Compare commits

..
22 Commits
Author SHA1 Message Date
johncolvin-og ea4e599ac6 fix build: Fix a few path errors in publish target 2023-05-31 21:59:51 -04:00
Taha fd2ba70031 Culling the logs 2023-05-29 11:35:49 -04:00
Taha ab410c339f Order Tickets from the sheets are defaulted correctly now 2023-05-29 10:32:29 -04:00
John Colvin 9e3f16d8bc fix build: Update externals so prod builds in new docker 2023-04-05 11:45:24 -04:00
John Colvin a3f194d708 build (web): Upgrade web build to net7.0 2023-04-05 11:39:37 -04:00
John Colvin bf87c46fcd fix build: Remove inappropriate ThreadStatic attr
This has likely been incorrect for a while. The problem surfaced after
upgrading to net7.0, as the new framework emits a warning (CA2259) when the
attribute is associated with a non-static field.
2023-03-07 16:30:59 -05:00
John Colvin 222d4b266e build: Disable warning cs8981
This is a new warning, introduced in net7.0, that disallows lowercase
class names. Our spark_crypto.prod branch currently uses protoc v3.19.1,
which is incompatible with this new warning, as it generates
classes with lowercase names. We can re-enable the warning when we
upgrade protoc to 3.21.12 (this has been done in the api server branch).
2023-03-07 16:25:21 -05:00
John Colvin d593eaf058 build: Upgrade TargetFramework to net7.0
We've been using several net7.0 preview features for a while now. Now that a
stable net7.0 release is available, it is time upgrade officially. This also
aids the effort to build csharp on Linux, where these preview features didn't
work out of the box. Lastly, trying to make these preview features work would
be a waste of time, as namespaces/interfaces in the official release have
changed in a way that isn't backwards compatible w/ the preview features.
2023-03-07 16:17:39 -05:00
John Colvin 55d021ccb1 fix build (publish): Copy libspark.dll to publish dir
Bugs (fixed):
  * Spark.exe generated by the installer crashes immediately on launch because
    it cannot find the libspark.dll.

  Cause: Sure enough, libspark.dll isn't in the install folder
  (AppData\Roaming\bts\Spark)

* Build libspark explicitly
* Fix libspark.dll copy src path
2023-02-07 16:41:11 -05:00
John Colvin b02f814c65 fix (ui): Remove context menu items that do nothing
They were accidentally brought over from Edge. Their functionality
hasn't been implemented in Spark.
2023-01-23 01:34:55 -05:00
John Colvin 8c42aa93a2 chore: Remove unused code 2023-01-23 01:34:55 -05:00
John Colvin 357bc5ad44 fix (ui): Format perp futs 'Perp' suffix (not bogus exp) 2023-01-23 01:34:55 -05:00
John Colvin 07fb9e8eb7 ui (pnl): Use 'default_text' foreground in popup titles
Previously, the foreground for some popups was a hardcoded dark gray,
which became hard-to-read following the Dark Theme changes.
2023-01-23 01:34:55 -05:00
John Colvin 9f9fc4c8ab fix (analytics-exps): Wait for sym list before loading selection
Bugs (fixed):
   * The selected symbols aren't restored with the workspace

   Cause: The selected symbols were getting loaded once, in the ctr, before the
   list of symbols had been properly initialized. The view automatically
   deselects items that aren't in the ItemsSource.
2023-01-22 12:23:03 -05:00
John Colvin 2aef052398 ui (pnl): Use gray font color when pnl is zero 2023-01-22 12:23:03 -05:00
John Colvin 1c2027506a refactor: Clean up NullableColor/FontWeightProto 2023-01-22 12:23:03 -05:00
John Colvin c3274b2008 refactor: Rename argb_color -> to_uint
This is a more appropriate name
2023-01-22 00:11:28 -05:00
John Colvin 99aef9e86e refactor: Get rid of redundant prop 'NullableColorProto.argb'
It was a relic of the past. Although different fns are called in the props'
getters ('rgb_color' vs 'argb_color'), both ultimately return the same value.
2023-01-22 00:09:38 -05:00
John Colvin 8e9233022e fix (mini-ob): Return root element in CancelColumn.view_factory
Bugs (fixed):
  * Mini Orderbook crashes immediately when opened

  Cause: The (cell) view_factory fn wasn't returning the cell's root
  element, and was instead returning the root's child element.
  As a result, when the row attempted to add this element to its visual
  tree, the following exception was thrown:

    System.ArgumentException: Specified Visual is already a child of
    another Visual or the root of a CompositionTarget.
2023-01-21 13:41:04 -05:00
arhamGIT 4c91538f22 base websockets working 2023-01-04 04:34:44 -05:00
Taha Afzal 320427c9c5 Merge branch 'spark_crypto.dev' of bitbucket.org:bluetradesys/spark into spark_crypto.dev 2022-12-25 16:17:12 -05:00
Taha Afzal 5e8543902e Sheet theos change colors for contracts that are in a task 2022-12-25 16:17:01 -05:00
122 changed files with 7458 additions and 6624 deletions

No files matched your search

+18
View File
@@ -7,6 +7,24 @@
"commands": [
"dotnet-format"
]
},
"fable": {
"version": "4.0.0-theta-018",
"commands": [
"fable"
]
},
"fantomas": {
"version": "5.2.2",
"commands": [
"fantomas"
]
},
"fake-cli": {
"version": "6.0.0",
"commands": [
"fake"
]
}
}
}
+55 -53
View File
@@ -1,53 +1,55 @@
<Project>
<PropertyGroup>
<ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
<SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
<SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
<Externals>$(SparkRoot)\externals\windows</Externals>
<DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
<ErrorReport>None</ErrorReport>
<Prefer32Bit>False</Prefer32Bit>
<Deterministic>true</Deterministic>
<EnableDefaultContentItems>False</EnableDefaultContentItems>
<ShowMissingItemTypes>false</ShowMissingItemTypes>
<Configuration Condition="'$(configuration)'==''">Debug</Configuration>
<EnablePreviewFeatures>true</EnablePreviewFeatures>
</PropertyGroup>
<PropertyGroup Label="Output">
<BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
<OutputPath>$(BaseOutputPath)\bin</OutputPath>
<BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
<IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
<GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
</PropertyGroup>
<Import
Project="$(ComputerSpecificConfig)"
Condition="Exists($(ComputerSpecificConfig))" />
<PropertyGroup Label="ProtoBuf">
<ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
<protoc>$(Externals)\bin\protoc.exe</protoc>
<protogen>$(Externals)\bin\protogen.exe</protogen>
</PropertyGroup>
<ItemDefinitionGroup>
<Proto2></Proto2>
<Proto3>
<OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
<OutCS>%(OutBase)%(FileName).cs</OutCS>
<OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
<OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
<OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
<CompileOptions></CompileOptions>
</Proto3>
<Proto3Excel>
<OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
<OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
<CompileOptions></CompileOptions>
</Proto3Excel>
</ItemDefinitionGroup>
</Project>
<Project>
<PropertyGroup>
<ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
<SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
<SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
<Externals>$(SparkRoot)\externals\windows</Externals>
<DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
<ErrorReport>None</ErrorReport>
<Prefer32Bit>False</Prefer32Bit>
<Deterministic>true</Deterministic>
<EnableDefaultContentItems>False</EnableDefaultContentItems>
<ShowMissingItemTypes>false</ShowMissingItemTypes>
<Configuration Condition="'$(configuration)'==''">Debug</Configuration>
<EnablePreviewFeatures>true</EnablePreviewFeatures>
<LangVersion>11</LangVersion>
</PropertyGroup>
<PropertyGroup Label="Output">
<BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
<OutputPath>$(BaseOutputPath)\bin</OutputPath>
<BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
<IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
<ProtoOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</ProtoOutputPath>
<GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
</PropertyGroup>
<Import
Project="$(ComputerSpecificConfig)"
Condition="Exists($(ComputerSpecificConfig))" />
<PropertyGroup Label="ProtoBuf">
<ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
<protoc>$(Externals)\bin\protoc.exe</protoc>
<protogen>$(Externals)\bin\protogen.exe</protogen>
</PropertyGroup>
<ItemDefinitionGroup>
<Proto2></Proto2>
<Proto3>
<OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
<OutCS>%(OutBase)%(FileName).cs</OutCS>
<OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
<OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
<OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
<CompileOptions></CompileOptions>
</Proto3>
<Proto3Excel>
<OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
<OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
<CompileOptions></CompileOptions>
</Proto3Excel>
</ItemDefinitionGroup>
</Project>
@@ -43,6 +43,7 @@ namespace mbts.spark {
readonly ObservableHashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
readonly DeferrableAction _raise_selected_rows_changed;
readonly IRaiseCanExecuteChangedCommand _set_driver_to_nearest_exp_cmd;
IList<string>? _pending_selected_symbols;
AnalyticsExpirationParametersMap? _parameter_map;
(ICommand cmd, IDisposable can_exe_sub)? _smart_copy_roll_target_to_selection_cmd;
@@ -65,9 +66,7 @@ namespace mbts.spark {
_is_dirty = backing(nameof(is_dirty), () => rows.Any(r => r.is_dirty));
if (startup_data is not null) {
if (!startup_data.selected_symbols.is_null_or_empty()) {
selected_symbols.AddRange(startup_data.selected_symbols);
}
_pending_selected_symbols = startup_data.selected_symbols;
auto_copy_rolls_is_checked = startup_data.auto_copy_rolls_is_checked;
auto_copy_rates_is_checked = startup_data.auto_copy_rates_is_checked;
}
@@ -297,8 +296,8 @@ namespace mbts.spark {
symbols.sync_with(_parameters.Select(p => p.security.symbol).Distinct().Ordered());
using var _ = _sync_visible_rows.defer();
if (is_first_update) {
// select all symbols on first update
selected_symbols.sync_with(symbols);
selected_symbols.sync_with(_pending_selected_symbols?.Intersect(symbols) ?? symbols);
_pending_selected_symbols = null;
}
}
@@ -63,9 +63,9 @@ namespace mbts.spark {
vs_input, vs_nonvol_data.contracts, aux_data_map);
_timer.stop();
var tag_str = tag == null ? "Null" : tag.ToString();
bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
$"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
$"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
// bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
// $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
// $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
_logger.log(_log_id, _log_id, _timer.lastIntervalTime);
_bb.post(_out_bb_computed_vol_tag, vs_output);
}
@@ -75,7 +75,7 @@ namespace mbts.spark {
var exp_price_map = OptionDriverPriceMap.get_vs_price_map(
all_sym_price_map, (s) => _option_symbols.Contains(s));
if (sc_data != null && vs_nonvol_input != null && exp_price_map != null) {
bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
bts.Log.Gen.diag($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
"publishing VolSurfaceNonVolData");
_bb.post(_out_bb_vs_nonvol_data_tag,
new VolSurfaceNonVolData(
@@ -81,7 +81,7 @@ namespace mbts.analytics {
output.Add(symbol, symbol_data);
}
IReadOnlyDictionary<string, TData> ro_output = output;
bts.Log.Gen.info($"SymbolAggregationPublisher._on_timer publishing " +
bts.Log.Gen.diag($"SymbolAggregationPublisher._on_timer publishing " +
$"tag: {_out_tag} sz: {ro_output.Count}");
_bb.post(_out_tag, ro_output);
}
@@ -28,9 +28,10 @@ namespace mbts.spark {
_candidate_value.Changed += on_candidate_changed;
_is_dirty.Changed += (o, n) => {
Log.assert(o != n);
Log.Ui.info(
$"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
$"commited: {committed_value}; candidate: {candidate_value}");
// TODO: John, this was logged too many times
// Log.Ui.info(
// $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
// $"commited: {committed_value}; candidate: {candidate_value}");
};
void on_committed_changed(object? oldval, object? newval) =>
@@ -96,7 +96,7 @@ namespace mbts.spark {
get => _core_settings.font_weight_override;
set {
using var _ = detect_property_change();
_core_settings.with(font_weight_override: value.HasValue ? new NullableFontWeightProto(value) : null);
_core_settings.with(font_weight_override: value.HasValue ? new(value) : null);
}
}
@@ -145,7 +145,7 @@ namespace mbts {
!(x == y);
public override string ToString() =>
$"{security_tuple} {expiration.ToShortDateString()}";
$"{security_tuple} {SecurityFormatter.format_expiration(expiration)}";
}
[ProtoContract]
@@ -88,8 +88,8 @@ namespace mbts.analytics {
public void set_driver_price(
IDictionary<VolSurfaceExpiration, double> driver_price_map) {
Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
$"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
// Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
// $"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
_driver_price_map = new Dictionary<VolSurfaceExpiration, double>(driver_price_map);
_compute_and_fire(InputType.DriverPrice);
}
+1 -1
View File
@@ -62,7 +62,7 @@ namespace bts {
}
private void _on_server_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
_log_options(sec_map);
//_log_options(sec_map);
bts.Log.Gen.info(String.Format("MergedMDDaemon._on_server_sec_map sz: {0}", sec_map.Count()));
_server_sec_map = new Dictionary<uint, SecurityMD>(sec_map);
_merge_and_post();
@@ -31,7 +31,7 @@
_window_factories = new() {
new MarketViewWindowFactory(
this, bus, settings_hub, orders_model, position_model, sec_meta_store),
new OptionsViewWindowFactory(this, bus),
new OptionsViewWindowFactory(this, orders_model, bus),
new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub, orders_model.security_auxiliary_model),
};
@@ -79,10 +79,12 @@ namespace bts.shell.market_view {
var ask_col_index = columns.FindIndex(x => x.id == MarketViewWindowFactory.col_id(Columns.Ask));
if (bid_col_index > -1 && ask_col_index > -1) {
if (!columns[bid_col_index].background_color_override.HasValue) {
columns[bid_col_index] = columns[bid_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.bid.value));
columns[bid_col_index] = columns[bid_col_index].with(
background_color_override: new(BTSColors.MarketData.bid));
}
if (!columns[ask_col_index].background_color_override.HasValue) {
columns[ask_col_index] = columns[ask_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.ask.value));
columns[ask_col_index] = columns[ask_col_index].with(
background_color_override: new(BTSColors.MarketData.ask));
}
}
// and enable background color upgrade
@@ -70,11 +70,13 @@ namespace bts.shell {
bool applied = false;
if (bid_col_index > -1 && ask_col_index > -1) {
if (!columns[bid_col_index].background_color_override.HasValue) {
columns[bid_col_index] = columns[bid_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.bid.value));
columns[bid_col_index] = columns[bid_col_index].with(
background_color_override: new(BTSColors.MarketData.bid));
applied = true;
}
if (!columns[ask_col_index].background_color_override.HasValue) {
columns[ask_col_index] = columns[ask_col_index].with(background_color_override: new NullableColorProto(BTSColors.MarketData.ask.value));
columns[ask_col_index] = columns[ask_col_index].with(
background_color_override: new(BTSColors.MarketData.ask));
applied = true;
}
}
@@ -10,12 +10,14 @@ namespace mbts.spark {
class OptionsViewWindowFactory : ShellWindowFactory<OptionsViewSettings> {
readonly IBus _bus;
readonly NMSheetAllTaskingDataSource _tasking_datasource;
public OptionsViewWindowFactory(IShellModule module, IBus bus)
public OptionsViewWindowFactory(IShellModule module, OrdersModel orders_model, IBus bus)
: base(module, OptionsViewWindow.WINDOW_TYPE) {
_bus = bus;
_dispose = bus.subscribe(SparkTags.show_default_options_view).OnDispatcher().Subscribe(
sc => _bus.post(SparkTags.ShowWindow, _create(OptionsViewSettings.Default(sc))));
_tasking_datasource = new NMSheetAllTaskingDataSource(orders_model, bus);
}
public override Task<IShellWindow> load(OptionsViewSettings state) =>
@@ -410,13 +410,13 @@ namespace mbts.spark {
day_change = new DaySettings {
// (neutral)
font = _default_font,
background_color = Colors.Transparent.rgb_color(),
background_color = Colors.Transparent.to_uint(),
// negative
negative_font_color = Colors.White.rgb_color(),
negative_background_color = Colors.Red.rgb_color(),
negative_font_color = Colors.White.to_uint(),
negative_background_color = Colors.Red.to_uint(),
// positive
positive_font_color = Colors.White.rgb_color(),
positive_background_color = Colors.Green.rgb_color()
positive_font_color = Colors.White.to_uint(),
positive_background_color = Colors.Green.to_uint()
},
session_low = _default_item,
session_high = _default_item,
@@ -431,8 +431,8 @@ namespace mbts.spark {
public static LadderPanelPricePointSettings tt_default {
get {
var rv = historic_default;
rv.day_change.background_color = Color.FromRgb(113, 201, 69).rgb_color();
rv.day_change.font.font_color = Colors.Black.rgb_color();
rv.day_change.background_color = Color.FromRgb(113, 201, 69).to_uint();
rv.day_change.font.font_color = Colors.Black.to_uint();
return rv;
}
}
@@ -484,7 +484,7 @@ namespace mbts.spark {
static ItemSettings _default_item =>
new ItemSettings {
font = _default_font,
background_color = Colors.Transparent.rgb_color()
background_color = Colors.Transparent.to_uint()
};
[ProtoContract]
@@ -97,7 +97,7 @@ namespace mbts.spark {
security_key = use_self_security ? null : selected_security_key,
price_type = _selected_price_type,
display = new LadderMarketBreakLine {
color = color.rgb_color(),
color = color.to_uint(),
show = show,
refresh_mode = refresh_mode
}
@@ -27,7 +27,7 @@ namespace mbts.spark {
class LadderOrderVM : DisposableViewModelBase {
static readonly Color _colorbg = Colors.White;
static readonly Color _darkbg = Color.FromRgb(0xbf, 0xbf, 0xbf);
static readonly Brush _color_bg_brush = _colorbg.rgb_color().rgb_brush();
static readonly Brush _color_bg_brush = _colorbg.to_uint().rgb_brush();
readonly LadderVM _owner;
readonly double _real_price;
@@ -228,7 +228,7 @@ namespace mbts.spark {
if (_orders.TryGetValue(order.Key, out var opm)) {
algo_studio_abbreviation = (opm.meta?.abbreviation).is_null_or_empty() ?
