Merged in SPARK-2082 (pull request #181)

SPARK-2082 mview - canceled orders appear to be working

Approved-by: Eric Harding <eric.harding@bluetradesys.com>
Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>

doc/user/content/release_notes/_index.md

@@ -4,6 +4,20 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 1.5.5
+  - Fixed Market View 'stale working orders' bug
+
+## 1.5.4
+  - Avoided logging when warming up cache
+
+## 1.5.3
+  - Fixed sounds startup issue 
+
+## 1.5.2
+  - Added better logging to AlgoDefinitionService
+  
+## 1.5.1
+  - Fixed missing securities in the Fills and P&L windows.
 
 ## 1.5.0
 ### User Visible Changes
@@ -21,7 +35,7 @@ insert_anchor_links = "right"
   - The escape key now closes the floating order book
 #### Bug Fixes
   - Fixed the "Since Open" time filter to use the exchange open time rather than 8:30 AM
-  - Fixed a bug in the order book where sometimes parent orders whould not update their last message column.
+  - Fixed a bug in the order book where sometimes parent orders would not update their last message column.
   
 #### Algos
   - Added OCO Algo

src/client/spark/Notifications/INotificationService.cs

@@ -25,20 +25,28 @@ namespace bts.shell {
    }
 
    static class NotificationServiceExtensions {
+      /// TODO: remove this extension and force callers to use the appropriate 'link' method in <see cref="INotificationService"/> (it is smelly, and is NOT ACTUALLY STRONGLY TYPED)
       public static IDisposable link<T>(this INotificationService notification_service, IPredicate<T> predicate, SoundNotification sound) {
          if (predicate is IPredicate<OrderTuple> orp)
             return notification_service.link_to_order(orp, sound);
+         if (predicate is IPredicate<OrderSecurity> osp) {
+            // Note: watch out for implicit types as generic type arguments (although OrderSecurity can be implicitly cast to OrderTuple, IPredicate<OrderSecurity> CANNOT be implicitly cast to IPredicate<OrderTuple>)
+            return notification_service.link_to_order(PredicateBuilder.create<OrderTuple>(ot => osp.trigger(new OrderSecurity(ot.Item1, ot.Item2))), sound);
+         }
          if (predicate is IPredicate<Activity> ap)
             return notification_service.link_to_activity(ap, sound);
-         throw new ArgumentException(nameof(predicate));
+         Log.Ui.error($"Unable to activate sound-trigger (unrecognized predicate type '{typeof(T)}').");
+         return Disposable.empty;
       }
 
+      /// TODO: remove this extension and force callers to use the appropriate 'link' method in <see cref="INotificationService"/> (it is smelly, and is NOT ACTUALLY STRONGLY TYPED)
       public static IDisposable link<T>(this INotificationService notification_service, INotificationPredicate<T> toast_notification_predicate) {
          if (toast_notification_predicate is INotificationPredicate<OrderTuple> orp)
             return notification_service.link_to_order(orp);
          if (toast_notification_predicate is INotificationPredicate<Activity> ap)
             return notification_service.link_to_activity(ap);
-         throw new ArgumentException(nameof(toast_notification_predicate));
+         Log.Ui.error($"Unable to activate toast-notification-trigger (unrecognized predicate type '{typeof(T)}').");
+         return Disposable.empty;
       }
    }
 

src/client/spark/Orders/FillTuple.cs

@@ -13,11 +13,11 @@ namespace mbts.spark {
       public readonly AlgoData? algo;
       public readonly AlgoDefinitionMetadata? algo_meta;
 
