Pushed variant versions of timstamp and oid everywhere.

It is fairly easy for our sequence number to be behind CME if we
crash. Since we can detect this issue (CME tells us about it) we can
try to fix it automatically by incrementing our own sequence
number. This should allow us to recover automatically in some
scenarios.

.vscode/launch.json

@@ -8,13 +8,15 @@
             "program": "${workspaceRoot}/build/ninja_debug/server/sparkd",
             "args": [
                 "run",
-                // "test",
-                // "-a",
-                // "[ilink3]"
+                "test",
+                "-a",
+                "OutrightVanillaOrder"
             ],
             "stopAtEntry": false,
             "cwd": "${workspaceRoot}/build/ninja_debug/server/",
-            "environment": [],
+            "environment": [
+                { "name": "TZ", "value": "America/Chicago" }
+            ],
             "externalConsole": false,
             "MIMode": "gdb",
             "setupCommands": [
@@ -31,7 +33,9 @@
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
             "args": [
-                "run"
+                "test",
+                "-a",
+                "[ilink3]"
             ],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/server/",

CMakeLists.txt

@@ -41,6 +41,7 @@ else ()
                                -Wno-missing-braces -Wno-ignored-qualifiers \
                                --std=c++17 -fdiagnostics-color")
   set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
   set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
   add_subdirectory(src/server/sparkd)
   add_subdirectory(src/lib)
@@ -55,7 +56,7 @@ else ()
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0 ${CMAKE_BINARY_DIR}/server
     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"

doc/user/content/release_notes/_index.md

@@ -1,9 +1,12 @@
-+++
++++
 title = "Release notes"
 weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.16.2
+### User Visible Change
+  - Synthetic creation dialog has a "fractional" checkbox next to the tick settings.  Users may uncheck this box to enter integer tick sizes, so the synthetic security's prices will be displayed without decimals, or fractional units.
 ## 2.16.1
 ### Bug Fixes
   - OrderBook's algo state parameters (in the panel on the right side) are sorted alphabetically
@@ -725,3 +728,4 @@ insert_anchor_links = "right"
 - Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
 - Corrected cash per point values, used in pnl calculations, for a number of products
 - PnL report will now remember any customizations you make to filtering and/or sorting criteria
+

src/client/spark/Modules/Spreader/ExecutionStrategyEditor.xaml

@@ -549,24 +549,48 @@
               </u:BindingUpdateGroupCollection>
             </u:Behavior.BindingUpdateGroups>
           </TextBox>
-          <TextBlock
+          <StackPanel
             x:Name="PART_TickFactors_Label"
             Grid.Column="2"
-            VerticalAlignment="Center"
-            Margin="{StaticResource Margin.LHeaderPanelItem}"
-            Text="Ticks"
             IsEnabled="True"
+            Orientation="Horizontal"
             Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
-          />
-          <c:TickFactorsPicker
+           >
+            <TextBlock
+              VerticalAlignment="Center"
+              Margin="{StaticResource Margin.LHeaderPanelItem}"
+              Text="Ticks ("
+            />
+            <CheckBox
+              Margin="1,0,0,0"
+              IsChecked="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}}"
+              VerticalAlignment="Center"
+              VerticalContentAlignment="Center"
+              Padding="0"
+            >
+              fractional
+            </CheckBox>
+            <TextBlock VerticalAlignment="Center" Margin="1,0,0,0">)</TextBlock>
+          </StackPanel>
+          <Grid
             x:Name="PART_TickFactors_Picker"
             Grid.Column="3"
-            Margin="{StaticResource Margin.LHeaderPanelItem}"
-            HorizontalAlignment="Stretch"
             IsEnabled="True"
-            SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
+            Margin="{StaticResource Margin.LHeaderPanelItem}"
             Visibility="{Binding LegTuples.Count, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource IntNotZeroVisibilityConverter}}"
-          />
+          >
+            <c:TickFactorsPicker
+              HorizontalAlignment="Stretch"
+              SelectedTickFactors="{Binding TickFactors, RelativeSource={RelativeSource TemplatedParent}, Mode=TwoWay}"
+              Visibility="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}, Converter={x:Static cv:BooleanToVisibilityConverter.HiddenInstance}}"
+            />
+            <c:TickUpDownInt
+              HorizontalAlignment="Stretch"
+              Minimum="1"
+              Value="{Binding IntegerTickSize, RelativeSource={RelativeSource TemplatedParent}}"
+              Visibility="{Binding UseFractionalTicks, RelativeSource={RelativeSource TemplatedParent}, Converter={StaticResource FalseVisibilityConverter}}"
+            />
+          </Grid>
           <TextBlock
             x:Name="PART_Pricing_Label"
             Grid.Column="4"

src/client/spark/Modules/Spreader/ExecutionStrategyEditor.xaml.cs

@@ -52,6 +52,26 @@ namespace mbts.ui.spark {
       public TickFactors TickFactors { get => GetValue(TickFactorsProperty) as TickFactors; set => SetValue(TickFactorsProperty, value); }
       #endregion
 
+      #region UseFractionalTicks
+      public static readonly DependencyProperty UseFractionalTicksProperty = WPFHelper.create_dp<bool, ExecutionStrategyEditor>(
+         nameof(UseFractionalTicks), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, true);
+
+      public bool UseFractionalTicks {
+         get => (bool)GetValue(UseFractionalTicksProperty);
+         set => SetValue(UseFractionalTicksProperty, value);
+      }
+      #endregion
+
+      #region IntegerTickSize
+      public static readonly DependencyProperty IntegerTickSizeProperty = WPFHelper.create_dp<int, ExecutionStrategyEditor>(
+         nameof(IntegerTickSize), FrameworkPropertyMetadataOptions.BindsTwoWayByDefault, 1);
+
+      public int IntegerTickSize {
+         get => (int)GetValue(IntegerTickSizeProperty);
+         set => SetValue(IntegerTickSizeProperty, value);
+      }
+      #endregion
+
       #region IsNew
       public static readonly DependencyProperty IsNewProperty =
          DependencyProperty.Register(

src/client/spark/Modules/Spreader/SyntheticEditorView.xaml

@@ -36,6 +36,8 @@
       ContractPickerModel="{Binding contract_picker_model}"
       HedgePricing="{Binding hedge_pricing}"
       HedgePricingItemsSource="{Binding hedge_pricing_options}"
+      UseFractionalTicks="{Binding use_fractional_ticks}"
+      IntegerTickSize="{Binding integer_tick_size}"
     />
     <c:DialogSkirtOKCancel Grid.Row="1" OKCommand="{Binding commit}" CloseOnOK="False"/>
   </Grid>

src/client/spark/Modules/Spreader/VM/SyntheticEditorVM.cs

@@ -2,7 +2,6 @@
 using bts.collections;
 using bts.shell;
 using bts.spark;
-using bts.utils;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.spark;
@@ -30,8 +29,16 @@ namespace mbts.spark {
       readonly Property<bool> _has_working_orders, _can_add_leg;
 
       Security _synthetic;
-      bool _set_name_automatically, _set_ticks_automatically, _set_quantities_automatically, _set_price_mults_automatically, _is_setting_quantities, _is_setting_price_mults;
+      bool
+         _set_name_automatically,
+         _set_ticks_automatically,
+         _set_quantities_automatically,
+         _set_price_mults_automatically,
+         _is_setting_quantities,
+         _is_setting_price_mults,
+         _use_fractional_ticks = true;
       TickFactors _tick_factors;
+      int _integer_tick_size = 1;
       ExecutionStrategyImmutable _strategy;
       HedgePricing _hedge_pricing;
 
@@ -44,6 +51,10 @@ namespace mbts.spark {
          : this(synthetic, strategy, false) {
          ExceptionAssert.InvalidOperation.That(synthetic.Id != 0, "This constructor may only be used for already-existing synthetic securities (id must be non-zero).");
          _tick_factors = TickUtils.get_regional_ticks(synthetic.ContractSpec).low_tick;
+         if (TickUtils.is_integer_tick(synthetic.ContractSpec)) {
+            _use_fractional_ticks = false;
+            _integer_tick_size = DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0;
+         }
          title = $"Edit '{synthetic.Synthetic.Name}'";
          icon = Icons.ModifySynthetic;
          _has_working_orders = backing(nameof(has_working_orders), security_has_working_orders.OnDispatcher());
@@ -131,14 +142,14 @@ namespace mbts.spark {
                flash_error_msg("Name already taken", SparkUtils.UI.MessageFlashDuration, nameof(name)).ignore();
                valid = false;
             }
-            if (_tick_factors == null || !_tick_factors.is_valid()) {
-               flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, nameof(tick_factors)).ignore();
+            if (use_fractional_ticks ? (_tick_factors == null || !_tick_factors.is_valid()) : integer_tick_size == 0) {
+               flash_error_msg("Please select ticks", SparkUtils.UI.MessageFlashDuration, use_fractional_ticks ? nameof(tick_factors) : nameof(integer_tick_size)).ignore();
                valid = false;
             }
             if (valid) {
                _synthetic.Synthetic.Legs.SetItems(leg_tuples.Select(l => l.leg));
                _synthetic.Symbol = _deduce_symbol(_synthetic);
-               _synthetic.ContractSpec = _tick_factors.to_spec();
+               _synthetic.ContractSpec = use_fractional_ticks ? _tick_factors.to_spec() : TickUtils.create_integer_tick_spec(integer_tick_size);
                uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
                if (id.HasValue && id != 0) {
                   if (await model.save_strategy(id.Value, get_strategy())) {
@@ -295,6 +306,20 @@ namespace mbts.spark {
       public bool has_working_orders => _has_working_orders.Value;
       public bool is_new { get; }
       public bool is_new_leg_popup_open { get; set; }
+      public bool use_fractional_ticks {
+         get => _use_fractional_ticks;
+         set {
+            if (Set(ref _use_fractional_ticks, value))
+               _set_ticks_automatically = false;
+         }
+      }
+      public int integer_tick_size {
+         get => _integer_tick_size;
+         set {
+            if (Set(ref _integer_tick_size, value))
+               _set_ticks_automatically = false;
+         }
+      }
       public bool can_add_leg => _can_add_leg.Value;
       public SyntheticContract.Types.PriceCalc price_calc { get => _synthetic.Synthetic.PriceCalc; set => _synthetic.Synthetic.PriceCalc = value; }
       public ObservableCollection<LegSpreaderParamsTuple> leg_tuples { get; } = new ObservableCollection<LegSpreaderParamsTuple>();
@@ -323,6 +348,16 @@ namespace mbts.spark {
          _strategy = strategy;
          hedge_pricing = strategy.HedgePricing;
          leg_tuples.SetItems(_get_legs(_synthetic, strategy));
+         if (synthetic.HasContractSpec) {
+            /// assign the fields <see cref="_use_fractional_ticks"/> and <see cref="_integer_tick_size"/>,
+            /// rather than the properties <see cref="use_fractional_ticks"/> and <see cref="integer_tick_size"/>
+            /// because the setters of the former flip <see cref="_set_ticks_automatically"/> to false if the value changes.
+            /// This behavior causes the ticks to be automatically deduced as legs are added/removed,
+            /// until the user explicitly enters a different value (as the properties are bound to tick input controls in the view).
+            Set(ref _use_fractional_ticks, !TickUtils.is_integer_tick(synthetic.ContractSpec), nameof(use_fractional_ticks));
+            if (!use_fractional_ticks)
+               Set(ref _integer_tick_size, DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0, nameof(integer_tick_size));
+         }
          RaisePropertyChanged(nameof(name), nameof(tick_factors));
       }
 

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

@@ -63,5 +63,20 @@ namespace mbts {
 
       public static double? nan_nullable(double value) =>
          double.IsNaN(value) ? (double?)null : value;
+
+      public static int? to_optional_int32(double value) {
+         if (double.IsNaN(value) || double.IsInfinity(value))
+            return null;
+         if (value > 0) {
+            value = Math.Floor(value);
+            if (value <= int.MaxValue)
+               return (int)value;
+         } else if (value < 0) {
+            value = Math.Ceiling(value);
+            if (value >= int.MinValue)
+               return (int)value;
+         }
+         return null;
+      }
    }
 }

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

@@ -1005,6 +1005,8 @@
             ContractPickerModel="{Binding contract_picker_model}"
             HedgePricing="{Binding hedge_pricing}"
             HedgePricingItemsSource="{Binding hedge_pricing_options}"
+            UseFractionalTicks="{Binding use_fractional_ticks}"
+            IntegerTickSize="{Binding integer_tick_size}"
           />
           <c:DialogSkirt Grid.Row="1" Margin="-4" VerticalAlignment="Top" RightItems="{Binding skirt_items}"/>
         </Grid>

src/client/spark/view/Converters/BooleanToVisibilityConverter.cs

@@ -12,6 +12,9 @@ namespace mbts.ui.converters
       public Visibility VisibilityForFalse { get { return _visfalse; } set { _visfalse = value; } }
 
       public static BooleanToVisibilityConverter Instance => new BooleanToVisibilityConverter();
+      public static BooleanToVisibilityConverter HiddenInstance => new BooleanToVisibilityConverter {
+         VisibilityForFalse = Visibility.Hidden
+      };
 
       public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
          bool flag = false;

src/client/spark/view/Spark/Core/TickUtils.cs

@@ -49,6 +49,28 @@ namespace mbts.spark {
       public static double parse(this ContractSpecificationImmutable? spec, string text, double display_multiplier, string nan_text) =>
          spec.spec_or_default().parse(text, display_multiplier, nan_text);
 
+      public static bool is_integer_tick(ContractSpecificationImmutable spec) =>
+         spec.MainFraction == 0 &&
+         spec.PriceDisplayFormat == 0 &&
+         spec.LowTick > 0 &&
+         MathUtils.is_int(spec.LowTick) &&
+         spec.HighTick > 0 &&
+         MathUtils.is_int(spec.HighTick);
+
+      public static ContractSpecification create_integer_tick_spec(int low_tick) =>
+         create_integer_tick_spec(low_tick, low_tick);
+
+      public static ContractSpecification create_integer_tick_spec(int low_tick, int high_tick) {
+         var rv = SecurityDataHelper.Defaults.ContractSpecification;
+         rv.MainFraction = 0;
+         rv.SubFraction = 0;
+         rv.PriceDisplayFormat = 0;
+         rv.PriceBreak = 0;
+         rv.LowTick = low_tick;
+         rv.HighTick = high_tick;
+         return rv;
+      }
+
       public static double low_tick(NativePriceSize[] bids, NativePriceSize[] asks) {
          double low = bids[bids.Length - 1].price;
          if (double.IsNaN(low))

src/client/spark_api/utils/Log.cs

@@ -36,6 +36,7 @@ namespace bts {
       Plugin,
       Sdk,
       Http,
+      iLink3
       // Please keep this list in sync with logging.h/logging.cpp
    }
    

src/data_files/files/cert_secure_logon.txt

@@ -1,12 +1,19 @@
-Session ID           Access ID                      Secret Key                                         Creation Date        Expiration Date      Environment          
-
-M4D                  lLtjH74y1Kh5XUJTLyH2           f1K_tROQp2lTIplVp34WxKa7xDUgfFnIteolfik061o        2019-09-03           2020-09-03           CERT                 
-
-MC1                  VEMlkDuLz74OVHSuacQB           IuHyYT3b-9KUo3WsuXykt-fXsjzp7L-JOrdCSQZLNl0        2019-09-03           2020-09-03           CERT                 
-
-MC5                  77lzSUwPLlM9obaXh2mK           z6aA9qfASDKfZkYTVKFqJd-78i0HZ2Q9ec3CKCYIqHg        2019-09-03           2020-09-03           CERT                 
-
-MC7                  RphzI3rn71oGUEiYnX9e           y6OvvPPyoyj2S8YAnE1gFduXT8v29HIMjO5EngYxSNg        2019-09-03           2020-09-03           CERT                 
-
-MC8                  PYBIm2TI9gFPIxmHbuYl           6o-ZolGH2DdeQOlGtJ5Zqoh_kg7VdbxkmjeOHmigKwU        2019-09-03           2020-09-03           CERT                 
-
+Session ID           Access ID                      Secret Key                                         Creation Date        Expiration Date      Environment          
+
+M4D                  lLtjH74y1Kh5XUJTLyH2           f1K_tROQp2lTIplVp34WxKa7xDUgfFnIteolfik061o        2019-09-03           2020-09-03           CERT                 
+
+MC1                  VEMlkDuLz74OVHSuacQB           IuHyYT3b-9KUo3WsuXykt-fXsjzp7L-JOrdCSQZLNl0        2019-09-03           2020-09-03           CERT                 
+
+MC5                  77lzSUwPLlM9obaXh2mK           z6aA9qfASDKfZkYTVKFqJd-78i0HZ2Q9ec3CKCYIqHg        2019-09-03           2020-09-03           CERT                 
+
+MC7                  RphzI3rn71oGUEiYnX9e           y6OvvPPyoyj2S8YAnE1gFduXT8v29HIMjO5EngYxSNg        2019-09-03           2020-09-03           CERT                 
+
+MC8                  PYBIm2TI9gFPIxmHbuYl           6o-ZolGH2DdeQOlGtJ5Zqoh_kg7VdbxkmjeOHmigKwU        2019-09-03           2020-09-03           CERT                 
+
+NGG                  RYcigz3bSLIIBBF2A2Hq           qB1dm9VkTKeXcdQpFzla8B3_jwTgya_-Fk5iyEJvr2E        2020-06-15           2021-06-15           NEWRELEASE           
+
+NGF                  o4OTmmTLQ7Lv4g6bCm26           HbD3FneMyb9Fu-FkCDLscCczHqFcFE2PyWv978RXGyA        2019-12-20           2020-12-20           NEWRELEASE           
+
+UZE                  EeFdZ1FPepk6U4k3xBZA           2LjEtdLvBLLB1QuDJ4KiJW6M4dF6IHWd_UKmo7p3_Us        2020-06-24           2021-06-24           NEWRELEASE           
+
+VAE                  Y8iqatTewuoHX16gghw8           FNcCB3Ks1qleS56quYzH4V7zAu78YY2bCdLRi9tmU9E        2020-06-24           2021-06-24           NEWRELEASE           

src/lib/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/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/MarketDataService.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;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/Product.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/service/MarketDataServiceServer.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;metricsLine 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/MarketDataService.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;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/Product.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/service/MarketDataServiceServer.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;metricsLine truncated

src/lib/api/service_helpers/AdminServiceUtils.cpp

@@ -580,7 +580,9 @@ bts::api::orderman::RoutingRecord AdminServiceUtils::get_routing_record(const bt
      rv.set_session(conn_ptr->name());
      rv.set_operator_id(cme_user_data->operator_id());
      rv.set_location(cme_user_data->location());
+
      rv.set_smp_id(cme_user_data->smp_id());
+
      if (cme_user_data->smp_instruction()== "O")
         rv.set_smp_instruction(api::orderman::SelfMatchPreventionInstruction::SELF_MATCH_PREVENTION_INSTRUCTION_CANCEL_RESTING);
      else if (cme_user_data->smp_instruction()== "N")

src/lib/api/services/OrderService.proto

@@ -383,7 +383,9 @@ message NativeOrderState {
   RoutingRecord routing_record = 5;
   NativeOrderType native_type = 6;
   string last_transact_time = 7;
+  uint64 last_transact_time_unix_ns = 9;
   double stop_px = 8;
+  uint64 exchange_order_id64 = 10;
 }
 
