compile_definitions(SHARED_MEMORY_PREFIX="spark")
add_compile_definitions(APP_DATA_DIR="\$\{APPDATA\}/bts/")
# subdirs
add_subdirectory(src/lib)
else()
# make sparkd look for libspark.so in its directory
set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
set(CMAKE_INSTALL_RPATH ".")
set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install")
set(SPARK_INSTALL_PREFIX "${CMAKE_INSTALL_PREFIX}/$<CONFIG>")
if(BUILD_API_SERVER)
add_compile_definitions(APP_DATA_DIR="\$\{HOME\}/spark_api/")
add_compile_definitions(SHARED_MEMORY_PREFIX="spark_api")
elseif(BUILD_SPARKD)
add_compile_definitions(SHARED_MEMORY_PREFIX="sparkd")
add_compile_definitions(APP_DATA_DIR="\$\{HOME\}/sparkdata/")
if(BUILD_SPARKD)
# Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
# read by their code). We override some below.
add_compile_definitions(SPARK_ENABLE_CCAPI)
@@ -90,9 +90,15 @@ else()
add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
# ** Binance USDS Futures **
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://fapi.binance.com")
add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/fapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/fapi/v1/ticker/24hr")
add_compile_definitions(BINANCE_USDS_FUTURES_USER_DATA_PATH="/api/v3/userDataStream")
# ** Binance Coin Futures **
add_compile_definitions(CCAPI_BINANCE_COIN_FUTURES_URL_REST_BASE="https://dapi.binance.com")
add_compile_definitions(BINANCE_COIN_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
add_compile_definitions(BINANCE_COIN_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
# ** Deribit **
add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
@@ -112,6 +118,7 @@ else()
# subdirs
if (BUILD_SPARKD)
add_subdirectory(src/lib_binance_execution)
add_subdirectory(src/server/sparkd)
add_subdirectory(src/data_files)
endif()
@@ -133,6 +140,8 @@ else()
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}/libonixs-fix-engine.so.4 ${CMAKE_BINARY_DIR}/server
COMMAND
ln ARGS -sf
${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
@@ -146,11 +155,14 @@ else()
install(
DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins"
DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
DESTINATION "${CMAKE_INSTALL_BINDIR}")
install(
FILES
"${SPARK_LIB}/libACE-5.7.5.so"
"${SPARK_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
"${SPARK_LIB}/libonixs-fix-engine.so.4.10.1"
"${SPARK_LIB}/libonixs-fix-engine.so.4"
"${SPARK_LIB}/libonixs-fix-engine.so"
DESTINATION "${CMAKE_INSTALL_BINDIR}")
endif()
endif()
+117 -74
View File
@@ -15,22 +15,30 @@
"rhs": "Windows"
},
"generator": "Visual Studio 17 2022",
"binaryDir": "${sourceDir}/build",
"binaryDir": "${sourceDir}/build/${presetName}",
"environment": {
"SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++20 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600"
},
"cacheVariables": {
"APP_DATA_DIR": "${dollar}{APPDATA}/bts",
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_DATA_DIR}",
"CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
"CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
"CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
"CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
"CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
"EXTERNALS_ROOT": "${sourceDir}/externals/windows",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0",
"DOTNET_WINDOWS_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0-windows"
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"DOTNET_WINDOWS_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
},
"SHARED_MEMORY_PREFIX": "spark"
}
},
@@ -46,13 +54,15 @@
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"platform": "",
"APP_DATA_DIR": "${dollar}{HOME}/sparkdata",
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARKD_DATA_DIR}",
"CMAKE_BUILD_WITH_INSTALL_RPATH": {
"type": "BOOL",
"value": "ON"
},
"CMAKE_CXX_STANDARD": "20",
"CMAKE_INSTALL_RPATH": ".",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}/sparkd",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
"EXTERNALS_ROOT": "${sourceDir}/externals/linux",
"BUILD_SDK": {
@@ -62,7 +72,8 @@
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "ON"
}
},
"SHARED_MEMORY_PREFIX": "sparkd"
}
},
@@ -95,98 +106,72 @@
{
"name": "sparkd-debug-clang",
"inherits": "sparkd-debug",
"displayName": "Debug (clang)",
"displayName": "Sparkd (Debug | Clang)",
"description": "Debug build compiled w/ clang",
"binaryDir": "${sourceDir}/build/clang/debug",
"cacheVariables": {
"CMAKE_C_COMPILER": "clang",
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/clang/debug/sparkd"
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG"
}
},
{
"name": "sparkd-debug-gcc",
"inherits": "sparkd-debug",
"displayName": "Debug (gcc)",
"displayName": "Sparkd (Debug | Gcc)",
"description": "Debug build compiled w/ gcc",
"binaryDir": "${sourceDir}/build/gcc/debug",
"cacheVariables": {
"CMAKE_C_COMPILER": "gcc",
"CMAKE_CXX_COMPILER": "g++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -Wno-stringop-overread -DDEBUG",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/gcc/debug/sparkd"
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -Wno-stringop-overread -DDEBUG"
}
},
{
"name": "sparkd-release-clang",
"inherits": "sparkd-release",
"displayName": "Release (clang)",
"displayName": "Sparkd (Release | Clang)",
"description": "Release build compiled w/ clang",
"binaryDir": "${sourceDir}/build/clang/release",
"cacheVariables": {
"CMAKE_C_COMPILER": "clang",
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/clang/release/sparkd"
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3"
}
},
{
"name": "sparkd-release-gcc",
"inherits": "sparkd-release",
"displayName": "Release (gcc)",
"displayName": "Sparkd (Release | Gcc)",
"description": "Release build compiled w/ gcc",
"binaryDir": "${sourceDir}/build/gcc/release",
"cacheVariables": {
"CMAKE_C_COMPILER": "gcc",
"CMAKE_CXX_COMPILER": "g++",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -Wno-stringop-overread -Wno-maybe-uninitialized -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/gcc/release/sparkd"
}
},
{
"name": "spark-api-server-base",
"hidden": true,
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"BUILD_API_SERVER": {
"type": "bool",
"value": "ON"
},
"CONFIG_DEFAULTS_PATH": "config/profiles/md_dev/*.conf;config/profiles/default/*.conf"
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-stringop-overflow --std=c++20 -fdiagnostics-color -Wno-stringop-overread -Wno-maybe-uninitialized -fno-omit-frame-pointer -DNDEBUG -O3"
}
},
{
"name": "spark-api-server-windows",
"inherits": "spark",
"displayName": "Spark Api Server",
"displayName": "Spark Api Server (Windows)",
"cacheVariables": {
"BUILD_API_SERVER": {
"type": "bool",
"value": "ON"
}
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_API_SERVER_DATA_DIR}",
"SHARED_MEMORY_PREFIX": "spark_api_server"
}
},
{
"name": "spark-api-server-linux",
"inherits": "sparkd",
"displayName": "Spark Api Server",
"displayName": "Spark Api Server (Linux)",
"generator": "Ninja Multi-Config",
"cacheVariables": {
"APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_API_SERVER_DATA_DIR}",
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "OFF"
},
"BUILD_API_SERVER": {
"type": "bool",
"value": "ON"
},
"BUILD_SPARKD": {
"type": "BOOL",
"value": "OFF"
@@ -197,7 +182,11 @@
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net8.0"
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
}
}
},
@@ -220,13 +209,62 @@
},
{
"name": "data-stream-suite",
"name": "data-stream-suite-windows",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Windows"
},
"inherits": "spark",
"displayName": "Data Stream Suite",
"displayName": "Data Stream Suite (Windows)",
"description": "Data Stream utils ported over from Edge",
"binaryDir": "${sourceDir}/build/${presetName}",
"cacheVariables": {
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf"
"APP_DATA_DIR": "${dollar}{APPDATA}/bts/DataStream",
"APP_DATA_DIR_OVERRIDE": "${dollar}{DATA_STREAM_DATA_DIR}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
"SHARED_MEMORY_PREFIX": "data_stream"
}
},
{
"name": "data-stream-suite-linux",
"displayName": "Data Stream Suite (Linux)",
"description": "Data Stream utils ported over from Edge",
"condition": {
"type": "equals",
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"inherits": "sparkd",
"generator": "Ninja Multi-Config",
"cacheVariables": {
"APP_DATA_DIR": "${dollar}{HOME}/.local/share/DataStream",
"APP_DATA_DIR_OVERRIDE": "${dollar}{DATA_STREAM_DATA_DIR}",
"BUILD_ADMIN_WEB_APP": {
"type": "BOOL",
"value": "OFF"
},
"BUILD_SDK": {
"type": "BOOL",
"value": "OFF"
},
"BUILD_SPARKD": {
"type": "BOOL",
"value": "OFF"
},
"CMAKE_C_COMPILER": "clang",
"CMAKE_CXX_COMPILER": "clang++",
"CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
"CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
"CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
"CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
"DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
"EXPORT_MD_CONSUMER": {
"type": "BOOL",
"value": "ON"
},
"SHARED_MEMORY_PREFIX": "data_stream"
}
}
],
@@ -244,7 +282,7 @@
{
"name": "spark-debug",
"displayName": "Debug",
"displayName": "Spark (Debug)",
"inherits": "spark",
"configurePreset": "spark",
"configuration": "Debug"
@@ -252,7 +290,7 @@
{
"name": "spark-release",
"displayName": "Release",
"displayName": "Spark (Release)",
"inherits": "spark",
"configurePreset": "spark",
"configuration": "Release"
@@ -265,43 +303,34 @@
"lhs": "${hostSystemName}",
"rhs": "Linux"
},
"hidden": true,
"targets": [
"data_files_dir",
"admin_web_app_bundle",
"install",
"libspark",
"rapidjson_project",
"server_layout",
"sparkd"
]
"hidden": true
},
{
"name": "sparkd-debug-clang",
"configurePreset": "sparkd-debug-clang",
"displayName": "Debug (clang)",
"displayName": "Sparkd (Debug | Clang)",
"inherits": "sparkd"
},
{
"name": "sparkd-debug-gcc",
"configurePreset": "sparkd-debug-gcc",
"displayName": "Debug (gcc)",
"displayName": "Sparkd (Debug | Gcc)",
"inherits": "sparkd"
},
{
"name": "sparkd-release-clang",
"configurePreset": "sparkd-release-clang",
"displayName": "Release (clang)",
"displayName": "Sparkd (Release | Clang)",
"inherits": "sparkd"
},
{
"name": "sparkd-release-gcc",
"configurePreset": "sparkd-release-gcc",
"displayName": "Release (gcc)",
"displayName": "Sparkd (Release | Gcc)",
"inherits": "sparkd"
},
@@ -318,14 +347,14 @@
{
"name": "spark-api-server-windows-debug",
"displayName": "Spark Api Server (Debug)",
"displayName": "Spark Api Server (Windows | Debug)",
"inherits": "spark-api-server-windows",
"configuration": "Debug"
},
{
"name": "spark-api-server-windows-release",
"displayName": "Spark Api Server (Debug)",
"displayName": "Spark Api Server (Windows | Release)",
"inherits": "spark-api-server-windows",
"configuration": "Release"
},
@@ -344,14 +373,14 @@
{
"name": "spark-api-server-linux-debug",
"inherits": "spark-api-server-linux",
"displayName": "Spark Api Server (Debug)",
"displayName": "Spark Api Server (Linux | Debug)",
"configuration": "Debug"
},
{
"name": "spark-api-server-linux-release",
"inherits": "spark-api-server-linux",
"displayName": "Spark Api Server (Release)",
"displayName": "Spark Api Server (Linux | Release)",
"configuration": "Release"
},
@@ -371,16 +400,30 @@
},
{
"name": "data-stream-suite-debug",
"displayName": "DataStreamSuite (Debug)",
"configurePreset": "data-stream-suite",
"name": "data-stream-suite-windows-debug",
"displayName": "Data Stream Suite (Windows | Debug)",
"configurePreset": "data-stream-suite-windows",
"configuration": "Debug"
},
{
"name": "data-stream-suite-release",
"displayName": "DataStreamSuite (Release)",
"configurePreset": "data-stream-suite",
"name": "data-stream-suite-windows-release",
"displayName": "Data Stream Suite (Windows | Release)",
"configurePreset": "data-stream-suite-windows",
"configuration": "Release"
},
{
"name": "data-stream-suite-linux-debug",
"displayName": "Data Stream Suite (Linux | Debug)",
"configurePreset": "data-stream-suite-linux",
"configuration": "Debug"
},
{
"name": "data-stream-suite-linux-release",
"displayName": "Data Stream Suite (Linux | Release)",
"configurePreset": "data-stream-suite-linux",
"configuration": "Release"
}
]
-15
View File
@@ -1,15 +0,0 @@
#nusers:
#allow concurrent : true
#expires: 2024-Oct-06 00:00:00 638637696000000000
#generation_time: 2023-Oct-06 18:58:48.015723 5250008173707545134
EncryptedKeyCode {
value {
keycode: "KgoMeiVPzf/kv65GYGCyQQJVY/11sId6LYRwNNlNwA83+sISiSQnOZrziSgxjEAcaAZQn1nV4hY6MRi4XXznvxLYnDKf2bK0yktWWpSSqxqNxbDQ6AVSk5MGHptbsQSGYpYHlyCi0Niv8ES5NTj/FiBJXPrGEZABZBbNkqXIOa0HDdcxY+joeIf32ekX+5/LXN5XDTZBFT2A7q+IPDrFbKzSBvlzGOONSlq+XyKZZPqt0rXGO45V/GxFUTMYiEvn1/72iPGQ715tFXkr9ozGtitonnixzvW8Sfwmu7vM8VpWfoAc9D/1w5m5Ol5BS+Je8wigQysyrC8rud2KU+f7bQ=="
}
}
PublicKey {
value {
key: "-----BEGIN PUBLIC KEY-----\nMIIBIjANBgkqhkiG9w0BAQEFAAOCAQ8AMIIBCgKCAQEAvvtV/IP1l/F85ME8N8H+\n8TCBOB68Lxd7sdR0geJGssLBq5F22IIlVKylNxiQV3TE6/hmL9dmr8FuUMrjPCal\nvma0axyAdyCMjFH3U0bYzzxnxSWuj5VJIgaZKOVQuX/3Hb+l4RZi7VWZgQFvEJ+F\ny66S2wDu4ey71Mt0yxkMsl5WMZBL3M1z+bt3pKzmBoyIMVLDcV1k1Yr2wspIRriZ\n95er3JWofK1P9s8B3OoqypEopLRW5hJaZN8YRpFNq5VwRUSj83KVobBAQTWDdOA5\nzOkixPVklZFaNyR06iT0gcgZUUM2bjyfQJGQ4GBCZpZb8KPPgtP+WhghoWby9OLv\nKQIDAQAB\n-----END PUBLIC KEY-----"
}
}
+139
View File
@@ -14,6 +14,34 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\sp
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{89D666E6-B500-498F-B026-4D167F68ADFC}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}"
EndProject
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{EF26A475-6101-4C9C-A717-D60BB92A2302}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{911B08A3-515A-441D-84C8-8A43740B5FC1}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{14140310-2233-430A-821B-F3058A25234B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ExpressionCore", "src\DataStreamSuite\ExpressionCore\ExpressionCore.csproj", "{6F22DB96-6EAB-4034-99D9-287021C36F01}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{A5C33956-A41F-49B3-A41D-1082CBA59D02}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ColumnMapExpressions", "src\DataStreamSuite\ColumnMapExpressions\ColumnMapExpressions.csproj", "{B945A183-2174-4ACB-B289-8A5C546656FE}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{9F6D7DE8-185B-4C1D-B809-3314D092DF28}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{39AEA075-6457-46C0-8821-1158BE6EFA57}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
@@ -70,6 +98,102 @@ Global
{89D666E6-B500-498F-B026-4D167F68ADFC}.Release|x64.Build.0 = Release|x64
{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.ActiveCfg = Debug|x64
{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.Build.0 = Debug|x64
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Debug|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Debug|x64.Build.0 = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Release|x64.ActiveCfg = Release|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.Release|x64.Build.0 = Release|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{EF26A475-6101-4C9C-A717-D60BB92A2302}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Debug|x64.ActiveCfg = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Debug|x64.Build.0 = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Release|x64.ActiveCfg = Release|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.Release|x64.Build.0 = Release|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{911B08A3-515A-441D-84C8-8A43740B5FC1}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Debug|x64.ActiveCfg = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Debug|x64.Build.0 = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Release|x64.ActiveCfg = Release|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.Release|x64.Build.0 = Release|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{14140310-2233-430A-821B-F3058A25234B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Debug|x64.ActiveCfg = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Debug|x64.Build.0 = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Release|x64.ActiveCfg = Release|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.Release|x64.Build.0 = Release|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Debug|x64.ActiveCfg = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Debug|x64.Build.0 = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Release|x64.ActiveCfg = Release|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.Release|x64.Build.0 = Release|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{6F22DB96-6EAB-4034-99D9-287021C36F01}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Debug|x64.ActiveCfg = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Debug|x64.Build.0 = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Release|x64.ActiveCfg = Release|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.Release|x64.Build.0 = Release|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{A5C33956-A41F-49B3-A41D-1082CBA59D02}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Debug|x64.ActiveCfg = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Debug|x64.Build.0 = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Release|x64.ActiveCfg = Release|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.Release|x64.Build.0 = Release|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Debug|x64.ActiveCfg = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Debug|x64.Build.0 = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Release|x64.ActiveCfg = Release|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.Release|x64.Build.0 = Release|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Debug|x64.ActiveCfg = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Debug|x64.Build.0 = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Release|x64.ActiveCfg = Release|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.Release|x64.Build.0 = Release|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{B945A183-2174-4ACB-B289-8A5C546656FE}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x64.ActiveCfg = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x64.Build.0 = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x64.ActiveCfg = Release|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x64.Build.0 = Release|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Debug|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Debug|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.ActiveCfg = Release|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x64.Build.0 = Release|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.ActiveCfg = Release|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.Build.0 = Release|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
@@ -80,4 +204,19 @@ Global
GlobalSection(Performance) = preSolution
HasPerformanceSessions = true
EndGlobalSection
GlobalSection(NestedProjects) = preSolution
{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
{EF26A475-6101-4C9C-A717-D60BB92A2302} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{911B08A3-515A-441D-84C8-8A43740B5FC1} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{14140310-2233-430A-821B-F3058A25234B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6F22DB96-6EAB-4034-99D9-287021C36F01} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{A5C33956-A41F-49B3-A41D-1082CBA59D02} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{B945A183-2174-4ACB-B289-8A5C546656FE} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{9F6D7DE8-185B-4C1D-B809-3314D092DF28} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
EndGlobalSection
EndGlobal
-33
View File
@@ -1,33 +0,0 @@
diff.astextplain.textconv=astextplain
filter.lfs.clean=git-lfs clean -- %f
filter.lfs.smudge=git-lfs smudge -- %f
filter.lfs.process=git-lfs filter-process
filter.lfs.required=true
http.sslbackend=openssl
http.sslcainfo=C:/Program Files/Git/mingw64/etc/ssl/certs/ca-bundle.crt
core.autocrlf=true
core.fscache=true
core.symlinks=false
pull.rebase=false
credential.helper=manager
credential.https://dev.azure.com.usehttppath=true
init.defaultbranch=master
status.short=true
core.repositoryformatversion=0
core.filemode=false
core.bare=false
core.logallrefupdates=true
core.symlinks=false
core.ignorecase=true
submodule.active=.
remote.origin.url=git@bitbucket.org:bluetradesys/spark.git
remote.origin.fetch=+refs/heads/*:refs/remotes/origin/*
branch.spark_crypto.dev.remote=origin
branch.spark_crypto.dev.merge=refs/heads/spark_crypto.dev
submodule.docker/linux.url=git@bitbucket.org:bluetradesys/linux_docker.git
submodule.docker/windows.url=git@bitbucket.org:bluetradesys/windows_docker.git
submodule.externals.url=git@bitbucket.org:bluetradesys/externals.git
branch.development.remote=origin
branch.development.merge=refs/heads/development
user.name=John Colvin
user.email=john.colvin@bluetradesys.com
+48
View File
@@ -0,0 +1,48 @@
include_guard(GLOBAL)
function(get_version_from_git)
find_package(Git QUIET)
if(NOT Git_FOUND)
message(WARNING "Git not found")
return()
endif()
execute_process(
COMMAND ${GIT_EXECUTABLE} describe --tags --always
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE GIT_TAG
OUTPUT_STRIP_TRAILING_WHITESPACE
RESULT_VARIABLE GIT_RESULT
)
if(NOT GIT_RESULT EQUAL 0)
message(WARNING "Failed to get git tag")
return()
endif()
execute_process(
COMMAND ${GIT_EXECUTABLE} rev-parse --short=7 HEAD
WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
OUTPUT_VARIABLE GIT_COMMIT_SHORT_HASH
OUTPUT_STRIP_TRAILING_WHITESPACE
)
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH})
set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH} PARENT_SCOPE)
string(REGEX REPLACE "^v" "" CLEAN_TAG "${GIT_TAG}")
if(CLEAN_TAG MATCHES "^([0-9]+)\\.([0-9]+)\\.([0-9]+)(-.*)?$")
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1})
set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1} PARENT_SCOPE)
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2})
set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2} PARENT_SCOPE)
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3})
set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3} PARENT_SCOPE)
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}")
set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}" PARENT_SCOPE)
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}")
set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}" PARENT_SCOPE)
else()
message(WARNING "Tag '${CLEAN_TAG}' does not match semver format")
endif()
endfunction()
+49
View File
@@ -0,0 +1,49 @@
include_guard(DIRECTORY)
function(protobuf_generate_fs)
set(_options)
set(_one_value_args TARGET_NAME OUT_DIR PROTOC)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_TARGET_NAME)
set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_fs_protos")
endif()
if (NOT DEFINED _ARGS_PROTOC)
set(_ARGS_PROTOC "${SPARK_BIN}/protoc")
endif()
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -I ${_dir})
endforeach()
set(_outputs)
foreach(_proto_source ${_ARGS_PROTO_SOURCES})
# get_filename_component(_abs_proto_source ${_proto_source} ABSOLUTE)
get_filename_component(_proto_source_we ${_proto_source} NAME_WE)
# get_filename_component(_proto_source_dir ${_proto_source} DIRECTORY)
list(APPEND _outputs ${_ARGS_OUT_DIR}/${_proto_source_we}.fable.fs)
endforeach()
set(_venv_exec ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh)
set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py)
set(_template_fs ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/templates/fs/fable.fs)
add_custom_command(
OUTPUT ${_outputs}
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
COMMAND ${_venv_exec}
${_ARGS_PROTOC}
--plugin=protoc-gen-service=${_plugin_py}
--service_out=lang=fs,strip_out_path=1:${_ARGS_OUT_DIR}
${_proto_include_cli_args}
${_ARGS_PROTO_SOURCES}
DEPENDS
${_venv_exec}
${_plugin_py}
${_template_fs}
${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
${_ARGS_PROTO_SOURCES}
)
add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS "${_outputs}")
endfunction()
+33
View File
@@ -0,0 +1,33 @@
include_guard(DIRECTORY)
function(protobuf_generate_js)
set(_options)
set(_one_value_args TARGET_NAME OUTPUT)
set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
if (NOT DEFINED _ARGS_TARGET_NAME)
set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_js_protos")
endif()
set(_proto_include_cli_args)
foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
list(APPEND _proto_include_cli_args -p ${_dir})
endforeach()
add_custom_command(
OUTPUT ${_ARGS_OUTPUT}
WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
COMMAND npx
--no-install pbjs
-t json-module
-w commonjs
-o ${_ARGS_OUTPUT}
${_proto_include_cli_args}
${_ARGS_PROTO_SOURCES}
DEPENDS
${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
${_ARGS_PROTO_SOURCES}
)
add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS ${_ARGS_OUTPUT})
endfunction()
+49
View File
@@ -0,0 +1,49 @@
include_guard(DIRECTORY)
include(${CMAKE_SOURCE_DIR}/cmake/TernaryOperator.cmake)
function(sym_link_dir)
set(_options)
set(_one_value_args TARGET_NAME SOURCE DEST COMMENT)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
add_custom_command(
OUTPUT ${_ARGS_DEST}
COMMAND ln ARGS -sf ${_ARGS_SOURCE} ${_ARGS_DEST}
)
set_ternary(_comment _ARGS_COMMENT "${_ARGS_COMMENT}" "linking dir ${_ARGS_SOURCE} -> ${_ARGS_DEST}")
add_custom_target(
${_ARGS_TARGET_NAME} ALL
DEPENDS ${_ARGS_DEST}
COMMENT "${_comment}"
)
endfunction()
function(sym_link_file)
set(_options)
set(_one_value_args SOURCE DEST INSTALL_DEST)
set(_multi_value_args)
cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
file(
CREATE_LINK
${_ARGS_SOURCE}
${_ARGS_DEST}
SYMBOLIC
)
if (DEFINED _ARGS_INSTALL_DEST)
install(
FILES
${_ARGS_SOURCE}
DESTINATION ${_ARGS_INSTALL_DEST}
)
endif()
endfunction()
function(sym_link_local_lib LIB_NAME)
set(_lib_file_name "${CMAKE_SHARED_LIBRARY_PREFIX}${LIB_NAME}.so")
file(
CREATE_LINK
"${CMAKE_BINARY_DIR}/src/lib_${LIB_NAME}/${_lib_file_name}"
"${CMAKE_CURRENT_BINARY_DIR}/${_lib_file_name}"
SYMBOLIC
)
endfunction()
+9
View File
@@ -0,0 +1,9 @@
include_guard(GLOBAL)
macro(set_ternary RESULT CONDITION TRUE_VALUE FALSE_VALUE)
if(${CONDITION})
set(${RESULT} ${TRUE_VALUE})
else()
set(${RESULT} ${FALSE_VALUE})
endif()
endmacro()
+11
View File
@@ -0,0 +1,11 @@
#ifndef BTS_SPARK_VERSION_H
#define BTS_SPARK_VERSION_H
#define BTS_SPARK_VERSION_MAJOR @PROJECT_VERSION_MAJOR@
#define BTS_SPARK_VERSION_MINOR @PROJECT_VERSION_MINOR@
#define BTS_SPARK_VERSION_PATCH @PROJECT_VERSION_PATCH@
#define BTS_SPARK_VERSION_BUILD_METADATA @PROJECT_VERSION_BUILD_METADATA@
#define BTS_SPARK_VERSION "@PROJECT_VERSION@"
#define BTS_SPARK_VERSION_FULL "@PROJECT_VERSION_FULL@"
#endif
+100
View File
@@ -0,0 +1,100 @@
services:
sparkd:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
build:
dockerfile: src/server/sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/sparkdata/data
if [ -e "/home/bts/sparkdata/data/logging.sparkd/log" ]; then
mv "/home/bts/sparkdata/data/logging.sparkd/log" "/home/bts/sparkdata/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
fi
if [ -e "/home/bts/sparkdata/conf/.env.local" ]; then
echo 'Sourcing /home/bts/sparkdata/conf/.env.local'
set -a
. /home/bts/sparkdata/conf/.env.local
set +a
fi
./sparkd run"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
ports:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
deploy:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-symbols:
volumes:
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/sparkdata/data
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/sparkdata/conf
build:
dockerfile: src/server/sparkd/Dockerfile
args:
- IMAGE=${SPARKD__IMAGE}
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
command: >
sh -c "
echo bts | sudo -S chown -R bts:bts /home/bts/sparkdata/data
if [ -e "/home/bts/sparkdata/data/logging.sparkd/log" ]; then
mv "/home/bts/sparkdata/data/logging.sparkd/log" "/home/bts/sparkdata/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
fi
ls -alh /home/bts/sparkdata/conf/
cat /home/bts/sparkdata/conf/.env.local
if [ -e "/home/bts/sparkdata/conf/.env.local" ]; then
echo 'Sourcing /home/bts/sparkdata/conf/.env.local'
set -a
. /home/bts/sparkdata/conf/.env.local
set +a
fi
./sparkd run"
env_file:
- .env
- ${SPARKD__CONFIG_DIR}/.env
ports:
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
deploy:
resources:
limits:
memory: "${SPARKD__MEMORY:-4gb}"
sparkd-tail:
image: bluetradingsystems/linux_dotnet7
volumes:
- type: volume
read_only: true
source: sparkd_data
target: /home/bts/sparkdata/data/logging.sparkd
volume:
subpath: logging.sparkd
command: ["tail", "-f", "/home/bts/sparkdata/data/logging.sparkd/log"]
sparkd-ping-test:
depends_on:
- sparkd
profiles:
- ping-test
build:
context: .