-      public FillTuple(FillImmutable fill, OrderSecurityAlgoMeta? order_tuple) {
-         this.fill = fill;
+      public FillTuple((SecurityImmutable? sec, FillImmutable val) fill, OrderSecurityAlgoMeta? order_tuple) {
+         this.fill = fill.val;
+         this.security = fill.sec;
          if (order_tuple is OrderSecurityAlgoMeta osam) {
             order = osam.order;
-            security = osam.security;
             algo = osam.algo;
             algo_meta = osam.meta;
          }

src/client/spark/Orders/OrdersModel.cs

@@ -91,12 +91,13 @@ namespace mbts.spark {
             _service.subscribei_fills()
             .Naggle(interval, scheduler)
             .PermissionFilter(admin_model.on_admin_data)
+            .join(sstore, f => f.SecurityKey)
             .Table().Cache();
          var fill_order_tuples_join = on_fills.LeftJoin(
             on_order_tuples,
-            f => f.FillKey,
+            f => f.val.FillKey,
             o => o.order.Key,
-            f => f.OrderKey,
+            f => f.val.OrderKey,
             (f, fk, o, ok) => new FillTuple(f, o),
             (f, fk, ok) => new FillTuple(f, null),
             f => f.fill.FillKey);
@@ -284,7 +285,7 @@ namespace mbts.spark {
       // DO NOT REMOVE (END)
 
       public static IObservable<ITableUpdateTransform<OrderRecordImmutable, uint>> on_security_root_orders(this OrdersModel orders_model, uint security_key) =>
-         orders_model.on_security_orders(security_key).Scan(new RootOrderData(), (rod, table) => {
+         orders_model.on_security_orders(security_key).AddRemoveOnly().Scan(new RootOrderData(), (rod, table) => {
             // ** using HashSet/List pairs, rather than a Dictionary, because TableUpdateTransform calls for IReadOnlyLists, while Dictionary.Values only implements IReadOnlyCollection.
             // (this way, we avoid copying both added/removed Dictionary.Values to new Lists at the end, see comment at bottom of method if this is unclear) **
             var added_root_keys = new HashSet<uint>();

src/client/sparkcmd/Cmd/ServiceTail.cs

@@ -19,6 +19,7 @@ namespace bts {
          // The following are not implemented. If you need them get to work.
          HasOption("path", "Path inside the row to use for display. Ex: 'Id' or 'Name' ", ignore);
          HasOption("all", "Invlude 'all' rows on every print", _ => _all = true);
+         HasAdditionalArguments(null, " [nothing]");
       }
       public override int Run(string[] remainingArguments) {
          var arg = this.get_argument("method");

src/lib/CMakeDeps_win.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/AuthService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/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/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;utils/Puid.cpp;utils/SecureLogon.cpp;utils/SharedMemory.cpp;utils/Sqlite_utils.cpp;utils/Uuid.cpp;utils/datetime.cpp;utils/download.cpp;utils/file_utils.cpp;utils/init_spark_lib.cpp;utils/is_unittest_environment.cpp;utils/stats.cpp;utils/tests/AuthTokenTests.cpp;utils/thread_manager.cpp)
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/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/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;utils/Puid.cpp;utils/SecureLogon.cpp;utils/SharedMemory.cpp;utils/Sqlite_utils.cpp;utils/Uuid.cpp;utils/datetime.cpp;utils/download.cpp;utils/file_utils.cpp;utils/init_spark_lib.cpp;utils/is_unittest_environment.cpp;utils/stats.cpp;utils/tests/AuthTokenTests.cpp;utils/thread_manager.cpp)

src/lib/logging/LoggerHub.cpp

@@ -110,6 +110,7 @@ void LoggerHub::do_work() {
          std::this_thread::sleep_for(10ms);
    }
 
+   auto start = Timer::now();
    for (;;) {
       auto all_shutdown = false;
       {
@@ -117,7 +118,7 @@ void LoggerHub::do_work() {
          consume_log_recs();
          all_shutdown = me->loggers.empty();
       }
-      if (all_shutdown)
+      if (all_shutdown || std::abs(sec_diff(start, Timer::now())) > 2)
          return;
       else
          std::this_thread::yield();

src/lib/orderman/orders/NativeOrder.cpp

@@ -1,10 +1,10 @@
 #include "NativeOrder.h"
 