 // Custom order states
@@ -452,7 +454,8 @@ enum TimeInForce {
   TIME_IN_FORCE_UNDEFINED = 0;
   TIME_IN_FORCE_DAY = 48;
   TIME_IN_FORCE_GTC = 49;
-  TIME_IN_FORCE_IOC = 51;
+  TIME_IN_FORCE_IOC = 51; // FAK
+  TIME_IN_FORCE_DATE = 52;
 }
 
 enum ManualOrderIndicator {

src/lib/config/defaults/MarketData.conf

@@ -23,6 +23,7 @@ PlatformMap {
     }
 }
 
+
 PublisherNamespace {
 	value {
 		shared_memory_namespace: @System.os_user

src/lib/config/defaults/jetfix.conf

@@ -14,7 +14,7 @@ JetFIXSimConnection {
         end_time: "02:00:00"
         start_time: "02:05:00"
         raw_data: "1JE9X"
-        use_cme_secure_logon: false 
+        use_cme_secure_logon: false
         seconds_to_pause : 1
 	max_connection_attempts: 9999999
       }
@@ -31,9 +31,9 @@ JetFIXSimConnection {
         end_time: "02:00:00"
         start_time: "02:05:00"
         raw_data: "1JE9X"
-        use_cme_secure_logon: false 
+        use_cme_secure_logon: false
         seconds_to_pause : 1
-      }      
+      }
    }
 }
 
@@ -49,7 +49,7 @@ JetFIX {
          socket_connect_host_ip: "63.247.113.154"
          socket_connect_port: 80
          sender_compid: "51251"
-         target_compid: "ICE"         
+         target_compid: "ICE"
          start_time: "22:55:00"
          end_time: "22:05:00"
          sender_subid: "BTS"
@@ -57,12 +57,12 @@ JetFIX {
          raw_data: "Starts123"
          max_order_msgs_per_window: 300
          auto_fix_seq_num: true
-         
+
          seconds_to_replay: 6000
       }
       connection: @JetFIXSimConnection.sim
       #connection: @JetFIXSimConnection.sim_ice
-      
+
       connection {
          name: "cme_mc5_99"
          platform: GLBX
@@ -181,9 +181,9 @@ JetFIX {
          sender_subid: "BTS"
          raw_data: "S4PMA"
          auto_fix_seq_num: true
-      }      
+      }
    }
-}   
+}
 
 JetFIX {
    rule: "CannedCertSession.name='gt_cert'"
@@ -196,7 +196,7 @@ JetFIX {
          socket_connect_host_ip: "63.247.113.154"
          socket_connect_port: 80
          sender_compid: "51251"
-         target_compid: "ICE"         
+         target_compid: "ICE"
          start_time: "22:55:00"
          end_time: "22:05:00"
          sender_subid: "BTS"
@@ -204,7 +204,7 @@ JetFIX {
          raw_data: "Starts123"
          max_order_msgs_per_window: 300
          auto_fix_seq_num: true
-         
+
          seconds_to_replay: 6000
       }
       connection: @JetFIXSimConnection.sim
@@ -515,7 +515,7 @@ JetFIX {
          auto_fix_seq_num: true
       }
    }
-}   
+}
 
 
 JetFIX {
@@ -2391,9 +2391,91 @@ JetFIX {
       }
    }
 }
-        
+
+# NrCert gateways
+# 69.50.112.184,12,OESGW
+# 69.50.112.202,50,CME Eurodollar Options
+# 69.50.112.181,52,CME Globex FX Options II
+# 69.50.112.191,54,CME Equity Options
+# 69.50.112.174,56,NYMEX and COMEX Options
+# 69.50.112.172,58,CBOT Treasury Options
+# 69.50.112.195,60,CBOT Commodity and Equity Options
+# 69.50.112.177,64,CME E-mini S&P 500 Futures
+# 69.50.112.168,68,CME Equity Futures excluding E-mini S&P
+# 69.50.112.183,70,CME Commodity Futures
+# 69.50.112.189,72,CBOT Commodity Futures
+# 69.50.112.197,74,KRX Futures; BMD Futures and Options
+# 69.50.112.204,76,NYMEX and COMEX Metals and Alternative Market Futures
+# 69.50.112.167,78,NYMEX Non-Crude Energy Futures
+# 69.50.112.187,80,NYMEX Crude Energy Futures
+# 69.50.112.179,82,CME Eurodollar Futures
+# 69.50.112.198,84,CBOT Treasury Futures
+# 69.50.112.169,88,CME Globex FX Futures and Options
+# 69.50.112.199,99,AutoCert Segment
+
+macro {
+   name: "canned_004"
+   expression: "[CannedCertSession.name, '004']"
+}
+
+JetFIX {
+   rule: "CannedCertSession.name in ['NGG', 'NGF', 'UZE', 'VAE']"
+   value {
+      # ES
+      connection {
+         name: "cme_canned_64"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.177"
+         socket_connect_port: 64530
+         sender_compid: $canned_004
+         target_compid: "CME"
+         target_subid: "64"
+         cme_market_segment_id: 64
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         use_ilink3: true
+      }
+      # CL
+      connection {
+         name: "cme_canned_80"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.187"
+         socket_connect_port: 64530
+         sender_compid: $canned_004
+         target_compid: "CME"
+         target_subid: "80"
+         cme_market_segment_id: 80
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         use_ilink3: true
+      }
+      connection {
+         name: "cme_canned_99"
+         platform: GLBX
+         socket_connect_host_ip: "69.50.112.199"
+         socket_connect_port: 64530
+         sender_compid: $canned_004
+         target_compid: "CME"
+         target_subid: "99"
+         cme_market_segment_id: 99
+         start_time: "00:30:00"
+         end_time: "23:30:00"
+         start_day: "sunday"
+         end_day: "friday"
+         sender_subid: "BTS"
+         use_ilink3: true
+      }
+   }
+}
+
 #If no canned cert specified we fallback to just sim
 CannedCertSession { value { name: "" }}
 JetFIX {value {connection: @JetFIXSimConnection.sim}}
-        
+
 

src/lib/config/protos/jetfix.proto

@@ -9,9 +9,9 @@ message JetFIX {
     enum JetFIXPlatform {
 	   GLBX = 1;
 	   CBOE = 6;
-      SIM = 2;
-      ICE = 3;
-      SIMICE = 4;
+           SIM = 2;
+           ICE = 3;
+           SIMICE = 4;
     }
     optional JetFIXPlatform platform = 15                       [default = GLBX];
     
@@ -87,6 +87,7 @@ message JetFIX {
 
     optional uint32 max_connection_attempts = 346               [default=10];
     optional bool auto_fix_seq_num = 347                        [default=false];
+    optional bool use_ilink3       = 348                        [default=false] ;
    }
 
   repeated Connection connection = 10;
@@ -116,4 +117,4 @@ message CMECannedSecureLogon {
 "MC8                  AbEEtBn63WIAuItPDz1c           n3ndjYb03Hx6wBO3me35HoONyDgO5TZKWk0tDSaX9KA        2018-04-05           2019-04-05           CERT                 \n"
 "T39                  UWggBgHWAe07aqW3ps2I           tbb3it0rUQSSTa0TC9QcRwkrHEMDLWhaJH4VQ0FqGB4        2018-04-05           2019-04-05           NEWRELEASE           \n"
 					  ];
-}
+}

src/lib/jetfix/codec/FIXEncodingStream.h

@@ -52,7 +52,7 @@ class FIXEncodingStream {
       auto msg_offset = _buffer.size();
 
       _current_msg = FIXFragment(_buffer);
-      _begin_string_bm = _current_msg.add<fix::BeginString>("FIX.4.2");
+      _begin_string_bm = _current_msg.add<fix::BeginString>(std::string_view {"FIX.4.2"});
       _body_length_bm = _current_msg.add<fix::BodyLength>(0, 6);
 
       char mt_encoding[4];

src/lib/jetfix/codec/FieldDefinitions.h

@@ -85,6 +85,7 @@ typedef StringField<307> UnderlyingSecurityDesc;
 typedef StringField<336> TradingSessionID;
 typedef StringField<35> MsgType;
 typedef StringField<37> OrderID;
+typedef BigIntField<37> OrderIDu64;
 typedef StringField<41> OrigClOrdID;
 typedef StringField<440> ClearingAccount;
 typedef StringField<48> SecurityID;

src/lib/jetfix/codec/Fields.h

@@ -2,6 +2,8 @@
 
 #include <memory>
 #include <boost/date_time/posix_time/posix_time.hpp>
+#include <string_view>
+
 #include "lib/jetfix/codec/ReaderCursor.h"
 #include "lib/utils/meta_programming.h"
 #include "lib/utils/datetime.h"
@@ -203,6 +205,13 @@ public:
    static std::pair<uint32_t,uint32_t> write (char*buffer,std::string const &str)
    {return write (buffer,str.data (),str.size ());}
 
+
+#if __cplusplus >= 201703L
+   static uint32_t max_value_size (std::string_view const&str) {return str.size ();}
+   static std::pair<uint32_t,uint32_t> write (char*buffer,std::string_view const &str)
+   {return write (buffer,str.data (),str.size ());}
+#endif
+
    static std::pair<uint32_t,uint32_t> write (char*buffer,const char*str,uint32_t sz)
    {
       memcpy (buffer,str,sz);

src/lib/jetfix/connection/SocketConnection.cpp

@@ -23,9 +23,9 @@ SocketConnection::SocketConnection(bts::config::JetFIX::Connection const &cfg,
     : _fd(-1), _cfg(cfg), _log(cfg.log_fix_stream()), _in_log(), _out_log(),
       _perf_log(perf_log) {
    if (_log) {
-      _in_log.open(std::string("/tmp/fix_raw_read_log_") + session_name(cfg),
+      _in_log.open(std::string("/tmp/fix_raw_read_log_") + session_name(cfg).as_string,
                    std::ios_base::app);
-      _out_log.open(std::string("/tmp/fix_raw_write_log_") + session_name(cfg),
+      _out_log.open(std::string("/tmp/fix_raw_write_log_") + session_name(cfg).as_string,
                     std::ios_base::app);
    }
 }

src/lib/jetfix/gateway/Session.cpp

@@ -783,32 +783,32 @@ OutFIXPtr make_logon(uint32_t seq_num, uint32_t last_seq_num_processed,
    const char *application = "O2";
 #endif
 
-   if(session_cfg.platform() == bts::config::JetFIX_Connection_JetFIXPlatform_ICE || 
-      session_cfg.platform() == bts::config::JetFIX_Connection_JetFIXPlatform_SIMICE)
-   {
-      buffer.add<ICEApplicationSystemName>(application);
-      buffer.add<ICEApplicationSystemVersion>("1.0");
-      buffer.add<ICEApplicationSystemVendor>("BTS");      
-      
-      buffer.add<UserName>(session_cfg.user_name());      
+   if (session_cfg.platform() ==
+           bts::config::JetFIX_Connection_JetFIXPlatform_ICE ||
+       session_cfg.platform() ==
+           bts::config::JetFIX_Connection_JetFIXPlatform_SIMICE) {
+      buffer.add<ICEApplicationSystemName>(std::string_view{application});
+      buffer.add<ICEApplicationSystemVersion>(std::string_view{"1.0"});
+      buffer.add<ICEApplicationSystemVendor>(std::string_view{"BTS"});
+
+      buffer.add<UserName>(session_cfg.user_name());
       buffer.add<RawDataLength>(session_cfg.raw_data().size());
-      buffer.add<RawData>(session_cfg.raw_data());      
+      buffer.add<RawData>(session_cfg.raw_data());
       buffer.add<EncryptMethod>(0);
       buffer.add<ICEStrategyPreference>(1);
       buffer.add<ICETimeStampPreference>(1);
-   }
-   else
-   {
-      buffer.add<ApplicationSystemName>(application);
-      buffer.add<ApplicationSystemVersion>("1.0");
-      buffer.add<ApplicationSystemVendor>("BTS");
+   } else {
+      buffer.add<ApplicationSystemName>(std::string_view{application});
+      buffer.add<ApplicationSystemVersion>(std::string_view{"1.0"});
+      buffer.add<ApplicationSystemVendor>(std::string_view{"BTS"});
 
       if (session_cfg.has_trading_session_id()) {
          buffer.add<fix::NoTradingSessions>(1);
          buffer.add<fix::TradingSessionID>(session_cfg.trading_session_id());
       }
       if (session_cfg.has_udf_support_indicator())
-         buffer.add<fix::UDFSupportIndicator>(session_cfg.udf_support_indicator());
+         buffer.add<fix::UDFSupportIndicator>(
+             session_cfg.udf_support_indicator());
 
       if (session_cfg.use_cme_secure_logon()) {
          bts_assert(session_cfg.sender_compid().size() >= 3);
@@ -819,25 +819,24 @@ OutFIXPtr make_logon(uint32_t seq_num, uint32_t last_seq_num_processed,
          std::string last_seq_num_str(9, ' ');
          i32_toa(last_seq_num_processed, &last_seq_num_str[0], 9);
          auto ld = glbx::calculate_hmac(
-            session_id, seq_num_str, session_cfg.sender_compid(),
-            session_cfg.sender_subid(), time_str, session_cfg.target_subid(),
-            std::to_string(session_cfg.seconds_between_hbs()),
-            session_cfg.sender_locationid(), last_seq_num_str, application, "1.0",
-            "BTS");
-   #ifndef BTS_EDGE
-         LOG(Jetfix, Info, "Canonical string for secure logon: {}", ld.canonical);
-   #endif
+             session_id, seq_num_str, session_cfg.sender_compid(),
+             session_cfg.sender_subid(), time_str, session_cfg.target_subid(),
+             std::to_string(session_cfg.seconds_between_hbs()),
+             session_cfg.sender_locationid(), last_seq_num_str, application,
+             "1.0", "BTS");
+#ifndef BTS_EDGE
+         LOG(Jetfix, Info, "Canonical string for secure logon: {}",
+             ld.canonical);
+#endif
          buffer.add<EncodedTextLen>(ld.access_key.size());
          buffer.add<EncodedText>(ld.access_key);
-         buffer.add<EncryptedPasswordMethod>("CME-1-SHA-256");
+         buffer.add<EncryptedPasswordMethod>(std::string_view{"CME-1-SHA-256"});
          buffer.add<EncryptedPasswordLen>(ld.signature.size());
          buffer.add<EncryptedPassword>(ld.signature);
-      } 
-      else 
-      {
+      } else {
          buffer.add<RawDataLength>(session_cfg.raw_data().size());
          buffer.add<RawData>(session_cfg.raw_data());
-         if(session_cfg.user_name() != "")
+         if (session_cfg.user_name() != "")
             buffer.add<UserName>(session_cfg.user_name());
       }
    }

src/lib/jetfix/store/FIXFileStore.cpp

@@ -185,7 +185,7 @@ void load_seq_nums(std::string const &path, uint32_t *last_seq_num,
 FIXFileStore::FIXFileStore(config::JetFIX::Connection const &cfg,
                            std::string base_path)
     : me(new PImpl(cfg)) {
-   auto sn = session_name(cfg);
+   auto sn = session_name(cfg).as_string;
    me->active = sn.size() > 0;
    if (me->active) {
 

src/lib/jetfix/store/session_name.cpp

@@ -75,49 +75,55 @@ bool in_session (datetime::PTime const &ref_date,
    return closest_earlier_end<closest_earlier_start;
 }
 
-std::string session_name_from_ptime (datetime::PTime t,
+SessionName session_name_from_ptime (datetime::PTime t,
                                      boost::posix_time::time_duration time_of_day_start,
                                      boost::posix_time::time_duration time_of_day_end)
 {
-   std::string result (10,' ');
+   SessionName result;
+   result.as_string = std::string(10,' ');
    auto start_of_session = t;
    
    if (time_of_day_start > time_of_day_end && 
        start_of_session.time_of_day () <= time_of_day_end)
       start_of_session -= boost::gregorian::date_duration (1);
-      
-   sprintf (&result[0], "%04d-%02d-%02d",
+
+   using namespace boost::posix_time;
+   ptime epoch(boost::gregorian::date(1970,1,1));
+   ptime session_start_date(start_of_session.date());
+   result.as_uint64_t = (session_start_date - epoch).total_milliseconds();
+
+   sprintf (&(result.as_string[0]), "%04d-%02d-%02d",
             (unsigned short) start_of_session.date ().year (),
             start_of_session.date ().month ().as_number (),
             start_of_session.date ().day ().as_number ());
    return result;
 }
 
-std::string session_name (datetime::PTime const &ref_date,
-                          boost::gregorian::greg_weekday weekday_start,
-                          boost::posix_time::time_duration time_of_day_start,
-                          boost::gregorian::greg_weekday weekday_end,
-                          boost::posix_time::time_duration time_of_day_end)
+SessionName session_name (datetime::PTime const &ref_date,
+                         boost::gregorian::greg_weekday weekday_start,
+                         boost::posix_time::time_duration time_of_day_start,
+                         boost::gregorian::greg_weekday weekday_end,
+                         boost::posix_time::time_duration time_of_day_end)
 {
    if (in_session (ref_date,weekday_start,time_of_day_start,weekday_end,time_of_day_end)) 
       return session_name_from_ptime (closest_before (ref_date,weekday_start,time_of_day_start),
                                       boost::posix_time::time_duration(0, 0, 0),
                                       boost::posix_time::time_duration(0, 0, 1));
    else
-      return std::string ();
+      return {};
 }
 
-std::string session_name (datetime::PTime const &ref_date,
+SessionName session_name (datetime::PTime const &ref_date,
                           boost::posix_time::time_duration time_of_day_start,
                           boost::posix_time::time_duration time_of_day_end)
 {
    if (in_session (ref_date,time_of_day_start,time_of_day_end))
       return session_name_from_ptime (ref_date, time_of_day_start, time_of_day_end);
    else
-      return "";
+      return {};
 }
 
