Merged in spark1538-risk-admin-cloning (pull request #79)

SPARK-1538: Spark Admin - Cloning

Approved-by: Eric Harding <eric.harding@bluetradesys.com>

.gitignore

@@ -22,4 +22,5 @@ node_modules
 paket-files
 project.lock.json
 src/server/sparkd/orderman/perf_analysis/data
+src/server/sparkd/orderman/perf_analysis/logs/
 src/server/sparkd/orderman/perf_analysis/trace_data/

src/client/spark/Modules/Market/TimeAndSales/TimeAndSalesVM.cs

@@ -121,7 +121,7 @@ namespace mbts.spark {
 
          public Row(TimeAndSalesVM parent, SecurityImmutable security, TradeMessageImmutable trade) : base(security) {
             _trade_key = trade.Key;
-            time = trade.Time.lldatetime();
+            time = ((ulong)trade.Time).lldatetime().ToLocalTime();
             price = trade.Mantissa * Math.Pow(10, trade.Exponent);
             size = trade.Size;
             aggressor_side = trade.AggressorSide;

src/client/spark/Orders/OrderActivitySummarizer.cs

@@ -134,7 +134,9 @@ namespace bts.spark {
             }
          }
 
-         foreach (var (neworder, oldorder) in update.changes) {
+         foreach (var order in update.changes) {
+            var neworder = order.New;
+            var oldorder = order.Old;
             (var security, var spec) = get_security(neworder.Def.SecurityKey);
             //
             // description

src/client/spark/Orders/OrderTypeVMs/LeanOrderVM.cs

@@ -24,13 +24,15 @@ namespace mbts.spark
             this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
             cross_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
                               new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1}, false);
-            max_chase_ticks = new InlineUserProperty<uint>(10, false);
+            max_chase_ticks = new InlineUserProperty<uint>(2, false);
+            trade_toward_behavior = new InlineUserProperty<LeanOrderDefinition.Types.OnToward>(LeanOrderDefinition.Types.OnToward.Cancel, false);
          }
          public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
          public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
          
          public readonly InlineUserProperty<bts.spark.QuantityMeasure> cross_threshold;
          public readonly InlineUserProperty<uint> max_chase_ticks;
+         public readonly InlineUserProperty<LeanOrderDefinition.Types.OnToward> trade_toward_behavior;
       }
 
       class LeanOrderVM : OrderTypeVMBase<LeanOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable 
@@ -44,7 +46,8 @@ namespace mbts.spark
          IDisposable _dispose, _child_order_errors_sub;
          
          public bts.spark.QuantityMeasure cross_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
-         public uint max_chase_ticks { get; set; } = 10;
+         public uint max_chase_ticks { get; set; } = 2;
+         public LeanOrderDefinition.Types.OnToward trade_toward_behavior { get; set; } = LeanOrderDefinition.Types.OnToward.Cancel;      
 
          public LeanOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
             : this(model, security_md_source, security_md_source.Select(smd =>
@@ -77,6 +80,11 @@ namespace mbts.spark
                      max_chase_ticks = p.max_chase_ticks.value;
                      RaisePropertyChanged(nameof(max_chase_ticks));
                   }
+                  if (p.trade_toward_behavior.force_override)
+                  {
+                     trade_toward_behavior = p.trade_toward_behavior.value;
+                     RaisePropertyChanged(nameof(trade_toward_behavior));
+                  }
                   _inline_props = p;
                   _validate();
                })
@@ -94,10 +102,13 @@ namespace mbts.spark
                var i = factory.lean_order();
                i.CrossThreshold = cross_threshold;
                i.MaxChaseTicks = max_chase_ticks;
+               i.TradeTowardBehavior = trade_toward_behavior;
                child_order.assign_to(i.Child);
                value.Lean = i;
             }
-         }         
+         }
+
+         public IEnumerable<LeanOrderDefinition.Types.OnToward> trade_toward_types => EnumHelper.get_values_except<LeanOrderDefinition.Types.OnToward>();         
 
          public ICollection<IOrderTypeVM> child_order_types 
          {

src/client/spark/view/Controls/Order/OrderDetailsPopupControl.xaml

@@ -222,6 +222,8 @@
                           <RowDefinition Height="4" />
                           <RowDefinition Height="Auto"/>
                           <RowDefinition Height="4" />
+                          <RowDefinition Height="Auto"/>
+                          <RowDefinition Height="4" />                          
                           <RowDefinition/>
                         </Grid.RowDefinitions>
                         <Grid.ColumnDefinitions>
@@ -233,9 +235,11 @@
                         <uag:QuantityMeasureControl Grid.Row="1" Grid.Column="2" QuantityMeasure="{Binding cross_threshold}"/>
                         <TextBlock Grid.Row="3" VerticalAlignment="Center">Max Chase Ticks</TextBlock>
                         <c:TickUpDownUInt Grid.Row="3" Grid.Column="2" Value="{Binding max_chase_ticks}"/>
-                        <TextBlock Grid.Row="5">Child</TextBlock>
+                        <TextBlock Grid.Row="5">On Toward</TextBlock>
+                        <ComboBox Grid.Row="5" Grid.Column="2" ItemsSource="{Binding trade_toward_types}" ItemTemplate="{StaticResource EnumDescriptionTemplate}" SelectedItem="{Binding trade_toward_behavior}"/>                        
+                        <TextBlock Grid.Row="7">Child</TextBlock>
                         <uag:OrderDetailsPopupControl
-                          Grid.Row="5" Grid.Column="2"
+                          Grid.Row="7" Grid.Column="2"
                           IsOpen="{Binding child_order.editable_properties_open, FallbackValue=False}"
                           ItemsSource="{Binding child_order_types}"
                           SelectedItem="{Binding child_order}"

src/client/spark/view/Shell/Workspaces/SettingsManagerTool.cs

@@ -0,0 +1,37 @@
+using bts.api.core;
+using bts.api.persistence;
+using bts.api.user;
+using bts.test;
+using mbts.persist;
+using mbts.ui.shell;
+using System;
+using System.Linq;
+
+namespace bts.settings {
+   public class SettingsManagerTool {
+      public static void run() {
+         var sc = new ServiceContext();
+         var users = sc.locate<UserService>();
+         var persist = sc.locate<PersistenceService>("settings");
+         var user_list = users.get_users(new GetUsersRequest());
+         var user_names = user_list.Users.Select(u => u.Login);
+         var from = ConsoleEx.prompt("From User", user_names);
+         var from_persist = new UserUISettings(user_list.Users.First(u => u.Login == from).Id, persist, null);
+
+         var workspaces = from_persist.query<WorkspaceDefinition>(WorkspacesModel.WORKSPACE_NAMESPACE, ".*").Result;
+         var selected_ws = ConsoleEx.prompt("Choose workspace:", workspaces.Select(w => w.key));
+
+         var to = ConsoleEx.prompt("To User", user_names);
+
+         var name = ConsoleEx.input_prompt("Rename workspace?", selected_ws);
+
+         var confirm = ConsoleEx.prompt($"copy workspace '{selected_ws}' from {from} to {to} and name it '{name}'. Confirm?", "Yes", "No");
+         if (confirm == "Yes") {
+            var ws_blob = workspaces.First(w => w.key == selected_ws).value;
+            var to_persist = new UserUISettings(user_list.Users.First(u => u.Login == to).Id, persist, null);
+            to_persist.set(WorkspacesModel.WORKSPACE_NAMESPACE, name, ws_blob).Wait();
+            Console.WriteLine("Done");
+         }
+      }
+   }
+}

src/client/spark_api/api/Update.cs

@@ -1,4 +1,5 @@
 using System;
+using System.Collections;
 using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Collections.Immutable;
@@ -53,28 +54,43 @@ namespace bts.api.core {
 #endif
    }
 
+   public readonly struct Change<T> {
+      public Change(T o, T n) {
+         Old = o;
+         New = n;
+      }
+      public readonly T Old;
+      public readonly T New;
+      public Change<T> merge(Change<T> newer) {
+         return new Change<T>(Old, newer.New);
+      }
+      public override string ToString() {
+         return $"{{{Old}=>{New}}}";
+      }
+   }
+
    public class Update<T, TKey> where TKey : IEquatable<TKey> {
       private Func<T, TKey> _key;
       internal Update(
          IReadOnlyCollection<T> all,
          IEnumerable<T> added,
-         IEnumerable<(T New,T Old)> changes,
+         IEnumerable<Change<T>> changes,
          IEnumerable<T> removed,
          Func<T, TKey> key_extractor) {
          this.added = added ?? new T[0];
          this.removed = removed ?? new T[0];
-         this.changes = changes ?? new (T,T)[0];
+         this.changes = changes ?? new Change<T>[0];
          this.all = all;
          _key = key_extractor;
       }
 
       public static Update<T, TKey> empty(Func<T, TKey> key_extractor) =>
-         new Update<T, TKey>(new T[0], new T[0], new (T,T)[0], new T[0], key_extractor);
+         new Update<T, TKey>(new T[0], new T[0], new Change<T>[0], new T[0], key_extractor);
 
       public Update<T,TKey> merge(Update<T, TKey> next) {
          var comp = new RowEqualityComparer<T, TKey>(_key);
          var added = this.added as HashSet<T> ?? new HashSet<T>(this.added, comp);
-         var changes = this.changed as HashSet<(T New,T Old)> ?? new HashSet<(T,T)>(this.changes, comp);
+         var changes = this.changed as ChangeDict<T,TKey> ?? new ChangeDict<T,TKey>(this.changes, _key);
          var removed = this.removed as HashSet<T> ?? new HashSet<T>(this.removed, comp);
 
          // Add
@@ -87,9 +103,7 @@ namespace bts.api.core {
                added.Add(c.New);
             }
             else {
-               // Remove does not error if it was not present
-               changes.Remove(c);
-               changes.Add(c);
+               changes.AddOrMerge(c);
             }
          }
 
@@ -98,7 +112,7 @@ namespace bts.api.core {
             if (!added.Remove(r)) {
                removed.Add(r);
             }
-            changes.Remove((r,r));
+            changes.Remove(_key(r));
          }
 
          return new Update<T, TKey>(
@@ -110,7 +124,7 @@ namespace bts.api.core {
 
       public IReadOnlyCollection<T> all { get; }
       public IEnumerable<T> added { get; }
-      public IEnumerable<(T New,T Old)> changes { get; }
+      public IEnumerable<Change<T>> changes { get; }
       public IEnumerable<T> changed => changes.Select(c => c.New);
       public IEnumerable<T> removed { get; }
 
@@ -127,7 +141,40 @@ namespace bts.api.core {
 #endif
    }
 
-   struct RowEqualityComparer<T,TKey> : IEqualityComparer<T>, IEqualityComparer<(T,T)>
+   class ChangeDict<T, TKey> : IEnumerable<Change<T>> {
+      Dictionary<TKey, Change<T>> _changes;
+      Func<Change<T>, TKey> _key;
+
+      public ChangeDict(IEnumerable<Change<T>> changes, Func<T, TKey> key) {
+         _key = x => key(x.New);
+         _changes = changes.ToDictionary(_key);
+      }
+
+      public Change<T>? AddOrMerge(Change<T> newer) {
+         var key = _key(newer);
+         if (_changes.TryGetValue(key, out Change<T> old)) {
+            _changes[key] = old.merge(newer);
+            return old;
+         }
+         _changes.Add(key, newer);
+         return null;
+      }
+
+      public void Remove(TKey key) {
+         _changes.Remove(key);
+      }
+
+      #region IEnumerable
+      public IEnumerator<Change<T>> GetEnumerator() {
+         return _changes.Values.GetEnumerator();
+      }
+      IEnumerator IEnumerable.GetEnumerator() {
+         return _changes.Values.GetEnumerator();
+      }
+      #endregion
+   }
+
+   struct RowEqualityComparer<T,TKey> : IEqualityComparer<T>, IEqualityComparer<Change<T>>
       where TKey : IEquatable<TKey> {
       readonly Func<T,TKey> _key;
 