 #include "lib/api/services/OrderService.pb.h"
+#include "lib/domain_model/Security.h"
 #include "lib/jetfix/codec/FIXFragment.h"
 #include "lib/jetfix/codec/FieldDefinitions.h"
 #include "lib/logging/logging.h"
-#include "lib/domain_model/Security.h"
 #include "lib/orderman/order_factory/IOrderFactory.h"
 #include "lib/orderman/order_router/OrderRouter.h"
 #include "lib/orderman/orderman_utils/ExecutionReport.h"
@@ -276,7 +276,8 @@ void NativeOrder::on_init_from_exe_report(
 
 NativeOrder::~NativeOrder() {}
 
-bool NativeOrder::_on_activate(Price p, Quantity q,
+bool NativeOrder::_on_activate(log::Level reject_level,
+                               log::Level transition_level, Price p, Quantity q,
                                bts::orderman::OrderServices &services,
                                trace::CorID const &trace) {
    auto scoped_log =
@@ -295,11 +296,12 @@ bool NativeOrder::_on_activate(Price p, Quantity q,
 
    // is our gateway connected?
    if (!me->services->is_gateway_connected(*me->session_services)) {
-      LOG(OrderMan, Warn,
+      LOG(OrderMan, reject_level,
           "Attempt to send order to a disconnected gateway. "
           "Dropping order {}",
           key().value());
-      transition(ORDER_STATUS_REJECTED_BY_SPARK, "Exchange gateway is down");
+      transition(transition_level, ORDER_STATUS_REJECTED_BY_SPARK,
+                 "Exchange gateway is down");
       return false;
    }
 
@@ -308,13 +310,13 @@ bool NativeOrder::_on_activate(Price p, Quantity q,
        UserID(me->definition.user_id()),
        AccountID(me->definition.account_id()));
    if (!lqr.ok) {
-      LOG(OrderMan, Warn,
+      LOG(OrderMan, reject_level,
           "Unauthorized order attempted. User: {} on "
           "Account: {}. Msg: {} Order: {}. Dropping order",
           me->definition.user(), me->definition.account(), lqr.error_msg,
           key().value());
 
-      transition(ORDER_STATUS_REJECTED_BY_SPARK,
+      transition(transition_level, ORDER_STATUS_REJECTED_BY_SPARK,
                  fmt::format("Unauthorized order: {}", lqr.error_msg));
       return false;
    }
@@ -325,24 +327,24 @@ bool NativeOrder::_on_activate(Price p, Quantity q,
        q);
 
    if (!lqr.ok) {
-      LOG(OrderMan, Warn,
+      LOG(OrderMan, reject_level,
           "New order would breach limit. User: {} Account: "
           "{} Msg: {} Order: {}. Dropping order",
           me->definition.user(), me->definition.account(), lqr.error_msg,
           key().value());
 
-      transition(ORDER_STATUS_REJECTED_BY_SPARK,
+      transition(transition_level, ORDER_STATUS_REJECTED_BY_SPARK,
                  fmt::format("Order would breach limit: {}", lqr.error_msg));
       return false;
    }
 
    // are we under the messaging threshold?
    if (!me->services->governor(*me->session_services).can_send()) {
-      LOG(OrderMan, Warn,
+      LOG(OrderMan, reject_level,
           "New order would cause breach of messaging "
           "limits. Dropping order {}",
           key().value());
-      transition(ORDER_STATUS_REJECTED_BY_SPARK,
+      transition(transition_level, ORDER_STATUS_REJECTED_BY_SPARK,
                  "Messaging threshold breached");
       return false;
    }
@@ -391,7 +393,7 @@ void NativeOrder::warm_up_activate(OrderServicesData &data,
    bts_assert(!me->services);
    me->services = &services;
    init_order_services(data, services);
-   _on_activate(Price(0), Quantity(0), services, trace::CorID{});
+   _on_activate(NoLog, NoLog, Price(0), Quantity(0), services, trace::CorID{});
 
