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trade_analysis
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No files matched your search
@@ -1,10 +1 @@
|
||||
IndentWidth: 3
|
||||
BinPackArguments: true
|
||||
BinPackParameters: false
|
||||
AlignAfterOpenBracket: AlwaysBreak
|
||||
AlwaysBreakTemplateDeclarations: true
|
||||
PenaltyReturnTypeOnItsOwnLine: 140
|
||||
---
|
||||
Language: Proto
|
||||
IndentWidth: 2
|
||||
AllowShortFunctionsOnASingleLine: None
|
||||
@@ -1,30 +0,0 @@
|
||||
{
|
||||
"version": 1,
|
||||
"isRoot": true,
|
||||
"tools": {
|
||||
"dotnet-format": {
|
||||
"version": "5.1.225507",
|
||||
"commands": [
|
||||
"dotnet-format"
|
||||
]
|
||||
},
|
||||
"fable": {
|
||||
"version": "4.0.0-theta-018",
|
||||
"commands": [
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||||
"fable"
|
||||
]
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||||
},
|
||||
"fantomas": {
|
||||
"version": "5.2.2",
|
||||
"commands": [
|
||||
"fantomas"
|
||||
]
|
||||
},
|
||||
"fake-cli": {
|
||||
"version": "6.0.0",
|
||||
"commands": [
|
||||
"fake"
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
||||
-251
@@ -1,251 +0,0 @@
|
||||
# Remove the line below if you want to inherit .editorconfig settings from higher directories
|
||||
root = true
|
||||
|
||||
# C# files
|
||||
[*.cs]
|
||||
|
||||
#### Core EditorConfig Options ####
|
||||
|
||||
# Indentation and spacing
|
||||
indent_size = 3
|
||||
indent_style = space
|
||||
tab_width = 3
|
||||
|
||||
# New line preferences
|
||||
end_of_line = crlf
|
||||
insert_final_newline = true
|
||||
|
||||
#### .NET Coding Conventions ####
|
||||
|
||||
# Organize usings
|
||||
dotnet_separate_import_directive_groups = true
|
||||
dotnet_sort_system_directives_first = false
|
||||
file_header_template = unset
|
||||
|
||||
# this. and Me. preferences
|
||||
dotnet_style_qualification_for_event = false:silent
|
||||
dotnet_style_qualification_for_field = false:silent
|
||||
dotnet_style_qualification_for_method = false:silent
|
||||
dotnet_style_qualification_for_property = false:silent
|
||||
|
||||
# Language keywords vs BCL types preferences
|
||||
dotnet_style_predefined_type_for_locals_parameters_members = true:silent
|
||||
dotnet_style_predefined_type_for_member_access = true:silent
|
||||
|
||||
# Parentheses preferences
|
||||
dotnet_style_parentheses_in_arithmetic_binary_operators = always_for_clarity:silent
|
||||
dotnet_style_parentheses_in_other_binary_operators = always_for_clarity:silent
|
||||
dotnet_style_parentheses_in_other_operators = never_if_unnecessary:silent
|
||||
dotnet_style_parentheses_in_relational_binary_operators = always_for_clarity:silent
|
||||
|
||||
# Modifier preferences
|
||||
dotnet_style_require_accessibility_modifiers = for_non_interface_members:silent
|
||||
|
||||
# Expression-level preferences
|
||||
dotnet_style_coalesce_expression = true:suggestion
|
||||
dotnet_style_collection_initializer = true:suggestion
|
||||
dotnet_style_explicit_tuple_names = true:suggestion
|
||||
dotnet_style_null_propagation = true:suggestion
|
||||
dotnet_style_object_initializer = true:suggestion
|
||||
dotnet_style_operator_placement_when_wrapping = beginning_of_line
|
||||
dotnet_style_prefer_auto_properties = true:silent
|
||||
dotnet_style_prefer_compound_assignment = true:suggestion
|
||||
dotnet_style_prefer_conditional_expression_over_assignment = true:silent
|
||||
dotnet_style_prefer_conditional_expression_over_return = true:silent
|
||||
dotnet_style_prefer_inferred_anonymous_type_member_names = true:suggestion
|
||||
dotnet_style_prefer_inferred_tuple_names = true:suggestion
|
||||
dotnet_style_prefer_is_null_check_over_reference_equality_method = true:suggestion
|
||||
dotnet_style_prefer_simplified_boolean_expressions = true:suggestion
|
||||
dotnet_style_prefer_simplified_interpolation = true:suggestion
|
||||
|
||||
# Field preferences
|
||||
dotnet_style_readonly_field = true:suggestion
|
||||
|
||||
# Parameter preferences
|
||||
dotnet_code_quality_unused_parameters = all:suggestion
|
||||
|
||||
# Suppression preferences
|
||||
dotnet_remove_unnecessary_suppression_exclusions = none
|
||||
|
||||
#### C# Coding Conventions ####
|
||||
|
||||
# var preferences
|
||||
csharp_style_var_elsewhere = false:silent
|
||||
csharp_style_var_for_built_in_types = false:silent
|
||||
csharp_style_var_when_type_is_apparent = false:silent
|
||||
|
||||
# Expression-bodied members
|
||||
csharp_style_expression_bodied_accessors = true:silent
|
||||
csharp_style_expression_bodied_constructors = false:silent
|
||||
csharp_style_expression_bodied_indexers = true:silent
|
||||
csharp_style_expression_bodied_lambdas = true:silent
|
||||
csharp_style_expression_bodied_local_functions = false:silent
|
||||
csharp_style_expression_bodied_methods = false:silent
|
||||
csharp_style_expression_bodied_operators = false:silent
|
||||
csharp_style_expression_bodied_properties = true:silent
|
||||
|
||||
# Pattern matching preferences
|
||||
csharp_style_pattern_matching_over_as_with_null_check = true:suggestion
|
||||
csharp_style_pattern_matching_over_is_with_cast_check = true:suggestion
|
||||
csharp_style_prefer_not_pattern = true:suggestion
|
||||
csharp_style_prefer_pattern_matching = true:silent
|
||||
csharp_style_prefer_switch_expression = true:suggestion
|
||||
|
||||
# Null-checking preferences
|
||||
csharp_style_conditional_delegate_call = true:suggestion
|
||||
|
||||
# Modifier preferences
|
||||
csharp_prefer_static_local_function = true:suggestion
|
||||
csharp_preferred_modifier_order = public,private,protected,internal,static,extern,new,virtual,abstract,sealed,override,readonly,unsafe,volatile,async:silent
|
||||
|
||||
# Code-block preferences
|
||||
csharp_prefer_braces = true:silent
|
||||
csharp_prefer_simple_using_statement = true:suggestion
|
||||
|
||||
# Expression-level preferences
|
||||
csharp_prefer_simple_default_expression = true:suggestion
|
||||
csharp_style_deconstructed_variable_declaration = true:suggestion
|
||||
csharp_style_inlined_variable_declaration = true:suggestion
|
||||
csharp_style_pattern_local_over_anonymous_function = true:suggestion
|
||||
csharp_style_prefer_index_operator = true:suggestion
|
||||
csharp_style_prefer_range_operator = true:suggestion
|
||||
csharp_style_throw_expression = true:suggestion
|
||||
csharp_style_unused_value_assignment_preference = discard_variable:suggestion
|
||||
csharp_style_unused_value_expression_statement_preference = discard_variable:silent
|
||||
|
||||
# 'using' directive preferences
|
||||
csharp_using_directive_placement = inside_namespace:silent
|
||||
|
||||
#### C# Formatting Rules ####
|
||||
|
||||
# New line preferences
|
||||
csharp_new_line_before_catch = false
|
||||
csharp_new_line_before_else = false
|
||||
csharp_new_line_before_finally = false
|
||||
csharp_new_line_before_members_in_anonymous_types = true
|
||||
csharp_new_line_before_members_in_object_initializers = true
|
||||
csharp_new_line_before_open_brace = none
|
||||
csharp_new_line_between_query_expression_clauses = true
|
||||
|
||||
# Indentation preferences
|
||||
csharp_indent_block_contents = true
|
||||
csharp_indent_braces = false
|
||||
csharp_indent_case_contents = true
|
||||
csharp_indent_case_contents_when_block = true
|
||||
csharp_indent_labels = one_less_than_current
|
||||
csharp_indent_switch_labels = true
|
||||
|
||||
# Space preferences
|
||||
csharp_space_after_cast = false
|
||||
csharp_space_after_colon_in_inheritance_clause = true
|
||||
csharp_space_after_comma = true
|
||||
csharp_space_after_dot = false
|
||||
csharp_space_after_keywords_in_control_flow_statements = true
|
||||
csharp_space_after_semicolon_in_for_statement = true
|
||||
csharp_space_around_binary_operators = before_and_after
|
||||
csharp_space_around_declaration_statements = false
|
||||
csharp_space_before_colon_in_inheritance_clause = true
|
||||
csharp_space_before_comma = false
|
||||
csharp_space_before_dot = false
|
||||
csharp_space_before_open_square_brackets = false
|
||||
csharp_space_before_semicolon_in_for_statement = false
|
||||
csharp_space_between_empty_square_brackets = false
|
||||
csharp_space_between_method_call_empty_parameter_list_parentheses = false
|
||||
csharp_space_between_method_call_name_and_opening_parenthesis = false
|
||||
csharp_space_between_method_call_parameter_list_parentheses = false
|
||||
csharp_space_between_method_declaration_empty_parameter_list_parentheses = false
|
||||
csharp_space_between_method_declaration_name_and_open_parenthesis = false
|
||||
csharp_space_between_method_declaration_parameter_list_parentheses = false
|
||||
csharp_space_between_parentheses = false
|
||||
csharp_space_between_square_brackets = false
|
||||
|
||||
# Wrapping preferences
|
||||
csharp_preserve_single_line_blocks = true
|
||||
csharp_preserve_single_line_statements = true
|
||||
|
||||
#### Naming styles ####
|
||||
|
||||
# Naming rules
|
||||
|
||||
dotnet_naming_rule.interface_should_be_begins_with_i.severity = suggestion
|
||||
dotnet_naming_rule.interface_should_be_begins_with_i.symbols = interface
|
||||
dotnet_naming_rule.interface_should_be_begins_with_i.style = begins_with_i
|
||||
|
||||
dotnet_naming_rule.types_should_be_pascal_case.severity = suggestion
|
||||
dotnet_naming_rule.types_should_be_pascal_case.symbols = types
|
||||
dotnet_naming_rule.types_should_be_pascal_case.style = pascal_case
|
||||
|
||||
dotnet_naming_rule.non_field_members_should_be_pascal_case.severity = suggestion
|
||||
dotnet_naming_rule.non_field_members_should_be_pascal_case.symbols = non_field_members
|
||||
dotnet_naming_rule.non_field_members_should_be_pascal_case.style = pascal_case
|
||||
|
||||
# Symbol specifications
|
||||
|
||||
dotnet_naming_symbols.interface.applicable_kinds = interface
|
||||
dotnet_naming_symbols.interface.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
|
||||
dotnet_naming_symbols.interface.required_modifiers =
|
||||
|
||||
# user types
|
||||
dotnet_naming_symbols.user_types.applicable_kinds = class, struct, interface, enum
|
||||
dotnet_naming_symbols.user_types.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
|
||||
dotnet_naming_symbols.user_types.required_modifiers =
|
||||
|
||||
# non_field_members
|
||||
dotnet_naming_symbols.non_field_members.applicable_kinds = property, event, method
|
||||
dotnet_naming_symbols.non_field_members.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
|
||||
dotnet_naming_symbols.non_field_members.required_modifiers =
|
||||
|
||||
# public symbols
|
||||
dotnet_naming_symbols.public_symbols.applicable_kinds = property,method,field,event,delegate
|
||||
dotnet_naming_symbols.public_symbols.applicable_accessibilities = public,internal
|
||||
|
||||
# parameters
|
||||
dotnet_naming_symbols.parameters.applicable_kinds = parameter
|
||||
dotnet_naming_symbols.parameters.applicable_accessibilities = public,internal,protected,private,protected_internal,private_internal
|
||||
|
||||
# private symbols
|
||||
dotnet_naming_symbols.private_symbols.applicable_kinds = property,method,field,event,delegate
|
||||
dotnet_naming_symbols.private_symbols.applicable_accessibilities = protected,private
|
||||
|
||||
# Naming styles
|
||||
|
||||
dotnet_naming_style.snake_case.required_prefix =
|
||||
dotnet_naming_style.snake_case.required_suffix =
|
||||
dotnet_naming_style.snake_case.word_separator = _
|
||||
dotnet_naming_style.snake_case.capitalization = all_lower
|
||||
|
||||
dotnet_naming_style.private_snake_case.required_prefix = _
|
||||
dotnet_naming_style.private_snake_case.required_suffix =
|
||||
dotnet_naming_style.private_snake_case.word_separator = _
|
||||
dotnet_naming_style.private_snake_case.capitalization = all_lower
|
||||
|
||||
dotnet_naming_style.user_types.required_prefix =
|
||||
dotnet_naming_style.user_types.required_suffix =
|
||||
dotnet_naming_style.user_types.word_separator =
|
||||
dotnet_naming_style.user_types.capitalization = pascal_case
|
||||
|
||||
dotnet_naming_style.interface.required_prefix = I
|
||||
dotnet_naming_style.interface.required_suffix =
|
||||
dotnet_naming_style.interface.word_separator =
|
||||
dotnet_naming_style.interface.capitalization = pascal_case
|
||||
|
||||
# rules
|
||||
dotnet_naming_rule.user_types.symbols = user_types
|
||||
dotnet_naming_rule.user_types.style = user_types
|
||||
dotnet_naming_rule.user_types.severity = suggestion
|
||||
|
||||
dotnet_naming_rule.interfaces.symbols = interface
|
||||
dotnet_naming_rule.interfaces.style = interface_style
|
||||
dotnet_naming_rule.interfaces.severity = suggestion
|
||||
|
||||
dotnet_naming_rule.public_members_snake_case.symbols = public_symbols
|
||||
dotnet_naming_rule.public_members_snake_case.style = snake_case
|
||||
dotnet_naming_rule.public_members_snake_case.severity = suggestion
|
||||
|
||||
dotnet_naming_rule.private_members_snake_case.symbols = private_symbols
|
||||
dotnet_naming_rule.private_members_snake_case.style = private_snake_case
|
||||
dotnet_naming_rule.private_members_snake_case.severity = suggestion
|
||||
|
||||
dotnet_naming_rule.parameters.symbols = parameters
|
||||
dotnet_naming_rule.parameters.style = snake_case
|
||||
dotnet_naming_rule.parameters.severity = suggestion
|
||||
+7
-20
@@ -1,14 +1,13 @@
|
||||
nohup.out
|
||||
build/**
|
||||
install/**
|
||||
.build_proxy/
|
||||
build/
|
||||
build
|
||||
cme_data/
|
||||
cmake-build-debug/
|
||||
.cache/
|
||||
.ipynb_checkpoints/
|
||||
.idea/
|
||||
.dir-locals.el
|
||||
*.pyc
|
||||
**.vscode
|
||||
.vscode/*
|
||||
!.vscode/*.json
|
||||
.vs
|
||||
obj/
|
||||
*.csproj.user
|
||||
@@ -20,13 +19,10 @@ vcxproj.user
|
||||
src/client/spark/Properties/launchSettings.json
|
||||
compile_commands.json
|
||||
.cquery_cached_index/
|
||||
.cache/*
|
||||
.clangd/*
|
||||
src/client/sparkcmd/Properties/launchSettings.json
|
||||
node_modules
|
||||
paket-files
|
||||
project.lock.json
|
||||
src/.clang-format
|
||||
src/server/sparkd/orderman/perf_analysis/data
|
||||
src/server/sparkd/orderman/perf_analysis/logs/
|
||||
src/server/sparkd/orderman/perf_analysis/trace_data/
|
||||
@@ -40,14 +36,5 @@ trace_data/
|
||||
/doc/user/public/*
|
||||
.ionide/*
|
||||
/.ignore
|
||||
*.rej
|
||||
.clangd/
|
||||
*CMakeDeps.cmake
|
||||
/sniper.ipynb
|
||||
/src/.clang-format
|
||||
/src/server/sparkd/cmds/spartan/analysis/.ipynb_checkpoints
|
||||
/src/server/sparkd/cmds/spartan/analysis/data
|
||||
*.tmp/*
|
||||
/.venv*/*
|
||||
.cache/
|
||||
src/web/api/tsconfig.*.g.json
|
||||
/build
|
||||
/analysis_data
|
||||
+3
-8
@@ -5,9 +5,7 @@
|
||||
"includePath": [
|
||||
"/usr/include",
|
||||
"/usr/local/include",
|
||||
"${workspaceRoot}",
|
||||
"${workspaceFolder}/src",
|
||||
"${workspaceRoot}/externals/linux/include"
|
||||
"${workspaceRoot}"
|
||||
],
|
||||
"defines": [],
|
||||
"intelliSenseMode": "clang-x64",
|
||||
@@ -15,16 +13,13 @@
|
||||
"path": [
|
||||
"/usr/include",
|
||||
"/usr/local/include",
|
||||
"${workspaceRoot}",
|
||||
"${workspaceFolder}/src",
|
||||
"${workspaceRoot}/externals/linux/include"
|
||||
"${workspaceRoot}"
|
||||
],
|
||||
"limitSymbolsToIncludedHeaders": true,
|
||||
"databaseFilename": ""
|
||||
},
|
||||
"cStandard": "c11",
|
||||
"cppStandard": "c++17",
|
||||
"compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
|
||||
"cppStandard": "c++17"
|
||||
},
|
||||
{
|
||||
"name": "Windows",
|
||||
+492
-401
@@ -1,402 +1,493 @@
|
||||
{
|
||||
"version": "0.2.0",
|
||||
"configurations": [
|
||||
{
|
||||
"name": "Spark Local",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/gcc/debug/server/sparkd",
|
||||
"args": [
|
||||
"run",
|
||||
"test",
|
||||
"-a",
|
||||
"OutrightVanillaOrder"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "${workspaceRoot}/build/gcc/debug/server/",
|
||||
"environment": [
|
||||
{
|
||||
"name": "TZ",
|
||||
"value": "America/Chicago"
|
||||
}
|
||||
],
|
||||
"externalConsole": false,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "SparkVM Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/gcc/debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"-a",
|
||||
"[ilink3]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Skip STL",
|
||||
"text": "skip -gfi /usr/include/c++/7/bits/*.h",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "LD LIBRARY",
|
||||
"text": "set env LD_LIBRARY_PATH=.",
|
||||
"ignoreFailures": false
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "(gdb) Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/gcc/debug/server/sparkd/sparkd",
|
||||
"args": [
|
||||
"run"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Client Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
|
||||
"args": [],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "SDK Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
|
||||
"args": [
|
||||
"md",
|
||||
"GLBX",
|
||||
"Future",
|
||||
"CL",
|
||||
"CLZ9",
|
||||
"--user=bts",
|
||||
"--pass="
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Excel Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
|
||||
"args": [
|
||||
"${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Client Tests",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
|
||||
"args": [
|
||||
"test",
|
||||
"ApiUpdateTests"
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Client Attach",
|
||||
"type": "clr",
|
||||
"request": "attach",
|
||||
"processId": "${command:pickProcess}"
|
||||
},
|
||||
{
|
||||
"name": "Spreader Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/gcc/debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[spreader]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Admin Service Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[admin_service]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Limiter Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[limiter]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "MD Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/gcc/debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[algo]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Skip STL",
|
||||
"text": "skip -gfi /usr/include/c++/7/bits/*.h",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "SparkVM attach",
|
||||
"type": "cppdbg",
|
||||
"request": "attach",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"processId": "${command:pickRemoteProcess}",
|
||||
"MIMode": "gdb",
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Python",
|
||||
"type": "python",
|
||||
"request": "launch",
|
||||
"stopOnEntry": false,
|
||||
"pythonPath": "${config:python.pythonPath}",
|
||||
"program": "${file}",
|
||||
"cwd": "${workspaceRoot}",
|
||||
"env": {},
|
||||
"envFile": "${workspaceRoot}/.env",
|
||||
"args": [
|
||||
"DEBUG"
|
||||
],
|
||||
"debugOptions": [
|
||||
"WaitOnAbnormalExit",
|
||||
"WaitOnNormalExit",
|
||||
"RedirectOutput"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": ".NET Core Remote Attach",
|
||||
"type": "coreclr",
|
||||
"request": "attach",
|
||||
"processId": "${command:pickRemoteProcess}",
|
||||
"pipeTransport": {
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/home/bts/vsdbg/vsdbg",
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"quoteArgs": true
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
},
|
||||
"justMyCode": true
|
||||
},
|
||||
{
|
||||
"name": ".NET Core Remote Launch",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "/usr/bin/dotnet",
|
||||
"args": [
|
||||
"sparkcmd.dll",
|
||||
"test",
|
||||
"test_join_create_and_takeout_market"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/server",
|
||||
"pipeTransport": {
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/home/bts/vsdbg/vsdbg",
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"quoteArgs": true
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
},
|
||||
"justMyCode": false
|
||||
}
|
||||
]
|
||||
{
|
||||
"version": "0.2.0",
|
||||
"configurations": [
|
||||
{
|
||||
"name": "SparkVM Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
|
||||
"args": [
|
||||
"run"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Skip STL",
|
||||
"text": "skip -gfi /usr/include/c++/7/bits/*.h",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "LD LIBRARY",
|
||||
"text": "set env LD_LIBRARY_PATH=.",
|
||||
"ignoreFailures": false
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "(gdb) Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
|
||||
"args": [
|
||||
"run"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Client Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
|
||||
"args": [],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "SDK Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
|
||||
"args": [
|
||||
"md",
|
||||
"GLBX",
|
||||
"Future",
|
||||
"CL",
|
||||
"CLZ9",
|
||||
"--user=bts",
|
||||
"--pass="
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "sparkcmd Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
|
||||
"args": [
|
||||
"historical",
|
||||
"--rstart", "11/20/2019",
|
||||
"--rend", "11/29/2019",
|
||||
"--rsymbol", "NG",
|
||||
"--rsecuritytype", "Synthetic",
|
||||
"--post_process_db", "NG_201911_W4",
|
||||
"--post_process_db_host", "bigblue",
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "sparkcmd simulation",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
|
||||
"args": [
|
||||
"historical",
|
||||
"--rstart", "11/26/2019",
|
||||
"--rend", "11/26/2019",
|
||||
"--rsymbol", "ZN",
|
||||
"--rsecuritytype", "Synthetic",
|
||||
"--algo_security", "ZNH0;ZNZ9-ZNH0;ZNZ9",
|
||||
"--algo_type", "RoundTrip",
|
||||
"--algo_params", "size=10;tick_size=0.015625,0.0078125,0.015625;hedge_factors=1,1,-1",
|
||||
"--skip_preanalysis", "true",
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Excel Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
|
||||
"args": [
|
||||
"${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Client Tests",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
|
||||
"args": [
|
||||
"test",
|
||||
"ApiUpdateTests"
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Client Attach",
|
||||
"type": "clr",
|
||||
"request": "attach",
|
||||
"processId": "${command:pickProcess}"
|
||||
},
|
||||
{
|
||||
"name": ".NET Framework Attach",
|
||||
"type": "clr",
|
||||
"request": "attach",
|
||||
"processId": "${command:pickProcess}"
|
||||
},
|
||||
{
|
||||
"name": ".NET Core Attach",
|
||||
"type": "coreclr",
|
||||
"request": "attach",
|
||||
"processId": "${command:pickProcess}"
|
||||
},
|
||||
{
|
||||
"name": "Spreader Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[spreader]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Admin Service Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[admin_service]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Limiter Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[limiter]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "MD Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[algo]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Skip STL",
|
||||
"text": "skip -gfi /usr/include/c++/7/bits/*.h",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "SparkVM attach",
|
||||
"type": "cppdbg",
|
||||
"request": "attach",
|
||||
"program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
|
||||
"processId": "${command:pickRemoteProcess}",
|
||||
"MIMode": "gdb",
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Python",
|
||||
"type": "python",
|
||||
"request": "launch",
|
||||
"stopOnEntry": false,
|
||||
"pythonPath": "${config:python.pythonPath}",
|
||||
"program": "${file}",
|
||||
"cwd": "${workspaceRoot}",
|
||||
"env": {},
|
||||
"envFile": "${workspaceRoot}/.env",
|
||||
"args": [
|
||||
"DEBUG"
|
||||
],
|
||||
"debugOptions": [
|
||||
"WaitOnAbnormalExit",
|
||||
"WaitOnNormalExit",
|
||||
"RedirectOutput"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": ".NET Core Remote Attach",
|
||||
"type": "coreclr",
|
||||
"request": "attach",
|
||||
"processId": "${command:pickRemoteProcess}",
|
||||
"pipeTransport": {
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/home/bts/vsdbg/vsdbg",
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"quoteArgs": true
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
},
|
||||
"justMyCode": true
|
||||
},
|
||||
{
|
||||
"name": "sparkcmd vsdbg (c#)",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "sparkcmd",
|
||||
"args": [
|
||||
"historical",
|
||||
"--rstart", "11/20/2019",
|
||||
"--rend", "11/20/2019",
|
||||
"--rsymbol", "CL",
|
||||
"--rsecuritytype", "Spread",
|
||||
"--post_process_db", "mbo_history",
|
||||
],
|
||||
"env": {"LD_LIBRARY_PATH" : "."},
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/server",
|
||||
"pipeTransport": {
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/home/bts/vsdbg/vsdbg",
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"quoteArgs": true
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
},
|
||||
"justMyCode": false
|
||||
},
|
||||
{
|
||||
"name": "sparkcmd gdb (c++)",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/ninja_debug/server/sparkcmd",
|
||||
"args": [
|
||||
"historical",
|
||||
"--rstart", "10/21/2019",
|
||||
"--rend", "10/21/2019",
|
||||
"--rsymbol", "CL",
|
||||
"--rsecuritytype", "Future",
|
||||
"--algo_security", "CLX9",
|
||||
"--algo_type", "TWAP",
|
||||
"--algo_params", "'size=100;profit_ticks=1;tick_size=1,1,1;;hedge_factors=1,1,-1'",
|
||||
"--skip_preanalysis", "true",
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/ninja_debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Skip STL",
|
||||
"text": "skip -gfi /usr/include/c++/7/bits/*.h",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "LD LIBRARY",
|
||||
"text": "set env LD_LIBRARY_PATH=.",
|
||||
"ignoreFailures": false
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Jupyter notebook",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "jupyter",
|
||||
"args": ["notebook", "--notebook-dir=c:\\code\\bts\\spark\\src\\client\\spark_historical\\Notebooks"],
|
||||
"cwd": "${workspaceFolder}",
|
||||
"stopAtEntry": false,
|
||||
"console": "internalConsole",
|
||||
|
||||
},
|
||||
|
||||
]
|
||||
}
|
||||
+3
-3
@@ -7,9 +7,9 @@
|
||||
"vector": "cpp",
|
||||
"xhash": "cpp",
|
||||
"xstring": "cpp",
|
||||
"system_error": "cpp",
|
||||
"array": "cpp",
|
||||
"string_view": "cpp"
|
||||
"system_error": "cpp",
|
||||
"array": "cpp",
|
||||
"string_view": "cpp"
|
||||
"xutility": "cpp",
|
||||
"*.ipp": "cpp"
|
||||
}
|
||||
+10
-19
@@ -14,21 +14,24 @@
|
||||
"focus": false,
|
||||
"panel": "shared"
|
||||
},
|
||||
"group": "build"
|
||||
"group": {
|
||||
"kind": "build",
|
||||
"isDefault": true
|
||||
}
|
||||
},
|
||||
{
|
||||
"label": "server_build",
|
||||
"label": "server_build",
|
||||
"type": "shell",
|
||||
"command": ".\\tools\\buildsparkd.cmd",
|
||||
"problemMatcher": {
|
||||
"base": "$gcc",
|
||||
"problemMatcher": {
|
||||
"base": "$gcc",
|
||||
"owner": "cpp",
|
||||
"fileLocation": [
|
||||
"relative",
|
||||
"${workspaceFolder}"
|
||||
"${workspaceFolder}"
|
||||
],
|
||||
"pattern": {
|
||||
"regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
|
||||
"regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
|
||||
"file": 8,
|
||||
"line": 9,
|
||||
"column": 10,
|
||||
@@ -46,18 +49,6 @@
|
||||
"kind": "build",
|
||||
"isDefault": true
|
||||
}
|
||||
},
|
||||
{
|
||||
"label": "linux build (Debug)",
|
||||
"type": "shell",
|
||||
"command": "cd build/ninja_debug; time ninja",
|
||||
"group": {
|
||||
"kind": "build",
|
||||
"isDefault": true
|
||||
},
|
||||
"problemMatcher": [
|
||||
"$gcc"
|
||||
]
|
||||
}
|
||||
}
|
||||
]
|
||||
}
|
||||
+51
-89
@@ -1,113 +1,75 @@
|
||||
cmake_minimum_required(VERSION 3.12)
|
||||
cmake_minimum_required(VERSION 3.5)
|
||||
project(spark)
|
||||
|
||||
if(WIN32)
|
||||
set(platform "windows")
|
||||
else()
|
||||
set(platform "linux")
|
||||
endif()
|
||||
if (WIN32)
|
||||
set (platform "windows")
|
||||
else ()
|
||||
set (platform "linux")
|
||||
endif ()
|
||||
|
||||
set(
|
||||
EXTERNALS_ROOT
|
||||
"${CMAKE_SOURCE_DIR}/externals/${platform}"
|
||||
CACHE
|
||||
STRING
|
||||
"External dependencies root folder (should contain folders: lib, bin, include")
|
||||
set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
|
||||
set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
|
||||
set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
|
||||
set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
|
||||
set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
|
||||
set(BUILD_WEB ON CACHE BOOL "Build the web server")
|
||||
set (EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
|
||||
set (SPARK_PYTHON "${EXTERNALS_ROOT}/python")
|
||||
set (SPARK_BIN "${EXTERNALS_ROOT}/bin")
|
||||
set (SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
|
||||
set (SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
|
||||
|
||||
include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
|
||||
link_directories(${SPARK_LIB})
|
||||
include_directories (BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
|
||||
link_directories (${SPARK_LIB})
|
||||
|
||||
if(WIN32)
|
||||
# flags
|
||||
set(
|
||||
CMAKE_CXX_FLAGS
|
||||
"${CMAKE_CXX_FLAGS} \
|
||||
/MP \
|
||||
/WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
|
||||
/bigobj \
|
||||
/DCURL_STATICLIB \
|
||||
/D_WINSOCK_DEPRECATED_NO_WARNINGS \
|
||||
/D__TBB_NO_IMPLICIT_LINKAGE \
|
||||
/DBOOST_ALL_NO_LIB \
|
||||
/std:c++17 \
|
||||
/D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
|
||||
set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
|
||||
set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
|
||||
set(
|
||||
CMAKE_SHARED_LINKER_FLAGS_RELEASE
|
||||
"${CMAKE_SHARED_LINKER_FLAGS_RELEASE} \
|
||||
/DEBUG \
|
||||
/OPT:REF \
|
||||
/OPT:ICF \
|
||||
/LTCG")
|
||||
if (WIN32)
|
||||
set (CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} \
|
||||
/MP \
|
||||
/WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
|
||||
/DCURL_STATICLIB \
|
||||
/D_WINSOCK_DEPRECATED_NO_WARNINGS \
|
||||
/D__TBB_NO_IMPLICIT_LINKAGE \
|
||||
/DBOOST_ALL_NO_LIB \
|
||||
/D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
|
||||
|
||||
set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
|
||||
set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
|
||||
set(CMAKE_SHARED_LINKER_FLAGS_RELEASE "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} /DEBUG /OPT:REF /OPT:ICF /LTCG")
|
||||
|
||||
# subdirs
|
||||
add_subdirectory(src/lib)
|
||||
else()
|
||||
# make sparkd look for libspark.so in its directory
|
||||
set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
|
||||
set(CMAKE_INSTALL_RPATH ".")
|
||||
set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install/${CMAKE_BUILD_TYPE}/sparkd")
|
||||
add_compile_definitions(SPARK_ENABLE_CCAPI)
|
||||
add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
|
||||
add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
|
||||
add_compile_definitions(CCAPI_ENABLE_LOG_WARN)
|
||||
else ()
|
||||
# so that sparkd looks for libspark.so in its directory
|
||||
set (CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
|
||||
set (CMAKE_INSTALL_RPATH ".")