@@ -139,16 +186,16 @@ namespace bts.api.core {
          return _key(x).Equals(_key(y));
       }
 
-      public bool Equals((T, T) x, (T, T) y) {
-         return Equals(x.Item1, y.Item1);
+      public bool Equals(Change<T> x, Change<T> y) {
+         return Equals(x.New, y.New);
       }
 
       public int GetHashCode(T obj) {
          return _key(obj).GetHashCode();
       }
 
-      public int GetHashCode((T, T) obj) {
-         return GetHashCode(obj.Item1);
+      public int GetHashCode(Change<T> c) {
+         return GetHashCode(c.New);
       }
    }
 
@@ -159,7 +206,7 @@ namespace bts.api.core {
       internal TableUpdate(
          ImmutableDictionary<TKey, T> init,
          IEnumerable<T> added,
-         IEnumerable<(T,T)> changed,
+         IEnumerable<Change<T>> changed,
          IEnumerable<T> removed) {
          _state = init;
          this.added = added;
@@ -169,7 +216,7 @@ namespace bts.api.core {
 
       public IReadOnlyDictionary<TKey, T> state { get { return _state; } }
       public IEnumerable<T> added { get; }
-      public IEnumerable<(T New,T Old)> changes { get; }
+      public IEnumerable<Change<T>> changes { get; }
       public IEnumerable<T> changed => changes.Select(c => c.New);
 
       public IEnumerable<T> removed { get; }
@@ -185,7 +232,7 @@ namespace bts.api.core {
       }
 
       internal TableUpdate<T, TKey> as_snapshot() {
-         return new TableUpdate<T, TKey>(_state, _state.Values.ToList(), new (T,T)[0], new T[0]);
+         return new TableUpdate<T, TKey>(_state, _state.Values.ToList(), new Change<T>[0], new T[0]);
       }
    }
 
@@ -208,7 +255,7 @@ namespace bts.api.core {
             if (raw.is_reset) {
                var removed = state.Values.ToList();
                state.Clear();
-               return new Update<T, TKey>(new T[0], new T[0], new (T,T)[0], removed, key_extractor);
+               return new Update<T, TKey>(new T[0], new T[0], new Change<T>[0], removed, key_extractor);
             }
             else {
                var removed = new List<T>(raw.removed_keys.Count);
@@ -222,11 +269,11 @@ namespace bts.api.core {
                for (int x = 0; x < raw.added_items.Count; ++x) {
                   state[raw.added_keys[x]] = raw.added_items[x];
                }
-               List<(T, T)> changes = new List<(T, T)>(raw.changed_items.Count);
+               var changes = new List<Change<T>>(raw.changed_items.Count);
                for (int x = 0; x < raw.changed_items.Count; ++x) {
                   var old = state[raw.changed_keys[x]];
                   state[raw.changed_keys[x]] = raw.changed_items[x];
-                  changes.Add((raw.changed_items[x], old));
+                  changes.Add(new Change<T>(old, raw.changed_items[x]));
                }
                return new Update<T, TKey>(state.Values.ToList(), raw.added_items.ToList(), changes, removed, key_extractor);
             }
@@ -235,7 +282,7 @@ namespace bts.api.core {
 
       public static IObservable<TableUpdate<T,TKey>> Table<T,TKey>(this IObservable<Update<T,TKey>> source) where TKey : IEquatable<TKey> =>
          source.Scan(
-            new TableUpdate<T,TKey>(ImmutableDictionary<TKey,T>.Empty, new T[0], new (T,T)[0], new T[0]),
+            new TableUpdate<T,TKey>(ImmutableDictionary<TKey,T>.Empty, new T[0], new Change<T>[0], new T[0]),
             (table, update) => TableUpdate<T,TKey>.update(table,update));
 
       // Fold updates and emit at max 1/interval

src/client/spark_core/Co2/Co2NativeMethods.cs

@@ -113,5 +113,7 @@ namespace mbts.co2
       [DllImport("libspark")]
       internal static extern void co2_get_zero_and_nan_book(ref NativePriceLevel nps);
 
+      [DllImport("libspark")]
+      internal static extern void co2_get_sample_datetime(ref utils.LLDateTime now, ref utils.LLDateTime utc_now);
    }
 }

src/client/spark_core/TestRunner/ConsoleEx.cs

@@ -1,4 +1,6 @@
 using System;
+using System.Collections.Generic;
+using System.Linq;
 
 namespace bts.test {
    public static class ConsoleEx {
@@ -21,17 +23,34 @@ namespace bts.test {
       }
 
       public static T prompt<T>(string prompt, params T[] options) {
-         Console.WriteLine(prompt);
-         for (int x = 1; x <= options.Length; ++x) {
+         return ConsoleEx.prompt(prompt, (IEnumerable<T>)options);
+      }
+      public static T prompt<T>(string prompt, IEnumerable<T> options) {
+         WriteLine(prompt, ConsoleColor.Yellow);
+         for (int x = 0; x < options.Count(); ++x) {
             Write($"{x}. ", ConsoleColor.Yellow);
-            WriteLine(options[x].ToString());
+            WriteLine(options.ElementAt(x).ToString());
          }
-         int response;
-         do {
-            Int32.TryParse(Console.ReadKey().ToString(), out response);
-            if (response > options.Length) response = 0;
-         } while (response == 0);
-         return options[response];
+         int response = 0;
+         bool success = false;
+         while(!success) {
+            var key = Console.ReadKey();
+            success = Int32.TryParse(key.KeyChar.ToString(), out response);
+            if (response > options.Count()) success = false;
+         }
+         var value = options.ElementAt(response);
+         Console.WriteLine(" >> " + value.ToString());
+         Console.WriteLine();
+         return value;
+      }
+
+      public static string input_prompt(string prompt, string default_result) {
+         Write(prompt + " (", ConsoleColor.Yellow);
+         Write(default_result, ConsoleColor.White);
+         Write(") ", ConsoleColor.Yellow);
+         var result = Console.ReadLine();
+         if (string.IsNullOrWhiteSpace(result)) return default_result;
+         return result;
       }
 
 

src/client/spark_core/TestRunner/InProcessTestRunner.cs

@@ -43,6 +43,9 @@ namespace bts.test {
             if (ue.InnerException is AssertFailture af) {
                result.Message = $"Assertion Failure:\n{af.Message}\nLocation:{af._filename}:{af._line}";
             }
+            else if (ue.InnerException != null) {
+               result.Message = $"Unexpected error: {ue.InnerException}";
+            }
             else {
                result.Message = $"Unexpected error: {ue.Message}\n\n{ue.StackTrace}";
             }

src/client/spark_core/utils/GlobalExtensions.cs

@@ -1,7 +1,6 @@
 using System;
 using System.Collections.Generic;
 using System.Linq;
-using System.Runtime.InteropServices;
 using System.Text;
 
 namespace mbts {
@@ -24,20 +23,14 @@ namespace mbts {
          return range.Skip(index).First();
       }
 
-      [DllImport("libspark")]
-      private static extern void ll_to_parts(UInt64 ll_time, out int year, out int month, out int day, out int hour, out int minute, out int second, out int ms);
-
       public static DateTime lldatetime(this ulong ll) {
-         int year, month, day, hour, minute, second, ms;
-         ll_to_parts(ll, out year, out month, out day, out hour, out minute, out second, out ms);
-         if (year > 0) {
-            return new DateTime(year, month, day, hour, minute, second, ms, DateTimeKind.Utc).ToLocalTime();
-         }
-         return DateTime.MinValue;
+         // Warning: Do not remove these consts, or try to simplify this method.
+         // System.DateTime() requires bits 63-64 to be empty in the "DateTime(long ticks)" constructor.
+         // The only way to set the DateTimeKind is through the "DateTime(long ticks, DateTimeKind kind)" constructor.
+         // (Yes, it is annoying. Internally, System.DateTime stores the DateTimeKind in bits 63-64 - in the exact format we already have!!!)
+         const ulong ticks_mask = 0x3FFFFFFFFFFFFFFF;
+         const int kind_shift = 62;
+         return new DateTime((long)(ll & ticks_mask), (DateTimeKind)(ll >> kind_shift));
       }
-
-      public static DateTime lldatetime(this long ll) { return ((ulong)ll).lldatetime(); }
-
    }
-}
-
+}

src/client/spark_core/utils/LLDateTime.cs

@@ -18,6 +18,7 @@ namespace mbts.utils
       }
 
       public static implicit operator DateTime (LLDateTime time) { return time.to_datetime(); }
+      public static implicit operator LLDateTime (DateTime time) { return new LLDateTime((ulong)time.Ticks); }
 
       public static LLDateTime now() {
          return new LLDateTime(BTSNativeMethods.ll_now());

src/client/spark_core/utils/MathUtils.cs

@@ -56,6 +56,11 @@ namespace bts.utils {
          if (value > max) return max;
          return value;
       }
+      public static long within_range(long min, long max, long value) {
+         if (value < min) return min;
+         if (value > max) return max;
+         return value;
+      }
       public static double within_range(double min, double max, double value) {
          if (value < min) return min;
          if (value > max) return max;

src/client/spark_test/Co2/Co2Tests.cs

@@ -112,7 +112,7 @@ namespace mbts.co2.tests
          Assert.IsTrue(last.price == 4.2);
          Assert.IsTrue(last.size == 101);
          Assert.IsTrue(entry.total_volume == 12345);
-         Assert.IsTrue(compare_date(entry.last_trade_time, DateTime.Now));
+         Assert.IsTrue(compare_date(entry.last_trade_time, DateTime.UtcNow));
          //// Settlement
          Assert.AreEqual(entry.settlement_price, 3.3);
          Assert.IsTrue(entry.settlement_date == new DateTime(2015, 9, 3));
@@ -251,6 +251,25 @@ namespace mbts.co2.tests
          Assert.IsTrue(double.IsNaN(npl.bid.price));
       }
 
+      [Test]
+      public void lldatetime_test() {
+         utils.LLDateTime now = DateTime.MinValue, utc_now = DateTime.MinValue;
+         Co2NativeTestMethods.co2_get_sample_datetime(ref now, ref utc_now);
+         DateTime dt_now = now;
+         DateTime dt_utc_now = utc_now;
+         Assert.AreEqual(dt_now.ToShortDateString(), DateTime.Now.ToShortDateString());
+         Assert.AreEqual(dt_utc_now.ToShortDateString(), DateTime.UtcNow.ToShortDateString());
+         void assert_about_equal(int a, int b) {
+            Assert.That(Math.Abs(a - b) <= 1);
+         }
 
+         assert_about_equal(dt_now.Hour, DateTime.Now.Hour);
+         assert_about_equal(dt_now.Minute, DateTime.Now.Minute);
+         assert_about_equal(dt_now.Second, DateTime.Now.Second);
+
+         assert_about_equal(dt_utc_now.Hour, DateTime.UtcNow.Hour);
+         assert_about_equal(dt_utc_now.Minute, DateTime.UtcNow.Minute);
+         assert_about_equal(dt_utc_now.Second, DateTime.UtcNow.Second);
+      }
    }
 }

src/client/spark_test/api/ApiUpdateTests.cs

@@ -227,5 +227,15 @@ namespace mbts.api.Test {
          await validate_naggle(raw);
       }
 
