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4
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
 Taha
|
7cff8b625d | ||
|
Taha
|
6950de82ff | ||
|
Taha
|
9140888b54 | ||
|
Taha
|
32a851954c |
No files matched your search
+4
@@ -0,0 +1,4 @@
|
||||
// <auto-generated> This file has been auto generated. </auto-generated>
|
||||
using System;
|
||||
[Microsoft.VisualStudio.TestPlatform.TestSDKAutoGeneratedCode]
|
||||
class AutoGeneratedProgram {static void Main(string[] args){}}
|
||||
@@ -29,9 +29,6 @@
|
||||
# tools/deploy.sh --help
|
||||
#
|
||||
|
||||
### Host/Runtime ###
|
||||
TZ=Etc/UTC
|
||||
|
||||
### Sparkd ###
|
||||
# The internal image for sparkd to use. For more info, view:
|
||||
# src/server/sparkd/Dockerfile
|
||||
@@ -41,9 +38,6 @@ SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
|
||||
# Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
|
||||
# Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
|
||||
# SPARKD__DATA_DIR=/home/bts/sparkdata/data
|
||||
# Mount volume or dir to "/md_recording" inside the docker. Defaults to volume
|
||||
# "sparkd_md_recording_<config_port>" (e.g., sparkd_md_recording_8000).
|
||||
# SPARKD__MD_RECORDING_DIR=/home/bts/md_recording
|
||||
SPARKD__SOURCE_DIR=install/sparkd-release-gcc
|
||||
SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
|
||||
SPARKD__CONFIG_PORT=8000
|
||||
@@ -51,8 +45,6 @@ SPARKD__QUICKBUS_PORT=8001
|
||||
SPARKD__SIM_FIX_PORT=8002
|
||||
SPARKD__SHM_SIZE=4gb
|
||||
SPARKD__PYTHON_REQUIREMENTS=requirements.txt
|
||||
SPARKD__SPARKD_ENTRYPOINT=src/app_sparkd/sparkd-entrypoint.sh
|
||||
SPARKD__MAIN_ENTRYPOINT=./sparkd-entrypoint.sh
|
||||
|
||||
### PubSubServer ###
|
||||
PUBSUB__CONFIG_DIR=src/DataStreamSuite/PubSubServer/Configurations/Development
|
||||
|
||||
@@ -64,3 +64,9 @@ trace_data/
|
||||
*.lst
|
||||
.env.local
|
||||
.secrets
|
||||
.dotnet-cli/
|
||||
.dotnet-cli/
|
||||
.dotnet-cli /
|
||||
.dotnet/
|
||||
.codex_restore*.log
|
||||
src/cs/Bts.Spark.Core/.codexobj/
|
||||
Vendored
+73
-11
@@ -183,10 +183,11 @@
|
||||
"windows": {
|
||||
"program": "PubSubServer.exe",
|
||||
},
|
||||
"args": [
|
||||
"--config",
|
||||
"${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
|
||||
],
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
|
||||
},
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
@@ -202,9 +203,71 @@
|
||||
"program": "PubSubServer.exe",
|
||||
},
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"env": {
|
||||
"DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
|
||||
// "env": {
|
||||
// "DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
|
||||
// },
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "DSPublisher",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"preLaunchTask": "Build DataStream (Debug)",
|
||||
"program": "",
|
||||
"linux": {
|
||||
"program": "DSPublisher",
|
||||
},
|
||||
"windows": {
|
||||
"program": "DSPublisher.exe",
|
||||
},
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "DSPublisher (Skip Build)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"linux": {
|
||||
"program": "DSPublisher",
|
||||
},
|
||||
"windows": {
|
||||
"program": "DSPublisher.exe",
|
||||
},
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "PersistenceServer",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"preLaunchTask": "Build DataStream (Debug)",
|
||||
"program": "",
|
||||
"linux": {
|
||||
"program": "PersistenceServer",
|
||||
},
|
||||
"windows": {
|
||||
"program": "PersistenceServer.exe",
|
||||
},
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
{
|
||||
"name": "PersistenceServer (Skip Build)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "",
|
||||
"linux": {
|
||||
"program": "PersistenceServer",
|
||||
},
|
||||
"windows": {
|
||||
"program": "PersistenceServer.exe",
|
||||
},
|
||||
"cwd": "build/Debug/bin/net8.0",
|
||||
"stopAtEntry": false,
|
||||
"console": "integratedTerminal"
|
||||
},
|
||||
@@ -448,15 +511,14 @@
|
||||
"default": "Local",
|
||||
},
|
||||
{
|
||||
"id": "pubSubServerEnvironment",
|
||||
"id": "pubSubServerConfig",
|
||||
"type": "pickString",
|
||||
"description": "PubSubServer Configuration",
|
||||
"description": "PubSub Configuration",
|
||||
"options": [
|
||||
"Development",
|
||||
"EchoServer",
|
||||
"Local",
|
||||
"PubSubServer",
|
||||
"SimpleEchoClient",
|
||||
],
|
||||
"default": "Development",
|
||||
"default": "PubSubServer",
|
||||
},
|
||||
{
|
||||
"id": "sdkDemoEnvironment",
|
||||
|
||||
+37
-61
@@ -2,7 +2,6 @@ services:
|
||||
sparkd:
|
||||
volumes:
|
||||
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
|
||||
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
|
||||
build:
|
||||
dockerfile: src/app_sparkd/Dockerfile
|
||||
args:
|
||||
@@ -10,35 +9,24 @@ services:
|
||||
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
|
||||
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
|
||||
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
|
||||
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
|
||||
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
|
||||
env_file:
|
||||
- .env
|
||||
- ${SPARKD__CONFIG_DIR}/.env
|
||||
ports:
|
||||
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
|
||||
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
|
||||
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
|
||||
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
|
||||
deploy:
|
||||
resources:
|
||||
limits:
|
||||
memory: "${SPARKD__MEMORY:-4gb}"
|
||||
|
||||
sparkd-shell:
|
||||
volumes:
|
||||
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
|
||||
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
|
||||
build:
|
||||
dockerfile: docker/images/bluetradingsystems/linux_shell/Dockerfile
|
||||
args:
|
||||
- IMAGE=${SPARKD__IMAGE}
|
||||
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
|
||||
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
|
||||
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
|
||||
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
|
||||
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
|
||||
command: "do sleep 1; done"
|
||||
command: >
|
||||
sh -c "
|
||||
echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/sparkd/data
|
||||
if [ -e "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" ]; then
|
||||
mv "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
|
||||
fi
|
||||
if [ -e "/home/bts/.local/share/bts/conf/.env.local" ]; then
|
||||
echo 'Sourcing /home/bts/.local/share/bts/conf/.env.local'
|
||||
set -a
|
||||
. /home/bts/.local/share/bts/sparkd/conf/.env.local
|
||||
set +a
|
||||
fi
|
||||
if [ -d /home/bts/.local/share/bts/sparkd/conf/plugins ]; then
|
||||
echo 'Copying /home/bts/.local/share/bts/sparkd/conf/plugins to runtime dir (/home/bts/bin)'
|
||||
cp -r /home/bts/.local/share/bts/sparkd/conf/plugins /home/bts/bin/
|
||||
fi
|
||||
./sparkd run"
|
||||
env_file:
|
||||
- .env
|
||||
- ${SPARKD__CONFIG_DIR}/.env
|
||||
@@ -54,7 +42,6 @@ services:
|
||||
sparkd-symbols:
|
||||
volumes:
|
||||
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
|
||||
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
|
||||
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
|
||||
build:
|
||||
dockerfile: src/app_sparkd/Dockerfile
|
||||
@@ -63,8 +50,26 @@ services:
|
||||
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
|
||||
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
|
||||
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
|
||||
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
|
||||
shm_size: "${SPARKD__SHM_SIZE:-512mb}"
|
||||
command: >
|
||||
sh -c "
|
||||
echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/sparkd
|
||||
if [ -e "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" ]; then
|
||||
mv "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
|
||||
fi
|
||||
ls -alh /home/bts/.local/share/bts/sparkd/conf/
|
||||
cat /home/bts/.local/share/bts/sparkd/conf/.env.local
|
||||
if [ -e "/home/bts/.local/share/bts/sparkd/conf/.env.local" ]; then
|
||||
echo 'Sourcing /home/bts/.local/share/bts/sparkd/conf/.env.local'
|
||||
set -a
|
||||
. /home/bts/.local/share/bts/sparkd/conf/.env.local
|
||||
set +a
|
||||
fi
|
||||
if [ -d /home/bts/.local/share/bts/sparkd/conf/plugins ]; then
|
||||
echo 'Copying /home/bts/.local/share/bts/sparkd/conf/plugins to runtime dir (/home/bts/bin)'
|
||||
cp -r /home/bts/.local/share/bts/sparkd/conf/plugins /home/bts/bin/
|
||||
fi
|
||||
./sparkd run"
|
||||
env_file:
|
||||
- .env
|
||||
- ${SPARKD__CONFIG_DIR}/.env
|
||||
@@ -72,33 +77,6 @@ services:
|
||||
- "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
|
||||
- "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
|
||||
- "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
|
||||
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
|
||||
deploy:
|
||||
restart_policy:
|
||||
condition: any
|
||||
delay: 3s
|
||||
resources:
|
||||
limits:
|
||||
memory: "${SPARKD__MEMORY:-4gb}"
|
||||
sparkd-multicast:
|
||||
volumes:
|
||||
- ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
|
||||
- ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
|
||||
- ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
|
||||
build:
|
||||
dockerfile: src/app_sparkd/Dockerfile
|
||||
args:
|
||||
- IMAGE=${SPARKD__IMAGE}
|
||||
- SOURCE_DIR=${SPARKD__SOURCE_DIR}
|
||||
- CONFIG_DIR=${SPARKD__CONFIG_DIR}
|
||||
- PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
|
||||
- SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
|
||||
shm_size: "${SPARKD__SHM_SIZE:-2048mb}"
|
||||
env_file:
|
||||
- .env
|
||||
- ${SPARKD__CONFIG_DIR}/.env
|
||||
network_mode: "host"
|
||||
entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
|
||||
deploy:
|
||||
restart_policy:
|
||||
condition: any
|
||||
@@ -106,6 +84,7 @@ services:
|
||||
resources:
|
||||
limits:
|
||||
memory: "${SPARKD__MEMORY:-4gb}"
|
||||
|
||||
sparkd-tail:
|
||||
image: bluetradingsystems/linux_dotnet8
|
||||
volumes:
|
||||
@@ -216,6 +195,3 @@ volumes:
|
||||
name: "md_publisher_22019"
|
||||
historic_md:
|
||||
name: "historic_md"
|
||||
md_recording:
|
||||
name: "sparkd_md_recording_${SPARKD__CONFIG_PORT:-8000}"
|
||||
external: true
|
||||
@@ -8,7 +8,6 @@ RUN apt-get update && apt-get install -y ca-certificates
|
||||
RUN apt-get update && apt-get install -y libssh2-1-dev
|
||||
RUN apt-get update && apt-get install -y software-properties-common
|
||||
RUN apt-get update && apt-get install -y sudo
|
||||
RUN apt-get update && apt-get install -y tzdata
|
||||
|
||||
# GCC
|
||||
ARG gcc_major=13
|
||||
|
||||
@@ -1,11 +0,0 @@
|
||||
FROM ubuntu:24.04
|
||||
|
||||
ARG DEBIAN_FRONTEND=noninteractive
|
||||
|
||||
RUN apt-get update && apt-get install -y \
|
||||
fish \
|
||||
less \
|
||||
vim
|
||||
|
||||
USER bts
|
||||
WORKDIR /home/bts
|
||||
-1
Submodule docker/linux deleted from 6537812262.
Submodule docker/windows deleted from de7d40c09d.
+1
-1
Submodule externals updated: 2755fd6b8f...c7478ef5cd.
+406
-279
@@ -1,306 +1,433 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 17
|
||||
VisualStudioVersion = 17.0.31903.59
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
VisualStudioVersion = 17.3.32922.545
|
||||
MinimumVisualStudioVersion = 15.0.26124.0
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{51C40BA9-F226-4A35-939D-1ED6F5FF7299}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
|
||||
EndProject
|
||||
Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{684863A1-3396-4D31-A731-C0725CF07F4E}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{45292808-4EF3-4D4A-B3F5-B75C42EE5870}"
|
||||
EndProject
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|
||||
{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{2B8243FF-60C6-4607-8AAE-7762D29B0A48} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
|
||||
{1A5B8C5D-BADC-457E-819F-0050C44FE4D3} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
|
||||
{2A0FBDE0-D870-4567-85BD-F7793A5862C6} = {1A5B8C5D-BADC-457E-819F-0050C44FE4D3}
|
||||
EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
|
||||
EndGlobalSection
|
||||
GlobalSection(Performance) = preSolution
|
||||
HasPerformanceSessions = true
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
+3
@@ -0,0 +1,3 @@
|
||||
{
|
||||
"dotnet.preferCSharpExtension": true
|
||||
}
|
||||
@@ -1 +0,0 @@
|
||||
r=TimeSeriesStream(ReplayFutureLiveBBOStream("ES"))
|
||||
@@ -1,3 +0,0 @@
|
||||
x,y,z,id
|
||||
123,1.001,abc,1
|
||||
123,1.001,abc,0
|
||||
|
@@ -1,3 +0,0 @@
|
||||
x,y,z,id
|
||||
123,1.001,abc,1
|
||||
123,1.001,abc,0
|
||||
|
@@ -1,78 +0,0 @@
|
||||
id,ts_event,contract,bid_price,bid_size,ask_price,ask_size,timestamp
|
||||
76,2026-03-13T05:57:25.177965500Z,ESU5,6363.75,51,6364,63,3/13/2026 5:57:25 AM
|
||||
75,2026-03-13T05:57:25.068062900Z,ESU5,6363.75,52,6364,63,3/13/2026 5:57:25 AM
|
||||
74,2026-03-13T05:57:24.963428500Z,ESU5,6363.75,56,6364,63,3/13/2026 5:57:24 AM
|
||||
73,2026-03-13T05:57:24.781215700Z,ESU5,6363.75,57,6364,63,3/13/2026 5:57:24 AM
|
||||
72,2026-03-13T05:57:24.676290100Z,ESU5,6363.75,57,6364,63,3/13/2026 5:57:24 AM
|
||||
71,2026-03-13T05:57:24.566898400Z,ESU5,6363.75,56,6364,63,3/13/2026 5:57:24 AM
|
||||
70,2026-03-13T05:57:24.430800400Z,ESU5,6363.75,57,6364,63,3/13/2026 5:57:24 AM
|
||||
69,2026-03-13T05:57:24.273683400Z,ESU5,6363.75,56,6364,63,3/13/2026 5:57:24 AM
|
||||
68,2026-03-13T05:57:24.167656100Z,ESU5,6363.75,56,6364,64,3/13/2026 5:57:24 AM
|
||||
67,2026-03-13T05:57:23.995720100Z,ESU5,6363.75,56,6364,65,3/13/2026 5:57:23 AM
|
||||
66,2026-03-13T05:57:23.894029100Z,ESU5,6363.75,56,6364,68,3/13/2026 5:57:23 AM
|
||||
65,2026-03-13T05:57:23.728897300Z,ESU5,6363.75,56,6364,68,3/13/2026 5:57:23 AM
|
||||
64,2026-03-13T05:57:23.614316800Z,ESU5,6363.75,52,6364,68,3/13/2026 5:57:23 AM
|
||||
63,2026-03-13T05:57:23.503752700Z,ESU5,6363.75,51,6364,68,3/13/2026 5:57:23 AM
|
||||
62,2026-03-13T05:57:23.289108200Z,ESU5,6363.75,50,6364,68,3/13/2026 5:57:23 AM
|
||||
61,2026-03-13T05:57:23.155673400Z,ESU5,6363.75,49,6364,68,3/13/2026 5:57:23 AM
|
||||
60,2026-03-13T05:57:23.028898400Z,ESU5,6363.75,48,6364,68,3/13/2026 5:57:23 AM
|
||||
59,2026-03-13T05:57:22.887132700Z,ESU5,6363.75,46,6364,68,3/13/2026 5:57:22 AM
|
||||
58,2026-03-13T05:57:22.676916300Z,ESU5,6363.75,44,6364,68,3/13/2026 5:57:22 AM
|
||||
57,2026-03-13T05:57:22.520328000Z,ESU5,6363.75,43,6364,68,3/13/2026 5:57:22 AM
|
||||
56,2026-03-13T05:57:22.405244600Z,ESU5,6363.75,43,6364,69,3/13/2026 5:57:22 AM
|
||||
55,2026-03-13T05:57:22.294674100Z,ESU5,6363.75,41,6364,69,3/13/2026 5:57:22 AM
|
||||
54,2026-03-13T05:57:22.163467900Z,ESU5,6363.75,38,6364,69,3/13/2026 5:57:22 AM
|
||||
53,2026-03-13T05:57:21.992443000Z,ESU5,6363.75,38,6364,71,3/13/2026 5:57:21 AM
|
||||
52,2026-03-13T05:57:21.872338400Z,ESU5,6363.75,38,6364,71,3/13/2026 5:57:21 AM
|
||||
51,2026-03-13T05:57:21.742801800Z,ESU5,6363.75,37,6364,71,3/13/2026 5:57:21 AM
|
||||
50,2026-03-13T05:57:21.557711100Z,ESU5,6363.75,37,6364,72,3/13/2026 5:57:21 AM
|
||||
49,2026-03-13T05:57:21.434977000Z,ESU5,6363.75,37,6364,73,3/13/2026 5:57:21 AM
|
||||
48,2026-03-13T05:57:21.285751600Z,ESU5,6363.75,37,6364,72,3/13/2026 5:57:21 AM
|
||||
47,2026-03-13T05:57:21.184392000Z,ESU5,6363.75,37,6364,73,3/13/2026 5:57:21 AM
|
||||
46,2026-03-13T05:57:21.076843800Z,ESU5,6363.75,34,6364,73,3/13/2026 5:57:21 AM
|
||||
45,2026-03-13T05:57:20.894131800Z,ESU5,6363.75,32,6364,73,3/13/2026 5:57:20 AM
|
||||
44,2026-03-13T05:57:20.759550000Z,ESU5,6363.75,30,6364,73,3/13/2026 5:57:20 AM
|
||||
43,2026-03-13T05:57:20.641547900Z,ESU5,6363.75,28,6364,73,3/13/2026 5:57:20 AM
|
||||
42,2026-03-13T05:57:20.540293200Z,ESU5,6363.75,27,6364,73,3/13/2026 5:57:20 AM
|
||||
41,2026-03-13T05:57:20.439034600Z,ESU5,6363.75,27,6364,74,3/13/2026 5:57:20 AM
|
||||
40,2026-03-13T05:57:20.337795000Z,ESU5,6363.75,27,6364,73,3/13/2026 5:57:20 AM
|
||||
39,2026-03-13T05:57:20.236606600Z,ESU5,6363.75,27,6364,72,3/13/2026 5:57:20 AM
|
||||
38,2026-03-13T05:57:20.135417700Z,ESU5,6363.75,30,6364,72,3/13/2026 5:57:20 AM
|
||||
37,2026-03-13T05:57:20.034272700Z,ESU5,6363.75,32,6364,72,3/13/2026 5:57:20 AM
|
||||
36,2026-03-13T05:57:19.933096800Z,ESU5,6363.75,34,6364,72,3/13/2026 5:57:19 AM
|
||||
35,2026-03-13T05:57:19.832012600Z,ESU5,6363.75,36,6364,72,3/13/2026 5:57:19 AM
|
||||
34,2026-03-13T05:57:19.730878500Z,ESU5,6363.75,38,6364,72,3/13/2026 5:57:19 AM
|
||||
33,2026-03-13T05:57:19.629787400Z,ESU5,6363.75,38,6364,71,3/13/2026 5:57:19 AM
|
||||
32,2026-03-13T05:57:19.528697000Z,ESU5,6363.75,38,6364,70,3/13/2026 5:57:19 AM
|
||||
31,2026-03-13T05:57:19.427077000Z,ESU5,6363.75,38,6364,71,3/13/2026 5:57:19 AM
|
||||
30,2026-03-13T05:57:19.326450300Z,ESU5,6363.75,39,6364,71,3/13/2026 5:57:19 AM
|
||||
29,2026-03-13T05:57:19.225427900Z,ESU5,6363.75,39,6364,70,3/13/2026 5:57:19 AM
|
||||
28,2026-03-13T05:57:19.123339800Z,ESU5,6363.75,40,6364,70,3/13/2026 5:57:19 AM
|
||||
27,2026-03-13T05:57:19.021936500Z,ESU5,6363.75,41,6364,70,3/13/2026 5:57:19 AM
|
||||
26,2026-03-13T05:57:18.920859200Z,ESU5,6363.75,45,6364,70,3/13/2026 5:57:18 AM
|
||||
25,2026-03-13T05:57:18.820148400Z,ESU5,6363.75,46,6364,70,3/13/2026 5:57:18 AM
|
||||
24,2026-03-13T05:57:18.718988100Z,ESU5,6363.75,46,6364,69,3/13/2026 5:57:18 AM
|
||||
23,2026-03-13T05:57:18.618299700Z,ESU5,6363.75,49,6364,69,3/13/2026 5:57:18 AM
|
||||
22,2026-03-13T05:57:18.517138100Z,ESU5,6363.75,52,6364,69,3/13/2026 5:57:18 AM
|
||||
21,2026-03-13T05:57:18.416335200Z,ESU5,6363.75,53,6364,69,3/13/2026 5:57:18 AM
|
||||
20,2026-03-13T05:57:18.315335900Z,ESU5,6363.75,55,6364,69,3/13/2026 5:57:18 AM
|
||||
19,2026-03-13T05:57:18.214368600Z,ESU5,6363.75,57,6364,69,3/13/2026 5:57:18 AM
|
||||
18,2026-03-13T05:57:18.113754700Z,ESU5,6363.75,57,6364,65,3/13/2026 5:57:18 AM
|
||||
17,2026-03-13T05:57:18.012706500Z,ESU5,6363.75,56,6364,65,3/13/2026 5:57:18 AM
|
||||
16,2026-03-13T05:57:17.911672600Z,ESU5,6363.75,54,6364,65,3/13/2026 5:57:17 AM
|
||||
15,2026-03-13T05:57:17.810879900Z,ESU5,6363.75,52,6364,65,3/13/2026 5:57:17 AM
|
||||
14,2026-03-13T05:57:17.710089700Z,ESU5,6363.75,49,6364,65,3/13/2026 5:57:17 AM
|
||||
13,2026-03-13T05:57:17.609388300Z,ESU5,6363.75,49,6364,67,3/13/2026 5:57:17 AM
|
||||
12,2026-03-13T05:57:17.508697400Z,ESU5,6363.75,49,6364,67,3/13/2026 5:57:17 AM
|
||||
11,2026-03-13T05:57:17.408027000Z,ESU5,6363.75,53,6364,67,3/13/2026 5:57:17 AM
|
||||
10,2026-03-13T05:57:17.307406200Z,ESU5,6363.75,49,6364,67,3/13/2026 5:57:17 AM
|
||||
9,2026-03-13T05:57:17.206714300Z,ESU5,6363.75,49,6364,71,3/13/2026 5:57:17 AM
|
||||
8,2026-03-13T05:57:17.105530300Z,ESU5,6363.75,48,6364,71,3/13/2026 5:57:17 AM
|
||||
7,2026-03-13T05:57:17.004796800Z,ESU5,6363.75,47,6364,71,3/13/2026 5:57:17 AM
|
||||
6,2026-03-13T05:57:16.904113900Z,ESU5,6363.75,46,6364,71,3/13/2026 5:57:16 AM
|
||||
5,2026-03-13T05:57:16.803381900Z,ESU5,6363.75,43,6364,71,3/13/2026 5:57:16 AM
|
||||
4,2026-03-13T05:57:16.701969600Z,ESU5,6363.75,43,6364,72,3/13/2026 5:57:16 AM
|
||||
3,2026-03-13T05:57:16.600765600Z,ESU5,6363.75,43,6364,73,3/13/2026 5:57:16 AM
|
||||
2,2026-03-13T05:57:16.499986300Z,ESU5,6363.75,43,6364,74,3/13/2026 5:57:16 AM
|
||||
1,2026-03-13T05:57:16.399241700Z,ESU5,6363.75,43,6364,75,3/13/2026 5:57:16 AM
|
||||
0,2026-03-13T05:57:16.264038000Z,ESU5,6363.75,43,6364,76,3/13/2026 5:57:16 AM
|
||||
|
@@ -1,91 +0,0 @@
|
||||
id,ts_event,contract,bid_price,bid_size,ask_price,ask_size,timestamp
|
||||
89,2026-03-13T05:57:26.904401600Z,ESU5,6363.75,43,6364,67,3/13/2026 5:57:26 AM
|
||||
88,2026-03-13T05:57:26.778037200Z,ESU5,6363.75,43,6364,69,3/13/2026 5:57:26 AM
|
||||
87,2026-03-13T05:57:26.597038500Z,ESU5,6363.75,43,6364,69,3/13/2026 5:57:26 AM
|
||||
86,2026-03-13T05:57:26.438768300Z,ESU5,6363.75,43,6364,68,3/13/2026 5:57:26 AM
|
||||
85,2026-03-13T05:57:26.328259100Z,ESU5,6363.75,43,6364,67,3/13/2026 5:57:26 AM
|
||||
84,2026-03-13T05:57:26.216211200Z,ESU5,6363.75,44,6364,67,3/13/2026 5:57:26 AM
|
||||
83,2026-03-13T05:57:26.099281200Z,ESU5,6363.75,46,6364,67,3/13/2026 5:57:26 AM
|
||||
82,2026-03-13T05:57:25.979814900Z,ESU5,6363.75,48,6364,67,3/13/2026 5:57:25 AM
|
||||
81,2026-03-13T05:57:25.852317700Z,ESU5,6363.75,48,6364,66,3/13/2026 5:57:25 AM
|
||||
80,2026-03-13T05:57:25.684323100Z,ESU5,6363.75,48,6364,65,3/13/2026 5:57:25 AM
|
||||
79,2026-03-13T05:57:25.539436900Z,ESU5,6363.75,48,6364,64,3/13/2026 5:57:25 AM
|
||||
78,2026-03-13T05:57:25.425439200Z,ESU5,6363.75,49,6364,64,3/13/2026 5:57:25 AM
|
||||
77,2026-03-13T05:57:25.298054100Z,ESU5,6363.75,51,6364,64,3/13/2026 5:57:25 AM
|
||||
76,2026-03-13T05:57:25.177965500Z,ESU5,6363.75,51,6364,63,3/13/2026 5:57:25 AM
|
||||
75,2026-03-13T05:57:25.068062900Z,ESU5,6363.75,52,6364,63,3/13/2026 5:57:25 AM
|
||||
74,2026-03-13T05:57:24.963428500Z,ESU5,6363.75,56,6364,63,3/13/2026 5:57:24 AM
|
||||
73,2026-03-13T05:57:24.781215700Z,ESU5,6363.75,57,6364,63,3/13/2026 5:57:24 AM
|
||||
72,2026-03-13T05:57:24.676290100Z,ESU5,6363.75,57,6364,63,3/13/2026 5:57:24 AM
|
||||
71,2026-03-13T05:57:24.566898400Z,ESU5,6363.75,56,6364,63,3/13/2026 5:57:24 AM
|
||||
70,2026-03-13T05:57:24.430800400Z,ESU5,6363.75,57,6364,63,3/13/2026 5:57:24 AM
|
||||
69,2026-03-13T05:57:24.273683400Z,ESU5,6363.75,56,6364,63,3/13/2026 5:57:24 AM
|
||||
68,2026-03-13T05:57:24.167656100Z,ESU5,6363.75,56,6364,64,3/13/2026 5:57:24 AM
|
||||
67,2026-03-13T05:57:23.995720100Z,ESU5,6363.75,56,6364,65,3/13/2026 5:57:23 AM
|
||||
66,2026-03-13T05:57:23.894029100Z,ESU5,6363.75,56,6364,68,3/13/2026 5:57:23 AM
|
||||
65,2026-03-13T05:57:23.728897300Z,ESU5,6363.75,56,6364,68,3/13/2026 5:57:23 AM
|
||||
64,2026-03-13T05:57:23.614316800Z,ESU5,6363.75,52,6364,68,3/13/2026 5:57:23 AM
|
||||
63,2026-03-13T05:57:23.503752700Z,ESU5,6363.75,51,6364,68,3/13/2026 5:57:23 AM
|
||||
62,2026-03-13T05:57:23.289108200Z,ESU5,6363.75,50,6364,68,3/13/2026 5:57:23 AM
|
||||
61,2026-03-13T05:57:23.155673400Z,ESU5,6363.75,49,6364,68,3/13/2026 5:57:23 AM
|
||||
60,2026-03-13T05:57:23.028898400Z,ESU5,6363.75,48,6364,68,3/13/2026 5:57:23 AM
|
||||
59,2026-03-13T05:57:22.887132700Z,ESU5,6363.75,46,6364,68,3/13/2026 5:57:22 AM
|
||||
58,2026-03-13T05:57:22.676916300Z,ESU5,6363.75,44,6364,68,3/13/2026 5:57:22 AM
|
||||
57,2026-03-13T05:57:22.520328000Z,ESU5,6363.75,43,6364,68,3/13/2026 5:57:22 AM
|
||||
56,2026-03-13T05:57:22.405244600Z,ESU5,6363.75,43,6364,69,3/13/2026 5:57:22 AM
|
||||
55,2026-03-13T05:57:22.294674100Z,ESU5,6363.75,41,6364,69,3/13/2026 5:57:22 AM
|
||||
54,2026-03-13T05:57:22.163467900Z,ESU5,6363.75,38,6364,69,3/13/2026 5:57:22 AM
|
||||
53,2026-03-13T05:57:21.992443000Z,ESU5,6363.75,38,6364,71,3/13/2026 5:57:21 AM
|
||||
52,2026-03-13T05:57:21.872338400Z,ESU5,6363.75,38,6364,71,3/13/2026 5:57:21 AM
|
||||
51,2026-03-13T05:57:21.742801800Z,ESU5,6363.75,37,6364,71,3/13/2026 5:57:21 AM
|
||||
50,2026-03-13T05:57:21.557711100Z,ESU5,6363.75,37,6364,72,3/13/2026 5:57:21 AM
|
||||
49,2026-03-13T05:57:21.434977000Z,ESU5,6363.75,37,6364,73,3/13/2026 5:57:21 AM
|
||||
48,2026-03-13T05:57:21.285751600Z,ESU5,6363.75,37,6364,72,3/13/2026 5:57:21 AM
|
||||
47,2026-03-13T05:57:21.184392000Z,ESU5,6363.75,37,6364,73,3/13/2026 5:57:21 AM
|
||||
46,2026-03-13T05:57:21.076843800Z,ESU5,6363.75,34,6364,73,3/13/2026 5:57:21 AM
|
||||
45,2026-03-13T05:57:20.894131800Z,ESU5,6363.75,32,6364,73,3/13/2026 5:57:20 AM
|
||||
44,2026-03-13T05:57:20.759550000Z,ESU5,6363.75,30,6364,73,3/13/2026 5:57:20 AM
|
||||
43,2026-03-13T05:57:20.641547900Z,ESU5,6363.75,28,6364,73,3/13/2026 5:57:20 AM
|
||||
42,2026-03-13T05:57:20.540293200Z,ESU5,6363.75,27,6364,73,3/13/2026 5:57:20 AM
|
||||
41,2026-03-13T05:57:20.439034600Z,ESU5,6363.75,27,6364,74,3/13/2026 5:57:20 AM
|
||||
40,2026-03-13T05:57:20.337795000Z,ESU5,6363.75,27,6364,73,3/13/2026 5:57:20 AM
|
||||
39,2026-03-13T05:57:20.236606600Z,ESU5,6363.75,27,6364,72,3/13/2026 5:57:20 AM
|
||||
38,2026-03-13T05:57:20.135417700Z,ESU5,6363.75,30,6364,72,3/13/2026 5:57:20 AM
|
||||
37,2026-03-13T05:57:20.034272700Z,ESU5,6363.75,32,6364,72,3/13/2026 5:57:20 AM
|
||||
36,2026-03-13T05:57:19.933096800Z,ESU5,6363.75,34,6364,72,3/13/2026 5:57:19 AM
|
||||
35,2026-03-13T05:57:19.832012600Z,ESU5,6363.75,36,6364,72,3/13/2026 5:57:19 AM
|
||||
34,2026-03-13T05:57:19.730878500Z,ESU5,6363.75,38,6364,72,3/13/2026 5:57:19 AM
|
||||
33,2026-03-13T05:57:19.629787400Z,ESU5,6363.75,38,6364,71,3/13/2026 5:57:19 AM
|
||||
32,2026-03-13T05:57:19.528697000Z,ESU5,6363.75,38,6364,70,3/13/2026 5:57:19 AM
|
||||
31,2026-03-13T05:57:19.427077000Z,ESU5,6363.75,38,6364,71,3/13/2026 5:57:19 AM
|
||||
30,2026-03-13T05:57:19.326450300Z,ESU5,6363.75,39,6364,71,3/13/2026 5:57:19 AM
|
||||
29,2026-03-13T05:57:19.225427900Z,ESU5,6363.75,39,6364,70,3/13/2026 5:57:19 AM
|
||||
28,2026-03-13T05:57:19.123339800Z,ESU5,6363.75,40,6364,70,3/13/2026 5:57:19 AM
|
||||
27,2026-03-13T05:57:19.021936500Z,ESU5,6363.75,41,6364,70,3/13/2026 5:57:19 AM
|
||||
26,2026-03-13T05:57:18.920859200Z,ESU5,6363.75,45,6364,70,3/13/2026 5:57:18 AM
|
||||
25,2026-03-13T05:57:18.820148400Z,ESU5,6363.75,46,6364,70,3/13/2026 5:57:18 AM
|
||||
24,2026-03-13T05:57:18.718988100Z,ESU5,6363.75,46,6364,69,3/13/2026 5:57:18 AM
|
||||
23,2026-03-13T05:57:18.618299700Z,ESU5,6363.75,49,6364,69,3/13/2026 5:57:18 AM
|
||||
22,2026-03-13T05:57:18.517138100Z,ESU5,6363.75,52,6364,69,3/13/2026 5:57:18 AM
|
||||
21,2026-03-13T05:57:18.416335200Z,ESU5,6363.75,53,6364,69,3/13/2026 5:57:18 AM
|
||||
20,2026-03-13T05:57:18.315335900Z,ESU5,6363.75,55,6364,69,3/13/2026 5:57:18 AM
|
||||
19,2026-03-13T05:57:18.214368600Z,ESU5,6363.75,57,6364,69,3/13/2026 5:57:18 AM
|
||||
18,2026-03-13T05:57:18.113754700Z,ESU5,6363.75,57,6364,65,3/13/2026 5:57:18 AM
|
||||
17,2026-03-13T05:57:18.012706500Z,ESU5,6363.75,56,6364,65,3/13/2026 5:57:18 AM
|
||||
16,2026-03-13T05:57:17.911672600Z,ESU5,6363.75,54,6364,65,3/13/2026 5:57:17 AM
|
||||
15,2026-03-13T05:57:17.810879900Z,ESU5,6363.75,52,6364,65,3/13/2026 5:57:17 AM
|
||||
14,2026-03-13T05:57:17.710089700Z,ESU5,6363.75,49,6364,65,3/13/2026 5:57:17 AM
|
||||
13,2026-03-13T05:57:17.609388300Z,ESU5,6363.75,49,6364,67,3/13/2026 5:57:17 AM
|
||||
12,2026-03-13T05:57:17.508697400Z,ESU5,6363.75,49,6364,67,3/13/2026 5:57:17 AM
|
||||
11,2026-03-13T05:57:17.408027000Z,ESU5,6363.75,53,6364,67,3/13/2026 5:57:17 AM
|
||||
10,2026-03-13T05:57:17.307406200Z,ESU5,6363.75,49,6364,67,3/13/2026 5:57:17 AM
|
||||
9,2026-03-13T05:57:17.206714300Z,ESU5,6363.75,49,6364,71,3/13/2026 5:57:17 AM
|
||||
8,2026-03-13T05:57:17.105530300Z,ESU5,6363.75,48,6364,71,3/13/2026 5:57:17 AM
|
||||
7,2026-03-13T05:57:17.004796800Z,ESU5,6363.75,47,6364,71,3/13/2026 5:57:17 AM
|
||||
6,2026-03-13T05:57:16.904113900Z,ESU5,6363.75,46,6364,71,3/13/2026 5:57:16 AM
|
||||
5,2026-03-13T05:57:16.803381900Z,ESU5,6363.75,43,6364,71,3/13/2026 5:57:16 AM
|
||||
4,2026-03-13T05:57:16.701969600Z,ESU5,6363.75,43,6364,72,3/13/2026 5:57:16 AM
|
||||
3,2026-03-13T05:57:16.600765600Z,ESU5,6363.75,43,6364,73,3/13/2026 5:57:16 AM
|
||||
2,2026-03-13T05:57:16.499986300Z,ESU5,6363.75,43,6364,74,3/13/2026 5:57:16 AM
|
||||
1,2026-03-13T05:57:16.399241700Z,ESU5,6363.75,43,6364,75,3/13/2026 5:57:16 AM
|
||||
0,2026-03-13T05:57:16.264038000Z,ESU5,6363.75,43,6364,76,3/13/2026 5:57:16 AM
|
||||
|
@@ -1,187 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
import json
|
||||
import os
|
||||
import subprocess
|
||||
import threading
|
||||
from typing import Any, Callable, Dict, List, Optional
|
||||
|
||||
|
||||
@dataclass
|
||||
class DataPacket:
|
||||
state: List[Any]
|
||||
deleted_ids: List[int]
|
||||
added_ids: List[int]
|
||||
|
||||
|
||||
@dataclass
|
||||
class DslResponse:
|
||||
data_packet: DataPacket | None
|
||||
req_id: str | None
|
||||
error: str | None
|
||||
|
||||
|
||||
def _resolve_interop_exe() -> str:
|
||||
env_path = os.environ.get("BLUEORB_DSL_INTEROP")
|
||||
if env_path and os.path.isfile(env_path):
|
||||
return env_path
|
||||
candidates = [
|
||||
"/workspaces/spark/build/Debug/bin/net8.0/BlueOrbDSLInteropServer",
|
||||
"/workspaces/spark/build/Release/bin/net8.0/BlueOrbDSLInteropServer",
|
||||
]
|
||||
for path in candidates:
|
||||
if os.path.isfile(path):
|
||||
return path
|
||||
raise FileNotFoundError(
|
||||
"BlueOrbDSLInterop executable not found. "
|
||||
"Set BLUEORB_DSL_INTEROP to the full path."
|
||||
)
|
||||
|
||||
_interop_proc: Optional[subprocess.Popen] = None
|
||||
_reader_thread: Optional[threading.Thread] = None
|
||||
_callbacks: Dict[str, Callable[[DslResponse], None]] = {}
|
||||
_first_response_events: Dict[str, threading.Event] = {}
|
||||
_first_responses: Dict[str, DslResponse] = {}
|
||||
_state_lock = threading.Lock()
|
||||
|
||||
|
||||
def start_interop() -> None:
|
||||
"""
|
||||
Start the BlueOrbDSLInteropServer process if it's not already running.
|
||||
"""
|
||||
global _interop_proc
|
||||
if _interop_proc is not None and _interop_proc.poll() is None:
|
||||
return
|
||||
exe = _resolve_interop_exe()
|
||||
_interop_proc = subprocess.Popen(
|
||||
[exe],
|
||||
stdin=subprocess.PIPE,
|
||||
stdout=subprocess.PIPE,
|
||||
stderr=subprocess.PIPE,
|
||||
text=True,
|
||||
)
|
||||
_start_reader_thread()
|
||||
|
||||
|
||||
def stop_interop() -> None:
|
||||
"""
|
||||
Stop the BlueOrbDSLInteropServer process if it's running.
|
||||
"""
|
||||
global _interop_proc
|
||||
if _interop_proc is None:
|
||||
return
|
||||
if _interop_proc.poll() is None and _interop_proc.stdin is not None:
|
||||
_interop_proc.stdin.write(":exit\n")
|
||||
_interop_proc.stdin.flush()
|
||||
_interop_proc.stdin.close()
|
||||
_interop_proc.wait(timeout=5)
|
||||
global _reader_thread
|
||||
if _reader_thread is not None:
|
||||
_reader_thread.join(timeout=1)
|
||||
_reader_thread = None
|
||||
with _state_lock:
|
||||
_callbacks.clear()
|
||||
_first_response_events.clear()
|
||||
_first_responses.clear()
|
||||
_interop_proc = None
|
||||
|
||||
|
||||
def get_interop_status() -> tuple[bool, int | None]:
|
||||
"""
|
||||
Returns current interop process status as (is_running, exit_code).
|
||||
exit_code is None when process was never started or is still running.
|
||||
"""
|
||||
proc = _interop_proc
|
||||
if proc is None:
|
||||
return (False, None)
|
||||
rc = proc.poll()
|
||||
return (rc is None, rc)
|
||||
|
||||
|
||||
def get_dsl(dsl: str, req_id: str, callback: Callable[[DslResponse], None]) -> DslResponse:
|
||||
"""
|
||||
Sends the DSL to BlueOrbDSLInteropServer and returns the first response for this req_id.
|
||||
Subsequent streaming updates for the same req_id are delivered via callback.
|
||||
Requires start_interop() to be called first.
|
||||
"""
|
||||
assert _interop_proc is not None and _interop_proc.poll() is None, (
|
||||
"Interop process is not running. Call start_interop() first."
|
||||
)
|
||||
assert _interop_proc.stdin is not None
|
||||
|
||||
payload = {"dsl": dsl, "req_id": req_id}
|
||||
first_event = threading.Event()
|
||||
with _state_lock:
|
||||
_callbacks[req_id] = callback
|
||||
_first_response_events[req_id] = first_event
|
||||
_first_responses.pop(req_id, None)
|
||||
|
||||
_interop_proc.stdin.write(json.dumps(payload) + "\n")
|
||||
_interop_proc.stdin.flush()
|
||||
|
||||
if not first_event.wait(timeout=10):
|
||||
with _state_lock:
|
||||
_first_response_events.pop(req_id, None)
|
||||
_callbacks.pop(req_id, None)
|
||||
raise TimeoutError(f"No response received for req_id '{req_id}' from BlueOrbDSLInterop.")
|
||||
|
||||
with _state_lock:
|
||||
response = _first_responses.pop(req_id, None)
|
||||
_first_response_events.pop(req_id, None)
|
||||
if response is None:
|
||||
raise RuntimeError(f"Missing first response for req_id '{req_id}'.")
|
||||
return response
|
||||
|
||||
|
||||
def _start_reader_thread() -> None:
|
||||
global _reader_thread
|
||||
if _reader_thread is not None and _reader_thread.is_alive():
|
||||
return
|
||||
_reader_thread = threading.Thread(target=_reader_loop, daemon=True)
|
||||
_reader_thread.start()
|
||||
|
||||
|
||||
def _reader_loop() -> None:
|
||||
while True:
|
||||
proc = _interop_proc
|
||||
if proc is None or proc.poll() is not None:
|
||||
return
|
||||
assert proc.stdout is not None
|
||||
raw = proc.stdout.readline()
|
||||
if raw == "":
|
||||
return
|
||||
|
||||
line = raw.strip()
|
||||
if not line:
|
||||
continue
|
||||
|
||||
try:
|
||||
payload = json.loads(line)
|
||||
except json.JSONDecodeError:
|
||||
continue
|
||||
|
||||
response = DslResponse(
|
||||
data_packet=DataPacket(state=[payload.get("data_packet")], deleted_ids=[], added_ids=[]),
|
||||
req_id=payload.get("req_id"),
|
||||
error=payload.get("error"),
|
||||
)
|
||||
req_id = response.req_id
|
||||
if not req_id:
|
||||
continue
|
||||
|
||||
callback: Optional[Callable[[DslResponse], None]]
|
||||
event: Optional[threading.Event]
|
||||
with _state_lock:
|
||||
callback = _callbacks.get(req_id)
|
||||
event = _first_response_events.get(req_id)
|
||||
if event is not None and req_id not in _first_responses:
|
||||
_first_responses[req_id] = response
|
||||
event.set()
|
||||
|
||||
if callback is not None:
|
||||
try:
|
||||
callback(response)
|
||||
except Exception:
|
||||
# Keep the reader alive if callback logic fails.
|
||||
pass
|
||||
@@ -1,33 +0,0 @@
|
||||
import os
|
||||
import sys
|
||||
import uuid
|
||||
|
||||
_here = os.path.dirname(os.path.abspath(__file__))
|
||||
_parent = os.path.dirname(_here)
|
||||
if _parent not in sys.path:
|
||||
sys.path.insert(0, _parent)
|
||||
|
||||
from BlueOrbDSL import get_dsl, start_interop, stop_interop, DslResponse
|
||||
|
||||
|
||||
def on_packet(response: DslResponse) -> None:
|
||||
print("callback from DSL Server, DslResponse:", response)
|
||||
|
||||
|
||||
def main() -> None:
|
||||
start_interop()
|
||||
try:
|
||||
while True:
|
||||
dsl = input("Enter DSL (or 'quit'): ").strip()
|
||||
if dsl.lower() == "quit":
|
||||
break
|
||||
if not dsl:
|
||||
continue
|
||||
response = get_dsl(dsl, str(uuid.uuid4()), on_packet)
|
||||
print("return:", response)
|
||||
finally:
|
||||
stop_interop()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -1,844 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import csv
|
||||
import time
|
||||
import os
|
||||
import sys
|
||||
import threading
|
||||
import uuid
|
||||
from collections import deque
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from rich.text import Text
|
||||
from rich.style import Style
|
||||
from textual import events
|
||||
from textual.app import App, ComposeResult
|
||||
from textual.binding import Binding
|
||||
from textual.containers import Container, Horizontal, Vertical
|
||||
from textual.widgets.text_area import TextAreaTheme
|
||||
from textual.widgets import Button, DataTable, Input, Static, TabbedContent, TabPane, TextArea, Tree
|
||||
|
||||
_here = os.path.dirname(os.path.abspath(__file__))
|
||||
_parent = os.path.dirname(_here)
|
||||
if _parent not in sys.path:
|
||||
sys.path.insert(0, _parent)
|
||||
|
||||
from BlueOrbDSL import DslResponse, get_dsl, get_interop_status, start_interop, stop_interop
|
||||
|
||||
|
||||
class DSQALiveConsole(App):
|
||||
DEFAULT_QUERY = (
|
||||
'FROM market.ticks\n'
|
||||
'WHERE symbol IN ("BTCUSD", "ETHUSD")\n'
|
||||
"SELECT symbol, price, change, time"
|
||||
)
|
||||
LAST_QUERY_PATH = os.path.join(_here, "DSQA_LAST_EXECUTED_QUERY.txt")
|
||||
DSL_HIGHLIGHT_QUERY = r"""
|
||||
; comments
|
||||
(comment) @comment
|
||||
|
||||
; assignment vars: lhs in x = SomeStream(...)