|
||||
|
||||
# flags
|
||||
set(
|
||||
CMAKE_CXX_FLAGS_DEBUG
|
||||
"${CMAKE_CXX_FLAGS_DEBUG} \
|
||||
-fPIC \
|
||||
-Wall \
|
||||
-pedantic \
|
||||
-Wextra \
|
||||
-Werror \
|
||||
-Wno-missing-braces \
|
||||
-Wno-ignored-qualifiers \
|
||||
--std=c++17 -fdiagnostics-color")
|
||||
set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
|
||||
set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
|
||||
set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
|
||||
|
||||
# subdirs
|
||||
set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} \
|
||||
-fPIC -Wall -pedantic -Wextra -Werror \
|
||||
-Wno-missing-braces -Wno-ignored-qualifiers \
|
||||
--std=c++17 -fdiagnostics-color")
|
||||
set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
|
||||
set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
|
||||
add_subdirectory(src/server/sparkd)
|
||||
add_subdirectory(src/lib)
|
||||
if (BUILD_WEB)
|
||||
add_subdirectory(src/web)
|
||||
endif()
|
||||
add_subdirectory(src/web)
|
||||
add_subdirectory(doc/user)
|
||||
if(BUILD_SDK)
|
||||
add_subdirectory(src/sdk)
|
||||
endif()
|
||||
add_subdirectory(src/sdk)
|
||||
add_subdirectory(src/data_files)
|
||||
add_subdirectory(src/client)
|
||||
|
||||
add_custom_command(
|
||||
OUTPUT ${CMAKE_BINARY_DIR}/server
|
||||
add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND
|
||||
ln ARGS -sf
|
||||
${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
|
||||
${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
|
||||
COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
|
||||
COMMENT "Creating server runtime layout"
|
||||
DEPENDS sparkd data_files_dir)
|
||||
DEPENDS sparkd data_files_dir spark_client_dir)
|
||||
|
||||
add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
|
||||
|
||||
install(DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins" DESTINATION bin)
|
||||
install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
|
||||
install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
|
||||
install(FILES "${CMAKE_SOURCE_DIR}/externals/src/emumba/sparkd.lic" DESTINATION bin)
|
||||
|
||||
if(${CMAKE_BUILD_TYPE} STREQUAL "Debug")
|
||||
add_custom_command(TARGET server_layout POST_BUILD
|
||||
COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.0/linux-x64/sparkcmd ${CMAKE_BINARY_DIR}/server/ )
|
||||
else()
|
||||
add_custom_command(TARGET server_layout POST_BUILD
|
||||
COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.0/linux-x64/publish/sparkcmd ${CMAKE_BINARY_DIR}/server/ )
|
||||
endif()
|
||||
|
||||
endif()
|
||||
@@ -1,147 +0,0 @@
|
||||
set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
|
||||
set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
|
||||
set(PROTOBUF_STATIC_LIB "libprotobuf")
|
||||
|
||||
function(Protobuf_Generate_Cpp SRCS HDRS)
|
||||
set(${SRCS})
|
||||
set(${HDRS})
|
||||
|
||||
foreach(FIL ${ARGN})
|
||||
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
|
||||
get_filename_component(FIL_WE ${FIL} NAME_WE)
|
||||
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
|
||||
if(FIL_DIR)
|
||||
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
|
||||
endif()
|
||||
|
||||
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
|
||||
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
|
||||
|
||||
add_custom_command(
|
||||
OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
|
||||
COMMAND
|
||||
${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src -I
|
||||
${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
|
||||
DEPENDS ${ABS_FIL}
|
||||
COMMENT "Running C++ protocol buffer compiler on ${FIL}"
|
||||
VERBATIM)
|
||||
endforeach()
|
||||
|
||||
set_source_files_properties(${${SRCS}} ${${HDRS}} PROPERTIES GENERATED TRUE)
|
||||
|
||||
# remove some warnings from protobuf generated files
|
||||
if(WIN32)
|
||||
set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
|
||||
"/wd4309 /wd4838")
|
||||
else()
|
||||
set_source_files_properties(
|
||||
${${SRCS}}
|
||||
PROPERTIES
|
||||
COMPILE_FLAGS
|
||||
"-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
|
||||
)
|
||||
endif()
|
||||
|
||||
set(${SRCS}
|
||||
${${SRCS}}
|
||||
PARENT_SCOPE)
|
||||
set(${HDRS}
|
||||
${${HDRS}}
|
||||
PARENT_SCOPE)
|
||||
endfunction()
|
||||
|
||||
function(Service_Compiler_Generate_Cpp SRCS HDRS)
|
||||
set(${SRCS})
|
||||
set(${HDRS})
|
||||
|
||||
foreach(FIL ${ARGN})
|
||||
get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
|
||||
get_filename_component(FIL_WE ${FIL} NAME_WE)
|
||||
get_filename_component(FIL_DIR ${FIL} DIRECTORY)
|
||||
if(FIL_DIR)
|
||||
set(FIL_WE "${FIL_DIR}/${FIL_WE}")
|
||||
endif()
|
||||
|
||||
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
|
||||
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
|
||||
|
||||
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc")
|
||||
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h")
|
||||
|
||||
list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc")
|
||||
list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h")
|
||||
|
||||
set(TEMPLATES
|
||||
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.cc
|
||||
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.h
|
||||
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.cc
|
||||
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.h
|
||||
)
|
||||
|
||||
if(WIN32)
|
||||
add_custom_command(
|
||||
OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
|
||||
COMMAND SET PYTHONPATH=${SPARK_PYTHON}
|
||||
COMMAND ${CMAKE_SOURCE_DIR}/.venv/Scripts/activate.bat
|
||||
COMMAND
|
||||
${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src
|
||||
--plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.cmd
|
||||
--service_out=lang=cpp:${CMAKE_BINARY_DIR}/src -I
|
||||
${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
|
||||
DEPENDS ${ABS_FIL} ${TEMPLATES}
|
||||
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
|
||||
COMMENT "Running C++ service compiler on ${FIL}"
|
||||
VERBATIM)
|
||||
else()
|
||||
add_custom_command(
|
||||
OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
|
||||
"${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
|
||||
COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
|
||||
ARGS
|
||||
${Protobuf_PROTOC_EXECUTABLE}
|
||||
--cpp_out=${CMAKE_BINARY_DIR}/src
|
||||
--plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py
|
||||
--service_out=lang=cpp,make_file_name=${ABS_FIL}:${CMAKE_BINARY_DIR}/src
|
||||
-I ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
|
||||
DEPENDS ${ABS_FIL} ${TEMPLATES}
|
||||
${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
|
||||
COMMENT "Running C++ service compiler on ${FIL}"
|
||||
VERBATIM)
|
||||
endif()
|
||||
|
||||
endforeach()
|
||||
|
||||
set_source_files_properties(${${SRCS}} ${${HDRS}} PROPERTIES GENERATED TRUE)
|
||||
|
||||
# remove some warnings from protobuf generated files
|
||||
if(WIN32)
|
||||
set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
|
||||
"/wd4309 /wd4838")
|
||||
else()
|
||||
set_source_files_properties(
|
||||
${${SRCS}}
|
||||
PROPERTIES
|
||||
COMPILE_FLAGS
|
||||
"-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
|
||||
)
|
||||
endif()
|
||||
|
||||
set(${SRCS}
|
||||
${${SRCS}}
|
||||
PARENT_SCOPE)
|
||||
set(${HDRS}
|
||||
${${HDRS}}
|
||||
PARENT_SCOPE)
|
||||
|
||||
endfunction()
|
||||
|
||||
@@ -1,32 +0,0 @@
|
||||
# inspired by https://stackoverflow.com/questions/1027247/specify-source-files-globally-with-glob
|
||||
|
||||
# Compare the new contents with the existing file, if it exists and is the same we don't want to
|
||||
# trigger a make by changing its timestamp.
|
||||
function(update_file path content)
|
||||
set(old_content "")
|
||||
if(EXISTS "${path}")
|
||||
file(READ "${path}" old_content)
|
||||
endif()
|
||||
if(NOT old_content STREQUAL content)
|
||||
file(WRITE "${path}" "${content}")
|
||||
endif()
|
||||
endfunction(update_file)
|
||||
|
||||
# Creates a file called CMakeDeps.cmake next to your CMakeLists.txt with the list of dependencies in
|
||||
# it - this file should be treated as part of CMakeLists.txt (source controlled, etc.).
|
||||
function(update_deps_file deps)
|
||||
if(WIN32)
|
||||
set(deps_file "CMakeDeps_win.cmake")
|
||||
else()
|
||||
set(deps_file "CMakeDeps.cmake")
|
||||
endif()
|
||||
|
||||
# Normalize the list so it's the same on every machine
|
||||
list(REMOVE_DUPLICATES deps)
|
||||
list(SORT deps)
|
||||
# Update the deps file
|
||||
set(content "set(sources ${deps})")
|
||||
update_file(${deps_file} "${content}")
|
||||
# Include the file so it's tracked as a generation dependency we don't need the content.
|
||||
include(${deps_file})
|
||||
endfunction(update_deps_file)
|
||||
@@ -1,54 +0,0 @@
|
||||
{
|
||||
"FormattingOptions": {
|
||||
"NewLine": "\n",
|
||||
"UseTabs": false,
|
||||
"TabSize": 3,
|
||||
"IndentationSize": 3,
|
||||
"SpacingAfterMethodDeclarationName": false,
|
||||
"SpaceWithinMethodDeclarationParenthesis": false,
|
||||
"SpaceBetweenEmptyMethodDeclarationParentheses": false,
|
||||
"SpaceAfterMethodCallName": false,
|
||||
"SpaceWithinMethodCallParentheses": false,
|
||||
"SpaceBetweenEmptyMethodCallParentheses": false,
|
||||
"SpaceAfterControlFlowStatementKeyword": true,
|
||||
"SpaceWithinExpressionParentheses": false,
|
||||
"SpaceWithinCastParentheses": false,
|
||||
"SpaceWithinOtherParentheses": false,
|
||||
"SpaceAfterCast": false,
|
||||
"SpacesIgnoreAroundVariableDeclaration": false,
|
||||
"SpaceBeforeOpenSquareBracket": false,
|
||||
"SpaceBetweenEmptySquareBrackets": false,
|
||||
"SpaceWithinSquareBrackets": false,
|
||||
"SpaceAfterColonInBaseTypeDeclaration": true,
|
||||
"SpaceAfterComma": true,
|
||||
"SpaceAfterDot": false,
|
||||
"SpaceAfterSemicolonsInForStatement": true,
|
||||
"SpaceBeforeColonInBaseTypeDeclaration": true,
|
||||
"SpaceBeforeComma": false,
|
||||
"SpaceBeforeDot": false,
|
||||
"SpaceBeforeSemicolonsInForStatement": false,
|
||||
"SpacingAroundBinaryOperator": "single",
|
||||
"IndentBraces": false,
|
||||
"IndentBlock": true,
|
||||
"IndentSwitchSection": true,
|
||||
"IndentSwitchCaseSection": true,
|
||||
"LabelPositioning": "oneLess",
|
||||
"WrappingPreserveSingleLine": true,
|
||||
"WrappingKeepStatementsOnSingleLine": true,
|
||||
"NewLinesForBracesInTypes": false,
|
||||
"NewLinesForBracesInMethods": false,
|
||||
"NewLinesForBracesInProperties": false,
|
||||
"NewLinesForBracesInAccessors": false,
|
||||
"NewLinesForBracesInAnonymousMethods": false,
|
||||
"NewLinesForBracesInControlBlocks": false,
|
||||
"NewLinesForBracesInAnonymousTypes": false,
|
||||
"NewLinesForBracesInObjectCollectionArrayInitializers": false,
|
||||
"NewLinesForBracesInLambdaExpressionBody": false,
|
||||
"NewLineForElse": false,
|
||||
"NewLineForCatch": false,
|
||||
"NewLineForFinally": false,
|
||||
"NewLineForMembersInObjectInit": true,
|
||||
"NewLineForMembersInAnonymousTypes": true,
|
||||
"NewLineForClausesInQuery": true
|
||||
}
|
||||
}
|
||||
@@ -1,120 +0,0 @@
|
||||
FROM spark-crypto_18.04
|
||||
|
||||
RUN \
|
||||
DEBIAN_FRONTEND=noninteractive apt-get update \
|
||||
&& apt-get install -y \
|
||||
htop \
|
||||
locales \
|
||||
source-highlight \
|
||||
powerline \
|
||||
fonts-powerline
|
||||
|
||||
|
||||
# Hide these in the .docker directory to avoid conflicts with existing repos on
|
||||
# this computer (in case a parent dir, such as $HOME, is mounted inside a
|
||||
# container)
|
||||
ARG repo_root="/home/john/Documents/repos/.docker"
|
||||
|
||||
# Create dirs for public/private repos
|
||||
USER john
|
||||
RUN \
|
||||
mkdir -p $repo_root/public \
|
||||
&& mkdir -p $repo_root/private
|
||||
|
||||
|
||||
## Get latest fish (build from source)
|
||||
# 1) get build deps
|
||||
USER root
|
||||
RUN \
|
||||
DEBIAN_FRONTEND=noninteractive apt-get update \
|
||||
&& apt-get install -y software-properties-common
|
||||
RUN \
|
||||
apt-add-repository ppa:fish-shell/release-3 \
|
||||
&& sed -i "s/^# deb/deb/g" /etc/apt/sources.list
|
||||
|
||||
RUN DEBIAN_FRONTEND=noninteractive apt-get update && apt-get build-dep -y fish
|
||||
|
||||
|
||||
# 2) Clone repo
|
||||
USER john
|
||||
RUN \
|
||||
cd $repo_root/public \
|
||||
&& git clone https://github.com/fish-shell/fish-shell.git
|
||||
|
||||
RUN \
|
||||
cd $repo_root/public/fish-shell \
|
||||
&& mkdir build \
|
||||
&& cd build \
|
||||
&& cmake -DCMAKE_BUILD_TYPE=Release -DBUILD_DOCS=0 .. \
|
||||
&& cmake --build .
|
||||
|
||||
# Switch to root, rather than running inline w/ sudo cmd, to avoid having to
|
||||
# enter a password
|
||||
USER root
|
||||
RUN \
|
||||
cd $repo_root/public/fish-shell/build \
|
||||
&& make install
|
||||
USER john
|
||||
|
||||
|
||||
## Get oh-my-fish
|
||||
RUN \
|
||||
cd $repo_root/public \
|
||||
&& git clone https://github.com/oh-my-fish/oh-my-fish.git
|
||||
|
||||
RUN \
|
||||
cd $repo_root/public/oh-my-fish \
|
||||
&& ./bin/install --noninteractive --yes
|
||||
|
||||
|
||||
## Get my fish config
|
||||
RUN \
|
||||
cd $repo_root/private \
|
||||
&& git clone https://github.com/johncolvin-og/myfishconfig
|
||||
|
||||
RUN \
|
||||
cd $repo_root/private/myfishconfig \
|
||||
&& cp src/config.fish /home/john/.config/fish/ \
|
||||
&& cp src/aliases.fish /home/john/.config/fish/ \
|
||||
&& cp -r src/functions /home/john/.config/fish/ \
|
||||
&& cp -r src/themes/johncolvin /home/john/.local/share/omf/themes/ \
|
||||
&& fish --command "omf theme johncolvin"
|
||||
|
||||
|
||||
## Get my bash config (back up existing)
|
||||
RUN \
|
||||
cd $repo_root/private \
|
||||
&& git clone https://github.com/johncolvin-og/mybashconfig \
|
||||
&& cd mybashconfig \
|
||||
&& cp src/* /home/john/
|
||||
|
||||
|
||||
# Get vim files/tools
|
||||
USER root
|
||||
RUN \
|
||||
DEBIAN_FRONTEND=noninteractive apt-get update \
|
||||
&& apt-get install -y curl
|
||||
USER john
|
||||
RUN curl -fLo home/john/.vim/autoload/plug.vim --create-dirs \
|
||||
https://raw.githubusercontent.com/junegunn/vim-plug/master/plug.vim
|
||||
|
||||
|
||||
# Some fonts look sketchy if the language isn't set to english:
|
||||
# * The powerline git glyphs in the fish prompt are all displayed as question
|
||||
# marks.
|
||||
#
|
||||
# * The shell confuses the position of the cursor, so characters are left
|
||||
# around when they should have been cleared, and the cursor's home position
|
||||
# is pushed one or two places to the right.
|
||||
#
|
||||
# * Most likely, the bad cursor position is caused by some dependencies the
|
||||
# interpretation of escape sequences have on the language setting. At this
|
||||
# point I don't even care anymore (literally took 8 hours to figure this
|
||||
# out). I just know this shit is needed to make the prompt work correctly.
|
||||
USER root
|
||||
RUN locale-gen "en_US.UTF-8"
|
||||
USER john
|
||||
ENV LANG en_US.UTF-8
|
||||
ENV LANGUAGE en_US:en
|
||||
ENV LC_ALL en_US.UTF-8
|
||||
RUN fc-cache -vf
|
||||
@@ -1,16 +0,0 @@
|
||||
#!/usr/bin/env fish
|
||||
|
||||
set this_dir (realpath (dirname (status -f)))
|
||||
set image_working_dir (realpath "$this_dir/../..")
|
||||
|
||||
set image_name $argv[1]
|
||||
if test (count $argv) -eq 0
|
||||
set image_name_cmd "$this_dir/docker_image_name.fish"
|
||||
set image_name (eval $image_name_cmd)
|
||||
end
|
||||
|
||||
docker build \
|
||||
-f "$this_dir/Dockerfile" \
|
||||
-t "$image_name" \
|
||||
"$image_working_dir"
|
||||
|
||||
@@ -1,11 +0,0 @@
|
||||
#!/usr/bin/env fish
|
||||
|
||||
if test (count $argv) -gt 0
|
||||
echo $argv
|
||||
exit 0
|
||||
end
|
||||
|
||||
set image_name_cmd (realpath (dirname (status -f)))"/docker_image_name.fish"
|
||||
set image_name (eval $image_name_cmd)
|
||||
echo $image_name
|
||||
|
||||
@@ -1,4 +0,0 @@
|
||||
#!/usr/bin/env fish
|
||||
|
||||
echo "$USER""s_"(basename (git rev-parse --show-toplevel))"-dev"
|
||||
|
||||
@@ -1,12 +0,0 @@
|
||||
#!/usr/bin/env fish
|
||||
|
||||
set inst_name $argv[1]
|
||||
if test (count $argv) -eq 0
|
||||
set script_dir (realpath (dirname (status -f)))
|
||||
set inst_name (eval $script_dir"/docker_container_name.fish")
|
||||
end
|
||||
|
||||
set working_dir (realpath (pwd))
|
||||
echo $inst_name
|
||||
docker exec -w $working_dir -it "$inst_name" bash
|
||||
|
||||
@@ -1,148 +0,0 @@
|
||||
#!/usr/bin/env fish
|
||||
|
||||
function print_help_and_exit
|
||||
echo "\
|
||||
Usage: setup_builds.sh [OPTIONS] compiler build-type
|
||||
|
||||
Positionals:
|
||||
gcc Compile with gcc
|
||||
clang Compile with clang
|
||||
debug Build debug
|
||||
release Build release
|
||||
|
||||
Options:
|
||||
--compiler <clang|gcc> Specify the compiler
|
||||
--type <debug|release> Specify the type of build
|
||||
-f,--force Overwrite existing build directories
|
||||
-h,--help Print this help message and exit
|
||||
|
||||
"
|
||||
exit $argv[1]
|
||||
end
|
||||
|
||||
function assert_dir
|
||||
if test ! -d "$argv[1]"
|
||||
if test -n "$argv[2]"
|
||||
echo "Invalid variable "$argv[2]": '"$argv[1]"' is not a directory"
|
||||
else
|
||||
echo "'"$argv[1]"' is not a directory"
|
||||
end
|
||||
exit 1
|
||||
end
|
||||
end
|
||||
|
||||
# common variables
|
||||
|
||||
set tools_path (realpath (dirname (status -f)))
|
||||
set spartan_path_cmd $tools_path/spartan_path.fish
|
||||
set repo_root (eval $spartan_path_cmd "repo-root")
|
||||
set build_root "$repo_root"/"build"
|
||||
mkdir -p "$build_root"
|
||||
|
||||
# Initialize the build directory. Expected arguments: <compiler>, <build_type>
|
||||
# Note: this method assumes the variables 'repot_root' and 'build_root' have
|
||||
# already been properly initialized
|
||||
function setup_build
|
||||
assert_dir $repo_root
|
||||
assert_dir $build_root
|
||||
set compiler "$argv[1]"
|
||||
set c_compiler (which cc)
|
||||
set build_type "$argv[2]"
|
||||
|
||||
if test \( -z "$build_type" \) -o \( \( "$build_type" != debug \) -a \( "$build_type" != release \) \)
|
||||
print_help_and_exit 1
|
||||
end
|
||||
|
||||
if test "$build_type" = debug
|
||||
set build_type_arg Debug
|
||||
if test "$compiler" = gcc
|
||||
set compiler_arg "/usr/lib/ccache/g++"
|
||||
else
|
||||
# set compiler_arg "/usr/lib/ccache/clang++"
|
||||
set compiler_arg "clang++"
|
||||
set c_compiler (which clang)
|
||||
end
|
||||
else if test "$build_type" = release
|
||||
set build_type_arg Release
|
||||
if test "$compiler" = gcc
|
||||
set compiler_arg "g++"
|
||||
else
|
||||
set compiler_arg "clang++"
|
||||
end
|
||||
end
|
||||
|
||||
if test \( -z "$compiler" \) -o \( \( "$compiler" != gcc \) -a \( "$compiler" != clang \) \)
|
||||
print_help_and_exit 1
|
||||
end
|
||||
|
||||
set build_dest $build_root"/"$compiler"/"$build_type
|
||||
|
||||
echo "Set up build: "$compiler" "$build_type
|
||||
|
||||
if test \( -z "$force" \) -a \( -d $build_dest \)
|
||||
echo "The build directory '"$build_dest"' already exists (use -f to overwrite)"
|
||||
return 1
|
||||
end
|
||||
|
||||
rm -rf "$build_dest"
|
||||
mkdir -p "$build_dest"
|
||||
cd "$build_dest"
|
||||
cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_C_COMPILER=$c_compiler -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
|
||||
end
|
||||
|
||||
# The while loop below removes arguments (via shift) as it parses them.
|
||||
# Additional information that needs to be extracted from the arguments must be
|
||||
# done so before the loop is executed.
|
||||
|
||||
set i 1
|
||||
while test $i -le (count $argv)
|
||||
switch $argv[$i]
|
||||
case --compiler
|
||||
set i (math "$i + 1")
|
||||
set compiler $argv[$i]
|
||||
case clang
|
||||
set compiler clang
|
||||
case gcc
|
||||
set compiler gcc
|
||||
case --type
|
||||
set i (math "$i + 1")
|
||||
set build_type $argv[$i]
|
||||
case release
|
||||
set build_type release
|
||||
case debug
|
||||
set build_type debug
|
||||
case -f
|
||||
set force 1
|
||||
case --force
|
||||
set force 1
|
||||
case -h
|
||||
print_help_and_exit 0
|
||||
case --help
|
||||
print_help_and_exit 0
|
||||
case '*'
|
||||
print_help_and_exit 1
|
||||
end
|
||||
set i (math "$i + 1")
|
||||
end
|
||||
|
||||
echo "compiler in "$compiler
|
||||
echo "build type in "$build_type
|
||||
if test -n "$compiler"
|
||||
if test -n "$build_type"
|
||||
setup_build $compiler $build_type
|
||||
else
|
||||
# all builds for the specified compiler
|
||||
setup_build $compiler debug
|
||||
setup_build $compiler release
|
||||
end
|
||||
else if test -n "$build_type"
|
||||
# all builds for the specified build type
|
||||
setup_build gcc $build_type
|
||||
setup_build clang $build_type
|
||||
else
|
||||
# all builds
|
||||
setup_build gcc debug
|
||||
setup_build gcc release
|
||||
setup_build clang debug
|
||||
setup_build clang release
|
||||
end
|
||||
@@ -1,153 +0,0 @@
|
||||
#!/usr/bin/env fish
|
||||
|
||||
function print_help_and_exit
|
||||
echo "\
|
||||
Usage: setup_builds.sh [OPTIONS] compiler build-type
|
||||
|
||||
Positionals:
|
||||
gcc Compile with gcc
|
||||
clang Compile with clang
|
||||
debug Build debug
|
||||
release Build release
|
||||
|
||||
Options:
|
||||
--compiler <clang|gcc> Specify the compiler
|
||||
--type <debug|release> Specify the type of build
|
||||
-f,--force Overwrite existing build directories
|
||||
-h,--help Print this help message and exit
|
||||
|
||||
"
|
||||
exit $argv[1]
|
||||
end
|
||||
|
||||
function assert_dir
|
||||
if test ! -d "$argv[1]"
|
||||
if test -n "$argv[2]"
|
||||
echo "Invalid variable "$argv[2]": '"$argv[1]"' is not a directory"
|
||||
else
|
||||
echo "'"$argv[1]"' is not a directory"
|
||||
end
|
||||
exit 1
|
||||
end
|
||||
end
|
||||
|
||||
# common variables
|
||||
|
||||
#set tools_path (readlink -f (pwd))
|
||||
#set tools_path (cd (dirname (status --current-filename)); and pwd)
|
||||
set tools_path (realpath (dirname (status -f)))
|
||||
set spartan_path_cmd $tools_path/spartan_path.fish
|
||||
set repo_root (eval $spartan_path_cmd "repo-root")
|
||||
# Don't call 'spartan_path_cmd "build"' bc it returns specific build path
|
||||
# (i.e., for a particular compiler/build type), not the root build path
|
||||
# set build_root (eval $spartan_path_cmd "build")
|
||||
set build_root "$repo_root"/"build"
|
||||
mkdir -p "$build_root"
|
||||
|
||||
# Initialize the build directory. Expected arguments: <compiler>, <build_type>
|
||||
# Note: this method assumes the variables 'repot_root' and 'build_root' have
|
||||
# already been properly initialized
|
||||
function setup_build
|
||||
assert_dir $repo_root
|
||||
assert_dir $build_root
|
||||
set compiler "$argv[1]"
|
||||
set build_type "$argv[2]"
|
||||
|
||||
if test \( -z "$build_type" \) -o \( \( "$build_type" != "debug" \) -a \( "$build_type" != "release" \) \)
|
||||
print_help_and_exit 1
|
||||
end
|
||||
|
||||
if test "$build_type" = "debug"
|
||||
set build_type_arg "Debug"
|
||||
if test "$compiler" = "gcc"
|
||||
set compiler_arg "/usr/lib/ccache/g++"
|
||||
else
|
||||
set compiler_arg "/usr/lib/ccache/clang++"
|
||||
end
|
||||
else if test "$build_type" = "release"
|
||||
set build_type_arg "Release"
|
||||
if test "$compiler" = "gcc"
|
||||
set compiler_arg "g++"
|
||||
else
|
||||
set compiler_arg "clang++"
|
||||
end
|
||||
end
|
||||
|
||||
if test \( -z "$compiler" \) -o \( \( "$compiler" != "gcc" \) -a \( "$compiler" != "clang" \) \)
|
||||
print_help_and_exit 1
|
||||
end
|
||||
|
||||
set build_dest $build_root"/"$compiler"/"$build_type
|
||||
set conan_dest $repo_root"/conan/"$compiler"_"$build_type
|
||||
|
||||
echo "Set up build: "$compiler" "$build_type
|
||||
|
||||
if test \( -z "$force" \) -a \( -d $build_dest \)
|
||||
echo "The build directory '"$build_dest"' already exists (use -f to overwrite)"
|
||||
return 1
|
||||
end
|
||||
|
||||
rm -rf "$build_dest"
|
||||
mkdir -p "$build_dest"
|
||||
mkdir -p "$conan_dest"
|
||||
cd "$build_dest"
|
||||
conan install --build missing --profile $conan_dest $repo_root
|
||||
cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
|
||||
end
|
||||
|
||||
# The while loop below removes arguments (via shift) as it parses them.
|
||||
# Additional information that needs to be extracted from the arguments must be
|
||||
# done so before the loop is executed.
|
||||
|
||||
set i 1
|
||||
while test $i -le (count $argv)
|
||||
switch $argv[$i]
|
||||
case '--compiler'
|
||||
set i (math "$i + 1")
|
||||
set compiler $argv[$i]
|
||||
case 'clang'
|
||||
set compiler 'clang'
|
||||
case 'gcc'
|
||||
set compiler 'gcc'
|
||||
case '--type'
|
||||
set i (math "$i + 1")
|
||||
set build_type $argv[$i]
|
||||
case 'release'
|
||||
set build_type 'release'
|
||||
case 'debug'
|
||||
set build_type 'debug'
|
||||
case '-f'
|
||||
set force 1
|
||||
case '--force'
|
||||
set force 1
|
||||
case '-h'
|
||||
print_help_and_exit 0
|
||||
case '--help'
|
||||
print_help_and_exit 0
|
||||
case '*'
|
||||
print_help_and_exit 1
|
||||
end
|
||||
set i (math "$i + 1")
|
||||
end
|
||||
|
||||
echo "compiler in "$compiler
|
||||
echo "build type in "$build_type
|
||||
if test -n "$compiler"
|
||||
if test -n "$build_type"
|
||||
setup_build $compiler $build_type
|
||||
else
|
||||
# all builds for the specified compiler
|
||||
setup_build $compiler "debug"
|
||||
setup_build $compiler "release"
|
||||
end
|
||||
else if test -n "$build_type"
|
||||
# all builds for the specified build type
|
||||
setup_build "gcc" $build_type
|
||||
setup_build "clang" $build_type
|
||||
else
|
||||
# all builds
|
||||
setup_build "gcc" "debug"
|
||||
setup_build "gcc" "release"
|
||||
setup_build "clang" "debug"
|
||||
setup_build "clang" "release"
|
||||
end
|
||||
@@ -1,92 +0,0 @@
|
||||
#!/usr/bin/env fish
|
||||
|
||||
#basename (git rev-parse --show-toplevel)
|
||||
|
||||
function print_help_and_exit
|
||||
echo "\
|
||||
Print paths to core parts of the repository
|
||||
Usage: sparkd_path.sh SUBCOMMAND
|
||||
|
||||
Subcommands:
|
||||
build Print build path
|
||||
repo-root Print repo root path
|
||||
|
||||
"
|
||||
exit $argv[1]
|
||||
end
|
||||
|
||||
function print_build_help_and_exit
|
||||
echo "\
|
||||
Print build path
|
||||
Usage: sparkd_path.sh build [OPTIONS] compiler build-type
|
||||
|
||||
Positionals:
|
||||
gcc Print gcc build path
|
||||
clang Print clang build path
|
||||
debug Print debug build path
|
||||
release Print release build path
|
||||
|
||||
Options:
|
||||
--compiler <clang|gcc> Specify the compiler
|
||||
--type <debug|release> Specify the type of build
|
||||
-h,--help Print this help message and exit
|
||||
|
||||
"
|
||||
exit $argv[1]
|
||||
end
|
||||
|
||||
function print_repo_root
|
||||
git rev-parse --show-toplevel
|
||||
end
|
||||
|
||||
function run_repo_root
|
||||
print_repo_root
|
||||
end
|
||||
|
||||
function run_build
|
||||
set compiler "gcc"
|
||||
set build_type "release"
|
||||
set i 1
|
||||
while test $i -lt (count $argv)
|
||||
switch $argv[$i]
|
||||
case '--compiler'
|
||||
set i (math "$i + 1")
|
||||
set compiler $argv[$i]
|
||||
case 'clang'
|
||||
set compiler 'clang'
|
||||
case 'gcc'
|
||||
set compiler 'gcc'
|
||||
case '--type'
|
||||
set i (math "$i + 1")
|
||||
set build_type $argv[$i]
|
||||
case 'release'
|
||||
set build_type 'release'
|
||||
case 'debug'
|
||||
set build_type 'debug'
|
||||
'-h'
|
||||
print_build_help_and_exit 0
|
||||
'--help'
|
||||
print_build_help_and_exit 0
|
||||
'*'
|
||||
print_build_help_and_exit 1
|
||||
end
|
||||
set i (math "$i + 1")
|
||||
end
|
||||
if test \( $compiler = "clang" \) -o \( $compiler = "gcc" \)
|
||||
set comp_path $compiler
|
||||
else
|
||||
print_build_help_and_exit 1
|
||||
end
|
||||
set src_root (print_repo_root)
|
||||
set build_root (readlink -f "$src_root""/build")
|
||||
set build_dest $build_root"/"$compiler"/"$build_type
|
||||
echo $build_dest
|
||||
end
|
||||
|
||||
if test "$argv[1]" = "repo-root"
|
||||
print_repo_root $argv[2..-1]
|
||||
else if test "$argv[1]" = "build"
|
||||
run_build $argv[2..-1]
|
||||
else
|
||||
print_help_and_exit 1
|
||||
end
|
||||
@@ -1,43 +0,0 @@
|
||||
#!/usr/bin/env fish
|
||||
|
||||
set image_name $argv[1]
|
||||
set cont_name $argv[2]
|
||||
|
||||
if test (count $argv) -lt 2
|
||||
if test (count $argv) -lt 1
|
||||
set image_name_cmd (realpath (dirname (status -f)))"/docker_image_name.fish"
|
||||
set image_name (eval $image_name_cmd)
|
||||
end
|
||||
set cont_name_cmd (realpath (dirname (status -f)))"/docker_container_name.fish "$image_name
|
||||
set cont_name (eval $cont_name_cmd)
|
||||
end
|
||||
|
||||
set working_dir (realpath (pwd))
|
||||
|
||||
set home_path /home/john
|
||||
set repo_path (git rev-parse --show-toplevel)
|
||||
set repo_path_out /home/john/Documents/repos/bts/(basename $repo_path)
|
||||
set working_dir $repo_path_out
|
||||
|
||||
echo "starting docker instance '"$cont_name"' (image '"$image_name"')"
|
||||
echo "working dir "$working_dir
|
||||
|
||||
docker run \
|
||||
--rm \
|
||||
--net host \
|
||||
-h (hostname) \
|
||||
-e "TZ=America/New_York" \
|
||||
--cap-add=SYS_PTRACE \
|
||||
--security-opt seccomp=unconfined \
|
||||
--name $cont_name \
|
||||
-v $repo_path:$repo_path_out \
|
||||
-u (id -u $USER) \
|
||||
-w $working_dir \
|
||||
--shm-size=4024m \
|
||||
-t \
|
||||
-i \
|
||||
-d \
|
||||
-e DISPLAY="$DISPLAY" \
|
||||
"$image_name" \
|
||||
bash
|
||||
|
||||
@@ -1,513 +0,0 @@
|
||||
{
|
||||
"version": "0.2.0",
|
||||
"configurations": [
|
||||
{
|
||||
"name": "Spark Local",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/gcc/debug/server/sparkd",
|
||||
"args": [
|
||||
"run",
|
||||
"test",
|
||||
"-a",
|
||||
"OutrightVanillaOrder"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "${workspaceRoot}/build/gcc/debug/server/",
|
||||
"environment": [
|
||||
{
|
||||
"name": "TZ",
|
||||
"value": "America/Chicago"
|
||||
}
|
||||
],
|
||||
"externalConsole": false,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "SparkVM Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/gcc/debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"-a",
|
||||
"[ilink3]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Skip STL",
|
||||
"text": "skip -gfi /usr/include/c++/7/bits/*.h",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "LD LIBRARY",
|
||||
"text": "set env LD_LIBRARY_PATH=.",
|
||||
"ignoreFailures": false
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "(gdb) Launch",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/gcc/debug/server/sparkd/sparkd",
|
||||
"args": [
|
||||
"run"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "${workspaceRoot}/build/gcc/debug/src/server/sparkd",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": "Client Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
|
||||
"args": [],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "SDK Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
|
||||
"args": [
|
||||
"md",
|
||||
"GLBX",
|
||||
"Future",
|
||||
"CL",
|
||||
"CLZ9",
|
||||
"--user=bts",
|
||||
"--pass="
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Excel Launch",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
|
||||
"args": [
|
||||
"${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Client Tests",
|
||||
"type": "clr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
|
||||
"args": [
|
||||
"test",
|
||||
"ApiUpdateTests"
|
||||
],
|
||||
"cwd": "${workspaceRoot}",
|
||||
"stopAtEntry": false,
|
||||
"externalConsole": true,
|
||||
"requireExactSource": false
|
||||
},
|
||||
{
|
||||
"name": "Client Attach",
|
||||
"type": "clr",
|
||||
"request": "attach",
|
||||
"processId": "${command:pickProcess}"
|
||||
},
|
||||
{
|
||||
"name": "Spreader Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/gcc/debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[spreader]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "MD Synthetic Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/gcc/debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[md][synthetic]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Spartan Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/gcc/debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[spartan_md]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Matcher Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/gcc/debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[matcher]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Admin Service Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[admin_service]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Limiter Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[limiter]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/src/server/sparkd/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "enable pretty-printer",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "MD Tests",
|
||||
"type": "cppdbg",
|
||||
"request": "launch",
|
||||
"program": "/home/bts/spark/build/gcc/debug/server/sparkd",
|
||||
"args": [
|
||||
"test",
|
||||
"[algo]"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/server/",
|
||||
"environment": [],
|
||||
"externalConsole": true,
|
||||
"MIMode": "gdb",
|
||||
"preLaunchTask": "",
|
||||
"logging": {
|
||||
"engineLogging": false
|
||||
},
|
||||
"setupCommands": [
|
||||
{
|
||||
"description": "Enable pretty-printing for gdb",
|
||||
"text": "-enable-pretty-printing",
|
||||
"ignoreFailures": true
|
||||
},
|
||||
{
|
||||
"description": "Skip STL",
|
||||
"text": "skip -gfi /usr/include/c++/7/bits/*.h",
|
||||
"ignoreFailures": true
|
||||
}
|
||||
],
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "SparkVM attach",
|
||||
"type": "cppdbg",
|
||||
"request": "attach",
|
||||
"program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
|
||||
"processId": "${command:pickRemoteProcess}",
|
||||
"MIMode": "gdb",
|
||||
"pipeTransport": {
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/usr/bin/gdb"
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
}
|
||||
},
|
||||
{
|
||||
"name": "Python",
|
||||
"type": "python",
|
||||
"request": "launch",
|
||||
"stopOnEntry": false,
|
||||
"python": "${command:python.interpreterPath}",
|
||||
"program": "${file}",
|
||||
"cwd": "${workspaceRoot}",
|
||||
"env": {},
|
||||
"envFile": "${workspaceRoot}/.env",
|
||||
"args": [
|
||||
"DEBUG"
|
||||
],
|
||||
"debugOptions": [
|
||||
"WaitOnAbnormalExit",
|
||||
"WaitOnNormalExit",
|
||||
"RedirectOutput"
|
||||
]
|
||||
},
|
||||
{
|
||||
"name": ".NET Core Remote Attach",
|
||||
"type": "coreclr",
|
||||
"request": "attach",
|
||||
"processId": "${command:pickRemoteProcess}",
|
||||
"pipeTransport": {
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/home/bts/vsdbg/vsdbg",
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"quoteArgs": true
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
},
|
||||
"justMyCode": true
|
||||
},
|
||||
{
|
||||
"name": ".NET Core Remote Launch",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "/usr/bin/dotnet",
|
||||
"args": [
|
||||
"sparkcmd.dll",
|
||||
"test",
|
||||
"test_join_create_and_takeout_market"
|
||||
],
|
||||
"stopAtEntry": false,
|
||||
"cwd": "/home/bts/spark/build/gcc/debug/server",
|
||||
"pipeTransport": {
|
||||
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
|
||||
"pipeArgs": [
|
||||
"bts@sparkvm"
|
||||
],
|
||||
"debuggerPath": "/home/bts/vsdbg/vsdbg",
|
||||
"pipeCwd": "${workspaceRoot}",
|
||||
"quoteArgs": true
|
||||
},
|
||||
"sourceFileMap": {
|
||||
"/home/bts/spark/": "${workspaceRoot}"
|
||||
},
|
||||
"justMyCode": false
|
||||
},
|
||||
]
|
||||
}
|
||||
@@ -1,941 +0,0 @@
|
||||
{
|
||||
"$schema": "vscode://schemas/color-theme",
|