+      [Test]
+      public void test_merge_begin_end_state() {
+         int key(string s) => s[0];
+         var empty = new string[0];
+         var a2 = new Update<string, int>(new[] { "a2" }, empty, new[] {  new Change<string>("a1", "a2") }, empty, key);
+         var a3 = new Update<string, int>(new[] { "a3" }, empty, new[] { new Change<string>("a2", "a3") }, empty, key);
+         var merged = a2.merge(a3);
+         Assert.SequenceEqual(new[] { new Change<string>("a1", "a3") }, merged.changes);
+      }
+
    }
 }

src/client/sparkcmd/Cmd/SettingsManagerCommand.cs

@@ -0,0 +1,20 @@
+using ManyConsole;
+using System.Reflection;
+
+namespace bts {
+
+   public class SettinsManagerCommand : ConsoleCommand {
+      public SettinsManagerCommand() {
+         IsCommand("SettingsManager", "Copy workspaces around");
+      }
+
+      public override int Run(string[] remainingArguments) {
+         var asm = Assembly.Load("spark");
+         var type = asm.GetType("bts.settings.SettingsManagerTool");
+         var run = type.GetMethod("run", BindingFlags.Static | BindingFlags.Public);
+         run.Invoke(null, new object[0]);
+         return 0;
+      }
+   }
+
+}

src/lib/CMakeDeps.cmake

@@ -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/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/cpp_config.conf;config/defaults/dynamic_orders.conf;config/defaults/edge.conf;config/defaults/expiration_display_offset.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.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/cpp_config.proto;config/protos/dynamic_orders.proto;config/protos/environment.proto;config/protos/expiration_display_offset.proto;config/protos/jetfix.proto;config/protos/logging.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/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/MDPriceLantencyTester.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/Dispatcher.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)
+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/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/cpp_config.conf;config/defaults/dynamic_orders.conf;config/defaults/edge.conf;config/defaults/expiration_display_offset.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.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/cpp_config.proto;config/protos/dynamic_orders.proto;config/protos/expiration_display_offset.proto;config/protos/jetfix.proto;config/protos/logging.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/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/MDPriceLantencyTester.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/Dispatcher.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)

src/lib/api/services/OrderService.proto

@@ -109,6 +109,15 @@ message TickOrderDefinition {
 message LeanOrderDefinition {
   spark.QuantityMeasure cross_threshold = 1;
   uint32 max_chase_ticks = 2;
+  /*deprecated*/ bool detach_on_toward = 4;
+  enum OnToward
+  {
+     NO_CHANGE = 0; //continue to lean on initial inside market
+     CANCEL = 1; //cancel algo and order
+     DETACH = 2; //cancel algo but leave order working
+     REPRICE = 3; //lean on new inside market
+  }
+  OnToward trade_toward_behavior = 5;
   CustomOrderDefinition child = 3;
 }
 message JoinOrderDefinition {

src/lib/config/ConfigPropertyEvaluator.cpp

@@ -234,7 +234,7 @@ bool ConfigPropertyEvaluator::get_value(const std::string& property, Value* out_
    tokenizer<char_separator<char> >::iterator iter = tokens.begin (), end = tokens.end ();
 
    // The first token is the key name
-   const proto::Message* key = _config.try_get_message(*iter);
+   const proto::Message* key = _config.try_get_message_or_default(*iter);
    if (!key) return false;
 
    // 2) Drill down using reflection to find the named property

src/lib/config/ConfigurationState.cpp

@@ -616,6 +616,19 @@ const proto::Message* ConfigurationState::try_get_message(const std::string& pro
    return nullptr;
 }
 
+const proto::Message* ConfigurationState::try_get_message_or_default(const std::string& property_name) {
+   const auto pmsg = try_get_message(property_name);
+   if (pmsg) {
+      return pmsg;
+   }
+   // If we can't find a value we should return a default instance
+   const auto* descriptor = get_descriptor_by_name(property_name);
+   if (descriptor) {
+      return proto::MessageFactory::generated_factory()->GetPrototype(descriptor);
+   }
+   return nullptr;
+}
+
 const proto::Message& ConfigurationState::get_message(const proto::Descriptor* property_desc)
 {
    if (!is_valid_key_descriptor(property_desc))

src/lib/config/ConfigurationState.h

@@ -59,6 +59,7 @@ namespace internal {
 
       const proto::Message& get_message(const proto::Descriptor* property_desc);
       const proto::Message* try_get_message(const std::string& property_name);
+      const proto::Message* try_get_message_or_default(const std::string& property_name);
       
       bool is_initialized() { return _is_initialized; }
 

src/lib/config/config.cpp

@@ -76,16 +76,7 @@ extern "C" BTS_EXPORT const char* get_buffer(const char* key_name, int& out_leng
 
 extern "C" BTS_EXPORT const proto::Message* get_named(const char* key_name)
 {
-   const auto* pmessage = config_state.try_get_message(key_name);
-   if (pmessage) {
-      return pmessage;
-   }
-   // If we can't find a value we should return a default instance
-   const auto* descriptor = config_state.get_descriptor_by_name(key_name);
-   if (descriptor) {
-      return proto::MessageFactory::generated_factory()->GetPrototype(descriptor);
-   }
-   return nullptr;
+   return config_state.try_get_message_or_default(key_name);
 }
 
 BTS_EXPORT std::string get_macro_string(const char* name) { return config_state.get_macro_string(name); }

src/lib/config/defaults/Symbols.conf

@@ -26,6 +26,26 @@ SymbolList {
     }
 }
 
+Symbols {
+    rule: "DeploymentType.type == 'DEMO' and System.platform == 'windows'"
+    value {
+        sim {
+            future: @SymbolList.symbol
+            spread: @SymbolList.symbol
+        }
+    }
+}
+
+Symbols {
+    rule: "DeploymentType.type == 'PROD' and System.platform == 'windows'"
+    value {
+        glbx {
+            future: @SymbolList.symbol
+            spread: @SymbolList.symbol
+        }
+    }
+}
+
 Symbols {
     value {
         glbx {

src/lib/config/protos/environment.proto

@@ -1,8 +0,0 @@
-syntax='proto2';
-package bts.config;
-
-message Deployment {
-  // Acceptable values:
-  // DEV_CHAPEL_HILL, DEV_CHICAGO, DEMO_GT, QA, CUSTOMER
-  optional string type = 1 [default="DEV_CHAPEL_HILL"];  
-}

src/lib/jetfix/connection/SocketConnection.cpp

@@ -132,7 +132,7 @@ int SocketConnection::write(WriteVec const &vec, size_t vec_size,
           "perf_event:tick_to_order s2s_us:{} 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_update:{} exe_gw:{} fix_socket_w:{} md_sn:{} order_key:{}",
           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(),
@@ -140,7 +140,8 @@ int SocketConnection::write(WriteVec const &vec, size_t vec_size,
           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_cpy.md_sn,
+          trace_cpy.order_key);
       _tick_to_order->observe(s2s.nanoseconds());
    }
 
@@ -150,7 +151,7 @@ int SocketConnection::write(WriteVec const &vec, size_t vec_size,
           "perf_event:fill_to_order s2s_us:{} 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_update:{} exe_gw:{} fix_socket_w:{} md_sn:{} order_key:{}",
           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(),
@@ -158,7 +159,8 @@ int SocketConnection::write(WriteVec const &vec, size_t vec_size,
           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_cpy.md_sn,
+          trace.order_key);
       _fill_to_order->observe(s2s.nanoseconds());
    }
 

src/lib/md/Diag/ShmDumper.cpp

@@ -76,8 +76,7 @@ string dump_security(const FixedSecurity& security) {
    res << "'main_frac': " << (int)security.cme_main_fraction << ", ";
    res << "'sub_fract': " << (int)security.cme_sub_fraction << ", ";
    res << "'price_format': " << (int)security.cme_price_display_format << ", ";
-
-   res << "'market_segment': " << security.cme_market_segment_id << ", ";
+   res << "'market_segment': " << (int)security.cme_market_segment_id << ", ";
 
    res << "'price_break': " << security.price_break << ", ";
    res << "'low_tick': " << security.low_tick << ", ";

src/lib/md/test/Co2ManagedTestHelper.cpp

@@ -141,6 +141,10 @@ extern "C" BTS_EXPORT void co2_get_zero_and_nan_book(PriceLevel& price) {
    price = { PriceSize::NO_MARKET, PriceSize::from_double<7>(0,1) };
 }
 
+extern "C" BTS_EXPORT void co2_get_sample_datetime(datetime::LLDateTime& now, datetime::LLDateTime& utc_now) {
+	now = datetime::ll_local_now();
+	utc_now = datetime::ll_now();
+}
 
 }}}//namespace
 #endif

src/lib/orderman/actors/OrderStore.cpp

@@ -24,8 +24,7 @@ struct OrderStore::PImpl {
    PImpl()
        : state(State::WAIT_SEC), known_orders(),
          store(new persistence::SqliteStore("orders")), order_stream(),
-         soft_cleanup_enabled (config::get<config::toggles::OrdersSoftCleanup>().enabled()),
-         cutoff_time(SODPosition::get_orders_start_time())
+         soft_cleanup_enabled (config::get<config::toggles::OrdersSoftCleanup>().enabled())
          {}
 
    State state;
@@ -76,6 +75,8 @@ void OrderStore::init() {
             auto all = me->store->retrieve_all()[orders_ns];
             LOG(persist, Info, "Finished loading all {} orders", all.size());
 
+            me->cutoff_time=SODPosition::get_order_cutoff_time(all);
+
             for (auto const &kvp : all)
                if (utils::pb::from_string<api::orderman::OrderRecord>(
                        kvp.second, &rec)) {

src/lib/orderman/actors/SODPosition.cpp

@@ -4,6 +4,7 @@
 #include "lib/config/protos/toggles.pb.h"
 #include "lib/config/protos/orders_fills_cleanup.pb.h"
 #include "lib/config/config.h"
+#include "lib/utils/PBUtils.h"
 #include <sys/time.h>
 #include <sstream>
 
@@ -18,12 +19,14 @@ _sod_time(_get_fills_sod_time()){
                       _enabled, _sod_time.tv_sec);
 }
 
+// returns the timeval for today's hh,mm,ss
+// timeval is the microsecons from epoch)
 timeval SODPosition::_to_timeval(uint16_t hh, uint16_t mm, uint16_t ss){
    bts_assert(hh<24);
    bts_assert(mm<60);
    bts_assert(ss<60);
    time_t secs;
-   time (&secs);  // seconds since epoch
+   time (&secs);  // seconds since epoch (utc)
    struct tm* ptm = gmtime (&secs);
    ptm->tm_hour=hh;
    ptm->tm_min=mm;
@@ -37,9 +40,8 @@ timeval SODPosition::_to_timeval(uint16_t hh, uint16_t mm, uint16_t ss){
 
 timeval SODPosition::_subtract_days(const timeval& tv, uint32_t n_days){
    uint32_t secs_in_day=86400*n_days;
-   bts_assert(tv.tv_sec>secs_in_day);
    timeval rv=tv;
-   rv.tv_sec=rv.tv_sec-secs_in_day;
+   rv.tv_sec=(rv.tv_sec > secs_in_day) ? rv.tv_sec-secs_in_day : 0;
    return rv;
 }
 
@@ -69,6 +71,42 @@ timeval SODPosition::get_orders_start_time(){
    return sod;
 }
 
