Merge branch 'master' of bitbucket.org:bluetradesys/spark into simplify_md_sdk

2018-11-16 11:23:51 -05:00
commit e22649c19d
@@ -0,0 +1 @@
+set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;/home/ppinto/Dropbox/bts/spark/doc/user/mkdocs.yml;bts-help-theme/404.html;bts-help-theme/base.html;bts-help-theme/content.html;bts-help-theme/css/base.css;bts-help-theme/css/bts.css;bts-help-theme/css/font-awesome.min.css;bts-help-theme/css/highlight.css;bts-help-theme/css/local.css;bts-help-theme/fonts/fontawesome-webfont.eot;bts-help-theme/fonts/glyphicons-halflings-regular.eot;bts-help-theme/img/favicon.ico;bts-help-theme/js/base.js;bts-help-theme/js/bootstrap-3.0.3.min.js;bts-help-theme/js/highlight.pack.js;bts-help-theme/js/jquery-1.10.2.min.js;bts-help-theme/keyboard-modal.html;bts-help-theme/main.html;bts-help-theme/nav-sub.html;bts-help-theme/nav.html;bts-help-theme/search-modal.html;bts-help-theme/toc.html;docs/Help.md;docs/Launcher.md;docs/Logging-In-to-the-System.md;docs/Market.md;docs/My-Windows.md;docs/Settings.md;docs/Spreader.md;docs/Trading.md;docs/images/image1.png;docs/images/image10.png;docs/images/image11.png;docs/images/image12.png;docs/images/image13.png;docs/images/image14.png;docs/images/image15.png;docs/images/image16.png;docs/images/image17.png;docs/images/image18.png;docs/images/image19.png;docs/images/image2.png;docs/images/image20.png;docs/images/image21.png;docs/images/image22.png;docs/images/image23.png;docs/images/image24.png;docs/images/image25.png;docs/images/image26.png;docs/images/image27.png;docs/images/image28.png;docs/images/image29.png;docs/images/image3.png;docs/images/image30.png;docs/images/image31.png;docs/images/image32.png;docs/images/image33.png;docs/images/image34.png;docs/images/image35.png;docs/images/image36.png;docs/images/image37.png;docs/images/image38.png;docs/images/image39.png;docs/images/image4.png;docs/images/image40.png;docs/images/image41.png;docs/images/image42.png;docs/images/image43.png;docs/images/image44.png;docs/images/image45.png;docs/images/image46.png;docs/images/image47.png;docs/images/image48.png;docs/images/image49.png;docs/images/image5.png;docs/images/image50.png;docs/images/image51.png;docs/images/image52.png;docs/images/image53.png;docs/images/image54.png;docs/images/image55.png;docs/images/image56.png;docs/images/image57.png;docs/images/image58.png;docs/images/image59.png;docs/images/image6.png;docs/images/image60.png;docs/images/image61.png;docs/images/image62.png;docs/images/image63.png;docs/images/image64.png;docs/images/image65.png;docs/images/image66.png;docs/images/image67.png;docs/images/image68.png;docs/images/image69.png;docs/images/image7.png;docs/images/image70.png;docs/images/image71.png;docs/images/image72.png;docs/images/image73.png;docs/images/image74.png;docs/images/image76.png;docs/images/image8.png;docs/images/image9.png;docs/index.md;docs/release_notes.md)
@@ -16,6 +16,7 @@ set(DOC_GLOBS
  favicon.ico
  )
 file (GLOB_RECURSE All_Deps RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} ${DOC_GLOBS})
+set (All_Deps ${All_Deps} ${CMAKE_CURRENT_SOURCE_DIR}/build.sh ${CMAKE_CURRENT_SOURCE_DIR}/mkdocs.yml) 
 update_deps_file("${All_Deps}")
 # END DEPENDENCIES

@@ -1,2 +1,11 @@
 #!/bin/bash
-python -m mkdocs build -d $1
+tmpfile=$(mktemp /tmp/quiet_build_log.XXXX)
+python -m mkdocs build -d $1 >$tmpfile 2>&1
+if [ $? -eq 0 ]
+then
+    rm $tmpfile
+    exit 0
+else
+    cat $tmpfile
+    exit 1
+fi
@@ -1,14 +1,14 @@
 <html>

 <head>
-    <title>BTS Spark Socket To Socket Requote Times</title>
+    <title>BTS Spark Socket To Socket Requote and Hedge Times</title>
    <meta http-equiv="Content-Type" content="text/html; charset=utf-8">
    <meta name="viewport" content="width=device-width, initial-scale=1">
    <link rel="stylesheet" href="/perf_trace/compiled.css">
    <script src="https://cdn.polyfill.io/v2/polyfill.js?features=es6"></script>
    <style type="text/css">
        .summary-block {
-            margin: 2em 1em;
+            padding: 1em 1em;
        }
        .summary-block > ul {
            margin: 0em 1em;
@@ -23,6 +23,16 @@
        .clear {
            clear:both;
        }
+        .session-table tr {
+            padding-top: 1em;
+        }
+        .session-table th {
+            background-color: #4169AA;
+            color:#fff;
+            text-align: center;
+            padding: 1em;
+            border-left: 1px solid #f6f6f6;
+        }
    </style>
 </head>

@@ -47,7 +57,7 @@
                            </ul>
                        </div-->
                        <div style="margin:2em 0 0 2em;"><!--div class="is-tab-content" is-tab-content is shorter than the screen to accommodate tabs at the top -->
-                            <h1 class="is-size-2">Socket To Socket Requote Times</h1>
+                            <h1 class="is-size-2">Socket To Socket Latencies</h1>
                            <div id="output"></div>
                        </div>
                    </div>
@@ -2,7 +2,9 @@ $( document ).ready(function (){
  let urlParams = new URLSearchParams(window.location.search);
  num_rows = urlParams.get('r');
  let show_rows = urlParams.get('showrows');
+  let rows_of = urlParams.get('rowsof');

+  //let trace_data_url = "./perf_trace_data";
  let trace_data_url = "/perf_trace_data";
  if(num_rows != null) {
    trace_data_url += "/" + num_rows;
@@ -15,14 +17,46 @@ $( document ).ready(function (){
      error: ajax_err,
      crossDomain: true
    }).done(function(result) {
+
      if(show_rows != null) {
-        list_rows(show_rows, result);
+        if(rows_of === "quot") {
+          list_rows(show_rows, rows_of, result.requotes);
+        }
+        else {
+          list_rows(show_rows, rows_of, result.hedges);
+        }
+
      }
      else {
-        if(result.length > 0){
-          let summary_info = "<h1 class='is-size-3'><b>Host:</b> " + result[0].host + "</h1>";
+        if((result.requotes.length + result.hedges.length) > 0) {
+          let useful_result = (result.requotes.length > 0 ? result.requotes : result.hedges);
+          let less_useful_result = (result.requotes.length === 0 ? result.requotes : result.hedges);
+
+          let summary_info = "<h1 class='is-size-3'><b>Host:</b> " + useful_result[0].host + "</h1><br>";
+
          $("#output").html(summary_info);
-          $(result).each(display_session);
+
+          let whole_result = result.requotes.concat(result.hedges);
+          let unique_sessions = whole_result.filter(function(value, index, self){
+            return self.find(function(elm){
+                return elm.session_name === value.session_name;
+            });
+          });
+
+          $(unique_sessions).each(function (index, sess_val){
+            let r = result.requotes.find(function(elm){
+                return elm.session_name === sess_val.session_name;
+            });
+
+            let h = result.hedges.find(function(elm){
+                return elm.session_name === sess_val.session_name;
+            });
+
+            display_session(r, h);
+          });
+        }
+        else {
+
        }
      }

@@ -30,29 +64,30 @@ $( document ).ready(function (){

 });

-function list_rows(show_rows, data) {
+function list_rows(show_rows, rows_of, data) {
  $.each(data, function(index, value){
    if(value.session_name === show_rows){
      let summary_info = "<table class='table bts-data-table'>";
-      summary_info += "<thead><tr><th>Trace Time</th>" +
-                        "<th>Order Key</th>" +
-                        "<th>MD</th>" +
-                        "<th>Spreader</th>" +
-                        "<th>Fix</th>" +
-                        "<th>Total</th></tr></thead><tbody>";
+
+      summary_info += "<thead><tr><th>Trace Time</th>"
+      $.each(value.rows[0], function(key, unval){
+        if(key !== "trace_time" && key !== "total")
+        {
+          summary_info +="<th>" + format_title(key) + "</th>";
+        }
+      });
+      summary_info += "<th>Total</th></tr></thead><tbody>";

      $.each(value.rows, function(key, val) {
        summary_info += "<tr>";
-        console.log(val);
-
-        summary_info += "<td>" + val.trace_time + "</td>" +
-                        "<td>" + val.order_key + "</td>" +
-                        "<td>" + val.md + "</td>" +
-                        "<td>" + val.spreader + "</td>" +
-                        "<td>" + val.fix + "</td>" +
-                        "<td>" + val.total + "</td>";
-
-
+        summary_info += "<td>" + val.trace_time + "</td>";
+        $.each(val, function(key, uval){
+          if(key !== "trace_time" && key !== "total")
+          {
+            summary_info += "<td>" + uval + "</td>";
+          }
+        });
+        summary_info += "<td>" + val.total + "</td>";
        summary_info += "</tr>";
      });
      summary_info += "</tbody></table>";
@@ -77,7 +112,26 @@ function ajax_err (jqXHR, textStatus,errorThrown) {
 function first_upper (str)
 {
  let ret_str = str[0].toUpperCase() + str.substring(1, str.length);
-  return ret_str
+  return ret_str;
+}
+
+function format_title (str)
+{
+  let ret_str = "";
+
+  for(let i=0; i < str.length; i++) {
+    if(i === 0 || str[i-1] === "_") {
+      ret_str += str[i].toUpperCase();
+    }
+    else if(str[i] === "_") {
+      ret_str += " ";
+    }
+    else {
+      ret_str += str[i];
+    }
+  }
+
+  return ret_str;
 }

 function generate_histogram(id, data)
@@ -95,70 +149,143 @@ function generate_histogram(id, data)
  Plotly.newPlot(id, plot_data);
 }

-function display_session (index, value) {
-   //console.log(value);
-   let session_info = "<ul class=''>";
-   session_info += "<li id='" + value.session_name + "' class='is-size-5'><b>Session:</b> " + value.session_name + "</li>";
-   session_info += "<li><b>Build Type:</b> " + value.build_type + "</li>";
-   session_info += "<li><b>Version:</b> " + value.version + "</li>";
+function write_summary (histo_id, v)
+{
+  session_info = "<ul>";
+  session_info += "<li><b>" + format_title(v.value) + "</b></li>";
+  session_info += "<li>Min: " + v.min + "</li>";
+  session_info += "<li>Median: " + v.median + "</li>";
+  session_info += "<li>Max: " + v.max + "</li>";
+  session_info += "<li>99%: " + v.ninenty_nine + "</li>";
+  session_info += "<li>Standard Deviation: " + v.stdev + "</li>";
+  session_info += "</ul>";
+  session_info += "<div id='" + histo_id + "' class='histogram-div'></div>"
+
+
+  return session_info;
+}
+
+function display_session (quot_val, hed_val) {
+   let safe_quot_val = (quot_val != undefined) ? quot_val : {
+          session_name: hed_val.session_name,
+          build_type: hed_val.build_type,
+          version: hed_val.version,
+          n_rows: 0,
+          total: 0,
+          summaries: []
+      };
+   let safe_hed_val = (hed_val != undefined) ? hed_val : {
+          session_name: quot_val.session_name,
+          build_type: quot_val.build_type,
+          version: quot_val.version,
+          n_rows: 0,
+          total: 0,
+          summaries: []
+      };
+
+   let session_info = "<table class='session-table'>";
+   session_info += "<tr><td colspan='2' id='" + safe_quot_val.session_name + "' class='is-size-5'><b>Session:</b> " + safe_quot_val.session_name + "<br>";
+   session_info += "<b>Build Type:</b> " + safe_quot_val.build_type + "<br>";
+   session_info += "<b>Version:</b> " + safe_quot_val.version + "<br><br></td></tr>";
+
+   //column headers
+   session_info += "<tr><th>Requotes</th><th>Hedges</th></tr>"
+
   if(num_rows != null) {
-      session_info += "<li><a href='?showrows=" + value.session_name + "&r=" + num_rows + "'><b>Rows:</b> " + value.n_rows + "</a></li>";
-   }
-   else {
-      session_info += "<li><a href='?showrows=" + value.session_name + "'><b>Rows:</b> " + value.n_rows + "</a></li>";
-   }
+        session_info += "<tr><td ><a href='?showrows=" + safe_quot_val.session_name + "&rowsof=quot" + "&r=" + num_rows + "'><b>Rows:</b> " + safe_quot_val.n_rows + "</a></td>";
+        session_info += "<td><a href='?showrows=" + safe_hed_val.session_name + "&rowsof=hed" + "&r=" + num_rows + "'><b>Rows:</b> " + safe_hed_val.n_rows + "</a></td></tr>";
+    }
+    else {
+        session_info += "<tr><td><a href='?showrows=" + safe_quot_val.session_name + "&rowsof=quot" + "'><b>Rows:</b> " + safe_quot_val.n_rows + "</a></td>";
+        session_info += "<td><a href='?showrows=" + safe_hed_val.session_name + "&rowsof=hed" + "'><b>Rows:</b> " + safe_hed_val.n_rows + "</a></td></tr>";
+    }

-   $(value.summaries).each(function(i,v){
+    session_info += "<tr><td class='summary-block'>";
+    $(safe_quot_val.summaries).each(function(i,v){
      if(v.value === "total") {
-         session_info += "<li class='summary-block'><ul>";
-         session_info += "<li><b>" + first_upper(v.value) + "</b></li>";
-         session_info += "<li>Min: " + v.min + "</li>";
-         session_info += "<li>Median: " + v.median + "</li>";
-         session_info += "<li>Max: " + v.max + "</li>";
-         session_info += "<li>99%: " + v.ninenty_nine + "</li>";
-         session_info += "<li>Standard Deviation: " + v.stdev + "</li>";
-         session_info += "</ul>";
-         session_info += "<div id='" + value.session_name + "-" + v.value + "' class='histogram-div'></div>"
-         session_info += "</li>";
-         return false
+        session_info += write_summary(safe_quot_val.session_name + "-quot-" + v.value, v);
+        return false
      }
-   });
+    });

-   $(value.summaries).each(function(i,v){
-      if(v.value !== "total") {
-         session_info += "<li class='summary-block'><ul>";
-         session_info += "<li><b>" + first_upper(v.value) + "</b></li>";
-         session_info += "<li>Min: " + v.min + "</li>";
-         session_info += "<li>Median: " + v.median + "</li>";
-         session_info += "<li>Max: " + v.max + "</li>";
-         session_info += "<li>99%: " + v.ninenty_nine + "</li>";
-         session_info += "<li>Standard Deviation: " + v.stdev + "</li>";
-         session_info += "</ul>";
-         session_info += "<div id='" + value.session_name + "-" + v.value + "' class='histogram-div'></div>"
-         session_info += "</li>";
+    session_info += "</td>";
+    session_info += "<td class='summary-block'>";
+
+    $(safe_hed_val.summaries).each(function(i,v){
+      if(v.value === "total") {
+        session_info += write_summary(safe_hed_val.session_name + "-hed-" + v.value, v);
+        return false
      }
-   });
+    });

-   session_info += "</ul><hr class='clear'>";
+    session_info += "</td></tr>";
+
+  let loop_val = 0;
+
+  if(safe_quot_val.summaries.length >= safe_hed_val.summaries.length ) {
+    loop_val = safe_quot_val.summaries.length;
+  }
+  else {
+    loop_val = safe_hed_val.summaries.length;
+  }
+
+  /*
+  for(let i = 0; i < loop_val; i++) {
+        session_info += "<tr><td class='summary-block'>";
+        if (safe_quot_val.summaries[i] !== undefined && safe_quot_val.summaries[i].value !== "total") {
+          session_info += write_summary(safe_quot_val.session_name + "-quot-" + safe_quot_val.summaries[i].value, safe_quot_val.summaries[i]);
+        }
+        session_info += "</td><td class='summary-block'>";
+        if (safe_hed_val.summaries[i] !== undefined && safe_hed_val.summaries[i].value !== "total") {
+          session_info += write_summary(safe_hed_val.session_name + "-hed-" + safe_hed_val.summaries[i].value, safe_hed_val.summaries[i]);
+        }
+        session_info += "</td></tr>";
+    }
+  */
+
+  session_info += "</table><hr class='clear'>";
   $("#output").append(session_info);

-   let all_data = {};
+   let quot_val_data = {};

-   $(value.rows).each(function(i, row) {
+   $(safe_quot_val.rows).each(function(i, row) {
      $.each(row, function(name, v) {
-          if(all_data[name] === undefined){
-            all_data[name] = [v];
+          if(quot_val_data[name] === undefined){
+            quot_val_data[name] = [v];
          }
          else {
-            all_data[name].push(v);
+            quot_val_data[name].push(v);
          }
      });
   });

-   //console.log(all_data);
+   let hed_val_data = {};

-   $(value.summaries).each(function(i,v){
-      generate_histogram(value.session_name + "-" + v.value, all_data[v.value]);
+   $(safe_hed_val.rows).each(function(i, row) {
+      $.each(row, function(name, v) {
+          if(hed_val_data[name] === undefined){
+            hed_val_data[name] = [v];
+          }
+          else {
+            hed_val_data[name].push(v);
+          }
+      });
   });

+   if(safe_quot_val.summaries.length > 0){
+        generate_histogram(safe_quot_val.session_name + "-quot-total", quot_val_data["total"]);
+    }
+   /*
+    $(safe_quot_val.summaries).each(function(i,v){
+        generate_histogram(safe_quot_val.session_name + "-quot-" + v.value, quot_val_data[v.value]);
+    });
+    */
+   if(safe_hed_val.summaries.length > 0){
+      generate_histogram(safe_hed_val.session_name + "-hed-total", hed_val_data["total"]);
+   }
+   /*
+   $(safe_hed_val.summaries).each(function(i,v){
+      generate_histogram(safe_hed_val.session_name + "-hed-" + v.value, hed_val_data[v.value]);
+   });
+   */
 }
@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/services/AdminService.proto;api/services/ApiUnitTestService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/services/UserService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/Executor.conf;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MDRecoverableConsumer.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;utils/Puid.cpp;utils/SecureLogon.cpp;utils/SharedMemory.cpp;utils/Sqlite_utils.cpp;utils/Uuid.cpp;utils/datetime.cpp;utils/download.cpp;utils/file_utils.cpp;utils/init_spark_lib.cpp;utils/is_unittest_environment.cpp;utils/stats.cpp;utils/thread_manager.cpp)
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/services/AdminService.proto;api/services/ApiUnitTestService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/services/UserService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/Executor.conf;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MDRecoverableConsumer.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orderman/actors/MDSupplementarySource.cpp;orderman/actors/OrderStore.cpp;orderman/actors/SODPosition.cpp;orderman/actors/SecuritySrc.cpp;orderman/actors/ServiceBridge.cpp;orderman/actors/order_manager/OrderBuilder.cpp;orderman/actors/order_manager/OrderManager.cpp;orderman/actors/order_manager/OrderServicesData.cpp;orderman/events/CancelRejectEvent.cpp;orderman/events/NewExecutionReportEvent.cpp;orderman/limiter/LimitStore.cpp;orderman/limiter/Limiter.cpp;orderman/limiter/ProductLimitNode.cpp;orderman/limiter/ProductLimitTree.cpp;orderman/limiter/SecurityLimitNode.cpp;orderman/limiter/SecurityLimitTree.cpp;orderman/limiter/tests/limit_tests.cpp;orderman/order_factory/DynamiLine truncated
@@ -4,7 +4,10 @@
 #include "lib/config/protos/cme_reference_data.pb.h"
 #include "lib/config/protos/jetfix.pb.h"
 #include "lib/config/config.h"
+#include "lib/config/protos/system.pb.h"
+
 #include <sstream>
+#include <boost/algorithm/string/case_conv.hpp>

 namespace bts{
 namespace admin{
@@ -83,8 +86,7 @@ AdminServiceUtils::resolve_cme_connection(const bts::api::admin::AdminData& data
 const bts::api::admin::ExchangeConnection*
 AdminServiceUtils::resolve_sim_connection(const bts::api::admin::AdminData& data,
                                          const bts::api::admin::BTSAccount& account,
-                                          const bts::api::Security& sec){
-   bts_assert(sec.exchange() == api::Venue::VENUE_SIM);
+                                          const bts::api::Security& ){
   if(account.has_connections())
      for (const std::string& conn_name : account.connections().exchange_connection_names()){
         const bts::api::admin::ExchangeConnection* conn = find_connection(data, conn_name);
@@ -100,24 +102,30 @@ AdminServiceUtils::resolve_connection(const bts::api::admin::AdminData& data,
                                      const bts::api::Security& sec){
   const bts::api::admin::ExchangeConnection* rv = nullptr;
   switch(sec.exchange()){
-      case api::Venue::VENUE_GLBX:
-         rv = resolve_cme_connection(data, account, sec);
-         break;
-      case api::Venue::VENUE_UNSET:
-      case api::Venue::VENUE_BTS:
-      case api::Venue::VENUE_SIM:
+   case api::Venue::VENUE_GLBX: {
+      auto deployment_type =
+         boost::to_lower_copy(config::get<config::DeploymentType>().type());
+      rv = resolve_cme_connection(data, account, sec);
+      if (rv == nullptr && (deployment_type == "dev" ||
+          deployment_type == "demo"))
         rv = resolve_sim_connection(data, account, sec);
-         break;
-      case api::Venue::VENUE_CBOE:
-      case api::Venue::VENUE_CBOECFE:      
-      case api::Venue::VENUE_ICE:
-      case api::Venue::Venue_INT_MIN_SENTINEL_DO_NOT_USE_:
+      break;
+   }
+   case api::Venue::VENUE_UNSET:
+   case api::Venue::VENUE_BTS:
+   case api::Venue::VENUE_SIM:
+      rv = resolve_sim_connection(data, account, sec);
+      break;
+   case api::Venue::VENUE_CBOE:
+   case api::Venue::VENUE_CBOECFE:      
+   case api::Venue::VENUE_ICE:
+   case api::Venue::Venue_INT_MIN_SENTINEL_DO_NOT_USE_:
      case api::Venue::Venue_INT_MAX_SENTINEL_DO_NOT_USE_:
-         rv = nullptr;
-         break;
+      rv = nullptr;
+      break;
   }
   return rv;
-}                                                                                    
+}                                                                                   
 ////////////////////////////////////////////
 // connection mutators /////////////////////
 ////////////////////////////////////////////
@@ -204,7 +204,7 @@ message OrderState {
    CoverOrderState cover = 22;
    OffsetOrderState offset = 24;
    
