Merge branch 'dotnet' of bitbucket.org:bluetradesys/spark into windows_docker

pos neutral spreads's fuures are not checked for pos limits

.gitignore

@@ -34,3 +34,4 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
+CMakeDeps.cmake

.vscode/launch.json

@@ -46,7 +46,7 @@
             "sourceFileMap": {
                 "/home/bts/spark/": "${workspaceRoot}"
             }
-        },
+        },     
         {
             "name": "(gdb) Launch",
             "type": "cppdbg",
@@ -345,12 +345,11 @@
             "name": ".NET Core Remote Launch",
             "type": "coreclr",
             "request": "launch",
-            "program": "/usr/bin/dotnet",
+            "program": "sparkcmd",
             "args": [
-                "sparkcmd.dll",
                 "test",
-                "test_join_create_and_takeout_market"
             ],
+            "env": {"LD_LIBRARY_PATH" : "."},
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/server",
             "pipeTransport": {
@@ -361,11 +360,11 @@
                 "debuggerPath": "/home/bts/vsdbg/vsdbg",
                 "pipeCwd": "${workspaceRoot}",
                 "quoteArgs": true
-            },
+            },           
             "sourceFileMap": {
                 "/home/bts/spark/": "${workspaceRoot}"
             },
             "justMyCode": false
-        },
+        },               
     ]
 }

CMakeLists.txt

@@ -48,6 +48,7 @@ else ()
   add_subdirectory(doc/user)
   add_subdirectory(src/sdk)
   add_subdirectory(src/data_files)
+  add_subdirectory(src/client)
 
   add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
@@ -59,7 +60,17 @@ else ()
     COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
     COMMENT "Creating server runtime layout"
+    DEPENDS sparkd data_files_dir spark_client_dir
     DEPENDS sparkd data_files_dir)  
 
   add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
+  
+if(${CMAKE_BUILD_TYPE} STREQUAL "Debug")
+   add_custom_command(TARGET server_layout POST_BUILD
+      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.0/linux-x64/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
+else()
+   add_custom_command(TARGET server_layout POST_BUILD
+      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.0/linux-x64/publish/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
+endif()
+      
 endif()

doc/user/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+set(sources /home/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)

doc/user/content/release_notes/_index.md

@@ -4,6 +4,28 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.15.0
+### User Visible Changes  
+  - Added ability to hide Ladder status messages via Ladder Settings -> Left Panel tab -> Show/Hide groupbox -> Status Message
+  - Synthetic cloning now allows for any parameter to be changed, including tick size and leg contracts
+  - Added ability to import synthetics from a CSV file; see our manual for further details on this process
+  - Reduced Iceberg reloading latency
+### Bug Fixes
+  - Fixed a bug where highlighted fills could lose their highlight status
+  - Fixed a bug where the (Mini) OrderBook PIQ could be displaying an old value
+
+## 2.14.3
+### Bug Fixes
+  - Fixed a bug regarding ICE logon messaging
+  
+## 2.14.2
+### Bug Fixes
+  - Fixed a bug regarding ICE messaging
+  
+## 2.14.1
+### Bug Fixes
+  - Fixed a bug regarding ICE logon authentication
+  
 ## 2.14.0
 ### User Visible Changes  
   - All ladders can now be recentered by (shift or alt) + double clicking over the Price column in a ladder

src/client/CMakeLists.txt

@@ -0,0 +1,19 @@
+
+cmake_minimum_required(VERSION 3.5)
+project(spark_client)
+include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
+
+file(GLOB_RECURSE spark_client_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.cs)
+file(GLOB_RECURSE spark_client_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.csproj)
+file(GLOB_RECURSE spark_ui_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.cs)
+file(GLOB_RECURSE spark_ui_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.csproj)
+list(REMOVE_ITEM spark_ui_sources ${spark_client_sources} )
+list(REMOVE_ITEM spark_ui_csproj ${spark_client_csproj} )
+
+add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/../
+   COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh
+   ARGS ${CMAKE_BUILD_TYPE} ${CMAKE_BINARY_DIR}
+   COMMENT "Building sparkcmd in netcore3"
+   DEPENDS libspark ${spark_client_sources} ${spark_client_csproj} ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh)
+
+   add_custom_target(spark_client_dir ALL DEPENDS ${CMAKE_BINARY_DIR}/../)   

src/client/Directory.Build.props

@@ -5,6 +5,7 @@
     <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
     <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
     <Externals>$(SparkRoot)\externals\windows</Externals>
+    <Externals Condition=" '$(OS)' != 'Windows_NT' ">$(SparkRoot)/externals/linux</Externals>
     <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
     <ErrorReport>None</ErrorReport>
     <Prefer32Bit>False</Prefer32Bit>
@@ -19,20 +20,25 @@
     <OutputPath>$(BaseOutputPath)\bin</OutputPath>
     <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
     <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
+    <BaseIntermediateOutputPath Condition=" '$(OS)' != 'Windows_NT' ">$(BaseOutputPath)\linuxobj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
+    <IntermediateOutputPath Condition=" '$(OS)' != 'Windows_NT' ">$(BaseOutputPath)\linuxobj\$(MSBuildProjectName)</IntermediateOutputPath>
     <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
 </PropertyGroup>
 
+
 <Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />
 
 <ItemGroup>
     <AvailableItemName Include="Proto2">
-        <Targets>CompileProto3</Targets>
+        <Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto2</Targets>
+        <Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto2Linux</Targets>
     </AvailableItemName>
     <AvailableItemName Include="Proto3">
-        <Targets>CompileProto3</Targets>
+        <Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto3</Targets>
+        <Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto3Linux</Targets>
     </AvailableItemName>
     <AvailableItemName Include="Proto3Excel">
-        <Targets>CompileProto3Excel</Targets>
+        <Targets Condition=" '$(OS)' == 'Windows_NT' ">CompileProto3Excel</Targets>
     </AvailableItemName>    
 </ItemGroup>
 
@@ -43,6 +49,14 @@
     <protogen>$(Externals)\bin\protogen.exe</protogen>
 </PropertyGroup>
 
+<PropertyGroup Label="ProtoBuf" Condition=" '$(OS)' != 'Windows_NT' ">
+    <ProtocPluginBase>$(SparkRoot)/src/lib/api/service_compiler</ProtocPluginBase>
+    <ProtoInclude>$(Externals)/include</ProtoInclude>
+    <protoc>$(Externals)/bin/protoc</protoc>
+    <protoc_rename>$(Externals)/bin/lowercase_files.sh</protoc_rename>
+    <protogen>$(Externals)/bin/protogen</protogen>
+</PropertyGroup>
+
 <ItemDefinitionGroup>
     <Proto2>
     </Proto2>

src/client/Directory.Build.targets

@@ -3,7 +3,7 @@
 
 
 <Target Name="CompileProto2" 
-    Condition="'@(Proto2)'!=''"
+    Condition="'@(Proto2)'!='' AND '$(OS)' == 'Windows_NT' "
     Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
     Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
     AfterTargets="PreBuildEvent">
@@ -28,7 +28,7 @@
     passes wipes out the additional compile includes that we add.
 -->
 <Target Name="CompileProto3" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3)'!=''"
+    Condition="'@(Proto3)'!=''  AND '$(OS)' == 'Windows_NT' "
     Inputs="$(protoc);
     %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
     $(ProtocPluginBase)\templates\c#\client.pb.cs;
@@ -58,7 +58,7 @@
 </Target>
 