    me->services->unsubscribe_from_exe_report(*me->session_services,
                                              me->exe_report_sid);
@@ -411,7 +413,7 @@ void NativeOrder::on_activate(Price p, Quantity q,
 
    case ORDER_STATUS_INACTIVE:
       // this is a brand new order
-      if (_on_activate(p, q, services, trace)) {
+      if (_on_activate(Warn, Info, p, q, services, trace)) {
          me->services->queue_fix(*me->session_services,
                                  jetfix::MessageTypes::NewOrderSingle,
                                  me->create_encoding, trace);
@@ -1044,20 +1046,28 @@ bool NativeOrder::has_exchange_order_id() {
    return get_native_state(me->state).exchange_order_id().size();
 }
 
-void NativeOrder::transition(api::orderman::OrderStatus new_status,
+void NativeOrder::transition(log::Level level,
+                             api::orderman::OrderStatus new_status,
                              std::string const &msg) {
    auto const &from = OrderStatus_Name(me->state.status());
    auto const &to = OrderStatus_Name(new_status);
-   LOG(OrderMan, Info, "Transitioning order {} from {} to {}. Msg: {}",
-       key().value(), from, to, msg);
+   if (me->state.status() != new_status) {
+      LOG(OrderMan, level, "Transitioning order {} from {} to {}. Msg: {}",
+          key().value(), from, to, msg);
+   }
    me->state.set_status(new_status);
    me->state.set_last_msg(msg);
 }
 
+void NativeOrder::transition(api::orderman::OrderStatus new_status,
+                             std::string const &msg) {
+   transition(Info, new_status, msg);
+}
+
 void NativeOrder::transition(api::orderman::OrderStatus new_status) {
    auto const &from = OrderStatus_Name(me->state.status());
    auto const &to = OrderStatus_Name(new_status);
-   if (from != to)
+   if (me->state.status() != new_status)
       LOG(OrderMan, Info, "Transitioning order {} from {} to {}", key().value(),
           from, to);
    else

src/lib/orderman/orders/NativeOrder.h

@@ -32,14 +32,15 @@ class NativeOrder : public Order {
    void on_init_from_exe_report(ExecutionReport const &,
                                 const PreActivationOrderServices &);
 
-protected:
-   void warm_up_activate(OrderServicesData &,OrderServices&) override; 
-   
+ protected:
+   void warm_up_activate(OrderServicesData &, OrderServices &) override;
+
  private:
    struct PImpl;
    std::unique_ptr<PImpl> me;
 
-   bool _on_activate(Price, Quantity, bts::orderman::OrderServices &,
+   bool _on_activate(log::Level reject_level, log::Level transition_level,
+                     Price, Quantity, bts::orderman::OrderServices &,
                      trace::CorID const &);
    void on_exe_report(const NewExecutionReportEvent &);
    void on_cancel_reject(const CancelRejectEvent &);
@@ -49,6 +50,8 @@ protected:
    void init_fix();
    void add_exchange_order_id_to_fix();
 
+   void transition(log::Level level, api::orderman::OrderStatus new_state,
+                   std::string const &msg);
    void transition(api::orderman::OrderStatus new_state,
                    std::string const &msg);
    void transition(api::orderman::OrderStatus new_state);

src/server/sparkd/algo/AlgoDefinitionServiceServer.cpp

@@ -26,9 +26,19 @@ AlgoDefinitionServiceServer::AlgoDefinitionServiceServer(ServiceContext& context
 }
 AlgoDefinitionServiceServer::~AlgoDefinitionServiceServer() { }
 
