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22 Commits
Author SHA1 Message Date
Kevin Darby 0d24062f03 Merge branch 'dotnet' of bitbucket.org:bluetradesys/spark into windows_docker 2020-01-08 17:25:30 -05:00
Kevin Darby 44e0eae281 Merge branch 'master' of bitbucket.org:bluetradesys/spark into dotnet 2020-01-08 17:24:55 -05:00
Kevin Darby 152ab05b4e remove externals sharing 2020-01-08 17:08:49 -05:00
Kevin Darby 4257a172c1 fixed shared obj dir on linux build 2019-12-31 12:39:54 -05:00
Kevin Darby 721a08c4b4 remove these CMakeDeps so gitignore can ignore 2019-12-31 10:44:32 -05:00
Kevin Darby 41a3535e84 made some minor changes to support running a dev environment in our api docker on windows 2019-12-31 10:07:55 -05:00
Kevin Darby 626629bf06 added spark_vm_shell for windows 2019-12-31 10:06:54 -05:00
Eric Harding 487aaef02f update cmake 2019-12-16 13:12:50 -05:00
Eric Harding f22fc03e56 merge master 2019-12-16 12:54:19 -05:00
Kevin Darby 5f45ddf210 wack vs backwack 2019-11-28 02:46:27 +00:00
Kevin Darby d6a533ca5c PR feedback 2019-11-27 17:21:24 -05:00
Kevin Darby 20e58dc80b address PR concerns 2019-11-13 16:46:36 -05:00
Kevin Darby 5773945791 add data dir for .net in linux
make sparkcmd build in the right place on windows again
2019-11-11 17:12:55 -05:00
Kevin Darby 721c889235 release mode uses published sparkcmd 2019-11-06 18:22:06 -05:00
Kevin Darby 9957af655f hooked sparkcmd linux build to the main server build stuff 2019-11-06 17:47:21 -05:00
Kevin Darby eab92fb486 damn windows casing 2019-11-06 13:55:29 -05:00
Kevin Darby 9f1cd47cfa hooking build to cmake 2019-11-06 13:55:07 -05:00
Kevin Darby 90c3edbbe7 adding core 2 back to docker per eric 2019-11-06 13:24:57 -05:00
Kevin Darby adee8b584c capitalized first letter of proto to work around a protoc bug 2019-11-06 12:43:27 -05:00
Kevin Darby 329ad323e0 delete protos to change case on windows 2019-11-06 12:41:37 -05:00
Kevin Darby c713b97441 cleanup csproj 2019-11-05 18:23:09 -05:00
Kevin Darby eb79264b9b netcore builds on linux through dotnet build 2019-11-05 18:19:17 -05:00
4335 changed files with 121521 additions and 916679 deletions

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-9
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@@ -1,10 +1 @@
IndentWidth: 3
BinPackArguments: true
BinPackParameters: false
AlignAfterOpenBracket: AlwaysBreak
AlwaysBreakTemplateDeclarations: true
PenaltyReturnTypeOnItsOwnLine: 140
---
Language: Proto
IndentWidth: 2
AllowShortFunctionsOnASingleLine: None
-30
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@@ -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": [
"fable"
]
},
"fantomas": {
"version": "5.2.2",
"commands": [
"fantomas"
]
},
"fake-cli": {
"version": "6.0.0",
"commands": [
"fake"
]
}
}
}
-251
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@@ -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
+4 -20
View File
@@ -1,14 +1,11 @@
nohup.out
build/**
install/**
.build_proxy/
build/
cmake-build-debug/
.cache/
.ipynb_checkpoints/
.idea/
.dir-locals.el
*.pyc
**.vscode
.vscode/*
!.vscode/*.json
.vs
obj/
*.csproj.user
@@ -20,13 +17,10 @@ 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 +34,4 @@ 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
CMakeDeps.cmake
@@ -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": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
"cppStandard": "c++17"
},
{
"name": "Windows",
+369 -401
View File
@@ -1,402 +1,370 @@
{
"version": "0.2.0",
"configurations": [
{
"name": "Spark Local",
"type": "cppdbg",
"request": "launch",
"program": "${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": "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": "${command:pickProcess}"
},
{
"name": "Spreader Tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/ninja_debug/server/sparkd",
"args": [
"test",
"[spreader]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/server/",
"environment": [],
"externalConsole": true,
"MIMode": "gdb",
"preLaunchTask": "",
"logging": {
"engineLogging": false
},
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "enable pretty-printer",
"ignoreFailures": true
}
],
"pipeTransport": {
"pipeCwd": "${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/": "${workspaceRoot}"
},
"justMyCode": true
},
{
"name": ".NET Core Remote Launch",
"type": "coreclr",
"request": "launch",
"program": "sparkcmd",
"args": [
"test",
],
"env": {"LD_LIBRARY_PATH" : "."},
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/ninja_debug/server",
"pipeTransport": {
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"debuggerPath": "/home/bts/vsdbg/vsdbg",
"pipeCwd": "${workspaceRoot}",
"quoteArgs": true
},
"sourceFileMap": {
"/home/bts/spark/": "${workspaceRoot}"
},
"justMyCode": false
},
]
}
+3 -3
View File
@@ -7,9 +7,9 @@
"vector": "cpp",
"xhash": "cpp",
"xstring": "cpp",
"system_error": "cpp",
"array": "cpp",
"string_view": "cpp"
"system_error": "cpp",
"array": "cpp",
"string_view": "cpp"
"xutility": "cpp",
"*.ipp": "cpp"
}
+10 -19
View File
@@ -14,21 +14,24 @@
"focus": false,
"panel": "shared"
},
"group": "build"
"group": {
"kind": "build",
"isDefault": true
}
},
{
"label": "server_build",
"label": "server_build",
"type": "shell",
"command": ".\\tools\\buildsparkd.cmd",
"problemMatcher": {
"base": "$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"
]
}
}
]
}
+52 -89
View File
@@ -1,113 +1,76 @@
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
DEPENDS sparkd data_files_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 ${CMAKE_BINARY_DIR}/server/ )
endif()
endif()
-147
View File
@@ -1,147 +0,0 @@
set(Protobuf_PROTOC_EXECUTABLE "${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()
-32
View File
@@ -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)
