Initial creation

.github/workflows/ci.yml

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+name: CI
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+
+jobs:
+  build-and-test:
+    runs-on: ubuntu-latest
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Setup .NET 10
+        uses: actions/setup-dotnet@v4
+        with:
+          dotnet-version: '10.0.x'
+          dotnet-quality: 'preview'
+
+      - name: Restore
+        run: dotnet restore
+
+      - name: Build
+        run: dotnet build --no-restore --configuration Release
+
+      - name: Test
+        run: dotnet test --no-build --configuration Release --verbosity normal

.github/workflows/publish.yml

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+name: Publish NuGet Packages
+
+on:
+  push:
+    tags: ['v*']
+  workflow_dispatch:
+
+jobs:
+  publish:
+    runs-on: ubuntu-latest
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Setup .NET 10
+        uses: actions/setup-dotnet@v4
+        with:
+          dotnet-version: '10.0.x'
+          dotnet-quality: 'preview'
+
+      - name: Compute version
+        id: version
+        run: |
+          YEAR=$(date -u +%Y)
+          MONTH=$(date -u +%-m)
+          DAY=$(date -u +%-d)
+          VERSION="${YEAR}.${MONTH}.${DAY}.${GITHUB_RUN_NUMBER}"
+          echo "version=${VERSION}" >> "$GITHUB_OUTPUT"
+          echo "Computed version: ${VERSION}"
+
+      - name: Restore
+        run: dotnet restore
+
+      - name: Build
+        run: dotnet build --no-restore --configuration Release /p:Version=${{ steps.version.outputs.version }}
+
+      - name: Test
+        run: dotnet test --no-build --configuration Release --verbosity normal
+
+      - name: Pack
+        run: dotnet pack --no-build --configuration Release /p:Version=${{ steps.version.outputs.version }} --output ./nupkgs
+
+      - name: Push to NuGet
+        run: dotnet nuget push ./nupkgs/*.nupkg --api-key ${{ secrets.NUGET_API_KEY }} --source https://api.nuget.org/v3/index.json --skip-duplicate

.gitignore

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+# .NET build
+bin/
+obj/
+*.csproj.user
+*.rsuser
+*.suo
+*.user
+.vs/
+
+# NuGet
+*.nupkg
+*.snupkg
+
+# C++ (cross-language)
+cross-language/cpp/build/
+
+# Node.js (cross-language)
+cross-language/typescript/node_modules/
+
+# Python
+__pycache__/
+*.pyc
+.venv/
+venv/
+
+# Test results & coverage
+TestResults/
+coverage/
+
+# Publish output
+**/publish/
+
+# OS
+.DS_Store
+Thumbs.db
+
+# BenchmarkDotNet
+BenchmarkDotNet.Artifacts/
+
+# JetBrains
+.idea/

Directory.Build.props

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+<Project>
+  <PropertyGroup>
+    <!-- Version is injected by CI via /p:Version=...; fallback for local dev -->
+    <Version>0.0.0-local</Version>
+    <Authors>Daniel Bunting</Authors>
+    <Company>Daniel Bunting</Company>
+    <PackageLicenseExpression>Apache-2.0</PackageLicenseExpression>
+    <PackageReadmeFile>README.md</PackageReadmeFile>
+    <RepositoryUrl>https://github.com/DanielBunting/Levels</RepositoryUrl>
+    <RepositoryType>git</RepositoryType>
+    <PackageProjectUrl>https://github.com/DanielBunting/Levels</PackageProjectUrl>
+    <Description>Levels - a multi-level time-series database for financial market data</Description>
+    <PackageTags>timeseries;database;financial;market-data;orderbook;ohlcv</PackageTags>
+    <Copyright>Copyright (c) Daniel Bunting</Copyright>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <None Include="$(MSBuildThisFileDirectory)README.md" Pack="true" PackagePath="/" />
+    <None Include="$(MSBuildThisFileDirectory)LICENSE" Pack="true" PackagePath="/" />
+  </ItemGroup>
+</Project>