dockerfile_inline: |
FROM bluetradingsystems/linux_dotnet7
USER "root"
RUN apt-get update && apt-get -y install iputils-ping
command: [ "ping", "sparkd" ]
volumes:
sparkd_data:
name: "sparkd_${SPARKD__CONFIG_PORT:-8000}"
@@ -0,0 +1,38 @@
FROM ubuntu:22.04
ARG DEBIAN_FRONTEND=noninteractive
RUN apt-get update && apt-get install -y pkg-config
RUN apt-get update && apt-get install -y locales
RUN apt-get update && apt-get install -y ca-certificates
RUN apt-get update && apt-get install -y libssh2-1-dev
RUN apt-get update && apt-get install -y software-properties-common
RUN apt-get update && apt-get install -y sudo
# GCC
ARG gcc_major=13
RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
&& apt-get update \
&& apt-get install -y g++-$gcc_major
RUN apt-get update \
&& apt-get install -y dotnet7
RUN locale-gen en_US.UTF-8
ARG docker_user="bts"
ARG docker_uid="1000"
ARG docker_pass="bts"
RUN \
groupadd -g "$docker_uid" "$docker_user" \
&& useradd \
-m \
-u "$docker_uid" \
-g "$docker_uid" \
-G sudo \
--password "$(openssl passwd -1 "$docker_pass")" \
"$docker_user"
USER bts
WORKDIR /home/bts
+8 -12
View File
@@ -37,12 +37,8 @@ RUN apt-get update && apt-get install -y \
&& python3 -m pip install --upgrade pip
# dotnet
RUN \
curl -fsSLO "https://packages.microsoft.com/config/ubuntu/$(lsb_release -rs)/packages-microsoft-prod.deb" \
&& dpkg -i packages-microsoft-prod.deb \
&& rm packages-microsoft-prod.deb \
&& apt-get update \
&& apt-get install -y dotnet-sdk-8.0
RUN apt-get update && apt-get install -y \
dotnet7
# ssh
RUN apt-get update && apt-get install -y \
@@ -106,12 +102,12 @@ RUN apt-get update && apt-get install -y \
# set up default executables (update-alternatives)
RUN \
update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-15 100; \
update-alternatives --install /usr/bin/clang clang /usr/bin/clang-15 100; \
update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-15 100; \
update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-15 100; \
update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-12 100; \
update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-12 100
update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-13 100; \
update-alternatives --install /usr/bin/clang clang /usr/bin/clang-13 100; \
update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-13 100; \
update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-13 100; \
update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-11 100; \
update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-11 100
# Add compiler symlinks for ccache
RUN \
-45
View File
@@ -1,45 +0,0 @@
# import json
# from rauth import OAuth2Service
# class ExampleOAuth2Client:
# def __init__(self, url, path, client_id, client_secret):
# self.access_token = None
# self.service = OAuth2Service(
# name="foo",
# client_id=client_id,
# client_secret=client_secret,
# access_token_url=f'{url}{path}',
# authorize_url=f'{url}{path}',
# base_url=url,
# )
# self.get_access_token()
# def get_access_token(self):
# data = {
# 'grant_type': 'client_credentials', # generally required!
# }
# session = self.service.get_auth_session(data=data, decoder=json.loads)
# self.access_token = session.access_token
# def _main():
# client_id = 'API_THINKALPHA123'
# client_secret = '$MM9Rn*#qYARY$$QTMA#AMn*'
# oath = ExampleOAuth2Client(
# url='https://authnr.cmegroup.com',
# path='/as/token.oath2',
# client_id=client_id,
# client_secret=client_secret,
# )
# tok = oath.get_access_token()
# print(tok)
# if __name__ == '__main__':
# try:
# _main()
# except json.JSONDecodeError as jde:
# print(f'get-token.py failed with json-decode-error: {jde}.\n{jde.doc}\n\nlineno: {jde.lineno}\npos: {jde.pos}')
# except Exception as e:
# print(f'get-token.py failed: {e}')
-30
View File
@@ -1,30 +0,0 @@
import subprocess
def _main():
host = "markets.api.uat.cmegroup.com"
port = "443"
# AUTH_ENDPOINT="$host/marketdatastream/v1"
AUTH_ENDPOINT = 'https://authnr.cmegroup.com/as/token.oauth2'
API_KEY = "API_THINKALPHA123"
API_SECRET = '$MM9Rn*#qYARY$$QTMA#AMn*'
# Define your API key and secret
# API_KEY="YOUR_API_KEY"
# API_SECRET="YOUR_API_SECRET"
# Define the authentication API endpoint URL
# AUTH_ENDPOINT="https://api.example.com/auth"
# Perform the POST request and capture the response
# response=$(curl -s -X POST -d "api_key=$API_KEY&api_secret=$API_SECRET&grant_type=password&username=API_THINKALPHA123&password=$API_SECRET" "$AUTH_ENDPOINT")
# subprocess.run('ls')
subprocess.run(
f'curl -s -X POST -d "grant_type=client_credentials&client_id={API_KEY}&client_secret={API_SECRET}" "{AUTH_ENDPOINT}"',
)
# curl --user 'API_THINKALPHA123:$MM9Rn*#qYARY$$QTMA#AMn*' 'https://query-api.datamine.cmegroup.com/v3/query/query_order_record?tradedate=2023-07-10&fields=symbol,transacttime,instrumentsequencenumber,tradeprice,tradequantity,tradeflag&q=asset.eq.TN,securitytype.eq.FUT,tradeflag.nin.OBS&fileFormat=csv&securityexchange=XCBT&underlyingproduct=Interest%20Rate'
if __name__ == '__main__':
_main()
-211
View File
@@ -1,211 +0,0 @@
[cmake]: https://cmake.org/
[cmake ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode.cmake-tools
[cmake presets]: https://cmake.org/cmake/help/latest/manual/cmake-presets.7.html
[clangd ext]: https://marketplace.visualstudio.com/items?itemName=llvm-vs-code-extensions.vscode-clangd
[cpp ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode.cpptools
[docker]: https://www.docker.com/
[dotnet]: https://dotnet.microsoft.com/en-us/download/dotnet
[ninja build]: https://ninja-build.org/
[ninja generator]: https://cmake.org/cmake/help/latest/generator/Ninja.html
[ninja multi-config generator]: https://cmake.org/cmake/help/latest/generator/Ninja%20Multi-Config.html
[python]: https://www.python.org/
[py venv]: https://docs.python.org/3/library/venv.html
[visual studio]: https://visualstudio.microsoft.com/
[visual studio generator]: https://cmake.org/cmake/help/latest/generator/Visual%20Studio%2017%202022.html
[devcontainer]: https://code.visualstudio.com/docs/devcontainers/create-dev-container
# C++ Intellisense for Spark on Windows (VS Code)
**Steps**
1. Install the **[C++ extension][cpp ext]**
2. Install the **[CMake extension][cmake ext]**
3. Copy `c_cpp_properties.json` from this folder to `$workspaceFolder/.vscode/`
4. In the VS Code Command Palette, run `CMake: Select Configure Preset`, then
select '**spark**' from the dropdown
**Notes**
* Intellisense won't work for generated files/types until you build libspark
# C++ Intellisense for Sparkd on Linux (VS Code)
1. Install the **[CMake extension][cmake ext]**
2. Install the **[Clangd extension][clangd ext]**
3. (Optional) Install the **[C++ extension][cpp ext]** (*needed for debugging,
but intellisense should work without it*).
4. If the **[C++ extension][cpp ext]** is installed, disable its intellisense in
your workspace settings (*Clangd intellisense is better*)
```
"C_Cpp.intelliSenseEngine": "disabled"
```
5. In the VS Code Command Palette, run **CMake: Select Configure Preset**, then select the
**[preset][cmake presets]** you wish to build from the dropdown
* *The **Clang** presets may work best with the **Clangd** extension*
* *Intellisense won't work for generated files/types until you build libspark*
# Build Spark on Windows
### **Dependencies**
* **[CMake][cmake]** (version >= 3.23)
* **[Python][python]** (version >= 3.9)
* **[Visual Studio][visual studio]** (2022)
* **[Dotnet][dotnet]** (sdk version >= 7.0.0)
### **References**
* **[CMakePresets][cmake presets]**
* **[Visual Studio 17 2022 (CMake generator)][visual studio generator]**
* **[Python Virtual Environment][py venv]**
> *Run commands from the repo root dir unless otherwise noted*
1. Set up the **[Python virtual environment][py venv]**<br>
```
# Create the virtual environment
python3 -m venv .venv
# Activate the virtual environment
.venv\bin\activate.bat
# Update pip
python -m pip install --upgrade pip
# Install packages
pip install -r requirements.txt
```
2. Build
> *Run commands in python virtual environment*
```
# Configure
cmake --preset spark
# Build Debug
cmake --build --preset spark-debug
dotnet build spark_client.sln --configuration Debug
# Build Release
cmake --build --preset spark-release
dotnet build spark_client.sln --configuration Release
```
# Build Sparkd on Linux
### **Dependencies**
* **[CMake][cmake]** (version >= 3.23)
* **[Ninja Build][ninja build]**
* **[Python][python]** (version >= 3.9)
* **[Docker][docker]**
### **References**
* **[CMakePresets][cmake presets]**
* **[Ninja (CMake generator)][ninja generator]**
* **[Python Virtual Environment][py venv]**
* **[Devcontainer](devcontainer)**
### **Prerequisites**
* Open repository in a VS Code [Devcontainer](../docker/sparkd/dev/README.md), or
create your own [docker container](../docker/sparkd/dev/README.md) in which to build
> *Run commands from the repo root dir unless otherwise noted*<br>
1. Set up the **[Python virtual environment][py venv]**
```
# Create the virtual environment
python3 -m venv .venv
# Activate the virtual environment
. .venv/bin/activate
# Update pip
python -m pip install --upgrade pip
# Install packages
pip install -r requirements.txt
```
2. Build
> *Run commands in python virtual environment*
```
# Configure clang debug
cmake --preset sparkd-clang-debug
# Build clang debug
cmake --build --preset spark-clang-debug
# Configure gcc release
cmake --build --preset sparkd-gcc-release
# Build gcc release
cmake --build --preset sparkd-gcc-release
```
# Build Spark Api Server on Windows
### **Dependencies**
* **[CMake][cmake]** (version >= 3.23)
* **[Python][python]** (version >= 3.9)
* **[Visual Studio][visual studio]** (version)
* **[Dotnet][dotnet]** (sdk version >= 7.0.0)
### **References**
* **[CMakePresets][cmake presets]**
* **[Visual Studio 17 2022 (CMake generator)][visual studio generator]**
* **[Python Virtual Environment][py venv]**
> *Run commands from the repo root dir unless otherwise noted*
1. Set up the **[Python Virtual Environment][py venv]**
```
# Create the virtual environment
python3 -m venv .venv
# Activate the virtual environment
.venv\bin\activate.bat
# Update pip
python -m pip install --upgrade pip
# Install packages
pip install -r requirements.txt
```
2. Build
> *Run in python virtual environment*
```
# Configure
cmake --preset spark-api-server-windows
# Build debug
cmake --build --preset spark-api-server-windows-debug
dotnet build Spark.Api.Server.sln --configuration Debug
# Build release
cmake --build --preset spark-api-server-windows-release
dotnet build Spark.Api.Server.sln --configuration Release
```
## Linux
### **Dependencies**
* **[CMake][cmake]** (version >= 3.23)
* **[Python][python]** (version >= 3.9)
* **[Dotnet][dotnet]** (sdk version >= 7.0.0)
### **References**
* **[CMakePresets][cmake presets]**
* **[Ninja Multi-Config (CMake generator)][ninja multi-config generator]**
* **[Python Virtual Environment][py venv]**
> *Run commands from the repo root dir unless otherwise noted*
1. Set up the **[Python Virtual Environment][py venv]**
```
# Create the virtual environment
python3 -m venv .venv
# Activate the virtual environment
. .venv/bin/activate
# Update pip
python -m pip install --upgrade pip
# Install packages
pip install -r requirements.txt
```
2. Build
> *Run in python virtual environment*
```
# Configure
cmake --preset spark-api-server-linux
# Build debug
cmake --build --preset spark-api-server-linux-debug
dotnet build Spark.Api.Server.sln --configuration Debug
# Build release
cmake --build --preset spark-api-server-linux-release
dotnet build Spark.Api.Server.sln --configuration Release
```
-66
View File
@@ -1,66 +0,0 @@
diff --git a/src/DataStreamSuite/SharedStreams/Business/MarketData/MDStream.cs b/src/DataStreamSuite/SharedStreams/Business/MarketData/MDStream.cs
index 643146112..e334c3aba 100644
--- a/src/DataStreamSuite/SharedStreams/Business/MarketData/MDStream.cs
+++ b/src/DataStreamSuite/SharedStreams/Business/MarketData/MDStream.cs
@@ -1,7 +1,9 @@
namespace BCG {
using BCG.Utilities.General;
+ using bts;
using bts.api;
+ using bts.api.core;
using bts.api.domain;
using bts.api.synthetic;
using bts.md;
@@ -14,6 +16,7 @@ namespace BCG {
using mbts.spark;
using mbts.ui;
+ using Spark.Api.MarketData;
using Spark.Core.Data;
using Spark.Core.Disposables;
using Spark.Core.Reactive;
@@ -39,6 +42,8 @@ namespace BCG {
new ColumnInfo("sec", 1, typeof(string))}, "md");
private BlueTable _rows;
+ readonly MarketDataClient mdClient;
+ IDisposable? mdSub;
public MDStream()
: this(String.Empty, ViewStreamDatabase.instance) {
@@ -49,14 +54,27 @@ namespace BCG {
_symbol = symbol;
_rows = new BlueTable(_schema);
_md_source = new MDSource(TimeSpan.FromSeconds(0.5));
+ mdClient = new(_md_source);
}
protected override void myOnFirstSubscriber() {
_vsd.addWorker(this);
_md_source.subscribe_securities().Subscribe(c => on_md(c));
+ Log.isnull(mdSub);
+ mdSub = mdClient.books().Subscribe(onBooks);
//base.myOnFirstSubscriber();
}
+ void onBooks(TableUpdate<BookTuple, uint> update) {
+ foreach (var book in update.added) {
+ bts.Log.Gen.info($"MDStream.on_md sec: {book.security}");
+ var sec = book.security;
+ IBlueRow r = new BlueRow(_schema, _id++, sec.ToString());
+ _rows.addRow(r);
+ _is_dirty = true;
+ }
+ }
+
protected override void myOnLastSubscriber() {
//base.myOnLastSubscriber();
_vsd.removeWorker(this);
@@ -82,4 +100,4 @@ namespace BCG {
}
}
}
-}
\ No newline at end of file
+}
-112
View File
@@ -1,112 +0,0 @@
diff --git a/src/client/spark/AW2/VolSurfaceExtensions.cs b/src/client/spark/AW2/VolSurfaceExtensions.cs
index 6279d82a2..c143902a7 100644
--- a/src/client/spark/AW2/VolSurfaceExtensions.cs
+++ b/src/client/spark/AW2/VolSurfaceExtensions.cs
@@ -162,7 +162,8 @@ namespace mbts.spark {
api_sec_exp.Exchange.to_venue(),
api_sec_exp.SecurityType.contract_case(),
api_sec_exp.Symbol,
- api_sec_exp.Expiration.date_time());
+ api_sec_exp.HasExpiration ?
+ api_sec_exp.Expiration.date_time() : SecurityExpiration.empty.expiration);
public static SecurityExpiration to_sec_exp(this Security sec) =>
to_sec_exp(new SecurityImmutable(sec));
diff --git a/src/client/spark/Analytics/Core/Settings/SecurityExpiration.cs b/src/client/spark/Analytics/Core/Settings/SecurityExpiration.cs
index bf9f44455..b2ac80561 100644
--- a/src/client/spark/Analytics/Core/Settings/SecurityExpiration.cs
+++ b/src/client/spark/Analytics/Core/Settings/SecurityExpiration.cs
@@ -3,6 +3,7 @@ namespace mbts {
using bts.api;
using bts.utils;
+ using mbts.spark;
using mbts.ui.utility;
using mbts.utils;
@@ -25,6 +26,9 @@ namespace mbts {
SecurityTuple.empty.security_name,
DateTime.MinValue);
+ public static bts.api.domain.SecurityExpirationImmutable empty_api_sec_expi =>
+ empty.to_api_sec_expi();
+
// for deserialization
SecurityExpiration() =>
security_tuple = SecurityTuple.empty;
diff --git a/src/client/spark/Analytics/SupportingData/AnalyticsExpirationParameters.cs b/src/client/spark/Analytics/SupportingData/AnalyticsExpirationParameters.cs
index f5e2a73d6..0ea7b34be 100644
--- a/src/client/spark/Analytics/SupportingData/AnalyticsExpirationParameters.cs
+++ b/src/client/spark/Analytics/SupportingData/AnalyticsExpirationParameters.cs
@@ -50,9 +50,7 @@ namespace mbts.analytics {
deliverable_security ??= SecurityExpiration.empty;
roll_schedule_expiration ??= SecurityExpiration.empty;
- this.driver = driver ?? new(new() {
- TimeWeightedInterpolated = new()
- });
+ this.driver = driver ?? _default_driver;
_deliverable = deliverable_security.to_api_sec_expi();
_roll_schedule = roll_schedule_expiration.to_api_sec_expi();
this.roll_target = roll_target;
@@ -63,10 +61,10 @@ namespace mbts.analytics {
}
public AnalyticsExpirationParameters(ExpirationParameterEntryImmutable db_i) {
- _security = db_i.SecurityExpiration;
- _deliverable = db_i.Deliverable;
- _roll_schedule = db_i.RollSchedule;
- driver = db_i.Driver;
+ _security = db_i.HasSecurityExpiration ? db_i.SecurityExpiration : _default_api_sec_expi;
+ _deliverable = db_i.HasDeliverable ? db_i.Deliverable : _default_api_sec_expi;
+ _roll_schedule = db_i.HasRollSchedule ? db_i.RollSchedule : _default_api_sec_expi;
+ driver = db_i.HasDriver ? db_i.Driver : _default_driver;
roll_target = db_i.RollTarget;
riskless_rate = db_i.RisklessRate;
settlement_price = db_i.SettlementPrice;
@@ -74,6 +72,12 @@ namespace mbts.analytics {
vega_beta = db_i.VegaBeta;
}
+ static ExpirationDriverImmutable _default_driver =>
+ new(new() { TimeWeightedInterpolated = new() });
+
+ static bts.api.domain.SecurityExpirationImmutable _default_api_sec_expi =>
+ SecurityExpiration.empty_api_sec_expi;
+
public SecurityExpiration security => _security.to_sec_exp();
public SecurityExpiration driver_security => driver.HasSecurity ?
driver.Security.to_sec_exp() : SecurityExpiration.empty;
diff --git a/src/client/spark/NMSheets/DataProviders/NMSheetSingleOptionMainDataSource.cs b/src/client/spark/NMSheets/DataProviders/NMSheetSingleOptionMainDataSource.cs
index 622121388..ec902f142 100644
--- a/src/client/spark/NMSheets/DataProviders/NMSheetSingleOptionMainDataSource.cs
+++ b/src/client/spark/NMSheets/DataProviders/NMSheetSingleOptionMainDataSource.cs
@@ -233,9 +233,18 @@ namespace BCG {
private IDictionary<DateTime, ATMData> _get_atm_data(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data) {
NMSheetSettings sheet_settings = _threaded_bb.read_state(_in_bb_sheet_settings_tag) ?? new NMSheetSettings();
VolSurfaceNonVolInput vs_nvinp = _threaded_bb.read_state(_in_exp_param_tag);
- IDictionary<DateTime, double> option_exp_roll_data = vs_nvinp != null ?