-    DynamicOrderState dynamic = 1000;
+    DynamicOrderState dynamic = 255; // do not use anything bigger than 255, or things will break
  }
 }

@@ -267,7 +267,7 @@ message LimitOrderState {NativeOrderState native_state = 1;}
 message StopOrderState {NativeOrderState native_state = 1;}
 message StopLimitOrderState {NativeOrderState native_state = 1;}
 message IcebergOrderState {}
-message SpreaderOrderState {SpreaderChildKind child_kind = 1;}
+message SpreaderOrderState {}
 message TimeBoxOrderState {}
 message TickOrderState {}
 message LeanOrderState {}
@@ -276,9 +276,7 @@ message TopOrderState {}
 message TriggerOrderState {}
 message CoverOrderState {}
 message OffsetOrderState {}
-message DynamicOrderState {
-  map<string,string> state = 1;
-}
+message DynamicOrderState {}

 enum OrderStatus {

@@ -403,12 +401,6 @@ enum ExecType
  EXEC_TYPE_TRADE_CANCEL = 72				;
 }

-enum SpreaderChildKind {
-  SPREADER_CHILD_KIND_UNDEFINED = 0;
-  SPREADER_CHILD_KIND_SPREADER_HEDGING = 1;
-  SPREADER_CHILD_KIND_SPREADER_QUOTING = 2; 
-}
-
 enum OrderError
 {
  ORDER_ERROR_UNDEFINED = 0;
@@ -8,4 +8,5 @@ message OrdermanCfg {
    repeated string hosted_actor = 3;
  }
  repeated Executor executor = 1;
+  optional uint32 default_iceberg_pause_secs = 2 [default = 0];
 }
@@ -163,6 +163,7 @@ void AsyncReader::dispatch ()

         for (auto &msg : framed_msgs) {
            msg.set_trace(trace);
+            LOG(Latency, Diag, "perf_event AsyncReader.on_fix");
            tracepoint(bts_trace, trace_order, (char *)"AsyncReader.on_fix", 0,
                       msg.get_seq_num(), 0);
            me->sink.in_msg_raw (msg);
@@ -6,7 +6,6 @@
 #include "lib/utils/TimeStamp.h"
 #include "lib/utils/bts_assert.h"
 #include "lib/utils/helper_macros.h"
-#include "lib/orderman/orderman_utils/PerfTraceLog.h"

 #include <arpa/inet.h>
 #include <fstream>
@@ -84,6 +83,7 @@ int SocketConnection::read(char *to_buffer, size_t read_count) {

   bts_assert(_fd >= 0);
   auto result = ::read(_fd, to_buffer, read_count);
+   LOG(Latency, Diag, "perf_event after_socket_read");
   if (_log && result > 0) {
      _in_log.write(to_buffer, result);
      _in_log.flush();
@@ -123,18 +123,20 @@ int SocketConnection::write(WriteVec const &vec, size_t vec_size,
                 trace.md_sn, s2s.microseconds());
   }

+   LOG(Latency, Diag, "perf_event before_socket_write");
   auto result = ::writev(_fd, iv, (int)vec_size);

   if (trace.md.to_uint64()) {
      LOG(Latency, Info,
-          "perf_event:tick_to_order s2s_us:{} fix_socket_r:{} md:{} "
+          "perf_event:tick_to_order s2s_us:{} do_work_begin:{} fix_socket_r:{} "
+          "md:{} "
          "md_src:{} spreader_on_book:{} spreader_modify_order:{} "
          "spreader_on_child_order_update:{} "
          "order_update:{} exe_gw:{} fix_socket_w:{} md_sn:{} order_key:{} "
          "send_fix_buffer:{}",
-          s2s.microseconds(), trace_cpy.fix_socket_r.to_uint64(),
-          trace_cpy.md.to_uint64(), trace_cpy.md_src.to_uint64(),
-          trace_cpy.spreader_on_book.to_uint64(),
+          s2s.microseconds(), trace_cpy.do_work_begin.to_uint64(),
+          trace_cpy.fix_socket_r.to_uint64(), trace_cpy.md.to_uint64(),
+          trace_cpy.md_src.to_uint64(), trace_cpy.spreader_on_book.to_uint64(),
          trace_cpy.spreader_modify_order.to_uint64(),
          trace_cpy.spreader_on_child_order_update.to_uint64(),
          trace_cpy.order_update.to_uint64(), trace_cpy.exe_gw.to_uint64(),
@@ -145,19 +147,20 @@ int SocketConnection::write(WriteVec const &vec, size_t vec_size,

   if (trace.fix_socket_r.to_uint64()) {
      LOG(Latency, Info,
-          "perf_event:fill_to_order s2s_us:{} fix_socket_r:{} md:{} md_src:{} "
+          "perf_event:fill_to_order s2s_us:{} do_work_begin:{} fix_socket_r:{} "
+          "md:{} md_src:{} "
          "spreader_on_book:{} spreader_modify_order:{} "
          "spreader_on_child_order_update:{} "
          "order_update:{} exe_gw:{} fix_socket_w:{} md_sn:{} order_key:{} "
          "send_fix_buffer:{} ",
-          s2s.microseconds(), trace_cpy.fix_socket_r.to_uint64(),
-          trace_cpy.md.to_uint64(), trace_cpy.md_src.to_uint64(),
-          trace_cpy.spreader_on_book.to_uint64(),
+          s2s.microseconds(), trace_cpy.do_work_begin.to_uint64(),
+          trace_cpy.fix_socket_r.to_uint64(), trace_cpy.md.to_uint64(),
+          trace_cpy.md_src.to_uint64(), trace_cpy.spreader_on_book.to_uint64(),
          trace_cpy.spreader_modify_order.to_uint64(),
          trace_cpy.spreader_on_child_order_update.to_uint64(),
          trace_cpy.order_update.to_uint64(), trace_cpy.exe_gw.to_uint64(),
-          trace_cpy.fix_socket_w.to_uint64(), trace_cpy.md_sn, trace.order_key,
-          trace.send_fix_buffer.to_uint64());
+          trace_cpy.fix_socket_w.to_uint64(), trace_cpy.md_sn, trace_cpy.order_key,
+          trace_cpy.send_fix_buffer.to_uint64());
      _perf_log.log(trace_cpy);
   }

@@ -394,6 +394,7 @@ void CoreGateway::sync_reader_disconnected(EventData const &) {
 }

 void CoreGateway::sync_in_msg_raw(EventData const &ev) {
+   LOG(Latency, Diag, "perf_event sync_in_msg_raw");
   switch (me->state) {
   case State::OFF:
   case State::PAUSED:
@@ -412,6 +413,7 @@ void CoreGateway::sync_in_msg_raw(EventData const &ev) {
 }

 void CoreGateway::sync_in_msg_sequenced(EventData const &ev) {
+   LOG(Latency, Diag, "perf_event sync_in_msg_sequenced");
   switch (me->state) {
   case State::OFF:
   case State::PAUSED:
@@ -83,8 +83,10 @@ private:
   
      void dispatch (InMsgBuffer const&in_msg) override
      {
+         LOG(Latency, Diag, "perf_event JetFIXGateway::before_parse");
         msg.read (in_msg.data (),in_msg.size ());
         msg.set_trace(in_msg.trace());
+         LOG(Latency, Diag, "perf_event JetFIXGateway::after_parse");
         handler (msg);
      }
   
@@ -467,6 +467,7 @@ void Session::on_hb(InMsgBuffer const &msg) {
 }

 void Session::on_app(InMsgBuffer const &msg) {
+   LOG(Latency, Diag, "perf_event on_app");
   switch (me->state) {
   case State::WLOGON:
      terminate_session(
@@ -54,6 +54,15 @@ struct LoggerHandle {
   Logger *logger;
 };

+struct CharPtrWrapper
+{const char* ptr;};
+
+inline std::ostream& operator<<(std::ostream&s,CharPtrWrapper const&ptr)
+{
+   s << ptr.ptr;
+   return s;
+}
+
 extern thread_local LoggerHandle _thread_logger;
 void configure_logging(LoggingConfig const&cfg);
 void configure_logging(bts::config::Logging const&cfg,bts::config::ThreadGroupCfg const&);
@@ -117,7 +117,7 @@ private:
   // Private default constructor allows friend classes to store this class in a concurrent_queue
   MDProducerHandle();
   friend class tbb::concurrent_queue < MDProducerHandle > ;
-   friend class SecurityIDRecorderState;
+   friend struct SecurityIDRecorderState;
   friend struct bts::co2::Work;

   HotEntry& hdata() const {
@@ -4,6 +4,7 @@
 #include "lib/mercury/topics/ITopic.h"
 #include "lib/utils/Puid.h"
 #include "lib/utils/bts_assert.h"
+#include "lib/utils/bts_chrono.h"

 #include <algorithm>
 #include <boost/container/flat_map.hpp>
@@ -30,13 +31,15 @@ struct Broker::LocalSubFilter {
 struct Broker::StreamRec {
   StreamRec(Broker &owner, IRemoteBroker &src, StreamID sid,
             TopicPtr const &topic)
-       : owner(owner), local(false), src(&src), sid(sid), topic(topic),
-         local_subs(), external_subs(), sub_id(),
+       : owner(owner), local(false), src(&src), sid(sid),
+         topic_str(intern_topic_str(topic)), topic(topic), local_subs(),
+         external_subs(), sub_id(),
         synopsis_builder(topic->make_synopsis_builder()),
         topic_tag(topic->to_str()) {}

   StreamRec(Broker &owner, StreamID sid, TopicPtr const &topic)
-       : owner(owner), local(true), src(), sid(sid), topic(topic), local_subs(),
+       : owner(owner), local(true), src(), sid(sid),
+         topic_str(intern_topic_str(topic)), topic(topic), local_subs(),
         external_subs(), sub_id(),
         synopsis_builder(topic->make_synopsis_builder()),
         topic_tag(topic->to_str()) {}
@@ -56,10 +59,21 @@ struct Broker::StreamRec {
      IRemoteBroker *neighbour;
   };

+   char *intern_topic_str(TopicPtr const &topic) {
+      // this C string is used to make it possible to log topic names
+      // assynchronously, without copying strings around. we leak
+      // topic names, which isn't great, but performance oblige.
+      auto ts = topic->to_str();
+      auto result = new char[ts.size() + 1];
+      memcpy(result, ts.c_str(), ts.size() + 1);
+      return result;
+   }
+
   Broker &owner;
   const bool local;
   IRemoteBroker *const src;
   const StreamID sid;
+   const char *topic_str;
   const TopicPtr topic;

   std::vector<LocalSubRec> local_subs;
@@ -337,15 +351,26 @@ void Broker::notify(BrokerID sender, StreamID sid, SubID ex_subid,
                    Notification const &payload) {
   NoReenter nr(me->inside);
 #else
-void Broker::notify(BrokerID , StreamID sid, SubID ex_subid,
+void Broker::notify(BrokerID, StreamID sid, SubID ex_subid,
                    Notification const &payload) {
 #endif
   auto &srec = me->streams[sid];
   bts_assert_d(srec);
   bts_assert_d((srec->is_local() && sender == id()) ||
                (!srec->is_local() && srec->src->id() == sender));
-   if (srec->is_local() || srec->sub_id == ex_subid)
+
+   if (srec->is_local() || srec->sub_id == ex_subid) {
+
+      LOG(Latency, Diag, "Started handling event {} on broker {}",
+          log::CharPtrWrapper{srec->topic_str}, me->my_id.value());
+      auto start = Timer::now();
      srec->notify(payload);
+      auto stop = Timer::now();
+
+      LOG(Latency, Diag, "Finished handling event {} on broker {}. Time: {}us",
+          log::CharPtrWrapper{srec->topic_str}, me->my_id.value(),
+          us_diff(stop, start));
+   }
 }

 void Broker::subscribe(BrokerID sender, SubID ex_subid, StreamID sid) {
@@ -7,6 +7,7 @@ namespace mercury {

 BrokerProxy::BrokerProxy(ILocalBroker &real_broker)
    : _real_broker(real_broker), _id(real_broker.id()),
+      _cycles(0),
      _outgoing(config::get<config::Mercury>().queue_size()),
      _incoming(config::get<config::Mercury>().queue_size()),
      _action_pool() {}
@@ -59,7 +59,7 @@ class BrokerProxy : public ILocalBroker {
   void local_unsubscribe(LocalSubID) override;
   // ILocalBroker

-   void drain() { _outgoing.drain();}
+   void drain() { _outgoing.drain(); }
   void schedule_action(std::function<void()> const &action);

   // these are just for performance, we want to allow for
@@ -80,6 +80,7 @@ class BrokerProxy : public ILocalBroker {
   }

   void do_work() {
+      _cycles++;
      _outgoing.consume_all([this](BrokerMsg *m) {
         switch (m->msg_type) {
         case BrokerMsgType::ADD_NEIGHBOUR:
@@ -101,6 +102,8 @@ class BrokerProxy : public ILocalBroker {
            _real_broker.unsubscribe(m->broker_id, m->sub_id, m->stream_id);
            break;
         case BrokerMsgType::NOTIFY:
+            LOG(Latency, Diag, "Notify broker {}. Cycles: {}", _id.value(),
+                _cycles);
            _real_broker.notify(m->broker_id, m->stream_id, m->sub_id,
                                m->notification);
            break;
@@ -111,9 +114,16 @@ class BrokerProxy : public ILocalBroker {
         case BrokerMsgType::LOCAL_UNSUBSCRIBE:
            _real_broker.local_unsubscribe(m->local_sub_id);
            break;
-         case BrokerMsgType::EXECUTE_ACTION:
+         case BrokerMsgType::EXECUTE_ACTION: {
+            auto start = Timer::now();
+            LOG(Latency, Diag, "Executing lambda on broker {}", _id.value());
            m->action();
+            auto stop = Timer::now();
+            LOG(Latency, Diag,
+                "Finished executing lambda on broker {}. Took: {}us",
+                _id.value(), us_diff(stop, start));
            break;
+         }
         default:
            bts_assert(false);
            break;
@@ -126,6 +136,7 @@ class BrokerProxy : public ILocalBroker {
 private:
   ILocalBroker &_real_broker;
   const BrokerID _id;
+   uint64_t _cycles;
   utils::GrowableSPSCQueue<BrokerMsg *> _outgoing;
   utils::GrowableSPSCQueue<BrokerMsg *> _incoming;
   boost::object_pool<BrokerMsg> _action_pool;
@@ -14,7 +14,7 @@ using TopicFilter = std::function<bool(const ITopic&)> ;

 using StreamID = utils::ValueWrapper<struct StreamIDTag,uint32_t>;
 using SubID = utils::ValueWrapper<struct SubIDTag,uint32_t>;
-using Notification = FatWrapper<80>;
+using Notification = FatWrapper<112>;
 using LocalSubID = utils::ValueWrapper<struct LocalSubIDTag,uint32_t>;
 using BrokerID = utils::ValueWrapper<struct BrokerIDTag,uint32_t>;

@@ -1,15 +1,16 @@
 #include "ExecutionGateway.h"
-#include "lib/logging/logging.h"
-#include "lib/utils/TimeStamp.h"
 #include "lib/jetfix/codec/MessageDefinitions.h"
+#include "lib/jetfix/common/OutFIX.h"
 #include "lib/jetfix/gateway/JetFIXGateway.h"
+#include "lib/logging/logging.h"
 #include "lib/orderman/events/CancelRejectEvent.h"
 #include "lib/orderman/events/GatewayStatusChangeEvent.h"
 #include "lib/orderman/events/NewExecutionReportEvent.h"
 #include "lib/orderman/events/NewSecuritiesEvent.h"
 #include "lib/orderman/orderman_utils/fix_order_codec.h"
 #include "lib/tracing/bts_trace.h"
-#include "lib/jetfix/common/OutFIX.h"
+#include "lib/utils/TimeStamp.h"
+#include "lib/utils/bts_chrono.h"

 #include <boost/pool/object_pool.hpp>

@@ -18,17 +19,16 @@ namespace orderman {

 using namespace jetfix;

-
 using JFGw =
    JetFIXGateway<fix::ExecutionReportMsg, fix::BusinessMessageRejectMsg,
                  fix::RejectMsg, fix::CancelRejectMsg>;

 struct ExecutionGateway::PImpl {
-   PImpl(config::JetFIX::Connection const &cfg,PerfTraceLog &log)
-      : gw(cfg,log), exe_report_pool(), state(State::WAITING_FOR_SECURITIES),
+   PImpl(config::JetFIX::Connection const &cfg, PerfTraceLog &log)
+       : gw(cfg, log), exe_report_pool(), state(State::WAITING_FOR_SECURITIES),
         securities(), securities_by_descriptor(), exe_report_stream(),
         gw_status_change_stream(), cancel_reject_stream(), gw_name(cfg.name()),
-        cfg(cfg) {}
+         cfg(cfg) {}

   JFGw gw;
   boost::object_pool<ExecutionReport> exe_report_pool;
@@ -43,8 +43,9 @@ struct ExecutionGateway::PImpl {
   config::JetFIX::Connection cfg;
 };

-ExecutionGateway::ExecutionGateway(config::JetFIX::Connection const &cfg,PerfTraceLog &log)
-   : me(new PImpl(cfg,log)) {}
+ExecutionGateway::ExecutionGateway(config::JetFIX::Connection const &cfg,
+                                   PerfTraceLog &log)
+    : me(new PImpl(cfg, log)) {}
 ExecutionGateway::~ExecutionGateway() {}

 void ExecutionGateway::init() {
@@ -77,6 +78,7 @@ void ExecutionGateway::on_securities(

         // subscribe to gateway events
         me->gw.on<fix::ExecutionReportMsg>() = [this](auto const &msg) {
+            LOG(Latency, Diag, "perf_event ExecutionGateway::after_parse");
            this->on_exe_report(msg);
         };
         me->gw.on<fix::CancelRejectMsg>() = [this](auto const &msg) {
@@ -114,10 +116,13 @@ void ExecutionGateway::on_securities(

 void ExecutionGateway::on_exe_report(
    const jetfix::fix::ExecutionReportMsg &msg) {
+   auto start = Timer::now();
   OrderKey ok;
   SecurityKey sk;
   decode_clorid(msg.get<fix::ClOrdID>(), &ok, &sk);

+   LOG(Latency, Info, "Started handling of execution report for order {}",
+       ok.value());
   auto sec = me->securities[sk.value()];

   if (!sec)
@@ -190,7 +195,7 @@ void ExecutionGateway::on_exe_report(
      data->exec_type = api::orderman::ExecType(msg.get<fix::ExecType>());
      data->msg_seq_num = msg.get<fix::MsgSeqNum>();
      tracepoint(bts_trace, trace_order,
-                 (char *)"ExecutionGateway.on_exe_report", 0, 0,0);
+                 (char *)"ExecutionGateway.on_exe_report", 0, 0, 0);

      // copy data from fix msg to our structure
      if (msg.has<fix::Account>())
@@ -239,14 +244,14 @@ void ExecutionGateway::on_exe_report(
      data->last_shares = msg.has<fix::LastShares>()
                              ? Quantity(msg.get<fix::LastShares>())
                              : Quantity(0);
-      auto last_px_sec = data->leg_security? data->leg_security:sec;
+      auto last_px_sec = data->leg_security ? data->leg_security : sec;
      data->last_price = msg.has<fix::LastPx>()
                             ? securities::decode_exchange_price(
                                   *last_px_sec, Price(msg.get<fix::LastPx>()))
                             : Price(0);
      data->avg_price = msg.has<fix::AvgPx>()
                            ? securities::decode_exchange_price(
-                               *last_px_sec, Price(msg.get<fix::AvgPx>()))
+                                  *last_px_sec, Price(msg.get<fix::AvgPx>()))
                            : Price(0);
      if (msg.has<fix::ExecID>())
         str_to(msg.get<fix::ExecID>(), &data->exchange_fill_id);
@@ -255,7 +260,10 @@ void ExecutionGateway::on_exe_report(
      data->msg = text_msg;
      auto trace = msg.trace();
      trace.exe_gw = utils::TimeStamp::now();
-      publish(me->exe_report_stream, data,trace);
+      publish(me->exe_report_stream, data, trace);
+      LOG(Latency, Info,
+          "Finished handling of execution report for order {}. {}ns",
+          ok.value(), ns_diff(Timer::now(), start));
   }
 }

@@ -306,11 +314,13 @@ void ExecutionGateway::on_outgoing_fix(
    mercury::Update<OutFIXMsgEvent> const &msg) {
   if (msg.events)
      for (auto const &ev : *(msg.events)) {
+         LOG(Latency, Info, "on_outgoing_fix sn: {} ok: {}", ev.trace.md_sn,
+             ev.trace.order_key);
         tracepoint(bts_trace, trace_order, (char *)"on_outgoing_fix", 0,
                    ev.trace.md_sn, 0);
         auto trace = ev.trace;
         trace.exe_gw = utils::TimeStamp::now();
-         me->gw.send(trace,ev.msg);
+         me->gw.send(trace, ev.msg);
         me->gw.dispatch_events();
      }
 }
@@ -76,9 +76,11 @@ class MDSource : public mercury::Actor, public mercury::IPollableActor {
 private:
   void on_poll() override {
      Book book;
-      PerfTrace trace;