-54
View 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
}
}
-120
View File
@@ -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 $repo_root/private \
&& git clone https://github.com/johncolvin-og/mybashconfig \
&& cd mybashconfig \
&& cp src/* /home/john/
# Get vim files/tools
USER root
RUN \
DEBIAN_FRONTEND=noninteractive apt-get update \
&& apt-get install -y curl
USER john
RUN curl -fLo home/john/.vim/autoload/plug.vim --create-dirs \
https://raw.githubusercontent.com/junegunn/vim-plug/master/plug.vim
# Some fonts look sketchy if the language isn't set to english:
# * The powerline git glyphs in the fish prompt are all displayed as question
# marks.
#
# * The shell confuses the position of the cursor, so characters are left
# around when they should have been cleared, and the cursor's home position
# is pushed one or two places to the right.
#
# * Most likely, the bad cursor position is caused by some dependencies the
# interpretation of escape sequences have on the language setting. At this
# point I don't even care anymore (literally took 8 hours to figure this
# out). I just know this shit is needed to make the prompt work correctly.
USER root
RUN locale-gen "en_US.UTF-8"
USER john
ENV LANG en_US.UTF-8
ENV LANGUAGE en_US:en
ENV LC_ALL en_US.UTF-8
RUN fc-cache -vf
-16
View File
@@ -1,16 +0,0 @@
#!/usr/bin/env fish
set this_dir (realpath (dirname (status -f)))
set image_working_dir (realpath "$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"
-11
View File
@@ -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 $image_name
-4
View File
@@ -1,4 +0,0 @@
#!/usr/bin/env fish
echo "$USER""s_"(basename (git rev-parse --show-toplevel))"-dev"
-12
View File
@@ -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
-148
View File
@@ -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
-153
View File
@@ -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
-92
View File
@@ -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
-43
View File
@@ -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" \
"$image_name" \
bash
-513
View File
@@ -1,513 +0,0 @@
{
"version": "0.2.0",
"configurations": [
{
"name": "Spark Local",
"type": "cppdbg",
"request": "launch",
"program": "${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]"
],
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"cwd": "/home/bts/spark/build/gcc/debug/server/",
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},
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{
"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]"
],
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},
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{
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}
],
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"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
"/home/bts/spark/": "${workspaceRoot}"
}
},
{
"name": "Spartan Tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/gcc/debug/server/sparkd",
"args": [
"test",
"[spartan_md]"
],
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},
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{
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}
],
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"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
"/home/bts/spark/": "${workspaceRoot}"
}
},
{
"name": "Matcher Tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/gcc/debug/server/sparkd",
"args": [
"test",
"[matcher]"
],
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},
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{
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}
],
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"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
"/home/bts/spark/": "${workspaceRoot}"
}
},
{
"name": "Admin Service Tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
"args": [
"test",
"[admin_service]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/gcc/debug/src/server/sparkd/",
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"externalConsole": true,
"MIMode": "gdb",
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},
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{
"description": "Enable pretty-printing for gdb",
"text": "enable pretty-printer",
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}
],
"pipeTransport": {
"pipeCwd": "${workspaceRoot}",
"pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
"pipeArgs": [
"bts@sparkvm"
],
"debuggerPath": "/usr/bin/gdb"
},
"sourceFileMap": {
"/home/bts/spark/": "${workspaceRoot}"
}
},
{
"name": "Limiter Tests",
"type": "cppdbg",
"request": "launch",
"program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
"args": [
"test",
"[limiter]"
],
"stopAtEntry": false,
"cwd": "/home/bts/spark/build/gcc/debug/src/server/sparkd/",
"environment": [],
"externalConsole": true,
"MIMode": "gdb",
"preLaunchTask": "",
"logging": {
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},
"setupCommands": [
{
"description": "Enable pretty-printing for gdb",
"text": "enable pretty-printer",
"ignoreFailures": true
}
],
"pipeTransport": {
"pipeCwd": "${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 @@
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},
"tokenColors": [
{
"scope": [
"variable.language.this"
],
"settings": {
"fontStyle": ""
}
},
{
"scope": "markup.bold",
"settings": {
"fontStyle": "bold"
}
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{
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"markup.italic",
"markup.quote"
],
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}
},
{
"scope": "markup.underline",
"settings": {
"fontStyle": "underline"
}
},
{
"scope": [
"source.js.jsx punctuation.section.embedded",
"entity.name.tag",
"string.other.link.description.title",
"support.constant",
"support.variable",
"support.type",
"variable.other.class",
"support.class.builtin.js",
"support.class.console.js",
"meta.property-value",
"variable.parameter.keyframe-list",
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"expression.embedded.vue punctuation.definition"
],
"settings": {
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}
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"entity.name.type.object.console",
"variable.language",
"variable.parameter.function.language.special.self.python",
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"entity.other.attribute-name.pseudo-element.css"
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"scope": [
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],
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"fontStyle": "bold"
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"entity.other.attribute-name.parent-selector-suffix.css",
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"entity.other.attribute-name.id.css punctuation",
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],
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}
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"fontStyle": ""
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"markup.heading",
"markup.changed",
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],
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],
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}
},
{
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"meta.function-call meta.arguments",
"meta.function-call meta.group",
"source.json meta.structure.dictionary",
"meta.object.member",
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"string.unquoted.label",
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"entity.name.class",
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"variable.other.constant.js",
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"source",
"entity.name.type.module",
"source.sql support.function",
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],
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}
},
{
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"parameters variable.function"
],