||||
"type": "dark",
|
||||
"colors": {
|
||||
"activityBar.background": "#111111",
|
||||
"activityBar.border": "#111111",
|
||||
"activityBar.foreground": "#888888",
|
||||
"activityBarBadge.background": "#88cc44",
|
||||
"activityBarBadge.foreground": "#222222",
|
||||
"badge.background": "#88cc44",
|
||||
"badge.foreground": "#222222",
|
||||
"button.background": "#333333",
|
||||
"button.foreground": "#888888",
|
||||
"button.hoverBackground": "#222222",
|
||||
"debugExceptionWidget.background": "#333333",
|
||||
"debugExceptionWidget.border": "#222222",
|
||||
"debugToolBar.background": "#111111",
|
||||
"diffEditor.insertedTextBackground": "#ffdd440c",
|
||||
"diffEditor.insertedTextBorder": "#ffdd44",
|
||||
"diffEditor.removedTextBackground": "#88bbff0c",
|
||||
"diffEditor.removedTextBorder": "#88bbff",
|
||||
"dropdown.background": "#222222",
|
||||
"dropdown.border": "#222222",
|
||||
"dropdown.foreground": "#888888",
|
||||
"editor.background": "#222222",
|
||||
"editor.findMatchBackground": "#44446655",
|
||||
"editor.findMatchHighlightBackground": "#444466aa",
|
||||
"editor.foreground": "#ffffff",
|
||||
"editor.hoverHighlightBackground": "#44446655",
|
||||
"editor.inactiveSelectionBackground": "#44446655",
|
||||
"editor.lineHighlightBackground": "#00000066",
|
||||
"editor.lineHighlightBorder": "#00000000",
|
||||
"editor.rangeHighlightBackground": "#333333",
|
||||
"editor.selectionBackground": "#444466",
|
||||
"editor.selectionHighlightBackground": "#44446655",
|
||||
"editor.wordHighlightBackground": "#44446655",
|
||||
"editor.wordHighlightStrongBackground": "#44446655",
|
||||
"editorBracketMatch.background": "#222222",
|
||||
"editorBracketMatch.border": "#666666",
|
||||
"editorCodeLens.foreground": "#666666",
|
||||
"editorCursor.foreground": "#ffffff",
|
||||
"editorError.foreground": "#ee5500",
|
||||
"editorGroup.border": "#111111",
|
||||
"editorGroup.dropBackground": "#111111bb",
|
||||
"editorGroupHeader.noTabsBackground": "#111111",
|
||||
"editorGroupHeader.tabsBackground": "#111111",
|
||||
"editorGroupHeader.tabsBorder": "#222222",
|
||||
"editorGutter.addedBackground": "#ffdd44",
|
||||
"editorGutter.background": "#222222",
|
||||
"editorGutter.deletedBackground": "#88bbff",
|
||||
"editorGutter.modifiedBackground": "#88bbff",
|
||||
"editorHoverWidget.background": "#333333",
|
||||
"editorHoverWidget.border": "#222222",
|
||||
"editorIndentGuide.background": "#333333",
|
||||
"editorLineNumber.foreground": "#555555",
|
||||
"editorLink.activeForeground": "#bba0ff",
|
||||
"editorMarkerNavigation.background": "#333333",
|
||||
"editorMarkerNavigationError.background": "#88bbff",
|
||||
"editorMarkerNavigationWarning.background": "#88bbff",
|
||||
"editorOverviewRuler.addedForeground": "#ffdd44",
|
||||
"editorOverviewRuler.border": "#222222",
|
||||
"editorOverviewRuler.currentContentForeground": "#333333",
|
||||
"editorOverviewRuler.deletedForeground": "#88bbff",
|
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"editorOverviewRuler.errorForeground": "#88bbff",
|
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"editorOverviewRuler.findMatchForeground": "#555555",
|
||||
"editorOverviewRuler.incomingContentForeground": "#333333",
|
||||
"editorOverviewRuler.infoForeground": "#bba0ff",
|
||||
"editorOverviewRuler.modifiedForeground": "#88bbff",
|
||||
"editorOverviewRuler.rangeHighlightForeground": "#333333",
|
||||
"editorOverviewRuler.selectionHighlightForeground": "#555555",
|
||||
"editorOverviewRuler.warningForeground": "#88bbff",
|
||||
"editorOverviewRuler.wordHighlightForeground": "#333333",
|
||||
"editorOverviewRuler.wordHighlightStrongForeground": "#555555",
|
||||
"editorRuler.foreground": "#ffffff",
|
||||
"editorSuggestWidget.background": "#333333",
|
||||
"editorSuggestWidget.border": "#333333",
|
||||
"editorSuggestWidget.foreground": "#888888",
|
||||
"editorSuggestWidget.highlightForeground": "#ffffff",
|
||||
"editorSuggestWidget.selectedBackground": "#666666",
|
||||
"editorWarning.border": "#00000000",
|
||||
"editorWarning.foreground": "#88bbff",
|
||||
"editorWhitespace.foreground": "#333333",
|
||||
"editorWidget.background": "#333333",
|
||||
"editorWidget.border": "#333333",
|
||||
"errorForeground": "#88bbff",
|
||||
"extensionButton.prominentBackground": "#333333",
|
||||
"extensionButton.prominentForeground": "#ffffff",
|
||||
"extensionButton.prominentHoverBackground": "#555555",
|
||||
"focusBorder": "#666666",
|
||||
"foreground": "#ffffff",
|
||||
"gitDecoration.modifiedResourceForeground": "#cccccc",
|
||||
"gitDecoration.untrackedResourceForeground": "#cccccc",
|
||||
"input.background": "#333333",
|
||||
"input.border": "#333333",
|
||||
"input.foreground": "#ffffff",
|
||||
"input.placeholderForeground": "#555555",
|
||||
"inputOption.activeBorder": "#555555",
|
||||
"inputValidation.errorBackground": "#333333",
|
||||
"inputValidation.errorBorder": "#88bbff",
|
||||
"inputValidation.infoBackground": "#333333",
|
||||
"inputValidation.infoBorder": "#bba0ff",
|
||||
"inputValidation.warningBackground": "#333333",
|
||||
"inputValidation.warningBorder": "#88bbff",
|
||||
"list.activeSelectionBackground": "#111111",
|
||||
"list.activeSelectionForeground": "#ffffff",
|
||||
"list.dropBackground": "#111111bf",
|
||||
"list.focusBackground": "#222222",
|
||||
"list.focusForeground": "#ffffff",
|
||||
"list.highlightForeground": "#ffffff",
|
||||
"list.hoverBackground": "#333333",
|
||||
"list.hoverForeground": "#ffffff",
|
||||
"list.inactiveSelectionBackground": "#000000",
|
||||
"list.inactiveSelectionForeground": "#ffffff",
|
||||
"menu.background": "#333333",
|
||||
"menu.foreground": "#ffffff",
|
||||
"merge.border": "#222222",
|
||||
"merge.currentContentBackground": "#333333",
|
||||
"merge.currentHeaderBackground": "#555555",
|
||||
"merge.incomingContentBackground": "#555555",
|
||||
"merge.incomingHeaderBackground": "#666666",
|
||||
"panel.background": "#111111",
|
||||
"panel.border": "#111111",
|
||||
"panelTitle.activeBorder": "#ffffff",
|
||||
"panelTitle.activeForeground": "#ffffff",
|
||||
"panelTitle.inactiveForeground": "#888888",
|
||||
"peekView.border": "#222222",
|
||||
"peekViewEditor.background": "#333333",
|
||||
"peekViewEditor.matchHighlightBackground": "#555555",
|
||||
"peekViewEditorGutter.background": "#333333",
|
||||
"peekViewResult.background": "#333333",
|
||||
"peekViewResult.fileForeground": "#888888",
|
||||
"peekViewResult.lineForeground": "#888888",
|
||||
"peekViewResult.matchHighlightBackground": "#555555",
|
||||
"peekViewResult.selectionBackground": "#333333",
|
||||
"peekViewResult.selectionForeground": "#ffffff",
|
||||
"peekViewTitle.background": "#333333",
|
||||
"peekViewTitleDescription.foreground": "#888888",
|
||||
"peekViewTitleLabel.foreground": "#ffffff",
|
||||
"pickerGroup.border": "#222222",
|
||||
"pickerGroup.foreground": "#555555",
|
||||
"progressBar.background": "#333333",
|
||||
"scrollbar.shadow": "#191919",
|
||||
"scrollbarSlider.activeBackground": "#ffffff12",
|
||||
"scrollbarSlider.background": "#ffffff12",
|
||||
"scrollbarSlider.hoverBackground": "#ffffff12",
|
||||
"selection.background": "#2255aa",
|
||||
"sideBar.background": "#111111",
|
||||
"sideBar.border": "#111111",
|
||||
"sideBar.foreground": "#888888",
|
||||
"sideBarSectionHeader.background": "#111111",
|
||||
"sideBarSectionHeader.foreground": "#666666",
|
||||
"sideBarTitle.foreground": "#555555",
|
||||
"statusBar.background": "#111111",
|
||||
"statusBar.border": "#111111",
|
||||
"statusBar.debuggingBackground": "#666666",
|
||||
"statusBar.debuggingForeground": "#ffffff",
|
||||
"statusBar.foreground": "#666666",
|
||||
"statusBar.noFolderBackground": "#111111",
|
||||
"statusBar.noFolderForeground": "#666666",
|
||||
"statusBarItem.activeBackground": "#222222",
|
||||
"statusBarItem.hoverBackground": "#222222",
|
||||
"statusBarItem.prominentBackground": "#333333",
|
||||
"statusBarItem.prominentHoverBackground": "#444444",
|
||||
"tab.activeBackground": "#222222",
|
||||
"tab.border": "#111111",
|
||||
"tab.inactiveBackground": "#111111",
|
||||
"tab.inactiveForeground": "#888888",
|
||||
"tab.unfocusedActiveBorder": "#888888",
|
||||
"tab.unfocusedActiveForeground": "#888888",
|
||||
"tab.unfocusedInactiveForeground": "#888888",
|
||||
"terminal.ansiBlack": "#333333",
|
||||
"terminal.ansiBlue": "#88bbff",
|
||||
"terminal.ansiBrightBlack": "#666666",
|
||||
"terminal.ansiBrightBlue": "#88bbff",
|
||||
"terminal.ansiBrightCyan": "#bba0ff",
|
||||
"terminal.ansiBrightGreen": "#ffdd44",
|
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"terminal.ansiBrightMagenta": "#88bbff",
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"terminal.ansiBrightRed": "#88bbff",
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"terminal.ansiBrightWhite": "#ffffff",
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||||
"terminal.ansiBrightYellow": "#88cc44",
|
||||
"terminal.ansiCyan": "#bba0ff",
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||||
"terminal.ansiGreen": "#ffdd44",
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||||
"terminal.ansiMagenta": "#88bbff",
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"terminal.ansiRed": "#88bbff",
|
||||
"terminal.ansiWhite": "#ffffff",
|
||||
"terminal.ansiYellow": "#88cc44",
|
||||
"terminal.background": "#151515",
|
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"terminal.foreground": "#ffffff",
|
||||
"titleBar.activeBackground": "#111111",
|
||||
"titleBar.activeForeground": "#888888",
|
||||
"titleBar.inactiveBackground": "#111111",
|
||||
"titleBar.inactiveForeground": "#555555",
|
||||
"walkThrough.embeddedEditorBackground": "#111111",
|
||||
"widget.shadow": "#111111",
|
||||
//"activityBar.activeBorder": "#888888",
|
||||
//"activityBar.dropBorder": "#888888",
|
||||
//"activityBar.inactiveForeground": "#88888866",
|
||||
//"banner.background": "#111111",
|
||||
//"banner.foreground": "#ffffff",
|
||||
//"banner.iconForeground": "#3794ff",
|
||||
//"bookmarks.lineBackground": "#00000000",
|
||||
//"bookmarks.lineBorder": "#00000000",
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||||
//"bookmarks.overviewRuler": "#157efb88",
|
||||
//"breadcrumb.activeSelectionForeground": "#ffffff",
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||||
//"breadcrumb.background": "#222222",
|
||||
//"breadcrumb.focusForeground": "#ffffff",
|
||||
//"breadcrumb.foreground": "#ffffffcc",
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||||
//"breadcrumbPicker.background": "#333333",
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||||
//"button.secondaryBackground": "#3a3d41",
|
||||
//"button.secondaryForeground": "#ffffff",
|
||||
//"button.secondaryHoverBackground": "#45494e",
|
||||
//"charts.blue": "#3794ff",
|
||||
//"charts.foreground": "#ffffff",
|
||||
//"charts.green": "#89d185",
|
||||
//"charts.lines": "#ffffff80",
|
||||
//"charts.orange": "#d18616",
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||||
//"charts.purple": "#b180d7",
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//"charts.red": "#ee5500",
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//"charts.yellow": "#88bbff",
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//"checkbox.background": "#222222",
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//"checkbox.border": "#222222",
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//"checkbox.foreground": "#888888",
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//"debugConsole.errorForeground": "#88bbff",
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||||
//"debugConsole.infoForeground": "#3794ff",
|
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//"debugConsole.sourceForeground": "#ffffff",
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||||
//"debugConsole.warningForeground": "#88bbff",
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//"debugConsoleInputIcon.foreground": "#ffffff",
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//"debugIcon.breakpointCurrentStackframeForeground": "#ffcc00",
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//"debugIcon.breakpointDisabledForeground": "#848484",
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//"debugIcon.breakpointForeground": "#e51400",
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//"debugIcon.breakpointStackframeForeground": "#89d185",
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//"debugIcon.breakpointUnverifiedForeground": "#848484",
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//"debugIcon.continueForeground": "#75beff",
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//"debugIcon.disconnectForeground": "#f48771",
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//"debugIcon.pauseForeground": "#75beff",
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//"debugIcon.restartForeground": "#89d185",
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//"debugIcon.startForeground": "#89d185",
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//"debugIcon.stepBackForeground": "#75beff",
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//"debugIcon.stepIntoForeground": "#75beff",
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//"debugIcon.stepOutForeground": "#75beff",
|
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//"debugIcon.stepOverForeground": "#75beff",
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//"debugIcon.stopForeground": "#f48771",
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//"debugTokenExpression.boolean": "#4e94ce",
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//"debugTokenExpression.error": "#f48771",
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//"debugTokenExpression.name": "#c586c0",
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//"debugTokenExpression.number": "#b5cea8",
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//"debugTokenExpression.string": "#ce9178",
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//"debugTokenExpression.value": "#cccccc99",
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//"debugView.exceptionLabelBackground": "#6c2022",
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//"debugView.exceptionLabelForeground": "#ffffff",
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//"debugView.stateLabelBackground": "#88888844",
|
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//"debugView.stateLabelForeground": "#ffffff",
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//"debugView.valueChangedHighlight": "#569cd6",
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//"descriptionForeground": "#ffffffb3",
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//"diffEditor.diagonalFill": "#cccccc33",
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//"editor.findRangeHighlightBackground": "#3a3d4166",
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//"editor.focusedStackFrameHighlightBackground": "#7abd7a4d",
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//"editor.foldBackground": "#4444664d",
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//"editor.inlineValuesBackground": "#ffc80033",
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//"editor.inlineValuesForeground": "#ffffff80",
|
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//"editor.linkedEditingBackground": "#ff00004d",
|
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//"editor.snippetFinalTabstopHighlightBorder": "#525252",
|
||||
//"editor.snippetTabstopHighlightBackground": "#7c7c7c4d",
|
||||
//"editor.stackFrameHighlightBackground": "#ffff0033",
|
||||
//"editor.symbolHighlightBackground": "#444466aa",
|
||||
//"editorActiveLineNumber.foreground": "#c6c6c6",
|
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//"editorBracketHighlight.foreground1": "#ffd700",
|
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//"editorBracketHighlight.foreground2": "#da70d6",
|
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//"editorBracketHighlight.foreground3": "#179fff",
|
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//"editorBracketHighlight.foreground4": "#00000000",
|
||||
//"editorBracketHighlight.foreground5": "#00000000",
|
||||
//"editorBracketHighlight.foreground6": "#00000000",
|
||||
//"editorBracketHighlight.unexpectedBracket.foreground": "#ff1212cc",
|
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//"editorBracketPairGuide.activeBackground1": "#00000000",
|
||||
//"editorBracketPairGuide.activeBackground2": "#00000000",
|
||||
//"editorBracketPairGuide.activeBackground3": "#00000000",
|
||||
//"editorBracketPairGuide.activeBackground4": "#00000000",
|
||||
//"editorBracketPairGuide.activeBackground5": "#00000000",
|
||||
//"editorBracketPairGuide.activeBackground6": "#00000000",
|
||||
//"editorBracketPairGuide.background1": "#00000000",
|
||||
//"editorBracketPairGuide.background2": "#00000000",
|
||||
//"editorBracketPairGuide.background3": "#00000000",
|
||||
//"editorBracketPairGuide.background4": "#00000000",
|
||||
//"editorBracketPairGuide.background5": "#00000000",
|
||||
//"editorBracketPairGuide.background6": "#00000000",
|
||||
//"editorGhostText.foreground": "#ffffff56",
|
||||
//"editorGutter.commentRangeForeground": "#c5c5c5",
|
||||
//"editorGutter.foldingControlForeground": "#c5c5c5",
|
||||
//"editorHint.foreground": "#eeeeeeb3",
|
||||
//"editorHoverWidget.foreground": "#ffffff",
|
||||
//"editorHoverWidget.highlightForeground": "#ffffff",
|
||||
//"editorHoverWidget.statusBarBackground": "#3d3d3d",
|
||||
//"editorIndentGuide.activeBackground": "#333333",
|
||||
//"editorInfo.foreground": "#3794ff",
|
||||
//"editorInlayHint.background": "#88cc4499",
|
||||
//"editorInlayHint.foreground": "#222222cc",
|
||||
//"editorInlayHint.parameterBackground": "#88cc4499",
|
||||
//"editorInlayHint.parameterForeground": "#222222cc",
|
||||
//"editorInlayHint.typeBackground": "#88cc4499",
|
||||
//"editorInlayHint.typeForeground": "#222222cc",
|
||||
//"editorLightBulb.foreground": "#ffcc00",
|
||||
//"editorLightBulbAutoFix.foreground": "#75beff",
|
||||
//"editorLineNumber.activeForeground": "#c6c6c6",
|
||||
//"editorMarkerNavigationError.headerBackground": "#88bbff1a",
|
||||
//"editorMarkerNavigationInfo.background": "#3794ff",
|
||||
//"editorMarkerNavigationInfo.headerBackground": "#3794ff1a",
|
||||
//"editorMarkerNavigationWarning.headerBackground": "#88bbff1a",
|
||||
//"editorOverviewRuler.bracketMatchForeground": "#a0a0a0",
|
||||
//"editorOverviewRuler.commonContentForeground": "#60606066",
|
||||
//"editorOverviewRuler.unicodeForeground": "#d186167e",
|
||||
//"editorPane.background": "#222222",
|
||||
//"editorSuggestWidget.focusHighlightForeground": "#ffffff",
|
||||
//"editorSuggestWidget.selectedForeground": "#ffffff",
|
||||
//"editorSuggestWidgetStatus.foreground": "#88888880",
|
||||
//"editorUnicodeHighlight.border": "#bd9b03",
|
||||
//"editorUnnecessaryCode.opacity": "#000000aa",
|
||||
//"editorWidget.foreground": "#ffffff",
|
||||
//"extensionBadge.remoteBackground": "#88cc44",
|
||||
//"extensionBadge.remoteForeground": "#222222",
|
||||
//"extensionIcon.preReleaseForeground": "#1d9271",
|
||||
//"extensionIcon.starForeground": "#ff8e00",
|
||||
//"extensionIcon.verifiedForeground": "#3794ff",
|
||||
//"gitDecoration.addedResourceForeground": "#81b88b",
|
||||
//"gitDecoration.conflictingResourceForeground": "#e4676b",
|
||||
//"gitDecoration.deletedResourceForeground": "#c74e39",
|
||||
//"gitDecoration.ignoredResourceForeground": "#8c8c8c",
|
||||
//"gitDecoration.renamedResourceForeground": "#73c991",
|
||||
//"gitDecoration.stageDeletedResourceForeground": "#c74e39",
|
||||
//"gitDecoration.stageModifiedResourceForeground": "#e2c08d",
|
||||
//"gitDecoration.submoduleResourceForeground": "#8db9e2",
|
||||
//"gitlens.closedAutolinkedIssueIconColor": "#a371f7",
|
||||
//"gitlens.closedPullRequestIconColor": "#f85149",
|
||||
//"gitlens.decorations.addedForegroundColor": "#81b88b",
|
||||
//"gitlens.decorations.branchAheadForegroundColor": "#35b15e",
|
||||
//"gitlens.decorations.branchBehindForegroundColor": "#b15e35",
|
||||
//"gitlens.decorations.branchDivergedForegroundColor": "#d8af1b",
|
||||
//"gitlens.decorations.branchMissingUpstreamForegroundColor": "#c74e39",
|
||||
//"gitlens.decorations.branchUnpublishedForegroundColor": "#35b15e",
|
||||
//"gitlens.decorations.branchUpToDateForegroundColor": "#888888",
|
||||
//"gitlens.decorations.copiedForegroundColor": "#73c991",
|
||||
//"gitlens.decorations.deletedForegroundColor": "#c74e39",
|
||||
//"gitlens.decorations.ignoredForegroundColor": "#8c8c8c",
|
||||
//"gitlens.decorations.modifiedForegroundColor": "#cccccc",
|
||||
//"gitlens.decorations.renamedForegroundColor": "#73c991",
|
||||
//"gitlens.decorations.untrackedForegroundColor": "#cccccc",
|
||||
//"gitlens.gutterBackgroundColor": "#ffffff13",
|
||||
//"gitlens.gutterForegroundColor": "#bebebe",
|
||||
//"gitlens.gutterUncommittedForegroundColor": "#00bcf299",
|
||||
//"gitlens.lineHighlightBackgroundColor": "#00bcf233",
|
||||
//"gitlens.lineHighlightOverviewRulerColor": "#00bcf299",
|
||||
//"gitlens.mergedPullRequestIconColor": "#a371f7",
|
||||
//"gitlens.openAutolinkedIssueIconColor": "#3fb950",
|
||||
//"gitlens.openPullRequestIconColor": "#3fb950",
|
||||
//"gitlens.trailingLineBackgroundColor": "#00000000",
|
||||
//"gitlens.trailingLineForegroundColor": "#99999959",
|
||||
//"gitlens.unpublishedCommitIconColor": "#35b15e",
|
||||
//"gitlens.unpulledChangesIconColor": "#b15e35",
|
||||
//"gitlens.unpushlishedChangesIconColor": "#35b15e",
|
||||
//"icon.foreground": "#c5c5c5",
|
||||
//"inputOption.activeBackground": "#66666666",
|
||||
//"inputOption.activeForeground": "#ffffff",
|
||||
//"inputOption.hoverBackground": "#5a5d5e80",
|
||||
//"interactive.activeCodeBorder": "#222222",
|
||||
//"interactive.inactiveCodeBorder": "#000000",
|
||||
//"keybindingLabel.background": "#8080802b",
|
||||
//"keybindingLabel.border": "#33333399",
|
||||
//"keybindingLabel.bottomBorder": "#44444499",
|
||||
//"keybindingLabel.foreground": "#cccccc",
|
||||
//"keybindingTable.headerBackground": "#ffffff0a",
|
||||
//"keybindingTable.rowsBackground": "#ffffff0a",
|
||||
//"list.deemphasizedForeground": "#8c8c8c",
|
||||
//"list.errorForeground": "#f88070",
|
||||
//"list.filterMatchBackground": "#444466aa",
|
||||
//"list.focusHighlightForeground": "#ffffff",
|
||||
//"list.focusOutline": "#666666",
|
||||
//"list.invalidItemForeground": "#b89500",
|
||||
//"list.warningForeground": "#cca700",
|
||||
//"listFilterWidget.background": "#653723",
|
||||
//"listFilterWidget.noMatchesOutline": "#be1100",
|
||||
//"listFilterWidget.outline": "#00000000",
|
||||
//"menu.selectionBackground": "#111111",
|
||||
//"menu.selectionForeground": "#ffffff",
|
||||
//"menu.separatorBackground": "#bbbbbb",
|
||||
//"menubar.selectionBackground": "#ffffff1a",
|
||||
//"menubar.selectionForeground": "#888888",
|
||||
//"merge.commonContentBackground": "#60606029",
|
||||
//"merge.commonHeaderBackground": "#60606066",
|
||||
//"minimap.errorHighlight": "#ff1212b3",
|
||||
//"minimap.findMatchHighlight": "#d18616",
|
||||
//"minimap.foregroundOpacity": "#000000",
|
||||
//"minimap.selectionHighlight": "#264f78",
|
||||
//"minimap.selectionOccurrenceHighlight": "#676767",
|
||||
//"minimap.unicodeHighlight": "#d18616",
|
||||
//"minimap.warningHighlight": "#88bbff",
|
||||
//"minimapGutter.addedBackground": "#587c0c",
|
||||
//"minimapGutter.deletedBackground": "#94151b",
|
||||
//"minimapGutter.modifiedBackground": "#0c7d9d",
|
||||
//"minimapSlider.activeBackground": "#ffffff09",
|
||||
//"minimapSlider.background": "#ffffff09",
|
||||
//"minimapSlider.hoverBackground": "#ffffff09",
|
||||
//"notebook.cellBorderColor": "#000000",
|
||||
//"notebook.cellEditorBackground": "#111111",
|
||||
//"notebook.cellInsertionIndicator": "#666666",
|
||||
//"notebook.cellStatusBarItemHoverBackground": "#ffffff26",
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|
||||
}
|
||||
},
|
||||
{
|
||||
"scope": [
|
||||
"variable.other.property",
|
||||
"support.variable.property",
|
||||
"punctuation.separator.key-value",
|
||||
"meta.object-literal.key",
|
||||
"variable.other.object.property",
|
||||
"variable.object.property",
|
||||
"text.html.basic",
|
||||
"text.html.vue-html",
|
||||
"text.html.php",
|
||||
"text.html.derivative",
|
||||
"punctuation.definition.variable",
|
||||
"punctuation.definition.keyword.scss",
|
||||
"meta.jsx.children.js",
|
||||
"meta.tag.attributes keyword.operator.assignment",
|
||||
"support.type.vendored.property-name.css",
|
||||
"support.type.property-name.json",
|
||||
"variable.other.constant.property"
|
||||
],
|
||||
"settings": {
|
||||
"foreground": "#BBBBCC"
|
||||
}
|
||||
},
|
||||
{
|
||||
"scope": "meta.property-name support.type",
|
||||
"settings": {
|
||||
"foreground": "#BBBBCC",
|
||||
"fontStyle": ""
|
||||
}
|
||||
},
|
||||
{
|
||||
"scope": [
|
||||
"keyword.other.substitution",
|
||||
"keyword.operator.heading.restructuredtext",
|
||||
"keyword.operator.table.row.restructuredtext",
|
||||
"keyword.operator.table.data.restructuredtext",
|
||||
"punctuation",
|
||||
"markup.ignored",
|
||||
"markup.untracked",
|
||||
"meta.brace.round",
|
||||
"meta.brace.square",
|
||||
"meta.brace.curly",
|
||||
"meta.delimiter.comma.js",
|
||||
"meta.function-call.without-arguments.js",
|
||||
"meta.function-call.method.without-arguments.js",
|
||||
"source.scss",
|
||||
"string source punctuation.section.embedded",
|
||||
"punctuation.definition.tag.begin source",
|
||||
"source.php"
|
||||
],
|
||||
"settings": {
|
||||
"foreground": "#9999AA"
|
||||
}
|
||||
},
|
||||
{
|
||||
"scope": [
|
||||
"comment",
|
||||
"comment punctuation"
|
||||
],
|
||||
"settings": {
|
||||
"foreground": "#888899",
|
||||
"fontStyle": "italic"
|
||||
}
|
||||
},
|
||||
{
|
||||
"scope": "token.info-token",
|
||||
"settings": {
|
||||
"foreground": "#6796E6"
|
||||
}
|
||||
},
|
||||
{
|
||||
"scope": "token.warn-token",
|
||||
"settings": {
|
||||
"foreground": "#CD9731"
|
||||
}
|
||||
},
|
||||
{
|
||||
"scope": "token.error-token",
|
||||
"settings": {
|
||||
"foreground": "#F44747"
|
||||
}
|
||||
},
|
||||
{
|
||||
"scope": "token.debug-token",
|
||||
"settings": {
|
||||
"foreground": "#B267E6"
|
||||
}
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -1,16 +0,0 @@
|
||||
{
|
||||
"files.associations": {
|
||||
"utility": "cpp",
|
||||
"initializer_list": "cpp",
|
||||
"list": "cpp",
|
||||
"type_traits": "cpp",
|
||||
"vector": "cpp",
|
||||
"xhash": "cpp",
|
||||
"xstring": "cpp",
|
||||
"system_error": "cpp",
|
||||
"array": "cpp",
|
||||
"string_view": "cpp",
|
||||
"xutility": "cpp",
|
||||
"*.ipp": "cpp"
|
||||
}
|
||||
}
|
||||
@@ -1,41 +0,0 @@
|
||||
{
|
||||
// See https://go.microsoft.com/fwlink/?LinkId=733558
|
||||
// for the documentation about the tasks.json format
|
||||
"version": "2.0.0",
|
||||
"tasks": [
|
||||
{
|
||||
"label": "Touch CMakeLists.txt",
|
||||
"type": "process",
|
||||
"promptOnClose": false,
|
||||
"isBackground": true,
|
||||
"command": "touch",
|
||||
"args": ["${workspaceRoot}/CMakeLists.txt"],
|
||||
"problemMatcher": [],
|
||||
"presentation": {
|
||||
"echo": false,
|
||||
"revealProblems": "onProblem",
|
||||
"reveal": "silent",
|
||||
"focus": false,
|
||||
"panel": "shared",
|
||||
"showReuseMessage": false,
|
||||
"clear": true
|
||||
}
|
||||
}
|
||||
],
|
||||
"inputs": [
|
||||
{
|
||||
"id": "build_configuration",
|
||||
"type": "pickString",
|
||||
"default": "debug",
|
||||
"description": "Configuration:",
|
||||
"options": ["debug", "release"]
|
||||
},
|
||||
{
|
||||
"id": "compiler",
|
||||
"type": "pickString",
|
||||
"default": "gcc",
|
||||
"description": "Compiler",
|
||||
"options": ["clang", "gcc"]
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -1,41 +0,0 @@
|
||||
{
|
||||
// Use IntelliSense to learn about possible attributes.
|
||||
// Hover to view descriptions of existing attributes.
|
||||
// For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
|
||||
"version": "0.2.0",
|
||||
"configurations": [
|
||||
{
|
||||
"name": "Spark Client",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceFolder}/build/Debug/bin/net6.0-windows/Spark.exe",
|
||||
"cwd": "${workspaceFolder}/build/Debug/bin/net6.0-windows",
|
||||
"enableStepFiltering": false,
|
||||
"console": "internalConsole",
|
||||
"stopAtEntry": false
|
||||
},
|
||||
{
|
||||
"name": "Spark Test",
|
||||
"type": "coreclr",
|
||||
"request": "launch",
|
||||
"program": "${workspaceFolder}/build/Debug/bin/net6.0/sparkcmd.exe",
|
||||
"args": ["test", "${input:test}"],
|
||||
"cwd": "${workspaceFolder}/build/Debug/bin/net6.0-windows",
|
||||
"enableStepFiltering": false,
|
||||
"console": "internalConsole",
|
||||
"stopAtEntry": false
|
||||
},
|
||||
{
|
||||
"name": "Attach (.NET Core)",
|
||||
"type": "coreclr",
|
||||
"request": "attach"
|
||||
}
|
||||
],
|
||||
"inputs": [
|
||||
{
|
||||
"id": "test",
|
||||
"description": "The test(s) to run",
|
||||
"type": "promptString"
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -1,37 +0,0 @@
|
||||
{
|
||||
"cmake.configureOnOpen": false,
|
||||
"workbench.colorTheme": "Default Dark+",
|
||||
"C_Cpp.intelliSenseEngine": "Disabled",
|
||||
"files.associations": {
|
||||
"*.js": "javascript",
|
||||
"*.conf": "jsonc",
|
||||
"array": "cpp",
|
||||
"xtree": "cpp",
|
||||
"chrono": "cpp",
|
||||
"*.ipp": "cpp",
|
||||
"optional": "cpp",
|
||||
"regex": "cpp",
|
||||
"system_error": "cpp",
|
||||
"format": "cpp",
|
||||
"future": "cpp",
|
||||
"istream": "cpp",
|
||||
"memory": "cpp",
|
||||
"tuple": "cpp",
|
||||
"type_traits": "cpp",
|
||||
"utility": "cpp",
|
||||
"variant": "cpp",
|
||||
"xlocmes": "cpp",
|
||||
"xlocmon": "cpp",
|
||||
"xlocnum": "cpp",
|
||||
"xloctime": "cpp",
|
||||
"xutility": "cpp",
|
||||
"xstring": "cpp",
|
||||
"string": "cpp",
|
||||
"cstdint": "cpp"
|
||||
},
|
||||
|
||||
"files.exclude": {
|
||||
"**/.g.cs": true,
|
||||
"**/.g.i.cs": true
|
||||
}
|
||||
}
|
||||
@@ -1,44 +0,0 @@
|
||||
{
|
||||
"version": "2.0.0",
|
||||
"tasks": [
|
||||
{
|
||||
"label": "Build Spark Client",
|
||||
"type": "process",
|
||||
"command": "C:\\Program Files\\Microsoft Visual Studio\\2022\\Community\\Common7\\Tools\\VsDevCmd.bat",
|
||||
"args": [
|
||||
"-arch=x64",
|
||||
"-host_arch=x64",
|
||||
"&&",
|
||||
"${workspaceRoot}\\tools\\buildspark.cmd"
|
||||
],
|
||||
"group": {
|
||||
"kind": "build",
|
||||
"isDefault": true
|
||||
},
|
||||
"presentation": {
|
||||
"echo": true,
|
||||
"reveal": "always",
|
||||
"focus": false,
|
||||
"panel": "new",
|
||||
"showReuseMessage": false,
|
||||
"clear": false,
|
||||
"close": false
|
||||
}
|
||||
},
|
||||
|
||||
{
|
||||
"label": "Run Spark Client",
|
||||
"type": "process",
|
||||
"command": "${workspaceRoot}\\build\\Debug\\bin\\net6.0-windows\\Spark.exe",
|
||||
"presentation": {
|
||||
"echo": true,
|
||||
"reveal": "always",
|
||||
"focus": false,
|
||||
"panel": "shared",
|
||||
"showReuseMessage": true,
|
||||
"clear": false
|
||||
},
|
||||
"problemMatcher": []
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -1,107 +0,0 @@
|
||||
{
|
||||
"configurations": [
|
||||
{
|
||||
"name": "Linux",
|
||||
"includePath": [
|
||||
"/usr/include",
|
||||
"/usr/local/include",
|
||||
"${workspaceRoot}",
|
||||
"${workspaceFolder}/src",
|
||||
"${workspaceRoot}/externals/linux/include"
|
||||
],
|
||||
"defines": [],
|
||||
"intelliSenseMode": "clang-x64",
|
||||
"browse": {
|
||||
"path": [
|
||||
"/usr/include",
|
||||
"/usr/local/include",
|
||||
"${workspaceRoot}",
|
||||
"${workspaceFolder}/src",
|
||||
"${workspaceRoot}/externals/linux/include"
|
||||
],
|
||||
"limitSymbolsToIncludedHeaders": true,
|
||||
"databaseFilename": ""
|
||||
},
|
||||
"cStandard": "c11",
|
||||
"cppStandard": "c++17",
|
||||
"compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
|
||||
},
|
||||
{
|
||||
"name": "Windows",
|
||||
"intelliSenseMode": "clang-x64",
|
||||
"includePath": [
|
||||
"${workspaceRoot}/src",
|
||||
"${workspaceRoot}/build/src",
|
||||
"${workspaceRoot}/build/ninja_debug/src",
|
||||
"${workspaceRoot}/externals/windows/include",
|
||||
"${workspaceRoot}/externals/linux/include",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/local/include",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include"
|
||||
],
|
||||
"defines": [
|
||||
"__linux__",
|
||||
"__x86_64__"
|
||||
],
|
||||
"browse": {
|
||||
"path": [
|
||||
"${workspaceRoot}/src",
|
||||
"${workspaceRoot}/build/src",
|
||||
"${workspaceRoot}/build/ninja_debug/src",
|
||||
"${workspaceRoot}/externals/windows/include",
|
||||
"${workspaceRoot}/externals/linux/include",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/local/include",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/*"
|
||||
],
|
||||
"limitSymbolsToIncludedHeaders": true,
|
||||
"databaseFilename": ""
|
||||
},
|
||||
"cStandard": "c11",
|
||||
"cppStandard": "c++17"
|
||||
},
|
||||
{
|
||||
"name": "WindowsQuick",
|
||||
"intelliSenseMode": "clang-x64",
|
||||
"includePath": [
|
||||
"${workspaceRoot}/src",
|
||||
"${workspaceRoot}/build/src",
|
||||
"${workspaceRoot}/build/ninja_debug/src",
|
||||
"${workspaceRoot}/externals/windows/include",
|
||||
"${workspaceRoot}/externals/linux/include",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/local/include",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
|
||||
"${workspaceRoot}/externals/windows/vscode/usr/include"
|
||||
],
|
||||
"defines": [
|
||||
"__linux__",
|
||||
"__x86_64__"
|
||||
],
|
||||
"browse": {
|
||||
"path": [
|
||||
"${workspaceRoot}/src"
|
||||
],
|
||||
"limitSymbolsToIncludedHeaders": true,
|
||||
"databaseFilename": "${workspaceRoot}/.vscode/browse.vc.db"
|
||||
},
|
||||
"cStandard": "c11",
|
||||
"cppStandard": "c++17"
|
||||
}
|
||||
],
|
||||
"version": 4
|
||||
}
|
||||
@@ -1,6 +1,6 @@
|
||||
+++
|
||||
title="Client API"
|
||||
redirect_to = "client/getting-started/overview/"
|
||||
template="client.html"
|
||||
sort_by="weight"
|
||||
+++
|
||||
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
+++
|
||||
title="Getting Started"
|
||||
template="client.html"
|
||||
sort_by="weight"
|
||||
weight = 1
|
||||
+++
|
||||
|
||||
@@ -1,25 +1,9 @@
|
||||
+++
|
||||
title = "Install Prerequisites"
|
||||
weight = 10
|
||||
template="client.html"
|
||||
weight = 1
|
||||
+++
|
||||
|
||||
# C#/.NET
|
||||
|
||||
We target [.NET Standard 2.0](https://docs.microsoft.com/en-us/dotnet/standard/net-standard) so you can use .NET Framework 4.6.1+ or .NET Core 2.0+. Simply add a reference to the [Spark Nuget package](https://www.nuget.org/packages/spark_sdk/) to get started.
|
||||
|
||||
```
|
||||
dotnet new console -lang c#
|
||||
dotnet add package spark_sdk
|
||||
dotnet build
|
||||
```
|
||||
|
||||
# C++
|
||||
|
||||
The easiest way to get started with C++ is to use the Spark Server SDK to develop your application. Follow the instructions to [download and install the Spark Server SDK](/server/getting-started/install) and open the client_sdk sample project. If you want to run your C++ Client SDK application on Windows [contact us](mailto://api@bluetradesys.com) to get the required headers and binaries.
|
||||
|
||||
# JavaScript
|
||||
|
||||
We use JavaScript internally with the Spark Client API over a websocket connection but the documentation and packaging isn't ready yet. If this is something you're interested in get in touch with us at [api@bluetradesys.com](mailto:api@bluetradesys.com).