 <Target Name="CompileProto3Excel" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3Excel)'!=''"
+    Condition="'@(Proto3Excel)'!='' AND '$(OS)' == 'Windows_NT' "
     Inputs="$(protoc);
     %(Proto3Excel.Identity);$(ProtocPluginBase)\plugin.py;
     $(ProtocPluginBase)\templates\excel\excel.pb.cs;"
@@ -82,12 +82,74 @@
     </ItemGroup>
 </Target>
 
+
+<Target Name="CompileProto2Linux" 
+    Condition="'@(Proto2)'!='' AND '$(OS)' != 'Windows_NT' "
+    Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
+    Outputs="$(GenDir)/proto2/%(Proto2.filename).cs"
+    AfterTargets="PreBuildEvent">
+    <PropertyGroup>
+        <SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
+        <SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
+        <WorkingDirectory>$(GenDir)/proto2</WorkingDirectory>
+    </PropertyGroup>
+    <MakeDir Directories="$(WorkingDirectory)" />
+    <Copy SourceFiles="%(Proto2.FullPath)" DestinationFolder="$(WorkingDirectory)" SkipUnchangedFiles="True" UseHardLinksIfPossible="True" />
+    <Error Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive" Condition="!Exists($(protogen))" />
+    <Message Importance="High" Text="Doing Proto2 %(proto2.filename)" />
+    <Exec Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)/include"
+          WorkingDirectory="$(WorkingDirectory)" />
+    <ItemGroup>
+        <Compile Include="$(WorkingDirectory)/%(Proto2.filename).cs" />
+    </ItemGroup>
+</Target>
+
+<Target Name="CompileProto3Linux" AfterTargets="GetAssemblyVersion"
+    Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' "
+    Inputs="$(protoc);
+    %(Proto3.Identity);$(ProtocPluginBase)/plugin.py;
+    $(ProtocPluginBase)/templates/c#/client.pb.cs;
+    $(ProtocPluginBase)/templates/c#/server.pb.cs;
+    $(ProtocPluginBase)/templates/c#/immutable.pb.cs;"
+    Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
+    <MakeDir Directories="%(Proto3.OutBase)" />
+    <MakeDir Directories="$(IntermediateOutputPath)/gen" />
+   
+    <Message Importance="High" Text="Generating service %(Proto3.FileName)" />
+    <Exec Command="
+       PYTHONPATH=$(Externals)/python $(protoc) \
+       %(Proto3.FullPath) \
+       --error_format=gcc \
+       --proto_path=$(protoinc):$(SourceRoot) \
+       --plugin=&apos;protoc-gen-service=$(ProtocPluginBase)/plugin.py&apos; \
+       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) \
+       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
+      WorkingDirectory="%(relativedir)" />    
+      
+    <!-- <Exec Command="$(protoc_rename) %(Proto3.OutBase)"  />    -->
+            
+    <ItemGroup>
+       <Compile Include="%(Proto3.OutCS)" />
+       <Compile Include="%(Proto3.OutCSClient)" />
+       <Compile Include="%(Proto3.OutCSServer)" />
+       <Compile Include="%(Proto3.OutCSImmutable)" />
+    </ItemGroup>
+</Target>
+
+<!-- <Target Name="RenameProto3Linux" AfterTargets="CompileProto3Linux"
+   Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' ">
+   <Move SourceFiles="$(OutBase)\Apicore.cs" DestinationFiles="$(OutBase)\apicore.cs" />  
+   <Move SourceFiles="$(OutBase)\Apioptions.cs" DestinationFiles="$(OutBase)\apioptions.cs" />  
+   <Move SourceFiles="$(OutBase)\Co2.cs" DestinationFiles="$(OutBase)\co2.cs" />  
+</Target> -->
+
+
 <Target Name="AfterClean" AfterTargets="Clean">
     <Delete Files="%(Proto3.OutCS)" />
     <Delete Files="%(Proto3.OutCSClient)" />
     <Delete Files="%(Proto3.OutCSServer)" />
     <Delete Files="%(Proto3.OutCSImmutable)" />
-    <Delete Files="$(GenDir)\proto2\*" />
+    <Delete Files="$(GenDir)/proto2/*" />
     <Delete Files="%(Proto3Excel.OutCSExcel)" />
 </Target>
 

src/client/build_spark_dotnetcore.sh

@@ -0,0 +1,14 @@
+#!/bin/bash
+
+#$1 = Debug / Release (CMAKE_BUILD_TYPE), $2 = CMAKE_BINARY_DIR
+cd "$(dirname "$0")"
+echo $PWD dotnet build -c $1 ./sparkcmd/
+dotnet build -c $1 -o $2/../$1/bin/netcoreapp3.0/linux-x64 ./sparkcmd/ 
+
+if [ "$1" == "Release" ]
+then
+   dotnet publish -c $1 -o $2/../$1/bin/netcoreapp3.0/linux-x64 ./sparkcmd/ 
+   ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.0/linux-x64/publish
+fi
+
+ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.0/linux-x64

src/client/spark/Modules/Spreader/Import/SyntheticImportVM.cs

@@ -222,7 +222,8 @@ namespace bts.shell.spreader {
          new ContractLeg {
             Security = security?.CloneToMutable(),
             PriceMultiplier = price_multiplier,
-            Quantity = quantity
+            Side = quantity < 0 ? Side.Sell : Side.Buy,
+            Quantity = Math.Abs(quantity)
          };
 
       public LegSpreaderParams to_leg_params() {

src/client/spark/core/GlobalExtensions/TickExtensions.cs

@@ -121,7 +121,9 @@ namespace mbts {
             HighTick = tick_frac,
             PriceBreak = double.MaxValue,
             MainFraction = (uint)factor_out(tick.tick_base, 10),
-            PriceDisplayFormat = (uint)tick.display_digits()
+            PriceDisplayFormat = (uint)tick.display_digits(),
+            PriceMultiplier = 1,
+            CashPerPoint = 1
          };
       }
 