_abbreviate_algo(opm.algo) : opm.meta?.abbreviation ?? string.Empty;
border = opm.meta?.badge_color?.rgb_color().rgb_brush() ?? border;
border = opm.meta?.badge_color?.to_uint().rgb_brush() ?? border;
}
algo_type = order.order_type().is_bts_algo_type() ?
order.order_type() : CustomOrderDefinition.CustomOneofCase.None;
@@ -42,13 +42,13 @@ namespace mbts.spark {
public LadderPanelPricePointSettings.ItemSettings create() =>
new LadderPanelPricePointSettings.ItemSettings {
font = new FontParamsProto {
font_color = font_color.rgb_color(),
font_color = font_color.to_uint(),
font_size = font_size,
typeface = new(
font_family.name() ?? TextUtils.StandardFontFamilyName,
font_weight.ToOpenTypeWeight())
},
background_color = background_color.rgb_color(),
background_color = background_color.to_uint(),
show_label = show_label
};
@@ -111,11 +111,11 @@ namespace mbts.spark {
show_label = base_settings.show_label,
background_color = base_settings.background_color,
// negative
negative_font_color = negative_font_color.rgb_color(),
negative_background_color = negative_background_color.rgb_color(),
negative_font_color = negative_font_color.to_uint(),
negative_background_color = negative_background_color.to_uint(),
// positive
positive_font_color = positive_font_color.rgb_color(),
positive_background_color = positive_background_color.rgb_color()
positive_font_color = positive_font_color.to_uint(),
positive_background_color = positive_background_color.to_uint()
};
}
}
@@ -700,8 +700,8 @@ namespace mbts.spark {
font_weight = font_weight.ToOpenTypeWeight(),
width = width,
show = show,
foreground = foreground.rgb_color(),
background = background.rgb_color()
foreground = foreground.to_uint(),
background = background.to_uint()
};
}
}
@@ -891,7 +891,7 @@ namespace mbts.spark {
};
root_bd.SetBinding(
Border.BackgroundProperty, new Binding(nameof(background_brush)) { Source = this });
return button;
return root_bd;
}
}
@@ -231,7 +231,7 @@ namespace bts.shell {
sorting_criteria,
_vm.anchors,
filters,
state.grid.with(columns: cols, background: _vm.grid_background_color.rgb_color()),
state.grid.with(columns: cols, background: _vm.grid_background_color.to_uint()),
calc_type,
_vm.header_row_display,
menu_display: _menu_display_vm?.create());
@@ -68,10 +68,10 @@ namespace bts.shell.pnl {
typeface = new TypefaceProto(
cell_appearance.font_family?.name(),
(cell_appearance.font_weight ?? FontWeights.Normal).ToOpenTypeWeight()),
font_color = cell_appearance.foreground?.rgb_color() ?? 0,
font_color = cell_appearance.foreground?.to_uint() ?? 0,
font_size = cell_appearance.font_size,
},
background = cell_appearance.background?.rgb_color()
background = cell_appearance.background?.to_uint()
};
public PNLCellAppearance to_appearance() {
File diff suppressed because it is too large. Load diff
@@ -103,14 +103,14 @@ namespace bts.shell.pnl {
public PNLAnimation to_animation(PNLView.Columns key) =>
new PNLAnimation {
column = key,
foreground = is_font_color_overridden ? font_color_override.color.rgb_color() : (uint?)null,
background = is_background_overridden ? background_override.color.rgb_color() : (uint?)null,
foreground = is_font_color_overridden ? font_color_override.color.to_uint() : (uint?)null,
background = is_background_overridden ? background_override.color.to_uint() : (uint?)null,
font_weight = is_font_weight_overridden ? font_weight_override.ToOpenTypeWeight() : (int?)null
};
public PNLCellAppearanceProto to_appearance_proto() =>
new PNLCellAppearanceProto {
background = is_background_overridden ? background_override.color.rgb_color() : (uint?)null,
background = is_background_overridden ? background_override.color.to_uint() : (uint?)null,
font_params = to_font_params()
};
@@ -119,7 +119,7 @@ namespace bts.shell.pnl {
typeface = new TypefaceProto(
font_family_override?.name(),
is_font_weight_overridden ? font_weight_override.ToOpenTypeWeight() : 0),
font_color = is_font_color_overridden ? font_color_override.color.rgb_color() : 0,
font_color = is_font_color_overridden ? font_color_override.color.to_uint() : 0,
font_size = font_size_override
};
}
@@ -132,7 +132,7 @@ namespace bts.shell.pnl {
// group
var (group_cell_appearance, group_row_background_colors) = group_row_defaults.create();
s.group_cell_appearance = PNLCellAppearanceProto.from_appearance(group_cell_appearance);
s.group_background_colors.SetItems(group_row_background_colors.Select(c => c.rgb_color()));
s.group_background_colors.SetItems(group_row_background_colors.Select(c => c.to_uint()));
//
return s;
}
@@ -329,20 +329,19 @@ namespace bts.shell.pnl {
}
static (string desc, Color fg) _fills_title(Columns key) {
const uint net_fg = 0x333333u;
switch (key) {
case Columns.SODLongPos: return ("Open Buy Fills", BTSColors.MarketData.bid);
case Columns.SODShortPos: return ("Open Sell Fills", BTSColors.MarketData.ask);
case Columns.SODNetPos: return ("Open Fills", net_fg.rgb_color());
case Columns.SODNetPos: return ("Open Fills", BTSColors.UI.default_text);
case Columns.DayLongPos: return ("Day Buy Fills", BTSColors.MarketData.bid);
case Columns.DayShortPos: return ("Day Sell Fills", BTSColors.MarketData.ask);
case Columns.DayNetPos: return ("Day Fills", net_fg.rgb_color());
case Columns.DayNetPos: return ("Day Fills", BTSColors.UI.default_text);
case Columns.RawDayLongPos: return ("Raw Day Buy Fills", BTSColors.MarketData.bid);
case Columns.RawDayShortPos: return ("Raw Day Sell Fills", BTSColors.MarketData.ask);
case Columns.RawDayNetPos: return ("Raw Day Fills", net_fg.rgb_color());
case Columns.RawDayNetPos: return ("Raw Day Fills", BTSColors.UI.default_text);
case Columns.TotalLongPos: return ("All Buy Fills", BTSColors.MarketData.bid);
case Columns.TotalShortPos: return ("All Sell Fills", BTSColors.MarketData.ask);
case Columns.TotalNetPos: return ("All Fills", net_fg.rgb_color());
case Columns.TotalNetPos: return ("All Fills", BTSColors.UI.default_text);
default: throw ExceptionBuilder.Argument.unexpected_case(key, nameof(key));
}
}
@@ -368,7 +367,7 @@ namespace bts.shell.pnl {
switch (key) {
case Columns.WorkingLongPos: return ("Working Buy Orders", BTSColors.MarketData.bid);
case Columns.WorkingShortPos: return ("Working Sell Orders", BTSColors.MarketData.ask);
case Columns.WorkingNetPos: return ("Working Orders", 0x333333u.rgb_color());
case Columns.WorkingNetPos: return ("Working Orders", BTSColors.UI.default_text);
default: throw ExceptionBuilder.Argument.unexpected_case(key, nameof(key));
}
}
@@ -0,0 +1,24 @@
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using BCG;
namespace mbts.ui {
public class NMSheetAllTaskingData {
public IDictionary<UInt32, NMSheetTaskEyeData>
bids = new Dictionary<UInt32, NMSheetTaskEyeData>(),
asks = new Dictionary<UInt32, NMSheetTaskEyeData>();
public void add_sec(UInt32 sec, bts.api.Side side, double edge, double size) {
IDictionary<UInt32, NMSheetTaskEyeData> map = side == bts.api.Side.Buy ? bids : asks;
NMSheetTaskEyeData sec_data;
if (!map.TryGetValue(sec, out sec_data)) {
sec_data = new NMSheetTaskEyeData(true, edge, size);
map.Add(sec, sec_data);
}
}
}
}
@@ -1,4 +1,6 @@
using System;
using mbts.ui;
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
@@ -17,7 +19,7 @@ namespace BCG
private readonly IDictionary<NMSheetSymbol, NMSheetSingleOptionData> _sym_data_map;
private readonly IDictionary<NMSheetSymbol, IDictionary<uint, BBOPacket>> _bbo_map;
private readonly IDictionary<uint, NMSheetTickerData> _complete_ticker_data;
private readonly TaskingConsolidatedData _task_data;
private readonly NMSheetAllTaskingData _task_data;
private readonly double[] _cached_sorted_strikes;
private readonly NMSheetExpiration[] _cached_sorted_expirations;
@@ -27,7 +29,7 @@ namespace BCG
public NMSheetData(IDictionary<NMSheetSymbol, NMSheetSingleOptionData> sym_data_map,
IDictionary<NMSheetSymbol, IDictionary<uint, BBOPacket>> bbo_map,
IDictionary<uint, NMSheetTickerData> complete_ticker_data,
TaskingConsolidatedData task_data)
NMSheetAllTaskingData task_data)
{
_sym_data_map = sym_data_map;
_bbo_map = bbo_map;
@@ -61,14 +63,14 @@ namespace BCG
public NMSheetData filter_for_strikes_in_tasks(bool is_on_only = false)
{
if (_task_data != null)
{
IEnumerable<uint> eye_secs = _task_data.get_set_securities(mbts.tasks.TaskType.Eye, is_on_only),
quoter_secs = _task_data.get_set_securities(mbts.tasks.TaskType.Quoter, is_on_only);
HashSet<uint> all_secs = new HashSet<uint>(Enumerable.Concat(eye_secs, quoter_secs));
return filter_data(this, all_secs);
}
else
// if (_task_data != null)
// {
// IEnumerable<uint> eye_secs = _task_data.get_set_securities(mbts.tasks.TaskType.Eye, is_on_only),
// quoter_secs = _task_data.get_set_securities(mbts.tasks.TaskType.Quoter, is_on_only);
// HashSet<uint> all_secs = new HashSet<uint>(Enumerable.Concat(eye_secs, quoter_secs));
// return filter_data(this, all_secs);
// }
// else
return this;
}
@@ -104,9 +106,7 @@ namespace BCG
return symbol_data.get_security_key(exp.option_expiration, strike, is_call, out security_key);
else
return false;
}
public TaskingConsolidatedData get_task_data() { return _task_data; }
}
#region INMSheetGridFacingData
@@ -31,8 +31,8 @@ namespace BCG {
private readonly IDictionary<DateTime, Tuple<double, double>> _option_exp_driver_detailed_price_data = new Dictionary<DateTime, Tuple<double, double>>();
private IDictionary<uint, BBOPacket> _bbo_data_map = new Dictionary<uint, BBOPacket>();
private IDictionary<uint, NMSheetTickerData> _ticker_data = new Dictionary<uint, NMSheetTickerData>();
private TaskingConsolidatedData _tasking_data;
private readonly ExchangeSecurityMap _sec_map;
private NMSheetAllTaskingData _ee_tasking_data = new NMSheetAllTaskingData();
public NMSheetSingleOptionData(NMSheetSymbol option,
NMSheetDataRequest data_request,
@@ -93,7 +93,7 @@ namespace BCG {
public void set_ticker(IDictionary<uint, NMSheetTickerData> ticker_data) { _ticker_data = ticker_data; }
public void set_task_data(TaskingConsolidatedData tasking_data) { _tasking_data = tasking_data; }
public void set_task_data(NMSheetAllTaskingData tasking_data) { _ee_tasking_data = tasking_data; }
/// Strikes are not sorted
public double[] get_strikes() { return _theo_data_map.get_strikes(); }
@@ -128,7 +128,7 @@ namespace BCG {
_fill_roll_over_data(cp_row, v, expiration, strike);
_fill_presave_theos(cp_row, v, expiration, strike);
NMSheetCallPutBidAskWrapper<NMSheetTaskEyeData> eye_data;
_fill_eye_data(tp_with_seckey, driver_bid_ask, call_bbo_packet, put_bbo_packet, ref cp_row, out eye_data);
_fill_eye_data(tp_with_seckey, ref cp_row, out eye_data);
NMSheetCallPutBidAskWrapper<NMSheetTaskQuoterData> quoter_data;
_fill_quoter_data(tp_with_seckey, driver_bid_ask, cp_row, out quoter_data);
NMSheetTickerData c_trade_data, p_ticker_data;
@@ -3,45 +3,32 @@
using bts.api;
using mbts.spark;
using mbts.ui;
namespace BCG {
public partial class NMSheetSingleOptionData {
private void _fill_eye_data(Triplet<mbts.spark.TheoPoint, uint, uint> tp_with_seckeys, Tuple<double, double> driver_bid_ask, BBOPacket call_bbo, BBOPacket put_bbo,
ref double[] cp_row, out NMSheetCallPutBidAskWrapper<NMSheetTaskEyeData> out_eye_data) {
// Gets the data from the bus, and fills in out_eye_data, and cp_row
private void _fill_eye_data(Triplet<mbts.spark.TheoPoint, uint, uint> tp_with_seckeys,
ref double[] cp_row,
out NMSheetCallPutBidAskWrapper<NMSheetTaskEyeData> out_eye_data) {
NMSheetTaskEyeData call_bid_data, call_ask_data, put_bid_data, put_ask_data;
_get_eye_security_side_data(tp_with_seckeys.first, PutOrCall.Call, Side.Buy, tp_with_seckeys.second, driver_bid_ask, call_bbo, out call_bid_data, ref cp_row,
NMSheetColumnName.call_ee_set_bid_edge, NMSheetColumnName.call_ee_set_bid_size, NMSheetColumnName.call_ee_bid_price);
_get_eye_security_side_data(tp_with_seckeys.first, PutOrCall.Call, Side.Sell, tp_with_seckeys.second, driver_bid_ask, call_bbo, out call_ask_data, ref cp_row,
NMSheetColumnName.call_ee_set_ask_edge, NMSheetColumnName.call_ee_set_ask_size, NMSheetColumnName.call_ee_ask_price);
_get_eye_security_side_data(tp_with_seckeys.first, PutOrCall.Put, Side.Buy, tp_with_seckeys.third, driver_bid_ask, put_bbo, out put_bid_data, ref cp_row,
NMSheetColumnName.put_ee_set_bid_edge, NMSheetColumnName.put_ee_set_bid_size, NMSheetColumnName.put_ee_bid_price);
_get_eye_security_side_data(tp_with_seckeys.first, PutOrCall.Put, Side.Sell, tp_with_seckeys.third, driver_bid_ask, put_bbo, out put_ask_data, ref cp_row,
NMSheetColumnName.put_ee_set_ask_edge, NMSheetColumnName.put_ee_set_ask_size, NMSheetColumnName.put_ee_ask_price);
out_eye_data = new NMSheetCallPutBidAskWrapper<NMSheetTaskEyeData>(call_bid_data, call_ask_data, put_bid_data, put_ask_data);
// call
_get_eye_security_side_data(tp_with_seckeys.second, Side.Buy, out call_bid_data);
_get_eye_security_side_data(tp_with_seckeys.second, Side.Sell, out call_ask_data);
// put
_get_eye_security_side_data(tp_with_seckeys.third, Side.Buy, out put_bid_data);
_get_eye_security_side_data(tp_with_seckeys.third, Side.Sell, out put_ask_data);
out_eye_data = new NMSheetCallPutBidAskWrapper<NMSheetTaskEyeData>(
call_bid_data, call_ask_data, put_bid_data, put_ask_data);
}
private void _get_eye_security_side_data(mbts.spark.TheoPoint tp, PutOrCall cp, Side side, uint sec_key, Tuple<double, double> driver_bid_ask, BBOPacket bbo,
out NMSheetTaskEyeData inp_out_data,
ref double[] out_array,
NMSheetColumnName inp_edge_col, NMSheetColumnName inp_size_col, NMSheetColumnName eye_price_col) {
mbts.tasks.TaskSecurityEyeData eye_data = _tasking_data.get_eye_data(sec_key, side);
double edge = Double.NaN, eye_price = Double.NaN;
uint size = 0;
if (eye_data != null) {
edge = eye_data.edge;
size = eye_data.size;
/// Why is the eye sending the price instead of theo ?