README.md

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+# Levels
+
+A multi-level time-series database for financial market data -- orderbook events, price streaming, and OHLCV bars. Built on .NET 10.0 with cross-language support for C++, Python, and TypeScript.
+
+## Features
+
+- **Custom binary format** -- 56-byte core records with schema-extensible fields, CRC32 integrity, little-endian layout
+- **Three operational modes** -- embed in C# apps, run as a standalone TCP server, or deploy as a REST API
+- **Automatic data lifecycle** -- compaction, period promotion with data quality checks, configurable retention and archival
+- **Cross-language support** -- generate readers/writers for C#, Python, TypeScript, and C++ from a single `.fbs` schema
+- **Real-time and batch** -- OHLCV bar emission, top-of-book snapshots, orderbook L1/L2/L3 projection
+- **Export** -- CSV, Parquet, and Avro adapters
+- **Observability** -- OpenTelemetry metrics and tracing, Prometheus scraping endpoint
+
+## Prerequisites
+
+- [.NET 10.0 SDK](https://dotnet.microsoft.com/download/dotnet/10.0) (preview)
+
+## Quick Start
+
+```bash
+# Build
+dotnet build
+
+# Run tests
+dotnet test
+
+# Run the sample (writes synthetic orderbook data)
+dotnet run --project samples/CryptoExchangeSample
+```
+
+See the [Quickstart Guide](docs/quickstart.md) for a full walkthrough.
+
+## Operational Modes
+
+| Mode | Use case | Entry point |
+|------|----------|-------------|
+| [Embedded](docs/embedded-mode.md) | In-process C# ingestion | `AddLevels<TSchema>()` + `AddLevelsDataSink<T>()` |
+| [TCP Server](docs/server-mode.md) | Standalone daemon, multi-language clients | `src/Levels.Server` with YAML config |
+| [REST API](docs/web-api.md) | HTTP queries and export | `src/Levels.Web` with ASP.NET Core |
+
+## CLI
+
+The `levels` CLI tool provides file inspection, compaction, code generation, resampling, and data export.
+
+```bash
+dotnet run --project src/Levels.Cli -- --help
+```
+
+See the [CLI Reference](docs/cli.md) for all commands.
+
+## Documentation
+
+- [Quickstart](docs/quickstart.md) -- get up and running
+- [Architecture](docs/architecture.md) -- data pipeline, binary format, system internals
+- [Embedded Mode](docs/embedded-mode.md) -- in-process C# usage
+- [Server Mode](docs/server-mode.md) -- standalone TCP server
+- [Web API](docs/web-api.md) -- REST endpoints
+- [Schemas](docs/schemas.md) -- FlatBuffers schema system and code generation
+- [Configuration](docs/configuration.md) -- complete options reference
+- [CLI](docs/cli.md) -- command-line tool reference
+- [Cross-Language](docs/cross-language.md) -- C++, Python, TypeScript interop
+
+## Project Structure
+
+```
+Levels/
+  src/
+    Levels.Core/           Core binary format, interfaces, WAL, diagnostics
+    Levels.SourceGen/      Roslyn source generator for .fbs schemas (netstandard2.0)
+    Levels.Sinks/          Partitioned ingestion, circuit breaker, backpressure
+    Levels.DataFlow/       Channel-based async pub/sub bus
+    Levels.Query/          In-memory file index, orderbook projection
+    Levels.Compaction/     Event-sourcing replay, synthetic snapshots, archival
+    Levels.Period/         Data quality checks, promotion/demotion
+    Levels.Resampled/      OHLCV bars, top-of-book snapshots
+    Levels.Export/         CSV, Parquet, Avro adapters
+    Levels.Hosting/        DI registration (AddLevels), OpenTelemetry setup
+    Levels.Hints/          LiteDB-based query hints
+    Levels.Protocol/       Wire protocol (frame reader/writer)
+    Levels.Server/         Standalone TCP server
+    Levels.Client/         TCP client library
+    Levels.Web/            ASP.NET Core REST API
+    Levels.Cli/            Command-line tool
+  samples/
+    CryptoExchangeSample/  Simulated exchange (synthetic data)
+    BinanceLiveSample/     Live Binance WebSocket feed
+  tests/
+    Levels.Tests/          xUnit tests + cross-language round-trips
+    Levels.Benchmarks/     BenchmarkDotNet performance suite
+  cross-language/
+    schema.fbs             Canonical schema definition
+    cpp/                   C++ generated code and tests
+    python/                Python generated code and tests
+    typescript/            TypeScript generated code and tests
+```
+
+## License
+
+Apache-2.0