|
||||
|
||||
|
||||
## Coming Soon
|
||||
|
||||
* Install .net core
|
||||
@@ -1,31 +0,0 @@
|
||||
+++
|
||||
title = "Overview"
|
||||
weight = 1
|
||||
+++
|
||||
|
||||
The Spark Client SDK is a high level command and control API which can be used to build scripts or integrate Spark into your existing ecosystem. The API is divided into several independent **"services"** responsible for different aspects of the system. A Service can define both [remote procedure call (RPC)](/client/getting-started/services#rpc) and incremental [streaming](/client/getting-started/services#streams) data.
|
||||
|
||||
The [Spark Desktop](https://www.bluetradingsystems.com/bts-spark/) is built on top of this API so you can be assured that it is complete and well tested.
|
||||
|
||||
Spark uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) as an interface definition language similar to [GRPC](https://grpc.io) but backed by our custom high-performance TCP protocol. We currently support C#/.NET and C++ <!--and Javascript--> but the architecture is designed for easy extension so contact us about your specific business needs.
|
||||
|
||||
## Orders
|
||||
|
||||
Use the [OrderService](/client/services/orderservice) to send and manage orders including native exchange orders, spreader orders, and custom Algo orders created using the [Spark Server SDK](https://api.bluetradesys.com/server/).
|
||||
|
||||
## Spreader
|
||||
|
||||
Use the [SyntheticSecurityService](/client/services/syntheticsecurityservice) to create and manage synthetic spreads. Once created these spreads show up in the security and market data feeds just like exchange listed spreads.
|
||||
|
||||
## Position
|
||||
|
||||
Use the [PositionService](/client/services/positionservice) to get your position and P&L reports or add fills manually to keep the Spark system up to date with an external system.
|
||||
|
||||
## Administration
|
||||
|
||||
Use the [AdminService](/client/services/adminservice) to manage users and control limits.
|
||||
|
||||
## Market Data
|
||||
|
||||
For .NET subscribe to market data though the high level MarketDataClient interface. From C++ or JavaScript use the MarketDataRelay service directly.
|
||||
|
||||
@@ -1,140 +0,0 @@
|
||||
+++
|
||||
title = "Services"
|
||||
weight = 20
|
||||
+++
|
||||
|
||||
The Spark Client SDK uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) to define the interface for each service in a language independent manner. Services have both functions which return a single result and streams of data which return values continuously while subscribed. This page describes the mapping from the Protocol Buffer definition to the concrete definition in each supported language.
|
||||
|
||||
# ServiceContext
|
||||
|
||||
To connect your client to the Spark Server you need to get or create a `ServiceContext` instance. A `ServiceContext` represents a connection to the Spark Server and a background thread for handling messages on that connection. Generally there should be a single `ServiceContext` per process. All of the methods on the `ServiceContext` are safe thread safe.
|
||||
|
||||
Construct a ServiceContext by calling the default constructor. The ServiceContext will find the Spark Server by loading the server configuration over an HTTP connection. To determine the URL it will search the following locations and use the first one that is present.
|
||||
|
||||
* A command line argument `-configserver <url>`
|
||||
* An environment variable `BTSCONFIG`
|
||||
* `%APPDATA%/bts/conf/spark.conf` (Windows)
|
||||
* /sparkdata/conf/spark.conf (Linux)
|
||||
* $HOME/sparkdata/conf/spark.conf (Linux)
|
||||
|
||||
If your application is running on a system with the BTS Client installed this will probably work without any further configuration. If you plan to run your client application on a separate machine we recommend setting the `BTSCONFIG` environment variable.
|
||||
|
||||
<div class="info">
|
||||
<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
|
||||
If you are using the Spark Server SDK to run a local copy of the Spark server set <p><strong>BTSCONFIG = http://localhost:9000/config/</strong></p>
|
||||
</div>
|
||||
|
||||
To get a proxy for a given service call ServiceContext.locate<T>("qualifier") where T is the type of the service and "qualifier" is an optional qualifier used to disambiguate between 2 instances of the same service. The locate call cannot fail but it may return a disconnected proxy. When you make a call on the proxy you should check the call result to see if the method call succeeded.
|
||||
|
||||
# RPC
|
||||
|
||||
Here is the OrderService reduced to a single method definition. A RPC method always takes exactly 1 argument and returns 1 value. In this example the `create_order` call takes a `Create` instance and returns a `Response`.
|
||||
|
||||
```C
|
||||
service OrderService {
|
||||
rpc create_order(Create) returns (Response);
|
||||
...
|
||||
}
|
||||
```
|
||||
|
||||
The `Create` and `Response` types are also defined as protocol buffer messages. Each field can either be a primitive type another message or a list or map.
|
||||
|
||||
```C
|
||||
message Create {
|
||||
OrderDefinition new_order = 1;
|
||||
double price = 2;
|
||||
uint32 quantity = 3;
|
||||
}
|
||||
|
||||
message Response {
|
||||
uint32 order_key = 1;
|
||||
OrderError error_code = 2;
|
||||
string msg = 3;
|
||||
}
|
||||
```
|
||||
|
||||
Each RPC call generates both synchronous (blocking) and asynchronous variants. In C# the asynchronous calls have the `_async` suffix and return a `Task`. In C++ the call is overloaded to either return a value synchronously or accept a callback function to be called on the ServiceContext thread when the call completes. <!-- In Javascript only async methods returning a Promise are generated because it never makes sense to make a blocking call in the browser. -->
|
||||
|
||||
To call the resulting service locate a proxy using the [ServiceContext](#servicecontext) and then call `cancel_order` or `cancel_order_async`. If you are calling the Spark API from a GUI application you should always prefer the `_async` version of the calls.
|
||||
|
||||
|
||||
### C# example
|
||||
```c#
|
||||
var ctx = new ServiceContext();
|
||||
var orders = ctx.locate<OrderService>();
|
||||
var response =
|
||||
await orders.create_order_async(
|
||||
new Create { price = 2.25, quantity = 42 });
|
||||
if (response.success) {
|
||||
Console.WriteLine($"success: {response.value}");
|
||||
}
|
||||
else {
|
||||
Console.WriteLine($"Error: {response.error_message}");
|
||||
}
|
||||
```
|
||||
### C++ example
|
||||
```cpp
|
||||
auto ctx = ServiceContext{};
|
||||
auto orders = ctx.locate<OrderService>();
|
||||
Create c;
|
||||
c.set_price(2.25);
|
||||
c.set_quantity(42);
|
||||
// Instead of providing an _async method C++ uses overloading.
|
||||
// To make a syncronous call simply omit the callback
|
||||
orders.create_order(c, [=](const Result<Response>& response) {
|
||||
if(response.success()) {
|
||||
std::cout << "success.";
|
||||
}
|
||||
else {
|
||||
std::cout << "error: " << response.error_message();
|
||||
}
|
||||
});
|
||||
```
|
||||
|
||||
# Streams
|
||||
|
||||
Streams allow you to subscribe to live updating data. Each stream represents a changing collection of protocol buffer objects. Similar to a database row each item has an `id` which uniquely identifies it within the collection. Updates from the Spark server can add, remove or replace entries in the collection. Since only the changed items are sent over the wire the stream can remain responsive even when it represents a large collection.
|
||||
|
||||
Streams are implemented using the language bindings for [ReativeX](http://reactivex.io/) which provide utility functions to drill down to the specific data your application needs. In C# we provide both mutable and immutable versions of the generated data types (C++ users can rely on `const`).
|
||||
|
||||
When defined in a proto file streams use the `stream` keyword on the result type.
|
||||
```C
|
||||
service OrderService {
|
||||
...
|
||||
rpc fills (FillsSub) returns (stream Fill);
|
||||
}
|
||||
```
|
||||
|
||||
### C# example
|
||||
```c#
|
||||
var sc = new ServiceContext();
|
||||
var orders = sc.locate<OrderService>();
|
||||
var fills_observable = orders.subscribei_fills();
|
||||
var unsub = fills_observable.Subscribe(update => {
|
||||
Console.WriteLine(
|
||||
"Added {0} items, Removed {1} items, Updated {2} items. Total items {3}",
|
||||
update.added.Count(),
|
||||
update.removed.Count(),
|
||||
update.changes.Count(),
|
||||
update.all.Count());
|
||||
});
|
||||
|
||||
Thread.Sleep(TimeSpan.FromMinutes(5));
|
||||
unsub.Dispose();
|
||||
```
|
||||
### C++ Example
|
||||
```cpp
|
||||
#include "lib/api/public/ServiceContext.h"
|
||||
#include "lib/api/services/OrderService.client.pb.h"
|
||||
using namespace bts::api;
|
||||
ServiceContext ctx;
|
||||
auto orders = ctx.locate<orderman::OrderService>();
|
||||
auto unsub = orders.subscribe_fills().subscribe([](const auto& update) {
|
||||
std::cout
|
||||
<< "Added " << update.added().size() << " items, "
|
||||
<< "Removed " << update.removed().size() << " items, "
|
||||
<< "Updated " << update.updated().size() << " items, "
|
||||
<< "Total items " << update.all().size() << std::endl;
|
||||
});
|
||||
std::this_thread::sleep_for(std::chrono::minutes(5));
|
||||
```
|
||||
@@ -1,6 +0,0 @@
|
||||
+++
|
||||
title="Samples"
|
||||
sort_by="weight"
|
||||
weight = 30
|
||||
+++
|
||||
|
||||
@@ -1,3 +0,0 @@
|
||||
+++
|
||||
title = "AdminService"
|
||||
+++
|
||||
@@ -1,3 +0,0 @@
|
||||
+++
|
||||
title = "OrderService"
|
||||
+++
|
||||
@@ -1,3 +0,0 @@
|
||||
+++
|
||||
title = "PositionService"
|
||||
+++
|
||||
@@ -1,3 +0,0 @@
|
||||
+++
|
||||
title = "SyntheticService"
|
||||
+++
|
||||
@@ -1,6 +0,0 @@
|
||||
+++
|
||||
title="Services"
|
||||
#sort_by="weight"
|
||||
weight = 10
|
||||
+++
|
||||
|
||||
@@ -1,51 +0,0 @@
|
||||
+++
|
||||
title = "Market Data"
|
||||
+++
|
||||
|
||||
|
||||
Use the MarketDataService to subscribe enumerate all available securities.
|
||||
|
||||
```cs
|
||||
using System;
|
||||
using System.Threading;
|
||||
using bts.api;
|
||||
using bts.api.core;
|
||||
|
||||
namespace sample {
|
||||
class Program {
|
||||
static void Main(string[] args) {
|
||||
using var context = new ServiceContext();
|
||||
var md = context.locate<MarketDataService>();
|
||||
using var sub = md.subscribe_securities().Subscribe(update => {
|
||||
foreach (var security in update.added) {
|
||||
Console.WriteLine($"Added security {security.Id}: {security.Symbol}");
|
||||
}
|
||||
});
|
||||
|
||||
Thread.Sleep(TimeSpan.FromMinutes(5));
|
||||
}
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
```cpp
|
||||
#include "lib/api/public/ServiceContext.h"
|
||||
#include "spark/lib/domain_model/Security.h"
|
||||
#include "lib/api/services/MarketDataService.client.pb.h"
|
||||
#include <thread>
|
||||
|
||||
using namespace bts::api;
|
||||
|
||||
int main(int argc, char** argv) {
|
||||
ServiceContext ctx;
|
||||
auto md_service = ctx.locate<bts::api::MarketDataService>();
|
||||
auto sub = md_service.subscribe_securities().subscribe([](const auto& update) {
|
||||
for (const auto& s : update.added()) {
|
||||
std::cout << "Added security: " << s->id() << ": " << s->symbol() << std::endl;
|
||||
}
|
||||
});
|
||||
|
||||
std::this_thread::sleep_for(std::chrono::minutes(5));
|
||||
return 0;
|
||||
}
|
||||
```
|
||||
@@ -1,5 +1,6 @@
|
||||
+++
|
||||
title="Algo API"
|
||||
template="documentation.html"
|
||||
redirect_to = "server/getting-started/overview/"
|
||||
sort_by="weight"
|
||||
+++
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
+++
|
||||
title="Getting Started"
|
||||
template="documentation.html"
|
||||
sort_by="weight"
|
||||
weight = 1
|
||||
+++
|
||||
|
||||
@@ -71,12 +71,12 @@ The first step is to start the spark_sdk Docker container with the examples dire
|
||||
|
||||
Windows Command Prompt:
|
||||
{% clipable() %}
|
||||
docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
|
||||
docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
|
||||
{% end %}
|
||||
|
||||
**Powershell** / Linux / Mac:
|
||||
{% clipable() %}
|
||||
docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
|
||||
docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
|
||||
{% end %}
|
||||
|
||||
### Attach
|
||||
|
||||
@@ -5,7 +5,7 @@ weight = 2
|
||||
|
||||
## Request Access 🔑
|
||||
|
||||
To start using the Server SDK you will need to request access though our sales department. Please email <a href="mailto:api@bluetradesys.com">api@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
|
||||
To start using the Server SDK you will need to request access though our sales department. Please email <a href="mailto:info@bluetradesys.com">info@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
|
||||
|
||||
## Download
|
||||
|
||||
@@ -68,21 +68,12 @@ To update your Spark SDK simply download an unzip a new [spark_sdk.zip](https://
|
||||
|
||||
To preserve the old image so you can go back to it later run `docker tag spark_sdk spark_sdk:your_custom_tag` before loading the new SDK image.
|
||||
|
||||
### Re-build the Dev Container
|
||||
|
||||
If you are using Visual Studio Code you also need to rebuild the dev-container so it picks up the new image.
|
||||
|
||||
#### Inside VSCode
|
||||
To re-build from inside Visual Studio Code. Click the 'Remote Explorer' icon on the left hand side.
|
||||
You should see your spark_sdk project listed under the Containers section. Right click on it and select **rebuild-container**.
|
||||
|
||||
#### Command Line
|
||||
To re-build from the command line run `docker ps -a` and find the row with the spark_sdk image.
|
||||
<!--
|
||||
Then stop, remove and restart spark_sdk.
|
||||
```
|
||||
CONTAINER ID IMAGE COMMAND CREATED STATUS PORTS NAMES
|
||||
54d96cfa3888 spark_sdk "/bin/sh -c 'echo Co…" About a minute ago Up About a minute 127.0.0.1:9000-9001->9000-9001/tcp quizzical_lichterman
|
||||
```
|
||||
Then run `docker rm 54d96cfa3888` (use your container id instead of 54d96cfa3888) or `docker rm quizzical_lichterman` (use your container name).
|
||||
|
||||
c:\bts> docker stop spark_sdk
|
||||
c:\bts> docker rm spark_sdk
|
||||
c:\bts> docker run -d -v %cd%:/sdk --name spark_sdk bluetradingsytems/spark_sdk
|
||||
|
||||
``` -->
|
||||
|
||||
File renamed without changes.
|
Before Width: | Height: | Size: 46 KiB After Width: | Height: | Size: 46 KiB |
@@ -1,5 +1,6 @@
|
||||
+++
|
||||
title="Reference"
|
||||
template="documentation.html"
|
||||
sort_by="weight"
|
||||
weight = 2
|
||||
+++
|
||||
|
||||
@@ -6,9 +6,3 @@ weight = 40
|
||||
## I need to make a call that might take a few seconds. What is the best way to do this?
|
||||
|
||||
Create a background thread in [do_before_launch](/server/ref/initialization#before-launch) or [do_launch](/server/ref/initialization#launch-launch-attached) to do the work. Use [on_timer](/server/ref/subscriptions#timer) to poll until the result is available.
|
||||
|
||||
## I don't see the header files in the .zip file. Where are they?
|
||||
|
||||
The SDK headers are baked into the docker image along with the build tools. Once you've loaded the image with `docker load < spark_sdk.img` you can run this command to copy them out to your local file system `docker run --rm -it -v $PWD:/out spark_sdk /bin/tar -cvf /out/headers.tar /sdk/include` This will copy the headers to the current directory in headers.tar. We still recommend doing the actual build inside the docker environment but having a copy of the headers can be useful for setting up your development environment.
|
||||
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
+++
|
||||
title="Samples"
|
||||
template="documentation.html"
|
||||
sort_by="weight"
|
||||
weight = 3
|
||||
+++
|
||||
|
||||
@@ -0,0 +1,31 @@
|
||||
{% extends "index.html" %}
|
||||
|
||||
{% block extra_nav_class %}{% endblock extra_nav_class %}
|
||||
{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
|
||||
|
||||
{% block content %}
|
||||
{% set section = get_section(path="client/_index.md") %}
|
||||
<div class="documentation">
|
||||
<aside class="documentation__sidebar">
|
||||
<ul>
|
||||
{% for p in section.subsections %}
|
||||
{% set subsection = get_section(path=p) %}
|
||||
<li>
|
||||
<span class="documentation__sidebar__title">{{ subsection.title }}</span>
|
||||
<ul>
|
||||
{% for page in subsection.pages %}
|
||||
<li class="{% if current_path == page.path %}active{% endif %}">
|
||||
<a href="{{page.permalink}}">{{page.title}}</a>
|
||||
</li>
|
||||
{% endfor %}
|
||||
</ul>
|
||||
</li>
|
||||
{% endfor %}
|
||||
</ul>
|
||||
</aside>
|
||||
<div class="documentation__content">
|
||||
{% block doc_content %}
|
||||
{% endblock doc_content %}
|
||||
</div>
|
||||
</div>
|
||||
{% endblock content %}
|
||||
@@ -0,0 +1,36 @@
|
||||
{% extends "index.html" %}
|
||||
|
||||
{% block extra_nav_class %}{% endblock extra_nav_class %}
|
||||
{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
|
||||
|
||||
{% block content %}
|
||||
{%if page.extra.section %}
|
||||
{% set section = get_section(path="{{page.extra.section}}/_index.md") %}
|
||||
{% else %}
|
||||
{% set section = get_section(path="server/_index.md") %}
|
||||
{% endif %}
|
||||
<div class="documentation">
|
||||
<aside class="documentation__sidebar">
|
||||
<ul>
|
||||
{% for p in section.subsections %}
|
||||
{% set subsection = get_section(path=p) %}
|
||||
<li>
|
||||
<span class="documentation__sidebar__title">{{ subsection.title }}</span>
|
||||
<ul>
|
||||
{% for page in subsection.pages %}
|
||||
<li class="{% if current_path == page.path %}active{% endif %}">
|
||||
<a href="{{page.permalink}}">{{page.title}}</a>
|
||||
</li>
|
||||
{% endfor %}
|
||||
</ul>
|
||||
</li>
|
||||
{% endfor %}
|
||||
</ul>
|
||||
</aside>
|
||||
<div class="documentation__content">
|
||||
{% block doc_content %}
|
||||
{% endblock doc_content %}
|
||||
{% block next_link %} {% endblock next_link %}
|
||||
</div>
|
||||
</div>
|
||||
{% endblock content %}
|
||||
@@ -1,5 +1,5 @@
|
||||
<!DOCTYPE html>
|
||||
<html lang="en-us">
|
||||
<html lang="en-gb">
|
||||
<head>
|
||||
<meta charset="UTF-8">
|
||||
<meta http-equiv="X-UA-Compatible" content="IE=edge">
|
||||
@@ -14,7 +14,6 @@
|
||||
<link rel="stylesheet" href="{{ get_url(path="site.css") }}"/>
|
||||
<link rel="icon" href="{{ get_url(path="favicon.ico") }}">
|
||||
<link rel="stylesheet" href="https://stackpath.bootstrapcdn.com/font-awesome/4.7.0/css/font-awesome.min.css">
|
||||
<script> dataLayer = [{ 'visitorType': 'geek' }]; </script>
|
||||
</head>
|
||||
<body>
|
||||
|
||||
@@ -37,13 +36,13 @@
|
||||
</nav>
|
||||
</header>
|
||||
|
||||
<div class="content content--reversed">
|
||||
<div class="content {% block extra_content_class %}{% endblock extra_content_class %}">
|
||||
{% block content %}
|
||||
<div class="hero">
|
||||
<h1>Spark SDK</h1>
|
||||
<p class="hero__tagline">
|
||||
Spark consists of a client UI
|
||||
(<a href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>),
|
||||
(<a class="white" href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>),
|
||||
a high-performance professional futures front end, connected via our proprietary protocol over TCP to our Spark Server, which in turn connects to execution venues via their native protocols.
|
||||
Use the Spark SDK to extend Spark Server with your custom Algos, then use the Client SDK to launch and control them.
|
||||
</p>
|
||||
@@ -65,7 +64,7 @@
|
||||
<a href="{{ get_url(path="@/server/_index.md") }}" class="button">Get started</a>
|
||||
</div>
|
||||
|
||||
<div class="selling-point">
|
||||
<div class="selling-point disabled">
|
||||
<h2>
|
||||
Client SDK
|
||||
<i class="fa fa-gamepad" aria-hidden="true"></i>
|
||||
@@ -73,9 +72,19 @@
|
||||
<p>
|
||||
The Spark client SDK allows you to integrate spark with your existing ecosystem. The Spark Client is built entirely on this simple, powerful API.
|
||||
</p>
|
||||
<a href="{{ get_url(path="@/client/_index.md") }}" class="button">Get started</a>
|
||||
<a href="" class="button" disabled>Get started</a>
|
||||
</div>
|
||||
|
||||
<!-- <div class="selling-point disabled">
|
||||
<h2>
|
||||
Microsoft Excel
|
||||
<i class="fa fa-table" aria-hidden="true"></i>
|
||||
</h2>
|
||||
<p>
|
||||
More of your business is built on excel than probably should be. Continue this worrying trend with the Spark Excel API.
|
||||
</p>
|
||||
<a href="" class="button" disabled>Get started</a>
|
||||
</div> -->
|
||||
</div>
|
||||
</div>
|
||||
|
||||
@@ -85,15 +94,6 @@
|
||||
© Blue Trading Systems
|
||||
</footer>
|
||||
|
||||
<script>
|
||||
if (location.hostname == "api.bluetradesys.com") {
|
||||
(function(w,d,s,l,i){w[l]=w[l]||[];w[l].push({'gtm.start':
|
||||
new Date().getTime(),event:'gtm.js'});var f=d.getElementsByTagName(s)[0],
|
||||
j=d.createElement(s),dl=l!='dataLayer'?'&l='+l:'';j.async=true;j.src=
|
||||
'https://www.googletagmanager.com/gtm.js?id='+i+dl;f.parentNode.insertBefore(j,f);
|
||||
})(window,document,'script','dataLayer','GTM-56FHG8R');
|
||||
}
|
||||
</script>
|
||||
<script type="text/javascript" src="{{ get_url(path="elasticlunr.min.js") }}"></script>
|
||||
<script type="text/javascript" src="{{ get_url(path="search_index.en.js") }}"></script>
|
||||
<script type="text/javascript" src="{{ get_url(path="search.js") }}"></script>
|
||||
|
||||
@@ -1,39 +1,13 @@
|
||||
{% extends "index.html" %}
|
||||
{# this has access to the "page" variable but documentation.html does not #}
|
||||
{% extends "documentation.html" %}
|
||||
|
||||
{% block title %}{{ page.title }} | {{ super() }} {% endblock title %}
|
||||
{% block doc_content %}
|
||||
<h1>{{page.title}}</h1>
|
||||
{{page.content | safe}}
|
||||
{% endblock doc_content %}
|
||||
|
||||
{% block next_link %}
|
||||
{% endblock next_link %}
|
||||
|
||||
{% block content %}
|
||||
{% set section = get_section(path=page.ancestors[1]) %}
|
||||
{#
|
||||
{#<div>{{ section.title }} </div>#}
|
||||
<div class="documentation">
|
||||
<aside class="documentation__sidebar">
|
||||
<ul>
|
||||
{% for p in section.subsections %}
|
||||
{% set subsection = get_section(path=p) %}
|
||||
<li>
|
||||
<span class="documentation__sidebar__title">{{ subsection.title }}</span>
|
||||
<ul>
|
||||
{% for page in subsection.pages %}
|
||||
<li class="{% if current_path == page.path %}active{% endif %}">
|
||||
<a href="{{page.permalink}}">{{page.title}}</a>
|
||||
</li>
|
||||
{% endfor %}
|
||||
</ul>
|
||||
</li>
|
||||
{% endfor %}
|
||||
</ul>
|
||||
</aside>
|
||||
<div class="documentation__content">
|
||||
<h1>{{page.title}}</h1>
|
||||
{{page.content | safe}}
|
||||
|
||||
{# next/pre links #}
|
||||
<p>
|
||||
<p>
|
||||
{% if page.lighter %}
|
||||
<a href="{{ page.lighter.permalink }}">
|
||||
<i class="fa fa-chevron-left fa-fw" aria-hidden="true"></i>
|
||||
@@ -47,7 +21,5 @@
|
||||
<i class="fa fa-chevron-right fa-fw" aria-hidden="true"></i>
|
||||
</a>
|
||||
{% endif %}
|
||||
</p>
|
||||
</div>
|
||||
</div>
|
||||
{% endblock content %}
|
||||
</p>
|
||||
{% endblock next_link %}
|
||||
@@ -1 +1 @@
|
||||
set(sources /home/taha/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
|
||||
set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
|
||||
@@ -1,8 +1,8 @@
|
||||
cmake_minimum_required(VERSION 3.5)
|
||||
project(doc)
|
||||
|
||||
include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
|
||||
include(${CMAKE_SOURCE_DIR}/cmake/Protobuf.cmake)
|
||||
include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
|
||||
include(${CMAKE_SOURCE_DIR}/tools/Protobuf.cmake)
|
||||
|
||||
# DEPENDENCIES
|
||||
set(DOC_GLOBS
|
||||
|
||||
@@ -1,60 +1,9 @@
|
||||
+++
|
||||
+++
|
||||
title = "Release notes"
|
||||
weight = 3
|
||||
sort_by = "weight"
|
||||
insert_anchor_links = "right"
|
||||
+++
|
||||
## 2.16.2
|
||||
### User Visible Change
|
||||
- Synthetic creation dialog has a "fractional" checkbox next to the tick settings. Users may uncheck this box to enter integer tick sizes, so the synthetic security's prices will be displayed without decimals, or fractional units.
|
||||
## 2.16.1
|
||||
### Bug Fixes
|
||||
- OrderBook's algo state parameters (in the panel on the right side) are sorted alphabetically
|
||||
## 2.16.0
|
||||
### Bug Fixes
|
||||
- Solved an issue that could result in incorrect ladder levels
|
||||
- Solved an issue that could lead to incorrect routing of orders in the event of certain MSGW changes
|
||||
### API Changes
|
||||
- Add C# client side API samples for order entry, position monitoring and market data observation
|
||||
|
||||
## 2.15.10
|
||||
### Bug Fixes
|
||||
- Solved an issue that could cause the user interface to fail when playing some alert sounds
|
||||
### API Changes
|
||||
- Added settlement and position information to the API
|
||||
- Added the ability for user algos to report custom state to the user interface
|
||||
- Added the ability for algos to discover all active securities
|
||||
## 2.15.3
|
||||
### Bug Fixes
|
||||
- Fixed a bug where some CME currency spreads exhibited incorrect tick values
|
||||
## 2.15.2
|
||||
### User Visible Changes
|
||||
- Excel RTD plugin can now receive ICE market data
|
||||
## 2.15.1
|
||||
### Bug Fixes
|
||||
- Fixed a FIX log parsing issue that resulted in exchange gateway logon problems
|
||||
## 2.15.0
|
||||
### User Visible Changes
|
||||
- Added ability to hide Ladder status messages via Ladder Settings -> Left Panel tab -> Show/Hide groupbox -> Status Message
|
||||
- Synthetic cloning now allows for any parameter to be changed, including tick size and leg contracts
|
||||
- Added ability to import synthetics from a CSV file; see our manual for further details on this process
|
||||
- Reduced Iceberg reloading latency
|
||||
### Bug Fixes
|
||||
- Fixed a bug where highlighted fills could lose their highlight status
|
||||
- Fixed a bug where the (Mini) OrderBook PIQ could be displaying an old value
|
||||
|
||||
## 2.14.3
|
||||
### Bug Fixes
|
||||
- Fixed a bug regarding ICE logon messaging
|
||||
|
||||
## 2.14.2
|
||||
### Bug Fixes
|
||||
- Fixed a bug regarding ICE messaging
|
||||
|
||||
## 2.14.1
|
||||
### Bug Fixes
|
||||
- Fixed a bug regarding ICE logon authentication
|
||||
|
||||
## 2.14.0
|
||||
### User Visible Changes
|
||||
- All ladders can now be recentered by (shift or alt) + double clicking over the Price column in a ladder
|
||||
@@ -728,4 +677,3 @@ insert_anchor_links = "right"
|
||||
- Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
|
||||
- Corrected cash per point values, used in pnl calculations, for a number of products
|
||||
- PnL report will now remember any customizations you make to filtering and/or sorting criteria
|
||||
|
||||
+1
-1
Submodule docker/linux updated: 6537812262...b09d4c035b.
+1
-1
Submodule externals updated: 4a3e40193e...6b8c745fb2.
@@ -1,6 +0,0 @@
|
||||
{
|
||||
"sdk": {
|
||||
"version": "6.0.200",
|
||||
"rollForward": "latestMajor"
|
||||
}
|
||||
}
|
||||
@@ -1,20 +0,0 @@
|
||||
{
|
||||
"FormattingOptions": {
|
||||
"NewLineForCatch": false,
|
||||
"NewLineForClausesInQuery": true,
|
||||
"NewLineForElse": false,
|
||||
"NewLineForFinally": false,
|
||||
"NewLineForMembersInAnonymousTypes": true,
|
||||
"NewLineForMembersInObjectInit": true,
|
||||
"NewLinesForBracesInAccessors": false,
|
||||
"NewLinesForBracesInAnonymousMethods": false,
|
||||
"NewLinesForBracesInAnonymousTypes": false,
|
||||
"NewLinesForBracesInControlBlocks": false,
|
||||
"NewLinesForBracesInLambdaExpressionBody": false,
|
||||
"NewLinesForBracesInMethods": false,
|
||||
"NewLinesForBracesInObjectCollectionArrayInitializers": false,
|
||||
"NewLinesForBracesInProperties": false,
|
||||
"NewLinesForBracesInTypes": false,
|
||||
"TabSize": 3
|
||||
}
|
||||
}
|
||||
@@ -1,18 +0,0 @@
|
||||
astroid==2.7.3
|
||||
autopep8==1.5.7
|
||||
cffi==1.14.6
|
||||
colorama==0.4.4
|
||||
isort==5.9.3
|
||||
lazy-object-proxy==1.6.0
|
||||
mccabe==0.6.1
|
||||
platformdirs==2.3.0
|
||||
protobuf==3.19.1
|
||||
pybars3==0.9.7
|
||||
pycodestyle==2.7.0
|
||||
pycparser==2.20
|
||||
pylint==2.10.2
|
||||
PyMeta3==0.5.1
|
||||
termcolor==1.1.0
|
||||
toml==0.10.2
|
||||
wrapt==1.12.1
|
||||
yapf==0.31.0
|
||||
+213
-46
@@ -1,10 +1,10 @@
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 17
|
||||
VisualStudioVersion = 17.3.32922.545
|
||||
# Visual Studio 15
|
||||
VisualStudioVersion = 15.0.27130.2024
|
||||
MinimumVisualStudioVersion = 15.0.26124.0
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
|
||||
EndProject
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}"
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{3335AAF0-489D-359D-8305-9B7A44E2C760}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
|
||||
EndProject
|
||||
@@ -12,97 +12,264 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\spar
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
|
||||
EndProject
|
||||
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{2256015B-E7D5-3614-8F39-814CA68A4444}"
|
||||
EndProject
|
||||
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
|
||||
ProjectSection(ProjectDependencies) = postProject
|
||||
{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25} = {FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}
|
||||
{3335AAF0-489D-359D-8305-9B7A44E2C760} = {3335AAF0-489D-359D-8305-9B7A44E2C760}
|
||||
EndProjectSection
|
||||
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}"
|
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|
||||
{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Release|x64.ActiveCfg = Release|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.Release|x64.Build.0 = Release|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
|
||||
{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
GlobalSection(ExtensibilityGlobals) = postSolution
|
||||
SolutionGuid = {6A7249D7-B40C-4656-9347-60072D0B8FDB}
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
Vendored
+17
@@ -0,0 +1,17 @@
|
||||
{
|
||||
"files.associations": {
|
||||
"chrono": "cpp",
|
||||
"future": "cpp",
|
||||
"system_error": "cpp",
|
||||
"ios": "cpp",
|
||||
"utility": "cpp",
|
||||
"iosfwd": "cpp",
|
||||
"xhash": "cpp",
|
||||
"xstring": "cpp",
|
||||
"xtree": "cpp",
|
||||
"xutility": "cpp",
|
||||
"exception": "cpp",
|
||||
"bitset": "cpp",
|
||||
"xlocale": "cpp"
|
||||
}
|
||||
}
|
||||
Executable
+123
@@ -0,0 +1,123 @@
|
||||
drop table if exists msgs ;
|
||||
create table msgs (
|
||||
MsgID Int4,
|
||||
TradeDate varchar,
|
||||
SeqNum Int4,
|
||||
SendingTime varchar,
|
||||
TransactTime varchar,
|
||||
MatchEventIndicator varchar,
|
||||
NoMDEntries Int2,
|
||||
NoOrderIDEntries Int2,
|
||||
SendingTime_UnixTS Int8,
|
||||
TransactTime_UnixTS Int8
|
||||
);
|
||||
|
||||
drop table if exists books ;
|
||||
create table books (
|
||||
MsgID Int4,
|
||||
SendingTime varchar,
|
||||
TransactTime varchar,
|
||||
SeqNum Int4,
|
||||
bid_p_0 Real,
|
||||
bid_sz_0 Int4,
|
||||
bid_p_1 Real,
|
||||
bid_sz_1 Int4,
|
||||
bid_p_2 Real,
|
||||
bid_sz_2 Int4,
|
||||
bid_p_3 Real,
|
||||
bid_sz_3 Int4,
|
||||
bid_p_4 Real,
|
||||
bid_sz_4 Int4,
|
||||
bid_p_5 Real,
|
||||
bid_sz_5 Int4,
|
||||
bid_p_6 Real,
|
||||
bid_sz_6 Int4,
|
||||
bid_p_7 Real,
|
||||
bid_sz_7 Int4,
|
||||
bid_p_8 Real,
|
||||
bid_sz_8 Int4,
|
||||
bid_p_9 Real,
|
||||
bid_sz_9 Int4,
|
||||
Symbol Varchar,
|
||||
ask_p_0 Real,
|
||||
ask_sz_0 Int4,
|
||||
ask_p_1 Real,
|
||||
ask_sz_1 Int4,
|
||||
ask_p_2 Real,
|
||||
ask_sz_2 Int4,
|
||||
ask_p_3 Real,
|
||||
ask_sz_3 Int4,
|
||||
ask_p_4 Real,
|
||||
ask_sz_4 Int4,
|
||||
ask_p_5 Real,
|
||||
ask_sz_5 Int4,
|
||||
ask_p_6 Real,
|
||||
ask_sz_6 Int4,
|
||||
ask_p_7 Real,
|
||||
ask_sz_7 Int4,
|
||||
ask_p_8 Real,
|
||||
ask_sz_8 Int4,
|
||||
ask_p_9 Real,
|
||||
ask_sz_9 Int4,
|
||||
SendingTime_UnixTS Int8,
|
||||
TransactTime_UnixTS Int8
|
||||
);
|
||||
|
||||
drop table if exists trades;
|
||||
create table trades (
|
||||
MsgID Int4,
|
||||
Symbol varchar,
|
||||
SendingTime varchar,
|
||||
TransactTime varchar,
|
||||
TradeDate varchar,
|
||||
MDEntryPx Real,
|
||||
MDnetrySize Int4,
|
||||
NumberOfOrders Int4,
|
||||
AgressorSide Int4,
|
||||
MDTradeEntryID Int4,
|
||||
AgressorOID varchar,
|
||||
RestingOID varchar,
|
||||
PartialQty Int4,
|
||||
SendingTime_UnixTS Int8,
|
||||
TransactTime_UnixTS Int8
|
||||
);
|
||||
|
||||
drop table if exists orders;
|
||||
create table orders (
|
||||
MsgID Int4,
|
||||
Symbol varchar,
|
||||
SendingTime varchar,
|
||||
TransactTime varchar,
|
||||
MDEntryPx Real,
|
||||
OrderID varchar,
|
||||
MDDisplayQty Int4,
|
||||
MDOrderPriority Int8,
|
||||
OrderUpdateAction Int4,
|
||||
Side Int4,
|
||||
SendingTime_UnixTS Int8,
|
||||
TransactTime_UnixTS Int8
|
||||
);
|
||||
|
||||
-- create unique index msg_msg_id on msgs msgid;
|
||||
|
||||
-- create view ranges as (
|
||||
-- select
|
||||
-- sendingtime,
|
||||
-- transacttime,
|
||||
-- bid_p_0 price,
|
||||
-- case when lag(bid_p_0) over (order by SendingTime) = bid_p_0 then null else 1 end seq
|
||||
-- from
|
||||
-- u0v0_books);
|
||||
|
||||
-- create view groups as (
|
||||
-- select
|
||||
-- sendingtime,
|
||||
-- transacttime,
|
||||
-- price,
|
||||
-- sum(seq) over (order by SendingTime) grp
|
||||
-- from
|
||||
-- ranges);
|
||||
|
||||
|
||||
|
||||
|
||||
Executable
+7
@@ -0,0 +1,7 @@
|
||||
#!/bin/bash
|
||||
|
||||
DB=$1
|
||||
TABLE=$2
|
||||
FILE=$3
|
||||
|
||||
zcat $FILE | psql -U postgres -d $DB -c "copy $TABLE from STDIN with delimiter as ',' CSV HEADER"
|
||||
Executable
+4
@@ -0,0 +1,4 @@
|
||||
#!/bin/bash
|
||||
docker exec -it postgres psql -U postgres "$@"
|
||||
|
||||
|
||||
Executable
+12
@@ -0,0 +1,12 @@
|
||||
#!/bin/bash
|
||||
|
||||
#docker run --net host -e PGADMIN_DEFAULT_EMAIL=bts -e PGADMIN_DEFAULT_PASSWORD=BT5u53r dpage/pgadmin4
|
||||
|
||||
docker run \
|
||||
--rm \
|
||||
-d \
|
||||
-p 8000:80 \
|
||||
-e PGADMIN_DEFAULT_EMAIL=bts \
|
||||
-e PGADMIN_DEFAULT_PASSWORD=BT5u53r \
|
||||
--name pgadmin \
|
||||
dpage/pgadmin4
|
||||
Executable
+24
@@ -0,0 +1,24 @@
|
||||
#!/bin/bash
|
||||
DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
|
||||
SRC_ROOT=$DIR/../../..