+timeval SODPosition::get_order_cutoff_time(
+                        const std::map<std::string,std::string>& order_map){
+   //returns true is t1 >= t2
+   auto compare_ts = [&](google::protobuf::Timestamp t1, google::protobuf::Timestamp t2) -> bool
+   {
+      if (t1.seconds() > t2.seconds())
+         return true;
+      else if (t1.seconds() < t2.seconds())
+         return false;
+      else
+         return t1.nanos() >= t2.nanos();
+   };                        
+   google::protobuf::Timestamp max_ts;
+   max_ts.set_seconds(0);
+   max_ts.set_nanos(0);
+
+   for (auto const &kvp : order_map){
+      OrderRecord trec;
+      if (utils::pb::from_string<api::orderman::OrderRecord>(kvp.second, &trec)){
+         const auto& ts = trec.state().created();
+         if(compare_ts(ts,max_ts))
+            (&max_ts)->CopyFrom(ts);
+      }                  
+      else
+         LOG(OrderMan, Error,
+             "Could not recover order {} from storage. "
+             "This should be investigated",
+             kvp.first);
+   }
+   timeval rv;
+   rv.tv_sec=max_ts.seconds();
+   rv.tv_usec=static_cast<double>(max_ts.nanos())/1000;
+   const auto& orders_cleanup = config::get<config::OrdersSoftCleanupCutoff>();
+   return _subtract_days(rv,orders_cleanup.extra_days());
+}
+
 std::string SODPosition::_sod_fill_id(const Fill& fill,api::Side side){
    //sod:acct:long/short:sec
    std::ostringstream oss;
@@ -80,12 +118,12 @@ std::string SODPosition::_sod_fill_id(const Fill& fill,api::Side side){
 void SODPosition::_merge_pos(Fill& pos, const Fill& fill){
    bts_assert(pos.security_key()==fill.security_key());
    bts_assert(pos.account()==fill.account());
-   bts_assert(pos.side()==fill.side());
-   pos.set_last_price(fill.last_price());
+   bts_assert(pos.side()==fill.side());   
    double total_qty=pos.last_shares()+fill.last_shares();
    double avg_price=(pos.avg_price()*pos.last_shares()+
-                    fill.avg_price()*fill.last_shares())/total_qty;
+                    fill.last_price()*fill.last_shares())/total_qty;
    pos.set_avg_price(avg_price);
+   pos.set_last_price(avg_price);
    pos.set_last_shares(total_qty);
 }
 
@@ -98,6 +136,7 @@ void SODPosition::_zero_pos(Fill& pos, const Fill& fill, api::Side side){
    pos.set_fill_kind(Fill::FILL_KIND_SOD);
    pos.set_order_key(0);
    pos.set_fill_key(_sod_fill_id(fill,side));
+   pos.set_last_shares(0);
 }
 
 bool SODPosition::add_fill_to_sod_pos(const Fill& fill){

src/lib/orderman/actors/SODPosition.h

@@ -31,9 +31,10 @@ public:
    SODPosition();
    // all inactive orders before this time are not published
    static timeval get_orders_start_time();
+   static timeval get_order_cutoff_time(const std::map<std::string,std::string>& ordermap);
    bool add_fill_to_sod_pos(const Fill& fill);
    void add_sod_pos_as_fill_events(std::vector<StoredFillEvent>& fill_events,
-                        std::map<SecurityKey, const api::Security*> sec_map);
+                        std::map<SecurityKey, const api::Security*> sec_map);   
 };
 
 }}

src/lib/orderman/orderman_utils/TickToTradeCorID.h

@@ -16,6 +16,7 @@ public:
    utils::TimeStamp exe_gw ;
    utils::TimeStamp fix_socket_w ;
    utils::TimeStamp spreader_modify_order ;
+   uint32_t order_key = 0;
    uint16_t md_sn = 0;
 };
 

src/lib/orderman/orders/NativeOrder.cpp

@@ -271,7 +271,10 @@ NativeOrder::~NativeOrder() {}
 
 void NativeOrder::on_activate(Price p, Quantity q,
                               bts::orderman::OrderServices &services,
-                              PerfTrace const&trace) {
+                              PerfTrace const&t) {
+   auto trace = t;
+   trace.order_key = key().value();
+   
    tracepoint(bts_trace, trace_order, (char *)"on_activate", 0, trace.md_sn, 0);
    bts_assert(!me->services);
    me->services = &services;
@@ -454,6 +457,7 @@ void NativeOrder::on_activate(Price p, Quantity q,
 void NativeOrder::on_update(Price p, Quantity q, PerfTrace const &t) {
    auto trace = t;
    trace.order_update = utils::TimeStamp::now();
+   trace.order_key = key().value();
    tracepoint(bts_trace, trace_order, (char *)"on_update", 0, trace.md_sn, 0);
 
    switch (me->state.status()) {

src/lib/orderman/orders/book_algos/BookAlgo.cpp

@@ -408,14 +408,14 @@ void BookAlgo::report_state()
    me->services->report_state(merged_state);
 }
 
-void BookAlgo::payup(const md::PriceSize& opposite, uint32_t cross_ticks)
+void BookAlgo::payup(const md::PriceSize& opposite, const bts::orderman::BookUpdateEvent&, uint32_t cross_ticks)
 {
    double new_price = opposite.price() + me->tick_size * cross_ticks;
    me->child.update(Price(new_price), Quantity(this_state().quantity()));
    report_state();
 }
 
-void BookAlgo::paydown(const md::PriceSize& opposite, uint32_t cross_ticks)
+void BookAlgo::paydown(const md::PriceSize& opposite, const bts::orderman::BookUpdateEvent&, uint32_t cross_ticks)
 {
    double new_price = opposite.price() - me->tick_size * cross_ticks;
    me->child.update(Price(new_price), Quantity(this_state().quantity()));

src/lib/orderman/orders/book_algos/BookAlgo.h

@@ -42,8 +42,8 @@ protected:
    virtual void transition(api::orderman::OrderStatus new_state, std::string = "");
    virtual void report_state();    
    
-   virtual void payup(const md::PriceSize&, uint32_t cross_ticks = 0);
-   virtual void paydown(const md::PriceSize&, uint32_t cross_ticks = 0);
+   virtual void payup(const md::PriceSize&, const bts::orderman::BookUpdateEvent&, uint32_t cross_ticks = 0);
+   virtual void paydown(const md::PriceSize&, const bts::orderman::BookUpdateEvent&, uint32_t cross_ticks = 0);
    void detach(bts::api::orderman::OrderStatus status_after_detach = bts::api::orderman::ORDER_STATUS_CANCELED);       
 private:
    struct PImpl;

src/lib/orderman/orders/book_algos/LeanOrder.cpp

@@ -12,12 +12,15 @@ using namespace api::orderman;
 
 struct LeanOrder::PImpl 
 {
-   PImpl() {}
+   PImpl() : cross_threshold(), max_chase_ticks(0), trade_toward_behavior(LeanOrderDefinition_OnToward_NO_CHANGE), opposite_at_inception(), num_chases(0)
+   {}
    
    spark::QuantityMeasure cross_threshold;    
    uint32_t max_chase_ticks; 
+   LeanOrderDefinition_OnToward trade_toward_behavior;
   
    md::PriceSize opposite_at_inception;   
+   uint32_t num_chases;
 };
 
 
@@ -34,25 +37,40 @@ void LeanOrder::setup_child(const api::orderman::OrderDefinition& this_def, cons
    
    me->cross_threshold = lean_def.cross_threshold();
    me->max_chase_ticks = lean_def.max_chase_ticks();      
+   me->trade_toward_behavior = lean_def.trade_toward_behavior();      
 }
 
-void LeanOrder::payup(const md::PriceSize& opposite, uint32_t cross_ticks)
+void LeanOrder::payup(const md::PriceSize&, const bts::orderman::BookUpdateEvent& book, uint32_t cross_ticks /*= 0*/)
 {
-   double new_price = opposite.price() + tick_size() * cross_ticks;
+   double new_price = me->opposite_at_inception.price() + tick_size() * cross_ticks; 
    double limit = me->opposite_at_inception.price() + tick_size() * me->max_chase_ticks;    
    if(new_price <= limit)
       update_child(Price(new_price), Quantity(this_state().quantity()));
    else 
    {
-      update_child(Price(limit), Quantity(this_state().quantity()));
+      update_child(Price(limit), Quantity(this_state().quantity()));      
       detach();
-   }
+      return;
+   }            
+         
+   const bts::orderman::BookSide& sellbook = book.book.side(api::Side::SIDE_SELL);
+   for(const auto& i : sellbook)
+   {
+      me->opposite_at_inception = i;
+      if(me->opposite_at_inception.price() > new_price)
+         break;
+   }        
+   if(me->opposite_at_inception.price() <= new_price)
+      detach();            
+   me->num_chases += cross_ticks+1;       
+   if(me->num_chases >= me->max_chase_ticks)
+      detach();   
    report_state();
 }
 
-void LeanOrder::paydown(const md::PriceSize& opposite, uint32_t cross_ticks)
+void LeanOrder::paydown(const md::PriceSize&, const bts::orderman::BookUpdateEvent& book, uint32_t cross_ticks /*= 0*/)
 {
-   double new_price = opposite.price() - tick_size() * cross_ticks;
+   double new_price = me->opposite_at_inception.price() - tick_size() * cross_ticks; 
    double limit = me->opposite_at_inception.price() - tick_size() * me->max_chase_ticks;    
    if(new_price >= limit)
       update_child(Price(new_price), Quantity(this_state().quantity()));
@@ -60,10 +78,50 @@ void LeanOrder::paydown(const md::PriceSize& opposite, uint32_t cross_ticks)
    {
       update_child(Price(limit), Quantity(this_state().quantity()));      
       detach();
-   }
+      return;
+   }            
+   
+   const bts::orderman::BookSide& buybook = book.book.side(api::Side::SIDE_BUY);
+   for(const auto& i : buybook)
+   {
+      me->opposite_at_inception = i;
+      if(me->opposite_at_inception.price() < new_price)
+         break;
+   }               
+   if(me->opposite_at_inception.price() >= new_price)
+      detach();               
+   me->num_chases += cross_ticks+1;       
+   if(me->num_chases >= me->max_chase_ticks)
+      detach();   
    report_state();
 }
 
+void LeanOrder::choose_trade_toward_behavior(const md::PriceSize& opposite)
+{
+   switch (me->trade_toward_behavior)
+   {
+      case LeanOrderDefinition_OnToward_CANCEL:
+      {      
+         cancel_child();
+         transition(ORDER_STATUS_CANCELED);
+         report_state();
+      }
+      break;
+      case LeanOrderDefinition_OnToward_DETACH:
+      {
+         detach();
+      }
+      break;
+      case LeanOrderDefinition_OnToward_REPRICE:
+      {
+         me->opposite_at_inception = opposite;
+      }
+      break;
+      case LeanOrderDefinition_OnToward_NO_CHANGE: 
+      default:
+      break;      
+   }   
+}
 
 void LeanOrder::on_book_update(const bts::orderman::BookUpdateEvent& book)
 {
@@ -91,26 +149,26 @@ void LeanOrder::on_book_update(const bts::orderman::BookUpdateEvent& book)
             {
                const auto& opposite = book.book.side(api::Side::SIDE_SELL)[0];
                if(opposite.price() < me->opposite_at_inception.price())
-                  me->opposite_at_inception = opposite; //your lucky day, try to get luckier
+                  choose_trade_toward_behavior(opposite);
                else if(opposite.price() > me->opposite_at_inception.price())
-                  payup(opposite); //you missed, payup
+                  payup(opposite, book); //you missed, payup/join
                else
                {
                   if(opposite.size() <= thresh.value())
-                     payup(opposite);
+                     payup(opposite, book);
                }
             }
             else
             {
                const auto& opposite = book.book.side(api::Side::SIDE_BUY)[0];
                if(opposite.price() > me->opposite_at_inception.price())
-                  me->opposite_at_inception = opposite; 
+                  choose_trade_toward_behavior(opposite);
                else if(opposite.price() < me->opposite_at_inception.price())
-                  paydown(opposite);
+                  paydown(opposite, book);
                else
                {
                   if(opposite.size() <= thresh.value())
-                     paydown(opposite);
+                     paydown(opposite, book);
                }
             }
          }               

src/lib/orderman/orders/book_algos/LeanOrder.h

@@ -24,8 +24,9 @@ protected:
                     api::orderman::OrderState&, api::orderman::OrderDefinition*) override;
    void on_book_update(const bts::orderman::BookUpdateEvent&) override;   
 private: 
-   void payup(const md::PriceSize& opposite, uint32_t cross_ticks = 0) override;
-   void paydown(const md::PriceSize& opposite, uint32_t cross_ticks = 0) override;
+   void payup(const md::PriceSize& opposite, const bts::orderman::BookUpdateEvent&, uint32_t cross_ticks = 0) override;
+   void paydown(const md::PriceSize& opposite, const bts::orderman::BookUpdateEvent&, uint32_t cross_ticks = 0) override;
+   void choose_trade_toward_behavior(const md::PriceSize& opposite);
    
 private:   
    struct PImpl;

src/lib/orderman/orders/book_algos/TickOrder.cpp

@@ -43,7 +43,7 @@ void TickOrder::setup_child(const api::orderman::OrderDefinition& this_def, cons
    me->detach_on_toward = tick_def.detach_on_toward();   
 }
 