src/client/spark/view/Controls/DIYGrid/Settings/GridSettingsView.xaml

@@ -704,7 +704,7 @@
         </Style>
       </GroupBox.Style>
       <GroupBox.Header>
-        <c:ExpanderToggleButton x:Name="GridExpanderToggle" IsChecked="True">
+        <c:ExpanderToggleButton x:Name="GridExpanderToggle" BorderThickness="0" IsChecked="True">
           Grid
         </c:ExpanderToggleButton>
       </GroupBox.Header>
@@ -725,7 +725,7 @@
       </GroupBox.Style>
       <GroupBox.Header>
         <StackPanel Orientation="Horizontal">
-          <c:ExpanderToggleButton x:Name="PredicateAnimationsExpanderToggle" IsChecked="{Binding show_predicate_animations}">
+          <c:ExpanderToggleButton x:Name="PredicateAnimationsExpanderToggle" BorderThickness="0" IsChecked="{Binding show_predicate_animations}">
             Sound/Notification Triggers
           </c:ExpanderToggleButton>
           <TextBlock Margin="{StaticResource LeftPush}">
@@ -789,7 +789,7 @@
                             <ColumnDefinition Width="Auto"/>
                             <ColumnDefinition Width="*"/>
                           </Grid.ColumnDefinitions>
-                          <c:ExpanderToggleButton x:Name="AnimationsExpanderToggle" IsChecked="{Binding show_animations}" Visibility="{Binding animations.Count, Converter={StaticResource IntNotZeroVisibilityConverter}}">
+                          <c:ExpanderToggleButton x:Name="AnimationsExpanderToggle" BorderThickness="0" IsChecked="{Binding show_animations}" Visibility="{Binding animations.Count, Converter={StaticResource IntNotZeroVisibilityConverter}}">
                             Animations
                           </c:ExpanderToggleButton>
                           <TextBlock FontStyle="Italic" Foreground="Gray" Visibility="{Binding Visibility, ElementName=AnimationsExpanderToggle, Converter={StaticResource ReverseVisibilityConverter}}">
@@ -904,7 +904,7 @@
         </Style>
       </GroupBox.Style>
       <GroupBox.Header>
-        <c:ExpanderToggleButton x:Name="ColumnsExpanderToggle" IsChecked="True">
+        <c:ExpanderToggleButton x:Name="ColumnsExpanderToggle" BorderThickness="0" IsChecked="True">
           Columns
         </c:ExpanderToggleButton>
       </GroupBox.Header>
@@ -990,7 +990,7 @@
           </GroupBox.Style>
           <GroupBox.Header>
             <StackPanel Orientation="Horizontal">
-              <c:ExpanderToggleButton x:Name="CellAnimationsExpanderToggle" IsChecked="{Binding show_cell_predicate_animations}">
+              <c:ExpanderToggleButton x:Name="CellAnimationsExpanderToggle" BorderThickness="0" IsChecked="{Binding show_cell_predicate_animations}">
                 <TextBlock Text="{Binding current_column.display_name, StringFormat='{}\'{0}\' Cell Animations'}"/>
               </c:ExpanderToggleButton>
               <TextBlock Margin="{StaticResource LeftPush}">
@@ -1050,7 +1050,7 @@
                                 <ColumnDefinition Width="Auto"/>
                                 <ColumnDefinition Width="*"/>
                               </Grid.ColumnDefinitions>
-                              <c:ExpanderToggleButton x:Name="CellAnimationsExpanderToggle" IsChecked="{Binding show_animations}" Visibility="{Binding animations.Count, Converter={StaticResource IntNotZeroVisibilityConverter}}">
+                              <c:ExpanderToggleButton x:Name="CellAnimationsExpanderToggle" BorderThickness="0" IsChecked="{Binding show_animations}" Visibility="{Binding animations.Count, Converter={StaticResource IntNotZeroVisibilityConverter}}">
                                 Animations
                               </c:ExpanderToggleButton>
                               <TextBlock FontStyle="Italic" Foreground="Gray" Visibility="{Binding Visibility, ElementName=CellAnimationsExpanderToggle, Converter={StaticResource ReverseVisibilityConverter}}">

src/client/spark_api/spark_api.csproj

@@ -25,7 +25,7 @@
     <Proto3 Include="../../lib/api/*.proto" />
     <Proto3 Include="../../lib/api/services/*.proto" />
     <!--Proto3 Remove="../../lib/api/services/MarketDataRelay.proto" /-->
-    <Proto3 Include="../../lib/md/protos/co2.proto" />
+    <Proto3 Include="../../lib/md/protos/Co2.proto" />
     <Proto3 Include="../../lib/domain_model/Security.proto" />
     <Proto3 Include="../../lib/sparkproto/SparkProtos.proto" />
     <Proto3 Update="../../lib/api/services/OutOfProcessURLListener.proto">

src/client/spark_api/utils/BTSNativeMethods.cs

@@ -28,5 +28,8 @@ namespace bts.utils
 
       [DllImport("libspark")]
       public static extern bool initialize_nothrow(StringBuilder buffer, int length);
+
+      //public static string bts_data_path()
+      //use mbts.config.Configuration.get<bts.config.System>().data_path;
    }
 }

src/client/spark_core/TestRunner/TestRunner.cs

@@ -70,10 +70,13 @@ namespace bts.test {
          psi.RedirectStandardOutput = true;
          psi.RedirectStandardError = true;
          psi.UseShellExecute = false;
-
+ 
          try{
             var p = Process.Start(psi);
             p.WaitForExit((int)time_out.TotalMilliseconds);
+            var errorlevel = p.ExitCode;
+            string stdout = p.StandardOutput.ReadToEnd();
+            string stderr = p.StandardError.ReadToEnd();
             if (p.HasExited) {
                return 0;
             }

src/client/spark_core/spark_core.csproj

@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <TargetFramework>netstandard2.0</TargetFramework>
+    <TargetFrameworks>netstandard2.0</TargetFrameworks>
     <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
     <Platforms>x64</Platforms>
     <PlatformTarget>AnyCPU</PlatformTarget>

src/client/spark_sdk/spark_sdk.csproj

@@ -1,6 +1,13 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
-    <TargetFrameworks>netcoreapp2.1;net471</TargetFrameworks>
+    <TargetFrameworks>net471</TargetFrameworks>
+    <RuntimeIdentifiers>win7-x64</RuntimeIdentifiers>
+    
+    <TargetFrameworks Condition = " '$(OS)' != 'Windows_NT' ">netcoreapp3.0</TargetFrameworks>
+    <RuntimeIdentifier Condition = " '$(OS)' != 'Windows_NT' ">linux-x64</RuntimeIdentifier>
+    <PublishTrimmed>true</PublishTrimmed>
+    <PublishSingleFile>true</PublishSingleFile>
+
     <OutputType>Exe</OutputType>
     <GeneratePackageOnBuild Condition="$(Configuration) == 'Release' or $(Configuration) == 'Release'">true</GeneratePackageOnBuild>
     <PackageOutputPath>$(OutputPath)\net471</PackageOutputPath>

src/client/spark_test/spark_test.csproj

@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <TargetFramework>netstandard2.0</TargetFramework>
+    <TargetFrameworks>netstandard2.0</TargetFrameworks>
     <Platform>x64</Platform>
     <PlatformTarget>x64</PlatformTarget>
   </PropertyGroup>

src/client/sparkcmd/sparkcmd.csproj

@@ -2,8 +2,13 @@
 
   <PropertyGroup>
     <OutputType>Exe</OutputType>
-    <TargetFrameworks>net471;netcoreapp2.1</TargetFrameworks>
-    <RuntimeIdentifiers>win7-x64;ubuntu.16.04-x64</RuntimeIdentifiers>
+    <TargetFramework>net471</TargetFramework>
+    
+    <TargetFramework Condition = " '$(OS)' != 'Windows_NT' ">netcoreapp3.0</TargetFramework>
+    <RuntimeIdentifier Condition = " '$(OS)' != 'Windows_NT' ">linux-x64</RuntimeIdentifier>
+    <PublishTrimmed>true</PublishTrimmed>
+    <PublishSingleFile>true</PublishSingleFile>
+    
     <Authors>Blue Trading Systems</Authors>
     <Company>Blue Trading Systems</Company>
     <Product>Spark</Product>

src/data_files/CMakeDeps.cmake

@@ -1 +0,0 @@
-set(sources files/cert_secure_logon.txt;files/futures.coconut.xz;files/onixs_ice/ConnectivityConfiguration.APITest.xml;files/onixs_ice/ConnectivityConfiguration.PerfTest.xml;files/onixs_ice/ConnectivityConfiguration.Production.xml;files/perf_trace/compiled.css;files/perf_trace/index.html;files/perf_trace/jquery-3.3.1.min.js;files/perf_trace/main.js;files/perf_trace/perf_log.sql;files/perf_trace/perf_trace_analysis.sql;files/perf_trace/plotly-latest.min.js)

src/lib/CMakeDeps.cmake

@@ -1 +0,0 @@
-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/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.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/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.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/keycode.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/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.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/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.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/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.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/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orLine truncated