-      auto start = Timer::now();
+      PerfTrace trace;
+      auto start = utils::TimeStamp::now();
+      trace.do_work_begin = start;
+
      for (auto &h : _handles) {
         auto &handle = h.handle;
         if (handle.get_book(h.last, std::tuple_size<BookSide>(),
@@ -93,8 +95,8 @@ class MDSource : public mercury::Actor, public mercury::IPollableActor {
            publish(_book_update, book, trace);
         }
      }
-      auto stop = Timer::now();
-      _loop_timer->observe(ns_diff(stop, start));
+      auto stop = utils::TimeStamp::now();
+      _loop_timer->observe((start-stop).nanoseconds());
   }

   struct HandleRecord {
@@ -29,7 +29,7 @@ struct OrderStore::PImpl {

   State state;
   const GatewayName gw_name;
-   std::unordered_map<OrderKey, google::protobuf::Timestamp> known_orders;
+   std::unordered_map<OrderKey, api::orderman::OrderState> known_orders;
   std::unique_ptr<persistence::IStore> store;
   mercury::Stream<StoredOrderEvent> order_stream;
   mercury::Actor::SubHandle stored_sec_sub;
@@ -93,7 +93,7 @@ void OrderStore::init() {
                  } else {
                     if (!_order_cutoff(rec))
                        stored_batch.emplace_back(rec);
-                     me->known_orders[ok] = rec.state().created();
+                     me->known_orders[ok] = rec.state();
                  }
               } else
                  LOG(OrderMan, Error,
@@ -122,19 +122,22 @@ void OrderStore::on_order_state_update(
         order.set_key(ev.key.value());
         order.set_parent_key(ev.parent_key.value());
         *order.mutable_def() = *ev.definition;
-         *order.mutable_state() = ev.state;
+         *order.mutable_state() = ev.rebuild_state();
         *order.mutable_state()->mutable_last_change() = utils::pb::pb_now();

         auto it = me->known_orders.find(ev.key);
         if (it == me->known_orders.end()) {
            // new order
            auto now = utils::pb::pb_now();
-            me->known_orders[ev.key] = now;
            *order.mutable_state()->mutable_created() = now;
+            me->known_orders[ev.key] = order.state();
            me->store->insert(orders_ns, std::to_string(order.key()),
                              utils::pb::to_string(order));
         } else {
-            *order.mutable_state()->mutable_created() = it->second;
+            // existing order
+            auto &existing_state = it->second;
+            existing_state.MergeFrom(order.state());
+            *order.mutable_state() = existing_state;
            me->store->update(orders_ns, std::to_string(order.key()),
                              utils::pb::to_string(order));
         }
@@ -147,7 +147,7 @@ ServiceBridge::create_order(api::orderman::Create const &c) {
             me->order_factory.create(null_order_key(), c.new_order());
         me->known_orders.insert(order.key());
         publish(me->activate_order_pub, order, Price(c.price()),
-                 Quantity(c.quantity()));
+                 Quantity(c.quantity()), PerfTrace());
         r.set_order_key(order.key().value());
         r.set_error_code(api::orderman::ORDER_ERROR_OK);
      } else
@@ -11,7 +11,9 @@
 #include "lib/orderman/order_factory/OrderFactory.h"
 #include "lib/orderman/orders/Order.h"
 #include "lib/orderman/securities/ISecurityDB.h"
+#include "lib/utils/inplace_function.h"

+#include <algorithm>
 #include <unordered_map>

 namespace bts {
@@ -40,18 +42,24 @@ struct OrderManager::OrderInfo {
 };

 struct OrderManager::PImpl {
-   PImpl(Actor &owner, DynamicOrderRegistry const &b)
-       : state(State::WAIT_ADMIN), services_data(owner, b) {}
+   PImpl(OrderManager &owner, DynamicOrderRegistry const &b)
+       : state(State::WAIT_ADMIN), services_data(owner, b) {
+      pending_order_events.reserve(1000);
+   }

   State state;
   std::unordered_map<OrderKey, OrderInfo> orders;
+
+   std::vector<PendingOrderEvent> pending_order_events;
+
   mercury::Actor::SubHandle stored_order_sub;
   mercury::Actor::SubHandle stored_fills_sub;
   OrderServicesData services_data;
   mercury::Stream<OrderManagerReadyEvent> pub_ready;
 };

-OrderManager::OrderManager(DynamicOrderRegistry const&b) : me(new PImpl(*this,b)) {}
+OrderManager::OrderManager(DynamicOrderRegistry const &b)
+    : me(new PImpl(*this, b)) {}
 OrderManager::~OrderManager() {}

 void OrderManager::init() {
@@ -193,66 +201,82 @@ void OrderManager::on_execution_report(
         }
 }

+void OrderManager::queue_order_event(PendingOrderEvent const &event_handler) {
+   me->pending_order_events.push_back(event_handler);
+}
+
 void OrderManager::on_activate_order(
    const mercury::Update<ActivateOrderEvent> &m) {
   if (m.events)
-      for (auto const &ev : *m.events) {
-         auto order = ev.order;
-         auto k = order->key();
-         bts_assert(me->orders.find(k) == me->orders.end());
-         OrderInfo oi{*order, me->services_data};
-         auto serv_ptr = oi.order_services.get();
-         me->orders[k] = std::move(oi);
-         order->on_activate(ev.price, ev.quantity, *serv_ptr, ev.trace);
-      }
+      for (auto const &ev : *m.events)
+         queue_order_event(ev);
+}
+
+void OrderManager::handle_order_event(ActivateOrderEvent const &ev) {
+   auto order = ev.order;
+   auto k = order->key();
+   bts_assert(me->orders.find(k) == me->orders.end());
+   OrderInfo oi{*order, me->services_data};
+   auto serv_ptr = oi.order_services.get();
+   me->orders[k] = std::move(oi);
+   order->on_activate(ev.price, ev.quantity, *serv_ptr, ev.trace);
 }

 void OrderManager::on_update_order(const mercury::Update<UpdateOrderEvent> &m) {
   if (m.events)
-      for (auto const &ev : *m.events) {
-         auto k = ev.key();
-         auto it = me->orders.find(k);
-         if (it != me->orders.end())
-            it->second.order->on_update(ev.price, ev.quantity, ev.trace);
-         else {
-            LOG(OrderMan, Error,
-                "Received an update request for an unknown order {}. "
-                "This should not happen and likely indicates a serious bug. ",
-                ev.key().value());
-         }
-      }
+      for (auto const &ev : *m.events)
+         queue_order_event(ev);
+}
+
+void OrderManager::handle_order_event(UpdateOrderEvent const &ev) {
+   auto k = ev.key();
+   auto it = me->orders.find(k);
+   if (it != me->orders.end())
+      it->second.order->on_update(ev.price, ev.quantity, ev.trace);
+   else {
+      LOG(OrderMan, Error,
+          "Received an update request for an unknown order {}. "
+          "This should not happen and likely indicates a serious bug. ",
+          ev.key().value());
+   }
 }

 void OrderManager::on_cancel_order(const mercury::Update<CancelOrderEvent> &m) {
   if (m.events)
-      for (auto const &ev : *m.events) {
-         auto k = ev.key();
-         auto it = me->orders.find(k);
-         if (it != me->orders.end())
-            it->second.order->on_cancel(ev.trace);
-         else {
-            LOG(OrderMan, Error,
-                "Received a cancel request for an unknown order {}. "
-                "This should not happen and likely indicates a serious bug. ",
-                ev.key().value());
-         }
-      }
+      for (auto const &ev : *m.events)
+         queue_order_event(ev);
+}
+
+void OrderManager::handle_order_event(CancelOrderEvent const &ev) {
+   auto k = ev.key();
+   auto it = me->orders.find(k);
+   if (it != me->orders.end())
+      it->second.order->on_cancel(ev.trace);
+   else {
+      LOG(OrderMan, Error,
+          "Received a cancel request for an unknown order {}. "
+          "This should not happen and likely indicates a serious bug. ",
+          ev.key().value());
+   }
 }

 void OrderManager::on_crack_order(const mercury::Update<CrackOrderEvent> &m) {
   if (m.events)
-      for (auto const &ev : *m.events) {
-         auto k = ev.key();
-         auto it = me->orders.find(k);
-         if (it != me->orders.end())
-            it->second.order->on_crack(ev.trace);
-         else {
-            LOG(OrderMan, Error,
-                "Received a crack request for an unknown order {}. "
-                "This should not happen and likely indicates a serious bug. ",
-                ev.key().value());
-         }
-      }
+      for (auto const &ev : *m.events)
+         queue_order_event(ev);
+}
+
+void OrderManager::handle_order_event(CrackOrderEvent const &ev) {
+   auto k = ev.key();
+   auto it = me->orders.find(k);
+   if (it != me->orders.end())
+      it->second.order->on_crack(ev.trace);
+   else {
+      LOG(OrderMan, Error,
+          "Received a crack request for an unknown order {}. "
+          "This should not happen and likely indicates a serious bug. ",
+          ev.key().value());
+   }
 }

 void OrderManager::on_gateway_state(
@@ -277,6 +301,13 @@ void OrderManager::on_timer(const mercury::Update<mercury::TimerEvent> &m) {
   if (m.events)
      for (auto ev : *m.events)
         me->services_data.last_timer_ev = ev;
+
+   for (auto &osd : me->services_data.sessions) {
+      if (fix_buffer_pool_size > osd->free_buffers.size()) {
+         auto need = fix_buffer_pool_size - osd->free_buffers.size();
+         publish(me->services_data.create_fix_req_pub, need, osd->cfg);
+      }
+   }
 }

 std::vector<jetfix::OutFIXPtr> &
@@ -339,6 +370,7 @@ void OrderManager::init_order_services() {

      // FIX output
      s->out_fix_pub = make_stream<OutFIXMsgEvent>(gw_name);
+      reload_fix_buffer(*s);
   }

   // Order creation and maintenance
@@ -360,7 +392,6 @@ void OrderManager::init_order_services() {
       [this](auto const &ev) { this->on_new_fix_buffer(ev); });

   // Outputs
-   me->services_data.order_state_pub = make_stream<OrderStateUpdateEvent>();
   me->services_data.activate_order_pub = make_stream<ActivateOrderEvent>();
   me->services_data.update_order_pub = make_stream<UpdateOrderEvent>();
   me->services_data.cancel_order_pub = make_stream<CancelOrderEvent>();
@@ -371,7 +402,8 @@ void OrderManager::init_order_services() {
   me->services_data.create_fix_req_pub =
       make_stream<CreateFIXBufferRequestEvent>();
   me->services_data.md_request_pub = make_stream<MDRequestEvent>();
-   me->services_data.settlement_request_pub= make_stream<SettlementRequestEvent>();
+   me->services_data.settlement_request_pub =
+       make_stream<SettlementRequestEvent>();
   me->services_data.report_order_state_pub =
       make_stream<OrderStateUpdateEvent>();
   me->pub_ready = make_stream<OrderManagerReadyEvent>();
@@ -390,12 +422,43 @@ void OrderManager::init_order_services() {
   me->services_data.md_subs =
       std::make_unique<ContentSubscription<BookUpdateEvent>>(*this, on_md_sub);
   me->services_data.settlement_subs =
-      std::make_unique<ContentSubscription<SettlementUpdateEvent>>(*this,on_settlement_sub);
+       std::make_unique<ContentSubscription<SettlementUpdateEvent>>(
+           *this, on_settlement_sub);
   me->services_data.time_subs =
       std::make_unique<ContentSubscription<TimerEvent, NoKey>>(*this);
   me->services_data.order_creation_subs =
       std::make_unique<ContentSubscription<CreateOrderReplyEvent>>(*this);
 }

+void OrderManager::on_poll() {
+   if (me->state == State::READY) {
+      for (size_t i = 0; i < me->pending_order_events.size(); i++)
+         me->pending_order_events[i](*this);
+      me->pending_order_events.clear();
+      for (auto &osd : me->services_data.sessions) {
+         auto &fix_stream = osd->current_buffer->first_stream();
+         if (fix_stream.n_msgs()) {
+            fix_stream.close();
+            publish(osd->out_fix_pub, osd->current_buffer, osd->current_traces);
+            osd->current_traces.clear();
+            reload_fix_buffer(*osd);
+         }
+      }
+   }
+}
+
+void OrderManager::reload_fix_buffer(SessionServicesData &dt) {
+   if (dt.free_buffers.size()) {
+      dt.current_buffer = dt.free_buffers.back();
+      dt.free_buffers.pop_back();
+   } else {
+      LOG(OrderMan, Warn,
+          "Ran out of fix buffers in {}.  Will allocate directly. "
+          "This will have an impact on performance",
+          dt.cfg.name());
+      dt.current_buffer = std::make_shared<jetfix::OutFIX>(dt.cfg);
+   }
+}
+
 } // namespace orderman
 } // namespace bts
@@ -3,6 +3,13 @@
 #include "lib/config/protos/jetfix.pb.h"
 #include "lib/jetfix/common/OutFIXPtr.h"
 #include "lib/mercury/actors/Actor.h"
+#include "lib/mercury/actors/IPollableActor.h"
+#include "lib/utils/inplace_function.h"
+#include "lib/orderman/events/ActivateOrderEvent.h"
+#include "lib/orderman/events/UpdateOrderEvent.h"
+#include "lib/orderman/events/CancelOrderEvent.h"
+#include "lib/orderman/events/CrackOrderEvent.h"
+
 #include <memory>

 // fwd
@@ -22,6 +29,7 @@ class StoredFillEvent;
 class CreateFIXBufferReplyEvent;
 class GatewayStatusChangeEvent;
 class NewAdminDataEvent;
+struct SessionServicesData;
 class DynamicOrderRegistry;
 }
 }
@@ -50,13 +58,16 @@ namespace orderman {
 //    - crack
 //    - update

-class OrderManager : public mercury::Actor {
+class OrderManager : public mercury::Actor,
+                     public mercury::IPollableActor
+{
 public:
   OrderManager(DynamicOrderRegistry const&dyn_order_builder);
   ~OrderManager();
   void init() override;

 private:
+   friend class OrderServices;
   void on_securities(const mercury::Update<NewSecuritiesEvent> &);
   void on_fill_recovery(const mercury::Update<StoredFillEvent> &);
   void on_order_recovery(const mercury::Update<StoredOrderEvent> &);
@@ -71,6 +82,26 @@ class OrderManager : public mercury::Actor {
   void on_admin_data(const mercury::Update<NewAdminDataEvent> &);

   void init_order_services();
+
+   void on_poll() override;
+
+   using PendingOrderEvent = stdext::inplace_function<
+       void(OrderManager &),
+       std::max({128ul, sizeof(ActivateOrderEvent), sizeof(UpdateOrderEvent),
+                 sizeof(CancelOrderEvent), sizeof(CrackOrderEvent)})>;
+
+   template <class EV>
+   void queue_order_event(EV const&ev) {
+      queue_order_event(PendingOrderEvent( [ev] (auto &om) {
+               om.handle_order_event(ev);
+            }));
+   }
+   void queue_order_event(PendingOrderEvent const&ev);
+   void handle_order_event(ActivateOrderEvent const &);
+   void handle_order_event(UpdateOrderEvent const &);
+   void handle_order_event(CancelOrderEvent const &);
+   void handle_order_event(CrackOrderEvent const&);
+   void reload_fix_buffer(SessionServicesData &dt);
   
   std::vector<jetfix::OutFIXPtr> &free_buffers(std::string const&);
   enum class State;
@@ -3,10 +3,12 @@
 #include "lib/api/services/OrderService.pb.h"
 #include "lib/jetfix/common/OutFIX.h"
 #include "lib/logging/logging.h"
+#include "lib/orderman/actors/order_manager/OrderManager.h"
 #include "lib/orderman/actors/order_manager/OrderServicesData.h"
 #include "lib/orderman/governor/Governor.h"
 #include "lib/orderman/orderman_utils/EventStream.h"
 #include "lib/orderman/orders/Order.h"
+
 #include <memory>

 namespace bts {
@@ -15,69 +17,44 @@ namespace orderman {
 class SessionServices {

 public:
-   SessionServices(SessionServicesData &session_data, OrderServicesData &data)
+   SessionServices(SessionServicesData &session_data)
       : exe_reports(*session_data.exe_report_subs),
         cancel_rejects(*session_data.cancel_reject_subs),
         gateway_status(*session_data.gateway_status_subs),
-         _session_data(&session_data), _data(&data) {}
+         _session_data(&session_data) {}

   std::string const &session_name() const { return _session_data->session; }
+
   config::JetFIX::Connection const &session_cfg() const {
      return _session_data->cfg;
   }

-   jetfix::OutFIXPtr get_fix_buffer() {
-      jetfix::OutFIXPtr result;
-      if (_session_data->free_buffers.size()) {
-         result = _session_data->free_buffers.back();
-         _session_data->free_buffers.pop_back();
-      } else {
-         LOG(OrderMan, Warn,
-             "Ran out of fix buffers in {}.  Will allocate directly. "
-             "This will have an impact on performance",
-             _session_data->cfg.name());
-         result = std::make_shared<jetfix::OutFIX>(_session_data->cfg);
-      }
-      return result;
-   }
-
-   void refill_fix_buffer_pool()
-   {
-      if (fix_buffer_pool_size > _session_data->free_buffers.size()) {
-         auto need = fix_buffer_pool_size - _session_data->free_buffers.size();
-         _data->owner.publish(_data->create_fix_req_pub, need,
-                              _session_data->cfg);
-      }
+   void queue_fix(jetfix::MessageTypes mt, jetfix::FIXFragment const&f,PerfTrace const&trace) {
+      auto &stream = _session_data->current_buffer->first_stream();
+      stream.new_msg(mt).append(f);
+      _session_data->current_traces.push_back(trace);
   }
   
   bool is_gateway_connected() const { return _session_data->gw_connected; }
-
-   void send_fix_buffer(jetfix::OutFIXPtr const &fix, PerfTrace &trace) {
-      trace.send_fix_buffer = utils::TimeStamp::now();
-      _data->owner.publish(_session_data->out_fix_pub, trace, fix);
-   }
+   Governor &governor() { return _session_data->governor; }

   EventStream<NewExecutionReportEvent> exe_reports;
   EventStream<CancelRejectEvent> cancel_rejects;
   EventStream<GatewayStatusChangeEvent, mercury::NoKey> gateway_status;
-   Governor &governor() { return _session_data->governor; }

 private:
   SessionServicesData *_session_data;
-   OrderServicesData *_data;
 };

 class OrderServices {
 public:
   OrderServices(Order &owner, OrderServicesData &data)
-       : book_updates(*data.md_subs),
-         settlement_updates(*data.settlement_subs),
-         child_updates(*data.child_order_subs),
-         time_change(*data.time_subs),
+       : book_updates(*data.md_subs), settlement_updates(*data.settlement_subs),
+         child_updates(*data.child_order_subs), time_change(*data.time_subs),
         order_creations(*data.order_creation_subs), _owner(owner), _data(data),
         _sessions() {
      for (auto &sd : data.sessions)
-         _sessions.push_back(std::make_unique<SessionServices>(*sd, data));
+         _sessions.push_back(std::make_unique<SessionServices>(*sd));
   }

   EventStream<BookUpdateEvent> book_updates;
@@ -119,7 +96,7 @@ class OrderServices {
      bts_assert(false);
   }

-   void schedule_action(std::function<void()> const&action) {
+   void schedule_action(std::function<void()> const &action) {
      _data.owner.schedule_action(action);
   }

@@ -136,29 +113,33 @@ class OrderServices {
   }

   friend class ChildOrder;
+
+   template <class OP> void queue_order_op(const OP &op) {
+      _data.owner.queue_order_event(op);
+   }
   void send_activate(Order &o, Price p, Quantity q, PerfTrace const &trace) {
-      _data.owner.publish(_data.activate_order_pub, o, p, q, trace);
+      queue_order_op(ActivateOrderEvent{o, p, q, trace});
   }
   void send_activate(Order &o, Price p, Quantity q) {
-      _data.owner.publish(_data.activate_order_pub, o, p, q, PerfTrace());
+      queue_order_op(ActivateOrderEvent{o, p, q, PerfTrace()});
   }
   void send_update(OrderKey k, Price p, Quantity q, PerfTrace const &trace) {
-      _data.owner.publish(_data.update_order_pub, k, p, q, trace);
+      queue_order_op(UpdateOrderEvent{k, p, q, trace});
   }
   void send_update(OrderKey k, Price p, Quantity q) {
-      _data.owner.publish(_data.update_order_pub, k, p, q, PerfTrace());
+      queue_order_op(UpdateOrderEvent{k, p, q, PerfTrace()});
   }
   void send_crack(OrderKey k, PerfTrace const &trace) {
-      _data.owner.publish(_data.crack_order_pub, k, trace);
+      queue_order_op(CrackOrderEvent{k, trace});
   }
   void send_crack(OrderKey k) {
-      _data.owner.publish(_data.crack_order_pub, k, PerfTrace());
+      queue_order_op(CrackOrderEvent{k, PerfTrace()});
   }
   void send_cancel(OrderKey k, PerfTrace const &trace) {
-      _data.owner.publish(_data.cancel_order_pub, k, trace);
+      queue_order_op(CancelOrderEvent{k, trace});
   }
   void send_cancel(OrderKey k) {
-      _data.owner.publish(_data.cancel_order_pub, k, PerfTrace());
+      queue_order_op(CancelOrderEvent{k, PerfTrace()});
   }