|
||||
(assignment_expression
|
||||
left: (identifier) @variable)
|
||||
|
||||
; stream operators (function names ending with Stream)
|
||||
(call_expression
|
||||
function: (identifier) @function
|
||||
(#match? @function "^[A-Za-z_][A-Za-z0-9_]*Stream$"))
|
||||
|
||||
; normal function calls
|
||||
(call_expression
|
||||
function: (identifier) @function.method)
|
||||
|
||||
; arguments and literals
|
||||
(arguments (identifier) @parameter)
|
||||
(string) @string
|
||||
(number) @number
|
||||
(true) @constant.builtin
|
||||
(false) @constant.builtin
|
||||
(null) @constant.builtin
|
||||
"""
|
||||
|
||||
BINDINGS = [
|
||||
Binding("ctrl+r", "execute", "Execute"),
|
||||
Binding("f11", "execute", show=False),
|
||||
Binding("alt+enter", "execute", show=False),
|
||||
# Override Textual's default Ctrl+Q quit to avoid accidental VS Code close.
|
||||
Binding("ctrl+q", "noop", show=False),
|
||||
Binding("ctrl+x", "quit", "Quit"),
|
||||
]
|
||||
CSS = """
|
||||
Screen {
|
||||
background: #060a1c;
|
||||
color: #d8dff4;
|
||||
}
|
||||
|
||||
#window_close_button {
|
||||
width: 3;
|
||||
min-width: 3;
|
||||
height: 1;
|
||||
margin: 0;
|
||||
border: none;
|
||||
background: #3a1015;
|
||||
color: #ff9ca8;
|
||||
text-style: bold;
|
||||
}
|
||||
|
||||
#window_close_button:hover,
|
||||
#window_close_button:focus {
|
||||
background: #5a1620;
|
||||
color: #ffd6db;
|
||||
}
|
||||
|
||||
#root {
|
||||
padding: 0 1 0 1;
|
||||
height: 1fr;
|
||||
}
|
||||
|
||||
#query_panel {
|
||||
background: #070d27;
|
||||
height: 33%;
|
||||
margin-top: 1;
|
||||
}
|
||||
|
||||
#query_header_row {
|
||||
height: 1;
|
||||
border-bottom: solid #596285;
|
||||
}
|
||||
|
||||
#query_header {
|
||||
width: auto;
|
||||
color: #9eb0d4;
|
||||
content-align: left middle;
|
||||
}
|
||||
|
||||
#query_header_spacer {
|
||||
width: 1fr;
|
||||
}
|
||||
|
||||
#query_input {
|
||||
border: solid #697597;
|
||||
background: #050b22;
|
||||
color: #cfd7eb;
|
||||
height: 1fr;
|
||||
padding-left: 1;
|
||||
}
|
||||
|
||||
#results_panel {
|
||||
background: #070d27;
|
||||
height: 1fr;
|
||||
margin-top: 1;
|
||||
}
|
||||
|
||||
#results_toolbar {
|
||||
height: 3;
|
||||
padding: 0 1;
|
||||
}
|
||||
|
||||
#results_left {
|
||||
width: auto;
|
||||
height: 3;
|
||||
margin-top: 0;
|
||||
}
|
||||
|
||||
#stream_toggle_button {
|
||||
width: auto;
|
||||
min-width: 11;
|
||||
margin-top: 0;
|
||||
margin-left: 1;
|
||||
border: none;
|
||||
background: #070d27;
|
||||
color: #79afe7;
|
||||
}
|
||||
|
||||
#stream_toggle_button:hover,
|
||||
#stream_toggle_button:focus {
|
||||
background: #111a3f;
|
||||
color: #9bc9f6;
|
||||
}
|
||||
|
||||
#execute_button {
|
||||
width: 5;
|
||||
min-width: 5;
|
||||
margin-top: 0;
|
||||
margin-left: 1;
|
||||
border: none;
|
||||
background: #10341f;
|
||||
color: #7ef1ac;
|
||||
text-style: bold;
|
||||
}
|
||||
|
||||
#execute_button:hover,
|
||||
#execute_button:focus {
|
||||
background: #1a4f30;
|
||||
color: #b3ffd0;
|
||||
}
|
||||
|
||||
#results_actions {
|
||||
width: auto;
|
||||
height: 3;
|
||||
margin-top: 0;
|
||||
}
|
||||
|
||||
#results_spacer {
|
||||
width: 1fr;
|
||||
}
|
||||
|
||||
#results_search {
|
||||
width: 30;
|
||||
min-width: 24;
|
||||
margin-right: 1;
|
||||
border: none;
|
||||
background: #060d28;
|
||||
color: #d5def3;
|
||||
padding: 0 1;
|
||||
}
|
||||
|
||||
#search_button,
|
||||
#copy_button,
|
||||
#export_button {
|
||||
width: auto;
|
||||
min-width: 11;
|
||||
margin-left: 1;
|
||||
border: none;
|
||||
background: #070d27;
|
||||
color: #79afe7;
|
||||
}
|
||||
|
||||
#search_button:hover,
|
||||
#copy_button:hover,
|
||||
#export_button:hover,
|
||||
#search_button:focus,
|
||||
#copy_button:focus,
|
||||
#export_button:focus {
|
||||
background: #111a3f;
|
||||
color: #9bc9f6;
|
||||
}
|
||||
|
||||
#results_table {
|
||||
border: solid #697597;
|
||||
background: #050b22;
|
||||
height: 1fr;
|
||||
}
|
||||
|
||||
#results_table .datatable--header,
|
||||
#results_table .datatable--header-hover,
|
||||
#results_table .datatable--header-cursor {
|
||||
background: #0c1535;
|
||||
color: #6ea6df;
|
||||
text-style: bold;
|
||||
}
|
||||
|
||||
#results_table .datatable--even-row {
|
||||
background: #050b22;
|
||||
}
|
||||
|
||||
#results_table .datatable--odd-row {
|
||||
background: #07102a;
|
||||
}
|
||||
|
||||
#results_table .datatable--cursor {
|
||||
background: #19335b;
|
||||
color: #dbe8ff;
|
||||
}
|
||||
|
||||
#results_table .datatable--fixed-cursor {
|
||||
background: #132949;
|
||||
color: #c8dbff;
|
||||
}
|
||||
|
||||
#results_table.error .datatable--odd-row,
|
||||
#results_table.error .datatable--even-row,
|
||||
#results_table.error .datatable--cursor,
|
||||
#results_table.error .datatable--fixed-cursor {
|
||||
color: #f17486;
|
||||
text-style: bold;
|
||||
}
|
||||
|
||||
#results_panel.paused {
|
||||
background: #150f1f;
|
||||
}
|
||||
|
||||
#results_table.paused {
|
||||
background: #130f18;
|
||||
}
|
||||
|
||||
#results_table.paused .datatable--header,
|
||||
#results_table.paused .datatable--header-hover,
|
||||
#results_table.paused .datatable--header-cursor {
|
||||
background: #262338;
|
||||
color: #8b90a1;
|
||||
text-style: bold;
|
||||
}
|
||||
|
||||
#results_tabs {
|
||||
height: 1fr;
|
||||
background: #070d27;
|
||||
}
|
||||
|
||||
#data_tab,
|
||||
#tree_tab {
|
||||
padding: 0;
|
||||
}
|
||||
|
||||
#ops_tree {
|
||||
border: solid #697597;
|
||||
background: #050b22;
|
||||
color: #cfd7eb;
|
||||
height: 1fr;
|
||||
}
|
||||
|
||||
#bottom_status_bar {
|
||||
border-top: solid #596285;
|
||||
background: #070d27;
|
||||
height: 2;
|
||||
margin: 0;
|
||||
padding: 0 1;
|
||||
}
|
||||
|
||||
#status_right_wrap {
|
||||
width: 1fr;
|
||||
}
|
||||
|
||||
#status_row {
|
||||
height: 1;
|
||||
margin-top: 0;
|
||||
width: 1fr;
|
||||
}
|
||||
|
||||
#live_status {
|
||||
width: 1fr;
|
||||
color: #b3bed9;
|
||||
content-align: right middle;
|
||||
}
|
||||
"""
|
||||
|
||||
def compose(self) -> ComposeResult:
|
||||
with Container(id="root"):
|
||||
with Vertical(id="query_panel"):
|
||||
with Horizontal(id="query_header_row"):
|
||||
yield Static("DSL Query", id="query_header")
|
||||
yield Static("", id="query_header_spacer")
|
||||
yield Button("✕", id="window_close_button")
|
||||
yield TextArea(
|
||||
text=self._load_last_query(),
|
||||
id="query_input",
|
||||
language="javascript",
|
||||
theme="vscode_dark",
|
||||
show_line_numbers=True,
|
||||
)
|
||||
with Vertical(id="results_panel"):
|
||||
with Horizontal(id="results_toolbar"):
|
||||
with Horizontal(id="results_left"):
|
||||
yield Button("▶", id="execute_button")
|
||||
yield Button("⏸ Pause", id="stream_toggle_button")
|
||||
yield Static("", id="results_spacer")
|
||||
with Horizontal(id="results_actions"):
|
||||
yield Input(placeholder="Search: col:value", id="results_search")
|
||||
yield Button("⌕ Search", id="search_button")
|
||||
yield Button("⧉ Copy", id="copy_button")
|
||||
yield Button("⇩ Export", id="export_button")
|
||||
with TabbedContent(initial="data_tab", id="results_tabs"):
|
||||
with TabPane("Data", id="data_tab"):
|
||||
table = DataTable(id="results_table")
|
||||
table.cursor_type = "cell"
|
||||
table.show_cursor = True
|
||||
table.zebra_stripes = True
|
||||
yield table
|
||||
with TabPane("Operators", id="tree_tab"):
|
||||
tree = Tree("Assemblies", id="ops_tree")
|
||||
tree.show_root = False
|
||||
yield tree
|
||||
with Horizontal(id="bottom_status_bar"):
|
||||
with Horizontal(id="status_right_wrap"):
|
||||
with Horizontal(id="status_row"):
|
||||
yield Static(
|
||||
"Rows: 0 | Rate: 0.0/s | Total Updates: 0 | Uptime: 00:00:00 | Last Update: --:--:--",
|
||||
id="live_status",
|
||||
)
|
||||
|
||||
def on_mount(self) -> None:
|
||||
self._update_timestamps: deque[float] = deque()
|
||||
self._last_update_at: datetime | None = None
|
||||
self._stream_started_at: float | None = None
|
||||
self._total_updates = 0
|
||||
self._last_row_count = 0
|
||||
self._current_col_names: list[str] = []
|
||||
self._current_rows: list[dict[str, Any]] = []
|
||||
self._column_width_cache: dict[str, int] = {}
|
||||
self._ops_catalog_rows: list[dict[str, Any]] = []
|
||||
self._ops_catalog_error: str | None = None
|
||||
self._ops_catalog_loaded = False
|
||||
self._ops_catalog_loading = False
|
||||
self._interop_is_running = False
|
||||
self._interop_exit_code: int | None = None
|
||||
self._grid_updates_enabled = True
|
||||
self._paused_latest_response: DslResponse | None = None
|
||||
self._ensure_interop_started()
|
||||
self._refresh_ops_tree()
|
||||
self._refresh_ops_tree_async()
|
||||
self._configure_query_highlighting()
|
||||
self._set_pause_visuals()
|
||||
self.set_interval(0.5, self._refresh_status)
|
||||
|
||||
def _configure_query_highlighting(self) -> None:
|
||||
query_input = self.query_one("#query_input", TextArea)
|
||||
query_input.language = "javascript"
|
||||
dsl_theme = TextAreaTheme(
|
||||
"dsqa_ide",
|
||||
base_style=Style.parse("#d7deee on #171a22"),
|
||||
gutter_style=Style.parse("#8a93a8 on #1c212b"),
|
||||
cursor_style=Style.parse("#ffffff on #2b3242"),
|
||||
cursor_line_style=Style.parse("on #202534"),
|
||||
cursor_line_gutter_style=Style.parse("#a6afc4 on #202534"),
|
||||
selection_style=Style.parse("on #2a3f67"),
|
||||
bracket_matching_style=Style.parse("bold #7fd9ff"),
|
||||
syntax_styles={
|
||||
"comment": Style.parse("italic #6f778a"),
|
||||
"variable": Style.parse("bold #4ec9b0"),
|
||||
"function": Style.parse("bold #4fc1ff"),
|
||||
"function.method": Style.parse("bold #70d4ff"),
|
||||
"parameter": Style.parse("#c6d4f8"),
|
||||
"string": Style.parse("#d7ba7d"),
|
||||
"number": Style.parse("#b5cea8"),
|
||||
"constant.builtin": Style.parse("bold #569cd6"),
|
||||
},
|
||||
)
|
||||
query_input.register_theme(dsl_theme)
|
||||
query_input.theme = "dsqa_ide"
|
||||
try:
|
||||
query_input.update_highlight_query(self.DSL_HIGHLIGHT_QUERY)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
def on_shutdown(self) -> None:
|
||||
stop_interop()
|
||||
|
||||
@staticmethod
|
||||
def _ensure_interop_started() -> None:
|
||||
try:
|
||||
start_interop()
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
def action_execute(self) -> None:
|
||||
tabs = self.query_one("#results_tabs", TabbedContent)
|
||||
tabs.active = "data_tab"
|
||||
self._grid_updates_enabled = True
|
||||
self._set_stream_toggle_label()
|
||||
self._set_pause_visuals()
|
||||
self._execute_query_async()
|
||||
|
||||
def action_noop(self) -> None:
|
||||
pass
|
||||
|
||||
def on_button_pressed(self, event: Button.Pressed) -> None:
|
||||
button_id = event.button.id
|
||||
if button_id == "search_button":
|
||||
self._search_results()
|
||||
elif button_id == "copy_button":
|
||||
self._copy_selected_cell()
|
||||
elif button_id == "export_button":
|
||||
self._export_results_csv()
|
||||
elif button_id == "execute_button":
|
||||
self.action_execute()
|
||||
elif button_id == "window_close_button":
|
||||
self.exit()
|
||||
elif button_id == "stream_toggle_button":
|
||||
self._toggle_stream_painting()
|
||||
|
||||
def on_input_submitted(self, event: Input.Submitted) -> None:
|
||||
if event.input.id == "results_search":
|
||||
self._search_results()
|
||||
|
||||
def on_click(self, event: events.Click) -> None:
|
||||
if getattr(event.widget, "id", None) != "ops_tree":
|
||||
return
|
||||
line = event.style.meta.get("line")
|
||||
if line is None:
|
||||
return
|
||||
tree = self.query_one("#ops_tree", Tree)
|
||||
node = tree.get_node_at_line(line)
|
||||
if node is None:
|
||||
return
|
||||
node_data = node.data
|
||||
if not isinstance(node_data, dict) or node_data.get("kind") != "constructor":
|
||||
return
|
||||
self._append_operator_to_query(self._stringify(node_data.get("op", "")).strip())
|
||||
|
||||
def _append_operator_to_query(self, op_name: str) -> None:
|
||||
if not op_name:
|
||||
return
|
||||
query_input = self.query_one("#query_input", TextArea)
|
||||
existing = query_input.text
|
||||
if existing.strip():
|
||||
separator = "" if existing.endswith("\n") else "\n"
|
||||
query_input.text = f"{existing}{separator}{op_name}"
|
||||
else:
|
||||
query_input.text = op_name
|
||||
query_input.focus()
|
||||
|
||||
def _execute_query_async(self) -> None:
|
||||
self._ensure_interop_started()
|
||||
query = self.query_one(TextArea).text.strip()
|
||||
if not query:
|
||||
return
|
||||
self._column_width_cache.clear()
|
||||
self._save_last_query(query)
|
||||
self._update_timestamps.clear()
|
||||
self._last_update_at = None
|
||||
self._stream_started_at = time.monotonic()
|
||||
self._total_updates = 0
|
||||
self._last_row_count = 0
|
||||
self._paused_latest_response = None
|
||||
self._refresh_status()
|
||||
|
||||
req_id = str(uuid.uuid4())
|
||||
|
||||
def _run() -> None:
|
||||
try:
|
||||
def _on_response(resp: DslResponse) -> None:
|
||||
self.call_from_thread(self._render_response, resp)
|
||||
|
||||
get_dsl(query, req_id, _on_response)
|
||||
except Exception as exc:
|
||||
error_resp = DslResponse(data_packet=None, req_id=req_id, error=str(exc))
|
||||
self.call_from_thread(self._render_response, error_resp)
|
||||
|
||||
threading.Thread(target=_run, daemon=True).start()
|
||||
|
||||
def _render_response(self, response: DslResponse) -> None:
|
||||
if not self._grid_updates_enabled:
|
||||
self._paused_latest_response = response
|
||||
return
|
||||
self._render_response_internal(response)
|
||||
|
||||
def _render_response_internal(self, response: DslResponse) -> None:
|
||||
self._record_update()
|
||||
table = self.query_one(DataTable)
|
||||
table.remove_class("error")
|
||||
prev_scroll_x = table.scroll_offset.x
|
||||
prev_scroll_y = table.scroll_offset.y
|
||||
table.clear(columns=True)
|
||||
|
||||
if response.error:
|
||||
table.add_class("error")
|
||||
error_text = self._stringify(response.error)
|
||||
error_lines = error_text.splitlines() or [error_text]
|
||||
self._current_col_names = []
|
||||
self._current_rows = []
|
||||
self._last_row_count = len(error_lines)
|
||||
self._refresh_ops_tree()
|
||||
table.add_columns("error")
|
||||
for line in error_lines:
|
||||
table.add_row(Text(line, style="bold #f17486"))
|
||||
return
|
||||
|
||||
if response.data_packet is None or not response.data_packet.state:
|
||||
self._current_col_names = []
|
||||
self._current_rows = []
|
||||
self._last_row_count = 0
|
||||
self._refresh_ops_tree()
|
||||
table.add_columns("empty")
|
||||
table.add_row("no data")
|
||||
return
|
||||
|
||||
data_packet = response.data_packet.state[0]
|
||||
columns = data_packet.get("columns", [])
|
||||
rows = data_packet.get("all", [])
|
||||
if not isinstance(rows, list):
|
||||
rows = []
|
||||
|
||||
col_names = [c.get("name", "") for c in columns]
|
||||
if not col_names:
|
||||
col_names = list(rows[0].keys()) if rows else ["empty"]
|
||||
|
||||
self._current_col_names = col_names
|
||||
self._current_rows = rows
|
||||
self._last_row_count = len(rows)
|
||||
self._refresh_ops_tree()
|
||||
for col_name in col_names:
|
||||
width = self._column_width_cache.get(col_name, len(col_name))
|
||||
for row in rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
cell_text = self._stringify(row.get(col_name, ""))
|
||||
width = max(width, len(cell_text))
|
||||
self._column_width_cache[col_name] = width
|
||||
table.add_column(col_name, width=width)
|
||||
for row in rows:
|
||||
table.add_row(*[self._format_cell(c, row.get(c, "")) for c in col_names])
|
||||
# Preserve user's viewport during streaming refreshes.
|
||||
table.scroll_to(
|
||||
x=min(prev_scroll_x, table.max_scroll_x),
|
||||
y=min(prev_scroll_y, table.max_scroll_y),
|
||||
animate=False,
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
def _stringify(value: Any) -> str:
|
||||
return "" if value is None else str(value)
|
||||
|
||||
@staticmethod
|
||||
def _format_cell(column_name: str, value: Any) -> str | Text:
|
||||
text = DSQALiveConsole._stringify(value)
|
||||
lowered = column_name.lower()
|
||||
if lowered == "id":
|
||||
return Text(text, style="bold #9eb1d8")
|
||||
if lowered == "symbol":
|
||||
return Text(text, style="bold #dce6ff")
|
||||
if lowered == "price":
|
||||
return Text(text, style="bold #d4ddf2")
|
||||
if lowered == "time":
|
||||
return Text(text, style="#aab5d0")
|
||||
if lowered == "change":
|
||||
cleaned = text.strip()
|
||||
if cleaned.startswith("-"):
|
||||
return Text(text, style="bold #f17486")
|
||||
if cleaned.startswith("+"):
|
||||
return Text(text, style="bold #92d67e")
|
||||
return Text(text, style="bold #c7d3ef")
|
||||
if lowered == "bid":
|
||||
return Text(text, style="bold #8cf3c0 on #123526")
|
||||
if lowered == "ask":
|
||||
return Text(text, style="bold #ffd5d9 on #3b1b25")
|
||||
return text
|
||||
|
||||
def _record_update(self) -> None:
|
||||
now = time.monotonic()
|
||||
self._update_timestamps.append(now)
|
||||
self._total_updates += 1
|
||||
if self._stream_started_at is None:
|
||||
self._stream_started_at = now
|
||||
self._last_update_at = datetime.now()
|
||||
self._refresh_status()
|
||||
|
||||
def _refresh_status(self) -> None:
|
||||
self._refresh_interop_heartbeat()
|
||||
now = time.monotonic()
|
||||
cutoff = now - 1.0
|
||||
while self._update_timestamps and self._update_timestamps[0] < cutoff:
|
||||
self._update_timestamps.popleft()
|
||||
|
||||
rate = float(len(self._update_timestamps))
|
||||
if self._stream_started_at is not None:
|
||||
uptime_seconds = max(0, int(now - self._stream_started_at))
|
||||
uptime = self._format_duration(uptime_seconds)
|
||||
else:
|
||||
uptime = "--:--:--"
|
||||
last_update = self._last_update_at.strftime("%H:%M:%S") if self._last_update_at else "--:--:--"
|
||||
status = Text()
|
||||
if self._interop_is_running:
|
||||
status.append("Interop: ● UP", style="bold #92d67e")
|
||||
elif self._interop_exit_code is not None:
|
||||
status.append(f"Interop: ● DOWN({self._interop_exit_code})", style="bold #f17486")
|
||||
else:
|
||||
status.append("Interop: ● DOWN", style="bold #8b90a1")
|
||||
status.append(" | ")
|
||||
status.append(f"Rows: {self._last_row_count} | Rate: {rate:.1f}/s | ")
|
||||
status.append(f"Total Updates: {self._total_updates}", style="bold #79afe7")
|
||||
status.append(f" | Uptime: {uptime} | ")
|
||||
status.append(f"Last Update: {last_update}", style="bold #79afe7")
|
||||
self.query_one("#live_status", Static).update(status)
|
||||
|
||||
def _refresh_interop_heartbeat(self) -> None:
|
||||
is_running, exit_code = get_interop_status()
|
||||
self._interop_is_running = is_running
|
||||
self._interop_exit_code = exit_code
|
||||
|
||||
@staticmethod
|
||||
def _format_duration(total_seconds: int) -> str:
|
||||
hours = total_seconds // 3600
|
||||
minutes = (total_seconds % 3600) // 60
|
||||
seconds = total_seconds % 60
|
||||
return f"{hours:02d}:{minutes:02d}:{seconds:02d}"
|
||||
|
||||
def _search_results(self) -> None:
|
||||
raw = self.query_one("#results_search", Input).value.strip()
|
||||
if ":" not in raw:
|
||||
return
|
||||
col_part, value_part = raw.split(":", 1)
|
||||
target_col = col_part.strip()
|
||||
target_value = value_part.strip()
|
||||
if not target_col:
|
||||
return
|
||||
|
||||
lookup = {name.lower(): idx for idx, name in enumerate(self._current_col_names)}
|
||||
col_idx = lookup.get(target_col.lower())
|
||||
if col_idx is None:
|
||||
return
|
||||
|
||||
col_name = self._current_col_names[col_idx]
|
||||
needle = target_value.lower()
|
||||
for row_idx, row in enumerate(self._current_rows):
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
cell_value = self._stringify(row.get(col_name, ""))
|
||||
if needle in cell_value.lower():
|
||||
table = self.query_one("#results_table", DataTable)
|
||||
table.move_cursor(row=row_idx, column=col_idx)
|
||||
table.focus()
|
||||
return
|
||||
|
||||
def _copy_selected_cell(self) -> None:
|
||||
table = self.query_one("#results_table", DataTable)
|
||||
if table.row_count == 0 or not self._current_col_names:
|
||||
return
|
||||
coordinate = table.cursor_coordinate
|
||||
try:
|
||||
cell = table.get_cell_at(coordinate)
|
||||
except Exception:
|
||||
return
|
||||
if isinstance(cell, Text):
|
||||
value = cell.plain
|
||||
else:
|
||||
value = self._stringify(cell)
|
||||
self.copy_to_clipboard(value)
|
||||
|
||||
def _export_results_csv(self) -> None:
|
||||
if not self._current_col_names:
|
||||
return
|
||||
timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
|
||||
export_path = os.path.join(_here, f"DSQA_RESULTS_EXPORT_{timestamp}.csv")
|
||||
with open(export_path, "w", newline="", encoding="utf-8") as csv_file:
|
||||
writer = csv.writer(csv_file)
|
||||
writer.writerow(self._current_col_names)
|
||||
for row in self._current_rows:
|
||||
if isinstance(row, dict):
|
||||
writer.writerow([self._stringify(row.get(col, "")) for col in self._current_col_names])
|
||||
|
||||
def _refresh_ops_tree(self) -> None:
|
||||
tree = self.query_one("#ops_tree", Tree)
|
||||
root = tree.root
|
||||
root.remove_children()
|
||||
|
||||
if self._ops_catalog_error:
|
||||
root.add(Text(self._ops_catalog_error, style="bold #f17486"))
|
||||
root.expand()
|
||||
return
|
||||
|
||||
grouped: dict[str, dict[str, dict[str, set[str]]]] = {}
|
||||
for row in self._ops_catalog_rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
row_lookup = {self._stringify(k).lower(): v for k, v in row.items()}
|
||||
assembly_name = self._stringify(row_lookup.get("assembly_name", "")).strip() or "(unknown assembly)"
|
||||
namespace = self._stringify(row_lookup.get("namespace", "")).strip() or "(global)"
|
||||
op = self._stringify(row_lookup.get("op", "")).strip() or "(unknown op)"
|
||||
constructor = self._stringify(row_lookup.get("constructor", "")).strip() or "(none)"
|
||||
grouped.setdefault(assembly_name, {}).setdefault(namespace, {}).setdefault(op, set()).add(constructor)
|
||||
|
||||
if not grouped:
|
||||
root.add(Text("No operator metadata available", style="#8ea0c6"))
|
||||
root.expand()
|
||||
return
|
||||
|
||||
for assembly_name in sorted(grouped.keys(), key=str.lower):
|
||||
assembly_node = root.add(Text(assembly_name, style="bold #79afe7"))
|
||||
for namespace in sorted(grouped[assembly_name].keys(), key=str.lower):
|
||||
namespace_node = assembly_node.add(Text(namespace, style="#cfd7eb"))
|
||||
for op in sorted(grouped[assembly_name][namespace].keys(), key=str.lower):
|
||||
op_node = namespace_node.add(
|
||||
Text(op, style="#b8c8e7"),
|
||||
data={"kind": "op", "op": op},
|
||||
)
|
||||
for constructor in sorted(grouped[assembly_name][namespace][op], key=str.lower):
|
||||
op_node.add(
|
||||
Text(constructor, style="#9eb0d4"),
|
||||
data={"kind": "constructor", "op": op, "constructor": constructor},
|
||||
)
|
||||
op_node.expand()
|
||||
namespace_node.expand()
|
||||
assembly_node.expand()
|
||||
root.expand()
|
||||
|
||||
def _refresh_ops_tree_async(self) -> None:
|
||||
if self._ops_catalog_loaded or self._ops_catalog_loading:
|
||||
return
|
||||
self._ensure_interop_started()
|
||||
self._ops_catalog_loading = True
|
||||
req_id = str(uuid.uuid4())
|
||||
|
||||
def _run() -> None:
|
||||
try:
|
||||
def _on_response(resp: DslResponse) -> None:
|
||||
self.call_from_thread(self._update_ops_catalog, resp)
|
||||
|
||||
get_dsl("OpsStream()", req_id, _on_response)
|
||||
except Exception as exc:
|
||||
error_resp = DslResponse(data_packet=None, req_id=req_id, error=str(exc))
|
||||
self.call_from_thread(self._update_ops_catalog, error_resp)
|
||||
|
||||
threading.Thread(target=_run, daemon=True).start()
|
||||
|
||||
def _update_ops_catalog(self, response: DslResponse) -> None:
|
||||
self._ops_catalog_loading = False
|
||||
if response.error:
|
||||
self._ops_catalog_rows = []
|
||||
self._ops_catalog_error = self._stringify(response.error)
|
||||
self._refresh_ops_tree()
|
||||
return
|
||||
|
||||
if response.data_packet is None or not response.data_packet.state:
|
||||
self._ops_catalog_rows = []
|
||||
self._ops_catalog_error = "OpsStream() returned no data"
|
||||
self._refresh_ops_tree()
|
||||
return
|
||||
|
||||
data_packet = response.data_packet.state[0]
|
||||
rows = data_packet.get("all", [])
|
||||
if not isinstance(rows, list):
|
||||
rows = []
|
||||
normalized_rows: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
if isinstance(row, dict):
|
||||
normalized_rows.append(row)
|
||||
self._ops_catalog_rows = normalized_rows
|
||||
self._ops_catalog_error = None
|
||||
self._ops_catalog_loaded = True
|
||||
self._refresh_ops_tree()
|
||||
|
||||
def _toggle_stream_painting(self) -> None:
|
||||
self._grid_updates_enabled = not self._grid_updates_enabled
|
||||
self._set_stream_toggle_label()
|
||||
self._set_pause_visuals()
|
||||
if self._grid_updates_enabled and self._paused_latest_response is not None:
|
||||
latest = self._paused_latest_response
|
||||
self._paused_latest_response = None
|
||||
self._render_response_internal(latest)
|
||||
|
||||
def _set_stream_toggle_label(self) -> None:
|
||||
button = self.query_one("#stream_toggle_button", Button)
|
||||
button.label = "⏸ Pause" if self._grid_updates_enabled else "▶ Play"
|
||||
|
||||
def _set_pause_visuals(self) -> None:
|
||||
table = self.query_one("#results_table", DataTable)
|
||||
panel = self.query_one("#results_panel", Vertical)
|
||||
if self._grid_updates_enabled:
|
||||
table.remove_class("paused")
|
||||
panel.remove_class("paused")
|
||||
else:
|
||||
table.add_class("paused")
|
||||
panel.add_class("paused")
|
||||
|
||||
def _load_last_query(self) -> str:
|
||||
try:
|
||||
with open(self.LAST_QUERY_PATH, "r", encoding="utf-8") as file:
|
||||
text = file.read().strip()
|
||||
return text if text else self.DEFAULT_QUERY
|
||||
except FileNotFoundError:
|
||||
return self.DEFAULT_QUERY
|
||||
except OSError:
|
||||
return self.DEFAULT_QUERY
|
||||
|
||||
def _save_last_query(self, query: str) -> None:
|
||||
try:
|
||||
with open(self.LAST_QUERY_PATH, "w", encoding="utf-8") as file:
|
||||
file.write(query)
|
||||
except OSError:
|
||||
pass
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
DSQALiveConsole().run()
|
||||
@@ -1,31 +0,0 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
|
||||
<PropertyGroup>
|
||||
<OutputType>Exe</OutputType>
|
||||
<TargetFramework>net8.0</TargetFramework>
|
||||
<ImplicitUsings>enable</ImplicitUsings>
|
||||
<Nullable>enable</Nullable>
|
||||
<AssemblyName>BlueOrbDSLInteropServer</AssemblyName>
|
||||
<RootNamespace>BlueOrbDSLInteropServer</RootNamespace>
|
||||
</PropertyGroup>
|
||||
|
||||
<Choose>
|
||||
<When Condition="'$(UseProjectRefs)' == 'true'">
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\..\cs\Bts.Spark.Api\Bts.Spark.Api.csproj" />
|
||||
<ProjectReference Include="..\DataStream\DataStream.csproj" />
|
||||
<ProjectReference Include="..\PubSub\PubSub.csproj" />
|
||||
<ProjectReference Include="..\BlueOrbOperatorStreams\BlueOrbOperatorStreams.csproj" />
|
||||
</ItemGroup>
|
||||
</When>
|
||||
<Otherwise>
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Bts.Spark.Api" Version="$(SparkVersion)" />
|
||||
<PackageReference Include="DataStream" Version="$(SparkVersion)" />
|
||||
<PackageReference Include="PubSub" Version="$(SparkVersion)" />
|
||||
<PackageReference Include="BlueOrbOperatorStreams" Version="$(SparkVersion)" />
|
||||
</ItemGroup>
|
||||
</Otherwise>
|
||||
</Choose>
|
||||
|
||||
</Project>
|
||||
@@ -1,122 +0,0 @@
|
||||
using System;
|
||||
using System.Text.Json;
|
||||
using System.Text.Json.Serialization;
|
||||
|
||||
using BCG;
|
||||
|
||||
using bts.BlueOrb;
|
||||
|
||||
using Bts.DataStream;
|
||||
|
||||
using Bts.DataStreamCore;
|
||||
using Bts.DataStreamExpressions;
|
||||
using Bts.PubSub;
|
||||
|
||||
using MathNet.Numerics.Statistics;
|
||||
|
||||
|
||||
namespace BlueOrbDSLInteropServer {
|
||||
// BlueOrbDSLInteropServer reads DSL lines from stdin, validates them,
|
||||
// and writes one DataPacket JSON line to stdout per input.
|
||||
internal static class Program {
|
||||
private const string ExitSignal = ":exit";
|
||||
private static SyncQueue<DslRequest> _work_queue = new SyncQueue<DslRequest>();
|
||||
private static JsonSerializerOptions response_json_options = new JsonSerializerOptions {
|
||||
NumberHandling = JsonNumberHandling.AllowNamedFloatingPointLiterals
|
||||
};
|
||||
private static string _current_req_id;
|
||||
|
||||
// Request from Python
|
||||
private sealed class DslRequest {
|
||||
public string? dsl { get; set; }
|
||||
public string? req_id { get; set; }
|
||||
}
|
||||
|
||||
// Response envelope for Python: includes DataPacket, request id, and optional error.
|
||||
private sealed class DslResponse {
|
||||
public DataPacket? data_packet { get; set; }
|
||||
public string? req_id { get; set; }
|
||||
public string? error { get; set; }
|
||||
}
|
||||
|
||||
private static void Main(string[] args) {
|
||||
//System.Threading.Thread.Sleep(20000);
|
||||
System.Threading.Thread thread = new Thread(_worker_loop);
|
||||
thread.IsBackground = true;
|
||||
thread.Start();
|
||||
response_json_options.Converters.Add(new DataPacketJsonConverter {
|
||||
IncludeCurrent = true,
|
||||
UseObjectRows = true,
|
||||
});
|
||||
string? line;
|
||||
while ((line = Console.ReadLine()) != null) {
|
||||
line = line.Trim();
|
||||
if (line.Length == 0) {
|
||||
continue;
|
||||
}
|
||||
if (string.Equals(line, ExitSignal, StringComparison.OrdinalIgnoreCase)) {
|
||||
break;
|
||||
}
|
||||
|
||||
try {
|
||||
DslRequest req = JsonSerializer.Deserialize<DslRequest>(line);
|
||||
_work_queue.enqueue(req);
|
||||
} catch (Exception ex) {
|
||||
bts.Log.assert(false, ex.ToString());
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private static void _worker_loop() {
|
||||
Dictionary<string, ViewStream> req_map = new Dictionary<string, ViewStream>();
|
||||
while (true) {
|
||||
System.Threading.Thread.Sleep(100);
|
||||
ViewStreamDatabase.instance.doWork();
|
||||
var new_reqs = _work_queue.dequeue_all();
|
||||
if (new_reqs == null || new_reqs.Count == 0) {
|
||||
continue;
|
||||
}
|
||||
// ubsubscribing to previous stream(s)
|
||||
foreach (var kv in req_map) {
|
||||
kv.Value.onChange -= dp_obj => _on_dp(kv.Key, dp_obj);
|
||||
}
|
||||
foreach (var r in new_reqs) {
|
||||
var req_id = string.IsNullOrWhiteSpace(r.req_id) ? Guid.NewGuid().ToString() : r.req_id;
|
||||
_current_req_id = req_id;
|
||||
try {
|
||||
DSLStream dsl_str = new DSLStream(r.dsl);
|
||||
req_map[req_id] = dsl_str;
|
||||
dsl_str.onChange += dp_obj => _on_dp(req_id, dp_obj);
|
||||
} catch (Exception ex) {
|
||||
_write_error(req_id, ex.StackTrace);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private static void _on_dp(string req_id, object dp_obj) {
|
||||
// eventhough we unsubscribe to all the other streams except the currrent one,
|
||||
// sometimes the onLastSub is not implemented and we still get updates, this masks them
|
||||
if (req_id != _current_req_id)
|
||||
return;
|
||||
DataPacket dp = dp_obj as DataPacket;
|
||||
DslResponse response = new DslResponse() {
|
||||
data_packet = dp,
|
||||
req_id = req_id,
|
||||
error = ""
|
||||
};
|
||||
var json = JsonSerializer.Serialize(response, response_json_options);
|
||||
Console.WriteLine(json);
|
||||
}
|
||||
|
||||
private static void _write_error(string req_id, string error) {
|
||||
DslResponse response = new DslResponse() {
|
||||
data_packet = null,
|
||||
req_id = req_id,
|
||||
error = error
|
||||
};
|
||||
var json = JsonSerializer.Serialize(response, response_json_options);
|
||||
Console.WriteLine(json);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,514 +0,0 @@
|
||||
// namespace BlueOrb.Operators.Signal;
|
||||
|
||||
// using BCG;
|
||||
|
||||
// using bts;
|
||||
|
||||
// using System;
|
||||
// using System.Collections.Generic;
|
||||
// using System.Globalization;
|
||||
// using System.Linq;
|
||||
|
||||
// [DataStreamUserRespresentation("BarBuilderStream")]
|
||||
// public class BarBuilderStream : ViewStream
|
||||
// {
|
||||
// enum BarType
|
||||
// {
|
||||
// TIME,
|
||||
// TICK,
|
||||
// VOLUME,
|
||||
// DOLLAR,
|
||||
// }
|
||||
|
||||
// enum PriceSource
|
||||
// {
|
||||
// trade_price,
|
||||
// mid,
|
||||
// bid,
|
||||
// ask,
|
||||
// }
|
||||
|
||||
// enum VolumeSource
|
||||
// {
|
||||
// trade_size,
|
||||
// none,
|
||||
// }
|
||||
|
||||
// enum SessionReset
|
||||
// {
|
||||
// NONE,
|
||||
// DAY,
|
||||
// RTH,
|
||||
// ETH,
|
||||
// }
|
||||
|
||||
// sealed class BarState
|
||||
// {
|
||||
// public string Contract = string.Empty;
|
||||
// public DateTime StartTs;
|
||||
// public DateTime EndTs;
|
||||
// public double Open;
|
||||
// public double High;
|
||||
// public double Low;
|
||||
// public double Close;
|
||||
// public double Volume;
|
||||
// public int TradeCount;
|
||||
// public double SumPriceSize;
|
||||
// public double SumSize;
|
||||
// public double DollarNotional;
|
||||
// public bool HasData;
|
||||
// public DateTime SessionDay;
|
||||
// public bool InitialSnapshotEmitted;
|
||||
// }
|
||||
|
||||
// readonly ViewStream _priceStream;
|
||||
// readonly BarType _barType;
|
||||
// readonly int _barSize;
|
||||
// readonly PriceSource _priceSource;
|
||||
// readonly VolumeSource _volumeSource;
|
||||
// readonly string _timestampCol;
|
||||
// readonly bool _emitForming;
|
||||
// readonly bool _emitInitialSnapshot;
|
||||
// readonly SessionReset _sessionReset;
|
||||
|
||||
// readonly Dictionary<string, BarState> _stateByContract = new(StringComparer.Ordinal);
|
||||
// readonly Dictionary<string, bool> _validCols = new(StringComparer.OrdinalIgnoreCase);
|
||||
// bool _validated;
|
||||
// int _nextId;
|
||||
// readonly BlueTable _outTable;
|
||||
// readonly IBlueTableSchema _outSchema;
|
||||
|
||||
// public BarBuilderStream(
|
||||
// ViewStream price_stream,
|
||||
// string bar_type,
|
||||
// int bar_size,
|
||||
// string price_source,
|
||||
// string volume_source,
|
||||
// string timestamp_col = "ts_event",
|
||||
// int emit_forming_i = 0,
|
||||
// string session_reset = "NONE",
|
||||
// int emit_initial_snapshot_i = 0
|
||||
// )
|
||||
// {
|
||||
// _priceStream = price_stream;
|
||||
// _barType = ParseBarType(bar_type);
|
||||
// _barSize = bar_size;
|
||||
// _priceSource = ParsePriceSource(price_source);
|
||||
// _volumeSource = ParseVolumeSource(volume_source);
|
||||
// _timestampCol = timestamp_col;
|
||||
// _emitForming = emit_forming_i == 1;
|
||||
// _emitInitialSnapshot = emit_initial_snapshot_i == 1;
|
||||
// _sessionReset = ParseSessionReset(session_reset);
|
||||
|
||||
// if (_barSize <= 0)
|
||||
// {
|
||||
// throw new ArgumentException("bar_size must be > 0");
|
||||
// }
|
||||
|
||||
// _outSchema = BlueDataUtility.form_schema(
|
||||
// "BarBuilder",
|
||||
// Tuple.Create("id", TypeCode.Int32),
|
||||
// Tuple.Create("ts_event", TypeCode.String),
|
||||
// Tuple.Create("bar_start_ts", TypeCode.String),
|
||||
// Tuple.Create("bar_end_ts", TypeCode.String),
|
||||
// Tuple.Create("contract", TypeCode.String),
|
||||
// Tuple.Create("open", TypeCode.Double),
|
||||
// Tuple.Create("high", TypeCode.Double),
|
||||
// Tuple.Create("low", TypeCode.Double),
|
||||
// Tuple.Create("close", TypeCode.Double),
|
||||
// Tuple.Create("volume", TypeCode.Double),
|
||||
// Tuple.Create("trade_count", TypeCode.Int32),
|
||||
// Tuple.Create("vwap", TypeCode.Double),
|
||||
// Tuple.Create("is_forming", TypeCode.Boolean)
|
||||
// );
|
||||
// _outTable = new BlueTable(_outSchema);
|
||||
// }
|
||||
|
||||
// protected override void myOnFirstSubscriber()
|
||||
// {
|
||||
// _priceStream.onChange += _on_price_change;
|
||||
// }
|
||||
|
||||
// protected override void myOnLastSubscriber()
|
||||
// {
|
||||
// _priceStream.onChange -= _on_price_change;
|
||||
// }
|
||||
|
||||
// void _on_price_change(object newValue)
|
||||
// {
|
||||
// var dp = newValue as IDataPacket;
|
||||
// if (dp is null)
|
||||
// {
|
||||
// return;
|
||||
// }
|
||||
// if (!_validated)
|
||||
// {
|
||||
// ValidateInputSchema(dp.newRows.schema);
|
||||
// _validated = true;
|
||||
// }
|
||||
|
||||
// var emitted = new List<IBlueRow>();
|
||||
// foreach (IBlueRow row in dp.addedRows)
|
||||
// {
|
||||
// ProcessEvent(row, emitted);
|
||||
// }
|
||||
|
||||
// if (emitted.Count == 0)
|
||||
// {
|
||||
// return;
|
||||
// }
|
||||
// foreach (var r in emitted)
|
||||
// {
|
||||
// _outTable.addRow(r);
|
||||
// }
|
||||
// var outDp = BlueDataUtility.build_dp_inc(_outTable, myLastValue as IDataPacket);
|
||||
// myFireEvent(outDp);
|
||||
// }
|
||||
|
||||
// void ValidateInputSchema(IBlueTableSchema schema)
|
||||
// {
|
||||
// _validCols.Clear();
|
||||
// foreach (var name in schema.columnNames)
|
||||
// {
|
||||
// _validCols[name] = true;
|
||||
// }
|
||||
|
||||
// if (!_validCols.ContainsKey(_timestampCol))
|
||||
// {
|
||||
// throw new ArgumentException($"Missing required column: {_timestampCol}");
|
||||
// }
|
||||
|
||||
// switch (_priceSource)
|
||||
// {
|
||||
// case PriceSource.trade_price:
|
||||
// RequireCol("trade_price");
|
||||
// break;
|
||||
// case PriceSource.mid:
|
||||
// RequireCol("bid_price");
|
||||
// RequireCol("ask_price");
|
||||
// break;
|
||||
// case PriceSource.bid:
|
||||
// RequireCol("bid_price");
|
||||
// break;
|
||||
// case PriceSource.ask:
|
||||
// RequireCol("ask_price");
|
||||
// break;
|
||||
// }
|
||||
|
||||
// if (_barType is BarType.VOLUME or BarType.DOLLAR)
|
||||
// {
|
||||
// if (_volumeSource == VolumeSource.none || !_validCols.ContainsKey("trade_size"))
|
||||
// {
|
||||
// throw new ArgumentException("VOLUME/DOLLAR require executed trade volume; invalid for BBO-only streams.");
|
||||
// }
|
||||
// }
|
||||
// else if (_volumeSource == VolumeSource.trade_size)
|
||||
// {
|
||||
// RequireCol("trade_size");
|
||||
// }
|
||||
// }
|
||||
|
||||
// void RequireCol(string name)
|
||||
// {
|
||||
// if (!_validCols.ContainsKey(name))
|
||||
// {
|
||||
// throw new ArgumentException($"Missing required column for selected source: {name}");
|
||||
// }
|
||||
// }
|
||||
|
||||
// void ProcessEvent(IBlueRow row, List<IBlueRow> emitted)
|
||||
// {
|
||||
// var ts = ParseTimestamp(row);
|
||||
// var contract = ResolveContract(row);
|
||||
// var price = ResolvePrice(row);
|
||||
// var size = ResolveSize(row);
|
||||
// var state = GetOrCreateState(contract);
|
||||
|
||||
// if (state.HasData && _sessionReset != SessionReset.NONE && ts.Date != state.SessionDay.Date)
|
||||
// {
|
||||
// emitted.Add(ToBarRow(state, ts_event: state.EndTs, isForming: false));
|
||||
// state.HasData = false;
|
||||
// }
|
||||
|
||||
// switch (_barType)
|
||||
// {
|
||||
// case BarType.TIME:
|
||||
// ProcessTimeBar(state, ts, price, size, emitted);
|
||||
// break;
|
||||
// case BarType.TICK:
|
||||
// ProcessThresholdBar(state, ts, price, size, emitted, state.TradeCount + 1 >= _barSize);
|
||||
// break;
|
||||
// case BarType.VOLUME:
|
||||
// ProcessThresholdBar(state, ts, price, size, emitted, state.Volume + size >= _barSize);
|
||||
// break;
|
||||
// case BarType.DOLLAR:
|
||||
// ProcessThresholdBar(state, ts, price, size, emitted, state.DollarNotional + (price * size) >= _barSize);
|
||||
// break;
|
||||
// }
|
||||
// }
|
||||
|
||||
// void ProcessTimeBar(BarState state, DateTime ts, double price, double size, List<IBlueRow> emitted)
|
||||
// {
|
||||
// var bucketStart = AlignTimeBucket(ts, _barSize);
|
||||
// var bucketEnd = bucketStart.AddSeconds(_barSize);
|
||||
|
||||
// if (!state.HasData)
|
||||
// {
|
||||
// StartBar(state, ts, bucketStart, bucketEnd, price, size);
|
||||
// MaybeEmitInitialSnapshot(state, ts, emitted);
|
||||
// if (_emitForming)
|
||||
// {
|
||||
// emitted.Add(ToBarRow(state, ts, isForming: true));
|
||||
// }
|
||||
// return;
|
||||
// }
|
||||
|
||||
// if (bucketStart < state.StartTs)
|
||||
// {
|
||||
// Log.Gen.error(
|
||||
// $"BarBuilderStream ignored out-of-order event. contract={state.Contract} ts={ToIso(ts)} " +
|
||||
// $"current_bar_start={ToIso(state.StartTs)}");
|
||||
// return;
|
||||
// }
|
||||
|
||||
// if (bucketStart > state.StartTs)
|
||||
// {
|
||||
// emitted.Add(ToBarRow(state, state.EndTs, isForming: false));
|
||||
// StartBar(state, ts, bucketStart, bucketEnd, price, size);
|
||||
// if (_emitForming)
|
||||
// {
|
||||
// emitted.Add(ToBarRow(state, ts, isForming: true));
|
||||
// }
|
||||
// return;
|
||||
// }
|
||||
|
||||
// Accumulate(state, price, size);
|
||||
// state.EndTs = bucketEnd;
|
||||
// if (_emitForming)
|
||||
// {
|
||||
// emitted.Add(ToBarRow(state, ts, isForming: true));
|
||||
// }
|
||||
// }
|
||||
|
||||
// void ProcessThresholdBar(
|
||||
// BarState state,
|
||||
// DateTime ts,
|
||||
// double price,
|
||||
// double size,
|
||||
// List<IBlueRow> emitted,
|
||||
// bool shouldClose
|
||||
// )
|
||||
// {
|
||||
// if (!state.HasData)
|
||||
// {
|
||||
// StartBar(state, ts, ts, ts, price, size);
|
||||
// MaybeEmitInitialSnapshot(state, ts, emitted);
|
||||
// }
|
||||
// else
|
||||
// {
|
||||
// Accumulate(state, price, size);
|
||||
// }
|
||||
// state.EndTs = ts;
|
||||
|
||||
// if (_emitForming)
|
||||
// {
|
||||
// emitted.Add(ToBarRow(state, ts, isForming: true));
|
||||
// }
|
||||
// if (shouldClose)
|
||||
// {
|
||||
// emitted.Add(ToBarRow(state, ts, isForming: false));
|
||||
// state.HasData = false;
|
||||
// }
|
||||
// }
|
||||
|
||||
// static DateTime AlignTimeBucket(DateTime ts, int seconds)
|
||||
// {
|
||||
// var utc = ts.ToUniversalTime();
|
||||
// long bucketTicks = TimeSpan.FromSeconds(seconds).Ticks;
|
||||
// long aligned = (utc.Ticks / bucketTicks) * bucketTicks;
|
||||
// return new DateTime(aligned, DateTimeKind.Utc);
|
||||
// }
|
||||
|
||||
// void MaybeEmitInitialSnapshot(BarState state, DateTime ts, List<IBlueRow> emitted)
|
||||
// {
|
||||
// if (!_emitInitialSnapshot || state.InitialSnapshotEmitted)
|
||||
// {
|
||||
// return;
|
||||
// }
|
||||
// emitted.Add(ToBarRow(state, ts, isForming: false));
|
||||
// state.InitialSnapshotEmitted = true;
|
||||
// }
|
||||
|
||||
// void StartBar(
|
||||
// BarState state,
|
||||
// DateTime ts,
|
||||
// DateTime barStart,
|
||||
// DateTime barEnd,
|
||||
// double price,
|
||||
// double size
|
||||
// )
|
||||
// {
|
||||
// state.StartTs = barStart;
|
||||
// state.EndTs = barEnd;
|
||||
// state.Open = price;
|
||||
// state.High = price;
|
||||
// state.Low = price;
|
||||
// state.Close = price;
|
||||
// state.Volume = 0;
|
||||
// state.TradeCount = 0;
|
||||
// state.SumPriceSize = 0;
|
||||
// state.SumSize = 0;
|
||||
// state.DollarNotional = 0;
|
||||
// state.SessionDay = ts.Date;
|
||||
// state.HasData = true;
|
||||
// Accumulate(state, price, size);
|
||||
// }
|
||||
|
||||
// static void Accumulate(BarState state, double price, double size)
|
||||
// {
|
||||
// state.High = Math.Max(state.High, price);
|
||||
// state.Low = Math.Min(state.Low, price);
|
||||
// state.Close = price;
|
||||
// state.TradeCount++;
|
||||
// if (size > 0)
|
||||
// {
|
||||
// state.Volume += size;
|
||||
// state.SumSize += size;
|
||||
// state.SumPriceSize += price * size;
|
||||
// state.DollarNotional += price * size;
|
||||
// }
|
||||
// }
|
||||
|
||||
// IBlueRow ToBarRow(BarState state, DateTime ts_event, bool isForming)
|
||||
// {
|
||||
// double vwap = state.SumSize > 0 ? state.SumPriceSize / state.SumSize : state.Close;
|
||||
// var row = new MutableBlueRow(_outSchema);
|
||||
// row.setValue("id", _nextId++);
|
||||
// row.setValue("ts_event", ToIso(ts_event));
|
||||
// row.setValue("bar_start_ts", ToIso(state.StartTs));
|
||||
// row.setValue("bar_end_ts", ToIso(state.EndTs));
|
||||
// row.setValue("contract", state.Contract);
|
||||
// row.setValue("open", state.Open);
|
||||
// row.setValue("high", state.High);
|
||||
// row.setValue("low", state.Low);
|
||||
// row.setValue("close", state.Close);
|
||||
// row.setValue("volume", _volumeSource == VolumeSource.none ? 0.0 : state.Volume);
|
||||
// row.setValue("trade_count", state.TradeCount);
|
||||
// row.setValue("vwap", vwap);
|
||||
// row.setValue("is_forming", isForming);
|
||||
// return row;
|
||||
// }
|
||||
|
||||
// BarState GetOrCreateState(string contract)
|
||||
// {
|
||||
// if (_stateByContract.TryGetValue(contract, out var existing))
|
||||
// {
|
||||
// return existing;
|
||||
// }
|
||||
// var created = new BarState { Contract = contract };
|
||||
// _stateByContract[contract] = created;
|
||||
// return created;
|
||||
// }
|
||||
|
||||
// DateTime ParseTimestamp(IBlueRow row)
|
||||
// {
|
||||
// object? raw = row[_timestampCol];
|
||||
// if (raw is DateTime dt)
|
||||
// {
|
||||
// return dt;
|
||||
// }
|
||||
// if (raw is string s && DateTime.TryParse(s, null, DateTimeStyles.RoundtripKind, out dt))
|
||||
// {
|
||||
// return dt;
|
||||
// }
|
||||
// throw new ArgumentException($"Invalid timestamp value in column '{_timestampCol}'.");
|
||||
// }
|
||||
|
||||
// string ResolveContract(IBlueRow row)
|
||||
// {
|
||||
// if (_validCols.ContainsKey("contract"))
|
||||
// {
|
||||
// return (row["contract"]?.ToString() ?? string.Empty).Trim();
|
||||
// }
|
||||
// if (_validCols.ContainsKey("symbol"))
|
||||
// {
|
||||
// return (row["symbol"]?.ToString() ?? string.Empty).Trim();
|
||||
// }
|
||||
// return string.Empty;
|
||||
// }
|
||||
|
||||
// double ResolvePrice(IBlueRow row)
|
||||
// {
|
||||
// return _priceSource switch
|
||||
// {
|
||||
// PriceSource.trade_price => ToDouble(row["trade_price"], "trade_price"),
|
||||
// PriceSource.mid => (ToDouble(row["bid_price"], "bid_price") + ToDouble(row["ask_price"], "ask_price")) / 2.0,
|
||||
// PriceSource.bid => ToDouble(row["bid_price"], "bid_price"),
|
||||
// PriceSource.ask => ToDouble(row["ask_price"], "ask_price"),
|
||||
// _ => throw new ArgumentOutOfRangeException()
|
||||
// };
|
||||
// }
|
||||
|
||||
// double ResolveSize(IBlueRow row)
|
||||
// {
|
||||
// if (_volumeSource == VolumeSource.none)
|
||||
// {
|
||||
// return 0;
|
||||
// }
|
||||
// return ToDouble(row["trade_size"], "trade_size");
|
||||
// }
|
||||
|
||||
// static double ToDouble(object? value, string colName)
|
||||
// {
|
||||
// var d = BlueDataUtility.GetDouble(value!);
|
||||
// if (!d.HasValue)
|
||||
// {
|
||||
// throw new ArgumentException($"Column '{colName}' must be numeric.");
|
||||
// }
|
||||
// return d.Value;
|
||||
// }
|
||||
|
||||
// static string ToIso(DateTime dt) =>
|
||||
// dt.ToUniversalTime().ToString("O");
|
||||
|
||||
// static BarType ParseBarType(string value)
|
||||
// {
|
||||
// if (Enum.TryParse<BarType>(value, true, out var parsed))
|
||||
// {
|
||||
// return parsed;
|
||||
// }
|
||||
// throw new ArgumentException("bar_type must be one of: TIME | TICK | VOLUME | DOLLAR");
|
||||
// }
|
||||
|
||||
// static PriceSource ParsePriceSource(string value)
|
||||
// {
|
||||
// if (Enum.TryParse<PriceSource>(value, true, out var parsed))
|
||||
// {
|
||||
// return parsed;
|
||||
// }
|
||||
// throw new ArgumentException("price_source must be one of: trade_price | mid | bid | ask");
|
||||
// }
|
||||
|
||||
// static VolumeSource ParseVolumeSource(string value)
|
||||
// {
|
||||
// if (Enum.TryParse<VolumeSource>(value, true, out var parsed))
|
||||
// {
|
||||
// return parsed;
|
||||
// }
|
||||
// throw new ArgumentException("volume_source must be one of: trade_size | none");
|
||||
// }
|
||||
|
||||
// static SessionReset ParseSessionReset(string value)
|
||||
// {
|
||||
// if (!Enum.TryParse<SessionReset>(value, true, out var parsed))
|
||||
// {
|
||||
// throw new ArgumentException("session_reset must be one of: NONE | DAY | RTH | ETH");
|
||||
// }
|
||||
// // TODO: differentiate RTH/ETH session boundaries; currently treated as DAY.