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/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.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/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.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/keycode.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/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/subprocess.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/sod.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/MBOProcessor.cpp;md/MBOServiceServer.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/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.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/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.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/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;Line truncated
+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/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.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/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.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/keycode.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/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/subprocess.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/sod.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/MBOProcessor.cpp;md/MBOServiceServer.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/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.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/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.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/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;Line truncated

src/lib/api/Apicore.proto

@@ -1,5 +1,5 @@
 syntax="proto3";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 package bts.api;
 option csharp_namespace="bts.api";
 

src/lib/api/Apigateway.proto

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.gateway;
 option csharp_namespace="bts.api.gateway";
-import "lib/api/apicore.proto";
+import "lib/api/Apicore.proto";
 
 message GatewayLogin {
     string username = 1;

src/lib/api/Apioptions.proto

@@ -6,6 +6,9 @@ option csharp_namespace="bts.api";
 extend google.protobuf.ServiceOptions {
 	string service_description = 8501;
 }
+extend google.protobuf.MessageOptions {
+	string protofix_message_type = 8505;
+}
 extend google.protobuf.MethodOptions {
    string method_description = 8503;
    bool skip_excel_generation = 8504;

src/lib/api/core/ApiClientInterop.cpp

@@ -8,7 +8,7 @@
 #include "../public/ServiceContext.h"
 #include "../public/Result.h"
 
-#include "lib/api/apicore.pb.h"
+#include "lib/api/Apicore.pb.h"
 #include "lib/config/protos/quickbus_cfg.pb.h"
 #include "lib/config/protos/system.pb.h"
 #include "lib/config/protos/Ports.pb.h"

src/lib/api/core/ApiInteropCommon.h

@@ -1,7 +1,7 @@
 #pragma once
 
 #include "lib/utils/bts_export.h"
-#include "lib/api/apicore.pb.h"
+#include "lib/api/Apicore.pb.h"
 
 #include <string>
 #include <vector>

src/lib/api/public/ApiServer.h

@@ -5,7 +5,7 @@
 #include "ApiUtils.h"
 #include "ServerChannel.h"
 #include "StatefulPublisher.h"
-#include "lib/api/apicore.pb.h"
+#include "lib/api/Apicore.pb.h"
 
 #include <google/protobuf/io/zero_copy_stream.h>
 #include <functional>

src/lib/api/public/Result.h

@@ -2,7 +2,7 @@
 
 #include "ApiException.h"
 
-#include "lib/api/apicore.pb.h"
+#include "lib/api/Apicore.pb.h"
 
 #include <memory>
 #include <assert.h>

src/lib/api/public/ServerChannel.h

@@ -2,7 +2,7 @@
 
 #include "../core/ApiClientInterop.h"
 #include "../core/ApiServerInterop.h"
-#include "lib/api/apicore.pb.h"
+#include "lib/api/Apicore.pb.h"
 
 namespace bts {
 namespace api {

src/lib/api/service_compiler/plugin.py

@@ -2,6 +2,8 @@
 import os, sys
 from collections import namedtuple
 
+#open("/home/bts/data2", 'wb').write("a")
+
 DEBUG = 'DEBUG' in sys.argv
 
 # cd to scripts working directory

src/lib/api/service_helpers/AdminServiceUtils.cpp

@@ -1751,4 +1751,28 @@ bool AdminServiceUtils::has_id (uint32_t id){return id>0;}
 bool AdminServiceUtils::is_symbol_set (const std::string& symbol){
    return symbol !="*";
 }
+void AdminServiceUtils::get_spread_prod_qty(
+                                   const api::Security& s,
+                                   std::map<std::string,double>& out_map,
+                                   double mult){
+   if(s.has_spread())
+      for (const auto& leg : s.spread().legs()){
+         auto effective_leg_mult = mult *
+                                 (leg.side() == api::Side::SIDE_BUY ? 1.0 : -1.0) *
+                                 std::abs(leg.quantity());
+         get_spread_prod_qty(leg.security(), out_map, effective_leg_mult);
+      }
+   else
+      out_map[s.symbol()] = mult + out_map[s.symbol()];
+}
+bool AdminServiceUtils::residual_pos_spread(const api::Security& s){
+   if(!s.has_spread())
+      return false;
+   std::map<std::string,double> prod_qty_map;
+   get_spread_prod_qty(s,prod_qty_map,1.0);
+   for(const auto& kv : prod_qty_map)
+      if(std::abs(kv.second) > 0.0000001)
+         return true;
+   return false;
+}
 }}

src/lib/api/service_helpers/AdminServiceUtils.h

@@ -339,5 +339,10 @@ public:
    static bool has_id (uint32_t id);
    static bool is_symbol_set (const std::string& symbol);
    static void bootstrap_data (bts::api::admin::AdminData& data);
+   static void get_spread_prod_qty(const api::Security& s,
+                                   std::map<std::string,double>& out_map,
+                                   double mult=1.0);
+   // returns true if this spread effects the position of any outrights
+   static bool residual_pos_spread(const api::Security& s);
 };
 }}

src/lib/api/services/AdminService.proto

@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.admin;
 option csharp_namespace="bts.api.admin";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 //import "google/protobuf/timestamp.proto";
 import "lib/domain_model/Security.proto";
 import "lib/api/services/OrderService.proto";

src/lib/api/services/AlgoDefinitionService.proto

@@ -2,8 +2,8 @@ syntax="proto3";
 package bts.api.orderman.algo;
 option csharp_namespace="bts.api.orderman.algo";
 
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 import "lib/api/services/OrderService.proto";
 import "google/protobuf/timestamp.proto";
 

src/lib/api/services/AlgoService.proto

@@ -2,8 +2,8 @@ syntax="proto3";
 package bts.api.orderman;
 option csharp_namespace="bts.api.orderman";
 