cross-language/cpp/CMakeLists.txt

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+cmake_minimum_required(VERSION 3.14)
+project(aiondb_cross_language_cpp LANGUAGES CXX)
+
+set(CMAKE_CXX_STANDARD 17)
+set(CMAKE_CXX_STANDARD_REQUIRED ON)
+
+add_executable(write_test_file write_test_file.cpp)

cross-language/cpp/record.h

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+// <auto-generated/>
+// Generated from .fbs schema — do not edit by hand.
+
+#pragma once
+
+#include <cstdint>
+#include <cstring>
+
+// ── Constants ──────────────────────────────────────────────────────────────────
+static const int HEADER_SIZE = 128;
+static const int FOOTER_SIZE = 64;
+static const int CORE_RECORD_SIZE = 56;
+static const int RECORD_SIZE = 88;
+static const int EXTENSION_SIZE = 32;
+static const uint16_t FORMAT_VERSION = 2;
+static const uint32_t SCHEMA_ID = 0x5D1FE1FDu;
+
+// Extension field offsets (relative to record start)
+static const int ORDER_ID_OFFSET = 56;
+static const int ORDER_ID_SIZE = 32;
+
+// ── Binary layout structs (packed, little-endian) ─────────────────────────────
+
+#pragma pack(push, 1)
+
+struct FileHeader {
+    uint8_t  magic[8];       // "LEVELS01"
+    uint16_t version;        // FORMAT_VERSION
+    uint8_t  file_type;      // 0 = Raw
+    uint8_t  padding;        // 0
+    uint32_t schema_id;
+    int64_t  price_stream_id;
+    int64_t  created_at;
+    int32_t  price_scale;
+    int32_t  quantity_scale;
+    uint32_t resampled_config_hash;
+    uint16_t record_size;    // total bytes per record
+    uint8_t  reserved[82];   // zeros
+};
+static_assert(sizeof(FileHeader) == 128, "FileHeader must be 128 bytes");
+
+struct CoreRecord {
+    int64_t  observed_time;    // 0
+    int64_t  write_timestamp;  // 8
+    int64_t  price_stream_id;  // 16
+    int64_t  price;            // 24
+    int64_t  quantity;         // 32
+    uint16_t _reserved;        // 40
+    uint8_t  record_type;      // 42
+    uint8_t  record_side;      // 43
+    uint32_t sequence;         // 44
+    uint16_t level;            // 48
+    uint16_t flags;            // 50
+    uint32_t crc32;            // 52
+};
+static_assert(sizeof(CoreRecord) == 56, "CoreRecord must be 56 bytes");
+
+struct FullRecord {
+    int64_t  observed_time;    // 0
+    int64_t  write_timestamp;  // 8
+    int64_t  price_stream_id;  // 16
+    int64_t  price;            // 24
+    int64_t  quantity;         // 32
+    uint16_t _reserved;        // 40
+    uint8_t  record_type;      // 42
+    uint8_t  record_side;      // 43
+    uint32_t sequence;         // 44
+    uint16_t level;            // 48
+    uint16_t flags;            // 50
+    uint32_t crc32;            // 52
+    uint8_t  order_id[32];     // 56
+};
+static_assert(sizeof(FullRecord) == 88, "FullRecord must be 88 bytes");
+
+struct FileFooter {
+    int64_t  record_count;           // 0
+    int64_t  delta_count;            // 8
+    int64_t  first_write_timestamp;  // 16
+    int64_t  last_write_timestamp;   // 24
+    int64_t  first_observed_time;    // 32
+    int64_t  last_observed_time;     // 40
+    uint32_t file_crc32;             // 48
+    uint8_t  padding[4];             // 52
+    uint8_t  magic_end[8];           // 56  "LEVEND01"
+};
+static_assert(sizeof(FileFooter) == 64, "FileFooter must be 64 bytes");
+
+#pragma pack(pop)
+