- vs_nvinp.get_roll_map((exp) => exp.symbol == _nmsheet_symbol.option_name && exp.security_type == SecurityType.Option).ToDictionary(kv => kv.Key.expiration, kv => kv.Value) :
- new Dictionary<DateTime, double>();
+ var option_sym_exp_groups = vs_nvinp
+ ?.get_roll_map(exp =>
+ exp.symbol == _nmsheet_symbol.option_name &&
+ exp.security_type == SecurityType.Option)
+ ?.GroupBy(kv => kv.Key.expiration)
+ ?.ToDictionary(kv => kv.Key, kv => kv.ToList());
+ var option_exp_roll_data = vs_nvinp
+ ?.get_roll_map(exp =>
+ exp.symbol == _nmsheet_symbol.option_name &&
+ exp.security_type == SecurityType.Option)
+ ?.ToDictionary(kv => kv.Key.expiration, kv => kv.Value)
+ ?? new();
IDictionary<DateTime, ATMData> atm_data = OptionATMDataSource.compute_atm_data(_nmsheet_symbol.option_name, _get_onefive(), theo_data, option_exp_roll_data);
if (sheet_settings.setting_atm.select_atm_nearest_strike_only)
foreach (ATMData exp_atm_data in atm_data.Values)
@@ -306,4 +315,4 @@ namespace BCG {
}
#endregion
}
-}
\ No newline at end of file
+}
-45
View File
@@ -1,45 +0,0 @@
/* global use, db */
// MongoDB Playground
// To disable this template go to Settings | MongoDB | Use Default Template For Playground.
// Make sure you are connected to enable completions and to be able to run a playground.
// Use Ctrl+Space inside a snippet or a string literal to trigger completions.
// The result of the last command run in a playground is shown on the results panel.
// By default the first 20 documents will be returned with a cursor.
// Use 'console.log()' to print to the debug output.
// For more documentation on playgrounds please refer to
// https://www.mongodb.com/docs/mongodb-vscode/playgrounds/
// Select the database to use.
use('mongodbVSCodePlaygroundDB');
// Insert a few documents into the sales collection.
db.getCollection('sales').insertMany([
{ 'item': 'abc', 'price': 10, 'quantity': 2, 'date': new Date('2014-03-01T08:00:00Z') },
{ 'item': 'jkl', 'price': 20, 'quantity': 1, 'date': new Date('2014-03-01T09:00:00Z') },
{ 'item': 'xyz', 'price': 5, 'quantity': 10, 'date': new Date('2014-03-15T09:00:00Z') },
{ 'item': 'xyz', 'price': 5, 'quantity': 20, 'date': new Date('2014-04-04T11:21:39.736Z') },
{ 'item': 'abc', 'price': 10, 'quantity': 10, 'date': new Date('2014-04-04T21:23:13.331Z') },
{ 'item': 'def', 'price': 7.5, 'quantity': 5, 'date': new Date('2015-06-04T05:08:13Z') },
{ 'item': 'def', 'price': 7.5, 'quantity': 10, 'date': new Date('2015-09-10T08:43:00Z') },
{ 'item': 'abc', 'price': 10, 'quantity': 5, 'date': new Date('2016-02-06T20:20:13Z') },
]);
// Run a find command to view items sold on April 4th, 2014.
const salesOnApril4th = db.getCollection('sales').find({
date: { $gte: new Date('2014-04-04'), $lt: new Date('2014-04-05') }
}).count();
// Print a message to the output window.
console.log(`${salesOnApril4th} sales occurred in 2014.`);
// Here we run an aggregation and open a cursor to the results.
// Use '.toArray()' to exhaust the cursor to return the whole result set.
// You can use '.hasNext()/.next()' to iterate through the cursor page by page.
db.getCollection('sales').aggregate([
// Find all of the sales that occurred in 2014.
{ $match: { date: { $gte: new Date('2014-01-01'), $lt: new Date('2015-01-01') } } },
// Group the total sales for each product.
{ $group: { _id: '$item', totalSaleAmount: { $sum: { $multiply: ['$price', '$quantity'] } } } }
]);
+14
View File
@@ -1,11 +1,20 @@
astroid==2.7.3
autopep8==1.5.7
blinker==1.9.0
boto3==1.37.9
botocore==1.37.9
certifi==2023.5.7
charset-normalizer==3.1.0
click==8.1.8
colorama==0.4.4
Flask==3.1.0
idna==3.4
isort==5.9.3
itsdangerous==2.2.0
Jinja2==3.1.6
jmespath==1.0.1
lazy-object-proxy==1.6.0
MarkupSafe==3.0.2
mccabe==0.6.1
platformdirs==2.3.0
protobuf==4.21.12
@@ -14,9 +23,14 @@ pycodestyle==2.7.0
pycparser==2.20
pylint==2.10.2
PyMeta3==0.5.1
python-dateutil==2.9.0.post0
python-dotenv==1.0.1
requests==2.31.0
s3transfer==0.11.4
six==1.17.0
termcolor==1.1.0
toml==0.10.2
urllib3==2.0.3
Werkzeug==3.1.3
wrapt==1.12.1
yapf==0.31.0
-30
View File
@@ -1,30 +0,0 @@
-----BEGIN ENCRYPTED PRIVATE KEY-----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-----END ENCRYPTED PRIVATE KEY-----
-9
View File
@@ -1,9 +0,0 @@
-----BEGIN PUBLIC KEY-----
MIIBIjANBgkqhkiG9w0BAQEFAAOCAQ8AMIIBCgKCAQEAvvtV/IP1l/F85ME8N8H+
8TCBOB68Lxd7sdR0geJGssLBq5F22IIlVKylNxiQV3TE6/hmL9dmr8FuUMrjPCal
vma0axyAdyCMjFH3U0bYzzxnxSWuj5VJIgaZKOVQuX/3Hb+l4RZi7VWZgQFvEJ+F
y66S2wDu4ey71Mt0yxkMsl5WMZBL3M1z+bt3pKzmBoyIMVLDcV1k1Yr2wspIRriZ
95er3JWofK1P9s8B3OoqypEopLRW5hJaZN8YRpFNq5VwRUSj83KVobBAQTWDdOA5
zOkixPVklZFaNyR06iT0gcgZUUM2bjyfQJGQ4GBCZpZb8KPPgtP+WhghoWby9OLv
KQIDAQAB
-----END PUBLIC KEY-----
@@ -1,14 +1,14 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="Google.Protobuf" Version="3.24.3" />
<PackageReference Include="YaccLexTools" Version="1.2.0" />
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<ItemGroup>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
+15 -34
View File
@@ -1,41 +1,22 @@
using mbts.spark;
using System.Diagnostics;
using System;
using System.Runtime;
namespace BCG.Utilities.General;
namespace BCG.Utilities.General
{
/// <summary>
/// Summary description for Crono.
/// </summary>
public class Crono
{
public Crono()
{
myTimer = new HighPerformanceTimer();
}
/// <summary>
/// Summary description for Crono.
/// </summary>
public class Crono {
readonly Stopwatch myTimer = new();
public void start()
{myTimer.start();}
public void start() =>
myTimer.Start();
public void stop()
{myTimer.stop();}
public void stop() =>
myTimer.Stop();
public TimeSpan time
{
get
{
return new TimeSpan((long) (myTimer.totalMilliseconds * TimeSpan.TicksPerMillisecond));
}
}
public double miliseconds
{
get
{return myTimer.totalMilliseconds;}
}
private HighPerformanceTimer myTimer;
}
public TimeSpan time =>
myTimer.Elapsed;
public double miliseconds =>
myTimer.Elapsed.TotalMilliseconds;
}
+192 -192
View File
@@ -1,192 +1,192 @@
using System;
using System.Collections;
using System.Collections.Generic;
using System.Collections.Concurrent;
using System.Reflection;
using Microsoft.Win32;
namespace BCG
{
public enum RegistryRoot { HKCU, HKLM }
[Serializable]
public class BlueRegistry
{
public const string BlueSubKey = @"Software\Blue Capital Group\";
public static readonly string ApplicationPrefix;
protected string myFullPath;
public BlueRegistry(string subPath)
{
myFullPath = string.Concat(BlueRegistry.ApplicationPrefix, @"\", subPath);
}
public BlueRegistry(BlueRegistry parent, string subPath)
{
myFullPath = string.Concat(parent.myFullPath, @"\", subPath);
}
static BlueRegistry()
{
string app = "Applications";
Assembly ass = Assembly.GetEntryAssembly();
if (ass != null)
{
app = ass.GetName().Name;
object[] attrs = ass.GetCustomAttributes(
Type.GetType("System.Reflection.AssemblyTitleAttribute"), true);
if (attrs.Length > 0 && ((AssemblyTitleAttribute)attrs[0]).Title != string.Empty)
{
app = ((AssemblyTitleAttribute)attrs[0]).Title;
}
}
ApplicationPrefix = string.Concat(BlueRegistry.BlueSubKey, app);
}
public object getValue(string name)
{
return getValue(RegistryRoot.HKCU, name);
}
public object getValue(string name, object defaultValue)
{
return getValue(RegistryRoot.HKCU, name, defaultValue);
}
public void setValue(string name, object value)
{
setValue(RegistryRoot.HKCU, name, value);
}
public void deleteValue(string name)
{
deleteValue(RegistryRoot.HKCU, name);
}
private RegistryKey myGetRegistryKey(RegistryRoot root)
{
if (root == RegistryRoot.HKCU)
return Registry.CurrentUser.CreateSubKey(myFullPath);
else
return Registry.LocalMachine.CreateSubKey(myFullPath);
}
#region Generic Methods
internal virtual void setValue(RegistryRoot root, string name, object value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
rk.SetValue(name, value);
}
}
internal virtual object getValue(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return rk.GetValue(name);
}
}
internal virtual void deleteValue(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
rk.DeleteValue(name);
}
}
internal virtual object getValue(RegistryRoot root, string name, object defaultValue)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return rk.GetValue(name, defaultValue);
}
}
#endregion
#region Double
internal virtual void setDouble(RegistryRoot root, string name, double value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
DoubleRegistryHandler.setValue(rk, name, value);
}
}
internal virtual double getDouble(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return DoubleRegistryHandler.getValue(rk, name);
}
}
#endregion
#region Enum
internal virtual void setEnum(RegistryRoot root, string name, Enum value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
EnumRegistryHandler.setValue(rk, name, value);
}
}
internal virtual Enum getEnum(RegistryRoot root, string name, Type enumType)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return EnumRegistryHandler.getValue(rk, name, enumType);
}
}
#endregion
#region Array
internal virtual void setArray(RegistryRoot root, string name, Array array)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
ArrayRegistryHandler.setValue(rk, name, array);
}
}
internal virtual Array getArray(RegistryRoot root, string name, Type elementType)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return ArrayRegistryHandler.getValue(rk, name, elementType);
}
}
#endregion
#region SortedList
internal virtual void setSortedList(RegistryRoot root, string name, SortedList slist)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
SortedListRegistryHandler.setValue(rk, name, slist);
}
}
internal virtual SortedList getSortedList(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return SortedListRegistryHandler.getValue(rk, name);
}
}
internal virtual void deleteSortedList(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
SortedListRegistryHandler.deleteValue(rk, name);
}
}
#endregion
}
}
using System;
using System.Collections;
using System.Collections.Generic;
using System.Collections.Concurrent;
using System.Reflection;
using Microsoft.Win32;
namespace BCG
{
public enum RegistryRoot { HKCU, HKLM }
[Serializable]
public class BlueRegistry
{
public const string BlueSubKey = @"Software\Blue Capital Group\";
public static readonly string ApplicationPrefix;
protected string myFullPath;
public BlueRegistry(string subPath)
{
myFullPath = string.Concat(BlueRegistry.ApplicationPrefix, @"\", subPath);
}
public BlueRegistry(BlueRegistry parent, string subPath)
{
myFullPath = string.Concat(parent.myFullPath, @"\", subPath);
}
static BlueRegistry()
{
string app = "Applications";
Assembly ass = Assembly.GetEntryAssembly();
if (ass != null)
{
app = ass.GetName().Name;
object[] attrs = ass.GetCustomAttributes(
Type.GetType("System.Reflection.AssemblyTitleAttribute"), true);
if (attrs.Length > 0 && ((AssemblyTitleAttribute)attrs[0]).Title != string.Empty)
{
app = ((AssemblyTitleAttribute)attrs[0]).Title;
}
}
ApplicationPrefix = string.Concat(BlueRegistry.BlueSubKey, app);
}
public object getValue(string name)
{
return getValue(RegistryRoot.HKCU, name);
}
public object getValue(string name, object defaultValue)
{
return getValue(RegistryRoot.HKCU, name, defaultValue);
}
public void setValue(string name, object value)
{
setValue(RegistryRoot.HKCU, name, value);
}
public void deleteValue(string name)
{
deleteValue(RegistryRoot.HKCU, name);
}
private RegistryKey myGetRegistryKey(RegistryRoot root)
{
if (root == RegistryRoot.HKCU)
return Registry.CurrentUser.CreateSubKey(myFullPath);
else
return Registry.LocalMachine.CreateSubKey(myFullPath);
}
#region Generic Methods
public virtual void setValue(RegistryRoot root, string name, object value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
rk.SetValue(name, value);
}
}
internal virtual object getValue(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return rk.GetValue(name);
}
}
internal virtual void deleteValue(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
rk.DeleteValue(name);
}
}
public virtual object getValue(RegistryRoot root, string name, object defaultValue)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return rk.GetValue(name, defaultValue);
}
}
#endregion
#region Double
internal virtual void setDouble(RegistryRoot root, string name, double value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
DoubleRegistryHandler.setValue(rk, name, value);
}
}
internal virtual double getDouble(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return DoubleRegistryHandler.getValue(rk, name);
}
}
#endregion
#region Enum
internal virtual void setEnum(RegistryRoot root, string name, Enum value)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
EnumRegistryHandler.setValue(rk, name, value);
}
}
internal virtual Enum getEnum(RegistryRoot root, string name, Type enumType)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return EnumRegistryHandler.getValue(rk, name, enumType);
}
}
#endregion
#region Array
internal virtual void setArray(RegistryRoot root, string name, Array array)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
ArrayRegistryHandler.setValue(rk, name, array);
}
}
internal virtual Array getArray(RegistryRoot root, string name, Type elementType)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return ArrayRegistryHandler.getValue(rk, name, elementType);
}
}
#endregion
#region SortedList
internal virtual void setSortedList(RegistryRoot root, string name, SortedList slist)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
SortedListRegistryHandler.setValue(rk, name, slist);
}
}
internal virtual SortedList getSortedList(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
return SortedListRegistryHandler.getValue(rk, name);
}
}
internal virtual void deleteSortedList(RegistryRoot root, string name)
{
using (RegistryKey rk = myGetRegistryKey(root))
{
SortedListRegistryHandler.deleteValue(rk, name);
}
}
#endregion
}
}
@@ -1,10 +1,9 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0-windows</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
<UseWindowsForms>true</UseWindowsForms>
</PropertyGroup>
</Project>
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net8.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
@@ -0,0 +1,24 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<ItemGroup Label="ColumnExpression">
<Scanner Include="ColumnExpressionTokens.lex" />
<Parser Include="ColumnExpressionGrammar.y" />
</ItemGroup>
</Project>
File renamed without changes.
@@ -0,0 +1,62 @@
namespace Bts.ColumnExpressions;
public class ColumnExpression {
public ColumnExpression(string name, Type? type = null, object? value = null) {
Name = name;
Type = type
?? value?.GetType()
?? throw new ArgumentException(
"Type must be specified explicitly when value is null", nameof(type));
Value = value
?? DBNull.Value;
}
public string Name { get; }
public Type Type { get; }
public object Value { get; }
public static ColumnExpression Create<T>(string name, T value, Type? type = null) {
// Try to convert value to 'type' to verify they are compatible
// Note: Can't use `System.Type.IsAssignableFrom` because it doesn't
// account for implicit conversions (e.g., int -> long), just inheritance.
if (type is not null && !ConvertUtils.try_convert(type, value, out _)) {
throw new ArgumentException(
$"Type '{type}' is not assignable from value type '{value?.GetType()}'");
}
return new(name, type ?? typeof(T), value);
}
internal static Type ParseType(string typeId) {
return Candidates().ExceptNull().FirstOrDefault() ??
throw new ArgumentException($"Failed to parse Type from '{typeId}'", nameof(typeId));
IEnumerable<Type?> Candidates() {
if (typeId.Length == 0) {
yield break;
}
yield return Type.GetType(typeId);
yield return Type.GetType($"System.{typeId}");
if (typeId.Length > 1) {
yield return Type.GetType($"System.{char.ToUpper(typeId[0]) + typeId[1..]}");
}
yield return typeId.ToLower() switch {
"float64" or "double" or "real64" or "number" => typeof(double),
"float32" or "single" or "real32" or "real" or "float" => typeof(float),
"int16" or "short" or "integer16" or "signed16" => typeof(short),
"int32" or "int" or "integer" or "integer32" or "signed" => typeof(int),
"int64" or "long" or "integer64" or "signed64" => typeof(long),
"uint16" or "ushort" or "unsigned16" => typeof(ushort),
"uint32" or "uint" or "unsigned" => typeof(uint),
"uint64" or "ulong" or "unsigned64" => typeof(ulong),
"char" => typeof(char),
"byte" or "uint8" => typeof(byte),
"bool" or "boolean" => typeof(bool),
"string" or "text" => typeof(string),
"date" or "datetime" => typeof(DateTime),
_ => null
};
}
}
}
@@ -0,0 +1,49 @@
%namespace Bts.ColumnExpressions
%partial
%visibility internal
%tokentype ColumnExpressionToken
%parsertype ColumnExpressionParser
%union {
public int Integer;
public double Real;
public bool Boolean;
public string String;
public string Identifier;
public string TypeId;
public DateTime DateTime;
public Tuple<string, Type> ColumnDefinition;
public ColumnExpression ColumnExpression;
public ImmutableList<ColumnExpression> ColumnExpressions;
}
%token BOOLEAN_CONSTANT, INTEGER_CONSTANT, REAL_CONSTANT, DATE_TIME_CONSTANT, STRING_CONSTANT
%token IDENTIFIER, EQUALS, TYPE_ID, OF_TYPE
%nonassoc EQUALS
%type <ColumnDefinition> ColumnDefinition
%type <ColumnExpression> ColumnExpression
%type <ColumnExpressions> ColumnExpressions
%%
ColumnExpressions :
ColumnExpression { $$ = ImmutableList.CreateRange(new[] { $1 }); }
| ColumnExpressions ColumnExpression { $$ = $1.Add($2); }
;
ColumnExpression :
ColumnDefinition EQUALS INTEGER_CONSTANT { $$ = ColumnExpression.Create($1.Item1, $3.Integer, $1.Item2); }
| ColumnDefinition EQUALS REAL_CONSTANT { $$ = ColumnExpression.Create($1.Item1, $3.Real, $1.Item2); }
| ColumnDefinition EQUALS DATE_TIME_CONSTANT { $$ = ColumnExpression.Create($1.Item1, $3.DateTime, $1.Item2); }
| ColumnDefinition EQUALS BOOLEAN_CONSTANT { $$ = ColumnExpression.Create($1.Item1, $3.Boolean, $1.Item2); }
| ColumnDefinition EQUALS STRING_CONSTANT { $$ = ColumnExpression.Create($1.Item1, $3.String, $1.Item2); }
| ColumnDefinition { $$ = new($1.Item1, $1.Item2); }
;
ColumnDefinition :
IDENTIFIER { $$ = new($1.Identifier, null); }
| IDENTIFIER OF_TYPE IDENTIFIER { $$ = new($1.Identifier, ColumnExpression.ParseType($3.Identifier)); }
| IDENTIFIER OF_TYPE TYPE_ID { $$ = new($1.Identifier, ColumnExpression.ParseType($3.TypeId)); }
;
@@ -0,0 +1,18 @@
namespace Bts.ColumnExpressions;
using System.IO;
using System.Text;
public class ColumnExpressionInterpreter {
public static IList<ColumnExpression> Evaluate(Stream stream) {
var parser = new ColumnExpressionParser();
var res = parser.Parse(stream);
return res?.ColumnExpressions ?? ImmutableList<ColumnExpression>.Empty.Add(
res?.ColumnExpression ?? throw new Exception("Failed to parse column(s) expression"));
}
public static IList<ColumnExpression> Evaluate(string str) {
using var ms = new MemoryStream(Encoding.Default.GetBytes(str));
return Evaluate(ms);
}
}
@@ -0,0 +1,18 @@
namespace Bts.ColumnExpressions;
using System.Text;
partial class ColumnExpressionParser {
public ColumnExpressionParser() : base(null) { }
public ValueType? Parse(string s) {
using var ms = new MemoryStream(Encoding.Default.GetBytes(s));
return Parse(ms);
}
public ValueType? Parse(Stream stream) {
Scanner = new ColumnExpressionScanner(stream);
Parse();
return CurrentSemanticValue;
}
}
@@ -0,0 +1,9 @@
namespace Bts.ColumnExpressions;
partial class ColumnExpressionScanner {
public override void yyerror(string format, params object[] args) {
base.yyerror(format, args);
Console.WriteLine(format, args);
Console.WriteLine();
}
}
@@ -0,0 +1,85 @@
%namespace Bts.ColumnExpressions
%scannertype ColumnExpressionScanner
%visibility internal
%tokentype ColumnExpressionToken
%option stack, minimize, parser, verbose, persistbuffer, noembedbuffers
/* Literal Constants */
Letter [a-zA-Z]
BooleanConstant true|false
StringConstant '([^\'\\]*|\\.)*'
DateTimeConstant ([1-9]|'10'|'11'|'12')\/([1-9]|([1-2][0-9])|'30'|'31')\/[0-9][0-9][0-9]*
IntegerConstant -?[0-9]+
NullConstant 'null'
RealConstant -?[0-9]+\.[0-9]+
/* Relational Operators */
Equals =
OfType /
Identifier {Letter}({Letter}*[0-9]*_*)*
NamespacePrefix {Identifier}\.
TypeId {NamespacePrefix}*{Identifier}
/* Utility Tokens */
OpenParenthesis \(
CloseParenthesis \)
Comma ,
QuoteOpen \[
QuoteClose \]
/* Comments */
LineComment \/\/[^\n\r]*(\n|\r|\r\n)
%%
{Equals} {
return (int)ColumnExpressionToken.EQUALS;
}
{OfType} {
return (int)ColumnExpressionToken.OF_TYPE;
}
{StringConstant} {
yylval.String = yytext.Substring(1, yytext.Length - 2).Replace(@"\'","'");
return (int)ColumnExpressionToken.STRING_CONSTANT;
}
{BooleanConstant} {
yylval.Boolean = yytext.ToLower() switch {
"true" => true,
"false" => false,
_ => throw new Exception(
string.Format("Expected yytext to be 'true' or 'false' (actually '{0}')", yytext))
};
return (int)ColumnExpressionToken.BOOLEAN_CONSTANT;
}
{DateTimeConstant} {
yylval.DateTime = DateTime.Parse(yytext);
return (int)ColumnExpressionToken.DATE_TIME_CONSTANT;
}
{IntegerConstant} {
yylval.Integer = int.Parse(yytext);
return (int)ColumnExpressionToken.INTEGER_CONSTANT;
}
{RealConstant} {
yylval.Real = double.Parse(yytext);
return (int)ColumnExpressionToken.REAL_CONSTANT;
}
{Identifier} {
yylval.Identifier = yytext;
return (int)ColumnExpressionToken.IDENTIFIER;
}
{TypeId} {
yylval.TypeId = yytext;
return (int)ColumnExpressionToken.TYPE_ID;
}
%%
@@ -0,0 +1,720 @@
// ==============================================================
// <auto-generated>
// This code automatically produced from an embedded resource.
// Do not edit this file, or it will become incompatible with
// the specification from which it was generated.