-std::string session_name (config::JetFIX::Connection const &session_cfg)
+SessionName session_name (config::JetFIX::Connection const &session_cfg)
 {
    auto now = datetime::local_now ();
    
@@ -134,7 +140,6 @@ std::string session_name (config::JetFIX::Connection const &session_cfg)
                            parse_time (session_cfg.end_time ()));
 }
 
-
 }}
  
 

src/lib/jetfix/store/session_name.h

@@ -1,9 +1,9 @@
 #pragma once
 
+#include "lib/config/protos/jetfix.pb.h"
+#include "lib/utils/datetime.h"
 #include <memory>
 #include <string>
-#include "lib/utils/datetime.h"
-#include "lib/config/protos/jetfix.pb.h"
 
 namespace boost {
 namespace gregorian {
@@ -11,39 +11,45 @@ class greg_weekday;
 }
 namespace posix_time {
 class time_duration;
-}}
-
+}
+} // namespace boost
 
 namespace bts {
 namespace jetfix {
 
-boost::gregorian::greg_weekday parse_weekday (std::string weekday_str);
-bool parse_time (std::string const &time_str,boost::posix_time::time_duration *out);
+boost::gregorian::greg_weekday parse_weekday(std::string weekday_str);
+bool parse_time(std::string const &time_str,
+                boost::posix_time::time_duration *out);
 
-datetime::PTime closest_before (datetime::PTime const &ref_date,
-                                boost::gregorian::greg_weekday weekday,
-                                boost::posix_time::time_duration time_of_day);
+datetime::PTime closest_before(datetime::PTime const &ref_date,
+                               boost::gregorian::greg_weekday weekday,
+                               boost::posix_time::time_duration time_of_day);
 
-bool in_session (datetime::PTime const &ref_date,
-                 boost::gregorian::greg_weekday weekday_start,
-                 boost::posix_time::time_duration time_of_day_start,
-                 boost::gregorian::greg_weekday weekday_end,
-                 boost::posix_time::time_duration time_of_day_end);
+bool in_session(datetime::PTime const &ref_date,
+                boost::gregorian::greg_weekday weekday_start,
+                boost::posix_time::time_duration time_of_day_start,
+                boost::gregorian::greg_weekday weekday_end,
+                boost::posix_time::time_duration time_of_day_end);
 
-bool in_session (datetime::PTime const &ref_date,
-                 boost::posix_time::time_duration time_of_day_start,
-                 boost::posix_time::time_duration time_of_day_end);
+bool in_session(datetime::PTime const &ref_date,
+                boost::posix_time::time_duration time_of_day_start,
+                boost::posix_time::time_duration time_of_day_end);
 
-std::string session_name (datetime::PTime const &ref_date,
-                          boost::gregorian::greg_weekday weekday_start,
-                          boost::posix_time::time_duration time_of_day_start,
-                          boost::gregorian::greg_weekday weekday_end,
-                          boost::posix_time::time_duration time_of_day_end);
+struct SessionName {
+   std::string as_string;
+   uint64_t as_uint64_t;
+   bool empty() const {return as_string.empty();};
+};
 
-std::string session_name (datetime::PTime const &ref_date,
-                          boost::posix_time::time_duration time_of_day_start,
-                          boost::posix_time::time_duration time_of_day_end);
+SessionName session_name(datetime::PTime const &ref_date,
+                         boost::gregorian::greg_weekday weekday_start,
+                         boost::posix_time::time_duration time_of_day_start,
+                         boost::gregorian::greg_weekday weekday_end,
+                         boost::posix_time::time_duration time_of_day_end);
+SessionName session_name(datetime::PTime const &ref_date,
+                         boost::posix_time::time_duration time_of_day_start,
+                         boost::posix_time::time_duration time_of_day_end);
+SessionName session_name(config::JetFIX::Connection const &session_cfg);
 
-std::string session_name (config::JetFIX::Connection const &session_cfg);
-
-}}
+} // namespace jetfix
+} // namespace bts

src/lib/jetfix/tests/fix_fragment_tests.cpp

@@ -81,9 +81,9 @@ TEST_CASE ("JetFIX Field2Tests", "[jetfix]")
       std::string out (20, ' ');
       typedef StringField<123> Field;
 
-      REQUIRE(Field::max_value_size ("hello")==5);
+      REQUIRE(Field::max_value_size (std::string_view{"hello"})==5);
 
-      auto result = Field::write (&out[0],"hello");
+      auto result = Field::write (&out[0],std::string_view{"hello"});
       REQUIRE (result.first==5);
       REQUIRE (result.second=='h'+'e'+'l'+'l'+'o');
       REQUIRE (out.compare (0,5,"hello") == 0);
@@ -112,7 +112,7 @@ TEST_CASE ("JetFIX FIXFragmentTests" , "[jetfix]")
       FIXFragment g (0);
       g.add<CharField<1>> ('a');
       g.add<FloatField<2>> (1.2,-1,6);
-      g.add<StringField<3>> ("hello");
+      g.add<StringField<3>> (std::string_view{"hello"});
       g.add<IntField<4>> (123,3);
       const char*t_s = "20150427-19:05:18.922";
       g.add<TimeField<5>> (datetime::parse_FIX_timestamp (t_s));
@@ -141,14 +141,14 @@ TEST_CASE ("JetFIX FIXFragmentTests" , "[jetfix]")
       FIXFragment g;
       auto c_bm = g.add<CharField<1>> ('a');
       auto f_bm = g.add<FloatField<2>> (1.2,-1,6);
-      auto s_bm = g.add<StringField<3>> ("hello");
+      auto s_bm = g.add<StringField<3>> (std::string_view{"hello"});
       auto i_bm = g.add<IntField<4>> (123,3);
       auto t_bm = g.add<TimeField<5>> (datetime::parse_FIX_timestamp (t_s1));
       auto b_bm = g.add<BoolField<6>> (true);
 
       g.overwrite (c_bm,'b');
       g.overwrite (f_bm,1.3,-1,6);
-      g.overwrite (s_bm,"olleh");
+      g.overwrite (s_bm,std::string_view {"olleh"});
       g.overwrite (i_bm,321,3);
       g.overwrite (t_bm,(datetime::parse_FIX_timestamp (t_s2)));
       g.overwrite (b_bm,false);
@@ -172,11 +172,11 @@ TEST_CASE ("JetFIX FIXFragmentTests" , "[jetfix]")
       FIXFragment g1;;
       g1.add<CharField<1>> ('a');
       g1.add<FloatField<2>> (1.2,-1,6);
-      g1.add<StringField<3>> ("hello");
+      g1.add<StringField<3>> (std::string_view{"hello"});
       auto chk1 = g1.checksum ();
       
       FIXFragment g2;
-      g2.add<StringField<4>> ("goodbye");
+      g2.add<StringField<4>> (std::string_view{"goodbye"});
       g2.add<IntField<5>> (321,3);
       auto chk2 = g2.checksum ();
 

src/lib/jetfix/tests/store_tests.cpp

@@ -6,279 +6,270 @@
 #include "lib/jetfix/common/OutFIXPtr.h"
 #include "lib/jetfix/store/FIXFileStore.h"
 #include "lib/jetfix/store/session_name.h"
+#include "lib/logging/logging.h"
 #include "lib/utils/TempDir.h"
 #include "lib/utils/TimeStamp.h"
 #include "lib/utils/datetime.h"
-#include "lib/logging/logging.h"
 
+#include <boost/date_time.hpp>
 #include <boost/date_time/gregorian/gregorian.hpp>
 #include <boost/filesystem.hpp>
-#include <boost/date_time.hpp>
 
 namespace bts {
 namespace jetfix {
 
-TEST_CASE ("JetFIX SessionNameTests", "[jetfix]")
-{
-   SECTION("greg_weekday_works")
-   {
-      const char*days [] = {"sun","Monday","tuesday","Wedn","Thursday","Friday","sat"};
+TEST_CASE("JetFIX SessionNameTests", "[jetfix]") {
+   SECTION("greg_weekday_works") {
+      const char *days[] = {"sun",      "Monday", "tuesday", "Wedn",
+                            "Thursday", "Friday", "sat"};
 
-      int i =0;
+      int i = 0;
       for (auto d : days)
-         REQUIRE (parse_weekday (d)==boost::gregorian::greg_weekday (i++));
-   }
-   
-   SECTION("closest_before_works")
-   {
-      auto same_day_before = closest_before (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                             boost::gregorian::Friday,
-                                             boost::posix_time::time_duration(16, 59, 59));
-      REQUIRE (datetime::FIX_date_time_string (same_day_before)=="20150717-16:59:59");
-
-      auto same_day_after = closest_before (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                            boost::gregorian::Friday,
-                                            boost::posix_time::time_duration(17,0,1));
-      REQUIRE (datetime::FIX_date_time_string (same_day_after)=="20150710-17:00:01");
-
-      auto another_day_same_week = closest_before (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                                   boost::gregorian::Thursday,
-                                                   boost::posix_time::time_duration(16, 59, 59));
-      REQUIRE (datetime::FIX_date_time_string (another_day_same_week)=="20150716-16:59:59");
-
-      auto another_day_previous_week = closest_before (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                                       boost::gregorian::Saturday,
-                                                       boost::posix_time::time_duration(16, 59, 59));
-      REQUIRE (datetime::FIX_date_time_string (another_day_previous_week)=="20150711-16:59:59");
-
+         REQUIRE(parse_weekday(d) == boost::gregorian::greg_weekday(i++));
    }
 
-   SECTION("in_session_works")
-   {
-      REQUIRE (in_session (datetime::make_ptime (2015,7,17,17,0,0,0),
-                               boost::gregorian::Sunday,
-                               boost::posix_time::time_duration(16, 59, 59),
-                               
-                               boost::gregorian::Friday,
-                               boost::posix_time::time_duration(17, 0, 1)));
+   SECTION("closest_before_works") {
+      auto same_day_before =
+          closest_before(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::gregorian::Friday,
+                         boost::posix_time::time_duration(16, 59, 59));
+      REQUIRE(datetime::FIX_date_time_string(same_day_before) ==
+              "20150717-16:59:59");
 
-      REQUIRE (!in_session (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::gregorian::Sunday,
-                                boost::posix_time::time_duration(16, 59, 59),
-                               
-                                boost::gregorian::Friday,
-                                boost::posix_time::time_duration(16, 59, 59)));
+      auto same_day_after = closest_before(
+          datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+          boost::gregorian::Friday, boost::posix_time::time_duration(17, 0, 1));
+      REQUIRE(datetime::FIX_date_time_string(same_day_after) ==
+              "20150710-17:00:01");
 
-      REQUIRE (in_session (datetime::make_ptime (2015,7,17,17,0,0,0),
-                               boost::posix_time::time_duration(16, 59, 59),
-                               boost::posix_time::time_duration(17, 59, 59)));
+      auto another_day_same_week =
+          closest_before(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::gregorian::Thursday,
+                         boost::posix_time::time_duration(16, 59, 59));
+      REQUIRE(datetime::FIX_date_time_string(another_day_same_week) ==
+              "20150716-16:59:59");
 
-      REQUIRE (!in_session (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::posix_time::time_duration(0,0,0),
-                                boost::posix_time::time_duration(16, 0,0)));
-
-      REQUIRE (in_session (datetime::make_ptime (2015,7,17,17,0,0,0),
-                               boost::posix_time::time_duration(17, 50, 59),
-                               boost::posix_time::time_duration(17, 45, 59)));
-
-      REQUIRE (!in_session (datetime::make_ptime (2015,7,17,17,47,0,0),
-                                boost::posix_time::time_duration(17, 50, 59),
-                                boost::posix_time::time_duration(17, 45, 59)));
+      auto another_day_previous_week =
+          closest_before(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::gregorian::Saturday,
+                         boost::posix_time::time_duration(16, 59, 59));
+      REQUIRE(datetime::FIX_date_time_string(another_day_previous_week) ==
+              "20150711-16:59:59");
    }
 
-   SECTION("session_name_works")
-   {
-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::gregorian::Sunday,
-                                boost::posix_time::time_duration(16, 59, 59),
-                               
-                                boost::gregorian::Friday,
-                                boost::posix_time::time_duration(17, 0, 1)) ==
-                  "2015-07-12");
+   SECTION("in_session_works") {
+      REQUIRE(in_session(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::gregorian::Sunday,
+                         boost::posix_time::time_duration(16, 59, 59),
 
+                         boost::gregorian::Friday,
+                         boost::posix_time::time_duration(17, 0, 1)));
 
-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::gregorian::Sunday,
-                                boost::posix_time::time_duration(16, 59, 59),
-                                
-                                boost::gregorian::Friday,
-                                boost::posix_time::time_duration(16, 59, 59)) == "");
+      REQUIRE(!in_session(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                          boost::gregorian::Sunday,
+                          boost::posix_time::time_duration(16, 59, 59),
 
-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::posix_time::time_duration(16, 59, 59),
-                                boost::posix_time::time_duration(17, 59, 59)) == 
-                  "2015-07-17");
+                          boost::gregorian::Friday,
+                          boost::posix_time::time_duration(16, 59, 59)));
 
-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,18,0,0,0),
-                                boost::posix_time::time_duration(16, 59, 59),
-                                boost::posix_time::time_duration(17, 59, 59)) == 
-                  "");
+      REQUIRE(in_session(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::posix_time::time_duration(16, 59, 59),
+                         boost::posix_time::time_duration(17, 59, 59)));
 
-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::posix_time::time_duration(17, 50, 59),
-                                boost::posix_time::time_duration(17, 45, 59)) == 
-                  "2015-07-16");
+      REQUIRE(!in_session(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                          boost::posix_time::time_duration(0, 0, 0),
+                          boost::posix_time::time_duration(16, 0, 0)));
 
-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,51,0,0),
-                                boost::posix_time::time_duration(17, 50, 59),
-                                boost::posix_time::time_duration(17, 45, 59)) == 
-                  "2015-07-17");
-
-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,47,0,0),
-                                boost::posix_time::time_duration(17, 50, 59),
-                                boost::posix_time::time_duration(17, 45, 59)) == 
-                  "");
+      REQUIRE(in_session(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::posix_time::time_duration(17, 50, 59),
+                         boost::posix_time::time_duration(17, 45, 59)));
 
+      REQUIRE(!in_session(datetime::make_ptime(2015, 7, 17, 17, 47, 0, 0),
+                          boost::posix_time::time_duration(17, 50, 59),
+                          boost::posix_time::time_duration(17, 45, 59)));
+   }
+
+   SECTION("session_name_works") {
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                           boost::gregorian::Sunday,
+                           boost::posix_time::time_duration(16, 59, 59),
+
+                           boost::gregorian::Friday,
+                           boost::posix_time::time_duration(17, 0, 1)).as_string ==
+              "2015-07-12");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                           boost::gregorian::Sunday,
+                           boost::posix_time::time_duration(16, 59, 59),
+
+                           boost::gregorian::Friday,
+                           boost::posix_time::time_duration(16, 59, 59)).as_string == "");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                           boost::posix_time::time_duration(16, 59, 59),
+                           boost::posix_time::time_duration(17, 59, 59)).as_string ==
+              "2015-07-17");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 18, 0, 0, 0),
+                           boost::posix_time::time_duration(16, 59, 59),
+                           boost::posix_time::time_duration(17, 59, 59)).as_string == "");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                           boost::posix_time::time_duration(17, 50, 59),
+                           boost::posix_time::time_duration(17, 45, 59)).as_string ==
+              "2015-07-16");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 51, 0, 0),
+                           boost::posix_time::time_duration(17, 50, 59),
+                           boost::posix_time::time_duration(17, 45, 59)).as_string ==
+              "2015-07-17");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 47, 0, 0),
+                           boost::posix_time::time_duration(17, 50, 59),
+                           boost::posix_time::time_duration(17, 45, 59)).as_string == "");
    }
-   
 }
 
-
-TEST_CASE ("JetFIX FileStoreTests", "[jetfix]")
-{
-   SECTION("empty_store_works")
-   {
+TEST_CASE("JetFIX FileStoreTests", "[jetfix]") {
+   SECTION("empty_store_works") {
       config::JetFIX::Connection c;
-      c.set_name ("test");
-      c.set_sender_compid ("CME");
-      c.set_sender_subid ("G");
-      c.set_target_compid ("1U7001N");
-      c.set_target_subid ("BLUESTREAM");
+      c.set_name("test");
+      c.set_sender_compid("CME");
+      c.set_sender_subid("G");
+      c.set_target_compid("1U7001N");
+      c.set_target_subid("BLUESTREAM");
 
-      c.set_start_time ("00:00:00");
-      c.set_end_time ("23:59:59");
+      c.set_start_time("00:00:00");
+      c.set_end_time("23:59:59");
 
       utils::TempDir td;
-      
-      FIXFileStore fs (c,td.name ());
-      REQUIRE (fs.session_active ());
-      REQUIRE (fs.replay ().size ()==0);
-      REQUIRE (fs.last_seq_num ()==0);
-      REQUIRE (fs.last_seq_num_processed ()==0);
+
+      FIXFileStore fs(c, td.name());
+      REQUIRE(fs.session_active());
+      REQUIRE(fs.replay().size() == 0);
+      REQUIRE(fs.last_seq_num() == 0);
+      REQUIRE(fs.last_seq_num_processed() == 0);
    }
 
-   SECTION("in_msg_is_stored")
-   {
-      auto td = std::make_shared<utils::TempDir> ();
+   SECTION("in_msg_is_stored") {
+      auto td = std::make_shared<utils::TempDir>();
       config::JetFIX::Connection c;
-      c.set_name ("test");
-      c.set_sender_compid ("CME");
-      c.set_sender_subid ("G");
-      c.set_target_compid ("1U7001N");
-      c.set_target_subid ("BLUESTREAM");
+      c.set_name("test");
+      c.set_sender_compid("CME");
+      c.set_sender_subid("G");
+      c.set_target_compid("1U7001N");
+      c.set_target_subid("BLUESTREAM");
 
-      c.set_start_time ("00:00:00");
-      c.set_end_time ("23:59:59");
+      c.set_start_time("00:00:00");
+      c.set_end_time("23:59:59");
 