   Order &_owner;
@@ -5,7 +5,7 @@
 namespace bts {
 namespace orderman {

-OrderServicesData::OrderServicesData(mercury::Actor &owner,DynamicOrderRegistry const&b)
+OrderServicesData::OrderServicesData(OrderManager &owner,DynamicOrderRegistry const&b)
   : owner(owner), order_router(), order_factory(sec_db, order_router,b),
      last_timer_ev(
          Timer::now(),
@@ -35,6 +35,7 @@

 namespace bts {
 namespace orderman {
+class OrderManager;

 struct ParentKey {
   OrderKey operator()(const OrderStateUpdateEvent &ev) {
@@ -49,7 +50,9 @@ struct SessionServicesData {
        cfg(cfg),
        governor(cfg.max_order_msgs_per_window(),
                 cfg.window_duration_msecs())
-   {}
+   {
+      current_traces.reserve(1000);
+   }

   std::string session;
   std::vector<jetfix::OutFIXPtr> free_buffers;
@@ -65,13 +68,14 @@ struct SessionServicesData {
       gateway_status_subs;

   Governor governor;
+   jetfix::OutFIXPtr current_buffer;
+   std::vector<PerfTrace> current_traces;
 };

 class OrderServicesData {
- public:
-   OrderServicesData(mercury::Actor &owner,DynamicOrderRegistry const&b);
-
-   mercury::Actor &owner;
+public:
+   OrderServicesData(OrderManager &owner,DynamicOrderRegistry const&b);
+   OrderManager &owner;
   securities::MapSecurityDB sec_db;
   OrderRouter order_router;
   Limiter limiter;
@@ -89,7 +93,6 @@ class OrderServicesData {
   std::unique_ptr<mercury::ContentSubscription<CreateOrderReplyEvent>>
       order_creation_subs;

-   mercury::Stream<OrderStateUpdateEvent> order_state_pub;
   mercury::Stream<ActivateOrderEvent> activate_order_pub;
   mercury::Stream<UpdateOrderEvent> update_order_pub;
   mercury::Stream<CancelOrderEvent> cancel_order_pub;
@@ -16,13 +16,147 @@ class OrderStateUpdateEvent : public mercury::Event<OrderStateUpdateEvent> {
                         api::orderman::OrderDefinition const &def,
                         api::orderman::OrderState const &state,
                         PerfTrace const &trace = PerfTrace())
-       : key(key), parent_key(parent_key), definition(&def), state(state),
-         trace(trace) {}
+       : key(key), parent_key(parent_key), trace(trace), definition(&def) {
+
+      status = state.status();
+      price = state.price();
+      quantity = state.quantity();
+      filled_quantity = state.filled_quantity();
+      last_price = state.last_price();
+      avg_price = state.avg_price();
+      last_msg = state.last_msg();
+      custom = state.custom_case();
+
+      auto native_state = get_native_state(state);
+      if (native_state) {
+         exchange_order_id = native_state->exchange_order_id();
+         last_msg_seq_num = native_state->last_msg_seq_num();
+         sub_error_code = native_state->sub_error_code();
+         native_status = native_state->native_status();
+         routing_record = native_state->routing_record();
+         native_type = native_state->native_type();
+         orderman::str_to(native_state->last_transact_time(),
+                          &last_transact_time);
+      }
+   }
   OrderKey key;
   OrderKey parent_key;
-   api::orderman::OrderDefinition const *definition;
-   api::orderman::OrderState state;
+
+   // common state
+   api::orderman::OrderStatus status;
+   double price;
+   uint32_t quantity;
+   uint32_t filled_quantity;
+   double last_price;
+   double avg_price;
+   std::string last_msg;
+
   PerfTrace trace;
+   api::orderman::OrderState::CustomCase custom;
+
+   // native order state
+   std::string exchange_order_id;
+   uint64_t last_msg_seq_num;
+   api::orderman::NativeOrderState::SubError sub_error_code;
+   api::orderman::NativeOrderStatus native_status;
+   api::orderman::RoutingRecord routing_record;
+   api::orderman::NativeOrderType native_type;
+   mercury::TimeStampStr last_transact_time;
+
+   api::orderman::OrderDefinition const *definition;
+
+   api::orderman::OrderState rebuild_state() const {
+      api::orderman::OrderState result;
+      result.set_status(status);
+      result.set_price(price);
+      result.set_quantity(quantity);
+      result.set_filled_quantity(filled_quantity);
+      result.set_last_price(last_price);
+      result.set_avg_price(avg_price);
+      result.set_last_msg(last_msg);
+
+      switch (custom) {
+      case api::orderman::OrderState::kMarket:
+         rebuild_native_state(result.mutable_market()->mutable_native_state());
+         break;
+      case api::orderman::OrderState::kLimit:
+         rebuild_native_state(result.mutable_limit()->mutable_native_state());
+         break;
+      case api::orderman::OrderState::kStop:
+         rebuild_native_state(result.mutable_stop()->mutable_native_state());
+         break;
+      case api::orderman::OrderState::kStopLimit:
+         rebuild_native_state(result.mutable_stop_limit()->mutable_native_state());
+         break;
+      case api::orderman::OrderState::kIceberg:
+         result.mutable_iceberg();
+         break;
+      case api::orderman::OrderState::kSpreader:
+         result.mutable_spreader();
+         break;
+      case api::orderman::OrderState::kTimeBox:
+         result.mutable_time_box();
+         break;
+      case api::orderman::OrderState::kTick:
+         result.mutable_tick();
+         break;
+      case api::orderman::OrderState::kLean:
+         result.mutable_lean();
+         break;
+      case api::orderman::OrderState::kJoin:
+         result.mutable_join();
+         break;
+      case api::orderman::OrderState::kTop:
+         result.mutable_top();
+         break;
+      case api::orderman::OrderState::kTrigger:
+         result.mutable_trigger();
+         break;
+      case api::orderman::OrderState::kCover:
+         result.mutable_cover();
+         break;
+      case api::orderman::OrderState::kOffset:
+         result.mutable_offset();
+         break;
+      case api::orderman::OrderState::kDynamic:
+         result.mutable_dynamic();
+         break;
+      case api::orderman::OrderState::CUSTOM_NOT_SET:
+         break;
+      }
+      
+      return result;
+   }
+
+private:
+   void rebuild_native_state(api::orderman::NativeOrderState *st) const
+   {
+      st->set_exchange_order_id(exchange_order_id);
+      st->set_last_msg_seq_num(last_msg_seq_num);
+      st->set_sub_error_code(sub_error_code);
+      st->set_native_status(native_status);
+      *st->mutable_routing_record() = routing_record;
+      st->set_native_type(native_type);
+      st->set_last_transact_time(to_str(last_transact_time));
+   }
+   
+   
+   api::orderman::NativeOrderState const *
+   get_native_state(api::orderman::OrderState const &st) {
+      switch (st.custom_case()) {
+      case api::orderman::OrderState::kMarket:
+         return &st.market().native_state();
+      case api::orderman::OrderState::kLimit:
+         return &st.limit().native_state();
+      case api::orderman::OrderState::kStop:
+         return &st.stop().native_state();
+      case api::orderman::OrderState::kStopLimit:
+         return &st.stop_limit().native_state();
+      default:
+         return nullptr;
+      };
+   }
+
 };

 } // namespace orderman
@@ -21,12 +21,12 @@ public:
   // missed.
   using SynopsisPolicy = mercury::NoSynopsis; 
      
-   OutFIXMsgEvent (PerfTrace trace, jetfix::OutFIXPtr const&fix) :
-      trace(trace), msg(fix)
+   OutFIXMsgEvent (jetfix::OutFIXPtr const&fix,std::vector<PerfTrace> const&traces) :
+      msg(fix),trace(traces[0])
   {}
   
+   jetfix::OutFIXPtr msg;
   PerfTrace trace;
-   jetfix::OutFIXPtr msg; 
 };

 }}
@@ -7,6 +7,7 @@ namespace bts {

 class PerfTrace {
 public:
+   utils::TimeStamp do_work_begin; 
   utils::TimeStamp fix_socket_r; 
   utils::TimeStamp md ;
   utils::TimeStamp md_src ;
@@ -13,89 +13,115 @@
 #include <SQLiteCpp/SQLiteCpp.h>
 #include <boost/date_time/posix_time/posix_time.hpp>
 #include <boost/filesystem.hpp>
+#include <boost/range/adaptor/reversed.hpp>
 #include <fmt/format.h>
 #include <iostream>
 #include <mutex>
 #include <tbb/concurrent_queue.h>
-#include <boost/range/adaptor/reversed.hpp>

 namespace bts {

-auto insert = "insert into trace ("
-              "version,"
-              "host,"
-              "build_type,"
-              "session_start,"
-              "trace_time,"
-              "fix_socket_r,"
-              "md,"
-              "md_src,"
-              "spreader_on_book,"
-              "spreader_on_child_order_update,"
-              "order_update,"
-              "exe_gw,"
-              "fix_socket_w,"
-              "spreader_modify_order,"
-              "send_fix_buffer,"
-              "order_key,"
-              "md_sn"
-              ") values ("
-              ":version,"
-              ":host,"
-              ":build_type,"
-              ":session_start,"
-              ":trace_time,"
-              ":fix_socket_r,"
-              ":md,"
-              ":md_src,"
-              ":spreader_on_book,"
-              ":spreader_on_child_order_update,"
-              ":order_update,"
-              ":exe_gw,"
-              ":fix_socket_w,"
-              ":spreader_modify_order,"
-              ":send_fix_buffer,"
-              ":order_key,"
-              ":md_sn"
-              ")";
+auto current_schema_version = 3;

-auto create = "create table trace ("
-              "version TEXT, "
-              "host TEXT, "
-              "build_type TEXT, "
-              "session_start TEXT,"
-              "trace_time TEXT,"
-              "fix_socket_r INTEGER,"
-              "md INTEGER,"
-              "md_src INTEGER,"
-              "spreader_on_book INTEGER,"
-              "spreader_on_child_order_update INTEGER,"
-              "order_update INTEGER,"
-              "exe_gw INTEGER,"
-              "fix_socket_w INTEGER,"
-              "spreader_modify_order INTEGER,"
-              "send_fix_buffer INTEGER,"
-              "order_key INTEGER,"
-              "md_sn INTEGER );";
+auto insert_trace = "insert into trace ("
+                    "version,"
+                    "host,"
+                    "build_type,"
+                    "session_start,"
+                    "trace_time,"
+                    "do_work_begin,"
+                    "fix_socket_r,"
+                    "md,"
+                    "md_src,"
+                    "spreader_on_book,"
+                    "spreader_on_child_order_update,"
+                    "order_update,"
+                    "exe_gw,"
+                    "fix_socket_w,"
+                    "spreader_modify_order,"
+                    "send_fix_buffer,"
+                    "order_key,"
+                    "md_sn"
+                    ") values ("
+                    ":version,"
+                    ":host,"
+                    ":build_type,"
+                    ":session_start,"
+                    ":trace_time,"
+                    ":do_work_begin,"
+                    ":fix_socket_r,"
+                    ":md,"
+                    ":md_src,"
+                    ":spreader_on_book,"
+                    ":spreader_on_child_order_update,"
+                    ":order_update,"
+                    ":exe_gw,"
+                    ":fix_socket_w,"
+                    ":spreader_modify_order,"
+                    ":send_fix_buffer,"
+                    ":order_key,"
+                    ":md_sn"
+                    ")";

-auto view = "create view requote_trace as select "
-            "version, "
-            "host, "
-            "build_type, "
-            "session_start,"
-            "trace_time,"
-            "order_key,"
-            "(fix_socket_w-md) / 1000.0 total,"
-            "(spreader_on_book - md) / 1000.0 md,"
-            "(send_fix_buffer-spreader_on_book)/1000.0 spreader,"
-            "(fix_socket_w-send_fix_buffer)/1000.0 fix "
-            "from "
-            "trace "
-            "where md<>0 and (md_src-md)<1000000";
+auto create_trace_table = "drop table if exists trace;create table trace ("
+                          "version TEXT, "
+                          "host TEXT, "
+                          "build_type TEXT, "
+                          "session_start TEXT,"
+                          "trace_time TEXT,"
+                          "do_work_begin INTEGER,"
+                          "fix_socket_r INTEGER,"
+                          "md INTEGER,"
+                          "md_src INTEGER,"
+                          "spreader_on_book INTEGER,"
+                          "spreader_on_child_order_update INTEGER,"
+                          "order_update INTEGER,"
+                          "exe_gw INTEGER,"
+                          "fix_socket_w INTEGER,"
+                          "spreader_modify_order INTEGER,"
+                          "send_fix_buffer INTEGER,"
+                          "order_key INTEGER,"
+                          "md_sn INTEGER );";
+
+auto create_schema_version_table =
+    "create table schema_version(version INTEGER); insert into "
+    "schema_version(version) values(0);";
+
+auto query_schema_version = "select version from schema_version limit 1";
+auto delete_version_record = "delete from schema_version;";
+auto update_version = "insert into schema_version(version) values(:version);";
+
+auto requote_trace_view = "drop view if exists requote_trace; "
+                          "create view requote_trace as select "
+                          "version, "
+                          "host, "
+                          "build_type, "
+                          "session_start,"
+                          "trace_time,"
+                          "order_key,"
+                          "(fix_socket_w-md) / 1000.0 total,"
+                          "0 md,"
+                          "0 spreader,"
+                          "0 fix "
+                          "from "
+                          "trace "
+                          "where md<>0 and (md_src-md)<1000000";
+
+auto hedge_trace_view =
+    "drop view if exists hedge_trace; "
+    "CREATE VIEW hedge_trace as "
+    "select version, host, build_type, session_start,trace_time,order_key, "
+    "(fix_socket_w-fix_socket_r) / 1000.0 total, "
+    "0 fix_in, "
+    "0 spreader, "
+    "0 fix_out  "
+    "from trace where fix_socket_r<>0  ";

 auto requote_query =
    "select * from requote_trace order by trace_time desc limit ?";

+auto hedge_query = "select * from hedge_trace order by trace_time desc limit ?";
+
 struct PerfTraceLog::PImpl {
   PImpl(std::string const &loc)
       : db(loc, SQLite::OPEN_READWRITE | SQLite::OPEN_CREATE),
@@ -103,6 +129,7 @@ struct PerfTraceLog::PImpl {
   SQLite::Database db;
   std::unique_ptr<SQLite::Statement> insert_statement;
   std::unique_ptr<SQLite::Statement> requote_query_statement;
+   std::unique_ptr<SQLite::Statement> hedge_query_statement;
   tbb::concurrent_queue<PerfTrace> pending_traces;
   std::string session_start;
   std::mutex lock;
@@ -112,16 +139,29 @@ PerfTraceLog::PerfTraceLog() : me() {
   auto loc = init_storage_location();
   try {
      me = std::make_unique<PImpl>(loc);
-      if (!me->db.tableExists("trace")) {
+      if (!me->db.tableExists("schema_version")) {
         LOG(persist, Warn, "{} database does not exist yet. Creating it ",
             std::string(me->db.getFilename()));
-         me->db.exec(create);
-         me->db.exec(view);
+         me->db.exec(create_schema_version_table);
      }
+
+      if (schema_out_of_date()) {
+         me->db.exec(create_trace_table);
+         me->db.exec(requote_trace_view);
+         me->db.exec(hedge_trace_view);
+
+         SQLite::Statement(me->db, delete_version_record).exec();
+         SQLite::Statement update_version_statement(me->db, update_version);
+         update_version_statement.bind(":version", current_schema_version);
+         update_version_statement.exec();
+      }
+
      me->insert_statement =
-          std::make_unique<SQLite::Statement>(me->db, insert);
+          std::make_unique<SQLite::Statement>(me->db, insert_trace);
      me->requote_query_statement =
          std::make_unique<SQLite::Statement>(me->db, requote_query);
+      me->hedge_query_statement =
+          std::make_unique<SQLite::Statement>(me->db, hedge_query);
      me->session_start = datetime::FIX_timestamp(datetime::local_now());
   } catch (SQLite::Exception const &e) {
      auto msg = fmt::format("Unable to create {}. Error: {}", loc,
@@ -178,6 +218,8 @@ void PerfTraceLog::store(std::vector<PerfTrace> const &traces) {
                datetime::FIX_timestamp(
                    datetime::timestamp_to_ptime(t.fix_socket_r)));

+         me->insert_statement->bind(":do_work_begin",
+                                    (long long)t.do_work_begin.to_uint64());
         me->insert_statement->bind(":fix_socket_r",
                                    (long long)t.fix_socket_r.to_uint64());
         me->insert_statement->bind(":md", (long long)t.md.to_uint64());
@@ -210,6 +252,24 @@ void PerfTraceLog::store(std::vector<PerfTrace> const &traces) {
   }
 }

+bool PerfTraceLog::schema_out_of_date() {
+   try {
+      SQLite::Statement query_schema_version_statement(me->db,
+                                                       query_schema_version);
+
+      while (query_schema_version_statement.executeStep()) {
+         int version = query_schema_version_statement.getColumn("version");
+         return version != current_schema_version;
+      }
+   } catch (SQLite::Exception const &e) {
+      auto msg = fmt::format("Unable to query schema version in {}. Error: {}",
+                             std::string(me->db.getFilename()),
+                             std::string(e.getErrorStr()));
+      bts_assert_msg(false, msg);
+   }
+   return true;
+}
+
 std::string encode_string(SQLite::Column const &c) {
   return fmt::format("\"{}\"", std::string(c));
 }
@@ -219,7 +279,7 @@ std::string encode_number(SQLite::Column const &c) {
 }

 std::vector<std::map<std::string, std::string>>
-PerfTraceLog::get_latest_traces(size_t n) {
+PerfTraceLog::get_latest_requote_traces(size_t n) {
   std::vector<std::map<std::string, std::string>> result;

   std::lock_guard<std::mutex> l(me->lock);
@@ -252,7 +312,7 @@ PerfTraceLog::get_latest_traces(size_t n) {
      }
      me->requote_query_statement->reset();
   } catch (SQLite::Exception const &e) {
-      auto msg = fmt::format("Unable to query {}. Error: {}",
+      auto msg = fmt::format("Unable to quote_traces {}. Error: {}",
                             std::string(me->db.getFilename()),
                             std::string(e.getErrorStr()));
      bts_assert_msg(false, msg);
@@ -260,6 +320,47 @@ PerfTraceLog::get_latest_traces(size_t n) {
   return result;
 }

+std::vector<std::map<std::string, std::string>>
+PerfTraceLog::get_latest_hedge_traces(size_t n) {
+   std::vector<std::map<std::string, std::string>> result;
+
+   std::lock_guard<std::mutex> l(me->lock);
+   try {
+      me->hedge_query_statement->bind(1, (long long)n);
+
+      while (me->hedge_query_statement->executeStep()) {
+         auto &row = result.emplace_back();
+         row["version"] =
+             encode_string(me->hedge_query_statement->getColumn("version"));
+         row["host"] =
+             encode_string(me->hedge_query_statement->getColumn("host"));
+         row["build_type"] =
+             encode_string(me->hedge_query_statement->getColumn("build_type"));
+         row["session_start"] = encode_string(
+             me->hedge_query_statement->getColumn("session_start"));
+         row["trace_time"] =
+             encode_string(me->hedge_query_statement->getColumn("trace_time"));
+
+         row["order_key"] =
+             encode_number(me->hedge_query_statement->getColumn("order_key"));
+         row["total"] =
+             encode_number(me->hedge_query_statement->getColumn("total"));
+         row["fix_in"] =
+             encode_number(me->hedge_query_statement->getColumn("fix_in"));
+         row["spreader"] =
+             encode_number(me->hedge_query_statement->getColumn("spreader"));
+         row["fix_out"] =
+             encode_number(me->hedge_query_statement->getColumn("fix_out"));
+      }
+      me->hedge_query_statement->reset();
+   } catch (SQLite::Exception const &e) {
+      auto msg = fmt::format("Unable to query hedge_traces. Error: {}",
+                             std::string(e.getErrorStr()));
+      bts_assert_msg(false, msg);
+   }
+   return result;
+}
+
 namespace perf_stat {

 using Row = std::map<std::string, std::string>;
@@ -286,8 +387,8 @@ struct Session {

 } // namespace perf_stat

-std::map<std::string, perf_stat::Session>
-structure_traces(std::vector<std::map<std::string, std::string>> &quotes) {
+std::map<std::string, perf_stat::Session> structure_quote_traces(
+    std::vector<std::map<std::string, std::string>> &quotes) {

   std::map<std::string, perf_stat::Session> result;

@@ -322,32 +423,63 @@ structure_traces(std::vector<std::map<std::string, std::string>> &quotes) {
   return result;
 }

-void print_summary(std::ostream &ss, perf_stat::Summary const &s,bool last) {
+std::map<std::string, perf_stat::Session> structure_hedge_traces(
+    std::vector<std::map<std::string, std::string>> &quotes) {
+
+   std::map<std::string, perf_stat::Session> result;
+
+   for (auto &q : quotes) {
+      auto &session = result[q["session_start"]];
+      if (session.start.empty()) {
+         session.start = q["session_start"];
+         session.host = q["host"];
+         session.version = q["version"];
+         session.build_type = q["build_type"];
+      }
+      for (auto st : {"total", "fix_in", "spreader", "fix_out"}) {
+         auto &summary = session.summaries[st];
+         if (summary.name.empty())
+            summary.name = st;
+         summary.values.push_back(std::stod(q[st]));
+      }
+      session.rows.push_back(q);
+      session.n_rows++;
+   }
+
+   for (auto &session_kvp : result)
+      for (auto &stat_kvp : session_kvp.second.summaries) {
+         auto &summary = stat_kvp.second;
+         summary.min = stats::min(summary.values);
+         summary.max = stats::max(summary.values);
+         summary.median = stats::percentile(summary.values, 0.5);
+         summary.ninenty_nine = stats::percentile(summary.values, 0.99);
+         summary.stddev = stats::stdev(summary.values);
+      }
+
+   return result;
+}
+
+void print_summary(std::ostream &ss, perf_stat::Summary const &s, bool last) {
   ss << "      { "
      << "\"value\":"
      << " \"" << s.name << "\""
-      << ", \"min\":" << s.min
-      << ", \"max\":" << s.max
-      << ", \"median\":" << s.median
-      << ", \"ninenty_nine\":" << s.ninenty_nine
+      << ", \"min\":" << s.min << ", \"max\":" << s.max
+      << ", \"median\":" << s.median << ", \"ninenty_nine\":" << s.ninenty_nine
      << ", \"stdev\":" << s.stddev;
   if (!last)
      ss << " },\n";
   else
      ss << " }\n";
-      
 }

