Enhancements 0424

CMakeLists.txt

@@ -34,19 +34,11 @@ add_subdirectory( LatencyTest )
 
 install(DIRECTORY ${CMAKE_SOURCE_DIR}/MiscATS/
         DESTINATION MiscATS
-        FILES_MATCHING PATTERN "*.db" PATTERN "*.sh" PATTERN "*.ini" PATTERN "*.cfg")
-
-install(CODE "
-    file(GLOB_RECURSE SCRIPT_FILES
-        \"\${CMAKE_INSTALL_PREFIX}/MiscATS/*.sh\")
-    foreach(script \${SCRIPT_FILES})
-        execute_process(COMMAND chmod +x \${script})
-    endforeach()
-")
-
-install(FILES 	FIXGateway/scripts/fixgateway.sh 
-		DataService/scripts/dataservice.sh 
-		MatchingEngine/scripts/matchingengine.sh 
+        FILES_MATCHING PATTERN "*.db" PATTERN "*.py" PATTERN "*.ini" PATTERN "*.cfg" PATTERN "*.json")
+
+install(FILES 	FIXGateway/scripts/fix_gateway_manager.py 
+		DataService/scripts/data_service_manager.py
+		MatchingEngine/scripts/matching_engine_manager.py
 		DESTINATION scripts
    		PERMISSIONS OWNER_READ OWNER_WRITE OWNER_EXECUTE
                 GROUP_READ GROUP_EXECUTE

DataService/scripts/data_service_manager.py

@@ -0,0 +1,107 @@
+#!/usr/bin/env python3
+
+import os
+import sys
+import time
+import subprocess
+from pathlib import Path
+import psutil
+
+PROGNAME = "DataService"
+
+
+def get_config_file():
+    if len(sys.argv) < 3:
+        print(f"Usage: {sys.argv[0]} [start|stop|check] <config_file>")
+        sys.exit(1)
+    return sys.argv[2]
+
+
+def get_paths(config_file):
+    basedir = os.environ.get("BASEDIR_ATS", ".")
+    dats_home = os.environ.get("DATS_HOME")
+    if not dats_home:
+        print("DATS_HOME is not set.")
+        sys.exit(1)
+
+    config_path = Path(basedir) / "config" / config_file
+    log_path = Path(basedir) / "logs" / f"{PROGNAME}.{config_file}.console.log"
+    binary_path = Path(dats_home) / "bin" / PROGNAME
+    return binary_path, config_path, log_path, basedir
+
+
+def source_dats_env():
+    dats_home = os.environ.get("DATS_HOME")
+    env_script = Path(dats_home) / "dats_env.sh"
+    if env_script.exists():
+        subprocess.call(f"source {env_script}", shell=True, executable="/bin/bash")
+
+
+def check_process(config_path):
+    for proc in psutil.process_iter(['pid', 'cmdline']):
+        try:
+            cmdline = proc.info['cmdline']
+            if cmdline and PROGNAME in cmdline[0] and str(config_path) in ' '.join(cmdline):
+                print(f"{PROGNAME} [{config_path.name}] is running - {proc.pid}")
+                return proc.pid
+        except (psutil.NoSuchProcess, psutil.AccessDenied, psutil.ZombieProcess):
+            continue
+    print(f"{PROGNAME} [{config_path.name}] is not running")
+    return None
+
+
+def start_process(binary_path, config_path, log_path):
+    print(f"Starting: {PROGNAME} -c {config_path}")
+    for key in sorted(os.environ):
+        print(f"{key}={os.environ[key]}")
+    if check_process(config_path) is None:
+        with open(log_path, "a") as f:
+            subprocess.Popen([str(binary_path), "-c", str(config_path)],
+                             stdout=f, stderr=subprocess.STDOUT)
+        time.sleep(1)
+        check_process(config_path)
+
+
+def stop_process(config_path):
+    cmd_str = f"{PROGNAME} -c {config_path}"
+    print(f"Stopping: {cmd_str}")
+    pid = check_process(config_path)
+    if pid:
+        os.system(f"pkill -SIGTERM -f \"{cmd_str}\"")
+        time.sleep(1)
+
+        for _ in range(10):
+            if check_process(config_path) is None:
+                break
+            time.sleep(1)
+        else:
+            os.system(f"pkill -KILL -U {os.getuid()} -f \"{cmd_str}\"")
+
+
+def main():
+    if len(sys.argv) < 3:
+        print(f"Usage: {sys.argv[0]} [start|stop|check] <config_file>")
+        sys.exit(1)
+
+    command = sys.argv[1].lower()
+    config_file = get_config_file()
+
+    binary_path, config_path, log_path, basedir = get_paths(config_file)
+    source_dats_env()
+
+    if command == "start":
+        start_process(binary_path, config_path, log_path)
+    elif command == "stop":
+        stop_process(config_path)
+    elif command == "check":
+        check_process(config_path)
+    else:
+        print("Unknown command")
+        sys.exit(1)
+
+    with open(log_path, "a") as f:
+        f.write(f"{time.strftime('%Y%m%d.%H%M%S')} run-done : pid,{os.getpid()}\n")
+
+
+if __name__ == "__main__":
+    main()