-      FIXEncodingStream stream (c);
-      auto &buf = stream.new_msg (MessageTypes::Logon);
-      buf.add<fix::TargetLocationID> ("US,NC");
-      buf.add<fix::EncryptMethod> (0);
+      FIXEncodingStream stream(c);
+      auto &buf = stream.new_msg(MessageTypes::Logon);
+      buf.add<fix::TargetLocationID>(std::string_view{"US,NC"});
+      buf.add<fix::EncryptMethod>(0);
       buf.add<fix::HeartBtInt>(30);
-      buf.add<fix::ApplicationSystemName> ("O2");
-      buf.add<fix::ApplicationSystemVersion> ("1.0");
-      buf.add<fix::ApplicationSystemVendor> ("BTS");
-      stream.close ();
-      stream.stamp (2,3,datetime::FIX_timestamp (datetime::now ()));
-      auto fix = stream.to_str ();
-      
+      buf.add<fix::ApplicationSystemName>(std::string_view{"O2"});
+      buf.add<fix::ApplicationSystemVersion>(std::string_view{"1.0"});
+      buf.add<fix::ApplicationSystemVendor>(std::string_view{"BTS"});
+      stream.close();
+      stream.stamp(2, 3, datetime::FIX_timestamp(datetime::now()));
+      auto fix = stream.to_str();
+
       {
-         FIXFileStore fs (c,td->name ());
-         fs.store (InMsgBuffer (fix));
-         fs.set_last_msg_processed (3);
+         FIXFileStore fs(c, td->name());
+         fs.store(InMsgBuffer(fix));
+         fs.set_last_msg_processed(3);
       }
 
-      FIXFileStore fs (c,td->name ());
-      auto replay = fs.replay ();
-      REQUIRE (replay.size ()==1);
-      REQUIRE (replay[0].type ()==MessageTypes::Logon);
-      REQUIRE (replay[0].to_str ()==fix);
-      REQUIRE (fs.last_seq_num ()==0);
-      REQUIRE (fs.last_seq_num_processed ()==3);
+      FIXFileStore fs(c, td->name());
+      auto replay = fs.replay();
+      REQUIRE(replay.size() == 1);
+      REQUIRE(replay[0].type() == MessageTypes::Logon);
+      REQUIRE(replay[0].to_str() == fix);
+      REQUIRE(fs.last_seq_num() == 0);
+      REQUIRE(fs.last_seq_num_processed() == 3);
    }
 
-   SECTION("out_msg_is_stored")
-   {
-      auto td = std::make_shared<utils::TempDir> ();
+   SECTION("out_msg_is_stored") {
+      auto td = std::make_shared<utils::TempDir>();
       config::JetFIX::Connection c;
-      c.set_name ("test");
-      c.set_sender_compid ("CME");
-      c.set_sender_subid ("G");
-      c.set_target_compid ("1U7001N");
-      c.set_target_subid ("BLUESTREAM");
+      c.set_name("test");
+      c.set_sender_compid("CME");
+      c.set_sender_subid("G");
+      c.set_target_compid("1U7001N");
+      c.set_target_subid("BLUESTREAM");
 
-      c.set_start_time ("00:00:00");
-      c.set_end_time ("23:59:59");
+      c.set_start_time("00:00:00");
+      c.set_end_time("23:59:59");
 
       auto msg_vec = std::make_shared<OutFIX>(c);
-      auto &stream = msg_vec->fix.back ();
-      auto &buf = stream.new_msg (MessageTypes::Logon);
-      buf.add<fix::TargetLocationID> ("US,NC");
-      buf.add<fix::EncryptMethod> (0);
+      auto &stream = msg_vec->fix.back();
+      auto &buf = stream.new_msg(MessageTypes::Logon);
+      buf.add<fix::TargetLocationID>(std::string_view{"US,NC"});
+      buf.add<fix::EncryptMethod>(0);
       buf.add<fix::HeartBtInt>(30);
-      buf.add<fix::ApplicationSystemName> ("O2");
-      buf.add<fix::ApplicationSystemVersion> ("1.0");
-      buf.add<fix::ApplicationSystemVendor> ("BTS");
-      stream.close ();
-      stream.stamp (2,3,datetime::FIX_timestamp (datetime::now ()));
-      
+      buf.add<fix::ApplicationSystemName>(std::string_view{"O2"});
+      buf.add<fix::ApplicationSystemVersion>(std::string_view{"1.0"});
+      buf.add<fix::ApplicationSystemVendor>(std::string_view{"BTS"});
+      stream.close();
+      stream.stamp(2, 3, datetime::FIX_timestamp(datetime::now()));
+
       {
-         FIXFileStore fs (c,td->name ());
-         fs.store (msg_vec);
+         FIXFileStore fs(c, td->name());
+         fs.store(msg_vec);
       }
 
-      FIXFileStore fs (c,td->name ());
-      auto replay = fs.replay ();
-      REQUIRE (replay.size ()==0);
-      REQUIRE (fs.last_seq_num ()==3);
-      REQUIRE (fs.last_seq_num_processed ()==0);
+      FIXFileStore fs(c, td->name());
+      auto replay = fs.replay();
+      REQUIRE(replay.size() == 0);
+      REQUIRE(fs.last_seq_num() == 3);
+      REQUIRE(fs.last_seq_num_processed() == 0);
    }
 
-   SECTION("test_performance")
-   {
-      auto td = std::make_shared<utils::TempDir> ();
+   SECTION("test_performance") {
+      auto td = std::make_shared<utils::TempDir>();
       config::JetFIX::Connection c;
-      c.set_name ("test");
-      c.set_sender_compid ("CME");
-      c.set_sender_subid ("G");
-      c.set_target_compid ("1U7001N");
-      c.set_target_subid ("BLUESTREAM");
+      c.set_name("test");
+      c.set_sender_compid("CME");
+      c.set_sender_subid("G");
+      c.set_target_compid("1U7001N");
+      c.set_target_subid("BLUESTREAM");
 
-      c.set_start_time ("00:00:00");
-      c.set_end_time ("23:59:59");
+      c.set_start_time("00:00:00");
+      c.set_end_time("23:59:59");
 
-      auto start = utils::TimeStamp::now ();
+      auto start = utils::TimeStamp::now();
       {
-         FIXFileStore fs (c,td->name ());
-         for (int i = 0; i < 10000;i++) {
+         FIXFileStore fs(c, td->name());
+         for (int i = 0; i < 10000; i++) {
             auto msg_vec = std::make_shared<std::vector<FIXEncodingStream>>();
-            msg_vec->emplace_back (c);
-            auto &stream = msg_vec->back ();
-            auto &buf = stream.new_msg (MessageTypes::Logon);
-            buf.add<fix::TargetLocationID> ("US,NC");
-            buf.add<fix::EncryptMethod> (0);
+            msg_vec->emplace_back(c);
+            auto &stream = msg_vec->back();
+            auto &buf = stream.new_msg(MessageTypes::Logon);
+            buf.add<fix::TargetLocationID>(std::string_view{"US,NC"});
+            buf.add<fix::EncryptMethod>(0);
             buf.add<fix::HeartBtInt>(30);
-            buf.add<fix::ApplicationSystemName> ("O2");
-            buf.add<fix::ApplicationSystemVersion> ("1.0");
-            buf.add<fix::ApplicationSystemVendor> ("BTS");
-            stream.close ();
-            stream.stamp (i,3,datetime::FIX_timestamp (datetime::now () - boost::gregorian::days (1)));
-            fs.store (InMsgBuffer (stream.to_str ()));
+            buf.add<fix::ApplicationSystemName>(std::string_view{"O2"});
+            buf.add<fix::ApplicationSystemVersion>(std::string_view{"1.0"});
+            buf.add<fix::ApplicationSystemVendor>(std::string_view{"BTS"});
+            stream.close();
+            stream.stamp(i, 3,
+                         datetime::FIX_timestamp(datetime::now() -
+                                                 boost::gregorian::days(1)));
+            fs.store(InMsgBuffer(stream.to_str()));
          }
       }
-      auto stop = utils::TimeStamp::now ();
-      LOG(Testing,Info,"jetfix store gen: {} ms", (stop-start).milliseconds () );
-      
-      start = utils::TimeStamp::now ();
-      FIXFileStore fs (c,td->name ());
-      stop = utils::TimeStamp::now ();
-      LOG(Testing,Info,"jetfix store load: {} ms", (stop-start).milliseconds () );
+      auto stop = utils::TimeStamp::now();
+      LOG(Testing, Info, "jetfix store gen: {} ms",
+          (stop - start).milliseconds());
+
+      start = utils::TimeStamp::now();
+      FIXFileStore fs(c, td->name());
+      stop = utils::TimeStamp::now();
+      LOG(Testing, Info, "jetfix store load: {} ms",
+          (stop - start).milliseconds());
    }
-   
 }
 
-}}
-
-    
-  
-
+} // namespace jetfix
+} // namespace bts

src/lib/logging/logging.cpp

@@ -120,6 +120,7 @@ void configure_logging(bts::config::Logging const&cfg, bts::config::ThreadGroupC
                                 {log::Plugin,"Plugin"},
                                 {log::Sdk,"Sdk"},
                                 {log::Http,"Http"},
+                                {log::iLink3,"ilink3"},
    };
 
    real_cfg.sinks["console"] =

src/lib/logging/logging.h

@@ -46,6 +46,7 @@ constexpr log::Subsystem DataFlow   {Latency.ordinal+1     };
 constexpr log::Subsystem Plugin     {DataFlow.ordinal+1    };
 constexpr log::Subsystem Sdk        {Plugin.ordinal+1      };
 constexpr log::Subsystem Http       {Sdk.ordinal+1   };
+constexpr log::Subsystem iLink3     {Http.ordinal+1   };
 
 struct LoggerHandle {
    LoggerHandle(LoggerHandle const&) = delete;

src/lib/md/ExchangeSecurityKey.h

@@ -0,0 +1,5 @@
+#pragma once
+#include "lib/utils/ValueWrapper.h"
+namespace bts {
+using ExchangeSecurityKey = utils::ValueWrapper<struct ExchangeSecurityKeyTag,uint64_t>;
+}

src/lib/md/MDClient.cpp

@@ -92,7 +92,7 @@ MDConsumer& MDClient::current_consumer() const {
    return _self->_consumer;
 }
 SecurityOracle MDClient::oracle() const {
-   return SecurityOracle(*this);
+   return SecurityOracle(_self->_cache);
 }
 std::set<UserSymbol> MDClient::symbols() const {
    return _self->_symbols;

src/lib/md/MDConsumer.cpp

@@ -897,7 +897,7 @@ public:
       scan_securities(resolve_legs);
    }
 
-   SecurityPtr get_security(SecurityKey key) const {
+   const Security* get_security(SecurityKey key) const {
       return _cache.get_security(key);
    }
 
@@ -979,7 +979,7 @@ size_t MDConsumer::walk_security_list(SecurityCallback cb, const string& symbol,
 
 size_t MDConsumer::scan_securities(bool resolve_legs) { return _pimpl->scan_securities(resolve_legs); }
 void MDConsumer::on_security(SecurityCallback cb, bool resolve_legs) { _pimpl->on_security(cb, resolve_legs); }
-const api::Security* MDConsumer::get_security(SecurityKey key) const { return _pimpl->get_security(key).get(); }
+const api::Security* MDConsumer::get_security(SecurityKey key) const { return _pimpl->get_security(key); }
 std::vector<api::Security const*> MDConsumer::get_securities() const {return _pimpl->get_securities();}
 
 MDConsumerChannel MDConsumer::get_channel(const std::string& symbol, SecurityType type, Venue exchange) const {

src/lib/md/SecurityCache.cpp

@@ -1,8 +1,10 @@
 #include "SecurityCache.h"
 #include "SecurityDB.h"
 #include "lib/utils/Dispatcher.h"
+#include "lib/utils/LockBox.h"
 
 #include <unordered_map>
+#include <google/btree/btree_map.h>
 #include <tbb/concurrent_queue.h>
 #include <mutex>
 
@@ -10,8 +12,8 @@ namespace bts {
 namespace md {
 
 struct SecurityCacheImpl {
-   std::mutex cache_mutex;
-   std::unordered_map<SecurityKey, SecurityPtr> cache;
+   utils::LockBox<btree::btree_map<SecurityKey, SecurityPtr>> cache;
+   utils::LockBox<btree::btree_map<ExchangeSecurityKey, SecurityPtr>> ex_cache;
    tbb::concurrent_queue<SecurityPtr> update_queue;
    void enqueue_update_db(const SecurityPtr&);
    void flush();
@@ -42,61 +44,83 @@ void SecurityCacheImpl::flush() {
 SecurityCache::SecurityCache() : _me(std::make_shared<SecurityCacheImpl>()) {}
 SecurityCache::~SecurityCache() {}
 
-SecurityPtr SecurityCache::try_get_security(SecurityKey key) const {
-   std::lock_guard<std::mutex> lock(_me->cache_mutex);
-   auto iter = _me->cache.find(key);
-   if (iter != _me->cache.end()) {
-      return iter->second;
-   }
-   return nullptr;
+const Security* SecurityCache::try_get_security(SecurityKey key) const {
+   return _me->cache.lock([key](btree::btree_map<SecurityKey, SecurityPtr>& t) {
+      auto iter = t.find(key);
+      if (iter != t.end()) {
+         return iter->second.get();
+      }
+      return (const api::Security*)nullptr;
+   });
+}
+const Security* SecurityCache::try_get_security(ExchangeSecurityKey key) const {
+   return _me->ex_cache.lock([key](btree::btree_map<ExchangeSecurityKey,SecurityPtr>& t) {
+      auto iter = t.find(key);
+      if (iter != t.end()) {
+         return iter->second.get();
+      }
+      return (const api::Security*)nullptr;
+   });
 }
 
-SecurityPtr SecurityCache::get_security(SecurityKey key) {
-   std::unique_lock<std::mutex> lock(_me->cache_mutex);
-   auto iter = _me->cache.find(key);
-   if (iter != _me->cache.end()) {
-      return iter->second;
-   }
-   else {
-      // unlock for db read
-      lock.unlock();
+
+const Security* SecurityCache::get_security(SecurityKey key) {
+   const Security* result = try_get_security(key);
+   if (result == nullptr) {
+      // outside lock
       auto security = db::find_security(key);
       if (security) {
          LOG(md,Info, "Loaded security from database: {} {}", security->symbol(), security->id());
          return add_db_security(security);
       }
-      return security;
+      return nullptr;
    }
-}
-
-std::vector<api::Security const*> SecurityCache::get_securities()
-{
-   std::vector<api::Security const*> result;
-   result.reserve(100000);
-
-   std::unique_lock<std::mutex> lock(_me->cache_mutex);
-   for (auto const&p : _me->cache)
-      result.push_back(p.second.get());
    return result;
 }
 
-SecurityPtr SecurityCache::add_db_security(const SecurityPtr& security) {
+std::vector<api::Security const*> SecurityCache::get_securities() {
+   std::vector<api::Security const*> result;
+   result.reserve(100000);
+
+   _me->cache.lock([&result](auto& cache) {
+      for (auto const&p : cache) {
+         result.push_back(p.second.get());
+      }
+   });
+   return result;
+}
+
+const Security* SecurityCache::add_db_security(const SecurityPtr& security) {
    bts_assert(security);
-   std::lock_guard<std::mutex> lock(_me->cache_mutex);
-   SecurityKey key(security->id());
-   auto result = _me->cache.insert(std::make_pair(SecurityKey(security->id()), security));
-   // If result was inserted result.first->second is equal to security
-   // If the value was already present it must be a recently inserted 'live' security and we should use it
-   return result.first->second;
+   if (security->has_glbx()) {
+      _me->ex_cache.lock([&security](auto& cache) {
+         ExchangeSecurityKey key(security->id());
+         cache.insert(std::make_pair(key, security));
+      });
+   }
+   return _me->cache.lock([&security](auto& cache) {
+      SecurityKey key(security->id());
+      auto result = cache.insert(std::make_pair(key, security));
+      // If result was inserted result.first->second is equal to security
+      // If the value was already present it must be a recently inserted 'live' security and we should use it
+      return result.first->second.get();
+   });
 }
 bool SecurityCache::add_live_security(const SecurityPtr& security) {
    bts_assert(security);
-   std::lock_guard<std::mutex> lock(_me->cache_mutex);
-   SecurityKey key(security->id());
-   // Insert but don't overwrite existing
-   auto result = _me->cache.insert(std::make_pair(SecurityKey(security->id()), security));
-   _me->enqueue_update_db(security);
-   return result.second;
+   if (security->has_glbx()) {
+      _me->ex_cache.lock([&security](auto& cache) {
+         ExchangeSecurityKey key(security->id());
+         cache.insert(std::make_pair(key, security));
+      });
+   }
+   return _me->cache.lock([&](auto& cache) {
+      SecurityKey key(security->id());
+      // Insert but don't overwrite existing
+      auto result = cache.insert(std::make_pair(SecurityKey(security->id()), security));
+      _me->enqueue_update_db(security);
+      return result.second;
+   });
 }
 
 void SecurityCache::flush_to_disk() { _me->flush(); }

src/lib/md/SecurityCache.h

@@ -3,6 +3,7 @@
 #include "lib/domain_model/Security.pb.h"
 #include "MDConsumerHandle.h"
 #include "lib/domain_model/SecurityKey.h"
+#include "lib/md/ExchangeSecurityKey.h"
 #include "SecurityPtr.h"
 #include <memory>
 
@@ -20,17 +21,18 @@ public:
    ~SecurityCache();
 
    //Load security from cache with fallback to database
-   SecurityPtr get_security(SecurityKey key); 
+   const Security* get_security(SecurityKey key); 
 
    // Load all securities from cache, no fallback to database
    std::vector<api::Security const*> get_securities();
    
    // Get the security if it's in the cache otherwise return nullptr. Does not query security database.
-   SecurityPtr try_get_security(SecurityKey key) const;
+   const Security* try_get_security(SecurityKey key) const;
+   const Security* try_get_security(ExchangeSecurityKey key) const;
 
    // returns true if the cache was updated
    bool add_live_security(const SecurityPtr& security);
-   SecurityPtr add_db_security(const SecurityPtr& security);
+   const Security* add_db_security(const SecurityPtr& security);
 
    void flush_to_disk();
 

src/lib/md/SecurityOracle.cpp

@@ -4,14 +4,18 @@
 namespace bts {
 namespace md {
 
-SecurityOracle::SecurityOracle(const MDClient& client): _client(client) {}
+SecurityOracle::SecurityOracle(SecurityCache& cache): _cache(cache) {}
 SecurityOracle::~SecurityOracle() { }
 const api::Security* SecurityOracle::get_security(SecurityKey key) const {
-   return _client.current_consumer().get_security(key);
+   return _cache.get_security(key);
+}
+
+const api::Security* SecurityOracle::get_security(ExchangeSecurityKey key) const {
+   return _cache.try_get_security(key);
 }
 
 std::vector<api::Security const*> SecurityOracle::get_securities() const {
-   return _client.current_consumer().get_securities();
+   return _cache.get_securities();
 }
 