if (eye_data.is_on)
eye_price = eye_data.eye_published_price;
else {
double theo = _compute_theo(tp, cp, side, driver_bid_ask);
eye_price = Math.Max(0.0, side == Side.Buy ? theo - edge : theo + edge);
}
}
out_array[(int)inp_edge_col] = edge;
out_array[(int)inp_size_col] = (double)size;
out_array[(int)eye_price_col] = eye_price;
inp_out_data = new NMSheetTaskEyeData(eye_data, side == Side.Buy ? eye_price >= BBOPacket.get_ask_price(bbo) : eye_price <= BBOPacket.get_bid_price(bbo));
private void _get_eye_security_side_data(uint sec_key, Side side,
out NMSheetTaskEyeData inp_out_data) {
inp_out_data = null;
if (_ee_tasking_data == null)
return;
var map = side == Side.Buy ? _ee_tasking_data.bids : _ee_tasking_data.asks;
map.TryGetValue(sec_key, out inp_out_data);
}
}
}
@@ -0,0 +1,88 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using bts.api;
using mbts;
using mbts.spark;
using BCG;
using System.Collections;
using mbts.analytics;
using bts.api.analytics;
using System.Reactive.Linq;
using bts.api.orderman;
namespace mbts.ui {
internal class NMSheetAllTaskingDataSource {
private IBus _bus;
HighPerformanceTimer _timer = new HighPerformanceTimer();
private Nullable<DynamicOrderDefinitionImmutable> get_tasking_order(
OrderDefinitionImmutable def) {
if (def.HasCustomDef && def.CustomDef.HasComposite &&
def.CustomDef.Composite.HasDefinition &&
def.CustomDef.Composite.Definition.HasDynamic) {
var dyn = def.CustomDef.Composite.Definition.Dynamic;
if ("Tasking Eye".Equals(dyn.DynamicOrderType)) {
return dyn;
}
}
return null;
}
private bool is_working(OrderStatus status) {
return status == OrderStatus.Working ||
status == OrderStatus.PendingWorking ||
status == OrderStatus.Disconnected;
}
private void add_task_secs(ref NMSheetAllTaskingData t_data,
bts.api.Side side,
DynamicOrderDefinitionImmutable t_order) {
DynamicOrderParam sec_p;
if (t_order.OrderParams.TryGetValue("Securities", out sec_p)) {
if (!String.IsNullOrEmpty(sec_p.AsString)) {
DynamicOrderParam edge_param = null;
t_order.OrderParams.TryGetValue("Edge", out edge_param);
DynamicOrderParam size_param = null;
t_order.OrderParams.TryGetValue("Shot Size", out size_param);
if (edge_param != null && size_param != null) {
var toks = sec_p.AsString.Split(',');
foreach (var s in toks) {
UInt32 sec_key;
if (UInt32.TryParse(s.Trim(), out sec_key)) {
t_data.add_sec(sec_key, side, edge_param.AsDouble, size_param.AsDouble);
}
}
}
}
}
}
public NMSheetAllTaskingDataSource(OrdersModel orders_model, IBus bus) {
bts.Log.Gen.info("NMSheetAllTaskingDataSource constructed");
_bus = bus;
orders_model.on_orders.Subscribe(ords => {
_timer.start();
NMSheetAllTaskingData t_data = new NMSheetAllTaskingData();
bts.Log.Gen.info($"NMSheetAllTaskingDataSource on_orders n_orders: {ords.state.Values.Count()}");
foreach (var k in ords.state.Values) {
OrderRecordImmutable order = k.order;
if (!is_working(order.State.Status))
continue;
var t_dyn = get_tasking_order(order.Def);
if (t_dyn.HasValue) {
add_task_secs(ref t_data, order.Def.Side, t_dyn.Value);
}
}
_timer.stop();
bts.Log.Gen.info($"NMSheetAllTaskingDataSource n_bids: {t_data.bids.Count()} " +
$"n_asks: {t_data.asks.Count()} t_msecs: {_timer.lastIntervalTime}");
bus.post(SparkTags.TC2Tags.TaskData, t_data);
});
}
}
}
@@ -95,12 +95,13 @@ namespace BCG {
}
public class NMSheetTaskEyeData {
public readonly mbts.tasks.TaskSecurityEyeData eye_data;
public readonly bool is_eye_cross;
public readonly bool is_on;
public readonly double edge, size;
public NMSheetTaskEyeData(mbts.tasks.TaskSecurityEyeData eye_data, bool is_eye_cross) {
this.eye_data = eye_data;
this.is_eye_cross = is_eye_cross;
public NMSheetTaskEyeData(bool is_on, double edge, double size) {
this.is_on = is_on;
this.edge = edge;
this.size = size;
}
}
@@ -7,6 +7,7 @@ using System.Threading.Tasks;
using bts.api;
using mbts.spark;
using mbts.ui;
namespace BCG {
public class NMSheetDataCoalescer : IDisposable {
@@ -31,12 +32,12 @@ namespace BCG {
_bbo_data_source = new NMSheetBBODataSource(threaded_bb, nmsheet_symbol_list, () => { _is_dirty = true; });
_ticker_data_source = new NMSheetTickerDataSource(threaded_bb, nmsheet_symbol_list, req_id, () => { _is_dirty = true; });
_presaved_theos_provider = new NMSheetPresavedTheosProvider(threaded_bb, nmsheet_symbol_list, req_id);
//_threaded_bb.add_to_subscription_list(TaskingTags.ConsolidatedDataTag);
_threaded_bb.subscribe(SparkTags.TC2Tags.TaskData);
_threaded_bb.data_callback += _on_bb_update;
}
private void _on_bb_update(object tag, object data) {
if (/*TaskingTags.ConsolidatedDataTag.Equals(tag) ||*/ _in_bb_settings_tag.Equals(tag))
if (SparkTags.TC2Tags.TaskData.Equals(tag) || _in_bb_settings_tag.Equals(tag))
_is_dirty = true;
}
@@ -44,9 +45,9 @@ namespace BCG {
if (_is_dirty) {
_is_dirty = false;
_timer.start();
TaskingConsolidatedData d = null;//_threaded_bb.sec_thread_retrieve_from_cache (TaskingTags.ConsolidatedDataTag) as TaskingConsolidatedData;
NMSheetData rv = new NMSheetData(_main_data_source.get_data(), _bbo_data_source.get_all_data(), _ticker_data_source.get_data(),
d ?? TaskingConsolidatedData.empty);
NMSheetAllTaskingData d = _threaded_bb.read_state(
SparkTags.TC2Tags.TaskData, new NMSheetAllTaskingData());
NMSheetData rv = new NMSheetData(_main_data_source.get_data(), _bbo_data_source.get_all_data(), _ticker_data_source.get_data(), d);
rv = _filter_data(rv, _threaded_bb.read_state(_in_bb_settings_tag));
_timer.stop();
_stats_logger.log(String.Format("NMSheetDataCoalescer_{0}", _req_id), "NMSheetData.cons", _timer.lastIntervalTime);
@@ -58,5 +58,10 @@ namespace BCG {
public static UInt32 get_ask_size(BBOPacket md) {
return md != null ? md._ask_size : (UInt32)0;
}
public static Tuple<double, UInt32> get_md(BBOPacket md, bool is_bid) {
double price = is_bid ? BBOPacket.get_bid_price(md) : BBOPacket.get_ask_price(md);
UInt32 sz = is_bid ? BBOPacket.get_bid_size(md) : BBOPacket.get_ask_size(md);
return Tuple.Create(price, sz);
}
}
}
@@ -1,58 +0,0 @@
using ProtoBuf;
using System;
namespace mbts.tasks {
[ProtoContract(Name = "ElectronicTradingTask")]
[Serializable]
public class ElectronicTradingTask {
[ProtoBuf.ProtoMember(10)]
public readonly TaskCommon common = null;
[ProtoBuf.ProtoMember(20)]
public readonly ExplicitTask explicit_task = null;
[ProtoBuf.ProtoMember(30)]
public readonly ImplicitTask implicit_task = null;
private ElectronicTradingTask() { }
public ElectronicTradingTask(TaskCommon common, ExplicitTask task) {
// Logger.assert(common != null);
// Logger.assert(task != null);
this.common = common;
this.explicit_task = task;
this.implicit_task = null;
}
public ElectronicTradingTask(TaskCommon common, ImplicitTask task) {
// Logger.assert(common != null);
// Logger.assert(task != null);
this.common = common;
this.explicit_task = null;
this.implicit_task = task;
}
public ElectronicTradingTask with(TaskCommon common) {
return explicit_task == null ?
new ElectronicTradingTask(common, implicit_task) :
new ElectronicTradingTask(common, explicit_task);
}
public ElectronicTradingTask with(TaskCommon common = null, ExplicitTask explicit_task = null) {
return new ElectronicTradingTask(common ?? this.common, explicit_task ?? this.explicit_task);
}
public ElectronicTradingTask with(TaskCommon common = null, ImplicitTask implicit_task = null) {
return new ElectronicTradingTask(common ?? this.common, explicit_task ?? this.explicit_task);
}
public override string ToString() {
return common.id;
}
}
public class QuickStartElectronicTradingTask {
private readonly ElectronicTradingTask _task;
public QuickStartElectronicTradingTask(TaskCommon common, ExplicitTask task) {
_task = new ElectronicTradingTask(common, task);
}
public static implicit operator ElectronicTradingTask(QuickStartElectronicTradingTask task) {
return task._task;
}
}
}
@@ -1,159 +0,0 @@
using ProtoBuf;
using System;
using System.Collections.Generic;
namespace mbts.tasks {
[Serializable]
//[RecordType]
[ProtoContract(Name = "TaskCommon")]
public class TaskCommon {
[ProtoMember(1)]
public readonly string session;
[ProtoMember(10)]
public readonly string id;
[ProtoMember(20)]
public readonly DateTime create_time;
[ProtoMember(30)]
public readonly TaskType task_type;
[ProtoMember(40)]
public readonly string name;
[ProtoMember(50)]
public readonly TaskEdgeType edge_type;
[ProtoMember(60)]
public readonly string edge_surface;
[ProtoMember(70)]
public readonly double bid_edge_param;
[ProtoMember(75)]
public readonly double ask_edge_param;
[ProtoMember(80)]
public readonly double bid_size_param;
[ProtoMember(85)]
public readonly double ask_size_param;
[ProtoMember(90)]
public readonly TaskExitCondition exit_condition;
[ProtoMember(100)]
public readonly double exit_condition_parameter;
[ProtoMember(110)]
public readonly bool rfq_only;
[ProtoMember(120)]
public readonly double rfq_quote_for_seconds;
[ProtoMember(130)]
public readonly TaskSide side;
[ProtoMember(140)]
public readonly DateTime last_modification_time;
[ProtoMember(150)]
public readonly bool auto_hedge;
//[ProtoMember(160)]
//public readonly bool auto_start;
[ProtoMember(200)]
public readonly List<Tuple<int, double>> overridden_edges;
[ProtoMember(210)]
public readonly List<Tuple<int, uint>> overridden_sizes;
private TaskCommon() { /*for protobuf*/ }
public TaskCommon(string id,
string session,
DateTime create_time,
TaskType task_type,
string task_name,
TaskExitCondition exit_condition,
double exit_condition_param,
bool rfq_only,
double rfq_quote_for_seconds,
TaskEdgeType edge_type,
string edge_surface,
double bid_edge_param,
double ask_edge_param,
double bid_size_param,
double ask_size_param,
TaskSide side,
DateTime last_modification_time,
bool auto_hedge,
List<Tuple<int, double>> overridden_edges,
List<Tuple<int, uint>> overridden_sizes) {
this.id = id;
this.session = session;
this.create_time = create_time;
this.task_type = task_type;
this.name = task_name;
this.exit_condition = exit_condition;
this.exit_condition_parameter = exit_condition_param;
this.rfq_only = rfq_only;
this.rfq_quote_for_seconds = rfq_quote_for_seconds;
this.edge_type = edge_type;
this.edge_surface = edge_surface;
this.bid_edge_param = bid_edge_param;
this.ask_edge_param = ask_edge_param;
this.bid_size_param = bid_size_param;
this.ask_size_param = ask_size_param;
this.side = side;
this.last_modification_time = last_modification_time;
this.auto_hedge = auto_hedge;
this.overridden_edges = overridden_edges;
this.overridden_sizes = overridden_sizes;
}
public static TaskCommon Default {
get {
return new TaskCommon(
id: Guid.NewGuid().ToString(),
session: String.Empty,
create_time: DateTime.Now,
task_type: TaskType.Quoter,
task_name: "",
exit_condition: TaskExitCondition.Contracts,
exit_condition_param: 100,
rfq_only: false,
rfq_quote_for_seconds: 10,
edge_type: TaskEdgeType.Manual,
edge_surface: "",
bid_edge_param: double.NaN,
ask_edge_param: double.NaN,
bid_size_param: double.NaN,
ask_size_param: double.NaN,
side: TaskSide.Buy | TaskSide.Sell,
last_modification_time: DateTime.Now,
auto_hedge: true,
overridden_edges: new List<Tuple<int, double>>(),
overridden_sizes: new List<Tuple<int, uint>>());
}
}
public TaskCommon with(string id = null, string session = null, DateTime? create_time = null,
TaskType? task_type = null, string name = null, TaskExitCondition? exit_condition = null,
double? exit_condition_parameter = null, bool? rfq_only = null, double? rfq_quote_for_seconds = null, TaskEdgeType? edge_type = null,
string edge_surface = null,
double? bid_edge_param = null, double? bid_size_param = null,
double? ask_edge_param = null, double? ask_size_param = null,
TaskSide? side = null, DateTime? last_modification_time = null,
bool? auto_hedge = null,
List<Tuple<int, double>> overridden_edges = null,
List<Tuple<int, uint>> overridden_sizes = null) {
return new TaskCommon(id ?? this.id,
session ?? this.session,
create_time ?? this.create_time,
task_type ?? this.task_type,
name ?? this.name,
exit_condition ?? this.exit_condition,
exit_condition_parameter ?? this.exit_condition_parameter,
rfq_only ?? this.rfq_only,
rfq_quote_for_seconds ?? this.rfq_quote_for_seconds,
edge_type ?? this.edge_type,
edge_surface ?? this.edge_surface,
bid_edge_param ?? this.bid_edge_param,
ask_edge_param ?? this.ask_edge_param,
bid_size_param ?? this.bid_size_param,
ask_size_param ?? this.ask_size_param,
side ?? this.side,
last_modification_time ?? this.last_modification_time,
auto_hedge ?? this.auto_hedge,
overridden_edges ?? this.overridden_edges,
overridden_sizes ?? this.overridden_sizes);
}
}
}
@@ -1,70 +0,0 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace mbts.tasks
{
/// Task persisted state combined with
/// the live running state
public class TaskLiveData : IEquatable<TaskLiveData>
{
public readonly ElectronicTradingTask task;
public readonly TaskSwitchState switch_state;
public readonly TaskHealthState task_state;
public readonly double net_accumulation, abs_accumulation;
public TaskLiveData(ElectronicTradingTask task, TaskSwitchState switch_state, TaskHealthState health_state,
double net_accumulation, double abs_accumulation)
{
this.task = task;
this.switch_state = switch_state;
this.task_state = health_state;
this.net_accumulation = net_accumulation;
this.abs_accumulation = abs_accumulation;
}
public string task_id { get { return task.common.id; } }
public TaskType task_type { get { return task.common.task_type; } }
public string name { get { return task.common.name; } }
public double completion_ratio { get { return abs_accumulation / task.common.exit_condition_parameter; } }
public bool is_filled { get { return completion_ratio >= 1.0; } }
public DateTime modification_time { get { return task.common.last_modification_time; } }
public TaskLiveData with(ElectronicTradingTask task = null, TaskSwitchState? switch_state = null, TaskHealthState? task_state = null,
double? net_accumulation = null, double? abs_accumulation = null)
{
return new TaskLiveData(task ?? this.task,
switch_state ?? this.switch_state,
task_state ?? this.task_state,
net_accumulation ?? this.net_accumulation,
abs_accumulation ?? this.abs_accumulation);
}
public int GetHashCode(TaskLiveData obj) { return obj.task_id.GetHashCode(); }
public bool Equals(TaskLiveData other)
{
return ReferenceEquals(task, other.task) &&
switch_state == other.switch_state &&
task_state == other.task_state &&
completion_ratio == other.completion_ratio;
}
public override string ToString()
{
return task.ToString();
}
public string get_summary_text()
{
string sign = task.common.side == TaskSide.Buy ? "+" : (task.common.side == TaskSide.Sell ? "-" : "+/-");
return String.Format("{0}{1} ({2}/{3})", sign, task.common.name, abs_accumulation, task.common.exit_condition_parameter);
}
}
}
@@ -1,50 +0,0 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace mbts.tasks {
public class TaskSecurityEyeData {
public TaskSecurityEyeData() {
}
public bool is_output_present {
get {
return false;
}
}
public bool is_on {
get {
return false;
}
}
/// If the security is on, returns the edge as sent by the eye
/// otherwise returns the input edge
public double edge {
get {
return Double.NaN;
}
}
/// If the security is on, returns the size as sent by the eye
/// otherwise returns the input size
public uint size {
get {
return 0;
}
}
public double eye_published_price {
get {
// if (is_on && is_output_present)