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 import "lib/api/services/OrderService.proto";
 import "google/protobuf/timestamp.proto";
 

src/lib/api/services/ApiUnitTestService.proto

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.test;
 option csharp_namespace="bts.api.test";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 
 message EmptyRequest {}
 message UnitTestResult {

src/lib/api/services/AuthService.proto

@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.user;
 option csharp_namespace="bts.api.user";
-import "lib/api/apicore.proto";
-import "lib/api/apioptions.proto";
+import "lib/api/Apicore.proto";
+import "lib/api/Apioptions.proto";
 
 message OperatorID { string tag50 = 10; }
 

src/lib/api/services/BasePositionService.proto

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 import "lib/api/services/PositionService.proto";
 
 message GMI_ParseResult {

src/lib/api/services/ErrorReportService.proto

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.support;
 option csharp_namespace="bts.support";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 import "google/protobuf/timestamp.proto";
 
 message FileData {

src/lib/api/services/HelloService.proto

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.test;
 option csharp_namespace="bts.api.test";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 
 message HelloRequest {
    string name = 1;

src/lib/api/services/MBOService.proto

@@ -2,8 +2,8 @@ syntax="proto3";
 package bts.md;
 option csharp_namespace="bts.md";
 option cc_enable_arenas=true;
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 
 message OrderPIQ {
   uint32 order_id = 1 [(bts.api.key)=true];

src/lib/api/services/MarginService.proto

@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 import "lib/api/services/PositionService.proto";
 
 message MarginResult {

src/lib/api/services/MarketDataAuxiliaryService.proto

@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.md.auxiliary;
 option csharp_namespace="bts.api.md.auxiliary";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 
 message VolumeAtPriceLevel{
    int32 record_id = 1 [(bts.api.key)=true];

src/lib/api/services/MarketDataRelay.proto

@@ -2,10 +2,10 @@ syntax="proto3";
 package bts.co2;
 option csharp_namespace="bts.co2";
 option cc_enable_arenas=true;
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 import "lib/domain_model/Security.proto";
-import "lib/md/protos/co2.proto";
+import "lib/md/protos/Co2.proto";
 
 message ProductListReply {
    repeated bts.api.Product products = 1;

src/lib/api/services/MoneyFileService.proto

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 import "lib/api/services/MarginService.proto";
 
 message Money_ParseResult {

src/lib/api/services/OrderService.proto

@@ -2,11 +2,11 @@ syntax="proto3";
 package bts.api.orderman;
 option csharp_namespace="bts.api.orderman";
 
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 import "lib/domain_model/Security.proto";
 import "google/protobuf/timestamp.proto";
 import "lib/sparkproto/SparkProtos.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apicore.proto";
 
 service OrderService {
   option (bts.api.service_description)="Implements order management";

src/lib/api/services/OutOfProcessURLListener.proto

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.browser;
 option csharp_namespace="bts.api.browser";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 
 message URIRequest {
     string uri = 1;

src/lib/api/services/PersistenceService.proto

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.persistence;
 option csharp_namespace="bts.api.persistence";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 
 message Record {
   string key = 1 [(bts.api.key)=true];

src/lib/api/services/PositionService.proto

@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 import "lib/domain_model/Security.proto";
 import "google/protobuf/timestamp.proto";
 

src/lib/api/services/ShellDiagnosticService.proto

@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.diagnostic;
 option csharp_namespace="bts.api.diagnostic";
-import "lib/api/apicore.proto";
-import "lib/api/apioptions.proto";
+import "lib/api/Apicore.proto";
+import "lib/api/Apioptions.proto";
 
 message ScriptLines {
     int32 id = 1;

src/lib/api/services/ShellLatencyService.proto

@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.metrics;
 option csharp_namespace="bts.metrics";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 
 message Tick {
     int32 key = 1 [(bts.api.key)=true];

src/lib/api/services/SyntheticSecurityService.proto

@@ -3,8 +3,8 @@ package bts.api.synthetic;
 option csharp_namespace="bts.api.synthetic";
 
 
-import "lib/api/apicore.proto";
-import "lib/api/apioptions.proto";
+import "lib/api/Apicore.proto";
+import "lib/api/Apioptions.proto";
 import "lib/domain_model/Security.proto";
 //import "google/protobuf/timestamp.proto";
 import "lib/sparkproto/SparkProtos.proto";

src/lib/config/defaults/keycode.conf

@@ -2,11 +2,11 @@
 
 #nusers: 1
 #allow concurrent : true
-#expires: 2019-Dec-31 00:00:00   637133472000000000
-#generation_time: 2019-Sep-30 15:52:10.434845   5248740573731736354
+#expires: 2020-Mar-31 00:00:00   637212096000000000
+#generation_time: 2020-Jan-06 18:56:23.406931   5248825356261457214
 EncryptedKeyCode {
    value {
-      keycode: "fVZlub92ulkXME+uZSyO9+WmyAXYKD735Qzxxfdj4G+SqEDTuwfNxOZVPS3TCFQqWPDmgjKTbbvfqIrGe3icxkVObUcUoS7lBXRXFrSvzOfs9eTz9RqHRvquDidnOzKxmSXsxV2bMb21UqBCJFeTzb4Q6Agp8EtjXJRc57UMVVygvdXg528S3ocBIq1V4W5NYraFn5WpqrTuBhpYbnsZAHi77s/EEwUT+6la3J2OHPtbiQnB6JFb0zsExMuzE4gwp79ojuQ5pnV2DXBZFNwxYvFyBUU/ac6oU89saZ/ay1DbOjz76TNqnNFewZvzdXZl3y6+X1eblX2streH2pn7gg=="
+      keycode: "Ixb/z6hwFQmojpm4GwNEpQmsqpYT9OTHbcKtROIqj38GwGqyVn54JMDB04V048quO+NAI78DKJXsUWgjDH0y5HQlwN6Lq48s/bdwKqR1OTBPr6xoTImtCb+l5b+8fUGlg7t3X8gfMdxohHgcUi9k9n7ZrnNvqcjdYKoP0CaTZT8zHuBQx3f4Lqrz32gq9rJ5skRjH6ZqNblNdlsF+kOAqXCkvI5p0QfyKgtCodr33qsW2cbqY5gUD9KwsnmFVa8/zuFBucsoM7dHB47yRaIeOFFu7xGayAdAHA8SwLyoxE5y+adIX1SYnAiqAu1raZpeXgRE1LNQk3c7uhUjt0coag=="
    }
 }
 

src/lib/domain_model/Security.proto

@@ -2,7 +2,7 @@ syntax="proto3";
 package bts.api;
 option csharp_namespace="bts.api";
 option cc_enable_arenas=true;
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 
 enum Venue {
      VENUE_UNSET = 0;

src/lib/jetfix/store/FIXFileStore.cpp

@@ -19,6 +19,7 @@
 #include <fmt/format.h>
 #include <fstream>
 #include <thread>
+#include <regex>
 
 namespace bts {
 namespace jetfix {
@@ -113,6 +114,13 @@ std::string store_path(std::string base_path,
    return result.string();
 }
 
+bool is_valid_store_line(std::string const&line) {
+   std::regex rx("\\d\\d\\d\\d\\d\\d\\d\\d-"
+                 "\\d\\d:\\d\\d:\\d\\d\\."
+                 "\\d\\d\\d . 8=FIX\\.4\\.2.*");
+   return std::regex_match(line, rx);
+}
+
 std::map<uint32_t, InMsgBuffer>
 load_replay(config::JetFIX::Connection const &cfg, std::string const &path,
             uint32_t ) {
@@ -122,13 +130,14 @@ load_replay(config::JetFIX::Connection const &cfg, std::string const &path,
       std::ifstream f(path);
       std::string line_buffer;
       line_buffer.reserve(10 * 1024);
-      auto header_size = sizeof("20150427-19:05:17.032 < ") - 1;
       std::string date_buffer("20150427-19:05:17.032");
 
       for (;;) {
          std::getline(f, line_buffer);
          if (!f.eof()) {
-            bts_assert(line_buffer.size() > header_size);
+            if (!is_valid_store_line(line_buffer))
+               continue;
+            
             if (line_buffer[22] == '<') {
                auto ts =
                    datetime::parse_FIX_timestamp(line_buffer.substr(0, 21));

src/lib/jetfix/store/FIXFileStore.h

@@ -29,4 +29,6 @@ private:
    std::unique_ptr<PImpl> me;
 };
 