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"fontStyle": "italic"
}
},
{
"scope": [
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"support.variable.property",
"punctuation.separator.key-value",
"meta.object-literal.key",
"variable.other.object.property",
"variable.object.property",
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"text.html.php",
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"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"
],
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}
},
{
"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"
],
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}
},
{
"scope": [
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"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"
}
}
]
}
-16
View File
@@ -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"
}
}
-41
View File
@@ -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"]
}
]
}
-41
View File
@@ -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": "${workspaceFolder}/build/Debug/bin/net6.0-windows",
"enableStepFiltering": false,
"console": "internalConsole",
"stopAtEntry": false
},
{
"name": "Attach (.NET Core)",
"type": "coreclr",
"request": "attach"
}
],
"inputs": [
{
"id": "test",
"description": "The test(s) to run",
"type": "promptString"
}
]
}
-37
View File
@@ -1,37 +0,0 @@
{
"cmake.configureOnOpen": false,
"workbench.colorTheme": "Default Dark+",
"C_Cpp.intelliSenseEngine": "Disabled",
"files.associations": {
"*.js": "javascript",
"*.conf": "jsonc",
"array": "cpp",
"xtree": "cpp",
"chrono": "cpp",
"*.ipp": "cpp",
"optional": "cpp",
"regex": "cpp",
"system_error": "cpp",
"format": "cpp",
"future": "cpp",
"istream": "cpp",
"memory": "cpp",
"tuple": "cpp",
"type_traits": "cpp",
"utility": "cpp",
"variant": "cpp",
"xlocmes": "cpp",
"xlocmon": "cpp",
"xlocnum": "cpp",
"xloctime": "cpp",
"xutility": "cpp",
"xstring": "cpp",
"string": "cpp",
"cstdint": "cpp"
},
"files.exclude": {
"**/.g.cs": true,
"**/.g.i.cs": true
}
}
-44
View File
@@ -1,44 +0,0 @@
{
"version": "2.0.0",
"tasks": [
{
"label": "Build Spark Client",
"type": "process",
"command": "C:\\Program Files\\Microsoft Visual Studio\\2022\\Community\\Common7\\Tools\\VsDevCmd.bat",
"args": [
"-arch=x64",
"-host_arch=x64",
"&&",
"${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": "${workspaceRoot}\\build\\Debug\\bin\\net6.0-windows\\Spark.exe",
"presentation": {
"echo": true,
"reveal": "always",
"focus": false,
"panel": "shared",
"showReuseMessage": true,
"clear": false
},
"problemMatcher": []
}
]
}
-107
View File
@@ -1,107 +0,0 @@
{
"configurations": [
{
"name": "Linux",
"includePath": [
"/usr/include",
"/usr/local/include",
"${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 -1
View File
@@ -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&lt;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));
```
-6
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@@ -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;
}
```
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@@ -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
``` -->
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+++
title="Reference"
template="documentation.html"
sort_by="weight"
weight = 2
+++
-6
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@@ -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
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@@ -1,5 +1,6 @@
+++
title="Samples"
template="documentation.html"
sort_by="weight"
weight = 3
+++
+31
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@@ -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 %}
+36
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@@ -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 %}
+15 -15
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@@ -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>
+8 -36
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@@ -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 %}
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@@ -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/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)
+2 -2
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@@ -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 -31
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@@ -1,38 +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
@@ -728,4 +699,3 @@ 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
-6
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@@ -1,6 +0,0 @@
{
"sdk": {
"version": "6.0.200",
"rollForward": "latestMajor"
}
}
-20
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@@ -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
}
}
-18
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@@ -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
+163 -47
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@@ -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 +12,213 @@ 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}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
Debug|x64 = Debug|x64
Debug|x86 = Debug|x86
MinSizeRel|Any CPU = MinSizeRel|Any CPU
MinSizeRel|x64 = MinSizeRel|x64
MinSizeRel|x86 = MinSizeRel|x86
Release|Any CPU = Release|Any CPU
Release|x64 = Release|x64
Release|x86 = Release|x86
RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
RelWithDebInfo|x64 = RelWithDebInfo|x64
RelWithDebInfo|x86 = RelWithDebInfo|x86
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|Any CPU.ActiveCfg = Debug|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.ActiveCfg = Debug|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.Build.0 = Debug|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x86.ActiveCfg = Debug|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|Any CPU.Build.0 = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.ActiveCfg = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.Build.0 = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x86.ActiveCfg = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x86.Build.0 = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|Any CPU.ActiveCfg = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.ActiveCfg = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x86.ActiveCfg = Release|x64
{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
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{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.ActiveCfg = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.Build.0 = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.ActiveCfg = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.Build.0 = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|Any CPU.ActiveCfg = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.ActiveCfg = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.Build.0 = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x86.ActiveCfg = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.ActiveCfg = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.Build.0 = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.ActiveCfg = Release|x64
{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
@@ -1,41 +1,41 @@
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 15
VisualStudioVersion = 15.0.26730.10
MinimumVisualStudioVersion = 10.0.40219.1
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
EndProject
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
MinSizeRel|x64 = MinSizeRel|x64
Release|x64 = Release|x64
RelWithDebInfo|x64 = RelWithDebInfo|x64
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.ActiveCfg = Debug|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.Build.0 = Debug|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.ActiveCfg = Release|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.Build.0 = Release|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.ActiveCfg = Release|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.Build.0 = Release|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.ActiveCfg = Release|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.Build.0 = Release|x64