 }}//namespace

src/lib/md/SecurityOracle.h

@@ -1,6 +1,8 @@
 #pragma once
 
 #include "lib/domain_model/SecurityKey.h"
+#include "lib/md/ExchangeSecurityKey.h"
+#include "lib/md/SecurityCache.h"
 #include <memory>
 #include <vector>
 
@@ -9,11 +11,12 @@ namespace api {class Security;}
 namespace md {
 class MDClient;
 class SecurityOracle {
-   const MDClient& _client;
+   SecurityCache& _cache;
 public:
-   SecurityOracle(const MDClient&);
+   SecurityOracle(SecurityCache&);
    ~SecurityOracle();
    const api::Security* get_security(SecurityKey key) const;
+   const api::Security* get_security(ExchangeSecurityKey key) const;
    std::vector<api::Security const*> get_securities() const;
 };
 

src/lib/orderman/actors/FillStore.cpp

@@ -10,6 +10,7 @@
 #include "lib/persistence/SqliteStore.h"
 #include "lib/utils/PBUtils.h"
 #include "lib/orderman/actors/SODPosition.h"
+#include "lib/utils/overloaded.h"
 
 #include <boost/date_time/posix_time/posix_time.hpp>
 #include <sys/time.h>
@@ -119,8 +120,21 @@ void FillStore::on_execution_report(
                   fill.set_fill_status(api::orderman::Fill::FILL_STATUS_CORRECTED);
                fill.set_fill_key(fk);
 
-               auto exchange_ts = utils::pb::to_timestamp(
-                   datetime::parse_FIX_timestamp(to_str(er.transact_time)));
+               auto exchange_ts = 
+                  std::visit(overloaded { 
+                     [](const orderman::ExchangeTimeStampStr& ts) { 
+                        return utils::pb::to_timestamp(
+                                 datetime::parse_FIX_timestamp(to_str(ts)));
+                     },
+                     [](ExchangeTimeStamp64 ts) {
+                        google::protobuf::Timestamp gts;
+                        auto seconds = ts.value() / 1E9;
+                        gts.set_seconds(seconds);
+                        gts.set_nanos(ts.value() - (seconds * 1E9));
+                        return gts;
+                     }
+                  }, er.transact_time);
+
                *fill.mutable_timestamp() = exchange_ts;
 
                auto it = me->known_orders.find(er.order_key);

src/lib/orderman/actors/GLBXExecutionGateway.cpp

@@ -222,7 +222,9 @@ void GLBXExecutionGateway::on_exe_report(
           msg.get<fix::ManualOrderIndicator>()
               ? api::orderman::MANUAL_ORDER_INDICATOR_YES
               : api::orderman::MANUAL_ORDER_INDICATOR_YES;
-      str_to(msg.get<fix::OrderID>(), &data->exchange_order_id);
+      str_to(msg.get<fix::OrderID>(), 
+         & std::get<ExchangeOrderID>(
+            data->exchange_order_id));
 
       if (msg.has<fix::Price>())
          data->price = securities::decode_exchange_price(
@@ -261,7 +263,9 @@ void GLBXExecutionGateway::on_exe_report(
                             : Price(0);
       if (msg.has<fix::ExecID>())
          str_to(msg.get<fix::ExecID>(), &data->exchange_fill_id);
-      str_to(msg.get<fix::TransactTimeStr>(), &data->transact_time);
+      orderman::ExchangeTimeStampStr t;
+      str_to(msg.get<fix::TransactTimeStr>(), &t);
+      data->transact_time = t;
 
       if (msg.has<fix::CustOrderHandlingInst>())
          data->cust_order_handling_inst = msg.get<fix::CustOrderHandlingInst>();

src/lib/orderman/actors/GLBXExecutionGateway.h

@@ -18,6 +18,7 @@ class GLBXExecutionGateway : public IExecutionGateway {
    void on_securities(const mercury::Update<NewSecuritiesEvent> &) override;
    void on_admin_data(const mercury::Update<NewAdminDataEvent> &) override;
    void send_fix(jetfix::OutFIXPtr const &fix, trace::CorID trace) override;
+   void send_msgs(std::vector<OrderMsg> const&, trace::CorID) override {bts_assert(false);}
 
    OnExeReport& on_exe_report() override;
    OnGwStatusChange& on_gw_status_change() override;

src/lib/orderman/actors/GLBXiLink3ExecutionGateway.cpp

@@ -0,0 +1,284 @@
+#include "lib/orderman/actors/GLBXiLink3ExecutionGateway.h"
+#include "lib/config/config.h"
+#include "lib/config/protos/orderman_cfg.pb.h"
+#include "lib/domain_model/Security.h"
+#include "lib/jetfix/common/OutFIX.h"
+#include "lib/jetfix/store/session_name.h"
+#include "lib/orderman/actors/GLBXExecutionGateway.h"
+#include "lib/orderman/actors/ilink3/IL3Reactor.h"
+#include "lib/orderman/actors/ilink3/ILinkGW.h"
+#include "lib/orderman/actors/ilink3/SessionStore.h"
+#include "lib/orderman/events/NewSecuritiesEvent.h"
+#include "lib/orderman/orderman_utils/fix_order_codec.h"
+#include "lib/orderman/actors/ilink3/IL3MessageFramer.h"
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+enum class GLBXiLink3ExecutionGateway::State {
+
+   WAITING_FOR_SECURITIES,
+   PAUSED,
+   CONNECTING,
+   READY
+};
+
+struct GLBXiLink3ExecutionGateway::PImpl {
+   PImpl(config::JetFIX::Connection const &cfg, trace::PerfLog &log,
+         md::SecurityOracle o)
+       : state(), cfg(cfg), reactor(), start_of_pause(), on_exe_report(),
+         on_gw_status_change(), on_cancel_reject(), perf_log(log),
+         sec_oracle(o), securities(), securities_by_descriptor(),
+         gw_name(cfg.name()), session_store(), gw(), connection(nullptr),
+         connection_failures(0) {
+      TCPEndpoint endpoint{cfg.socket_connect_host_ip(),
+                           (ushort)cfg.socket_connect_port()};
+      connection = &reactor.register_connection({endpoint});
+   }
+
+   State state;
+   config::JetFIX::Connection const cfg;
+   IL3Reactor reactor;
+   IL3MessageFramer framer;
+   TimeStamp start_of_pause;
+
+   OnExeReport on_exe_report;
+   OnGwStatusChange on_gw_status_change;
+   orderman::OnCancelReject on_cancel_reject;
+   trace::PerfLog &perf_log;
+   md::SecurityOracle sec_oracle;
+   std::unordered_map<SecurityKey::Value, api::Security const *> securities;
+   std::unordered_map<std::string, api::Security const *>
+       securities_by_descriptor;
+   GatewayName gw_name;
+   std::optional<SessionStore> session_store;
+   std::optional<ILinkGW> gw;
+   IL3Connection *connection;
+   size_t connection_failures;
+};
+
+GLBXiLink3ExecutionGateway::GLBXiLink3ExecutionGateway(
+    config::JetFIX::Connection const &cfg, trace::PerfLog &log,
+    md::SecurityOracle o)
+    : me(new PImpl(cfg, log, o)) {
+   me->state = State::WAITING_FOR_SECURITIES;
+}
+
+GLBXiLink3ExecutionGateway::~GLBXiLink3ExecutionGateway() {}
+
+void GLBXiLink3ExecutionGateway::start() {}
+
+void GLBXiLink3ExecutionGateway::dispatch_incoming_fix_messages() {
+   switch (me->state) {
+   case State::WAITING_FOR_SECURITIES:
+      break;
+   case State::PAUSED:
+      on_time();
+      break;
+   case State::READY:
+   case State::CONNECTING:
+      me->reactor.do_work();
+      me->gw->on_time();
+      break;
+   }
+}
+
+void GLBXiLink3ExecutionGateway::on_time() {
+   bts_assert(me->state == State::PAUSED);
+
+   // If we are still paused bail early, this avoids logging too much
+   // or spending too much CPU
+   if (pause_in_effect())
+      return;
+
+   me->start_of_pause = Timer::now();
+
+   // If we alread exceed the maximum number of failures per run
+   // bail. This is a safety measure to avoid overwhelming the
+   // exchange in the event of a bug or operational problem that
+   // results in repeated connection failures.
+   if (max_failures_reached()) {
+      LOG(iLink3, Warn,
+          "Maximum number of connection failures reached for {}. Reboot to try "
+          "again",
+          me->gw_name.value());
+      return;
+   }
+
+   // If we reach this point we are no longer in the pause window and
+   // we have not exceed our connection failure limit. The only thing
+   // to check now is wheter we are inside the exchange's active
+   // hours.
+   auto current_session = jetfix::session_name(me->cfg);
+   if (current_session.empty()) {
+      LOG(iLink3, Info, "Outside of session in ", me->gw_name.value());
+      return;
+   }
+   // Yep, the stars are all aligned, lets try to connect
+   connect(current_session);
+}
+
+void GLBXiLink3ExecutionGateway::connect(jetfix::SessionName const &sn) {
+   bts_assert(me->state == State::PAUSED);
+   transition(State::CONNECTING);
+   Config c;
+   c.cme_session = me->cfg.sender_compid().substr(0, 3);
+   c.firm = me->cfg.sender_compid().substr(3);
+   c.failover_on_disconnect = false;
+
+   me->session_store.emplace(me->sec_oracle, sn, me->cfg);
+   c.raw_message_logger =
+       [store = &me->session_store.value()](auto d, auto const &msg) {
+          store->async_store_raw_msg(d, msg);
+       };
+
+   me->gw.emplace(*me->connection, me->framer, &me->sec_oracle, me->session_store->starting_session_descriptor(), c, me->cfg);              
+
+   me->gw->subscribe_cancel_reject([this](auto k, auto const &msg) {
+      bts_assert(me->state == State::READY || me->state == State::CONNECTING);
+      me->on_cancel_reject(k, msg);
+   });
+
+   me->gw->subscribe_execution_reports([this](auto er) {
+      bts_assert(me->state == State::READY || me->state == State::CONNECTING);
+      me->on_exe_report(*er, {});
+   });
+
+   me->gw->subscribe_session([this](auto const &s) {
+      me->session_store->async_update_session(s);
+   });
+
+   me->gw->subscribe_state([this](auto gw_state) {
+      LOG(iLink3, Info, "Internal gateway state change in {}. State is now {}",
+          me->gw_name.value(),
+          log::CharPtrWrapper{ilink3::state_string(gw_state)});
+      switch (me->state) {
+      case State::CONNECTING:
+         if (gw_state == ilink3::State::READY) {
+            transition(State::READY);
+            me->on_gw_status_change(true);
+         } else if (gw_state == ilink3::State::ERROR) {
+            me->connection_failures++;
+            pause();
+         }
+         break;
+      case State::READY:
+         if (gw_state == ilink3::State::ERROR) {
+            me->connection_failures++;
+            pause();
+            me->on_gw_status_change(false);
+         }
+         break;
+      default:
+         bts_assert(false);
+         break;
+      }
+   });
+   me->gw->connect();
+}
+
+void GLBXiLink3ExecutionGateway::pause() {
+   me->start_of_pause = Timer::now();
+   me->gw.reset();
+   transition(State::PAUSED);
+}
+
+bool GLBXiLink3ExecutionGateway::pause_in_effect() const {
+   return sec_diff(Timer::now(), me->start_of_pause) <=
+          me->cfg.seconds_to_pause();
+}
+
+bool GLBXiLink3ExecutionGateway::max_failures_reached() const {
+   return me->connection_failures > me->cfg.max_connection_attempts();
+}
+
+void GLBXiLink3ExecutionGateway::on_securities(
+    const mercury::Update<NewSecuritiesEvent> &update) {
+   if (update.events) {
+
+      for (auto const &ev : *(update.events)) {
+         auto sec_ptr = ev.security;
+         me->securities[sec_ptr->id()] = sec_ptr;
+         me->securities_by_descriptor[securities::descriptor(*sec_ptr)] =
+             sec_ptr;
+      }
+
+      if (me->state == State::WAITING_FOR_SECURITIES) {
+         LOG(iLink3, Warn,
+             "Received first set of {} securities. Proceeding "
+             "with initialization of execution gateway {}",
+             update.events->size(), me->gw_name.value());
+         // got our security synopsis, ready to start the GW
+         transition(State::PAUSED);
+      }
+   }
+}
+
+void GLBXiLink3ExecutionGateway::on_admin_data(
+    const mercury::Update<NewAdminDataEvent> &) {}
+
+void GLBXiLink3ExecutionGateway::send_msgs(std::vector<OrderMsg> const &msgs,
+                                           trace::CorID) {
+
+   if (me->state == State::READY) {
+      for (auto &m : msgs) {
+         // NewOrderSingle
+         auto create_ptr = std::get_if<CreateOrderMsg>(&m);
+         if (create_ptr) {
+            me->gw->send_order(*create_ptr);
+            break;
+         }
+         // CancelReplace
+         auto cancel_replace_ptr = std::get_if<CancelReplaceOrderMsg>(&m);
+         if (cancel_replace_ptr) {
+            me->gw->send_cancel_replace(*cancel_replace_ptr);
+            break;
+         }
+         // Cancel
+         auto cancel_ptr = std::get_if<CancelOrderMsg>(&m);
+         if (cancel_ptr) {
+            me->gw->send_cancel(*cancel_ptr);
+            break;
+         }
+      }
+      me->gw->flush();
+   }
+}
+
+OnExeReport &GLBXiLink3ExecutionGateway::on_exe_report() {
+   return me->on_exe_report;
+}
+
+OnGwStatusChange &GLBXiLink3ExecutionGateway::on_gw_status_change() {
+   return me->on_gw_status_change;
+}
+
+orderman::OnCancelReject &GLBXiLink3ExecutionGateway::on_cancel_reject() {
+   return me->on_cancel_reject;
+}
+
+log::CharPtrWrapper GLBXiLink3ExecutionGateway::state_name(State st) {
+   switch (st) {
+   case State::WAITING_FOR_SECURITIES:
+      return {"WAITING_FOR_SECURITIES"};
+   case State::PAUSED:
+      return {"PAUSED"};
+   case State::CONNECTING:
+      return {"CONNECTING"};
+   case State::READY:
+      return {"READY"};
+   }
+   bts_assert(false);
+   return {""};
+}
+
+void GLBXiLink3ExecutionGateway::transition(State new_state) {
+   LOG(iLink3, Info, "Transitioning {} from {} to {}", me->gw_name.value(),
+       state_name(me->state), state_name(new_state));
+   me->state = new_state;
+}
+
+} // namespace ilink3
+} // namespace orderman
+} // namespace bts

src/lib/orderman/actors/GLBXiLink3ExecutionGateway.h

@@ -0,0 +1,48 @@
+#pragma once
+
+#include "IExecutionGateway.h"
+#include "lib/logging/logging.h"
+
+namespace bts {
+namespace jetfix {struct SessionName;}
+namespace orderman {
+namespace ilink3 {
+
+struct Session;
+
+class GLBXiLink3ExecutionGateway : public IExecutionGateway {
+ public:   
+   GLBXiLink3ExecutionGateway(config::JetFIX::Connection const &, trace::PerfLog &,
+                              md::SecurityOracle);
+   virtual ~GLBXiLink3ExecutionGateway();
+
+   void start() override;
+   void dispatch_incoming_fix_messages() override;
+   void on_securities(const mercury::Update<NewSecuritiesEvent> &) override;
+   void on_admin_data(const mercury::Update<NewAdminDataEvent> &) override;
+   void send_fix(jetfix::OutFIXPtr const &, trace::CorID ) override {bts_assert(false);}
+   void send_msgs(std::vector<OrderMsg> const&, trace::CorID) override;
+   
+   OnExeReport& on_exe_report() override;
+   OnGwStatusChange& on_gw_status_change() override;
+   OnCancelReject &on_cancel_reject() override;
+
+private:
+   enum class State;
+   struct PImpl;
+   std::unique_ptr<PImpl> me;
+
+   // Time passing
+   void on_time();
+   bool pause_in_effect() const;
+   bool max_failures_reached()const; 
+   static log::CharPtrWrapper state_name(State);
+   void transition(State);
+
+   void pause();
+   void connect(jetfix::SessionName const&);
+};
+
+} // namespace orderman
+} // namespace bts
+}

src/lib/orderman/actors/ICEExecutionGateway.cpp

@@ -390,7 +390,9 @@ void ICEExecutionGateway::on_exe_report(const jetfix::fix::ICEExecutionReportMsg
       data->manual_order_indicator = api::orderman::MANUAL_ORDER_INDICATOR_NO;
       
       std::string oid_string = get_ice_order_id_string(msg);
-      str_to(oid_string, &data->exchange_order_id);
+      str_to(oid_string, 
+         & std::get<ExchangeOrderID>(
+            data->exchange_order_id));
       data->ice_cl_ord_id = 0;
       if(msg.has<fix::Int_ClOrdID>())
          data->ice_cl_ord_id = msg.get<fix::Int_ClOrdID>();
@@ -438,8 +440,10 @@ void ICEExecutionGateway::on_exe_report(const jetfix::fix::ICEExecutionReportMsg
       if (msg.has<fix::TransactTimeStr>())
       {
          std::string stamp = msg.get<fix::TransactTimeStr>();
-         stamp.resize(sizeof(mercury::TimeStampStr));
-         str_to(stamp, &data->transact_time);
+         stamp.resize(sizeof(orderman::ExchangeTimeStampStr));
+         orderman::ExchangeTimeStampStr t;
+         str_to(stamp, &t);
+         data->transact_time = t;
       }
       data->cfg = &me->cfg;
       data->msg = text_msg;

src/lib/orderman/actors/ICEExecutionGateway.h

@@ -17,6 +17,7 @@ class ICEExecutionGateway : public IExecutionGateway {
    void on_securities(const mercury::Update<NewSecuritiesEvent> &) override;
    void on_admin_data(const mercury::Update<NewAdminDataEvent> &) override;
    void send_fix(const jetfix::OutFIXPtr& fix, trace::CorID trace) override;
+   void send_msgs(std::vector<OrderMsg> const&, trace::CorID) override {bts_assert(false);}
 