+struct Trace {
+   Trace(std::string const &msg) : msg(msg) {LOG(Gen, Info, "begin {}",msg);}
+   ~Trace() {LOG(Gen, Info, "end {}",msg);}
+   std::string msg;
+};
+
 void AlgoDefinitionServiceServer::save_algo_definition(
    const UpdateRequest& request,
    const APIResponse<UpdateResponse>& response) {
+
+   Trace t(fmt::format("{} {}", __PRETTY_FUNCTION__,
+                       utils::pb::to_string(request)));
+
    UpdateResponse response_data;
    response_data.set_success(false);
    stringstream error;
@@ -71,6 +81,10 @@ void AlgoDefinitionServiceServer::save_algo_definition(
 
 void AlgoDefinitionServiceServer::remove_algo_definition(
    const RemoveRequest& request, const APIResponse<RemoveResponse>& response) {
+
+   Trace t(fmt::format("{} {}", __PRETTY_FUNCTION__,
+                       utils::pb::to_string(request)));
+
    RemoveResponse response_data;
    response_data.set_success(false);
    const Row* row = _find_row(request.key());
@@ -96,9 +110,12 @@ void AlgoDefinitionServiceServer::remove_algo_definition(
 #endif
    }
    response(response_data);
+
+   LOG(Gen, Info, "AlgoServiceServer.remove_algo_definition end");
 }
 
 const Row* AlgoDefinitionServiceServer::_find_row(const uint32_t key) {
+   Trace t(fmt::format("{} {}", __PRETTY_FUNCTION__,key));
    const auto& table = me->publisher.state_data();
    const auto it = table.find(key);
    if (it != table.end())
@@ -107,7 +124,9 @@ const Row* AlgoDefinitionServiceServer::_find_row(const uint32_t key) {
 }
 
 uint32_t AlgoDefinitionServiceServer::_get_unused_key() {
-   auto table = me->publisher.state_data();
+   Trace t(__PRETTY_FUNCTION__);
+
+   auto const &table = me->publisher.state_data();
    uint32_t unused = 1;
    while (table.find(unused) != table.end())
       unused++;
@@ -115,6 +134,8 @@ uint32_t AlgoDefinitionServiceServer::_get_unused_key() {
 }
 
 RowMetadata AlgoDefinitionServiceServer::_mk_metadata(const uint32_t user_id) {
+   Trace t(__PRETTY_FUNCTION__);
+
    RowMetadata meta;
    meta.set_is_active(true);
    meta.set_creator_user_id(user_id);
@@ -122,6 +143,8 @@ RowMetadata AlgoDefinitionServiceServer::_mk_metadata(const uint32_t user_id) {
 }
 
 void AlgoDefinitionServiceServer::_publish_all() {
+   Trace t(__PRETTY_FUNCTION__);
+
    map<string, map<string, string>> all_data = me->store->retrieve_all();
    auto table=all_data.find(me->table_name);
    if (table!=all_data.end()) {
@@ -138,6 +161,8 @@ void AlgoDefinitionServiceServer::_publish_all() {
 }
 
 bool AlgoDefinitionServiceServer::_publish_update(bool insert, const Row& row) {
+   Trace t(fmt::format("{} {} {}", __PRETTY_FUNCTION__,insert,utils::pb::to_string(row)));
+
    string ser;
    if(row.SerializeToString(&ser)) {
       if (insert)
@@ -154,4 +179,4 @@ bool AlgoDefinitionServiceServer::_publish_update(bool insert, const Row& row) {
 } // namespace algo
 } // namespace orderman
 } // namespace api
-} // namespace bts
+} // namespace bts

src/server/sparkd/md/platforms/mdp3_onixs/MDP3Main.cpp

@@ -338,8 +338,6 @@ unique_ptr<MDP3Listener> MDP3Main::prepare_listener(onixs::Handler& handler, con
       producer_channels.push_back(_producer.get_channel(symbol.symbol().c_str(), symbol.type(), symbol.exchange()));
   }
 
-   const auto& options = channel_settings_for(channel.id);
-
    unique_ptr<MDP3Listener> listener(new MDP3Listener(_index, _producer, /*_settlement_recorder,*/ producer_channels));
    for (auto& symbol : channel.symbols) {
       listener->add_filter_symbol(symbol.symbol());