// return input.secside_key.side == bts.o2.msgs.Side.type.BUY ? output.price - output.edge : output.price + output.edge;
// return Double.NaN;
return Double.NaN;
}
}
}
}
@@ -48,53 +48,3 @@ namespace mbts.engine {
}
}
}
namespace BCG {
public class TaskingConsolidatedData {
public TaskingConsolidatedData(IEnumerable<TaskLiveData> input_tasks,
object input_securities,
object eye_output,
object quoter_output) {
}
public readonly static TaskingConsolidatedData empty = new TaskingConsolidatedData(Enumerable.Empty<TaskLiveData>(),
null, null, null);
// public TaskingConsolidatedData with(IEnumerable<TaskLiveData> input_tasks = null,
// IEnumerable<TaskSecurityData> input_securities = null,
// IEnumerable<EyeSecurityState> eye_output = null,
// IEnumerable<QuoterSecurityState> quoter_output = null) {
// return new TaskingConsolidatedData(input_tasks ?? this._input_tasks, input_securities ?? this._input_securities,
// eye_output ?? _eye_output, quoter_output ?? _quoter_output);
// }
public IEnumerable<TaskLiveData> get_tasks(TaskType task_type) { return new TaskLiveData[] { }; }
public TaskLiveData get_task_by_name(TaskType task_type, string name) {
IEnumerable<TaskLiveData> live_tasks = get_tasks(task_type);
return live_tasks.FirstOrDefault(lt => lt.task.common.name == name);
}
public IEnumerable<TaskLiveData> get_security_owning_tasks(IEnumerable<SecuritySideKey> secside_keys, TaskType t_type) {
HashSet<TaskLiveData> rv = new HashSet<TaskLiveData>();
return rv;
}
public HashSet<uint> get_set_securities(TaskType task_type, bool is_on_only = false) {
return new HashSet<uint>();
}
public TaskSecurityEyeData get_eye_data(uint key, Side side) { return get_eye_data(new SecuritySideKey(key, side)); }
public TaskSecurityEyeData get_eye_data(SecuritySideKey key) {
return new TaskSecurityEyeData();
}
public TaskSecurityQuoterData get_quoter_data(uint key, Side side) { return get_quoter_data(new SecuritySideKey(key, side)); }
public TaskSecurityQuoterData get_quoter_data(SecuritySideKey key) {
return new TaskSecurityQuoterData();
}
public TaskLiveData get_security_task(SecuritySideKey key, TaskType task_type) {
return null;
}
}
}
@@ -123,6 +123,15 @@ namespace BCG {
#endregion
#region Orders
[System.ComponentModel.Category("Orders / Algo")]
[System.ComponentModel.DisplayName("Default Account")]
public string Account { get; set; }
[System.ComponentModel.Category("Orders / Algo")]
[System.ComponentModel.DisplayName("Default Qty")]
public Nullable<double> DefaultQty { get; set; }
#endregion
public NMSheetSettingLayout() {
show_settings_header = false;
show_exp_navigator = false;
@@ -18,6 +18,7 @@ using mbts.spark.filters;
using System.Collections;
using System.Reactive.Linq;
using System.Threading;
using bts.api.orderman;
namespace BCG {
public partial class NMSheetControl : UserControl {
@@ -555,6 +556,17 @@ namespace BCG {
}
private void _launch_order_entry_window(NMSheetTheoGrid.GridCell cell,
OrderEntryWindow window_type) {
Func<string, bts.AccountTuple> get_account = (string default_acc) => {
string account = _settings.setting_layout.Account;
if (String.IsNullOrEmpty(account)) {
account = default_acc;
}
Nullable<uint> id = _get_account_id(account);
if (!id.HasValue) {
id = 0;
}
return new bts.AccountTuple(id.Value, account);
};
uint key;
var found = _sheet_data.get_security_key(cell.expiration,
cell.strike, cell.call_selected, out key);
@@ -566,7 +578,20 @@ namespace BCG {
if (sc_data.sec_md_map.TryGetValue(key, out var smd)) {
switch (window_type) {
case OrderEntryWindow.Ticket:
_threaded_bb.post(SparkTags.ShowOrderTicketFromSecurityTag, smd);
bool is_bid = NMSheetSettingColumnOrganization.get_column_info(cell.col).is_bid;
bts.AccountTuple acc_tup = get_account("SMALL");
Nullable<double> qty = _settings.setting_layout.DefaultQty;
OrderDefinition od = new OrderDefinition() {
SecurityKey = smd.id,
TimeInForce = TimeInForce.Gtc,
Account = acc_tup.name,
AccountId = acc_tup.id
};
BBOPacket bbo = _sheet_data.get_bbo(smd.id);
Tuple<double, UInt32> pr_sz = BBOPacket.get_md(bbo, is_bid);
UInt32 effective_qty = qty.HasValue ? Convert.ToUInt32(Math.Abs(qty.Value)) : pr_sz.Item2;
_threaded_bb.post(SparkTags.ShowOrderTicketTag,
(new OrderDefinitionImmutable(od), pr_sz.Item1, effective_qty));
break;
case OrderEntryWindow.Ladder:
_threaded_bb.post(SparkTags.ShowLadderTag, smd);
@@ -87,21 +87,21 @@ namespace BCG {
}
private void _refresh_task_data(uint seckey) {
string eye_task_text = String.Empty, quoter_task_text = String.Empty;
bool dummy, is_bid, is_ask;
NMSheetSettingColumnOrganization.parse_column(_last_mousemove_cell.col, out dummy, out dummy, out is_bid, out is_ask);
if (is_bid ^ is_ask) {
TaskingConsolidatedData task_data = _sheet_data.get_task_data();
mbts.tasks.TaskLiveData eye_task_ld = task_data != null ? task_data.get_security_task(new mbts.engine.SecuritySideKey(seckey, is_bid ? Side.Buy : Side.Sell), mbts.tasks.TaskType.Eye) : null;
if (eye_task_ld != null)
eye_task_text = String.Format("Eye '{0}' {1} {2}", eye_task_ld.name, eye_task_ld.switch_state.ToString().ToUpper(),
eye_task_ld.abs_accumulation.ToString("0") + "/" + eye_task_ld.task.common.exit_condition_parameter.ToString("0"));
mbts.tasks.TaskLiveData quoter_task_ld = task_data != null ? task_data.get_security_task(new mbts.engine.SecuritySideKey(seckey, is_bid ? Side.Buy : Side.Sell), mbts.tasks.TaskType.Quoter) : null;
if (quoter_task_ld != null)
quoter_task_text += String.Format("Quoter '{0}' {1} {2}", quoter_task_ld.name, quoter_task_ld.switch_state.ToString().ToUpper(),
quoter_task_ld.abs_accumulation.ToString("0") + "/" + quoter_task_ld.task.common.exit_condition_parameter.ToString("0"));
}
_set_text_visibility(_statusbar_toolstripstatus_task, true, String.Format("{0}{1}{2}", eye_task_text, String.IsNullOrEmpty(eye_task_text) ? String.Empty : " ", quoter_task_text));
// string eye_task_text = String.Empty, quoter_task_text = String.Empty;
// bool dummy, is_bid, is_ask;
// NMSheetSettingColumnOrganization.parse_column(_last_mousemove_cell.col, out dummy, out dummy, out is_bid, out is_ask);
// if (is_bid ^ is_ask) {
// TaskingConsolidatedData task_data = _sheet_data.get_task_data();
// mbts.tasks.TaskLiveData eye_task_ld = task_data != null ? task_data.get_security_task(new mbts.engine.SecuritySideKey(seckey, is_bid ? Side.Buy : Side.Sell), mbts.tasks.TaskType.Eye) : null;
// if (eye_task_ld != null)
// eye_task_text = String.Format("Eye '{0}' {1} {2}", eye_task_ld.name, eye_task_ld.switch_state.ToString().ToUpper(),
// eye_task_ld.abs_accumulation.ToString("0") + "/" + eye_task_ld.task.common.exit_condition_parameter.ToString("0"));
// mbts.tasks.TaskLiveData quoter_task_ld = task_data != null ? task_data.get_security_task(new mbts.engine.SecuritySideKey(seckey, is_bid ? Side.Buy : Side.Sell), mbts.tasks.TaskType.Quoter) : null;
// if (quoter_task_ld != null)
// quoter_task_text += String.Format("Quoter '{0}' {1} {2}", quoter_task_ld.name, quoter_task_ld.switch_state.ToString().ToUpper(),
// quoter_task_ld.abs_accumulation.ToString("0") + "/" + quoter_task_ld.task.common.exit_condition_parameter.ToString("0"));
// }
// _set_text_visibility(_statusbar_toolstripstatus_task, true, String.Format("{0}{1}{2}", eye_task_text, String.IsNullOrEmpty(eye_task_text) ? String.Empty : " ", quoter_task_text));
}
private static void _set_text_visibility(System.Windows.Forms.ToolStripStatusLabel l, bool new_visibility, string new_text) {
@@ -1,99 +0,0 @@
using mbts;
using mbts.tasks;
using System;
using System.Drawing;
using System.Collections.Generic;
using System.Linq;
using System.Windows.Forms;
namespace BCG {
partial class NMSheetControl {
//private bool _task_quoter_enabled = true;
private void _init_task_quoter_ui() {
// _task_quoter_enabled = true;
// if (_task_quoter_enabled)
// _disable_task_quoter_submenus();
// else
// _toolstripmenuitem_task_quoter.Enabled = false;
// _toolstripmenuitem_settings_show_task_quoter_data.Click += (s, e) => _get_toolstripmenuitem_display_state_and_publish(_toolstripmenuitem_settings_show_task_quoter_data,
// NMSheetSettingColumnOrganization.get_cols_for_type(NMSheetColumnType.Quoter).ToArray());
}
private void _disable_task_quoter_submenus() {
// _toolstripmenuitem_task_quoter.Enabled = _toolstripmenuitem_task_quoter_add_buys_to_task.Enabled =
// _toolstripmenuitem_task_quoter_add_sells_to_task.Enabled = _toolstripmenuitem_task_quoter_add_buys_and_sells_to_task.Enabled = false;
// _toolstripmenuitem_task_quoter_add_buys_to_task.DropDownItems.Clear();
// _toolstripmenuitem_task_quoter_add_sells_to_task.DropDownItems.Clear();
// _toolstripmenuitem_task_quoter_add_buys_and_sells_to_task.DropDownItems.Clear();
// List<ToolStripItem> create_menu_items = new List<ToolStripItem>();
// foreach (ToolStripItem ti in _toolstripmenuitem_task_quoter.DropDownItems)
// if (_create_menu_tag.Equals(ti.Tag))
// create_menu_items.Add(ti);
// create_menu_items.ForEach(ti => _toolstripmenuitem_task_quoter.DropDownItems.Remove(ti));
}
private void _adapt_contextmenu_for_tasks_quoter() {
// if (_task_quoter_enabled) {
// _disable_task_quoter_submenus();
// if (_task_selection.is_active) {
// _toolstripmenuitem_task_quoter.Enabled = true;
// ///Create
// IEnumerable<TaskCommon> templates = _threaded_bb.sec_thread_retrieve_from_cache(TaskingTags.TemplatesTag) as IEnumerable<TaskCommon>;
// templates = templates == null || templates.Count() == 0 ? new TaskCommon[] { TaskCommon.Default.with(name: "New Task") } : templates;
// double min_strike = _task_selection.strikes.Min(), max_strike = _task_selection.strikes.Max();
// string name = TaskType.Quoter.ToString() + " " +
// _task_selection.exp.get_display_text() + " " +
// (min_strike == max_strike ? min_strike.ToString("0.00") : String.Format("{0} - {1}", min_strike.ToString("0.00"), max_strike.ToString("0.00")));
// int add_task_index = 0;
// foreach (TaskCommon t in templates) {
// ToolStripMenuItem add_task_item = new ToolStripMenuItem(t.name, null, (s, e) => {
// mbts.tasks.TaskCommon common_task = t.with(task_type: TaskType.Quoter, name: name, side: TaskSide.None, id: Guid.NewGuid().ToString());
// ExplicitTask explicit_task = ExplicitTask.Default.with(securities: _task_selection.keys, security_descriptions: _task_selection.names);
// _threaded_bb.sec_thread_write(TaskingTags.ShowCreateTask, new ElectronicTradingTask(common_task, explicit_task));
// });
// add_task_item.Tag = _create_menu_tag;
// add_task_item.Enabled = true;
// _toolstripmenuitem_task_quoter.DropDownItems.Insert(add_task_index++, add_task_item);
// }
// //Add Buys to
// TaskingConsolidatedData task_data = _sheet_data.get_task_data();
// _toolstripmenuitem_task_quoter_add_buys_to_task.Enabled = true;
// IEnumerable<TaskLiveData> tasks = task_data.get_tasks(TaskType.Quoter).OrderBy(t => t.name);
// foreach (TaskLiveData t in tasks) {
// ElectronicTradingTask mod_task = _get_mod_task(t.task, _task_selection);
// ToolStripMenuItem add_item = new ToolStripMenuItem(t.get_summary_text(), null, (s, e) => _threaded_bb.sec_thread_write(TaskingTags.ShowEditTask, mod_task));
// add_item.Enabled = t.task.common.side != TaskSide.Sell;
// _toolstripmenuitem_task_quoter_add_buys_to_task.DropDownItems.Add(add_item);
// }
// /// Add Sells to
// _toolstripmenuitem_task_quoter_add_sells_to_task.Enabled = true;
// foreach (TaskLiveData t in tasks) {
// ElectronicTradingTask mod_task = _get_mod_task(t.task, _task_selection);
// ToolStripMenuItem add_item = new ToolStripMenuItem(t.get_summary_text(), null, (s, e) => _threaded_bb.sec_thread_write(TaskingTags.ShowEditTask, mod_task));
// add_item.Enabled = t.task.common.side != TaskSide.Buy;
// _toolstripmenuitem_task_quoter_add_sells_to_task.DropDownItems.Add(add_item);
// }
// /// Add Buys/Sells to
// _toolstripmenuitem_task_quoter_add_buys_and_sells_to_task.Enabled = true;
// foreach (TaskLiveData t in tasks) {
// ElectronicTradingTask mod_task = _get_mod_task(t.task, _task_selection);
// ToolStripMenuItem add_item = new ToolStripMenuItem(t.get_summary_text(), null, (s, e) => _threaded_bb.sec_thread_write(TaskingTags.ShowEditTask, mod_task));
// add_item.Enabled = t.task.common.side == (TaskSide.Buy | TaskSide.Sell);
// _toolstripmenuitem_task_quoter_add_buys_and_sells_to_task.DropDownItems.Add(add_item);
// }
// }
// }
}
// private ElectronicTradingTask _get_task_quoter_mod_task(ElectronicTradingTask task) {
// List<uint> secs = new List<uint>(task.explicit_task.securities);
// List<string> secs_desc = new List<string>(task.explicit_task.security_descriptions);
// secs.AddRange(_task_selection.keys);
// secs_desc.AddRange(_task_selection.names);
// ElectronicTradingTask mod_task = task.with(explicit_task: task.explicit_task.with(securities: secs, security_descriptions: secs_desc));
// return mod_task;
// }
}
}
@@ -83,26 +83,25 @@ namespace BCG {
}
private bool _get_ee_switch_override(NMSheetSettings settings, MyAlertHelperData helper_data, int exp_index, int strike_index, ref Color out_color) {
if (helper_data.is_ee_set_edge_or_size || helper_data.is_ee_price) {
NMSheetRowAuxiliaryData aux_data = _formatted_theos.get_aux_data(exp_index, strike_index);
if (aux_data != null) {
NMSheetCallPutBidAskWrapper<NMSheetTaskEyeData> eye_data = aux_data.task_ee_data;
if (eye_data != null) {
NMSheetTaskEyeData secside_eye_data = eye_data.get_data(helper_data.is_call, helper_data.is_bid);
if (secside_eye_data != null && secside_eye_data.eye_data != null) {
if (helper_data.is_ee_price) {
if (secside_eye_data.is_eye_cross) {
out_color = _settings.setting_alerts.ee_fire_color.Value;
return true;
}
}
if (secside_eye_data.eye_data.is_on) {
out_color = _settings.setting_alerts.ee_on_color.Value;
return true;
}
}
}
}
if (!helper_data.is_theo)
return false;
NMSheetRowAuxiliaryData aux_data = _formatted_theos.get_aux_data(exp_index, strike_index);
if (aux_data == null)
return false;
NMSheetCallPutBidAskWrapper<NMSheetTaskEyeData> t_data = aux_data.task_ee_data;
if (t_data == null)
return false;
NMSheetTaskEyeData bid_sec_t_data =
t_data.get_data(helper_data.is_call ? bts.api.PutOrCall.Call : bts.api.PutOrCall.Put,
bts.api.Side.Buy);
NMSheetTaskEyeData ask_sec_t_data =
t_data.get_data(helper_data.is_call ? bts.api.PutOrCall.Call : bts.api.PutOrCall.Put,
bts.api.Side.Sell);
if ((bid_sec_t_data != null && bid_sec_t_data.is_on) ||
(ask_sec_t_data != null && ask_sec_t_data.is_on)) {
out_color = settings.setting_alerts.ee_on_color.HasValue ?
settings.setting_alerts.ee_on_color.Value : Color.DarkGreen;
return true;
}
return false;
}
@@ -29,7 +29,7 @@ namespace mbts.spark {
get {
var m = new OrderMetadata { KeyBinding = string.Empty, NoProps = false };
if (_studio_meta.HasValue && _studio_meta.Value.badge_color.HasValue)
m.Color = _studio_meta.Value.badge_color.Value.rgb_color();
m.Color = _studio_meta.Value.badge_color.Value.to_uint();
return m;
}
}
@@ -136,7 +136,7 @@ namespace mbts.analytics {
IEnumerable<VolSurfaceExpiration> all_exps) {
var exps = all_exps.Where(vse => vse.symbol.is_null_or_empty()).ToArray();
var exp_header_cells = exps
.Select(vse => DateFormatter.Format(vse.expiration, DateFormat.DayMonthAbvDiff2000))
.Select(vse => SecurityFormatter.format_expiration(vse.expiration))
.ToArray();
return (exps, exp_header_cells);
}
@@ -145,7 +145,7 @@ namespace mbts.analytics {
IEnumerable<VolSurfaceExpiration> all_exps) {
var exps = all_exps.ToArray();
var exp_header_cells = exps.Select(vse => string.IsNullOrEmpty(vse.symbol) ?