|
||||
// if (parsed is SessionReset.RTH or SessionReset.ETH)
|
||||
// {
|
||||
// return SessionReset.DAY;
|
||||
// }
|
||||
// return parsed;
|
||||
// }
|
||||
// }
|
||||
@@ -1,41 +0,0 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net8.0</TargetFramework>
|
||||
<ImplicitUsings>enable</ImplicitUsings>
|
||||
<Nullable>enable</Nullable>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="MathNet.Numerics" Version="5.0.0" />
|
||||
<PackageReference Include="OpenAI" Version="2.0.0" />
|
||||
<PackageReference Include="System.Linq.Async" Version="6.0.1" />
|
||||
</ItemGroup>
|
||||
|
||||
<Choose>
|
||||
<When Condition="'$(UseProjectRefs)' == 'true'">
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\..\cs\Bts.Spark.Api\Bts.Spark.Api.csproj" />
|
||||
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
|
||||
<ProjectReference Include="..\DataStream\DataStream.csproj" />
|
||||
<ProjectReference Include="..\PubSub\PubSub.csproj" />
|
||||
</ItemGroup>
|
||||
</When>
|
||||
<Otherwise>
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Bts.Spark.Api" Version="$(SparkVersion)" />
|
||||
<PackageReference Include="DataStream" Version="$(SparkVersion)" />
|
||||
<PackageReference Include="PubSub" Version="$(SparkVersion)" />
|
||||
</ItemGroup>
|
||||
</Otherwise>
|
||||
</Choose>
|
||||
|
||||
<!-- <ItemGroup>
|
||||
<RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubHeartbeatSchema.json" TypeName="PubSubHeartbeatRow" TableName="PubSubHeartbeat" />
|
||||
<RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubRouteSchema.json" TypeName="PubSubRouteRow" TableName="PubSubRoute" />
|
||||
<RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubServerStateSchema.json" TypeName="PubSubServerStateRow" TableName="PubSubServerState" />
|
||||
<RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubServerTagStatsSchema.json" TypeName="PubSubServerTagStatsRow" TableName="PubSubServerTagStats" />
|
||||
<RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\TableMetadataSchema.json" TypeName="TableMetadataRow" TableName="TableMetadata" />
|
||||
</ItemGroup> -->
|
||||
|
||||
</Project>
|
||||
@@ -1,294 +0,0 @@
|
||||
namespace BlueOrb.Internal
|
||||
{
|
||||
using bts;
|
||||
//using bts.api;
|
||||
//using bts.spark;
|
||||
|
||||
using System;
|
||||
using System.Diagnostics.CodeAnalysis;
|
||||
|
||||
public static class ContractUtils
|
||||
{
|
||||
public record FutureTradableContract(
|
||||
string Symbol,
|
||||
DateTime Expiration,
|
||||
Exchange Exchange,
|
||||
string? ContractText);
|
||||
|
||||
public class FutureSpreadContract
|
||||
{
|
||||
public List<Tuple<double, FutureTradableContract>> legs = new(2);
|
||||
public string Symbol
|
||||
{
|
||||
get
|
||||
{
|
||||
return legs == null || legs.Count == 0 ? string.Empty : legs.ElementAt(0).Item2.Symbol;
|
||||
}
|
||||
}
|
||||
public string? ContractText;
|
||||
}
|
||||
|
||||
public record FutureContinousContract(string Symbol, Exchange Exchange);
|
||||
|
||||
// this is for all future conytracts belonging to a symbol
|
||||
public record FutureWildcardContract(string Symbol, Exchange Exchange);
|
||||
|
||||
public class FutureContract
|
||||
{
|
||||
public FutureWildcardContract? wildcard_contract;
|
||||
public FutureTradableContract? future_tradable_contract;
|
||||
public FutureSpreadContract? spread_tradable_contract;
|
||||
public FutureContinousContract? continous_constract;
|
||||
|
||||
public FutureContract(string txt)
|
||||
{
|
||||
wildcard_contract = parse_wildcard_contract(txt);
|
||||
if (wildcard_contract != null)
|
||||
return;
|
||||
var fc = parse_future_contract(txt);
|
||||
if (fc != null)
|
||||
{
|
||||
future_tradable_contract = fc;
|
||||
return;
|
||||
}
|
||||
var sc = parse_future_spread_contract(txt);
|
||||
if (sc != null)
|
||||
{
|
||||
spread_tradable_contract = sc;
|
||||
return;
|
||||
}
|
||||
// this is not totally true, since ParseFutureSpreadContract does not
|
||||
// parse ICS spreads
|
||||
continous_constract = new(txt, Exchange.CME);
|
||||
}
|
||||
|
||||
[MemberNotNullWhen(true, nameof(continous_constract))]
|
||||
public bool is_continous_contract => continous_constract != null;
|
||||
|
||||
[MemberNotNullWhen(true, nameof(wildcard_contract))]
|
||||
public bool is_wildcard_contract => wildcard_contract != null;
|
||||
|
||||
[MemberNotNullWhen(true, nameof(future_tradable_contract))]
|
||||
public bool is_future_tradable_contract => future_tradable_contract != null;
|
||||
|
||||
[MemberNotNullWhen(true, nameof(spread_tradable_contract))]
|
||||
public bool is_spread_tradable_contract => spread_tradable_contract != null;
|
||||
|
||||
public string symbol()
|
||||
{
|
||||
if (wildcard_contract != null)
|
||||
return wildcard_contract.Symbol;
|
||||
if (continous_constract != null)
|
||||
{
|
||||
return continous_constract.Symbol;
|
||||
}
|
||||
else if (future_tradable_contract != null)
|
||||
{
|
||||
return future_tradable_contract.Symbol;
|
||||
}
|
||||
else if (spread_tradable_contract != null)
|
||||
{
|
||||
return spread_tradable_contract.Symbol;
|
||||
}
|
||||
Log.assert(false);
|
||||
return string.Empty;
|
||||
}
|
||||
public string? contract_text
|
||||
{
|
||||
get
|
||||
{
|
||||
if (future_tradable_contract != null)
|
||||
return future_tradable_contract.ContractText;
|
||||
if (spread_tradable_contract != null)
|
||||
return spread_tradable_contract.ContractText;
|
||||
return null;
|
||||
}
|
||||
}
|
||||
}
|
||||
#region Parsing
|
||||
public static FutureWildcardContract? parse_wildcard_contract(string contract_txt, Exchange exchange = Exchange.CME)
|
||||
{
|
||||
if (contract_txt.EndsWith("*"))
|
||||
{
|
||||
contract_txt = contract_txt.Replace("*", string.Empty);
|
||||
return new FutureWildcardContract(contract_txt, exchange);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
public static FutureTradableContract? parse_future_contract(string contract_txt, Exchange exchange = Exchange.CME)
|
||||
{
|
||||
// Validate the future string length
|
||||
if (!contract_txt.All(c => char.IsLetterOrDigit(c)))
|
||||
return null;
|
||||
if (contract_txt.Length < 4)
|
||||
{
|
||||
return null;
|
||||
}
|
||||
|
||||
// Extract the symbol and the expiration month/year codes
|
||||
string symbol = contract_txt.Substring(0, contract_txt.Length - 2);
|
||||
char monthCode = contract_txt[contract_txt.Length - 2];
|
||||
char yearCode = contract_txt[contract_txt.Length - 1];
|
||||
|
||||
// Map month code to month, return null if the month code is invalid
|
||||
int month = monthCode switch
|
||||
{
|
||||
'F' => 1, // January
|
||||
'G' => 2, // February
|
||||
'H' => 3, // March
|
||||
'J' => 4, // April
|
||||
'K' => 5, // May
|
||||
'M' => 6, // June
|
||||
'N' => 7, // July
|
||||
'Q' => 8, // August
|
||||
'U' => 9, // September
|
||||
'V' => 10, // October
|
||||
'X' => 11, // November
|
||||
'Z' => 12, // December
|
||||
_ => 0 // Return 0 for invalid month code
|
||||
};
|
||||
|
||||
if (month == 0)
|
||||
{
|
||||
return null; // Invalid month code
|
||||
}
|
||||
|
||||
// Calculate the year based on the current decade
|
||||
int currentYear = DateTime.Now.Year;
|
||||
int decadeStart = currentYear / 10 * 10;
|
||||
int year = decadeStart + (yearCode - '0');
|
||||
|
||||
// If the year is in the past, assume the next decade
|
||||
if (year < currentYear)
|
||||
{
|
||||
year += 10;
|
||||
}
|
||||
|
||||
// Create the FutureContract instance and set its properties
|
||||
DateTime expiration = new DateTime(year, month, 1);
|
||||
return new(symbol, expiration, exchange, contract_txt);
|
||||
}
|
||||
// Method to parse a futures spread, e.g. "CLX4-CLZ4"
|
||||
public static FutureSpreadContract? parse_future_spread_contract(string contract_txt, Exchange exchange = Exchange.CME)
|
||||
{
|
||||
// Split the string by '-' to handle each leg
|
||||
var spreadParts = contract_txt.Split('-');
|
||||
if (spreadParts.Length < 2)
|
||||
{
|
||||
return null; // Not a valid spread format
|
||||
}
|
||||
|
||||
var spreadContract = new FutureSpreadContract { legs = new List<Tuple<double, FutureTradableContract>>() };
|
||||
|
||||
foreach (var part in spreadParts)
|
||||
{
|
||||
// Split each leg by '*', assuming the format is weight*future or just future
|
||||
string[] legParts = part.Split('*');
|
||||
double weight = 1.0;
|
||||
string futurePart;
|
||||
|
||||
if (legParts.Length == 2)
|
||||
{
|
||||
if (!double.TryParse(legParts[0], out weight))
|
||||
{
|
||||
return null; // Invalid weight, parsing failed
|
||||
}
|
||||
futurePart = legParts[1];
|
||||
}
|
||||
else if (legParts.Length == 1)
|
||||
{
|
||||
futurePart = legParts[0];
|
||||
}
|
||||
else
|
||||
{
|
||||
return null; // Invalid format, too many '*' parts
|
||||
}
|
||||
|
||||
// Parse the future contract
|
||||
var futureContract = parse_future_contract(futurePart, exchange);
|
||||
if (futureContract == null)
|
||||
{
|
||||
return null; // Failed to parse the future part
|
||||
}
|
||||
|
||||
// Add the leg to the spread contract
|
||||
spreadContract.legs.Add(new Tuple<double, FutureTradableContract>(weight, futureContract));
|
||||
}
|
||||
return spreadContract;
|
||||
}
|
||||
|
||||
// public static ContractType DetermineFutureOrSpread(string contract) {
|
||||
// if (contract.Contains("-")) {
|
||||
// return ContractType.FutureSpread;
|
||||
// } else {
|
||||
// return ContractType.Future;
|
||||
// }
|
||||
// }
|
||||
#endregion
|
||||
|
||||
public static ContractType get_type(string contract_txt)
|
||||
{
|
||||
var fc = parse_future_contract(contract_txt);
|
||||
if (fc != null)
|
||||
{
|
||||
return ContractType.Future;
|
||||
}
|
||||
var sc = parse_future_spread_contract(contract_txt);
|
||||
if (sc != null)
|
||||
{
|
||||
return ContractType.FutureSpread;
|
||||
}
|
||||
// tehre are some non calendar spreads we cant parse
|
||||
//Log.assert(false);
|
||||
return ContractType.FutureSpread;
|
||||
}
|
||||
|
||||
public static ContractCategory get_category(string symbol)
|
||||
{
|
||||
var tp = get_symbol_category(symbol);
|
||||
return tp.Item1;
|
||||
}
|
||||
|
||||
public static Tuple<ContractCategory, string> get_symbol_category(string symbol)
|
||||
{
|
||||
var fc = parse_future_contract(symbol);
|
||||
if (fc != null)
|
||||
{
|
||||
return Tuple.Create(ContractCategory.FutureString, fc.Symbol);
|
||||
}
|
||||
var sc = parse_future_spread_contract(symbol);
|
||||
if (sc != null)
|
||||
{
|
||||
return Tuple.Create(ContractCategory.FutureString, sc.Symbol);
|
||||
}
|
||||
return Tuple.Create(ContractCategory.Symbol, symbol);
|
||||
}
|
||||
|
||||
|
||||
|
||||
public enum ContractType
|
||||
{
|
||||
Spot,
|
||||
Option,
|
||||
Future,
|
||||
FutureSpread,
|
||||
OptionSpread
|
||||
}
|
||||
public enum ContractCategory
|
||||
{
|
||||
Symbol = 0,
|
||||
FutureString,
|
||||
SpreadString
|
||||
}
|
||||
public enum CallPut
|
||||
{
|
||||
Call,
|
||||
Put
|
||||
}
|
||||
public enum Exchange
|
||||
{
|
||||
CME
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
@@ -1,99 +0,0 @@
|
||||
namespace BlueOrb.Operators.Data {
|
||||
using BCG;
|
||||
|
||||
using bts;
|
||||
|
||||
using Spark.Core.Diagnostics;
|
||||
|
||||
using BlueOrb.Internal;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
[DataStreamUserRespresentation("ReplayFutureLiveBBOStream")]
|
||||
public class ReplayFutureLiveBBOStream : ViewStream, BCG.Utilities.General.IWorker {
|
||||
private class LastFireTime {
|
||||
public DateTime last_fireitme_file = DateTime.MinValue;
|
||||
public DateTime last_firetime_clock = DateTime.MinValue;
|
||||
}
|
||||
private class RowsWithPointer {
|
||||
public List<IBlueRow>? rows;
|
||||
public int pointer;
|
||||
}
|
||||
|
||||
|
||||
readonly ViewStreamDatabase? _vsd;
|
||||
readonly ContractUtils.FutureContinousContract? _fcc;
|
||||
private readonly LastFireTime _last_fire_time = new LastFireTime();
|
||||
private RowsWithPointer _rows = new RowsWithPointer();
|
||||
|
||||
public ReplayFutureLiveBBOStream(string continous_contract) {
|
||||
Func<string> iso_8601_now = () => {
|
||||
DateTime utc_now = DateTime.UtcNow;
|
||||
long ticks = utc_now.Ticks; // 1 tick = 100 ns
|
||||
long nanoseconds = ticks % TimeSpan.TicksPerSecond * 100;
|
||||
string formatted = utc_now.ToString("yyyy-MM-ddTHH:mm:ss");
|
||||
formatted += $".{nanoseconds:D9}Z";
|
||||
return formatted;
|
||||
};
|
||||
ViewStream rs = new ReplayFutureLiveBBOStream(continous_contract, true);
|
||||
IBlueTableSchema schema_out = BlueDataUtility.form_schema("BBO",
|
||||
Tuple.Create("id", TypeCode.Int32),
|
||||
Tuple.Create("ts_event", TypeCode.String),
|
||||
Tuple.Create("contract", TypeCode.String),
|
||||
Tuple.Create("bid_price", TypeCode.Double),
|
||||
Tuple.Create("bid_size", TypeCode.Int32),
|
||||
Tuple.Create("ask_price", TypeCode.Double),
|
||||
Tuple.Create("ask_size", TypeCode.Int32));
|
||||
rs = new MapStream(rs, s => schema_out,
|
||||
r =>
|
||||
new BlueRow(schema_out, r["id"], /*r.get<string>("ts_event")*/iso_8601_now(), r.get<string>("symbol"),
|
||||
r.get<double>("bid_px_00"), r.get<int>("bid_sz_00"),
|
||||
r.get<double>("ask_px_00"), r.get<int>("ask_sz_00")));
|
||||
mySetRealSource(rs);
|
||||
}
|
||||
|
||||
private ReplayFutureLiveBBOStream(string continous_contract, bool noop)
|
||||
: this(ViewStreamDatabase.instance, new ContractUtils.FutureContract(continous_contract)) { }
|
||||
|
||||
public ReplayFutureLiveBBOStream(ViewStreamDatabase vsd, ContractUtils.FutureContract fc) {
|
||||
var fcc = fc.continous_constract;
|
||||
Log.assert(fcc != null);
|
||||
_vsd = vsd;
|
||||
_fcc = fcc;
|
||||
}
|
||||
|
||||
protected override void myOnFirstSubscriber() {
|
||||
Log.notnull(_fcc);
|
||||
var file_path = Path.Combine(SQLiteHelper.location, $"mbp1_{_fcc.Symbol}_small.csv".ToLower());
|
||||
var rows = BCG.CSVReaderStream.LoadFile(file_path);
|
||||
_rows.rows = new(rows.Count);
|
||||
_rows.rows.AddRange(rows.OfType<IBlueRow>().OrderBy(r => r.get<string>("ts_event")));
|
||||
_rows.pointer = 0;
|
||||
ExceptionAssert.NotNull(_vsd).addWorker(this);
|
||||
}
|
||||
|
||||
protected override void myOnLastSubscriber() {
|
||||
ExceptionAssert.NotNull(_vsd).removeWorker(this);
|
||||
}
|
||||
|
||||
public void doWork() {
|
||||
var rows = ExceptionAssert.NotNull(_rows.rows);
|
||||
IBlueRow cand_row = rows[_rows.pointer];
|
||||
string cand_ts_event = cand_row.get<string>("ts_event");
|
||||
DateTime cand_ts_event_dt = DateTime.Parse(cand_ts_event, null, System.Globalization.DateTimeStyles.RoundtripKind);
|
||||
TimeSpan cand_ts_span_file = cand_ts_event_dt - _last_fire_time.last_fireitme_file;
|
||||
TimeSpan ts_clock = DateTime.Now - _last_fire_time.last_firetime_clock;
|
||||
if (ts_clock >= cand_ts_span_file) {
|
||||
_rows.pointer++;
|
||||
_last_fire_time.last_firetime_clock = DateTime.Now;
|
||||
_last_fire_time.last_fireitme_file = cand_ts_event_dt;
|
||||
BlueTable bt_out = new BlueTable(cand_row.schema);
|
||||
bt_out.addRow(cand_row);
|
||||
var dp_out = BlueDataUtility.build_dp(bt_out, myLastValue as IDataPacket);
|
||||
myFireEvent(dp_out);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,111 +0,0 @@
|
||||
namespace Blueorb.Operators.Data
|
||||
{
|
||||
using BCG;
|
||||
|
||||
using Spark.Core.Diagnostics;
|
||||
using BlueOrb.Internal;
|
||||
using bts;
|
||||
using BlueOrb.Operators.Core;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
[DataStreamUserRespresentation("ReplayFutureLiveTradeStream")]
|
||||
public class ReplayFutureLiveTradeStream : ViewStream, BCG.Utilities.General.IWorker
|
||||
{
|
||||
private class LastFireTime
|
||||
{
|
||||
public DateTime last_fireitme_file = DateTime.MinValue;
|
||||
public DateTime last_firetime_clock = DateTime.MinValue;
|
||||
}
|
||||
private class RowsWithPointer
|
||||
{
|
||||
public List<IBlueRow>? rows;
|
||||
public int pointer;
|
||||
}
|
||||
|
||||
|
||||
readonly ViewStreamDatabase? _vsd;
|
||||
readonly ContractUtils.FutureContinousContract? _fcc;
|
||||
private readonly LastFireTime _last_fire_time = new LastFireTime();
|
||||
readonly RowsWithPointer _rows = new();
|
||||
|
||||
public ReplayFutureLiveTradeStream(string continous_contract)
|
||||
{
|
||||
Func<string> iso_8601_now = () =>
|
||||
{
|
||||
DateTime utc_now = DateTime.UtcNow;
|
||||
long ticks = utc_now.Ticks; // 1 tick = 100 ns
|
||||
long nanoseconds = ticks % TimeSpan.TicksPerSecond * 100;
|
||||
string formatted = utc_now.ToString("yyyy-MM-ddTHH:mm:ss");
|
||||
formatted += $".{nanoseconds:D9}Z";
|
||||
return formatted;
|
||||
};
|
||||
ViewStream rs = new ReplayFutureLiveTradeStream(continous_contract, true);
|
||||
IBlueTableSchema schema_out = BlueDataUtility.form_schema("BBO",
|
||||
Tuple.Create("id", TypeCode.Int32),
|
||||
Tuple.Create("ts_event", TypeCode.String),
|
||||
Tuple.Create("contract", TypeCode.String),
|
||||
Tuple.Create("trade_size", TypeCode.Double),
|
||||
Tuple.Create("trade_price", TypeCode.Int32),
|
||||
Tuple.Create("aggressor_side", TypeCode.String));
|
||||
rs = new MapStream(rs, s => schema_out,
|
||||
r =>
|
||||
new BlueRow(schema_out, r["id"], /*r.get<string>("ts_event")*/iso_8601_now(), r.get<string>("symbol"),
|
||||
r.get<double>("size"), r.get<double>("price"),
|
||||
r.get<string>("side").StartsWith("B") ? "BUY" : (r.get<string>("side").StartsWith("A") ? "SELL" : "NONE")));
|
||||
rs = new TimeSeriesStream(rs);
|
||||
mySetRealSource(rs);
|
||||
}
|
||||
|
||||
private ReplayFutureLiveTradeStream(string continous_contract, bool noop)
|
||||
: this(ViewStreamDatabase.instance, new ContractUtils.FutureContract(continous_contract)) { }
|
||||
|
||||
public ReplayFutureLiveTradeStream(ViewStreamDatabase vsd, ContractUtils.FutureContract fc)
|
||||
{
|
||||
var fcc = fc.continous_constract;
|
||||
Log.assert(fcc != null);
|
||||
_vsd = vsd;
|
||||
_fcc = fcc;
|
||||
}
|
||||
|
||||
protected override void myOnFirstSubscriber()
|
||||
{
|
||||
Log.notnull(_vsd);
|
||||
Log.notnull(_fcc);
|
||||
var file_path = Path.Combine(SQLiteHelper.location, $"trades_{_fcc.Symbol}.csv");
|
||||
var csv_rd = new BlueOrb.Operators.Core.CSVReaderStream(file_path, false);
|
||||
var rows = BCG.CSVReaderStream.LoadFile(file_path);
|
||||
_rows.rows = new(rows.Count);
|
||||
_rows.rows.AddRange(rows.OfType<IBlueRow>().OrderBy(r => r.get<string>("ts_event")));
|
||||
_rows.pointer = 0;
|
||||
ExceptionAssert.NotNull(_vsd).addWorker(this);
|
||||
}
|
||||
|
||||
protected override void myOnLastSubscriber()
|
||||
{
|
||||
ExceptionAssert.NotNull(_vsd).removeWorker(this);
|
||||
}
|
||||
|
||||
public void doWork()
|
||||
{
|
||||
var rows = ExceptionAssert.NotNull(_rows.rows);
|
||||
IBlueRow cand_row = rows[_rows.pointer];
|
||||
string cand_ts_event = cand_row.get<string>("ts_event");
|
||||
DateTime cand_ts_event_dt = DateTime.Parse(cand_ts_event, null, System.Globalization.DateTimeStyles.RoundtripKind);
|
||||
TimeSpan cand_ts_span_file = cand_ts_event_dt - _last_fire_time.last_fireitme_file;
|
||||
TimeSpan ts_clock = DateTime.Now - _last_fire_time.last_firetime_clock;
|
||||
if (ts_clock >= cand_ts_span_file)
|
||||
{
|
||||
_rows.pointer++;
|
||||
_last_fire_time.last_firetime_clock = DateTime.Now;
|
||||
_last_fire_time.last_fireitme_file = cand_ts_event_dt;
|
||||
BlueTable bt_out = new BlueTable(cand_row.schema);
|
||||
bt_out.addRow(cand_row);
|
||||
var dp_out = BlueDataUtility.build_dp(bt_out, myLastValue as IDataPacket);
|
||||
myFireEvent(dp_out);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,144 +0,0 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Data;
|
||||
using System.Data.SQLite;
|
||||
using System.IO;
|
||||
using System.Runtime.InteropServices;
|
||||
|
||||
namespace BlueOrb.Internal
|
||||
{
|
||||
|
||||
public static class SQLiteHelper
|
||||
{
|
||||
public static string location = RuntimeInformation.IsOSPlatform(OSPlatform.Windows)
|
||||
? "C:\\BlueOrb_Data\\"
|
||||
: Path.Combine(Environment.GetEnvironmentVariable("HOME") ?? string.Empty, "BlueOrb_Data");
|
||||
public static string db_name = "stream_data.db";
|
||||
|
||||
public static DataTable execute_select_query(string connection_string, string query)
|
||||
{
|
||||
// Create a new DataTable to store the results
|
||||
DataTable dataTable = new DataTable();
|
||||
|
||||
// Create and open a SQLite connection using the provided connection string
|
||||
using (SQLiteConnection connection = new SQLiteConnection(connection_string))
|
||||
{
|
||||
try
|
||||
{
|
||||
connection.Open();
|
||||
|
||||
// Create a SQLite command with the provided query
|
||||
using (SQLiteCommand command = new SQLiteCommand(query, connection))
|
||||
{
|
||||
// Use SQLiteDataAdapter to fill the DataTable
|
||||
using (SQLiteDataAdapter adapter = new SQLiteDataAdapter(command))
|
||||
{
|
||||
adapter.Fill(dataTable);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
Console.WriteLine("An error occurred: " + ex.Message);
|
||||
}
|
||||
}
|
||||
// Return the populated DataTable
|
||||
return dataTable;
|
||||
}
|
||||
|
||||
public static List<Dictionary<string, object>> ExecuteBulkRead(string connectionString, string query)
|
||||
{
|
||||
var result = new List<Dictionary<string, object>>();
|
||||
|
||||
using (var connection = new SQLiteConnection(connectionString))
|
||||
{
|
||||
connection.Open();
|
||||
|
||||
// Begin a transaction to optimize read speed
|
||||
using (var transaction = connection.BeginTransaction())
|
||||
using (var command = new SQLiteCommand(query, connection, transaction))
|
||||
using (var reader = command.ExecuteReader())
|
||||
{
|
||||
while (reader.Read())
|
||||
{
|
||||
var row = new Dictionary<string, object>();
|
||||
|
||||
for (int i = 0; i < reader.FieldCount; i++)
|
||||
{
|
||||
string columnName = reader.GetName(i);
|
||||
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
|
||||
row[columnName] = columnValue;
|
||||
}
|
||||
|
||||
result.Add(row);
|
||||
}
|
||||
|
||||
// Commit the transaction
|
||||
transaction.Commit();
|
||||
}
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
public static List<Dictionary<string, object>> get_table(string connectionString, string query)
|
||||
{
|
||||
var result = new List<Dictionary<string, object>>();
|
||||
|
||||
using (var connection = new SQLiteConnection(connectionString))
|
||||
{
|
||||
try
|
||||
{
|
||||
connection.Open();
|
||||
|
||||
using (var command = new SQLiteCommand(query, connection))
|
||||
using (var reader = command.ExecuteReader())
|
||||
{
|
||||
while (reader.Read())
|
||||
{
|
||||
var row = new Dictionary<string, object>();
|
||||
|
||||
for (int i = 0; i < reader.FieldCount; i++)
|
||||
{
|
||||
string columnName = reader.GetName(i);
|
||||
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
|
||||
row[columnName] = columnValue;
|
||||
}
|
||||
|
||||
result.Add(row);
|
||||
}
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
Console.WriteLine("An error occurred: " + ex.Message);
|
||||
}
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
public static IEnumerable<Dictionary<string, object>> get_table_2(string connectionString, string query)
|
||||
{
|
||||
using (var connection = new SQLiteConnection(connectionString))
|
||||
{
|
||||
connection.Open();
|
||||
using (var command = new SQLiteCommand(query, connection))
|
||||
using (var reader = command.ExecuteReader())
|
||||
{
|
||||
while (reader.Read())
|
||||
{
|
||||
var row = new Dictionary<string, object>();
|
||||
for (int i = 0; i < reader.FieldCount; i++)
|
||||
{
|
||||
string columnName = reader.GetName(i);
|
||||
object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
|
||||
row[columnName] = columnValue;
|
||||
}
|
||||
yield return row;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,43 +0,0 @@
|
||||
namespace BlueOrb.Internal
|
||||
{
|
||||
using bts;
|
||||
using System;
|
||||
using BCG;
|
||||
using System.Collections.Generic;
|
||||
using Bts.DataStreamExpressions;
|
||||
using System.Xml;
|
||||
|
||||
// All this does is take in a dsl expression, parse it and fire the data that come out of running it.
|
||||
// So for example, if an expresison is passed
|
||||
[DataStreamUserRespresentation("dsl")]
|
||||
public class DSLStream : ViewStream
|
||||
{
|
||||
private readonly string _dsl;
|
||||
public DSLStream(string dsl)
|
||||
{
|
||||
Log.Gen.info($"DSLStream.cons dsl: {dsl}");
|
||||
// Remove all colons
|
||||
string sanitizedDsl = dsl.Replace(":", "COLON");
|
||||
_dsl = dsl;
|
||||
ViewStream rs = build_stream(dsl) ?? new LiteralStream("error", $"msg:invalid dsl");
|
||||
mySetRealSource(rs);
|
||||
}
|
||||
|
||||
static ViewStream? build_stream(string stream_expression)
|
||||
{
|
||||
try
|
||||
{
|
||||
var exp = DataStreamExpressionsInterpreter.Evaluate(stream_expression);
|
||||
var rv = exp.getView(new Dictionary<string, StatementExpression>(0));
|
||||
return rv;
|
||||
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
//send to blueorb
|
||||
Log.Gen.error($"Could not build stream: {stream_expression} ex: {ex}");
|
||||
return null;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,103 +0,0 @@
|
||||
using System;
|
||||
|
||||
using BCG.Utilities.General;
|
||||
using BCG;
|
||||
using bts;
|
||||
|
||||
namespace BlueOrb.Internal
|
||||
{
|
||||
[DataStreamUserRespresentation("MillisecondStream")]
|
||||
public class MillisecondStream : ViewStream, IWorker
|
||||
{
|
||||
private DateTime _last_fire_time = DateTime.MinValue;
|
||||
private readonly TimeSpan _period;
|
||||
private readonly int _size;
|
||||
private readonly ViewStreamDatabase _vsd;
|
||||
private IBlueTableSchema _schema;
|
||||
private bts.CircularBufferTable _table;
|
||||
|
||||
public MillisecondStream(int interval_msecs, int size)
|
||||
: this(ViewStreamDatabase.instance, interval_msecs, size)
|
||||
{
|
||||
}
|
||||
|
||||
public MillisecondStream(ViewStreamDatabase vsd, int interval_msecs, int size)
|
||||
{
|
||||
_vsd = vsd;
|
||||
_period = TimeSpan.FromMilliseconds(interval_msecs);
|
||||
_size = size;
|
||||
_schema = BlueDataUtility.form_schema("Milliseconds",
|
||||
Tuple.Create("id", TypeCode.Int32),
|
||||
Tuple.Create("time", TypeCode.DateTime),
|
||||
Tuple.Create("display_time", TypeCode.String));
|
||||
_table = new CircularBufferTable(_schema, _size);
|
||||
}
|
||||
|
||||
protected override void myOnFirstSubscriber()
|
||||
{
|
||||
_vsd.addWorker(this);
|
||||
}
|
||||
|
||||
protected override void myOnLastSubscriber()
|
||||
{
|
||||
_vsd.removeWorker(this);
|
||||
}
|
||||
|
||||
private int _id = 0;
|
||||
public void doWork()
|
||||
{
|
||||
if (DateTime.Now - _last_fire_time >= _period)
|
||||
{
|
||||
_last_fire_time = DateTime.Now;
|
||||
IBlueRow nr = new BlueRow(_schema, _id++, _last_fire_time,
|
||||
_last_fire_time.ToString("yyyy-MM-dd HH:mm:ss.fff"));
|
||||
_table.add_row(nr);
|
||||
var dp = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
|
||||
myFireEvent(dp);
|
||||
}
|
||||
}
|
||||
}
|
||||
internal class MSecondStream : TimeUnitStream
|
||||
{
|
||||
public MSecondStream(int intervalInms, int size)
|
||||
: base(DateTime.Now, new TimeSpan(0, 0, 0, 0, intervalInms), size, ViewStreamDatabase.instance) { }
|
||||
|
||||
protected override DateTime myRoundTime(DateTime dt) { return dt; }
|
||||
}
|
||||
|
||||
internal class DisplayableMillisecondStream : ViewStream, IStreamMapper
|
||||
{
|
||||
private IBlueTableSchema mySchema = new BlueTableSchema("ms",
|
||||
new ColumnInfo("id", 0, typeof(int)),
|
||||
new ColumnInfo("time", 1, typeof(string)));
|
||||
public DisplayableMillisecondStream(int intervalInMs, int sz)
|
||||
{
|
||||
mySetRealSource(new MapStream(new MSecondStream(intervalInMs, sz), this));
|
||||
}
|
||||
#region IStreamMapper Members
|
||||
|
||||
public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema)
|
||||
{
|
||||
return mySchema;
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
#region IDynamicStreamMapper Members
|
||||
|
||||
public IBlueRow map(IBlueRow row)
|
||||
{
|
||||
DateTime time = row.get_datetime("time");
|
||||
var time_txt = time.ToString("yyyy-MM-dd HH:mm:ss.fff");
|
||||
return new BlueRow(mySchema, row["id"], time_txt);
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
private string myToString(DateTime dt)
|
||||
{
|
||||
string sep = ":";
|
||||
return dt.Hour + sep + dt.Minute + sep + dt.Second + sep + dt.Millisecond;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1 @@
|
||||
|
||||
@@ -0,0 +1,168 @@
|
||||
"""
|
||||
Simple DSPublisher DSL websocket client.
|
||||
|
||||
Example:
|
||||
python dsl_websocket_client.py --dsl "HeikinAshiStream(...)"
|
||||
python dsl_websocket_client.py --dsl-file query.dsl
|
||||
"""
|
||||
|
||||
import argparse
|
||||
import asyncio
|
||||
import json
|
||||
import os
|
||||
import subprocess
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
try:
|
||||
import websockets
|
||||
except ImportError:
|
||||
print("Installing missing dependency: websockets")
|
||||
subprocess.check_call([sys.executable, "-m", "pip", "install", "websockets"])
|
||||
import websockets
|
||||
|
||||
|
||||
DEFAULT_DSL = 'RSIUIStream("ES", "TIME", 5, 7)'
|
||||
DEFAULT_URL = "ws://localhost:19093/ws/"
|
||||
|
||||
|
||||
def load_dsl(dsl: str | None, dsl_file: str | None) -> str:
|
||||
if dsl and dsl_file:
|
||||
raise ValueError("Pass either --dsl or --dsl-file, not both.")
|
||||
|
||||
if dsl_file:
|
||||
return Path(dsl_file).read_text(encoding="utf-8").strip()
|
||||
|
||||
if dsl:
|
||||
return dsl.strip()
|
||||
|
||||
if DEFAULT_DSL.startswith("#"):
|
||||
raise ValueError("No DSL provided. Fill in DEFAULT_DSL, or pass --dsl / --dsl-file.")
|
||||
|
||||
return DEFAULT_DSL
|
||||
|
||||
|
||||
def load_config_path(config_path: str | None) -> Path | None:
|
||||
if config_path:
|
||||
return Path(config_path)
|
||||
|
||||
environment = os.environ.get("DOTNET_ENVIRONMENT")
|
||||
config_file_name = "appsettings.json" if not environment else f"appsettings.{environment}.json"
|
||||
script_dir = Path(__file__).resolve().parent
|
||||
candidate_dirs = [
|
||||
script_dir,
|
||||
script_dir.parent,
|
||||
Path.cwd(),
|
||||
]
|
||||
|
||||
for candidate_dir in candidate_dirs:
|
||||
candidate_path = candidate_dir / config_file_name
|
||||
if candidate_path.exists():
|
||||
return candidate_path
|
||||
|
||||
return None
|
||||
|
||||
|
||||
def load_url(url: str | None, config_path: str | None) -> str:
|
||||
if url:
|
||||
return url
|
||||
|
||||
resolved_config_path = load_config_path(config_path)
|
||||
if not resolved_config_path:
|
||||
print(f"Config file not found; using default url: {DEFAULT_URL}")
|
||||
return DEFAULT_URL
|
||||
|
||||
config = json.loads(resolved_config_path.read_text(encoding="utf-8"))
|
||||
dsl_api_server_config = config.get("DSLAPIServer", {})
|
||||
ip = dsl_api_server_config.get("Ip", "localhost")
|
||||
port = int(dsl_api_server_config.get("Port", 19093))
|
||||
ws_url = f"ws://{ip}:{port}/ws/"
|
||||
print(f"Loaded DSPublisher DSL websocket url from {resolved_config_path}: {ws_url}")
|
||||
return ws_url
|
||||
|
||||
|
||||
async def send_subscription(websocket, dsl: str) -> None:
|
||||
payload = {
|
||||
"type": "subscribe",
|
||||
"dsl": dsl,
|
||||
}
|
||||
await websocket.send(json.dumps(payload))
|
||||
print("Sent subscribe request:")
|
||||
print(json.dumps(payload, indent=2))
|
||||
|
||||
|
||||
async def send_unsubscribe(websocket, subscription_id: str) -> None:
|
||||
payload = {
|
||||
"type": "unsubscribe",
|
||||
"subscriptionId": subscription_id,
|
||||
}
|
||||
await websocket.send(json.dumps(payload))
|
||||
print("Sent unsubscribe request:")
|
||||
print(json.dumps(payload, indent=2))
|
||||
|
||||
|
||||
def print_server_message(raw_message: str) -> str | None:
|
||||
try:
|
||||
message = json.loads(raw_message)
|
||||
except json.JSONDecodeError:
|
||||
print(raw_message)
|
||||
return None
|
||||
|
||||
print("Received server message:")
|
||||
print(json.dumps(message, indent=2))
|
||||
return message.get("subscriptionId")
|
||||
|
||||
|
||||
async def run_client(url: str, dsl: str) -> None:
|
||||
subscription_id: str | None = None
|
||||
|
||||
async with websockets.connect(url) as websocket:
|
||||
print(f"Connected to DSPublisher DSL websocket: {url}")
|
||||
await send_subscription(websocket, dsl)
|
||||
|
||||
try:
|
||||
async for raw_message in websocket:
|
||||
latest_subscription_id = print_server_message(raw_message)
|
||||
subscription_id = subscription_id or latest_subscription_id
|
||||
finally:
|
||||
if subscription_id:
|
||||
await send_unsubscribe(websocket, subscription_id)
|
||||
|
||||
|
||||
def main() -> int:
|
||||
parser = argparse.ArgumentParser(
|
||||
description="Subscribe to a DSPublisher DSL websocket query and print responses."