{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
{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
Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 15
VisualStudioVersion = 15.0.26730.10
MinimumVisualStudioVersion = 10.0.40219.1
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
EndProject
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
MinSizeRel|x64 = MinSizeRel|x64
Release|x64 = Release|x64
RelWithDebInfo|x64 = RelWithDebInfo|x64
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.ActiveCfg = Debug|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.Build.0 = Debug|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.ActiveCfg = Release|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.Build.0 = Release|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.ActiveCfg = Release|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.Build.0 = Release|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.ActiveCfg = Release|x64
{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.Build.0 = Release|x64
{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
{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
+17
View File
@@ -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"
}
}
+19
View File
@@ -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 ${CMAKE_BINARY_DIR}/../)
-55
View File
@@ -1,55 +0,0 @@
<Project>
<PropertyGroup>
<ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
<SparkRoot>$([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>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
<OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
<CompileOptions></CompileOptions>
</Proto3Excel>
</ItemDefinitionGroup>
</Project>
-94
View File
@@ -1,94 +0,0 @@
<Project>
<Target
Name="CompileProto2"
Condition="'@(Proto2)'!=''"
Inputs="$(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=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
--service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) ^
--csharp_out=%(CompileOptions)%(Proto3.OutBase)"
WorkingDirectory="%(relativedir)" />
<ItemGroup>
<Compile Include="%(Proto3.OutCS)" />
<Compile Include="%(Proto3.OutCSClient)" />
<Compile Include="%(Proto3.OutCSServer)" />
<Compile Include="%(Proto3.OutCSImmutable)" />
</ItemGroup>
</Target>
<Target Name="RemoveSystemRuntimeFromRefPack"
BeforeTargets="_HandlePackageFileConflicts"
Condition="'@(Reference -> WithMetadataValue('NugetPackageId', 'System.Runtime.Experimental'))' != ''">
<ItemGroup>
<Reference Remove="@(Reference)"
Condition="$([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="$(GenDir)\proto2\*" />
</Target>
<Target
Name="Test"
DependsOnTargets="Build"></Target>
</Project>
+78
View File
@@ -0,0 +1,78 @@
<Project>
<PropertyGroup>
<ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
<SparkRoot>$([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>
<BaseIntermediateOutputPath Condition=" '$(OS)' != 'Windows_NT' ">$(BaseOutputPath)\linuxobj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
<IntermediateOutputPath Condition=" '$(OS)' != 'Windows_NT' ">$(BaseOutputPath)\linuxobj\$(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>
+159
View File
@@ -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% &amp;
set PYTHONPATH=$(Externals)\python &amp;
$(protoc) ^
%(Proto3.FullPath) ^
--error_format=msvs ^
--proto_path=$(protoinc);$(SourceRoot) ^
--plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
--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% &amp;
set PYTHONPATH=$(Externals)\python &amp;
$(protoc) ^
%(Proto3Excel.FullPath) ^
--error_format=msvs ^
--proto_path=$(protoinc);$(SourceRoot) ^
--plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
--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="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(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):$(SourceRoot) \
--plugin=&apos;protoc-gen-service=$(ProtocPluginBase)/plugin.py&apos; \
--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>
+14
View File
@@ -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 -o $2/../$1/bin/netcoreapp3.0/linux-x64 ./sparkcmd/
if [ "$1" == "Release" ]
then
dotnet publish -c $1 -o $2/../$1/bin/netcoreapp3.0/linux-x64 ./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 };
}
}
}
@@ -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
}
}
@@ -1,168 +0,0 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using bts.api;
using mbts.analytics;
namespace mbts.spark {
// All local changes to the VolSurface that trigger calculations
// are handled here.
// Subs :
// 1. VS Calc Req
// 2. VS Nonvol Data
// 3. Dirty
// Pubs :
// 1. Calc Resp
public class SingleVolSurfaceRequestCalculator : IDisposable {
private readonly int _vs_id;
private readonly HashSet<string> _symbols;
private readonly ThreadedBlackboard _bb;
private readonly ITag<VolSurfaceCalculationRequest> _in_bb_request_tag;
private readonly ITag<VolSurfaceNonVolData> _in_bb_nonvol_data_tag;
private readonly ITag<VolSurfaceStandardTime> _in_bb_vs_standard_time_tag;
private readonly ITag<VolSurfaceEnums.MarketSide> _in_bb_market_impliedvol_side_tag;
private readonly ITag<bool> _in_bb_dirty_tag;
private HighPerformanceTimer _timer = new HighPerformanceTimer();
/// data
private VolSurfaceOutput _last_output;
public SingleVolSurfaceRequestCalculator(int vs_id, IEnumerable<string> symbols,
ThreadedBlackboard threaded_bb) {
bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id: {vs_id}");
_vs_id = vs_id;
_symbols = new HashSet<string>(symbols);
_bb = threaded_bb;
_in_bb_request_tag = SparkTags.VolSurfaceCalculationRequestTag(vs_id);
_in_bb_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
_in_bb_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
_in_bb_market_impliedvol_side_tag = SparkTags.VolSurfaceMarketImpliedVolSide(vs_id);
_in_bb_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(vs_id);
_bb.subscribe(_in_bb_request_tag);
_bb.subscribe(_in_bb_nonvol_data_tag);
_bb.subscribe(_in_bb_vs_standard_time_tag);
_bb.subscribe(_in_bb_vs_standard_time_tag);
_bb.subscribe(_in_bb_dirty_tag);
_bb.data_callback += _on_bb_data;
_recompute_and_publish(true);
}
private void _on_bb_data(object tag, object data) {
if (_in_bb_request_tag.Equals(tag) || _in_bb_dirty_tag.Equals(tag))
_recompute_and_publish(true);
else if (_in_bb_nonvol_data_tag.Equals(tag) || _in_bb_vs_standard_time_tag.Equals(tag))
_recompute_and_publish(false);
}
private void _recompute_and_publish(bool is_new_request) {
bool is_dirty = _bb.read_state(_in_bb_dirty_tag, false);
VolSurfaceNonVolData nonvol_data = _bb.read_state(_in_bb_nonvol_data_tag);
VolSurfaceStandardTime vs_standard_time = _bb.read_state(_in_bb_vs_standard_time_tag);
if (is_dirty && nonvol_data != null) {
_timer.start();
VolSurfaceCalculationRequest curr_req = _bb.read_state(_in_bb_request_tag),
effective_req = null;
if (is_new_request)
effective_req = curr_req;
else {
if (_last_output != null)
effective_req =
new VolSurfaceCalculationRequest(_last_output.volsurface_input, curr_req.request_id);
}
if (effective_req != null) {
IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map =
VolSurfaceUtilityFunctions.compute_aux_data(effective_req.volsurface_input,
nonvol_data.input,
nonvol_data.driver_price_map,
vs_standard_time, true);
IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
_post_process_action(effective_req, aux_data_map);
_last_output = GeneralVolSurfaceCalculator.compute(effective_req.volsurface_input,
nonvol_data.contracts,
aux_data_map,
action_map,
null,
effective_req.cascade_up,
effective_req.cascade_down);
_timer.stop();
bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time: " +
$"{_timer.lastIntervalTime}");
_bb.post(SparkTags.VolSurfaceCalculationResponseTag(_vs_id),
new VolSurfaceCalculationResponse(_last_output, effective_req.request_id));
}
}
}
/// Computes the impl vol if the action is fit to market