-void TickOrder::payup(const md::PriceSize& opposite, uint32_t cross_ticks)
+void TickOrder::payup(const md::PriceSize& opposite, const bts::orderman::BookUpdateEvent&, uint32_t cross_ticks)
 {
    double new_price = opposite.price() + tick_size() * cross_ticks;
    double limit = me->opposite_at_inception.price() + tick_size() * me->max_chase_ticks;    
@@ -57,7 +57,7 @@ void TickOrder::payup(const md::PriceSize& opposite, uint32_t cross_ticks)
    report_state();
 }
 
-void TickOrder::paydown(const md::PriceSize& opposite, uint32_t cross_ticks)
+void TickOrder::paydown(const md::PriceSize& opposite, const bts::orderman::BookUpdateEvent&, uint32_t cross_ticks)
 {
    double new_price = opposite.price() - tick_size() * cross_ticks;
    double limit = me->opposite_at_inception.price() - tick_size() * me->max_chase_ticks;    
@@ -127,11 +127,11 @@ void TickOrder::on_book_update(const bts::orderman::BookUpdateEvent& book)
                      me->opposite_at_inception = opposite;                     
                }
                else if(opposite.price() > me->opposite_at_inception.price())
-                  payup(opposite, me->cross_ticks);
+                  payup(opposite, book, me->cross_ticks);
                else
                {
                   if(opposite.size() <= thresh.value())
-                     payup(opposite, me->cross_ticks);
+                     payup(opposite, book, me->cross_ticks);
                }
             }
             else
@@ -145,11 +145,11 @@ void TickOrder::on_book_update(const bts::orderman::BookUpdateEvent& book)
                      me->opposite_at_inception = opposite;
                }
                else if(opposite.price() < me->opposite_at_inception.price())
-                  paydown(opposite, me->cross_ticks);
+                  paydown(opposite, book, me->cross_ticks);
                else
                {
                   if(opposite.size() <= thresh.value())
-                     paydown(opposite, me->cross_ticks);
+                     paydown(opposite, book, me->cross_ticks);
                }
             }
          }               

src/lib/orderman/orders/book_algos/TickOrder.h

@@ -24,8 +24,8 @@ protected:
                     api::orderman::OrderState&, api::orderman::OrderDefinition*) override;
    void on_book_update(const bts::orderman::BookUpdateEvent&) override;   
 private:
-   void payup(const md::PriceSize& opposite, uint32_t cross_ticks) override;
-   void paydown(const md::PriceSize& opposite, uint32_t cross_ticks) override;
+   void payup(const md::PriceSize& opposite, const bts::orderman::BookUpdateEvent&, uint32_t cross_ticks) override;
+   void paydown(const md::PriceSize& opposite, const bts::orderman::BookUpdateEvent&, uint32_t cross_ticks) override;
    
 private:   
    struct PImpl;

src/lib/orderman/orders/book_algos/TopOrder.cpp

@@ -80,6 +80,33 @@ void TopOrder::on_book_update(const bts::orderman::BookUpdateEvent& book)
       {
          case ORDER_STATUS_INACTIVE: 
          {
+            Quantity thresh = SpreaderUtils::_quantity_threshold(me->top_threshold, Quantity(this_state().quantity()));
+            if(definition().side() == api::SIDE_BUY)
+            {
+               const auto& same = book.book.side(api::Side::SIDE_BUY)[0];
+               if(securities::test_price_equality(this_state().price(), same.price(), tick_size()))
+               {
+                  if(same.size() <= thresh.value())
+                  {
+                     transition(ORDER_STATUS_CANCELED);
+                     report_state();
+                     return;
+                  }
+               }
+            }
+            else
+            {
+               const auto& same = book.book.side(api::Side::SIDE_SELL)[0];
+               if(securities::test_price_equality(this_state().price(), same.price(), tick_size()))
+               {
+                  if(same.size() <= thresh.value())
+                  {
+                     transition(ORDER_STATUS_CANCELED);
+                     report_state();
+                     return;
+                  }
+               }
+            }            
             activate_child(Price(this_state().price()), Quantity(this_state().quantity()));               
             transition(ORDER_STATUS_WORKING);
             report_state();    

src/lib/orderman/perf_analysis/logs/parse_helper.py

@@ -12,6 +12,7 @@ def gen_create_table(d,t):
     print ".import %s trace" % t
     print '''create view tick_to_order as select 
     event_id,
+    order_key,
     (fix_socket_w - md) / 1000 total, 
     (md_src-md)/1000 md_to_md_src, 
     (spreader_on_book-md_src)/1000 md_src_to_spreader, 