|
||||
)
|
||||
parser.add_argument(
|
||||
"--url",
|
||||
help="DSPublisher DSL websocket URL. Overrides appsettings DSLAPIServer config.",
|
||||
)
|
||||
parser.add_argument(
|
||||
"--config",
|
||||
help="Path to DSPublisher appsettings JSON. Defaults to appsettings[.$DOTNET_ENVIRONMENT].json near this script.",
|
||||
)
|
||||
parser.add_argument(
|
||||
"--dsl",
|
||||
help="DSL expression to subscribe to.",
|
||||
)
|
||||
parser.add_argument(
|
||||
"--dsl-file",
|
||||
help="Path to a text file containing the DSL expression.",
|
||||
)
|
||||
args = parser.parse_args()
|
||||
|
||||
try:
|
||||
dsl = load_dsl(args.dsl, args.dsl_file)
|
||||
url = load_url(args.url, args.config)
|
||||
asyncio.run(run_client(url, dsl))
|
||||
return 0
|
||||
except KeyboardInterrupt:
|
||||
print("stopped")
|
||||
return 0
|
||||
except Exception as ex:
|
||||
print(f"error: {ex}")
|
||||
return 1
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
raise SystemExit(main())
|
||||
@@ -0,0 +1,264 @@
|
||||
namespace DSPublisher.DSLWSServer;
|
||||
|
||||
using System;
|
||||
using System.Collections.Concurrent;
|
||||
using System.Collections.Generic;
|
||||
using System.Net;
|
||||
using System.Net.WebSockets;
|
||||
using System.Text;
|
||||
using System.Text.Json;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
using BCG;
|
||||
using Bts.DataStreamCore;
|
||||
|
||||
/// <summary>
|
||||
/// Websocket-facing API boundary for DSL clients. It opens the listener port,
|
||||
/// accepts subscribe/unsubscribe messages, and sends DataPacket JSON back to clients.
|
||||
/// Instantiated by DSPAPIServer.
|
||||
/// </summary>
|
||||
public sealed class DSLAPIWSListener : IDisposable {
|
||||
readonly HttpListener listener = new();
|
||||
readonly IDSLBookkeeper bookkeeper;
|
||||
readonly string prefix;
|
||||
readonly ConcurrentDictionary<string, ClientConnection> clients_by_id = new();
|
||||
CancellationTokenSource? cancellation_token_source;
|
||||
Task? listener_task;
|
||||
bool disposed;
|
||||
|
||||
sealed class ClientConnection {
|
||||
public required string client_id { get; init; }
|
||||
public required WebSocket web_socket { get; init; }
|
||||
public HashSet<Guid> subscription_ids { get; } = new();
|
||||
public SemaphoreSlim send_lock { get; } = new(1, 1);
|
||||
public DataPacketJsonSerializer serializer { get; } = new();
|
||||
}
|
||||
|
||||
public DSLAPIWSListener(string prefix, IDSLBookkeeper bookkeeper) {
|
||||
ArgumentException.ThrowIfNullOrWhiteSpace(prefix);
|
||||
ArgumentNullException.ThrowIfNull(bookkeeper);
|
||||
this.prefix = prefix;
|
||||
this.bookkeeper = bookkeeper;
|
||||
}
|
||||
|
||||
public Task StartAsync(CancellationToken cancellation_token = default) {
|
||||
_throw_if_disposed();
|
||||
if (listener_task is not null) {
|
||||
return Task.CompletedTask;
|
||||
}
|
||||
|
||||
cancellation_token_source = CancellationTokenSource.CreateLinkedTokenSource(cancellation_token);
|
||||
listener.Prefixes.Add(prefix);
|
||||
listener.Start();
|
||||
listener_task = Task.Run(() => _listen_loop(cancellation_token_source.Token), CancellationToken.None);
|
||||
return Task.CompletedTask;
|
||||
}
|
||||
|
||||
public async Task StopAsync() {
|
||||
if (cancellation_token_source is null) {
|
||||
return;
|
||||
}
|
||||
|
||||
cancellation_token_source.Cancel();
|
||||
if (listener.IsListening) {
|
||||
listener.Stop();
|
||||
}
|
||||
|
||||
foreach (var client_connection in clients_by_id.Values) {
|
||||
await _cleanup_client(client_connection);
|
||||
}
|
||||
|
||||
if (listener_task is not null) {
|
||||
await listener_task;
|
||||
listener_task = null;
|
||||
}
|
||||
|
||||
cancellation_token_source.Dispose();
|
||||
cancellation_token_source = null;
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
if (disposed) {
|
||||
return;
|
||||
}
|
||||
|
||||
StopAsync().GetAwaiter().GetResult();
|
||||
listener.Close();
|
||||
disposed = true;
|
||||
}
|
||||
|
||||
async Task _listen_loop(CancellationToken cancellation_token) {
|
||||
while (!cancellation_token.IsCancellationRequested) {
|
||||
HttpListenerContext context;
|
||||
try {
|
||||
context = await listener.GetContextAsync();
|
||||
} catch (HttpListenerException) when (cancellation_token.IsCancellationRequested || !listener.IsListening) {
|
||||
break;
|
||||
} catch (ObjectDisposedException) {
|
||||
break;
|
||||
}
|
||||
|
||||
_ = Task.Run(() => _handle_request(context, cancellation_token), cancellation_token);
|
||||
}
|
||||
}
|
||||
|
||||
async Task _handle_request(HttpListenerContext context, CancellationToken cancellation_token) {
|
||||
if (!context.Request.IsWebSocketRequest) {
|
||||
context.Response.StatusCode = (int)HttpStatusCode.BadRequest;
|
||||
context.Response.Close();
|
||||
return;
|
||||
}
|
||||
|
||||
HttpListenerWebSocketContext web_socket_context = await context.AcceptWebSocketAsync(null);
|
||||
var client_connection = new ClientConnection {
|
||||
client_id = Guid.NewGuid().ToString("N"),
|
||||
web_socket = web_socket_context.WebSocket,
|
||||
};
|
||||
|
||||
clients_by_id[client_connection.client_id] = client_connection;
|
||||
try {
|
||||
await _read_messages(client_connection, cancellation_token);
|
||||
} finally {
|
||||
await _cleanup_client(client_connection);
|
||||
}
|
||||
}
|
||||
|
||||
async Task _read_messages(ClientConnection client_connection, CancellationToken cancellation_token) {
|
||||
var buffer = new byte[64 * 1024];
|
||||
while (client_connection.web_socket.State == WebSocketState.Open && !cancellation_token.IsCancellationRequested) {
|
||||
var result = await client_connection.web_socket.ReceiveAsync(buffer, cancellation_token);
|
||||
if (result.MessageType == WebSocketMessageType.Close) {
|
||||
await client_connection.web_socket.CloseAsync(WebSocketCloseStatus.NormalClosure, "ok", cancellation_token);
|
||||
break;
|
||||
}
|
||||
|
||||
var json = Encoding.UTF8.GetString(buffer, 0, result.Count);
|
||||
await _handle_message(client_connection, json, cancellation_token);
|
||||
}
|
||||
}
|
||||
|
||||
async Task _handle_message(ClientConnection client_connection, string json, CancellationToken cancellation_token) {
|
||||
DSLWebSocketRequest? request;
|
||||
try {
|
||||
request = JsonSerializer.Deserialize<DSLWebSocketRequest>(json);
|
||||
} catch (JsonException ex) {
|
||||
await _send_error(client_connection, $"Invalid request JSON: {ex.Message}", cancellation_token);
|
||||
return;
|
||||
}
|
||||
|
||||
if (request?.type is null) {
|
||||
await _send_error(client_connection, "Request type is required.", cancellation_token);
|
||||
return;
|
||||
}
|
||||
|
||||
if (string.Equals(request.type, "subscribe", StringComparison.OrdinalIgnoreCase)) {
|
||||
await _handle_subscribe(client_connection, request, cancellation_token);
|
||||
return;
|
||||
}
|
||||
|
||||
if (string.Equals(request.type, "unsubscribe", StringComparison.OrdinalIgnoreCase)) {
|
||||
await _handle_unsubscribe(client_connection, request, cancellation_token);
|
||||
return;
|
||||
}
|
||||
|
||||
await _send_error(client_connection, $"Unknown request type: {request.type}", cancellation_token);
|
||||
}
|
||||
|
||||
async Task _handle_subscribe(ClientConnection client_connection, DSLWebSocketRequest request, CancellationToken cancellation_token) {
|
||||
if (string.IsNullOrWhiteSpace(request.dsl)) {
|
||||
await _send_error(client_connection, "Subscribe request requires dsl.", cancellation_token);
|
||||
return;
|
||||
}
|
||||
|
||||
Guid subscription_id = Guid.Empty;
|
||||
subscription_id = bookkeeper.Subscribe(request.dsl, packet => {
|
||||
if (subscription_id == Guid.Empty) {
|
||||
return;
|
||||
}
|
||||
_ = _send_packet(client_connection, subscription_id, packet, CancellationToken.None);
|
||||
}, client_connection.client_id);
|
||||
|
||||
client_connection.subscription_ids.Add(subscription_id);
|
||||
await _send_response(client_connection, new DSLWebSocketResponse {
|
||||
type = "subscribed",
|
||||
subscription_id = subscription_id,
|
||||
}, cancellation_token);
|
||||
}
|
||||
|
||||
async Task _handle_unsubscribe(ClientConnection client_connection, DSLWebSocketRequest request, CancellationToken cancellation_token) {
|
||||
if (request.subscription_id is null) {
|
||||
await _send_error(client_connection, "Unsubscribe request requires subscriptionId.", cancellation_token);
|
||||
return;
|
||||
}
|
||||
|
||||
var subscription_id = request.subscription_id.Value;
|
||||
if (!client_connection.subscription_ids.Remove(subscription_id)) {
|
||||
await _send_error(client_connection, $"Subscription does not belong to this client: {subscription_id}", cancellation_token);
|
||||
return;
|
||||
}
|
||||
|
||||
bookkeeper.Unsubscribe(subscription_id);
|
||||
await _send_response(client_connection, new DSLWebSocketResponse {
|
||||
type = "unsubscribed",
|
||||
subscription_id = subscription_id,
|
||||
}, cancellation_token);
|
||||
}
|
||||
|
||||
async Task _send_packet(ClientConnection client_connection, Guid subscription_id, DataPacket packet, CancellationToken cancellation_token) {
|
||||
var packet_json = client_connection.serializer.Serialize(packet);
|
||||
using var packet_document = JsonDocument.Parse(packet_json ?? "{}");
|
||||
await _send_response(client_connection, new DSLWebSocketResponse {
|
||||
type = "data",
|
||||
subscription_id = subscription_id,
|
||||
packet = packet_document.RootElement.Clone(),
|
||||
}, cancellation_token);
|
||||
}
|
||||
|
||||
Task _send_error(ClientConnection client_connection, string message, CancellationToken cancellation_token) =>
|
||||
_send_response(client_connection, new DSLWebSocketResponse {
|
||||
type = "error",
|
||||
message = message,
|
||||
}, cancellation_token);
|
||||
|
||||
async Task _send_response(ClientConnection client_connection, DSLWebSocketResponse response, CancellationToken cancellation_token) {
|
||||
if (client_connection.web_socket.State != WebSocketState.Open) {
|
||||
bookkeeper.DisposeClient(client_connection.client_id);
|
||||
return;
|
||||
}
|
||||
|
||||
var json = JsonSerializer.Serialize(response);
|
||||
var bytes = Encoding.UTF8.GetBytes(json);
|
||||
await client_connection.send_lock.WaitAsync(cancellation_token);
|
||||
try {
|
||||
await client_connection.web_socket.SendAsync(bytes, WebSocketMessageType.Text, true, cancellation_token);
|
||||
} catch {
|
||||
bookkeeper.DisposeClient(client_connection.client_id);
|
||||
throw;
|
||||
} finally {
|
||||
client_connection.send_lock.Release();
|
||||
}
|
||||
}
|
||||
|
||||
async Task _cleanup_client(ClientConnection client_connection) {
|
||||
if (clients_by_id.TryRemove(client_connection.client_id, out _)) {
|
||||
bookkeeper.DisposeClient(client_connection.client_id);
|
||||
}
|
||||
|
||||
if (client_connection.web_socket.State == WebSocketState.Open || client_connection.web_socket.State == WebSocketState.CloseReceived) {
|
||||
try {
|
||||
await client_connection.web_socket.CloseAsync(WebSocketCloseStatus.NormalClosure, "cleanup", CancellationToken.None);
|
||||
} catch {
|
||||
}
|
||||
}
|
||||
|
||||
client_connection.send_lock.Dispose();
|
||||
client_connection.web_socket.Dispose();
|
||||
}
|
||||
|
||||
void _throw_if_disposed() {
|
||||
if (disposed) {
|
||||
throw new ObjectDisposedException(nameof(DSLAPIWSListener));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,216 @@
|
||||
namespace DSPublisher.DSLWSServer;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
|
||||
using BCG;
|
||||
using Bts.DataStreamCore;
|
||||
using bts.BlueOrb;
|
||||
using bts;
|
||||
|
||||
/// <summary>
|
||||
/// Tracks active DSL subscriptions and shared DSLStream instances. Multiple clients
|
||||
/// subscribing to the same DSL reuse one stream, and DoWork dispatches queued packets.
|
||||
/// Instantiated by DSPAPIServer.
|
||||
/// </summary>
|
||||
public sealed class DSLBookkeeper : IDSLBookkeeper {
|
||||
sealed class QueryState {
|
||||
public required string dsl { get; init; }
|
||||
public required DSLStream stream { get; init; }
|
||||
public DataStream.ChangeDelegate? stream_handler { get; set; }
|
||||
public HashSet<Guid> subscription_ids { get; } = new();
|
||||
public Queue<DataPacket> pending_packets { get; } = new();
|
||||
}
|
||||
|
||||
sealed class SubscriptionState {
|
||||
public required Guid subscription_id { get; init; }
|
||||
public required string client_id { get; init; }
|
||||
public required string dsl_key { get; init; }
|
||||
public required Action<DataPacket> on_data { get; init; }
|
||||
}
|
||||
|
||||
readonly object lock_obj = new();
|
||||
readonly Dictionary<string, QueryState> queries_by_dsl = new(StringComparer.Ordinal);
|
||||
readonly Dictionary<Guid, SubscriptionState> subscriptions_by_id = new();
|
||||
readonly Dictionary<string, HashSet<Guid>> subscriptions_by_client = new(StringComparer.Ordinal);
|
||||
bool disposed;
|
||||
|
||||
public Guid Subscribe(string dsl, Action<DataPacket> on_data, string client_id) {
|
||||
ArgumentException.ThrowIfNullOrWhiteSpace(dsl);
|
||||
ArgumentNullException.ThrowIfNull(on_data);
|
||||
ArgumentException.ThrowIfNullOrWhiteSpace(client_id);
|
||||
|
||||
lock (lock_obj) {
|
||||
_throw_if_disposed();
|
||||
|
||||
var dsl_key = _normalize_dsl(dsl);
|
||||
if (!queries_by_dsl.TryGetValue(dsl_key, out var query_state)) {
|
||||
_log_lifecycle($"DSLBookkeeper.Subscribe client_id: {client_id} creating new DSLStream dsl: {dsl_key}");
|
||||
query_state = _create_query_state(dsl_key);
|
||||
queries_by_dsl.Add(dsl_key, query_state);
|
||||
} else {
|
||||
_log_lifecycle($"DSLBookkeeper.Subscribe client_id: {client_id} reusing existing DSLStream subscription_count: {query_state.subscription_ids.Count} dsl: {dsl_key}");
|
||||
}
|
||||
|
||||
var subscription_id = Guid.NewGuid();
|
||||
var subscription_state = new SubscriptionState {
|
||||
subscription_id = subscription_id,
|
||||
client_id = client_id,
|
||||
dsl_key = dsl_key,
|
||||
on_data = on_data,
|
||||
};
|
||||
|
||||
subscriptions_by_id.Add(subscription_id, subscription_state);
|
||||
query_state.subscription_ids.Add(subscription_id);
|
||||
|
||||
if (!subscriptions_by_client.TryGetValue(client_id, out var client_subscriptions)) {
|
||||
client_subscriptions = new();
|
||||
subscriptions_by_client.Add(client_id, client_subscriptions);
|
||||
}
|
||||
client_subscriptions.Add(subscription_id);
|
||||
|
||||
_log_lifecycle($"DSLBookkeeper.Subscribe client_id: {client_id} subscription_id: {subscription_id} active_subscriptions_for_dsl: {query_state.subscription_ids.Count} dsl: {dsl_key}");
|
||||
return subscription_id;
|
||||
}
|
||||
}
|
||||
|
||||
public void Unsubscribe(Guid subscription_id) {
|
||||
lock (lock_obj) {
|
||||
if (disposed) {
|
||||
return;
|
||||
}
|
||||
_unsubscribe_locked(subscription_id);
|
||||
}
|
||||
}
|
||||
|
||||
public void DisposeClient(string client_id) {
|
||||
ArgumentException.ThrowIfNullOrWhiteSpace(client_id);
|
||||
|
||||
lock (lock_obj) {
|
||||
if (disposed) {
|
||||
return;
|
||||
}
|
||||
|
||||
if (!subscriptions_by_client.TryGetValue(client_id, out var subscription_ids)) {
|
||||
return;
|
||||
}
|
||||
|
||||
foreach (var subscription_id in subscription_ids.ToArray()) {
|
||||
_unsubscribe_locked(subscription_id);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public void DoWork() {
|
||||
List<(Action<DataPacket> on_data, DataPacket packet)> callbacks = new();
|
||||
|
||||
lock (lock_obj) {
|
||||
if (disposed) {
|
||||
return;
|
||||
}
|
||||
|
||||
foreach (var query_state in queries_by_dsl.Values) {
|
||||
while (query_state.pending_packets.TryDequeue(out var packet)) {
|
||||
foreach (var subscription_id in query_state.subscription_ids) {
|
||||
if (subscriptions_by_id.TryGetValue(subscription_id, out var subscription_state)) {
|
||||
callbacks.Add((subscription_state.on_data, packet));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
foreach (var callback in callbacks) {
|
||||
callback.on_data(callback.packet);
|
||||
}
|
||||
}
|
||||
|
||||
public void Dispose() {
|
||||
lock (lock_obj) {
|
||||
if (disposed) {
|
||||
return;
|
||||
}
|
||||
|
||||
foreach (var query_state in queries_by_dsl.Values) {
|
||||
_dispose_query_state(query_state);
|
||||
}
|
||||
|
||||
queries_by_dsl.Clear();
|
||||
subscriptions_by_id.Clear();
|
||||
subscriptions_by_client.Clear();
|
||||
disposed = true;
|
||||
}
|
||||
}
|
||||
|
||||
QueryState _create_query_state(string dsl_key) {
|
||||
_log_lifecycle($"DSLBookkeeper._create_query_state creating DSLStream dsl: {dsl_key}");
|
||||
var stream = new DSLStream(dsl_key);
|
||||
var query_state = new QueryState {
|
||||
dsl = dsl_key,
|
||||
stream = stream,
|
||||
};
|
||||
|
||||
DataStream.ChangeDelegate stream_handler = new_value => {
|
||||
if (new_value is not DataPacket packet) {
|
||||
return;
|
||||
}
|
||||
|
||||
lock (lock_obj) {
|
||||
if (!disposed) {
|
||||
query_state.pending_packets.Enqueue(packet);
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
query_state.stream_handler = stream_handler;
|
||||
stream.onChange += stream_handler;
|
||||
return query_state;
|
||||
}
|
||||
|
||||
void _unsubscribe_locked(Guid subscription_id) {
|
||||
if (!subscriptions_by_id.Remove(subscription_id, out var subscription_state)) {
|
||||
return;
|
||||
}
|
||||
|
||||
if (subscriptions_by_client.TryGetValue(subscription_state.client_id, out var client_subscriptions)) {
|
||||
client_subscriptions.Remove(subscription_id);
|
||||
if (client_subscriptions.Count == 0) {
|
||||
subscriptions_by_client.Remove(subscription_state.client_id);
|
||||
}
|
||||
}
|
||||
|
||||
if (queries_by_dsl.TryGetValue(subscription_state.dsl_key, out var query_state)) {
|
||||
query_state.subscription_ids.Remove(subscription_id);
|
||||
_log_lifecycle($"DSLBookkeeper.Unsubscribe subscription_id: {subscription_id} client_id: {subscription_state.client_id} remaining_subscriptions_for_dsl: {query_state.subscription_ids.Count} dsl: {subscription_state.dsl_key}");
|
||||
if (query_state.subscription_ids.Count == 0) {
|
||||
_log_lifecycle($"DSLBookkeeper.Unsubscribe garbage collecting DSLStream; last subscription removed dsl: {subscription_state.dsl_key}");
|
||||
_dispose_query_state(query_state);
|
||||
queries_by_dsl.Remove(subscription_state.dsl_key);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
static string _normalize_dsl(string dsl) =>
|
||||
dsl.Trim();
|
||||
|
||||
static void _dispose_query_state(QueryState query_state) {
|
||||
_log_lifecycle($"DSLBookkeeper._dispose_query_state disposing DSLStream dsl: {query_state.dsl} pending_packets: {query_state.pending_packets.Count} subscription_count: {query_state.subscription_ids.Count}");
|
||||
if (query_state.stream_handler is not null) {
|
||||
query_state.stream.onChange -= query_state.stream_handler;
|
||||
query_state.stream_handler = null;
|
||||
}
|
||||
query_state.subscription_ids.Clear();
|
||||
query_state.pending_packets.Clear();
|
||||
}
|
||||
|
||||
static void _log_lifecycle(string message) {
|
||||
Console.WriteLine(message);
|
||||
Log.Gen.info(message);
|
||||
}
|
||||
|
||||
void _throw_if_disposed() {
|
||||
if (disposed) {
|
||||
throw new ObjectDisposedException(nameof(DSLBookkeeper));
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,39 @@
|
||||
namespace DSPublisher.DSLWSServer;
|
||||
|
||||
using System;
|
||||
using System.Text.Json;
|
||||
using System.Text.Json.Serialization;
|
||||
|
||||
/// <summary>
|
||||
/// Client-to-server websocket protocol message for subscribing and unsubscribing.
|
||||
/// Instantiated by System.Text.Json when DSLAPIWSListener deserializes client messages.
|
||||
/// </summary>
|
||||
public sealed class DSLWebSocketRequest {
|
||||
[JsonPropertyName("type")]
|
||||
public string? type { get; set; }
|
||||
|
||||
[JsonPropertyName("dsl")]
|
||||
public string? dsl { get; set; }
|
||||
|
||||
[JsonPropertyName("subscriptionId")]
|
||||
public Guid? subscription_id { get; set; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Server-to-client websocket protocol message. Data responses carry serialized
|
||||
/// DataPacket JSON in the packet field.
|
||||
/// Instantiated by DSLAPIWSListener before serializing responses to clients.
|
||||
/// </summary>
|
||||
public sealed class DSLWebSocketResponse {
|
||||
[JsonPropertyName("type")]
|
||||
public string type { get; set; } = "";
|
||||
|
||||
[JsonPropertyName("subscriptionId")]
|
||||
public Guid? subscription_id { get; set; }
|
||||
|
||||
[JsonPropertyName("message")]
|
||||
public string? message { get; set; }
|
||||
|
||||
[JsonPropertyName("packet")]
|
||||
public JsonElement? packet { get; set; }
|
||||
}
|
||||
@@ -0,0 +1,37 @@
|
||||
namespace DSPublisher.DSLWSServer;
|
||||
|
||||
using System;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
/// <summary>
|
||||
/// Top-level DSPublisher API server. Owns the websocket listener and the DSL
|
||||
/// subscription bookkeeper, and exposes the small lifecycle surface Program.cs uses.
|
||||
/// Instantiated by Program.cs.
|
||||
/// </summary>
|
||||
public sealed class DSPAPIServer : IDisposable {
|
||||
readonly DSLBookkeeper bookkeeper;
|
||||
readonly DSLAPIWSListener web_socket_listener;
|
||||
|
||||
public DSPAPIServer(global::DSLAPIServerConfig config) {
|
||||
ArgumentNullException.ThrowIfNull(config);
|
||||
bookkeeper = new DSLBookkeeper();
|
||||
var web_socket_prefix = $"http://{config.Ip}:{config.Port}/ws/";
|
||||
web_socket_listener = new DSLAPIWSListener(web_socket_prefix, bookkeeper);
|
||||
Console.WriteLine($"DSPAPIServer listening for websocket DSL API requests on {web_socket_prefix}");
|
||||
}
|
||||
|
||||
public Task StartAsync(CancellationToken cancellation_token = default) =>
|
||||
web_socket_listener.StartAsync(cancellation_token);
|
||||
|
||||
public Task StopAsync() =>
|
||||
web_socket_listener.StopAsync();
|
||||
|
||||
public void DoWork() =>
|
||||
bookkeeper.DoWork();
|
||||
|
||||
public void Dispose() {
|
||||
web_socket_listener.Dispose();
|
||||
bookkeeper.Dispose();
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,18 @@
|
||||
namespace DSPublisher.DSLWSServer;
|
||||
|
||||
using System;
|
||||
|
||||
using BCG;
|
||||
using Bts.DataStreamCore;
|
||||
|
||||
/// <summary>
|
||||
/// Internal contract between the websocket listener and the DSL subscription owner.
|
||||
/// The listener handles transport; the bookkeeper owns stream lifetime and callbacks.
|
||||
/// Implemented by DSLBookkeeper and consumed by DSLAPIWSListener.
|
||||
/// </summary>
|
||||
public interface IDSLBookkeeper : IDisposable {
|
||||
Guid Subscribe(string dsl, Action<DataPacket> on_data, string client_id);
|
||||
void Unsubscribe(Guid subscription_id);
|
||||
void DisposeClient(string client_id);
|
||||
void DoWork();
|
||||
}
|
||||
@@ -0,0 +1,31 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
|
||||
<PropertyGroup>
|
||||
<OutputType>Exe</OutputType>
|
||||
<TargetFramework>net8.0</TargetFramework>
|
||||
<Nullable>enable</Nullable>
|
||||
<ImplicitUsings>enable</ImplicitUsings>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\DataStream\DataStream.csproj" />
|
||||
<ProjectReference Include="..\PubSub\PubSub.csproj" />
|
||||
<ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ConfigurationProfile Include="appsettings*.json" />
|
||||
|
||||
<None Update="appsettings*.json">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
<TargetPath>DSPublisher.%(Filename)%(Extension)</TargetPath>
|
||||
</None>
|
||||
<None Update="WSPublishers\**\*.py">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
</None>
|
||||
<None Update="DSLWSClient\**\*.py">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
</None>
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
@@ -0,0 +1,21 @@
|
||||
using System.Collections.Generic;
|
||||
|
||||
public sealed class DSPublisherConfig {
|
||||
public List<StreamPublishingNode> StreamPublishingNodes { get; init; } = new();
|
||||
public List<PythonPublishingNode> PythonPublishingNodes { get; init; } = new();
|
||||
}
|
||||
|
||||
public sealed class DSLAPIServerConfig {
|
||||
public string Ip { get; init; } = "localhost";
|
||||
public int Port { get; init; } = 19093;
|
||||
}
|
||||
|
||||
public sealed class StreamPublishingNode {
|
||||
public string Name { get; init; } = string.Empty;
|
||||
public string Expression { get; init; } = string.Empty;
|
||||
}
|
||||
|
||||
public sealed class PythonPublishingNode {
|
||||
public string PythonScriptLocation { get; init; } = string.Empty;
|
||||
public string Args { get; init; } = string.Empty;
|
||||
}
|
||||
@@ -0,0 +1,125 @@
|
||||
using System;
|
||||
using System.IO;
|
||||
using System.Text.Json;
|
||||
using System.Threading;
|
||||
|
||||
using BCG;
|
||||
using bts;
|
||||
using Bts.PubSub;
|
||||
using bts.BlueOrb;
|
||||
using DSPublisher.DSLWSServer;
|
||||
|
||||
Console.WriteLine("Starting DSPublisher");
|
||||
|
||||
var configPath = load_config_path();
|
||||
Console.WriteLine($"Loading config from: {configPath}");
|
||||
if (!File.Exists(configPath)) {
|
||||
Console.WriteLine($"Config file not found: {configPath}");
|
||||
return;
|
||||
}
|
||||
|
||||
var json = File.ReadAllText(configPath);
|
||||
using var doc = JsonDocument.Parse(json);
|
||||
|
||||
if (!doc.RootElement.TryGetProperty("DSPublisher", out var dspPublisherElement)) {
|
||||
Console.WriteLine("DSPublisher config section not found");
|
||||
return;
|
||||
}
|
||||
|
||||
var json_options = new JsonSerializerOptions {
|
||||
PropertyNameCaseInsensitive = true,
|
||||
};
|
||||
|
||||
var config = dspPublisherElement.Deserialize<DSPublisherConfig>(json_options) ?? new DSPublisherConfig();
|
||||
var dsl_api_server_config = load_dsl_api_server_config(doc, json_options);
|
||||
|
||||
Console.WriteLine("StreamPublishingNodes:");
|
||||
foreach (var node in config.StreamPublishingNodes) {
|
||||
Console.WriteLine($" Name: {node.Name}");
|
||||
Console.WriteLine($" Expression: {node.Expression}");
|
||||
}
|
||||
|
||||
Console.WriteLine("PythonPublishingNodes:");
|
||||
foreach (var node in config.PythonPublishingNodes) {
|
||||
Console.WriteLine($" PythonScriptLocation: {node.PythonScriptLocation}");
|
||||
Console.WriteLine($" Args: {node.Args}");
|
||||
}
|
||||
|
||||
var pubsub_config = load_pubsub_config(doc, json_options);
|
||||
PubSubConfig.SetGlobalConfig(pubsub_config);
|
||||
using var view_stream_database = new ViewStreamDatabase(new SubscriberCoreFactory());
|
||||
ViewStreamDatabase.SetGlobalInstance(view_stream_database);
|
||||
|
||||
//var pub_table_broker = new PubTableBroker();
|
||||
//var stream_publishers = _process_publishing_nodes(config.StreamPublishingNodes, pub_table_broker);
|
||||
|
||||
using var dsp_api_server = new DSPAPIServer(dsl_api_server_config);
|
||||
await dsp_api_server.StartAsync();
|
||||
|
||||
while (true) {
|
||||
view_stream_database.doWork();
|
||||
dsp_api_server.DoWork();
|
||||
Thread.Sleep(TimeSpan.FromMilliseconds(10));
|
||||
}
|
||||
|
||||
string load_config_path() {
|
||||
var environment = Environment.GetEnvironmentVariable("DOTNET_ENVIRONMENT");
|
||||
var baseFileName = string.IsNullOrWhiteSpace(environment)
|
||||
? "appsettings.json"
|
||||
: $"appsettings.{environment}.json";
|
||||
var dspPublisherFileName = $"DSPublisher.{baseFileName}";
|
||||
var dspPublisherConfigPath = Path.Combine(AppContext.BaseDirectory, dspPublisherFileName);
|
||||
if (File.Exists(dspPublisherConfigPath)) {
|
||||
return dspPublisherConfigPath;
|
||||
}
|
||||
|
||||
return Path.Combine(AppContext.BaseDirectory, baseFileName);
|
||||
}
|
||||
|
||||
PubSubConfig load_pubsub_config(JsonDocument doc, JsonSerializerOptions json_options) {
|
||||
if (!doc.RootElement.TryGetProperty("PubSub", out var pubsub_element)) {
|
||||
Log.Gen.warn("PubSub config section not found; using PubSubConfig.Default().");
|
||||
return PubSubConfig.Default();
|
||||
}
|
||||
|
||||
var pubsub_config = pubsub_element.Deserialize<PubSubConfig>(json_options);
|
||||
if (pubsub_config is null) {
|
||||
Log.Gen.error("PubSub config section could not be deserialized; using PubSubConfig.Default().");
|
||||
return PubSubConfig.Default();
|
||||
}
|
||||
|
||||
Log.Gen.info("Loaded PubSub config from DSPublisher config file.");
|
||||
return pubsub_config;
|
||||
}
|
||||
|
||||
DSLAPIServerConfig load_dsl_api_server_config(JsonDocument doc, JsonSerializerOptions json_options) {
|
||||
if (!doc.RootElement.TryGetProperty("DSLAPIServer", out var dsl_api_server_element)) {
|
||||
Log.Gen.warn("DSLAPIServer config section not found; using DSLAPIServerConfig defaults.");
|
||||
return new DSLAPIServerConfig();
|
||||
}
|
||||
|
||||
var dsl_api_server_config = dsl_api_server_element.Deserialize<DSLAPIServerConfig>(json_options);
|
||||
if (dsl_api_server_config is null) {
|
||||
Log.Gen.error("DSLAPIServer config section could not be deserialized; using DSLAPIServerConfig defaults.");
|
||||
return new DSLAPIServerConfig();
|
||||
}
|
||||
|
||||
Log.Gen.info($"Loaded DSLAPIServer config ip: {dsl_api_server_config.Ip} port: {dsl_api_server_config.Port}");
|
||||
return dsl_api_server_config;
|
||||
}
|
||||
|
||||
List<IDisposable> _process_publishing_nodes(IEnumerable<StreamPublishingNode> publishing_nodes, PubTableBroker pub_table_broker) {
|
||||
var stream_publishers = new List<IDisposable>();
|
||||
foreach (var node in publishing_nodes) {
|
||||
if (string.IsNullOrWhiteSpace(node.Name) || string.IsNullOrWhiteSpace(node.Expression)) {
|
||||
Log.Gen.error("Skipping StreamPublishingNode because name or expression is empty.");
|
||||
continue;
|
||||
}
|
||||
|
||||
Log.Gen.info($"Creating ViewPublisher name: {node.Name} expression: {node.Expression}");
|
||||
var stream = new DSLStream(node.Expression);
|
||||
stream_publishers.Add(new ViewPublisher(node.Name, pub_table_broker, stream));
|
||||
}
|
||||
|
||||
return stream_publishers;
|
||||
}
|
||||
@@ -0,0 +1 @@
|
||||
|
||||
@@ -0,0 +1,146 @@
|
||||
"""
|
||||
Requires:
|
||||
pip install -U databento
|
||||
pip install websockets
|
||||
|
||||
Sources:
|
||||
https://databento.com/docs/quickstart/set-up
|
||||
https://databento.com/docs/schemas-and-data-formats/bbo
|
||||
"""
|
||||
|
||||
import datetime as dt
|
||||
import subprocess
|
||||
import sys
|
||||
import time
|
||||
|
||||
try:
|
||||
import databento as db
|
||||
except ImportError:
|
||||
print("Installing missing dependency: databento")
|
||||
subprocess.check_call([sys.executable, "-m", "pip", "install", "-U", "databento"])
|
||||
import databento as db
|
||||
|
||||
from databento.common.error import BentoError
|
||||
|
||||
try:
|
||||
import websockets
|
||||
except ImportError:
|
||||
print("Installing missing dependency: websockets")
|
||||
subprocess.check_call([sys.executable, "-m", "pip", "install", "websockets"])
|
||||
import websockets
|
||||
|
||||
from databento_transformer import DatabentoTransformer
|
||||
from pubsub_client import PubSubClient
|
||||
|
||||
|
||||
API_KEY = "db-VksTJvhMmbLjbJu9Kg6GPS99B8FDN"
|
||||
DATASET = "GLBX.MDP3"
|
||||
SYMBOL = "ES.FUT"
|
||||
PUBSUB_WS_URL = "ws://localhost:19092/ws/"
|
||||
BBO_TABLE_NAME = "livebbo_glbx_future_es_continuouscontracts"
|
||||
TRADES_TABLE_NAME = "livetrades_glbx_future_es_continuouscontracts"
|
||||
DEFINITIONS_TABLE_NAME = "livecontracts_glbx_future_es"
|
||||
|
||||
_pubsub_client = PubSubClient(PUBSUB_WS_URL)
|
||||
_transformer = DatabentoTransformer(
|
||||
symbol=SYMBOL,
|
||||
bbo_table_name=BBO_TABLE_NAME,
|
||||
trades_table_name=TRADES_TABLE_NAME,
|
||||
definitions_table_name=DEFINITIONS_TABLE_NAME,
|
||||
)
|
||||
|
||||
|
||||
def _publish_contract_definitions() -> None:
|
||||
historical_client = db.Historical(API_KEY)
|
||||
dataset_range = historical_client.metadata.get_dataset_range(DATASET)
|
||||
schema_range = dataset_range.get("schema", {}).get("definition", {})
|
||||
available_end = schema_range.get("end", dataset_range["end"])
|
||||
|
||||
if isinstance(available_end, str):
|
||||
available_end_dt = dt.datetime.fromisoformat(available_end.replace("Z", "+00:00"))
|
||||
else:
|
||||
available_end_dt = available_end
|
||||
|
||||
# Databento's range end is exclusive. Back off slightly so the request stays
|
||||
# strictly inside the available window.
|
||||
end_dt = available_end_dt - dt.timedelta(seconds=1)
|
||||
start_dt = max(end_dt - dt.timedelta(days=1), end_dt.replace(hour=0, minute=0, second=0, microsecond=0))
|
||||
start = start_dt.isoformat()
|
||||
end = end_dt.isoformat()
|
||||
|
||||
definition_data = historical_client.timeseries.get_range(
|
||||
dataset=DATASET,
|
||||
schema="definition",
|
||||
stype_in="parent",
|
||||
symbols=SYMBOL,
|
||||
start=start,
|
||||
end=end,
|
||||
)
|
||||
|
||||
df = definition_data.to_df()
|
||||
payload = _transformer.build_definitions_payload(df)
|
||||
if payload is None:
|
||||
print("No Databento contract definitions returned")
|
||||
return
|
||||
|
||||
print(f"Publishing {len(payload['rows'])} Databento contract definition rows")
|
||||
_pubsub_client.publish(payload)
|
||||
|
||||
|
||||
def on_record(record) -> None:
|
||||
# Print every callback first so we can see whether Databento is flowing
|
||||
# even if our row extraction logic misses a field shape.
|
||||
print(record)
|
||||
|
||||
payloads = _transformer.transform_record(record)
|
||||
if payloads:
|
||||
for payload in payloads:
|
||||
_pubsub_client.publish(payload)
|
||||
return
|
||||
|
||||
print("Skipping record with no BBO/trade fields")
|
||||
|
||||
|
||||
def main() -> None:
|
||||
_pubsub_client.start()
|
||||
print(f"Starting Databento live client for {SYMBOL} on {DATASET}")
|
||||
try:
|
||||
_publish_contract_definitions()
|
||||
except Exception as ex:
|
||||
print(f"Contract definition publish failed: {ex}", flush=True)
|
||||
|
||||
while True:
|
||||
try:
|
||||
client = db.Live(key=API_KEY)
|
||||
|
||||
client.subscribe(
|
||||
dataset=DATASET,
|
||||
schema="bbo-1s",
|
||||
stype_in="parent",
|
||||
symbols=SYMBOL,
|
||||
)
|
||||
client.subscribe(
|
||||
dataset=DATASET,
|
||||
schema="trades",
|
||||
stype_in="parent",
|
||||
symbols=SYMBOL,
|
||||
)
|
||||
|
||||
client.add_callback(on_record)
|
||||
client.start()
|
||||
print("Databento client started, waiting for BBO and trade records...", flush=True)
|
||||
client.block_for_close()
|
||||
print("Databento client closed cleanly", flush=True)
|
||||
break
|
||||
except BentoError as ex:
|
||||
print(f"Databento live connection error: {ex}", flush=True)
|
||||
print("Retrying Databento live connection in 5 seconds...", flush=True)
|
||||
time.sleep(5)
|
||||
except Exception as ex:
|
||||
print(f"Databento publisher unexpected error: {ex}", flush=True)
|
||||
print("Retrying Databento live connection in 5 seconds...", flush=True)
|
||||
time.sleep(5)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -0,0 +1,244 @@
|
||||
import datetime as dt
|
||||
|
||||
|
||||
class DatabentoTransformer:
|
||||
def __init__(
|
||||
self,
|
||||
symbol: str,
|
||||
bbo_table_name: str,
|
||||
trades_table_name: str,
|
||||
definitions_table_name: str,
|
||||
):
|
||||
self._symbol = symbol
|
||||
self._bbo_table_name = bbo_table_name
|
||||
self._trades_table_name = trades_table_name
|
||||
self._definitions_table_name = definitions_table_name
|
||||
self._instrument_id_to_symbol: dict[int, str] = {}
|
||||
self._last_bbo_row: dict | None = None
|
||||
self._trade_row_id = 0
|
||||
self._trade_table_created = False
|
||||
|
||||
def transform_record(self, record) -> list[dict]:
|
||||
payload = self._handle_bbo_record(record)
|
||||
if payload is not None:
|
||||
return [payload]
|
||||
|
||||
payload = self._handle_trade_record(record)
|
||||
if payload is not None:
|
||||
return [payload]
|
||||
|
||||
return []
|
||||
|
||||
def build_definitions_payload(self, definition_df) -> dict | None:
|
||||
if definition_df is None or definition_df.empty:
|
||||
return None
|
||||
|
||||
df = definition_df.reset_index()
|
||||
if "instrument_class" in df.columns:
|
||||
df = df[df["instrument_class"].astype(str) == "F"]
|
||||
if "security_type" in df.columns:
|
||||
df = df[df["security_type"].astype(str) == "FUT"]
|
||||
if "raw_symbol" in df.columns:
|
||||
df = df.sort_values("ts_recv" if "ts_recv" in df.columns else "ts_event")
|
||||
df = df.drop_duplicates(subset=["raw_symbol"], keep="last")
|
||||
|
||||
rows: list[dict] = []
|
||||
for idx, row in enumerate(df.itertuples(index=False), start=1):
|
||||
instrument_id = int(getattr(row, "instrument_id", 0) or 0)
|
||||
security_name = str(getattr(row, "raw_symbol", ""))
|
||||
if instrument_id > 0 and security_name:
|
||||
self._instrument_id_to_symbol[instrument_id] = security_name
|
||||
|
||||
rows.append({
|
||||
"id": idx,
|
||||
"security_name": security_name,
|
||||
"instrument_id": instrument_id,
|
||||
"instrument_class": str(getattr(row, "instrument_class", "")),
|
||||
"security_type": str(getattr(row, "security_type", "")),
|
||||
"asset": str(getattr(row, "asset", "")),
|
||||
"exchange": str(getattr(row, "exchange", "")),
|
||||
"currency": str(getattr(row, "currency", "")),
|
||||
"expiration": self._ns_to_iso(getattr(row, "expiration", 0)),
|
||||
"activation": self._ns_to_iso(getattr(row, "activation", 0)),
|
||||
"min_price_increment": self._nano_to_float(getattr(row, "min_price_increment", 0)),
|
||||
"display_factor": self._nano_to_float(getattr(row, "display_factor", 0)),
|
||||
"price_display_multiplier": self._nano_to_float(getattr(row, "display_factor", 0)),
|
||||
"contract_multiplier": int(getattr(row, "contract_multiplier", 0) or 0),
|
||||
"contract_multiplier_unit": int(getattr(row, "contract_multiplier_unit", 0) or 0),
|
||||
"unit_of_measure": str(getattr(row, "unit_of_measure", "")),
|
||||
"unit_of_measure_qty": self._nano_to_float(getattr(row, "unit_of_measure_qty", 0)),
|
||||
"min_lot_size": int(getattr(row, "min_lot_size", 0) or 0),
|
||||
"min_trade_vol": int(getattr(row, "min_trade_vol", 0) or 0),
|
||||
"max_trade_vol": int(getattr(row, "max_trade_vol", 0) or 0),
|
||||
"maturity_year": int(getattr(row, "maturity_year", 0) or 0),
|
||||
"maturity_month": int(getattr(row, "maturity_month", 0) or 0),
|
||||
"maturity_day": int(getattr(row, "maturity_day", 0) or 0),
|
||||
"underlying": str(getattr(row, "underlying", "")),
|
||||
})
|
||||
|
||||
if not rows:
|
||||
return None
|
||||
|
||||
return {
|
||||
"op": "create_table",
|
||||
"table_name": self._definitions_table_name,
|
||||
"rows": rows,
|
||||
}
|
||||
|
||||
def _handle_bbo_record(self, record) -> dict | None:
|
||||
row = self._to_bbo_row(record)
|
||||
if row is None:
|
||||
return None
|
||||
|
||||
if self._last_bbo_row is None:
|
||||
payload = {
|
||||
"op": "create_table",
|
||||
"table_name": self._bbo_table_name,
|
||||
"rows": [row],
|
||||
}
|
||||
else:
|
||||
payload = {
|
||||
"op": "multiple_remove_add",
|
||||
"table_name": self._bbo_table_name,
|
||||
"removed_rows": [self._last_bbo_row],
|
||||
"added_rows": [row],
|
||||
}
|
||||
|
||||
self._last_bbo_row = row
|
||||
return payload
|
||||
|
||||
def _handle_trade_record(self, record) -> dict | None:
|
||||
row = self._to_trade_row(record)
|
||||
if row is None:
|
||||
return None
|
||||
|
||||
row["id"] = self._trade_row_id
|
||||
self._trade_row_id += 1
|
||||
|
||||
if not self._trade_table_created:
|
||||
payload = {
|
||||
"op": "create_table",
|
||||
"table_name": self._trades_table_name,
|
||||
"rows": [row],
|
||||
}
|
||||
self._trade_table_created = True
|
||||
return payload
|
||||
|
||||
return {
|
||||
"op": "multiple_remove_add",
|
||||
"table_name": self._trades_table_name,
|
||||
"removed_rows": [],
|
||||
"added_rows": [row],
|
||||
}
|
||||
|
||||
def _to_bbo_row(self, record) -> dict | None:
|
||||
bid_px = self._get_level_attr(record, "bid_px", default=self._get_attr(record, "bid_px_00"))
|
||||
ask_px = self._get_level_attr(record, "ask_px", default=self._get_attr(record, "ask_px_00"))
|
||||
if bid_px is None and ask_px is None:
|
||||
return None
|
||||
|
||||
return {
|
||||
"id": 0,
|
||||
"security_name": self._get_security_name(record),
|
||||
"timestamp": self._get_timestamp(record),
|
||||
"bid_px": float(bid_px or 0.0),
|
||||
"ask_px": float(ask_px or 0.0),
|
||||
"bid_sz": int(self._get_level_attr(record, "bid_sz", default=self._get_attr(record, "bid_sz_00", default=0)) or 0),
|
||||
"ask_sz": int(self._get_level_attr(record, "ask_sz", default=self._get_attr(record, "ask_sz_00", default=0)) or 0),
|
||||
}
|
||||
|
||||
def _to_trade_row(self, record) -> dict | None:
|
||||
price = self._get_attr(record, "price", "px")
|
||||
size = self._get_attr(record, "size")
|
||||
if price is None and size is None:
|
||||
return None
|
||||
|
||||
side = self._get_attr(record, "side", "aggressor_side", default="")
|
||||
|
||||
return {
|
||||
"id": 0,
|
||||
"security_name": self._get_security_name(record),
|
||||
"timestamp": self._get_timestamp(record),
|
||||
"price": float(price or 0.0),
|
||||
"size": int(size or 0),
|
||||
"side": str(side),
|
||||
}
|
||||
|
||||
def _get_security_name(self, record) -> str:
|
||||
instrument_id = self._get_attr(record, "instrument_id", default=0)
|
||||
try:
|
||||
instrument_id_int = int(instrument_id or 0)
|
||||
except (TypeError, ValueError):
|
||||
instrument_id_int = 0
|
||||
|
||||
if instrument_id_int > 0 and instrument_id_int in self._instrument_id_to_symbol:
|
||||
return self._instrument_id_to_symbol[instrument_id_int]
|
||||
|
||||
value = self._get_attr(
|
||||
record,
|
||||
"symbol",
|
||||
"raw_symbol",
|
||||
"stype_out_symbol",
|
||||
"stype_in_symbol",
|
||||
default=self._symbol,
|
||||
)
|
||||
return str(value)
|
||||
|
||||
def _get_timestamp(self, record) -> int:
|
||||
value = self._get_attr(record, "ts_event", "ts_recv", default=0)
|
||||
try:
|
||||
return int(value)
|
||||
except (TypeError, ValueError):
|
||||
return 0
|
||||
|
||||
def _get_attr(self, record, *names, default=None):
|
||||
for name in names:
|
||||
if hasattr(record, name):
|
||||
value = getattr(record, name)
|
||||
if value is not None:
|
||||
return value
|
||||
return default
|
||||
|
||||
def _get_level_attr(self, record, name, default=None):
|
||||
levels = self._get_attr(record, "levels", default=None)
|
||||
if levels:
|
||||
level0 = levels[0]
|
||||
if hasattr(level0, name):
|
||||
value = getattr(level0, name)
|
||||
if value is not None:
|
||||
return value
|
||||
return default
|
||||
|
||||
def _ns_to_iso(self, timestamp_ns) -> str:
|
||||
if timestamp_ns is None:
|
||||
return ""
|
||||
|
||||
if hasattr(timestamp_ns, "isoformat"):
|
||||
try:
|
||||
if hasattr(timestamp_ns, "to_pydatetime"):
|
||||
timestamp_dt = timestamp_ns.to_pydatetime()
|
||||
else:
|
||||
timestamp_dt = timestamp_ns
|
||||
|
||||
if timestamp_dt is None:
|
||||
return ""
|
||||
|
||||
if getattr(timestamp_dt, "tzinfo", None) is None:
|
||||
timestamp_dt = timestamp_dt.replace(tzinfo=dt.timezone.utc)
|
||||
return timestamp_dt.isoformat()
|
||||
except (TypeError, ValueError, AttributeError):
|
||||
pass
|
||||
|
||||
try:
|
||||
ts_int = int(timestamp_ns)
|
||||
if ts_int <= 0:
|
||||
return ""
|
||||
return dt.datetime.fromtimestamp(ts_int / 1_000_000_000, tz=dt.timezone.utc).isoformat()
|
||||
except (TypeError, ValueError, OSError, OverflowError):
|
||||
return ""
|
||||
|
||||
def _nano_to_float(self, value) -> float:
|
||||
try:
|
||||
return float(value) / 1_000_000_000.0
|
||||
except (TypeError, ValueError):
|
||||
return 0.0
|
||||
@@ -0,0 +1,58 @@
|
||||
import asyncio
|
||||
import json
|
||||
import queue
|
||||
import threading
|
||||
|
||||
import websockets
|
||||
|
||||
|
||||
class PubSubClient:
|
||||
def __init__(self, ws_url: str):
|
||||
self._ws_url = ws_url
|
||||
self._outgoing_queue: "queue.Queue[dict]" = queue.Queue()
|
||||
self._sender_thread: threading.Thread | None = None
|
||||
|
||||
def start(self) -> threading.Thread:
|
||||
if self._sender_thread is None or not self._sender_thread.is_alive():
|
||||
self._sender_thread = self._start_sender_thread()
|
||||
return self._sender_thread
|
||||
|
||||
def publish(self, payload: dict) -> None:
|
||||
self._outgoing_queue.put(payload)
|
||||
|
||||
def publish_create_table(self, table_name: str, rows: list[dict]) -> None:
|
||||
self.publish({
|
||||
"op": "create_table",
|
||||
"table_name": table_name,
|
||||
"rows": rows,
|
||||
})
|
||||
|
||||
def publish_multiple_remove_add(
|
||||
self,
|
||||
table_name: str,
|
||||
removed_rows: list[dict],
|
||||
added_rows: list[dict],
|
||||
) -> None:
|
||||
self.publish({
|
||||
"op": "multiple_remove_add",
|
||||
"table_name": table_name,
|
||||
"removed_rows": removed_rows,
|
||||
"added_rows": added_rows,
|
||||
})
|
||||
|
||||
def _start_sender_thread(self) -> threading.Thread:
|
||||
thread = threading.Thread(target=self._run_send_loop, daemon=True)
|
||||
thread.start()
|
||||
return thread
|
||||
|
||||
def _run_send_loop(self) -> None:
|
||||
asyncio.run(self._ws_send_loop())
|
||||
|
||||
async def _ws_send_loop(self) -> None:
|
||||
async with websockets.connect(self._ws_url) as ws:
|
||||
print(f"Connected to PubSubServer websocket: {self._ws_url}")
|
||||
while True:
|
||||
payload = await asyncio.to_thread(self._outgoing_queue.get)
|
||||
body = json.dumps(payload)
|
||||
print(body)
|
||||
await ws.send(body)
|
||||
@@ -0,0 +1,69 @@
|
||||
{
|
||||
"PubSub": {
|
||||
"HeartbeatInterval": 15000,
|
||||
"MissingHeartbeatsBeforeGc": 50,
|
||||
"DisposedConnectionCheckPeriod": 1000,
|
||||
"ServerPort": 22019,
|
||||
"Routing": {
|
||||
"PublisherRoutes": [
|
||||
{
|
||||
"Name": "default",
|
||||
"ServerAddress": "bts-cloud://127.0.0.1:22019",
|
||||
"TagRegExp": ".*"
|
||||
}
|
||||
],
|
||||
"SubscriberRoutes": [
|
||||
{
|
||||
"Name": "default",
|
||||
"ServerAddress": "bts-cloud://127.0.0.1:22019",
|
||||
"TagRegExp": ".*"
|
||||
}
|
||||
]
|
||||
},
|
||||
"TagTypeToAssemblyMap": {
|
||||
"Entries": [
|
||||
{
|
||||
"HandlerClass": "BCG.PubSubServerTagHandler",
|
||||
"Assembly": "DataStreamCore.dll"
|
||||
}
|
||||
]
|
||||
},
|
||||
"TagHandlerFactory": {
|
||||
"Handlers": [
|
||||
{
|
||||
"TagType": "DataStream",
|
||||
"Assembly": "DataStreamCore",
|
||||
"Class": "bts.PubsubServerStreamTagHandler"
|
||||
},
|
||||
{
|
||||
"TagType": "DS_.*",
|
||||
"Assembly": "DataStreamCore",
|
||||
"Class": "bts.PubsubServerStreamTagHandler"
|
||||
},
|
||||
{
|
||||
"TagType": ".*",
|
||||
"Assembly": "DataStreamCore",
|
||||
"Class": "bts.PubsubServerGenericDataHandler"
|
||||
}
|
||||
]
|
||||
}
|
||||
},
|
||||
"DSLAPIServer": {
|
||||
"Ip": "localhost",
|
||||
"Port": 19093
|
||||
},
|
||||
"DSPublisher": {
|
||||
"StreamPublishingNodes": [
|
||||
{
|
||||
"Name": "sample_stream",
|
||||
"Expression": "MillisecondStream(1000,5)"
|
||||
}
|
||||
],
|
||||
"PythonPublishingNodes": [
|
||||
{
|
||||
"PythonScriptLocation": "WSPublishers/DatabentoPublisher.py",
|
||||
"Args": ""
|
||||
}
|
||||
]
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,69 @@
|
||||
{
|
||||
"PubSub": {
|
||||
"HeartbeatInterval": 15000,
|
||||
"MissingHeartbeatsBeforeGc": 50,
|
||||
"DisposedConnectionCheckPeriod": 1000,
|
||||
"ServerPort": 22019,
|
||||
"Routing": {
|
||||
"PublisherRoutes": [
|
||||
{
|
||||
"Name": "default",
|
||||
"ServerAddress": "bts-cloud://127.0.0.1:22019",
|
||||
"TagRegExp": ".*"
|
||||
}
|
||||
],
|
||||
"SubscriberRoutes": [
|
||||
{
|
||||
"Name": "default",
|
||||
"ServerAddress": "bts-cloud://127.0.0.1:22019",
|
||||
"TagRegExp": ".*"
|
||||
}
|
||||
]
|
||||
},
|
||||
"TagTypeToAssemblyMap": {
|
||||
"Entries": [
|
||||
{
|
||||
"HandlerClass": "BCG.PubSubServerTagHandler",
|
||||
"Assembly": "DataStreamCore.dll"
|
||||
}
|
||||
]
|
||||
},
|
||||
"TagHandlerFactory": {
|
||||
"Handlers": [
|
||||
{
|
||||
"TagType": "DataStream",
|
||||
"Assembly": "DataStreamCore",
|
||||
"Class": "bts.PubsubServerStreamTagHandler"
|
||||
},
|
||||
{
|
||||
"TagType": "DS_.*",
|
||||
"Assembly": "DataStreamCore",
|
||||
"Class": "bts.PubsubServerStreamTagHandler"
|
||||
},
|
||||
{
|
||||
"TagType": ".*",
|
||||
"Assembly": "DataStreamCore",
|
||||
"Class": "bts.PubsubServerGenericDataHandler"
|
||||
}
|
||||
]
|
||||
}
|
||||
},
|
||||
"DSLAPIServer": {
|
||||
"Ip": "localhost",
|
||||
"Port": 19093
|
||||
},
|
||||
"DSPublisher": {
|
||||
"StreamPublishingNodes": [
|
||||
{
|
||||
"Name": "sample_stream",
|
||||
"Expression": "MillisecondStream(1000,5)"
|
||||
}
|
||||
],
|
||||
"PythonPublishingNodes": [
|
||||
{
|
||||
"PythonScriptLocation": "WSPublishers/DatabentoPublisher.py",
|
||||
"Args": ""
|
||||
}
|
||||
]
|
||||
}
|
||||
}
|
||||
@@ -2,7 +2,8 @@
|
||||
using BCG;
|
||||
|
||||
[DataStreamUserRespresentation("AddColumnsStream")]
|
||||
public class AddColumnsStream: ViewStream {
|
||||
// example: AddColumnsStream(l,"jc1:001")
|
||||
public class AddColumnsStream : ViewStream {
|
||||
public AddColumnsStream(ViewStream parent_str, string add_col_expr) {
|
||||
ViewStream rs = new BCG.AddColumnsStream(parent_str, add_col_expr);
|
||||
mySetRealSource(rs);
|
||||
|
||||
@@ -0,0 +1,126 @@
|
||||
namespace BlueOrb.Operators.Core {
|
||||
using BCG;
|
||||
|
||||
using System;
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
|
||||
[DataStreamUserRespresentation("HideColumnsStream")]
|
||||
public class HideColumnsStream : ViewStream {
|
||||
// Wrapper row to hide the columns
|
||||
public class MyRow : IBlueRow {
|
||||
#region IBlueRow members
|
||||
private IBlueTableSchema _schema;
|
||||
private IBlueRow _row;
|
||||
public MyRow(IBlueTableSchema schema, IBlueRow row) {
|
||||
_schema = schema;
|
||||
_row = row;
|
||||
}
|
||||
public IBlueTableSchema schema { get { return _schema; } }
|
||||
#endregion
|
||||
|
||||
#region ICollection members
|
||||
public int Count { get { return schema.columnNames.Length; } }
|
||||
|
||||
public bool IsSynchronized { get { return false; } }
|
||||
|
||||
public object SyncRoot { get { return this; } }
|
||||
|
||||
public void CopyTo(Array array, int index) {
|
||||
int i = index;
|
||||
foreach (object o in this as IEnumerable)
|
||||
array.SetValue(o, i++);
|
||||
}
|
||||
#endregion
|
||||
|
||||
#region IDictionary members
|
||||
public bool IsFixedSize { get { return true; } }
|
||||
|
||||
public bool IsReadOnly { get { return true; } }
|
||||
|
||||
public object this[object key] {
|
||||
get {
|
||||
if (key is string)
|
||||
return this[(string)key];
|
||||
return this[(int)key];
|
||||
}
|
||||
set { throw new NotSupportedException("The IBlueRow is readonly"); }
|
||||
}
|
||||
|
||||
public object this[int index] {
|
||||
get {
|
||||
return this[schema.columnInfo[index].colName];
|
||||
}
|
||||
}
|
||||
|
||||
public object this[string col_name] {
|
||||
get {
|
||||
if (_schema.contains_column(col_name))
|
||||
return _row[col_name];
|
||||
else
|
||||
throw new ApplicationException($"{col_name} not found");
|
||||
}
|
||||
}
|
||||
|
||||
public ICollection Keys { get { return schema.columnNames; } }
|
||||
|
||||
public ICollection Values {
|
||||
get {
|
||||
object[] retVal = new object[schema.columnNames.Length];
|
||||
CopyTo(retVal, 0);
|
||||
return retVal;
|
||||
}
|
||||
}
|
||||
|
||||
public void Add(object key, object value) { throw new NotSupportedException("The IBlueRow is readonly"); }
|
||||
|
||||
public void Clear() { throw new NotSupportedException("The IBlueRow is readonly"); }
|
||||
|
||||
public bool Contains(object key) { return schema[(string)key] != null; }
|
||||
|
||||
public IDictionaryEnumerator GetEnumerator() { return new BlueRowDictionaryEnumerator(this); }
|
||||
|
||||
IEnumerator IEnumerable.GetEnumerator() { return new BlueRowEnumerator(this); }
|
||||
|
||||
public void Remove(object key) { throw new NotSupportedException("The IBlueRow is readonly"); }
|
||||
#endregion
|
||||
|
||||
}
|
||||
|
||||
private readonly ViewStream _parent_str;
|
||||
private readonly HashSet<string> _removed_cols;
|
||||
private BlueTable _state;
|
||||
public HideColumnsStream(ViewStream parent_str, string hide_cols_expr) {
|
||||
_parent_str = parent_str;
|
||||
_removed_cols = new HashSet<string>(hide_cols_expr.Split(',', ' '));
|
||||
if (_removed_cols.Contains("id"))
|
||||
_removed_cols.Remove("id");
|
||||
}
|
||||
|
||||
protected override void myOnFirstSubscriber() {
|
||||
_parent_str.onChange += _handle_parent_str_cb;
|
||||
}
|
||||
|
||||
private void _handle_parent_str_cb(object dp_obj) {
|
||||
// this could be made incremental and hence faster
|
||||
DataPacket dp_in = dp_obj as DataPacket;
|
||||
if (_state == null) {
|
||||
List<ColumnInfo> cis = new List<ColumnInfo>();
|
||||
foreach (ColumnInfo ci in dp_in.schema.columnInfo) {
|
||||
if (!_removed_cols.Contains(ci.colName))
|
||||
cis.Add(new ColumnInfo(ci.colName, cis.Count, ci.colType));
|
||||
}
|
||||
_state = new BlueTable(new BlueTableSchema(dp_in.schema.tableName, cis.ToArray()));
|
||||
}
|
||||
_state.clear();
|
||||
foreach (IBlueRow r in dp_in.newRows) {
|
||||
_state.addRow(new MyRow(_state.schema, r));
|
||||
}
|
||||
var dp_out = BlueDataUtility.build_dp_inc(_state,
|
||||
myLastValue == null ? new BlueTable(_state.schema) : (myLastValue as DataPacket).newRows);
|
||||
myFireEvent(dp_out);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
@@ -0,0 +1,14 @@
|
||||
namespace bts.BlueOrb {
|
||||
using BCG;
|
||||
|
||||
[DataStreamUserRespresentation("CartesianProductStream")]
|
||||
public class CartesianProductStream : ViewStream {
|
||||
public CartesianProductStream(ViewStream ls, ViewStream rs) {
|
||||
ls = new AddColumnsStream(ls, "ljc: 001");
|
||||
rs = new AddColumnsStream(rs, "rjc: 001");
|
||||
ViewStream res = new SimpleJoinStream(ls, "ljc", rs, "rjc");
|
||||
res = new global::BlueOrb.Operators.Core.HideColumnsStream(res, "ljc, rjc");
|
||||
mySetRealSource(res);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,15 @@
|
||||
namespace BlueOrb.Operators.Core {
|
||||
using System;
|
||||
|
||||
using BCG;
|
||||
|
||||
[DataStreamUserRespresentation("FullJoinStream")]
|
||||
// JoinStream is technically a LeftJoin. FullJoin only results in rows that have bpth left and right side
|
||||
public class FullJoinStream : ViewStream {
|
||||
public FullJoinStream(ViewStream l_str, string ljcs, ViewStream r_str, string rjcs) {
|
||||
ViewStream js = new global::bts.BlueOrb.SimpleJoinStream(l_str, ljcs, r_str, rjcs);
|
||||
ViewStream rs = new bts.BlueOrb.FilterStream(js, r => !DBNull.Value.Equals(r["right_id"]));
|
||||
mySetRealSource(rs);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,4 +1,5 @@
|
||||
namespace bts.BlueOrb {
|
||||
namespace bts.BlueOrb
|
||||
{
|
||||
using BCG;
|
||||
|
||||
using Bts.DataStream;
|
||||
@@ -13,8 +14,10 @@
|
||||
using RowHash = System.Int32;
|
||||
|
||||
[DataStreamUserRespresentation("JoinStream")]
|
||||
public class SimpleJoinStream : ViewStream {
|
||||
public class JoinBookkeepingData {
|
||||
public class SimpleJoinStream : ViewStream
|
||||
{
|
||||
public class JoinBookkeepingData
|
||||
{
|
||||
// initialized in cons
|
||||
readonly string[] _join_col_names;
|
||||
private readonly BlueRowHasher _hasher;
|
||||
@@ -23,7 +26,8 @@
|
||||
int[]? _join_cols;
|
||||
private IDictionary<RowHash, List<IBlueRow>> _hash_row_map = new Dictionary<RowHash, List<IBlueRow>>();
|
||||
|
||||
public JoinBookkeepingData(ViewStream vs, List<string> join_cols, BlueRowHasher row_hasher) {
|
||||
public JoinBookkeepingData(ViewStream vs, List<string> join_cols, BlueRowHasher row_hasher)
|
||||
{
|
||||
_join_col_names = join_cols.Where(c => !string.IsNullOrEmpty(c)).ToArray();
|
||||
_hasher = row_hasher;
|
||||
}
|
||||
@@ -40,22 +44,28 @@
|
||||
public List<IBlueRow>? get_matching_rows(int hash) =>
|
||||
_hash_row_map.GetValueOrDefault(hash);
|
||||
|
||||
private RowHash _get_hash(IBlueRow r) {
|
||||
if (_join_cols == null || _join_cols.Length == 0) {
|
||||
private RowHash _get_hash(IBlueRow r)
|
||||
{
|
||||
if (_join_cols == null || _join_cols.Length == 0)
|
||||
{
|
||||
return 0;
|
||||
}
|
||||
return _hasher.get_hash(r, _join_cols);
|
||||
}
|
||||
|
||||
public void update_data(IDataPacket dp) {
|
||||
if (!ready) {
|
||||
public void update_data(IDataPacket dp)
|
||||
{
|
||||
if (!ready)
|
||||
{
|
||||
_schema = dp.newRows.schema;
|
||||
_join_cols = _schema.ResolveIndices(_join_col_names);
|
||||
}
|
||||
_hash_row_map.Clear();
|
||||
foreach (IBlueRow r in dp.newRows) {
|
||||
foreach (IBlueRow r in dp.newRows)
|
||||
{
|
||||
int hash = _get_hash(r);
|
||||
if (!_hash_row_map.TryGetValue(hash, out var hash_rows)) {
|
||||
if (!_hash_row_map.TryGetValue(hash, out var hash_rows))
|
||||
{
|
||||
hash_rows = new List<IBlueRow>();
|
||||
_hash_row_map.Add(hash, hash_rows);
|
||||
}
|
||||
@@ -64,8 +74,10 @@
|
||||
}
|
||||
|
||||
[MemberNotNullWhen(true, nameof(_schema))]
|
||||
public bool ready {
|
||||
get {
|
||||
public bool ready
|
||||
{
|
||||
get
|
||||
{
|
||||
return _schema != null;
|
||||
}
|
||||
}
|
||||
@@ -77,9 +89,11 @@
|
||||
IBlueTableSchema? _schema;
|
||||
|
||||
public SimpleJoinStream(ViewStream ls, string ljc, ViewStream rs, string rjc) :
|
||||
this(ViewStreamDatabase.instance, ls, ljc, rs, rjc) { }
|
||||
this(ViewStreamDatabase.instance, ls, ljc, rs, rjc)
|
||||
{ }
|
||||
|
||||
public SimpleJoinStream(ViewStreamDatabase vsd, ViewStream ls, string ljc, ViewStream rs, string rjc) {
|
||||
public SimpleJoinStream(ViewStreamDatabase vsd, ViewStream ls, string ljc, ViewStream rs, string rjc)
|
||||
{
|
||||
_ls = ls;
|
||||
_rs = rs;
|
||||
List<string> lj_col_list = ljc.Split(',').Where(x => !String.IsNullOrEmpty(x)).ToList();
|
||||
@@ -91,30 +105,35 @@
|
||||
_rdata = new JoinBookkeepingData(rs, rj_col_list, hasher);
|
||||
}
|
||||
|
||||
protected override void myOnFirstSubscriber() {
|
||||
protected override void myOnFirstSubscriber()
|
||||
{
|
||||
_ls.onChange += _ls_onchange;
|
||||
_rs.onChange += _rs_onchange;
|
||||
}
|
||||
|
||||
private void _ls_onchange(object dp_obj) {
|
||||
private void _ls_onchange(object dp_obj)
|
||||
{
|
||||
var dp = (IDataPacket)dp_obj;
|
||||
_ldata.update_data(dp);
|
||||
_form_and_fire();
|
||||
}
|
||||
|
||||
private void _rs_onchange(object dp_obj) {
|
||||
private void _rs_onchange(object dp_obj)
|
||||
{
|
||||
var dp = (IDataPacket)dp_obj;
|
||||
_rdata.update_data(dp);
|
||||
_form_and_fire();
|
||||
}
|
||||
|
||||
protected override void myOnLastSubscriber() {
|
||||
protected override void myOnLastSubscriber()
|
||||
{
|
||||
_ls.onChange -= _ls_onchange;
|
||||
_rs.onChange -= _rs_onchange;
|
||||
}
|
||||
|
||||
[MemberNotNull(nameof(_schema))]
|
||||
private void _build_schema() {
|
||||
private void _build_schema()
|
||||
{
|
||||
if (_schema != null)
|
||||
return;
|
||||
var lschema = Log.notnull(_ldata.schema);
|
||||
@@ -122,52 +141,64 @@
|
||||
var cis = new List<ColumnInfo> {
|
||||
new("id", 0, TypeCode.Int32)
|
||||
};
|
||||
foreach (ColumnInfo ci in lschema.columnInfo) {
|
||||
foreach (ColumnInfo ci in lschema.columnInfo)
|
||||
{
|
||||
string col_name = rschema.contains_column(ci.colName) ? $"left_{ci.colName}" : ci.colName;
|
||||
cis.Add(new ColumnInfo(col_name, cis.Count, ci.colType));
|
||||
}
|
||||
foreach (ColumnInfo ci in rschema.columnInfo) {
|
||||
foreach (ColumnInfo ci in rschema.columnInfo)
|
||||
{
|
||||
string col_name = lschema.contains_column(ci.colName) ? $"right_{ci.colName}" : ci.colName;
|
||||
cis.Add(new ColumnInfo(col_name, cis.Count, ci.colType));
|
||||
}
|
||||
_schema = new BlueTableSchema($"{lschema.tableName}_join_{rschema.tableName}", cis.ToArray());
|
||||
}
|
||||
|
||||
private void _form_and_fire() {
|
||||
private void _form_and_fire()
|
||||
{
|
||||
if (!_ldata.ready || !_rdata.ready)
|
||||
return;
|
||||
_build_schema();
|
||||
List<object[]> res_rows = new List<object[]>();
|
||||
|
||||
// this is where the join happens
|
||||
foreach (var kv in _ldata.rows) {
|
||||
foreach (var kv in _ldata.rows)
|
||||
{
|
||||
RowHash hash = kv.Key;
|
||||
List<IBlueRow> l_rows = kv.Value;
|
||||
List<IBlueRow>? r_rows = _rdata.get_matching_rows(hash);
|
||||
|
||||
foreach (IBlueRow lr in l_rows) {
|
||||
if (r_rows != null) {
|
||||
foreach (IBlueRow r in r_rows) {
|
||||
foreach (IBlueRow lr in l_rows)
|
||||
{
|
||||
if (r_rows != null)
|
||||
{
|
||||
foreach (IBlueRow r in r_rows)
|
||||
{
|
||||
object[] rowvals = build_row_array(res_rows.Count, lr);
|
||||
copy_row(rowvals, r, false);
|
||||
res_rows.Add(rowvals);
|
||||
}
|
||||
} else {
|
||||
}
|
||||
else
|
||||
{
|
||||
object[] rowvals = build_row_array(res_rows.Count, lr);
|
||||
res_rows.Add(rowvals);
|
||||
}
|
||||
}
|
||||
}
|
||||
BlueTable rv = new BlueTable(_schema);
|
||||
foreach (object[] rval in res_rows) {
|
||||
foreach (object[] rval in res_rows)
|
||||
{
|
||||
rv.addRow(new BlueRow(_schema, rval));
|
||||
}
|
||||
var dp = BlueDataUtility.build_dp(rv, myLastValue as IDataPacket);
|
||||
myFireEvent(dp);
|
||||
|
||||
object[] build_row_array(int id, IBlueRow l_row) {
|
||||
object[] build_row_array(int id, IBlueRow l_row)
|
||||
{
|
||||
object[] rv = new object[_schema.columnNames.Length];
|
||||
for (int i = 0; i < _schema.columnNames.Length; i++) {
|
||||
for (int i = 0; i < _schema.columnNames.Length; i++)
|
||||
{
|
||||
rv[i] = DBNull.Value;
|
||||
}
|
||||
rv[0] = id;
|
||||
@@ -175,30 +206,26 @@
|
||||
return rv;
|
||||
}
|
||||
|
||||
void copy_row(object?[] rval, IBlueRow r, bool is_left) {
|
||||
void copy_row(object?[] rval, IBlueRow r, bool is_left)
|
||||
{
|
||||
int offset = 1;
|
||||
JoinBookkeepingData sdata = _ldata;
|
||||
if (is_left) {
|
||||
if (is_left)
|
||||
{
|
||||
offset = 1;
|
||||
sdata = _ldata;
|
||||
} else {
|
||||
}
|
||||
else
|
||||
{
|
||||
sdata = _rdata;
|
||||
offset = 1 + _ldata.RequireSchema().columnInfo.Length;
|
||||
}
|
||||
for (int i = 0; i < sdata.RequireSchema().columnInfo.Length; i++) {
|
||||
for (int i = 0; i < sdata.RequireSchema().columnInfo.Length; i++)
|
||||
{
|
||||
rval[offset + i] = r[i];
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
[DataStreamUserRespresentation("FullJoinStream")]
|
||||
public class FullJoinStream : ViewStream {
|
||||
public FullJoinStream(ViewStream l_str, string ljcs, ViewStream r_str, string rjcs) {
|
||||
ViewStream js = new SimpleJoinStream(l_str, ljcs, r_str, rjcs);
|
||||
ViewStream rs = new bts.BlueOrb.FilterStream(js, r => !DBNull.Value.Equals(r["right_id"]));
|
||||
mySetRealSource(rs);
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
@@ -1,58 +0,0 @@
|
||||
namespace BlueOrb.Internal;
|
||||
|
||||
using BCG;
|
||||
|
||||
using System;
|
||||
using System.Linq;
|
||||
|
||||
[DataStreamUserRespresentation("TestStream")]
|
||||
public class TestStream : ViewStream {
|
||||
public TestStream() {
|
||||
var rs = new BlueOrb.Operators.Core.LiteralStream("table1", "x:123, y:1.001, z:abc;x:123, y:1.001, z:abc");
|
||||
mySetRealSource(rs);
|
||||
}
|
||||
}
|
||||
|
||||
[DataStreamUserRespresentation("OpsStream")]
|
||||
public class OpsStream : ViewStream {
|
||||
public OpsStream() {
|
||||
}
|
||||
|
||||
protected override void myOnFirstSubscriber() {
|
||||
IBlueTableSchema schema = new BlueTableSchema("Ops");
|
||||
schema = schema.add_column(System.TypeCode.Int32, "id");
|
||||
schema = schema.add_column(System.TypeCode.String, "op");
|
||||
schema = schema.add_column(System.TypeCode.String, "namespace");
|
||||
schema = schema.add_column(System.TypeCode.String, "assembly_name");
|
||||
schema = schema.add_column(System.TypeCode.String, "constructor");
|
||||
var loaded_streams = PrimitiveManager.instance.get_loaded_streams();
|
||||
BlueTable rv = new BlueTable(schema);
|
||||
foreach (var kv in loaded_streams.OrderBy(kv => kv.Key, StringComparer.OrdinalIgnoreCase)) {
|
||||
string sn = kv.Key;
|
||||
Type t = kv.Value;
|
||||
string ns = t.Namespace ?? string.Empty;
|
||||
string assembly_name = t.Assembly.GetName().Name ?? string.Empty;
|
||||
var constructors = t.GetConstructors()
|
||||
.OrderBy(c => c.GetParameters().Length)
|
||||
.ThenBy(c => c.ToString());
|
||||
if (!constructors.Any()) {
|
||||
IBlueRow r = new BlueRow(schema, rv.Count, sn, ns, assembly_name, "(no public constructor)");
|
||||
rv.addRow(r);
|
||||
continue;
|
||||
}
|
||||
foreach (var ctor in constructors) {
|
||||
var parameters = ctor.GetParameters();
|
||||
string constructor = $"{t.Name}({string.Join(", ", parameters.Select(p => p.ParameterType.Name))})";
|
||||
IBlueRow r = new BlueRow(schema, rv.Count, sn, ns, assembly_name, constructor);
|
||||
rv.addRow(r);
|
||||
}
|
||||
}
|
||||
myFireEvent(new DataPacket(rv, rv, new BlueTable(schema)));
|
||||
}
|
||||
|
||||
protected override void myOnLastSubscriber() {
|
||||
base.myOnLastSubscriber();
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
@@ -29,22 +29,26 @@ namespace bts.BlueOrb {
|
||||
_stream.onChange -= new ChangeDelegate(_onstream_change);
|
||||
}
|
||||
|
||||
|
||||
private bool _orig_schema_has_timestamp = false;
|
||||
private void _onstream_change(object o) {
|
||||
DataPacket dp = o as DataPacket;
|
||||
DateTime now = DateTime.Now;
|
||||
if (_table == null) {
|
||||
IBlueTableSchema schema = new BlueTableSchema(dp.newRows.schema.columnInfo, dp.newRows.schema.tableName);
|
||||
schema = schema.add_columns(Tuple.Create(typeof(DateTime), "timestamp"));
|
||||
if (!schema.contains_column("timestamp")) {
|
||||
_orig_schema_has_timestamp = true;
|
||||
schema = schema.add_columns(Tuple.Create(typeof(DateTime), "timestamp"));
|
||||
}
|
||||
_table = new CircularBufferTable(schema, _size);
|
||||
}
|
||||
foreach (IBlueRow r in dp.addedRows) {
|
||||
MutableBlueRow ar = new MutableBlueRow(_table.schema, r);
|
||||
ar.setValue("timestamp", now);
|
||||
if (!_orig_schema_has_timestamp)
|
||||
ar.setValue("timestamp", now);
|
||||
ar.setValue("id", _id++);
|
||||
_table.add_row(ar);
|
||||
}
|
||||
var dp_out = BlueDataUtility.build_dp(_table, myLastValue as DataPacket);
|
||||
var dp_out = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
|
||||
myFireEvent(dp_out);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -23,16 +23,16 @@ public static class DataStreamExtensions {
|
||||
public static ViewStream AsViewStream<T>(this IObservable<IDataPacket<T>> source, string? name = null, ILogger? logger = null) where T : IBlueRow =>
|
||||
source as ViewStream ?? new ObservableViewStream(source.Select(dp => new DataPacket(dp.newRows, dp.addedRows, dp.deletedRows)), name, logger);
|
||||
|
||||
public static IObservable<IDataPacket> AsObservable(this ViewStream source) {
|
||||
return source as IObservable<IDataPacket> ?? Observable.Create<IDataPacket>(Subscribe);
|
||||
public static IObservable<DataPacket> AsObservable(this ViewStream source) {
|
||||
return source as IObservable<DataPacket> ?? Observable.Create<DataPacket>(Subscribe);
|
||||
|
||||
IDisposable Subscribe(IObserver<IDataPacket> observer) {
|
||||
IDisposable Subscribe(IObserver<DataPacket> observer) {
|
||||
source.onChange += OnChange;
|
||||
return Disposable.Create(() => source.onChange -= OnChange);
|
||||
|
||||
void OnChange(object? newValue) =>
|
||||
observer.OnNext(newValue as IDataPacket ?? throw new ArgumentException(
|
||||
$"Expected IDataPacket, got {newValue?.GetType()}", nameof(newValue)));
|
||||
observer.OnNext(newValue as DataPacket ?? throw new ArgumentException(
|
||||
$"Expected DataPacket, got {newValue?.GetType()}", nameof(newValue)));
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -88,7 +88,8 @@ namespace BCG {
|
||||
return Task.CompletedTask;
|
||||
}
|
||||
|
||||
void _on_str(IDataPacket dp) {
|
||||
private void _on_str(DataPacket dp)
|
||||
{
|
||||
foreach (IBlueRow r in dp.newRows)
|
||||
{
|
||||
string name = r.get<string>("name");
|
||||
|
||||
@@ -1,22 +0,0 @@
|
||||
// using System;
|
||||
// using BCG;
|
||||
// using BCG.Utilities;
|
||||
|
||||
// namespace BCG
|
||||
// {
|
||||
// public class CartesianProductStream : ViewStream
|
||||
// {
|
||||
// public CartesianProductStream(ViewStream v1, ViewStream v2)
|
||||
// {
|
||||
// mySetRealSource(
|
||||
// new JoinStream (new AddColumnsStream (v1,
|
||||
// "hiddenCartesianColumn=1"),
|
||||
// "hiddenCartesianColumn",
|
||||
// "!id hiddenCartesianColumn dateTime:dateBoundary",
|
||||
// new AddColumnsStream (v2,
|
||||
// "hiddenCartesianColumn=1"),
|
||||
// "hiddenCartesianColumn",
|
||||
// "!id hiddenCartesianColumn"));
|
||||
// }
|
||||
// }
|
||||
// }
|
||||
@@ -14,8 +14,10 @@ namespace BCG
|
||||
public DistinctRowEvaluator(string colMapExpression, string[] columnNames)
|
||||
: base (colMapExpression, null, columnNames) {}
|
||||
|
||||
public override IBlueRow? evaluate(IDataPacket packet) {
|
||||
myOutputTable ??= new GroupByOutputTable(packet.Schema);
|
||||
|
||||
public override IBlueRow evaluate (DataPacket packet)
|
||||
{
|
||||
myOutputTable = myOutputTable == null ? new GroupByOutputTable (packet.schema) : myOutputTable;
|
||||
string hashString = GroupByStream.getRepString (packet, myGroupByCols);
|
||||
if (packet.newRows.Count == 0)
|
||||
//if there are no rows for this group we remove the group from the output table
|
||||
|
||||
@@ -42,7 +42,7 @@ namespace BCG
|
||||
return retVal;
|
||||
}
|
||||
|
||||
public abstract IBlueRow? evaluate(IDataPacket dp);
|
||||
public abstract IBlueRow evaluate (DataPacket dp) ;
|
||||
#endregion
|
||||
|
||||
#region Helper methods
|
||||
|
||||
@@ -8,13 +8,12 @@ namespace BCG {
|
||||
internal class GroupByStream : MethodDrivenStream {
|
||||
private class MyFuncGroupByEvaluator : IGroupByEvaluator {
|
||||
private string[] _groupby_cols;
|
||||
readonly Func<IDataPacket, IBlueRow> _groupby_func;
|
||||
public MyFuncGroupByEvaluator(IEnumerable<string> groupby_cols, Func<IDataPacket, IBlueRow> groupby_func) {
|
||||
private Func<DataPacket, IBlueRow> _groupby_func;
|
||||
public MyFuncGroupByEvaluator(IEnumerable<string> groupby_cols, Func<DataPacket, IBlueRow> groupby_func) {
|
||||
_groupby_cols = groupby_cols.ToArray();
|
||||
_groupby_func = groupby_func;
|
||||
}
|
||||
public IBlueRow evaluate(IDataPacket packet) =>
|
||||
_groupby_func(packet);
|
||||
public IBlueRow evaluate(DataPacket packet) { return _groupby_func(packet); }
|
||||
|
||||
public string[] groupByColumns { get { return _groupby_cols; } }
|
||||
|
||||
@@ -33,7 +32,7 @@ namespace BCG {
|
||||
private IBlueTableSchema myOutputSchema;
|
||||
private int myIdGenerator = 0;
|
||||
|
||||
public GroupByStream(ViewStream stream, IEnumerable<string> groupby_cols, Func<IDataPacket, IBlueRow> groupby_func)
|
||||
public GroupByStream(ViewStream stream, IEnumerable<string> groupby_cols, Func<DataPacket, IBlueRow> groupby_func)
|
||||
: this(stream, new MyFuncGroupByEvaluator(groupby_cols, groupby_func)) { }
|
||||
|
||||
public GroupByStream(ViewStream stream, IGroupByEvaluator groupByEvaluator)
|
||||
@@ -188,11 +187,11 @@ namespace BCG {
|
||||
}
|
||||
}
|
||||
|
||||
public static string getRepString(IDataPacket dp, string[] colNames) {
|
||||
public static string getRepString(DataPacket dp, string[] colNames) {
|
||||
return BlueDataUtility.rowToString(getRepRow(dp), colNames);
|
||||
}
|
||||
|
||||
public static IBlueRow getRepRow(IDataPacket dp) {
|
||||
public static IBlueRow getRepRow(DataPacket dp) {
|
||||
if (dp.newRows.Count > 0)
|
||||
return BlueDataUtility.extractRow(dp.newRows, 0);
|
||||
else if (dp.addedRows.Count > 0)
|
||||
|
||||
@@ -1,3 +1,5 @@
|
||||
using System;
|
||||
|
||||
namespace BCG
|
||||
{
|
||||
/// <summary>
|
||||
@@ -12,7 +14,7 @@ namespace BCG
|
||||
/// deletetion) and the added and deletedRows being the increments. If a group has
|
||||
/// to be totally removed then a null should be returned
|
||||
/// </summary>
|
||||
IBlueRow? evaluate(IDataPacket packet);
|
||||
IBlueRow evaluate (DataPacket packet);
|
||||
|
||||
/// <summary>
|
||||
/// Returns the columns (belonging to the original schema) on which this IGroupByEvaluator
|
||||
|
||||
@@ -14,8 +14,9 @@ namespace BCG {
|
||||
public MaxGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
|
||||
: base(colMapEpression, outputCol, groupByCols) { }
|
||||
|
||||
public override IBlueRow? evaluate(IDataPacket dp) {
|
||||
myOutputTable ??= new GroupByOutputTable(dp.Schema);
|
||||
public override IBlueRow evaluate(DataPacket dp) {
|
||||
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) :
|
||||
myOutputTable;
|
||||
string hashString = BlueDataUtility.rowToString(GroupByStream.getRepRow(dp), myGroupByCols);
|
||||
IBlueRow currMaxRow = myOutputTable.getRow(hashString);
|
||||
IBlueRow maxRow = BlueDataUtility.computeMaxRow(dp.deletedRows, myOutputColumn);
|
||||
|
||||
@@ -1,3 +1,7 @@
|
||||
using System;
|
||||
|
||||
using BCG.Utilities;
|
||||
|
||||
namespace BCG {
|
||||
public class MinGroupByEvaluator : MaxGroupByEvaluator {
|
||||
public MinGroupByEvaluator(string outputCol, string[] groupByCols)
|
||||
@@ -6,8 +10,8 @@ namespace BCG {
|
||||
public MinGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols) :
|
||||
base(colMapEpression, outputCol, groupByCols) { }
|
||||
|
||||
public override IBlueRow? evaluate(IDataPacket dp) {
|
||||
myOutputTable ??= new GroupByOutputTable(dp.Schema);
|
||||
public override IBlueRow evaluate(DataPacket dp) {
|
||||
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
|
||||
string stringRep = BlueDataUtility.rowToString(GroupByStream.getRepRow(dp), myGroupByCols);
|
||||
IBlueRow currMinRow = myOutputTable.getRow(stringRep);
|
||||
IBlueRow minRow = BlueDataUtility.computeMinRow(dp.deletedRows, myOutputColumn);
|
||||
|
||||
@@ -1,3 +1,5 @@
|
||||
using System;
|
||||
|
||||
namespace BCG {
|
||||
/// <summary>
|
||||
/// Computes the sum for a given column
|
||||
@@ -8,8 +10,8 @@ namespace BCG {
|
||||
public SumGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
|
||||
: base(colMapEpression, outputCol, groupByCols) { }
|
||||
|
||||
public override IBlueRow evaluate(IDataPacket dp) {
|
||||
myOutputTable ??= new GroupByOutputTable(dp.Schema);
|
||||
public override IBlueRow evaluate(DataPacket dp) {
|
||||
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
|
||||
|
||||
IBlueRow sumRow = BlueDataUtility.computeSum(dp.newRows, myOutputColumn);
|
||||
return sumRow;
|
||||
@@ -31,7 +33,7 @@ namespace BCG {
|
||||
|
||||
#region IGroupByEvaluator Members
|
||||
|
||||
public IBlueRow evaluate(IDataPacket packet) => BlueDataUtility.computeSum(packet.newRows, myOutputCols);
|
||||
public IBlueRow evaluate(DataPacket packet) { return BlueDataUtility.computeSum(packet.newRows, myOutputCols); }
|
||||
|
||||
public string[] groupByColumns { get { return myGroupByCols; } }
|
||||
|
||||
@@ -49,8 +51,9 @@ namespace BCG {
|
||||
public SumGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
|
||||
: base(colMapEpression, outputCol, groupByCols) { }
|
||||
|
||||
public override IBlueRow evaluate(IDataPacket dp) {
|
||||
myOutputTable ??= new GroupByOutputTable(dp.Schema);
|
||||
public override IBlueRow evaluate(DataPacket dp) {
|
||||
myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
|
||||
|
||||
IBlueRow sumRow = BlueDataUtility.computeSum<T>(dp.newRows, myOutputColumn);
|
||||
return sumRow;
|
||||
}
|
||||
@@ -65,7 +68,7 @@ namespace BCG {
|
||||
|
||||
#region IGroupByEvaluator Members
|
||||
|
||||
public IBlueRow evaluate(IDataPacket packet) => BlueDataUtility.computeSum<T>(packet.newRows, myOutputCols);
|
||||
public IBlueRow evaluate(DataPacket packet) { return BlueDataUtility.computeSum<T>(packet.newRows, myOutputCols); }
|
||||
|
||||
public string[] groupByColumns { get { return myGroupByCols; } }
|
||||
|
||||
|
||||
@@ -2,8 +2,6 @@ using BCG;
|
||||
|
||||
using MongoDB.Driver.Core.WireProtocol.Messages;
|
||||
|
||||
using Spark.Core.Diagnostics;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
@@ -39,7 +37,7 @@ namespace bts {
|
||||
}
|
||||
|
||||
void _handle_stream_update(object dp_obj) {
|
||||
var dp = ExceptionAssert.Argument.Is<IDataPacket>(dp_obj);
|
||||
DataPacket dp = dp_obj as DataPacket;
|
||||
IDictionary<int, List<IBlueRow>> groups = !String.IsNullOrEmpty(_group_by_col) ?