|
||||
DATA_DIR=`readlink -f $SRC_ROOT/analysis_data`
|
||||
DB_DIR=$DATA_DIR/db
|
||||
|
||||
mkdir -p $DB_DIR
|
||||
|
||||
docker run \
|
||||
--rm \
|
||||
-d \
|
||||
--name postgres \
|
||||
--net host \
|
||||
-v $DB_DIR:/var/lib/postgresql/data \
|
||||
-v /home/$USER:/home/$USER \
|
||||
-v $DATA_DIR:$DATA_DIR \
|
||||
-v /etc/group:/etc/group \
|
||||
-v /run/user/:/run/user/ \
|
||||
-u $UID \
|
||||
-t postgres \
|
||||
postgres
|
||||
|
||||
|
||||
|
||||
Executable
+25
@@ -0,0 +1,25 @@
|
||||
#!/bin/bash
|
||||
|
||||
DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
|
||||
SRC_ROOT=$DIR/../../
|
||||
DATE=$1
|
||||
DB=md_$DATE
|
||||
|
||||
$DIR/db/psql.sh -c "drop database if exists $DB"
|
||||
$DIR/db/psql.sh -c "create database $DB"
|
||||
$DIR/db/psql.sh -d md_$DATE -f $DIR/db/create_db.sql
|
||||
|
||||
PROCESSED_DATA=$SRC_ROOT/analysis_data/processed/$DATE
|
||||
|
||||
ALL_COMMANDS=""
|
||||
for TABLE in trades orders msgs books
|
||||
do
|
||||
for ITEM in $PROCESSED_DATA/*.$TABLE.gz
|
||||
do
|
||||
ALL_COMMANDS+="docker exec -t postgres /bin/bash -c \""
|
||||
ALL_COMMANDS+="$DIR/db/import_csv.sh $DB $TABLE $ITEM"
|
||||
ALL_COMMANDS+="\"\n"
|
||||
done
|
||||
done
|
||||
|
||||
echo -e $ALL_COMMANDS | parallel --will-cite
|
||||
Executable
+29
@@ -0,0 +1,29 @@
|
||||
#!/bin/bash
|
||||
DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
|
||||
DATE=$1
|
||||
|
||||
SRC_ROOT=$DIR/../../
|
||||
SPARK_BIN_ROOT=`readlink -f $SRC_ROOT/build`/ninja_release/server
|
||||
RAW_DATA=$SRC_ROOT/analysis_data/raw/$DATE
|
||||
PROCESSED_DATA=$SRC_ROOT/analysis_data/processed/$DATE
|
||||
|
||||
mkdir -p $PROCESSED_DATA
|
||||
rm $PROCESSED_DATA/* >/dev/null
|
||||
|
||||
ALL_COMMANDS=""
|
||||
for IN_PATH in $RAW_DATA/*.gz
|
||||
do
|
||||
BASE_NAME=`basename $IN_PATH`
|
||||
BASE_NAME_STEM=${BASE_NAME%.*}
|
||||
for CMD in trades orders msgs books
|
||||
do
|
||||
OUT_PATH=$PROCESSED_DATA/$BASE_NAME_STEM.$CMD.gz
|
||||
ALL_COMMANDS+="(cd $SPARK_BIN_ROOT && zcat $IN_PATH | ./sparkd parsehistoricalfix $CMD | gzip >$OUT_PATH)\n"
|
||||
done
|
||||
done
|
||||
echo -e $ALL_COMMANDS | parallel --will-cite
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
Executable
+8
@@ -0,0 +1,8 @@
|
||||
#!/bin/bash
|
||||
|
||||
d=$1
|
||||
end=${2-`date +%Y%m%d`}
|
||||
until [[ $d > $end ]]; do
|
||||
echo "$d"
|
||||
d=$(date -d "$d + 1 day" +%Y%m%d)
|
||||
done
|
||||
Executable
+8
@@ -0,0 +1,8 @@
|
||||
#!/bin/bash
|
||||
DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
|
||||
DATE=${1-`date -d "yesterday" +%Y%m%d`}
|
||||
|
||||
$DIR/sync.sh $DATE &&
|
||||
$DIR/parse.sh $DATE &&
|
||||
$DIR/load.sh $DATE
|
||||
|
||||
Executable
+8
@@ -0,0 +1,8 @@
|
||||
#!/bin/bash
|
||||
|
||||
DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
|
||||
DATE=$1
|
||||
SRC_ROOT=$DIR/../../
|
||||
RAW_DATA_ROOT=$SRC_ROOT/analysis_data/raw/$DATE
|
||||
mkdir -p $RAW_DATA_ROOT
|
||||
AWS_ACCESS_KEY_ID=AKIAIFIGOOWGBLEMO3PQ AWS_SECRET_ACCESS_KEY=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 AWS_REGION=us-east-1 aws s3 sync s3://cme-bts-datamine/mbo/mbo/$DATE/ $RAW_DATA_ROOT
|
||||
@@ -0,0 +1,19 @@
|
||||
|
||||
cmake_minimum_required(VERSION 3.5)
|
||||
project(spark_client)
|
||||
include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
|
||||
|
||||
file(GLOB_RECURSE spark_client_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.cs)
|
||||
file(GLOB_RECURSE spark_client_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.csproj)
|
||||
file(GLOB_RECURSE spark_ui_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.cs)
|
||||
file(GLOB_RECURSE spark_ui_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.csproj)
|
||||
list(REMOVE_ITEM spark_ui_sources ${spark_client_sources} )
|
||||
list(REMOVE_ITEM spark_ui_csproj ${spark_client_csproj} )
|
||||
|
||||
add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/../
|
||||
COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh
|
||||
ARGS ${CMAKE_BUILD_TYPE} ${CMAKE_BINARY_DIR}
|
||||
COMMENT "Building sparkcmd in netcore3"
|
||||
DEPENDS libspark ${spark_client_sources} ${spark_client_csproj} ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh)
|
||||
|
||||
add_custom_target(spark_client_dir ALL DEPENDS ${CMAKE_BINARY_DIR}/../)
|
||||
@@ -1,55 +0,0 @@
|
||||
<Project>
|
||||
|
||||
<PropertyGroup>
|
||||
<ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
|
||||
<SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
|
||||
<SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
|
||||
<Externals>$(SparkRoot)\externals\windows</Externals>
|
||||
<DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
|
||||
<ErrorReport>None</ErrorReport>
|
||||
<Prefer32Bit>False</Prefer32Bit>
|
||||
<Deterministic>true</Deterministic>
|
||||
<EnableDefaultContentItems>False</EnableDefaultContentItems>
|
||||
<ShowMissingItemTypes>false</ShowMissingItemTypes>
|
||||
<Configuration Condition="'$(configuration)'==''">Debug</Configuration>
|
||||
<EnablePreviewFeatures>true</EnablePreviewFeatures>
|
||||
<LangVersion>11</LangVersion>
|
||||
</PropertyGroup>
|
||||
|
||||
<PropertyGroup Label="Output">
|
||||
<BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
|
||||
<OutputPath>$(BaseOutputPath)\bin</OutputPath>
|
||||
<BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
|
||||
<IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
|
||||
<ProtoOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</ProtoOutputPath>
|
||||
<GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
|
||||
</PropertyGroup>
|
||||
|
||||
<Import
|
||||
Project="$(ComputerSpecificConfig)"
|
||||
Condition="Exists($(ComputerSpecificConfig))" />
|
||||
|
||||
<PropertyGroup Label="ProtoBuf">
|
||||
<ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
|
||||
<protoc>$(Externals)\bin\protoc.exe</protoc>
|
||||
<protogen>$(Externals)\bin\protogen.exe</protogen>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemDefinitionGroup>
|
||||
<Proto2></Proto2>
|
||||
<Proto3>
|
||||
<OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
|
||||
<OutCS>%(OutBase)%(FileName).cs</OutCS>
|
||||
<OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
|
||||
<OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
|
||||
<OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
|
||||
<CompileOptions></CompileOptions>
|
||||
</Proto3>
|
||||
<Proto3Excel>
|
||||
<OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
|
||||
<OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
|
||||
<CompileOptions></CompileOptions>
|
||||
</Proto3Excel>
|
||||
</ItemDefinitionGroup>
|
||||
|
||||
</Project>
|
||||
@@ -1,94 +0,0 @@
|
||||
<Project>
|
||||
|
||||
<Target
|
||||
Name="CompileProto2"
|
||||
Condition="'@(Proto2)'!=''"
|
||||
Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)"
|
||||
Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
|
||||
AfterTargets="PreBuildEvent">
|
||||
<PropertyGroup>
|
||||
<SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
|
||||
<SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
|
||||
<WorkingDirectory>$(GenDir)\proto2</WorkingDirectory>
|
||||
</PropertyGroup>
|
||||
<MakeDir Directories="$(WorkingDirectory)" />
|
||||
<Copy
|
||||
SourceFiles="%(Proto2.FullPath)"
|
||||
DestinationFolder="$(WorkingDirectory)"
|
||||
SkipUnchangedFiles="True"
|
||||
UseHardLinksIfPossible="True" />
|
||||
<Error
|
||||
Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive"
|
||||
Condition="!Exists($(protogen))" />
|
||||
<Exec
|
||||
Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)\include"
|
||||
WorkingDirectory="$(WorkingDirectory)" />
|
||||
<ItemGroup>
|
||||
<Compile Include="$(WorkingDirectory)\%(Proto2.filename).cs" />
|
||||
</ItemGroup>
|
||||
</Target>
|
||||
|
||||
<!--
|
||||
Run this after GetAssemblyVersion because it happens after the Xaml compiler
|
||||
and exists in both xaml and non-xaml projects. One of the (many) xaml compile
|
||||
passes wipes out the additional compile includes that we add.
|
||||
-->
|
||||
<Target
|
||||
Name="CompileProto3"
|
||||
AfterTargets="GetAssemblyVersion"
|
||||
Condition="'@(Proto3)'!=''"
|
||||
Inputs="$(protoc);
|
||||
%(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
|
||||
$(ProtocPluginBase)\templates\c#\client.pb.cs;
|
||||
$(ProtocPluginBase)\templates\c#\server.pb.cs;
|
||||
$(ProtocPluginBase)\templates\c#\immutable.pb.cs;"
|
||||
Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
|
||||
<MakeDir Directories="%(Proto3.OutBase)" />
|
||||
|
||||
<Message
|
||||
Importance="High"
|
||||
Text="Generating service %(Proto3.FileName)" />
|
||||
<Exec Command="$(SparkRoot)\.venv\Scripts\activate.bat" />
|
||||
<Exec Command="set PYTHONPATH=$(SparkRoot)\.venv\Scripts\python" />
|
||||
<Exec
|
||||
Command="
|
||||
$(protoc) %* %(Proto3.FullPath) ^
|
||||
--error_format=msvs ^
|
||||
--proto_path=$(SourceRoot) ^
|
||||
--plugin="protoc-gen-service=$(ProtocPluginBase)\plugin.cmd" ^
|
||||
--service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) ^
|
||||
--csharp_out=%(CompileOptions)%(Proto3.OutBase)"
|
||||
WorkingDirectory="%(relativedir)" />
|
||||
<ItemGroup>
|
||||
<Compile Include="%(Proto3.OutCS)" />
|
||||
<Compile Include="%(Proto3.OutCSClient)" />
|
||||
<Compile Include="%(Proto3.OutCSServer)" />
|
||||
<Compile Include="%(Proto3.OutCSImmutable)" />
|
||||
</ItemGroup>
|
||||
</Target>
|
||||
|
||||
<Target Name="RemoveSystemRuntimeFromRefPack"
|
||||
BeforeTargets="_HandlePackageFileConflicts"
|
||||
Condition="'@(Reference -> WithMetadataValue('NugetPackageId', 'System.Runtime.Experimental'))' != ''">
|
||||
<ItemGroup>
|
||||
<Reference Remove="@(Reference)"
|
||||
Condition="$([System.String]::Copy(%(Reference.Identity)).Contains('System.Runtime.dll')) and
|
||||
'%(Reference.NuGetPackageId)' == 'Microsoft.NETCore.App.Ref'" />
|
||||
</ItemGroup>
|
||||
</Target>
|
||||
|
||||
<Target
|
||||
Name="AfterClean"
|
||||
AfterTargets="Clean">
|
||||
<Delete Files="%(Proto3.OutCS)" />
|
||||
<Delete Files="%(Proto3.OutCSClient)" />
|
||||
<Delete Files="%(Proto3.OutCSServer)" />
|
||||
<Delete Files="%(Proto3.OutCSImmutable)" />
|
||||
<Delete Files="$(GenDir)\proto2\*" />
|
||||
</Target>
|
||||
|
||||
<Target
|
||||
Name="Test"
|
||||
DependsOnTargets="Build"></Target>
|
||||
|
||||
</Project>
|
||||
@@ -0,0 +1,76 @@
|
||||
<Project>
|
||||
|
||||
<PropertyGroup>
|
||||
<ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
|
||||
<SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
|
||||
<SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
|
||||
<Externals>$(SparkRoot)\externals\windows</Externals>
|
||||
<Externals Condition=" '$(OS)' != 'Windows_NT' ">$(SparkRoot)/externals/linux</Externals>
|
||||
<DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
|
||||
<ErrorReport>None</ErrorReport>
|
||||
<Prefer32Bit>False</Prefer32Bit>
|
||||
<Deterministic>true</Deterministic>
|
||||
<EnableDefaultContentItems>False</EnableDefaultContentItems>
|
||||
<ShowMissingItemTypes>false</ShowMissingItemTypes>
|
||||
<Configuration Condition="'$(configuration)'==''">Debug</Configuration>
|
||||
</PropertyGroup>
|
||||
|
||||
<PropertyGroup Label="Output">
|
||||
<BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
|
||||
<OutputPath>$(BaseOutputPath)\bin</OutputPath>
|
||||
<BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
|
||||
<IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
|
||||
<GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
|
||||
</PropertyGroup>
|
||||
|
||||
|
||||
<Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />
|
||||
|
||||
<ItemGroup>
|
||||
<AvailableItemName Include="Proto2">
|
||||
<Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto2</Targets>
|
||||
<Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto2Linux</Targets>
|
||||
</AvailableItemName>
|
||||
<AvailableItemName Include="Proto3">
|
||||
<Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto3</Targets>
|
||||
<Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto3Linux</Targets>
|
||||
</AvailableItemName>
|
||||
<AvailableItemName Include="Proto3Excel">
|
||||
<Targets Condition=" '$(OS)' == 'Windows_NT' ">CompileProto3Excel</Targets>
|
||||
</AvailableItemName>
|
||||
</ItemGroup>
|
||||
|
||||
<PropertyGroup Label="ProtoBuf">
|
||||
<ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
|
||||
<ProtoInclude>$(Externals)\include</ProtoInclude>
|
||||
<protoc>$(Externals)\bin\protoc.exe</protoc>
|
||||
<protogen>$(Externals)\bin\protogen.exe</protogen>
|
||||
</PropertyGroup>
|
||||
|
||||
<PropertyGroup Label="ProtoBuf" Condition=" '$(OS)' != 'Windows_NT' ">
|
||||
<ProtocPluginBase>$(SparkRoot)/src/lib/api/service_compiler</ProtocPluginBase>
|
||||
<ProtoInclude>$(Externals)/include</ProtoInclude>
|
||||
<protoc>$(Externals)/bin/protoc</protoc>
|
||||
<protoc_rename>$(Externals)/bin/lowercase_files.sh</protoc_rename>
|
||||
<protogen>$(Externals)/bin/protogen</protogen>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemDefinitionGroup>
|
||||
<Proto2>
|
||||
</Proto2>
|
||||
<Proto3>
|
||||
<OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
|
||||
<OutCS>%(OutBase)%(FileName).cs</OutCS>
|
||||
<OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
|
||||
<OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
|
||||
<OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
|
||||
<CompileOptions></CompileOptions>
|
||||
</Proto3>
|
||||
<Proto3Excel>
|
||||
<OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
|
||||
<OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
|
||||
<CompileOptions></CompileOptions>
|
||||
</Proto3Excel>
|
||||
</ItemDefinitionGroup>
|
||||
|
||||
</Project>
|
||||
@@ -0,0 +1,159 @@
|
||||
<Project>
|
||||
|
||||
|
||||
|
||||
<Target Name="CompileProto2"
|
||||
Condition="'@(Proto2)'!='' AND '$(OS)' == 'Windows_NT' "
|
||||
Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)"
|
||||
Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
|
||||
AfterTargets="PreBuildEvent">
|
||||
<PropertyGroup>
|
||||
<SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
|
||||
<SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
|
||||
<WorkingDirectory>$(GenDir)\proto2</WorkingDirectory>
|
||||
</PropertyGroup>
|
||||
<MakeDir Directories="$(WorkingDirectory)" />
|
||||
<Copy SourceFiles="%(Proto2.FullPath)" DestinationFolder="$(WorkingDirectory)" SkipUnchangedFiles="True" UseHardLinksIfPossible="True" />
|
||||
<Error Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive" Condition="!Exists($(protogen))" />
|
||||
<Exec Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)\include"
|
||||
WorkingDirectory="$(WorkingDirectory)" />
|
||||
<ItemGroup>
|
||||
<Compile Include="$(WorkingDirectory)\%(Proto2.filename).cs" />
|
||||
</ItemGroup>
|
||||
</Target>
|
||||
|
||||
<!--
|
||||
Run this after GetAssemblyVersion because it happens after the Xaml compiler
|
||||
and exists in both xaml and non-xaml projects. One of the (many) xaml compile
|
||||
passes wipes out the additional compile includes that we add.
|
||||
-->
|
||||
<Target Name="CompileProto3" AfterTargets="GetAssemblyVersion"
|
||||
Condition="'@(Proto3)'!='' AND '$(OS)' == 'Windows_NT' "
|
||||
Inputs="$(protoc);
|
||||
%(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
|
||||
$(ProtocPluginBase)\templates\c#\client.pb.cs;
|
||||
$(ProtocPluginBase)\templates\c#\server.pb.cs;
|
||||
$(ProtocPluginBase)\templates\c#\immutable.pb.cs;"
|
||||
Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
|
||||
<MakeDir Directories="%(Proto3.OutBase)" />
|
||||
|
||||
<Message Importance="High" Text="Generating service %(Proto3.FileName)" />
|
||||
<Exec Command="
|
||||
set PATH=$(spark_build_python_path);%path% &
|
||||
set PYTHONPATH=$(Externals)\python &
|
||||
$(protoc) ^
|
||||
%(Proto3.FullPath) ^
|
||||
--error_format=msvs ^
|
||||
--proto_path=$(protoinc);$(SourceRoot) ^
|
||||
--plugin="protoc-gen-service=$(ProtocPluginBase)\plugin.cmd" ^
|
||||
--service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) ^
|
||||
--csharp_out=%(CompileOptions)%(Proto3.OutBase)"
|
||||
WorkingDirectory="%(relativedir)" />
|
||||
<ItemGroup>
|
||||
<Compile Include="%(Proto3.OutCS)" />
|
||||
<Compile Include="%(Proto3.OutCSClient)" />
|
||||
<Compile Include="%(Proto3.OutCSServer)" />
|
||||
<Compile Include="%(Proto3.OutCSImmutable)" />
|
||||
</ItemGroup>
|
||||
</Target>
|
||||
|
||||
<Target Name="CompileProto3Excel" AfterTargets="GetAssemblyVersion"
|
||||
Condition="'@(Proto3Excel)'!='' AND '$(OS)' == 'Windows_NT' "
|
||||
Inputs="$(protoc);
|
||||
%(Proto3Excel.Identity);$(ProtocPluginBase)\plugin.py;
|
||||
$(ProtocPluginBase)\templates\excel\excel.pb.cs;"
|
||||
Outputs="%(Proto3Excel.OutCSExcel)">
|
||||
<MakeDir Directories="%(Proto3Excel.OutBase)" />
|
||||
|
||||
<Message Importance="High" Text="Generating excel service %(Proto3Excel.FileName)" />
|
||||
<Exec Command="
|
||||
set PATH=$(spark_build_python_path);%path% &
|
||||
set PYTHONPATH=$(Externals)\python &
|
||||
$(protoc) ^
|
||||
%(Proto3Excel.FullPath) ^
|
||||
--error_format=msvs ^
|
||||
--proto_path=$(protoinc);$(SourceRoot) ^
|
||||
--plugin="protoc-gen-service=$(ProtocPluginBase)\plugin.cmd" ^
|
||||
--service_out=lang=excel,strip_out_path=1:%(Proto3Excel.OutBase) ^
|
||||
"
|
||||
WorkingDirectory="%(relativedir)" />
|
||||
<ItemGroup>
|
||||
<Compile Include="%(Proto3Excel.OutCSExcel)" />
|
||||
</ItemGroup>
|
||||
</Target>
|
||||
|
||||
|
||||
<Target Name="CompileProto2Linux"
|
||||
Condition="'@(Proto2)'!='' AND '$(OS)' != 'Windows_NT' "
|
||||
Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)"
|
||||
Outputs="$(GenDir)/proto2/%(Proto2.filename).cs"
|
||||
AfterTargets="PreBuildEvent">
|
||||
<PropertyGroup>
|
||||
<SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
|
||||
<SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
|
||||
<WorkingDirectory>$(GenDir)/proto2</WorkingDirectory>
|
||||
</PropertyGroup>
|
||||
<MakeDir Directories="$(WorkingDirectory)" />
|
||||
<Copy SourceFiles="%(Proto2.FullPath)" DestinationFolder="$(WorkingDirectory)" SkipUnchangedFiles="True" UseHardLinksIfPossible="True" />
|
||||
<Error Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive" Condition="!Exists($(protogen))" />
|
||||
<Message Importance="High" Text="Doing Proto2 %(proto2.filename)" />
|
||||
<Exec Command="PYTHONPATH=$(Externals)/python $(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)/include"
|
||||
WorkingDirectory="$(WorkingDirectory)" />
|
||||
<ItemGroup>
|
||||
<Compile Include="$(WorkingDirectory)/%(Proto2.filename).cs" />
|
||||
</ItemGroup>
|
||||
</Target>
|
||||
|
||||
<Target Name="CompileProto3Linux" AfterTargets="GetAssemblyVersion"
|
||||
Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' "
|
||||
Inputs="$(protoc);
|
||||
%(Proto3.Identity);$(ProtocPluginBase)/plugin.py;
|
||||
$(ProtocPluginBase)/templates/c#/client.pb.cs;
|
||||
$(ProtocPluginBase)/templates/c#/server.pb.cs;
|
||||
$(ProtocPluginBase)/templates/c#/immutable.pb.cs;"
|
||||
Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
|
||||
<MakeDir Directories="%(Proto3.OutBase)" />
|
||||
<MakeDir Directories="$(IntermediateOutputPath)/gen" />
|
||||
|
||||
<Message Importance="High" Text="Generating service %(Proto3.FileName)" />
|
||||
<Exec Command="
|
||||
PYTHONPATH=$(Externals)/python $(protoc) \
|
||||
%(Proto3.FullPath) \
|
||||
--error_format=gcc \
|
||||
--proto_path=$(protoinc):$(SourceRoot) \
|
||||
--plugin='protoc-gen-service=$(ProtocPluginBase)/plugin.py' \
|
||||
--service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) \
|
||||
--csharp_out=%(CompileOptions)%(Proto3.OutBase)"
|
||||
WorkingDirectory="%(relativedir)" />
|
||||
|
||||
<!-- <Exec Command="$(protoc_rename) %(Proto3.OutBase)" /> -->
|
||||
|
||||
<ItemGroup>
|
||||
<Compile Include="%(Proto3.OutCS)" />
|
||||
<Compile Include="%(Proto3.OutCSClient)" />
|
||||
<Compile Include="%(Proto3.OutCSServer)" />
|
||||
<Compile Include="%(Proto3.OutCSImmutable)" />
|
||||
</ItemGroup>
|
||||
</Target>
|
||||
|
||||
<!-- <Target Name="RenameProto3Linux" AfterTargets="CompileProto3Linux"
|
||||
Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' ">
|
||||
<Move SourceFiles="$(OutBase)\Apicore.cs" DestinationFiles="$(OutBase)\apicore.cs" />
|
||||
<Move SourceFiles="$(OutBase)\Apioptions.cs" DestinationFiles="$(OutBase)\apioptions.cs" />
|
||||
<Move SourceFiles="$(OutBase)\Co2.cs" DestinationFiles="$(OutBase)\co2.cs" />
|
||||
</Target> -->
|
||||
|
||||
|
||||
<Target Name="AfterClean" AfterTargets="Clean">
|
||||
<Delete Files="%(Proto3.OutCS)" />
|
||||
<Delete Files="%(Proto3.OutCSClient)" />
|
||||
<Delete Files="%(Proto3.OutCSServer)" />
|
||||
<Delete Files="%(Proto3.OutCSImmutable)" />
|
||||
<Delete Files="$(GenDir)/proto2/*" />
|
||||
<Delete Files="%(Proto3Excel.OutCSExcel)" />
|
||||
</Target>
|
||||
|
||||
<Target Name="Test" DependsOnTargets="Build">
|
||||
</Target>
|
||||
|
||||
</Project>
|
||||
@@ -0,0 +1,14 @@
|
||||
#!/bin/bash
|
||||
|
||||
#$1 = Debug / Release (CMAKE_BUILD_TYPE), $2 = CMAKE_BINARY_DIR
|
||||
cd "$(dirname "$0")"
|
||||
echo $PWD dotnet build -c $1 ./sparkcmd/
|
||||
dotnet build -c $1 ./sparkcmd/
|
||||
|
||||
if [ "$1" == "Release" ]
|
||||
then
|
||||
dotnet publish -c $1 ./sparkcmd/
|
||||
ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.0/linux-x64/publish
|
||||
fi
|
||||
|
||||
ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.0/linux-x64
|
||||
@@ -1,159 +0,0 @@
|
||||
#nullable enable
|
||||
namespace mbts.spark {
|
||||
using bts.api.analytics;
|
||||
|
||||
using mbts.analytics;
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
|
||||
class AnalyticsExpirationParametersRowVM : DisposableViewModelBase, ISelectable, IEquatable<AnalyticsExpirationParametersRowVM> {
|
||||
readonly AnalyticsExpirationParameters _committed_value;
|
||||
readonly Property<bool> _is_selected;
|
||||
|
||||
readonly Property<ExpirationDriverImmutable?> _driver;
|
||||
readonly Property<SecurityExpiration?> _deliverable;
|
||||
readonly Property<SecurityExpiration?> _roll_schedule;
|
||||
readonly Property<double> _roll_target;
|
||||
readonly Property<double> _riskless_rate;
|
||||
readonly Property<double> _settlement_price;
|
||||
readonly Property<double> _delta_beta;
|
||||
readonly Property<double> _vega_beta;
|
||||
|
||||
readonly Property<bool> _is_driver_dirty;
|
||||
readonly Property<bool> _is_deliverable_dirty;
|
||||
readonly Property<bool> _is_roll_schedule_dirty;
|
||||
readonly Property<bool> _is_roll_target_dirty;
|
||||
readonly Property<bool> _is_riskless_rate_dirty;
|
||||
readonly Property<bool> _is_settlement_price_dirty;
|
||||
readonly Property<bool> _is_delta_beta_dirty;
|
||||
readonly Property<bool> _is_vega_beta_dirty;
|
||||
readonly Property<bool> _is_dirty;
|
||||
|
||||
bool _is_last_row_of_month_group;
|
||||
|
||||
public AnalyticsExpirationParametersRowVM(
|
||||
AnalyticsExpirationParametersVM owner, AnalyticsExpirationParameters committed_value) {
|
||||
this.owner = owner;
|
||||
_committed_value = committed_value;
|
||||
security = committed_value.security ?? throw new ArgumentException("security must be non-null", nameof(committed_value));
|
||||
|
||||
_is_selected = backing(nameof(is_selected), false);
|
||||
_is_selected.Changed += (oldval, newval) => is_selected_changed?.Invoke(newval);
|
||||
|
||||
var is_dirty_srcs = new List<IObservable<bool>>();
|
||||
(_driver, _is_driver_dirty) = mk_cell_props<ExpirationDriverImmutable?>(nameof(driver), committed_value.driver);
|
||||
(_deliverable, _is_deliverable_dirty) = mk_cell_props<SecurityExpiration?>(nameof(deliverable), committed_value.deliverable_security);
|
||||
(_roll_schedule, _is_roll_schedule_dirty) = mk_cell_props<SecurityExpiration?>(nameof(roll_schedule), committed_value.roll_schedule_expiration);
|
||||
(_roll_target, _is_roll_target_dirty) = mk_cell_props(nameof(roll_target), committed_value.roll_target);
|
||||
(_riskless_rate, _is_riskless_rate_dirty) = mk_cell_props(nameof(riskless_rate), committed_value.riskless_rate);
|
||||
(_settlement_price, _is_settlement_price_dirty) = mk_cell_props(nameof(settlement_price), committed_value.settlement_price);
|
||||
(_delta_beta, _is_delta_beta_dirty) = mk_cell_props(nameof(delta_beta), committed_value.delta_beta);
|
||||
(_vega_beta, _is_vega_beta_dirty) = mk_cell_props(nameof(vega_beta), committed_value.vega_beta);
|
||||
|
||||
_is_dirty = backing(
|
||||
nameof(is_dirty),
|
||||
Observable.CombineLatest(is_dirty_srcs).Select(dirties => dirties.Any()).OnDispatcher());
|
||||
|
||||
(Property<T> prop, Property<bool> dirty_prop) mk_cell_props<T>(string name, T orig_val) {
|
||||
var prop = backing(name, orig_val);
|
||||
var dirty_src = prop.observe_current(true).Select(new_val => !Equals(new_val, orig_val));
|
||||
is_dirty_srcs.Add(dirty_src);
|
||||
var dirty_prop = backing($"is_{prop.name}_dirty", dirty_src);
|
||||
return (prop, dirty_prop);
|
||||
}
|
||||
}
|
||||
|
||||
public event Action<bool>? is_selected_changed;
|
||||
|
||||
public AnalyticsExpirationParametersVM owner { get; }
|
||||
public SecurityExpiration security { get; }
|
||||
public ExpirationDriverImmutable? driver {
|
||||
get => _driver.Value;
|
||||
set => _driver.set(value);
|
||||
}
|
||||
public SecurityExpiration? deliverable {
|
||||
get => _deliverable.Value;
|
||||
set => _deliverable.set(value);
|
||||
}
|
||||
public SecurityExpiration? roll_schedule {
|
||||
get => _roll_schedule.Value;
|
||||
set => _roll_schedule.set(value);
|
||||
}
|
||||
public AnalyticsExpirationParameters original_params => _committed_value;
|
||||
|
||||
public double roll_target { get => _roll_target.Value; set => _roll_target.set(value); }
|
||||
public double riskless_rate { get => _riskless_rate.Value; set => _riskless_rate.set(value); }
|
||||
public double settlement_price { get => _settlement_price.Value; set => _settlement_price.set(value); }
|
||||
public double delta_beta { get => _delta_beta.Value; set => _delta_beta.set(value); }
|
||||
public double vega_beta { get => _vega_beta.Value; set => _vega_beta.set(value); }
|
||||
|
||||
public bool is_driver_dirty => _is_driver_dirty.Value;
|
||||
public bool is_deliverable_dirty => _is_deliverable_dirty.Value;
|
||||
public bool is_roll_schedule_dirty => _is_roll_schedule_dirty.Value;
|
||||
public bool is_roll_target_dirty => _is_roll_target_dirty.Value;
|
||||
public bool is_riskless_rate_dirty => _is_riskless_rate_dirty.Value;
|
||||
public bool is_settlement_price_dirty => _is_settlement_price_dirty.Value;
|
||||
public bool is_delta_beta_dirty => _is_delta_beta_dirty.Value;
|
||||
public bool is_vega_beta_dirty => _is_vega_beta_dirty.Value;
|
||||
public bool is_dirty => _is_dirty.Value;
|
||||
|
||||
public bool is_selected {
|
||||
get => _is_selected.Value;
|
||||
set => _is_selected.set(value);
|
||||
}
|
||||
|
||||
public bool is_last_row_of_month_group {
|
||||
get => _is_last_row_of_month_group;
|
||||
set => Set(ref _is_last_row_of_month_group, value);
|
||||
}
|
||||
|
||||
public AnalyticsExpirationParameters candidate_value => new(
|
||||
security,
|
||||
driver,
|
||||
deliverable?.is_empty() ?? false ? null : deliverable,
|
||||
roll_schedule?.is_empty() ?? false ? null : roll_schedule,
|
||||
roll_target,
|
||||
riskless_rate,
|
||||
settlement_price,
|
||||
delta_beta,
|
||||
vega_beta);
|
||||
|
||||
public IObservable<SecurityExpiration?> observe_roll_schedule() =>
|
||||
_roll_schedule.observe_current(true);
|
||||
|
||||
public IObservable<bool> observe_roll_schedule_dirty() =>
|
||||
_is_roll_schedule_dirty.observe_current(true);
|
||||
|
||||
public IObservable<bool> observe_is_dirty() =>
|
||||
_is_dirty.observe_current(true);
|
||||
|
||||
public void revert() {
|
||||
driver = _committed_value.driver;
|
||||
deliverable = _committed_value.deliverable_security;
|
||||
roll_schedule = _committed_value.roll_schedule_expiration;
|
||||
roll_target = _committed_value.roll_target;
|
||||
riskless_rate = _committed_value.riskless_rate;
|
||||
settlement_price = _committed_value.settlement_price;
|
||||
delta_beta = _committed_value.delta_beta;
|
||||
vega_beta = _committed_value.vega_beta;
|
||||
}
|
||||
|
||||
public override string ToString() =>
|
||||
$"sec: {security}; drv: {driver}; dlv: {deliverable}; roll: {roll_schedule} @ {roll_target}";
|
||||
|
||||
public bool Equals(AnalyticsExpirationParametersRowVM? other) =>
|
||||
other is not null &&
|
||||
security.Equals(other.security);
|
||||
|
||||
public override bool Equals(object? obj) =>
|
||||
Equals(obj as AnalyticsExpirationParametersRowVM);
|
||||
|
||||
public override int GetHashCode() =>
|
||||
security.GetHashCode();
|
||||
}
|
||||
}
|
||||
@@ -1,19 +0,0 @@
|
||||
namespace mbts.spark {
|
||||
using ProtoBuf;
|
||||
|
||||
[ProtoContract]
|
||||
class AnalyticsExpirationParametersSettings {
|
||||
public const int VERSION = 1;
|
||||
|
||||
public static AnalyticsExpirationParametersSettings Default => new();
|
||||
|
||||
[ProtoMember(10)]
|
||||
public string[] selected_symbols {get;set;}
|
||||
|
||||
[ProtoMember(20)]
|
||||
public bool auto_copy_rates_is_checked {get;set;}
|
||||
|
||||
[ProtoMember(30)]
|
||||
public bool auto_copy_rolls_is_checked {get;set;}
|
||||
}
|
||||
}
|
||||
@@ -1,307 +0,0 @@
|
||||
#nullable enable
|
||||
namespace mbts.spark {
|
||||
using bts.api;
|
||||
using bts.api.analytics;
|
||||
using bts.collections;
|
||||
using bts.reactive;
|
||||
using bts.utils;
|
||||
|
||||
using mbts;
|
||||
using mbts.analytics;
|
||||
using mbts.collections;
|
||||
using mbts.ui;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.shell;
|
||||
using mbts.ui.utility;
|
||||
using mbts.utils;
|
||||
|
||||
using Spark.Core;
|
||||
using Spark.Core.Collections;
|
||||
using Spark.Core.Disposables;
|
||||
using Spark.ViewModel.Commands;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Collections.Immutable;
|
||||
using System.Collections.ObjectModel;
|
||||
using System.Collections.Specialized;
|
||||
using System.Diagnostics.CodeAnalysis;
|
||||
using System.Linq;
|
||||
using System.Reactive;
|
||||
using System.Reactive.Linq;
|
||||
using System.Windows.Controls;
|
||||
using System.Windows.Input;
|
||||
|
||||
class AnalyticsExpirationParametersVM : DisposableViewModelBase, IHandleRowSelection {
|
||||
readonly IBus _bus;
|
||||
readonly ObservableCollection<AnalyticsExpirationParameters> _parameters = new();
|
||||
readonly DeferrableAction _sync_visible_rows;
|
||||
readonly Property<AnalyticsExpirationParametersRowVM?> _copy_row_source;
|
||||
readonly Property<bool> _auto_copy_rolls_is_checked;
|
||||
readonly Property<bool> _auto_copy_rates_is_checked;
|
||||
readonly DelegateProperty<bool> _is_dirty;
|
||||
readonly ObservableHashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
|
||||
readonly DeferrableAction _raise_selected_rows_changed;
|
||||
readonly IRaiseCanExecuteChangedCommand _set_driver_to_nearest_exp_cmd;
|
||||
IList<string>? _pending_selected_symbols;
|
||||
|
||||
AnalyticsExpirationParametersMap? _parameter_map;
|
||||
(ICommand cmd, IDisposable can_exe_sub)? _smart_copy_roll_target_to_selection_cmd;
|
||||
(ICommand cmd, IDisposable can_exe_sub)? _smart_copy_riskless_rate_to_selection_cmd;
|
||||
|
||||
public AnalyticsExpirationParametersVM(
|
||||
IBus bus, AnalyticsExpirationParametersSettings startup_data) {
|
||||
_bus = bus;
|
||||
_auto_copy_rates_is_checked = backing(nameof(auto_copy_rates_is_checked), false);
|
||||
_auto_copy_rolls_is_checked = backing(nameof(auto_copy_rolls_is_checked), false);
|
||||
_raise_selected_rows_changed = new(() => selected_rows_changed?.Invoke(_selected_rows));
|
||||
var selected_symbol_ref_count = new RefCountMap<string>();
|
||||
_sync_visible_rows = new(() =>
|
||||
visible_rows.sync_with(
|
||||
rows.Where(x => selected_symbol_ref_count.ContainsKey(x.security.symbol))));
|
||||