src/lib/utils/datetime.cpp

@@ -1,434 +1,446 @@
-#include "datetime.h"
-
-#include "bts_assert.h"
-#include "TimeStamp.h"
-
-#include <sstream>
-#include <boost/date_time/posix_time/posix_time.hpp>
-#include <boost/date_time/gregorian/gregorian.hpp>
-
-namespace bts {
-namespace datetime {
-
-const boost::gregorian::date anchor (1970, boost::gregorian::Jan, 1);
-
-unsigned long long ptime_to_ll (PTime const &t)
-{
-   long long days = (t.date () - anchor).days ();
-   long long usecs = t.time_of_day ().total_microseconds ();
-   return (days << 40) + usecs;
-}
-
-LLDateTime ll_now ()
-{
-   return ptime_to_ll (boost::posix_time::microsec_clock::universal_time ());
-}
-
-LLDateTime ll_local_now ()
-{
-   return ptime_to_ll (boost::posix_time::microsec_clock::local_time ());
-}
-
-long unix_now() {
-   return (boost::posix_time::microsec_clock::universal_time() - PTime(anchor)).total_microseconds() / (long)1E6;
-}
-
-long long ll_diff_in_us (unsigned long long ll1, unsigned long long ll2)
-{
-#ifndef NO_CPP0X
-   auto p1 = ll_to_ptime (ll1);
-   auto p2 = ll_to_ptime (ll2); // NOLINT
-   return (p2 - p1).total_microseconds ();
-#else
-   return 0;
-#endif
-}
-
-
-long long ptime_diff_in_us (PTime const &t1, PTime const &t2)
-{
-   return (t1 - t2).total_microseconds ();
-}
-
-long long ptime_diff_in_ms (PTime const &t1, PTime const &t2)
-{
-   return (t1 - t2).total_milliseconds ();
-}
-
-long long ptime_diff_in_secs (PTime const &t1, PTime const &t2)
-{
-   return (t1 - t2).total_seconds ();
-}
-
-PTime timestamp_to_ptime(utils::TimeStamp const&t)
-{
-   auto now_ts = utils::TimeStamp::now();
-   auto now = datetime::now();
-
-   auto delta = (now_ts - t).milliseconds();
-   return now - boost::posix_time::milliseconds(delta); 
-}
-
-utils::TimeStamp ptime_to_timestamp(PTime const &t)
-{
-   auto now_ts = utils::TimeStamp::now();
-   auto now = datetime::now();
-
-   auto delta = (now - t).total_milliseconds();
-   return now_ts.shift_ms (delta);
-}
-
-long long usecs_since (PTime const &t1)
-{
-   return (boost::posix_time::microsec_clock::universal_time () - t1).total_microseconds ();
-}
-
-long long msecs_since (PTime const &t1)
-{
-   return (boost::posix_time::microsec_clock::universal_time () - t1).total_milliseconds ();
-}
-
-PTime now ()
-{
-   return boost::posix_time::microsec_clock::universal_time ();
-}
-
-PTime local_now ()
-{
-   return boost::posix_time::microsec_clock::local_time ();
-}
-
-PTime make_ptime (int year, int month, int day)
-{
-   // January=1
-   bts_assert_d(month > 0);
-   boost::gregorian::date dt (year, boost::gregorian::greg_month (month),day);
-   return PTime (dt);
-}
-
-PTime make_ptime (int year, int month, int day, int hour, int minute, int second, int millisecond)
-{
-   boost::gregorian::date dt (year, boost::gregorian::greg_month (month),day);
-   return PTime (dt, boost::posix_time::time_duration(hour, minute, second) + boost::posix_time::milliseconds(millisecond));
-}
-
-PTime ll_to_ptime (LLDateTime ll)
-{
-   boost::gregorian::date_duration days (ll >> 40);
-   boost::posix_time::time_duration usecs (boost::posix_time::microseconds (0x000000ffffffffff & ll));
-   return PTime (anchor + days,usecs);
-}
-
-extern "C" BTS_EXPORT int ll_to_cstr (LLDateTime ll, char*buffer, int buffer_sz)
-{
-   const int str_sz = sizeof ("20121204-14:44:02.000");
-   bts_assert (buffer_sz >= str_sz);
-   auto str = FIX_timestamp (ll_to_ptime (ll));
-   bts_assert (str.size () == str_sz-1);
-   memcpy (buffer,&str[0],str.size ());
-   buffer[str.size ()] = '\0';
-   return str.size ();
-}
-
-std::string time_string (PTime const &t)
-{
-   int hours = t.time_of_day ().hours ();
-   int minutes = t.time_of_day ().minutes ();
-   int seconds = t.time_of_day ().seconds ();
-   int whole_ms = seconds * 1000 + minutes * 1000 * 60 + hours * 1000 * 60 * 60;
-   int frac_ms = t.time_of_day ().total_milliseconds () - whole_ms;
-   std::ostringstream out;
-   out <<  std::setw( 2 ) << std::setfill( '0' ) << hours << ":" 
-       <<  std::setw( 2 ) << std::setfill( '0' ) << minutes << ":" 
-       <<  std::setw( 2 ) << std::setfill( '0' ) << seconds << "."
-       <<  std::setw( 3 ) << std::setfill( '0' ) << frac_ms;
-   return out.str ();
-}
-
-std::string date_string (PTime const &t)
-{
-   std::string result (10,' ');
-   sprintf (&result[0], "%02d/%02d/%04d",
-            t.date ().month ().as_number (),
-            t.date ().day ().as_number (),
-            (unsigned short) t.date ().year ());
-   return result;
-}
-
-std::string iso_date_time_string (PTime const &t)
-{
-   return boost::posix_time::to_iso_extended_string(t);
-}
-
-std::string simple_date_time_string (PTime const &t)
-{
-   return boost::posix_time::to_simple_string(t);
-}
-
-std::string FIX_date_time_string (PTime const &t)
-{
-   std::string result (strlen ("20121204-14:44:02"),' ');
-   sprintf (&result[0],"%d%02d%02d-%02d:%02d:%02d",
-            (unsigned short) t.date ().year (),
-            t.date ().month ().as_number (),
-            t.date ().day ().as_number (),
-            t.time_of_day ().hours (),
-            t.time_of_day ().minutes (),
-            t.time_of_day ().seconds ());
-   return result;
-}
-
-void FIX_timestamp (PTime const &t, std::string *out)
-{
-   int hours = t.time_of_day ().hours ();
-   int minutes = t.time_of_day ().minutes ();
-   int seconds = t.time_of_day ().seconds ();
-   int whole_ms = seconds * 1000 + minutes * 1000 * 60 + hours * 1000 * 60 * 60;
-   int frac_ms = t.time_of_day ().total_milliseconds () - whole_ms;
-   out->resize(sizeof ("20121204-14:44:02.000"));
-
-#ifdef WIN32
-   _snprintf (&(*out)[0],out->size (),
-              "%04d%02d%02d-%02d:%02d:%02d.%03d",
-              (int) t.date ().year (),
-              t.date ().month ().as_number (),
-              t.date ().day ().as_number (),
-              hours,
-              minutes,
-              seconds,
-              frac_ms);
-#else
-   snprintf (&(*out)[0],out->size (),
-             "%04d%02d%02d-%02d:%02d:%02d.%03d",
-             (int) t.date ().year (),
-             t.date ().month ().as_number (),
-             t.date ().day ().as_number (),
-             hours,
-             minutes,
-             seconds,
-             frac_ms);
-#endif
-   out->resize (out->size ()-1);
-}
-
-std::string FIX_timestamp (PTime const &t)
-{
-   std::string result;
-   FIX_timestamp(t,&result);
-   return result; 
-}
-
-bool is_from_today(PTime const &time)
-{
-   return (time.date() == boost::posix_time::microsec_clock::universal_time().date());
-}
-
-bool is_at_least_msecs_old (PTime const &time, uint64_t ms)
-{
-   PTime now = boost::posix_time::microsec_clock::universal_time ();
-   return (now - time).total_milliseconds () >= (int64_t) ms;
-}
-
-bool is_at_least_secs_old (PTime const &time, uint64_t sec)
-{
-   PTime now = boost::posix_time::microsec_clock::universal_time ();
-   return (now - time).total_seconds () >= (int64_t) sec;
-}
-
-bool is_at_least_mins_old (PTime const &time, uint64_t mins)
-{
-   PTime now = boost::posix_time::microsec_clock::universal_time ();
-   return ((now - time).total_seconds ()/60) >= (int64_t) mins;
-}
-
-BTS_EXPORT bool is_at_least_hours_old (PTime const &time, uint64_t hours)
-{
-   PTime now = boost::posix_time::microsec_clock::universal_time ();
-   int64_t secs = (int64_t) ((now - time).total_seconds ());
-   return (secs/60/60) >= (int64_t) hours;
-}
-
-BTS_EXPORT bool is_at_least_days_old (PTime const &time, uint64_t days)
-{
-   return is_at_least_hours_old (time, days *24);
-}
-
-BTS_EXPORT LLDateTime ll_from_unix_epoch(long seconds)
-{
-   PTime result(anchor, boost::posix_time::seconds(seconds));
-   return ptime_to_ll(result);
-}
-
-BTS_EXPORT LLDateTime ll_from_unix_epoch_ms(long long milliseconds)
-{
-   PTime result(anchor, boost::posix_time::millisec(milliseconds));
-   return ptime_to_ll(result);
-}
-
-BTS_EXPORT void ll_to_parts(LLDateTime ll_time, int& year, int& month, int& day, int& hour, int& minute, int& second, int& millisecond)
-{
-   PTime t = ll_to_ptime(ll_time);
-   year = t.date().year();
-   month = t.date().month();
-   day = t.date().day();
-   hour = t.time_of_day().hours();
-   minute = t.time_of_day().minutes();
-   second = t.time_of_day().seconds();
-   int whole_ms = second * 1000 + minute * 1000 * 60 + hour * 1000 * 60 * 60;
-   millisecond = t.time_of_day().total_milliseconds() - whole_ms;
-}
-
-BTS_EXPORT LLDateTime ll_from_parts(int year, int month, int day, int hour, int minute, int second, int millisecond)
-{
-   return ptime_to_ll(make_ptime(year, month, day, hour, minute, second, millisecond)); // NOLINT
-}
-
-BTS_EXPORT LLDateTime ll_from_date(const Date& date) {
-   if (date.year == 0 && date.day == 0 && date.month == 0) {
-      return 0;
-   }
-   return ll_from_parts(date.year, date.month, date.day, 0, 0, 0, 0);
-}
-
-Date ll_to_date(LLDateTime time) {
-   Date date;
-   int year, month, day, unused;
-   ll_to_parts(time, year, month, day, unused, unused, unused, unused);
-   date.year = year;
-   date.month = month;
-   date.day = day;
-   return date;
-}
-
-struct UtcTimeStamp  {
-   int hour;
-   int min;
-   int sec;
-   int msec;
-   int day;
-   int month;
-   int year;
-};
-
-struct UtcTimeStampConvertor
-{
-  static UtcTimeStamp convert( const std::string& value)
-  {
-    bool haveMilliseconds = false;
-
-    switch( value.size() )
-    {
-      case 21: haveMilliseconds = true;
-      case 17: break;
-      default: bts_assert(false);
-    }
-
-    int i = 0;
-    int c = 0;
-    for( c = 0; c < 8; ++c )
-      if( !isdigit(value[i++]) ) bts_assert(false);
-    if (value[i++] != '-') bts_assert(false);
-    for( c = 0; c < 2; ++c )
-      if( !isdigit(value[i++]) ) bts_assert(false);
-    if( value[i++] != ':' ) bts_assert(false);
-    for( c = 0; c < 2; ++c )
-      if( !isdigit(value[i++]) ) bts_assert(false);
-    if( value[i++] != ':' ) bts_assert(false);
-    for( c = 0; c < 2; ++c )
-      if( !isdigit(value[i++]) ) bts_assert(false);
-
-    if( haveMilliseconds )
-    {
-      if( value[i++] != '.' ) bts_assert(false);
-      for( c = 0; c < 3; ++c )
-	      if( !isdigit(value[i++]) ) bts_assert(false);
-    }
-
-    int year, mon, mday, hour, min, sec, millis;
-
-    i = 0;
-
-    year = value[i++] - '0';
-    year = 10 * year + value[i++] - '0';
-    year = 10 * year + value[i++] - '0';
-    year = 10 * year + value[i++] - '0';
-
-    mon = value[i++] - '0';
-    mon = 10 * mon + value[i++] - '0';
-    if( mon < 1 || 12 < mon ) bts_assert(false);
-
-    mday = value[i++] - '0';
-    mday = 10 * mday + value[i++] - '0';
-    if( mday < 1 || 31 < mday ) bts_assert(false);
-
-    ++i; // skip '-'
-
-    hour = value[i++] - '0';
-    hour = 10 * hour + value[i++] - '0';
-    // No check for >= 0 as no '-' are converted here
-    if( 23 < hour ) bts_assert(false);
-
-    ++i; // skip ':'
-
-    min = value[i++] - '0';
-    min = 10 * min + value[i++] - '0';
-    // No check for >= 0 as no '-' are converted here
-    if( 59 < min ) bts_assert(false);
-
-    ++i; // skip ':'
-
-    sec = value[i++] - '0';
-    sec = 10 * sec + value[i++] - '0';
-
-    // No check for >= 0 as no '-' are converted here
-    if( 60 < sec ) bts_assert(false);
-
-    if( haveMilliseconds )
-    {
-      millis = (100 * (value[i+1] - '0')
-                + 10 * (value[i+2] - '0')
-                + (value[i+3] - '0'));
-    }
-    else
-      millis = 0;
-
-    return UtcTimeStamp {hour, min, sec, millis, mday, mon, year};
-  }
-};
-
-PTime parse_FIX_timestamp (const std::string &ts_str)
-{
-   auto ts = UtcTimeStampConvertor::convert (ts_str);
-   boost::gregorian::date dt(ts.year, ts.month, ts.day);
-   // fucking boost. unbelieavable.
-   auto ticks_per_second = boost::posix_time::time_duration::rep_type::res_adjust();
-   boost::posix_time::time_duration td (ts.hour, ts.min, ts.sec, ts.msec * (ticks_per_second / 1000));
-   return PTime(dt, td);
-}
- 
-#ifndef NO_CPP0X
-extern "C" BTS_EXPORT LLDateTime ll_today() {
-   return datetime::ll_from_date(today());
-}
-
-BTS_EXPORT Date today() {
-   auto now = datetime::now();
-   Date date;
-   date.year = now.date().year();
-   date.month = now.date().month();
-   date.day = now.date().day();
-   return date;
-}
-BTS_EXPORT Date add_days(Date indate, int days) {
-   boost::gregorian::date dt(indate.year, indate.month, indate.day);
-   auto adjusted_dt = dt + boost::gregorian::days(days);
-   Date date(adjusted_dt.year(), adjusted_dt.month(), adjusted_dt.day());
-   return date;
-}
-
-extern "C" BTS_EXPORT LLDateTime ll_yesterday() {
-   auto now = datetime::now() - boost::gregorian::days(1);
-   return datetime::ll_from_parts(now.date().year(), now.date().month(), now.date().day(), 0, 0, 0, 0);
-}
-#endif
-}}
+#include "datetime.h"
+
+#include "bts_assert.h"
+#include "TimeStamp.h"
+
+#include <sstream>
+#include <boost/date_time/posix_time/posix_time.hpp>
+#include <boost/date_time/gregorian/gregorian.hpp>
+
+namespace bts {
+namespace datetime {
+
+const boost::gregorian::date anchor (1970, boost::gregorian::Jan, 1);
+const uint64_t anchor_ticks = 621355968000000000;