-void print_row(std::ostream &ss, perf_stat::Row const &r,bool last) {
+void print_row(std::ostream &ss, perf_stat::Row const &r, bool last) {
   ss << "      { ";
   size_t i = 0;
   for (auto const &kvp : r)
-      if (kvp.first != "version" &&
-          kvp.first != "host" &&
-          kvp.first != "build_type" &&
-          kvp.first != "session_start") {
+      if (kvp.first != "version" && kvp.first != "host" &&
+          kvp.first != "build_type" && kvp.first != "session_start") {
         ss << "\"" << kvp.first << "\":" << kvp.second;
-         if (++i != r.size()-4)
+         if (++i != r.size() - 4)
            ss << ",";
      }
   if (!last)
@@ -356,7 +488,7 @@ void print_row(std::ostream &ss, perf_stat::Row const &r,bool last) {
      ss << " }\n";
 }

-void print_session(std::ostream &ss, perf_stat::Session const &s,bool last) {
+void print_session(std::ostream &ss, perf_stat::Session const &s, bool last) {
   ss << "{\n"
      << "   \"session_name\": " << s.start << ",\n"
      << "   \"host\": " << s.host << ",\n"
@@ -365,15 +497,15 @@ void print_session(std::ostream &ss, perf_stat::Session const &s,bool last) {
      << "   \"n_rows\": " << s.n_rows << ",\n";

   ss << "   \"summaries\":\n   [\n";
-   size_t i = 0; 
+   size_t i = 0;
   for (auto &summaries_kvp : s.summaries)
-      print_summary(ss, summaries_kvp.second,++i == s.summaries.size());
+      print_summary(ss, summaries_kvp.second, ++i == s.summaries.size());
   ss << "   ],\n";

   ss << "   \"rows\":\n   [\n";
   i = 0;
   for (auto &r : s.rows)
-      print_row(ss, r,++i == s.rows.size());
+      print_row(ss, r, ++i == s.rows.size());
   ss << "   ]\n";
   if (!last)
      ss << "},\n";
@@ -382,14 +514,28 @@ void print_session(std::ostream &ss, perf_stat::Session const &s,bool last) {
 }

 void PerfTraceLog::print_latest_traces(std::ostream &ss, size_t n) {
-   auto rows = get_latest_traces(n);
-   auto structured = structure_traces(rows);
-   
-   ss << "[\n";
-   size_t i = 0; 
-   for (auto &session_kvp : boost::adaptors::reverse(structured)) 
-      print_session(ss, session_kvp.second, ++i == structured.size());
-   ss << "]\n";
+   {
+      auto rows = get_latest_requote_traces(n);
+      auto structured = structure_quote_traces(rows);
+
+      ss << "{\n\"requotes\": [\n";
+      size_t i = 0;
+      for (auto &session_kvp : boost::adaptors::reverse(structured))
+         print_session(ss, session_kvp.second, ++i == structured.size());
+      ss << "],\n";
+   }
+
+   {
+      auto rows = get_latest_hedge_traces(n);
+      auto structured = structure_hedge_traces(rows);
+
+      ss << "\"hedges\": [\n";
+
+      size_t i = 0;
+      for (auto &session_kvp : boost::adaptors::reverse(structured))
+         print_session(ss, session_kvp.second, ++i == structured.size());
+      ss << "]\n}\n";
+   }
 }

 } // namespace bts
@@ -17,7 +17,9 @@ class PerfTraceLog {
   int persist_traces();

   // return the N last traces
-   std::vector<std::map<std::string, std::string>> get_latest_traces(size_t n=0);
+   std::vector<std::map<std::string, std::string>> get_latest_requote_traces(size_t n=0);
+   std::vector<std::map<std::string, std::string>> get_latest_hedge_traces(size_t n=0);
+
   void print_latest_traces(std::ostream &,size_t n = 0);
   
 private:
@@ -25,6 +27,7 @@ class PerfTraceLog {
   std::unique_ptr<PImpl> me;

   std::string init_storage_location();
+   bool schema_out_of_date();
   void store(std::vector<PerfTrace> const &);
 };

@@ -1,7 +1,12 @@
 #include "IcebergOrder.h"
 #include "lib/logging/logging.h"
-#include "lib/utils/PBUtils.h"
+#include "lib/mercury/events/TimerEvent.h"
 #include "lib/orderman/actors/order_manager/OrderBuilder.h"
+#include "lib/utils/PBUtils.h"
+#include "lib/utils/bts_chrono.h"
+#include "lib/config/config.h"
+#include "lib/config/protos/orderman_cfg.pb.h"
+
 #include <algorithm>

 namespace bts {
@@ -16,8 +21,13 @@ struct IcebergOrder::ActiveChild {
   void clear() { state = api::orderman::OrderState(); }
 };

+enum class IcebergOrder::WorkingSubStatus { WORKING, PAUSED };
+
 struct IcebergOrder::PImpl {
-   PImpl() : services(nullptr), child() {}
+   PImpl()
+       : services(nullptr), child(),
+         working_sub_status(WorkingSubStatus::PAUSED),
+         start_of_pause(Timer::now()) {}

   OrderServices *services;
   api::orderman::OrderDefinition def;
@@ -25,6 +35,9 @@ struct IcebergOrder::PImpl {
   OrderBuilder child_builder;
   ActiveChild child;
   Quantity show_quantity;
+   WorkingSubStatus working_sub_status;
+   TimeStamp start_of_pause;
+   uint32_t pause_between_orders;
 };

 IcebergOrder::IcebergOrder() : me(new PImpl()) {}
@@ -42,6 +55,8 @@ void IcebergOrder::on_init_new(api::orderman::OrderDefinition const &def,

   auto const &iceberg_def = def.custom_def().iceberg();
   me->show_quantity = Quantity(iceberg_def.show_quantity());
+   me->pause_between_orders =
+       config::get<config::OrdermanCfg>().default_iceberg_pause_secs();

   auto child_def = def;
   *child_def.mutable_custom_def() = iceberg_def.child();
@@ -89,7 +104,7 @@ void IcebergOrder::on_init_recovered(api::orderman::OrderRecord const &rec,
 }

 void IcebergOrder::on_activate(Price p, Quantity q, OrderServices &services,
-                               PerfTrace const&) {
+                               PerfTrace const &) {
   bts_assert(!me->services);
   me->services = &services;
   me->child_builder.activate(services);
@@ -98,9 +113,13 @@ void IcebergOrder::on_activate(Price p, Quantity q, OrderServices &services,
   case ORDER_STATUS_INACTIVE:
      me->state.set_price(p.value());
      me->state.set_quantity(q.value());
+      if (me->pause_between_orders)
+         services.time_change.sub(
+             [this](auto const &time) { this->on_time(time); });
      services.child_updates.sub(
          key(), [this](auto const &os) { this->on_child_order_update(os); });
      transition(ORDER_STATUS_WORKING);
+      me->working_sub_status = WorkingSubStatus::WORKING;
      send_next_child_order();
      break;

@@ -126,7 +145,7 @@ void IcebergOrder::on_activate(Price p, Quantity q, OrderServices &services,
   report_state();
 }

-void IcebergOrder::on_update(Price p, Quantity q, PerfTrace const&) {
+void IcebergOrder::on_update(Price p, Quantity q, PerfTrace const &) {
   switch (me->state.status()) {
   case ORDER_STATUS_WORKING:
   case ORDER_STATUS_PENDING_WORKING:
@@ -152,9 +171,9 @@ void IcebergOrder::on_update(Price p, Quantity q, PerfTrace const&) {
   report_state();
 }

-void IcebergOrder::on_crack(PerfTrace const&) {}
+void IcebergOrder::on_crack(PerfTrace const &) {}

-void IcebergOrder::on_cancel(PerfTrace const&) {
+void IcebergOrder::on_cancel(PerfTrace const &) {
   switch (me->state.status()) {
   case ORDER_STATUS_WORKING:
      LOG(OrderMan, Info, "Canceling Iceberg Order {}", key().value());
@@ -243,9 +262,9 @@ void IcebergOrder::on_child_order_update(OrderStateUpdateEvent const &ev) {
   switch (me->state.status()) {
   case ORDER_STATUS_WORKING:
      if (ev.key == me->child.order.key()) {
-         me->child.state = ev.state;
+         me->child.state = ev.rebuild_state();

-         switch (ev.state.status()) {
+         switch (ev.status) {

         case ORDER_STATUS_WORKING:
         case ORDER_STATUS_PENDING_WORKING:
@@ -253,14 +272,18 @@ void IcebergOrder::on_child_order_update(OrderStateUpdateEvent const &ev) {
            break;

         case ORDER_STATUS_COMPLETED: {
-               api::orderman::OrderState merged_state;
-               merge_states(me->state, me->child.state, &merged_state);
-               me->state = merged_state;
-               me->child.clear();
-               if (me->state.quantity() > me->state.filled_quantity())
+            api::orderman::OrderState merged_state;
+            merge_states(me->state, me->child.state, &merged_state);
+            me->state = merged_state;
+            me->child.clear();
+            if (me->state.quantity() > me->state.filled_quantity()) {
+               if (me->pause_between_orders) {
+                  me->working_sub_status = WorkingSubStatus::PAUSED;
+                  me->start_of_pause = Timer::now();
+               } else
                  send_next_child_order();
-               else
-                  transition(ORDER_STATUS_COMPLETED);
+            } else
+               transition(ORDER_STATUS_COMPLETED);
            break;
         }

@@ -268,8 +291,7 @@ void IcebergOrder::on_child_order_update(OrderStateUpdateEvent const &ev) {
            LOG(OrderMan, Info,
                "Unexpected cancel of child {} in Iceberg Order {}. Canceling "
                "parent",
-                ev.key.value(),
-                key().value());
+                ev.key.value(), key().value());
            transition(ORDER_STATUS_CANCELED);
            break;

@@ -292,7 +314,7 @@ void IcebergOrder::on_child_order_update(OrderStateUpdateEvent const &ev) {
             "Iceberg order {} received update for non active child order {}."
             "update state = {}",
             key().value(), me->child.order.key().value(),
-             utils::pb::to_string(ev.state));
+             utils::pb::to_string(ev.rebuild_state()));
      }
      break;

@@ -312,5 +334,16 @@ void IcebergOrder::on_child_order_update(OrderStateUpdateEvent const &ev) {
   }
   report_state();
 }
+
+void IcebergOrder::on_time(mercury::TimerEvent const &t) {
+   bts_assert(me->pause_between_orders);
+   if (sec_diff(t.ts, me->start_of_pause) >= me->pause_between_orders &&
+       me->state.status() == ORDER_STATUS_WORKING &&
+       me->working_sub_status == WorkingSubStatus::PAUSED) {
+      me->working_sub_status = WorkingSubStatus::WORKING;
+      send_next_child_order();
+   }
+}
+
 } // namespace orderman
 } // namespace bts
@@ -5,6 +5,7 @@
 #include "lib/api/services/OrderService.server.pb.h"

 namespace bts {
+namespace mercury {class TimerEvent;}
 namespace orderman {

 class OrderStateUpdateEvent;
@@ -35,7 +36,9 @@ private:
   void on_child_order_update(OrderStateUpdateEvent const&);
   void transition(api::orderman::OrderStatus new_state,std::string const&msg);
   void transition(api::orderman::OrderStatus new_state);
+   void on_time (mercury::TimerEvent const&);

+   enum class WorkingSubStatus;
   struct ActiveChild;
   struct PImpl;
   std::unique_ptr<PImpl> me;
@@ -12,6 +12,7 @@
 #include "lib/orderman/securities/ISecurityDB.h"
 #include "lib/tracing/bts_trace.h"
 #include "lib/utils/PBUtils.h"
+#include "lib/utils/bts_chrono.h"

 #include "lib/orderman/actors/order_manager/OrderServices.h"

@@ -29,7 +30,7 @@ struct NativeOrder::PImpl {
   PImpl()
       : services(nullptr), session_services(), sec(nullptr),
         previous_position_contribution(0), definition(), state(),
-         price_encoding_precision(7) {}
+         price_encoding_precision(7),have_exchange_order_id(false) {}

   OrderServices *services;
   SessionServices *session_services;
@@ -40,7 +41,8 @@ struct NativeOrder::PImpl {
   OrderDefinition definition;
   OrderState state;
   int price_encoding_precision;
-
+   bool have_exchange_order_id;
+   
   jetfix::FIXFragment update_encoding;
   jetfix::FIXFragment::Bookmark<jetfix::fix::Price> update_price_bm;
   jetfix::FIXFragment::Bookmark<jetfix::fix::OrderQty> update_quantity_bm;
@@ -273,10 +275,13 @@ NativeOrder::~NativeOrder() {}
 void NativeOrder::on_activate(Price p, Quantity q,
                              bts::orderman::OrderServices &services,
                              PerfTrace const &t) {
+   LOG(Latency,Info, "on_activate start {}", key().value());
+
   auto trace = t;
   trace.order_key = key().value();
-
-   tracepoint(bts_trace, trace_order, (char *)"on_activate", 0, trace.md_sn, 0);
+   trace.order_update = utils::TimeStamp::now();
+   
+   tracepoint(bts_trace, trace_order, (char *)"on_activate", 0, trace.md_sn, key().value());
   bts_assert(!me->services);
   me->services = &services;

@@ -384,23 +389,18 @@ void NativeOrder::on_activate(Price p, Quantity q,
      auto const &ts = services.get_time_str();
      me->create_transact_time_bm = encoding.overwrite(
          me->create_transact_time_bm, &ts.value()[0], ts.value().size());
-      auto buffer = me->session_services->get_fix_buffer();
-      auto &stream = buffer->fix[0];
-      auto &f = stream.new_msg(jetfix::MessageTypes::NewOrderSingle);
-      f.append(me->create_encoding);
-      stream.close();
-
-      // Send it
-      me->session_services->send_fix_buffer(buffer, trace);
-
-      // post send book keeping
+      trace.send_fix_buffer = utils::TimeStamp::now();
+      me->session_services->queue_fix(jetfix::MessageTypes::NewOrderSingle,
+                                      me->create_encoding, trace);
      me->session_services->governor().record_sent();
-      me->session_services->refill_fix_buffer_pool();
      me->state.set_status(ORDER_STATUS_PENDING_WORKING);

+      LOG(Latency,Diag, "on_activate done fix {} t: {}us", key().value(),
+       (utils::TimeStamp::now() - trace.order_update).microseconds());
      LOG(OrderMan, Info, "Sent new order with key {} to gateway",
          key().value());
-      break;
+      // early return so we skip the expensive report_state() call
+      return;
   }

      // all cases below are for orders recovered from disk
@@ -526,32 +526,20 @@ void NativeOrder::on_update(Price p, Quantity q, PerfTrace const &t) {
      me->update_quantity_bm =
          encoding.overwrite(me->update_quantity_bm, q.value(), quantity_sz());

+      tracepoint(bts_trace, trace_order, (char *)"on_update.half_way", 0,
+                 trace.md_sn, trace.order_key);
+
      auto const &ts = me->services->get_time_str();
      me->update_transact_time_bm = encoding.overwrite(
          me->update_transact_time_bm, &ts.value()[0], ts.value().size());
-      auto buffer = me->session_services->get_fix_buffer();
-      auto &stream = buffer->fix[0];
-      auto &f = stream.new_msg(jetfix::MessageTypes::CancelReplace);
-      f.append(me->update_encoding);
-      stream.close();

-      // send it
-      tracepoint(bts_trace, trace_order, (char *)"on_update.before_send_fix", 0,
-                 trace.md_sn, trace.order_key);
-      me->session_services->send_fix_buffer(buffer, trace);
+      me->session_services->queue_fix(jetfix::MessageTypes::CancelReplace,
+                                      me->update_encoding, trace);
+
      me->session_services->governor().record_sent();
-      tracepoint(bts_trace, trace_order, (char *)"on_update.end", 0,
-                 trace.md_sn, trace.order_key);
-      // post send book keeping
-
-      // these are slow and we need to return out of this handler so
-      // that we can process the fix
-      me->services->schedule_action([this]() {
-         me->session_services->refill_fix_buffer_pool();
-         if (me->state.last_msg().size())
-            me->state.set_last_msg("");
-         report_state();
-      });
+      update_working_position();
+      if (me->state.last_msg().size())
+         me->state.set_last_msg("");

      // early return so we skip report_state (for speed)
      return;
@@ -585,16 +573,10 @@ void NativeOrder::on_cancel(PerfTrace const &trace) {
      auto const &ts = me->services->get_time_str();
      me->cancel_transact_time_bm = encoding.overwrite(
          me->cancel_transact_time_bm, &ts.value()[0], ts.value().size());
-      auto buffer = me->session_services->get_fix_buffer();
-      auto &stream = buffer->fix[0];
-      auto &f = stream.new_msg(jetfix::MessageTypes::Cancel);
-      f.append(me->cancel_encoding);
-      stream.close();
-      auto trace_cpy = trace;
-      me->session_services->send_fix_buffer(buffer, trace_cpy);

-      // post send book keeping
-      me->session_services->refill_fix_buffer_pool();
+      me->session_services->queue_fix(jetfix::MessageTypes::Cancel,
+                                      me->cancel_encoding, trace);
+
      break;
   }

@@ -689,7 +671,8 @@ void NativeOrder::on_exe_report(const NewExecutionReportEvent &er) {

   native_state.set_native_status(er.data->order_status);
   native_state.set_native_type(er.data->order_type);
-   if (native_state.exchange_order_id().empty()) {
+   bool got_first_exchange_order_id = !me->have_exchange_order_id;
+   if (got_first_exchange_order_id) {
      auto ts = to_trim_str(er.data->exchange_order_id.value());
      native_state.set_exchange_order_id(std::string(ts.first, ts.second));
      add_exchange_order_id_to_fix();
@@ -732,6 +715,15 @@ void NativeOrder::on_exe_report(const NewExecutionReportEvent &er) {
      break;
   }
   report_state(er.trace);
+
+   // we only need the exhange order id and the routing record
+   // reported once, since they are both immutable, so we clear them
+   // after their first report to make subsquent state updates faster
+   if (got_first_exchange_order_id) {
+      me->have_exchange_order_id = true;
+      native_state.clear_exchange_order_id();
+      native_state.mutable_routing_record()->Clear();
+   }
 }

 void NativeOrder::on_cancel_reject(const orderman::CancelRejectEvent &cr) {
@@ -802,7 +794,7 @@ void NativeOrder::on_gateway_status(const GatewayStatusChangeEvent &ev) {
   report_state();
 }

-void NativeOrder::report_state(PerfTrace const &trace) {
+void NativeOrder::update_working_position() {
   if (me->sec) {
      auto current_position = position_contribution();
      auto previous_position = me->previous_position_contribution;
@@ -823,7 +815,10 @@ void NativeOrder::report_state(PerfTrace const &trace) {
          "Order {} ignored for purposes of limit enforcing "
          "because it references unknown security {} ",
          key().value(), me->definition.security_key());
+}

+void NativeOrder::report_state(PerfTrace const &trace) {
+   update_working_position();
   me->services->report_state(me->state, trace);
 }

@@ -1038,7 +1033,7 @@ void NativeOrder::transition(api::orderman::OrderStatus new_status) {
   else
      LOG(OrderMan, Diag, "Transitioning order {} from {} to {}", key().value(),
          from, to);
-      
+
   me->state.set_status(new_status);
 }

@@ -46,6 +46,7 @@ private:
   void transition_to_error(api::orderman::NativeOrderState::SubError sub_error,
                            std::string const&msg);