// </auto-generated>
// ==============================================================
using System;
using System.IO;
using System.Text;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Runtime.Serialization;
using System.Globalization;
namespace QUT.GplexBuffers
{
// Code copied from GPLEX embedded resource
[Serializable]
internal class BufferException : Exception
{
public BufferException() { }
public BufferException(string message) : base(message) { }
public BufferException(string message, Exception innerException)
: base(message, innerException) { }
protected BufferException(SerializationInfo info, StreamingContext context)
: base(info, context) { }
}
internal abstract class ScanBuff
{
private string fileNm;
public const int EndOfFile = -1;
public const int UnicodeReplacementChar = 0xFFFD;
public bool IsFile { get { return (fileNm != null); } }
public string FileName { get { return fileNm; } set { fileNm = value; } }
public abstract int Pos { get; set; }
public abstract int Read();
public virtual void Mark() { }
public abstract string GetString(int begin, int limit);
public static ScanBuff GetBuffer(string source)
{
return new StringBuffer(source);
}
public static ScanBuff GetBuffer(IList<string> source)
{
return new LineBuffer(source);
}
#if (!NOFILES)
public static ScanBuff GetBuffer(Stream source)
{
return new BuildBuffer(source);
}
#if (!BYTEMODE)
public static ScanBuff GetBuffer(Stream source, int fallbackCodePage)
{
return new BuildBuffer(source, fallbackCodePage);
}
#endif // !BYTEMODE
#endif // !NOFILES
}
#region Buffer classes
// ==============================================================
// ===== Definitions for various ScanBuff derived classes ====
// ==============================================================
// =============== String input ================
// ==============================================================
/// <summary>
/// This class reads characters from a single string as
/// required, for example, by Visual Studio language services
/// </summary>
sealed class StringBuffer : ScanBuff
{
string str; // input buffer
int bPos; // current position in buffer
int sLen;
public StringBuffer(string source)
{
this.str = source;
this.sLen = source.Length;
this.FileName = null;
}
public override int Read()
{
if (bPos < sLen) return str[bPos++];
else if (bPos == sLen) { bPos++; return '\n'; } // one strike, see new line
else { bPos++; return EndOfFile; } // two strikes and you're out!
}
public override string GetString(int begin, int limit)
{
// "limit" can be greater than sLen with the BABEL
// option set. Read returns a "virtual" EOL if
// an attempt is made to read past the end of the
// string buffer. Without the guard any attempt
// to fetch yytext for a token that includes the
// EOL will throw an index exception.
if (limit > sLen) limit = sLen;
if (limit <= begin) return "";
else return str.Substring(begin, limit - begin);
}
public override int Pos
{
get { return bPos; }
set { bPos = value; }
}
public override string ToString() { return "StringBuffer"; }
}
// ==============================================================
// The LineBuff class contributed by Nigel Horspool,
// nigelh@cs.uvic.cs
// ==============================================================
sealed class LineBuffer : ScanBuff
{
IList<string> line; // list of source lines from a file
int numLines; // number of strings in line list
string curLine; // current line in that list
int cLine; // index of current line in the list
int curLen; // length of current line
int curLineStart; // position of line start in whole file
int curLineEnd; // position of line end in whole file
int maxPos; // max position ever visited in whole file
int cPos; // ordinal number of code in source
// Constructed from a list of strings, one per source line.
// The lines have had trailing '\n' characters removed.
public LineBuffer(IList<string> lineList)
{
line = lineList;
numLines = line.Count;
cPos = curLineStart = 0;
curLine = (numLines > 0 ? line[0] : "");
maxPos = curLineEnd = curLen = curLine.Length;
cLine = 1;
FileName = null;
}
public override int Read()
{
if (cPos < curLineEnd)
return curLine[cPos++ - curLineStart];
if (cPos++ == curLineEnd)
return '\n';
if (cLine >= numLines)
return EndOfFile;
curLine = line[cLine];
curLen = curLine.Length;
curLineStart = curLineEnd + 1;
curLineEnd = curLineStart + curLen;
if (curLineEnd > maxPos)
maxPos = curLineEnd;
cLine++;
return curLen > 0 ? curLine[0] : '\n';
}
// To speed up searches for the line containing a position
private int cachedPosition;
private int cachedIxdex;
private int cachedLineStart;
// Given a position pos within the entire source, the results are
// ix -- the index of the containing line
// lstart -- the position of the first character on that line
private void findIndex(int pos, out int ix, out int lstart)
{
if (pos >= cachedPosition)
{
ix = cachedIxdex; lstart = cachedLineStart;
}
else
{
ix = lstart = 0;
}
while (ix < numLines)
{
int len = line[ix].Length + 1;
if (pos < lstart + len) break;
lstart += len;
ix++;
}
cachedPosition = pos;
cachedIxdex = ix;
cachedLineStart = lstart;
}
public override string GetString(int begin, int limit)
{
if (begin >= maxPos || limit <= begin) return "";
int endIx, begIx, endLineStart, begLineStart;
findIndex(begin, out begIx, out begLineStart);
int begCol = begin - begLineStart;
findIndex(limit, out endIx, out endLineStart);
int endCol = limit - endLineStart;
string s = line[begIx];
if (begIx == endIx)
{
// the usual case, substring all on one line
return (endCol <= s.Length) ?
s.Substring(begCol, endCol - begCol)
: s.Substring(begCol) + "\n";
}
// the string spans multiple lines, yuk!
StringBuilder sb = new StringBuilder();
if (begCol < s.Length)
sb.Append(s.Substring(begCol));
for (; ; )
{
sb.Append("\n");
s = line[++begIx];
if (begIx >= endIx) break;
sb.Append(s);
}
if (endCol <= s.Length)
{
sb.Append(s.Substring(0, endCol));
}
else
{
sb.Append(s);
sb.Append("\n");
}
return sb.ToString();
}
public override int Pos
{
get { return cPos; }
set
{
cPos = value;
findIndex(cPos, out cLine, out curLineStart);
// cLine should be the *next* line after curLine.
curLine = (cLine < numLines ? line[cLine++] : "");
curLineEnd = curLineStart + curLine.Length;
}
}
public override string ToString() { return "LineBuffer"; }
}
#if (!NOFILES)
// ==============================================================
// ===== class BuildBuff : for unicode text files ========
// ==============================================================
class BuildBuffer : ScanBuff
{
// Double buffer for char stream.
class BufferElement
{
StringBuilder bldr = new StringBuilder();
StringBuilder next = new StringBuilder();
int minIx;
int maxIx;
int brkIx;
bool appendToNext;
internal BufferElement() { }
internal int MaxIndex { get { return maxIx; } }
// internal int MinIndex { get { return minIx; } }
internal char this[int index]
{
get
{
if (index < minIx || index >= maxIx)
throw new BufferException("Index was outside data buffer");
else if (index < brkIx)
return bldr[index - minIx];
else
return next[index - brkIx];
}
}
internal void Append(char[] block, int count)
{
maxIx += count;
if (appendToNext)
this.next.Append(block, 0, count);
else
{
this.bldr.Append(block, 0, count);
brkIx = maxIx;
appendToNext = true;
}
}
internal string GetString(int start, int limit)
{
if (limit <= start)
return "";
if (start >= minIx && limit <= maxIx)
if (limit < brkIx) // String entirely in bldr builder
return bldr.ToString(start - minIx, limit - start);
else if (start >= brkIx) // String entirely in next builder
return next.ToString(start - brkIx, limit - start);
else // Must do a string-concatenation
return
bldr.ToString(start - minIx, brkIx - start) +
next.ToString(0, limit - brkIx);
else
throw new BufferException("String was outside data buffer");
}
internal void Mark(int limit)
{
if (limit > brkIx + 16) // Rotate blocks
{
StringBuilder temp = bldr;
bldr = next;
next = temp;
next.Length = 0;
minIx = brkIx;
brkIx = maxIx;
}
}
}
BufferElement data = new BufferElement();
int bPos; // Postion index in the StringBuilder
BlockReader NextBlk; // Delegate that serves char-arrays;
private string EncodingName
{
get
{
StreamReader rdr = NextBlk.Target as StreamReader;
return (rdr == null ? "raw-bytes" : rdr.CurrentEncoding.BodyName);
}
}
public BuildBuffer(Stream stream)
{
FileStream fStrm = (stream as FileStream);
if (fStrm != null) FileName = fStrm.Name;
NextBlk = BlockReaderFactory.Raw(stream);
}
#if (!BYTEMODE)
public BuildBuffer(Stream stream, int fallbackCodePage)
{
FileStream fStrm = (stream as FileStream);
if (fStrm != null) FileName = fStrm.Name;
NextBlk = BlockReaderFactory.Get(stream, fallbackCodePage);
}
#endif
/// <summary>
/// Marks a conservative lower bound for the buffer,
/// allowing space to be reclaimed. If an application
/// needs to call GetString at arbitrary past locations
/// in the input stream, Mark() is not called.
/// </summary>
public override void Mark() { data.Mark(bPos - 2); }
public override int Pos
{
get { return bPos; }
set { bPos = value; }
}
/// <summary>
/// Read returns the ordinal number of the next char, or
/// EOF (-1) for an end of stream. Note that the next
/// code point may require *two* calls of Read().
/// </summary>
/// <returns></returns>
public override int Read()
{
//
// Characters at positions
// [data.offset, data.offset + data.bldr.Length)
// are available in data.bldr.
//
if (bPos < data.MaxIndex)
{
// ch0 cannot be EOF
return (int)data[bPos++];
}
else // Read from underlying stream
{
// Experimental code, blocks of page size
char[] chrs = new char[4096];
int count = NextBlk(chrs, 0, 4096);
if (count == 0)
return EndOfFile;
else
{
data.Append(chrs, count);
return (int)data[bPos++];
}
}
}
public override string GetString(int begin, int limit)
{
return data.GetString(begin, limit);
}
public override string ToString()
{
return "StringBuilder buffer, encoding: " + this.EncodingName;
}
}
// =============== End ScanBuff-derived classes ==================
internal delegate int BlockReader(char[] block, int index, int number);
// A delegate factory, serving up a delegate that
// reads a block of characters from the underlying
// encoded stream, via a StreamReader object.
//
internal static class BlockReaderFactory
{
public static BlockReader Raw(Stream stream)
{
return delegate(char[] block, int index, int number)
{
byte[] b = new byte[number];
int count = stream.Read(b, 0, number);
int i = 0;
int j = index;
for (; i < count; i++, j++)
block[j] = (char)b[i];
return count;
};
}
#if (!BYTEMODE)
public static BlockReader Get(Stream stream, int fallbackCodePage)
{
Encoding encoding;
int preamble = Preamble(stream);
if (preamble != 0) // There is a valid BOM here!
encoding = Encoding.GetEncoding(preamble);
else if (fallbackCodePage == -1) // Fallback is "raw" bytes
return Raw(stream);
else if (fallbackCodePage != -2) // Anything but "guess"
encoding = Encoding.GetEncoding(fallbackCodePage);
else // This is the "guess" option
{
int guess = new Guesser(stream).GuessCodePage();
stream.Seek(0, SeekOrigin.Begin);
if (guess == -1) // ==> this is a 7-bit file
encoding = Encoding.ASCII;
else if (guess == 65001)
encoding = Encoding.UTF8;
else // ==> use the machine default
encoding = Encoding.Default;
}
StreamReader reader = new StreamReader(stream, encoding);
return reader.Read;
}
static int Preamble(Stream stream)
{
int b0 = stream.ReadByte();
int b1 = stream.ReadByte();
if (b0 == 0xfe && b1 == 0xff)
return 1201; // UTF16BE
if (b0 == 0xff && b1 == 0xfe)
return 1200; // UTF16LE
int b2 = stream.ReadByte();
if (b0 == 0xef && b1 == 0xbb && b2 == 0xbf)
return 65001; // UTF8
//
// There is no unicode preamble, so we
// return denoter for the machine default.
//
stream.Seek(0, SeekOrigin.Begin);
return 0;
}
#endif // !BYTEMODE
}
#endif // !NOFILES
#endregion Buffer classes
// ==============================================================
// ============ class CodePageHandling =============
// ==============================================================
#if (!NOFILES)
public static class CodePageHandling
{
public static int GetCodePage(string option)
{
string command = option.ToUpperInvariant();
if (command.StartsWith("CodePage:", StringComparison.OrdinalIgnoreCase))
command = command.Substring(9);
try
{
if (command.Equals("RAW"))
return -1;
else if (command.Equals("GUESS"))
return -2;
else if (command.Equals("DEFAULT"))
return 0;
else if (char.IsDigit(command[0]))
return int.Parse(command, CultureInfo.InvariantCulture);
else
{
Encoding enc = Encoding.GetEncoding(command);
return enc.CodePage;
}
}
catch (FormatException)
{
Console.Error.WriteLine(
"Invalid format \"{0}\", using machine default", option);
}
catch (ArgumentException)
{
Console.Error.WriteLine(
"Unknown code page \"{0}\", using machine default", option);
}
return 0;
}
}
#region guesser
#if (!BYTEMODE)
// ==============================================================
// ============ Encoding Guesser =============
// ==============================================================
/// <summary>
/// This class provides a simple finite state automaton that
/// scans the file looking for (1) valid UTF-8 byte patterns,
/// (2) bytes >= 0x80 which are not part of a UTF-8 sequence.
/// The method then guesses whether it is UTF-8 or maybe some
/// local machine default encoding. This works well for the
/// various Latin encodings.
/// </summary>
internal class Guesser
{
ScanBuff buffer;
public int GuessCodePage() { return Scan(); }
const int maxAccept = 10;
const int initial = 0;
const int eofNum = 0;
const int goStart = -1;
const int INITIAL = 0;
const int EndToken = 0;
#region user code
/*
* Reads the bytes of a file to determine if it is
* UTF-8 or a single-byte code page file.
*/
public long utfX;
public long uppr;
#endregion user code
int state;
int currentStart = startState[0];
int code;
#region ScannerTables
static int[] startState = new int[] { 11, 0 };
#region CharacterMap
static sbyte[] map = new sbyte[256] {
/* '\0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x10' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x20' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '@' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* 'P' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '`' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* 'p' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x80' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\x90' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xA0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xB0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xC0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
/* '\xD0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
/* '\xE0' */ 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
/* '\xF0' */ 4, 4, 4, 4, 4, 4, 4, 4, 5, 5, 5, 5, 5, 5, 5, 5 };
#endregion
static sbyte[][] nextState = new sbyte[][] {
new sbyte[] {0, 0, 0, 0, 0, 0},
new sbyte[] {-1, -1, 10, -1, -1, -1},
new sbyte[] {-1, -1, -1, -1, -1, -1},
new sbyte[] {-1, -1, 8, -1, -1, -1},
new sbyte[] {-1, -1, 5, -1, -1, -1},
new sbyte[] {-1, -1, 6, -1, -1, -1},
new sbyte[] {-1, -1, 7, -1, -1, -1},
null,
new sbyte[] {-1, -1, 9, -1, -1, -1},
null,
null,
new sbyte[] {-1, 1, 2, 3, 4, 2}
};
[SuppressMessage("Microsoft.Performance", "CA1810:InitializeReferenceTypeStaticFieldsInline")]
// Reason for suppression: cannot have self-reference in array initializer.
static Guesser()
{
nextState[7] = nextState[2];
nextState[9] = nextState[2];
nextState[10] = nextState[2];
}
int NextState()
{
if (code == ScanBuff.EndOfFile)
return eofNum;
else
return nextState[state][map[code]];
}
#endregion
public Guesser(System.IO.Stream file) { SetSource(file); }
public void SetSource(System.IO.Stream source)
{
this.buffer = new BuildBuffer(source);
code = buffer.Read();
}
int Scan()
{
for (; ; )
{
int next;
state = currentStart;
while ((next = NextState()) == goStart)
code = buffer.Read();
state = next;
code = buffer.Read();
while ((next = NextState()) > eofNum)
{
state = next;
code = buffer.Read();
}
if (state <= maxAccept)
{
#region ActionSwitch
#pragma warning disable 162
switch (state)
{
case eofNum:
switch (currentStart)
{
case 11:
if (utfX == 0 && uppr == 0) return -1; /* raw ascii */
else if (uppr * 10 > utfX) return 0; /* default code page */
else return 65001; /* UTF-8 encoding */
break;
}
return EndToken;
case 1: // Recognized '{Upper128}', Shortest string "\xC0"
case 2: // Recognized '{Upper128}', Shortest string "\x80"
case 3: // Recognized '{Upper128}', Shortest string "\xE0"
case 4: // Recognized '{Upper128}', Shortest string "\xF0"
uppr++;
break;
case 5: // Recognized '{Utf8pfx4}{Utf8cont}', Shortest string "\xF0\x80"
uppr += 2;
break;
case 6: // Recognized '{Utf8pfx4}{Utf8cont}{2}', Shortest string "\xF0\x80\x80"
uppr += 3;
break;
case 7: // Recognized '{Utf8pfx4}{Utf8cont}{3}', Shortest string "\xF0\x80\x80\x80"
utfX += 3;
break;
case 8: // Recognized '{Utf8pfx3}{Utf8cont}', Shortest string "\xE0\x80"
uppr += 2;
break;
case 9: // Recognized '{Utf8pfx3}{Utf8cont}{2}', Shortest string "\xE0\x80\x80"
utfX += 2;
break;
case 10: // Recognized '{Utf8pfx2}{Utf8cont}', Shortest string "\xC0\x80"
utfX++;
break;
default:
break;
}
#pragma warning restore 162
#endregion
}
}
}
} // end class Guesser
#endif // !BYTEMODE
#endregion
#endif // !NOFILES
// End of code copied from embedded resource
}
@@ -0,0 +1,884 @@
// ==============================================================
// <auto-generated>
// This code automatically produced from an embedded resource.
// Do not edit this file, or it will become incompatible with
// the specification from which it was generated.
// </auto-generated>
// ==============================================================
// Gardens Point Parser Generator
// Copyright (c) Wayne Kelly, QUT 2005-2010
// (see accompanying GPPGcopyright.rtf)
using System;
using System.Text;
using System.Globalization;
using System.Collections.Generic;
using System.Runtime.Serialization;
using System.Diagnostics.CodeAnalysis;
namespace QUT.Gppg {
/// <summary>
/// Abstract class for GPPG shift-reduce parsers.
/// Parsers generated by GPPG derive from this base
/// class, overriding the abstract Initialize() and
/// DoAction() methods.
/// </summary>
/// <typeparam name="TValue">Semantic value type</typeparam>
/// <typeparam name="TSpan">Location type</typeparam>
#if EXPORT_GPPG
public abstract class ShiftReduceParser<TValue, TSpan>
#else
internal abstract class ShiftReduceParser<TValue, TSpan>
#endif
where TSpan : IMerge<TSpan>, new() {
private AbstractScanner<TValue, TSpan> scanner;
/// <summary>
/// The abstract scanner for this parser.
/// </summary>
protected AbstractScanner<TValue, TSpan> Scanner {
get { return scanner; }
set { scanner = value; }
}
/// <summary>
/// Constructor for base class
/// </summary>
/// <param name="scanner">Scanner instance for this parser</param>
protected ShiftReduceParser( AbstractScanner<TValue, TSpan> scanner ) {
this.scanner = scanner;
}
// ==============================================================
// TECHNICAL EXPLANATION.
// Why the next two fields are not exposed via properties.
// ==============================================================
// These fields are of the generic parameter types, and are
// frequently instantiated as struct types in derived classes.
// Semantic actions are defined in the derived classes and refer
// to instance fields of these structs. In such cases the code
// "get_CurrentSemanticValue().myField = blah;" will fail since
// the getter pushes the value of the field, not the reference.
// So, in the presence of properties, gppg would need to encode
// such field accesses as ...
// "tmp = get_CurrentSemanticValue(); // Fetch value
// tmp.myField = blah; // update
// set_CurrentSemanticValue(tmp); " // Write update back.
// There is no issue if TValue is restricted to be a ref type.
// The same explanation applies to scanner.yylval.
// ==============================================================
/// <summary>
/// The current value of the "$$" symbolic variable in the parser
/// </summary>
[SuppressMessage( "Microsoft.Design", "CA1051:DoNotDeclareVisibleInstanceFields" )]
protected TValue CurrentSemanticValue;
/// <summary>
/// The current value of the "@$" symbolic variable in the parser
/// </summary>
[SuppressMessage( "Microsoft.Design", "CA1051:DoNotDeclareVisibleInstanceFields" )]
protected TSpan CurrentLocationSpan;
protected int NextToken;
private TSpan LastSpan;
private State FsaState;
private bool recovering;
private int tokensSinceLastError;
private PushdownPrefixState<State> StateStack = new PushdownPrefixState<State>();
private PushdownPrefixState<TValue> valueStack = new PushdownPrefixState<TValue>();
private PushdownPrefixState<TSpan> locationStack = new PushdownPrefixState<TSpan>();
/// <summary>
/// The stack of semantic value (YYSTYPE) values.
/// </summary>
protected PushdownPrefixState<TValue> ValueStack { get { return valueStack; } }
/// <summary>
/// The stack of location value (YYLTYPE) varlues.
/// </summary>
protected PushdownPrefixState<TSpan> LocationStack { get { return locationStack; } }
private int errorToken;
private int endOfFileToken;
private string[] nonTerminals;
private State[] states;
private Rule[] rules;
/// <summary>
/// Initialization method to allow derived classes
/// to insert the rule list into this base class.
/// </summary>
/// <param name="rules">The array of Rule objects</param>
protected void InitRules( Rule[] rules ) { this.rules = rules; }
/// <summary>
/// Initialization method to allow derived classes to
/// insert the states table into this base class.
/// </summary>
/// <param name="states">The pre-initialized states table</param>
protected void InitStates( State[] states ) { this.states = states; }
/// <summary>
/// OBSOLETE FOR VERSION 1.4.0
/// </summary>
/// <param name="size"></param>
protected void InitStateTable( int size ) { states = new State[size]; }
/// <summary>
/// Initialization method to allow derived classes
/// to insert the special value for the error and EOF tokens.
/// </summary>
/// <param name="err">The error state ordinal</param>
/// <param name="end">The EOF stat ordinal</param>
protected void InitSpecialTokens( int err, int end ) {
errorToken = err;
endOfFileToken = end;
}
/// <summary>
/// Initialization method to allow derived classes to
/// insert the non-terminal symbol names into this base class.
/// </summary>
/// <param name="names">Non-terminal symbol names</param>
protected void InitNonTerminals( string[] names ) { nonTerminals = names; }
#region YYAbort, YYAccept etcetera.
[Serializable]
[SuppressMessage( "Microsoft.Design", "CA1064:ExceptionsShouldBePublic" )]
// Reason for FxCop message suppression -
// This exception cannot escape from the local context
private class AcceptException : Exception {
internal AcceptException() { }
protected AcceptException( SerializationInfo i, StreamingContext c ) : base( i, c ) { }
}
[Serializable]
[SuppressMessage( "Microsoft.Design", "CA1064:ExceptionsShouldBePublic" )]
// Reason for FxCop message suppression -
// This exception cannot escape from the local context
private class AbortException : Exception {
internal AbortException() { }
protected AbortException( SerializationInfo i, StreamingContext c ) : base( i, c ) { }
}
[Serializable]
[SuppressMessage( "Microsoft.Design", "CA1064:ExceptionsShouldBePublic" )]
// Reason for FxCop message suppression -
// This exception cannot escape from the local context
private class ErrorException : Exception {
internal ErrorException() { }
protected ErrorException( SerializationInfo i, StreamingContext c ) : base( i, c ) { }
}
// The following methods are only called from within
// a semantic action. The thrown exceptions can never
// propagate outside the ShiftReduceParser class in
// which they are nested.
/// <summary>
/// Force parser to terminate, returning "true"
/// </summary>
protected static void YYAccept() { throw new AcceptException(); }
/// <summary>
/// Force parser to terminate, returning "false"
/// </summary>
protected static void YYAbort() { throw new AbortException(); }
/// <summary>
/// Force parser to terminate, returning
/// "false" if error recovery fails.
/// </summary>
protected static void YYError() { throw new ErrorException(); }
/// <summary>
/// Check if parser in error recovery state.
/// </summary>
protected bool YYRecovering { get { return recovering; } }
#endregion
/// <summary>
/// Abstract base method. ShiftReduceParser calls this
/// to initialize the base class data structures. Concrete
/// parser classes must override this method.
/// </summary>
protected abstract void Initialize();
/// <summary>
/// Main entry point of the Shift-Reduce Parser.