DateFormatter.Format(vse.expiration, DateFormat.DayMonthAbvDiff2000) : vse.symbol)
SecurityFormatter.format_expiration(vse.expiration) : vse.symbol)
.ToArray();
return (exps, exp_header_cells);
}
@@ -57,8 +57,6 @@
<analytics:ComboFutureDataColumn x:Key="FutureSymDataColumn" HeaderTemplate="{StaticResource SymHeaderTemplate}" ElementStyle="{StaticResource FutureSymDataElementStyle}" MinWidth="60" x:Shared="False" />
<analytics:ComboOptionDataColumn x:Key="OptionExpDataColumn" HeaderTemplate="{StaticResource ExpHeaderTemplate}" ElementStyle="{StaticResource OptionExpDataElementStyle}" MinWidth="60" x:Shared="False" />
<analytics:ComboOptionDataColumn x:Key="OptionSymDataColumn" HeaderTemplate="{StaticResource SymHeaderTemplate}" ElementStyle="{StaticResource OptionSymDataElementStyle}" MinWidth="60" x:Shared="False" />
<MenuItem x:Key="LaunchConfigurationEditorMenuItem" x:Shared="False" Header="Report Configuration..." Command="{Binding DataContext.launch_configuration_editor, Source={x:Reference ComboWindow}}" />
<MenuItem x:Key="ExportToCSVMenuItem" Header="Export To CSV..." Command="{Binding export_to_csv_command}" CommandParameter="{Binding DataContext.show_call_put, Source={x:Reference ComboWindow}}" />
</UserControl.Resources>
<Grid>
<Grid.RowDefinitions>
@@ -99,14 +97,7 @@
VerticalGridLinesBrush="LightGray"
CanUserResizeColumns="False"
CanUserReorderColumns="False"
IsReadOnly="True"
>
<DataGrid.ContextMenu>
<ContextMenu>
<StaticResourceExtension ResourceKey="LaunchConfigurationEditorMenuItem" />
</ContextMenu>
</DataGrid.ContextMenu>
</c:DataGridEx>
IsReadOnly="True" />
</AdornerDecorator>
<GridSplitter Grid.Row="2" Height="3" Background="Black" HorizontalAlignment="Stretch" />
@@ -144,12 +135,6 @@
<TextBlock Text="{Binding Item.strike, RelativeSource={RelativeSource AncestorType=DataGridRow}}" />
</DataTemplate>
</DataGrid.RowHeaderTemplate>
<DataGrid.ContextMenu>
<ContextMenu>
<StaticResourceExtension ResourceKey="LaunchConfigurationEditorMenuItem" />
<StaticResourceExtension ResourceKey="ExportToCSVMenuItem" />
</ContextMenu>
</DataGrid.ContextMenu>
</c:DataGridEx>
</AdornerDecorator>
@@ -121,7 +121,7 @@ namespace mbts.analytics {
timer.stop();
Log.Ui.info($"PNLReportCalculator n_pos: {output.position_data.Count()} " +
$"n_day_trades: {output.day_trades.Count()} time(msecs): {timer.lastIntervalTime}");
_log_before_posting(output.position_data);
//_log_before_posting(output.position_data);
_bus.post(SparkTags.ReportBlackboardTags.PNL.PNLData, output);
});
}
@@ -1,5 +1,7 @@
#nullable enable
namespace mbts.analytics {
using bts.api;
using System;
using System.Diagnostics.Contracts;
@@ -17,13 +19,9 @@ namespace mbts.analytics {
symbol = null;
}
private static string _format_exp(DateTime exp) {
return mbts.ui.utility.ExpirationFormatter.DateFormatter.format_day_month_year(exp);
}
SlideGreekUnitKey(DateTime exp_date) {
exp = exp_date;
_unique_name = _format_exp(exp_date);
_unique_name = SecurityFormatter.format_expiration(exp_date);
type = GroupType.Exp;
symbol = null;
}
@@ -31,7 +29,7 @@ namespace mbts.analytics {
SlideGreekUnitKey(DateTime exp_date, string symbol) {
exp = exp_date;
this.symbol = symbol;
_unique_name = $"{_format_exp(exp_date)}:{symbol}";
_unique_name = $"{SecurityFormatter.format_expiration(exp_date)}:{symbol}";
type = GroupType.SymExp;
}
@@ -115,21 +115,21 @@ namespace mbts.analytics {
}
private void _handle_nonvol_data(VolSurfaceNonVolData vs_nonvol_data) {
bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_nonvol_data report {0}",
_report.ReportName));
// bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_nonvol_data report {0}",
// _report.ReportName));
_vs_nonvol_data = vs_nonvol_data;
}
private void _handle_future_prices(
IReadOnlyDictionary<SecurityExpiration, FutureTheoStructure> future_prices_map) {
bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_future_prices report {0}",
_report.ReportName));
// bts.Log.Gen.Diag(String.Format("SlideReportCalculator._handle_future_prices report {0}",
// _report.ReportName));
_future_prices_map = future_prices_map.ToDictionary(kv => kv.Key, kv => kv.Value.theo);
}
private void _handle_trades(IEnumerable<ITradeLogRow> trades) {
bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_trades report {0}",
_report.ReportName));
// bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_trades report {0}",
// _report.ReportName));
_all_trades = trades.Where(t => t.is_active);
if (_report.CalcMode == Report.Types.ReportCalculationMode.PositionOrTheoChange) {
_compute_dirty = true;
+1 -2
View File
@@ -1,6 +1,6 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net6.0-windows</TargetFramework>
<TargetFramework>net7.0-windows</TargetFramework>
<UseWPF>true</UseWPF>
<Authors>Blue Trading Systems</Authors>
<Company>Blue Trading Systems</Company>
@@ -34,7 +34,6 @@
<PackageReference Include="System.Reactive.Interfaces" Version="5.0.0" />
<PackageReference Include="System.Reactive.Linq" Version="5.0.0" />
<PackageReference Include="System.Reactive.PlatformServices" Version="5.0.0" />
<PackageReference Include="System.Runtime.Experimental" Version="6.0.2" />
<PackageReference Include="CommandLineParser" Version="2.9.1" />
<ProjectReference Include="../spark_api/spark_api.csproj" />
<ProjectReference Include="../spark_core/spark_core.csproj" />
@@ -71,7 +71,8 @@ namespace BCG {
foreach (string sym in temp.Keys) {
SortedList<DateTime, string> temp2 = temp[sym];
foreach (KeyValuePair<DateTime, string> kvp in temp2) {
string datecode = bts.api.DateFormatter.Format(kvp.Key, bts.api.DateFormat.MonthCodeLastDigitYear);
string datecode = bts.api.SecurityFormatter.format_expiration(
kvp.Key, date_format: bts.api.DateFormat.MonthCodeLastDigitYear);
string explegs = (temp.Keys.Count > 1) ? string.Concat(sym, datecode, "_", kvp.Value) :
string.Concat(datecode, "_", kvp.Value);
@@ -61,7 +61,7 @@ namespace BCG {
string rv = String.Empty;
foreach (SingleSpreadLeg l in legs)
rv += (rv == String.Empty ? "" : "/") + l.symbol + //BCG.Utilities.Dates.DateCode.getMonthSymbol(l.exp) + (l.exp.Year - 2000);
bts.api.DateFormatter.Format(l.exp, bts.api.DateFormat.DayMonthAbvDiff2000);
SecurityFormatter.format_expiration(l.exp);
return rv;
}
+2 -2
View File
@@ -35,7 +35,7 @@ namespace bts.core {
// TODO: for debugging purposes, remove it later
if (tag != mbts.spark.SparkTags.SparkTimer) {
var tid = System.Threading.Thread.CurrentThread.ManagedThreadId;
bts.Log.Ui.diag($"SimpleBus.post tag:{tag} tid:{tid}");
//bts.Log.Ui.diag($"SimpleBus.post tag:{tag} tid:{tid}");
return;
}
} catch (Exception e) {
@@ -45,7 +45,7 @@ namespace bts.core {
public IObservable<T> subscribe<T>(ITag<T> tag) {
var tid = System.Threading.Thread.CurrentThread.ManagedThreadId;
bts.Log.Ui.info($"SimpleBus.post tag:{tag} tid:{tid}");
//bts.Log.Ui.info($"SimpleBus.subscribe tag:{tag} tid:{tid}");
return subject<T>(tag);
}
}
+2
View File
@@ -366,6 +366,8 @@ namespace mbts.spark {
public class Nothing { Nothing() { } }
public class TC2Tags {
public static ITag<NMSheetAllTaskingData> TaskData { get; } =
_mk_tag<NMSheetAllTaskingData>();
// Data request for a sheet
// Published by NMSheetDriverControlStrip
public static ITag<NMSheetDataRequest> NMSheetDataRequestTag(string id) =>
@@ -253,6 +253,7 @@ namespace mbts.ui {
public static BTSColor foreground => UI.default_foreground;
public static BTSColor anchor => Colors.Gold;
public static BTSColor profit => Colors.Green;
public static BTSColor net_zero => BTSCoreColors.gray;
public static BTSColor loss => BTSCoreColors.venetian_red;
public static BTSColor header_row_background => 0xffaaaaaa;
// group background colors
@@ -17,7 +17,7 @@ namespace bts.proto {
readonly double _opacity;
public ColorOpacityProto(Color color = default, double opacity = 1.0)
: this(color.rgb_color(), opacity) { }
: this(color.to_uint(), opacity) { }
public ColorOpacityProto(uint color = 0u, double opacity = 1.0) {
_color = color;
@@ -16,7 +16,7 @@ namespace bts.proto {
readonly bool _show;
public ColorShowProto(Color value, bool show = true)
: this(value.rgb_color(), show) { }
: this(value.to_uint(), show) { }
public ColorShowProto(uint value, bool show = true) {
_value = value;
@@ -1,51 +0,0 @@
using bts.api;
using bts.utils;
using mbts.utils;
using ProtoBuf;
using System;
namespace bts.proto {
[ProtoContract]
public struct ExpDate : IEquatable<ExpDate> {
[ProtoMember(1)]
readonly uint _month;
[ProtoMember(2)]
readonly uint _year;
[ProtoMember(3)]
readonly uint _day;
public ExpDate(SecurityImmutable security)
: this(security.earliest_expiration()) { }
public ExpDate(DateTime date) {
_month = (uint)date.Month;
_year = (uint)date.Year;
_day = (uint)date.Day;
}
public uint month => _month;
public uint year => _year;
public uint day => _day;
public bool Equals(ExpDate other) =>
other._month == _month && other._year == year && other._day == day;
public override bool Equals(object obj) => obj is ExpDate ed && Equals(ed);
public static bool operator ==(ExpDate a, ExpDate b) => a.Equals(b);
public static bool operator !=(ExpDate a, ExpDate b) => !a.Equals(b);
public override int GetHashCode() =>
EqualityComparer.aggregate_hash((int)_month, (int)_day, (int)_year);
public override string ToString() =>
DateFormatter.Format((int)_year, (int)_month, (int)_day, DateFormat.MonthCodeLastDigitYear);
}
static class ExpDateExtensions {
public static DateTime to_date_time(this ExpDate exp_date) =>
new DateTime((int)exp_date.year, (int)exp_date.month, (int)exp_date.day);
}
}
@@ -1,36 +1,42 @@
using bts.utils;
using mbts.ui;
using ProtoBuf;
using System;
using System.Windows.Media;
#nullable enable
namespace bts.proto {
using bts.utils;
using mbts.ui;
using ProtoBuf;
using System;
using System.Diagnostics.CodeAnalysis;
using System.Windows.Media;
[ProtoContract]
struct NullableColorProto : IEquatable<NullableColorProto> {
readonly struct NullableColorProto : IEquatable<NullableColorProto> {
[ProtoMember(1)]
readonly uint? _value;
public NullableColorProto(Color? value) =>
_value = value?.rgb_color();
_value = value?.to_uint();
public NullableColorProto(uint value) =>
_value = value;
public static NullableColorProto none => new(null);
public Color? value => _value?.rgb_color();
public Color? argb => _value?.argb_color();
public Color? value => _value?.argb_color();
[MemberNotNullWhen(true, nameof(value))]
public bool has_value => value.HasValue;
public bool Equals(NullableColorProto other) =>
EqualityComparer.nullable_equals(_value, other._value);
public override bool Equals(object obj) =>
public override bool Equals(object? obj) =>
obj is NullableColorProto ncp && Equals(ncp);
public override int GetHashCode() =>
_value.HasValue ? (int)_value.Value : 0;
public override string ToString() =>
_value?.ToString() ?? string.Empty;
public static bool operator ==(NullableColorProto a, NullableColorProto b) => a.Equals(b);
public static bool operator !=(NullableColorProto a, NullableColorProto b) => !a.Equals(b);
}
@@ -1,42 +0,0 @@
using bts.utils;
using mbts.utils;
using ProtoBuf;
using System;
using System.Windows;
namespace mbts.ui.settings {
[ProtoContract]
struct NullableFontWeightProto : IEquatable<NullableFontWeightProto> {
[ProtoMember(1)]
readonly ushort? _value;
public NullableFontWeightProto(FontWeight? value) =>
_value = (ushort?)value?.ToOpenTypeWeight();
public NullableFontWeightProto(ushort value) =>
_value = value;
public FontWeight? value {
get {
if (_value.HasValue)
return FontWeight.FromOpenTypeWeight(_value.Value);
return null;
}
}
public bool Equals(NullableFontWeightProto other) =>
EqualityComparer.nullable_equals(_value, other._value);
public override bool Equals(object obj) =>
obj is NullableFontWeightProto ncp && Equals(ncp);
public override int GetHashCode() =>
_value.HasValue ? _value.Value : 0;
public static bool operator ==(NullableFontWeightProto a, NullableFontWeightProto b) => a.Equals(b);
public static bool operator !=(NullableFontWeightProto a, NullableFontWeightProto b) => !a.Equals(b);
}
}
@@ -0,0 +1,49 @@
#nullable enable
namespace bts.proto {
using bts.utils;
using ProtoBuf;
using System;
using System.Diagnostics.CodeAnalysis;
using System.Windows;
[ProtoContract]
readonly struct NullableFontWeightProto : IEquatable<NullableFontWeightProto> {
[ProtoMember(1)]
readonly int? _value;
public NullableFontWeightProto(FontWeight? value) =>
_value = value?.ToOpenTypeWeight();
public NullableFontWeightProto(int value) =>
_value = value;
public static NullableFontWeightProto none =>
new(null);
public FontWeight? value =>
_value.HasValue ? FontWeight.FromOpenTypeWeight(_value.Value) : null;
[MemberNotNullWhen(true, nameof(value))]
public bool has_value => value.HasValue;
public bool Equals(NullableFontWeightProto other) =>
EqualityComparer.nullable_equals(_value, other._value);
public override bool Equals(object? obj) =>
obj is NullableFontWeightProto fw && Equals(fw);
public override int GetHashCode() =>
_value ?? 0;
public override string ToString() =>
_value?.ToString() ?? string.Empty;
public static bool operator ==(NullableFontWeightProto a, NullableFontWeightProto b) =>
a.Equals(b);
public static bool operator !=(NullableFontWeightProto a, NullableFontWeightProto b) =>
!a.Equals(b);
}
}
@@ -103,7 +103,7 @@ namespace mbts.ui.controls {
color = brush.Color;
opacity = brush.Opacity;
}
public ColorOpacityProto to_proto() => new ColorOpacityProto(color.rgb_color(), opacity);
public ColorOpacityProto to_proto() => new ColorOpacityProto(color.to_uint(), opacity);
}
class NamedColorPickerPopupVM : ColorPickerPopupVM {
@@ -104,7 +104,7 @@ namespace mbts.ui.settings {
public bool is_expanded => _is_expanded;
public FontWeight? font_weight_override => _font_weight_override.value;
public Color? font_color_override => _font_color_override.value;
public Color? background_color_override => _background_color_override.argb;
public Color? background_color_override => _background_color_override.value;
public double width => _width;
public HorizontalAlignment horizontal_alignment => _horizontal_alignment;
public double horizontal_offset => _horizontal_offset;
@@ -126,7 +126,7 @@ namespace mbts.ui.settings {
width ?? this.width,
horizontal_alignment ?? this.horizontal_alignment,
horizontal_offset ?? this.horizontal_offset,
(background_color_override ?? _background_color_override).argb);
(background_color_override ?? _background_color_override).value);
public GridColumnSettings Clone() =>
ProtobufSerializationHelper.clone(this);
@@ -23,7 +23,7 @@
public static GridSettings Default =>
new GridSettings(
selection_highlight: Colors.MediumSlateBlue.with(0x63).argb_color(),
selection_highlight: Colors.MediumSlateBlue.with(0x63).to_uint(),
background: BTSColors.Grid.default_column_background,
font_color: BTSColors.Grid.default_column_foreground);
@@ -149,7 +149,7 @@ namespace mbts.ui.settings {
var a = sl.A.within_range((byte)30, (byte)200);
if (sl.A != a) {
sl.A = a;
new_settings = settings.with(selection_highlight: sl.rgb_color());
new_settings = settings.with(selection_highlight: sl.to_uint());
return true;
}
}
@@ -137,9 +137,9 @@ namespace mbts.spark {
foreach (IGrouping<TPredicateData, CellAnimation> g in animations)
animation_map.AddOrUpdate(g.Key, p => animation_tuple(c: g), (p, t) => t.cell_animations.AddRange(g));
}
return _create_settings_obj(new GridSettings(font_family.name(), font_size, font_weight, font_color.color.rgb_color(), selection_highlight.color.rgb_color(), col_settings,
return _create_settings_obj(new GridSettings(font_family.name(), font_size, font_weight, font_color.color.to_uint(), selection_highlight.color.to_uint(), col_settings,
background: background_color.color.with(
(byte)(background_color.opacity.within_range(0, 1) * 255.0)).rgb_color()),
(byte)(background_color.opacity.within_range(0, 1) * 255.0)).to_uint()),
animation_map.Select(kv => PredicateAnimations.create_data<TRowData, TPredicateData>(kv.Key, kv.Value.cell_animations, kv.Value.row_animations, kv.Value.sounds)));
//
(List<RowAnimation> row_animations, List<SoundNotification> sounds, List<CellAnimation> cell_animations) animation_tuple(IEnumerable<RowAnimation> r = null, IEnumerable<SoundNotification> s = null, IGrouping<TPredicateData, CellAnimation> c = null) =>
@@ -120,10 +120,10 @@ namespace mbts.spark {
font_family.name(),
font_size,
font_weight,
font_color.color.rgb_color(),
selection_highlight.color.rgb_color(),
font_color.color.to_uint(),
selection_highlight.color.to_uint(),
columns.Select(c => c.create()),