    OnExeReport& on_exe_report() override;
    OnGwStatusChange& on_gw_status_change() override;

src/lib/orderman/actors/IExecutionGateway.cpp

@@ -1,17 +1,24 @@
 
 #include "IExecutionGateway.h"
-#include "ICEExecutionGateway.h"
 #include "GLBXExecutionGateway.h"
+#include "ICEExecutionGateway.h"
+#include "lib/utils/ValueWrapper.h"
+#include "lib/orderman/actors/GLBXiLink3ExecutionGateway.h"
+
+#include <variant>
 
 namespace bts {
 namespace orderman {
 
 std::unique_ptr<IExecutionGateway>
-ExecutionGatewayFactory::create_gateway(const config::JetFIX::Connection& conn, trace::PerfLog& pl, md::SecurityOracle o)
-{
-   if(conn.platform() == bts::config::JetFIX_Connection_JetFIXPlatform_ICE || 
-      conn.platform() == bts::config::JetFIX_Connection_JetFIXPlatform_SIMICE)
+ExecutionGatewayFactory::create_gateway(const config::JetFIX::Connection &conn,
+                                        trace::PerfLog &pl,
+                                        md::SecurityOracle o) {
+   if (conn.platform() == bts::config::JetFIX_Connection_JetFIXPlatform_ICE ||
+       conn.platform() == bts::config::JetFIX_Connection_JetFIXPlatform_SIMICE)
       return std::make_unique<ICEExecutionGateway>(conn, pl, o);
+   else if (conn.use_ilink3()) 
+      return std::make_unique<ilink3::GLBXiLink3ExecutionGateway>(conn, pl, o);
    else
       return std::make_unique<GLBXExecutionGateway>(conn, pl, o);
 }

src/lib/orderman/actors/IExecutionGateway.h

@@ -9,6 +9,7 @@
 #include "lib/utils/bts_no_copy.h"
 
 #include <memory>
+#include <variant>
 
 namespace bts {
 namespace trace {struct CorID;class PerfLog;}
@@ -18,6 +19,37 @@ class NewAdminDataEvent;
 class ExecutionReport;
 
 
+struct CreateOrderMsg {
+   OrderKey key;
+   Price price;
+   Quantity quantity;
+   api::Security const *security;
+   api::Side side;
+   Price stop_px;
+   Quantity display_quantity;
+   api::orderman::NativeOrderType order_type;
+   api::orderman::TimeInForce time_in_force;
+   api::orderman::ManualOrderIndicator manual_order_indicator;
+   api::orderman::RoutingRecord const *routing_record;
+};
+
+struct CancelReplaceOrderMsg {
+   CreateOrderMsg create_fields;
+   ExchangeOrderID64 exchange_order_id;
+};
+
+struct CancelOrderMsg {
+   OrderKey key;
+   ExchangeOrderID64 exchange_order_id;
+   api::orderman::ManualOrderIndicator manual_order_indicator;
+   api::Security const *security;
+   api::orderman::RoutingRecord const *routing_record;
+   api::Side side;
+};
+
+using OrderMsg = 
+   std::variant<CreateOrderMsg, CancelReplaceOrderMsg, CancelOrderMsg>;
+
 using OnGwStatusChange = std::function<void(bool)>;
 using OnExeReport = std::function<void(ExecutionReport const &, trace::CorID const &)>;
 using OnCancelReject = std::function<void(OrderKey, std::string const &)>;
@@ -33,7 +65,7 @@ class IExecutionGateway {
    virtual void on_securities(const mercury::Update<NewSecuritiesEvent> &) = 0;
    virtual void on_admin_data(const mercury::Update<NewAdminDataEvent> &) = 0;
    virtual void send_fix(const jetfix::OutFIXPtr&, trace::CorID) = 0;
-   
+   virtual void send_msgs(std::vector<OrderMsg> const&, trace::CorID) = 0;
    virtual OnExeReport& on_exe_report() = 0;
    virtual OnGwStatusChange& on_gw_status_change() = 0;
    virtual OnCancelReject &on_cancel_reject() = 0;

src/lib/orderman/actors/ilink3/IL3Connection.h

@@ -0,0 +1,20 @@
+#pragma once
+#include "IL3ConnectionHandler.h"
+#include <string>
+#include <vector>
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+struct IL3Connection {
+   virtual ~IL3Connection() = default;
+   virtual void connect(IL3ConnectionHandler&) = 0;
+   virtual void disconnect() = 0;
+   // Switch connection but do not connect()
+   virtual void failover() = 0;
+   virtual void send(const std::string_view) = 0;
+   virtual void send(const std::vector<std::string_view>&) = 0;
+};
+
+}}}//namespace

src/lib/orderman/actors/ilink3/IL3ConnectionHandler.cpp

@@ -0,0 +1,10 @@
+#include "IL3ConnectionHandler.h"
+
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+IL3ConnectionHandler::~IL3ConnectionHandler()  = default;
+
+}}}

src/lib/orderman/actors/ilink3/IL3ConnectionHandler.h

@@ -0,0 +1,17 @@
+#pragma once
+#include <cstddef>
+#include <string>
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+struct IL3ConnectionHandler {
+   virtual ~IL3ConnectionHandler() ;
+   virtual void on_connect_success() = 0;
+   virtual void on_disconnect() = 0;
+   // Send available data and length. Handler will return what it consumed
+   virtual size_t on_data(const std::string_view&) = 0;
+};
+
+}}}//namespace

src/lib/orderman/actors/ilink3/IL3Dispatcher.h

@@ -0,0 +1,135 @@
+#pragma once
+#include <cstdint>
+#include "IL3GeneratedFull.h"
+#include "IL3MessageFramer.h"
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+template <class Handler, class T>
+void handle(Handler& h, const char* data, uint16_t len) {
+   T t { 
+      const_cast<char*>(data), 
+      sizeof(FramingHeader) + iLinkBinary::MessageHeader::encodedLength(), 
+      len, 
+      T::sbeBlockLength(), 
+      T::sbeSchemaVersion() };
+   h.handle(t);
+}
+
+
+template <class H>
+void dispatch_message(H& handler, const FramingHeader* header, const char* data) {
+   using namespace iLinkBinary;
+   bts_assert_d(header->encoding_type == 0XCAFE);
+   MessageHeader mheader { 
+      (char*)data, sizeof(FramingHeader), header->message_size, 
+      MessageHeader::sbeSchemaVersion() };
+   
+   switch(mheader.templateId()) {
+      case 501: handle<H, NegotiationResponse501>(handler, data, header->message_size); break;
+      case 502: handle<H, NegotiationReject502>(handler, data, header->message_size); break;
+      case 504: handle<H, EstablishmentAck504>(handler, data, header->message_size); break;
+      case 505: handle<H, EstablishmentReject505>(handler, data, header->message_size); break;
+      case 506: handle<H, Sequence506>(handler, data, header->message_size); break;
+      case 507: handle<H, Terminate507>(handler, data, header->message_size); break;
+      case 509: handle<H, Retransmission509>(handler, data, header->message_size); break;
+      case 510: handle<H, RetransmitReject510>(handler, data, header->message_size); break;
+      case 513: handle<H, NotApplied513>(handler, data, header->message_size); break;
+      case 519: handle<H, PartyDetailsDefinitionRequestAck519>(handler, data, header->message_size); break;
+      case 521: handle<H, BusinessReject521>(handler, data, header->message_size); break;
+      case 522: handle<H, ExecutionReportNew522>(handler, data, header->message_size); break;
+      case 523: handle<H, ExecutionReportReject523>(handler, data, header->message_size); break;
+      case 524: handle<H, ExecutionReportElimination524>(handler, data, header->message_size); break;
+      case 525: handle<H, ExecutionReportTradeOutright525>(handler, data, header->message_size); break;
+      case 526: handle<H, ExecutionReportTradeSpread526>(handler, data, header->message_size); break;
+      case 527: handle<H, ExecutionReportTradeSpreadLeg527>(handler, data, header->message_size); break;
+      case 531: handle<H, ExecutionReportModify531>(handler, data, header->message_size); break;
+      case 532: handle<H, ExecutionReportStatus532>(handler, data, header->message_size); break;
+      case 534: handle<H, ExecutionReportCancel534>(handler, data, header->message_size); break;
+      case 535: handle<H, OrderCancelReject535>(handler, data, header->message_size); break;
+      case 536: handle<H, OrderCancelReplaceReject536>(handler, data, header->message_size); break;
+      // case 538: handle<H, PartyDetailsListReport538>(handler, data, header->message_size); break;
+      // The Execution Acknowledgment message notifies CME that a given fill has either been accepted or rejected by a counterparty for EU bilateral trades.
+      // case 539: handle<H, ExecutionAck539>(handler, data, header->message_size); break;
+      // case 544: handle<H, NewOrderCross544>(handler, data, header->message_size); break;
+      // case 545: handle<H, MassQuoteAck545>(handler, data, header->message_size); break;
+      // case 546: handle<H, RequestForQuoteAck546>(handler, data, header->message_size); break;
+      // case 547: handle<H, QuoteCancelAck547>(handler, data, header->message_size); break;
+      case 548: handle<H, ExecutionReportTradeAddendumOutright548>(handler, data, header->message_size); break;
+      case 549: handle<H, ExecutionReportTradeAddendumSpread549>(handler, data, header->message_size); break;
+      case 550: handle<H, ExecutionReportTradeAddendumSpreadLeg550>(handler, data, header->message_size); break;
+      // case 558: handle<H, iLinkBinary::OrderMassActionReport558>(handler, data, header->message_size); break;
+      // case 561: handle<H, iLinkBinary::SecurityDefinitionResponse561>(handler, data, header->message_size); break;
+   }
+}
+
+template <class H>
+void dispatch_execution_reports(H& handler, const FramingHeader* header, const char* data) {
+   using namespace iLinkBinary;
+   bts_assert_d(header->encoding_type == 0XCAFE);
+   MessageHeader mheader { 
+      (char*)data, sizeof(FramingHeader), header->message_size, 
+      MessageHeader::sbeSchemaVersion() };
+   
+   switch(mheader.templateId()) {
+      case 522: handle<H, ExecutionReportNew522>(handler, data, header->message_size); break;
+      case 523: handle<H, ExecutionReportReject523>(handler, data, header->message_size); break;
+      case 524: handle<H, ExecutionReportElimination524>(handler, data, header->message_size); break;
+      case 525: handle<H, ExecutionReportTradeOutright525>(handler, data, header->message_size); break;
+      case 526: handle<H, ExecutionReportTradeSpread526>(handler, data, header->message_size); break;
+      case 527: handle<H, ExecutionReportTradeSpreadLeg527>(handler, data, header->message_size); break;
+      case 531: handle<H, ExecutionReportModify531>(handler, data, header->message_size); break;
+      case 532: handle<H, ExecutionReportStatus532>(handler, data, header->message_size); break;
+      case 534: handle<H, ExecutionReportCancel534>(handler, data, header->message_size); break;
+   }
+}
+
+
+// This handler handles exchange messages for testing
+template <class H>
+void dispatch_exchange_message(H& handler, const FramingHeader* header, const char* data) {
+   using namespace iLinkBinary;
+   bts_assert_d(header->encoding_type == 0XCAFE);
+   MessageHeader mheader { 
+      (char*)data, sizeof(FramingHeader), header->message_size, 
+      MessageHeader::sbeSchemaVersion() };
+   // Rather than trying to be exhaustive like the client
+   // we will only add handlers for the messages we use for testing
+   switch(mheader.templateId()) {
+      case 500: handle<H, Negotiate500>(handler, data, header->message_size); break;
+      case 503: handle<H, Establish503>(handler, data, header->message_size); break;
+      case 506: handle<H, Sequence506>(handler, data, header->message_size); break;
+      case 508: handle<H, RetransmitRequest508>(handler, data, header->message_size); break;
+      case 518: handle<H, PartyDetailsDefinitionRequest518>(handler, data, header->message_size); break;
+      case 514: handle<H, NewOrderSingle514>(handler, data, header->message_size); break;
+      case 515: handle<H, OrderCancelReplaceRequest515>(handler, data, header->message_size); break;
+      case 516: handle<H, OrderCancelRequest516>(handler, data, header->message_size); break;
+   }
+}
+
+template <class Handler, class Dispatcher>
+size_t consume_messages(
+   Handler& handler, const char* data, size_t len, Dispatcher dispatch) {
+   // void(*dispatch)(Handler&, const FramingHeader*, const char*)) {
+   size_t read = 0;
+   while(len > sizeof(FramingHeader)) {
+      // read the FramingHeader
+      const FramingHeader* header = reinterpret_cast<const FramingHeader*>(data);
+      // Check if we can consume the message
+      auto msize = header->message_size;
+      if (msize <= len) {
+         read += msize;
+         dispatch(handler, header, data);
+         data += msize;
+         len -= msize;
+      }
+      else {
+         return read;
+      }
+   } 
+   return read;
+}
+
+}}}//namespace

src/lib/orderman/actors/ilink3/IL3ExecutionReportParser.cpp

@@ -0,0 +1,162 @@
+#include "IL3ExecutionReportParser.h"
+#include "IL3GeneratedFull.h"
+#include "ILink3Utils.h"
+#include "IL3Dispatcher.h"
+#include "lib/md/IntPrice.h"
+#include "lib/orderman/orderman_utils/fix_order_codec.h"
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+   
+IL3ExecutionReportParser::IL3ExecutionReportParser(config::JetFIX::Connection const &cfg, md::SecurityOracle* o): 
+   oracle(o),
+   most_recent_account(),
+   cfg(cfg)
+{}
+
+void IL3ExecutionReportParser::cache(const api::Security* security) {
+   auto id = SecurityKey { security->id() };
+   if (security_cache.find(id) == security_cache.end()) {
+      security_cache.insert(std::make_pair(id, security));
+   }
+}
+
+const api::Security* IL3ExecutionReportParser::get_security(SecurityKey id) {
+   auto iter = security_cache.find(id);
+   if (iter == security_cache.end()) {
+      if (oracle) {
+         return oracle->get_security(id);
+      }
+      else return nullptr;
+   }
+   return iter->second;
+}
+
+template <class T>
+void IL3ExecutionReportParser::common(const T& msg, ExecutionReport* data) {
+   data->account_name = most_recent_account;
+
+   static_assert(sizeof(OperatorID) == T::senderIDLength());
+   memcpy(&data->operator_id.value(), msg.senderID(), msg.senderIDLength());
+   auto& price = const_cast<T&>(msg).price();
+   data->exchange = api::VENUE_GLBX;
+   data->exchange_order_id = ExchangeOrderID64 { msg.orderID() };
+   data->leg_security = nullptr;
+   data->manual_order_indicator = map_manual_order_indicator(msg.manualOrderIndicator());
+   data->msg_seq_num = msg.seqNum();
+   SecurityKey sk;
+   decode_clorid(msg.clOrdID(),&data->order_key,&sk);
+   auto sec = get_security(sk);
+   bts_assert(sec);
+   data->security = sec;
+   //data->security = get_security(ExchangeSecurityKey { (uint64_t) msg.securityID() });
+   data->order_type = map_order_type(msg.ordType());
+   data->price = Price { price.mantissa() * md::pow10(price.exponent()) };
+   data->quantity = Quantity { msg.orderQty() };
+   data->side = map_side(msg.side());
+   data->stop_price = Price { 0.0 };
+   data->time_in_force = map_time_in_force(msg.timeInForce());
+   data->transact_time = ExchangeTimeStamp64 { msg.transactTime() };
+
+   data->ice_cl_ord_id = 0;
+   data->ice_company_id = 0;
+   data->cfg = &cfg;
+}
+
+bool IL3ExecutionReportParser::parse(const iLinkBinary::ExecutionReportNew522& msg, ExecutionReport* data) {
+   common(msg, data);
+   data->avg_price = Price { 0.0 };
+   data->cust_order_handling_inst = "";
+   data->exchange_fill_id = ExchangeFillID { };
+   data->exec_type = api::orderman::EXEC_TYPE_NEW;
+   data->filled_quantity = Quantity { 0 };
+   data->last_price = Price { 0.0 };
+   data->last_shares = Quantity { 0 };
+   data->max_show = Quantity { 0 };
+   data->memo = "";
+   data->msg = "";
+
+   data->order_status = api::orderman::NativeOrderStatus::NATIVE_ORDER_STATUS_NEW;
+
+   return true;
+}
+bool IL3ExecutionReportParser::parse(const iLinkBinary::ExecutionReportReject523& msg, ExecutionReport* data) {
+   common(msg, data);
+   data->order_status = api::orderman::NativeOrderStatus::NATIVE_ORDER_STATUS_REJECTED;
+   return true;
+}
+bool IL3ExecutionReportParser::parse(const iLinkBinary::ExecutionReportElimination524& msg, ExecutionReport* data) {
+   common(msg, data);
+   return true;
+}
+bool IL3ExecutionReportParser::parse(const iLinkBinary::ExecutionReportTradeOutright525& msg, ExecutionReport* data) {
+   common(msg, data);
+   switch(msg.ordStatus()) {
+      case iLinkBinary::OrdStatusTrd::Filled:
+         data->order_status = api::orderman::NativeOrderStatus::NATIVE_ORDER_STATUS_FILLED;
+         break;
+      case iLinkBinary::OrdStatusTrd::PartiallyFilled:
+         data->order_status = api::orderman::NativeOrderStatus::NATIVE_ORDER_STATUS_PARTIALLY_FILLED;
+         break;
+      default:
+         data->order_status = api::orderman::NativeOrderStatus::NATIVE_ORDER_STATUS_UNDEFINED;
+   }
+   data->last_shares = Quantity { msg.lastQty() };
+   data->filled_quantity = Quantity { msg.cumQty() };
+   return true;
+}
+bool IL3ExecutionReportParser::parse(const iLinkBinary::ExecutionReportTradeSpread526& msg, ExecutionReport* data) {
+   common(msg, data);
+   return true;
+}
+bool IL3ExecutionReportParser::parse(const iLinkBinary::ExecutionReportTradeSpreadLeg527& msg, ExecutionReport* data)  {
+   // determine spread security from order key?
+   (void)msg;
+   (void)data;
+   return false;
+}
+bool IL3ExecutionReportParser::parse(const iLinkBinary::ExecutionReportModify531& msg, ExecutionReport* data) {
+   common(msg, data);
+   return true;
+}
+bool IL3ExecutionReportParser::parse(const iLinkBinary::ExecutionReportStatus532& msg, ExecutionReport* data) {
+   common(msg, data);
+   // data->order_status = msg.
+   return true;
+}
+bool IL3ExecutionReportParser::parse(const iLinkBinary::ExecutionReportCancel534& msg, ExecutionReport* data) {
+   common(msg, data);
+   data->order_status = api::orderman::NativeOrderStatus::NATIVE_ORDER_STATUS_CANCELED;
+   return true;
+}
+void IL3ExecutionReportParser::set_account(const iLinkBinary::PartyDetailsDefinitionRequestAck519& msg) {
+   // When using on-demand format the PartyDetailsDefinitionRequestAck519
+   // is sent back immediately preceding the execution report on the wire.
+   auto details =const_cast<iLinkBinary::PartyDetailsDefinitionRequestAck519&> (msg).noPartyDetails();
+   while(details.hasNext()) {
+      details.next();
+      if (details.partyDetailRole() == iLinkBinary::PartyDetailRole::CustomerAccount) {
+         const char* p_account = details.partyDetailID();
+         strncpy(most_recent_account.value().data(), p_account, most_recent_account.value().size());
+         break;
+      }
+   }
+}
+
+struct ParseHandler {
+   IL3ExecutionReportParser& parser;
+   ExecutionReport* result;
+   bool success = false;
+   template<class T>
+   void handle(const T& t) { success = parser.parse(t, result); }
+   void handle(iLinkBinary::PartyDetailsDefinitionRequestAck519& t) { parser.set_account(t); }
+};
+
+bool parse_report(const std::string& data, IL3ExecutionReportParser& parser, ExecutionReport* result) {
+   ParseHandler handler { parser, result };
+   consume_messages(handler, data.c_str(), data.size(), dispatch_execution_reports<ParseHandler>);
+   return handler.success;
+}
+
+}}}//namespace

