[DO NOT MERGE] Post-competition changes

docker/dev/docker-compose.yml

@@ -3,17 +3,55 @@
 
 version: '3'
 services:
-  sandbox:
+  sandbox1:
     image: nutc-exchange
     build:
       context: ../..
       dockerfile: exchange/docker/sandbox/Dockerfile
-      args:
-        firebase_emulator: "false"
     restart: unless-stopped
     environment:
       - NUTC_EXPOSE_METRICS=1
-    command: ["--sandbox"]
+      - NUTC_ALGO_ENDPOINT=http://webserver:16124/algorithms/HFT
+      - NUTC_ID=0
+    depends_on:
+      - webserver
+  # sandbox2:
+  #   image: nutc-exchange
+  #   build:
+  #     context: ../..
+  #     dockerfile: exchange/docker/sandbox/Dockerfile
+  #   restart: unless-stopped
+  #   environment:
+  #     - NUTC_EXPOSE_METRICS=1
+  #     - NUTC_ALGO_ENDPOINT=http://webserver:16124/algorithms/HFT
+  #     - NUTC_ID=1
+  #   depends_on:
+  #     - webserver
+  # sandbox3:
+  #   image: nutc-exchange
+  #   build:
+  #     context: ../..
+  #     dockerfile: exchange/docker/sandbox/Dockerfile
+  #   restart: unless-stopped
+  #   environment:
+  #     - NUTC_EXPOSE_METRICS=1
+  #     - NUTC_ALGO_ENDPOINT=http://webserver:16124/algorithms/HFT
+  #     - NUTC_ID=2
+  #   depends_on:
+  #     - webserver
+  sandbox4:
+    image: nutc-exchange
+    build:
+      context: ../..
+      dockerfile: exchange/docker/sandbox/Dockerfile
+    restart: unless-stopped
+    environment:
+      - NUTC_EXPOSE_METRICS=1
+      - NUTC_ALGO_ENDPOINT=http://webserver:16124/algorithms/HFT
+      - NUTC_ID=3
+    depends_on:
+      - webserver
+    # command: ["--sandbox"]
 
     #port: 16124
   webserver:
@@ -23,15 +61,6 @@ services:
       dockerfile: webserver/Dockerfile
     restart: unless-stopped
 
-  linter:
-    image: nutc-linter
-    restart: unless-stopped
-    build:
-      context: ../..
-      dockerfile: exchange/docker/linter/Dockerfile
-      args:
-        firebase_emulator: "false"
-
   # Exposed on port 9000
   prometheus:
     image: prom/prometheus
@@ -42,16 +71,6 @@ services:
       - '--storage.tsdb.retention.time=12h'
     restart: unless-stopped
 
-  reverse-proxy:
-    image: nginx:latest
-    ports:
-      - "26389:80"
-    volumes:
-      - ./nginx.conf:/etc/nginx/nginx.conf
-    restart: unless-stopped
-    depends_on:
-      - webserver
-      - grafana
 
   grafana:
     image: grafana/grafana
@@ -68,63 +87,3 @@ services:
       - ../../exchange/docker/dev/grafana_data:/var/lib/grafana
       # - /var/lib/grafana/grafana.db
       # - /var/lib/grafana/alerting
-
-  web:
-    image: node:latest
-    restart: unless-stopped
-    working_dir: /app
-    environment:
-      - PORT=3001
-    volumes:
-      - ../../web:/app
-    command: ["npm", "run", "dev",]
-    ports:
-      - "3001:3001"
-    depends_on:
-      - postgres
-
-  localstack:
-    image: localstack/localstack
-    restart: unless-stopped
-    ports:
-      - "4566:4566"
-      - "4571:4571"
-      - "8080:8080"
-    environment:
-      - SERVICES=s3
-      - DEFAULT_REGION=us-east-1
-      - DATA_DIR=/var/lib/localstack/data
-      - AWS_ACCESS_KEY_ID=test
-      - AWS_SECRET_ACCESS_KEY=test
-      - S3_FORCE_PATH_STYLE=true
-    volumes:
-     - localstack:/var/lib/localstack
-
-  awscli:
-    image: amazon/aws-cli
-    environment:
-      AWS_ACCESS_KEY_ID: test
-      AWS_SECRET_ACCESS_KEY: test
-      AWS_DEFAULT_REGION: us-east-1
-    depends_on: 
-     - localstack
-    volumes:
-     - ../../web/dev/local-dev-setup.sh:/home/init.sh
-     - ../../web/dev/cors.json:/home/cors.json
-    entrypoint: /home/init.sh
-
-  postgres:
-    image: postgres:13
-    restart: always
-    environment:
-      POSTGRES_USER: postgres
-      POSTGRES_PASSWORD: postgres
-      POSTGRES_DB: nutc
-    ports:
-      - "5432:5432"
-    volumes:
-      - postgres_data:/var/lib/postgresql/data
-
-volumes:
-  postgres_data:
-  localstack:

exchange/benchmark/src/orderbook.cpp

@@ -1,3 +1,4 @@
+#include "common/util.hpp"
 #include "exchange/orders/orderbook/limit_orderbook.hpp"
 #include "helpers/benchmark_trader.hpp"
 

exchange/docker/sandbox/prometheus.yml

@@ -4,4 +4,4 @@ global:
 scrape_configs:
   - job_name: 'exchange-sandbox'
     static_configs:
-      - targets: ['sandbox:4152']
+      - targets: ['sandbox1:4152', 'sandbox2:4152', 'sandbox3:4152', 'sandbox4:4152']

exchange/src/common/compilation/compile_cpp.cpp

@@ -1,5 +1,6 @@
 #include "compile_cpp.hpp"
 
+#include "common/file_operations/file_operations.hpp"
 #include "common/util.hpp"
 
 #include <optional>
@@ -43,8 +44,8 @@ compile_cpp(const std::filesystem::path& filepath)
 
     if (result) {
         throw std::runtime_error(fmt::format(
-            "Compilation of {} failed. Compiler output below:\n {}", filepath.string(),
-            result.value()
+            "Compilation of {} failed. Compiler output below:\n {}\n Code: {}",
+            filepath.string(), result.value(), read_file_content(filepath.string())
         ));
     }
     return binary_output;

exchange/src/common/messages_wrapper_to_exchange.hpp

@@ -18,7 +18,13 @@ struct init_message {
 struct cancel_order {
     Ticker ticker;
     order_id_t order_id;
-    std::uint64_t timestamp = get_time();
+    std::uint64_t timestamp;
+
+    cancel_order(Ticker ticker, order_id_t order_id, std::uint64_t timestamp) :
+        ticker(ticker), order_id(order_id), timestamp(timestamp)
+    {}
+
+    cancel_order() = default;
 
     bool
     operator==(const cancel_order& other) const
@@ -31,12 +37,13 @@ struct market_order {
     Ticker ticker;
     Side side;
     decimal_quantity quantity;
-    std::uint64_t timestamp = get_time();
+    std::uint64_t timestamp;
 
     constexpr market_order() = default;
 
-    market_order(Ticker ticker, Side side, decimal_quantity quantity) :
-        ticker(ticker), side(side), quantity(quantity)
+    market_order(
+        Ticker ticker, Side side, decimal_quantity quantity, std::uint64_t timestamp
+    ) : ticker(ticker), side(side), quantity(quantity), timestamp(timestamp)
     {}
 
     bool
@@ -50,7 +57,7 @@ struct market_order {
 struct limit_order : market_order {
     decimal_price price;
     bool ioc{false};
-    order_id_t order_id = generate_order_id();
+    order_id_t order_id;
 
     // TODO: fix tests and remove
     bool
@@ -61,16 +68,12 @@ struct limit_order : market_order {
                && ioc == other.ioc;
     }
 