DataService/src/MarketDataService.cpp

@@ -209,6 +209,8 @@ int MarketDataService::service (void)
             std::this_thread::sleep_for(std::chrono::duration<long double, std::milli>(1000));
         }
     };
+
+    return 0;
 }
 
 bool MarketDataService::populateMarketDataSnapshotFullRefresh( const Instrument& instrument,

DataService/src/RefDataService.cpp

@@ -94,7 +94,8 @@ void RefDataService::populateUserGroupInstrumentMap()
                                " m.market_name=im_map.market_name and " \
                                " im_map.market_name=ugm_map.market_name");
 
-    LOG4CXX_INFO(logger, "Populating security list");
+    LOG4CXX_INFO(logger, "Populating security list : ");
+    LOG4CXX_INFO(logger, "Query : " + sqliteQuery.getQuery());
 
     m_sqliteConnection->execute(sqliteQuery);
 

DataService/src/SQLiteConnection.hpp

@@ -42,8 +42,6 @@ class SQLiteQuery
 public:
     SQLiteQuery( const std::string& query ) : m_stmt(0), m_query( query )
   {
-
-      std::cout << query << std::endl;
   }
 
   ~SQLiteQuery()
@@ -95,6 +93,11 @@ class SQLiteQuery
   {
       return m_rows[row][column];
   }
+
+  std::string getQuery()
+  {
+      return m_query;
+  }
 
 private:
   sqlite3_stmt* m_stmt;

FIXGateway/scripts/fix_gateway_manager.py

@@ -0,0 +1,98 @@
+#!/usr/bin/env python3
+
+import os
+import sys
+import time
+import subprocess
+from pathlib import Path
+import psutil
+
+PROGNAME = "FIXGateway"
+
+
+def usage():
+    print(f"Usage: {sys.argv[0]} [start|stop|check] <config_file>")
+    sys.exit(1)
+
+
+def get_paths(config_file):
+    basedir = os.environ.get("BASEDIR_ATS", ".")
+    dats_home = os.environ.get("DATS_HOME")
+    if not dats_home:
+        print("DATS_HOME is not set.")
+        sys.exit(1)
+
+    config_path = Path(basedir) / "config" / config_file
+    log_path = Path(basedir) / "logs" / f"{PROGNAME}.{config_file}.console.log"
+    binary_path = Path(dats_home) / "bin" / PROGNAME
+    return binary_path, config_path, log_path
+
+
+def check_process(config_path):
+    for proc in psutil.process_iter(['pid', 'cmdline']):
+        try:
+            cmdline = proc.info['cmdline']
+            if cmdline and PROGNAME in cmdline[0] and str(config_path) in ' '.join(cmdline):
+                print(f"{PROGNAME} [{config_path.name}] is running - {proc.pid}")
+                return proc.pid
+        except (psutil.NoSuchProcess, psutil.AccessDenied, psutil.ZombieProcess):
+            continue
+    print(f"{PROGNAME} [{config_path.name}] is not running")
+    return None
+
+
+def start_process(binary_path, config_path, log_path):
+    process_str = f"{PROGNAME} -c {config_path}"
+    print(f"Starting: {process_str}")
+    for key in sorted(os.environ):
+        print(f"{key}={os.environ[key]}")
+    if check_process(config_path) is None:
+        with open(log_path, "a") as f:
+            subprocess.Popen([str(binary_path), "-c", str(config_path)],
+                             stdout=f, stderr=subprocess.STDOUT)
+        time.sleep(1)
+        check_process(config_path)
+
+
+def stop_process(config_path):
+    process_str = f"{PROGNAME} -c {config_path}"
+    print(f"Stopping: {process_str}")
+    pid = check_process(config_path)
+    if pid:
+        os.system(f"pkill -SIGTERM -f \"{process_str}\"")
+        time.sleep(1)
+
+        # Try up to 10 seconds to let it exit
+        for _ in range(10):
+            if check_process(config_path) is None:
+                break
+            time.sleep(1)
+        else:
+            os.system(f"pkill -KILL -U {os.getuid()} -f \"{process_str}\"")
+
+
+def main():
+    if len(sys.argv) < 3:
+        usage()
+
+    command = sys.argv[1].lower()
+    config_file = sys.argv[2]
+
+    binary_path, config_path, log_path = get_paths(config_file)
+
+    if command == "start":
+        start_process(binary_path, config_path, log_path)
+    elif command == "stop":
+        stop_process(config_path)
+    elif command == "check":
+        check_process(config_path)
+    else:
+        usage()
+
+    # Final run log
+    with open(log_path, "a") as f:
+        f.write(f"{time.strftime('%Y%m%d.%H%M%S')} run-done : pid,{os.getpid()}\n")
+
+
+if __name__ == "__main__":
+    main()