background: background_color.color.argb_color());
background: background_color.color.to_uint());
public void load_from(GridSettings value) {
if (value == null)
@@ -258,13 +258,13 @@ namespace mbts.spark {
settings.title_font_params = new() {
typeface = new(title_font_family, title_font_weight.ToOpenTypeWeight()),
font_size = title_font_size,
font_color = title_font_color.argb_color(),
font_color = title_font_color.to_uint(),
};
settings.font_params = new() {
typeface = new(font_family, font_weight.ToOpenTypeWeight()),
font_size = font_size,
font_color = font_color.argb_color(),
font_color = font_color.to_uint(),
};
}
@@ -42,6 +42,7 @@
<TextBlock
x:Name="PART_Context"
FontWeight="Bold"
Foreground="{u:BTSBrush UI.default_text}"
HorizontalAlignment="Left"
Margin="4,0,0,0"
Text="{Binding context}"
@@ -5,6 +5,7 @@ namespace mbts.ui.controls {
using System;
using System.Diagnostics.CodeAnalysis;
using System.Numerics;
static class TickUpDownHelper {
public const string
@@ -13,7 +14,7 @@ namespace mbts.ui.controls {
public static string? format<T>(
T? new_value, string curr_text, TickDisplaySettingsImmutable? settings = null)
where T : struct, IFloatingPoint<T> {
where T : struct, IFloatingPointIeee754<T> {
if (T.TryParse(curr_text, null, out var from_text)) {
if (!from_text.Equals(new_value)) {
return format(new_value, settings);
@@ -25,7 +26,7 @@ namespace mbts.ui.controls {
}
public static string format<T>(T? value, TickDisplaySettingsImmutable? settings = null)
where T : struct, IFloatingPoint<T> {
where T : struct, IFloatingPointIeee754<T> {
if (!value.HasValue) {
return string.Empty;
}
@@ -39,7 +40,7 @@ namespace mbts.ui.controls {
string? text,
[NotNullWhen(true)] out T? result,
TickDisplaySettingsImmutable? settings = null
) where T : IFloatingPoint<T> {
) where T : IFloatingPointIeee754<T> {
if (text is null) {
result = default;
return false;
@@ -11,6 +11,7 @@ namespace mbts.ui.controls {
using System;
using System.Linq;
using System.Numerics;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Input;
@@ -3,13 +3,14 @@ using System.Collections;
using System.Collections.Generic;
using System.Globalization;
using System.Linq;
using System.Threading;
using System.Windows.Data;
namespace mbts.ui.converters {
class DictionaryLookupConverter : IMultiValueConverter {
[ThreadStatic]
Dictionary<Type, Lookup> _type_impls_backing;
Dictionary<Type, Lookup> _type_impls => _type_impls_backing ?? (_type_impls_backing = new Dictionary<Type, Lookup>());
Dictionary<Type, Lookup> _type_impls =>
Interlocked.CompareExchange(ref _type_impls_backing, new(), null);
delegate bool Lookup(object source, object key, out object result);
@@ -22,16 +22,11 @@ namespace mbts.ui.converters {
object value, Type target_type, object parameter, CultureInfo culture) =>
throw new NotImplementedException();
public string convert(SecurityExpiration exp) {
var sb = new StringBuilder();
if (ShowType) {
sb.Append($"[{SecurityFormatter.format_security_type(exp.security_type)}] ");
}
if (ShowSymbol) {
sb.Append(exp.symbol);
}
sb.Append(DateFormatter.Format(exp.expiration, DateFormat));
return sb.ToString();
}
public string convert(SecurityExpiration exp) =>
SecurityFormatter.format_expiration(
exp.expiration,
ShowSymbol ? exp.symbol : null,
ShowType ? exp.security_type.contract_case() : null,
DateFormat);
}
}
@@ -114,10 +114,7 @@ namespace mbts.ui {
public static SolidColorBrush rgb_solid_brush(this uint color) =>
new SolidColorBrush(rgb_color(color));
public static UInt32 argb_color(this Color color) =>
(uint)color.A << 24 | (uint)color.R << 16 | (uint)color.G << 8 | (uint)color.B;
public static UInt32 rgb_color(this Color color) =>
public static uint to_uint(this Color color) =>
(uint)color.A << 24 | (uint)color.R << 16 | (uint)color.G << 8 | (uint)color.B;
public static Brush to_brush(this Color color) =>
@@ -9,6 +9,7 @@
using Spark.Core.Disposables;
using System;
using System.Numerics;
using System.Reactive.Linq;
using System.Windows.Input;
@@ -7,6 +7,7 @@ using Spark.Core.Disposables;
using System;
using System.Collections.Generic;
using System.Numerics;
using System.Reactive.Linq;
namespace mbts.ui {
@@ -11,6 +11,7 @@ namespace mbts {
using System;
using System.Collections.Generic;
using System.Globalization;
using System.Numerics;
public static class TickExtensions {
static string _nan_text => TickDisplaySettings.Default.nan_text;
@@ -109,20 +110,20 @@ namespace mbts {
public static string format_without_decimal_part(this TickFactors tick, double value) =>
format(tick, value, double.NaN, false, _nan_text, true);
public static string format<T>(this TickFactors tick, T value) where T : IFloatingPoint<T> =>
public static string format<T>(this TickFactors tick, T value) where T : IFloatingPointIeee754<T> =>
format(tick, value, T.NaN, false, _nan_text);
public static string format<T>(this TickFactors tick, T value, bool show_commas)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
format(tick, value, T.NaN, show_commas, _nan_text);
public static string format<T>(this TickDisplaySettings settings, T value)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
format(settings.tick_factors, value, settings);
public static string format<T>(
this bts.api.domain.TickDisplaySettingsImmutable settings, T value)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
settings.to_tick_display_settings().format(value);
public static string format<T>(this TickFactors tick, T value, TickDisplaySettings settings)
@@ -149,7 +150,7 @@ namespace mbts {
bool show_commas,
string nan_text,
bool show_decimal_part = true)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
tick.format(
value,
TickDisplaySettings.Default.with(
@@ -196,7 +197,7 @@ namespace mbts {
parse(display_settings.tick_factors, text, display_settings);
public static T parse<T>(this TickDisplaySettings display_settings, string text)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
parse<T>(display_settings.tick_factors, text, display_settings);
#nullable disable
@@ -204,7 +205,7 @@ namespace mbts {
parse<double>(tick, text, display_settings);
public static T parse<T>(this TickFactors tick, string text, TickDisplaySettings display_settings)
where T : IFloatingPoint<T> {
where T : IFloatingPointIeee754<T> {
if (display_settings is null) {
return parse(tick, text, T.NaN, _nan_text);
}
@@ -213,7 +214,9 @@ namespace mbts {
return parse(tick, text, display_multiplier, nan_text);
}
public static T parse<T>(this TickFactors tick, string text, T display_multiplier, string nan_text) where T : IFloatingPoint<T> =>
public static T parse<T>(
this TickFactors tick, string text, T display_multiplier, string nan_text)
where T : IFloatingPointIeee754<T> =>
tick?.is_valid() ?? false ?
_parse(tick, text, display_multiplier, nan_text) :
_parse_no_tick(text, display_multiplier, nan_text);
@@ -223,37 +226,37 @@ namespace mbts {
string text,
T display_multiplier,
string nan_text
) where T : IFloatingPoint<T> =>
) where T : IFloatingPointIeee754<T> =>
regional_tick.is_valid() ?
_parse(regional_tick, text, display_multiplier, nan_text) :
_parse_no_tick(text, display_multiplier, nan_text);
public static T tick<T>(this TickFactors tick, T value, int count)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
count < 0 ? tick.tickdown(value, (uint)-count) : tick.tickup(value, (uint)count);
public static T tick<T>(this bts.api.domain.TickFactorsImmutable tick, T value, int count)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
tick.to_tick_factors().tick(value, count);
public static T tick<T>(
this bts.api.domain.TickDisplaySettingsImmutable settings, T value, int count)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
settings.HasTickFactors ?
settings.TickFactors.tick(value, count) :
throw new ArgumentException(
"Can't tick because 'settings.HasTickFactors' is false", nameof(settings));
public static T tickup<T>(this TickFactors tick, T input, uint count = 1)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
tickup(tick, input, count, TickUtils.precision_const<T>());
public static T tickup<T>(this TickFactors tick, T input, uint count, T precision)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
tickup<T, NumericCastOutConverter<T>>(tick, input, count, precision);
public static T tickup<T, TFromUInt32>(this TickFactors tick, T input, uint count, T precision)
where T : IFloatingPoint<T>
where T : IFloatingPointIeee754<T>
where TFromUInt32 : IConverter<uint, T> {
if (!precision.is_real_positive()) {
throw new ArgumentException("Must be a real positive number.", nameof(precision));
@@ -262,7 +265,7 @@ namespace mbts {
return input;
}
var tuf = tick.tick_unit_frac<T>();
var ieeer = T.IEEERemainder(input, tuf);
var ieeer = T.Ieee754Remainder(input, tuf);
input -= ieeer;
if (ieeer < -precision) {
count--;
@@ -271,15 +274,18 @@ namespace mbts {
return _round_tick(tuf, result);
}
public static T tickup<T>(this RegionalTickFactors regional_tick, T input) where T : IFloatingPoint<T> =>
public static T tickup<T>(
this RegionalTickFactors regional_tick, T input) where T : IFloatingPointIeee754<T> =>
regional_tick.tickup(input, 1);
public static T tickup<T>(this RegionalTickFactors regional_tick, T input, uint count) where T : IFloatingPoint<T> =>
public static T tickup<T>(
this RegionalTickFactors regional_tick, T input, uint count)
where T : IFloatingPointIeee754<T> =>
regional_tick.tickup(input, count, TickUtils.precision_const<T>());
public static T tickup<T>(
this RegionalTickFactors regional_tick, T input, uint count, T precision)
where T : IFloatingPoint<T> {
where T : IFloatingPointIeee754<T> {
if (!precision.is_real_positive()) {
throw new ArgumentException("Must be a real positive number.", nameof(precision));
}
@@ -292,7 +298,7 @@ namespace mbts {
T ltie = regional_tick.low_tick_inclusive_end.as_type<double, T>();
if (input < ltie) {
tuf = regional_tick.low_tick.tick_unit_frac<T>();
var ieeer = T.IEEERemainder(input, tuf);
var ieeer = T.Ieee754Remainder(input, tuf);
input -= ieeer;
if (ieeer < -precision) count--;
val = input + tuf * count.as_type<uint, T>();
@@ -303,7 +309,7 @@ namespace mbts {
}
} else {
tuf = regional_tick.high_tick.tick_unit_frac<T>();
var ieeer = T.IEEERemainder(input, tuf);
var ieeer = T.Ieee754Remainder(input, tuf);
input -= ieeer;
if (ieeer < -precision) count--;
val = input + tuf * count.as_type<uint, T>();
@@ -312,21 +318,21 @@ namespace mbts {
}
public static T tickdown<T>(this TickFactors tick, T input, uint count = 1)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
tickdown(tick, input, count, TickUtils.precision_const<T>());
public static T tickdown<T>(this TickFactors tick, T input, uint count, T precision)
where T : IFloatingPoint<T> =>
where T : IFloatingPointIeee754<T> =>
tickdown<T, NumericCastOutConverter<T>>(tick, input, count, precision);
public static T tickdown<T, TFromUInt32>(this TickFactors tick, T input, uint count, T precision)
where T : IFloatingPoint<T>
where T : IFloatingPointIeee754<T>
where TFromUInt32 : IConverter<uint, T> {
if (!input.is_real()) {
return input;
}
var tuf = tick.tick_unit_frac<T>();
var ieeer = T.IEEERemainder(input, tuf);
var ieeer = T.Ieee754Remainder(input, tuf);
input -= ieeer;
if (ieeer > precision) {
count--;
@@ -336,21 +342,22 @@ namespace mbts {
}
public static T tickdown<T>(this RegionalTickFactors regional_tick, T input)
where T : IFloatingPoint<T>, IComparisonOperators<T, double> =>
where T : IFloatingPointIeee754<T> =>
regional_tick.tickdown(input, 1);
public static T tickdown<T>(this RegionalTickFactors regional_tick, T input, uint count)
where T : IFloatingPoint<T>, IComparisonOperators<T, double> =>
where T : IFloatingPointIeee754<T> =>
tickdown(regional_tick, input, count, TickUtils.precision_const<T>());
public static T tickdown<T>(
this RegionalTickFactors regional_tick, T input, uint count, T precision) where T : IFloatingPoint<T> =>
this RegionalTickFactors regional_tick, T input, uint count, T precision)
where T : IFloatingPointIeee754<T> =>
tickdown<T, NumericCastOutConverter<T>, NumericCastOutConverter<T>, NumericCastInConverter<T>>(
regional_tick, input, count, precision);
public static T tickdown<T, TFromUInt32, TFromDouble, TToUInt16>(
this RegionalTickFactors regional_tick, T input, uint count, T precision)
where T : IFloatingPoint<T>
where T : IFloatingPointIeee754<T>
where TFromDouble : IConverter<double, T>
where TFromUInt32 : IConverter<uint, T>
where TToUInt16 : IConverter<T, uint> {
@@ -365,7 +372,7 @@ namespace mbts {
T low_tick_inclusive_end = TFromDouble.convert(regional_tick.low_tick_inclusive_end);
if (input > low_tick_inclusive_end) {
tuf = regional_tick.high_tick.tick_unit_frac<T>();
var ieeer = T.IEEERemainder(input, tuf);
var ieeer = T.Ieee754Remainder(input, tuf);
input -= ieeer;
if (ieeer > precision) count--;
val = input - tuf * TFromDouble.convert(count);
@@ -377,7 +384,7 @@ namespace mbts {
}
} else {
tuf = regional_tick.low_tick.tick_unit_frac<T>();
var ieeer = T.IEEERemainder(input, tuf);
var ieeer = T.Ieee754Remainder(input, tuf);
input -= ieeer;
if (ieeer > precision) count--;
val = input - tuf * TFromDouble.convert(count);
@@ -483,7 +490,7 @@ namespace mbts {
return display_digits(tick.tick_base);
}
public static int display_digits<T>(T tick_base) where T : IFloatingPoint<T> {
public static int display_digits<T>(T tick_base) where T : IFloatingPoint<T>, ILogarithmicFunctions<T> {
var log_tick_base = T.Log10(tick_base);
var floor = T.Floor(log_tick_base);
var dec = log_tick_base - floor;
@@ -500,14 +507,14 @@ namespace mbts {
}
static string _format_no_tick<T>(T value, T display_multiplier, bool show_commas)
where T : IFloatingPoint<T> {
where T : INumberBase<T> {
if (!display_multiplier.is_nan()) {
value *= display_multiplier;
}
return value.ToString(show_commas ? "#,0" : "0", null);
}
static T _parse_no_tick<T>(string text, T display_multiplier, string nan_text) where T : IFloatingPoint<T> {
static T _parse_no_tick<T>(string text, T display_multiplier, string nan_text) where T : IFloatingPointIeee754<T> {
if (text == nan_text) {
return T.NaN;
}
@@ -515,7 +522,7 @@ namespace mbts {
result.safe_divide(display_multiplier) : T.NaN;
}
static T _get_integer_part<T>(string integer_text) where T : IFloatingPoint<T> {
static T _get_integer_part<T>(string integer_text) where T : IFloatingPointIeee754<T> {
if (integer_text.is_null_or_white_space()) {
return T.Zero;
}
@@ -524,7 +531,7 @@ namespace mbts {
result : T.NaN;
}
static T _get_numerator_part<T>(string numerator_text, T tick_base) where T : IFloatingPoint<T> {
static T _get_numerator_part<T>(string numerator_text, T tick_base) where T : IFloatingPointIeee754<T> {
if (string.IsNullOrEmpty(numerator_text)) {
return T.Zero;
}
@@ -554,7 +561,7 @@ namespace mbts {
static T _parse<T>(
RegionalTickFactors regional_tick, string text, T display_multiplier, string nan_text)
where T : IFloatingPoint<T> {
where T : IFloatingPointIeee754<T> {
T result = _parse(regional_tick.low_tick, text, display_multiplier, nan_text);
T ltie = regional_tick.low_tick_inclusive_end.as_type<double, T>()
@@ -566,7 +573,7 @@ namespace mbts {
}
static T _parse<T>(TickFactors tick, string text, T display_multiplier, string nan_text)
where T : IFloatingPoint<T> {
where T : IFloatingPointIeee754<T> {
if (text.is_null_or_white_space() || text == nan_text) {
return T.NaN;
}
@@ -584,7 +591,7 @@ namespace mbts {
}
static T _parse<T>(TickFactors tick, T integer_part, string numerator_part_text)
where T : IFloatingPoint<T> {
where T : IFloatingPointIeee754<T> {
T tick_base = tick.tick_base.as_type<double, T>();
T numerator_part = _get_numerator_part(numerator_part_text, tick_base);
return integer_part + numerator_part / tick_base;
@@ -657,7 +664,7 @@ namespace mbts {
}
}
static T _round_tick<T>(T tick_unit_frac, T input) where T : IFloatingPoint<T> =>
input - T.IEEERemainder(input, tick_unit_frac);
static T _round_tick<T>(T tick_unit_frac, T input) where T : IFloatingPointIeee754<T> =>
input - T.Ieee754Remainder(input, tick_unit_frac);
}
}
@@ -9,6 +9,7 @@ using Spark.Core;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Numerics;
namespace mbts.spark {
static class TickUtils {
@@ -33,13 +33,6 @@
public static string Format(DateTime date, DateFormat format) =>
Format(date.Year, date.Month, date.Day, format);
/// <summary>
/// Returns a concise string representation of a date (using single-letter month codes)
/// appropriate for UIs (e.g. March 22, 2019: 22 Mar 19, or 22 H19).