/// </summary>
/// <returns>True if parse succeeds, else false for
/// unrecoverable errors</returns>
public bool Parse() {
Initialize(); // allow derived classes to instantiate rules, states and nonTerminals
NextToken = 0;
FsaState = states[0];
StateStack.Push( FsaState );
valueStack.Push( CurrentSemanticValue );
LocationStack.Push( CurrentLocationSpan );
while (true) {
#if TRACE_ACTIONS
Console.Error.WriteLine("Entering state {0} ", FsaState.number);
DisplayStack();
#endif
int action = FsaState.defaultAction;
if (FsaState.ParserTable != null) {
if (NextToken == 0) {
// We save the last token span, so that the location span
// of production right hand sides that begin or end with a
// nullable production will be correct.
LastSpan = scanner.yylloc;
NextToken = scanner.yylex();
#if TRACE_ACTIONS
Console.Error.WriteLine( "Reading: Next token is {0}", TerminalToString( NextToken ) );
#endif
}
#if TRACE_ACTIONS
else
Console.Error.WriteLine( "Next token is still {0}", TerminalToString( NextToken ) );
#endif
if (FsaState.ParserTable.ContainsKey( NextToken ))
action = FsaState.ParserTable[NextToken];
}
if (action > 0) // shift
{
Shift( action );
}
else if (action < 0) // reduce
{
try {
Reduce( -action );
if (action == -1) // accept
return true;
}
catch (AbortException) {
return false;
}
catch (AcceptException) {
return true;
}
catch (ErrorException) {
if (!ErrorRecovery())
return false;
else
throw; // Rethrow x, preserving information.
}
}
else if (action == 0 && !ErrorRecovery()) // error
return false;
}
}
private void Shift( int stateIndex ) {
#if TRACE_ACTIONS
Console.Error.Write("Shifting token {0}, ", TerminalToString(NextToken));
#endif
FsaState = states[stateIndex];
valueStack.Push( scanner.yylval );
StateStack.Push( FsaState );
LocationStack.Push( scanner.yylloc );
if (recovering) {
if (NextToken != errorToken)
tokensSinceLastError++;
if (tokensSinceLastError > 5)
recovering = false;
}
if (NextToken != endOfFileToken)
NextToken = 0;
}
private void Reduce( int ruleNumber ) {
#if TRACE_ACTIONS
DisplayRule(ruleNumber);
#endif
Rule rule = rules[ruleNumber];
int rhLen = rule.RightHandSide.Length;
//
// Default actions for unit productions.
//
if (rhLen == 1) {
CurrentSemanticValue = valueStack.TopElement(); // Default action: $$ = $1;
CurrentLocationSpan = LocationStack.TopElement(); // Default action "@$ = @1;
}
else if (rhLen == 0) {
// Create a new blank value.
// Explicit semantic action may mutate this value
CurrentSemanticValue = default( TValue );
// The location span for an empty production will start with the
// beginning of the next lexeme, and end with the finish of the
// previous lexeme. This gives the correct behaviour when this
// nonsense value is used in later Merge operations.
CurrentLocationSpan = (scanner.yylloc != null && LastSpan != null ?
scanner.yylloc.Merge( LastSpan ) :
default( TSpan ));
}
else {
// Default action: $$ = $1;
CurrentSemanticValue = valueStack[LocationStack.Depth - rhLen];
// Default action "@$ = @1.Merge(@N)" for location info.
TSpan at1 = LocationStack[LocationStack.Depth - rhLen];
TSpan atN = LocationStack[LocationStack.Depth - 1];
CurrentLocationSpan =
((at1 != null && atN != null) ? at1.Merge( atN ) : default( TSpan ));
}
DoAction( ruleNumber );
for (int i = 0; i < rule.RightHandSide.Length; i++) {
StateStack.Pop();
valueStack.Pop();
LocationStack.Pop();
}
FsaState = StateStack.TopElement();
if (FsaState.Goto.ContainsKey( rule.LeftHandSide ))
FsaState = states[FsaState.Goto[rule.LeftHandSide]];
StateStack.Push( FsaState );
valueStack.Push( CurrentSemanticValue );
LocationStack.Push( CurrentLocationSpan );
}
/// <summary>
/// Execute the selected action from array.
/// Must be overriden in derived classes.
/// </summary>
/// <param name="actionNumber">Index of the action to perform</param>
protected abstract void DoAction( int actionNumber );
private bool ErrorRecovery() {
bool discard;
if (!recovering) // if not recovering from previous error
ReportError();
if (!FindErrorRecoveryState())
return false;
//
// The interim fix for the "looping in error recovery"
// artifact involved moving the setting of the recovering
// bool until after invalid tokens have been discarded.
//
ShiftErrorToken();
discard = DiscardInvalidTokens();
recovering = true;
tokensSinceLastError = 0;
return discard;
}
private void ReportError() {
StringBuilder errorMsg = new StringBuilder();
errorMsg.AppendFormat( "Syntax error, unexpected {0}", TerminalToString( NextToken ) );
if (FsaState.ParserTable.Count < 7) {
bool first = true;
foreach (int terminal in FsaState.ParserTable.Keys) {
if (first)
errorMsg.Append( ", expecting " );
else
errorMsg.Append( ", or " );
errorMsg.Append( TerminalToString( terminal ) );
first = false;
}
}
scanner.yyerror( errorMsg.ToString() );
}
private void ShiftErrorToken() {
int old_next = NextToken;
NextToken = errorToken;
Shift( FsaState.ParserTable[NextToken] );
#if TRACE_ACTIONS
Console.Error.WriteLine("Entering state {0} ", FsaState.number);
#endif
NextToken = old_next;
}
private bool FindErrorRecoveryState() {
while (true) // pop states until one found that accepts error token
{
if (FsaState.ParserTable != null &&
FsaState.ParserTable.ContainsKey( errorToken ) &&
FsaState.ParserTable[errorToken] > 0) // shift
return true;
#if TRACE_ACTIONS
Console.Error.WriteLine("Error: popping state {0}", StateStack.TopElement().number);
#endif
StateStack.Pop();
valueStack.Pop();
LocationStack.Pop();
#if TRACE_ACTIONS
DisplayStack();
#endif
if (StateStack.IsEmpty()) {
#if TRACE_ACTIONS
Console.Error.WriteLine("Aborting: didn't find a state that accepts error token");
#endif
return false;
}
else
FsaState = StateStack.TopElement();
}
}
private bool DiscardInvalidTokens() {
int action = FsaState.defaultAction;
if (FsaState.ParserTable != null) {
// Discard tokens until find one that works ...
while (true) {
if (NextToken == 0) {
#if TRACE_ACTIONS
Console.Error.Write("Reading a token: ");
#endif
NextToken = scanner.yylex();
}
#if TRACE_ACTIONS
Console.Error.WriteLine("Next token is {0}", TerminalToString(NextToken));
#endif
if (NextToken == endOfFileToken)
return false;
if (FsaState.ParserTable.ContainsKey( NextToken ))
action = FsaState.ParserTable[NextToken];
if (action != 0)
return true;
else {
#if TRACE_ACTIONS
Console.Error.WriteLine("Error: Discarding {0}", TerminalToString(NextToken));
#endif
NextToken = 0;
}
}
}
else if (recovering && tokensSinceLastError == 0) {
//
// Boolean recovering is not set until after the first
// error token has been shifted. Thus if we get back
// here with recovering set and no tokens read we are
// looping on the same error recovery action. This
// happens if current_state.ParserTable is null because
// the state has an LR(0) reduction, but not all
// lookahead tokens are valid. This only occurs for
// error productions that *end* on "error".
//
// This action discards tokens one at a time until
// the looping stops. Another attack would be to always
// use the LALR(1) table if a production ends on "error"
//
#if TRACE_ACTIONS
Console.Error.WriteLine("Error: panic discard of {0}", TerminalToString(NextToken));
#endif
if (NextToken == endOfFileToken)
return false;
NextToken = 0;
return true;
}
else
return true;
}
/// <summary>
/// Traditional YACC method. Discards the next input token.
/// </summary>
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yyclearin" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yyclearin" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
protected void yyclearin() { NextToken = 0; }
/// <summary>
/// Tradional YACC method. Clear the "recovering" flag.
/// </summary>
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yyerrok" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yyerrok" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
protected void yyerrok() { recovering = false; }
/// <summary>
/// OBSOLETE FOR VERSION 1.4.0
/// Method used by derived types to insert new
/// state instances in the "states" array.
/// </summary>
/// <param name="stateNumber">index of the state</param>
/// <param name="state">data for the state</param>
protected void AddState( int stateNumber, State state ) {
states[stateNumber] = state;
state.number = stateNumber;
}
private void DisplayStack() {
Console.Error.Write( "State stack is now:" );
for (int i = 0; i < StateStack.Depth; i++)
Console.Error.Write( " {0}", StateStack[i].number );
Console.Error.WriteLine();
}
private void DisplayRule( int ruleNumber ) {
Console.Error.Write( "Reducing stack by rule {0}, ", ruleNumber );
DisplayProduction( rules[ruleNumber] );
}
private void DisplayProduction( Rule rule ) {
if (rule.RightHandSide.Length == 0)
Console.Error.Write( "/* empty */ " );
else
foreach (int symbol in rule.RightHandSide)
Console.Error.Write( "{0} ", SymbolToString( symbol ) );
Console.Error.WriteLine( "-> {0}", SymbolToString( rule.LeftHandSide ) );
}
/// <summary>
/// Abstract state class naming terminal symbols.
/// This is overridden by derived classes with the
/// name (or alias) to be used in error messages.
/// </summary>
/// <param name="terminal">The terminal ordinal</param>
/// <returns></returns>
protected abstract string TerminalToString( int terminal );
private string SymbolToString( int symbol ) {
if (symbol < 0)
return nonTerminals[-symbol - 1];
else
return TerminalToString( symbol );
}
/// <summary>
/// Return text representation of argument character
/// </summary>
/// <param name="input">The character to convert</param>
/// <returns>String representation of the character</returns>
protected static string CharToString( char input ) {
switch (input) {
case '\a': return @"'\a'";
case '\b': return @"'\b'";
case '\f': return @"'\f'";
case '\n': return @"'\n'";
case '\r': return @"'\r'";
case '\t': return @"'\t'";
case '\v': return @"'\v'";
case '\0': return @"'\0'";
default: return string.Format( CultureInfo.InvariantCulture, "'{0}'", input );
}
}
}
/// <summary>
/// Classes implementing this interface must supply a
/// method that merges two location objects to return
/// a new object of the same type.
/// GPPG-generated parsers have the default location
/// action equivalent to "@$ = @1.Merge(@N);" where N
/// is the right-hand-side length of the production.
/// </summary>
/// <typeparam name="TSpan">The Location type</typeparam>
#if EXPORT_GPPG
public interface IMerge<TSpan>
#else
internal interface IMerge<TSpan>
#endif
{
/// <summary>
/// Interface method that creates a location object from
/// the current and last object. Typically used to create
/// a location object extending from the start of the @1
/// object to the end of the @N object.
/// </summary>
/// <param name="last">The lexically last object to merge</param>
/// <returns>The merged location object</returns>
TSpan Merge( TSpan last );
}
/// <summary>
/// This is the default class that carries location
/// information from the scanner to the parser.
/// If you don't declare "%YYLTYPE Foo" the parser
/// will expect to deal with this type.
/// </summary>
#if EXPORT_GPPG
public class LexLocation : IMerge<LexLocation>
#else
[SuppressMessage( "Microsoft.Performance", "CA1812:AvoidUninstantiatedInternalClasses" )]
internal class LexLocation : IMerge<LexLocation>
#endif
{
private int startLine; // start line
private int startColumn; // start column
private int endLine; // end line
private int endColumn; // end column
/// <summary>
/// The line at which the text span starts.
/// </summary>
public int StartLine { get { return startLine; } }
/// <summary>
/// The column at which the text span starts.
/// </summary>
public int StartColumn { get { return startColumn; } }
/// <summary>
/// The line on which the text span ends.
/// </summary>
public int EndLine { get { return endLine; } }
/// <summary>
/// The column of the first character
/// beyond the end of the text span.
/// </summary>
public int EndColumn { get { return endColumn; } }
/// <summary>
/// Default no-arg constructor.
/// </summary>
public LexLocation() { }
/// <summary>
/// Constructor for text-span with given start and end.
/// </summary>
/// <param name="sl">start line</param>
/// <param name="sc">start column</param>
/// <param name="el">end line </param>
/// <param name="ec">end column</param>
public LexLocation( int sl, int sc, int el, int ec ) { startLine = sl; startColumn = sc; endLine = el; endColumn = ec; }
/// <summary>
/// Create a text location which spans from the
/// start of "this" to the end of the argument "last"
/// </summary>
/// <param name="last">The last location in the result span</param>
/// <returns>The merged span</returns>
public LexLocation Merge( LexLocation last ) { return new LexLocation( this.startLine, this.startColumn, last.endLine, last.endColumn ); }
}
/// <summary>
/// Abstract scanner class that GPPG expects its scanners to
/// extend.
/// </summary>
/// <typeparam name="TValue">Semantic value type YYSTYPE</typeparam>
/// <typeparam name="TSpan">Source location type YYLTYPE</typeparam>
#if EXPORT_GPPG
public abstract class AbstractScanner<TValue, TSpan>
#else
internal abstract class AbstractScanner<TValue, TSpan>
#endif
where TSpan : IMerge<TSpan> {
/// <summary>
/// Lexical value optionally set by the scanner. The value
/// is of the %YYSTYPE type declared in the parser spec.
/// </summary>
[SuppressMessage( "Microsoft.Design", "CA1051:DoNotDeclareVisibleInstanceFields" )]
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yylval" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yylval" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
// A field must be declared for this value of parametric type,
// since it may be instantiated by a value struct. If it were
// implemented as a property, machine generated code in derived
// types would not be able to select on the returned value.
#pragma warning disable 649
public TValue yylval; // Lexical value: set by scanner
#pragma warning restore 649
/// <summary>
/// Current scanner location property. The value is of the
/// type declared by %YYLTYPE in the parser specification.
/// </summary>
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yylloc" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yylloc" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
public virtual TSpan yylloc {
get { return default( TSpan ); } // Empty implementation allowing
set { /* skip */ } // yylloc to be ignored entirely.
}
/// <summary>
/// Main call point for LEX-like scanners. Returns an int
/// corresponding to the token recognized by the scanner.
/// </summary>
/// <returns>An int corresponding to the token</returns>
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yylex" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yylex" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
public abstract int yylex();
/// <summary>
/// Traditional error reporting provided by LEX-like scanners
/// to their YACC-like clients.
/// </summary>
/// <param name="format">Message format string</param>
/// <param name="args">Optional array of args</param>
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yyerror" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yyerror" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
public virtual void yyerror( string format, params object[] args ) { }
}
/// <summary>
/// Encapsulated state for the parser.
/// Opaque to users, visible to the tool-generated code.
/// </summary>
#if EXPORT_GPPG
public class State
{
/// <summary>
/// The number of states in the automaton.
/// </summary>
public int number;
#else
internal class State {
/// <summary>
/// The index of this state in the states array.
/// </summary>
internal int number;
#endif
internal Dictionary<int, int> ParserTable; // Terminal -> ParseAction
internal Dictionary<int, int> Goto; // NonTerminal -> State;
internal int defaultAction; // = 0; // ParseAction
/// <summary>
/// State transition data for this state. Pairs of elements of the
/// goto array associate symbol ordinals with next state indices.
/// The actions array is passed to another constructor.
/// </summary>
/// <param name="actions">The action list</param>c
/// <param name="goToList">Next state data</param>
public State( int[] actions, int[] goToList )
: this( actions ) {
Goto = new Dictionary<int, int>();
for (int i = 0; i < goToList.Length; i += 2)
Goto.Add( goToList[i], goToList[i + 1] );
}
/// <summary>
/// Action data for this state. Pairs of elements of the
/// action array associate action ordinals with each of
/// those symbols that have actions in the current state.
/// </summary>
/// <param name="actions">The action array</param>
public State( int[] actions ) {
ParserTable = new Dictionary<int, int>();
for (int i = 0; i < actions.Length; i += 2)
ParserTable.Add( actions[i], actions[i + 1] );
}
/// <summary>
/// Set the default action for this state.
/// </summary>
/// <param name="defaultAction">Ordinal of the default action</param>
public State( int defaultAction ) {
this.defaultAction = defaultAction;
}
/// <summary>
/// Set the default action and the state transition table.
/// </summary>
/// <param name="defaultAction">The default action</param>
/// <param name="goToList">Transitions from this state</param>
public State( int defaultAction, int[] goToList )
: this( defaultAction ) {
Goto = new Dictionary<int, int>();
for (int i = 0; i < goToList.Length; i += 2)
Goto.Add( goToList[i], goToList[i + 1] );
}
}
/// <summary>
/// Rule representation at runtime.
/// </summary>
#if EXPORT_GPPG
public class Rule
#else
internal class Rule
#endif
{
internal int LeftHandSide; // symbol
internal int[] RightHandSide; // symbols
/// <summary>
/// Rule constructor. This holds the ordinal of
/// the left hand side symbol, and the list of
/// right hand side symbols, in lexical order.
/// </summary>
/// <param name="left">The LHS non-terminal</param>
/// <param name="right">The RHS symbols, in lexical order</param>
public Rule( int left, int[] right ) {
this.LeftHandSide = left;
this.RightHandSide = right;
}
}
/// <summary>
/// Stack utility for the shift-reduce parser.
/// GPPG parsers have three instances:
/// (1) The parser state stack, T = QUT.Gppg.State,
/// (2) The semantic value stack, T = TValue,
/// (3) The location stack, T = TSpan.
/// </summary>
/// <typeparam name="T"></typeparam>
#if EXPORT_GPPG
public class PushdownPrefixState<T>
#else
internal class PushdownPrefixState<T>
#endif
{
// Note that we cannot use the BCL Stack<T> class
// here as derived types need to index into stacks.
//
private T[] array = new T[8];
private int tos = 0;
/// <summary>
/// Indexer for values of the stack below the top.
/// </summary>
/// <param name="index">index of the element, starting from the bottom</param>
/// <returns>the selected element</returns>
public T this[int index] { get { return array[index]; } }
/// <summary>
/// The current depth of the stack.
/// </summary>
public int Depth { get { return tos; } }
internal void Push( T value ) {
if (tos >= array.Length) {
T[] newarray = new T[array.Length * 2];
System.Array.Copy( array, newarray, tos );
array = newarray;
}
array[tos++] = value;
}
internal T Pop() {
T rslt = array[--tos];
array[tos] = default( T );
return rslt;
}
internal T TopElement() { return array[tos - 1]; }
internal bool IsEmpty() { return tos == 0; }
}
}
@@ -0,0 +1,4 @@
global using System;
global using System.Linq;
global using System.Collections.Generic;
global using System.Collections.Immutable;
@@ -0,0 +1,24 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<PackageReference Include="YaccLexTools" Version="1.2.2" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
<ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
<ItemGroup Label="ColumnSortExpression">
<Scanner Include="ColumnSortExpressionTokens.lex" />
<Parser Include="ColumnSortExpressionGrammar.y" />
</ItemGroup>
</Project>
@@ -0,0 +1,11 @@
namespace Bts.ColumnSortExpressions;
public class ColumnSortExpression {
public ColumnSortExpression(string name, bool isAscending = true) {
Name = name;
IsAscending = isAscending;
}
public string Name { get; }
public bool IsAscending { get; }
}
@@ -0,0 +1,29 @@
%namespace Bts.ColumnSortExpressions
%partial
%visibility internal
%tokentype ColumnSortExpressionToken
%parsertype ColumnSortExpressionParser
%union {
public string Identifier;
public ColumnSortExpression Column;
public ImmutableList<ColumnSortExpression> Columns;
}
%token ASCENDING, DESCENDING, IDENTIFIER
%type <Column> Column
%type <Columns> Columns
%%
Columns :
Column { $$ = ImmutableList.CreateRange(new[] { $1 }); }
| Columns Column { $$ = $1.Add($2); }
;
Column :
IDENTIFIER { $$ = new($1.Identifier, true); }
| ASCENDING IDENTIFIER { $$ = new($2.Identifier, true); }
| DESCENDING IDENTIFIER { $$ = new($2.Identifier, false); }
;
@@ -0,0 +1,18 @@
namespace Bts.ColumnSortExpressions;
using System.IO;
using System.Text;
public class ColumnSortExpressionInterpreter {
public static IList<ColumnSortExpression> Evaluate(Stream stream) {
var parser = new ColumnSortExpressionParser();
var res = parser.Parse(stream);
return res?.Columns ?? ImmutableList<ColumnSortExpression>.Empty.Add(
res?.Column ?? throw new Exception("Failed to parse column(s) expression"));
}
public static IList<ColumnSortExpression> Evaluate(string str) {
using var ms = new MemoryStream(Encoding.Default.GetBytes(str));
return Evaluate(ms);
}
}
@@ -0,0 +1,18 @@
namespace Bts.ColumnSortExpressions;
using System.Text;
partial class ColumnSortExpressionParser {
public ColumnSortExpressionParser() : base(null) { }
public ValueType? Parse(string s) {
using var ms = new MemoryStream(Encoding.Default.GetBytes(s));
return Parse(ms);
}
public ValueType? Parse(Stream stream) {
Scanner = new ColumnSortExpressionScanner(stream);
Parse();
return CurrentSemanticValue;
}
}
@@ -0,0 +1,9 @@
namespace Bts.ColumnSortExpressions;
partial class ColumnSortExpressionScanner {
public override void yyerror(string format, params object[] args) {
base.yyerror(format, args);
Console.WriteLine(format, args);
Console.WriteLine();
}
}
@@ -0,0 +1,30 @@
%namespace Bts.ColumnSortExpressions
%scannertype ColumnSortExpressionScanner
%visibility internal
%tokentype ColumnSortExpressionToken
%option stack, minimize, parser, verbose, persistbuffer, noembedbuffers
/* Literal Constants */
Letter [a-zA-Z]
Identifier {Letter}({Letter}*[0-9]*_*)*
Ascending +
Descending -
%%
{Ascending} {
return (int)ColumnSortExpressionToken.ASCENDING;
}
{Descending} {
return (int)ColumnSortExpressionToken.DESCENDING;
}
{Identifier} {
yylval.Identifier = yytext;
return (int)ColumnSortExpressionToken.IDENTIFIER;
}
%%
@@ -0,0 +1,720 @@
// ==============================================================
// <auto-generated>
// This code automatically produced from an embedded resource.
// Do not edit this file, or it will become incompatible with
// the specification from which it was generated.
// </auto-generated>
// ==============================================================
using System;
using System.IO;
using System.Text;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Runtime.Serialization;
using System.Globalization;
namespace QUT.GplexBuffers
{
// Code copied from GPLEX embedded resource
[Serializable]
internal class BufferException : Exception
{
public BufferException() { }
public BufferException(string message) : base(message) { }
public BufferException(string message, Exception innerException)
: base(message, innerException) { }
protected BufferException(SerializationInfo info, StreamingContext context)
: base(info, context) { }
}
internal abstract class ScanBuff
{
private string fileNm;
public const int EndOfFile = -1;
public const int UnicodeReplacementChar = 0xFFFD;
public bool IsFile { get { return (fileNm != null); } }
public string FileName { get { return fileNm; } set { fileNm = value; } }
public abstract int Pos { get; set; }
public abstract int Read();
public virtual void Mark() { }
public abstract string GetString(int begin, int limit);
public static ScanBuff GetBuffer(string source)
{
return new StringBuffer(source);
}
public static ScanBuff GetBuffer(IList<string> source)
{
return new LineBuffer(source);
}
#if (!NOFILES)
public static ScanBuff GetBuffer(Stream source)
{
return new BuildBuffer(source);
}
#if (!BYTEMODE)
public static ScanBuff GetBuffer(Stream source, int fallbackCodePage)
{
return new BuildBuffer(source, fallbackCodePage);
}
#endif // !BYTEMODE
#endif // !NOFILES
}
#region Buffer classes
// ==============================================================
// ===== Definitions for various ScanBuff derived classes ====
// ==============================================================
// =============== String input ================
// ==============================================================
/// <summary>
/// This class reads characters from a single string as
/// required, for example, by Visual Studio language services
/// </summary>
sealed class StringBuffer : ScanBuff
{
string str; // input buffer
int bPos; // current position in buffer
int sLen;
public StringBuffer(string source)
{
this.str = source;
this.sLen = source.Length;
this.FileName = null;
}
public override int Read()
{
if (bPos < sLen) return str[bPos++];
else if (bPos == sLen) { bPos++; return '\n'; } // one strike, see new line
else { bPos++; return EndOfFile; } // two strikes and you're out!