non_options_with_empty = new ObservableAggregateCollection<SecurityExpiration>(
|
||||
new() { SecurityExpiration.empty }, non_options);
|
||||
|
||||
_copy_row_source = backing<AnalyticsExpirationParametersRowVM?>(nameof(copy_row_source));
|
||||
_is_dirty = backing(nameof(is_dirty), () => rows.Any(r => r.is_dirty));
|
||||
|
||||
if (startup_data is not null) {
|
||||
_pending_selected_symbols = startup_data.selected_symbols;
|
||||
auto_copy_rolls_is_checked = startup_data.auto_copy_rolls_is_checked;
|
||||
auto_copy_rates_is_checked = startup_data.auto_copy_rates_is_checked;
|
||||
}
|
||||
|
||||
var explicit_drivers = new ObservableCollection<ExpirationDriverImmutable>();
|
||||
drivers = ObservableAggregateCollection.create(
|
||||
new() { new ExpirationDriverImmutable(new() { TimeWeightedInterpolated = new() }) },
|
||||
explicit_drivers);
|
||||
_set_driver_to_nearest_exp_cmd = new Command(
|
||||
() => _set_driver_to_nearest_exp(_selected_rows), () => _selected_rows.Count > 0);
|
||||
commit_cmd = ObservantCommand.create(_commit, out var can_commit_observer);
|
||||
revert_cmd = ObservantCommand.create(_revert, out var can_revert_observer);
|
||||
selected_rows_changed += _ => _set_driver_to_nearest_exp_cmd.RaiseCanExecuteChanged();
|
||||
|
||||
_dispose = Disposable.Create(
|
||||
_selected_rows.Subscribe((s, e) => _raise_selected_rows_changed.Invoke()),
|
||||
ObservableAutoWrapper.connect(_parameters, rows, p => new(this, p), r => r.Dispose()),
|
||||
ObservableAutoWrapper.connect(
|
||||
non_options,
|
||||
explicit_drivers,
|
||||
sec => new ExpirationDriverImmutable(new() { Security = sec.to_api_sec_exp() })),
|
||||
rows.Subscribe((s, e) => _sync_visible_rows.Invoke()),
|
||||
_bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(
|
||||
CompositeObserver.create(
|
||||
Observer.Create<AnalyticsExpirationParametersMap>(_on_parameter_map),
|
||||
can_commit_observer.wrap<bool, AnalyticsExpirationParametersMap>(m => m is not null))),
|
||||
ObservableAutoWrapper.connect_item_hooks(selected_symbols, sym => {
|
||||
if (selected_symbol_ref_count.increment_adds_key(sym)) {
|
||||
_sync_visible_rows.Invoke();
|
||||
}
|
||||
return Disposable.Create(() => {
|
||||
if (selected_symbol_ref_count.decrement_removes_key(sym)) {
|
||||
_sync_visible_rows.Invoke();
|
||||
}
|
||||
});
|
||||
}),
|
||||
ObservableAutoWrapper.connect_item_hooks(
|
||||
rows, r => r.observe_is_dirty().Subscribe(_ => _is_dirty.refresh())),
|
||||
_is_dirty.observe_current(true).OnDispatcher().Subscribe(can_revert_observer),
|
||||
Disposable.Create(() => {
|
||||
rows.DisposeAll();
|
||||
_smart_copy_roll_target_to_selection_cmd?.can_exe_sub?.Dispose();
|
||||
_smart_copy_riskless_rate_to_selection_cmd?.can_exe_sub?.Dispose();
|
||||
}));
|
||||
}
|
||||
|
||||
public event Action<IReadOnlySet<AnalyticsExpirationParametersRowVM>>? selected_rows_changed;
|
||||
|
||||
public ObservableCollection<SecurityExpiration> non_options { get; } = new();
|
||||
public IReadOnlyObservableCollection<ExpirationDriverImmutable> drivers { get; }
|
||||
public ObservableCollection<SecurityExpiration> non_options_with_empty { get; } = new();
|
||||
|
||||
public ObservableCollection<AnalyticsExpirationParametersRowVM> rows { get; } = new();
|
||||
public ObservableCollection<AnalyticsExpirationParametersRowVM> visible_rows { get; } = new();
|
||||
public AnalyticsExpirationParametersRowVM? copy_row_source {
|
||||
get => _copy_row_source.Value;
|
||||
set => _copy_row_source.set(value);
|
||||
}
|
||||
|
||||
public ObservableCollection<string> symbols { get; } = new();
|
||||
public ObservableCollection<string> selected_symbols { get; } = new();
|
||||
|
||||
public bool is_dirty => _is_dirty.Value;
|
||||
|
||||
public bool auto_copy_rolls_is_checked {
|
||||
get => _auto_copy_rolls_is_checked.Value;
|
||||
set => _auto_copy_rolls_is_checked.set(value);
|
||||
}
|
||||
public IObservable<bool> observe_auto_copy_rolls() =>
|
||||
_auto_copy_rolls_is_checked.observe_current(true);
|
||||
|
||||
public bool auto_copy_rates_is_checked {
|
||||
get => _auto_copy_rates_is_checked.Value;
|
||||
set => _auto_copy_rates_is_checked.set(value);
|
||||
}
|
||||
public IObservable<bool> observe_auto_copy_rates() =>
|
||||
_auto_copy_rates_is_checked.observe_current(true);
|
||||
|
||||
public ICommand toggle_auto_copy_rates_cmd =>
|
||||
new Command(() => auto_copy_rates_is_checked = !auto_copy_rates_is_checked);
|
||||
public ICommand toggle_auto_copy_rolls_cmd =>
|
||||
new Command(() => auto_copy_rolls_is_checked = !auto_copy_rolls_is_checked);
|
||||
|
||||
public ICommand commit_cmd { get; }
|
||||
public ICommand revert_cmd { get; }
|
||||
|
||||
public ICommand set_driver_to_nearest_exp_cmd => _set_driver_to_nearest_exp_cmd;
|
||||
|
||||
public ICommand copy_driver_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.driver = f.driver);
|
||||
public ICommand copy_deliverable_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.deliverable = f.deliverable);
|
||||
public ICommand copy_roll_schedule_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.roll_schedule = f.roll_schedule);
|
||||
public ICommand copy_roll_target_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.roll_target = f.roll_target);
|
||||
public ICommand copy_riskless_rate_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.riskless_rate = f.riskless_rate);
|
||||
public ICommand copy_settlement_price_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.settlement_price = f.settlement_price);
|
||||
public ICommand copy_delta_beta_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.delta_beta = f.delta_beta);
|
||||
public ICommand copy_vega_beta_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.vega_beta = f.vega_beta);
|
||||
|
||||
public ICommand smart_copy_roll_target_to_selection_cmd =>
|
||||
(_smart_copy_roll_target_to_selection_cmd ??= _smart_copy_to_selection_cmd(
|
||||
(f, t) => t.roll_target = f.roll_target)).cmd;
|
||||
|
||||
public ICommand smart_copy_riskless_rate_to_selection_cmd =>
|
||||
(_smart_copy_riskless_rate_to_selection_cmd ??= _smart_copy_to_selection_cmd(
|
||||
(f, t) => t.riskless_rate = f.riskless_rate)).cmd;
|
||||
|
||||
public void commit(IEnumerable<AnalyticsExpirationParameters> data) =>
|
||||
_bus.post(SparkTags.ExpirationParametersCommitTag, data);
|
||||
|
||||
public IEnumerable<SecurityExpiration> get_smart_copy_roll_exps(
|
||||
AnalyticsExpirationParameters source) =>
|
||||
get_smart_copy_roll_exps(source.roll_schedule_expiration);
|
||||
|
||||
public IEnumerable<SecurityExpiration> get_smart_copy_roll_exps(
|
||||
SecurityExpiration roll_schedule_expiration) {
|
||||
foreach (var (exp, exp_params) in (_parameter_map?.exp_map).empty_if_null()) {
|
||||
if (exp_params.roll_schedule_expiration.Equals(roll_schedule_expiration)) {
|
||||
yield return exp;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public AnalyticsExpirationParametersSettings get_state() =>
|
||||
new() {
|
||||
selected_symbols = selected_symbols.Cast<string>().ToArray(),
|
||||
auto_copy_rates_is_checked = auto_copy_rates_is_checked,
|
||||
auto_copy_rolls_is_checked = auto_copy_rolls_is_checked
|
||||
};
|
||||
|
||||
void _set_driver_to_nearest_exp(IEnumerable<AnalyticsExpirationParametersRowVM> rows) {
|
||||
Func<ExpirationDriverImmutable, bool> is_unexpired = (d) => {
|
||||
var st = d.Security.to_sec_exp().security_tuple.to_api_sec_tuple();
|
||||
var exp = d.Security.Expiration.date_time();
|
||||
return SecurityExpirationHelper.is_unexpired(st, exp);
|
||||
};
|
||||
foreach (var r in rows) {
|
||||
if (drivers
|
||||
.Where(d => d.HasSecurity && d.Security.Symbol == r.security.symbol)
|
||||
.Where(d => is_unexpired(d))
|
||||
.TryGetMinElement(
|
||||
d => (r.security.expiration - d.Security.Expiration.date_time()).Ticks.abs(),
|
||||
out var nearest_exp)) {
|
||||
r.driver = nearest_exp;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Action<AnalyticsExpirationParametersRowVM> _copy_to_selection(
|
||||
Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
|
||||
from_row => {
|
||||
foreach (var to_row in _selected_rows) {
|
||||
copy_to_row(from_row, to_row);
|
||||
}
|
||||
};
|
||||
|
||||
ICommand _copy_to_selection_cmd(
|
||||
Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
|
||||
Command.create(_copy_to_selection(copy_to_row));
|
||||
|
||||
Action<AnalyticsExpirationParametersRowVM> _smart_copy_to_selection(
|
||||
Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
|
||||
from_row => {
|
||||
foreach (var to_row in _get_smart_copy_roll_target_rows(from_row)) {
|
||||
copy_to_row(from_row, to_row);
|
||||
}
|
||||
};
|
||||
|
||||
(ICommand cmd, IDisposable can_exe_sub) _smart_copy_to_selection_cmd(
|
||||
Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) {
|
||||
var copy_fn = _smart_copy_to_selection(copy_to_row);
|
||||
var cmd = ObservantCommand.create<AnalyticsExpirationParametersRowVM?>(
|
||||
r => copy_fn(r ?? throw new InvalidOperationException()),
|
||||
observe_can_execute,
|
||||
out var can_exe_observer);
|
||||
var can_exe_sub = _copy_row_source.observe_current(true).OnDispatcher()
|
||||
.Subscribe(can_exe_observer);
|
||||
return (cmd, can_exe_sub);
|
||||
|
||||
static IObservable<bool> observe_can_execute(AnalyticsExpirationParametersRowVM? row) =>
|
||||
row is null ?
|
||||
Observable.Return(false) :
|
||||
row.observe_roll_schedule()
|
||||
.CombineLatest(row.observe_roll_schedule_dirty(), (rs, rs_dirty) => (rs, rs_dirty))
|
||||
.Select(tup => !tup.rs?.is_empty() ?? false && !tup.rs_dirty)
|
||||
.OnDispatcher();
|
||||
}
|
||||
|
||||
IEnumerable<AnalyticsExpirationParametersRowVM> _get_smart_copy_roll_target_rows(
|
||||
AnalyticsExpirationParametersRowVM row) {
|
||||
var target_exps = get_smart_copy_roll_exps(
|
||||
row.original_params.roll_schedule_expiration)
|
||||
.ToHashSet();
|
||||
return rows.Where(r => target_exps.Contains(r.security));
|
||||
}
|
||||
|
||||
void _commit() {
|
||||
if (_parameter_map is null) {
|
||||
// Don't commit before [any] data has been received from the server
|
||||
return;
|
||||
}
|
||||
var new_params = rows.Select(r => r.candidate_value).ToImmutableList();
|
||||
_bus.post(SparkTags.ExpirationParametersCommitTag, new_params);
|
||||
}
|
||||
|
||||
void _revert() {
|
||||
foreach (var r in rows) {
|
||||
r.revert();
|
||||
}
|
||||
}
|
||||
|
||||
[MemberNotNull(nameof(_parameter_map))]
|
||||
void _on_parameter_map(AnalyticsExpirationParametersMap parameter_map) {
|
||||
bool is_first_update = _parameter_map is null;
|
||||
_parameter_map = parameter_map;
|
||||
_parameters.sync_with(parameter_map.get_sorted_exps().Select(parameter_map.get_parameter));
|
||||
non_options.sync_with(
|
||||
parameter_map.get_sorted_exps().Where(exp => exp.security_type != SecurityType.Option));
|
||||
|
||||
// Set `is_last_row_of_month_group` for each row
|
||||
foreach (var exp_rows in rows.GroupBy(r => r.security.expiration.Month)) {
|
||||
var sorted_exp_rows = exp_rows.OrderBy(r => r.security.expiration).ToList();
|
||||
foreach (var row in sorted_exp_rows.Take(sorted_exp_rows.Count - 1)) {
|
||||
row.is_last_row_of_month_group = false;
|
||||
}
|
||||
sorted_exp_rows.Last().is_last_row_of_month_group = true;
|
||||
}
|
||||
|
||||
symbols.sync_with(_parameters.Select(p => p.security.symbol).Distinct().Ordered());
|
||||
using var _ = _sync_visible_rows.defer();
|
||||
if (is_first_update) {
|
||||
selected_symbols.sync_with(_pending_selected_symbols?.Intersect(symbols) ?? symbols);
|
||||
_pending_selected_symbols = null;
|
||||
}
|
||||
}
|
||||
|
||||
public void row_selection_changed(SelectionChangedEventArgs e) =>
|
||||
RowSelectionHelper.apply_changes(_selected_rows, e);
|
||||
}
|
||||
}
|
||||
@@ -1,563 +0,0 @@
|
||||
<UserControl
|
||||
x:Class="mbts.ui.shell.AnalyticsExpirationParametersView"
|
||||
x:ClassModifier="internal"
|
||||
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
|
||||
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
|
||||
xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
|
||||
xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
|
||||
xmlns:c="clr-namespace:mbts.ui.controls"
|
||||
xmlns:u="clr-namespace:mbts.ui"
|
||||
xmlns:cv="clr-namespace:mbts.ui.converters"
|
||||
xmlns:shell="clr-namespace:mbts.ui.shell"
|
||||
Background="{u:BTSBrush UI.common_background}">
|
||||
<UserControl.Resources>
|
||||
<cv:DoubleTextConverter x:Key="DoubleTextConverter" />
|
||||
<cv:DoubleTextConverter
|
||||
x:Key="RisklessRateConverter"
|
||||
Multiplier="100" />
|
||||
|
||||
<CollectionViewSource x:Key="Drivers" Source="{Binding drivers}" />
|
||||
<CollectionViewSource x:Key="NonOptionsWithEmpty" Source="{Binding non_options_with_empty}" />
|
||||
|
||||
<DataTemplate x:Key="DriverTemplate">
|
||||
<TextBlock Text="{Binding Converter={x:Static shell:AnalyticsExpirationParametersView.driver_display_text_converter}}">
|
||||
<TextBlock.Style>
|
||||
<Style TargetType="TextBlock">
|
||||
<Style.Triggers>
|
||||
<Trigger
|
||||
Property="Text"
|
||||
Value="None">
|
||||
<Setter
|
||||
Property="FontStyle"
|
||||
Value="Italic" />
|
||||
</Trigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</TextBlock.Style>
|
||||
</TextBlock>
|
||||
</DataTemplate>
|
||||
|
||||
<DataTemplate x:Key="ExpirationTemplate">
|
||||
<TextBlock Text="{Binding Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_text_converter}}">
|
||||
<TextBlock.Style>
|
||||
<Style TargetType="TextBlock">
|
||||
<Style.Triggers>
|
||||
<Trigger
|
||||
Property="Text"
|
||||
Value="None">
|
||||
<Setter
|
||||
Property="FontStyle"
|
||||
Value="Italic" />
|
||||
</Trigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</TextBlock.Style>
|
||||
</TextBlock>
|
||||
</DataTemplate>
|
||||
|
||||
<ContextMenu x:Key="DriverContextMenu">
|
||||
<MenuItem
|
||||
Header="Copy Driver to Selection"
|
||||
Command="{Binding owner.copy_driver_to_selection_cmd}"
|
||||
CommandParameter="{Binding}"
|
||||
/>
|
||||
</ContextMenu>
|
||||
<ContextMenu x:Key="DeliverableContextMenu">
|
||||
<MenuItem
|
||||
Header="Copy Deliverable to Selection"
|
||||
Command="{Binding owner.copy_deliverable_to_selection_cmd}"
|
||||
CommandParameter="{Binding}"
|
||||
/>
|
||||
</ContextMenu>
|
||||
<ContextMenu x:Key="RollScheduleContextMenu">
|
||||
<MenuItem
|
||||
Header="Copy Roll Schedule to Selection"
|
||||
Command="{Binding owner.copy_roll_schedule_to_selection_cmd}"
|
||||
CommandParameter="{Binding}"
|
||||
/>
|
||||
</ContextMenu>
|
||||
<ContextMenu x:Key="RollTargetContextMenu">
|
||||
<MenuItem
|
||||
Header="Copy Roll Target to Selection"
|
||||
Command="{Binding owner.copy_roll_target_to_selection_cmd}"
|
||||
CommandParameter="{Binding}"
|
||||
/>
|
||||
<MenuItem
|
||||
Header="Smart Copy Roll Target"
|
||||
Command="{Binding owner.smart_copy_roll_target_cmd}"
|
||||
CommandParameter="{Binding}"
|
||||
/>
|
||||
</ContextMenu>
|
||||
<ContextMenu x:Key="RisklessRateContextMenu">
|
||||
<MenuItem
|
||||
Header="Copy Riskless Rate to Selection"
|
||||
Command="{Binding owner.copy_riskless_rate_to_selection_cmd}"
|
||||
CommandParameter="{Binding}"
|
||||
/>
|
||||
</ContextMenu>
|
||||
<ContextMenu x:Key="SettlementPriceContextMenu">
|
||||
<MenuItem
|
||||
Header="{Binding security}"
|
||||
HeaderStringFormat="Copy '{0}' Settlement to Selection"
|
||||
Command="{Binding owner.copy_settlement_price_to_selection_cmd}"
|
||||
CommandParameter="{Binding}"
|
||||
/>
|
||||
</ContextMenu>
|
||||
<ContextMenu x:Key="DeltaBetaContextMenu">
|
||||
<MenuItem
|
||||
Header="Copy Delta Beta to Selection"
|
||||
Command="{Binding owner.copy_delta_beta_to_selection_cmd}"
|
||||
CommandParameter="{Binding}"
|
||||
/>
|
||||
</ContextMenu>
|
||||
<ContextMenu x:Key="VegaBetaContextMenu">
|
||||
<MenuItem
|
||||
Header="Copy Vega Beta to Selection"
|
||||
Command="{Binding owner.copy_vega_beta_to_selection_cmd}"
|
||||
CommandParameter="{Binding}"
|
||||
/>
|
||||
</ContextMenu>
|
||||
|
||||
<Style x:Key="TextBlockCellElement" TargetType="TextBlock">
|
||||
<Setter
|
||||
Property="Foreground"
|
||||
Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
|
||||
</Style>
|
||||
|
||||
<Style x:Key="ComboBoxCellElement" TargetType="ComboBox" BasedOn="{StaticResource {x:Type ComboBox}}">
|
||||
<Setter
|
||||
Property="Foreground"
|
||||
Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
|
||||
<Setter Property="Margin" Value="2" />
|
||||
<Setter Property="IsSynchronizedWithCurrentItem" Value="False" />
|
||||
</Style>
|
||||
</UserControl.Resources>
|
||||
<Grid>
|
||||
<Grid.Resources>
|
||||
<cv:BooleanToVisibilityConverter x:Key="TrueVisibilityConverter" />
|
||||
<cv:BooleanToVisibilityConverter x:Key="FalseVisibilityConverter" VisibilityForFalse="Visible" VisibilityForTrue="Collapsed" />
|
||||
</Grid.Resources>
|
||||
<Grid.RowDefinitions>
|
||||
<RowDefinition Height="Auto" />
|
||||
<RowDefinition Height="*" />
|
||||
<RowDefinition Height="Auto" />
|
||||
</Grid.RowDefinitions>
|
||||
|
||||
<StackPanel
|
||||
Grid.Row="0"
|
||||
Orientation="Horizontal"
|
||||
Margin="0,5,0,5">
|
||||
|
||||
<c:ComboCheckBox
|
||||
ItemsSource="{Binding symbols}"
|
||||
SelectedItems="{Binding selected_symbols}"
|
||||
HorizontalAlignment="Left"
|
||||
Margin="5,2,2,2"
|
||||
HeaderContent="Symbols"
|
||||
ShowSelectAll="True">
|
||||
<c:ComboCheckBox.HeaderContentTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock Text="{Binding}" Foreground="{u:BTSColor UI.default_text}" />
|
||||
</DataTemplate>
|
||||
</c:ComboCheckBox.HeaderContentTemplate>
|
||||
</c:ComboCheckBox>
|
||||
|
||||
<WrapPanel>
|
||||
<TextBlock
|
||||
Margin="5,5,0,0" Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rolls:" />
|
||||
<CheckBox Margin="5,5,10,0" IsChecked="{Binding auto_copy_rolls_is_checked}" />
|
||||
</WrapPanel>
|
||||
<WrapPanel>
|
||||
<TextBlock
|
||||
Margin='0,5,0,0' Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rates:" />
|
||||
<CheckBox Margin="5,5,0,0" IsChecked="{Binding auto_copy_rates_is_checked}" />
|
||||
</WrapPanel>
|
||||
</StackPanel>
|
||||
<c:DataGridEx
|
||||
x:Name="_grid"
|
||||
Grid.Row="1"
|
||||
ItemsSource="{Binding visible_rows}"
|
||||
Background="Transparent"
|
||||
VerticalGridLinesBrush="{u:BTSColor Grid.grid_line}"
|
||||
EnableRowVirtualization="True"
|
||||
EnableColumnVirtualization="True"
|
||||
CanUserAddRows="False"
|
||||
AutoGenerateColumns="False"
|
||||
CanUserReorderColumns="False"
|
||||
CanUserSortColumns="False"
|
||||
CanUserDeleteRows="False"
|
||||
RowHeaderWidth="0"
|
||||
GridLinesVisibility="Vertical"
|
||||
SelectionUnit="FullRow"
|
||||
SelectedUnits="{Binding selected_rows}"
|
||||
PreviewMouseRightButtonUp="_grid_PreviewMouseRightButtonUp">
|
||||
<c:DataGridEx.RowStyle>
|
||||
<Style TargetType="DataGridRow" BasedOn="{StaticResource {x:Type DataGridRow}}">
|
||||
<Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}"/>
|
||||
<Style.Triggers>
|
||||
<DataTrigger
|
||||
Binding="{Binding is_last_row_of_month_group}"
|
||||
Value="True">
|
||||
<Setter
|
||||
Property="BorderThickness"
|
||||
Value="0,0,0,1" />
|
||||
<Setter
|
||||
Property="BorderBrush"
|
||||
Value="Black" />
|
||||
</DataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</c:DataGridEx.RowStyle>
|
||||
<DataGrid.ColumnHeaderStyle>
|
||||
<Style TargetType="DataGridColumnHeader">
|
||||
<Setter
|
||||
Property="Background"
|
||||
Value="{u:BTSColor Name=header}" />
|
||||
<Setter
|
||||
Property="Foreground"
|
||||
Value="{u:BTSColor Name=header_text}" />
|
||||
<Setter
|
||||
Property="HorizontalContentAlignment"
|
||||
Value="Center" />
|
||||
<Setter
|
||||
Property="BorderBrush"
|
||||
Value="Black" />
|
||||
<Setter
|
||||
Property="Padding"
|
||||
Value="3" />
|
||||
<Setter
|
||||
Property="MinWidth"
|
||||
Value="80" />
|
||||
</Style>
|
||||
</DataGrid.ColumnHeaderStyle>
|
||||
<DataGrid.Columns>
|
||||
<DataGridTextColumn
|
||||
Header="Security"
|
||||
Binding="{Binding security, Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_text_converter}}"
|
||||
IsReadOnly="True">
|
||||
<DataGridTextColumn.CellStyle>
|
||||
<Style
|
||||
TargetType="DataGridCell"
|
||||
BasedOn="{StaticResource {x:Type DataGridCell}}">
|
||||
<Setter
|
||||
Property="Background"
|
||||
Value="{u:BTSColor Name=header}" />
|
||||
<Setter
|
||||
Property="Foreground"
|
||||
Value="{u:BTSColor Name=header_text}" />
|
||||
<Setter
|
||||
Property="VerticalContentAlignment"
|
||||
Value="Center" />
|
||||
<Setter
|
||||
Property="Padding"
|
||||
Value="3" />
|
||||
<Style.Triggers>
|
||||
<DataTrigger
|
||||
Binding="{Binding security.security_type}"
|
||||
Value="OPTION">
|
||||
<Setter
|
||||
Property="Foreground"
|
||||
Value="{u:BTSColor Name=header_text}" />
|
||||
</DataTrigger>
|
||||
<DataTrigger
|
||||
Binding="{Binding security.security_type}"
|
||||
Value="FUTURE">
|
||||
<Setter
|
||||
Property="Foreground"
|
||||
Value="Gold" />
|
||||
</DataTrigger>
|
||||
<DataTrigger
|
||||
Binding="{Binding security.security_type}"
|
||||
Value="UNSET">
|
||||
<Setter
|
||||
Property="Foreground"
|
||||
Value="PaleGreen" />
|
||||
</DataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</DataGridTextColumn.CellStyle>
|
||||
</DataGridTextColumn>
|
||||
<DataGridTemplateColumn
|
||||
Header="Driver"
|
||||
MinWidth="105">
|
||||
<DataGridTemplateColumn.CellStyle>
|
||||
<Style
|
||||
TargetType="DataGridCell"
|
||||
BasedOn="{StaticResource {x:Type DataGridCell}}">
|
||||
<Setter
|
||||
Property="ContextMenu"
|
||||
Value="{StaticResource DriverContextMenu}" />
|
||||
<Style.Triggers>
|
||||
<DataTrigger
|
||||
Binding="{Binding is_driver_dirty}"
|
||||
Value="True">
|
||||
<Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
|
||||
</DataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</DataGridTemplateColumn.CellStyle>
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<ComboBox
|
||||
ItemsSource="{Binding Source={StaticResource Drivers}}"
|
||||
ItemTemplate="{StaticResource DriverTemplate}"
|
||||
SelectedItem="{Binding driver, UpdateSourceTrigger=PropertyChanged}"
|
||||
Style="{StaticResource ComboBoxCellElement}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
<DataGridTemplateColumn
|
||||
Header="Deliverable"
|
||||
MinWidth="105">
|
||||
<DataGridTemplateColumn.CellStyle>
|
||||
<Style
|
||||
TargetType="DataGridCell"
|
||||
BasedOn="{StaticResource {x:Type DataGridCell}}">
|
||||
<Setter
|
||||
Property="ContextMenu"
|
||||
Value="{StaticResource DeliverableContextMenu}" />
|
||||
<Style.Triggers>
|
||||
<DataTrigger
|
||||
Binding="{Binding is_deliverable_dirty}"
|
||||
Value="True">
|
||||
<Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
|
||||
</DataTrigger>
|
||||
<MultiDataTrigger>
|
||||
<MultiDataTrigger.Conditions>
|
||||
<Condition Binding="{Binding is_deliverable_dirty}" Value="False" />
|
||||
<Condition Binding="{Binding
|
||||
deliverable,
|
||||
Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
|
||||
Value="False" />
|
||||
</MultiDataTrigger.Conditions>
|
||||
<Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
|
||||
</MultiDataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</DataGridTemplateColumn.CellStyle>
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<ComboBox
|
||||
ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
|
||||
ItemTemplate="{StaticResource ExpirationTemplate}"
|
||||
SelectedItem="{Binding deliverable, UpdateSourceTrigger=PropertyChanged}"
|
||||
Style="{StaticResource ComboBoxCellElement}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
<DataGridTemplateColumn
|
||||
Header="Roll Schedule"
|
||||
MinWidth="105">
|
||||
<DataGridTemplateColumn.CellStyle>
|
||||
<Style
|
||||
TargetType="DataGridCell"
|
||||
BasedOn="{StaticResource {x:Type DataGridCell}}">
|
||||
<Setter
|
||||
Property="ContextMenu"
|
||||
Value="{StaticResource RollScheduleContextMenu}" />
|
||||
<Style.Triggers>
|
||||
<DataTrigger
|
||||
Binding="{Binding is_roll_schedule_dirty}"
|
||||
Value="True">
|
||||
<Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
|
||||
</DataTrigger>
|
||||
<MultiDataTrigger>
|
||||
<MultiDataTrigger.Conditions>
|
||||
<Condition Binding="{Binding is_roll_schedule_dirty}" Value="False" />
|
||||
<Condition Binding="{Binding
|
||||
roll_schedule,
|
||||
Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
|
||||
Value="False" />
|
||||
</MultiDataTrigger.Conditions>
|
||||
<Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
|
||||
</MultiDataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</DataGridTemplateColumn.CellStyle>
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<ComboBox
|
||||
ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
|
||||
ItemTemplate="{StaticResource ExpirationTemplate}"
|
||||
SelectedItem="{Binding roll_schedule, UpdateSourceTrigger=PropertyChanged}"
|
||||
Style="{StaticResource ComboBoxCellElement}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
<DataGridTemplateColumn Header="Roll Target $">
|
||||
<DataGridTemplateColumn.CellStyle>
|
||||
<Style
|
||||
TargetType="DataGridCell"
|
||||
BasedOn="{StaticResource {x:Type DataGridCell}}">
|
||||
<Setter
|
||||
Property="ContextMenu"
|
||||
Value="{StaticResource RollTargetContextMenu}" />
|
||||
<Style.Triggers>
|
||||
<DataTrigger
|
||||
Binding="{Binding is_roll_target_dirty}"
|
||||
Value="True">
|
||||
<Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
|
||||
</DataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</DataGridTemplateColumn.CellStyle>
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock
|
||||
Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
|
||||
VerticalAlignment="Center"
|
||||
Margin="2,0,2,0"
|
||||
ContextMenu="{StaticResource RollTargetContextMenu}"
|
||||
Style="{StaticResource TextBlockCellElement}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<TextBox
|
||||
Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
|
||||
Margin="2" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
<DataGridTemplateColumn Header="Riskless Rate %">
|
||||
<DataGridTemplateColumn.CellStyle>
|
||||
<Style
|
||||
TargetType="DataGridCell"
|
||||
BasedOn="{StaticResource {x:Type DataGridCell}}">
|
||||
<Setter
|
||||
Property="ContextMenu"
|
||||
Value="{StaticResource RisklessRateContextMenu}" />
|
||||
<Style.Triggers>
|
||||
<DataTrigger
|
||||
Binding="{Binding is_riskless_rate_dirty}"
|
||||
Value="True">
|
||||
<Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
|
||||
</DataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</DataGridTemplateColumn.CellStyle>
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock
|
||||
Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}"
|
||||
VerticalAlignment="Center"
|
||||
Margin="2,0,2,0"
|
||||
ContextMenu="{StaticResource RisklessRateContextMenu}"
|
||||
Style="{StaticResource TextBlockCellElement}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<TextBox
|
||||
Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
<DataGridTemplateColumn Header="Settlement Price $">
|
||||
<DataGridTemplateColumn.CellStyle>
|
||||
<Style
|
||||
TargetType="DataGridCell"
|
||||
BasedOn="{StaticResource {x:Type DataGridCell}}">
|
||||
<Setter
|
||||
Property="ContextMenu"
|
||||
Value="{StaticResource SettlementPriceContextMenu}" />
|
||||
<Style.Triggers>
|
||||
<DataTrigger
|
||||
Binding="{Binding is_settlement_price_dirty}"
|
||||
Value="True">
|
||||
<Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
|
||||
</DataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</DataGridTemplateColumn.CellStyle>
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock
|
||||
Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}"
|
||||
VerticalAlignment="Center"
|
||||
Margin="2,0,2,0"
|
||||
ContextMenu="{StaticResource SettlementPriceContextMenu}"
|
||||
Style="{StaticResource TextBlockCellElement}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<TextBox
|
||||
Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
|
||||
<DataGridTemplateColumn Header="Delta Beta">
|
||||
<DataGridTemplateColumn.CellStyle>
|
||||
<Style
|
||||
TargetType="DataGridCell"
|
||||
BasedOn="{StaticResource {x:Type DataGridCell}}">
|
||||
<Setter
|
||||
Property="ContextMenu"
|
||||
Value="{StaticResource DeltaBetaContextMenu}" />
|
||||
<Style.Triggers>
|
||||
<DataTrigger
|
||||
Binding="{Binding is_delta_beta_dirty}"
|
||||
Value="True">
|
||||
<Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
|
||||
</DataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</DataGridTemplateColumn.CellStyle>
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock
|
||||
Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}"
|
||||
VerticalAlignment="Center"
|
||||
Margin="2,0,2,0"
|
||||
ContextMenu="{StaticResource DeltaBetaContextMenu}"
|
||||
Style="{StaticResource TextBlockCellElement}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<TextBox
|
||||
Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
|
||||
<DataGridTemplateColumn Header="Vega Beta">
|
||||
<DataGridTemplateColumn.CellStyle>
|
||||
<Style
|
||||
TargetType="DataGridCell"
|
||||
BasedOn="{StaticResource {x:Type DataGridCell}}">
|
||||
<Setter
|
||||
Property="ContextMenu"
|
||||
Value="{StaticResource VegaBetaContextMenu}" />
|
||||
<Style.Triggers>
|
||||
<DataTrigger
|
||||
Binding="{Binding is_vega_beta_dirty}"
|
||||
Value="True">
|
||||
<Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
|
||||
</DataTrigger>
|
||||
</Style.Triggers>
|
||||
</Style>
|
||||
</DataGridTemplateColumn.CellStyle>
|
||||
<DataGridTemplateColumn.CellTemplate>
|
||||
<DataTemplate>
|
||||
<TextBlock
|
||||
Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
|
||||
VerticalAlignment="Center"
|
||||
Margin="2,0,2,0"
|
||||
ContextMenu="{StaticResource VegaBetaContextMenu}"
|
||||
Style="{StaticResource TextBlockCellElement}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellTemplate>
|
||||
<DataGridTemplateColumn.CellEditingTemplate>
|
||||
<DataTemplate>
|
||||
<TextBox Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}" />
|
||||
</DataTemplate>
|
||||
</DataGridTemplateColumn.CellEditingTemplate>
|
||||
</DataGridTemplateColumn>
|
||||
|
||||
</DataGrid.Columns>
|
||||
</c:DataGridEx>
|
||||
</Grid>
|
||||
</UserControl>
|
||||
@@ -1,76 +0,0 @@
|
||||
#nullable enable
|
||||
namespace mbts.ui.shell {
|
||||
using bts.api.analytics;
|
||||
|
||||
using mbts.spark;
|
||||
using mbts.ui.controls;
|
||||
using mbts.ui.converters;
|
||||
using mbts.ui.extensions;
|
||||
|
||||
using Spark.Core.Disposables;
|
||||
|
||||
using System;
|
||||
using System.Windows;
|
||||
using System.Windows.Controls;
|
||||
using System.Windows.Controls.Primitives;
|
||||
using System.Windows.Data;
|
||||
using System.Windows.Input;
|
||||
|
||||
/// <summary>
|
||||
/// Interaction logic for AnalyticsExpirationParametersView.xaml
|
||||
/// </summary>
|
||||
partial class AnalyticsExpirationParametersView : UserControl {
|
||||
IDisposable? _context_menu_op;
|
||||
IDisposable? _data_context_hooks;
|
||||
|
||||
public AnalyticsExpirationParametersView() {
|
||||
InitializeComponent();
|
||||
DataContextChanged += on_data_context_changed;
|
||||
void on_data_context_changed(object sender, DependencyPropertyChangedEventArgs e) {
|
||||
Disposable.dispose(ref _data_context_hooks);
|
||||
if (e.NewValue is IHandleRowSelection hrs) {
|
||||
hrs.row_selection_changed(new(Selector.SelectionChangedEvent, Array.Empty<object>(), _grid.SelectedItems));
|
||||
_data_context_hooks = _grid.SubscribeSelectionChanged((s, e) => hrs.row_selection_changed(e));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public static ExpirationTextConverter expiration_text_converter =>
|
||||
new() {
|
||||
ShowSymbol = true,
|
||||
ShowType = true,
|
||||
MapExp = true
|
||||
};
|
||||
|
||||
public static IValueConverter driver_display_text_converter =>
|
||||
ValueConverter.create<ExpirationDriverImmutable?, string?>(
|
||||
d => d.HasValue ?