+   void update_working_position();
   bool has_exchange_order_id() ;
   Quantity position_contribution();
   bool is_old_exe_report( api::orderman::NativeOrderState &, const NewExecutionReportEvent &) const;
@@ -320,11 +320,11 @@ void TimeBoxOrder::on_time_change() {

 void TimeBoxOrder::on_child_order_update(OrderStateUpdateEvent const&ev)
 {
-   me->child_state = ev.state;
+   me->child_state = ev.rebuild_state();

   switch (me->state.status()) {
   case ORDER_STATUS_WORKING:
-      switch (ev.state.status()) {
+      switch (ev.status) {

         case ORDER_STATUS_WORKING:
         case ORDER_STATUS_PENDING_WORKING:
@@ -232,22 +232,23 @@ void TriggerOrder::_on_book_update(const BookUpdateEvent& b_event){
 }
 void TriggerOrder::_on_child_order_update(const OrderStateUpdateEvent& o_ev){
   if(o_ev.key==me->child_order.key()){
-      me->child_state=o_ev.state;
+      auto ev_state = o_ev.rebuild_state();
+      me->child_state=ev_state;
      switch (_state){
         case State::START:
         case State::WAITING_FOR_TRIGGER:
            bts_assert(false);
            break;
         case State::WAITING_FOR_FIRST_ACK:            
-            if(SpreaderUtils::order_acknowledged(o_ev.state.status())){
-               if(SpreaderUtils::order_in_terminal_state(o_ev.state.status()))
+            if(SpreaderUtils::order_acknowledged(o_ev.status)){
+               if(SpreaderUtils::order_in_terminal_state(o_ev.status))
                  _switch_state(State::END);
               else
                  _switch_state(State::STEADY);
            }
            break;
         case State::STEADY:
-            if(SpreaderUtils::order_in_terminal_state(o_ev.state.status()))
+            if(SpreaderUtils::order_in_terminal_state(ev_state.status()))
               _switch_state(State::END);
            break;
         case State::END:
@@ -343,15 +343,15 @@ void BookAlgo::on_child_order_update(const OrderStateUpdateEvent& ev)
   if(me->fake_detached_child)
       return;
   if(ev.key != me->child.key())
-      me->hedges_state[ev.key] = ev.state;
+      me->hedges_state[ev.key] = ev.rebuild_state();
   else
   {      
      api::orderman::OrderState orig_state = child_state();
-      me->child_state = ev.state;      
+      me->child_state = ev.rebuild_state();
      switch (this_state().status()) 
      {
      case ORDER_STATUS_WORKING:
-         switch (ev.state.status()) 
+         switch (ev.status) 
         {
            case ORDER_STATUS_PENDING_WORKING:
               break;
@@ -52,10 +52,10 @@ bool CoverOrder::setup_hedge(const api::orderman::OrderDefinition& this_def, con

 void CoverOrder::send_hedge_if_new_fills(const api::orderman::OrderState& orig_state, const OrderStateUpdateEvent& new_state)
 {
-   uint32_t qty = new_state.state.filled_quantity() - orig_state.filled_quantity();
+   uint32_t qty = new_state.filled_quantity - orig_state.filled_quantity();
   if(qty > 0)
   {
-      double prx = new_state.state.last_price();
+      double prx = new_state.last_price;
      if(definition().side() == api::SIDE_BUY) //if this is a buy, I'm going to sell my hedge, nticks higher than the fill price
         prx = prx + tick_size() * me->hedge_ticks;
      else
@@ -121,11 +121,11 @@ void SpreaderOrder::_on_child_order_update(const OrderStateUpdateEvent& ord_ev){
   if (!_active) return;
   SecurityKey sec_key = SecurityKey(ord_ev.definition->security_key());
   OrderKey order_key = ord_ev.key;
-   bts::api::orderman::OrderStatus status = ord_ev.state.status();
+   bts::api::orderman::OrderStatus status = ord_ev.status;

-   Quantity filled_qty = Quantity (ord_ev.state.filled_quantity());
-   Price last_price = Price(ord_ev.state.last_price()),
-         order_price=Price(ord_ev.state.price());
+   Quantity filled_qty = Quantity (ord_ev.filled_quantity);
+   Price last_price = Price(ord_ev.last_price),
+         order_price=Price(ord_ev.price);
   if (!SpreaderUtils::order_acknowledged(status)){
      LOG(OrderMan, Diag, "SpreaderOrder::_on_child_order_update, unack'ed " 
                          "callback for key:{} sec_key:{} order_key:{} "
@@ -146,7 +146,7 @@ void SpreaderOrder::_on_child_order_update(const OrderStateUpdateEvent& ord_ev){
          key(), sec_key,
          static_cast<int>(_state_worker->state()), order_key, status,
          filled_qty, order_price, last_price,
-          ord_ev.state.last_msg(), static_cast<int>(order_error));
+          ord_ev.last_msg, static_cast<int>(order_error));
      leg_data.order_update_message().on_order_update(ord_ev);
      if (order_error == ChildOrderError::NONE){
         if (leg_data.order_update_message().last_update_filled_quantity().value() > 0) 
@@ -170,7 +170,7 @@ void SpreaderOrder::_on_child_order_update(const OrderStateUpdateEvent& ord_ev){
             key(), sec_key, 
             static_cast<int>(_state_worker->state()), order_key, status,
             filled_qty, order_price, last_price,
-             ord_ev.state.last_msg (), static_cast<int>(order_error));
+             ord_ev.last_msg, static_cast<int>(order_error));
         hedger->order_state().on_order_update(ord_ev);
         if (order_error == ChildOrderError::NONE)
            _state_worker->on_hedger_order_update (*hedger);
@@ -182,10 +182,12 @@ void SpreaderOrder::_on_child_order_update(const OrderStateUpdateEvent& ord_ev){
                              "key:{} sec_key:{} order_key:{} status:{} "
                              "filled_qty:{} last_price:{} msg:{}",
                              key(), sec_key, order_key, status, filled_qty, 
-                              last_price, ord_ev.state.last_msg ());
+                              last_price, ord_ev.last_msg);
   }
   _send_check_termination(true);
   _report_state();
+   LOG(Latency,Diag, "_on_child_order_update k:{} t:{}us", key().value(),
+       (utils::TimeStamp::now() - trace.spreader_on_child_order_update).microseconds());
 }
 // State Transformations ////////////////////
 /////////////////////////////////////////////
@@ -209,7 +209,7 @@ private:

   static ChildOrderError _get_order_error (const OrderStateUpdateEvent& ord_ev,
                                            bool expecting_cancel){
-      bts::api::orderman::OrderStatus order_status = ord_ev.state.status();
+      bts::api::orderman::OrderStatus order_status = ord_ev.status;
      if (SpreaderUtils::order_in_error_state(order_status))
         return ChildOrderError::ORDER_STATE_ERROR;
      if (SpreaderUtils::SpreaderUtils::order_in_cancelled_state(order_status)){
@@ -218,12 +218,12 @@ private:
         // i.  cancels with messages are always an error state
         // ii. when we get a cancel when not expecting thats also
         // an error state
-         if(ord_ev.state.last_msg().length() > 0 || !expecting_cancel)
+         if(ord_ev.last_msg.length() > 0 || !expecting_cancel)
            return ChildOrderError::UNEXPECTED_CANCEL_ERROR;
      }
      // this is an inelegant way to detect modify errors
      if (!SpreaderUtils::order_in_terminal_state(order_status) && 
-          ord_ev.state.last_msg().length() > 0)
+          ord_ev.last_msg.length() > 0)
         return ChildOrderError::MODIFY_ERROR;
      return ChildOrderError::NONE;
   }
@@ -113,11 +113,11 @@ public:
   // last filled price
   void on_order_update(const bts::orderman::OrderStateUpdateEvent& e){
      bts_assert(!_is_live || e.key == order_key());
-      bts_assert(e.state.filled_quantity() >= _filled_quantity.value());
-      _status = e.state.status();
-      _last_filled_quantity = Quantity(e.state.filled_quantity() - _filled_quantity.value());
-      _last_filled_price = Price(e.state.last_price());
-      _last_reported_order_price=Price(e.state.price());
+      bts_assert(e.filled_quantity >= _filled_quantity.value());
+      _status = e.status;
+      _last_filled_quantity = Quantity(e.filled_quantity - _filled_quantity.value());
+      _last_filled_price = Price(e.last_price);
+      _last_reported_order_price=Price(e.price);
      SpreaderUtils::compute_average_price(_filled_price,
                                           _filled_quantity,
                                           _last_filled_price,
@@ -72,9 +72,9 @@ public:
   // this function checks for the order status (above) or
   // for the message size (todo:this is a temporary fix)
   static bool order_in_error_state(const bts::orderman::OrderStateUpdateEvent& ord_ev){
-      bts::api::orderman::OrderStatus order_status = ord_ev.state.status();
+      bts::api::orderman::OrderStatus order_status = ord_ev.status;
      return order_in_error_state(order_status) ||
-            (!order_in_terminal_state (order_status) && ord_ev.state.last_msg().length() > 0);
+            (!order_in_terminal_state (order_status) && ord_ev.last_msg.length() > 0);
   }
   // checks for the 4 states that are designated error states
   static bool order_in_terminal_state(bts::api::orderman::OrderStatus order_status){
@@ -103,7 +103,6 @@ void on_order_update (SpreaderChildOrderState& order,
   order_state.set_filled_quantity (filled_quantity.value());
   bts::api::orderman::OrderDefinition order_def;
   OrderStateUpdateEvent e (OrderKey(),OrderKey(),order_def, order_state);
-   e.state = order_state;
   order.on_order_update(e);
 }
 /**********************************************************************/
@@ -0,0 +1,27 @@
+#!/usr/bin/python3
+
+import pandas as pd
+import sqlite3
+import dateutil
+import matplotlib.pyplot as plt
+import numpy as np
+import sys
+from pathlib import Path
+
+log_path = "%s/sparkdata/data/logging/log" % str(Path.home())
+raw_data = None
+
+def load():
+    global raw_data
+    global requotes
+    global hedges
+    
+    raw_data = pd.read_csv(log_path,sep='|',names=['time','ts','ss','ll','tid','tn','pid','loc','dt','msg'],
+                           usecols=lambda x: x in ['time','ts','tn','msg'],
+                           parse_dates=True)
+
+if len(sys.argv) > 1:
+    log_path = sys.argv[1]
+    
+load()
+
@@ -0,0 +1,90 @@
+#!/usr/bin/python3
+
+import pandas as pd
+import sqlite3
+import dateutil
+import matplotlib.pyplot as plt
+import numpy as np
+import sys
+from pathlib import Path
+
+# dt = dateutil.parser.parse('2018-10-23 16:35:01.566000')
+# requotes = requotes[requotes.session_start == dt]
+#samples = requotes.resample('2S',on='trace_time').mean()
+#samples.plot()
+#plotable = requotes[(requotes.total < 1000) & (requotes.trace_time > '2018-11-06')][-200:].set_index('trace_time')
+
+requotes = None
+hedges = None
+db_path = "file:%s/sparkdata/data/databases/perf_trace/perf_trace.sqlite?mode=ro" % str(Path.home())
+raw_data = None
+
+def load():
+    global raw_data
+    global requotes
+    global hedges
+    
+    c = sqlite3.connect(db_path,uri = True)
+    raw_data = pd.read_sql_query("select * from trace;", c)
+    c.close()
+    
+    requotes = raw_data[(raw_data.md>0) ]
+    requotes = requotes.assign (total = (requotes.fix_socket_w - requotes.md) / 1000)
+    requotes = requotes.assign (md = (requotes.spreader_on_book - requotes.md) / 1000)
+    requotes = requotes.assign (spreader = (requotes.order_update - requotes.spreader_on_book) / 1000)
+    requotes = requotes.assign (native_order = (requotes.exe_gw - requotes.spreader_on_book) / 1000)
+    requotes = requotes.assign (fix = (requotes.fix_socket_w - requotes.exe_gw) / 1000)
+    requotes = requotes.assign (session_start = requotes.session_start.map(dateutil.parser.parse))
+    requotes = requotes.assign (trace_time = requotes.trace_time.map(dateutil.parser.parse))
+
+
+    requotes = requotes.drop(['fix_socket_w','spreader_modify_order','send_fix_buffer',
+                            'order_update','exe_gw','fix_socket_r','md_src','host', 'do_work_begin',
+                            'order_key','version',
+                            'build_type', 'spreader_on_book',
+                            'spreader_on_child_order_update','md_sn'],axis=1)
+
+    hedges = raw_data[(raw_data.spreader_on_child_order_update>0)]
+    hedges = hedges.assign (total = (hedges.fix_socket_w - hedges.fix_socket_r) / 1000)
+    hedges = hedges.assign (fix_in = (hedges.spreader_on_child_order_update - hedges.fix_socket_r) / 1000)
+    hedges = hedges.assign (spreader = (hedges.order_update - hedges.spreader_on_child_order_update)/ 1000)
+    hedges = hedges.assign (native_order = (hedges.exe_gw - hedges.order_update)/ 1000)
+    hedges = hedges.assign (fix_out = (hedges.fix_socket_w - hedges.exe_gw)/ 1000)
+
+    hedges = hedges.assign (in_native_order = (hedges.send_fix_buffer - hedges.order_update)/ 1000)
+    hedges = hedges.drop(['fix_socket_w','spreader_modify_order','send_fix_buffer',
+                          'order_update','exe_gw','fix_socket_r','md_src','host','do_work_begin',
+                          'order_key','version',
+                          'build_type', 'spreader_on_book',
+                          'spreader_on_child_order_update','md_sn'],axis=1)
+    summary()
+    requotes
+
+def plot(n):
+    plt.clf()
+    p = requotes[-n:][['trace_time','total']]
+    q = p.set_index('trace_time')
+    plt.plot(q)
+    
+
+def summary():
+    grouped = requotes.groupby(requotes['session_start'])
+    counts = grouped.count()['total']
+    medians = grouped.median()
+    medians['count'] = counts
+    print ("\n\nRequotes")
+    print (medians)
+
+    grouped = hedges.groupby(hedges['session_start'])
+    counts = grouped.count()['total']
+    medians = grouped.median()
+    medians['count'] = counts
+    print ("\n\nHedges")
+    print (medians)
+
+
+if len(sys.argv) > 1:
+    db_path = sys.argv[1]
+    
+load()
+
@@ -3,7 +3,7 @@
 if [ $# -ne 2 ]; 
 then
    echo
-    echo "  Syntax: quick_stats.sh tick_to_order|fill_to_order"
+    echo "  Syntax: quick_stats.sh log_file tick_to_order|fill_to_order"
    echo
    exit 1
 fi
@@ -22,6 +22,6 @@ sleep $TRACE_DURATION
 lttng stop
 lttng destroy
 mkdir -p trace_data 
-babeltrace ~/lttng-traces/* > trace_data/raw_trace.txt
+babeltrace --clock-seconds ~/lttng-traces/* > trace_data/raw_trace.txt


@@ -23,7 +23,7 @@
 #include "lib/plugin/SparkServices.h"
 #include "lib/utils/thread_manager.h"
 #include "lib/utils/type_name.h"
-
+ 
 #include <boost/algorithm/string/predicate.hpp>

 namespace bts {
@@ -0,0 +1,28 @@
+#pragma once
+
+#include "lib/config/protos/jetfix.pb.h"
+#include "lib/domain_model/SecurityKey.h"
+#include "orderman_utils/orderman_utils.h"
+
+namespace bts {
+namespace api {
+namespace orderman {
+class OrderDefinition;
+}
+} // namespace api
+namespace orderman2 {
+
+class OrderState;
+
+class IOrderManagerObserver {
+ public:
+   void subscribe_book(SecurityKey, void *sub);
+   void request_new_fill_buffers(config::JetFIX::Connection const &,
+                                 size_t n_buffers, void *sub);
+   void request_new_orders(api::orderman::OrderDefinition const &,
+                           OrderKey parent_key, size_t n_orders, void *sub);
+   void send_fix(size_t gw_idx, jetfix::OutFIXPtr const &);
+};
+
+} // namespace orderman2
+} // namespace bts
@@ -0,0 +1,7 @@
+#include "OrderManager2.h"
+#include "IOrderManagerObserver.h"
+
+namespace bts {
+namespace orderman2 {
+
+}}
@@ -0,0 +1,37 @@
+#pragma once
+
+#include "orderman_utils/orderman_utils.h"
+#include "orderman_utils/Book.h"
+#include "lib/jetfix/common/OutFIXPtr.h"
+
+#include <vector>
+
+namespace bts {
+namespace api { class Security;}
+namespace orderman2 {
+
+class Order;
+class IOrderManagerObserver;
+class ExecutionReport;
+
+class OrderManager {
+   OrderManager();
+
+   void init(IOrderManagerObserver &observer);
+   
+   void on_activate(Order &, Price , Quantity);
+   void on_update(Order&, Price , Quantity);
+   void on_cancel(Order&);
+   void on_book_update(Book const&b,void*sub);
+   void on_execution_report(ExecutionReport &);
+
+   void on_securities(std::vector<api::Security const*> const&);
+   void on_new_fill_buffers(std::vector<jetfix::OutFIXPtr> const&,void*sub);
+   void on_new_orders(std::vector<Order*> const&,void*sub);
+
+private:
+   struct PImpl;
+   std::unique_ptr<PImpl> me;
+};
+
+}}
@@ -0,0 +1,72 @@
+#pragma once
+
+#include <memory>
+#include "lib/domain_model/common.h"
+#include "lib/config/protos/MarketData.pb.h"
+#include "lib/md/PriceSize.h"
+
+
+namespace bts {
+namespace orderman2 {
+
+using BookSide = std::array<md::PriceSize,5> ;
+
+class Book {
+public:
+   Book () :
+      _security_key(),
+      _book()
+   {}
+
+   Book (SecurityKey key) :
+      _security_key(key),
+      _book()
+   {}
+
+   Book (SecurityKey key,
+         BookSide const&bid,
+         BookSide const&ask) :
+      _security_key(key),
+      _book {bid,ask}
+   {}
+
+   Book (Book const&rhs)
+      : _security_key(rhs._security_key),
+        _book(rhs._book)
+   {}
+
+   Book &operator=(Book const &rhs)
+   {
+      _security_key = rhs._security_key;
+      _book = rhs._book;
+      return *this;
+   }
+
+   SecurityKey security_key() const {return _security_key;} ;
+
+   BookSide const &bid () const {return _book[0];}
+   BookSide const &ask () const {return _book[1];}
+   BookSide &bid () {return _book[0];}
+   BookSide &ask () {return _book[1];}
+
+   size_t n_levels() const {return std::tuple_size<BookSide>();}
+
+   BookSide const& side(api::Side bs) const
+   {
+      bts_assert_d(bs != api::SIDE_UNDEFINED);
+      return _book[bs - api::SIDE_BUY];
+   }
+
+   BookSide & side(api::Side bs) 
+   {
+      bts_assert_d(bs != api::SIDE_UNDEFINED);
+      return _book[bs - api::SIDE_BUY];
+   }
+
+private:
+   friend class MDSource;
+   SecurityKey _security_key;
+   std::array<BookSide,2> _book;
+};
+
+}}
@@ -0,0 +1,10 @@
+#pragma once
+
+#include "lib/utils/ValueWrapper.h"
+
+namespace bts {
+namespace orderman2 {
+using Price = utils::ValueWrapper<struct PriceTag,double>;
+using Quantity = utils::ValueWrapper<struct QuantityTag,uint32_t>;
+using OrderKey = utils::ValueWrapper<struct OrderKeyTag, uint32_t>;
+}}
@@ -2,12 +2,13 @@

 #include "lib/logging/logging.h"
 #include "lib/os/os.h"
+#include "lib/persistence/persistence_utils.h"
 #include "lib/utils/Sqlite_utils.h"
 #include "lib/utils/bts_assert.h"
+#include "lib/utils/bts_chrono.h"
 #include "lib/utils/bts_no_copy.h"
 #include "lib/utils/defer.h"
 #include "lib/utils/file_utils.h"
-#include "lib/persistence/persistence_utils.h"

 #include <boost/filesystem.hpp>
 #include <sqlite/sqlite3.h>
@@ -15,10 +16,9 @@
 namespace bts {
 namespace persistence {

-
 struct SqliteStore::PImpl {
   PImpl(std::string const &store_root, std::string const &db_name)
-      : db(db_name), db_path(persistence::storage_location(db,store_root)),
+       : db(db_name), db_path(persistence::storage_location(db, store_root)),
         conn(nullptr, sqlite3_close), insert(nullptr, sqlite3_finalize),
         remove(nullptr, sqlite3_finalize),
         remove_all(nullptr, sqlite3_finalize),
@@ -156,7 +156,22 @@ void SqliteStore::remove(std::string const &ns,
      SQLITE_CHK(sqlite3_bind_text(me->remove.get(), 2, k.c_str(), k.size(),
                                   SQLITE_TRANSIENT),
                 me->conn);
-      bts_assert(sqlite3_step(me->remove.get()) == SQLITE_DONE);
+      auto r = sqlite3_step(me->remove.get());
+      if (r != SQLITE_DONE) {
+         LOG(persist, Error,
+             "Could not delete row in store. Will retry once. error_code: {} "
+             "ns:{}, k: {}",
+             r, ns, k);
+         sleep_for(2s);
+         r = sqlite3_step(me->remove.get());
+         if (r != SQLITE_DONE) {
+            LOG(persist, Error,
+                "Failed a second time to delete row. Bailing out. error_code: "
+                "{}",
+                r);
+            bts_assert(r == SQLITE_DONE);
+         }
+      }
      SQLITE_CHK(sqlite3_reset(me->remove.get()), me->conn);
   }
 }
@@ -166,7 +181,22 @@ void SqliteStore::remove_all(std::string const &ns) {
   SQLITE_CHK(sqlite3_bind_text(me->remove_all.get(), 1, ns.c_str(), ns.size(),
                                SQLITE_TRANSIENT),
              me->conn);
-   bts_assert(sqlite3_step(me->remove_all.get()) == SQLITE_DONE);
+   auto r = sqlite3_step(me->remove_all.get());
+   if (r != SQLITE_DONE) {
+      LOG(persist, Error,
+          "Could not delete all rows in store. Will retry once. error_code: {} "
+          "ns:{}",
+          r, ns);
+      sleep_for(2s);
+      r = sqlite3_step(me->remove_all.get());
+      if (r != SQLITE_DONE) {
+         LOG(persist, Error,
+             "Failed a second time to delete all rows. Bailing out. error_code: "
+             "{}",
+             r);
+         bts_assert(r == SQLITE_DONE);
+      }
+   }
   SQLITE_CHK(sqlite3_reset(me->remove_all.get()), me->conn);
 }

@@ -182,7 +212,20 @@ void SqliteStore::insert(std::string const &ns, std::string const &k,
                                SQLITE_TRANSIENT),
              me->conn);
   auto r = sqlite3_step(me->insert.get());
-   bts_assert(r == SQLITE_DONE);
+   if (r != SQLITE_DONE) {
+      LOG(persist, Error,
+          "Could not insert row in store. Will retry once. error_code: {} ns: "
+          "{}, k: {}, v: {}",
+          r, ns, k, v);
+      sleep_for(2s);
+      r = sqlite3_step(me->insert.get());
+      if (r != SQLITE_DONE) {
+         LOG(persist, Error,
+             "Failed a second time to insert row. Bailing out. error_code: {}",
+             r);
+         bts_assert(r == SQLITE_DONE);
+      }
+   }
   SQLITE_CHK(sqlite3_reset(me->insert.get()), me->conn);
 }