}
public override string GetString(int begin, int limit)
{
// "limit" can be greater than sLen with the BABEL
// option set. Read returns a "virtual" EOL if
// an attempt is made to read past the end of the
// string buffer. Without the guard any attempt
// to fetch yytext for a token that includes the
// EOL will throw an index exception.
if (limit > sLen) limit = sLen;
if (limit <= begin) return "";
else return str.Substring(begin, limit - begin);
}
public override int Pos
{
get { return bPos; }
set { bPos = value; }
}
public override string ToString() { return "StringBuffer"; }
}
// ==============================================================
// The LineBuff class contributed by Nigel Horspool,
// nigelh@cs.uvic.cs
// ==============================================================
sealed class LineBuffer : ScanBuff
{
IList<string> line; // list of source lines from a file
int numLines; // number of strings in line list
string curLine; // current line in that list
int cLine; // index of current line in the list
int curLen; // length of current line
int curLineStart; // position of line start in whole file
int curLineEnd; // position of line end in whole file
int maxPos; // max position ever visited in whole file
int cPos; // ordinal number of code in source
// Constructed from a list of strings, one per source line.
// The lines have had trailing '\n' characters removed.
public LineBuffer(IList<string> lineList)
{
line = lineList;
numLines = line.Count;
cPos = curLineStart = 0;
curLine = (numLines > 0 ? line[0] : "");
maxPos = curLineEnd = curLen = curLine.Length;
cLine = 1;
FileName = null;
}
public override int Read()
{
if (cPos < curLineEnd)
return curLine[cPos++ - curLineStart];
if (cPos++ == curLineEnd)
return '\n';
if (cLine >= numLines)
return EndOfFile;
curLine = line[cLine];
curLen = curLine.Length;
curLineStart = curLineEnd + 1;
curLineEnd = curLineStart + curLen;
if (curLineEnd > maxPos)
maxPos = curLineEnd;
cLine++;
return curLen > 0 ? curLine[0] : '\n';
}
// To speed up searches for the line containing a position
private int cachedPosition;
private int cachedIxdex;
private int cachedLineStart;
// Given a position pos within the entire source, the results are
// ix -- the index of the containing line
// lstart -- the position of the first character on that line
private void findIndex(int pos, out int ix, out int lstart)
{
if (pos >= cachedPosition)
{
ix = cachedIxdex; lstart = cachedLineStart;
}
else
{
ix = lstart = 0;
}
while (ix < numLines)
{
int len = line[ix].Length + 1;
if (pos < lstart + len) break;
lstart += len;
ix++;
}
cachedPosition = pos;
cachedIxdex = ix;
cachedLineStart = lstart;
}
public override string GetString(int begin, int limit)
{
if (begin >= maxPos || limit <= begin) return "";
int endIx, begIx, endLineStart, begLineStart;
findIndex(begin, out begIx, out begLineStart);
int begCol = begin - begLineStart;
findIndex(limit, out endIx, out endLineStart);
int endCol = limit - endLineStart;
string s = line[begIx];
if (begIx == endIx)
{
// the usual case, substring all on one line
return (endCol <= s.Length) ?
s.Substring(begCol, endCol - begCol)
: s.Substring(begCol) + "\n";
}
// the string spans multiple lines, yuk!
StringBuilder sb = new StringBuilder();
if (begCol < s.Length)
sb.Append(s.Substring(begCol));
for (; ; )
{
sb.Append("\n");
s = line[++begIx];
if (begIx >= endIx) break;
sb.Append(s);
}
if (endCol <= s.Length)
{
sb.Append(s.Substring(0, endCol));
}
else
{
sb.Append(s);
sb.Append("\n");
}
return sb.ToString();
}
public override int Pos
{
get { return cPos; }
set
{
cPos = value;
findIndex(cPos, out cLine, out curLineStart);
// cLine should be the *next* line after curLine.
curLine = (cLine < numLines ? line[cLine++] : "");
curLineEnd = curLineStart + curLine.Length;
}
}
public override string ToString() { return "LineBuffer"; }
}
#if (!NOFILES)
// ==============================================================
// ===== class BuildBuff : for unicode text files ========
// ==============================================================
class BuildBuffer : ScanBuff
{
// Double buffer for char stream.
class BufferElement
{
StringBuilder bldr = new StringBuilder();
StringBuilder next = new StringBuilder();
int minIx;
int maxIx;
int brkIx;
bool appendToNext;
internal BufferElement() { }
internal int MaxIndex { get { return maxIx; } }
// internal int MinIndex { get { return minIx; } }
internal char this[int index]
{
get
{
if (index < minIx || index >= maxIx)
throw new BufferException("Index was outside data buffer");
else if (index < brkIx)
return bldr[index - minIx];
else
return next[index - brkIx];
}
}
internal void Append(char[] block, int count)
{
maxIx += count;
if (appendToNext)
this.next.Append(block, 0, count);
else
{
this.bldr.Append(block, 0, count);
brkIx = maxIx;
appendToNext = true;
}
}
internal string GetString(int start, int limit)
{
if (limit <= start)
return "";
if (start >= minIx && limit <= maxIx)
if (limit < brkIx) // String entirely in bldr builder
return bldr.ToString(start - minIx, limit - start);
else if (start >= brkIx) // String entirely in next builder
return next.ToString(start - brkIx, limit - start);
else // Must do a string-concatenation
return
bldr.ToString(start - minIx, brkIx - start) +
next.ToString(0, limit - brkIx);
else
throw new BufferException("String was outside data buffer");
}
internal void Mark(int limit)
{
if (limit > brkIx + 16) // Rotate blocks
{
StringBuilder temp = bldr;
bldr = next;
next = temp;
next.Length = 0;
minIx = brkIx;
brkIx = maxIx;
}
}
}
BufferElement data = new BufferElement();
int bPos; // Postion index in the StringBuilder
BlockReader NextBlk; // Delegate that serves char-arrays;
private string EncodingName
{
get
{
StreamReader rdr = NextBlk.Target as StreamReader;
return (rdr == null ? "raw-bytes" : rdr.CurrentEncoding.BodyName);
}
}
public BuildBuffer(Stream stream)
{
FileStream fStrm = (stream as FileStream);
if (fStrm != null) FileName = fStrm.Name;
NextBlk = BlockReaderFactory.Raw(stream);
}
#if (!BYTEMODE)
public BuildBuffer(Stream stream, int fallbackCodePage)
{
FileStream fStrm = (stream as FileStream);
if (fStrm != null) FileName = fStrm.Name;
NextBlk = BlockReaderFactory.Get(stream, fallbackCodePage);
}
#endif
/// <summary>
/// Marks a conservative lower bound for the buffer,
/// allowing space to be reclaimed. If an application
/// needs to call GetString at arbitrary past locations
/// in the input stream, Mark() is not called.
/// </summary>
public override void Mark() { data.Mark(bPos - 2); }
public override int Pos
{
get { return bPos; }
set { bPos = value; }
}
/// <summary>
/// Read returns the ordinal number of the next char, or
/// EOF (-1) for an end of stream. Note that the next
/// code point may require *two* calls of Read().
/// </summary>
/// <returns></returns>
public override int Read()
{
//
// Characters at positions
// [data.offset, data.offset + data.bldr.Length)
// are available in data.bldr.
//
if (bPos < data.MaxIndex)
{
// ch0 cannot be EOF
return (int)data[bPos++];
}
else // Read from underlying stream
{
// Experimental code, blocks of page size
char[] chrs = new char[4096];
int count = NextBlk(chrs, 0, 4096);
if (count == 0)
return EndOfFile;
else
{
data.Append(chrs, count);
return (int)data[bPos++];
}
}
}
public override string GetString(int begin, int limit)
{
return data.GetString(begin, limit);
}
public override string ToString()
{
return "StringBuilder buffer, encoding: " + this.EncodingName;
}
}
// =============== End ScanBuff-derived classes ==================
internal delegate int BlockReader(char[] block, int index, int number);
// A delegate factory, serving up a delegate that
// reads a block of characters from the underlying
// encoded stream, via a StreamReader object.
//
internal static class BlockReaderFactory
{
public static BlockReader Raw(Stream stream)
{
return delegate(char[] block, int index, int number)
{
byte[] b = new byte[number];
int count = stream.Read(b, 0, number);
int i = 0;
int j = index;
for (; i < count; i++, j++)
block[j] = (char)b[i];
return count;
};
}
#if (!BYTEMODE)
public static BlockReader Get(Stream stream, int fallbackCodePage)
{
Encoding encoding;
int preamble = Preamble(stream);
if (preamble != 0) // There is a valid BOM here!
encoding = Encoding.GetEncoding(preamble);
else if (fallbackCodePage == -1) // Fallback is "raw" bytes
return Raw(stream);
else if (fallbackCodePage != -2) // Anything but "guess"
encoding = Encoding.GetEncoding(fallbackCodePage);
else // This is the "guess" option
{
int guess = new Guesser(stream).GuessCodePage();
stream.Seek(0, SeekOrigin.Begin);
if (guess == -1) // ==> this is a 7-bit file
encoding = Encoding.ASCII;
else if (guess == 65001)
encoding = Encoding.UTF8;
else // ==> use the machine default
encoding = Encoding.Default;
}
StreamReader reader = new StreamReader(stream, encoding);
return reader.Read;
}
static int Preamble(Stream stream)
{
int b0 = stream.ReadByte();
int b1 = stream.ReadByte();
if (b0 == 0xfe && b1 == 0xff)
return 1201; // UTF16BE
if (b0 == 0xff && b1 == 0xfe)
return 1200; // UTF16LE
int b2 = stream.ReadByte();
if (b0 == 0xef && b1 == 0xbb && b2 == 0xbf)
return 65001; // UTF8
//
// There is no unicode preamble, so we
// return denoter for the machine default.
//
stream.Seek(0, SeekOrigin.Begin);
return 0;
}
#endif // !BYTEMODE
}
#endif // !NOFILES
#endregion Buffer classes
// ==============================================================
// ============ class CodePageHandling =============
// ==============================================================
#if (!NOFILES)
public static class CodePageHandling
{
public static int GetCodePage(string option)
{
string command = option.ToUpperInvariant();
if (command.StartsWith("CodePage:", StringComparison.OrdinalIgnoreCase))
command = command.Substring(9);
try
{
if (command.Equals("RAW"))
return -1;
else if (command.Equals("GUESS"))
return -2;
else if (command.Equals("DEFAULT"))
return 0;
else if (char.IsDigit(command[0]))
return int.Parse(command, CultureInfo.InvariantCulture);
else
{
Encoding enc = Encoding.GetEncoding(command);
return enc.CodePage;
}
}
catch (FormatException)
{
Console.Error.WriteLine(
"Invalid format \"{0}\", using machine default", option);
}
catch (ArgumentException)
{
Console.Error.WriteLine(
"Unknown code page \"{0}\", using machine default", option);
}
return 0;
}
}
#region guesser
#if (!BYTEMODE)
// ==============================================================
// ============ Encoding Guesser =============
// ==============================================================
/// <summary>
/// This class provides a simple finite state automaton that
/// scans the file looking for (1) valid UTF-8 byte patterns,
/// (2) bytes >= 0x80 which are not part of a UTF-8 sequence.
/// The method then guesses whether it is UTF-8 or maybe some
/// local machine default encoding. This works well for the
/// various Latin encodings.
/// </summary>
internal class Guesser
{
ScanBuff buffer;
public int GuessCodePage() { return Scan(); }
const int maxAccept = 10;
const int initial = 0;
const int eofNum = 0;
const int goStart = -1;
const int INITIAL = 0;
const int EndToken = 0;
#region user code
/*
* Reads the bytes of a file to determine if it is
* UTF-8 or a single-byte code page file.
*/
public long utfX;
public long uppr;
#endregion user code
int state;
int currentStart = startState[0];
int code;
#region ScannerTables
static int[] startState = new int[] { 11, 0 };
#region CharacterMap
static sbyte[] map = new sbyte[256] {
/* '\0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x10' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x20' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '@' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* 'P' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '`' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* 'p' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
/* '\x80' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\x90' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xA0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xB0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
/* '\xC0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
/* '\xD0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
/* '\xE0' */ 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
/* '\xF0' */ 4, 4, 4, 4, 4, 4, 4, 4, 5, 5, 5, 5, 5, 5, 5, 5 };
#endregion
static sbyte[][] nextState = new sbyte[][] {
new sbyte[] {0, 0, 0, 0, 0, 0},
new sbyte[] {-1, -1, 10, -1, -1, -1},
new sbyte[] {-1, -1, -1, -1, -1, -1},
new sbyte[] {-1, -1, 8, -1, -1, -1},
new sbyte[] {-1, -1, 5, -1, -1, -1},
new sbyte[] {-1, -1, 6, -1, -1, -1},
new sbyte[] {-1, -1, 7, -1, -1, -1},
null,
new sbyte[] {-1, -1, 9, -1, -1, -1},
null,
null,
new sbyte[] {-1, 1, 2, 3, 4, 2}
};
[SuppressMessage("Microsoft.Performance", "CA1810:InitializeReferenceTypeStaticFieldsInline")]
// Reason for suppression: cannot have self-reference in array initializer.
static Guesser()
{
nextState[7] = nextState[2];
nextState[9] = nextState[2];
nextState[10] = nextState[2];
}
int NextState()
{
if (code == ScanBuff.EndOfFile)
return eofNum;
else
return nextState[state][map[code]];
}
#endregion
public Guesser(System.IO.Stream file) { SetSource(file); }
public void SetSource(System.IO.Stream source)
{
this.buffer = new BuildBuffer(source);
code = buffer.Read();
}
int Scan()
{
for (; ; )
{
int next;
state = currentStart;
while ((next = NextState()) == goStart)
code = buffer.Read();
state = next;
code = buffer.Read();
while ((next = NextState()) > eofNum)
{
state = next;
code = buffer.Read();
}
if (state <= maxAccept)
{
#region ActionSwitch
#pragma warning disable 162
switch (state)
{
case eofNum:
switch (currentStart)
{
case 11:
if (utfX == 0 && uppr == 0) return -1; /* raw ascii */
else if (uppr * 10 > utfX) return 0; /* default code page */
else return 65001; /* UTF-8 encoding */
break;
}
return EndToken;
case 1: // Recognized '{Upper128}', Shortest string "\xC0"
case 2: // Recognized '{Upper128}', Shortest string "\x80"
case 3: // Recognized '{Upper128}', Shortest string "\xE0"
case 4: // Recognized '{Upper128}', Shortest string "\xF0"
uppr++;
break;
case 5: // Recognized '{Utf8pfx4}{Utf8cont}', Shortest string "\xF0\x80"
uppr += 2;
break;
case 6: // Recognized '{Utf8pfx4}{Utf8cont}{2}', Shortest string "\xF0\x80\x80"
uppr += 3;
break;
case 7: // Recognized '{Utf8pfx4}{Utf8cont}{3}', Shortest string "\xF0\x80\x80\x80"
utfX += 3;
break;
case 8: // Recognized '{Utf8pfx3}{Utf8cont}', Shortest string "\xE0\x80"
uppr += 2;
break;
case 9: // Recognized '{Utf8pfx3}{Utf8cont}{2}', Shortest string "\xE0\x80\x80"
utfX += 2;
break;
case 10: // Recognized '{Utf8pfx2}{Utf8cont}', Shortest string "\xC0\x80"
utfX++;
break;
default:
break;
}
#pragma warning restore 162
#endregion
}
}
}
} // end class Guesser
#endif // !BYTEMODE
#endregion
#endif // !NOFILES
// End of code copied from embedded resource
}
@@ -0,0 +1,884 @@
// ==============================================================
// <auto-generated>
// This code automatically produced from an embedded resource.
// Do not edit this file, or it will become incompatible with
// the specification from which it was generated.
// </auto-generated>
// ==============================================================
// Gardens Point Parser Generator
// Copyright (c) Wayne Kelly, QUT 2005-2010
// (see accompanying GPPGcopyright.rtf)
using System;
using System.Text;
using System.Globalization;
using System.Collections.Generic;
using System.Runtime.Serialization;
using System.Diagnostics.CodeAnalysis;
namespace QUT.Gppg {
/// <summary>
/// Abstract class for GPPG shift-reduce parsers.
/// Parsers generated by GPPG derive from this base
/// class, overriding the abstract Initialize() and
/// DoAction() methods.
/// </summary>
/// <typeparam name="TValue">Semantic value type</typeparam>
/// <typeparam name="TSpan">Location type</typeparam>
#if EXPORT_GPPG
public abstract class ShiftReduceParser<TValue, TSpan>
#else
internal abstract class ShiftReduceParser<TValue, TSpan>
#endif
where TSpan : IMerge<TSpan>, new() {
private AbstractScanner<TValue, TSpan> scanner;
/// <summary>
/// The abstract scanner for this parser.
/// </summary>
protected AbstractScanner<TValue, TSpan> Scanner {
get { return scanner; }
set { scanner = value; }
}
/// <summary>
/// Constructor for base class
/// </summary>
/// <param name="scanner">Scanner instance for this parser</param>
protected ShiftReduceParser( AbstractScanner<TValue, TSpan> scanner ) {
this.scanner = scanner;
}
// ==============================================================
// TECHNICAL EXPLANATION.
// Why the next two fields are not exposed via properties.
// ==============================================================
// These fields are of the generic parameter types, and are
// frequently instantiated as struct types in derived classes.
// Semantic actions are defined in the derived classes and refer
// to instance fields of these structs. In such cases the code
// "get_CurrentSemanticValue().myField = blah;" will fail since
// the getter pushes the value of the field, not the reference.
// So, in the presence of properties, gppg would need to encode
// such field accesses as ...
// "tmp = get_CurrentSemanticValue(); // Fetch value
// tmp.myField = blah; // update
// set_CurrentSemanticValue(tmp); " // Write update back.
// There is no issue if TValue is restricted to be a ref type.
// The same explanation applies to scanner.yylval.
// ==============================================================
/// <summary>
/// The current value of the "$$" symbolic variable in the parser
/// </summary>
[SuppressMessage( "Microsoft.Design", "CA1051:DoNotDeclareVisibleInstanceFields" )]
protected TValue CurrentSemanticValue;
/// <summary>
/// The current value of the "@$" symbolic variable in the parser
/// </summary>
[SuppressMessage( "Microsoft.Design", "CA1051:DoNotDeclareVisibleInstanceFields" )]
protected TSpan CurrentLocationSpan;
protected int NextToken;
private TSpan LastSpan;
private State FsaState;
private bool recovering;
private int tokensSinceLastError;
private PushdownPrefixState<State> StateStack = new PushdownPrefixState<State>();
private PushdownPrefixState<TValue> valueStack = new PushdownPrefixState<TValue>();
private PushdownPrefixState<TSpan> locationStack = new PushdownPrefixState<TSpan>();
/// <summary>
/// The stack of semantic value (YYSTYPE) values.
/// </summary>
protected PushdownPrefixState<TValue> ValueStack { get { return valueStack; } }
/// <summary>
/// The stack of location value (YYLTYPE) varlues.
/// </summary>
protected PushdownPrefixState<TSpan> LocationStack { get { return locationStack; } }
private int errorToken;
private int endOfFileToken;
private string[] nonTerminals;
private State[] states;
private Rule[] rules;
/// <summary>
/// Initialization method to allow derived classes
/// to insert the rule list into this base class.
/// </summary>
/// <param name="rules">The array of Rule objects</param>
protected void InitRules( Rule[] rules ) { this.rules = rules; }
/// <summary>
/// Initialization method to allow derived classes to
/// insert the states table into this base class.
/// </summary>
/// <param name="states">The pre-initialized states table</param>
protected void InitStates( State[] states ) { this.states = states; }
/// <summary>
/// OBSOLETE FOR VERSION 1.4.0
/// </summary>
/// <param name="size"></param>
protected void InitStateTable( int size ) { states = new State[size]; }
/// <summary>
/// Initialization method to allow derived classes
/// to insert the special value for the error and EOF tokens.
/// </summary>
/// <param name="err">The error state ordinal</param>
/// <param name="end">The EOF stat ordinal</param>
protected void InitSpecialTokens( int err, int end ) {
errorToken = err;
endOfFileToken = end;
}
/// <summary>
/// Initialization method to allow derived classes to
/// insert the non-terminal symbol names into this base class.
/// </summary>
/// <param name="names">Non-terminal symbol names</param>
protected void InitNonTerminals( string[] names ) { nonTerminals = names; }
#region YYAbort, YYAccept etcetera.
[Serializable]
[SuppressMessage( "Microsoft.Design", "CA1064:ExceptionsShouldBePublic" )]
// Reason for FxCop message suppression -
// This exception cannot escape from the local context
private class AcceptException : Exception {
internal AcceptException() { }
protected AcceptException( SerializationInfo i, StreamingContext c ) : base( i, c ) { }
}
[Serializable]
[SuppressMessage( "Microsoft.Design", "CA1064:ExceptionsShouldBePublic" )]
// Reason for FxCop message suppression -
// This exception cannot escape from the local context
private class AbortException : Exception {
internal AbortException() { }
protected AbortException( SerializationInfo i, StreamingContext c ) : base( i, c ) { }
}
[Serializable]
[SuppressMessage( "Microsoft.Design", "CA1064:ExceptionsShouldBePublic" )]
// Reason for FxCop message suppression -
// This exception cannot escape from the local context
private class ErrorException : Exception {
internal ErrorException() { }
protected ErrorException( SerializationInfo i, StreamingContext c ) : base( i, c ) { }
}
// The following methods are only called from within
// a semantic action. The thrown exceptions can never
// propagate outside the ShiftReduceParser class in
// which they are nested.
/// <summary>
/// Force parser to terminate, returning "true"
/// </summary>
protected static void YYAccept() { throw new AcceptException(); }
/// <summary>
/// Force parser to terminate, returning "false"
/// </summary>
protected static void YYAbort() { throw new AbortException(); }
/// <summary>
/// Force parser to terminate, returning
/// "false" if error recovery fails.
/// </summary>
protected static void YYError() { throw new ErrorException(); }
/// <summary>
/// Check if parser in error recovery state.
/// </summary>
protected bool YYRecovering { get { return recovering; } }
#endregion
/// <summary>
/// Abstract base method. ShiftReduceParser calls this
/// to initialize the base class data structures. Concrete
/// parser classes must override this method.
/// </summary>
protected abstract void Initialize();
/// <summary>
/// Main entry point of the Shift-Reduce Parser.
/// </summary>
/// <returns>True if parse succeeds, else false for
/// unrecoverable errors</returns>
public bool Parse() {
Initialize(); // allow derived classes to instantiate rules, states and nonTerminals
NextToken = 0;
FsaState = states[0];
StateStack.Push( FsaState );
valueStack.Push( CurrentSemanticValue );
LocationStack.Push( CurrentLocationSpan );
while (true) {
#if TRACE_ACTIONS
Console.Error.WriteLine("Entering state {0} ", FsaState.number);
DisplayStack();
#endif
int action = FsaState.defaultAction;
if (FsaState.ParserTable != null) {
if (NextToken == 0) {
// We save the last token span, so that the location span
// of production right hand sides that begin or end with a
// nullable production will be correct.
LastSpan = scanner.yylloc;
NextToken = scanner.yylex();
#if TRACE_ACTIONS
Console.Error.WriteLine( "Reading: Next token is {0}", TerminalToString( NextToken ) );
#endif
}
#if TRACE_ACTIONS
else
Console.Error.WriteLine( "Next token is still {0}", TerminalToString( NextToken ) );
#endif
if (FsaState.ParserTable.ContainsKey( NextToken ))
action = FsaState.ParserTable[NextToken];
}
if (action > 0) // shift
{
Shift( action );
}
else if (action < 0) // reduce
{
try {
Reduce( -action );
if (action == -1) // accept
return true;
}
catch (AbortException) {
return false;
}
catch (AcceptException) {
return true;
}
catch (ErrorException) {
if (!ErrorRecovery())
return false;
else
throw; // Rethrow x, preserving information.