|
||||
BlueDataUtility.group_together(dp.newRows, new string[] { _group_by_col })
|
||||
:
|
||||
|
||||
@@ -8,48 +8,34 @@ using System;
|
||||
using System.Collections.Generic;
|
||||
using System.IO;
|
||||
using System.Linq;
|
||||
using bts;
|
||||
using BCG;
|
||||
|
||||
namespace bts
|
||||
{
|
||||
namespace BlueOrb.Pubsub.Diagnostics {
|
||||
// This publishes data to the pubsub server, subscribes, gets it back and records the time it took for the round trip
|
||||
[DataStreamUserRespresentation("pss_echo")]
|
||||
public class PubsubEchoTestStream : ViewStream, IWorker
|
||||
{
|
||||
public class PayloadMessage
|
||||
{
|
||||
public class PubsubEchoTestStream : ViewStream, IWorker {
|
||||
public class PayloadMessage {
|
||||
public readonly string? msg_id;
|
||||
public readonly Int64 timestamp = 0;
|
||||
public readonly byte[]? payload = null;
|
||||
|
||||
public static byte[] create_data(int payload_size, byte payload_byte)
|
||||
{
|
||||
public static byte[] create_data(int payload_size, byte payload_byte) {
|
||||
var rv = new byte[payload_size];
|
||||
for (int i = 0; i < payload_size; i++)
|
||||
{
|
||||
for (int i = 0; i < payload_size; i++) {
|
||||
rv[i] = payload_byte;
|
||||
}
|
||||
return rv;
|
||||
}
|
||||
|
||||
// public PayloadMessage(string guid_, Int64 timestamp_, int payload_size, byte payload_byte)
|
||||
// {
|
||||
// guid = guid_;
|
||||
// timestamp = timestamp_;
|
||||
// payload = new byte[payload_size];
|
||||
// for (int i = 0; i < payload_size; i++)
|
||||
// {
|
||||
// payload[i] = payload_byte;
|
||||
// }
|
||||
// }
|
||||
public PayloadMessage(string guid_, Int64 timestamp_, byte[] payload_)
|
||||
{
|
||||
public PayloadMessage(string guid_, Int64 timestamp_, byte[] payload_) {
|
||||
msg_id = guid_;
|
||||
timestamp = timestamp_;
|
||||
payload = payload_;
|
||||
}
|
||||
|
||||
private PayloadMessage() { }
|
||||
public byte[] serialize()
|
||||
{
|
||||
public byte[] serialize() {
|
||||
var str = new MemoryStream();
|
||||
BinaryWriter bw = new BinaryWriter(str);
|
||||
bw.Write(msg_id ?? string.Empty);
|
||||
@@ -61,8 +47,7 @@ namespace bts
|
||||
return bytes;
|
||||
}
|
||||
|
||||
public static PayloadMessage deserialize(byte[] ser_bytes)
|
||||
{
|
||||
public static PayloadMessage deserialize(byte[] ser_bytes) {
|
||||
var str = new MemoryStream(ser_bytes) {
|
||||
Position = 0
|
||||
};
|
||||
@@ -87,8 +72,7 @@ namespace bts
|
||||
private readonly string _tag_name;
|
||||
private readonly int _payload_sz;
|
||||
private readonly IPubSubRouter _router;
|
||||
private enum IOState
|
||||
{
|
||||
private enum IOState {
|
||||
SEND = 0,
|
||||
RECV = 1
|
||||
};
|
||||
@@ -123,8 +107,7 @@ namespace bts
|
||||
public PubsubEchoTestStream(string server_url, int publish_period_msecs, int payload_size, string tag_name)
|
||||
: this(server_url, TimeSpan.FromMilliseconds(publish_period_msecs), payload_size, tag_name, ViewStreamDatabase.instance) { }
|
||||
|
||||
protected override void myOnFirstSubscriber()
|
||||
{
|
||||
protected override void myOnFirstSubscriber() {
|
||||
_pub_core = PublisherCore.Create(_router);
|
||||
_sub_core = new SubscriberCore(_router);
|
||||
_sub_core.subscribe(_tag_name);
|
||||
@@ -132,8 +115,7 @@ namespace bts
|
||||
|
||||
}
|
||||
|
||||
protected override void myOnLastSubscriber()
|
||||
{
|
||||
protected override void myOnLastSubscriber() {
|
||||
_vsd.removeWorker(this);
|
||||
Log.notnull(_sub_core).unsubscribe(_tag_name);
|
||||
}
|
||||
@@ -144,8 +126,7 @@ namespace bts
|
||||
SubscriberRoutes = new() { new(serverUrl, ".*") },
|
||||
});
|
||||
|
||||
private void _fire_dp_after_send()
|
||||
{
|
||||
private void _fire_dp_after_send() {
|
||||
Log.notnull(_last_sent_msg);
|
||||
// as soon as the data is published, its reflected in the stream state
|
||||
BlueRow r = new BlueRow(_table.schema, _table.Count, _last_sent_msg.msg_id, _last_sent_msg.timestamp, DBNull.Value, DBNull.Value,
|
||||
@@ -155,8 +136,7 @@ namespace bts
|
||||
myFireEvent(dp_out);
|
||||
}
|
||||
|
||||
private void _fire_dp_after_recv()
|
||||
{
|
||||
private void _fire_dp_after_recv() {
|
||||
Log.notnull(_last_recvd_msg);
|
||||
Log.notnull(_last_sent_msg);
|
||||
// update the last publish row
|
||||
@@ -173,13 +153,11 @@ namespace bts
|
||||
}
|
||||
}
|
||||
|
||||
private string _get_next_id()
|
||||
{
|
||||
private string _get_next_id() {
|
||||
return _table.Count.ToString();
|
||||
}
|
||||
|
||||
private void _publish_next_packet()
|
||||
{
|
||||
private void _publish_next_packet() {
|
||||
Log.notnull(_pub_core);
|
||||
var bytes = PayloadMessage.create_data(_payload_sz, _payload_byte);
|
||||
_last_sent_msg = new PayloadMessage(_get_next_id(), epoch_now(), bytes);
|
||||
@@ -188,13 +166,10 @@ namespace bts
|
||||
_last_publish_time = DateTime.Now;
|
||||
}
|
||||
|
||||
public void doWork()
|
||||
{
|
||||
switch (_state)
|
||||
{
|
||||
public void doWork() {
|
||||
switch (_state) {
|
||||
case IOState.SEND:
|
||||
if (DateTime.Now - _last_publish_time >= _publish_period)
|
||||
{
|
||||
if (DateTime.Now - _last_publish_time >= _publish_period) {
|
||||
_publish_next_packet();
|
||||
_last_publish_time = DateTime.Now;
|
||||
_fire_dp_after_send();
|
||||
@@ -206,8 +181,7 @@ namespace bts
|
||||
var updates = Log.notnull(_sub_core).get_updates(TimeSpan.Zero);
|
||||
updates = updates.Where(u => u.tag == _tag_name);
|
||||
var recv_msg = find_packet(updates);
|
||||
if (recv_msg != null)
|
||||
{
|
||||
if (recv_msg != null) {
|
||||
_last_recvd_msg = recv_msg;
|
||||
_fire_dp_after_recv();
|
||||
_state = IOState.SEND;
|
||||
@@ -230,8 +204,7 @@ namespace bts
|
||||
}
|
||||
}
|
||||
|
||||
public static long epoch_now()
|
||||
{
|
||||
public static long epoch_now() {
|
||||
return DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
|
||||
}
|
||||
|
||||
|
||||
@@ -1,12 +1,17 @@
|
||||
namespace bts {
|
||||
using BCG;
|
||||
|
||||
using bts.collections;
|
||||
|
||||
using IronPython.Runtime.Operations;
|
||||
|
||||
using ProtoBuf;
|
||||
|
||||
using System;
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Runtime.Intrinsics.Arm;
|
||||
|
||||
public class ProjectData {
|
||||
// schema from the base stream
|
||||
|
||||
@@ -1,4 +1,5 @@
|
||||
namespace BCG {
|
||||
namespace BlueOrb.PubSub {
|
||||
using BCG;
|
||||
// this for testing purposes mainly, its wraps a ViewPublisher around a stream,
|
||||
// and hence epublishes it out to the PS
|
||||
public class PublisherStream : ViewStream {
|
||||
|
||||
@@ -15,6 +15,7 @@ using mbts;
|
||||
using BCG.Extensions;
|
||||
using System.Text.Json;
|
||||
using System.Text.Json.Nodes;
|
||||
using Newtonsoft.Json;
|
||||
using BCG;
|
||||
using System.Runtime.CompilerServices;
|
||||
using bts;
|
||||
@@ -359,11 +360,11 @@ namespace BCG {
|
||||
}
|
||||
|
||||
public static Dictionary<string, string> convert_json_to_dictionary(string json_string) {
|
||||
Dictionary<string, string> dictionary = JsonSerializer.Deserialize<Dictionary<string, string>>(json_string);
|
||||
Dictionary<string, string> dictionary = JsonConvert.DeserializeObject<Dictionary<string, string>>(json_string);
|
||||
return dictionary;
|
||||
}
|
||||
public static IBlueRow convert_json_to_row(string json_string, int id = 0) {
|
||||
Dictionary<string, object> dictionary = JsonSerializer.Deserialize<Dictionary<string, object>>(json_string);
|
||||
Dictionary<string, object> dictionary = JsonConvert.DeserializeObject<Dictionary<string, object>>(json_string);
|
||||
if (!dictionary.ContainsKey("id")) {
|
||||
dictionary.Add("id", id);
|
||||
}
|
||||
@@ -1846,7 +1847,7 @@ namespace BCG {
|
||||
return sb.ToString();
|
||||
}
|
||||
|
||||
public static string id_string(IBlueRowCollection table) {
|
||||
public static string rows_id_string(this IBlueRowCollection table) {
|
||||
string rv = String.Empty;
|
||||
foreach (IBlueRow r in table)
|
||||
rv += $"{r["id"]} ";
|
||||
@@ -2245,7 +2246,7 @@ namespace BCG {
|
||||
|
||||
public static T get_row_value<T>(IBlueRow r, string col_name, T error_val) {
|
||||
try {
|
||||
object rv = (r != null && r.Contains(col_name)) ? r[col_name] : DBNull.Value;
|
||||
object rv = (r != null && r.schema.contains_column(col_name)) ? r[col_name] : DBNull.Value;
|
||||
if (rv == null || rv == DBNull.Value)
|
||||
return error_val;
|
||||
else
|
||||
|
||||
@@ -1,6 +1,4 @@
|
||||
#nullable enable
|
||||
using Bts.DataStreamCore;
|
||||
|
||||
using System;
|
||||
using System.Text.Json.Serialization;
|
||||
|
||||
@@ -9,7 +7,6 @@ namespace BCG {
|
||||
/// Resprsents information about a column schema, ie its ordinal, the type, the name and constant value or expression. where applicable
|
||||
/// </summary>
|
||||
[Serializable]
|
||||
[JsonConverter(typeof(ColumnInfoJsonConverter))]
|
||||
public class ColumnInfo : IComparable<ColumnInfo>, IComparable, IEquatable<ColumnInfo> {
|
||||
|
||||
//the default column info does not cach values in a lookup table, therefore it is in group 0
|
||||
@@ -70,12 +67,16 @@ namespace BCG {
|
||||
private Type myColType;
|
||||
private object? myColValue;
|
||||
|
||||
[JsonPropertyName("colNo")]
|
||||
public int colNo { get { return myColNo; } }
|
||||
|
||||
[JsonPropertyName("colName")]
|
||||
public string colName { get { return myColName; } }
|
||||
|
||||
[JsonPropertyName("colType")]
|
||||
public Type colType { get { return myColType; } }
|
||||
|
||||
[JsonIgnore]
|
||||
public object? colValue {get{return myColValue;}}
|
||||
}
|
||||
}
|
||||
@@ -1,27 +0,0 @@
|
||||
namespace Bts.DataStreamCore;
|
||||
|
||||
using BCG;
|
||||
|
||||
using Spark.Core.Json;
|
||||
|
||||
using System;
|
||||
using System.Text.Json;
|
||||
using System.Text.Json.Nodes;
|
||||
using System.Text.Json.Serialization;
|
||||
|
||||
public class ColumnInfoJsonConverter : JsonConverter<ColumnInfo> {
|
||||
public override ColumnInfo Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options) {
|
||||
var jobj = JsonSerializer.Deserialize<JsonObject>(ref reader);
|
||||
return new(
|
||||
jobj[nameof(ColumnInfo.colName)].GetValue<string>(),
|
||||
jobj[nameof(ColumnInfo.colNo)].GetValue<int>(),
|
||||
Type.GetType(jobj[nameof(ColumnInfo.colType)].GetValue<string>()));
|
||||
}
|
||||
|
||||
public override void Write(Utf8JsonWriter writer, ColumnInfo value, JsonSerializerOptions options) {
|
||||
using var _ = writer.WriteObject();
|
||||
writer.WriteString(nameof(ColumnInfo.colName), value.colName);
|
||||
writer.WriteNumber(nameof(ColumnInfo.colNo), value.colNo);
|
||||
writer.WriteString(nameof(ColumnInfo.colType), value.colType.ToString());
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,142 @@
|
||||
namespace BlueOrb.Data {
|
||||
using BCG;
|
||||
|
||||
using bts;
|
||||
|
||||
|
||||
using System;
|
||||
using System.Linq;
|
||||
|
||||
public static class Comparisons {
|
||||
public static int compare_row(this IBlueRow row, IBlueRow other_row, params string[] col_names) {
|
||||
int comp_res = 0;
|
||||
foreach (string col_name in col_names) {
|
||||
object val1 = row[col_name];
|
||||
object val2 = other_row[col_name];
|
||||
comp_res = compare_row_values(val1, val2);
|
||||
if (comp_res != 0)
|
||||
break;
|
||||
}
|
||||
return comp_res;
|
||||
}
|
||||
|
||||
public static void compare_tables_id(this IBlueRowCollection table1,
|
||||
IBlueRowCollection table2,
|
||||
out IBlueRowCollection rows_only_in_table1,
|
||||
out IBlueRowCollection rows_only_in_table2) {
|
||||
Log.assert(table1 != null);
|
||||
table2 = table2 ?? new BlueTable(table1.schema);
|
||||
var schema = get_output_schema(table1, table2);
|
||||
var table1_only = new BlueTable(schema);
|
||||
var table2_only = new BlueTable(schema);
|
||||
|
||||
if (table1 is not null) {
|
||||
foreach (IBlueRow row in table1)
|
||||
if (table2 is null || !table2.containsID(row.get<int>("id")))
|
||||
table1_only.addRow(row);
|
||||
}
|
||||
|
||||
if (table2 is not null) {
|
||||
foreach (IBlueRow row in table2)
|
||||
if (table1 is null || !table1.containsID(row.get<int>("id")))
|
||||
table2_only.addRow(row);
|
||||
}
|
||||
|
||||
rows_only_in_table1 = table1_only;
|
||||
rows_only_in_table2 = table2_only;
|
||||
}
|
||||
|
||||
public static void compare_tables_deep(this IBlueRowCollection table1,
|
||||
IBlueRowCollection table2,
|
||||
out IBlueRowCollection rows_only_in_table1,
|
||||
out IBlueRowCollection rows_only_in_table2) {
|
||||
Log.assert(table1 != null);
|
||||
table2 = table2 ?? new BlueTable(table1.schema);
|
||||
var schema = get_output_schema(table1, table2);
|
||||
validate_matching_schemas(table1, table2);
|
||||
|
||||
var table1_only = new BlueTable(schema);
|
||||
var table2_only = new BlueTable(schema);
|
||||
var compare_cols = schema.columnNames.Where(c => c != "id").ToArray();
|
||||
|
||||
if (table1 is not null) {
|
||||
foreach (IBlueRow row in table1) {
|
||||
if (table2 is null || !table2.containsID(row.get<int>("id"))) {
|
||||
table1_only.addRow(row);
|
||||
continue;
|
||||
}
|
||||
|
||||
var other_row = table2[row.get<int>("id")];
|
||||
if (row.compare_row(other_row, compare_cols) != 0) {
|
||||
table1_only.addRow(row);
|
||||
table2_only.addRow(other_row);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (table2 is not null) {
|
||||
foreach (IBlueRow row in table2)
|
||||
if (table1 is null || !table1.containsID(row.get<int>("id")))
|
||||
table2_only.addRow(row);
|
||||
}
|
||||
|
||||
rows_only_in_table1 = table1_only;
|
||||
rows_only_in_table2 = table2_only;
|
||||
}
|
||||
|
||||
static int compare_row_values(object v1, object v2) {
|
||||
if (is_null(v1))
|
||||
return is_null(v2) ? 0 : -1;
|
||||
if (is_null(v2))
|
||||
return 1;
|
||||
try {
|
||||
var comparable1 = (IComparable)v1;
|
||||
return comparable1.CompareTo(v2);
|
||||
} catch (InvalidCastException) {
|
||||
if (v1 is byte[] bytes1 && v2 is byte[] bytes2)
|
||||
return compare_bytes(bytes1, bytes2) ? 0 : 1;
|
||||
throw;
|
||||
}
|
||||
}
|
||||
|
||||
static bool compare_bytes(byte[] v1, byte[] v2) {
|
||||
if (v1.Length != v2.Length)
|
||||
return false;
|
||||
|
||||
for (int i = 0; i < v1.Length; i++)
|
||||
if (v1[i] != v2[i])
|
||||
return false;
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
static bool is_null(object o) {
|
||||
return o == null || o == DBNull.Value;
|
||||
}
|
||||
|
||||
static IBlueTableSchema get_output_schema(IBlueRowCollection table1, IBlueRowCollection table2) {
|
||||
if (table1 is not null)
|
||||
return table1.schema;
|
||||
if (table2 is not null)
|
||||
return table2.schema;
|
||||
throw new ArgumentNullException(nameof(table1), "At least one table must be non-null.");
|
||||
}
|
||||
|
||||
static void validate_matching_schemas(IBlueRowCollection table1, IBlueRowCollection table2) {
|
||||
if (table1 is null || table2 is null)
|
||||
return;
|
||||
|
||||
var schema1 = table1.schema;
|
||||
var schema2 = table2.schema;
|
||||
if (schema1.columnInfo.Length != schema2.columnInfo.Length)
|
||||
throw new ArgumentException("Tables must have matching schemas.");
|
||||
|
||||
for (int i = 0; i < schema1.columnInfo.Length; i++) {
|
||||
var c1 = schema1.columnInfo[i];
|
||||
var c2 = schema2.columnInfo[i];
|
||||
if (c1.colName != c2.colName || c1.colType != c2.colType)
|
||||
throw new ArgumentException("Tables must have matching schemas.");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,35 @@
|
||||
namespace BlueOrb.Data {
|
||||
using BCG;
|
||||
|
||||
using System;
|
||||
using System.Text;
|
||||
|
||||
public static class ToStrings {
|
||||
public static string ToDebugString(this IBlueRow row) {
|
||||
StringBuilder sb = new StringBuilder();
|
||||
foreach (ColumnInfo c in row.schema.columnInfo) {
|
||||
if (sb.Length != 0)
|
||||
sb.Append(", ");
|
||||
sb.Append(c.colName);
|
||||
sb.Append(": ");
|
||||
object val = row[c.colName];
|
||||
sb.Append(is_null(val) ? "NULL" : val.ToString());
|
||||
}
|
||||
return sb.ToString();
|
||||
}
|
||||
|
||||
public static string ToDebugString(this IBlueRowCollection rows) {
|
||||
StringBuilder sb = new StringBuilder();
|
||||
foreach (IBlueRow row in rows) {
|
||||
if (sb.Length != 0)
|
||||
sb.AppendLine();
|
||||
sb.Append(row.ToDebugString());
|
||||
}
|
||||
return sb.ToString();
|
||||
}
|
||||
|
||||
static bool is_null(object o) {
|
||||
return o == null || o == DBNull.Value;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -41,7 +41,7 @@ namespace BCG {
|
||||
}
|
||||
|
||||
public IBlueRowCollection newRows, addedRows, deletedRows;
|
||||
public Dictionary<string, object> meta_data = null;
|
||||
public IDictionary<string, object> meta_data = null;
|
||||
public DataPacket() { }
|
||||
|
||||
public DataPacket(IBlueTableSchema schema)
|
||||
@@ -53,7 +53,7 @@ namespace BCG {
|
||||
this.deletedRows = deletedRows;
|
||||
}
|
||||
public DataPacket(IBlueRowCollection newRows, IBlueRowCollection addedRows, IBlueRowCollection deletedRows,
|
||||
Dictionary<string, object> meta_data) {
|
||||
IDictionary<string, object> meta_data) {
|
||||
this.newRows = newRows;
|
||||
this.addedRows = addedRows;
|
||||
this.deletedRows = deletedRows;
|
||||
@@ -63,7 +63,6 @@ namespace BCG {
|
||||
IBlueRowCollection IDataPacket.newRows => newRows;
|
||||
IBlueRowCollection IDataPacket.addedRows => addedRows;
|
||||
IBlueRowCollection IDataPacket.deletedRows => deletedRows;
|
||||
IReadOnlyDictionary<string, object> IDataPacket.Metadata => meta_data;
|
||||
|
||||
public void get_new_added_deleted(out ICollection new_rows, out ICollection added_rows, out ICollection deleted_rows) {
|
||||
new_rows = newRows;
|
||||
|
||||
@@ -8,6 +8,7 @@
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="Google.Protobuf" Version="3.24.3" />
|
||||
<PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
|
||||
<PackageReference Include="OpenAI" Version="2.0.0" />
|
||||
<PackageReference Include="SimMetrics.Net" Version="1.0.5" />
|
||||
</ItemGroup>
|
||||
|
||||
@@ -6,89 +6,89 @@ namespace BCG {
|
||||
using System.Reflection;
|
||||
using System.IO;
|
||||
using Bts.DataStreamCore;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
public class PrimitiveManager {
|
||||
static MarketDataStreamFactory mdStreamFactory;
|
||||
private IDictionary myTypeLookupTable = new Hashtable();
|
||||
private static PrimitiveManager mySelf;
|
||||
private ArrayList myAssemblyNames = new ArrayList();
|
||||
private Dictionary<string, Type> _dslopname_to_type_map = new Dictionary<string, Type>();
|
||||
private static PrimitiveManager _self;
|
||||
private HashSet<string> _loaded_assemblies = new HashSet<string>();
|
||||
private static string[] _allowed_namespaces_matches = new string[] {
|
||||
"blueorb"
|
||||
};
|
||||
|
||||
private PrimitiveManager() {
|
||||
myLoadAllTypes();
|
||||
_load_all_streams();
|
||||
}
|
||||
|
||||
private void myLoadAllTypes() {
|
||||
AppDomain currentDomain = AppDomain.CurrentDomain;
|
||||
currentDomain.AssemblyResolve += new ResolveEventHandler(myAssemblyResolver);
|
||||
loadAssembly(this.GetType().Assembly.FullName);
|
||||
var assemblies = new string[] { "DataStream.dll", "SharedStreams.dll" };
|
||||
foreach (string assemblyName in assemblies) {
|
||||
bts.Log.Gen.info($"PrimitiveManager.myLoadAllTypes assemblyName: {assemblyName}");
|
||||
string resolvedAssemblyPath = assemblyName;
|
||||
if (!System.IO.Path.IsPathRooted(assemblyName)) {
|
||||
resolvedAssemblyPath = Path.GetFullPath(Path.Combine(AppDomain.CurrentDomain.BaseDirectory, assemblyName));
|
||||
private static bool _is_loadable_stream(Type type) {
|
||||
Func<bool> namespace_match = () => {
|
||||
foreach (string ns in _allowed_namespaces_matches) {
|
||||
if (type.Namespace.ToLower().Contains(ns.ToLower()))
|
||||
return true;
|
||||
}
|
||||
loadAssembly(resolvedAssemblyPath);
|
||||
return false;
|
||||
};
|
||||
bool rv = type.IsSubclassOf(typeof(ViewStream))
|
||||
&& type.IsPublic;
|
||||
//rv = rv && (!type.IsInterface && !type.IsAbstract);
|
||||
rv = rv && namespace_match();
|
||||
return rv;
|
||||
}
|
||||
|
||||
private void _load_all_streams() {
|
||||
load_streams_from_assembly(this.GetType().Assembly.FullName);
|
||||
var assemblies = new string[] { "DataStream.dll", "SharedStreams.dll" };
|
||||
foreach (string assembly_name in assemblies) {
|
||||
bts.Log.Gen.info($"PrimitiveManager._load_all_streams assemblyName: {assembly_name}");
|
||||
string resolved_path_name = assembly_name;
|
||||
if (!System.IO.Path.IsPathRooted(assembly_name)) {
|
||||
resolved_path_name = Path.GetFullPath(Path.Combine(AppDomain.CurrentDomain.BaseDirectory, assembly_name));
|
||||
}
|
||||
load_streams_from_assembly(resolved_path_name);
|
||||
}
|
||||
}
|
||||
|
||||
private static Assembly myAssemblyResolver(object sender, ResolveEventArgs args) {
|
||||
foreach (Assembly a in AppDomain.CurrentDomain.GetAssemblies())
|
||||
if (args.Name.Equals(a.FullName))
|
||||
return a;
|
||||
return null;
|
||||
public Type get_dsl_op_type(string dsl_op_name) {
|
||||
Type rv;
|
||||
if (!_dslopname_to_type_map.TryGetValue(dsl_op_name, out rv))
|
||||
return null;
|
||||
return rv;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Loads all the Stream types associated with the assembly
|
||||
/// </summary>
|
||||
/// <param name="assemblyName"></param>
|
||||
public void loadAssembly(string assemblyName) {
|
||||
bts.Log.Gen.info($"PrimitiveManager.loadAssembly assemblyName: {assemblyName}");
|
||||
if (myAssemblyNames.Contains(assemblyName))
|
||||
public void load_streams_from_assembly(string assembly_name) {
|
||||
bts.Log.Gen.info($"PrimitiveManager.loadAssembly assemblyName: {assembly_name}");
|
||||
if (_loaded_assemblies.Contains(assembly_name))
|
||||
return;
|
||||
myAssemblyNames.Add(assemblyName);
|
||||
Assembly loadedAssembly = GetType().Assembly.FullName.Equals(assemblyName) ?
|
||||
_loaded_assemblies.Add(assembly_name);
|
||||
Assembly loaded_assembly = GetType().Assembly.FullName.Equals(assembly_name) ?
|
||||
GetType().Assembly :
|
||||
Assembly.LoadFrom(assemblyName);
|
||||
Assembly.LoadFrom(assembly_name);
|
||||
|
||||
foreach (Type type in loadedAssembly.GetTypes())
|
||||
if (!type.IsInterface
|
||||
&& !type.IsAbstract
|
||||
&& type.IsSubclassOf(typeof(ViewStream))
|
||||
&& type.IsPublic) {
|
||||
bool isVisible = true;
|
||||
string userRep = createDefaultName(type.Name);
|
||||
foreach (Type type in loaded_assembly.GetTypes())
|
||||
if (_is_loadable_stream(type)) {
|
||||
bool is_visible = true;
|
||||
string dsl_name = type.Name; //createDefaultName(type.Name);
|
||||
foreach (Attribute att in type.GetCustomAttributes(false))
|
||||
if (att is DataStreamUserRespresentation) {
|
||||
DataStreamUserRespresentation dsatt = att as DataStreamUserRespresentation;
|
||||
isVisible = dsatt.isVisible;
|
||||
userRep = isVisible ?
|
||||
dsatt.friendlyName == null ? userRep : dsatt.friendlyName
|
||||
is_visible = dsatt.isVisible;
|
||||
dsl_name = is_visible ?
|
||||
dsatt.friendlyName == null ? dsl_name : dsatt.friendlyName
|
||||
: null;
|
||||
break;
|
||||
}
|
||||
if (isVisible) {
|
||||
// Log.assert_d(myTypeLookupTable[userRep] == null, type.FullName);
|
||||
myTypeLookupTable[userRep] = type;
|
||||
if (is_visible) {
|
||||
// Log.assert_d(myTypeLookupTable[userRep] == null, type.FullName);
|
||||
_dslopname_to_type_map[dsl_name] = type;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public static string createDefaultName(string typeName) {
|
||||
if (!typeName.EndsWith("Stream"))
|
||||
return typeName;
|
||||
string retVal = typeName.Remove(typeName.Length - "Stream".Length, "Stream".Length);
|
||||
string startString = new String(new char[] { retVal[0] }).ToLower();
|
||||
retVal = retVal.Remove(0, 1);
|
||||
retVal = retVal.Insert(0, startString);
|
||||
return retVal;
|
||||
}
|
||||
|
||||
|
||||
|
||||
public static PrimitiveManager instance {
|
||||
get { return mySelf = mySelf == null ? new PrimitiveManager() : mySelf; }
|
||||
get { return _self = _self == null ? new PrimitiveManager() : _self; }
|
||||
}
|
||||
|
||||
public static void SetMarketDataClient(object value) {
|
||||
@@ -96,31 +96,20 @@ namespace BCG {
|
||||
mdStreamFactory = new(value);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Returns the Type name corresponding to the primitive name
|
||||
/// </summary>
|
||||
/// <param name="friendlyName"></param>
|
||||
/// <returns></returns>
|
||||
public string find(string friendlyName) {
|
||||
if (myTypeLookupTable[friendlyName] == null)
|
||||
throw new ApplicationException(friendlyName + " is not the friendly name of any of the loaded types");
|
||||
return (myTypeLookupTable[friendlyName] as Type).Name;
|
||||
public string dsl_to_type_name(string dsl_op_name) {
|
||||
Type rv;
|
||||
if (!_dslopname_to_type_map.TryGetValue(dsl_op_name, out rv))
|
||||
throw new ApplicationException(dsl_op_name + " is not a loaded dsl op");
|
||||
return rv.Name;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Constructs and returns a ViewStream of type corresponding to the friendly name
|
||||
/// </summary>
|
||||
/// <param name="friendlyName">friendly primitive name </param>
|
||||
/// <param name="args">args can be null or an empty ICollection if the paramterless constructor
|
||||
/// is the desired one</param>
|
||||
/// <returns></returns>
|
||||
public ViewStream build(string friendlyName, ICollection args) {
|
||||
object[] constructorArgs = null;
|
||||
if (args != null && args.Count > 0) {
|
||||
constructorArgs = new object[args.Count];
|
||||
args.CopyTo(constructorArgs, 0);
|
||||
}
|
||||
var type = myTypeLookupTable[friendlyName] as Type
|
||||
var type = _dslopname_to_type_map[friendlyName] as Type
|
||||
?? throw new ApplicationException(friendlyName + " is not the friendly name of any of the loaded types");
|
||||
if (type.HasCustomAttribute<LiveMarketDataStreamAttribute>()) {
|
||||
if (mdStreamFactory is null) {
|
||||
@@ -135,30 +124,14 @@ namespace BCG {
|
||||
Activator.CreateInstance(type, constructorArgs) as ViewStream;
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Returns the name of all the primitives
|
||||
/// </summary>
|
||||
/// <returns></returns>
|
||||
public string[] getPrimitiveNames() {
|
||||
string[] retVal = new string[myTypeLookupTable.Count];
|
||||
myTypeLookupTable.Keys.CopyTo(retVal, 0);
|
||||
return retVal;
|
||||
public string[] get_dsl_op_names() {
|
||||
return _dslopname_to_type_map.Keys.ToArray();
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Return the types of all the streams
|
||||
/// </summary>
|
||||
/// <returns></returns>
|
||||
public Type[] getStreamTypes() {
|
||||
Type[] retVal = new Type[myTypeLookupTable.Count];
|
||||
myTypeLookupTable.Values.CopyTo(retVal, 0);
|
||||
return retVal;
|
||||
}
|
||||
|
||||
public ICollection getConstructorSigns(string primitiveName) {
|
||||
public ICollection get_dsl_op_cons_args(string dsl_op_name) {
|
||||
ArrayList retVal = new ArrayList();
|
||||
Log.assert(myTypeLookupTable[primitiveName] != null);
|
||||
Type t = myTypeLookupTable[primitiveName] as Type;
|
||||
Type t = get_dsl_op_type(dsl_op_name);
|
||||
foreach (ConstructorInfo ci in t.GetConstructors()) {
|
||||
string sign = "";
|
||||
sign = t.Name + " (";
|
||||
@@ -172,9 +145,18 @@ namespace BCG {
|
||||
return retVal;
|
||||
}
|
||||
|
||||
public string getAssemblyName(string primitiveName) {
|
||||
Log.assert(myTypeLookupTable[primitiveName] != null);
|
||||
return (myTypeLookupTable[primitiveName] as Type).Assembly.GetName().Name;
|
||||
public string get_dslop_assembly_name(string dsl_op_name) {
|
||||
Type rv;
|
||||
if (!_dslopname_to_type_map.TryGetValue(dsl_op_name, out rv))
|
||||
throw new ApplicationException(dsl_op_name + " is not a loaded dsl op");
|
||||
return rv.Assembly.FullName;
|
||||
}
|
||||
|
||||
public string get_qualified_op_name(string dsl_op_name) {
|
||||
Type dsl_op_type = get_dsl_op_type(dsl_op_name);
|
||||
Log.assert(dsl_op_type != null);
|
||||
return $"{dsl_op_type.Namespace}.{dsl_op_name}";
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
@@ -13,7 +13,6 @@ namespace BCG {
|
||||
IBlueRowCollection newRows { get; }
|
||||
IBlueRowCollection addedRows { get; }
|
||||
IBlueRowCollection deletedRows { get; }
|
||||
IReadOnlyDictionary<string, object> Metadata { get; }
|
||||
//this is an ICollection of IDictionary
|
||||
void get_new_added_deleted(out ICollection new_rows, out ICollection added_rows, out ICollection deleted_rows);
|
||||
}
|
||||
|
||||
@@ -3,23 +3,23 @@ using System.IO;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
using BlueOrb.Data;
|
||||
using bts;
|
||||
using System.Threading;
|
||||
|
||||
namespace BCG
|
||||
{
|
||||
// This class is responsible for mantaining the state fo a table. It gets the
|
||||
// bytes from the pubsubserver via the handle_updates call (called by VSD), deserializes
|
||||
namespace BCG {
|
||||
// This class is responsible for mantaining the state for a table. It gets the
|
||||
// bytes from the pubsubserver via the handle_updates call
|
||||
// (called by VSD, - VSD is polling the SubscriberCOre for udpates), deserializes,
|
||||
// updates the state of the table, and fires the TableUpdateDelegate.
|
||||
public class TableAccumulator2 : ITableAccumulator
|
||||
{
|
||||
public class TableAccumulator2 : ITableAccumulator {
|
||||
private readonly string _tag;
|
||||
private readonly ISubscriberCore _subscriber_core;
|
||||
IStreamMsgDeserilizer _deser = new StreamIODeserializationController();
|
||||
private BlueTable _table;
|
||||
private TableUpdateDelegate _on_update_delegate;
|
||||
|
||||
public TableAccumulator2(string tag, ISubscriberCore sub_core)
|
||||
{
|
||||
public TableAccumulator2(string tag, ISubscriberCore sub_core) {
|
||||
_tag = tag;
|
||||
_subscriber_core = sub_core;
|
||||
}
|
||||
@@ -28,61 +28,54 @@ namespace BCG
|
||||
|
||||
//public bool is_active() { return _on_update_delegate != null; }
|
||||
|
||||
public event TableUpdateDelegate on_update
|
||||
{
|
||||
add
|
||||
{
|
||||
public event TableUpdateDelegate on_update {
|
||||
add {
|
||||
Log.Gen.info("TableAccumulator2.on_update.add {_tag} subscribed");
|
||||
if (_on_update_delegate == null)
|
||||
{
|
||||
if (_on_update_delegate == null) {
|
||||
//ie first subscription
|
||||
Log.Gen.info("TableAccumulator2.on_update {_tag} subscribed for the first time");
|
||||
_subscriber_core.subscribe(_tag);
|
||||
}
|
||||
_on_update_delegate =
|
||||
Delegate.Combine(_on_update_delegate, value) as TableUpdateDelegate;
|
||||
// a new subsriber should get a full callback immediatly (new rows, 0 deleted, all added)
|
||||
if (_table != null)
|
||||
value(_table, _table, new BlueTable(_table.schema));
|
||||
}
|
||||
remove
|
||||
{
|
||||
remove {
|
||||
Log.Gen.info("TableAccumulator2.on_update.remove {_tag} unsubscribed");
|
||||
if (_on_update_delegate != null)
|
||||
{
|
||||
if (_on_update_delegate != null) {
|
||||
_on_update_delegate =
|
||||
Delegate.Remove(_on_update_delegate, value) as TableUpdateDelegate;
|
||||
int n_subs = _on_update_delegate == null ? 0 : _on_update_delegate.GetInvocationList().Length;
|
||||
Log.Gen.info("TableAccumulator2.on_update.remove {_tag} unsubscribed n_subs: {n_subs}");
|
||||
if (_on_update_delegate == null)
|
||||
{
|
||||
if (_on_update_delegate == null) {
|
||||
_subscriber_core.unsubscribe(_tag);
|
||||
// TODO
|
||||
//_table = null;
|
||||
_table = null;
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
private int _update_no = 0;
|
||||
public void handle_updates(IEnumerable<byte[]> msgs)
|
||||
{
|
||||
public void handle_updates(IEnumerable<byte[]> msgs) {
|
||||
if (msgs == null || msgs.Count() == 0)
|
||||
return;
|
||||
Log.Gen.info($"TableAccumulator2.handle_updates _update_no: {_update_no++} msgs: {msgs.Count()} msg_0: {msgs.ElementAt(0).Length}");
|
||||
IBlueRowCollection table_0 = _table == null ? null : new BlueTable(_table);
|
||||
foreach (var msg in msgs)
|
||||
{
|
||||
bts.StreamIOMessage str_msg = _deser.deserialize(msg);
|
||||
int i = 0;
|
||||
foreach (var msg in msgs) {
|
||||
bts.StreamIOMessage new_msg_txt = _deser.deserialize(msg);
|
||||
var state_txt = _table == null ? "NULL" : _table.Count.ToString();// BlueDataUtility.id_string(_table);
|
||||
Log.Gen.info($"TableAccumulator2.handle_update tag: {_tag} sz: {msg.Length} str_msg: {str_msg} _state: {state_txt}");
|
||||
switch (str_msg.op)
|
||||
{
|
||||
Log.Gen.info($"TableAccumulator2.handle_update tag: {_tag} object_hash: {GetHashCode()} thread_id: {Thread.CurrentThread.ManagedThreadId} msg: {i++ / msgs.Count()} msg_sz: {msg.Length} new_msg_txt: {new_msg_txt} pre_update_count: {state_txt}");
|
||||
|
||||
switch (new_msg_txt.op) {
|
||||
case bts.StreamIOMessage.StreamOp.CREATE:
|
||||
_table = new BlueTable(str_msg.create_message.rows);
|
||||
_table = new BlueTable(new_msg_txt.create_message.rows);
|
||||
break;
|
||||
case bts.StreamIOMessage.StreamOp.MULTIPLE_REMOVE_ADD:
|
||||
_table.deleteRows(str_msg.multiple_remove_add_message.removed_rows);
|
||||
_table.addRows(str_msg.multiple_remove_add_message.added_rows);
|
||||
_table.deleteRows(new_msg_txt.multiple_remove_add_message.removed_rows);
|
||||
_table.addRows(new_msg_txt.multiple_remove_add_message.added_rows);
|
||||
break;
|
||||
}
|
||||
}
|
||||
@@ -91,11 +84,16 @@ namespace BCG
|
||||
IBlueRowCollection d_rows, a_rows;
|
||||
//BlueDataUtility.compute_differences_id_based(_table, table_0, out d_rows, out a_rows);
|
||||
BlueDataUtility.compute_differences_fast(_table, table_0, out d_rows, out a_rows);
|
||||
Log.Gen.info($"TableAccumulator2.handle_updates firing update, _table: {_table.rows_id_string()} d_rows: {d_rows.rows_id_string()} a_rows: {a_rows.rows_id_string()}");
|
||||
if (a_rows.Count == 0 && d_rows.Count == 0 && table_0 != null) {
|
||||
Log.Gen.info($"TableAccmulator2.handle_updates ex! _table: {_table.ToDebugString()} table_0: {table_0.ToDebugString()} a_rows: {a_rows.ToDebugString()} d_rows: {d_rows.ToDebugString()}");
|
||||
//same table was pubslished (maybe surpress it on the publisher or pubsubs)
|
||||
return;
|
||||
}
|
||||
_on_update_delegate?.Invoke(_table, a_rows, d_rows);
|
||||
}
|
||||
|
||||
public void update(Stream[] streams)
|
||||
{
|
||||
public void update(Stream[] streams) {
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
+1
-1
@@ -30,7 +30,7 @@ namespace bts {
|
||||
}
|
||||
}
|
||||
|
||||
// This class is created by the SingleTagData for stream tag_type. Every pub
|
||||
// This class is created by the SingleTagData for stream tag_type. Every DS tag has a PubsubServerSingleStreamTagHandler
|
||||
|
||||
public class PubsubServerSingleStreamTagHandler : IPubSubServerTagHandler {
|
||||
// this is kept around to deserielize the incoming messages and keep the state of the table
|
||||
|
||||
@@ -20,7 +20,7 @@ public class PrimitiveExpression : StatementExpression {
|
||||
}
|
||||
|
||||
public override string print(int startCol, IList<string> activeBindings) {
|
||||
string prelude = "new " + PrimitiveManager.instance.find(myName) + " (";
|
||||
string prelude = "new " + PrimitiveManager.instance.dsl_to_type_name(myName) + " (";
|
||||
|
||||
return prelude + myPrintArgs(startCol + prelude.Length, activeBindings) + ")";
|
||||
}
|
||||
|
||||
@@ -8,11 +8,11 @@ using Bts.DataStreamCore;
|
||||
using Bts.DataStreamExpressions;
|
||||
using Bts.PubSub;
|
||||
|
||||
using global::Spark.Core.Disposables;
|
||||
|
||||
using Microsoft.Extensions.Hosting;
|
||||
using Microsoft.Extensions.Options;
|
||||
|
||||
using Spark.Core.Disposables;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
|
||||
@@ -0,0 +1,146 @@
|
||||
"""
|
||||
Requires:
|
||||
pip install -U databento
|
||||
pip install websockets
|
||||
|
||||
Sources:
|
||||
https://databento.com/docs/quickstart/set-up
|
||||
https://databento.com/docs/schemas-and-data-formats/bbo
|
||||
"""
|
||||
|
||||
import datetime as dt
|
||||
import subprocess
|
||||
import sys
|
||||
import time
|
||||
|
||||
try:
|
||||
import databento as db
|
||||
except ImportError:
|
||||
print("Installing missing dependency: databento")
|
||||
subprocess.check_call([sys.executable, "-m", "pip", "install", "-U", "databento"])
|
||||
import databento as db
|
||||
|
||||
from databento.common.error import BentoError
|
||||
|
||||
try:
|
||||
import websockets
|
||||
except ImportError:
|
||||
print("Installing missing dependency: websockets")
|
||||
subprocess.check_call([sys.executable, "-m", "pip", "install", "websockets"])
|
||||
import websockets
|
||||
|
||||
from databento_transformer import DatabentoTransformer
|
||||
from pubsub_client import PubSubClient
|
||||
|
||||
|
||||
API_KEY = "db-VksTJvhMmbLjbJu9Kg6GPS99B8FDN"
|
||||
DATASET = "GLBX.MDP3"
|
||||
SYMBOL = "ES.FUT"
|
||||
PUBSUB_WS_URL = "ws://localhost:19092/ws/"
|
||||
BBO_TABLE_NAME = "livebbo_glbx_future_es_continuouscontracts"
|
||||
TRADES_TABLE_NAME = "livetrades_glbx_future_es_continuouscontracts"
|
||||
DEFINITIONS_TABLE_NAME = "livecontracts_glbx_future_es"
|
||||
|
||||
_pubsub_client = PubSubClient(PUBSUB_WS_URL)
|
||||
_transformer = DatabentoTransformer(
|
||||
symbol=SYMBOL,
|
||||
bbo_table_name=BBO_TABLE_NAME,
|
||||
trades_table_name=TRADES_TABLE_NAME,
|
||||
definitions_table_name=DEFINITIONS_TABLE_NAME,
|
||||
)
|
||||
|
||||
|
||||
def _publish_contract_definitions() -> None:
|
||||
historical_client = db.Historical(API_KEY)
|
||||
dataset_range = historical_client.metadata.get_dataset_range(DATASET)
|
||||
schema_range = dataset_range.get("schema", {}).get("definition", {})
|
||||
available_end = schema_range.get("end", dataset_range["end"])
|
||||
|
||||
if isinstance(available_end, str):
|
||||
available_end_dt = dt.datetime.fromisoformat(available_end.replace("Z", "+00:00"))
|
||||
else:
|
||||
available_end_dt = available_end
|
||||
|
||||
# Databento's range end is exclusive. Back off slightly so the request stays
|
||||
# strictly inside the available window.
|
||||
end_dt = available_end_dt - dt.timedelta(seconds=1)
|
||||
start_dt = max(end_dt - dt.timedelta(days=1), end_dt.replace(hour=0, minute=0, second=0, microsecond=0))
|
||||
start = start_dt.isoformat()
|
||||
end = end_dt.isoformat()
|
||||
|
||||
definition_data = historical_client.timeseries.get_range(
|
||||
dataset=DATASET,
|
||||
schema="definition",
|
||||
stype_in="parent",
|
||||
symbols=SYMBOL,
|
||||
start=start,
|
||||
end=end,
|
||||
)
|
||||
|
||||
df = definition_data.to_df()
|
||||
payload = _transformer.build_definitions_payload(df)
|
||||
if payload is None:
|
||||
print("No Databento contract definitions returned")
|
||||
return
|
||||
|
||||
print(f"Publishing {len(payload['rows'])} Databento contract definition rows")
|
||||
_pubsub_client.publish(payload)
|
||||
|
||||
|
||||
def on_record(record) -> None:
|
||||
# Print every callback first so we can see whether Databento is flowing
|
||||
# even if our row extraction logic misses a field shape.
|
||||
print(record)
|
||||
|
||||
payloads = _transformer.transform_record(record)
|
||||
if payloads:
|
||||
for payload in payloads:
|
||||
_pubsub_client.publish(payload)
|
||||
return
|
||||
|
||||
print("Skipping record with no BBO/trade fields")
|
||||
|
||||
|
||||
def main() -> None:
|
||||
_pubsub_client.start()
|
||||
print(f"Starting Databento live client for {SYMBOL} on {DATASET}")
|
||||
try:
|
||||
_publish_contract_definitions()
|
||||
except Exception as ex:
|
||||
print(f"Contract definition publish failed: {ex}", flush=True)
|
||||
|
||||
while True:
|
||||
try:
|
||||
client = db.Live(key=API_KEY)
|
||||
|
||||
client.subscribe(
|
||||
dataset=DATASET,
|
||||
schema="bbo-1s",
|
||||
stype_in="parent",
|
||||
symbols=SYMBOL,
|
||||
)
|
||||
client.subscribe(
|
||||
dataset=DATASET,
|
||||
schema="trades",
|
||||
stype_in="parent",
|
||||
symbols=SYMBOL,
|
||||
)
|
||||
|
||||
client.add_callback(on_record)
|
||||
client.start()
|
||||
print("Databento client started, waiting for BBO and trade records...", flush=True)
|
||||
client.block_for_close()
|
||||
print("Databento client closed cleanly", flush=True)
|
||||
break
|
||||
except BentoError as ex:
|
||||
print(f"Databento live connection error: {ex}", flush=True)
|
||||
print("Retrying Databento live connection in 5 seconds...", flush=True)
|
||||
time.sleep(5)
|
||||
except Exception as ex:
|
||||
print(f"Databento publisher unexpected error: {ex}", flush=True)
|
||||
print("Retrying Databento live connection in 5 seconds...", flush=True)
|
||||
time.sleep(5)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -0,0 +1,244 @@
|
||||
import datetime as dt
|
||||
|
||||
|
||||
class DatabentoTransformer:
|
||||
def __init__(
|
||||
self,
|
||||
symbol: str,
|
||||
bbo_table_name: str,
|
||||
trades_table_name: str,
|
||||
definitions_table_name: str,
|
||||
):
|
||||
self._symbol = symbol
|
||||
self._bbo_table_name = bbo_table_name
|
||||
self._trades_table_name = trades_table_name
|
||||
self._definitions_table_name = definitions_table_name
|
||||
self._instrument_id_to_symbol: dict[int, str] = {}
|
||||
self._last_bbo_row: dict | None = None
|
||||
self._trade_row_id = 0
|
||||
self._trade_table_created = False
|
||||
|
||||
def transform_record(self, record) -> list[dict]:
|
||||
payload = self._handle_bbo_record(record)
|
||||
if payload is not None:
|
||||
return [payload]
|
||||
|
||||
payload = self._handle_trade_record(record)
|
||||
if payload is not None:
|
||||
return [payload]
|
||||
|
||||
return []
|
||||
|
||||
def build_definitions_payload(self, definition_df) -> dict | None:
|
||||
if definition_df is None or definition_df.empty:
|
||||
return None
|
||||
|
||||
df = definition_df.reset_index()
|
||||
if "instrument_class" in df.columns:
|
||||
df = df[df["instrument_class"].astype(str) == "F"]
|
||||
if "security_type" in df.columns:
|
||||
df = df[df["security_type"].astype(str) == "FUT"]
|
||||
if "raw_symbol" in df.columns:
|
||||
df = df.sort_values("ts_recv" if "ts_recv" in df.columns else "ts_event")
|
||||
df = df.drop_duplicates(subset=["raw_symbol"], keep="last")
|
||||
|
||||
rows: list[dict] = []
|
||||
for idx, row in enumerate(df.itertuples(index=False), start=1):
|
||||
instrument_id = int(getattr(row, "instrument_id", 0) or 0)
|
||||
security_name = str(getattr(row, "raw_symbol", ""))
|
||||
if instrument_id > 0 and security_name:
|
||||
self._instrument_id_to_symbol[instrument_id] = security_name
|
||||
|
||||
rows.append({
|
||||
"id": idx,
|
||||
"security_name": security_name,
|
||||
"instrument_id": instrument_id,
|
||||
"instrument_class": str(getattr(row, "instrument_class", "")),
|
||||
"security_type": str(getattr(row, "security_type", "")),
|
||||
"asset": str(getattr(row, "asset", "")),
|
||||
"exchange": str(getattr(row, "exchange", "")),
|
||||
"currency": str(getattr(row, "currency", "")),
|
||||
"expiration": self._ns_to_iso(getattr(row, "expiration", 0)),
|
||||
"activation": self._ns_to_iso(getattr(row, "activation", 0)),
|
||||
"min_price_increment": self._nano_to_float(getattr(row, "min_price_increment", 0)),
|
||||
"display_factor": self._nano_to_float(getattr(row, "display_factor", 0)),
|
||||
"price_display_multiplier": self._nano_to_float(getattr(row, "display_factor", 0)),
|
||||
"contract_multiplier": int(getattr(row, "contract_multiplier", 0) or 0),
|
||||
"contract_multiplier_unit": int(getattr(row, "contract_multiplier_unit", 0) or 0),
|
||||
"unit_of_measure": str(getattr(row, "unit_of_measure", "")),
|
||||
"unit_of_measure_qty": self._nano_to_float(getattr(row, "unit_of_measure_qty", 0)),
|
||||
"min_lot_size": int(getattr(row, "min_lot_size", 0) or 0),
|
||||
"min_trade_vol": int(getattr(row, "min_trade_vol", 0) or 0),
|
||||
"max_trade_vol": int(getattr(row, "max_trade_vol", 0) or 0),
|
||||
"maturity_year": int(getattr(row, "maturity_year", 0) or 0),
|
||||
"maturity_month": int(getattr(row, "maturity_month", 0) or 0),
|
||||
"maturity_day": int(getattr(row, "maturity_day", 0) or 0),
|
||||
"underlying": str(getattr(row, "underlying", "")),
|
||||
})
|
||||
|
||||
if not rows:
|
||||
return None
|
||||
|
||||
return {
|
||||
"op": "create_table",
|
||||
"table_name": self._definitions_table_name,
|
||||
"rows": rows,
|
||||
}
|
||||
|
||||
def _handle_bbo_record(self, record) -> dict | None:
|
||||
row = self._to_bbo_row(record)
|
||||
if row is None:
|
||||
return None
|
||||
|
||||
if self._last_bbo_row is None:
|
||||
payload = {
|
||||
"op": "create_table",
|
||||
"table_name": self._bbo_table_name,
|
||||
"rows": [row],
|
||||
}
|
||||
else:
|
||||
payload = {
|
||||
"op": "multiple_remove_add",
|
||||
"table_name": self._bbo_table_name,
|
||||
"removed_rows": [self._last_bbo_row],
|
||||
"added_rows": [row],
|
||||
}
|
||||
|
||||
self._last_bbo_row = row
|
||||
return payload
|
||||
|
||||
def _handle_trade_record(self, record) -> dict | None:
|
||||
row = self._to_trade_row(record)
|
||||
if row is None:
|
||||
return None
|
||||
|
||||
row["id"] = self._trade_row_id
|
||||
self._trade_row_id += 1
|
||||
|
||||
if not self._trade_table_created:
|
||||
payload = {
|
||||
"op": "create_table",
|
||||
"table_name": self._trades_table_name,
|
||||
"rows": [row],
|
||||
}
|
||||
self._trade_table_created = True
|
||||
return payload
|
||||
|
||||
return {
|
||||
"op": "multiple_remove_add",
|
||||
"table_name": self._trades_table_name,
|
||||
"removed_rows": [],
|
||||
"added_rows": [row],
|
||||
}
|
||||
|
||||
def _to_bbo_row(self, record) -> dict | None:
|
||||
bid_px = self._get_level_attr(record, "bid_px", default=self._get_attr(record, "bid_px_00"))
|
||||
ask_px = self._get_level_attr(record, "ask_px", default=self._get_attr(record, "ask_px_00"))
|
||||
if bid_px is None and ask_px is None:
|
||||
return None
|
||||
|
||||
return {
|
||||
"id": 0,
|
||||
"security_name": self._get_security_name(record),
|
||||
"timestamp": self._get_timestamp(record),
|
||||
"bid_px": float(bid_px or 0.0),
|
||||
"ask_px": float(ask_px or 0.0),
|
||||
"bid_sz": int(self._get_level_attr(record, "bid_sz", default=self._get_attr(record, "bid_sz_00", default=0)) or 0),
|
||||
"ask_sz": int(self._get_level_attr(record, "ask_sz", default=self._get_attr(record, "ask_sz_00", default=0)) or 0),
|
||||
}
|
||||
|
||||
def _to_trade_row(self, record) -> dict | None:
|
||||
price = self._get_attr(record, "price", "px")
|
||||
size = self._get_attr(record, "size")
|
||||
if price is None and size is None:
|
||||
return None
|
||||
|
||||
side = self._get_attr(record, "side", "aggressor_side", default="")
|
||||
|
||||
return {
|
||||
"id": 0,
|
||||
"security_name": self._get_security_name(record),
|
||||
"timestamp": self._get_timestamp(record),
|
||||
"price": float(price or 0.0),
|
||||
"size": int(size or 0),
|
||||
"side": str(side),
|
||||
}
|
||||
|
||||
def _get_security_name(self, record) -> str:
|
||||
instrument_id = self._get_attr(record, "instrument_id", default=0)
|
||||
try:
|
||||
instrument_id_int = int(instrument_id or 0)
|
||||
except (TypeError, ValueError):
|
||||
instrument_id_int = 0
|
||||
|
||||
if instrument_id_int > 0 and instrument_id_int in self._instrument_id_to_symbol:
|
||||
return self._instrument_id_to_symbol[instrument_id_int]
|
||||
|
||||
value = self._get_attr(
|
||||
record,
|
||||
"symbol",
|
||||
"raw_symbol",
|
||||
"stype_out_symbol",
|
||||
"stype_in_symbol",
|
||||
default=self._symbol,
|
||||
)
|
||||
return str(value)
|
||||
|
||||
def _get_timestamp(self, record) -> int:
|
||||
value = self._get_attr(record, "ts_event", "ts_recv", default=0)
|
||||
try:
|
||||
return int(value)
|
||||
except (TypeError, ValueError):
|
||||
return 0
|
||||
|
||||
def _get_attr(self, record, *names, default=None):
|
||||
for name in names:
|
||||
if hasattr(record, name):
|
||||
value = getattr(record, name)
|
||||
if value is not None:
|
||||
return value
|
||||
return default
|
||||
|
||||
def _get_level_attr(self, record, name, default=None):
|
||||
levels = self._get_attr(record, "levels", default=None)
|
||||
if levels:
|
||||
level0 = levels[0]
|
||||
if hasattr(level0, name):
|
||||
value = getattr(level0, name)
|
||||
if value is not None:
|
||||
return value
|
||||
return default
|
||||
|
||||
def _ns_to_iso(self, timestamp_ns) -> str:
|
||||
if timestamp_ns is None:
|
||||
return ""
|
||||
|
||||
if hasattr(timestamp_ns, "isoformat"):
|
||||
try:
|
||||
if hasattr(timestamp_ns, "to_pydatetime"):
|
||||
timestamp_dt = timestamp_ns.to_pydatetime()
|
||||
else:
|
||||
timestamp_dt = timestamp_ns
|
||||
|
||||
if timestamp_dt is None:
|
||||
return ""
|
||||
|
||||
if getattr(timestamp_dt, "tzinfo", None) is None:
|
||||
timestamp_dt = timestamp_dt.replace(tzinfo=dt.timezone.utc)
|
||||
return timestamp_dt.isoformat()
|
||||
except (TypeError, ValueError, AttributeError):
|
||||
pass
|
||||
|
||||
try:
|
||||
ts_int = int(timestamp_ns)
|
||||
if ts_int <= 0:
|
||||
return ""
|
||||
return dt.datetime.fromtimestamp(ts_int / 1_000_000_000, tz=dt.timezone.utc).isoformat()
|
||||
except (TypeError, ValueError, OSError, OverflowError):
|
||||
return ""
|
||||
|
||||
def _nano_to_float(self, value) -> float:
|
||||
try:
|
||||
return float(value) / 1_000_000_000.0
|
||||
except (TypeError, ValueError):
|
||||
return 0.0
|
||||
@@ -0,0 +1,58 @@
|
||||
import asyncio
|
||||
import json
|
||||
import queue
|
||||
import threading
|
||||
|
||||
import websockets
|
||||
|
||||
|
||||
class PubSubClient:
|
||||
def __init__(self, ws_url: str):
|
||||
self._ws_url = ws_url
|
||||
self._outgoing_queue: "queue.Queue[dict]" = queue.Queue()
|
||||
self._sender_thread: threading.Thread | None = None
|
||||
|
||||
def start(self) -> threading.Thread:
|
||||
if self._sender_thread is None or not self._sender_thread.is_alive():
|
||||
self._sender_thread = self._start_sender_thread()
|
||||
return self._sender_thread
|
||||
|
||||
def publish(self, payload: dict) -> None:
|
||||
self._outgoing_queue.put(payload)
|
||||
|
||||
def publish_create_table(self, table_name: str, rows: list[dict]) -> None:
|
||||
self.publish({
|
||||
"op": "create_table",
|
||||
"table_name": table_name,
|
||||
"rows": rows,
|
||||
})
|
||||
|
||||
def publish_multiple_remove_add(
|
||||
self,
|
||||
table_name: str,
|
||||
removed_rows: list[dict],
|
||||
added_rows: list[dict],
|
||||
) -> None:
|
||||
self.publish({
|
||||
"op": "multiple_remove_add",
|
||||
"table_name": table_name,
|
||||
"removed_rows": removed_rows,
|
||||
"added_rows": added_rows,
|
||||
})
|
||||
|
||||
def _start_sender_thread(self) -> threading.Thread:
|
||||
thread = threading.Thread(target=self._run_send_loop, daemon=True)
|
||||
thread.start()
|
||||
return thread
|
||||
|
||||
def _run_send_loop(self) -> None:
|
||||
asyncio.run(self._ws_send_loop())
|
||||
|
||||
async def _ws_send_loop(self) -> None:
|
||||
async with websockets.connect(self._ws_url) as ws:
|
||||
print(f"Connected to PubSubServer websocket: {self._ws_url}")
|
||||
while True:
|
||||
payload = await asyncio.to_thread(self._outgoing_queue.get)
|
||||
body = json.dumps(payload)
|
||||
print(body)
|
||||
await ws.send(body)
|
||||
@@ -59,14 +59,9 @@
|
||||
"Class": "bts.PubsubServerStreamTagHandler"
|
||||
},
|
||||
{
|
||||
"TagType": "System_Sub",
|
||||
"Assembly": "PubSub",
|
||||
"Class": "BCG.SystemSubscriptionMapPublisher"
|
||||
},
|
||||
{
|
||||
"TagType": "System_Stats",
|
||||
"Assembly": "PubSub",
|
||||
"Class": "BCG.SystemStatsPublisher"
|
||||
"TagType": "DS_.*",
|
||||
"Assembly": "DataStreamCore",
|
||||
"Class": "bts.PubsubServerStreamTagHandler"
|
||||
},
|
||||
{
|
||||
"TagType": ".*",
|
||||
@@ -90,4 +85,4 @@
|
||||
}
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -21,11 +21,55 @@ using System.Reactive.Subjects;
|
||||
using System.Text.RegularExpressions;
|
||||
using System.Threading;
|
||||
using System.Windows.Forms;
|
||||
using BlueOrb.Pubsub.Diagnostics;
|
||||
|
||||
namespace BCG
|
||||
{
|
||||
public partial class MainForm : System.Windows.Forms.Form
|
||||
{
|
||||
private const string LastQueryRegistryKey = "LastQuery";
|
||||
private const string RecentSavedFilesRegistryKey = "RecentSavedFiles";
|
||||
private const string DateTimeDisplayFormat = "M/d/yyyy h:mm:ss.fff tt";
|
||||
private const int MaxRecentSavedFiles = 10;
|
||||
private static readonly Color QueryEditorDefaultColor = Color.White;
|
||||
private static readonly Color QueryEditorCommentColor = Color.FromArgb(106, 115, 125);
|
||||
private static readonly Color QueryEditorOperatorColor = Color.FromArgb(86, 156, 214);
|
||||
private static readonly Color QueryEditorAssignmentNameColor = Color.FromArgb(78, 201, 176);
|
||||
private static readonly Color GridBackgroundColor = Color.FromArgb(37, 37, 38);
|
||||
private static readonly Color GridAltRowColor = Color.FromArgb(43, 43, 48);
|
||||
private static readonly Color GridHeaderColor = Color.FromArgb(62, 62, 66);
|
||||
private static readonly Color GridGridLineColor = Color.FromArgb(58, 58, 61);
|
||||
private static readonly Color GridSelectionColor = Color.FromArgb(9, 71, 113);
|
||||
private static readonly Color GridSelectionForeColor = Color.White;
|
||||
private static readonly Color GridTimestampColor = Color.FromArgb(206, 215, 222);
|
||||
private static readonly Color GridIdentifierColor = Color.FromArgb(156, 163, 175);
|
||||
private static readonly Color GridIndicatorColor = Color.FromArgb(156, 220, 254);
|
||||
|
||||
class PrimitiveTreeNodeComparer : IComparer
|
||||
{
|
||||
public int Compare(object? x, object? y)
|
||||
{
|
||||
var left = x as TreeNode;
|
||||
var right = y as TreeNode;
|
||||
if (left is null || right is null)
|
||||
return 0;
|
||||
|
||||
string left_key = _sort_key(left);
|
||||
string right_key = _sort_key(right);
|
||||
return StringComparer.OrdinalIgnoreCase.Compare(left_key, right_key);
|
||||
}
|
||||
|
||||
static string _sort_key(TreeNode node)
|
||||
{
|
||||
if (node.Parent is null)
|
||||
return node.Text;
|
||||
|
||||
if (node.Tag is string primitive_name)
|
||||
return primitive_name;
|
||||
|
||||
return node.Text;
|
||||
}
|
||||
}
|
||||
// static async Task _run() {
|
||||
// var login = "bts";
|
||||
// var passwd = String.Empty;
|
||||
@@ -40,6 +84,8 @@ namespace BCG
|
||||
private string? myLastFileName;
|
||||
private ViewStream? myCurrentStream;
|
||||
private List<ToolStripMenuItem> mySiteItems = new List<ToolStripMenuItem>();
|
||||
private readonly List<string> _recent_saved_files = new List<string>();
|
||||
private ToolStripSeparator? _recent_saved_files_separator;
|
||||
// private string mySite = SitesCore.getMySiteName ();
|
||||
private string mySite = "TODO";
|
||||
private string myLastClassName = "MyView";
|
||||
@@ -49,11 +95,20 @@ namespace BCG
|
||||
private TextWriter? myConsoleOutput;
|
||||
IDataPacket? pendingData;
|
||||
IDisposable? titleSub;
|
||||
readonly ToolTip _primitive_tool_tip = new ToolTip();
|
||||
readonly Dictionary<string, string?> _primitive_source_path_cache = new Dictionary<string, string?>();
|
||||
Dictionary<string, string?>? _source_file_index;
|
||||
string? _repo_root_path;
|
||||
char? _last_primitive_search_char;
|
||||
TreeNode? _last_primitive_search_assembly_node;
|
||||
bool _is_applying_query_syntax_highlighting;
|
||||
HashSet<string>? _dsl_operator_names;
|
||||
|
||||
public MainForm()
|
||||
{
|
||||
//Task.Run(async () => await _run());
|
||||
InitializeComponent();
|
||||
_apply_grid_theme();
|
||||
// myKQ = ConfigurationRequester.getApplicationQualifier();
|
||||
myKQ = "TODO";
|
||||
var handleCreatedSubject = new Subject<bool>();
|
||||
@@ -72,13 +127,12 @@ namespace BCG
|
||||
myWindowState = new PersistWindowState();
|
||||
myWindowState.parent = this;
|
||||
myWindowState.saveState = false;
|
||||
myWindowState.LoadState += myLoadPersistedState;
|
||||
myWindowState.SaveState += mySavePersistedState;
|
||||
|
||||
this.Load += new EventHandler(myLoad);
|
||||
this.Closing += new CancelEventHandler(myClosing);
|
||||
myQueryTextBox.TextChanged += (o, e) =>
|
||||
{
|
||||
myQueryTextBox.ForeColor = Color.White;
|
||||
};
|
||||
myQueryTextBox.TextChanged += (o, e) => _apply_query_syntax_highlighting();
|
||||
}
|
||||
|
||||
event Action? titleInvalidated;
|
||||
@@ -86,14 +140,20 @@ namespace BCG
|
||||
public string query_text
|
||||
{
|
||||
get { return myQueryTextBox.Text; }
|
||||
set { myQueryTextBox.Text = value; }
|
||||
set
|
||||
{
|
||||
myQueryTextBox.Text = value;
|
||||
_apply_query_syntax_highlighting();
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Clean up any resources being used.
|
||||
/// </summary>
|
||||
protected override void Dispose(bool disposing) {
|
||||
if (disposing) {
|
||||
protected override void Dispose(bool disposing)
|
||||
{
|
||||
if (disposing)
|
||||
{
|
||||
Disposable.Dispose(ref titleSub);
|
||||
components?.Dispose();
|
||||
}
|
||||
@@ -104,7 +164,7 @@ namespace BCG
|
||||
{
|
||||
// TODO: Port PublishedTagsStream from edge (then we can uncomment impl below)
|
||||
//ViewStream vs = new PubSubServerStateStream();
|
||||
ViewStream vs = new PubSubServerStateStream(new SubscriberCoreFactory(), ViewStreamDatabase.instance);
|
||||
ViewStream vs = new PubSubServerStateStream(ViewStreamDatabase.instance);
|
||||
return new FilterStream(vs, "tag~='DS_'");
|
||||
//return new LiteralStream("tag/String", "DS_table1;DS_table2");
|
||||
}
|
||||
@@ -114,7 +174,8 @@ namespace BCG
|
||||
titleInvalidated?.Invoke();
|
||||
}
|
||||
|
||||
void refreshTitle(IBlueRowCollection rows) {
|
||||
void refreshTitle(IBlueRowCollection rows)
|
||||
{
|
||||
string route_txt = String.Empty;
|
||||
foreach (IBlueRow r in rows)
|
||||
{
|
||||
@@ -135,11 +196,11 @@ namespace BCG
|
||||
private IDictionary myGetLibraryData()
|
||||
{
|
||||
SortedList retVal = new SortedList();
|
||||
string[] primitiveNames = PrimitiveManager.instance.getPrimitiveNames();
|
||||
string[] primitiveNames = PrimitiveManager.instance.get_dsl_op_names();
|
||||
foreach (string pName in primitiveNames)
|
||||
{
|
||||
string aName = PrimitiveManager.instance.getAssemblyName(pName);
|
||||
ICollection cNames = PrimitiveManager.instance.getConstructorSigns(pName);
|
||||
string aName = PrimitiveManager.instance.get_dslop_assembly_name(pName);
|
||||
ICollection cNames = PrimitiveManager.instance.get_dsl_op_cons_args(pName);
|
||||
if (!retVal.Contains(aName))
|
||||
retVal.Add(aName, new SortedList());
|
||||
(retVal[aName] as IDictionary)[pName] = new ArrayList(cNames);
|
||||
@@ -151,6 +212,65 @@ namespace BCG
|
||||
return retVal;
|
||||
}
|
||||
|
||||
HashSet<string> _get_dsl_operator_names()
|
||||
{
|
||||
if (_dsl_operator_names != null)
|
||||
return _dsl_operator_names;
|
||||
|
||||
_dsl_operator_names = new HashSet<string>(
|
||||
PrimitiveManager.instance.get_dsl_op_names().Cast<string>(),
|
||||
StringComparer.OrdinalIgnoreCase);
|
||||
return _dsl_operator_names;
|
||||
}
|
||||
|
||||
void _apply_query_syntax_highlighting()
|
||||
{
|
||||
if (_is_applying_query_syntax_highlighting || myQueryTextBox.IsDisposed)
|
||||
return;
|
||||
|
||||
_is_applying_query_syntax_highlighting = true;
|
||||
try
|
||||
{
|
||||
int selection_start = myQueryTextBox.SelectionStart;
|
||||
int selection_length = myQueryTextBox.SelectionLength;
|
||||
|
||||
myQueryTextBox.SuspendLayout();
|
||||
myQueryTextBox.SelectAll();
|
||||
myQueryTextBox.SelectionColor = QueryEditorDefaultColor;
|
||||
|
||||
foreach (Match match in Regex.Matches(myQueryTextBox.Text, @"^\s*([A-Za-z_]\w*)\s*=", RegexOptions.Multiline))
|
||||
{
|
||||
Group group = match.Groups[1];
|
||||
myQueryTextBox.Select(group.Index, group.Length);
|
||||
myQueryTextBox.SelectionColor = QueryEditorAssignmentNameColor;
|
||||
}
|
||||
|
||||
foreach (Match match in Regex.Matches(myQueryTextBox.Text, @"\b([A-Za-z_]\w*)\s*\("))
|
||||
{
|
||||
Group group = match.Groups[1];
|
||||
if (!_get_dsl_operator_names().Contains(group.Value))
|
||||
continue;
|
||||
myQueryTextBox.Select(group.Index, group.Length);
|
||||
myQueryTextBox.SelectionColor = QueryEditorOperatorColor;
|
||||
}
|
||||
|
||||
foreach (Match match in Regex.Matches(myQueryTextBox.Text, @"//.*$", RegexOptions.Multiline))
|
||||
{
|
||||
myQueryTextBox.Select(match.Index, match.Length);
|
||||
myQueryTextBox.SelectionColor = QueryEditorCommentColor;
|
||||
}
|
||||
|
||||
myQueryTextBox.Select(selection_start, selection_length);
|
||||
if (selection_length == 0)
|
||||
myQueryTextBox.SelectionColor = QueryEditorDefaultColor;
|
||||
myQueryTextBox.ResumeLayout();
|
||||
}
|
||||
finally
|
||||
{
|
||||
_is_applying_query_syntax_highlighting = false;
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
private void myLoadAssemblies()
|
||||
{
|
||||
@@ -161,13 +281,18 @@ namespace BCG
|
||||
TreeNode assemblyNode = new TreeNode(de.Key as String);
|
||||
foreach (DictionaryEntry innerDe in (de.Value as IDictionary))
|
||||
{
|
||||
TreeNode primitiveNode = new TreeNode(innerDe.Key as string);
|
||||
string primitive_name = innerDe.Key as string;
|
||||
TreeNode primitiveNode = new TreeNode(primitive_name)
|
||||
{
|
||||
Tag = primitive_name
|
||||
};
|
||||
foreach (string con in (innerDe.Value as ICollection))
|
||||
primitiveNode.Nodes.Add(con);
|
||||
assemblyNode.Nodes.Add(primitiveNode);
|
||||
}
|
||||
myTreeView.Nodes.Add(assemblyNode);
|
||||
}
|
||||
myTreeView.Sort();
|
||||
/*
|
||||
myPrimitivesTextBox.Clear ();
|
||||
ArrayList al = new ArrayList(PrimitiveManager.instance.getPrimitiveNames());
|
||||
@@ -182,7 +307,8 @@ namespace BCG
|
||||
|
||||
private void myHandleTableListChange(object o)
|
||||
{
|
||||
BeginInvoke(() => {
|
||||
BeginInvoke(() =>
|
||||
{
|
||||
tagRows = ((IDataPacket)o).newRows;
|
||||
myUpdateTableList();
|
||||
});
|
||||
@@ -195,6 +321,19 @@ namespace BCG
|
||||
get { return myQueryTextBox.Height; }
|
||||
set { myQueryTextBox.Height = value; }
|
||||
}
|
||||
|
||||
private void myLoadPersistedState(object sender, BlueRegistry blueReg)
|
||||
{
|
||||
myQueryTextBox.Text = blueReg.getValue(RegistryRoot.HKCU, LastQueryRegistryKey, string.Empty)?.ToString() ?? string.Empty;
|
||||
_load_recent_saved_files(blueReg.getValue(RegistryRoot.HKCU, RecentSavedFilesRegistryKey, string.Empty)?.ToString());
|
||||
_refresh_recent_saved_files_menu();
|
||||
}
|
||||
|
||||
private void mySavePersistedState(object sender, BlueRegistry blueReg)
|
||||
{
|
||||
blueReg.setValue(RegistryRoot.HKCU, LastQueryRegistryKey, myQueryTextBox.Text ?? string.Empty);
|
||||
blueReg.setValue(RegistryRoot.HKCU, RecentSavedFilesRegistryKey, string.Join("|", _recent_saved_files));
|
||||
}
|
||||
#endregion
|
||||
|
||||
private Stopwatch _stopwatch = new Stopwatch();
|
||||
@@ -287,6 +426,7 @@ namespace BCG
|
||||
}
|
||||
myLastFileName = fileName;
|
||||
this.Text = fileName;
|
||||
_track_recent_saved_file(fileName);
|
||||
}
|
||||
catch (Exception exc)
|
||||
{
|
||||
@@ -371,6 +511,122 @@ namespace BCG
|
||||
}
|
||||
}
|
||||
|
||||
private void myApplyDateTimeFormatting(IBlueTableSchema schema)
|
||||
{
|
||||
var dateTimeColumns = new HashSet<string>(
|
||||
schema.columnInfo
|
||||
.Where(ci => ci.colType == typeof(DateTime))
|
||||
.Select(ci => ci.colName));
|
||||
|
||||
foreach (DataGridViewColumn column in myDataGrid.Columns)
|
||||
{
|
||||
if (!dateTimeColumns.Contains(column.DataPropertyName) && !dateTimeColumns.Contains(column.Name))
|
||||
continue;
|
||||
|
||||
column.DefaultCellStyle.Format = DateTimeDisplayFormat;
|
||||
column.Width = Math.Max(column.Width, 220);
|
||||
}
|
||||
}
|
||||
|
||||
void _apply_grid_theme()
|
||||
{
|
||||
myDataGrid.BackgroundColor = GridBackgroundColor;
|
||||
myDataGrid.BorderStyle = BorderStyle.None;
|
||||
myDataGrid.EnableHeadersVisualStyles = false;
|
||||
myDataGrid.GridColor = GridGridLineColor;
|
||||
myDataGrid.CellBorderStyle = DataGridViewCellBorderStyle.SingleHorizontal;
|
||||
myDataGrid.SelectionMode = DataGridViewSelectionMode.FullRowSelect;
|
||||
myDataGrid.MultiSelect = false;
|
||||
myDataGrid.RowHeadersVisible = false;
|
||||
myDataGrid.ColumnHeadersBorderStyle = DataGridViewHeaderBorderStyle.Single;
|
||||
myDataGrid.RowHeadersBorderStyle = DataGridViewHeaderBorderStyle.None;
|
||||
myDataGrid.ColumnHeadersHeight = 36;
|
||||
myDataGrid.RowTemplate.Height = 24;
|
||||
myDataGrid.Font = new Font("Consolas", 9F, FontStyle.Regular, GraphicsUnit.Point);
|
||||
|
||||
myDataGrid.DefaultCellStyle.BackColor = GridBackgroundColor;
|
||||
myDataGrid.DefaultCellStyle.ForeColor = Color.White;
|
||||
myDataGrid.DefaultCellStyle.SelectionBackColor = GridSelectionColor;
|
||||
myDataGrid.DefaultCellStyle.SelectionForeColor = GridSelectionForeColor;
|
||||
myDataGrid.DefaultCellStyle.Padding = new Padding(4, 1, 4, 1);
|
||||
|
||||
myDataGrid.AlternatingRowsDefaultCellStyle.BackColor = GridAltRowColor;
|
||||
myDataGrid.AlternatingRowsDefaultCellStyle.ForeColor = Color.White;
|
||||
myDataGrid.AlternatingRowsDefaultCellStyle.SelectionBackColor = GridSelectionColor;
|
||||
myDataGrid.AlternatingRowsDefaultCellStyle.SelectionForeColor = GridSelectionForeColor;
|
||||
|
||||
myDataGrid.ColumnHeadersDefaultCellStyle.BackColor = GridHeaderColor;
|
||||
myDataGrid.ColumnHeadersDefaultCellStyle.ForeColor = Color.White;
|
||||
myDataGrid.ColumnHeadersDefaultCellStyle.SelectionBackColor = GridHeaderColor;
|
||||
myDataGrid.ColumnHeadersDefaultCellStyle.SelectionForeColor = Color.White;
|
||||
myDataGrid.ColumnHeadersDefaultCellStyle.Font = new Font("Consolas", 9F, FontStyle.Bold, GraphicsUnit.Point);
|
||||
myDataGrid.ColumnHeadersDefaultCellStyle.Alignment = DataGridViewContentAlignment.MiddleLeft;
|
||||
myDataGrid.ColumnHeadersDefaultCellStyle.Padding = new Padding(6, 2, 6, 2);
|
||||
}
|
||||
|
||||
void _apply_grid_column_styling(IBlueTableSchema schema)
|
||||
{
|
||||
var column_types = schema.columnInfo.ToDictionary(ci => ci.colName, ci => ci.colType, StringComparer.OrdinalIgnoreCase);
|
||||
foreach (DataGridViewColumn column in myDataGrid.Columns)
|
||||
{
|
||||
if (!column_types.TryGetValue(column.DataPropertyName, out var col_type) &&
|
||||
!column_types.TryGetValue(column.Name, out col_type))
|
||||
{
|
||||
continue;
|
||||
}
|
||||
|
||||
column.SortMode = DataGridViewColumnSortMode.NotSortable;
|
||||
|
||||
if (_is_numeric_type(col_type))
|
||||
{
|
||||
column.DefaultCellStyle.Alignment = DataGridViewContentAlignment.MiddleRight;
|
||||
}
|
||||
else
|
||||
{
|
||||
column.DefaultCellStyle.Alignment = DataGridViewContentAlignment.MiddleLeft;
|
||||
}
|
||||
|
||||
if (col_type == typeof(DateTime))
|
||||
{
|
||||
column.DefaultCellStyle.ForeColor = GridTimestampColor;
|
||||
}
|
||||
else if (string.Equals(column.HeaderText, "id", StringComparison.OrdinalIgnoreCase))
|
||||
{
|
||||
column.DefaultCellStyle.ForeColor = GridIdentifierColor;
|
||||
}
|
||||
else if (_looks_like_indicator(column.HeaderText))
|
||||
{
|
||||
column.DefaultCellStyle.ForeColor = GridIndicatorColor;
|
||||
}
|
||||
else
|
||||
{
|
||||
column.DefaultCellStyle.ForeColor = Color.White;
|
||||
}
|
||||
}
|
||||
|
||||
static bool _is_numeric_type(Type type)
|
||||
{
|
||||
return type == typeof(int) ||
|
||||
type == typeof(long) ||
|
||||
type == typeof(float) ||
|
||||
type == typeof(double) ||
|
||||
type == typeof(decimal) ||
|
||||
type == typeof(short) ||
|
||||
type == typeof(uint) ||
|
||||
type == typeof(ulong);
|
||||
}
|
||||
|
||||
static bool _looks_like_indicator(string column_name)
|
||||
{
|
||||
return column_name.Contains("rsi", StringComparison.OrdinalIgnoreCase) ||
|
||||
column_name.Contains("macd", StringComparison.OrdinalIgnoreCase) ||
|
||||
column_name.Contains("atr", StringComparison.OrdinalIgnoreCase) ||
|
||||
column_name.Contains("moving_average", StringComparison.OrdinalIgnoreCase) ||
|
||||
column_name.Contains("signal", StringComparison.OrdinalIgnoreCase) ||
|
||||
column_name.Contains("histogram", StringComparison.OrdinalIgnoreCase);
|
||||
}
|
||||
}
|
||||
|
||||
// this is the stream callback
|
||||
private void myCallback(object o)
|
||||
{
|
||||
@@ -386,7 +642,8 @@ namespace BCG
|
||||
private void myTimer_Tick(object sender, System.EventArgs e)
|
||||
{
|
||||
var dp = Interlocked.Exchange(ref pendingData, null);
|
||||
if (dp is null) {
|
||||
if (dp is null)
|
||||
{
|
||||
return;
|
||||
}
|
||||
_stopwatch.Stop();
|
||||
@@ -403,6 +660,10 @@ namespace BCG
|
||||
int hscrollval = myChangeStyle ? 0 : myDataGrid.HorizScrollBarValue;
|
||||
|
||||
myDataGrid.DataSource = new SimpleBindableCollection(dp.newRows.schema, dp.newRows);
|
||||
_apply_grid_theme();
|
||||
myApplyDateTimeFormatting(dp.newRows.schema);
|
||||
_apply_grid_column_styling(dp.newRows.schema);
|
||||
myDataGrid.ClearSelection();
|
||||
var force = false;
|
||||
if (myChangeStyle && force)
|
||||
{
|
||||
@@ -475,7 +736,7 @@ namespace BCG
|
||||
private void myMenuItemOpenClick(object sender, System.EventArgs e)
|
||||
{
|
||||
OpenFileDialog od = new OpenFileDialog();
|
||||
od.Filter = "C# class (*.cs)|*.cs";
|
||||
od.Filter = "All files (*.*)|*.*|C# class (*.cs)|*.cs";
|
||||
|
||||
if (od.ShowDialog() == DialogResult.OK)
|
||||
loadFile(od.FileName);
|
||||
@@ -487,6 +748,7 @@ namespace BCG
|
||||
w.Write(myCSharpText.Text);
|
||||
myLastFileName = fileName;
|
||||
this.Text = fileName;
|
||||
_track_recent_saved_file(fileName);
|
||||
}
|
||||
|
||||
private void myMenuItemSaveClick(object sender, System.EventArgs e)
|
||||
@@ -509,6 +771,75 @@ namespace BCG
|
||||
mySave(sd.FileName);
|
||||
}
|
||||
|
||||
private void _load_recent_saved_files(string? serialized_paths)
|
||||
{
|
||||
_recent_saved_files.Clear();
|
||||
if (string.IsNullOrWhiteSpace(serialized_paths))
|
||||
return;
|
||||
|
||||
foreach (string path in serialized_paths.Split('|'))
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(path))
|
||||
continue;
|
||||
if (_recent_saved_files.Contains(path, StringComparer.OrdinalIgnoreCase))
|
||||
continue;
|
||||
_recent_saved_files.Add(path);
|
||||
if (_recent_saved_files.Count >= MaxRecentSavedFiles)
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
private void _track_recent_saved_file(string file_name)
|
||||
{
|
||||
_recent_saved_files.RemoveAll(path => string.Equals(path, file_name, StringComparison.OrdinalIgnoreCase));
|
||||
_recent_saved_files.Insert(0, file_name);
|
||||
if (_recent_saved_files.Count > MaxRecentSavedFiles)
|
||||
_recent_saved_files.RemoveRange(MaxRecentSavedFiles, _recent_saved_files.Count - MaxRecentSavedFiles);
|
||||
_refresh_recent_saved_files_menu();
|
||||
}
|
||||
|
||||
private void _refresh_recent_saved_files_menu()
|
||||
{
|
||||
var file_menu = myToolStripMenuItemFile.DropDownItems;
|
||||
for (int i = file_menu.Count - 1; i >= 0; i--)
|
||||
{
|
||||
if (file_menu[i] is ToolStripMenuItem menu_item && Equals(menu_item.Tag, "recent-saved-file"))
|
||||
file_menu.RemoveAt(i);
|
||||
}
|
||||
|
||||
if (_recent_saved_files_separator != null)
|
||||
{
|
||||
file_menu.Remove(_recent_saved_files_separator);
|
||||
_recent_saved_files_separator.Dispose();
|
||||
_recent_saved_files_separator = null;
|
||||
}
|
||||
|
||||
if (_recent_saved_files.Count == 0)
|
||||
return;
|
||||
|
||||
int insert_index = file_menu.IndexOf(myToolStripMenuItemExit);
|
||||
if (insert_index < 0)
|
||||
insert_index = file_menu.Count;
|
||||
|
||||
_recent_saved_files_separator = new ToolStripSeparator();
|
||||
file_menu.Insert(insert_index, _recent_saved_files_separator);
|
||||
insert_index++;
|
||||
|
||||
foreach (string path in _recent_saved_files)
|
||||
{
|
||||
var menu_item = new ToolStripMenuItem(Path.GetFileName(path))
|
||||
{
|
||||
Tag = "recent-saved-file",
|
||||
ToolTipText = path,
|
||||
BackColor = Color.FromArgb(36, 36, 49),
|
||||
ForeColor = Color.Lime
|
||||
};
|
||||
menu_item.Click += (_, __) => loadFile(path);
|
||||
file_menu.Insert(insert_index, menu_item);
|
||||
insert_index++;
|
||||
}
|
||||
}
|
||||
|
||||
private void myTableListBox_DoubleClick(object sender, System.EventArgs e)
|
||||
{
|
||||
if (myTableListBox.SelectedItem != null)
|
||||
@@ -599,6 +930,7 @@ namespace BCG
|
||||
}
|
||||
Console.WriteLine("Redirecting console ouput to this window...");
|
||||
|
||||
myTreeView.TreeViewNodeSorter = new PrimitiveTreeNodeComparer();
|
||||
myLoadAssemblies();
|
||||
|
||||
// ViewStreamDatabase.instance = new ViewStreamDatabase();
|
||||
@@ -606,6 +938,9 @@ namespace BCG
|
||||
myAllTagsStream.onChange += new BCG.DataStream.ChangeDelegate(myHandleTableListChange);
|
||||
myTabControl.SelectedIndex = 3;
|
||||
myTreeView.AfterSelect += new TreeViewEventHandler(myHandleTreeNodeSelect);
|
||||
myTreeView.KeyPress += myHandleTreeViewKeyPress;
|
||||
myTreeView.NodeMouseHover += myHandleTreeNodeMouseHover;
|
||||
myTreeView.MouseLeave += myHandleTreeViewMouseLeave;
|
||||
//do this lazily so we don't have to have bps, etc up to run dsqa
|
||||
//_library = new LibraryForm(this);
|
||||
}
|
||||
@@ -646,12 +981,138 @@ namespace BCG
|
||||
{
|
||||
if (myTreeView.SelectedNode.LastNode == null)
|
||||
{
|
||||
string sn = myTreeView.SelectedNode.Parent.Text + "()";
|
||||
string primitive_name = myTreeView.SelectedNode.Parent.Tag as string ?? myTreeView.SelectedNode.Parent.Text;
|
||||
string sn = primitive_name + "()";
|
||||
myQueryTextBox.Text = myQueryTextBox.Text == "" ? sn : myQueryTextBox.Text + "\n" + sn;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void myHandleTreeViewKeyPress(object? sender, KeyPressEventArgs e)
|
||||
{
|
||||
if (!Char.IsLetterOrDigit(e.KeyChar))
|
||||
return;
|
||||
|
||||
char search_char = Char.ToLowerInvariant(e.KeyChar);
|
||||
TreeNode? assembly_node = _get_selected_assembly_node();
|
||||
if (assembly_node is null)
|
||||
return;
|
||||
|
||||
int start_idx = 0;
|
||||
if (_last_primitive_search_char == search_char &&
|
||||
ReferenceEquals(_last_primitive_search_assembly_node, assembly_node) &&
|
||||
myTreeView.SelectedNode?.Parent == assembly_node)
|
||||
{
|
||||
start_idx = myTreeView.SelectedNode.Index + 1;
|
||||
}
|
||||
|
||||
TreeNode? match_node = _find_matching_primitive_node(assembly_node, search_char, start_idx) ??
