[WIP] STK

Description

STK is a collection of libraries and microservice application for financial data analysis. See STK-UI for the client app.

Libraries

• cpp - concepts, templates, aliases, synchronization, and other C++ utils
• di - extended and adapted wrapper of [Boost::ext].DI for dependency injection
• cli - command-line argument parsing, interruption handling, and lifecycle logging
• network - async REST, WebSocket, and JSON interfaces
• networkx - mapping of C++ entities to REST client-serves with TMP
• restsdk - network implementation with C++ Rest SDK
• sqldb - SQL DB interface and query building API with TMP
• sqlite - sqldb implementation with SQLite
• kvdb - async key-value DB interface
• aws - kvdb implementation as a client to AWS Dynamo DB
• log - multi level logger interface
• spdlog - log implementation with spdlog
• binance - async REST client to Binance
• ngrok - async REST client to ngrok

Application

STK consists of the following services running in Docker containers deployed on the local Kubernetes cluster, which is exposed to the public via ngrok:

• sdb - stores market data in SQL DB
• sps - streams symbol prices from Binance
• spf - filters out insignificant price changes
• siu - updates market info
• ospd - deletes old symbol prices
• aue - exposes public cluster URI to clients
• [WIP] - analyzes market data

Each service is a C++ class with a coroutine API, which is wrapped in a REST client-server for interservice communication and in command-line interface for lifecycle management.

Build

Requirements

• Conan 1.60 - downloads C++ dependencies
• Clang 15

conan config set general.revisions_enabled=True
conan install . -if ./build --build=missing -pr=./conanprofile.txt -s build_type=Release

cmake -B ./build
cmake --build ./build --config Release

See docker images and .github/workflows for additional dependencies and ways to build from scratch.

Deployment

Requirements

• Docker
• Kubernetes

bash ./script/build_images_release.sh

kubectl apply -f ./kubernetes/app-persistent-volume.yaml
kubectl apply -f ./kubernetes/app-deployment.yaml

See script/development_environment for environment setup.

Third-party components

C++

• C++ REST SDK - async REST, WebSocket, and JSON
• CppCoro - wrapping of async code in coroutine tasks
• range-v3 - algorithms, transformations, views, etc.
• SQLite - management of file-based SQL DB
• AWS SDK for C++ - management of Dynamo DB in the cloud
• [Boost::ext].DI - dependency injection and construction of complex objects
• CLI11 - command-line arguments parsing
• Abseil - time API and flat containers
• GSL - Expects/Ensures asserts and explicit casts
• function2 - movable and const-correct callbacks
• callable.hpp - function traits for concepts and mapping of C++ entities to REST endpoints
• Nameof - mapping names of C++ entities to REST endpoints and SQL queries
• not_null - type-safe not-null for pointers
• {fmt} - string formatting and SQL query building
• spdlog - thread-safe logging to standard output
• Magic Enum - enum-string conversion
• polymorphic_value - "copyable" unique_ptr for JSON interface
• GoogleTest - unit tests

Deployment

• Docker - containers for services
• Kubernetes - deployment of containers to the local cluster
• ngrok - exposing local cluster to the public
• NGINX - mapping client requests to services and CORS

License

MIT