private IDictionary<VolSurfaceExpiration, VolCurveAction> _post_process_action(
VolSurfaceCalculationRequest req,
IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map) {
IDictionary<VolSurfaceExpiration, VolCurveAction> rv = req.action_map;
/// TODO : VolCurveAction needs to be structured better. The UI enforces that
/// all exps have the same action, but the structure doesnt. So here the UI
/// constraint is flowing in
if (rv != null && rv.Count > 0) {
VolCurveAction rep_action = rv.ElementAt(0).Value;
if (rep_action.action_type == VolCurveAction.ActionType.FitToMarket) {
IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> impl_vol_map =
_fill_in_implied_vols(req.volsurface_input, req.action_map, aux_data_map,
req.cascade_up, req.cascade_down);
rv = impl_vol_map.ToDictionary(kv => kv.Key, kv => new VolCurveAction(
new VolCurveMarketFitAction(rep_action.market_fit_action.fit_action, kv.Value,
rep_action.market_fit_action.use_weighted_regression)));
}
}
return rv;
}
private IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> _fill_in_implied_vols(
VolSurfaceInput vs_inp,
IDictionary<VolSurfaceExpiration, VolCurveAction> action_map,
IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map,
bool cascade_up, bool cascade_down) {
IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> rv =
new Dictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData>();
VolCurveAction rep_action = action_map.ElementAt(0).Value;
HashSet<VolSurfaceExpiration> master_exps =
VolSurfaceUtilityFunctions.get_master_expirations(vs_inp, true);
IEnumerable<VolSurfaceExpiration> applicable_exps;
if (cascade_up || cascade_down)
applicable_exps =
VolSurfaceUtilityFunctions.get_exp_list_from_cascade(
vs_inp.surface_parameters.curve_parameters_map.Select(t => t.Item1),
action_map.Keys, cascade_up, cascade_down);
else
applicable_exps = action_map.Keys;
applicable_exps = applicable_exps.Where(vs_exp => master_exps.Contains(vs_exp));
VolSurfaceEnums.MarketSide impliedvol_side =
SingleVolSurfaceMarketImpliedVolSource._get_market_impliedvol_side(_bb, _vs_id);
foreach (VolSurfaceExpiration vs_exp in applicable_exps) {
VolSurfaceExpiration md_exp;
VolCurveMarketImpliedVolData exp_impl_data =
VolSurfaceCoreFunctions.compute_implied_vols(vs_inp, vs_exp, aux_data_map,
arg_vs_exp => SingleVolSurfaceMarketImpliedVolSource.get_option_bbo(_bb, arg_vs_exp),
impliedvol_side,
SingleVolSurfaceMarketImpliedVolSource._ignore_market_implied_vol_source_settings(
_bb, _vs_id),
out md_exp);
rv[vs_exp] = exp_impl_data;
}
return rv;
}
#region IDisposable
private bool _disposed = false;
public void Dispose() {
if (!_disposed) {
_disposed = true;
_bb.data_callback -= _on_bb_data;
}
}
#endregion
}
}
@@ -1,245 +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.api;
using bts.api.analytics;
namespace mbts.spark {
// Publishes the committed and candidate greeks in the
// form of VolSurfaceTheoData
// (this was the data that was published in the winform syncfusion grid,
// with the candidate/committed next to each other)
// Subs :
// 1. Comm Vol Output
// 2. Cand Calc Response
// 3. Is Dirty (ie a pending change?)
// 4. Detailed Window State
// Pubs :
// 1. VolSurfaceTheoData (cand and comm theos)
public class SingleVolSurfaceTheoSource : IDisposable {
private readonly int _vs_id;
private readonly ThreadedBlackboard _bb;
private readonly ITag<VolSurfaceOutput> _in_committed_vol_output_tag;
private readonly ITag<VolSurfaceCalculationResponse> _in_candidate_vol_output_tag;
private readonly ITag<bool> _in_input_dirty_tag;
private readonly ITag<bool> _in_window_state_tag;
private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
private bool _is_dirty = true;
private static readonly IDictionary<VolSurfaceExpiration, IEnumerable<Theos>>
_empty_theos = new Dictionary<VolSurfaceExpiration, IEnumerable<Theos>>();
private VolSurfaceTheoData _last_data =
new VolSurfaceTheoData(new Dictionary<VolSurfaceExpiration, HashSet<double>>(),
_empty_theos, _empty_theos, false);
private uint _n_comps = 0;
public SingleVolSurfaceTheoSource(int vs_id, ThreadedBlackboard threaded_bb) {
bts.Log.Gen.info($"SingleVolSurfaceTheoSource cons vs_id:{vs_id}");
_vs_id = vs_id;
_bb = threaded_bb;
_in_committed_vol_output_tag = SparkTags.VolSurfaceCommittedOutputTag(_vs_id);
_in_candidate_vol_output_tag = SparkTags.VolSurfaceCalculationResponseTag(_vs_id);
_in_input_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(_vs_id);
_in_window_state_tag = SparkTags.VolSurfaceTheoWindowStateTag(_vs_id);
_bb.subscribe(_in_committed_vol_output_tag);
_bb.subscribe(_in_candidate_vol_output_tag);
_bb.subscribe(_in_input_dirty_tag);
_bb.subscribe(_in_window_state_tag);
_bb.data_callback += _on_data;
_bb.timer_callback += _on_timer;
// (TODO) forcing computing of theos by publishing an
// active theos window tag, remove it
_bb.post(_in_window_state_tag, true);
}
#region Blackboard
private void _on_data(object tag, object data) {
if (_in_candidate_vol_output_tag.Equals(tag) ||
_in_committed_vol_output_tag.Equals(tag) ||
_in_input_dirty_tag.Equals(tag) || _in_window_state_tag.Equals(tag)) {
_is_dirty = true;
}
}
private void _on_timer() {
if (_is_dirty) {
// publishes new values when there is an
// 1. theos window up
// 2. waiting candidate change
_compute_and_publish(_is_active_candidate(), _is_active_theos_window());
_is_dirty = false;
}
}
#endregion
private void _compute_and_publish(bool is_active_candidate,
bool is_active_theos_window) {
VolSurfaceCalculationResponse calc_resp =
_bb.read_state(_in_candidate_vol_output_tag);
VolSurfaceOutput candidate_output =
calc_resp != null ? calc_resp.volsurface_calculation_output : null,
committed_output = _bb.read_state(_in_committed_vol_output_tag);
IDictionary<VolSurfaceExpiration, HashSet<double>> secs =
_get_securities(committed_output, candidate_output);
IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> comm_theo_map =
_empty_theos, cand_theo_map = _empty_theos;
if (is_active_theos_window) {
comm_theo_map = _compute_theos(committed_output, secs);
if (is_active_candidate)
cand_theo_map = _compute_theos(candidate_output, secs);
} else {
if (is_active_candidate)
cand_theo_map = _compute_theos(candidate_output, secs);
}
var new_data = new VolSurfaceTheoData(secs, comm_theo_map,
cand_theo_map, is_active_candidate);
if (_is_valid_update(new_data))
_bb.post(SparkTags.VolSurfaceTheoOutputTag(_vs_id), new_data);
}
private bool _is_valid_update(VolSurfaceTheoData new_data) {
bool is_spurious = _last_data.committed_theo_map.Count == 0 &&
_last_data.candidate_theo_map.Count == 0 &&
new_data.committed_theo_map.Count == 0 &&
new_data.candidate_theo_map.Count == 0;
_last_data = new_data;
return !is_spurious;
}
private IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> _compute_theos(
VolSurfaceOutput vs_output,
IDictionary<VolSurfaceExpiration, HashSet<double>> exp_strikes) {
if (vs_output != null) {
_timer.start();
var exp_volmat_map = VolSurfaceVolMatrixCalculator.generate_volmatrix(
vs_output.volsurface_input,
exp_strikes.ToDictionary(kv => kv.Key,
kv => kv.Value as IEnumerable<double>),
vs_output.aux_data_map,
new double[] { 0.0 }, false, true, false, false, false);
_timer.stop();
_n_comps++;
Log.Gen.info($"SingleVolSurfaceTheoSource._compute_theos vs_id:{_vs_id} " +
$"vol time:{ _timer.lastIntervalTime} msecs n_comps: {_n_comps}");
_timer.start();
var theo_map = VolSurfaceTheoCalculator.compute_standard_greeks(
vs_output.volsurface_input.surface_settings, exp_volmat_map, true);
_timer.stop();
Log.Gen.info($"SingleVolSurfaceTheoSource._compute_theos vs_id:{_vs_id} " +
$"theo time:{ _timer.lastIntervalTime} msecs n_comps: {_n_comps}");
return theo_map;
}
return new Dictionary<VolSurfaceExpiration, IEnumerable<Theos>>();
}
// plucks the data off the bus, computes the theos and returns it
public static IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> compute_cand_theos(
int vs_id, ThreadedBlackboard bb) {
VolSurfaceCalculationResponse calc_resp =
bb.read_state(SparkTags.VolSurfaceCalculationResponseTag(vs_id));
VolSurfaceOutput vs_output =