/// </summary>
public static string Format(uint year, uint month, uint day, DateFormat format) =>
Format((int)year, (int)month, (int)day, format);
/// <summary>
/// Returns a concise string representation of a date (using single-letter month codes)
/// appropriate for UIs (e.g. March 22, 2019: 22 Mar 19, or 22 H19).
@@ -10,6 +10,9 @@ namespace bts.api {
public partial class Security {
public static security_key key(Security s) { return s.Id; }
public static bool is_perpetual_exp(DateTime exp) =>
exp.Year < 2000 || exp.Year > 2999;
public static class Defaults {
public static ContractSpecification ContractSpecification =>
new() {
@@ -21,7 +21,7 @@
format_future(symbol, (uint)exp.Year, (uint)exp.Month, (uint)exp.Day);
public static string format_future(string symbol, uint exp_year, uint exp_month, uint exp_day) =>
$"{symbol}{DateFormatter.Format(exp_year, exp_month, exp_day, DateFormat.DayMonthAbvDiff2000)}";
$"{symbol}{format_expiration(new((int)exp_year, (int)exp_month, (int)exp_day))}";
public static string format_future(string symbol, FutureContractImmutable future) =>
format_future(symbol, future.ExpirationYear, future.ExpirationMonth, future.ExpirationDay);
@@ -108,12 +108,17 @@
string? symbol = null,
Security.ContractOneofCase? type = null,
DateFormat date_format = DateFormat.DayMonthAbvDiff2000) {
var result = DateFormatter.Format(exp_date, date_format);
var result = Security.is_perpetual_exp(exp_date) ?
"Perp" : DateFormatter.Format(exp_date, date_format);
if (symbol is not null) {
result = symbol + " " + result;
}
if (type.HasValue) {
result = format_security_type(type.Value) + " " + result;
if (result.Length == 0) {
result = format_security_type(type.Value);
} else {
result = $"[{format_security_type(type.Value)}] {result}";
}
}
return result;
}
+2 -2
View File
@@ -1,6 +1,6 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net6.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<Authors>Blue Trading Systems</Authors>
<Company>Blue Trading Systems</Company>
<Description />
@@ -11,6 +11,7 @@
<PlatformTarget>x64</PlatformTarget>
<TreatWarningsAsErrors>true</TreatWarningsAsErrors>
<WarningsAsErrors />
<NoWarn>8981</NoWarn>
<Version>$(major).$(minor).$(patch)</Version>
<Version Condition="'$(version)'=='..'">0.0.0</Version>
</PropertyGroup>
@@ -20,7 +21,6 @@
<PackageReference Include="Google.Protobuf" Version="3.21.4" />
<PackageReference Include="System.Collections.Immutable" Version="5.0.0" />
<PackageReference Include="System.Reactive" Version="5.0.0" />
<PackageReference Include="System.Runtime.Experimental" Version="6.0.2" />
</ItemGroup>
<ItemGroup>
+4 -1
View File
@@ -4,13 +4,16 @@
class Program {
static int Main(string[] args) {
Console.WriteLine("Starting spark_api_server...");
Console.WriteLine("Starting spark_api_server... just checking build");
// TODO
bts.websocket_core.WebsocketDataSync sync =
new bts.websocket_core.WebsocketDataSync();
bts.websocket_core.WebsocketConnectionGateway gwy =
new bts.websocket_core.WebsocketConnectionGateway();
bts.websocket_core.WebsocketServerParams prms = new bts.websocket_core.WebsocketServerParams();
gwy.init(sync);
sync.init(gwy);
gwy.start_listening(prms);
while (true) {
System.Threading.Thread.Sleep(100);
}
@@ -2,7 +2,7 @@
<PropertyGroup>
<OutputType>Exe</OutputType>
<TargetFramework>net6.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<Nullable>enable</Nullable>
<Platforms>x64</Platforms>
<PlatformTarget>x64</PlatformTarget>
@@ -61,9 +61,6 @@ namespace System.Collections.Generic {
public static IDictionary<TKey, TValue> as_idictionary<TKey, TValue>(this Dictionary<TKey, TValue> dictionary) =>
dictionary;
public static IReadOnlyDictionary<TKey, TValue> AsReadOnly<TKey, TValue>(this IDictionary<TKey, TValue> dictionary) =>
new ReadOnlyDictionary<TKey, TValue>(dictionary);
public static void Difference<TKey, TValue>(this IDictionary<TKey, TValue> left,
IDictionary<TKey, TValue> right,
out IEnumerable<KeyValuePair<TKey, TValue>> exclusive_left,
@@ -13,6 +13,7 @@ namespace System.Collections.Generic {
using System.Diagnostics.CodeAnalysis;
using System.Diagnostics.Contracts;
using System.Linq;
using System.Numerics;
using System.Reactive.Linq;
using System.Runtime.Versioning;
+1 -2
View File
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net6.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<AllowUnsafeBlocks>true</AllowUnsafeBlocks>
<Platforms>x64</Platforms>
<PlatformTarget>x64</PlatformTarget>
@@ -15,7 +15,6 @@
<PackageReference Include="Google.Protobuf" Version="3.21.4" />
<PackageReference Include="System.Reactive" Version="5.0.0" />
<PackageReference Include="protobuf-net" Version="3.1.17" />
<PackageReference Include="System.Runtime.Experimental" Version="6.0.2" />
</ItemGroup>
<ItemGroup>
@@ -4,6 +4,7 @@ using System;
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Linq;
using System.Numerics;
namespace mbts.utils {
static class ExceptionAssert {
+7 -6
View File
@@ -5,6 +5,7 @@ namespace bts.utils {
using System.Collections.Generic;
using System.Diagnostics.CodeAnalysis;
using System.Linq;
using System.Numerics;
public static class MathUtils {
public const double EPSILON = 1E-12;
@@ -14,7 +15,7 @@ namespace bts.utils {
public static readonly IComparer<double> epsilon_comparer = new ErrorMarginComparer<double>(EPSILON);
public static T abs_diff<T>(T x, T y)
where T : ISubtractionOperators<T, T, T>, IComparisonOperators<T, T> =>
where T : ISubtractionOperators<T, T, T>, IComparisonOperators<T, T, bool> =>
x > y ? (x - y) : (y - x);
public static IComparer<double> error_margin_comparer(double error_margin) =>
@@ -36,14 +37,14 @@ namespace bts.utils {
epsilon_equals(x, y, NormalNumericOps<T>.epsilon);
public static bool epsilon_equals<T>(T x, T y, T epsilon)
where T : ISubtractionOperators<T, T, T>, IComparisonOperators<T, T> =>
where T : ISubtractionOperators<T, T, T>, IComparisonOperators<T, T, bool> =>
abs_diff(x, y) < epsilon;
public static bool marginal_equals(double x, double y) =>
marginal_equals(x, y, EPSILON);
public static bool marginal_equals<T>(T x, T y, T margin)
where T : ISubtractionOperators<T, T, T>, IComparisonOperators<T, T> =>
where T : ISubtractionOperators<T, T, T>, IComparisonOperators<T, T, bool> =>
(x > y ? (x - y) : (y - x)) < margin;
public static bool is_nan<T>(T value) where T : INumber<T> =>
@@ -132,7 +133,7 @@ namespace bts.utils {
public static T nan_diff<T>(T a, T b) where T : IFloatingPoint<T> =>
T.IsNaN(a) ? -b : T.IsNaN(b) ? a : a - b;
public static bool is_within_range<T>(T value, T min, T max) where T : IComparisonOperators<T, T> =>
public static bool is_within_range<T>(T value, T min, T max) where T : IComparisonOperators<T, T, bool> =>
value >= min && value <= max;
public static T weighted_average<T>(T x, T x_weight, T y, T y_weight) where T : IFloatingPoint<T> {
@@ -145,7 +146,7 @@ namespace bts.utils {
return x + (y - x) * (x_weight / (x_weight + y_weight));
}
public static T within_range<T>(T value, T min, T max) where T : IComparisonOperators<T, T> {
public static T within_range<T>(T value, T min, T max) where T : IComparisonOperators<T, T, bool> {
if (value < min) {
return min;
}
@@ -156,7 +157,7 @@ namespace bts.utils {
}
public static T within_range<T>(
T value, T? min = null, T? max = null) where T : struct, IComparisonOperators<T, T> {
T value, T? min = null, T? max = null) where T : struct, IComparisonOperators<T, T, bool> {
if (min.HasValue && value < min.Value) {
return min.Value;
}
@@ -2,6 +2,7 @@ namespace Spark.Core {
using bts;
using System;
using System.Numerics;
public class NumericCastConverter :
IConverter<int, int>,
@@ -213,7 +214,7 @@ namespace Spark.Core {
IConverter<T, double>,
IConverter<T, float>,
IConverter<T, decimal>
where T : INumber<T> {
where T : INumberBase<T> {
static readonly Func<T, short> _to_int16;
static readonly Func<T, ushort> _to_uint16;
@@ -342,7 +343,9 @@ namespace Spark.Core {
static decimal IConverter<T, decimal>.convert(T value) => _to_decimal(value);
}
public class NumericCastConverter<TIn, TOut> : IConverter<TIn, TOut> where TIn : INumber<TIn> where TOut : INumber<TOut> {
public class NumericCastConverter<TIn, TOut> : IConverter<TIn, TOut>
where TIn : INumberBase<TIn>
where TOut : INumberBase<TOut> {
static readonly Func<TIn, TOut> _convert;
static NumericCastConverter() {
@@ -3,44 +3,45 @@ namespace bts.utils {
using System;
using System.Collections.Generic;
using System.Numerics;
public static class NumericExtensions {
public static TOut as_type<TOut>(this short value) where TOut : INumber<TOut> =>
public static TOut as_type<TOut>(this short value) where TOut : INumberBase<TOut> =>
as_type<short, TOut>(value);
public static TOut as_type<TOut>(this ushort value) where TOut : INumber<TOut> =>
public static TOut as_type<TOut>(this ushort value) where TOut : INumberBase<TOut> =>
as_type<ushort, TOut>(value);
public static TOut as_type<TOut>(this int value) where TOut : INumber<TOut> =>
public static TOut as_type<TOut>(this int value) where TOut : INumberBase<TOut> =>
as_type<int, TOut>(value);
public static TOut as_type<TOut>(this uint value) where TOut : INumber<TOut> =>
public static TOut as_type<TOut>(this uint value) where TOut : INumberBase<TOut> =>
as_type<uint, TOut>(value);
public static TOut as_type<TOut>(this long value) where TOut : INumber<TOut> =>
public static TOut as_type<TOut>(this long value) where TOut : INumberBase<TOut> =>
as_type<long, TOut>(value);
public static TOut as_type<TOut>(this ulong value) where TOut : INumber<TOut> =>
public static TOut as_type<TOut>(this ulong value) where TOut : INumberBase<TOut> =>
as_type<ulong, TOut>(value);
public static TOut as_type<TOut>(this float value) where TOut : INumber<TOut> =>
public static TOut as_type<TOut>(this float value) where TOut : INumberBase<TOut> =>
as_type<float, TOut>(value);
public static TOut as_type<TOut>(this double value) where TOut : INumber<TOut> =>
public static TOut as_type<TOut>(this double value) where TOut : INumberBase<TOut> =>
as_type<double, TOut>(value);
public static TOut as_type<TIn, TOut>(this TIn value)
where TIn : INumber<TIn>
where TOut : INumber<TOut> =>
where TIn : INumberBase<TIn>
where TOut : INumberBase<TOut> =>
NumericCastConverter<TIn, TOut>.convert(value);
public static T abs<T>(this T value) where T : INumber<T> =>
public static T abs<T>(this T value) where T : INumberBase<T> =>
T.Abs(value);
public static bool is_nan<T>(this T value) where T : IFloatingPoint<T> =>
public static bool is_nan<T>(this T value) where T : INumberBase<T> =>
T.IsNaN(value);
public static T if_nan<T>(this T d, T if_nan) where T : IFloatingPoint<T> =>
public static T if_nan<T>(this T d, T if_nan) where T : INumberBase<T> =>
d.is_nan() ? if_nan : d;
public static bool is_int<T>(this T value) where T : IFloatingPoint<T> =>
@@ -71,15 +72,15 @@ namespace bts.utils {
MathUtils.marginal_equals(x, y, margin);
public static bool is_within_range<T>(
this T value, T min, T max) where T : IComparisonOperators<T, T> =>
this T value, T min, T max) where T : IComparisonOperators<T, T, bool> =>
MathUtils.is_within_range(value, min, max);
public static T within_range<T>(
this T value, T min, T max) where T : IComparisonOperators<T, T> =>
this T value, T min, T max) where T : IComparisonOperators<T, T, bool> =>
MathUtils.within_range(value, min, max);
public static T within_range<T>(
this T value, T? min = null, T? max = null) where T : struct, IComparisonOperators<T, T> =>
this T value, T? min = null, T? max = null) where T : struct, IComparisonOperators<T, T, bool> =>
MathUtils.within_range(value, min, max);
public static bool is_real<T>(this T value) where T : IFloatingPoint<T> =>
@@ -118,7 +119,7 @@ namespace bts.utils {
/// If only <paramref name="b"/> is real, returns <paramref name="b"/>.
/// If neither term is real, returns NaN.
/// </remarks>
public static T add_real<T>(this T a, T b) where T : IFloatingPoint<T> =>
public static T add_real<T>(this T a, T b) where T : IFloatingPointIeee754<T> =>
new[] { a, b }.sum_real(true);
/// <summary>
@@ -129,7 +130,7 @@ namespace bts.utils {
/// If only <paramref name="b"/> is real, returns -<paramref name="b"/>
/// If neither term is real, returns NaN.