@@ -198,7 +241,20 @@ void SqliteStore::update(std::string const &ns, std::string const &k,
                                SQLITE_TRANSIENT),
              me->conn);
   auto r = sqlite3_step(me->update.get());
-   bts_assert(r == SQLITE_DONE);
+   if (r != SQLITE_DONE) {
+      LOG(persist, Error,
+          "Could not update row in store. Will retry once. error_code: {} ns: "
+          "{}, k: {}, v: {}",
+          r, ns, k, v);
+      sleep_for(2s);
+      r = sqlite3_step(me->update.get());
+      if (r != SQLITE_DONE) {
+         LOG(persist, Error,
+             "Failed a second time to update row. Bailing out. error_code: {}",
+             r);
+         bts_assert(r == SQLITE_DONE);
+      }
+   }
   SQLITE_CHK(sqlite3_reset(me->update.get()), me->conn);
 }

@@ -73,6 +73,9 @@ inline bool equal(google::protobuf::Timestamp const &t1, google::protobuf::Times
   return t1.seconds() == t2.seconds() && t1.nanos() == t2.nanos();
 }

+inline double to_double_time(google::protobuf::Timestamp const &t1)
+{return t1.seconds() + t1.nanos()/1e9;}
+
 #endif

 }}}
@@ -0,0 +1,361 @@
+/*
+ * Boost Software License - Version 1.0 - August 17th, 2003
+ *
+ * Permission is hereby granted, free of charge, to any person or organization
+ * obtaining a copy of the software and accompanying documentation covered by
+ * this license (the "Software") to use, reproduce, display, distribute,
+ * execute, and transmit the Software, and to prepare derivative works of the
+ * Software, and to permit third-parties to whom the Software is furnished to
+ * do so, all subject to the following:
+ *
+ * The copyright notices in the Software and this entire statement, including
+ * the above license grant, this restriction and the following disclaimer,
+ * must be included in all copies of the Software, in whole or in part, and
+ * all derivative works of the Software, unless such copies or derivative
+ * works are solely in the form of machine-executable object code generated by
+ * a source language processor.
+ *
+ * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+ * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+ * FITNESS FOR A PARTICULAR PURPOSE, TITLE AND NON-INFRINGEMENT. IN NO EVENT
+ * SHALL THE COPYRIGHT HOLDERS OR ANYONE DISTRIBUTING THE SOFTWARE BE LIABLE
+ * FOR ANY DAMAGES OR OTHER LIABILITY, WHETHER IN CONTRACT, TORT OR OTHERWISE,
+ * ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER
+ * DEALINGS IN THE SOFTWARE.
+ */
+
+#pragma once
+
+#include <type_traits>
+#include <utility>
+#include <functional>
+
+namespace stdext {
+
+namespace inplace_function_detail {
+
+static constexpr size_t InplaceFunctionDefaultCapacity = 32;
+
+#if defined(__GLIBCXX__)  // https://gcc.gnu.org/bugzilla/show_bug.cgi?id=61458
+template<size_t Cap>
+union aligned_storage_helper {
+    struct double1 { double a; };
+    struct double4 { double a[4]; };
+    template<class T> using maybe = std::conditional_t<(Cap >= sizeof(T)), T, char>;
+    char real_data[Cap];
+    maybe<int> a;
+    maybe<long> b;
+    maybe<long long> c;
+    maybe<void*> d;
+    maybe<void(*)()> e;
+    maybe<double1> f;
+    maybe<double4> g;
+    maybe<long double> h;
+};
+
+template<size_t Cap, size_t Align = std::alignment_of<aligned_storage_helper<Cap>>::value>
+struct aligned_storage {
+    using type = std::aligned_storage_t<Cap, Align>;
+};
+
+template<size_t Cap, size_t Align = std::alignment_of<aligned_storage_helper<Cap>>::value>
+using aligned_storage_t = typename aligned_storage<Cap, Align>::type;
+#else
+using std::aligned_storage;
+using std::aligned_storage_t;
+#endif
+
+template<typename T> struct wrapper
+{
+    using type = T;
+};
+
+template<typename R, typename... Args> struct vtable
+{
+    using storage_ptr_t = void*;
+
+    using invoke_ptr_t = R(*)(storage_ptr_t, Args&&...);
+    using process_ptr_t = void(*)(storage_ptr_t, storage_ptr_t);
+    using destructor_ptr_t = void(*)(storage_ptr_t);
+
+    const invoke_ptr_t invoke_ptr;
+    const process_ptr_t copy_ptr;
+    const process_ptr_t relocate_ptr;
+    const destructor_ptr_t destructor_ptr;
+
+    explicit constexpr vtable() noexcept :
+        invoke_ptr{ [](storage_ptr_t, Args&&...) -> R
+            { throw std::bad_function_call(); }
+        },
+        copy_ptr{ [](storage_ptr_t, storage_ptr_t) noexcept -> void {} },
+        relocate_ptr{ [](storage_ptr_t, storage_ptr_t) noexcept -> void {} },
+        destructor_ptr{ [](storage_ptr_t) noexcept -> void {} }
+    {}
+
+    template<typename C> explicit constexpr vtable(wrapper<C>) noexcept :
+        invoke_ptr{ [](storage_ptr_t storage_ptr, Args&&... args)
+            noexcept(noexcept(std::declval<C>()(args...))) -> R
+            { return (*static_cast<C*>(storage_ptr))(
+                std::forward<Args>(args)...
+            ); }
+        },
+        copy_ptr{ [](storage_ptr_t dst_ptr, storage_ptr_t src_ptr)
+            noexcept(std::is_nothrow_copy_constructible<C>::value) -> void
+            { ::new (dst_ptr) C{ (*static_cast<C*>(src_ptr)) }; }
+        },
+        relocate_ptr{ [](storage_ptr_t dst_ptr, storage_ptr_t src_ptr)
+            noexcept(std::is_nothrow_move_constructible<C>::value) -> void
+            {
+                ::new (dst_ptr) C{ std::move(*static_cast<C*>(src_ptr)) };
+                static_cast<C*>(src_ptr)->~C();
+            }
+        },
+        destructor_ptr{ [](storage_ptr_t src_ptr)
+            noexcept -> void
+            { static_cast<C*>(src_ptr)->~C(); }
+        }
+    {}
+
+    vtable(const vtable&) = delete;
+    vtable(vtable&&) = delete;
+
+    vtable& operator= (const vtable&) = delete;
+    vtable& operator= (vtable&&) = delete;
+
+    ~vtable() = default;
+};
+
+template<typename R, typename... Args>
+#if __cplusplus >= 201703L
+inline constexpr
+#endif
+vtable<R, Args...> empty_vtable{};
+
+template<size_t DstCap, size_t DstAlign, size_t SrcCap, size_t SrcAlign>
+struct is_valid_inplace_dst : std::true_type
+{
+    static_assert(DstCap >= SrcCap,
+        "Can't squeeze larger inplace_function into a smaller one"
+    );
+
+    static_assert(DstAlign % SrcAlign == 0,
+        "Incompatible inplace_function alignments"
+    );
+};
+
+} // namespace inplace_function_detail
+
+template<
+    typename Signature,
+    size_t Capacity = inplace_function_detail::InplaceFunctionDefaultCapacity,
+    size_t Alignment = std::alignment_of<inplace_function_detail::aligned_storage_t<Capacity>>::value
+>
+class inplace_function; // unspecified
+
+template<
+    typename R,
+    typename... Args,
+    size_t Capacity,
+    size_t Alignment
+>
+class inplace_function<R(Args...), Capacity, Alignment>
+{
+public:
+    using capacity = std::integral_constant<size_t, Capacity>;
+    using alignment = std::integral_constant<size_t, Alignment>;
+
+    using storage_t = inplace_function_detail::aligned_storage_t<Capacity, Alignment>;
+    using vtable_t = inplace_function_detail::vtable<R, Args...>;
+    using vtable_ptr_t = const vtable_t*;
+
+    template <typename, size_t, size_t>	friend class inplace_function;
+
+    inplace_function() noexcept :
+        vtable_ptr_{std::addressof(inplace_function_detail::empty_vtable<R, Args...>)}
+    {}
+
+    template<
+        typename T,
+        typename C = std::decay_t<T>,
+        typename = std::enable_if_t<
+            !(std::is_same<C, inplace_function>::value
+            || std::is_convertible<C, inplace_function>::value)
+        >
+    >
+    inplace_function(T&& closure)
+    {
+#if __cplusplus >= 201703L
+        static_assert(std::is_invocable_r<R, C, Args...>::value,
+            "inplace_function cannot be constructed from non-callable type"
+        );
+#endif
+        static_assert(std::is_copy_constructible<C>::value,
+            "inplace_function cannot be constructed from non-copyable type"
+        );
+
+        static_assert(sizeof(C) <= Capacity,
+            "inplace_function cannot be constructed from object with this (large) size"
+        );
+
+        static_assert(Alignment % std::alignment_of<C>::value == 0,
+            "inplace_function cannot be constructed from object with this (large) alignment"
+        );
+
+        static const vtable_t vt{inplace_function_detail::wrapper<C>{}};
+        vtable_ptr_ = std::addressof(vt);
+
+        ::new (std::addressof(storage_)) C{std::forward<T>(closure)};
+    }
+
+    inplace_function(std::nullptr_t) noexcept :
+        vtable_ptr_{std::addressof(inplace_function_detail::empty_vtable<R, Args...>)}
+    {}
+
+    inplace_function(const inplace_function& other) :
+        vtable_ptr_{other.vtable_ptr_}
+    {
+        vtable_ptr_->copy_ptr(
+            std::addressof(storage_),
+            std::addressof(other.storage_)
+        );
+    }
+
+    inplace_function(inplace_function&& other) :
+        vtable_ptr_{std::exchange(other.vtable_ptr_, std::addressof(inplace_function_detail::empty_vtable<R, Args...>))}
+    {
+        vtable_ptr_->relocate_ptr(
+            std::addressof(storage_),
+            std::addressof(other.storage_)
+        );
+    }
+
+    inplace_function& operator= (std::nullptr_t) noexcept
+    {
+        vtable_ptr_->destructor_ptr(std::addressof(storage_));
+        vtable_ptr_ = std::addressof(inplace_function_detail::empty_vtable<R, Args...>);
+        return *this;
+    }
+
+    inplace_function& operator= (const inplace_function& other)
+    {
+        if(this != std::addressof(other))
+        {
+            vtable_ptr_->destructor_ptr(std::addressof(storage_));
+
+            vtable_ptr_ = other.vtable_ptr_;
+            vtable_ptr_->copy_ptr(
+                std::addressof(storage_),
+                std::addressof(other.storage_)
+            );
+        }
+        return *this;
+    }
+
+    inplace_function& operator= (inplace_function&& other)
+    {
+        if(this != std::addressof(other))
+        {
+            vtable_ptr_->destructor_ptr(std::addressof(storage_));
+
+            vtable_ptr_ = std::exchange(other.vtable_ptr_, std::addressof(inplace_function_detail::empty_vtable<R, Args...>));
+            vtable_ptr_->relocate_ptr(
+                std::addressof(storage_),
+                std::addressof(other.storage_)
+            );
+        }
+        return *this;
+    }
+
+    ~inplace_function()
+    {
+        vtable_ptr_->destructor_ptr(std::addressof(storage_));
+    }
+
+    R operator() (Args... args) const
+    {
+        return vtable_ptr_->invoke_ptr(
+            std::addressof(storage_),
+            std::forward<Args>(args)...
+        );
+    }
+
+    constexpr bool operator== (std::nullptr_t) const noexcept
+    {
+        return !operator bool();
+    }
+
+    constexpr bool operator!= (std::nullptr_t) const noexcept
+    {
+        return operator bool();
+    }
+
+    explicit constexpr operator bool() const noexcept
+    {
+        return vtable_ptr_ != std::addressof(inplace_function_detail::empty_vtable<R, Args...>);
+    }
+
+    template<size_t Cap, size_t Align>
+    operator inplace_function<R(Args...), Cap, Align>() const&
+    {
+        static_assert(inplace_function_detail::is_valid_inplace_dst<
+            Cap, Align, Capacity, Alignment
+        >::value, "conversion not allowed");
+
+        return {vtable_ptr_, vtable_ptr_->copy_ptr, std::addressof(storage_)};
+    }
+
+    template<size_t Cap, size_t Align>
+    operator inplace_function<R(Args...), Cap, Align>() &&
+    {
+        static_assert(inplace_function_detail::is_valid_inplace_dst<
+            Cap, Align, Capacity, Alignment
+        >::value, "conversion not allowed");
+
+        auto vtable_ptr = std::exchange(vtable_ptr_, std::addressof(inplace_function_detail::empty_vtable<R, Args...>));
+
+        return {vtable_ptr, vtable_ptr->relocate_ptr, std::addressof(storage_)};
+    }
+
+    void swap(inplace_function& other)
+    {
+        if (this == std::addressof(other)) return;
+
+        storage_t tmp;
+        vtable_ptr_->relocate_ptr(
+            std::addressof(tmp),
+            std::addressof(storage_)
+        );
+
+        other.vtable_ptr_->relocate_ptr(
+            std::addressof(storage_),
+            std::addressof(other.storage_)
+        );
+
+        vtable_ptr_->relocate_ptr(
+            std::addressof(other.storage_),
+            std::addressof(tmp)
+        );
+
+        std::swap(vtable_ptr_, other.vtable_ptr_);
+    }
+
+    friend void swap(inplace_function& lhs, inplace_function& rhs)
+    {
+        lhs.swap(rhs);
+    }
+
+private:
+    vtable_ptr_t vtable_ptr_;
+    mutable storage_t storage_;
+
+    inplace_function(
+        vtable_ptr_t vtable_ptr,
+        typename vtable_t::process_ptr_t process_ptr,
+        typename vtable_t::storage_ptr_t storage_ptr
+    ) : vtable_ptr_{vtable_ptr}
+    {
+        process_ptr(std::addressof(storage_), storage_ptr);
+    }
+};
+
+} // namespace stdext
@@ -264,9 +264,9 @@ void DynamicIcebergOrder::on_child_order_update(
   switch (me->state.status()) {
   case ORDER_STATUS_WORKING:
      if (ev.key == me->child.order.key()) {
-         me->child.state = ev.state;
+         me->child.state = ev.rebuild_state();

-         switch (ev.state.status()) {
+         switch (me->child.state.status()) {

         case ORDER_STATUS_WORKING:
         case ORDER_STATUS_PENDING_WORKING:
@@ -312,7 +312,7 @@ void DynamicIcebergOrder::on_child_order_update(
             "DynamicIceberg order {} received update for non active child "
             "order{} . update state = {} ",
             key().value(), me->child.order.key().value(),
-             utils::pb::to_string(ev.state));
+             utils::pb::to_string(ev.rebuild_state()));
      }
      break;

@@ -1 +1 @@
-set(sources bts_trace.cpp;cmds/AutoCert.cpp;cmds/Benchmark.cpp;cmds/CmdRegistry.cpp;cmds/ConfigCheck.cpp;cmds/Help.cpp;cmds/Md.cpp;cmds/QuickTest.cpp;cmds/Run.cpp;cmds/RunSim.cpp;cmds/Span.cpp;cmds/Test.cpp;cmds/TestCeloxica.cpp;cmds/Web.cpp;dspark/mirage/quick_queue/quick_queue.cpp;exchange_sim/ExchangeSim.cpp;exchange_sim/ExchangeSimApplication.cpp;exchange_sim/book/Book.cpp;exchange_sim/book/ExchangeSim.proto;exchange_sim/book/Order.cpp;exchange_sim/book/OrderMatcher.cpp;exchange_sim/book/book_transform.cpp;exchange_sim/tests/test_book_transform.cpp;http/ApiGateway.cpp;http/WebServer.cpp;main.cpp;md/platforms/celoxica/CXListener.cpp;md/platforms/celoxica/CXMain.cpp;md/platforms/celoxica/tests/cx_tests.cpp;md/platforms/mdp3_onixs/MDP3Listener.cpp;md/platforms/mdp3_onixs/MDP3Main.cpp;md/platforms/mdp3_onixs/tests/mdp3_tests.cpp;md/run_md.cpp;position/IMarginObserver.cpp;position/IPositionObserver.cpp;position/MarginServiceCore.cpp;position/PositionServiceCore.cpp;position/PositionServiceServer.cpp;position/tests/PositionTests.cpp;support/ErrorReportService.cpp;support/ShellLatencyServer.cpp;user/AdminServiceServer.cpp;user/UserServiceServer.cpp;user/tests/admin_service_tests.cpp)
+set(sources bts_trace.cpp;cmds/AutoCert.cpp;cmds/Benchmark.cpp;cmds/CmdRegistry.cpp;cmds/ConfigCheck.cpp;cmds/Help.cpp;cmds/Md.cpp;cmds/PrintHedgeOrders.cpp;cmds/QuickTest.cpp;cmds/Run.cpp;cmds/RunSim.cpp;cmds/Span.cpp;cmds/Test.cpp;cmds/TestCeloxica.cpp;cmds/Web.cpp;dspark/mirage/quick_queue/quick_queue.cpp;exchange_sim/ExchangeSim.cpp;exchange_sim/ExchangeSimApplication.cpp;exchange_sim/book/Book.cpp;exchange_sim/book/ExchangeSim.proto;exchange_sim/book/Order.cpp;exchange_sim/book/OrderMatcher.cpp;exchange_sim/book/book_transform.cpp;exchange_sim/tests/test_book_transform.cpp;http/ApiGateway.cpp;http/WebServer.cpp;main.cpp;md/ChannelVolume.cpp;md/MarketDataAuxiliaryServiceServer.cpp;md/VolumeAtPriceState.cpp;md/platforms/celoxica/CXListener.cpp;md/platforms/celoxica/CXMain.cpp;md/platforms/celoxica/tests/cx_tests.cpp;md/platforms/mdp3_onixs/MDP3Listener.cpp;md/platforms/mdp3_onixs/MDP3Main.cpp;md/platforms/mdp3_onixs/tests/mdp3_tests.cpp;md/run_md.cpp;position/IMarginObserver.cpp;position/IPositionObserver.cpp;position/MarginServiceCore.cpp;position/PositionServiceCore.cpp;position/PositionServiceServer.cpp;position/tests/PositionTests.cpp;support/ErrorReportService.cpp;support/ShellLatencyServer.cpp;user/AdminServiceServer.cpp;user/UserServiceServer.cpp;user/tests/admin_service_tests.cpp)
@@ -6,6 +6,7 @@
 #include "lib/mercury/actors/Actor.h"
 #include "lib/mercury/common/FatWrapper.h"
 #include "lib/mercury/executor/Executor.h"
+#include "lib/orderman/events/OrderStateUpdateEvent.h"
 #include "lib/os/os.h"
 #include "lib/utils/PBUtils.h"
 #include "lib/utils/Puid.h"
@@ -30,12 +31,87 @@
 #include <moodycamel/concurrentqueue.h>
 #include <moodycamel/readerwriterqueue.h>
 #include <mutex>
+#include <sys/time.h>

 #include <tbb/concurrent_queue.h>

 namespace bts {
 namespace cmd {

+using namespace orderman;
+
+api::orderman::NativeOrderState const *
+get_native_state(api::orderman::OrderState const &st) {
+   switch (st.custom_case()) {
+   case api::orderman::OrderState::kMarket:
+      return &st.market().native_state();
+   case api::orderman::OrderState::kLimit:
+      return &st.limit().native_state();
+   case api::orderman::OrderState::kStop:
+      return &st.stop().native_state();
+   case api::orderman::OrderState::kStopLimit:
+      return &st.stop_limit().native_state();
+   default:
+      return nullptr;
+   };
+}
+
+class QuickOrderStateUpdateEvent {
+ public:
+   QuickOrderStateUpdateEvent(OrderKey key, OrderKey parent_key,
+                              api::orderman::OrderDefinition const &def,
+                              api::orderman::OrderState const &state,
+                              PerfTrace const &trace = PerfTrace())
+       : key(key), parent_key(parent_key), trace(trace), definition(&def) {
+
+      status = state.status();
+      price = state.price();
+      quantity = state.quantity();
+      filled_quantity = state.quantity();
+      last_price = state.last_price();
+      avg_price = state.avg_price();
+      last_msg = state.last_msg();
+      custom = state.custom_case();
+
+      auto native_state = get_native_state(state);
+      if (native_state) {
+         exchange_order_id = native_state->exchange_order_id();
+         last_msg_seq_num = native_state->last_msg_seq_num();
+         sub_error_code = native_state->sub_error_code();
+         native_status = native_state->native_status();
+         routing_record = native_state->routing_record();
+         native_type = native_state->native_type();
+         orderman::str_to(native_state->last_transact_time(),&last_transact_time);
+      }
+   }
+
+   OrderKey key;
+   OrderKey parent_key;
+
+   // common state
+   api::orderman::OrderStatus status;
+   double price;
+   uint32_t quantity;
+   uint32_t filled_quantity;
+   double last_price;
+   double avg_price;
+   std::string last_msg;
+
+   PerfTrace trace;
+   api::orderman::OrderState::CustomCase custom;
+
+   // native order state
+   std::string exchange_order_id;
+   uint64_t last_msg_seq_num;
+   api::orderman::NativeOrderState::SubError sub_error_code;
+   api::orderman::NativeOrderStatus native_status;
+   api::orderman::RoutingRecord routing_record;
+   api::orderman::NativeOrderType native_type;
+   mercury::TimeStampStr last_transact_time;
+
+   api::orderman::OrderDefinition const *definition;
+};
+
 auto sec_str = "   id: 3\n"
               "   symbol: \"ES\"\n"
               "   exchange: VENUE_GLBX\n"
@@ -77,37 +153,59 @@ auto order_str = "   order_key: 189285\n"
                 "   cti_code: CTI_CTI1\n"
                 "   order_status: OS_UNACKNOWLEDGED\n";