|
||||
d.Value.ModeCase switch {
|
||||
ExpirationDriver.ModeOneofCase.Security =>
|
||||
expiration_text_converter.convert(d.Value.Security.to_sec_exp()),
|
||||
ExpirationDriver.ModeOneofCase.TimeWeightedInterpolated => "Calculate",
|
||||
_ => null
|
||||
} :
|
||||
null);
|
||||
|
||||
public static IValueConverter expiration_is_defined_converter =>
|
||||
ValueConverter.create<SecurityExpiration?, bool>(exp =>
|
||||
exp is not null && exp.expiration != default);
|
||||
|
||||
void _grid_PreviewMouseRightButtonUp(object sender, MouseButtonEventArgs e) {
|
||||
Disposable.dispose(ref _context_menu_op);
|
||||
if (e.OriginalSource is not FrameworkElement el || DataContext is not AnalyticsExpirationParametersVM vm) {
|
||||
return;
|
||||
}
|
||||
var cell = el.find_ancestor_of_type<DataGridCell>();
|
||||
if (cell?.ContextMenu is not ContextMenu cm || cell.DataContext is not AnalyticsExpirationParametersRowVM row) {
|
||||
return;
|
||||
}
|
||||
vm.copy_row_source = row;
|
||||
cm.DataContext = row;
|
||||
cm.IsOpen = true;
|
||||
_context_menu_op = cm.SubscribeClosed((s, e) => vm.copy_row_source = null);
|
||||
e.Handled = true;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,70 +0,0 @@
|
||||
namespace mbts.spark {
|
||||
using bts.api;
|
||||
using bts.spark;
|
||||
|
||||
using mbts.ui;
|
||||
using mbts.ui.shell;
|
||||
|
||||
using Spark.Core.Disposables;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Windows;
|
||||
using System.Windows.Input;
|
||||
|
||||
class AnalyticsExpirationParametersWindow : SparkWindow<AnalyticsExpirationParametersSettings>, ISharedWindow {
|
||||
public const string WINDOW_TYPE = "AnalyticsExpirationParameters";
|
||||
|
||||
readonly AnalyticsExpirationParametersSettings _init_settings;
|
||||
List<SparkCommand> _commands;
|
||||
|
||||
AnalyticsExpirationParametersVM _vm;
|
||||
AnalyticsExpirationParametersView _view;
|
||||
|
||||
public AnalyticsExpirationParametersWindow(
|
||||
IBus bus, AnalyticsExpirationParametersWindowFactory factory, AnalyticsExpirationParametersSettings settings)
|
||||
: base("Analytics Exp Params", bus, factory) {
|
||||
_init_settings = settings;
|
||||
_dispose = Disposable.Create(() => _vm?.Dispose());
|
||||
}
|
||||
|
||||
public override string window_type => WINDOW_TYPE;
|
||||
public string thread_id => WINDOW_TYPE;
|
||||
|
||||
public override AnalyticsExpirationParametersSettings SaveState =>
|
||||
_vm?.get_state();
|
||||
|
||||
public override UIElement Content =>
|
||||
_view;
|
||||
|
||||
public override IEnumerable<SparkCommand> Commands => _commands.empty_if_null();
|
||||
|
||||
public void thread_init() {
|
||||
_vm = new AnalyticsExpirationParametersVM(_bus, _init_settings);
|
||||
|
||||
var auto_copy_rolls_cmd = new SparkCommandCommand(
|
||||
"Auto Copy Rolls", null, _vm.toggle_auto_copy_rolls_cmd);
|
||||
_vm.SubscribeDisposed(_vm.observe_auto_copy_rolls().Subscribe(v =>
|
||||
auto_copy_rolls_cmd.icon = v ? Icons.RecurringSchedule : Icons.RecurringScheduleGray));
|
||||
|
||||
var auto_copy_rates_cmd = new SparkCommandCommand(
|
||||
"Auto Copy Rates", null, _vm.toggle_auto_copy_rates_cmd);
|
||||
_vm.SubscribeDisposed(_vm.observe_auto_copy_rates().Subscribe(v =>
|
||||
auto_copy_rates_cmd.icon = v ? Icons.FinancialGrowth : Icons.FinancialGrowthGray));
|
||||
|
||||
_commands = new() {
|
||||
new SparkCommandCommand("Commit", Icons.Disk, _vm.commit_cmd, new KeyGesture(Key.S, ModifierKeys.Control)),
|
||||
new SparkCommandCommand("Revert", Icons.UndoCircular, _vm.revert_cmd, new KeyGesture(Key.Z, ModifierKeys.Control)),
|
||||
auto_copy_rates_cmd,
|
||||
auto_copy_rolls_cmd,
|
||||
new SparkCommandCommand(
|
||||
"Set Driver to Nearest Exp", null, _vm.set_driver_to_nearest_exp_cmd) {
|
||||
show_in_toolbar = false,
|
||||
show_in_context_menu = true
|
||||
},
|
||||
};
|
||||
|
||||
_view = new AnalyticsExpirationParametersView { DataContext = _vm };
|
||||
}
|
||||
}
|
||||
}
|
||||
-30
@@ -1,30 +0,0 @@
|
||||
namespace mbts.spark {
|
||||
using bts.api;
|
||||
using bts.shell;
|
||||
using bts.spark;
|
||||
|
||||
using mbts.ui;
|
||||
|
||||
using System;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
class AnalyticsExpirationParametersWindowFactory : ShellWindowFactory<AnalyticsExpirationParametersSettings> {
|
||||
readonly IBus _bus;
|
||||
|
||||
public AnalyticsExpirationParametersWindowFactory(IShellModule module, IBus bus)
|
||||
: base(module, SparkCommands.show_vol_surface.title) {
|
||||
_bus = bus;
|
||||
_dispose = bus.subscribe(SparkTags.show_analytics_exp_params).OnDispatcher().Subscribe(_show);
|
||||
}
|
||||
|
||||
public override Task<IShellWindow> load(AnalyticsExpirationParametersSettings state) =>
|
||||
Task.FromResult(_create(state));
|
||||
|
||||
void _show(AnalyticsExpirationParametersSettings _) =>
|
||||
_bus.post(SparkTags.ShowWindow, _create(new()));
|
||||
|
||||
IShellWindow _create(AnalyticsExpirationParametersSettings startup_data) =>
|
||||
new AnalyticsExpirationParametersWindow(_bus, this, startup_data);
|
||||
}
|
||||
}
|
||||
@@ -1,40 +0,0 @@
|
||||
namespace mbts.spark {
|
||||
using bts.api;
|
||||
|
||||
using mbts;
|
||||
using mbts.analytics;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
class AnalyticsParametersUIModel : IDisposable {
|
||||
AnalyticsExpirationParametersMap _curr_val = null;
|
||||
readonly IBus _bus;
|
||||
readonly IDisposable _sub;
|
||||
|
||||
public event Action<AnalyticsExpirationParametersMap> on_expiration_parameters;
|
||||
|
||||
public AnalyticsParametersUIModel(IBus bus) {
|
||||
_bus = bus;
|
||||
_sub = _bus.subscribe(SparkTags.ExpirationParametersInputTag)
|
||||
.Subscribe(d => on_expiration_parameters?.Invoke(d));
|
||||
}
|
||||
|
||||
public void commit(IEnumerable<AnalyticsExpirationParameters> data) =>
|
||||
_bus.post(SparkTags.ExpirationParametersCommitTag, data);
|
||||
|
||||
public IEnumerable<mbts.SecurityExpiration> get_smart_copy_roll_exps(AnalyticsExpirationParameters source) {
|
||||
if (_curr_val != null) {
|
||||
foreach (var kv in _curr_val.exp_map)
|
||||
if (kv.Value.roll_schedule_expiration.Equals(source.roll_schedule_expiration))
|
||||
yield return kv.Key;
|
||||
}
|
||||
}
|
||||
|
||||
public void Dispose() =>
|
||||
_sub.Dispose();
|
||||
}
|
||||
}
|
||||
@@ -1,69 +0,0 @@
|
||||
#nullable enable
|
||||
namespace mbts.spark {
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.analytics;
|
||||
|
||||
using mbts.analytics;
|
||||
|
||||
using Spark.Core.Disposables;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading;
|
||||
|
||||
/// <summary>
|
||||
/// Reads exp params from the network and publishes it to the bus; listens to
|
||||
/// <see cref="SparkTags.ExpirationParametersCommitTag"/> and persists the data
|
||||
/// </summary>
|
||||
public sealed class AnalyticsParametersManager : IDisposable {
|
||||
IDisposable? _dispose;
|
||||
|
||||
public AnalyticsParametersManager(IBus bus, AnalyticsService analytics_service) {
|
||||
var contracts_src = bus.subscribe(SparkTags.SystemContractsTag);
|
||||
|
||||
var exp_params_in_src = analytics_service.subscribei_exp_parameters()
|
||||
.Select(upd => upd.all
|
||||
.SelectMany(ep => ep.ParamList
|
||||
.Select(ep => new AnalyticsExpirationParameters(ep)))
|
||||
.ToDictionary(ep => ep.security));
|
||||
|
||||
var exp_params_out_src = bus.subscribe(SparkTags.ExpirationParametersCommitTag)
|
||||
.Select(eps => eps
|
||||
.Where(ep => ep.security.expiration.Date >= DateTime.Today - TimeSpan.FromDays(1)));
|
||||
|
||||
_dispose = Disposable.Create(
|
||||
exp_params_in_src.CombineLatest(contracts_src)
|
||||
.Select(tup => new AnalyticsExpirationParametersMap(tup.First, tup.Second))
|
||||
.ObserveOn(SynchronizationContext.Current ?? throw new InvalidOperationException())
|
||||
.Subscribe(bus.post_callback(SparkTags.ExpirationParametersInputTag)),
|
||||
exp_params_out_src.Subscribe(save_exp_params));
|
||||
|
||||
void save_exp_params(IEnumerable<AnalyticsExpirationParameters> exp_params) {
|
||||
Func<AnalyticsExpirationParameters, bool> is_unexpired = (p) => {
|
||||
var st = p.driver_security.security_tuple.to_api_sec_tuple();
|
||||
var exp = p.security.expiration;
|
||||
return SecurityExpirationHelper.is_unexpired(st, exp);
|
||||
};
|
||||
exp_params = exp_params.Where(t => is_unexpired(t));
|
||||
// listens to the commit tag and saves it
|
||||
Log.Gen.info($"AnalyticsParametersManager received commit req. count:{exp_params.Count()}");
|
||||
var to_save = new ExpirationParameterEntryList();
|
||||
to_save.ParamList.AddRange(exp_params.Select(i => i.to_exp_param_entry()));
|
||||
Log.Gen.record(
|
||||
null,
|
||||
(dt, elapsed, res) => {
|
||||
var msg = "AnalyticsParametersManager saved exp_params. " +
|
||||
$"count:{exp_params.Count()} t:{elapsed.TotalMilliseconds:0.000}ms";
|
||||
return (LogLevel.Info, msg);
|
||||
},
|
||||
() => analytics_service.set_exp_parameters(to_save));
|
||||
}
|
||||
}
|
||||
|
||||
public void Dispose() =>
|
||||
Disposable.dispose(ref _dispose);
|
||||
}
|
||||
}
|
||||
@@ -1,44 +0,0 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using mbts.analytics;
|
||||
|
||||
namespace mbts.spark
|
||||
{
|
||||
/// UI (VolSurfaceDisplayModel) publishes this to the request calculator
|
||||
/// (This is published in response to user typing in, or any of the macro
|
||||
/// actions on the right)
|
||||
public class VolSurfaceCalculationRequest : ICloneable
|
||||
{
|
||||
public readonly VolSurfaceInput volsurface_input;
|
||||
public readonly int request_id;
|
||||
public readonly IDictionary<VolSurfaceExpiration, VolCurveAction> action_map;
|
||||
public readonly bool cascade_up, cascade_down;
|
||||
|
||||
public VolSurfaceCalculationRequest(VolSurfaceInput this_volsurface_input, int this_request_id)
|
||||
: this(this_volsurface_input, this_request_id, new Dictionary<VolSurfaceExpiration, VolCurveAction>())
|
||||
{ }
|
||||
|
||||
public VolSurfaceCalculationRequest(VolSurfaceInput this_volsurface_input, int this_request_id,
|
||||
IDictionary<VolSurfaceExpiration, VolCurveAction> this_action_map,
|
||||
bool this_cascade_up = false, bool this_cascade_down = false)
|
||||
{
|
||||
request_id = this_request_id;
|
||||
volsurface_input = VolSurfaceUtilityFunctions.clone_proto(this_volsurface_input);
|
||||
action_map = this_action_map;
|
||||
cascade_up = this_cascade_up;
|
||||
cascade_down = this_cascade_down;
|
||||
}
|
||||
|
||||
public object Clone()
|
||||
{
|
||||
return new VolSurfaceCalculationRequest(VolSurfaceUtilityFunctions.clone_proto(volsurface_input),
|
||||
request_id,
|
||||
action_map != null ? new Dictionary<VolSurfaceExpiration, VolCurveAction>(action_map) : null,
|
||||
cascade_up, cascade_down);
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,25 +0,0 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using mbts.analytics;
|
||||
|
||||
namespace mbts.spark
|
||||
{
|
||||
public class VolSurfaceCalculationResponse : ICloneable
|
||||
{
|
||||
public readonly VolSurfaceOutput volsurface_calculation_output;
|
||||
public readonly int request_id;
|
||||
public VolSurfaceCalculationResponse(VolSurfaceOutput this_volsurface_calculation_output, int this_request_id)
|
||||
{
|
||||
request_id = this_request_id;
|
||||
volsurface_calculation_output = this_volsurface_calculation_output;
|
||||
}
|
||||
|
||||
public object Clone()
|
||||
{
|
||||
return new VolSurfaceCalculationResponse(volsurface_calculation_output != null ? volsurface_calculation_output.Clone() as VolSurfaceOutput : null, request_id);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,205 +0,0 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using mbts.analytics;
|
||||
using bts.api;
|
||||
using bts.api.analytics;
|
||||
|
||||
public class DriverMD {
|
||||
public readonly DriverCalculationType calc_type = DriverCalculationType.Direct;
|
||||
public readonly Nullable<SecurityImmutable> driver_security = null;
|
||||
public readonly VolSurfaceMDUnit md = null;
|
||||
public readonly Nullable<double> calculated_driver = null;
|
||||
public static DriverMD empty = new DriverMD(
|
||||
DriverCalculationType.Direct, null, null, null);
|
||||
public DriverMD(DriverCalculationType calc_type,
|
||||
Nullable<SecurityImmutable> driver_security,
|
||||
VolSurfaceMDUnit md,
|
||||
Nullable<double> calculated_driver) {
|
||||
this.calc_type = calc_type;
|
||||
this.driver_security = driver_security;
|
||||
this.md = md;
|
||||
this.calculated_driver = calculated_driver;
|
||||
}
|
||||
public DriverMD(SecurityImmutable driver_security,
|
||||
VolSurfaceMDUnit md)
|
||||
:
|
||||
this(DriverCalculationType.Direct, driver_security, md, null) {
|
||||
|
||||
}
|
||||
public DriverMD(double driver)
|
||||
:
|
||||
this(DriverCalculationType.TimeWeightedInterp, null, null, driver) {
|
||||
}
|
||||
public double get_driver() {
|
||||
switch (calc_type) {
|
||||
case DriverCalculationType.Direct:
|
||||
return VolSurfaceCoreFunctions.get_driver(md);
|
||||
case DriverCalculationType.TimeWeightedInterp:
|
||||
return calculated_driver.HasValue ? calculated_driver.Value : Double.NaN;
|
||||
}
|
||||
return Double.NaN;
|
||||
}
|
||||
}
|
||||
|
||||
namespace mbts.spark {
|
||||
// Publishes the driver prices for expirations of a single option (this is not AW2 specific)
|
||||
// f(AnalyticsExpirationParametersMap, SystemContractData) -> OptionDriverPriceMap
|
||||
// This is constructed by the ResourceAllocator
|
||||
public class SingleOptionDriverPricePublisher {
|
||||
private readonly SecurityTuple _sec_tup;
|
||||
private ThreadedBlackboard _bb;
|
||||
// tags
|
||||
private ITag<AnalyticsExpirationParametersMap> _in_bb_exp_params_tag =
|
||||
SparkTags.ExpirationParametersInputTag;
|
||||
private ITag<SystemContractData> _in_bb_contracts_tag =
|
||||
SparkTags.SystemContractsTag;
|
||||
private OptionDriverPriceMap _last_published;
|
||||
private readonly PerfStatsLogger _logger;
|
||||
private readonly TimeSpan _fire_period = TimeSpan.FromMilliseconds(300);
|
||||
private DateTime _last_fire_time = DateTime.MinValue;
|
||||
|
||||
public SingleOptionDriverPricePublisher(SecurityTuple sec_tup,
|
||||
ThreadedBlackboard bb) {
|
||||
bts.Log.Gen.info($"SingleOptionDriverPricePublisher initialized st:{sec_tup}");
|
||||
_sec_tup = sec_tup;
|
||||
_bb = bb;
|
||||
_logger = new PerfStatsLogger(50, 50,
|
||||
$"SingleOptionDriverPricePublisher_{sec_tup.security_name}_{GetHashCode()}");
|
||||
_last_published = new OptionDriverPriceMap(sec_tup.security_name,
|
||||
new Dictionary<SecurityExpiration, DriverMD>());
|
||||
_bb.subscribe(_in_bb_exp_params_tag);
|
||||
_bb.subscribe(_in_bb_contracts_tag);
|
||||
_bb.data_callback += _on_bb_data;
|
||||
_bb.timer_callback += _on_bb_timer;
|
||||
_compute_and_fire();
|
||||
}
|
||||
|
||||
private void _on_bb_data(object tag, object data) {
|
||||
if (_in_bb_exp_params_tag == tag || _in_bb_contracts_tag == tag) {
|
||||
_on_bb_timer();
|
||||
}
|
||||
}
|
||||
|
||||
private void _on_bb_timer() {
|
||||
if (DateTime.Now - _last_fire_time >= _fire_period) {
|
||||
_last_fire_time = DateTime.Now;
|
||||
_compute_and_fire();
|
||||
}
|
||||
}
|
||||
|
||||
private void _compute_and_fire() {
|
||||
_logger.start_default_timer();
|
||||
AnalyticsExpirationParametersMap param_map = _bb.read_state(_in_bb_exp_params_tag);
|
||||
SystemContractData sc_data = _bb.read_state(_in_bb_contracts_tag);
|
||||
if (param_map == null || sc_data == null) {
|
||||
return;
|
||||
}
|
||||
IDictionary<mbts.SecurityExpiration, mbts.SecurityExpiration> driver_map =
|
||||
param_map.get_option_to_driver_map(_sec_tup.security_name);
|
||||
// look up the market data
|
||||
IDictionary<SecurityExpiration, DriverMD> res =
|
||||
new Dictionary<SecurityExpiration, DriverMD>();
|
||||
foreach (var kv in driver_map) {
|
||||
SecurityExpiration option_exp = kv.Key;
|
||||
SecurityExpiration driver = kv.Value;
|
||||
if (_direct_valid_driver(driver)) {
|
||||
Tuple<SecurityImmutable, VolSurfaceMDUnit> md_tup = sc_data.get_exp_md(driver);
|
||||
// to deal with expired expirations
|
||||
if (md_tup != null) {
|
||||
res.Add(option_exp, new DriverMD(md_tup.Item1, md_tup.Item2));
|
||||
}
|
||||
} else {
|
||||
// SecurityTuple driver_sectup = _get_option_driver(driver_map, option_exp);
|
||||
// bts.Log.Gen.info("SingleOptionDriverPricePublisher._compute_and_fire " +
|
||||
// $"option_exp: {option_exp} driver: {driver_sectup}");
|
||||
//
|
||||
double interp_pr = interp_driver(sc_data, driver_map, option_exp);
|
||||
res.Add(option_exp, new DriverMD(interp_pr));
|
||||
}
|
||||
// for exps with interp_drivers (right represented by invalid driver) find the
|
||||
// neighboring option's future. then find the nearest 2 future exps (nearest
|
||||
// to this option's exp) and do a tim weighted interp
|
||||
// if not neighboring driver then calculate it from the spot
|
||||
}
|
||||
if (_is_different(res)) {
|
||||
_last_published = new OptionDriverPriceMap(_sec_tup.security_name, res);
|
||||
var to_fire = new OptionDriverPriceMap(_sec_tup.security_name, res);
|
||||
// bts.Log.Gen.info("SingleOptionDriverPricePublisher._compute_and_fire \n" +
|
||||
// $"map:{to_fire.log_string()}");
|
||||
_logger.stop_default_timer();
|
||||
_bb.post(SparkTags.OptionDriverBBOTag(_sec_tup.security_name),
|
||||
new OptionDriverPriceMap(_sec_tup.security_name, res));
|
||||
}
|
||||
}
|
||||
|
||||
// compares the new values to the previous
|
||||
private bool _is_different(IDictionary<SecurityExpiration, DriverMD> new_dic) {
|
||||
Func<DriverMD, DriverMD, bool> is_dmd_diff = (d1, d2) => {
|
||||
bool eq = VolSurfaceUtilityFunctions.compare_doubles(d1.get_driver(), d2.get_driver());
|
||||
return !eq;
|
||||
};
|
||||
new_dic.Difference(_last_published.exp_price_map, out var ex_left, out var ex_right, out var overlap);
|
||||
return ex_left.Count() != 0 || ex_right.Count() != 0 ||
|
||||
overlap.Where(v => is_dmd_diff(v.Value.left, v.Value.right)).Count() > 0;
|
||||
}
|
||||
|
||||
#region driver interp
|
||||
private static bool _direct_valid_driver(SecurityExpiration driver_exp) {
|
||||
return driver_exp != null && /*driver_exp.expiration >= DateTime.Now.Date &&*/
|
||||
(driver_exp.security_tuple.security_type == SecurityType.Future ||
|
||||
driver_exp.security_tuple.security_type == SecurityType.Stock);
|
||||
}
|
||||
// returns the driver sectup (it assumes all expirations of this option sectup
|
||||
// are being driven by the same sectup)
|
||||
public static SecurityTuple get_driver_sectup(
|
||||
IDictionary<mbts.SecurityExpiration, mbts.SecurityExpiration> driver_map,
|
||||
SecurityExpiration exp) {
|
||||
foreach (var kv in driver_map) {
|
||||
SecurityExpiration driver = kv.Value;
|
||||
if (_direct_valid_driver(driver) &&
|
||||
exp.security_tuple.Equals(kv.Key.security_tuple)) {
|
||||
return driver.security_tuple;
|
||||
}
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
public static Tuple<SecurityExpiration, SecurityExpiration>
|
||||
find_neighbors(SystemContractData sc_data,
|
||||
SecurityTuple sec_tup, DateTime exp) {
|
||||
var exps = sc_data.exp_map.Where(
|
||||
kv => sec_tup.Equals(kv.Key.security_tuple)).Select(kv => kv.Key);
|
||||
if (exps == null) {
|
||||
return null;
|
||||
}
|
||||
SecurityExpiration low, high;
|
||||
VolSurfaceUtilityFunctions.find_neighbors(exps, exp,
|
||||
(t, p) => t.expiration.Subtract(p).TotalMilliseconds, out low, out high);
|
||||
return Tuple.Create(low, high);
|
||||
}
|
||||
|
||||
public static double interp_driver(SystemContractData sc_data,
|
||||
IDictionary<SecurityExpiration, SecurityExpiration> driver_map,
|
||||
SecurityExpiration option_exp) {
|
||||
SecurityTuple driver_sectup = get_driver_sectup(driver_map, option_exp);
|
||||
if (driver_sectup == null)
|
||||
return Double.NaN;
|
||||
var ngh_drivers = find_neighbors(sc_data, driver_sectup, option_exp.expiration);
|
||||
if (ngh_drivers == null || ngh_drivers.Item1 == null || ngh_drivers.Item2 == null)
|
||||
return Double.NaN;
|
||||
var low = sc_data.get_exp_md(ngh_drivers.Item1);
|
||||
var high = sc_data.get_exp_md(ngh_drivers.Item2);
|
||||
if (low == null || low.Item2 == null)
|
||||
return Double.NaN;
|
||||
if (high == null || high.Item2 == null)
|
||||
return Double.NaN;
|
||||
// finally we have the value we need, interp it now
|
||||
return VolSurfaceCoreFunctions.linear_interpolate_time(
|
||||
ngh_drivers.Item1.expiration, VolSurfaceCoreFunctions.get_driver(low.Item2),
|
||||
ngh_drivers.Item2.expiration, VolSurfaceCoreFunctions.get_driver(high.Item2),
|
||||
option_exp.expiration);
|
||||
}
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
@@ -1,47 +0,0 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
|
||||
using mbts.analytics;
|
||||
|
||||
namespace mbts.spark {
|
||||
// UNUSED
|
||||
// This class is held by the SingleVolSurfaceClientPrecomputedTheosPublisher
|
||||
// and acts as a buffer for publishing values. If wait_for_theo_confirmation
|
||||
// setting is true, it publshes an alert tag, otherwise publishes the theos
|
||||
// directly
|
||||
public class SingleVolSurfaceClientTheosPublishHelper {
|
||||
private readonly int _vs_id;
|
||||
private readonly ThreadedBlackboard _bb;
|
||||
private int _n_updates = 0;
|
||||
|
||||
public SingleVolSurfaceClientTheosPublishHelper(int vs_id, ThreadedBlackboard bb) {
|
||||
bts.Log.assert(false);
|
||||
_vs_id = vs_id;
|
||||
_bb = bb;
|
||||
}
|
||||
|
||||
public void publish(IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> exp_theo_map) {
|
||||
if (_n_updates == 0)
|
||||
/// If its the first theos send it rightaway
|
||||
_bb.post(SparkTags.VolSurfaceInterpGreeksTag(_vs_id), exp_theo_map);
|
||||
else {
|
||||
if (_is_theo_acceptance_confirmation_on)
|
||||
_bb.post(SparkTags.VolSurfaceTheoAlertTag,
|
||||
new VolSurfaceTheoAlertData(Guid.NewGuid().ToString(), _vs_id, exp_theo_map));
|
||||
else
|
||||
_bb.post(SparkTags.VolSurfaceInterpGreeksTag(_vs_id), exp_theo_map);
|
||||
}
|
||||
_n_updates++;
|
||||
}
|
||||
|
||||
private bool _is_theo_acceptance_confirmation_on {
|
||||
get {
|
||||
// in edge this was in a TC2 setting
|
||||
return false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,78 +0,0 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using mbts.analytics;
|
||||
using bts.api;
|
||||
|
||||
namespace mbts.spark {
|
||||
// Publishes the vol outputs for a single vol surface.
|
||||
// Despite of the name Retriever, this class computes the vols
|
||||
// - f (vs_input, aux_data, securities) -> vs_output
|
||||
// and publishes it
|
||||
// Subs :
|
||||
// 1. Committed VS Input
|
||||
// 3. VS Nonvol Data
|
||||
// Pubs :
|
||||
// 1. VS Out
|
||||
public class SingleVolSurfaceCommittedOutputRetriever : IDisposable {
|
||||
private readonly int _vs_id;
|
||||
private readonly ITag<VolSurfaceInput> _in_bb_vs_input_tag;
|
||||
private readonly ITag<VolSurfaceNonVolData> _in_bb_nonvol_data_tag;
|
||||
private readonly ITag<VolSurfaceStandardTime> _in_vs_standard_time_tag;
|
||||
private readonly ITag<VolSurfaceOutput> _out_bb_computed_vol_tag;
|
||||
private readonly ThreadedBlackboard _bb;
|
||||
private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
|
||||
private readonly PerfStatsLogger _logger = new PerfStatsLogger(50, 100);
|
||||
private readonly string _log_id;
|
||||
|
||||
public SingleVolSurfaceCommittedOutputRetriever(int vs_id,
|
||||
ThreadedBlackboard threaded_bb, IEnumerable<string> symbols) {
|
||||
bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever cons vs_id:{vs_id} tid:{_tid()}");
|
||||
_vs_id = vs_id;
|
||||
_bb = threaded_bb;
|
||||
_in_bb_vs_input_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
|
||||
_in_bb_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
|
||||
_in_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
|
||||
_out_bb_computed_vol_tag = SparkTags.VolSurfaceCommittedOutputTag(vs_id);
|
||||
_log_id = String.Format("SingleVolSurfaceCommittedOutputRetriever_{0}", vs_id);
|
||||
_bb.subscribe(_in_bb_vs_input_tag);
|
||||
_bb.subscribe(_in_bb_nonvol_data_tag);
|
||||
_bb.subscribe(_in_vs_standard_time_tag);
|
||||
_bb.data_callback += _on_bb_data;
|
||||
_recompute_and_publish();
|
||||
}
|
||||
private static int _tid() { return VolSurfaceTroubleshootingFunctions.tid(); }
|
||||
private void _on_bb_data(object tag, object data) {
|
||||
if (_in_bb_vs_input_tag.Equals(tag) || _in_bb_nonvol_data_tag.Equals(tag) ||
|
||||
_in_vs_standard_time_tag.Equals(tag))
|
||||
_recompute_and_publish(tag);
|
||||
}
|
||||
|
||||
private void _recompute_and_publish(object tag = null) {
|
||||
VolSurfaceInput vs_input = _bb.read_state(_in_bb_vs_input_tag);
|
||||
VolSurfaceNonVolData vs_nonvol_data = _bb.read_state(_in_bb_nonvol_data_tag);
|
||||
VolSurfaceStandardTime vs_standard_time = _bb.read_state(_in_vs_standard_time_tag);
|
||||
if (vs_input != null && vs_nonvol_data != null && vs_standard_time != null) {
|
||||
_timer.start();
|
||||
IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map =
|
||||
VolSurfaceUtilityFunctions.compute_aux_data(vs_input,
|
||||
vs_nonvol_data.input, vs_nonvol_data.driver_price_map, vs_standard_time);
|
||||
VolSurfaceOutput vs_output = GeneralVolSurfaceCalculator.compute(
|
||||
vs_input, vs_nonvol_data.contracts, aux_data_map);
|
||||
_timer.stop();
|
||||
var tag_str = tag == null ? "Null" : tag.ToString();
|
||||
// bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
|
||||
// $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
|
||||
// $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
|
||||
_logger.log(_log_id, _log_id, _timer.lastIntervalTime);
|
||||
_bb.post(_out_bb_computed_vol_tag, vs_output);
|
||||
}
|
||||
}
|
||||
|
||||
#region IDisposable
|
||||
public void Dispose() { _bb.data_callback -= _on_bb_data; }
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
@@ -1,98 +0,0 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using mbts.analytics;
|
||||
using bts;
|
||||
using bts.utils;
|
||||
using bts.api;
|
||||
|
||||
|
||||
namespace mbts.spark {
|
||||
/// Listens to the input (either committed or candidate depending on the arg)
|
||||
/// and creates the actual source that is immutable wrt the symbol list.