calc_resp != null ? calc_resp.volsurface_calculation_output : null;
IDictionary<VolSurfaceExpiration, HashSet<double>> exp_strikes =
VolSurfaceUtilityFunctions.get_contracts(vs_output);
if (vs_output != null && exp_strikes != null) {
var exp_volmat_map = VolSurfaceVolMatrixCalculator.generate_volmatrix(
vs_output.volsurface_input,
exp_strikes.ToDictionary(kv => kv.Key,
kv => kv.Value as IEnumerable<double>),
vs_output.aux_data_map,
new double[] { 0.0 }, false, true, false, false, false);
var theo_map = VolSurfaceTheoCalculator.compute_standard_greeks(
vs_output.volsurface_input.surface_settings, exp_volmat_map, true);
return theo_map;
}
return new Dictionary<VolSurfaceExpiration, IEnumerable<Theos>>();
}
public static IEnumerable<bts.api.SecurityTuple> get_vs_sectups(
int vs_id, ThreadedBlackboard bb) {
VolSurfaceUsageListImmutable vs_usage_list = bb.read_state(SparkTags.VolSurfaceUsageTag);
return vs_usage_list.get_sectups(vs_id);
}
// old -> new transformation, this is slow ! transforms data from one
// form to another
public static ArchivedTheoList
convert_to_id_map(IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos,
SystemContractData sc_data) {
Func<Theos, PutOrCall, uint, ArchivedSecurityTheo> mk_theo = (t, cp, id) => {
ArchivedSecurityTheo rv = new ArchivedSecurityTheo();
rv.Id = id;
rv.Driver = t.driver;
rv.Vol = t.vol;
if (cp == PutOrCall.Call) {
rv.Theo = t.call;
rv.Theo = t.cdelta;
} else {
rv.Theo = t.put;
rv.Theo = t.pdelta;
}
return rv;
};
Func<string, DateTime, double, Tuple<uint?, uint?>> get_id = (s, e, k) => {
foreach (Venue v in Enum.GetValues(typeof(Venue))) {
var rv = sc_data.get_option_sec_id(v, s, e, k);
if (rv != null)
return rv;
}
return null;
};
var rv = new List<ArchivedSecurityTheo>();
foreach (var exp_kv in theos) {
var exp = exp_kv.Key;
foreach (var t in exp_kv.Value) {
var strike = t.strike;
var cp_id = get_id(exp.symbol, exp.expiration, strike);
if (cp_id != null) {
if (cp_id.Item1.HasValue) {
var c_theo = mk_theo(t, PutOrCall.Call, cp_id.Item1.Value);
rv.Add(c_theo);
}
if (cp_id.Item2.HasValue) {
var p_theo = mk_theo(t, PutOrCall.Call, cp_id.Item2.Value);
rv.Add(p_theo);
}
}
}
}
ArchivedTheoList rv_list = new ArchivedTheoList();
rv_list.SecTheo.AddRange(rv);
return rv_list;
}
private IDictionary<VolSurfaceExpiration, HashSet<double>> _get_securities(
VolSurfaceOutput commited_output, VolSurfaceOutput candidate_output) {
if (candidate_output != null)
/// candidate output wins if its active
return VolSurfaceUtilityFunctions.get_contracts(candidate_output);
else if (commited_output != null)
return VolSurfaceUtilityFunctions.get_contracts(commited_output);
else
return new Dictionary<VolSurfaceExpiration, HashSet<double>>();
}
/// If the details window is not active, the calculations are suspended
private bool _is_active_theos_window() {
return _bb.read_state(_in_window_state_tag, false);
}
private bool _is_active_candidate() {
return _bb.read_state(_in_input_dirty_tag, false);
}
#region IDisposable
public void Dispose() {
_bb.data_callback -= _on_data;
_bb.timer_callback -= _on_timer;
}
#endregion
}
}
@@ -1,34 +0,0 @@
using System;
using mbts.analytics;
namespace mbts.spark {
public class SingleVolSurfaceTimeSource : IDisposable {
private readonly int _vs_id;
private readonly ThreadedBlackboard _bb;
private readonly TimeSpan _publish_period = TimeSpan.FromMinutes(VolSurfaceConstants.vol_time_sample_mins);
private DateTime _last_publish_time = DateTime.MinValue;
public SingleVolSurfaceTimeSource(int vs_id, ThreadedBlackboard bb) {
bts.Log.Gen.info($"SingleVolSurfaceTimeSource cons vs_id:{vs_id}");
_vs_id = vs_id;
_bb = bb;
_bb.timer_callback += _on_timer;
}
private void _on_timer() {
if (DateTime.Now - _last_publish_time >= _publish_period) {
_last_publish_time = DateTime.Now;
VolSurfaceStandardTime time = VolSurfaceStandardTime.get_local_default();
bts.Log.Gen.info($"SingleVolSurfaceTimeSource vs_id:{_vs_id} posting time:{time.ToString()}");
_bb.post(SparkTags.VolSurfaceStandardTimeTag(_vs_id), time);
}
}
#region IDisposable
public void Dispose() {
_bb.timer_callback -= _on_timer;
}
#endregion
}
}
@@ -1,95 +0,0 @@
using mbts.spark;
using System;
using System.Collections.Generic;
using bts.api;
using System.Linq;
namespace mbts.analytics {
// Thin class that assembles all symbol based data published on different
// tags, into IReadOnlyDictionary of symbol vs data publsihed under one tag
public class SymbolAggregationPublisher<TData> : IDisposable {
private readonly ThreadedBlackboard _bb;
private readonly SecurityType _sec_type;
Func<string, ITag<TData>> _get_tag;
// the tag on which the output will be published
ITag<IReadOnlyDictionary<string, TData>> _out_tag;
private readonly ITag<SystemContractData> _sc_data_tag;
private Dictionary<string, ITag<TData>> _tag_map =
new Dictionary<string, ITag<TData>>();
private HashSet<object> _obj_tags = new HashSet<object>();
private bool _dirty = true;
public SymbolAggregationPublisher(
ThreadedBlackboard bb,
SecurityType sec_type,
Func<string, ITag<TData>> get_tag,
ITag<IReadOnlyDictionary<string, TData>> out_tag) {
_bb = bb;
_sec_type = sec_type;
_get_tag = get_tag;
_out_tag = out_tag;
_sc_data_tag = SparkTags.SystemContractsTag;
_bb.subscribe(SparkTags.SystemContractsTag);
_bb.data_callback += _on_bb_data;
_bb.timer_callback += _on_timer;
_handle_sc_data();
}
private void _on_bb_data(object tag, object data) {
if (_sc_data_tag.Equals(tag)) {
_handle_sc_data();
} else {
if (_obj_tags.Contains(tag)) {
_dirty = true;
}
}
}
private void _handle_sc_data() {
var sc_data = _bb.read_state(_sc_data_tag);
if (sc_data == null) {
return;
}
foreach (var st in sc_data.sectup_map) {
if (st.security_type != _sec_type) {
continue;
}
// this is not correct since it is assuming symbol/name is
// unique across securty_tuples
string symbol = st.security_name;
if (!_tag_map.ContainsKey(symbol)) {
var tag = _get_tag(symbol);
if (tag != null) {
_tag_map.Add(symbol, tag);
_obj_tags.Add(tag);
_bb.subscribe(tag);
_dirty = true;
}
}
}
}
private void _on_timer() {
if (_dirty) {
_dirty = false;
Dictionary<string, TData> output = new Dictionary<string, TData>();
foreach (var kv in _tag_map) {
var symbol = kv.Key;
var symbol_tag = kv.Value;
TData symbol_data = _bb.read_state(symbol_tag);
output.Add(symbol, symbol_data);
}
IReadOnlyDictionary<string, TData> ro_output = output;
bts.Log.Gen.diag($"SymbolAggregationPublisher._on_timer publishing " +
$"tag: {_out_tag} sz: {ro_output.Count}");
_bb.post(_out_tag, ro_output);
}
}
public void Dispose() {
_bb.data_callback -= _on_bb_data;
_bb.timer_callback -= _on_timer;
}
}
}
@@ -1,334 +0,0 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Threading;
using mbts.analytics;
using bts.api;
using bts;
using bts.api.analytics;
using bts.api.core;
using bts.api.position;
using mbts;
using System.Reactive.Linq;
using System.Collections;
using mbts.spark;
using System.DirectoryServices.ActiveDirectory;
using Spark.Core.Protobuf;
using mbts.ui;
// using mbts.bb;
namespace mbts.spark {
internal class ResourceAllocator : IDisposable {
private List<IDisposable> _disps = new List<IDisposable>();
private Dictionary<SecurityTuple, SingleOptionDriverPricePublisher> _option_driver_map =
new Dictionary<SecurityTuple, SingleOptionDriverPricePublisher>();
ThreadedBlackboard _bb;
public ResourceAllocator(IBus bus, ThreadedBlackboard bb) {
bts.Log.Gen.info("ResourceAllocator started");
_bb = bb;
var s = bus.subscribe(SparkTags.SystemContractsTag).OnDispatcher().Subscribe(_on_data);
_disps.Add(s);
}
private void _on_data(SystemContractData d) {
bts.Log.Gen.info(String.Format("ResourceAllocator._on_data sz: {0}", d.sec_md_map.Count()));
foreach (SecurityTuple sec_tup in d.get_options()) {
if (!_option_driver_map.ContainsKey(sec_tup)) {
bts.Log.Gen.info($"ResourceAllocator._on_data allocating SingleOptionDriverPricePublisher for '{sec_tup}'");
_option_driver_map.Add(sec_tup, new SingleOptionDriverPricePublisher(sec_tup, _bb));
}
}
}
public void Dispose() {
_disps.ForEach(d => d.Dispose());
}
}