+bool is_valid_store_line(std::string const&) ;
+
 }}

src/lib/md/MDConsumerInterop.cpp

@@ -7,7 +7,7 @@
 #include "relay/RelayClient.h"
 #include "lib/utils/Dispatcher.h"
 #include "lib/utils/defer.h"
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 #include <set>
 #include <string>
 #include <atomic>

src/lib/md/common.h

@@ -6,7 +6,7 @@
 #include "lib/domain_model/SecurityKey.h"
 #include "IntPrice.h"
 
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 #include "lib/domain_model/Security.pb.h"
 
 #include <string>

src/lib/md/relay/QueryServer.cpp

@@ -14,9 +14,9 @@
 #include "lib/logging/logging.h"
 
 #include "lib/config/protos/system.pb.h"
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 #include "lib/md/SecurityCache.h"
-#include "lib/api/apicore.pb.h"
+#include "lib/api/Apicore.pb.h"
 #include "lib/api/services/MarketDataRelay.server.pb.h"
 #include "lib/api/public/ServiceContext.h"
 #include "lib/api/services/AdminService.client.pb.h"

src/lib/md/relay/QueryServer.h

@@ -8,7 +8,7 @@
 #include <memory>
 #include <boost/container/flat_set.hpp>
 
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 
 namespace bts {
     namespace api { class ServiceContext; }

src/lib/md/relay/RelayClient.cpp

@@ -12,7 +12,7 @@
 
 #include "lib/config/protos/system.pb.h"
 #include "lib/config/protos/MarketData.pb.h"
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 #include "lib/api/services/MarketDataRelay.client.pb.h"
 #include "lib/api/public/ServiceContext.h"
 #include "lib/utils/base64.hpp"

src/lib/md/relay/RelayClient.h

@@ -8,7 +8,7 @@
 #include <set>
 #include <memory>
 
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 
 namespace bts {
 namespace pubsub {

src/lib/md/relay/RelayRecorder.cpp

@@ -8,7 +8,7 @@
 #include "lib/utils/bts_chrono.h"
 
 #include "lib/md/common.h"
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 #include "lib/md/SecurityIDRecorder.h"
 #include "lib/config/protos/system.pb.h"
 #include "lib/config/protos/MarketData.pb.h"

src/lib/md/test/Co2ManagedTestHelper.cpp

@@ -2,7 +2,7 @@
 #include "lib/utils/bts_export.h"
 #include "../coconut2.h"
 #include "lib/config/config.h"
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 #include "lib/utils/TimeStamp.h"
 #include <tuple>
 #include <vector>

src/lib/orderman/actors/ICEExecutionGateway.cpp

@@ -170,7 +170,7 @@ void ICEExecutionGateway::on_trader_login_timeout_expired()
          std::string m;
          if(lmsg.has<fix::Text>())
             m = lmsg.get<fix::Text>();         
-         LOG(OrderMan, Error, "Succesffully logging trader {} into ICE {} {}", u, m, me->gw_name.value());
+         LOG(OrderMan, Info, "Successfully logging trader {} into ICE {} {}", u, m, me->gw_name.value());
          if(--me->nusers == 0)
             this->on_login();
       };
@@ -192,11 +192,17 @@ void ICEExecutionGateway::on_trader_login_timeout_expired()
       {         
          if(u.has_user_data() && u.user_data().has_exchange_user_data() && u.user_data().exchange_user_data().has_ice_data())
          {
+            if(!u.is_present())
+               continue;
+            if(!u.is_active())
+               continue;
             const auto& ice = u.user_data().exchange_user_data().ice_data();
             if(auth_traders.find(ice.authorized_trader()) == auth_traders.end())
             {
                if(ice.authorized_trader() == "")
                   continue;
+               if(ice.company_id() <= 0)
+                  continue;
                if(me->nusers == -1)
                   me->nusers = 0;
                me->nusers++;

src/lib/orderman/events/TickerUpdateEvent.h

@@ -5,7 +5,7 @@
 #include "lib/mercury/events/Event.h"
 #include "lib/orderman/orderman_utils/orderman_common.h"
 #include "lib/utils/bts_chrono.h"
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 #include "boost/container/small_vector.hpp"
 
 namespace bts {

src/lib/orderman/limiter/LimitStore.h

@@ -188,7 +188,7 @@ public:
       const SecurityLimitTree* sec_tree = _find_security(security.id());
       bts_assert(sec_tree != nullptr);
       rv = sec_tree->can_send_new_order(account_id, side, quantity, enforce_clip);
-      if (rv.ok() && security.has_spread()){
+      if (rv.ok() && security.has_spread() && sec_tree->is_residual_pos_spread()){
          // if its rejected we dont need to validate further,
          // however if its ok and its a spread we need to check
          // the legs
@@ -226,7 +226,7 @@ public:
       bts_assert(sec_tree != nullptr);
       rv = sec_tree->can_update_order(account_id, side, from, to, enforce_clip);
       // same logic for the spread legs as above
-      if (rv.ok() && security.has_spread()){
+      if (rv.ok() && security.has_spread() && sec_tree->is_residual_pos_spread()){
          for (const api::ContractLeg& leg : security.spread().legs()){
             api::Side effective_leg_side = side == api::Side::SIDE_BUY ? leg.side() : LimiterUtils::invert_side(leg.side());
             Quantity effective_leg_from_qty = Quantity (from.value() * std::abs(leg.quantity()));

src/lib/orderman/limiter/SecurityLimitTree.cpp

@@ -1,4 +1,5 @@
 #include "lib/orderman/limiter/SecurityLimitTree.h"
+#include "lib/api/service_helpers/AdminServiceUtils.h"
 
 using namespace bts::api::admin;
 using namespace bts::admin;
@@ -9,7 +10,11 @@ namespace orderman {
 SecurityLimitTree::SecurityLimitTree(
                         const api::Security &security,
                         ProductLimitTree &product_tree,
-                        const AdminData &admin_data) {
+                        const AdminData &admin_data) 
+   :
+   _is_residual_pos_spread(
+      bts::admin::AdminServiceUtils::residual_pos_spread(security))
+   {
    for (const auto &account : admin_data.accounts()) {
       ProductLimitNode *product_node_ptr = 
                   product_tree.find_account(account.id());

src/lib/orderman/limiter/SecurityLimitTree.h

@@ -19,6 +19,7 @@ namespace orderman{
 // the actual data)
 class SecurityLimitTree{
 private:
+   const bool _is_residual_pos_spread;
    std::vector<SecurityLimitNode> _tree;
 public:   
    SecurityLimitTree(
@@ -83,7 +84,10 @@ public:
    ////////////////////////////////////////////////////////////////////////////
    const SecurityLimitNode* find_account (uint32_t account_id) const{
       return _find_account(account_id);
-   }   
+   }
+   bool is_residual_pos_spread() const{
+      return _is_residual_pos_spread;
+   }
 private:
    SecurityLimitNode* _find_account (uint32_t account_id){
       for(auto& node : _tree)

src/lib/sparkproto/SparkProtos.proto

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.spark;
 option csharp_namespace="bts.spark";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 
 // /***************************************Algo Order Support Data**********************************/
 

src/lib/utils/tests/AuthTokenTests.cpp

@@ -1,10 +1,12 @@
 #ifndef _WIN32
 #include "../AuthToken.h"
 #include "catch/catch.hpp"
+#include "lib/config/config.h"
 namespace bts {
 namespace test {
 