/// </remarks>
public static T subtract_real<T>(this T a, T b) where T : IFloatingPoint<T> =>
public static T subtract_real<T>(this T a, T b) where T : IFloatingPointIeee754<T> =>
new[] { a, -b }.sum_real(true);
/// <summary>
@@ -187,7 +188,7 @@ namespace bts.utils {
/// contains no real numbers
/// </param>
public static T sum_real<T>(this IEnumerable<T> values, bool nan_if_none = false)
where T : IFloatingPoint<T> {
where T : IFloatingPointIeee754<T> {
return nan_if_none ? nan_if_none_impl() : normal_impl();
T normal_impl() {
+7 -7
View File
@@ -1,9 +1,9 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net6.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<OutputType>Exe</OutputType>
<GeneratePackageOnBuild Condition="$(Configuration) == 'Release' or $(Configuration) == 'Release'">true</GeneratePackageOnBuild>
<PackageOutputPath>$(OutputPath)\net6.0</PackageOutputPath>
<PackageOutputPath>$(OutputPath)\net7.0</PackageOutputPath>
<IncludeSource>true</IncludeSource>
<IncludeSymbols>true</IncludeSymbols>
<TargetsForTfmSpecificBuildOutput>$(TargetsForTfmSpecificBuildOutput);CopyProjectReferencesToPackage</TargetsForTfmSpecificBuildOutput>
@@ -40,19 +40,19 @@
<Target Name="CopyProjectReferencesToPackage" DependsOnTargets="ResolveReferences" Condition=" '$(SparkRoot)' != '' ">
<ItemGroup>
<BuildOutputInPackage Include="@(ReferenceCopyLocalPaths-&gt;WithMetadataValue('ReferenceSourceTarget', 'ProjectReference'))" />
<BuildOutputInPackage Include="$(OutputPath)..\net6.0\libspark.dll" />
<BuildOutputInPackage Include="$(OutputPath)..\net7.0\libspark.dll" />
</ItemGroup>
</Target>
<!-- deployed sdk build net6.0 -->
<ItemGroup Condition=" '$(SparkRoot)' == '' and '$(TargetFramework)' == 'net6.0'">
<!-- deployed sdk build net7.0 -->
<ItemGroup Condition=" '$(SparkRoot)' == '' and '$(TargetFramework)' == 'net7.0'">
<Reference Include="spark_api">
<HintPath>..\..\lib\net6.0\spark_api.dll</HintPath>
<HintPath>..\..\lib\net7.0\spark_api.dll</HintPath>
</Reference>
</ItemGroup>
<Target Name="copy_lib_deployed" AfterTargets="PostBuildEvent" Condition=" '$(SparkRoot)' == '' ">
<Copy SourceFiles="..\..\lib\net6.0\libspark.dll" DestinationFolder="$(OutputPath)\" SkipUnchangedFiles="true" />
<Copy SourceFiles="..\..\lib\net7.0\libspark.dll" DestinationFolder="$(OutputPath)\" SkipUnchangedFiles="true" />
</Target>
</Project>
+1 -1
View File
@@ -1,7 +1,7 @@
<Project Sdk="Microsoft.NET.Sdk">
<PropertyGroup>
<TargetFramework>net6.0</TargetFramework>
<TargetFramework>net7.0</TargetFramework>
<Platforms>x64</Platforms>
<PlatformTarget>x64</PlatformTarget>
</PropertyGroup>
@@ -3,26 +3,23 @@ using System.Collections.Generic;
using System.Reflection;
namespace bts.websocket_core {
// Represents a unique client
// Represents a unique client, a little redundant
public class WebsocketClientID {
readonly string ip;
readonly string port;
// not sure if we need this, lets go with this for now
readonly string uuid;
public WebsocketClientID(string ip, string port, string uuid) {
this.ip = ip;
this.port = port;
this.uuid = uuid;
public Guid Id { get; }
public WebsocketClientID() {
Id = Guid.NewGuid();
}
public override int GetHashCode() {
return uuid.GetHashCode();
return this.Id.GetHashCode();
}
public override string ToString() {
return uuid;
return this.Id.ToString();
}
public override bool Equals(object? obj) {
var other = obj == null ? null : obj as WebsocketClientID;
return other != null && other.uuid == uuid;
return other != null && other.Id == Id;
}
}
}
@@ -1,28 +1,259 @@
using System;
using System.Collections.Generic;
using System.Reflection;
// #nullable enable
using System.Net.WebSockets;
using System.Text;
using System.Collections.Concurrent;
using Microsoft.AspNetCore.Builder;
using Microsoft.AspNetCore.Hosting;
namespace bts.websocket_core {
/// <summary>
/// Handles all websocket related processing, interfaces with datasync, gets initial paramters from WebsocketServerParams
/// </summary>
public class WebsocketConnectionGateway : IWebsocketConnectionGateway {
private IWebsocketDataSync? _sync = null;
private WebsocketServerParams? _server_params = null;
private WebApplication? app = null;
// IDictionary<int, WebSocket> clients = new Dictionary<int, WebSocket>();
private ConcurrentDictionary<WebsocketClientID, WebSocket>? clients = null;
/// <summary>
/// To Avoid null reference warning, only called when object is not null, should only be called inside getNonNull, is separate function so can be changed later on
/// </summary>
/// <returns> non nullable version of object </returns>
private T getObject<T>(T? obj) {
return obj!;
}
/// <summary>
/// as explained in c# documentation this can be used to instruct the compiler that obj is not null, for now this is redundant
/// </summary>
/// <param name="obj"></param>
/// <returns></returns>
private static bool IsNotNull([System.Diagnostics.CodeAnalysis.NotNullWhen(true)] object? obj) => obj != null;
/// <summary>
/// will assert that object is not null and return the non nullable version
/// </summary>
/// <returns> non nullable version of object </returns>
private object GetNonNull(object? obj) {
if (IsNotNull(obj)) {
return getObject<object>(obj);
} else {
bts.Log.assert(false);
return new Object();
}
}
/// <summary>
/// Should be called in the start, stores pointer for sync and creates dictionary for clients, does not start server
/// </summary>
/// <param name="sync"></param>
public void init(IWebsocketDataSync sync) {
// first call
bts.Log.assert(_sync == null);
bts.Log.assert(clients == null);
_sync = sync;
clients = new ConcurrentDictionary<WebsocketClientID, WebSocket>();
}
/// <summary>
/// stores the current clients, one client corresponds to one open socket which corresponds to one request, will update getter to c# convention
/// </summary>
private ConcurrentDictionary<WebsocketClientID, WebSocket> GetClients() => (ConcurrentDictionary<WebsocketClientID, WebSocket>)GetNonNull(clients);
/// <summary>
/// will update getter to c# convention
/// </summary>
private IWebsocketDataSync GetSync() => (IWebsocketDataSync)GetNonNull(_sync);
/// <summary>
/// creates ID and adds it to clients, in case of collision just updates the previous value
/// </summary>
WebsocketClientID createID(WebSocket ws) {
var id = new WebsocketClientID();
var check = GetClients().TryAdd(id, ws);
if (!check) {
var log_txt = $"WebsocketDataSync.createID client_id: {id.ToString()} Already exits";
bts.Log.Gen.warn(log_txt);
GetClients()[id] = ws;
}
return id;
}
/// <summary>
/// wrapper to gets socket from clients dictionary against given id, returns null if not found
/// </summary>
private WebSocket? GetSocket(WebsocketClientID id) {
return GetClients().ContainsKey(id) ? GetClients()[id] : null;
}
/// <summary>
/// wrapper to remove socket from clients dictionary against given id, cleans up removed socket as well
/// </summary>
private void RemoveSocket(WebsocketClientID id) {
if (GetClients().ContainsKey(id)) {
if (GetClients().TryRemove(id, out WebSocket? ws)) {
ws.Dispose();
}
}
}
/// <summary>
/// Manages client disconnection, does the following three things:
/// <para>1. tries sending close request to client </para>
/// <para>2. removes client from dictionary of active clients</para>
/// <para>3. asks sync to handle disconnection</para>
/// </summary>
public async Task HandleDisconnection(WebsocketClientID id, string optional_message = "") {
await SendDisconnectRequestAsync(id, optional_message);
RemoveSocket(id);
GetSync().handle_disconnection(id);
}
/// <summary>
/// should be called after init
/// creates server using the server params provided and starts listening for socket based requests on that URI
/// keeps running async
/// </summary>
/// <param name="server_params"></param>
public void start_listening(WebsocketServerParams server_params) {
// start listening, assert that init has been called already
bts.Log.assert(_sync != null);
bts.Log.assert(_server_params == null);
bts.Log.assert(clients != null);
bts.Log.assert(app == null);
_server_params = server_params;
var builder = WebApplication.CreateBuilder();
builder.WebHost.UseUrls(_server_params.Uri);
app = builder.Build();
app.UseWebSockets(_server_params.get_ws_options());
app.Map(_server_params.Default_end_point, async context => {
if (context.WebSockets.IsWebSocketRequest) {
using (var ws = await context.WebSockets.AcceptWebSocketAsync()) {
await ProcessWebSocketConnectionAsync(ws);
}
} else {
context.Response.StatusCode = (int)System.Net.HttpStatusCode.BadRequest;
}
});
app.RunAsync();
}
// Messages are sent to the client through this
/// <summary>
/// sends the list of messafes to respectives sockets, does not wait for messages to be sent
/// </summary>
/// <param name="messages">list of messages each containing a string based message and client ID</param>
public void send_to_clients(
IEnumerable<WebsocketOutgoingMessage> messages) {
var tasks = new List<Task>();
foreach (var om in messages) {
tasks.Add(SendWebSocketRequestAsync(om.receiver_client_id, om.message_body));
}
}
/// <summary>
/// After adding new socket to dictionary send the new client id to sync to store and process
/// while socket stays open this keeps waiting for requests
/// </summary>
/// <param name="ws"></param>
/// <returns>Task that keeps waiting for requests until the socket is closed</returns>
public async Task ProcessWebSocketConnectionAsync(WebSocket ws) {
var request = createID(ws);
GetSync().handle_connection(request, null);//for now thinking this is async/ no IO
while (ws != null && ws.State == WebSocketState.Open) {
await ProcessWebSocketRequestAsync(request);
}
}
/// <summary>
/// 1. makes sure state is consistent
/// 2. listens for request
/// 3. if request is the close, calls handleDisconnection
/// 4. otherwise sends request to sync to process
/// catches exception of client closes without handshake
/// </summary>
/// <param name="id">id of client from whom the message is to be recieved</param>
/// <returns>Task that runs until socket is open</returns>
public async Task ProcessWebSocketRequestAsync(WebsocketClientID id) {
var socket = GetSocket(id);
if (socket == null || socket.State != WebSocketState.Open) {
await HandleDisconnection(id, "WebsocketGateway.ProcessWebSocketRequestAsync could not receive Request as client closed");
return;
}
try {
ArraySegment<byte> buffer = new ArraySegment<byte>(new byte[256]);
WebSocketReceiveResult result;
string request = "";
do {
result = await socket.ReceiveAsync(buffer, CancellationToken.None);
if (result.MessageType == WebSocketMessageType.Close) {
var log_txt = $"WebsocketGateway.ProcessWebSocketRequestAsync connection closed client_id: {id}";
await HandleDisconnection(id, log_txt);
return;
}
if (buffer.Array != null)// added because of warning
{
request += Encoding.UTF8.GetString(buffer.Array, 0, result.Count);
} else {
bts.Log.assert(false);//this should never happen
}
if (result.EndOfMessage) {
GetSync().handle_client_message(new WebsocketIncomingMessage(id, request));
request = "";
}
} while (socket.State == WebSocketState.Open);
} catch (WebSocketException ex) {
var ex_str = ex.ToString();
var log_txt = $"WebsocketGateway.ProcessWebSocketRequestAsync connection closed client_id: {id} Error: {ex_str}";
await HandleDisconnection(id, log_txt);
} catch (OperationCanceledException) {//not sure about this read that this should just be ignored
}
}
/// <summary>
/// tries to send request to client to disconnect
/// </summary>
/// <param name="id">id of client to whom the Disconnect message should be sent</param>
/// <param name="message"></param>
/// <returns>task that completes if client disconnects or if there is an error</returns>
public async Task SendDisconnectRequestAsync(WebsocketClientID id, string message) {
var log_txt = $"WebsocketGateway.SendDisconnectRequestAsync tried closing client_id: {id} with message: {message}";
var socket = GetSocket(id);
if (socket != null && socket.State == WebSocketState.Open) {
try {
await socket.CloseAsync((WebSocketCloseStatus)1000, "", CancellationToken.None);
log_txt += " done succesfully";
} catch {
log_txt += " failed as client didnt respond";
}
} else if (socket == null) {
log_txt += " failed as could not find socket in dictionary";
} else if (socket.State != WebSocketState.Open) {
log_txt += " Socket already closed";
}
bts.Log.Gen.info(log_txt);
Console.WriteLine(log_txt);
}
/// <summary>
/// sends message iver socket correspoding to id
/// </summary>
/// <param name="id">id of client to whom the message should be sent</param>
/// <param name="message">message to be sent</param>
/// <returns></returns>
public async Task SendWebSocketRequestAsync(WebsocketClientID id, string message) {
var socket = GetSocket(id);
if (socket == null || socket.State != WebSocketState.Open) {
await HandleDisconnection(id, "WebsocketGateway.SendWebSocketRequestAsync could not send Request as client closed");
return;
}
try {
await socket.SendAsync(System.Text.Encoding.ASCII.GetBytes(message), System.Net.WebSockets.WebSocketMessageType.Text, true, CancellationToken.None);
} catch (WebSocketException ex) {
var ex_str = ex.ToString();
var log_txt = $"WebsocketGateway.SendWebSocketRequestAsync connection closed client_id: {id} Error: {ex_str}";
await HandleDisconnection(id, log_txt);
return;
}
}
@@ -1,30 +1,161 @@
using System;
using System.Collections.Generic;
using System.Reflection;
namespace bts.websocket_core {
// This does all the bookkeeping for conenctions and data, and passes
// it over to the business layer
/// <summary>
/// Immutable to store the state of the client
/// </summary>
public class ClientState {
public UInt64 MessageCount { get; }
public ClientState(UInt64 messageCount) {
MessageCount = messageCount;
}
public ClientState IncrementMessages(ClientState st) => new ClientState(st.MessageCount + 1);
}
/// <summary>
/// This does all the bookkeeping for conenctions and data, and passes
/// it over to the business layer CURRENT VERSION IS JUST TO SHOW HOW TO USE GATEWAY
/// </summary>
public class WebsocketDataSync : IWebsocketDataSync {
WebsocketConnectionGateway? Gateway;
/// <summary>
/// stores the current connected clients, can be converted the concurrent dictionary
/// </summary>
private Dictionary<WebsocketClientID, ClientState>? clients;
/// <summary>
/// to access the dictionary
/// </summary>
private static object _clientsAccessLock = new object();
/// <summary>
/// Thread that will broadcast messages to all connected messages
/// </summary>
private Thread? broadcast;
/// <summary>
/// number of messages after which broadcast thread will disconnect that particular socket
/// </summary>
public uint BROADCAST_LIMIT { get; } = 20;
/// <summary>
/// will update getter to c# convention
/// </summary>
/// <returns>non nullable version</returns>
private WebsocketConnectionGateway GetGateway() => (WebsocketConnectionGateway)GetNonNull(Gateway);
/// <summary>
/// will update getter to c# convention
/// </summary>
/// <returns>non nullable version</returns>
private Dictionary<WebsocketClientID, ClientState> GetClients() => (Dictionary<WebsocketClientID, ClientState>)GetNonNull(clients);
/// <summary>
/// adds client to dictionary is thread safe
/// </summary>
/// <param name="client_id"></param>
void AddClient(WebsocketClientID client_id) {
lock (_clientsAccessLock) {
GetClients().Add(client_id, new ClientState(0));
}
}
/// <summary>
/// removes client from dictionary is thread safe
/// </summary>
/// <param name="client_id"></param>
void RemoveClient(WebsocketClientID client_id) {
lock (_clientsAccessLock) {
if (GetClients().ContainsKey(client_id))
GetClients().Remove(client_id);
}
}
/// <summary>
/// will update getter to c# convention
/// </summary>
/// <returns>non nullable version</returns>
private Thread GetBroadcast() => (Thread)GetNonNull(broadcast);
/// <summary>
/// To Avoid null reference warning, only called when object is not null, should only be called inside getNonNull, is separate function so can be changed later on
/// </summary>
/// <returns> non nullable version of object </returns>
private T getObject<T>(T? obj) {
return obj!;
}
/// <summary>
/// as explained in c# documentation this can be used to instruct the compiler that obj is not null, for now this is redundant
/// </summary>
/// <param name="obj"></param>
/// <returns></returns>
private static bool IsNotNull([System.Diagnostics.CodeAnalysis.NotNullWhen(true)] object? obj) => obj != null;
/// <summary>
/// will assert that object is not null and return the non nullable version
/// </summary>
/// <returns> non nullable version of object </returns>
private object GetNonNull(object? obj) {
if (IsNotNull(obj)) {
return getObject<object>(obj);
} else {
bts.Log.assert(false);
return new Object();
}
}
/// <summary>
/// Should be called in the start, stores pointer for gtwy and creates dictionary for clients, starts broadcast thread
/// </summary>
/// <param name="gtwy"></param>
public void init(WebsocketConnectionGateway gtwy) {
Gateway = gtwy;
clients = new Dictionary<WebsocketClientID, ClientState>();
broadcast = new Thread(() => BroadcastToClients());
broadcast.Start();
}
/// <summary>
/// Runs on different thread, wakes after given duration sends a message to all connected sockets, will close sockets that have been sent messages equal to limit
/// </summary>
/// <param name="duration">wakes up after given duration in ms</param>
private void BroadcastToClients(int duration = 1000) {
while (true) {
List<WebsocketOutgoingMessage> messages = new List<WebsocketOutgoingMessage>();
List<WebsocketClientID> toRemove = new List<WebsocketClientID>();
lock (_clientsAccessLock) {
foreach (var client in GetClients()) {
messages.Add(new WebsocketOutgoingMessage(client.Key, $"New Message number: {client.Value.MessageCount}, clients connected: {GetClients().Count}"));
GetClients()[client.Key] = client.Value.IncrementMessages(client.Value);
if (GetClients()[client.Key].MessageCount == BROADCAST_LIMIT) {
toRemove.Add(client.Key);
}
}
}
//example on how to send multiple messages to multiple sockets
GetGateway().send_to_clients(messages);
foreach (var key in toRemove) {
///example on how to disconnect, this should ideally happen in its own thread
GetGateway().HandleDisconnection(key, "closing client").Wait();
}
Thread.Sleep(duration);
}
}
// Called when a new client is connected
public void handle_connection(WebsocketClientID client_id,
WebsocketIncomingMessage? optional_message) {
AddClient(client_id);
var log_txt = $"WebsocketDataSync.handle_connection client_id: {client_id} " +
$"message: {(optional_message == null ? "null" : optional_message.ToString())}";
bts.Log.Gen.info(log_txt);
System.Console.WriteLine(log_txt);
if (IsNotNull(optional_message)) {
handle_client_message(optional_message);
}
}
// Called when a client is disconnected
public void handle_disconnection(WebsocketClientID client_id) {
RemoveClient(client_id);
var log_txt = $"WebsocketDataSync.handle_disconnection client_id: {client_id}";
bts.Log.Gen.info(log_txt);
System.Console.WriteLine(log_txt);
}
// Called when a client sends data
// Called when a client sends data sends the same message back
public void handle_client_message(WebsocketIncomingMessage message) {
var log_txt = $"WebsocketDataSync.handle_client_message message: {message}";
bts.Log.Gen.info(log_txt);
System.Console.WriteLine(log_txt);
//example to show how to send messages to clients
GetGateway().send_to_clients(new List<WebsocketOutgoingMessage>() { new WebsocketOutgoingMessage(message.sender_client_id, message.message_body + " RESPONSE") });
}
}
}
@@ -2,9 +2,32 @@ using System;
using System.Collections.Generic;
using System.Reflection;
using Microsoft.AspNetCore.Builder;
namespace bts.websocket_core {
// Placeholder for whatever is needed for the server to start
// listening to clients (port, security etc)
public class WebsocketServerParams {
public string Port { get; }
public string Host { get; }
public string Scheme { get; }
public string Default_end_point { get; }
public double Keep_alive_interval_seconds { get; }
public string Uri { get; }
public WebsocketServerParams() {
//will later do this from conf file
this.Default_end_point = "/";
this.Host = "localhost";
this.Scheme = "http";
this.Port = "6666";
this.Keep_alive_interval_seconds = 0.1;
this.Uri = this.Scheme + "://" + this.Host + ":" + this.Port; ;
}
public WebSocketOptions get_ws_options() {
return new WebSocketOptions() {
KeepAliveInterval = TimeSpan.FromSeconds(this.Keep_alive_interval_seconds)
};
}
}
}
Loaded 100 of 122 files, more files were not shown because too many files have changed in this diff. Show more