}
}
else if (action == 0 && !ErrorRecovery()) // error
return false;
}
}
private void Shift( int stateIndex ) {
#if TRACE_ACTIONS
Console.Error.Write("Shifting token {0}, ", TerminalToString(NextToken));
#endif
FsaState = states[stateIndex];
valueStack.Push( scanner.yylval );
StateStack.Push( FsaState );
LocationStack.Push( scanner.yylloc );
if (recovering) {
if (NextToken != errorToken)
tokensSinceLastError++;
if (tokensSinceLastError > 5)
recovering = false;
}
if (NextToken != endOfFileToken)
NextToken = 0;
}
private void Reduce( int ruleNumber ) {
#if TRACE_ACTIONS
DisplayRule(ruleNumber);
#endif
Rule rule = rules[ruleNumber];
int rhLen = rule.RightHandSide.Length;
//
// Default actions for unit productions.
//
if (rhLen == 1) {
CurrentSemanticValue = valueStack.TopElement(); // Default action: $$ = $1;
CurrentLocationSpan = LocationStack.TopElement(); // Default action "@$ = @1;
}
else if (rhLen == 0) {
// Create a new blank value.
// Explicit semantic action may mutate this value
CurrentSemanticValue = default( TValue );
// The location span for an empty production will start with the
// beginning of the next lexeme, and end with the finish of the
// previous lexeme. This gives the correct behaviour when this
// nonsense value is used in later Merge operations.
CurrentLocationSpan = (scanner.yylloc != null && LastSpan != null ?
scanner.yylloc.Merge( LastSpan ) :
default( TSpan ));
}
else {
// Default action: $$ = $1;
CurrentSemanticValue = valueStack[LocationStack.Depth - rhLen];
// Default action "@$ = @1.Merge(@N)" for location info.
TSpan at1 = LocationStack[LocationStack.Depth - rhLen];
TSpan atN = LocationStack[LocationStack.Depth - 1];
CurrentLocationSpan =
((at1 != null && atN != null) ? at1.Merge( atN ) : default( TSpan ));
}
DoAction( ruleNumber );
for (int i = 0; i < rule.RightHandSide.Length; i++) {
StateStack.Pop();
valueStack.Pop();
LocationStack.Pop();
}
FsaState = StateStack.TopElement();
if (FsaState.Goto.ContainsKey( rule.LeftHandSide ))
FsaState = states[FsaState.Goto[rule.LeftHandSide]];
StateStack.Push( FsaState );
valueStack.Push( CurrentSemanticValue );
LocationStack.Push( CurrentLocationSpan );
}
/// <summary>
/// Execute the selected action from array.
/// Must be overriden in derived classes.
/// </summary>
/// <param name="actionNumber">Index of the action to perform</param>
protected abstract void DoAction( int actionNumber );
private bool ErrorRecovery() {
bool discard;
if (!recovering) // if not recovering from previous error
ReportError();
if (!FindErrorRecoveryState())
return false;
//
// The interim fix for the "looping in error recovery"
// artifact involved moving the setting of the recovering
// bool until after invalid tokens have been discarded.
//
ShiftErrorToken();
discard = DiscardInvalidTokens();
recovering = true;
tokensSinceLastError = 0;
return discard;
}
private void ReportError() {
StringBuilder errorMsg = new StringBuilder();
errorMsg.AppendFormat( "Syntax error, unexpected {0}", TerminalToString( NextToken ) );
if (FsaState.ParserTable.Count < 7) {
bool first = true;
foreach (int terminal in FsaState.ParserTable.Keys) {
if (first)
errorMsg.Append( ", expecting " );
else
errorMsg.Append( ", or " );
errorMsg.Append( TerminalToString( terminal ) );
first = false;
}
}
scanner.yyerror( errorMsg.ToString() );
}
private void ShiftErrorToken() {
int old_next = NextToken;
NextToken = errorToken;
Shift( FsaState.ParserTable[NextToken] );
#if TRACE_ACTIONS
Console.Error.WriteLine("Entering state {0} ", FsaState.number);
#endif
NextToken = old_next;
}
private bool FindErrorRecoveryState() {
while (true) // pop states until one found that accepts error token
{
if (FsaState.ParserTable != null &&
FsaState.ParserTable.ContainsKey( errorToken ) &&
FsaState.ParserTable[errorToken] > 0) // shift
return true;
#if TRACE_ACTIONS
Console.Error.WriteLine("Error: popping state {0}", StateStack.TopElement().number);
#endif
StateStack.Pop();
valueStack.Pop();
LocationStack.Pop();
#if TRACE_ACTIONS
DisplayStack();
#endif
if (StateStack.IsEmpty()) {
#if TRACE_ACTIONS
Console.Error.WriteLine("Aborting: didn't find a state that accepts error token");
#endif
return false;
}
else
FsaState = StateStack.TopElement();
}
}
private bool DiscardInvalidTokens() {
int action = FsaState.defaultAction;
if (FsaState.ParserTable != null) {
// Discard tokens until find one that works ...
while (true) {
if (NextToken == 0) {
#if TRACE_ACTIONS
Console.Error.Write("Reading a token: ");
#endif
NextToken = scanner.yylex();
}
#if TRACE_ACTIONS
Console.Error.WriteLine("Next token is {0}", TerminalToString(NextToken));
#endif
if (NextToken == endOfFileToken)
return false;
if (FsaState.ParserTable.ContainsKey( NextToken ))
action = FsaState.ParserTable[NextToken];
if (action != 0)
return true;
else {
#if TRACE_ACTIONS
Console.Error.WriteLine("Error: Discarding {0}", TerminalToString(NextToken));
#endif
NextToken = 0;
}
}
}
else if (recovering && tokensSinceLastError == 0) {
//
// Boolean recovering is not set until after the first
// error token has been shifted. Thus if we get back
// here with recovering set and no tokens read we are
// looping on the same error recovery action. This
// happens if current_state.ParserTable is null because
// the state has an LR(0) reduction, but not all
// lookahead tokens are valid. This only occurs for
// error productions that *end* on "error".
//
// This action discards tokens one at a time until
// the looping stops. Another attack would be to always
// use the LALR(1) table if a production ends on "error"
//
#if TRACE_ACTIONS
Console.Error.WriteLine("Error: panic discard of {0}", TerminalToString(NextToken));
#endif
if (NextToken == endOfFileToken)
return false;
NextToken = 0;
return true;
}
else
return true;
}
/// <summary>
/// Traditional YACC method. Discards the next input token.
/// </summary>
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yyclearin" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yyclearin" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
protected void yyclearin() { NextToken = 0; }
/// <summary>
/// Tradional YACC method. Clear the "recovering" flag.
/// </summary>
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yyerrok" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yyerrok" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
protected void yyerrok() { recovering = false; }
/// <summary>
/// OBSOLETE FOR VERSION 1.4.0
/// Method used by derived types to insert new
/// state instances in the "states" array.
/// </summary>
/// <param name="stateNumber">index of the state</param>
/// <param name="state">data for the state</param>
protected void AddState( int stateNumber, State state ) {
states[stateNumber] = state;
state.number = stateNumber;
}
private void DisplayStack() {
Console.Error.Write( "State stack is now:" );
for (int i = 0; i < StateStack.Depth; i++)
Console.Error.Write( " {0}", StateStack[i].number );
Console.Error.WriteLine();
}
private void DisplayRule( int ruleNumber ) {
Console.Error.Write( "Reducing stack by rule {0}, ", ruleNumber );
DisplayProduction( rules[ruleNumber] );
}
private void DisplayProduction( Rule rule ) {
if (rule.RightHandSide.Length == 0)
Console.Error.Write( "/* empty */ " );
else
foreach (int symbol in rule.RightHandSide)
Console.Error.Write( "{0} ", SymbolToString( symbol ) );
Console.Error.WriteLine( "-> {0}", SymbolToString( rule.LeftHandSide ) );
}
/// <summary>
/// Abstract state class naming terminal symbols.
/// This is overridden by derived classes with the
/// name (or alias) to be used in error messages.
/// </summary>
/// <param name="terminal">The terminal ordinal</param>
/// <returns></returns>
protected abstract string TerminalToString( int terminal );
private string SymbolToString( int symbol ) {
if (symbol < 0)
return nonTerminals[-symbol - 1];
else
return TerminalToString( symbol );
}
/// <summary>
/// Return text representation of argument character
/// </summary>
/// <param name="input">The character to convert</param>
/// <returns>String representation of the character</returns>
protected static string CharToString( char input ) {
switch (input) {
case '\a': return @"'\a'";
case '\b': return @"'\b'";
case '\f': return @"'\f'";
case '\n': return @"'\n'";
case '\r': return @"'\r'";
case '\t': return @"'\t'";
case '\v': return @"'\v'";
case '\0': return @"'\0'";
default: return string.Format( CultureInfo.InvariantCulture, "'{0}'", input );
}
}
}
/// <summary>
/// Classes implementing this interface must supply a
/// method that merges two location objects to return
/// a new object of the same type.
/// GPPG-generated parsers have the default location
/// action equivalent to "@$ = @1.Merge(@N);" where N
/// is the right-hand-side length of the production.
/// </summary>
/// <typeparam name="TSpan">The Location type</typeparam>
#if EXPORT_GPPG
public interface IMerge<TSpan>
#else
internal interface IMerge<TSpan>
#endif
{
/// <summary>
/// Interface method that creates a location object from
/// the current and last object. Typically used to create
/// a location object extending from the start of the @1
/// object to the end of the @N object.
/// </summary>
/// <param name="last">The lexically last object to merge</param>
/// <returns>The merged location object</returns>
TSpan Merge( TSpan last );
}
/// <summary>
/// This is the default class that carries location
/// information from the scanner to the parser.
/// If you don't declare "%YYLTYPE Foo" the parser
/// will expect to deal with this type.
/// </summary>
#if EXPORT_GPPG
public class LexLocation : IMerge<LexLocation>
#else
[SuppressMessage( "Microsoft.Performance", "CA1812:AvoidUninstantiatedInternalClasses" )]
internal class LexLocation : IMerge<LexLocation>
#endif
{
private int startLine; // start line
private int startColumn; // start column
private int endLine; // end line
private int endColumn; // end column
/// <summary>
/// The line at which the text span starts.
/// </summary>
public int StartLine { get { return startLine; } }
/// <summary>
/// The column at which the text span starts.
/// </summary>
public int StartColumn { get { return startColumn; } }
/// <summary>
/// The line on which the text span ends.
/// </summary>
public int EndLine { get { return endLine; } }
/// <summary>
/// The column of the first character
/// beyond the end of the text span.
/// </summary>
public int EndColumn { get { return endColumn; } }
/// <summary>
/// Default no-arg constructor.
/// </summary>
public LexLocation() { }
/// <summary>
/// Constructor for text-span with given start and end.
/// </summary>
/// <param name="sl">start line</param>
/// <param name="sc">start column</param>
/// <param name="el">end line </param>
/// <param name="ec">end column</param>
public LexLocation( int sl, int sc, int el, int ec ) { startLine = sl; startColumn = sc; endLine = el; endColumn = ec; }
/// <summary>
/// Create a text location which spans from the
/// start of "this" to the end of the argument "last"
/// </summary>
/// <param name="last">The last location in the result span</param>
/// <returns>The merged span</returns>
public LexLocation Merge( LexLocation last ) { return new LexLocation( this.startLine, this.startColumn, last.endLine, last.endColumn ); }
}
/// <summary>
/// Abstract scanner class that GPPG expects its scanners to
/// extend.
/// </summary>
/// <typeparam name="TValue">Semantic value type YYSTYPE</typeparam>
/// <typeparam name="TSpan">Source location type YYLTYPE</typeparam>
#if EXPORT_GPPG
public abstract class AbstractScanner<TValue, TSpan>
#else
internal abstract class AbstractScanner<TValue, TSpan>
#endif
where TSpan : IMerge<TSpan> {
/// <summary>
/// Lexical value optionally set by the scanner. The value
/// is of the %YYSTYPE type declared in the parser spec.
/// </summary>
[SuppressMessage( "Microsoft.Design", "CA1051:DoNotDeclareVisibleInstanceFields" )]
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yylval" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yylval" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
// A field must be declared for this value of parametric type,
// since it may be instantiated by a value struct. If it were
// implemented as a property, machine generated code in derived
// types would not be able to select on the returned value.
#pragma warning disable 649
public TValue yylval; // Lexical value: set by scanner
#pragma warning restore 649
/// <summary>
/// Current scanner location property. The value is of the
/// type declared by %YYLTYPE in the parser specification.
/// </summary>
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yylloc" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yylloc" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
public virtual TSpan yylloc {
get { return default( TSpan ); } // Empty implementation allowing
set { /* skip */ } // yylloc to be ignored entirely.
}
/// <summary>
/// Main call point for LEX-like scanners. Returns an int
/// corresponding to the token recognized by the scanner.
/// </summary>
/// <returns>An int corresponding to the token</returns>
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yylex" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yylex" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
public abstract int yylex();
/// <summary>
/// Traditional error reporting provided by LEX-like scanners
/// to their YACC-like clients.
/// </summary>
/// <param name="format">Message format string</param>
/// <param name="args">Optional array of args</param>
[SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yyerror" )]
[SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yyerror" )]
// Reason for FxCop message suppression -
// This is a traditional name for YACC-like functionality
public virtual void yyerror( string format, params object[] args ) { }
}
/// <summary>
/// Encapsulated state for the parser.
/// Opaque to users, visible to the tool-generated code.
/// </summary>
#if EXPORT_GPPG
public class State
{
/// <summary>
/// The number of states in the automaton.
/// </summary>
public int number;
#else
internal class State {
/// <summary>
/// The index of this state in the states array.
/// </summary>
internal int number;
#endif
internal Dictionary<int, int> ParserTable; // Terminal -> ParseAction
internal Dictionary<int, int> Goto; // NonTerminal -> State;
internal int defaultAction; // = 0; // ParseAction
/// <summary>
/// State transition data for this state. Pairs of elements of the
/// goto array associate symbol ordinals with next state indices.
/// The actions array is passed to another constructor.
/// </summary>
/// <param name="actions">The action list</param>c
/// <param name="goToList">Next state data</param>
public State( int[] actions, int[] goToList )
: this( actions ) {
Goto = new Dictionary<int, int>();
for (int i = 0; i < goToList.Length; i += 2)
Goto.Add( goToList[i], goToList[i + 1] );
}
/// <summary>
/// Action data for this state. Pairs of elements of the
/// action array associate action ordinals with each of
/// those symbols that have actions in the current state.
/// </summary>
/// <param name="actions">The action array</param>
public State( int[] actions ) {
ParserTable = new Dictionary<int, int>();
for (int i = 0; i < actions.Length; i += 2)
ParserTable.Add( actions[i], actions[i + 1] );
}
/// <summary>
/// Set the default action for this state.
/// </summary>
/// <param name="defaultAction">Ordinal of the default action</param>
public State( int defaultAction ) {
this.defaultAction = defaultAction;
}
/// <summary>
/// Set the default action and the state transition table.
/// </summary>
/// <param name="defaultAction">The default action</param>
/// <param name="goToList">Transitions from this state</param>
public State( int defaultAction, int[] goToList )
: this( defaultAction ) {
Goto = new Dictionary<int, int>();
for (int i = 0; i < goToList.Length; i += 2)
Goto.Add( goToList[i], goToList[i + 1] );
}
}
/// <summary>
/// Rule representation at runtime.
/// </summary>
#if EXPORT_GPPG
public class Rule
#else
internal class Rule
#endif
{
internal int LeftHandSide; // symbol
internal int[] RightHandSide; // symbols
/// <summary>
/// Rule constructor. This holds the ordinal of
/// the left hand side symbol, and the list of
/// right hand side symbols, in lexical order.
/// </summary>
/// <param name="left">The LHS non-terminal</param>
/// <param name="right">The RHS symbols, in lexical order</param>
public Rule( int left, int[] right ) {
this.LeftHandSide = left;
this.RightHandSide = right;
}
}
/// <summary>
/// Stack utility for the shift-reduce parser.
/// GPPG parsers have three instances:
/// (1) The parser state stack, T = QUT.Gppg.State,
/// (2) The semantic value stack, T = TValue,
/// (3) The location stack, T = TSpan.
/// </summary>
/// <typeparam name="T"></typeparam>
#if EXPORT_GPPG
public class PushdownPrefixState<T>
#else
internal class PushdownPrefixState<T>
#endif
{
// Note that we cannot use the BCL Stack<T> class
// here as derived types need to index into stacks.
//
private T[] array = new T[8];
private int tos = 0;
/// <summary>
/// Indexer for values of the stack below the top.
/// </summary>
/// <param name="index">index of the element, starting from the bottom</param>
/// <returns>the selected element</returns>
public T this[int index] { get { return array[index]; } }
/// <summary>
/// The current depth of the stack.
/// </summary>
public int Depth { get { return tos; } }
internal void Push( T value ) {
if (tos >= array.Length) {
T[] newarray = new T[array.Length * 2];
System.Array.Copy( array, newarray, tos );
array = newarray;
}
array[tos++] = value;
}
internal T Pop() {
T rslt = array[--tos];
array[tos] = default( T );
return rslt;
}
internal T TopElement() { return array[tos - 1]; }
internal bool IsEmpty() { return tos == 0; }
}
}
@@ -0,0 +1,4 @@
global using System;
global using System.Linq;
global using System.Collections.Generic;
global using System.Collections.Immutable;
@@ -1,15 +0,0 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<ImplicitUsings>enable</ImplicitUsings>
<Nullable>enable</Nullable>
</PropertyGroup>
<ItemGroup>
<ProjectReference Include="..\..\client\spark_websocket\spark_websocket.csproj" />
<ProjectReference Include="..\DataStreamExpressions\DataStreamExpressions.csproj" />
<ProjectReference Include="..\..\client\spark_core\spark_core.csproj" />
</ItemGroup>
</Project>
@@ -1,54 +0,0 @@
using Microsoft.AspNetCore.Builder;
using Microsoft.AspNetCore.Hosting;
using Microsoft.AspNetCore.Http;
using System;
using System.Net.WebSockets;
using System.Text;
using System.Threading;
using System.Threading.Tasks;
public class ChatGptSession {
public static Task Start() {
var host = new WebHostBuilder()
.UseKestrel()
.UseUrls("http://0.0.0.0:5000")
.UseStartup<ChatGptSession>()
.Build();
return host.RunAsync();
}
public void Configure(IApplicationBuilder app) {
app.UseWebSockets();
app.Use(async (context, next) => {
if (context.WebSockets.IsWebSocketRequest) {
WebSocket webSocket = await context.WebSockets.AcceptWebSocketAsync();
// Handle WebSocket connection
await HandleWebSocketConnection(webSocket);
} else {
await next();
}
});
}
async Task HandleWebSocketConnection(WebSocket webSocket) {
var buffer = new byte[1024];
WebSocketReceiveResult result;
while (webSocket.State == WebSocketState.Open) {
result = await webSocket.ReceiveAsync(new ArraySegment<byte>(buffer), CancellationToken.None);
if (result.MessageType == WebSocketMessageType.Text) {
var message = Encoding.UTF8.GetString(buffer, 0, result.Count);
// Echo the received message back to the client
await webSocket.SendAsync(new ArraySegment<byte>(Encoding.UTF8.GetBytes("Server: " + message)),
result.MessageType, result.EndOfMessage, CancellationToken.None);
} else if (result.MessageType == WebSocketMessageType.Close) {
// Close the WebSocket connection
await webSocket.CloseAsync(result.CloseStatus.Value, result.CloseStatusDescription, CancellationToken.None);
}
}
}
}
@@ -1,9 +0,0 @@
namespace Bts.DataStream.Websocket;
class ClientSubscription(WebsocketClientID id, SubscriptionParams @params, IDisposable dispose) : IDisposable {
public SubscriptionParams Params => @params;
public WebsocketClientID Id => id;
public void Dispose() =>
dispose.Dispose();
}
@@ -1,229 +0,0 @@
namespace Bts.DataStream.Websocket;
using BCG;
using bts;
using bts.api.core;
using bts.collections;
using Bts.DataStreamExpressions;
using Bts.Websocket;
using mbts.utils;
using Spark.Core.Disposables;
using System.Reactive.Subjects;
using System.Text.Json;
using System.Text.Json.Nodes;
/// <summary>
/// Represents an I/O model (<see cref="ISubject{TSource, TResult}"/>), that accepts websocket
/// requests (from clients) as input, and emits data/notifications (to clients) as output.
/// This class's chief role is managing data subscriptions to sparkd on the clients' behalf.
/// </summary>
public class DataSync(ServiceContext serviceCtx, JsonSerializerOptions? serializerOpts = null) :
ISubject<WebsocketConnectionUpdate, IEnumerable<WebsocketOutgoingMessage>> {
readonly ServiceContext serviceCtx = serviceCtx;
readonly JsonSerializerOptions serializerOpts = serializerOpts ?? JsonSerializerOptions.Default;
readonly Dictionary<WebsocketClientID, List<ClientSubscription>> clients = [];
readonly object lockObj = new();
event Action<IEnumerable<WebsocketOutgoingMessage>>? requestSend;
public void OnCompleted() =>
Log.Api.info("DataSync incoming request stream has completed.");
public void OnError(Exception error) =>
Log.Api.error($"DataSync error: {error}");
public void OnNext(WebsocketConnectionUpdate value) {
switch (value.Type) {
case WebsocketConnectionUpdateType.IncomingMessage:
onIncomingMessage(value.IncomingMessage);
break;
case WebsocketConnectionUpdateType.Connect:
onConnect(value.Connect);
break;
case WebsocketConnectionUpdateType.Disconnect:
onDisconnect(value.Disconnect);
break;
default:
Log.assert(false, $"Unexpected WebsocketConnectionUpdate type: {value.Type}");
break;
}
}
public IDisposable Subscribe(IObserver<IEnumerable<WebsocketOutgoingMessage>> observer) {
lock (lockObj) {
requestSend += observer.OnNext;
return Disposable.Create(dispose);
}
void dispose() {
lock (lockObj) {
requestSend -= observer.OnNext;
}
}
}
static JsonRpcId? extractRpcId(string messageBody) {
try {
return JsonNode.Parse(messageBody)
?.AsObject()
?.GetValueOrDefault("id")
?.Deserialize<JsonRpcId>();
} catch {
return null;
}
}
void onConnect(WebsocketConnectNotification notification) {
var id = notification.Id;
lock (lockObj) {
clients.Add(id, new());
}
Log.Api.info($"DataStreamWebsocketDataSync client connected. clientId: {notification.Id}");
if (notification.Message is not null) {
onIncomingMessage(notification.Message);
}
}
void onDisconnect(WebsocketDisconnectNotification notification) {
Log.Api.warn($"DataStreamWebsocketDataSync client disconnected. clientId: {notification.Id}");
unsubscribeAll(notification.Id);
clients.Remove(notification.Id);
}
void onIncomingMessage(WebsocketIncomingMessage message) {
var id = message.sender_client_id;
if (!JsonRpcRequest.TryDeserialize(message, out var req, out var err)) {
onBadRequest(message, err);
return;
}
switch (req.Method!.ToLower()) {
case "subscribe":
subscribe(id, req);
break;
case "unsubscribe":
unsubscribe(id, req);
break;
case "unsubscribe_all":
unsubscribeAll(id);
break;
default:
Log.Api.error($"Received request of unknown type: {req}");
break;
}
}
void sendNotification<T>(WebsocketClientID id, string method, T rpcParams) {
var rpcNotification = JsonRpcRequest.CreateNotification(method, rpcParams);
var rpcNotificationStr = JsonSerializer.Serialize(rpcNotification, serializerOpts);
send(new WebsocketOutgoingMessage[] { new(id, rpcNotificationStr) });
}
void sendResponse<T>(WebsocketClientID id, JsonRpcId rpcId, T rpcParams) {
var rpcRes = JsonRpcResponse.Create(rpcId, rpcParams);
var rpcResStr = JsonSerializer.Serialize(rpcRes, serializerOpts);
send(new WebsocketOutgoingMessage[] { new(id, rpcResStr )});
}
void sendError<T>(WebsocketClientID id, JsonRpcId rpcId, JsonRpcError<T> error) {
var rpcRes = JsonRpcResponse.CreateError(rpcId, error);
var rpcResStr = JsonSerializer.Serialize(rpcRes, serializerOpts);
send(new WebsocketOutgoingMessage[] { new(id, rpcResStr) });
}
bool send(IEnumerable<WebsocketOutgoingMessage> messages) {
lock (lockObj) {
if (requestSend is null) {
Log.Api.warn(
$"Unable to send message(s) because '{nameof(requestSend)}' handler is null");
return false;
}
requestSend(messages);
return true;
}
}
void subscribe(WebsocketClientID id, JsonRpcRequest<JsonObject?> req) {
var subParams = req.Params!.Deserialize<SubscriptionParams>()!;
var exp = DataStreamExpressionsInterpreter.Evaluate(subParams.Query!);
var stream = exp.getView(new Dictionary<string, StatementExpression>(0));
var sub = new ClientSubscription(id, subParams, Disposable.Create(dispose));
lock (lockObj) {
clients[id].Add(sub);
sendResponse(id, req.Id!.Value, req.Params);
stream.onChange += onChange;
}
void onChange(object? newValue) {
var dp = ExceptionAssert.of_type<DataPacket>(newValue);
var rpcParams = new {
addedRows = dp.addedRows,
deletedRows = dp.deletedRows
};
sendNotification(id, "subscription", rpcParams);
}
void dispose() =>
stream.onChange -= onChange;
}
void unsubscribe(WebsocketClientID id, JsonRpcRequest<JsonObject?> req) {
var subParams = req.Params!.Deserialize<SubscriptionParams>();
var subParamsStr = JsonSerializer.Serialize(subParams, serializerOpts);
// Minimize amount of code inside lock (just need it to find/remove the subscription)
List<ClientSubscription>? subs = null;
ClientSubscription? sub = null;
lock (lockObj) {
subs = clients.GetValueOrDefault(id);
subs?.TryRemoveFirst(s => s!.Params.Equals(subParams), out sub);
}
if (subs is null) {
// Didn't find client (log/throw).
var msg = $"Unable to unsubscribe: did not find client. Id: {id}.\nParams:\n{subParamsStr}";
Log.Api.error(msg);
throw new Exception(msg);
}
if (sub is null) {
// Found client, but didn't find subscription (log/throw).
var msg = $"Unable to unsubscribe: did not find the specified subscription. " +
$"Id: {id}. Request:\n{subParams}";
Log.Api.error(msg);
throw new Exception(msg);
}
// Found client and subscription (dispose/remove subscription).