 TEST_CASE("AuthToken", "[security]") {
+   bts::config::internal::reset();
    api::admin::BTSUser admin_user;
    admin_user.set_id(42);
    admin_user.set_name("user1");

src/server/sparkd/CMakeDeps.cmake

@@ -1 +0,0 @@
-set(sources algo/AlgoDefinitionServiceServer.cpp;cmds/AdminReport.cpp;cmds/AutoCert.cpp;cmds/Benchmark.cpp;cmds/CmdRegistry.cpp;cmds/ConfigCheck.cpp;cmds/FIXSim.cpp;cmds/Help.cpp;cmds/KeyCode.cpp;cmds/Md.cpp;cmds/PrintHedgeOrders.cpp;cmds/QuickTest.cpp;cmds/Run.cpp;cmds/RunSim.cpp;cmds/Span.cpp;cmds/Test.cpp;cmds/TestCeloxica.cpp;cmds/Web.cpp;dspark/mirage/quick_queue/quick_queue.cpp;exchange_sim/ExchangeSim.cpp;exchange_sim/ExchangeSimApplication.cpp;exchange_sim/book/Book.cpp;exchange_sim/book/ExchangeSim.proto;exchange_sim/book/Order.cpp;exchange_sim/book/OrderMatcher.cpp;exchange_sim/book/book_transform.cpp;exchange_sim/tests/test_book_transform.cpp;http/ApiGateway.cpp;http/MultipartFormDecoder.cpp;http/WebServer.cpp;http/tests/MultiPartFormTests.cpp;main.cpp;md/ChannelVolume.cpp;md/MarketDataAuxiliaryServiceServer.cpp;md/VolumeAtPriceState.cpp;md/platforms/IMDPlatform.cpp;md/platforms/celoxica/CXListener.cpp;md/platforms/celoxica/CXMain.cpp;md/platforms/celoxica/tests/cx_tests.cpp;md/platforms/ice_onixs/ICEListener.cpp;md/platforms/ice_onixs/ICEMain.cpp;md/platforms/ice_onixs/tests/ice_tests.cpp;md/platforms/mdp3_onixs/MDP3Listener.cpp;md/platforms/mdp3_onixs/MDP3Main.cpp;md/platforms/mdp3_onixs/tests/mdp3_tests.cpp;md/run_md.cpp;position/IPositionObserver.cpp;position/MarginServiceCore.cpp;position/MarginServiceServer.cpp;position/PositionAggregator.cpp;position/PositionMap.cpp;position/PositionServicePNLHelper.cpp;position/PositionServiceServer.cpp;position/import/BasePositionServiceServer.cpp;position/import/DownloadCommonStateMachine.cpp;position/import/DownloadWindow.cpp;position/import/MoneyFileServiceServer.cpp;position/import/parsing/gmi_parser.cpp;position/import/parsing/money_parser.cpp;position/import/parsing/parser_common.cpp;position/tests/PositionTests.cpp;position/tests/position_tests_internal.cpp;support/ErrorReportService.cpp;support/ShellLatencyServer.cpp;user/AdminServiceServer.cpp;user/AuthServiceServer.cpp;user/tests/admin_service_tests.cpp)

src/server/sparkd/CMakeLists.txt

@@ -36,4 +36,6 @@ target_link_libraries( sparkd
   -pthread) 
 
 add_custom_command(TARGET sparkd POST_BUILD
-  COMMAND ln -fs ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_CURRENT_BINARY_DIR})
+  COMMAND ln -fs ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_CURRENT_BINARY_DIR} )
+  
+  

src/server/sparkd/http/ApiGateway.h

@@ -1,7 +1,7 @@
 #pragma once
 
 #include "lib/api/public/ServiceContext.h"
-#include "lib/api/apigateway.pb.h"
+#include "lib/api/Apigateway.pb.h"
 #include <memory>
 #include <functional>
 

src/server/sparkd/http/WebServer.cpp

@@ -3,7 +3,7 @@
 #include "MultipartFormDecoder.h"
 #include "lib/utils/Dispatcher.h"
 #include "lib/api/core/ApiClientInterop.h"
-#include "lib/api/apigateway.pb.h"
+#include "lib/api/Apigateway.pb.h"
 #include "lib/logging/logging.h"
 #include "lib/os/os.h"
 #include "lib/utils/TimeStamp.h"

src/server/sparkd/md/platforms/ice_onixs/ICEListener.cpp

@@ -3,7 +3,7 @@
 #include <vector>
 #include "lib/utils/helper_macros.h"
 #include "lib/config/protos/MarketData.pb.h"
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 
 using namespace std;
 using namespace bts::co2;

src/server/sparkd/md/platforms/ice_onixs/ICEMain.cpp

@@ -10,7 +10,7 @@
 #include "lib/utils/Dispatcher.h"
 #include "lib/utils/proto_helper.h"
 #include "lib/utils/bts_chrono.h"
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 
 #include "lib/config/protos/MarketData.pb.h"
 #include "lib/config/protos/system.pb.h"

src/server/sparkd/md/platforms/mdp3_onixs/MDP3Listener.cpp

@@ -3,7 +3,7 @@
 #include <vector>
 #include "lib/utils/helper_macros.h"
 #include "lib/config/protos/MarketData.pb.h"
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 
 using namespace std;
 using namespace bts::co2;

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

@@ -8,7 +8,7 @@
 #include "lib/os/os.h"
 #include "lib/utils/Dispatcher.h"
 #include "lib/utils/proto_helper.h"
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 
 #include "lib/config/protos/MarketData.pb.h"
 #include "lib/config/protos/system.pb.h"