+const uint64_t micros_per_day = 86400000000;
+const uint64_t ticks_per_micro = 10;
+const uint64_t ticks_per_day = micros_per_day * ticks_per_micro;
+const uint64_t ticks_mask = 0x3FFFFFFFFFFFFFFF;
+// DateTimeKinds
+const uint64_t KindUnspecified = 0x0000000000000000;
+const uint64_t KindUtc = 0x4000000000000000;
+const uint64_t KindLocal = 0x8000000000000000;
+
+unsigned long long ptime_to_ll(PTime const &t, uint64_t const &kind) {
+   uint64_t days = (t.date() - anchor).days();
+   uint64_t usecs = t.time_of_day().total_microseconds();
+	uint64_t ticks = anchor_ticks + usecs * ticks_per_micro + days * ticks_per_day;
+	return (ticks & ticks_mask) | kind;
+}
+
+unsigned long long ptime_to_ll(PTime const &t) {
+	return ptime_to_ll(t, KindUnspecified);
+}
+
+LLDateTime ll_now() {
+   return ptime_to_ll(boost::posix_time::microsec_clock::universal_time(), KindUtc);
+}
+
+LLDateTime ll_local_now() {
+   return ptime_to_ll(boost::posix_time::microsec_clock::local_time (), KindLocal);
+}
+
+long unix_now() {
+   return (boost::posix_time::microsec_clock::universal_time() - PTime(anchor)).total_microseconds() / (long)1E6;
+}
+
+long long ll_diff_in_us (unsigned long long ll1, unsigned long long ll2)
+{
+#ifndef NO_CPP0X
+   auto p1 = ll_to_ptime (ll1);
+   auto p2 = ll_to_ptime (ll2); // NOLINT
+   return (p2 - p1).total_microseconds ();
+#else
+   return 0;
+#endif
+}
+
+
+long long ptime_diff_in_us (PTime const &t1, PTime const &t2)
+{
+   return (t1 - t2).total_microseconds ();
+}
+
+long long ptime_diff_in_ms (PTime const &t1, PTime const &t2)
+{
+   return (t1 - t2).total_milliseconds ();
+}
+
+long long ptime_diff_in_secs (PTime const &t1, PTime const &t2)
+{
+   return (t1 - t2).total_seconds ();
+}
+
+PTime timestamp_to_ptime(utils::TimeStamp const&t)
+{
+   auto now_ts = utils::TimeStamp::now();
+   auto now = datetime::now();
+
+   auto delta = (now_ts - t).milliseconds();
+   return now - boost::posix_time::milliseconds(delta); 
+}
+
+utils::TimeStamp ptime_to_timestamp(PTime const &t)
+{
+   auto now_ts = utils::TimeStamp::now();
+   auto now = datetime::now();
+
+   auto delta = (now - t).total_milliseconds();
+   return now_ts.shift_ms (delta);
+}
+
+long long usecs_since (PTime const &t1)
+{
+   return (boost::posix_time::microsec_clock::universal_time () - t1).total_microseconds ();
+}
+
+long long msecs_since (PTime const &t1)
+{
+   return (boost::posix_time::microsec_clock::universal_time () - t1).total_milliseconds ();
+}
+
+PTime now ()
+{
+   return boost::posix_time::microsec_clock::universal_time ();
+}
+
+PTime local_now ()
+{
+   return boost::posix_time::microsec_clock::local_time ();
+}
+
+PTime make_ptime (int year, int month, int day)
+{
+   // January=1
+   bts_assert_d(month > 0);
+   boost::gregorian::date dt (year, boost::gregorian::greg_month (month),day);
+   return PTime (dt);
+}
+
+PTime make_ptime (int year, int month, int day, int hour, int minute, int second, int millisecond)
+{
+   boost::gregorian::date dt (year, boost::gregorian::greg_month (month),day);
+   return PTime (dt, boost::posix_time::time_duration(hour, minute, second) + boost::posix_time::milliseconds(millisecond));
+}
+
+PTime ll_to_ptime (LLDateTime ll) {
+	ll &= ticks_mask;
+	uint64_t ticks_part = ll % ticks_per_day;
+	uint64_t days_part = (ll - anchor_ticks) / ticks_per_day;
+	return PTime(anchor + boost::gregorian::date_duration(days_part),
+		boost::posix_time::time_duration(boost::posix_time::microseconds(ticks_part / ticks_per_micro)));
+}
+
+extern "C" BTS_EXPORT int ll_to_cstr (LLDateTime ll, char*buffer, int buffer_sz)
+{
+   const int str_sz = sizeof ("20121204-14:44:02.000");
+   bts_assert (buffer_sz >= str_sz);
+   auto str = FIX_timestamp (ll_to_ptime (ll));
+   bts_assert (str.size () == str_sz-1);
+   memcpy (buffer,&str[0],str.size ());
+   buffer[str.size ()] = '\0';
+   return str.size ();
+}
+
+std::string time_string (PTime const &t)
+{
+   int hours = t.time_of_day ().hours ();
+   int minutes = t.time_of_day ().minutes ();
+   int seconds = t.time_of_day ().seconds ();
+   int whole_ms = seconds * 1000 + minutes * 1000 * 60 + hours * 1000 * 60 * 60;
+   int frac_ms = t.time_of_day ().total_milliseconds () - whole_ms;
+   std::ostringstream out;
+   out <<  std::setw( 2 ) << std::setfill( '0' ) << hours << ":" 
+       <<  std::setw( 2 ) << std::setfill( '0' ) << minutes << ":" 
+       <<  std::setw( 2 ) << std::setfill( '0' ) << seconds << "."
+       <<  std::setw( 3 ) << std::setfill( '0' ) << frac_ms;
+   return out.str ();
+}
+
+std::string date_string (PTime const &t)
+{
+   std::string result (10,' ');
+   sprintf (&result[0], "%02d/%02d/%04d",
+            t.date ().month ().as_number (),
+            t.date ().day ().as_number (),
+            (unsigned short) t.date ().year ());
+   return result;
+}
+
+std::string iso_date_time_string (PTime const &t)
+{
+   return boost::posix_time::to_iso_extended_string(t);
+}
+
+std::string simple_date_time_string (PTime const &t)
+{
+   return boost::posix_time::to_simple_string(t);
+}
+
+std::string FIX_date_time_string (PTime const &t)
+{
+   std::string result (strlen ("20121204-14:44:02"),' ');
+   sprintf (&result[0],"%d%02d%02d-%02d:%02d:%02d",
+            (unsigned short) t.date ().year (),
+            t.date ().month ().as_number (),
+            t.date ().day ().as_number (),
+            t.time_of_day ().hours (),
+            t.time_of_day ().minutes (),
+            t.time_of_day ().seconds ());
+   return result;
+}
+
+void FIX_timestamp (PTime const &t, std::string *out)
+{
+   int hours = t.time_of_day ().hours ();
+   int minutes = t.time_of_day ().minutes ();
+   int seconds = t.time_of_day ().seconds ();
+   int whole_ms = seconds * 1000 + minutes * 1000 * 60 + hours * 1000 * 60 * 60;
+   int frac_ms = t.time_of_day ().total_milliseconds () - whole_ms;
+   out->resize(sizeof ("20121204-14:44:02.000"));
+
+#ifdef WIN32
+   _snprintf (&(*out)[0],out->size (),
+              "%04d%02d%02d-%02d:%02d:%02d.%03d",
+              (int) t.date ().year (),
+              t.date ().month ().as_number (),
+              t.date ().day ().as_number (),
+              hours,
+              minutes,
+              seconds,
+              frac_ms);
+#else
+   snprintf (&(*out)[0],out->size (),
+             "%04d%02d%02d-%02d:%02d:%02d.%03d",
+             (int) t.date ().year (),
+             t.date ().month ().as_number (),
+             t.date ().day ().as_number (),
+             hours,
+             minutes,
+             seconds,
+             frac_ms);
+#endif
+   out->resize (out->size ()-1);
+}
+
+std::string FIX_timestamp (PTime const &t)
+{
+   std::string result;
+   FIX_timestamp(t,&result);
+   return result; 
+}
+
+bool is_from_today(PTime const &time)
+{
+   return (time.date() == boost::posix_time::microsec_clock::universal_time().date());
+}
+
+bool is_at_least_msecs_old (PTime const &time, uint64_t ms)
+{
+   PTime now = boost::posix_time::microsec_clock::universal_time ();
+   return (now - time).total_milliseconds () >= (int64_t) ms;
+}
+
+bool is_at_least_secs_old (PTime const &time, uint64_t sec)
+{
+   PTime now = boost::posix_time::microsec_clock::universal_time ();
+   return (now - time).total_seconds () >= (int64_t) sec;
+}
+
+bool is_at_least_mins_old (PTime const &time, uint64_t mins)
+{
+   PTime now = boost::posix_time::microsec_clock::universal_time ();
+   return ((now - time).total_seconds ()/60) >= (int64_t) mins;
+}
+
+BTS_EXPORT bool is_at_least_hours_old (PTime const &time, uint64_t hours)
+{
+   PTime now = boost::posix_time::microsec_clock::universal_time ();
+   int64_t secs = (int64_t) ((now - time).total_seconds ());
+   return (secs/60/60) >= (int64_t) hours;
+}
+
+BTS_EXPORT bool is_at_least_days_old (PTime const &time, uint64_t days)
+{
+   return is_at_least_hours_old (time, days *24);
+}
+
+BTS_EXPORT LLDateTime ll_from_unix_epoch(long seconds)
+{
+   PTime result(anchor, boost::posix_time::seconds(seconds));
+   return ptime_to_ll(result, KindUnspecified);
+}
+
+BTS_EXPORT LLDateTime ll_from_unix_epoch_ms(long long milliseconds)
+{
+   PTime result(anchor, boost::posix_time::millisec(milliseconds));
+   return ptime_to_ll(result, KindUnspecified);
+}
+
+BTS_EXPORT void ll_to_parts(LLDateTime ll_time, int& year, int& month, int& day, int& hour, int& minute, int& second, int& millisecond)
+{
+   PTime t = ll_to_ptime(ll_time);
+   year = t.date().year();
+   month = t.date().month();
+   day = t.date().day();
+   hour = t.time_of_day().hours();
+   minute = t.time_of_day().minutes();
+   second = t.time_of_day().seconds();
+   int whole_ms = second * 1000 + minute * 1000 * 60 + hour * 1000 * 60 * 60;
+   millisecond = t.time_of_day().total_milliseconds() - whole_ms;
+}
+
+BTS_EXPORT LLDateTime ll_from_parts(int year, int month, int day, int hour, int minute, int second, int millisecond)
+{
+   return ptime_to_ll(make_ptime(year, month, day, hour, minute, second, millisecond)); // NOLINT
+}
+
+BTS_EXPORT LLDateTime ll_from_date(const Date& date) {
+   if (date.year == 0 && date.day == 0 && date.month == 0) {
+      return 0;
+   }
+   return ll_from_parts(date.year, date.month, date.day, 0, 0, 0, 0);
+}
+
+Date ll_to_date(LLDateTime time) {
+   Date date;
+   int year, month, day, unused;
+   ll_to_parts(time, year, month, day, unused, unused, unused, unused);
+   date.year = year;
+   date.month = month;
+   date.day = day;
+   return date;
+}
+
+struct UtcTimeStamp  {
+   int hour;
+   int min;
+   int sec;
+   int msec;
+   int day;
+   int month;
+   int year;
+};
+
+struct UtcTimeStampConvertor
+{
+  static UtcTimeStamp convert( const std::string& value)
+  {
+    bool haveMilliseconds = false;
+
+    switch( value.size() )
+    {
+      case 21: haveMilliseconds = true;
+      case 17: break;
+      default: bts_assert(false);
+    }
+
+    int i = 0;
+    int c = 0;
+    for( c = 0; c < 8; ++c )
+      if( !isdigit(value[i++]) ) bts_assert(false);
+    if (value[i++] != '-') bts_assert(false);
+    for( c = 0; c < 2; ++c )
+      if( !isdigit(value[i++]) ) bts_assert(false);
+    if( value[i++] != ':' ) bts_assert(false);
+    for( c = 0; c < 2; ++c )
+      if( !isdigit(value[i++]) ) bts_assert(false);
+    if( value[i++] != ':' ) bts_assert(false);
+    for( c = 0; c < 2; ++c )
+      if( !isdigit(value[i++]) ) bts_assert(false);
+
+    if( haveMilliseconds )
+    {
+      if( value[i++] != '.' ) bts_assert(false);
+      for( c = 0; c < 3; ++c )
+	      if( !isdigit(value[i++]) ) bts_assert(false);
+    }
+
+    int year, mon, mday, hour, min, sec, millis;
+
+    i = 0;
+
+    year = value[i++] - '0';
+    year = 10 * year + value[i++] - '0';
+    year = 10 * year + value[i++] - '0';
+    year = 10 * year + value[i++] - '0';
+
+    mon = value[i++] - '0';
+    mon = 10 * mon + value[i++] - '0';
+    if( mon < 1 || 12 < mon ) bts_assert(false);
+
+    mday = value[i++] - '0';
+    mday = 10 * mday + value[i++] - '0';
+    if( mday < 1 || 31 < mday ) bts_assert(false);
+
+    ++i; // skip '-'
+
+    hour = value[i++] - '0';
+    hour = 10 * hour + value[i++] - '0';
+    // No check for >= 0 as no '-' are converted here
+    if( 23 < hour ) bts_assert(false);
+
+    ++i; // skip ':'
+
+    min = value[i++] - '0';
+    min = 10 * min + value[i++] - '0';
+    // No check for >= 0 as no '-' are converted here
+    if( 59 < min ) bts_assert(false);
+
+    ++i; // skip ':'
+
+    sec = value[i++] - '0';
+    sec = 10 * sec + value[i++] - '0';
+
+    // No check for >= 0 as no '-' are converted here
+    if( 60 < sec ) bts_assert(false);
+
+    if( haveMilliseconds )
+    {
+      millis = (100 * (value[i+1] - '0')
+                + 10 * (value[i+2] - '0')
+                + (value[i+3] - '0'));
+    }
+    else
+      millis = 0;
+
+    return UtcTimeStamp {hour, min, sec, millis, mday, mon, year};
+  }
+};
+
+PTime parse_FIX_timestamp (const std::string &ts_str)
+{
+   auto ts = UtcTimeStampConvertor::convert (ts_str);
+   boost::gregorian::date dt(ts.year, ts.month, ts.day);
+   // fucking boost. unbelieavable.
+   auto ticks_per_second = boost::posix_time::time_duration::rep_type::res_adjust();
+   boost::posix_time::time_duration td (ts.hour, ts.min, ts.sec, ts.msec * (ticks_per_second / 1000));
+   return PTime(dt, td);
+}
+ 
+#ifndef NO_CPP0X
+extern "C" BTS_EXPORT LLDateTime ll_today() {
+   return datetime::ll_from_date(today());
+}
+
+BTS_EXPORT Date today() {
+   auto now = datetime::now();
+   Date date;
+   date.year = now.date().year();
+   date.month = now.date().month();
+   date.day = now.date().day();
+   return date;
+}
+BTS_EXPORT Date add_days(Date indate, int days) {
+   boost::gregorian::date dt(indate.year, indate.month, indate.day);
+   auto adjusted_dt = dt + boost::gregorian::days(days);
+   Date date(adjusted_dt.year(), adjusted_dt.month(), adjusted_dt.day());
+   return date;
+}
+
+extern "C" BTS_EXPORT LLDateTime ll_yesterday() {
+   auto now = datetime::now() - boost::gregorian::days(1);
+   return datetime::ll_from_parts(now.date().year(), now.date().month(), now.date().day(), 0, 0, 0, 0);
+}
+#endif
+}}