-    limit_order(
-        std::string_view ticker, Side side, decimal_quantity quantity,
-        decimal_price price, bool ioc = false
-    ) : market_order{force_to_ticker(ticker), side, quantity}, price{price}, ioc{ioc}
-    {}
-
     limit_order(
         Ticker ticker, Side side, decimal_quantity quantity, decimal_price price,
-        bool ioc = false
-    ) : market_order{ticker, side, quantity}, price{price}, ioc{ioc}
+        bool ioc, std::uint64_t timestamp, order_id_t order_id
+    ) :
+        market_order{ticker, side, quantity, timestamp}, price{price}, ioc{ioc},
+        order_id{order_id}
     {}
 
     limit_order() = default;
@@ -85,15 +88,16 @@ using IncomingMessageVariant =
 template <>
 struct glz::meta<nutc::common::cancel_order> {
     using t = nutc::common::cancel_order;
-    static constexpr auto value = object("cancel", &t::ticker, &t::order_id);
+    static constexpr auto value =
+        object("cancel", &t::ticker, &t::order_id, &t::timestamp);
 };
 
 /// \cond
 template <>
 struct glz::meta<nutc::common::limit_order> {
     using t = nutc::common::limit_order;
     static constexpr auto value = object(
-        "limit", &t::timestamp, &t::ticker, &t::side, &t::quantity, &t::price, &t::ioc,
+        "limit", &t::ticker, &t::side, &t::quantity, &t::timestamp, &t::price, &t::ioc,
         &t::order_id
     );
 };
@@ -103,7 +107,7 @@ template <>
 struct glz::meta<nutc::common::market_order> {
     using t = nutc::common::market_order;
     static constexpr auto value =
-        object("market", &t::timestamp, &t::ticker, &t::side, &t::quantity);
+        object("market", &t::ticker, &t::side, &t::quantity, &t::timestamp);
 };
 
 /// \cond

exchange/src/wrapper/util/resource_limits.hpp → exchange/src/common/resource_limits.hpp

@@ -1,4 +1,5 @@
 #pragma once
+#include <sched.h>
 #include <cstdint>
 
 #ifdef __linux__
@@ -26,6 +27,19 @@ set_memory_limit(std::size_t limit_in_mb)
     }
     return true;
 }
+
+inline bool
+set_cpu_affinity(int cpu)
+{
+    cpu_set_t mask;
+    CPU_ZERO(&mask);
+    CPU_SET(cpu, &mask);
+
+    if (sched_setaffinity(0, sizeof(mask), &mask) == -1) {
+        return false;
+    }
+    return true;
+}
 } // namespace nutc::wrapper
 #else
 namespace nutc::wrapper {

exchange/src/common/types/algorithm/remote_algorithm.hpp

@@ -13,11 +13,15 @@ namespace nutc::common {
 class RemoteAlgorithm : public BaseAlgorithm {
     std::string id_;
     std::string algo_data_;
+    std::string display_name_;
 
 public:
-    RemoteAlgorithm(AlgoLanguage language, std::string algo_id, std::string algo_data) :
+    RemoteAlgorithm(
+        AlgoLanguage language, std::string algo_id, std::string algo_data,
+        std::string display_name
+    ) :
         BaseAlgorithm{language}, id_{std::move(algo_id)},
-        algo_data_{std::move(algo_data)}
+        algo_data_{std::move(algo_data)}, display_name_{std::move(display_name)}
     {}
 
     std::string

exchange/src/common/util.cpp

@@ -10,7 +10,7 @@
 #include <fmt/format.h>
 #include <x86intrin.h>
 
-#include <random>
+#include <atomic>
 
 namespace nutc::common {
 namespace bi = boost::archive::iterators;
@@ -52,9 +52,11 @@ find_project_file(const std::string& file_name)
 order_id_t
 generate_order_id()
 {
-    static std::mt19937_64 gen{std::random_device{}()};
-    static std::uniform_int_distribution<order_id_t> dis;
-    return dis(gen);
+    // static constexpr auto MAX_PID_BITS = 22;
+    static auto pid = static_cast<std::int64_t>(getpid());
+    // static std::atomic<std::int64_t> start_order_id{(pid << 46)};
+	static std::int64_t start_order_id{(pid<<46)};
+    return ++start_order_id;
 }
 
 uint64_t