|
||||
/// (Making the real sources immutable wrt to the symbol list simplifies
|
||||
/// things a lot. Symbol lists rarely every change, but its a pain to
|
||||
/// handle such changes)
|
||||
public class SingleVolSurfaceDataSource : IDisposable {
|
||||
public enum SymbolListType {
|
||||
Committed,
|
||||
Candidate,
|
||||
Combined,
|
||||
}
|
||||
private readonly SymbolListType _list_type;
|
||||
private readonly int _vs_id;
|
||||
private readonly ThreadedBlackboard _bb;
|
||||
private readonly Func<IEnumerable<string>, IDisposable> _create_func;
|
||||
private readonly ITag<VolSurfaceInput> _in_bb_committed_data_tag;
|
||||
private readonly ITag<VolSurfaceCalculationRequest> _in_bb_calc_req_tag;
|
||||
|
||||
private HashSet<string> _option_symbols = new HashSet<string>();
|
||||
private IDisposable _source = null;
|
||||
|
||||
public SingleVolSurfaceDataSource(SymbolListType list_type, int vs_id, ThreadedBlackboard threaded_bb,
|
||||
Func<IEnumerable<string>, IDisposable> create_func) {
|
||||
Log.Gen.info(String.Format("SingleVolSurfaceDataSource constructed vs_id {0}", vs_id));
|
||||
_list_type = list_type;
|
||||
_vs_id = vs_id;
|
||||
_bb = threaded_bb;
|
||||
_create_func = create_func;
|
||||
_in_bb_committed_data_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
|
||||
_in_bb_calc_req_tag = SparkTags.VolSurfaceCalculationRequestTag(vs_id);
|
||||
_bb.subscribe(_in_bb_committed_data_tag);
|
||||
_bb.subscribe(_in_bb_calc_req_tag);
|
||||
_bb.data_callback += _on_bb_data;
|
||||
_recompute();
|
||||
}
|
||||
|
||||
private void _on_bb_data(object tag, object data) {
|
||||
if (_in_bb_committed_data_tag.Equals(tag) || _in_bb_calc_req_tag.Equals(tag))
|
||||
_recompute();
|
||||
}
|
||||
|
||||
private void _recompute() {
|
||||
VolSurfaceCalculationRequest vs_calc_req = _bb.read_state(_in_bb_calc_req_tag);
|
||||
VolSurfaceInput vs_comm_inp = _bb.read_state(_in_bb_committed_data_tag);
|
||||
if (_list_type == SymbolListType.Candidate) {
|
||||
if (vs_calc_req != null && vs_calc_req.volsurface_input != null) {
|
||||
HashSet<string> new_sym_map = new HashSet<string>(VolSurfaceDataFunctions.get_symbols(vs_calc_req.volsurface_input));
|
||||
_create_if_needed(new_sym_map);
|
||||
}
|
||||
} else if (_list_type == SymbolListType.Committed) {
|
||||
if (vs_comm_inp != null) {
|
||||
HashSet<string> new_sym_map = new HashSet<string>(VolSurfaceDataFunctions.get_symbols(vs_comm_inp));
|
||||
_create_if_needed(new_sym_map);
|
||||
}
|
||||
} else if (_list_type == SymbolListType.Combined) {
|
||||
List<string> new_sym_list = new List<string>();
|
||||
if (vs_calc_req != null && vs_calc_req.volsurface_input != null)
|
||||
new_sym_list.AddRange(VolSurfaceDataFunctions.get_symbols(vs_calc_req.volsurface_input));
|
||||
if (vs_comm_inp != null)
|
||||
new_sym_list.AddRange(VolSurfaceDataFunctions.get_symbols(vs_comm_inp));
|
||||
_create_if_needed(new HashSet<string>(new_sym_list));
|
||||
}
|
||||
}
|
||||
|
||||
private void _create_if_needed(HashSet<string> new_sym_map) {
|
||||
if (!CollectionHelper.hashset_equals(_option_symbols, new_sym_map)) {
|
||||
_option_symbols = new HashSet<string>(new_sym_map);
|
||||
if (_source != null)
|
||||
_source.Dispose();
|
||||
_source = _create_func(_option_symbols);
|
||||
_bb.post(SparkTags.AquireTag(Guid.NewGuid().ToString()),
|
||||
new SymbolResourceAllocationUnit(
|
||||
_option_symbols.Select(i => new mbts.SecurityTuple(SecurityType.Option, i, Venue.Unset)), this, true));
|
||||
}
|
||||
}
|
||||
|
||||
#region IDisposable
|
||||
public void Dispose() {
|
||||
if (_source != null)
|
||||
_source.Dispose();
|
||||
_bb.data_callback -= _on_bb_data;
|
||||
}
|
||||
#endregion
|
||||
|
||||
}
|
||||
}
|
||||
@@ -1,144 +0,0 @@
|
||||
namespace mbts.spark {
|
||||
using bts;
|
||||
using bts.api;
|
||||
using bts.api.analytics;
|
||||
|
||||
using mbts.analytics;
|
||||
|
||||
using Spark.Core.Protobuf;
|
||||
|
||||
using System;
|
||||
using System.Collections;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Reactive.Linq;
|
||||
using System.Threading;
|
||||
|
||||
// For a single VolSurface this class
|
||||
// 1. Listents to commmits and calls the service to persist data
|
||||
// 2. Gathers the vol surface input from the nw and publishes it
|
||||
// 3. Gathers the vol surface list and publishes it
|
||||
public class SingleVolSurfaceGateway : IDisposable {
|
||||
private readonly int _volsurface_id;
|
||||
private readonly ThreadedBlackboard _bb;
|
||||
private readonly ITag<VolSurfaceInput> _in_bb_committ_tag;
|
||||
private readonly AnalyticsService _analytics_service;
|
||||
private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
|
||||
private readonly string _user;
|
||||
private readonly List<IDisposable> _disposables = new List<IDisposable>();
|
||||
private IDictionary<UInt64, VolSurfaceInputSnapshot> _snp_shot_map = new
|
||||
Dictionary<UInt64, VolSurfaceInputSnapshot>();
|
||||
|
||||
public SingleVolSurfaceGateway(int volsurface_id, ThreadedBlackboard threaded_bb,
|
||||
AnalyticsService analytics_service) {
|
||||
bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway created for vs_id:{0}",
|
||||
volsurface_id));
|
||||
_volsurface_id = volsurface_id;
|
||||
_bb = threaded_bb;
|
||||
_user = "TEST_USER"; // TODO
|
||||
_in_bb_committ_tag = SparkTags.VolSurfaceCommitTag(volsurface_id);
|
||||
_analytics_service = analytics_service;
|
||||
_bb.subscribe(_in_bb_committ_tag);
|
||||
_bb.data_callback += _on_bb_data;
|
||||
var vs_sub = _analytics_service.subscribei_volsurfaces()
|
||||
.ObserveOn(SynchronizationContext.Current)
|
||||
.Subscribe(_on_vss);
|
||||
_disposables.Add(vs_sub);
|
||||
}
|
||||
|
||||
private void _log_basic_vs_info(VolSurfaceInput vs_inp) {
|
||||
bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway vs_id:{0} vs:{1}",
|
||||
vs_inp.surface_settings.core_settings.vol_surface_id, vs_inp.log_string()));
|
||||
}
|
||||
|
||||
private void _on_vss(bts.api.core.Update<VolSurfaceEntryImmutable, UInt64> update) {
|
||||
IEnumerable<VolSurfaceEntryImmutable> all_vss = update.all;
|
||||
var this_vs_vss = all_vss.Where(vs => vs.VsId == _volsurface_id);
|
||||
bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway._on_vss count:{0} vs_count:{1}",
|
||||
all_vss.Count(), this_vs_vss.Count()));
|
||||
if (this_vs_vss.Count() == 0) {
|
||||
return;
|
||||
}
|
||||
VolSurfaceEntryImmutable vs = this_vs_vss.MaxElement(vs => vs.SaveTime);
|
||||
VolSurfaceInput vs_input = _to_vs_input(vs);
|
||||
_log_basic_vs_info(vs_input);
|
||||
_bb.post(
|
||||
SparkTags.VolSurfaceCommittedInputTag(_volsurface_id), vs_input);
|
||||
_update_publish_snapshots(this_vs_vss);
|
||||
}
|
||||
|
||||
private void _update_publish_snapshots(IEnumerable<VolSurfaceEntryImmutable> vss) {
|
||||
foreach (VolSurfaceEntryImmutable vse in vss) {
|
||||
if (!_snp_shot_map.ContainsKey(vse.SaveTime)) {
|
||||
VolSurfaceInputSnapshot snp = new VolSurfaceInputSnapshot(vse);
|
||||
_snp_shot_map.Add(vse.SaveTime, snp);
|
||||
}
|
||||
}
|
||||
bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway._update_publish_snapshots count:{0}",
|
||||
_snp_shot_map.Count));
|
||||
_bb.post(SparkTags.VolSurfaceInputSnapshotListTag(_volsurface_id),
|
||||
_snp_shot_map.Values);
|
||||
}
|
||||
|
||||
static VolSurfaceInput _to_vs_input(VolSurfaceEntryImmutable vs) =>
|
||||
ProtobufSerializationHelper.deserialize<VolSurfaceInput>(vs.Volsurface.ToByteArray());
|
||||
|
||||
private void _on_bb_data(object tag, object data) {
|
||||
if (_in_bb_committ_tag.Equals(tag)) {
|
||||
try {
|
||||
_timer.start();
|
||||
VolSurfaceInput vs_input = data as VolSurfaceInput;
|
||||
_sanitize_input(ref vs_input);
|
||||
vs_input = VolSurfaceDataFunctions.unset_driver_overrides(vs_input);
|
||||
vs_input.saver_login = _user;
|
||||
VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service, _user);
|
||||
_timer.stop();
|
||||
Log.Gen.info(String.Format(
|
||||
"SingleVolSurfaceGateway._on_bb_data Time to commit volsurface {0} {1} msecs",
|
||||
_volsurface_id, _timer.lastIntervalTime));
|
||||
var archived_theos = _get_theos();
|
||||
if (archived_theos != null)
|
||||
_analytics_service.archive_theos(archived_theos);
|
||||
} catch (Exception ex) {
|
||||
Log.Gen.warn(ex.ToString());
|
||||
_bb.post(SparkTags.MessageDisplayTag,
|
||||
new MessageDisplayData("Vol Surface Addition",
|
||||
String.Format("Could not create Vol Surface, Error : {0}", ex.Message)));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void _sanitize_input(ref VolSurfaceInput vs_input) {
|
||||
vs_input.surface_settings.core_settings.time_settings = vs_input.surface_settings.core_settings.time_settings ?? new VolSurfaceTimeSettings() { time_mode = VolSurfaceEnums.VolSurfaceTimeMode.Manual };
|
||||
if (vs_input.surface_settings.core_settings.master_slave_relationships != null)
|
||||
foreach (VolSurfaceSymbolRelationship vssr in vs_input.surface_settings.core_settings.master_slave_relationships)
|
||||
_force_distinct_connected_symbols(vssr);
|
||||
if (vs_input.surface_settings.core_settings.implied_vol_marketdata_relationships != null)
|
||||
foreach (VolSurfaceSymbolRelationship vssr in vs_input.surface_settings.core_settings.implied_vol_marketdata_relationships)
|
||||
_force_distinct_connected_symbols(vssr);
|
||||
}
|
||||
|
||||
private void _force_distinct_connected_symbols(VolSurfaceSymbolRelationship vssr) {
|
||||
var distinct_syms = vssr.connected_symbols.Distinct().ToList();
|
||||
if (distinct_syms.Count != vssr.connected_symbols.Count)
|
||||
vssr.connected_symbols = distinct_syms;
|
||||
}
|
||||
|
||||
private ArchivedTheoList _get_theos() {
|
||||
var cand_theos = SingleVolSurfaceTheoSource.compute_cand_theos(_volsurface_id, _bb);
|
||||
SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
|
||||
var rv = SingleVolSurfaceTheoSource.convert_to_id_map(cand_theos, sc_data);
|
||||
rv.SaveTime = VolSurfaceUtilityFunctions.get_unix_epoch_msecs();
|
||||
var sec_tups = SingleVolSurfaceTheoSource.get_vs_sectups(_volsurface_id, _bb);
|
||||
rv.SecTups.AddRange(sec_tups);
|
||||
return rv;
|
||||
}
|
||||
|
||||
#region Disposable
|
||||
public void Dispose() {
|
||||
_bb.data_callback -= _on_bb_data;
|
||||
_disposables.ForEach(d => d.Dispose());
|
||||
}
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
@@ -1,194 +0,0 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Text;
|
||||
using System.Threading.Tasks;
|
||||
using mbts.analytics;
|
||||
using System.Collections.Concurrent;
|
||||
using System.IO;
|
||||
using System.IO.Compression;
|
||||
using bts;
|
||||
using bts.api;
|
||||
using mbts.ui.converters;
|
||||
|
||||
namespace mbts.spark {
|
||||
// This class gathers all the inputs needed to calculate InterpGreeks, pass it to
|
||||
// VolSurfacePrecomputedTheosProducer, and publishes the InterpGreeks to the bus
|
||||
// (called SingleVolSurfaceClientPrecomputedTheosPublisher in Edge)
|
||||
// It listens to
|
||||
// a. vol surface inputs
|
||||
// b. exp params (roll, rates etc)
|
||||
// c. securities (exp, strikes) for options in the vs
|
||||
// d. driver prices for options in vs
|
||||
// and passes the data above to VolSurfacePrecomputedTheosProducer where
|
||||
// the real calculations take place.
|
||||
public class SingleVolSurfaceInterpGreeksPublisher : IDisposable {
|
||||
private readonly int _vs_id;
|
||||
private readonly ThreadedBlackboard _bb;
|
||||
private HashSet<string> _all_symbols;
|
||||
private VolSurfaceInterpGreeksProducer _theo_producer;
|
||||
private readonly ITag<VolSurfaceInput> _in_vs_input_tag;
|
||||
private readonly ITag<VolSurfaceNonVolInput> _in_vs_nonvol_input_tag;
|
||||
private readonly ITag<VolSurfaceStrikeMap> _in_vs_contracts_tag;
|
||||
private ITag<IReadOnlyDictionary<string, OptionDriverPriceMap>>
|
||||
_in_all_syms_driver_price_tag = SparkTags.AllOptionDriverBBOTag;
|
||||
private readonly ITag<VolSurfaceStandardTime> _in_vs_standard_time_tag;
|
||||
private readonly ITag<bool> _in_ui_up_tag;
|
||||
private readonly string _user;
|
||||
private readonly PerfStatsLogger _logger;
|
||||
|
||||
public SingleVolSurfaceInterpGreeksPublisher(int vs_id,
|
||||
ThreadedBlackboard threaded_bb, IEnumerable<string> symbols) {
|
||||
bts.Log.Gen.info($"SingleVolSurfaceInterpGreeksPublisher cons {vs_id}");
|
||||
_vs_id = vs_id;
|
||||
_bb = threaded_bb;
|
||||
_all_symbols = new HashSet<string>(symbols);
|
||||
_logger = new PerfStatsLogger(10, 100,
|
||||
$"SingleVolSurfaceInterpGreeksPublisher_{vs_id}");
|
||||
_theo_producer = new VolSurfaceInterpGreeksProducer(vs_id);
|
||||
// TODO
|
||||
_user = String.Empty; // get current user from somewhere (ask John)
|
||||
_theo_producer.on_theos += _theo_producer_on_theos;
|
||||
_theo_producer.on_vols += _theo_producer_on_vols;
|
||||
_in_vs_input_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
|
||||
_in_vs_nonvol_input_tag = SparkTags.VolSurfaceNonVolInputTag;
|
||||
_in_vs_contracts_tag = SparkTags.VolSurfaceContractsTag(vs_id);
|
||||
_in_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
|
||||
_in_ui_up_tag = SparkTags.VolSurfaceActiveUITag(_vs_id);
|
||||
_bb.subscribe(_in_vs_input_tag);
|
||||
_bb.subscribe(_in_vs_nonvol_input_tag);
|
||||
_bb.subscribe(_in_vs_contracts_tag);
|
||||
_bb.subscribe(_in_all_syms_driver_price_tag);
|
||||
_bb.subscribe(_in_vs_standard_time_tag);
|
||||
_bb.subscribe(_in_ui_up_tag);
|
||||
_bb.data_callback += _on_bb_data;
|
||||
_init();
|
||||
}
|
||||
|
||||
// reading all the data from the bus and setting up the producer
|
||||
private void _init() {
|
||||
var vs_inp = _bb.read_state(_in_vs_input_tag);
|
||||
if (vs_inp != null)
|
||||
_theo_producer.set_vol_data(vs_inp);
|
||||
var vs_nonvol_input = _bb.read_state(_in_vs_nonvol_input_tag);
|
||||
if (vs_nonvol_input != null)
|
||||
_theo_producer.set_nonvol_parameters((vs_nonvol_input).exp_input_map);
|
||||
_set_contracts();
|
||||
_read_and_set_drivers();
|
||||
var vs_standard_time = _bb.read_state(_in_vs_standard_time_tag);
|
||||
if (vs_standard_time != null)
|
||||
_theo_producer.set_system_vol_time(vs_standard_time);
|
||||
}
|
||||
|
||||
private void _read_and_set_drivers() {
|
||||
var all_sym_price_map = _bb.read_state(_in_all_syms_driver_price_tag);
|
||||
IDictionary<VolSurfaceExpiration, DriverMD> exp_price_map =
|
||||
OptionDriverPriceMap.get_vs_price_map(all_sym_price_map,
|
||||
(s) => _all_symbols.Contains(s));
|
||||
_theo_producer.set_driver_price(
|
||||
exp_price_map.ToDictionary(kv => kv.Key, kv => kv.Value.get_driver()));
|
||||
}
|
||||
|
||||
#region Blackboard Callbacks
|
||||
private void _on_bb_data(object tag, object data) {
|
||||
if (_in_vs_input_tag.Equals(tag)) {
|
||||
var vs_inp = _bb.read_state(_in_vs_input_tag);
|
||||
_theo_producer.set_vol_data(vs_inp);
|
||||
} else if (_in_vs_nonvol_input_tag.Equals(tag)) {
|
||||
var vs_nonvol_input = _bb.read_state(_in_vs_nonvol_input_tag);
|
||||
if (vs_nonvol_input != null)
|
||||
_theo_producer.set_nonvol_parameters((vs_nonvol_input).exp_input_map);
|
||||
} else if (_in_vs_contracts_tag.Equals(tag))
|
||||
_set_contracts();
|
||||
else if (_in_all_syms_driver_price_tag.Equals(tag))
|
||||
_read_and_set_drivers();
|
||||
else if (_in_vs_standard_time_tag.Equals(tag))
|
||||
_theo_producer.set_system_vol_time(_bb.read_state(_in_vs_standard_time_tag));
|
||||
}
|
||||
|
||||
private void _set_contracts() {
|
||||
// in edge this used to filter exps that were active in TC2
|
||||
var all_contracts = _bb.read_state(_in_vs_contracts_tag);
|
||||
if (all_contracts != null) {
|
||||
_theo_producer.set_contracts(all_contracts.strike_map);
|
||||
}
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
private void _log_data<T>(
|
||||
IDictionary<VolSurfaceExpiration, IEnumerable<T>> theos,
|
||||
DateTime exp_filter,
|
||||
string prefix,
|
||||
Func<T, string> log_func,
|
||||
Comparison<T> sort_func) {
|
||||
string rv = prefix + "\n";
|
||||
foreach (var kv in theos) {
|
||||
var exp = kv.Key;
|
||||
if (exp.expiration != exp_filter) {
|
||||
continue;
|
||||
}
|
||||
var sorted = new List<T>(kv.Value);
|
||||
sorted.Sort(sort_func);
|
||||
foreach (var t in sorted) {
|
||||
rv += "\n" + $"exp: {exp} {log_func(t)}";
|
||||
}
|
||||
}
|
||||
Log.Gen.info(rv);
|
||||
}
|
||||
|
||||
private void _log_vol_matrix(
|
||||
IDictionary<VolSurfaceExpiration, IEnumerable<VolMatrix>> vols,
|
||||
DateTime exp_filter) {
|
||||
_log_data(vols, exp_filter, "InterpGreeks VolMatrix", (t) => t.log_string(),
|
||||
(t1, t2) => {
|
||||
var rv = t1.expiration.CompareTo(t2.expiration);
|
||||
if (rv == 0)
|
||||
rv = t1.strike.CompareTo(t2.strike);
|
||||
if (rv == 0)
|
||||
rv = t1.driver.CompareTo(t2.driver);
|
||||
return rv;
|
||||
});
|
||||
}
|
||||
|
||||
private void _log_theos(
|
||||
IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos,
|
||||
DateTime exp_filter) {
|
||||
_log_data(theos, exp_filter, "InterpGreeks Theos", (t) => t.log_string(),
|
||||
(t1, t2) => {
|
||||
var rv = t1.expiration.CompareTo(t2.expiration);
|
||||
if (rv == 0)
|
||||
rv = t1.strike.CompareTo(t2.strike);
|
||||
if (rv == 0)
|
||||
rv = t1.driver.CompareTo(t2.driver);
|
||||
return rv;
|
||||
});
|
||||
}
|
||||
|
||||
private int _n_updates = 0;
|
||||
private void _theo_producer_on_theos(
|
||||
IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> exp_theo_map,
|
||||
double vol_compute_time, double theo_compute_time) {
|
||||
Log.Gen.info("SingleVolSurfaceInterpGreeksPublisher._theo_producer_on_theos " +
|
||||
$"vs_id: {_vs_id} n_updates: {++_n_updates} " +
|
||||
$"vol_compute_time: {vol_compute_time} " +
|
||||
$"theo_compute_time: {theo_compute_time}");
|
||||
_logger.log_default(theo_compute_time);
|
||||
_bb.post(SparkTags.VolSurfaceInterpGreeksTag(_vs_id), exp_theo_map);
|
||||
}
|
||||
|
||||
private void _theo_producer_on_vols(
|
||||
IDictionary<VolSurfaceExpiration, IEnumerable<mbts.analytics.VolMatrix>> exp_vol_map,
|
||||
double vol_compute_time, double theo_compute_time) {
|
||||
Log.Gen.info("SingleVolSurfaceInterpGreeksPublisher._theo_producer_on_vols " +
|
||||
$"vs_id: {_vs_id} vol_compute_time: {vol_compute_time} " +
|
||||
$"theo_compute_time: {theo_compute_time}");
|
||||
}
|
||||
|
||||
#region IDisposable
|
||||
public void Dispose() {
|
||||
_bb.data_callback -= _on_bb_data;
|
||||
}
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
@@ -1,74 +0,0 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using bts.api.analytics;
|
||||
using bts.api;
|
||||
|
||||
namespace mbts.spark {
|
||||
public class SingleVolSurfaceManager : IDisposable {
|
||||
private readonly int _vs_id;
|
||||
private IEnumerable<IDisposable> _resources;
|
||||
private readonly ThreadedBlackboard _bb;
|
||||
private readonly AnalyticsService _analytics_service;
|
||||
private ITag<bool> _vs_activation_tag;
|
||||
private bool _activated = false;
|
||||
|
||||
public SingleVolSurfaceManager(int vs_id, ThreadedBlackboard t_bb,
|
||||
AnalyticsService analytics_service) {
|
||||
var tid = System.Threading.Thread.CurrentThread.ManagedThreadId;
|
||||
bts.Log.Ui.info($"SingleVolSurfaceManager.cons vs_id:{vs_id} tid:{tid}");
|
||||
_vs_id = vs_id;
|
||||
_bb = t_bb;
|
||||
_analytics_service = analytics_service;
|
||||
_vs_activation_tag = SparkTags.VolSurfaceActiveUITag(vs_id);
|
||||
_bb.subscribe(_vs_activation_tag);
|
||||
_bb.data_callback += _on_data;
|
||||
}
|
||||
|
||||
private void _spin_resources() {
|
||||
bts.Log.Ui.info($"SingleVolSurfaceManager._spin_resources vs_id:{_vs_id}");
|
||||
_resources = new IDisposable[]
|
||||
{
|
||||
new SingleVolSurfaceGateway(_vs_id, _bb, _analytics_service),
|
||||
new SingleVolSurfaceTimeSource(_vs_id,_bb),
|
||||
new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined,
|
||||
_vs_id, _bb, syms => new SingleVolSurfaceNonVolDataSource(_vs_id, syms, _bb)),
|
||||
new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
|
||||
a_syms => new SingleVolSurfaceCommittedOutputRetriever(_vs_id, _bb, a_syms)),
|
||||
new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined, _vs_id, _bb,
|
||||
a_syms => new SingleVolSurfaceRequestCalculator(_vs_id, a_syms, _bb)),
|
||||
new SingleVolSurfaceMarketImpliedVolSource(_vs_id, _bb),
|
||||
// new SingleVolSurfaceTheoSource(_vs_id, _bb),
|
||||
// TODO: suspending heatmaps for now (12/24/21)
|
||||
// new SingleVolSurfaceHeatmapManager (vs_id, t_bb),
|
||||
// server work that can optionally be done on the client
|
||||
new SingleVolSurfaceDataSource (SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
|
||||
a_syms => new SingleVolSurfaceInterpGreeksPublisher (_vs_id, _bb, a_syms)),
|
||||
};
|
||||
}
|
||||
|
||||
private void _on_data(object tag, object data) {
|
||||
if (_vs_activation_tag.Equals(tag)) {
|
||||
if (_activated) {
|
||||
// TODO: not cleaning up recources
|
||||
return;
|
||||
}
|
||||
bool is_activation_signal = data is Boolean && (Boolean)data;
|
||||
if (is_activation_signal) {
|
||||
_activated = true;
|
||||
_spin_resources();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#region IDisposable
|
||||
private bool _is_disposed = false;
|
||||
public void Dispose() {
|
||||
if (!_is_disposed) {
|
||||
_is_disposed = true;
|
||||
_resources.ToList().ForEach(d => d.Dispose());
|
||||
}
|
||||
}
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
@@ -1,236 +0,0 @@
|
||||
namespace mbts.spark {
|
||||
using bts;
|
||||
using bts.api;
|
||||
|
||||
using mbts;
|
||||
using mbts.analytics;
|
||||
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using System.Collections;
|
||||
|
||||
/// This class publishes the market implied vols for the
|
||||
/// selected expiration.
|
||||
public class SingleVolSurfaceMarketImpliedVolSource : IDisposable {
|
||||
// This keeps the last computed exp and its bbo
|
||||
#region MD caching
|
||||
private class CachedExpMD {
|
||||
public SecurityExpiration exp = SecurityExpiration.empty;
|
||||
public IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> k_md_map =
|
||||
new Dictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>();
|
||||
private bool _has_changed(
|
||||
SecurityExpiration new_exp,
|
||||
IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> new_k_md_map) {
|
||||
if (new_exp != exp) {
|
||||
return true;
|
||||
}
|
||||
if (k_md_map.Count() != new_k_md_map.Count) {
|
||||
return true;
|
||||
}
|
||||
foreach (var kv in k_md_map) {
|
||||
Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit> k_md;
|
||||
if (!new_k_md_map.TryGetValue(kv.Key, out k_md)) {
|
||||
return true;
|
||||
}
|
||||
if (!kv.Value.Item1.Equals(k_md.Item1) ||
|
||||
!kv.Value.Item2.Equals(k_md.Item2)) {
|
||||
return true;
|
||||
}
|
||||
}
|
||||
return false;
|
||||
}
|
||||
public bool set(
|
||||
SecurityExpiration new_exp,
|
||||
IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> new_k_md_map) {
|
||||
bool has_changed = _has_changed(new_exp, new_k_md_map);
|
||||
if (has_changed) {
|
||||
exp = new_exp;
|
||||
k_md_map = new_k_md_map;
|
||||
}
|
||||
return has_changed;
|
||||
}
|
||||
}
|
||||
#endregion
|
||||
private readonly int _vs_id;
|
||||
private readonly ITag<IReadOnlyDictionary<uint, SecurityMD>> _in_bb_sec_map_tag;
|
||||
private readonly ITag<mbts.analytics.VolSurfaceOutput> _in_bb_committed_output_tag;
|
||||
private readonly ITag<VolSurfaceCalculationResponse> _in_bb_calc_resp_tag;
|
||||
private readonly ITag<bool> _in_bb_inp_dirty_tag;
|
||||
private readonly ITag<Tuple<VolSurfaceDisplayGridExpiration, bool>>
|
||||
_in_bb_selected_exp_tag;
|
||||
private readonly ITag<mbts.analytics.VolSurfaceEnums.MarketSide>
|
||||
_in_bb_market_impliedvol_side_tag;
|
||||
private readonly ITag<bool> _in_bb_ignore_market_implied_vol_source_settings_tag;
|
||||
private CachedExpMD _cached_exp_md = new CachedExpMD();
|
||||
private readonly ThreadedBlackboard _bb;
|
||||
private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
|
||||
private readonly PerfStatsLogger _logger = new PerfStatsLogger(50, 50);
|
||||
private TimeSpan _compute_period = TimeSpan.FromMilliseconds(333);
|
||||
private bool _is_dirty = true;
|
||||
|
||||
public SingleVolSurfaceMarketImpliedVolSource(int vs_id, ThreadedBlackboard bb) {
|
||||
bts.Log.Gen.info($"SingleVolSurfaceMarketImpliedVolSource cons vs_id:{vs_id}");
|
||||
_vs_id = vs_id;
|
||||
_bb = bb;
|
||||
_in_bb_sec_map_tag = SparkTags.SecuritiesTag;
|
||||
_in_bb_committed_output_tag = SparkTags.VolSurfaceCommittedOutputTag(vs_id);
|
||||
_in_bb_calc_resp_tag = SparkTags.VolSurfaceCalculationResponseTag(vs_id);
|
||||
_in_bb_inp_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(vs_id);
|
||||
_in_bb_selected_exp_tag = SparkTags.VolSurfaceGridSelectionTag(_vs_id);
|
||||
_in_bb_market_impliedvol_side_tag = SparkTags.VolSurfaceMarketImpliedVolSide(_vs_id);
|
||||
_in_bb_ignore_market_implied_vol_source_settings_tag =
|
||||
SparkTags.VolSurfaceIgnoreImpliedVolSettingsTag(vs_id);
|
||||
_bb.subscribe(_in_bb_committed_output_tag);
|
||||
_bb.subscribe(_in_bb_calc_resp_tag);
|
||||
_bb.subscribe(_in_bb_inp_dirty_tag);
|
||||
_bb.subscribe(_in_bb_selected_exp_tag);
|
||||
_bb.subscribe(_in_bb_market_impliedvol_side_tag);
|
||||
_bb.subscribe(_in_bb_ignore_market_implied_vol_source_settings_tag);
|
||||
_bb.data_callback += _on_bb_data;
|
||||
_bb.timer_callback += _on_bb_timer;
|
||||
}
|
||||
|
||||
private void _on_bb_data(object tag, object data) {
|
||||
if (tag != null)
|
||||
if (_in_bb_committed_output_tag.Equals(tag) ||
|
||||
_in_bb_calc_resp_tag.Equals(tag) ||
|
||||
_in_bb_inp_dirty_tag.Equals(tag) || _in_bb_selected_exp_tag.Equals(tag) ||
|
||||
_in_bb_market_impliedvol_side_tag.Equals(tag) ||
|
||||
_in_bb_ignore_market_implied_vol_source_settings_tag.Equals(tag))
|
||||
_is_dirty = true;
|
||||
}
|
||||
|
||||
private void _check_bbo_change() {
|
||||
var sc_data = _bb.read_state(SparkTags.SystemContractsTag);
|
||||
Tuple<VolSurfaceDisplayGridExpiration, bool> sel_exp_tup =
|
||||
_bb.read_state(_in_bb_selected_exp_tag);
|
||||
if (sc_data == null || sel_exp_tup == null) {
|
||||
return;
|
||||
}
|
||||
VolSurfaceExpiration new_sel_exp = sel_exp_tup.Item1.ToVSExp();
|
||||
var new_md = sc_data.get_option_bbo_vsexp(new_sel_exp);
|
||||
bool bbo_dirty = _cached_exp_md.set(new_md.Item1, new_md.Item2);
|
||||
_is_dirty = _is_dirty || bbo_dirty;
|
||||
}
|
||||
|
||||
private DateTime _last_publish_time = DateTime.MinValue;
|
||||
private void _on_bb_timer() {
|
||||
if (DateTime.Now - _last_publish_time >= _compute_period) {
|
||||
_check_bbo_change();
|
||||
if (_is_dirty)
|
||||
_recompute_and_publish();
|
||||
_is_dirty = false;
|
||||
_last_publish_time = DateTime.Now;
|
||||
}
|
||||
}
|
||||
|
||||
private void _recompute_and_publish() {
|
||||
Tuple<VolSurfaceDisplayGridExpiration, bool> sel_exp =
|
||||
_bb.read_state(_in_bb_selected_exp_tag);
|
||||
VolSurfaceOutput vs_output = _resolve_curr_cand();
|
||||
if (vs_output != null && vs_output.volsurface_input != null &&
|
||||
vs_output.aux_data_map != null &&
|
||||
sel_exp != null && sel_exp.Item1 != null) {
|
||||
var impliedvol_side = _get_market_impliedvol_side(_bb, _vs_id);
|
||||
VolSurfaceExpiration orig_exp = new VolSurfaceExpiration() {
|
||||
symbol = sel_exp.Item1.symbol,
|
||||
expiration = sel_exp.Item1.expiration
|
||||
};
|
||||
_timer.start();
|
||||
VolSurfaceExpiration md_exp;
|
||||
VolCurveMarketImpliedVolData exp_impl_vol_map =
|
||||
VolSurfaceCoreFunctions.compute_implied_vols(
|
||||
vs_output.volsurface_input,
|
||||
orig_exp, vs_output.aux_data_map,
|
||||
arg_exp => _get_bbo(arg_exp),
|
||||
impliedvol_side,
|
||||
_ignore_market_implied_vol_source_settings(_bb, _vs_id),
|
||||
out md_exp);
|
||||
_timer.stop();
|
||||
_logger.log("SingleVolSurfaceMarketImpliedVolSource",
|
||||
"SingleVolSurfaceMarketImpliedVolSource",
|
||||
_timer.lastIntervalTime);
|
||||
if (exp_impl_vol_map is null) {
|
||||
return;
|
||||
}
|
||||
bts.Log.Gen.info(
|
||||
$"SingleVolSurfaceMarketImpliedVolSource._recompute_and_publish " +
|
||||
exp_impl_vol_map.log_string());
|
||||
_bb.post(SparkTags.VolSurfaceMarketImpliedVolTag(_vs_id),
|
||||
new Dictionary<VolSurfaceExpiration,
|
||||
Tuple<VolSurfaceExpiration, VolCurveMarketImpliedVolData>>() {
|
||||
{ orig_exp, Tuple.Create(md_exp, exp_impl_vol_map) }
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
// Returns the candidate or committed VolSurface depending
|
||||
private VolSurfaceOutput _resolve_curr_cand() {
|
||||
bool is_dirty = _bb.read_state(_in_bb_inp_dirty_tag, false);
|
||||
if (is_dirty) {
|
||||
VolSurfaceCalculationResponse vs_resp = _bb.read_state(_in_bb_calc_resp_tag);
|
||||
return vs_resp != null ? vs_resp.volsurface_calculation_output : null;
|
||||
} else
|
||||
return _bb.read_state(_in_bb_committed_output_tag);
|
||||
}
|
||||
|
||||
private IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>
|
||||
_get_bbo(VolSurfaceExpiration vs_exp) {
|
||||
return get_option_bbo(_bb, vs_exp);
|
||||
}
|
||||
|
||||
private static bool _normalize_bbo = true;
|
||||
#region Static helpers
|
||||
|
||||
// for some markets (crypto ie), the options prices are not in
|
||||
// the same terms as strikes, ie strikes are in USD whereras the
|
||||
// option prices are in BTC
|
||||
internal static double get_option_price_mult(
|
||||
ThreadedBlackboard bb,
|
||||
VolSurfaceExpiration option_exp) {
|
||||
var driver_map = bb.read_state(SparkTags.AllOptionDriverBBOTag);
|
||||
if (driver_map != null &&
|
||||
driver_map.TryGetValue(option_exp.symbol, out var sym_map)) {
|
||||
var vs_md = sym_map.get_driver_md(option_exp.expiration);
|
||||
return vs_md.get_driver();
|
||||
}
|
||||
return Double.NaN;
|
||||
}
|
||||
internal static
|
||||
IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>
|
||||
get_option_bbo(ThreadedBlackboard bb, VolSurfaceExpiration vs_exp) {
|
||||
var sc_data = bb.read_state(SparkTags.SystemContractsTag);
|
||||
IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> rv =
|
||||
sc_data.get_option_bbo_vsexp(vs_exp).Item2;
|
||||
double mult = get_option_price_mult(bb, vs_exp);
|
||||
if (_normalize_bbo)
|
||||
return rv.ToDictionary(kv => kv.Key, kv =>
|
||||
Tuple.Create(kv.Value.Item1.mult_price(mult),
|
||||
kv.Value.Item2.mult_price(mult)));
|
||||
return rv;
|
||||
}
|
||||
|
||||
internal static bool _ignore_market_implied_vol_source_settings(
|
||||
ThreadedBlackboard bb, int vs_id) {
|
||||
return bb.read_state(
|
||||
SparkTags.VolSurfaceIgnoreImpliedVolSettingsTag(vs_id), false);
|
||||
}
|
||||
|
||||
internal static VolSurfaceEnums.MarketSide
|
||||
_get_market_impliedvol_side(ThreadedBlackboard bb, int vs_id) {
|
||||
return bb.read_state(
|
||||
SparkTags.VolSurfaceMarketImpliedVolSide(vs_id),
|
||||
VolSurfaceEnums.MarketSide.Mid);
|
||||
}
|
||||
|
||||
#endregion
|
||||
|
||||
#region IDisposable
|
||||
public void Dispose() {
|
||||
_bb.data_callback -= _on_bb_data;
|
||||
_bb.timer_callback -= _on_bb_timer;
|
||||
}
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
@@ -1,91 +0,0 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
|
||||
using mbts.analytics;
|
||||
using bts.api;
|
||||
using System.Linq;
|
||||
|
||||
namespace mbts.spark {
|
||||
// f (SystemContractData,
|
||||
// VolSurfaceNonVolInput,
|
||||
// IDictionary<mbts.analytics.VolSurfaceExpiration, double>) -> VolSurfaceNonVolData
|
||||
// Subs :
|
||||
// 1. Securities (SystemContractsTag)
|
||||
// 2. NonVolInput (VolSurfaceNonVolInputTag)
|
||||
// 3. Driver prices (VolSurfaceOptionDriverTag)
|
||||
// Publishes :
|
||||
// 1. VolSurfaceNonVolData which is simply a union of the 3 inputs
|
||||
// 2. VolSurfaceStrikeMap
|
||||
public class SingleVolSurfaceNonVolDataSource : IDisposable {
|
||||
private readonly int _vs_id;
|
||||
private readonly IEnumerable<string> _option_symbols;
|
||||
private readonly ThreadedBlackboard _bb;
|
||||
private readonly ITag<SystemContractData> _in_bb_contract_data_tag;
|
||||
private readonly ITag<VolSurfaceNonVolInput> _in_bb_vs_nonvol_input_tag;
|
||||
private readonly ITag<IReadOnlyDictionary<string, OptionDriverPriceMap>> _in_bb_all_driver_price_tag;
|
||||
private readonly ITag<mbts.analytics.VolSurfaceNonVolData> _out_bb_vs_nonvol_data_tag;
|
||||
private readonly ITag<mbts.analytics.VolSurfaceStrikeMap> _out_bb_vs_contracts_tag;
|
||||
|
||||
public SingleVolSurfaceNonVolDataSource(int vs_id, IEnumerable<string> option_symbols,
|
||||
ThreadedBlackboard bb) {
|
||||
bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{vs_id}");
|
||||
_vs_id = vs_id;
|
||||
_option_symbols = option_symbols;
|
||||
_bb = bb;
|
||||
_in_bb_contract_data_tag = SparkTags.SystemContractsTag;
|
||||
_in_bb_vs_nonvol_input_tag = SparkTags.VolSurfaceNonVolInputTag;
|
||||
_in_bb_all_driver_price_tag = SparkTags.AllOptionDriverBBOTag;
|
||||
_out_bb_vs_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
|
||||
_out_bb_vs_contracts_tag = SparkTags.VolSurfaceContractsTag(vs_id);
|
||||
_bb.subscribe(_in_bb_contract_data_tag);
|
||||
_bb.subscribe(_in_bb_vs_nonvol_input_tag);
|
||||
_bb.subscribe(_in_bb_all_driver_price_tag);
|
||||
_bb.data_callback += _on_bb_data;
|
||||
_init();
|
||||
}
|
||||
|
||||
private void _init() {
|
||||
_publish_vs_strike_map();
|
||||
_recompute_and_fire();
|
||||
}
|
||||
|
||||
private void _publish_vs_strike_map() {
|
||||
SystemContractData sc_data = _bb.read_state(_in_bb_contract_data_tag);
|
||||
if (sc_data != null) {
|
||||
var k_map = new VolSurfaceStrikeMap(_option_symbols, sc_data);
|
||||
bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
|
||||
"publishing strike_map sz:{k_map.strike_map.Count()}");
|
||||
_bb.post(_out_bb_vs_contracts_tag, new VolSurfaceStrikeMap(_option_symbols, sc_data));
|
||||
}
|
||||
}
|
||||
|
||||
private void _on_bb_data(object tag, object data) {
|
||||
if (_in_bb_contract_data_tag.Equals(tag)) {
|
||||
_publish_vs_strike_map();
|
||||
_recompute_and_fire();
|
||||
} else if (_in_bb_vs_nonvol_input_tag.Equals(tag) ||
|
||||
_in_bb_all_driver_price_tag.Equals(tag))
|
||||
_recompute_and_fire();
|
||||
}
|
||||
|
||||
private void _recompute_and_fire() {
|
||||
SystemContractData sc_data = _bb.read_state(_in_bb_contract_data_tag);
|
||||
VolSurfaceNonVolInput vs_nonvol_input = _bb.read_state(_in_bb_vs_nonvol_input_tag);
|
||||
var all_sym_price_map = _bb.read_state(_in_bb_all_driver_price_tag);
|
||||
var exp_price_map = OptionDriverPriceMap.get_vs_price_map(
|
||||
all_sym_price_map, (s) => _option_symbols.Contains(s));
|
||||
if (sc_data != null && vs_nonvol_input != null && exp_price_map != null) {
|
||||
bts.Log.Gen.diag($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
|
||||
"publishing VolSurfaceNonVolData");
|
||||
_bb.post(_out_bb_vs_nonvol_data_tag,
|
||||
new VolSurfaceNonVolData(
|
||||
vs_nonvol_input, exp_price_map,
|
||||
new VolSurfaceStrikeMap(_option_symbols, sc_data).strike_map));
|
||||
}
|
||||
}
|
||||
|
||||
#region IDisposable
|
||||
public void Dispose() { _bb.data_callback -= _on_bb_data; }
|
||||
#endregion
|
||||
}
|
||||
}
|
||||
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