// This is the anologous to the QuoteSetBlackboardManager. There
// is only instance of this per running app and it does the folliwing
// 1. Publishes
// - SystemContractsData
// - Vol Surface symbol usage tag (VolSurfaceUsageTag)
// - Vol Surface List tag (VolSurfaceListTag)
// - Vol Surface Non Vol Input (config + exp_params) (VolSurfaceNonVolInputTag)
// - Activation Tag for newly created VS's (VolSurfaceActivationTag) (retired)
// 2. Listens to the activation tag (also published by the UI) and
// creates the SingleVolSurfaceManager for the VS
public class VolSurfaceBusManager : IDisposable {
private List<IDisposable> _disps = new List<IDisposable>();
private ThreadedBlackboard _bb;
private bts.api.analytics.AnalyticsService _analytics_service;
// in tags
private readonly ITag<SystemContractData> _in_scdata_tag =
SparkTags.SystemContractsTag;
private readonly ITag<VolSurfaceSettings> _in_bb_create_tag = SparkTags.VolSurfaceCreateTag;
private readonly ITag<int> _in_bb_delete_tag = SparkTags.VolSurfaceDeleteTag;
private readonly ITag<AnalyticsExpirationParametersMap> _in_bb_exp_params_tag =
SparkTags.ExpirationParametersInputTag;
private readonly ITag<ClientArchivedVolRequest> _in_bb_req_vol = SparkTags.RequestArchivedVols;
// state
private SystemContractData _contract_data = null;
private IDictionary<int, SingleVolSurfaceManager> _vs_manager_map =
new Dictionary<int, SingleVolSurfaceManager>();
private Queue<mbts.analytics.VolSurfaceSettings> _waiting_creations =
new Queue<mbts.analytics.VolSurfaceSettings>();
private bts.api.IBus _bus;
private List<IDisposable> _subs = new List<IDisposable>();
private HighPerformanceTimer _timer = new HighPerformanceTimer();
public VolSurfaceBusManager(bts.api.IBus bus,
bts.api.analytics.AnalyticsService analytics_service,
bts.api.orderman.OrderService order_service) {
bts.Log.Ui.info("VSBusManager cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
_bus = bus;
_bb = new ThreadedBlackboard("AW2", bus);
_analytics_service = analytics_service;
// subs to bb
_bb.subscribe(_in_scdata_tag);
_bb.subscribe(_in_bb_create_tag);
_bb.subscribe(_in_bb_delete_tag);
_bb.subscribe(_in_bb_exp_params_tag);
_bb.subscribe(_in_bb_req_vol);
_bb.data_callback += _on_bb_update;
_bb.timer_callback += _on_timer;
// sub to service
var vs_sub = _analytics_service.subscribei_volsurfaces()
.ObserveOn(SynchronizationContext.Current)
.Subscribe(_on_vss);
var vs_usage_sub = _analytics_service.subscribei_volsurface_usage()
.ObserveOn(SynchronizationContext.Current)
.Subscribe(_on_vs_usage_update);
_subs.Add(vs_sub);
_subs.Add(vs_usage_sub);
_subs.Add(new AnalyticsParametersManager(bus, _analytics_service));
_subs.Add(new ResourceAllocator(bus, _bb));
_subs.Add(new SymbolAggregationPublisher<OptionDriverPriceMap>(
_bb, SecurityType.Option, sym => SparkTags.OptionDriverBBOTag(sym),
SparkTags.AllOptionDriverBBOTag));
_subs.Add(new SymbolAggregationPublisher<OptionTheoInterpolationData>(
_bb, SecurityType.Option, sym => SparkTags.SymbolInterpGreeksTag(sym),
SparkTags.AllInterpGreeks));
_subs.Add(new SymbolAggregationPublisher<ExpStrikeKeyedData<TheoPoint>>(
_bb, SecurityType.Option, sym => SparkTags.TC2Tags.LiveTheosTag(sym),
SparkTags.TC2Tags.AllLiveTheosTag));
_subs.Add(new LiveTheoPublisher(_bb));
_subs.Add(new InterpTheosServerPublisher(_bb, order_service));
_subs.Add(new VolSurfaceInterpGreeksMultiplexer(_bb));
// usage
var list_sub = _bus.subscribe(SparkTags.VolSurfaceListTag).OnDispatcher().Subscribe(t => {
VolSurfaceUsageList ulist = new VolSurfaceUsageList();
IDictionary<string, int> name_to_ids = new Dictionary<string, int>();
foreach (var kv in t) {
name_to_ids[kv.Value] = kv.Key;
}
Log.Ui.info($"VolSurfaceUsageList name_to_ids count: {name_to_ids.Count}");
var vs_usage = mbts.config.Configuration.get<bts.config.toggles.VolSurfaceUsage>();
Log.Ui.info($"VolSurfaceUsageList vs_usage acount: {vs_usage.vol_surface_usage.Count}");
foreach (var u in vs_usage.vol_surface_usage) {
string option_name = u.option_name;
string vs_name = u.vs_name;
int vs_key;
if (name_to_ids.TryGetValue(vs_name, out vs_key)) {
ulist.UsageList.Add(new VolSurfaceUsageEntry() {
VsId = vs_key,
SecTup = new bts.api.SecurityTuple {
Type = SecurityType.Option,
Venue = Venue.Deribit,
Symbol = option_name
}
});
} else {
Log.Gen.error($"Could not find vol surface with name: {vs_name}");
}
}
var list_imm = new VolSurfaceUsageListImmutable(ulist);
Log.Ui.info(list_imm.log_string());
_bb.post(SparkTags.VolSurfaceUsageTag, list_imm);
_spin_vss(list_imm);
});
_disps.Add(list_sub);
// f(contract keyed theos, securities) -> id keyed theos
// (so the newer UI controls can access theos vis sec keys)
var theo_sub =
_bus.subscribe(SparkTags.TC2Tags.AllLiveTheosTag)
.CombineLatest(bus.subscribe(SparkTags.SystemContractsTag),
(theos, sc_data) => (theos, sc_data)).Subscribe(
tup => {
var keyed_theos = _assemble_keyed_theos(tup.sc_data, tup.theos);
_bus.post(SparkTags.KeyedTheos, keyed_theos);
}
);
_disps.Add(theo_sub);
}
static IReadOnlyDictionary<uint, VolSurfaceTheoPoint> _assemble_keyed_theos(
SystemContractData sc_data,
IReadOnlyDictionary<string, ExpStrikeKeyedData<TheoPoint>> theos) {
if (sc_data is null || theos is null) {
return new Dictionary<uint, VolSurfaceTheoPoint>(0);
}
HighPerformanceTimer timer = new HighPerformanceTimer();
timer.start();
Dictionary<uint, VolSurfaceTheoPoint> rv = new Dictionary<uint, VolSurfaceTheoPoint>();
foreach (var kv in theos) {
var symbol = kv.Key;
ExpStrikeKeyedData<TheoPoint> sym_theos = kv.Value;
if (sym_theos == null)
continue;
foreach (var s_kv in sym_theos.get_data_linearly()) {
DateTime exp = s_kv.first;
double strike = s_kv.second;
TheoPoint tp = s_kv.third;
// TODO: fix exchange later
Tuple<uint?, uint?> keys =
sc_data.get_option_sec_id(Venue.Deribit, symbol, exp, strike);
if (keys != null) {
var c_key = keys.Item1;
var p_key = keys.Item2;
if (c_key.HasValue) {
rv[c_key.Value] = new VolSurfaceTheoPoint(tp, true);
}
if (p_key.HasValue) {
rv[p_key.Value] = new VolSurfaceTheoPoint(tp, false);
}
}
}
}
timer.stop();
Log.Gen.info($"VolSurfaceBusManager keyed theos count: {rv.Count} " +
$"time: {timer.lastIntervalTime}");
return rv;
}
public ThreadedBlackboard bb() {
return _bb;
}
void _spin_vss(VolSurfaceUsageListImmutable ulist) {
foreach (var u in ulist.UsageList) {
var vs_id = u.VsId;
_bb.post(SparkTags.VolSurfaceActiveUITag(vs_id), true);
}
}
void _on_vs_usage_update(Update<VolSurfaceUsageListImmutable, int> update) {
// TODO
return;
}
void _on_vss(bts.api.core.Update<VolSurfaceEntryImmutable, UInt64> update) {
bts.Log.Gen.info(String.Format("VSBusManager._on_vss tid:{0} count:{1}",
System.Threading.Thread.CurrentThread.ManagedThreadId, update.all.Count()));
IDictionary<int, string> to_publish = new Dictionary<int, string>();
// publish a dictionary of vs id vs vs names
foreach (VolSurfaceEntryImmutable vs in update.all) {
to_publish[vs.VsId] = vs.VsName;
}
_bb.post(SparkTags.VolSurfaceListTag, to_publish);
_init_vss(to_publish.Keys);
}
private void _init_vss(IEnumerable<int> vs_ids) {
// we consider every vs in the db as "activated" which might prove to be expensive
// (will take care of it later)
foreach (var vs_id in vs_ids) {
if (!_vs_manager_map.ContainsKey(vs_id)) {
_vs_manager_map.Add(vs_id, new SingleVolSurfaceManager(
vs_id, _bb, _analytics_service));
}
}
}
private void _on_bb_update(object tag, object data) {
if (_in_scdata_tag.Equals(tag)) {
_contract_data = _bb.read_state(_in_scdata_tag);
}
if (_in_bb_create_tag.Equals(tag)) {
// creations are written in a queue and handled later in the timer
// callback
mbts.analytics.VolSurfaceSettings vs_settings = data as mbts.analytics.VolSurfaceSettings;
bts.Log.Gen.info(String.Format("VSBusManager._on_bb_update received vs creation tag vs:{0}",
ProtobufSerializationHelper.serialize_to_string(vs_settings)));
_waiting_creations.Enqueue(vs_settings);
} else if (_in_bb_delete_tag.Equals(tag)) {
int vs_id = (int)data;
try {
IntWrapper vs_id_w = new IntWrapper();
vs_id_w.Data = vs_id;
_analytics_service.delete_volsurface(vs_id_w);