Log.Api.info($"Unsubscribing client. Id: {id}.\nParams:\n{subParamsStr}");
sub.Dispose();
}
void unsubscribeAll(WebsocketClientID id) {
lock (lockObj) {
if (!clients.TryGetValue(id, out var subs)) {
throw new Exception(
$"Unable to unsubscribe: did not find client with id {id}");
}
subs.DisposeAll();
subs.Clear();
}
}
void onBadRequest(WebsocketIncomingMessage req, string? errorMsg) {
var rpcId = extractRpcId(req.message_body);
var logMsg = $"Recieved invalid request:\n{req.message_body}";
if (errorMsg is not null) {
logMsg += $"\n\n**Exception**\n{errorMsg}";
}
Log.Api.error(logMsg);
if (rpcId is null) {
return;
}
// Send error back to client
var rpcErr = JsonRpcError.Create(
(long)JsonRpcErrorCode.InvalidRequest,
$"Received invalid request: {errorMsg ?? "unknown error"}",
req.message_body);
sendError(req.sender_client_id, rpcId.Value, rpcErr);
}
}
@@ -1,34 +0,0 @@
namespace Bts.DataStream.Websocket;
using Newtonsoft.Json.Linq;
using System.Diagnostics.CodeAnalysis;
public static class JObjectExtensions {
public static bool TryParse<T>(
this JObject filter, string key, [MaybeNull] out T obj, [NotNullWhen(false)] out string? error) {
obj = default;
var value = filter.GetValueOrDefault(key)?.ToString();
if (value == null) {
error = $"{key} not present";
return true;
}
return WebsocketJsonParsers.TryParse(value, key, out obj, out error);
}
public static bool TryParse<T>(
this JObject filter, string key, out T result, [NotNullWhen(false)] out string? error, T defaultValue) {
var value = filter.GetValueOrDefault(key)?.ToString();
if (value == null) {
result = defaultValue;
error = $"{key} not present";
return true;
}
if (WebsocketJsonParsers.TryParse<T>(value, key, out var maybeRes, out error)) {
result = maybeRes ?? defaultValue;
return true;
}
result = defaultValue;
return false;
}
}
@@ -1,24 +0,0 @@
namespace Bts.DataStream.Websocket;
using Newtonsoft.Json.Linq;
class JsonParseResult {
public string? MessageId { get; init; }
public RequestType Type { get; init; }
public JObject? Parameters { get; init; }
public string? Error { get; init; }
public bool Successful => Error is not null;
public static JsonParseResult CreateError(string error) =>
new() {
Error = error,
MessageId = "missing"
};
public static JsonParseResult Create(string messageId, RequestType type, JObject parameters) =>
new() {
MessageId = messageId,
Parameters = parameters,
Type = type
};
}
@@ -1,6 +0,0 @@
namespace Bts.DataStream.Websocket;
public enum JsonRpcErrorCode {
None = 0,
InvalidRequest = 1,
}
@@ -1,48 +0,0 @@
namespace Bts.DataStream.Websocket;
using Spark.Core;
using System;
using System.Text.Json;
using System.Text.Json.Serialization;
class MultilineStringJsonConverter : JsonConverter<string> {
public override string? Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options) {
if (typeToConvert != typeof(string)) {
throw new ArgumentException($"Unable to parse {typeToConvert}", nameof(typeToConvert));
}
return reader.TokenType switch {
JsonTokenType.String => stringImpl(ref reader),
JsonTokenType.StartArray => arrayImpl(ref reader),
_ => throw new ArgumentException(
$"Unable to parse {typeof(SubscriptionParams)} from {reader.TokenType}"),
};
static string? stringImpl(ref Utf8JsonReader reader) =>
new(reader.GetString()!);
static string? arrayImpl(ref Utf8JsonReader reader) {
var lines = new List<string>(2);
while (reader.Read()) {
switch (reader.TokenType) {
case JsonTokenType.String:
lines.Add(reader.GetString()!);
break;
case JsonTokenType.EndArray:
return string.Join("\n", lines);
}
}
throw new JsonException(
$"Failed to parse {typeof(SubscriptionParams)} (did not reach end of array)");
}
}
public override void Write(Utf8JsonWriter writer, string value, JsonSerializerOptions options) {
var lines = value.Split("\n");
if (lines.Length < 2) {
writer.WriteRawValue(value);
return;
}
writer.WriteRawValue($"[{", ".join(lines)}]");
}
}
@@ -1,8 +0,0 @@
namespace Bts.DataStream.Websocket;
public enum RequestType {
Unspecified,
Subscribe,
Unsubscribe,
UnsubscribeAll,
}
@@ -1,27 +0,0 @@
namespace Bts.DataStream.Websocket;
using bts;
using bts.api.core;
using Bts.Websocket;
using Google.Protobuf;
using System.Text.Json;
public static class Session {
static int sessionIdCounter;
public static async Task Start(
ServiceContext context, WebsocketServerConfig config, JsonSerializerOptions? opts) {
opts ??= JsonSerializerOptions.Default;
var sessionId = Interlocked.Increment(ref sessionIdCounter);
var gateway = new WebsocketGatewayObservable(config);
var sync = new DataSync(context, opts);
using var syncSub = gateway.Subscribe(sync);
using var gwSub = sync.Subscribe(gateway);
Log.Api.info($"Starting DataStream Websocket Session {sessionId}");
Log.Api.info($"DataStream Websocket Session {sessionId} config:\n{JsonFormatter.Default.Format(config)}");
await gateway.ConnectAsync();
}
}
@@ -1,110 +0,0 @@
namespace Bts.DataStream.Websocket;
using Spark.Core;
using System;
using System.Diagnostics.CodeAnalysis;
using System.Text.Json;
using System.Text.Json.Serialization;
public class SubscriptionParams : IEquatable<SubscriptionParams> {
static class PropNames {
public const string QUERY = "query";
}
public SubscriptionParams(string? query) {
Query = query;
}
// Serializer supports plain string, or an array of lines for convenience
[MaybeNull]
[JsonPropertyName(PropNames.QUERY)]
[JsonConverter(typeof(MultilineStringJsonConverter))]
public string? Query { get; set; }
public bool Equals(SubscriptionParams? other) =>
other is not null &&
Query == other.Query;
class SubscriptionParamsConverter : JsonConverter<SubscriptionParams> {
public override bool CanConvert(Type typeToConvert) =>
typeToConvert == typeof(SubscriptionParams);
public override SubscriptionParams Read(
ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options) {
if (typeToConvert != typeof(SubscriptionParams)) {
throw new ArgumentException($"Unable to parse {typeToConvert}", nameof(typeToConvert));
}
return read(ref reader);
}
SubscriptionParams read(ref Utf8JsonReader reader) {
return reader.TokenType switch {
JsonTokenType.String => stringImpl(ref reader),
JsonTokenType.StartArray => arrayImpl(ref reader),
JsonTokenType.StartObject => objectImpl(ref reader),
_ => throw new ArgumentException(
$"Unable to parse {typeof(SubscriptionParams)} from {reader.TokenType}"),
};
static SubscriptionParams stringImpl(ref Utf8JsonReader reader) =>
new(reader.GetString()!);
static SubscriptionParams arrayImpl(ref Utf8JsonReader reader) {
var lines = new List<string>(2);
while (reader.Read()) {
switch (reader.TokenType) {
case JsonTokenType.String:
lines.Add(reader.GetString()!);
break;
case JsonTokenType.EndArray:
return new("\n".join(lines));
}
}
throw new JsonException(
$"Failed to parse {typeof(SubscriptionParams)} (did not reach end of array)");
}
static SubscriptionParams objectImpl(ref Utf8JsonReader reader) {
var lines = new List<string>(2);
while (reader.Read()) {
switch (reader.TokenType) {
case JsonTokenType.PropertyName:
var propName = reader.GetString()!;
if (propName == PropNames.QUERY) {
switch (reader.TokenType) {
case JsonTokenType.StartArray:
return arrayImpl(ref reader);
case JsonTokenType.String:
return stringImpl(ref reader);
}
}
break;
case JsonTokenType.String:
lines.Add(reader.GetString()!);
break;
case JsonTokenType.EndArray:
return new("\n".join(lines));
}
}
throw new JsonException(
$"Failed to parse {typeof(SubscriptionParams)} (did not reach end of array)");
}
}
public override void Write(
Utf8JsonWriter writer, SubscriptionParams value, JsonSerializerOptions options) {
var q = value.Query;
var lines = q?.Split("\n");
if (lines is null || lines.Length < 2) {
writer.WriteString(PropNames.QUERY, value.Query);
return;
}
writer.WriteStartArray(PropNames.QUERY);
foreach (var l in lines) {
writer.WriteStringValue(l);
}
writer.WriteEndArray();
}
}
}
@@ -1,5 +0,0 @@
global using bts.websocket_core;
global using System;
global using System.Collections.Immutable;
@@ -1,10 +0,0 @@
<Project Sdk="Microsoft.NET.Sdk.Web">
<PropertyGroup>
<TargetFramework>net7.0</TargetFramework>
<Nullable>enable</Nullable>
<ImplicitUsings>enable</ImplicitUsings>
<EnableDefaultContentItems>True</EnableDefaultContentItems>
</PropertyGroup>
</Project>
@@ -1,26 +0,0 @@
@page
@model ErrorModel
@{
ViewData["Title"] = "Error";
}
<h1 class="text-danger">Error.</h1>
<h2 class="text-danger">An error occurred while processing your request.</h2>
@if (Model.ShowRequestId)
{
<p>
<strong>Request ID:</strong> <code>@Model.RequestId</code>
</p>
}
<h3>Development Mode</h3>
<p>
Swapping to the <strong>Development</strong> environment displays detailed information about the error that occurred.
</p>
<p>
<strong>The Development environment shouldn't be enabled for deployed applications.</strong>
It can result in displaying sensitive information from exceptions to end users.
For local debugging, enable the <strong>Development</strong> environment by setting the <strong>ASPNETCORE_ENVIRONMENT</strong> environment variable to <strong>Development</strong>
and restarting the app.
</p>
@@ -1,27 +0,0 @@
using System.Diagnostics;
using Microsoft.AspNetCore.Mvc;
using Microsoft.AspNetCore.Mvc.RazorPages;
namespace Bts.DataStream.WebsocketClient.Pages;
[ResponseCache(Duration = 0, Location = ResponseCacheLocation.None, NoStore = true)]
[IgnoreAntiforgeryToken]
public class ErrorModel : PageModel
{
public string? RequestId { get; set; }
public bool ShowRequestId => !string.IsNullOrEmpty(RequestId);
private readonly ILogger<ErrorModel> _logger;
public ErrorModel(ILogger<ErrorModel> logger)
{
_logger = logger;
}
public void OnGet()
{
RequestId = Activity.Current?.Id ?? HttpContext.TraceIdentifier;
}
}
@@ -1,15 +0,0 @@
@page
@model IndexModel
@{
ViewData["Title"] = "Home page";
}
<div class="text-center">
<h1 class="display-4">Welcome</h1>
<p>Learn about <a href="https://docs.microsoft.com/aspnet/core">building Web apps with ASP.NET Core</a>.</p>
<button id="connectButton">Connect to Websocket</button>
<div id="output"></div>
<input type="text" id="methodInput" placeholder="Enter method name" />
<input type="text" id="paramsInput" placeholder="Enter method parameters (if any)" />
<button id="sendMessageButton">Send JSON-RPC Request</button>
</div>
@@ -1,16 +0,0 @@
using Microsoft.AspNetCore.Mvc;
using Microsoft.AspNetCore.Mvc.RazorPages;
namespace Bts.DataStream.WebsocketClient.Pages;
public class IndexModel : PageModel {
private readonly ILogger<IndexModel> _logger;
public IndexModel(ILogger<IndexModel> logger) {
_logger = logger;
}
public void OnGet() {
}
}
@@ -1,8 +0,0 @@
@page
@model PrivacyModel
@{
ViewData["Title"] = "Privacy Policy";
}
<h1>@ViewData["Title"]</h1>
<p>Use this page to detail your site's privacy policy.</p>
@@ -1,19 +0,0 @@
using Microsoft.AspNetCore.Mvc;
using Microsoft.AspNetCore.Mvc.RazorPages;
namespace Bts.DataStream.WebsocketClient.Pages;
public class PrivacyModel : PageModel
{
private readonly ILogger<PrivacyModel> _logger;
public PrivacyModel(ILogger<PrivacyModel> logger)
{
_logger = logger;
}
public void OnGet()
{
}
}
@@ -1,51 +0,0 @@
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8" />
<meta name="viewport" content="width=device-width, initial-scale=1.0" />
<title>@ViewData["Title"] - Bts.DataStream.WebsocketClient</title>
<link rel="stylesheet" href="~/lib/bootstrap/dist/css/bootstrap.min.css" />
<link rel="stylesheet" href="~/css/site.css" asp-append-version="true" />
<link rel="stylesheet" href="~/Bts.DataStream.WebsocketClient.styles.css" asp-append-version="true" />
</head>
<body>
<header>
<nav class="navbar navbar-expand-sm navbar-toggleable-sm navbar-light bg-white border-bottom box-shadow mb-3">
<div class="container">
<a class="navbar-brand" asp-area="" asp-page="/Index">Bts.DataStream.WebsocketClient</a>
<button class="navbar-toggler" type="button" data-bs-toggle="collapse" data-bs-target=".navbar-collapse" aria-controls="navbarSupportedContent"
aria-expanded="false" aria-label="Toggle navigation">
<span class="navbar-toggler-icon"></span>
</button>
<div class="navbar-collapse collapse d-sm-inline-flex justify-content-between">
<ul class="navbar-nav flex-grow-1">
<li class="nav-item">
<a class="nav-link text-dark" asp-area="" asp-page="/Index">Home</a>
</li>
<li class="nav-item">
<a class="nav-link text-dark" asp-area="" asp-page="/Privacy">Privacy</a>
</li>
</ul>
</div>
</div>
</nav>
</header>
<div class="container">
<main role="main" class="pb-3">
@RenderBody()
</main>
</div>
<footer class="border-top footer text-muted">
<div class="container">
&copy; 2023 - Bts.DataStream.WebsocketClient - <a asp-area="" asp-page="/Privacy">Privacy</a>
</div>
</footer>
<script src="~/lib/jquery/dist/jquery.min.js"></script>
<script src="~/lib/bootstrap/dist/js/bootstrap.bundle.min.js"></script>
<script src="~/js/site.js" asp-append-version="true"></script>
@await RenderSectionAsync("Scripts", required: false)
</body>
</html>
@@ -1,48 +0,0 @@
/* Please see documentation at https://docs.microsoft.com/aspnet/core/client-side/bundling-and-minification
for details on configuring this project to bundle and minify static web assets. */
a.navbar-brand {
white-space: normal;
text-align: center;
word-break: break-all;
}
a {
color: #0077cc;
}
.btn-primary {
color: #fff;
background-color: #1b6ec2;
border-color: #1861ac;
}
.nav-pills .nav-link.active, .nav-pills .show > .nav-link {
color: #fff;
background-color: #1b6ec2;
border-color: #1861ac;
}
.border-top {
border-top: 1px solid #e5e5e5;
}
.border-bottom {
border-bottom: 1px solid #e5e5e5;
}
.box-shadow {
box-shadow: 0 .25rem .75rem rgba(0, 0, 0, .05);
}
button.accept-policy {
font-size: 1rem;
line-height: inherit;
}
.footer {
position: absolute;
bottom: 0;
width: 100%;
white-space: nowrap;
line-height: 60px;
}
@@ -1,2 +0,0 @@
<script src="~/lib/jquery-validation/dist/jquery.validate.min.js"></script>
<script src="~/lib/jquery-validation-unobtrusive/jquery.validate.unobtrusive.min.js"></script>
@@ -1,3 +0,0 @@
@using Bts.DataStream.WebsocketClient
@namespace Bts.DataStream.WebsocketClient.Pages
@addTagHelper *, Microsoft.AspNetCore.Mvc.TagHelpers
@@ -1,3 +0,0 @@
@{
Layout = "_Layout";
}
@@ -1,26 +0,0 @@
using Microsoft.AspNetCore.Mvc;
var builder = WebApplication.CreateBuilder(args);
// Add services to the container.
builder.Services.AddRazorPages();
var app = builder.Build();
// Configure the HTTP request pipeline.
if (!app.Environment.IsDevelopment()) {
app.UseExceptionHandler("/Error");
// The default HSTS value is 30 days. You may want to change this for production scenarios, see https://aka.ms/aspnetcore-hsts.
app.UseHsts();
}
app.UseHttpsRedirection();
app.UseStaticFiles();
app.UseRouting();
app.UseAuthorization();
app.MapRazorPages();
app.Run();
@@ -1,37 +0,0 @@
{
"iisSettings": {
"windowsAuthentication": false,
"anonymousAuthentication": true,
"iisExpress": {
"applicationUrl": "http://localhost:29312",
"sslPort": 44390
}
},
"profiles": {
"http": {
"commandName": "Project",
"dotnetRunMessages": true,
"launchBrowser": true,
"applicationUrl": "http://localhost:5214",
"environmentVariables": {
"ASPNETCORE_ENVIRONMENT": "Development"
}
},
"https": {
"commandName": "Project",
"dotnetRunMessages": true,
"launchBrowser": true,
"applicationUrl": "https://localhost:7176;http://localhost:5214",
"environmentVariables": {
"ASPNETCORE_ENVIRONMENT": "Development"
}
},
"IIS Express": {
"commandName": "IISExpress",
"launchBrowser": true,
"environmentVariables": {
"ASPNETCORE_ENVIRONMENT": "Development"
}
}
}
}
@@ -1,9 +0,0 @@
{
"DetailedErrors": true,
"Logging": {
"LogLevel": {
"Default": "Information",
"Microsoft.AspNetCore": "Warning"
}
}
}
@@ -1,9 +0,0 @@
{
"Logging": {
"LogLevel": {
"Default": "Information",
"Microsoft.AspNetCore": "Warning"
}
},
"AllowedHosts": "*"
}
@@ -1,22 +0,0 @@
html {
font-size: 14px;
}
@media (min-width: 768px) {
html {
font-size: 16px;
}
}
.btn:focus, .btn:active:focus, .btn-link.nav-link:focus, .form-control:focus, .form-check-input:focus {
box-shadow: 0 0 0 0.1rem white, 0 0 0 0.25rem #258cfb;
}
html {
position: relative;
min-height: 100%;
}
body {
margin-bottom: 60px;
}
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Width:  |  Height:  |  Size: 5.3 KiB

@@ -1,67 +0,0 @@
// Please see documentation at https://docs.microsoft.com/aspnet/core/client-side/bundling-and-minification
// for details on configuring this project to bundle and minify static web assets.
// Write your JavaScript code.
const connectButton = document.getElementById('connectButton');
const output = document.getElementById('output');
const methodInput = document.getElementById('methodInput');
const paramsInput = document.getElementById('paramsInput');
const sendMessageButton = document.getElementById('sendMessageButton');
let socket;
connectButton.addEventListener('click', () => {
if (socket && socket.readyState === WebSocket.OPEN) {
return;
}
socket = new WebSocket('ws://localhost:8080'); // Replace with your WebSocket server URL
socket.onopen = (event) => {
output.innerHTML += 'Connected to WebSocket server<br>';
};
socket.onmessage = (event) => {
const message = JSON.parse(event.data);
output.innerHTML += `Received JSON-RPC response: ${JSON.stringify(message)}<br>`;
};
socket.onclose = (event) => {
if (event.wasClean) {
output.innerHTML += `Connection closed cleanly, code=${event.code}, reason=${event.reason}<br>`;
} else {
output.innerHTML += 'Connection abruptly closed<br>';
}
};
socket.onerror = (error) => {
output.innerHTML += `WebSocket Error: ${error.message}<br>`;
};
});
sendMessageButton.addEventListener('click', () => {
// const method = methodInput.value;
// const params = paramsInput.value;
const method = 'subscribe';
const params = `{
"expression": "literal("n", "2.0")"
}'
`
if (socket && socket.readyState === WebSocket.OPEN && method) {
// const reqParams = {
// 'expression': message
// }
const request = {
jsonrpc: '2.0',
method: method,
params: {
query: `literal("n", "2.0")`
},
id: 1, // You can set a unique ID for each request
};
socket.send(JSON.stringify(request));
methodInput.value = ''; // Clear the input fields
paramsInput.value = '';
}
});
@@ -1,22 +0,0 @@
The MIT License (MIT)
Copyright (c) 2011-2021 Twitter, Inc.
Copyright (c) 2011-2021 The Bootstrap Authors
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in
all copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
THE SOFTWARE.
@@ -1 +0,0 @@
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@@ -1,7 +0,0 @@
/*!
* Bootstrap Grid v5.1.0 (https://getbootstrap.com/)
* Copyright 2011-2021 The Bootstrap Authors
* Copyright 2011-2021 Twitter, Inc.
* Licensed under MIT (https://github.com/twbs/bootstrap/blob/main/LICENSE)
*/.container,.container-fluid,.container-lg,.container-md,.container-sm,.container-xl,.container-xxl{width:100%;padding-right:var(--bs-gutter-x,.75rem);padding-left:var(--bs-gutter-x,.75rem);margin-right:auto;margin-left:auto}@media (min-width:576px){.container,.container-sm{max-width:540px}}@media (min-width:768px){.container,.container-md,.container-sm{max-width:720px}}@media (min-width:992px){.container,.container-lg,.container-md,.container-sm{max-width:960px}}@media (min-width:1200px){.container,.container-lg,.container-md,.container-sm,.container-xl{max-width:1140px}}@media (min-width:1400px){.container,.container-lg,.container-md,.container-sm,.container-xl,.container-xxl{max-width:1320px}}.row{--bs-gutter-x:1.5rem;--bs-gutter-y:0;display:flex;flex-wrap:wrap;margin-top:calc(var(--bs-gutter-y) * -1);margin-right:calc(var(--bs-gutter-x) * -.5);margin-left:calc(var(--bs-gutter-x) * 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