src/web/CMakeDeps.cmake

@@ -1 +0,0 @@
-set(sources ../../externals/linux/include/google/protobuf/descriptor.proto;../../externals/linux/include/google/protobuf/timestamp.proto;../lib/api/apicore.proto;../lib/api/apigateway.proto;../lib/api/apioptions.proto;../lib/api/services/AdminService.proto;../lib/api/services/AlgoDefinitionService.proto;../lib/api/services/AlgoService.proto;../lib/api/services/ApiUnitTestService.proto;../lib/api/services/AuthService.proto;../lib/api/services/BasePositionService.proto;../lib/api/services/ErrorReportService.proto;../lib/api/services/HelloService.proto;../lib/api/services/MBOService.proto;../lib/api/services/MarginService.proto;../lib/api/services/MarketDataAuxiliaryService.proto;../lib/api/services/MarketDataRelay.proto;../lib/api/services/MoneyFileService.proto;../lib/api/services/OrderService.proto;../lib/api/services/OutOfProcessURLListener.proto;../lib/api/services/PersistenceService.proto;../lib/api/services/PositionService.proto;../lib/api/services/ShellDiagnosticService.proto;../lib/api/services/ShellLatencyService.proto;../lib/api/services/SyntheticSecurityService.proto;../lib/domain_model/Security.proto;../lib/md/protos/co2.proto;../lib/sparkproto/SparkProtos.proto;api/build.sh;api/node_modules/exit/test/fixtures/create-files.sh;api/node_modules/protobufjs/cli/node_modules/acorn-jsx/node_modules/acorn/bin/update_authors.sh;api/node_modules/watch/release.sh;api/quiet_build.sh;api/src/DynamicService.ts;api/src/ServiceContext.ts;api/src/bts_assert.ts;ui/src/Access.fs;ui/src/Accounts/ClipLimits.fs;ui/src/Accounts/ProductLimits.fs;ui/src/Accounts/SecurityLimits.fs;ui/src/Accounts/State.fs;ui/src/Accounts/Types.fs;ui/src/Accounts/View.fs;ui/src/App.fs;ui/src/Cmd.fs;ui/src/Controls/Button.fs;ui/src/Controls/DataGrid.fs;ui/src/Controls/Fields.fs;ui/src/Controls/Modal.fs;ui/src/Controls/ReactGrid.fs;ui/src/Controls/Table.fs;ui/src/Controls/nbsp.fs;ui/src/Global.fs;ui/src/Imports.fs;ui/src/Lens.fs;ui/src/Login/Login.fs;ui/src/Nav.fs;ui/src/State.fs;ui/src/Types.fs;ui/src/Users/State.fs;ui/src/Users/Types.fs;ui/src/Users/View.fs;ui/src/Util/EnumUtils.fs;ui/src/Util/JSMap.fs;ui/src/Util/StreamUtils.fs;ui/src/obj/Debug/netstandard2.0/ui.AssemblyInfo.fs)

src/web/api/build.sh

@@ -57,7 +57,7 @@ $PROTOC --plugin=protoc-gen-service=../../lib/api/service_compiler/plugin.py \
 
 # run typescript compiler to convert typescript to javascript
 echo -e \* ${ORANGE} tsc ${NOCOLOR}
-npx --no-install tsc -p tsconfig.$MODE.json
+npx --no-install tsc -p tsconfig.$MODE.json --outDir $OUT/api
 
 # cleanup
 
@@ -71,7 +71,7 @@ ts2fable() {
     wait
 }
 
-echo -e \* ${ORANGE} ts2fable ${NOCOLOR}
+echo -e \* ${ORANGE} ts2fable ${NOCOLOR} $OUT
 ts2fable $OUT/api
 # ts2fable $OUT/api/gen
 

src/web/ui/src/ui.fsproj

@@ -22,8 +22,8 @@
     <Compile Include="Util/StreamUtils.fs" />
     <Compile Include="Util/EnumUtils.fs" />
     <Compile Include="$(API)/fable/timestamp.fable.fs" />
-    <Compile Include="$(API)/fable/apicore.fable.fs" />
-    <Compile Include="$(API)/fable/apioptions.fable.fs" />
+    <Compile Include="$(API)/fable/Apicore.fable.fs" />
+    <Compile Include="$(API)/fable/Apioptions.fable.fs" />
     <Compile Include="$(API)/fable/Security.fable.fs" />
     <Compile Include="$(API)/fable/SparkProtos.fable.fs" />
     <Compile Include="$(API)/fable/HelloService.fable.fs" />
@@ -32,7 +32,7 @@
     <Compile Include="$(API)/fable/PositionService.fable.fs" />
     <Compile Include="$(API)/fable/BasePositionService.fable.fs" />
     <Compile Include="$(API)/fable/MarginService.fable.fs" />
-    <Compile Include="$(API)/fable/co2.fable.fs" />
+    <Compile Include="$(API)/fable/Co2.fable.fs" />
     <Compile Include="$(API)/fable/MarketDataRelay.fable.fs" />
     <!-- Global to the app -->
     <Compile Include="Lens.fs" />

tools/replicator/replicate_to_linux_vm.py

@@ -13,7 +13,7 @@ ignore = Regex .*\.pyc
 ignore = Path x64
 ignore = Path .vs
 ignore = Path .vscode
-ignore = Path src/client
+ignore = Path src/client/spark
 ignore = Path src/web/api/node_modules
 ignore = Path src/web/ui/node_modules
 ignore = Path src/web/ui/src/obj

tools/setup_builds.sh

@@ -1,7 +1,10 @@
 #/bin/bash
 DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
-mkdir -p $DIR/../build/
-cd $DIR/../build/
+#mkdir -p $DIR/../build/
+#cd $DIR/../build/
+cd $DIR/../ 
+mkdir -p ./build/
+cd ./build/
 
 rm -rf clang_debug 
 mkdir clang_debug

tools/spark_vm_shell.cmd

@@ -0,0 +1,49 @@
+@echo off
+REM here I make a docker shell for the instructions listed at api.bluetradesys.com
+REM then I do a lot of dumb shit to copy my .ssh dir over
+REM then I assume the user pre-clones spark into a spark directory from root
+REM ~$ git clone --recurse-submodules git@bitbucket.org:bluetradesys/spark.git
+
+FOR /F "usebackq" %%i IN (`hostname`) DO SET MYHOST=%%i
+
+docker kill spark_sdk
+docker rm spark_sdk
+
+docker run ^
+       --restart=unless-stopped ^
+       --net host ^
+       --shm-size=2048m ^
+       --cap-add=SYS_PTRACE --security-opt seccomp=unconfined ^
+       -h spark_sdk ^
+       -w / ^
+       -v %~dp0/../:/home/bts/spark_host ^
+       -u bts ^
+       --name spark_sdk ^
+       -d ^
+       -t spark_sdk ^
+       /bin/bash -c "(sudo /usr/sbin/sshd) & /bin/bash --login"
+
+docker cp %userprofile%/.ssh/. spark_sdk:/home/bts/.ssh
+
+docker exec spark_sdk sudo chown -R bts:bts /home/bts/.ssh
+docker exec spark_sdk chmod 700 /home/bts/.ssh 
+docker exec spark_sdk chmod 644 /home/bts/.ssh/id_rsa.pub 
+docker exec spark_sdk chmod 600 /home/bts/.ssh/id_rsa 
+docker exec spark_sdk chmod 600 /home/bts/.ssh/authorized_keys
+
+docker exec spark_sdk mkdir /home/bts/spark
+docker exec spark_sdk sudo chown -R bts:bts /home/bts/spark
+docker exec spark_sdk ln -s /home/bts/spark_host/CMakeLists.txt /home/bts/spark/CMakeLists.txt
+docker exec spark_sdk ln -s /home/bts/spark_host/src /home/bts/spark/src
+docker exec spark_sdk ln -s /home/bts/spark_host/doc /home/bts/spark/doc
+docker exec spark_sdk ln -s /home/bts/spark_host/tools /home/bts/spark/tools
+REM can't share externals because of symlinks
+REM docker exec spark_sdk ln -s /home/bts/spark_host/externals /home/bts/spark/externals
+echo installing protobuf pybars3 markdown, remove this line if we fixed docker
+docker exec spark_sdk pip install protobuf pybars3 markdown
+
+REM   ssh-keygen -e -f c:\users\kevin\.ssh\id_rsa > c:\users\kevin\.ssh\id_rsa_com.pub
+REM   ssh-keygen -i -f c:\users\kevin\.ssh\id_rsa_com.pub > c:\users\kevin\.ssh\id_rsa.pub
+
+REM docker exec -it spark_sdk bash
+