} catch (Exception ex) {
Log.Gen.error(String.Format("Vol Surface deletion failed with exception:{0}", ex.Message));
_bb.post(SparkTags.MessageDisplayTag,
new MessageDisplayData("Vol Surface Deletion",
String.Format("Could not delete Vol Surface, Error : {0}", ex.Message)));
}
} else if (_in_bb_exp_params_tag.Equals(tag)) {
AnalyticsExpirationParametersMap exp_param_map = data as AnalyticsExpirationParametersMap;
// TODO, add whatever else is needed to AnalyticsExpirationParametersMap -> VolSurfaceNonVolInputTag
_bb.post(SparkTags.VolSurfaceNonVolInputTag,
new mbts.analytics.VolSurfaceNonVolInput(exp_param_map.exp_map.ToDictionary()));
} else if (_in_bb_req_vol.Equals(tag)) {
ClientArchivedVolRequest client_req = _bb.read_state(_in_bb_req_vol);
ArchivedTheoRetrieval ret = client_req.ret;
if (ret == null || ret.SecTup == null) {
bts.Log.Ui.warn($"VolSurfaceBusManager malformed ArchivedTheoRetrieval");
ArchivedTheoList empty = new ArchivedTheoList();
_bb.post(SparkTags.ResponseArchivedVols, Tuple.Create(client_req, empty));
return;
}
bts.Log.Ui.info($"VolSurfaceBusManager ArchivedTheoRetrieval id: {client_req.id} save_time: {ret.SaveTime} " +
$"sec_tup: {ret.SecTup.Venue}_{ret.SecTup.Type}_{ret.SecTup.Symbol}");
_timer.start();
ArchivedTheoList arch_theos = _analytics_service.get_archived_theos(ret);
_timer.stop();
bts.Log.Ui.info($"VolSurfaceBusManager ArchivedTheoRetrieval time: {_timer.lastIntervalTime} " +
$"n_entries: {arch_theos.SecTheo.Count}");
_bb.post(SparkTags.ResponseArchivedVols, Tuple.Create(client_req, arch_theos));
}
}
private int _timer_count = 0;
private void _on_timer() {
Action<string> report_err = (string err_txt) => {
Log.Gen.error(String.Format("VSBusManager, creation failed with message:{0}", err_txt));
_bb.post(SparkTags.MessageDisplayTag, new MessageDisplayData("Vol Surface Addition",
String.Format("Could not create Vol Surface, Error : {0}", err_txt)));
};
bts.Log.Gen.diag(String.Format("VSBusManager._on_timer tid:{0} count:{1}",
System.Threading.Thread.CurrentThread.ManagedThreadId, _timer_count++));
if (_waiting_creations.Count == 0) {
return;
}
if (_contract_data == null) {
return;
}
mbts.analytics.VolSurfaceSettings vs_settings = _waiting_creations.Dequeue();
IDictionary<string, IEnumerable<DateTime>> exp_map = _contract_data.get_option_expirations(VolSurfaceDataFunctions.get_symbols(vs_settings), false);
VolSurfaceInput vs_input = mbts.analytics.VolSurfaceDataFunctions.get_default_vs_input(vs_settings, exp_map);
var reply = _analytics_service.get_new_volsurface_id(new VoidMessage());
if (!reply.Ok) {
report_err("Could not obtain new ID");
return;
}
bts.Log.Gen.info(String.Format("VSBusManager, successfully obtained new vs_id:{0}", reply.NewId));
vs_input.surface_settings.core_settings.vol_surface_id = reply.NewId;
_timer.start();
ResultMessage res = VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service);
_timer.stop();
if (!res.Success) {
report_err(res.ErrorMessage);
return;
}
Log.Gen.info(String.Format("VSBusManager, successfully created vol surface, vs_id:{0} ts:{1} msecs",
vs_input.surface_settings.core_settings.vol_surface_id,
_timer.lastIntervalTime.ToString()));
_bb.post(SparkTags.VolSurfaceActivationTag(reply.NewId), true, false);
}
public void Dispose() {
_subs.ForEach(s => s.Dispose());
}
}
}
@@ -1,30 +0,0 @@
using bts.api.analytics;
using mbts.analytics;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace mbts.spark {
/// Conveniance wrapper around the VolSurfaceInputSnapshotListStream rows
public class VolSurfaceInputSnapshot {
public readonly int volsurface_id;
public readonly int transaction_id;
public readonly DateTime save_time_utc;
public readonly string save_marker;
public readonly byte[] data;
public VolSurfaceInputSnapshot(bts.api.analytics.VolSurfaceEntryImmutable vs) {
volsurface_id = vs.VsId;
transaction_id = 0;
save_time_utc = VolSurfaceUtilityFunctions.from_unix_epoch_msecs(vs.SaveTime);
data = vs.Volsurface.ToByteArray();
save_marker = save_time_utc.ToShortDateString() + " " +
save_time_utc.ToLocalTime().ToLongTimeString();
}
}
}
@@ -1,26 +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 VolSurfaceTheoAlertData
{
public readonly string guid;
public readonly int vs_id;
public readonly IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos;
public VolSurfaceTheoAlertData(string guid,
int vs_id,
IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos)
{
this.guid = guid;
this.vs_id = vs_id;
this.theos = theos;
}
}
}
@@ -1,69 +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 VolSurfaceTheoData
{
/// This is the set of all contracts in the
public readonly IDictionary<VolSurfaceExpiration, HashSet<double>> all_contracts;
public readonly Dictionary<VolSurfaceExpiration, Dictionary<double, Theos>> committed_theo_map, candidate_theo_map;
private readonly bool _is_dirty;
public VolSurfaceTheoData(IDictionary<VolSurfaceExpiration, HashSet<double>> this_all_contracts,
IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> this_committed_theo_map,
IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> this_candidate_theo_map,
bool this_is_dirty)
{
all_contracts = this_all_contracts;
committed_theo_map = this_committed_theo_map.ToDictionary(kv => kv.Key, kv => kv.Value.ToDictionary(i => i.strike, i => i));
candidate_theo_map = this_candidate_theo_map.ToDictionary(kv => kv.Key, kv => kv.Value.ToDictionary(i => i.strike, i => i));
_is_dirty = this_is_dirty;
}
// TODO
// public IBlueRowCollection get_rows()
// {
// List<IBlueRow> rows = new List<IBlueRow>();
// IBlueTableSchema schema = new VolSurfaceTheoPointRow(-1, String.Empty, true, null, null, _is_dirty).schema;
// foreach (KeyValuePair<VolSurfaceExpiration, HashSet<double>> kvp in all_contracts)
// {
// VolSurfaceExpiration exp = kvp.Key;
// Dictionary<double, Theos> exp_comm_map, exp_cand_map;
// committed_theo_map.TryGetValue(exp, out exp_comm_map);
// candidate_theo_map.TryGetValue(exp, out exp_cand_map);
// foreach (double k in kvp.Value)
// {
// Theos committed_tp = null, candidate_tp = null;
// committed_tp = (exp_comm_map != null && exp_comm_map.TryGetValue(k, out committed_tp)) ? committed_tp : null;
// if (_is_dirty)
// candidate_tp = (exp_cand_map != null && exp_cand_map.TryGetValue(k, out candidate_tp)) ? candidate_tp : null;
// rows.Add(new VolSurfaceTheoPointRow(rows.Count, exp.symbol, true, committed_tp, candidate_tp, _is_dirty));
// rows.Add(new VolSurfaceTheoPointRow(rows.Count, exp.symbol, false, committed_tp, candidate_tp, _is_dirty));
// }
// }
// return new SequentialIDBlueTable(schema, rows.ToArray());
// }
public IEnumerable<VolSurfaceExpiration> get_all_expirations() { return all_contracts.Keys; }
// TODO
// public ExpStrikeKeyedData<Theos> get_exp_mapped_data(string option_sym, bool is_cand)
// {
// ExpStrikeKeyedData<Theos> rv = new ExpStrikeKeyedData<Theos>();
// IDictionary<VolSurfaceExpiration, Dictionary<double, Theos>> map = is_cand ? candidate_theo_map : committed_theo_map;
// if (map != null)
// foreach (KeyValuePair<VolSurfaceExpiration, Dictionary<double, Theos>> kv in map)
// {
// VolSurfaceExpiration exp = kv.Key;
// if (exp.symbol == option_sym)
// rv.set_data_for_expiration(exp.expiration, kv.Value);
// }
// return rv;
// }
}
}
@@ -1,20 +0,0 @@
namespace mbts.analytics {
using mbts.spark;
// TheoPoint (from edge) has both calls and puts in the same structure.
// This shoudl dis-entangle that
public class VolSurfaceTheoPoint {
public readonly double theo = double.NaN;
public readonly double delta = double.NaN;
public readonly double driver = double.NaN;
public VolSurfaceTheoPoint(TheoPoint tp, bool is_call) {
if (tp != null) {
theo = is_call ? tp.fwd_normalized_call : tp.fwd_normalized_put;
delta = is_call ? tp.cdelta : tp.pdelta;
driver = tp.driver;
}
}
}
}
@@ -1,13 +0,0 @@
namespace mbts.spark {
enum AxisPosition {
None,
TopLeftToRight,
TopRightToLeft,
BottomLeftToRight,
BottomRightToLeft,
LeftTopToBottom,
LeftBottomToTop,
RightTopToBottom,
RightBottomToTop
}
}
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