src/lib/orderman/actors/ilink3/IL3ExecutionReportParser.h

@@ -0,0 +1,42 @@
+#pragma once
+
+#include "lib/orderman/orderman_utils/ExecutionReport.h"
+#include "IL3GeneratedFwd.h"
+#include "lib/md/SecurityOracle.h"
+#include "lib/md/ExchangeSecurityKey.h"
+#include <boost/pool/object_pool.hpp>
+#include <google/btree/btree_map.h>
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+class IL3ExecutionReportParser {
+   btree::btree_map<SecurityKey, const api::Security*> security_cache;
+   md::SecurityOracle* oracle;
+   AccountName most_recent_account;
+   config::JetFIX::Connection const cfg;
+
+   const api::Security* get_security(SecurityKey);
+
+public:
+   IL3ExecutionReportParser(config::JetFIX::Connection const &, md::SecurityOracle*);
+   void cache(const api::Security*);
+
+   bool parse(const iLinkBinary::ExecutionReportNew522&, ExecutionReport*);
+   bool parse(const iLinkBinary::ExecutionReportReject523&, ExecutionReport*);
+   bool parse(const iLinkBinary::ExecutionReportElimination524&, ExecutionReport*);
+   bool parse(const iLinkBinary::ExecutionReportTradeOutright525&, ExecutionReport*);
+   bool parse(const iLinkBinary::ExecutionReportTradeSpread526&, ExecutionReport*);
+   bool parse(const iLinkBinary::ExecutionReportTradeSpreadLeg527&, ExecutionReport*);
+   bool parse(const iLinkBinary::ExecutionReportModify531&, ExecutionReport*);
+   bool parse(const iLinkBinary::ExecutionReportStatus532&, ExecutionReport*);
+   bool parse(const iLinkBinary::ExecutionReportCancel534&, ExecutionReport*);
+   void set_account(const iLinkBinary::PartyDetailsDefinitionRequestAck519&);
+
+   template <class T> void common(const T&, ExecutionReport*);
+};
+
+bool parse_report(const std::string&, IL3ExecutionReportParser&, ExecutionReport*);
+
+}}}//namespace

src/lib/orderman/actors/ilink3/IL3GeneratedFull.h

@@ -0,0 +1,56 @@
+#pragma once
+
+//
+// Message templates
+
+// BTS -> CME
+#include "generated/Negotiate500.h"
+#include "generated/Establish503.h"
+#include "generated/RetransmitRequest508.h"
+#include "generated/NewOrderSingle514.h"
+#include "generated/OrderCancelReplaceRequest515.h"
+#include "generated/OrderCancelRequest516.h"
+// #include "generated/MassQuote517.h"
+#include "generated/PartyDetailsDefinitionRequest518.h"
+// #include "generated/QuoteCancel528.h"
+// #include "generated/OrderMassActionRequest529.h"
+// #include "generated/OrderMassStatusRequest530.h"
+// #include "generated/OrderStatusRequest533.h"
+// #include "generated/PartyDetailsListRequest537.h"
+// #include "generated/RequestForQuote543.h"
+// #include "generated/SecurityDefinitionRequest560.h"
+
+// CME -> BTS
+#include "generated/NegotiationResponse501.h"
+#include "generated/NegotiationReject502.h"
+#include "generated/EstablishmentAck504.h"
+#include "generated/EstablishmentReject505.h"
+#include "generated/Sequence506.h"
+#include "generated/Terminate507.h"
+#include "generated/Retransmission509.h"
+#include "generated/RetransmitReject510.h"
+#include "generated/NotApplied513.h"
+#include "generated/PartyDetailsDefinitionRequestAck519.h"
+#include "generated/BusinessReject521.h"
+#include "generated/ExecutionReportNew522.h"
+#include "generated/ExecutionReportReject523.h"
+#include "generated/ExecutionReportElimination524.h"
+#include "generated/ExecutionReportTradeOutright525.h"
+#include "generated/ExecutionReportTradeSpread526.h"
+#include "generated/ExecutionReportTradeSpreadLeg527.h"
+#include "generated/ExecutionReportModify531.h"
+#include "generated/ExecutionReportStatus532.h"
+#include "generated/ExecutionReportCancel534.h"
+#include "generated/OrderCancelReject535.h"
+#include "generated/OrderCancelReplaceReject536.h"
+// #include "generated/PartyDetailsListReport538.h"
+#include "generated/ExecutionAck539.h"
+// #include "generated/NewOrderCross544.h"
+// #include "generated/MassQuoteAck545.h"
+// #include "generated/RequestForQuoteAck546.h"
+// #include "generated/QuoteCancelAck547.h"
+#include "generated/ExecutionReportTradeAddendumOutright548.h"
+#include "generated/ExecutionReportTradeAddendumSpread549.h"
+#include "generated/ExecutionReportTradeAddendumSpreadLeg550.h"
+// #include "generated/OrderMassActionReport558.h"
+// #include "generated/SecurityDefinitionResponse561.h"

src/lib/orderman/actors/ilink3/IL3GeneratedFwd.h

@@ -0,0 +1,37 @@
+#pragma once
+
+namespace iLinkBinary {
+   class Negotiate500;
+   class Establish503;
+   class RetransmitRequest508;
+   class NewOrderSingle514;
+   class OrderCancelReplaceRequest515;
+   class OrderCancelRequest516;
+   class PartyDetailsDefinitionRequest518;
+   class NegotiationResponse501;
+   class NegotiationReject502;
+   class EstablishmentAck504;
+   class EstablishmentReject505;
+   class Sequence506;
+   class Terminate507;
+   class Retransmission509;
+   class RetransmitReject510;
+   class NotApplied513;
+   class PartyDetailsDefinitionRequestAck519;
+   class BusinessReject521;
+   class ExecutionReportNew522;
+   class ExecutionReportReject523;
+   class ExecutionReportElimination524;
+   class ExecutionReportTradeOutright525;
+   class ExecutionReportTradeSpread526;
+   class ExecutionReportTradeSpreadLeg527;
+   class ExecutionReportModify531;
+   class ExecutionReportStatus532;
+   class ExecutionReportCancel534;
+   class OrderCancelReject535;
+   class OrderCancelReplaceReject536;
+   class ExecutionAck539;
+   class ExecutionReportTradeAddendumOutright548;
+   class ExecutionReportTradeAddendumSpread549;
+   class ExecutionReportTradeAddendumSpreadLeg550;
+}

src/lib/orderman/actors/ilink3/IL3MessageFramer.h

@@ -0,0 +1,58 @@
+#pragma once
+#include <memory>
+#include <cstring>
+#include "IL3Connection.h"
+#include "IL3ReceiveBuffer.h"
+
+#include "generated/MessageHeader.h"
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+struct FramingHeader {
+   uint16_t message_size;
+   uint16_t encoding_type;
+};
+
+class IL3MessageFramer {
+   std::vector<std::string_view> _buffer_ptrs;
+   IL3ReceiveBuffer _memory;
+
+public:
+   IL3MessageFramer():
+      _buffer_ptrs(), _memory()
+   {
+      _buffer_ptrs.reserve(512);
+   }
+   ~IL3MessageFramer() = default;
+
+   //
+   // Framing
+   template <class Msg>
+   Msg frame(size_t extra=0) {
+      auto size = 
+         sizeof(FramingHeader) +
+         iLinkBinary::MessageHeader::encodedLength() +
+         Msg::sbeBlockLength() +
+         extra;
+      auto buffer = _memory.allocate(size);
+      _memory.advance(size);
+      FramingHeader* fhead = (FramingHeader*)(buffer.data());
+      fhead->message_size = size;
+      fhead->encoding_type = 0xCAFE;
+      Msg msg;
+      msg.wrapAndApplyHeader(const_cast<char*>(buffer.data()), sizeof(FramingHeader), size+sizeof(FramingHeader));
+      _buffer_ptrs.push_back(buffer);
+      return msg;
+   }
+
+   void flush(IL3Connection& connection) {
+      if (!_buffer_ptrs.empty()) {
+         connection.send(_buffer_ptrs);
+         _buffer_ptrs.clear();
+      }
+   }
+};
+
+}}} //namespace

src/lib/orderman/actors/ilink3/IL3Reactor.cpp

@@ -0,0 +1,221 @@
+#include "IL3Reactor.h"
+
+#include "lib/utils/bts_assert.h"
+#include "IL3ReceiveBuffer.h"
+
+#include <arpa/inet.h>
+#include <fcntl.h>
+#include <fstream>
+#include <netinet/tcp.h>
+#include <stdlib.h>
+#include <sys/epoll.h>
+#include <sys/socket.h>
+#include <sys/types.h>
+#include <sys/uio.h>
+#include <unistd.h>
+#include <array>
+#include <queue>
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+struct IL3Reactor::Connection : public IL3Connection {
+   int epoll_fd;
+   int fd;
+   bool is_connected;
+   IL3ConnectionHandler* handler;
+   std::queue<TCPEndpoint> end_points;
+   IL3ReceiveBuffer rc_buffer;
+
+   Connection(int epoll_fd, const std::vector<TCPEndpoint>& end_points):
+      epoll_fd(epoll_fd), fd(0), is_connected(false), handler(nullptr),
+      end_points(std::deque<TCPEndpoint> { end_points.begin(), end_points.end() }),
+      rc_buffer()
+   { }
+   ~Connection() {
+      if (is_connected) disconnect();
+   }
+
+   void connect(IL3ConnectionHandler& h) override {
+      bts_assert(!is_connected);
+      handler = &h;
+
+      fd = socket(AF_INET, SOCK_STREAM, 0);
+      int flag = 1;
+      auto result = ::setsockopt(fd, IPPROTO_TCP, TCP_NODELAY, (char*)&flag, sizeof(int));
+      bts_assert(result == 0);
+      bts_assert(fd >= 0);
+      
+      struct sockaddr_in serv_addr;
+      memset(&serv_addr, '0', sizeof(serv_addr));
+
+      auto end_point = current_end_point();
+      auto& host = end_point.host;
+      auto port = end_point.port;
+      
+      serv_addr.sin_family = AF_INET;
+      serv_addr.sin_port = htons(port);
+      result = inet_pton(AF_INET, host.c_str(), &serv_addr.sin_addr);
+      bts_assert(result > 0);
+
+      result = ::connect(fd, (struct sockaddr *)&serv_addr, sizeof(serv_addr));
+      if (result < 0) {
+         auto er = errno;
+         char msg[256];
+         LOG(iLink3, Error, "Failed to connect: {} {}:{}",
+             std::string(strerror_r(er, msg, sizeof(msg))),host,port);
+         disconnect();
+      }
+      else {
+         int flag = 1;
+         result = ::setsockopt(fd, IPPROTO_TCP, TCP_NODELAY, (char *)&flag,
+                               sizeof(int));
+         bts_assert(result == 0);
+
+         epoll_event ev;
+         ev.events = EPOLLIN | EPOLLHUP | EPOLLERR | EPOLLRDHUP;
+         ev.data.ptr = this;
+         auto result = epoll_ctl(epoll_fd, EPOLL_CTL_ADD, fd, &ev);
+         bts_assert_msg(result == 0, "epoll");
+         is_connected = true;
+         handler->on_connect_success();
+      }
+   }
+   
+   void disconnect() override {
+      if (fd) close(fd);
+      fd = 0;
+      is_connected = false;
+      handler->on_disconnect();
+   }
+
+   void send(const std::string_view data) override {
+      if (!is_connected) {
+         LOG(iLink3, Error, "Attempted to send on closed connection. {}:{}", current_end_point().host, current_end_point().port);
+         return;
+      }
+      auto result = write(fd, data.data(), data.size());
+      if (result < 0) {
+         auto er = errno;
+         char msg[256];
+         auto host = current_end_point().host;
+         auto port = current_end_point().port;
+         LOG(iLink3, Warn, "Could not write to reactor connection. {}:{}",
+             std::string(strerror_r(er, msg, sizeof(msg))),host,port);
+         disconnect();
+      }
+   }
+
+   void send(const std::vector<std::string_view>& dt) override {
+      if (!is_connected) {
+         LOG(iLink3, Error, "Attempted to send on closed connection. {}:{}", current_end_point().host, current_end_point().port);
+         return;
+      }
+
+      iovec *iv = (iovec*)alloca(sizeof(iovec)*dt.size());
+      for (size_t i = 0; i < dt.size();i++) {
+         iv[i].iov_base = (void*)dt[i].data();
+         iv[i].iov_len = dt[i].size();
+      }
+      auto result = ::writev(fd,iv,dt.size());
+      if (result < 0) {
+         auto er = errno;
+         char msg[256];
+         auto host = current_end_point().host;
+         auto port = current_end_point().port;
+         LOG(iLink3, Warn, "Could not write to reactor connection. {}:{}",
+             std::string(strerror_r(er, msg, sizeof(msg))),host,port);
+         disconnect();
+      }
+   }
+
+   void on_data(const std::string_view data) {
+      bts_assert_d(is_connected);
+      // Copy input data into a permanent buffer
+      rc_buffer.append(data);
+      bts_assert_d(rc_buffer.unread() > 0);
+      auto read = handler->on_data(rc_buffer.data());
+      rc_buffer.advance(read);
+   }
+
+   void failover() override {
+      bts_assert(!is_connected);
+      next_end_point();
+   }
+
+   TCPEndpoint current_end_point() {
+      return end_points.front();
+   }
+
+   void next_end_point() {
+      auto next = end_points.front();
+      end_points.pop();
+      end_points.push(next);
+   }
+};
+
+struct IL3Reactor::PImpl {
+   int epoll_fd = -1;
+   std::vector<std::unique_ptr<Connection>> connections;
+};
+
+IL3Reactor::IL3Reactor() : me(new PImpl()) {
+   me->epoll_fd = epoll_create(100);
+   bts_assert(me->epoll_fd >= 0);
+}
+IL3Reactor::~IL3Reactor() {
+   me->connections.clear();
+   close(me->epoll_fd);
+   me->epoll_fd = -1;
+}
+   
+IL3Connection& IL3Reactor::register_connection(const std::vector<TCPEndpoint>& end_points) {
+   me->connections.emplace_back(
+      std::make_unique<Connection>(me->epoll_fd, end_points));
+  return *me->connections.back(); 
+}
+
+[[gnu::noinline]]
+void non_inline_assert() {
+   bts_assert(false);
+}
+
+constexpr bool has_error(int events) {
+   return events & (EPOLLHUP | EPOLLERR | EPOLLRDHUP);
+}
+
+void IL3Reactor::do_work() {
+   std::array<epoll_event, 100> ev_list;
+   auto ready = epoll_wait(me->epoll_fd, ev_list.data(), ev_list.size(), 0);
+   if (ready == -1) {
+      if (errno == EINTR) return;
+      else non_inline_assert();
+   }
+
+   for (int i = 0; i < ready; ++i) {
+      auto& ev = ev_list[i];
+      auto handler = (Connection*)(ev.data.ptr);
+      if (ev.events & EPOLLIN) {
+         char buffer[4096];
+         auto sz = read(handler->fd, buffer, sizeof(buffer));
+         if (sz > 0) {
+            bts_assert_d(handler->is_connected);
+            handler->on_data(std::string_view(buffer, sz));
+         }
+         else if (has_error(ev.events)) {
+            handler->disconnect();
+         }
+      }
+      else if (has_error(ev.events)) {
+         // if EPOLLIN was set along with
+         // EPOLLHUP/EPOLLERR/EPOLLRDHUP, we pretend it is a normal
+         // read so that we drain the bytes in the socket. The error
+         // or hup condition would remain and we would catch in the
+         // next iteration.
+         handler->disconnect();
+      }
+   }
+}
+
+}}} //namespace

src/lib/orderman/actors/ilink3/IL3Reactor.h

@@ -0,0 +1,33 @@
+#pragma once
+
+#include "IL3Connection.h"
+#include "IL3ConnectionHandler.h"
+
+#include <vector>
+#include <memory>
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+struct TCPEndpoint {
+   std::string host;
+   uint16_t port;
+};
+
+class IL3Reactor {
+   struct PImpl;
+   struct Connection;
+   
+   std::unique_ptr<PImpl> me;
+
+public:
+   IL3Reactor();
+   ~IL3Reactor();
+
+   IL3Connection& register_connection(const std::vector<TCPEndpoint>&);
+
+   void do_work();
+};
+
+}}} //namespace