MatchingEngine/scripts/matching_engine_manager.py

@@ -0,0 +1,107 @@
+#!/usr/bin/env python3
+
+import os
+import sys
+import time
+import subprocess
+from pathlib import Path
+import psutil
+
+PROGNAME = "MatchingEngine"
+
+def get_config_file():
+    if len(sys.argv) < 3:
+        print(f"Usage: {sys.argv[0]} [start|stop|check] <config_file>")
+        sys.exit(1)
+    return sys.argv[2]
+
+
+def get_paths(config_file):
+    basedir = os.environ.get("BASEDIR_ATS", ".")
+    dats_home = os.environ.get("DATS_HOME")
+    if not dats_home:
+        print("DATS_HOME is not set.")
+        sys.exit(1)
+
+    config_path = Path(basedir) / "config" / config_file
+    log_path = Path(basedir) / "logs" / f"{PROGNAME}.{config_file}.console.log"
+    binary_path = Path(dats_home) / "bin" / PROGNAME
+    return binary_path, config_path, log_path, basedir
+
+
+def source_dats_env():
+    dats_home = os.environ.get("DATS_HOME")
+    env_script = Path(dats_home) / "dats_env.sh"
+    if env_script.exists():
+        subprocess.call(f"source {env_script}", shell=True, executable="/bin/bash")
+
+
+def check_process(config_path):
+    for proc in psutil.process_iter(['pid', 'cmdline']):
+        try:
+            cmdline = proc.info['cmdline']
+            if cmdline and PROGNAME in cmdline[0] and str(config_path) in ' '.join(cmdline):
+                print(f"{PROGNAME} [{config_path.name}] is running - {proc.pid}")
+                return proc.pid
+        except (psutil.NoSuchProcess, psutil.AccessDenied, psutil.ZombieProcess):
+            continue
+    print(f"{PROGNAME} [{config_path.name}] is not running")
+    return None
+
+
+def start_process(binary_path, config_path, log_path):
+    print(f"Starting: {PROGNAME} -c {config_path}")
+    for key in sorted(os.environ):
+        print(f"{key}={os.environ[key]}")
+    if check_process(config_path) is None:
+        with open(log_path, "a") as f:
+            subprocess.Popen([str(binary_path), "-c", str(config_path)],
+                             stdout=f, stderr=subprocess.STDOUT)
+        time.sleep(1)
+        check_process(config_path)
+
+
+def stop_process(config_path):
+    cmd_str = f"{PROGNAME} -c {config_path}"
+    print(f"Stopping: {cmd_str}")
+    pid = check_process(config_path)
+    if pid:
+        os.system(f"pkill -SIGTERM -f \"{cmd_str}\"")
+        time.sleep(1)
+
+        for _ in range(10):
+            if check_process(config_path) is None:
+                break
+            time.sleep(1)
+        else:
+            os.system(f"pkill -KILL -U {os.getuid()} -f \"{cmd_str}\"")
+
+
+def main():
+    if len(sys.argv) < 3:
+        print(f"Usage: {sys.argv[0]} [start|stop|check] <config_file>")
+        sys.exit(1)
+
+    command = sys.argv[1].lower()
+    config_file = get_config_file()
+
+    binary_path, config_path, log_path, basedir = get_paths(config_file)
+
+    source_dats_env()
+
+    if command == "start":
+        start_process(binary_path, config_path, log_path)
+    elif command == "stop":
+        stop_process(config_path)
+    elif command == "check":
+        check_process(config_path)
+    else:
+        print("Unknown command")
+        sys.exit(1)
+
+    with open(log_path, "a") as f:
+        f.write(f"{time.strftime('%Y%m%d.%H%M%S')} run-done : pid,{os.getpid()}\n")
+
+
+if __name__ == "__main__":
+    main()

MatchingEngine/src/Market.cpp

@@ -54,7 +54,7 @@ Market::Market(DataWriterContainerPtr dataWriterContainerPtr,
                PriceDepthPublisherQueuePtr&
                price_depth_publisher_queue_ptr)
     : dataWriterContainerPtr_(dataWriterContainerPtr), _marketName(marketName), _dataServiceName(dataServiceName),
-    _price_depth_publisher_queue_ptr( price_depth_publisher_queue_ptr )
+_price_depth_publisher_queue_ptr( price_depth_publisher_queue_ptr ), _ready_to_trade(false)
 {
   stats_ptr_ = std::make_shared<OrderBookStatsMap>();
 }