|
||||
_find_matching_primitive_node(assembly_node, search_char, 0);
|
||||
|
||||
if (match_node is not null)
|
||||
{
|
||||
myTreeView.SelectedNode = match_node;
|
||||
match_node.EnsureVisible();
|
||||
_last_primitive_search_char = search_char;
|
||||
_last_primitive_search_assembly_node = assembly_node;
|
||||
e.Handled = true;
|
||||
}
|
||||
}
|
||||
|
||||
private TreeNode? _get_selected_assembly_node()
|
||||
{
|
||||
if (myTreeView.SelectedNode is null)
|
||||
return myTreeView.Nodes.Count > 0 ? myTreeView.Nodes[0] : null;
|
||||
|
||||
return myTreeView.SelectedNode.Parent ?? myTreeView.SelectedNode;
|
||||
}
|
||||
|
||||
private TreeNode? _find_matching_primitive_node(TreeNode assembly_node, char search_char, int start_idx)
|
||||
{
|
||||
for (int i = start_idx; i < assembly_node.Nodes.Count; i++)
|
||||
{
|
||||
TreeNode primitive_node = assembly_node.Nodes[i];
|
||||
string primitive_name = primitive_node.Tag as string ?? primitive_node.Text;
|
||||
if (primitive_name.Length > 0 && Char.ToLowerInvariant(primitive_name[0]) == search_char)
|
||||
return primitive_node;
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
private void myHandleTreeNodeMouseHover(object? sender, TreeNodeMouseHoverEventArgs e)
|
||||
{
|
||||
if (e.Node?.Tag is not string primitive_name)
|
||||
{
|
||||
_primitive_tool_tip.Hide(myTreeView);
|
||||
return;
|
||||
}
|
||||
|
||||
Type? primitive_type = PrimitiveManager.instance.get_dsl_op_type(primitive_name);
|
||||
if (primitive_type is null)
|
||||
{
|
||||
_primitive_tool_tip.Hide(myTreeView);
|
||||
return;
|
||||
}
|
||||
|
||||
string tooltip_text = $"Namespace: {primitive_type.Namespace ?? "(none)"}";
|
||||
string? source_path = _get_source_file_path(primitive_type);
|
||||
if (!String.IsNullOrWhiteSpace(source_path))
|
||||
tooltip_text += $"\nSource: {source_path}";
|
||||
|
||||
Point mouse_point = myTreeView.PointToClient(Cursor.Position);
|
||||
_primitive_tool_tip.Show(tooltip_text, myTreeView, mouse_point.X + 12, mouse_point.Y + 12, 8000);
|
||||
}
|
||||
|
||||
private void myHandleTreeViewMouseLeave(object? sender, EventArgs e)
|
||||
{
|
||||
_primitive_tool_tip.Hide(myTreeView);
|
||||
}
|
||||
|
||||
private string? _get_source_file_path(Type primitive_type)
|
||||
{
|
||||
string cache_key = primitive_type.FullName ?? primitive_type.Name;
|
||||
if (_primitive_source_path_cache.TryGetValue(cache_key, out string? cached_path))
|
||||
return cached_path;
|
||||
|
||||
Dictionary<string, string?> source_file_index = _source_file_index ??= _build_source_file_index();
|
||||
if (!source_file_index.TryGetValue(primitive_type.Name, out string? source_path))
|
||||
return null;
|
||||
_primitive_source_path_cache[cache_key] = source_path;
|
||||
return source_path;
|
||||
}
|
||||
|
||||
private Dictionary<string, string?> _build_source_file_index()
|
||||
{
|
||||
Dictionary<string, string?> source_file_index = new Dictionary<string, string?>(StringComparer.OrdinalIgnoreCase);
|
||||
string? repo_root = _repo_root_path ??= _find_repo_root();
|
||||
if (String.IsNullOrWhiteSpace(repo_root))
|
||||
return source_file_index;
|
||||
|
||||
string source_root = Path.Combine(repo_root, "src", "DataStreamSuite");
|
||||
if (!Directory.Exists(source_root))
|
||||
return source_file_index;
|
||||
|
||||
foreach (string file_path in Directory.EnumerateFiles(source_root, "*.cs", SearchOption.AllDirectories))
|
||||
{
|
||||
string type_name = Path.GetFileNameWithoutExtension(file_path);
|
||||
if (!source_file_index.ContainsKey(type_name))
|
||||
source_file_index[type_name] = file_path;
|
||||
}
|
||||
return source_file_index;
|
||||
}
|
||||
|
||||
private string? _find_repo_root()
|
||||
{
|
||||
string? curr_path = AppDomain.CurrentDomain.BaseDirectory;
|
||||
while (!String.IsNullOrWhiteSpace(curr_path))
|
||||
{
|
||||
if (Directory.Exists(Path.Combine(curr_path, "src", "DataStreamSuite")))
|
||||
return curr_path;
|
||||
curr_path = Directory.GetParent(curr_path)?.FullName;
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
private void myToolStripMenuItemExit_Click(object sender, EventArgs e)
|
||||
{
|
||||
Close();
|
||||
@@ -681,7 +1142,7 @@ namespace BCG
|
||||
DialogResult dr = ofd.ShowDialog(this);
|
||||
if (ofd.CheckFileExists && ofd.CheckPathExists && dr == DialogResult.OK)
|
||||
{
|
||||
PrimitiveManager.instance.loadAssembly(ofd.FileName);
|
||||
PrimitiveManager.instance.load_streams_from_assembly(ofd.FileName);
|
||||
myLoadAssemblies();
|
||||
}
|
||||
}
|
||||
@@ -768,7 +1229,8 @@ namespace BCG
|
||||
s = new MutableAppendStream(s, s);
|
||||
s.onChange += OnChange;
|
||||
|
||||
void OnChange(object? obj) {
|
||||
void OnChange(object? obj)
|
||||
{
|
||||
s.onChange -= OnChange;
|
||||
//s = new MutableAppendStream(s, s);
|
||||
var rowCollection = ((IDataPacket)obj!).newRows;
|
||||
|
||||
@@ -8,7 +8,6 @@ using Bts.PubSub.Services;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
using Microsoft.Extensions.Hosting;
|
||||
|
||||
using Spark.Api.MarketData;
|
||||
using Spark.Api.Services;
|
||||
using Spark.Core.Services;
|
||||
|
||||
@@ -26,10 +25,6 @@ static class Program {
|
||||
host = HostBuilderExtensions.CreateBtsBuilder(args)
|
||||
.ConfigureServices(ConfigureServices)
|
||||
.Build();
|
||||
var mdClient = host.Services.GetService<IMarketDataClient>();
|
||||
if (mdClient is not null) {
|
||||
PrimitiveManager.SetMarketDataClient(mdClient);
|
||||
}
|
||||
await host.StartAsync();
|
||||
var winFormsThread = new Thread(RunWinFormsApp);
|
||||
winFormsThread.SetApartmentState(ApartmentState.STA);
|
||||
|
||||
@@ -5,8 +5,7 @@
|
||||
"ViewStreamDatabase": {
|
||||
"Interval": "00:00:00.1"
|
||||
},
|
||||
"Spark": {
|
||||
},
|
||||
"Spark": {},
|
||||
"SparkApi": {
|
||||
"IsEnabled": false,
|
||||
"Credentials": {
|
||||
@@ -53,21 +52,16 @@
|
||||
"Class": "bts.PubsubServerStreamTagHandler"
|
||||
},
|
||||
{
|
||||
"TagType": "System_Sub",
|
||||
"Assembly": "PubSub",
|
||||
"Class": "BCG.SystemSubscriptionMapPublisher"
|
||||
},
|
||||
{
|
||||
"TagType": "System_Stats",
|
||||
"Assembly": "PubSub",
|
||||
"Class": "BCG.SystemStatsPublisher"
|
||||
"TagType": "DS_.*",
|
||||
"Assembly": "DataStreamCore",
|
||||
"Class": "bts.PubsubServerStreamTagHandler"
|
||||
},
|
||||
{
|
||||
"TagType": ".*",
|
||||
"Assembly": "DataStreamCore",
|
||||
"Class": "bts.PubsubServerGenericDataHandler"
|
||||
"Class": "bts.PubsubServerGenericDataHandler"
|
||||
}
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -13,6 +13,8 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "PubSub\PubSub.csp
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSubServer", "PubSubServer\PubSubServer.csproj", "{0DBD814A-E17F-4836-8EEE-6E91B00C578F}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PersistenceServer", "PersistenceServer\PersistenceServer.csproj", "{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "BooleanExpressions\BooleanExpressions.csproj", "{EE53687E-BB62-45C6-A1B0-9B8F16B4E2C1}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "..\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{88E70136-91AE-4F56-B243-8F4642B46D6A}"
|
||||
@@ -43,6 +45,10 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "..\cs\Bts.Net\Bt
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "..\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DSPublisher", "DSPublisher\DSPublisher.csproj", "{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}"
|
||||
EndProject
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "APIBridgeServer", "APIBridgeServer\APIBridgeServer.csproj", "{3B14C417-531A-4E39-80C1-A4C14BD000D5}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
@@ -113,6 +119,18 @@ Global
|
||||
{0DBD814A-E17F-4836-8EEE-6E91B00C578F}.Release|x64.Build.0 = Release|Any CPU
|
||||
{0DBD814A-E17F-4836-8EEE-6E91B00C578F}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{0DBD814A-E17F-4836-8EEE-6E91B00C578F}.Release|x86.Build.0 = Release|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Release|x64.Build.0 = Release|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{915A604A-C4B0-4C2B-A70D-D5E0C7AA2B80}.Release|x86.Build.0 = Release|Any CPU
|
||||
{EE53687E-BB62-45C6-A1B0-9B8F16B4E2C1}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{EE53687E-BB62-45C6-A1B0-9B8F16B4E2C1}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{EE53687E-BB62-45C6-A1B0-9B8F16B4E2C1}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
@@ -293,6 +311,30 @@ Global
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x64.Build.0 = Release|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x86.Build.0 = Release|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Release|x64.Build.0 = Release|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{72A4C31D-1680-4E8F-AB5E-A33B3D095DD3}.Release|x86.Build.0 = Release|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Debug|x64.ActiveCfg = Debug|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Debug|x64.Build.0 = Debug|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Debug|x86.ActiveCfg = Debug|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Debug|x86.Build.0 = Debug|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Release|x64.ActiveCfg = Release|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Release|x64.Build.0 = Release|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Release|x86.ActiveCfg = Release|Any CPU
|
||||
{3B14C417-531A-4E39-80C1-A4C14BD000D5}.Release|x86.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
|
||||
@@ -1,218 +0,0 @@
|
||||
// namespace Bts.DataStreamTests;
|
||||
|
||||
// using BCG;
|
||||
|
||||
// using BlueOrb.Operators.Core;
|
||||
|
||||
// [TestFixture]
|
||||
// public class BarBuilderStreamTests {
|
||||
// static readonly DateTime T0 = new(2026, 1, 1, 0, 0, 0, DateTimeKind.Utc);
|
||||
|
||||
// [Test]
|
||||
// public void TimeBars_FromTrades_AcrossBoundary() {
|
||||
// var schema = TradeSchema();
|
||||
// var driver = new TestDriverStream(schema);
|
||||
// var bars = new BarBuilderStream(driver, "TIME", 60, "trade_price", "trade_size");
|
||||
// var rows = CaptureAddedRows(bars);
|
||||
|
||||
// var sent = new List<IBlueRow>();
|
||||
// sent.Add(TradeRow(schema, 1, T0.AddSeconds(10), "BTCUSD", 100, 2));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(TradeRow(schema, 2, T0.AddSeconds(20), "BTCUSD", 101, 3));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(TradeRow(schema, 3, T0.AddMinutes(1).AddSeconds(5), "BTCUSD", 99, 1));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(TradeRow(schema, 4, T0.AddMinutes(2), "BTCUSD", 102, 1));
|
||||
// driver.Reset(sent);
|
||||
|
||||
// Assert.That(rows.Count, Is.EqualTo(2));
|
||||
// AssertBar(rows[0], 100, 101, 100, 101, 5, 2, 100.6, false);
|
||||
// AssertBar(rows[1], 99, 99, 99, 99, 1, 1, 99, false);
|
||||
// }
|
||||
|
||||
// [Test]
|
||||
// public void TimeBars_FromBboMid_VolumeIsZero() {
|
||||
// var schema = BboSchema();
|
||||
// var driver = new TestDriverStream(schema);
|
||||
// var bars = new BarBuilderStream(driver, "TIME", 60, "mid", "none");
|
||||
// var rows = CaptureAddedRows(bars);
|
||||
|
||||
// var sent = new List<IBlueRow>();
|
||||
// sent.Add(BboRow(schema, 1, T0.AddSeconds(0), "ETHUSD", 99, 101));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(BboRow(schema, 2, T0.AddSeconds(30), "ETHUSD", 101, 103));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(BboRow(schema, 3, T0.AddMinutes(1).AddSeconds(1), "ETHUSD", 100, 104));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(BboRow(schema, 4, T0.AddMinutes(2), "ETHUSD", 100, 102));
|
||||
// driver.Reset(sent);
|
||||
|
||||
// Assert.That(rows.Count, Is.EqualTo(2));
|
||||
// AssertBar(rows[0], 100, 102, 100, 102, 0, 2, 102, false);
|
||||
// AssertBar(rows[1], 102, 102, 102, 102, 0, 1, 102, false);
|
||||
// }
|
||||
|
||||
// [Test]
|
||||
// public void TickBars_CloseExactlyOnNEvents() {
|
||||
// var schema = TradeSchema();
|
||||
// var driver = new TestDriverStream(schema);
|
||||
// var bars = new BarBuilderStream(driver, "TICK", 3, "trade_price", "trade_size");
|
||||
// var rows = CaptureAddedRows(bars);
|
||||
|
||||
// var sent = new List<IBlueRow>();
|
||||
// sent.Add(TradeRow(schema, 1, T0, "NQ", 10, 1));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "NQ", 11, 1));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(TradeRow(schema, 3, T0.AddSeconds(2), "NQ", 9, 1));
|
||||
// driver.Reset(sent);
|
||||
|
||||
// Assert.That(rows.Count, Is.EqualTo(1));
|
||||
// AssertBar(rows[0], 10, 11, 9, 9, 3, 3, 10, false);
|
||||
// }
|
||||
|
||||
// [Test]
|
||||
// public void VolumeBars_CloseOnThreshold() {
|
||||
// var schema = TradeSchema();
|
||||
// var driver = new TestDriverStream(schema);
|
||||
// var bars = new BarBuilderStream(driver, "VOLUME", 10, "trade_price", "trade_size");
|
||||
// var rows = CaptureAddedRows(bars);
|
||||
|
||||
// var sent = new List<IBlueRow>();
|
||||
// sent.Add(TradeRow(schema, 1, T0, "ES", 100, 3));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "ES", 120, 4));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(TradeRow(schema, 3, T0.AddSeconds(2), "ES", 110, 5));
|
||||
// driver.Reset(sent);
|
||||
|
||||
// Assert.That(rows.Count, Is.EqualTo(1));
|
||||
// AssertBar(rows[0], 100, 120, 100, 110, 12, 3, (100 * 3 + 120 * 4 + 110 * 5) / 12.0, false);
|
||||
// }
|
||||
|
||||
// [Test]
|
||||
// public void DollarBars_CloseOnThreshold() {
|
||||
// var schema = TradeSchema();
|
||||
// var driver = new TestDriverStream(schema);
|
||||
// var bars = new BarBuilderStream(driver, "DOLLAR", 1000, "trade_price", "trade_size");
|
||||
// var rows = CaptureAddedRows(bars);
|
||||
|
||||
// var sent = new List<IBlueRow>();
|
||||
// sent.Add(TradeRow(schema, 1, T0, "CL", 100, 3));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "CL", 120, 4));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(TradeRow(schema, 3, T0.AddSeconds(2), "CL", 110, 3));
|
||||
// driver.Reset(sent);
|
||||
|
||||
// Assert.That(rows.Count, Is.EqualTo(1));
|
||||
// AssertBar(rows[0], 100, 120, 100, 110, 10, 3, 111, false);
|
||||
// }
|
||||
|
||||
// [Test]
|
||||
// public void Validation_VolumeOnBboOnly_Throws() {
|
||||
// var schema = BboSchema();
|
||||
// var driver = new TestDriverStream(schema);
|
||||
// var bars = new BarBuilderStream(driver, "VOLUME", 10, "mid", "trade_size");
|
||||
|
||||
// var row = BboRow(schema, 1, T0, "BTCUSD", 99, 101);
|
||||
// Assert.Throws<ArgumentException>(() => {
|
||||
// using var _ = SubscribeNoOp(bars);
|
||||
// driver.Reset(row);
|
||||
// });
|
||||
// }
|
||||
|
||||
// [Test]
|
||||
// public void EmitForming_EmitsFormingAndFinal() {
|
||||
// var schema = TradeSchema();
|
||||
// var driver = new TestDriverStream(schema);
|
||||
// var bars = new BarBuilderStream(driver, "TICK", 2, "trade_price", "trade_size", emit_forming: true);
|
||||
// var rows = CaptureAddedRows(bars);
|
||||
|
||||
// var sent = new List<IBlueRow>();
|
||||
// sent.Add(TradeRow(schema, 1, T0, "MNQ", 10, 1));
|
||||
// driver.Reset(sent);
|
||||
// sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "MNQ", 12, 1));
|
||||
// driver.Reset(sent);
|
||||
|
||||
// Assert.That(rows.Count, Is.EqualTo(3));
|
||||
// Assert.That(rows[0].get<bool>("is_forming"), Is.True);
|
||||
// Assert.That(rows[1].get<bool>("is_forming"), Is.True);
|
||||
// Assert.That(rows[2].get<bool>("is_forming"), Is.False);
|
||||
// AssertBar(rows[2], 10, 12, 10, 12, 2, 2, 11, false);
|
||||
// }
|
||||
|
||||
// static IDisposable SubscribeNoOp(ViewStream stream) {
|
||||
// DataStream.ChangeDelegate d = _ => { };
|
||||
// stream.onChange += d;
|
||||
// return new Subscription(() => stream.onChange -= d);
|
||||
// }
|
||||
|
||||
// static List<IBlueRow> CaptureAddedRows(ViewStream stream) {
|
||||
// var rows = new List<IBlueRow>();
|
||||
// stream.onChange += o => {
|
||||
// var dp = (IDataPacket)o;
|
||||
// foreach (IBlueRow r in dp.addedRows) {
|
||||
// rows.Add(new BlueRow(r));
|
||||
// }
|
||||
// };
|
||||
// return rows;
|
||||
// }
|
||||
|
||||
// static BlueTableSchema TradeSchema() =>
|
||||
// new(
|
||||
// new[] {
|
||||
// new ColumnInfo("id", 0, typeof(int)),
|
||||
// new ColumnInfo("ts_event", 1, typeof(string)),
|
||||
// new ColumnInfo("contract", 2, typeof(string)),
|
||||
// new ColumnInfo("trade_price", 3, typeof(double)),
|
||||
// new ColumnInfo("trade_size", 4, typeof(double)),
|
||||
// },
|
||||
// "trade_events"
|
||||
// );
|
||||
|
||||
// static BlueTableSchema BboSchema() =>
|
||||
// new(
|
||||
// new[] {
|
||||
// new ColumnInfo("id", 0, typeof(int)),
|
||||
// new ColumnInfo("ts_event", 1, typeof(string)),
|
||||
// new ColumnInfo("contract", 2, typeof(string)),
|
||||
// new ColumnInfo("bid_price", 3, typeof(double)),
|
||||
// new ColumnInfo("ask_price", 4, typeof(double)),
|
||||
// },
|
||||
// "bbo_events"
|
||||
// );
|
||||
|
||||
// static IBlueRow TradeRow(IBlueTableSchema schema, int id, DateTime ts, string contract, double px, double sz) =>
|
||||
// new BlueRow(schema, id, ts.ToString("O"), contract, px, sz);
|
||||
|
||||
// static IBlueRow BboRow(IBlueTableSchema schema, int id, DateTime ts, string contract, double bid, double ask) =>
|
||||
// new BlueRow(schema, id, ts.ToString("O"), contract, bid, ask);
|
||||
|
||||
// static void AssertBar(
|
||||
// IBlueRow r,
|
||||
// double open,
|
||||
// double high,
|
||||
// double low,
|
||||
// double close,
|
||||
// double volume,
|
||||
// int tradeCount,
|
||||
// double vwap,
|
||||
// bool isForming
|
||||
// ) {
|
||||
// Assert.That(r.get<double>("open"), Is.EqualTo(open).Within(1e-9));
|
||||
// Assert.That(r.get<double>("high"), Is.EqualTo(high).Within(1e-9));
|
||||
// Assert.That(r.get<double>("low"), Is.EqualTo(low).Within(1e-9));
|
||||
// Assert.That(r.get<double>("close"), Is.EqualTo(close).Within(1e-9));
|
||||
// Assert.That(r.get<double>("volume"), Is.EqualTo(volume).Within(1e-9));
|
||||
// Assert.That(r.get<int>("trade_count"), Is.EqualTo(tradeCount));
|
||||
// Assert.That(r.get<double>("vwap"), Is.EqualTo(vwap).Within(1e-9));
|
||||
// Assert.That(r.get<bool>("is_forming"), Is.EqualTo(isForming));
|
||||
// }
|
||||
|
||||
// sealed class Subscription : IDisposable {
|
||||
// readonly Action _dispose;
|
||||
// public Subscription(Action dispose) => _dispose = dispose;
|
||||
// public void Dispose() => _dispose();
|
||||
// }
|
||||
// }
|
||||
@@ -27,6 +27,7 @@
|
||||
<ProjectReference Include="..\PubSub\PubSub.csproj" />
|
||||
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
|
||||
<ProjectReference Include="..\DataStream\DataStream.csproj" />
|
||||
<ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,121 @@
|
||||
namespace Bts.DataStreamTests;
|
||||
|
||||
using BCG;
|
||||
|
||||
using BlueOrb.Operators.Signal;
|
||||
|
||||
using Bts.DataStreamCore;
|
||||
|
||||
[TestFixture]
|
||||
public class HeikinAshiStreamTests {
|
||||
readonly BlueTableSchema schema = new(
|
||||
new ColumnInfo[] {
|
||||
new("id", 0, TypeCode.Int32),
|
||||
new("ts_event", 1, TypeCode.DateTime),
|
||||
new("open", 2, TypeCode.Double),
|
||||
new("high", 3, TypeCode.Double),
|
||||
new("low", 4, TypeCode.Double),
|
||||
new("close", 5, TypeCode.Double),
|
||||
new("volume", 6, TypeCode.Double),
|
||||
}, "bars");
|
||||
|
||||
[Test]
|
||||
public void AppendsHistoryAndCalculatesRecursiveHeikinAshiValues() {
|
||||
var driver = new TestDriverStream(schema, null);
|
||||
var heikinAshi = new HeikinAshiStream(driver);
|
||||
var packets = new List<IDataPacket>();
|
||||
heikinAshi.onChange += nv => packets.Add((IDataPacket)nv);
|
||||
|
||||
driver.Reset(
|
||||
Row(1, new DateTime(2026, 1, 1, 9, 30, 0, DateTimeKind.Utc), 100.0, 110.0, 90.0, 105.0, 10.0),
|
||||
Row(2, new DateTime(2026, 1, 1, 9, 31, 0, DateTimeKind.Utc), 106.0, 112.0, 104.0, 110.0, 20.0)
|
||||
);
|
||||
|
||||
Assert.That(packets, Has.Count.EqualTo(2));
|
||||
|
||||
Assert.That(packets[0].newRows.Count, Is.EqualTo(1));
|
||||
Assert.That(packets[0].addedRows.Count, Is.EqualTo(1));
|
||||
Assert.That(packets[0].deletedRows.Count, Is.EqualTo(0));
|
||||
|
||||
var first = packets[0].newRows[0];
|
||||
Assert.That(first.get<double>("open"), Is.EqualTo(100.0).Within(1e-9));
|
||||
Assert.That(first.get<double>("high"), Is.EqualTo(110.0).Within(1e-9));
|
||||
Assert.That(first.get<double>("low"), Is.EqualTo(90.0).Within(1e-9));
|
||||
Assert.That(first.get<double>("close"), Is.EqualTo(105.0).Within(1e-9));
|
||||
Assert.That(first.get<double>("ha_open"), Is.EqualTo(102.5).Within(1e-9));
|
||||
Assert.That(first.get<double>("ha_high"), Is.EqualTo(110.0).Within(1e-9));
|
||||
Assert.That(first.get<double>("ha_low"), Is.EqualTo(90.0).Within(1e-9));
|
||||
Assert.That(first.get<double>("ha_close"), Is.EqualTo(101.25).Within(1e-9));
|
||||
|
||||
Assert.That(packets[1].newRows.Count, Is.EqualTo(2));
|
||||
Assert.That(packets[1].addedRows.Count, Is.EqualTo(1));
|
||||
Assert.That(packets[1].deletedRows.Count, Is.EqualTo(0));
|
||||
|
||||
var second = packets[1].newRows[1];
|
||||
Assert.That(second.get<double>("open"), Is.EqualTo(106.0).Within(1e-9));
|
||||
Assert.That(second.get<double>("high"), Is.EqualTo(112.0).Within(1e-9));
|
||||
Assert.That(second.get<double>("low"), Is.EqualTo(104.0).Within(1e-9));
|
||||
Assert.That(second.get<double>("close"), Is.EqualTo(110.0).Within(1e-9));
|
||||
Assert.That(second.get<double>("ha_open"), Is.EqualTo(101.875).Within(1e-9));
|
||||
Assert.That(second.get<double>("ha_high"), Is.EqualTo(112.0).Within(1e-9));
|
||||
Assert.That(second.get<double>("ha_low"), Is.EqualTo(101.875).Within(1e-9));
|
||||
Assert.That(second.get<double>("ha_close"), Is.EqualTo(108.0).Within(1e-9));
|
||||
Assert.That(second.get<double>("volume"), Is.EqualTo(20.0).Within(1e-9));
|
||||
}
|
||||
|
||||
[Test]
|
||||
public void RebuildsHistoryWhenSourceSnapshotChanges() {
|
||||
var driver = new TestDriverStream(schema, null);
|
||||
var heikinAshi = new HeikinAshiStream(driver);
|
||||
var packets = new List<IDataPacket>();
|
||||
heikinAshi.onChange += nv => packets.Add((IDataPacket)nv);
|
||||
|
||||
driver.Reset(
|
||||
Row(1, new DateTime(2026, 1, 1, 9, 30, 0, DateTimeKind.Utc), 100.0, 110.0, 90.0, 105.0, 10.0),
|
||||
Row(2, new DateTime(2026, 1, 1, 9, 31, 0, DateTimeKind.Utc), 106.0, 112.0, 104.0, 110.0, 20.0)
|
||||
);
|
||||
|
||||
driver.Reset(
|
||||
Row(1, new DateTime(2026, 1, 1, 9, 30, 0, DateTimeKind.Utc), 100.0, 110.0, 90.0, 105.0, 10.0),
|
||||
Row(2, new DateTime(2026, 1, 1, 9, 31, 0, DateTimeKind.Utc), 106.0, 114.0, 103.0, 111.0, 21.0)
|
||||
);
|
||||
|
||||
Assert.That(packets, Has.Count.EqualTo(3));
|
||||
|
||||
Assert.That(packets[2].newRows.Count, Is.EqualTo(2));
|
||||
Assert.That(packets[2].addedRows.Count, Is.EqualTo(1));
|
||||
Assert.That(packets[2].deletedRows.Count, Is.EqualTo(1));
|
||||
|
||||
var updated = packets[2].newRows[1];
|
||||
Assert.That(updated.get<double>("open"), Is.EqualTo(106.0).Within(1e-9));
|
||||
Assert.That(updated.get<double>("high"), Is.EqualTo(114.0).Within(1e-9));
|
||||
Assert.That(updated.get<double>("low"), Is.EqualTo(103.0).Within(1e-9));
|
||||
Assert.That(updated.get<double>("close"), Is.EqualTo(111.0).Within(1e-9));
|
||||
Assert.That(updated.get<double>("ha_open"), Is.EqualTo(101.875).Within(1e-9));
|
||||
Assert.That(updated.get<double>("ha_high"), Is.EqualTo(114.0).Within(1e-9));
|
||||
Assert.That(updated.get<double>("ha_low"), Is.EqualTo(101.875).Within(1e-9));
|
||||
Assert.That(updated.get<double>("ha_close"), Is.EqualTo(108.5).Within(1e-9));
|
||||
Assert.That(updated.get<double>("volume"), Is.EqualTo(21.0).Within(1e-9));
|
||||
}
|
||||
|
||||
static IBlueRow Row(int id, DateTime tsEvent, double open, double high, double low, double close, double volume) {
|
||||
var row = new MutableBlueRow(
|
||||
new BlueTableSchema(new[] {
|
||||
new ColumnInfo("id", 0, TypeCode.Int32),
|
||||
new ColumnInfo("ts_event", 1, TypeCode.DateTime),
|
||||
new ColumnInfo("open", 2, TypeCode.Double),
|
||||
new ColumnInfo("high", 3, TypeCode.Double),
|
||||
new ColumnInfo("low", 4, TypeCode.Double),
|
||||
new ColumnInfo("close", 5, TypeCode.Double),
|
||||
new ColumnInfo("volume", 6, TypeCode.Double),
|
||||
}, "bars"));
|
||||
row.setValue("id", id);
|
||||
row.setValue("ts_event", tsEvent);
|
||||
row.setValue("open", open);
|
||||
row.setValue("high", high);
|
||||
row.setValue("low", low);
|
||||
row.setValue("close", close);
|
||||
row.setValue("volume", volume);
|
||||
return row;
|
||||
}
|
||||
}
|
||||
@@ -5,7 +5,7 @@ using BCG.Utilities.General;
|
||||
|
||||
using Bts.DataStreamCore;
|
||||
|
||||
using global::Spark.Core.Collections;
|
||||
using Spark.Core.Collections;
|
||||
|
||||
public class TestDriverStream : ViewStream, IWorker {
|
||||
readonly IBlueTableSchema schema;
|
||||
|
||||
@@ -0,0 +1,53 @@
|
||||
namespace Bts.DataStreamTests;
|
||||
|
||||
using BCG;
|
||||
|
||||
using BlueOrb.Operators.Signal;
|
||||
|
||||
using Bts.DataStreamCore;
|
||||
|
||||
[TestFixture]
|
||||
public class VWAPStreamTests {
|
||||
readonly BlueTableSchema schema = new(
|
||||
new ColumnInfo[] {
|
||||
new("id", 0, TypeCode.Int32),
|
||||
new("ts_event", 1, TypeCode.DateTime),
|
||||
new("close", 2, TypeCode.Double),
|
||||
new("volume", 3, TypeCode.Double),
|
||||
}, "bars");
|
||||
|
||||
[Test]
|
||||
public void EmitsRowsAndCalculatesRollingVWAP() {
|
||||
var driver = new TestDriverStream(schema, null);
|
||||
var vwap = new VWAPStream(driver, "close", "volume", 2);
|
||||
var packets = new List<IDataPacket>();
|
||||
vwap.onChange += nv => packets.Add((IDataPacket)nv);
|
||||
|
||||
driver.Reset(
|
||||
Row(1, new DateTime(2026, 1, 1, 9, 30, 0, DateTimeKind.Utc), 100.0, 10.0),
|
||||
Row(2, new DateTime(2026, 1, 1, 9, 30, 5, DateTimeKind.Utc), 110.0, 20.0)
|
||||
);
|
||||
|
||||
Assert.That(packets, Has.Count.EqualTo(1));
|
||||
Assert.That(packets[0].newRows.Count, Is.EqualTo(2));
|
||||
|
||||
var rows = packets[0].newRows.to_list().OrderBy(r => r.get<int>("id")).ToList();
|
||||
Assert.That(rows[0].get<double>("vwap"), Is.EqualTo(100.0).Within(1e-9));
|
||||
Assert.That(rows[1].get<double>("vwap"), Is.EqualTo((100.0 * 10.0 + 110.0 * 20.0) / 30.0).Within(1e-9));
|
||||
}
|
||||
|
||||
static IBlueRow Row(int id, DateTime tsEvent, double close, double volume) {
|
||||
var row = new MutableBlueRow(
|
||||
new BlueTableSchema(new[] {
|
||||
new ColumnInfo("id", 0, TypeCode.Int32),
|
||||
new ColumnInfo("ts_event", 1, TypeCode.DateTime),
|
||||
new ColumnInfo("close", 2, TypeCode.Double),
|
||||
new ColumnInfo("volume", 3, TypeCode.Double),
|
||||
}, "bars"));
|
||||
row.setValue("id", id);
|
||||
row.setValue("ts_event", tsEvent);
|
||||
row.setValue("close", close);
|
||||
row.setValue("volume", volume);
|
||||
return row;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,33 @@
|
||||
using System;
|
||||
using System.IO;
|
||||
using System.Text.Json;
|
||||
|
||||
public static class ConfigLoader {
|
||||
public static PersistenceServerConfig load() {
|
||||
var config = new PersistenceServerConfig();
|
||||
merge_from_file(config, Path.Combine(AppContext.BaseDirectory, "appsettings.json"));
|
||||
merge_from_file(config, Path.Combine(AppContext.BaseDirectory, "appsettings.Development.json"));
|
||||
return config;
|
||||
}
|
||||
|
||||
private static void merge_from_file(PersistenceServerConfig target, string path) {
|
||||
if (!File.Exists(path)) {
|
||||
return;
|
||||
}
|
||||
|
||||
var json = File.ReadAllText(path);
|
||||
var loaded = JsonSerializer.Deserialize<PersistenceServerConfig>(json, new JsonSerializerOptions {
|
||||
PropertyNameCaseInsensitive = true
|
||||
});
|
||||
|
||||
if (loaded?.pub_sub is null) {
|
||||
return;
|
||||
}
|
||||
|
||||
if (target.pub_sub is null) {
|
||||
target.pub_sub = loaded.pub_sub;
|
||||
} else {
|
||||
target.pub_sub.MergeWith(loaded.pub_sub);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,148 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Data.SQLite;
|
||||
using System.IO;
|
||||
using System.Linq;
|
||||
|
||||
public class PeristenceHelper {
|
||||
private readonly string _connectionString;
|
||||
public string database_path { get; }
|
||||
|
||||
public PeristenceHelper(string? databasePath = null) {
|
||||
var resolvedPath = databasePath ?? Path.Combine(AppContext.BaseDirectory, "PersistenceServer.sqlite");
|
||||
database_path = resolvedPath;
|
||||
Directory.CreateDirectory(Path.GetDirectoryName(resolvedPath)!);
|
||||
_connectionString = $"Data Source={resolvedPath};Version=3";
|
||||
}
|
||||
|
||||
public void InsertRow(string tableName, IReadOnlyDictionary<string, string> row) {
|
||||
ValidateRow(tableName, row);
|
||||
using var connection = OpenConnection();
|
||||
EnsureTable(connection, tableName, row.Keys);
|
||||
|
||||
var columns = row.Keys.Select(QuoteIdentifier).ToArray();
|
||||
var parameterNames = row.Keys.Select(CreateParameterName).ToArray();
|
||||
var commandText =
|
||||
$"INSERT INTO {QuoteIdentifier(tableName)} ({string.Join(", ", columns)}) VALUES ({string.Join(", ", parameterNames)})";
|
||||
|
||||
using var command = new SQLiteCommand(commandText, connection);
|
||||
AddParameters(command, row);
|
||||
command.ExecuteNonQuery();
|
||||
}
|
||||
|
||||
public void UpdateRow(string tableName, IReadOnlyDictionary<string, string> row) {
|
||||
ValidateRow(tableName, row);
|
||||
using var connection = OpenConnection();
|
||||
EnsureTable(connection, tableName, row.Keys);
|
||||
|
||||
var keyColumns = GetKeyColumns(row);
|
||||
var valueColumns = row.Keys.Where(column => !keyColumns.Contains(column, StringComparer.OrdinalIgnoreCase)).ToArray();
|
||||
if (valueColumns.Length == 0) {
|
||||
throw new InvalidOperationException("UpdateRow requires at least one non-key column to update.");
|
||||
}
|
||||
|
||||
var setClause = string.Join(", ", valueColumns.Select(column => $"{QuoteIdentifier(column)} = {CreateParameterName(column)}"));
|
||||
var whereClause = string.Join(" AND ", keyColumns.Select(column => $"{QuoteIdentifier(column)} = {CreateWhereParameterName(column)}"));
|
||||
var commandText = $"UPDATE {QuoteIdentifier(tableName)} SET {setClause} WHERE {whereClause}";
|
||||
|
||||
using var command = new SQLiteCommand(commandText, connection);
|
||||
foreach (var column in valueColumns) {
|
||||
command.Parameters.AddWithValue(CreateParameterName(column), row[column]);
|
||||
}
|
||||
|
||||
foreach (var column in keyColumns) {
|
||||
command.Parameters.AddWithValue(CreateWhereParameterName(column), row[column]);
|
||||
}
|
||||
|
||||
command.ExecuteNonQuery();
|
||||
}
|
||||
|
||||
public void RemoveRow(string tableName, IReadOnlyDictionary<string, string> row) {
|
||||
ValidateRow(tableName, row);
|
||||
using var connection = OpenConnection();
|
||||
EnsureTable(connection, tableName, row.Keys);
|
||||
|
||||
var keyColumns = GetKeyColumns(row);
|
||||
var whereClause = string.Join(" AND ", keyColumns.Select(column => $"{QuoteIdentifier(column)} = {CreateWhereParameterName(column)}"));
|
||||
var commandText = $"DELETE FROM {QuoteIdentifier(tableName)} WHERE {whereClause}";
|
||||
|
||||
using var command = new SQLiteCommand(commandText, connection);
|
||||
foreach (var column in keyColumns) {
|
||||
command.Parameters.AddWithValue(CreateWhereParameterName(column), row[column]);
|
||||
}
|
||||
|
||||
command.ExecuteNonQuery();
|
||||
}
|
||||
|
||||
private SQLiteConnection OpenConnection() {
|
||||
var connection = new SQLiteConnection(_connectionString);
|
||||
connection.Open();
|
||||
return connection;
|
||||
}
|
||||
|
||||
private static void ValidateRow(string tableName, IReadOnlyDictionary<string, string> row) {
|
||||
if (string.IsNullOrWhiteSpace(tableName)) {
|
||||
throw new ArgumentException("Table name is required.", nameof(tableName));
|
||||
}
|
||||
|
||||
if (row.Count == 0) {
|
||||
throw new ArgumentException("Row must contain at least one column.", nameof(row));
|
||||
}
|
||||
}
|
||||
|
||||
private static string[] GetKeyColumns(IReadOnlyDictionary<string, string> row) {
|
||||
if (row.ContainsKey("namespace") && row.ContainsKey("key")) {
|
||||
return new[] { "namespace", "key" };
|
||||
}
|
||||
|
||||
if (row.ContainsKey("key")) {
|
||||
return new[] { "key" };
|
||||
}
|
||||
|
||||
throw new InvalidOperationException("Row must contain 'key', or both 'namespace' and 'key', for update/delete.");
|
||||
}
|
||||
|
||||
private static void EnsureTable(SQLiteConnection connection, string tableName, IEnumerable<string> columns) {
|
||||
var existingColumns = GetExistingColumns(connection, tableName);
|
||||
if (existingColumns.Count == 0) {
|
||||
var createColumns = string.Join(", ", columns.Select(column => $"{QuoteIdentifier(column)} TEXT"));
|
||||
using var createCommand =
|
||||
new SQLiteCommand($"CREATE TABLE IF NOT EXISTS {QuoteIdentifier(tableName)} ({createColumns})", connection);
|
||||
createCommand.ExecuteNonQuery();
|
||||
existingColumns = GetExistingColumns(connection, tableName);
|
||||
}
|
||||
|
||||
foreach (var column in columns) {
|
||||
if (existingColumns.Contains(column)) {
|
||||
continue;
|
||||
}
|
||||
|
||||
using var alterCommand =
|
||||
new SQLiteCommand($"ALTER TABLE {QuoteIdentifier(tableName)} ADD COLUMN {QuoteIdentifier(column)} TEXT", connection);
|
||||
alterCommand.ExecuteNonQuery();
|
||||
}
|
||||
}
|
||||
|
||||
private static HashSet<string> GetExistingColumns(SQLiteConnection connection, string tableName) {
|
||||
var columns = new HashSet<string>(StringComparer.OrdinalIgnoreCase);
|
||||
using var command = new SQLiteCommand($"PRAGMA table_info({QuoteIdentifier(tableName)})", connection);
|
||||
using var reader = command.ExecuteReader();
|
||||
while (reader.Read()) {
|
||||
columns.Add(reader["name"].ToString()!);
|
||||
}
|
||||
|
||||
return columns;
|
||||
}
|
||||
|
||||
private static void AddParameters(SQLiteCommand command, IReadOnlyDictionary<string, string> row) {
|
||||
foreach (var pair in row) {
|
||||
command.Parameters.AddWithValue(CreateParameterName(pair.Key), pair.Value);
|
||||
}
|
||||
}
|
||||
|
||||
private static string QuoteIdentifier(string identifier) => $"\"{identifier.Replace("\"", "\"\"")}\"";
|
||||
|
||||
private static string CreateParameterName(string columnName) => $"@p_{columnName.Replace("\"", string.Empty)}";
|
||||
|
||||
private static string CreateWhereParameterName(string columnName) => $"@w_{columnName.Replace("\"", string.Empty)}";
|
||||
}
|
||||
@@ -0,0 +1,155 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Net;
|
||||
using System.Text.Json;
|
||||
|
||||
public class PersistenceCallHandler {
|
||||
private const string KeyValueTableName = "key_value_store";
|
||||
private readonly PeristenceHelper _persistenceHelper;
|
||||
private readonly PubSubSync _pub_sub_sync;
|
||||
|
||||
public PersistenceCallHandler(PeristenceHelper persistenceHelper, PubSubSync pub_sub_sync) {
|
||||
_persistenceHelper = persistenceHelper;
|
||||
_pub_sub_sync = pub_sub_sync;
|
||||
}
|
||||
|
||||
public void Handle(HttpListenerRequest request, string payload) {
|
||||
Console.WriteLine("----- Incoming REST call -----");
|
||||
Console.WriteLine($"Timestamp: {DateTimeOffset.Now:O}");
|
||||
Console.WriteLine($"Method: {request.HttpMethod}");
|
||||
Console.WriteLine($"Url: {request.Url}");
|
||||
Console.WriteLine($"RawUrl: {request.RawUrl}");
|
||||
Console.WriteLine($"RemoteEndPoint: {request.RemoteEndPoint}");
|
||||
Console.WriteLine($"UserAgent: {request.UserAgent}");
|
||||
Console.WriteLine($"ContentType: {request.ContentType}");
|
||||
Console.WriteLine($"ContentLength: {request.ContentLength64}");
|
||||
|
||||
if (request.QueryString.Count > 0) {
|
||||
Console.WriteLine("Query:");
|
||||
foreach (var key in request.QueryString.AllKeys) {
|
||||
if (key is null) {
|
||||
continue;
|
||||
}
|
||||
|
||||
Console.WriteLine($" {key} = {request.QueryString[key]}");
|
||||
}
|
||||
}
|
||||
|
||||
if (request.Headers.Count > 0) {
|
||||
Console.WriteLine("Headers:");
|
||||
foreach (var headerKey in request.Headers.AllKeys) {
|
||||
if (headerKey is null) {
|
||||
continue;
|
||||
}
|
||||
|
||||
Console.WriteLine($" {headerKey}: {request.Headers[headerKey]}");
|
||||
}
|
||||
}
|
||||
|
||||
Console.WriteLine("Body:");
|
||||
Console.WriteLine(string.IsNullOrWhiteSpace(payload) ? " <empty>" : payload);
|
||||
|
||||
var rpcRequest = ParseRpcRequest(payload);
|
||||
HandleRpc(rpcRequest.FunctionName, rpcRequest.Arguments);
|
||||
Console.WriteLine("------------------------------");
|
||||
}
|
||||
|
||||
private static PersistenceRpcRequest ParseRpcRequest(string payload) {
|
||||
if (string.IsNullOrWhiteSpace(payload)) {
|
||||
throw new InvalidOperationException("RPC payload is empty.");
|
||||
}
|
||||
|
||||
using var document = JsonDocument.Parse(payload);
|
||||
var root = document.RootElement;
|
||||
|
||||
if (!root.TryGetProperty("function_name", out var functionNameElement) ||
|
||||
functionNameElement.ValueKind != JsonValueKind.String) {
|
||||
throw new InvalidOperationException("RPC payload must contain a string 'function_name'.");
|
||||
}
|
||||
|
||||
if (!root.TryGetProperty("arguments", out var argumentsElement) ||
|
||||
argumentsElement.ValueKind != JsonValueKind.Array) {
|
||||
throw new InvalidOperationException("RPC payload must contain an 'arguments' array.");
|
||||
}
|
||||
|
||||
var arguments = new List<string>();
|
||||
foreach (var argument in argumentsElement.EnumerateArray()) {
|
||||
if (argument.ValueKind != JsonValueKind.String) {
|
||||
throw new InvalidOperationException("RPC arguments must all be strings.");
|
||||
}
|
||||
|
||||
arguments.Add(argument.GetString()!);
|
||||
}
|
||||
|
||||
return new PersistenceRpcRequest(functionNameElement.GetString()!, arguments.ToArray());
|
||||
}
|
||||
|
||||
private void HandleRpc(string functionName, params string[] arguments) {
|
||||
switch (functionName) {
|
||||
case "keyvalue_insert":
|
||||
RequireArgumentCount(functionName, arguments, 3);
|
||||
HandleKeyValueInsert(arguments[0], arguments[1], arguments[2]);
|
||||
break;
|
||||
case "keyvalue_update":
|
||||
RequireArgumentCount(functionName, arguments, 3);
|
||||
HandleKeyValueUpdate(arguments[0], arguments[1], arguments[2]);
|
||||
break;
|
||||
case "keyvalue_delete":
|
||||
RequireArgumentCount(functionName, arguments, 2);
|
||||
HandleKeyValueDelete(arguments[0], arguments[1]);
|
||||
break;
|
||||
default:
|
||||
throw new InvalidOperationException($"Unknown RPC function '{functionName}'.");
|
||||
}
|
||||
}
|
||||
|
||||
private static void RequireArgumentCount(string functionName, string[] arguments, int expectedCount) {
|
||||
if (arguments.Length != expectedCount) {
|
||||
throw new InvalidOperationException(
|
||||
$"RPC function '{functionName}' expected {expectedCount} arguments but received {arguments.Length}.");
|
||||
}
|
||||
}
|
||||
|
||||
private void HandleKeyValueInsert(string itemNamespace, string key, string value) {
|
||||
var row = new Dictionary<string, string> {
|
||||
["namespace"] = itemNamespace,
|
||||
["key"] = key,
|
||||
["value"] = value,
|
||||
};
|
||||
_persistenceHelper.InsertRow(KeyValueTableName, row);
|
||||
_pub_sub_sync.publish_table(KeyValueTableName);
|
||||
Console.WriteLine($"RPC: keyvalue_insert(namespace='{itemNamespace}', key='{key}', value='{value}')");
|
||||
}
|
||||
|
||||
private void HandleKeyValueUpdate(string itemNamespace, string key, string value) {
|
||||
var row = new Dictionary<string, string> {
|
||||
["namespace"] = itemNamespace,
|
||||
["key"] = key,
|
||||
["value"] = value,
|
||||
};
|
||||
_persistenceHelper.UpdateRow(KeyValueTableName, row);
|
||||
_pub_sub_sync.publish_table(KeyValueTableName);
|
||||
Console.WriteLine($"RPC: keyvalue_update(namespace='{itemNamespace}', key='{key}', value='{value}')");
|
||||
}
|
||||
|
||||
private void HandleKeyValueDelete(string itemNamespace, string key) {
|
||||
var row = new Dictionary<string, string> {
|
||||
["namespace"] = itemNamespace,
|
||||
["key"] = key,
|
||||
};
|
||||
_persistenceHelper.RemoveRow(KeyValueTableName, row);
|
||||
_pub_sub_sync.publish_table(KeyValueTableName);
|
||||
Console.WriteLine($"RPC: keyvalue_delete(namespace='{itemNamespace}', key='{key}')");
|
||||
}
|
||||
}
|
||||
|
||||
public record PersistenceRpcRequest {
|
||||
public PersistenceRpcRequest(string functionName, string[] arguments) {
|
||||
FunctionName = functionName;
|
||||
Arguments = arguments;
|
||||
Console.WriteLine($"PersistenceRpcRequest created for function '{FunctionName}' with {Arguments.Length} argument(s).");
|
||||
}
|
||||
|
||||
public string FunctionName { get; init; }
|
||||
public string[] Arguments { get; init; }
|
||||
}
|
||||
@@ -0,0 +1,23 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
|
||||
<PropertyGroup>
|
||||
<OutputType>Exe</OutputType>
|
||||
<TargetFramework>net8.0</TargetFramework>
|
||||
<Nullable>enable</Nullable>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="System.Data.SQLite" Version="1.0.118" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
|
||||
</ItemGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<Content Include="appsettings.json">
|
||||
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
|
||||
</Content>
|
||||
</ItemGroup>
|
||||
|
||||
</Project>
|
||||
@@ -0,0 +1,5 @@
|
||||
using Bts.PubSub;
|
||||
|
||||
public class PersistenceServerConfig {
|
||||
public PubSubConfig? pub_sub { get; set; }
|
||||
}
|
||||
@@ -0,0 +1,113 @@
|
||||
using Bts.DataStreamCore;
|
||||
using BCG;
|
||||
|
||||
using System;
|
||||
using System.IO;
|
||||
using System.Net;
|
||||
using System.Text;
|
||||
using System.Threading;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
const int Port = 5079;
|
||||
var prefix = $"http://localhost:{Port}/";
|
||||
|
||||
var listener = new HttpListener();
|
||||
listener.Prefixes.Add(prefix);
|
||||
var config = ConfigLoader.load();
|
||||
var persistenceHelper = new PeristenceHelper();
|
||||
var pub_sub_sync = new PubSubSync(persistenceHelper.database_path, config.pub_sub);
|
||||
var callHandler = new PersistenceCallHandler(persistenceHelper, pub_sub_sync);
|
||||
|
||||
Console.WriteLine("PersistenceServer starting.");
|
||||
Console.WriteLine($"Listening on {prefix}");
|
||||
Console.WriteLine($"DataStreamCore loaded from: {typeof(IDataPacket).Assembly.FullName}");
|
||||
Console.WriteLine("Press Ctrl+C to stop.");
|
||||
|
||||
var shutdown = new CancellationTokenSource();
|
||||
|
||||
Console.CancelKeyPress += (_, eventArgs) => {
|
||||
eventArgs.Cancel = true;
|
||||
Console.WriteLine("Shutdown requested.");
|
||||
shutdown.Cancel();
|
||||
if (listener.IsListening) {
|
||||
listener.Stop();
|
||||
}
|
||||
};
|
||||
|
||||
try {
|
||||
pub_sub_sync.publish_all_tables();
|
||||
listener.Start();
|
||||
await RunAsync(listener, callHandler, shutdown.Token);
|
||||
return 0;
|
||||
} catch (HttpListenerException ex) when (shutdown.IsCancellationRequested) {
|
||||
Console.WriteLine($"Listener stopped: {ex.Message}");
|
||||
return 0;
|
||||
} catch (Exception ex) {
|
||||
Console.Error.WriteLine($"PersistenceServer crashed: {ex}");
|
||||
return 1;
|
||||
} finally {
|
||||
listener.Close();
|
||||
}
|
||||
|
||||
static async Task RunAsync(
|
||||
HttpListener listener,
|
||||
PersistenceCallHandler callHandler,
|
||||
CancellationToken cancellationToken) {
|
||||
while (!cancellationToken.IsCancellationRequested) {
|
||||
HttpListenerContext context;
|
||||
try {
|
||||
context = await listener.GetContextAsync();
|
||||
} catch (HttpListenerException) when (cancellationToken.IsCancellationRequested) {
|
||||
break;
|
||||
} catch (ObjectDisposedException) when (cancellationToken.IsCancellationRequested) {
|
||||
break;
|
||||
}
|
||||
|
||||
_ = Task.Run(() => HandleRequestAsync(context, callHandler, cancellationToken), cancellationToken);
|
||||
}
|
||||
}
|
||||
|
||||
static async Task HandleRequestAsync(
|
||||
HttpListenerContext context,
|
||||
PersistenceCallHandler callHandler,
|
||||
CancellationToken cancellationToken) {
|
||||
var request = context.Request;
|
||||
var response = context.Response;
|
||||
|
||||
try {
|
||||
var body = await ReadBodyAsync(request, cancellationToken);
|
||||
callHandler.Handle(request, body);
|
||||
|
||||
var responseText =
|
||||
$$"""
|
||||
{"status":"ok","method":"{{request.HttpMethod}}","path":"{{request.RawUrl ?? "/"}}"}
|
||||
""";
|
||||
|
||||
var bytes = Encoding.UTF8.GetBytes(responseText);
|
||||
response.StatusCode = (int)HttpStatusCode.OK;
|
||||
response.ContentType = "application/json";
|
||||
response.ContentEncoding = Encoding.UTF8;
|
||||
response.ContentLength64 = bytes.LongLength;
|
||||
await response.OutputStream.WriteAsync(bytes, cancellationToken);
|
||||
} catch (Exception ex) {
|
||||
Console.Error.WriteLine($"Request handling failed: {ex}");
|
||||
response.StatusCode = (int)HttpStatusCode.InternalServerError;
|
||||
} finally {
|
||||
response.OutputStream.Close();
|
||||
response.Close();
|
||||
}
|
||||
}
|
||||
|
||||
static async Task<string> ReadBodyAsync(HttpListenerRequest request, CancellationToken cancellationToken) {
|
||||
if (!request.HasEntityBody) {
|
||||
return string.Empty;
|
||||
}
|
||||
|
||||
using var reader = new StreamReader(
|
||||
request.InputStream,
|
||||
request.ContentEncoding ?? Encoding.UTF8,
|
||||
detectEncodingFromByteOrderMarks: true,
|
||||
leaveOpen: true);
|
||||
|
||||
return await reader.ReadToEndAsync(cancellationToken);
|
||||
}
|
||||
@@ -0,0 +1,116 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Data;
|
||||
using System.Data.SQLite;
|
||||
|
||||
using BCG;
|
||||
using Bts.DataStreamCore;
|
||||
using Bts.PubSub;
|
||||
using Bts.PubSub.Routing;
|
||||
using Microsoft.Extensions.DependencyInjection;
|
||||
|
||||
using bts;
|
||||
|
||||
public class PubSubSync {
|
||||
private readonly string _connectionString;
|
||||
private readonly Dictionary<string, IPubTableBroker> _brokers = new(StringComparer.OrdinalIgnoreCase);
|
||||
private readonly object _sync_root = new();
|
||||
private readonly IServiceProvider _serviceProvider;
|
||||
private readonly PubSubRouterConfig _router_config;
|
||||
private readonly PubSubTagHandlerFactoryConfig _tag_handler_factory_config;
|
||||
|
||||
public PubSubSync(string databasePath, PubSubConfig? pubSubConfig = null) {
|
||||
ArgumentException.ThrowIfNullOrWhiteSpace(databasePath);
|
||||
_connectionString = $"Data Source={databasePath};Version=3";
|
||||
var resolved_pub_sub_config = get_or_initialize_pub_sub_config(pubSubConfig);
|
||||
_router_config = resolved_pub_sub_config.Routing ?? throw new InvalidOperationException("PubSub routing config is required.");
|
||||
_tag_handler_factory_config = resolved_pub_sub_config.TagHandlerFactory ?? PubSubTagHandlerFactoryConfig.Default();
|
||||
_serviceProvider = new ServiceCollection().BuildServiceProvider();
|
||||
}
|
||||
|
||||
public void publish_all_tables() {
|
||||
lock (_sync_root) {
|
||||
foreach (var table_name in get_table_names()) {
|
||||
publish_table_core(table_name);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public void publish_table(string table_name) {
|
||||
ArgumentException.ThrowIfNullOrWhiteSpace(table_name);
|
||||
|
||||
lock (_sync_root) {
|
||||
publish_table_core(table_name);
|
||||
}
|
||||
}
|
||||
|
||||
private void publish_table_core(string table_name) {
|
||||
var rows = load_table(table_name);
|
||||
var broker = get_or_create_broker(table_name);
|
||||
broker.create_table(rows);
|
||||
Console.WriteLine($"PubSubSync published table '{table_name}' with {rows.Count} row(s).");
|
||||
}
|
||||
|
||||
private IPubTableBroker get_or_create_broker(string table_name) {
|
||||
if (_brokers.TryGetValue(table_name, out var broker)) {
|
||||
return broker;
|
||||
}
|
||||
|
||||
var publisher_core = new PublisherCore(
|
||||
new PubSubRouter(_router_config),
|
||||
new PubsubTagHandlerFactory(_serviceProvider, _tag_handler_factory_config));
|
||||
broker = new PubTableBroker(publisher_core);
|
||||
_brokers[table_name] = broker;
|
||||
return broker;
|
||||
}
|
||||
|
||||
private string[] get_table_names() {
|
||||
using var connection = open_connection();
|
||||
using var command = new SQLiteCommand(
|
||||
"SELECT name FROM sqlite_master WHERE type = 'table' AND name NOT LIKE 'sqlite_%' ORDER BY name",
|
||||
connection);
|
||||
using var reader = command.ExecuteReader();
|
||||
|
||||
var table_names = new List<string>();
|
||||
while (reader.Read()) {
|
||||
table_names.Add(reader.GetString(0));
|
||||
}
|
||||
|
||||
return table_names.ToArray();
|
||||
}
|
||||
|
||||
private IBlueRowCollection load_table(string table_name) {
|
||||
using var connection = open_connection();
|
||||
using var adapter = new SQLiteDataAdapter($"SELECT * FROM {quote_identifier(table_name)}", connection);
|
||||
var table = new DataTable(table_name);
|
||||
adapter.Fill(table);
|
||||
table.TableName = table_name;
|
||||
return BlueDataUtility.toIBlueRowCollection(table);
|
||||
}
|
||||
|
||||
private SQLiteConnection open_connection() {
|
||||
var connection = new SQLiteConnection(_connectionString);
|
||||
connection.Open();
|
||||
return connection;
|
||||
}
|
||||
|
||||
private static PubSubConfig get_or_initialize_pub_sub_config(PubSubConfig? configured_pub_sub) {
|
||||
try {
|
||||
PubSubConfig.SetGlobalConfig(PubSubConfig.Default());
|
||||
var existing = PubSubConfig.Instance;
|
||||
if (configured_pub_sub is not null) {
|
||||
existing.MergeWith(configured_pub_sub);
|
||||
}
|
||||
return existing;
|
||||
} catch (InvalidOperationException) {
|
||||
var config = PubSubConfig.Default();
|
||||
if (configured_pub_sub is not null) {
|
||||
config.MergeWith(configured_pub_sub);
|
||||
}
|
||||
PubSubConfig.SetGlobalConfig(config);
|
||||
return config;
|
||||
}
|
||||
}
|
||||
|
||||
private static string quote_identifier(string identifier) => $"\"{identifier.Replace("\"", "\"\"")}\"";
|
||||
}
|
||||
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