-auto order_state_str = "  status: ORDER_STATUS_COMPLETED\n"
-                       "  price: 65.56\n"
-                       "  quantity: 5\n"
-                       "  filled_quantity: 5\n"
-                       "  last_price: 65.56\n"
-                       "  avg_price: 65.56\n"
+auto order_state_str = "  status: ORDER_STATUS_WORKING\n"
+                       "  price: 73.42\n"
+                       "  quantity: 25\n"
+                       "  last_msg: \"\"\n"
                       "  last_change {\n"
-                       "    seconds: 1532982945\n"
-                       "    nanos: 378466000\n"
+                       "    seconds: 1541621138\n"
+                       "    nanos: 899901000\n"
                       "  }\n"
                       "  limit {\n"
                       "    native_state {\n"
                       "      exchange_order_id: \"12345678901234567\"\n"
-                       "      native_status: NATIVE_ORDER_STATUS_FILLED\n"
-                       "      last_msg_seq_num: 868\n"
+                       "      native_status: NATIVE_ORDER_STATUS_REPLACED\n"
+                       "      last_msg_seq_num: 31869\n"
                       "      routing_record {\n"
                       "        session: \"sim\"\n"
-                       "        account: \"ca_ACC A\"\n"
+                       "        account: \"ACC A\"\n"
                       "        operator_id: \"op_id_bts\"\n"
                       "        cti_code: CTI_CODE_CTI_CODE1\n"
                       "        customer_or_firm: CUSTOMER_OR_FIRM_FIRM\n"
                       "        location: \"us,nc\"\n"
                       "      }\n"
                       "      native_type: NATIVE_ORDER_TYPE_LIMIT\n"
+                       "      last_transact_time: \"20181107-20:00:46.000\"\n"
                       "    }\n"
                       "  }\n"
                       "  created {\n"
-                       "    seconds: 1532962902\n"
-                       "    nanos: 989007000\n"
+                       "    seconds: 1541619812\n"
+                       "    nanos: 895210000\n"
                       "  }\n";

+auto clean_os =
+    "  status: ORDER_STATUS_WORKING\n"
+    "  price: 73.42\n"
+    "  quantity: 25\n"
+    "  last_msg: \"\"\n"
+    "  limit {\n"
+    "    native_state {\n"
+    //"      exchange_order_id: \"12345678901234567\"\n"
+    "      native_status: NATIVE_ORDER_STATUS_REPLACED\n"
+    "      last_msg_seq_num: 31869\n"
+    // "      routing_record {\n"
+    // "        session: \"sim\"\n"
+    // "        account: \"ACC A\"\n"
+    // "        operator_id: \"op_id_bts\"\n"
+    // "        cti_code: CTI_CODE_CTI_CODE1\n"
+    // "        customer_or_firm: CUSTOMER_OR_FIRM_FIRM\n"
+    // "        location: \"us,nc\"\n"
+    // "      }\n"
+    "      native_type: NATIVE_ORDER_TYPE_LIMIT\n"
+   "      last_transact_time: \"20181107-20:00:46.000\"\n"
+    "    }\n"
+    "  }\n";
+
 static void gen_id(benchmark::State &state) {
   std::string scope = "benchmark";

@@ -160,16 +258,29 @@ static void copy_perf_trace(benchmark::State &state) {
 }
 BENCHMARK(copy_perf_trace);

-// static void serialize_order(benchmark::State &state) {
-//    auto order_state =
-//        utils::pb::from_string<api::orderman::OrderState>(order_state_str);
-//    auto
-//    auto order_state_cpy = order_state;
-//    for (auto _ : state) {
-//       order_state_cpy = order_state;
-//    }
-// }
-// BENCHMARK(copy_order);
+static void init_with_clean_os(benchmark::State &state) {
+   api::orderman::OrderDefinition def;
+   auto order_state =
+       utils::pb::from_string<api::orderman::OrderState>(clean_os);
+   PerfTrace trace;
+   OrderKey k(1);
+   for (auto _ : state)
+      benchmark::DoNotOptimize(
+          QuickOrderStateUpdateEvent(k, k, def, order_state, trace));
+}
+BENCHMARK(init_with_clean_os);
+
+static void init_with_old_order_update(benchmark::State &state) {
+   api::orderman::OrderDefinition def;
+   auto order_state =
+       utils::pb::from_string<api::orderman::OrderState>(order_state_str);
+   PerfTrace trace;
+   OrderKey k(1);
+   for (auto _ : state)
+      benchmark::DoNotOptimize(
+          orderman::OrderStateUpdateEvent(k, k, def, order_state, trace));
+}
+BENCHMARK(init_with_old_order_update);

 static void serialize_update(benchmark::State &state) {
   api::orderman::Update update;
@@ -446,7 +557,6 @@ static void tbb_concurrent_queue(benchmark::State &state) {
 }
 BENCHMARK(tbb_concurrent_queue);

-
 static void boost_spsc(benchmark::State &state) {
   boost::lockfree::spsc_queue<int> q(10000);

@@ -652,7 +762,7 @@ static void moodycamel_concurrent_queue(benchmark::State &state) {
   using Q = moodycamel::ConcurrentQueue<int>;
   Q queue(8);
   int i = 0;
-   
+
   for (auto _ : state) {
      queue.enqueue(++i); // NOLINT
      benchmark::DoNotOptimize(queue.try_dequeue(i));
@@ -672,6 +782,59 @@ static void moodycamel_spsc_queue(benchmark::State &state) {
 }
 BENCHMARK(moodycamel_spsc_queue);

+struct MyBase {
+   virtual int inc(int &x) = 0;
+};
+struct MyDerived : MyBase {
+   int inc(int &x) override { return x += 1; };
+};
+
+struct MyDirect {
+   int inc(int &x) { return x += 1; };
+};
+
+static void derived_call(benchmark::State &state) {
+   int x = 0;
+   MyDerived d;
+   MyBase &b = d;
+
+   for (auto _ : state) {
+      benchmark::DoNotOptimize(b.inc(x));
+   }
+}
+BENCHMARK(derived_call);
+
+static void direct_call(benchmark::State &state) {
+   int x = 0;
+   MyDerived b;
+
+   for (auto _ : state) {
+      benchmark::DoNotOptimize(b.inc(x));
+   }
+}
+BENCHMARK(direct_call);
+
+static void get_time_of_day(benchmark::State &state) {
+   std::string result(strlen("20121204-14:44:02.999"), ' ');
+   struct timeval tv;
+   for (auto _ : state) {
+      gettimeofday(&tv, nullptr);
+      auto tm = localtime(&tv.tv_sec);
+      sprintf(&result[0], "%d%02d%02d-%02d:%02d:%02d.%03d", tm->tm_year,
+              tm->tm_mon, tm->tm_mday, tm->tm_hour, tm->tm_min, tm->tm_sec, 0);
+   }
+}
+BENCHMARK(get_time_of_day);
+
+static void fix_time_stamp(benchmark::State &state) {
+   std::string r(128, 32);
+   auto now = datetime::now();
+   for (auto _ : state) {
+      datetime::FIX_timestamp(now, &r);
+   }
+}
+BENCHMARK(fix_time_stamp);
+
 std::string Benchmark::help() {
   return "Run micro-benchmarks. Use --benchmark_filter=regex to run only "
          "specific benchmarks.";
@@ -1,36 +1,58 @@
 #include "server/sparkd/cmds/PrintHedgeOrders.h"
-#include "lib/persistence/SqliteStore.h"
 #include "lib/api/services/OrderService.pb.h"
+#include "lib/persistence/SqliteStore.h"
 #include "lib/utils/PBUtils.h"

 namespace bts {
 namespace cmd {

 int PrintHedgeOrders::execute(std::vector<std::string> const &) {
-   persistence::SqliteStore store("orders");
-   auto all = store.retrieve_all()["orders"];
+   persistence::SqliteStore order_store("orders");
+   auto all_orders = order_store.retrieve_all()["orders"];

-   std::cout << "order_key,time_to_completed" << "\n";
-   api::orderman::OrderRecord rec;
-   for (auto const &kvp : all)
-      if (utils::pb::from_string<api::orderman::OrderRecord>(kvp.second, &rec)) {
-         auto &def = rec.def();
-         auto &state = rec.state();
-         if (rec.parent_key() &&
-             def.custom_def().has_limit() &&
-             def.sub_type() == api::orderman::OrderSubType::ORDER_SUB_TYPE_HEDGING_LEG) {
-            auto created = state.created().seconds()* 1e9 + state.created().nanos();
-            auto updated = state.last_change().seconds()* 1e9 + state.last_change().nanos();
-            std::cout << kvp.first << "," << (updated-created) / 1000 / 1000 / 1000 << "\n";
+   std::map<uint32_t, std::pair<std::string, double>> fill_times;
+   persistence::SqliteStore fill_store("fills");
+   auto all_fills = fill_store.retrieve_all()["fills"];
+   for (auto const &kvp : all_fills) {
+      api::orderman::Fill fill_rec;
+      if (utils::pb::from_string<api::orderman::Fill>(kvp.second, &fill_rec)) {
+         auto ts = utils::pb::to_double_time(fill_rec.timestamp());
+         auto &p = fill_times[fill_rec.order_key()];
+         auto &min_time = p.second;
+         if (min_time < ts) {
+            p.first = kvp.first;
+            min_time = ts;
         }
      }
+   }
+
+   std::cout << "order_key,time_to_first_fill,fill_id"
+             << "\n";
+   api::orderman::OrderRecord rec;
+   for (auto const &kvp : all_orders)
+      if (utils::pb::from_string<api::orderman::OrderRecord>(kvp.second,
+                                                             &rec)) {
+         auto &def = rec.def();
+         auto &state = rec.state();
+         if (rec.parent_key() && def.custom_def().has_limit() &&
+             def.sub_type() ==
+                 api::orderman::OrderSubType::ORDER_SUB_TYPE_HEDGING_LEG) {
+            auto create_ts = utils::pb::to_double_time(state.created());
+            auto &first_fill = fill_times[rec.key()];
+            auto delta = first_fill.second - create_ts;
+            if (first_fill.first.size())
+               std::cout << kvp.first << "," << delta << ","
+                         << first_fill.first << "\n";
+         }
+      }
+
   return 0;
 }

-std::string PrintHedgeOrders::help(){
-   return
-      "Print out order ids for all hedge orders" 
-      "which were completed at least one second being created";
+std::string PrintHedgeOrders::help() {
+   return "Print out order ids for all hedge orders"
+          "which were completed at least one second being created";
 }

-}}
+} // namespace cmd
+} // namespace bts
@@ -1,61 +1,36 @@
 #include "QuickTest.h"
 #include "ICmd.h"

+#include "lib/api/services/OrderService.server.pb.h"
 #include "lib/mercury/actors/PingPong.h"
+#include "lib/mercury/broker/BrokerProxy.h"
+#include "lib/mercury/common/mercury_common.h"
 #include "lib/mercury/executor/Executor.h"
+#include "lib/utils/PBUtils.h"
+#include "lib/utils/thread_manager.h"
+#include "lib/orderman/events/OrderStateUpdateEvent.h"

 #include <iostream>

 namespace bts {
 namespace cmd {

-void test_ping_pong_mercury2()
-{
-   using namespace mercury;
-
-   Executor ex1;
-   Executor ex2;
-
-   ex1.init_neighbours(std::vector<Executor*> {&ex2});
-   ex2.init_neighbours(std::vector<Executor*> {&ex1});
-
-   ex1.spawn<Ping>();
-   //ex1.spawn<Pong>();
-   ex2.spawn<Pong>();
-
-   auto t = std::thread([&ex2]() {
-         cpu_set_t cpuset;
-         CPU_ZERO(&cpuset);
-         CPU_SET(1, &cpuset);
-         pthread_setaffinity_np(pthread_self(), sizeof(cpu_set_t), &cpuset);
-
-         while (true)
-            ex2.do_work();
-      });
-
-   bts::sleep_for(2s);
-
-   cpu_set_t cpuset;
-   CPU_ZERO(&cpuset);
-   CPU_SET(0, &cpuset);
-   pthread_setaffinity_np(pthread_self(), sizeof(cpu_set_t), &cpuset);
-
-   while (true) {
-      ex1.do_work();
-      bts::sleep_for(100ms);
-   }
-}
-
-
+using namespace bts::mercury;
+using namespace bts::orderman;

 int QuickTest::execute(std::vector<std::string> const &) {
-   test_ping_pong_mercury2();
+   sleep_for(10s);
+   for (int i = 0; i < 100; i++) {
+      auto t = utils::TimeStamp::now();
+      LOG(OrderMan,Info,"Now: {}", (utils::TimeStamp::now() - t).nanoseconds());
+   }
+   sleep_for(10s);
   return 0;
 }

 std::string QuickTest::help() {
   return "This is a place holder to make it easy to quickly write discardable "
-      "test code";
+          "test code";
 }
 } // namespace cmd
 } // namespace bts
@@ -1 +1 @@
-set(sources ../../externals/linux/include/google/protobuf/descriptor.proto;../../externals/linux/include/google/protobuf/timestamp.proto;../lib/api/apicore.proto;../lib/api/apigateway.proto;../lib/api/apioptions.proto;../lib/api/services/AdminService.proto;../lib/api/services/ApiUnitTestService.proto;../lib/api/services/ErrorReportService.proto;../lib/api/services/HelloService.proto;../lib/api/services/MarketDataRelay.proto;../lib/api/services/OrderService.proto;../lib/api/services/OutOfProcessURLListener.proto;../lib/api/services/PersistenceService.proto;../lib/api/services/PositionService.proto;../lib/api/services/ShellDiagnosticService.proto;../lib/api/services/ShellLatencyService.proto;../lib/api/services/SyntheticSecurityService.proto;../lib/api/services/UserService.proto;../lib/domain_model/Security.proto;../lib/md/protos/co2.proto;../lib/sparkproto/SparkProtos.proto;api/build.sh;api/node_modules/cssstyle/scripts/run_tests.sh;api/node_modules/exit/test/fixtures/create-files.sh;api/node_modules/protobufjs/cli/node_modules/acorn-jsx/node_modules/acorn/bin/update_authors.sh;api/node_modules/watch/release.sh;api/quiet_build.sh;api/src/DynamicService.ts;api/src/ServiceContext.ts;api/src/bts_assert.ts;ui/src/Access.fs;ui/src/Accounts/ClipLimits.fs;ui/src/Accounts/ProductLimits.fs;ui/src/Accounts/SecurityLimits.fs;ui/src/Accounts/State.fs;ui/src/Accounts/Types.fs;ui/src/Accounts/View.fs;ui/src/App.fs;ui/src/Cmd.fs;ui/src/Controls/Button.fs;ui/src/Controls/DataGrid.fs;ui/src/Controls/Fields.fs;ui/src/Controls/Modal.fs;ui/src/Controls/ReactGrid.fs;ui/src/Controls/Table.fs;ui/src/Controls/nbsp.fs;ui/src/Global.fs;ui/src/Imports.fs;ui/src/Lens.fs;ui/src/Login/Login.fs;ui/src/Nav.fs;ui/src/State.fs;ui/src/Types.fs;ui/src/Users/State.fs;ui/src/Users/Types.fs;ui/src/Users/View.fs;ui/src/Util/EnumUtils.fs;ui/src/Util/JSMap.fs)
+set(sources ../../externals/linux/include/google/protobuf/descriptor.proto;../../externals/linux/include/google/protobuf/timestamp.proto;../lib/api/apicore.proto;../lib/api/apigateway.proto;../lib/api/apioptions.proto;../lib/api/services/AdminService.proto;../lib/api/services/ApiUnitTestService.proto;../lib/api/services/ErrorReportService.proto;../lib/api/services/HelloService.proto;../lib/api/services/MarketDataAuxiliaryService.proto;../lib/api/services/MarketDataRelay.proto;../lib/api/services/OrderService.proto;../lib/api/services/OutOfProcessURLListener.proto;../lib/api/services/PersistenceService.proto;../lib/api/services/PositionService.proto;../lib/api/services/ShellDiagnosticService.proto;../lib/api/services/ShellLatencyService.proto;../lib/api/services/SyntheticSecurityService.proto;../lib/api/services/UserService.proto;../lib/domain_model/Security.proto;../lib/md/protos/co2.proto;../lib/sparkproto/SparkProtos.proto;api/build.sh;api/node_modules/cssstyle/scripts/run_tests.sh;api/node_modules/exit/test/fixtures/create-files.sh;api/node_modules/protobufjs/cli/node_modules/acorn-jsx/node_modules/acorn/bin/update_authors.sh;api/node_modules/watch/release.sh;api/quiet_build.sh;api/src/DynamicService.ts;api/src/ServiceContext.ts;api/src/bts_assert.ts;ui/src/Access.fs;ui/src/Accounts/ClipLimits.fs;ui/src/Accounts/ProductLimits.fs;ui/src/Accounts/SecurityLimits.fs;ui/src/Accounts/State.fs;ui/src/Accounts/Types.fs;ui/src/Accounts/View.fs;ui/src/App.fs;ui/src/Cmd.fs;ui/src/Controls/Button.fs;ui/src/Controls/DataGrid.fs;ui/src/Controls/Fields.fs;ui/src/Controls/Modal.fs;ui/src/Controls/ReactGrid.fs;ui/src/Controls/Table.fs;ui/src/Controls/nbsp.fs;ui/src/Global.fs;ui/src/Imports.fs;ui/src/Lens.fs;ui/src/Login/Login.fs;ui/src/Nav.fs;ui/src/State.fs;ui/src/Types.fs;ui/src/Users/State.fs;ui/src/Users/Types.fs;ui/src/Users/View.fs;ui/src/Util/EnumUtils.fs;ui/src/Util/JSMap.fs)
@@ -1,11 +1,11 @@
 #!/bin/bash
-sed 's/[ \t]*|/|/g' sparkdata/data/logging/log >clean
+grep '|' ~/sparkdata/data/logging/log | sed 's/[ \t]*|/|/g' > clean_db
 rm log_db
 sqlite3 log_db <<EOF
-create table log(ts,ss,level,tid,tname,pid,loc,msg);
+create table log(dt,ts,ss,level,tid,tname,pid,loc,dtype,msg);
 .separator |
-.import $1 log 
+.import clean_db log 
 EOF
-
+sqlite3 log_db "select ts,tname, msg from log order by ts" > log.csv


@@ -1,3 +1,3 @@
 #!/bin/bash
-tac ~/.bts/data/logging/log  | grep "Sparkd launched" -m 1 -B 999999 | tac | sort -n -t '|' -k 2,5 | sed 's/[ \t]*|/|/g' | column -t -s'|'
+grep Latency ~/sparkdata/data/logging/log | sort -n -t '|' -k 2,5
				`@@ -0,0 +1 @@`
				set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;/home/ppinto/Dropbox/bts/spark/doc/user/mkdocs.yml;bts-help-theme/404.html;bts-help-theme/base.html;bts-help-theme/content.html;bts-help-theme/css/base.css;bts-help-theme/css/bts.css;bts-help-theme/css/font-awesome.min.css;bts-help-theme/css/highlight.css;bts-help-theme/css/local.css;bts-help-theme/fonts/fontawesome-webfont.eot;bts-help-theme/fonts/glyphicons-halflings-regular.eot;bts-help-theme/img/favicon.ico;bts-help-theme/js/base.js;bts-help-theme/js/bootstrap-3.0.3.min.js;bts-help-theme/js/highlight.pack.js;bts-help-theme/js/jquery-1.10.2.min.js;bts-help-theme/keyboard-modal.html;bts-help-theme/main.html;bts-help-theme/nav-sub.html;bts-help-theme/nav.html;bts-help-theme/search-modal.html;bts-help-theme/toc.html;docs/Help.md;docs/Launcher.md;docs/Logging-In-to-the-System.md;docs/Market.md;docs/My-Windows.md;docs/Settings.md;docs/Spreader.md;docs/Trading.md;docs/images/image1.png;docs/images/image10.png;docs/images/image11.png;docs/images/image12.png;docs/images/image13.png;docs/images/image14.png;docs/images/image15.png;docs/images/image16.png;docs/images/image17.png;docs/images/image18.png;docs/images/image19.png;docs/images/image2.png;docs/images/image20.png;docs/images/image21.png;docs/images/image22.png;docs/images/image23.png;docs/images/image24.png;docs/images/image25.png;docs/images/image26.png;docs/images/image27.png;docs/images/image28.png;docs/images/image29.png;docs/images/image3.png;docs/images/image30.png;docs/images/image31.png;docs/images/image32.png;docs/images/image33.png;docs/images/image34.png;docs/images/image35.png;docs/images/image36.png;docs/images/image37.png;docs/images/image38.png;docs/images/image39.png;docs/images/image4.png;docs/images/image40.png;docs/images/image41.png;docs/images/image42.png;docs/images/image43.png;docs/images/image44.png;docs/images/image45.png;docs/images/image46.png;docs/images/image47.png;docs/images/image48.png;docs/images/image49.png;docs/images/image5.png;docs/images/image50.png;docs/images/image51.png;docs/images/image52.png;docs/images/image53.png;docs/images/image54.png;docs/images/image55.png;docs/images/image56.png;docs/images/image57.png;docs/images/image58.png;docs/images/image59.png;docs/images/image6.png;docs/images/image60.png;docs/images/image61.png;docs/images/image62.png;docs/images/image63.png;docs/images/image64.png;docs/images/image65.png;docs/images/image66.png;docs/images/image67.png;docs/images/image68.png;docs/images/image69.png;docs/images/image7.png;docs/images/image70.png;docs/images/image71.png;docs/images/image72.png;docs/images/image73.png;docs/images/image74.png;docs/images/image76.png;docs/images/image8.png;docs/images/image9.png;docs/index.md;docs/release_notes.md)