src/server/sparkd/http/ApiGateway.cpp

@@ -151,10 +151,12 @@ std::string get_server_info(const api::ServiceContext& ctx) {
 
    if (response.success()) {
       ss << "  \"users\": [" << endl;
+      bool first = true;
       for (const auto& user : response.result()->users()) {
          if (user.is_present()) {
             ss << "    ";
-            if (&user != &response.result()->users()[0]) ss << ",";
+            if (first) { first = false; }
+            else { ss << ","; }
             ss << "{ ";
             ss << "\"name\": \"" << user.name() << "\", ";
             ss << "\"operator_id\": \"" << user.user_data().exchange_user_data().cme_data().operator_id() << "\"";

src/web/ui/src/Accounts/View.fs

@@ -653,7 +653,7 @@ let exchangeSettings model dispatch =
     Fields.enumSelect "CTI" (toHuman false CTICode.values cme.cti) (allToHuman false CTICode.values) [] (fromHuman CTICode.values>>CMEExchangeField.CTI>>send)
     Fields.enumSelect "Origin" (toHuman false CustomerOrFirm.values cme.origin) (allToHuman false CustomerOrFirm.values) [] (fromHuman CustomerOrFirm.values>>CMEExchangeField.Origin>>send)
     //Fields.text "Takeup Member Code" cme.takeupMemberCode [] (TakeupMember>>send)
-    Fields.text "Clearing Account" cme.clearingAccount [] (CMEExchangeField.ClearingAccount>>send)
+    Fields.text "Clearing Account" cme.clearingAccount [MaxLength 12.0] (CMEExchangeField.ClearingAccount>>send)
     //Fields.text "Direct Electronic Access" cme.directElectronicAccess [] (DirectElectronicAccess>>send)
     //Fields.text "Trading Capacity" cme.tradingCapacity [] (TradingCapacity>>send)
     //Fields.text "Liquidity Provision" cme.liquidityProvision [] (LiquidityProvision>>send)
@@ -661,7 +661,7 @@ let exchangeSettings model dispatch =
     h2 [Class "is-size-3"] [ str "SIM" ]
     Fields.enumSelect "CTI" (toHuman false CTICode.values sim.cti) (allToHuman false CTICode.values) [] (fromHuman CTICode.values>>SIMExchangeField.CTI>>sendSim)
     Fields.enumSelect "Origin" (toHuman false CustomerOrFirm.values sim.origin) (allToHuman false CustomerOrFirm.values) [] (fromHuman CustomerOrFirm.values>>SIMExchangeField.Origin>>sendSim)
-    Fields.text "Clearing Account" sim.clearingAccount [] (SIMExchangeField.ClearingAccount>>sendSim)
+    Fields.text "Clearing Account" sim.clearingAccount [MaxLength 12.0] (SIMExchangeField.ClearingAccount>>sendSim)
 
   ]
 

src/web/ui/src/Users/State.fs

@@ -226,8 +226,8 @@ let update msg (model:Users.Types.Model) : Model * Cmd<Msg> =
     model, Cmd.Empty
   | UpdateField field ->
     { model with scratchUser = applyUpdate field model.scratchUser; ConfirmModal = ("", Msg.SwitchTab model.currentTab) } , Cmd.Empty
-  | Clone usr ->
-    { model with scratchUser = { usr with id = 0u; name = usr.name + "_copy" }}, Cmd.Empty
+  | CloneUser ->
+    { model with PreviousScratchUser = model.scratchUser; scratchUser = { model.scratchUser with id = 0u; name = sprintf "%s_clone" model.scratchUser.name }; OptionsMenuOpen = ""}, Cmd.ofMsg (SwitchTab General)
   | CopyFrom (usrSrc, usrDest) ->
     let nusr = { usrSrc with
                   id = usrDest.id

src/web/ui/src/Users/Types.fs

@@ -36,7 +36,7 @@ type Msg =
   | RpcResponse of string
   | UpdateAdminData of AdminData
   | UpdateField of UserField
-  | Clone of BTSUser
+  | CloneUser
   | CopyFrom of BTSUser * BTSUser
   | Delete of BTSUser
   | AddUser

src/web/ui/src/Users/View.fs

@@ -152,7 +152,7 @@ let orderRoutingTabView (model:Model) (dispatch:Msg->Unit) =
       h2 [Class "is-size-3"] [ str "CME" ]
       div []
         [
-          Fields.text "Operator ID" cmeData.operatorId [] (CMEOperatorID >> UpdateField >> dispatch)
+          Fields.text "Operator ID" cmeData.operatorId [ MaxLength 18.0 ] (CMEOperatorID >> UpdateField >> dispatch)
           //Fields.text "ATS Operator ID"  cmeData.atsOperatorId [] (ATSOperatorID >> UpdateField >> dispatch)
           Fields.text "SMP ID" cmeData.smpId [] (SMPID >> UpdateField >> dispatch)
           Fields.mapSelect "SMP Instruction" State.SMPInstructionMap None (Some cmeData.smpInstruction) (SMPInstruction >> UpdateField >> dispatch)
@@ -164,7 +164,7 @@ let orderRoutingTabView (model:Model) (dispatch:Msg->Unit) =
       h2 [Class "is-size-3"] [ str "Sim" ]
       div []
         [
-          Fields.text "Operator ID" simData.operatorId [] (SimOperatorID >> UpdateField >> dispatch)
+          Fields.text "Operator ID" simData.operatorId [ MaxLength 18.0 ] (SimOperatorID >> UpdateField >> dispatch)
           Fields.text "Location" simData.location [] (SimLocation >> UpdateField >> dispatch)
 
         ]
@@ -178,27 +178,6 @@ let userControls (model:Model) (dispatch:Msg->Unit) =
     [
       saveButton model dispatch
       Button.button "Revert" "" "" (if dirty then Button.Enabled else Button.Disabled) (fun _ -> SwitchUser (currentUser) |> dispatch)
-      (*p [ ClassName "control" ]
-        [ a [ ClassName "button is-light"
-              Title "Clone"
-              OnClick (fun _ ->  dispatch <| Clone currentUser)
-              Disabled disabled
-            ]
-            [ span [ ClassName "icon is-small" ]
-                [ i [ ClassName "fa fa-clone" ]
-                    [ ] ]
-            ]
-        ]*)
-      (*p [ ClassName "control" ]
-        [ a [ ClassName "button is-light" ]
-            [ span [ ClassName "icon is-small"
-                     Title "Copy from user 1 ..."
-                     OnClick (fun _ -> dispatch <| CopyFrom (usersList.Head, currentUser))
-                   ]
-                [ i [ ClassName "fa fa-copy" ]
-                    [ ] ]
-            ]
-        ]*)
     ]
 
 
@@ -276,7 +255,11 @@ let userSelectionGrid (usersList:BTSUser list) (currentUser:BTSUser) (dispatch:M
 
 let menuItem (user:BTSUser) (selectedUser:BTSUser) model dispatch =
   a [ ClassName (isActiveUser user.id selectedUser)
-      OnClick (fun _ -> SwitchUser user |> dispatch)
+      OnClick (fun _ ->
+        match user.name = model.OptionsMenuOpen with
+        | false ->  SwitchUser user |> dispatch
+        | _ -> ()
+      )
       ] [
       span [] [ str user.name ]
       span [ Class "is-pulled-right menu-icon" ]
@@ -305,6 +288,10 @@ let menuItem (user:BTSUser) (selectedUser:BTSUser) model dispatch =
                           OnClick (fun _ -> dispatch <| Delete user)
                         ]
                         [ str "Remove" ]
+                      a [ Class "dropdown-item"
+                          OnClick (fun _ -> dispatch <| CloneUser)
+                        ]
+                        [ str "Clone" ]
                   ]
               ]
           ]

tools/udp.py

@@ -0,0 +1,29 @@
+#!/usr/bin/python
+
+import sys, os
+import socket, binascii
+
+if len(sys.argv) < 3:
+   print "Usage: udp.py <group> <port> <listen address>"
+   exit(0)
+mcast_grp = sys.argv[1]
+mcast_port = int(sys.argv[2])
+listen_addr = len(sys.argv) == 4 and sys.argv[3] or '0.0.0.0'
+
+sock = socket.socket(socket.AF_INET, socket.SOCK_DGRAM, socket.IPPROTO_UDP)
+sock.setsockopt(socket.SOL_SOCKET, socket.SO_REUSEADDR, 1)
+sock.setsockopt(socket.IPPROTO_IP, socket.IP_MULTICAST_TTL, 32)
+sock.setsockopt(socket.IPPROTO_IP, socket.IP_MULTICAST_LOOP, 1)
+sock.bind((mcast_grp, mcast_port))
+
+host = listen_addr
+sock.setsockopt(socket.SOL_IP, socket.IP_MULTICAST_IF, socket.inet_aton(host))
+sock.setsockopt(socket.SOL_IP, socket.IP_ADD_MEMBERSHIP, socket.inet_aton(mcast_grp) + socket.inet_aton(host))
+
+while 1:
+   try:
+      data, addr = sock.recvfrom(1024)
+   except socket.error, e:
+      print "error", e
+   hexdata = binascii.hexlify(data)
+   print 'Data = %s' % hexdata