src/lib/orderman/actors/ilink3/IL3ReceiveBuffer.h

@@ -0,0 +1,77 @@
+#pragma once
+#include "lib/utils/bts_assert.h"
+#include <string>
+#include <vector>
+#include <list>
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+class IL3ReceiveBuffer {
+   std::list<std::vector<char>> buffers;
+   size_t read_pos, write_pos;
+   size_t buffer_size;
+
+public:
+   IL3ReceiveBuffer(size_t size = 1024*1024) : buffers(), read_pos(0), write_pos(0), buffer_size(size) {
+      add_buffer(size);
+   }
+
+   void append(const std::string_view& data) {
+      auto dest = allocate(data.size());
+      memcpy(const_cast<char*>(dest.data()), data.data(), data.size());
+   }
+
+   std::string_view allocate(size_t size) {
+      // If we have enough space append the data
+      if (size <= available_write_space()) {
+         char* write_ptr = buffers.back().data() + write_pos;
+         write_pos += size;
+         return std::string_view(write_ptr, size);
+      }
+      else {
+         // If we don't have enough space...
+         // Compute the minimum size of the new buffer
+         auto min_size = unread() + size;
+         // allocate a new buffer
+         const auto& prev_buffer = buffers.back();
+         auto prev_read = read_pos;
+         auto prev_write = write_pos;
+         add_buffer(std::max(buffer_size, min_size));
+         // copy unread portion of old buffer + the new data into the new buffer
+         auto unread_sz = prev_write - prev_read;
+         memcpy(buffers.back().data(), prev_buffer.data()+prev_read, unread_sz);
+         write_pos = unread_sz;
+         bts_assert_d(size <= available_write_space());
+         return allocate(size);
+      }
+   }
+
+   void advance(size_t consumed) {
+      read_pos += consumed; 
+      bts_assert_d(read_pos <= write_pos);
+   }
+   
+   size_t unread() const {
+      return write_pos - read_pos;
+   }
+
+   const std::string_view data() const {
+      return std::string_view(buffers.back().data()+read_pos, unread());
+   }
+
+private:
+   size_t available_write_space() const {
+      return buffers.back().size() - write_pos;
+   }
+
+   void add_buffer(size_t size) {
+      buffers.emplace_back(std::vector<char>());
+      buffers.back().resize(size);
+      read_pos = write_pos = 0;
+   }
+};
+
+
+}}} //namespace

src/lib/orderman/actors/ilink3/ILink3Utils.cpp

@@ -0,0 +1,528 @@
+#include "ILink3Utils.h"
+#include "lib/orderman/orderman_utils/fix_order_codec.h"
+#include "lib/utils/base62.h"
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+iLinkBinary::SideReq::Value map_side(api::Side side) {
+   switch (side) {
+   case api::Side::SIDE_BUY:
+      return iLinkBinary::SideReq::Buy;
+   case api::Side::SIDE_SELL:
+      return iLinkBinary::SideReq::Sell;
+   default:
+      return iLinkBinary::SideReq::NULL_VALUE;
+   }
+}
+
+api::Side map_side(iLinkBinary::SideReq::Value side) {
+   switch (side) {
+   case iLinkBinary::SideReq::Buy:
+      return api::Side::SIDE_BUY;
+   case iLinkBinary::SideReq::Sell:
+      return api::Side::SIDE_SELL;
+   default:
+      return api::Side::SIDE_UNDEFINED;
+   }
+}
+
+iLinkBinary::OrderTypeReq::Value
+map_order_type(api::orderman::NativeOrderType ot) {
+   using namespace api::orderman;
+   using namespace iLinkBinary;
+   switch (ot) {
+   case NativeOrderType::NATIVE_ORDER_TYPE_MARKET:
+      return OrderTypeReq::MarketwithProtection;
+   case NativeOrderType::NATIVE_ORDER_TYPE_LIMIT:
+      return OrderTypeReq::Limit;
+   case NativeOrderType::NATIVE_ORDER_TYPE_STOP:
+      return OrderTypeReq::StopwithProtection;
+   case NativeOrderType::NATIVE_ORDER_TYPE_STOP_LIMIT:
+      return OrderTypeReq::StopLimit;
+   case NativeOrderType::NATIVE_ORDER_TYPE_MARKET_LIMIT:
+      return OrderTypeReq::MarketWithLeftoverAsLimit;
+   default:
+      return iLinkBinary::OrderTypeReq::NULL_VALUE;
+   }
+}
+
+api::orderman::NativeOrderType
+map_order_type(iLinkBinary::OrderType::Value ot) {
+   using namespace api::orderman;
+   using namespace iLinkBinary;
+   switch (ot) {
+   case OrderType::MarketWithProtection:
+      return NativeOrderType::NATIVE_ORDER_TYPE_MARKET;
+   case OrderType::Limit:
+      return NativeOrderType::NATIVE_ORDER_TYPE_LIMIT;
+   case OrderType::StopLimit:
+      return NativeOrderType::NATIVE_ORDER_TYPE_STOP_LIMIT;
+   case OrderType::MarketWithLeftoverAsLimit:
+      return NativeOrderType::NATIVE_ORDER_TYPE_MARKET_LIMIT;
+   case OrderType::NULL_VALUE:
+      return NativeOrderType::NATIVE_ORDER_TYPE_UNDEFINED;
+   }
+   return NativeOrderType::NATIVE_ORDER_TYPE_UNDEFINED;
+}
+
+iLinkBinary::TimeInForce::Value
+map_time_in_force(api::orderman::TimeInForce tif) {
+   using namespace api::orderman;
+   switch (tif) {
+   case TimeInForce::TIME_IN_FORCE_DATE:
+      return iLinkBinary::TimeInForce::GoodTillDate;
+   case TimeInForce::TIME_IN_FORCE_DAY:
+      return iLinkBinary::TimeInForce::Day;
+   case TimeInForce::TIME_IN_FORCE_GTC:
+      return iLinkBinary::TimeInForce::GoodTillCancel;
+   case TimeInForce::TIME_IN_FORCE_IOC:
+      return iLinkBinary::TimeInForce::FillAndKill;
+   default:
+      return iLinkBinary::TimeInForce::NULL_VALUE;
+   }
+}
+
+api::orderman::TimeInForce
+map_time_in_force(iLinkBinary::TimeInForce::Value tif) {
+   using namespace api::orderman;
+   switch (tif) {
+   case iLinkBinary::TimeInForce::Day:
+      return TimeInForce::TIME_IN_FORCE_DAY;
+   case iLinkBinary::TimeInForce::GoodTillCancel:
+      return TimeInForce::TIME_IN_FORCE_GTC;
+   case iLinkBinary::TimeInForce::FillOrKill:
+      return TimeInForce::TIME_IN_FORCE_IOC;
+   default:
+      return TimeInForce::TIME_IN_FORCE_UNDEFINED;
+   }
+}
+
+iLinkBinary::ManualOrdIndReq::Value
+map_manual_order_indicator(api::orderman::ManualOrderIndicator moi) {
+   using namespace api::orderman;
+   using namespace iLinkBinary;
+   switch (moi) {
+   case ManualOrderIndicator::MANUAL_ORDER_INDICATOR_NO:
+      return ManualOrdIndReq::Automated;
+   case ManualOrderIndicator::MANUAL_ORDER_INDICATOR_YES:
+      return ManualOrdIndReq::Manual;
+   default:
+      return ManualOrdIndReq::NULL_VALUE;
+   }
+}
+
+api::orderman::ManualOrderIndicator
+map_manual_order_indicator(iLinkBinary::ManualOrdIndReq::Value moi) {
+   using namespace api::orderman;
+   using namespace iLinkBinary;
+   switch (moi) {
+   case ManualOrdIndReq::Automated:
+      return ManualOrderIndicator::MANUAL_ORDER_INDICATOR_NO;
+   case ManualOrdIndReq::Manual:
+      return ManualOrderIndicator::MANUAL_ORDER_INDICATOR_YES;
+   default:
+      return ManualOrderIndicator::MANUAL_ORDER_INDICATOR_NO;
+   }
+}
+
+iLinkBinary::ClearingAcctType::Value
+map_customer_or_firm(api::orderman::CustomerOrFirm c) {
+   using namespace api::orderman;
+   using namespace iLinkBinary;
+   switch (c) {
+   case CustomerOrFirm::CUSTOMER_OR_FIRM_CUSTOMER:
+      return ClearingAcctType::Customer;
+   case CustomerOrFirm::CUSTOMER_OR_FIRM_FIRM:
+      return ClearingAcctType::Firm;
+   default:
+      return ClearingAcctType::NULL_VALUE;
+   }
+}
+iLinkBinary::SMPI::Value
+map_smp_instruction(api::orderman::SelfMatchPreventionInstruction smpi) {
+   using namespace api::orderman;
+   using namespace iLinkBinary;
+   switch (smpi) {
+   case SELF_MATCH_PREVENTION_INSTRUCTION_CANCEL_RESTING:
+      return SMPI::CancelOldest;
+   case SELF_MATCH_PREVENTION_INSTRUCTION_CANCEL_AGRESSING:
+      return SMPI::CancelNewest;
+   default:
+      return SMPI::NULL_VALUE;
+   }
+}
+
+iLinkBinary::CustOrderCapacity::Value
+map_cust_cti(api::orderman::CTICode code) {
+   using namespace api::orderman;
+   using namespace iLinkBinary;
+   switch (code) {
+   case CTI_CODE_CTI_CODE1:
+      return CustOrderCapacity::Membertradingfortheirownaccount;
+   case CTI_CODE_CTI_CODE2:
+      return CustOrderCapacity::Clearingfirmtradingforitsproprietaryaccount;
+   case CTI_CODE_CTI_CODE3:
+      return CustOrderCapacity::Membertradingforanothermember;
+   case CTI_CODE_CTI_CODE4:
+      return CustOrderCapacity::Allother;
+   default:
+   case CTI_CODE_UNDEFINED:
+      return CustOrderCapacity::NULL_VALUE;
+   }
+}
+
+const char *translate_business_reject_reason(int reason) {
+   switch (reason) {
+   case 0:
+      return "Other";
+   case 1:
+      return "Unknown ID (unknown PartyDetailsListReqID being referenced in "
+             "business message)";
+   case 2:
+      return "Unknown Security";
+   case 3:
+      return "Unsupported Message Type (for example using messages specific to "
+             "cash markets for futures)";
+   case 5:
+      return "Required Field Missing";
+   case 6:
+      return "Not Authorized";
+   case 8:
+      return "Throttle Limit Exceeded (volume controls)";
+   case 100:
+      return "Value is incorrect (out of range) for this tag (for example "
+             "using a value outside defined range of integer) ";
+   case 101:
+      return "Incorrect data format for value (for example using ASCII "
+             "character outside 32-126 in string field)";
+   case 102:
+      return "Rejected due to Kill Switch";
+   case 103:
+      return "Rejected due to Risk Management API";
+   case 104:
+      return "Rejected due to Globex Credit Controls";
+   case 105:
+      return "Not Authorized to trade Deliverable Swap Futures";
+   case 106:
+      return "Not Authorized to trade Interest Rate Swap Futures";
+   case 107:
+      return "Rejected due to Inline Credit Controls";
+   case 108:
+      return "Invalid PartyDetailsListReqID (reusing already existing "
+             "PartyDetailsListReqID while creating Party Details Definition "
+             "Request)";
+   case 109:
+      return "Incoming message could not be decoded. (Check schema version)";
+   case 110:
+      return "Same repeating group entry appears more than once";
+   case 111:
+      return "Exceeded maximum number of allowable Party Details Definition "
+             "Requests";
+   case 112:
+      return "Technical Error in Registering Party Details";
+   case 113:
+      return "Rejected due to Cross Venue Risk";
+   case 114:
+      return "Order Status Not Available";
+   case 115:
+      return "Enum Not Supported";
+   case 116:
+      return "Order Status Not Found";
+   case 117:
+      return "Mass Order Status Cannot be Completed";
+   case 118:
+      return "Exceeded Maximum Number of Allowable RequestingPartyID's in "
+             "Party Details List Request";
+   case 119:
+      return "Duplicate Order Threshold Exceeded";
+   case 120:
+      return "On-Demand Message Rejected Due to Preceding Party Details "
+             "Definition Request Being Rejected";
+   case 121:
+      return "Message Rejected Since PartyDetailsListReqID Does Not Match with "
+             "Immediately Preceding Party Details Definition Request sent to "
+             "MSGW when using On-demand administrative information";
+   case 122:
+      return "Party Details Definition Request sent to MSGW Being Rejected Due "
+             "to Corresponding Business Message Being Rejected";
+   case 123:
+      return "Another Message Sent in Between Party Details Definition Request "
+             "and Business Message when using On-demand administrative "
+             "information";
+   case 124:
+      return "Cannot Have More Than One In-Flight Mass Order Status Request in "
+             "Progress";
+   case 125:
+      return "Exceeded Maximum Number of In-Flight Order Status Requests";
+   case 126:
+      return "Cannot Have More Than One In-Flight Party Details List Request "
+             "in Progress";
+   case 127:
+      return "Party Details List Request is Missing Requesting Party ID and "
+             "Party ID";
+   case 128:
+      return "Party Details List Request cannot contain both RequestingPartyID "
+             "and PartyID";
+   case 129:
+      return "Party Details Definition Request Being Rejected Since Another "
+             "Message was sent in Between On-Demand Message";
+   case 130:
+      return "Buy Side Firm ID Does Not Match Sell Side Firm ID in New Order "
+             "Cross";
+   case 131:
+      return "Message Type Not Supported on Backup Instance";
+   case 132:
+      return "New Order Cross Does Not Contain Buy Side Followed by Sell Side";
+   }
+   return "Unknown or invalid business reject reason.";
+}
+
+const char *translate_negotiation_reject(int reason) {
+   // https://www.cmegroup.com/confluence/display/EPICSANDBOX/Negotiation+Reject
+   // 01/13/2020
+   switch (reason) {
+   case 0:
+      return "HMACNotAuthenticated: failed authentication because identity is "
+             "not recognized";
+   case 1:
+      return "HMACNotAvailable: HMAC component is not responding (5sec)";
+   case 2:
+      return "InvalidUUID: UUID is not greater than the one last used or value "
+             "sent by the client is out of acceptable range (MIN, MAX)";
+   case 3:
+      return "InvalidTimestamp: Timestamp is not greater than the one last "
+             "used or value sent by the client is out of acceptable range "
+             "(MIN, MAX)";
+   case 4:
+      return "RequiredHMACSignatureMissing: empty bytes in HMACSignature field";
+   case 5:
+      return "RequiredAccessKeyIDMissing: empty bytes in AccessKeyID field";
+   case 6:
+      return "RequiredSessionMissing: empty bytes in Session field";
+   case 7:
+      return "RequiredFirmMissing: empty bytes in Firm field";
+   case 8:
+      return "RequiredUUIDMisssing: null value in UUID field";
+   case 9:
+      return "RequiredRequestTimestampMissing: null value in RequestTimestamp "
+             "field";
+   case 10:
+      return "SessionBlocked: session and firm are not authorized for this "
+             "port";
+   case 12:
+      return "InvalidAccessKeyID: contains non-printable ASCII character";
+   case 13:
+      return "InvalidSession: contains non-printable ASCII character";
+   case 14:
+      return "InvalidFirm: contains non-printable ASCII character";
+   case 15:
+      return "Volume Controls - exceeding TPS limit as defined for volume "
+             "controls (reject action)";
+   case 16:
+      return "SplitMessageRejected - Messages queued due to split message "
+             "penalty being rejected because of logout or disconnect";
+   case 17:
+      return "SplitMessageQueue - Reached threshold of messages queued due to "
+             "split message penalty";
+   case 27:
+      return "DesignatedBackup - Using Designated backup before designated "
+             "primary not allowed";
+   }
+   return "Unknown or invalid Negotiate reject reason.";
+}
+
+const char *translate_establish_reject(int reason) {
+   switch (reason) {
+   case 0:
+      return "HMACNotAuthenticated: failed authentication because identity is "
+             "not recognized";
+   case 1:
+      return "HMACNotAvailable: HMAC component is not responding (5sec)";
+   case 2:
+      return "InvalidUUID: UUID is not greater than the one last used or value "
+             "sent by the client is out of acceptable range (MIN, MAX)";
+   case 3:
+      return "InvalidTimestamp: Timestamp is not greater than the one last "
+             "used or value sent by the client is out of acceptable range "
+             "(MIN, MAX)";
+   case 4:
+      return "RequiredHMACSignatureMissing: empty bytes in HMACSignature field";
+   case 5:
+      return "RequiredAccessKeyIDMissing: empty bytes in AccessKeyID field";
+   case 6:
+      return "RequiredSessionMissing: empty bytes in Session field";
+   case 7:
+      return "RequiredFirmMissing: empty bytes in Firm field";
+   case 8:
+      return "RequiredUUIDMisssing: null value in UUID field";
+   case 9:
+      return "RequiredRequestTimestampMissing: null value in RequestTimestamp "
+             "field";
+   case 10:
+      return "SessionBlocked: session and firm are not authorized for this "
+             "port";
+   case 11:
+      return "InvalidKeepAliveInterval: value is out of acceptable range (MIN, "
+             "MAX)";
+   case 12:
+      return "InvalidAccessKeyID: contains non-printable ASCII character";
+   case 13:
+      return "InvalidSession: contains non-printable ASCII character";
+   case 14:
+      return "InvalidFirm: contains non-printable ASCII character";
+   case 15:
+      return "Volume Controls - exceeding TPS limit as defined for volume "
+             "controls (reject action)";
+   case 16:
+      return "SplitMessageRejected - Messages queued due to split message "
+             "penalty being rejected because of logout or disconnect";
+   case 17:
+      return "SplitMessageQueue - Reached threshold of messages queued due to "
+             "split message penalty";
+   case 18:
+      return "RequiredTradingSystemNameMissing: empty bytes in "
+             "TradingSystemName";
+   case 19:
+      return "RequiredTradingSystemVersionMissing: empty bytes in "
+             "TradingSystemVersion";
+   case 20:
+      return "RequiredTradingSystemVendorMissing: empty bytes in "
+             "TradingSystemVendor";
+   case 21:
+      return "RequiredKeepAliveIntervalMissing: null value in "
+             "KeepAliveInterval field";
+   case 22:
+      return "RequiredNextSeqNoMissing: empty bytes in NextSeqNo field";
+   case 23:
+      return "InvalidTradingSystemName: contains non-prinatable ASCII "
+             "character";
+   case 24:
+      return "InvalidTradingSystemVersion: contains non-prinatable ASCII "
+             "character";
+   case 25:
+      return "InvalidTradingSystemVendor: contains non-prinatable ASCII "
+             "character";
+   case 26:
+      return "DesignatedBackup - Using Designated backup before designated "
+             "primary not allowed";
+   case 27:
+      return "DesignatedBackup - Using Designated backup before designated "
+             "primary not allowed";
+   }
+   return "Unknown or invalid Establish reject reason.";
+}
+
+const char *translate_terminate(int reason) {
+   switch (reason) {
+   case 0:
+      return "Finished: session is being terminated without finalization";
+
+   case 2:
+      return "Unnegotiated: Sending any message when session has not been "
+             "Negotiated ";
+
+   case 3:
+      return "NotEstablished: Sending any message (except Negotiate) when "
+             "session has not been established";
+
+   case 4:
+      return "AlreadyNegotiated: NegotiationResponse was already sent; "
+             "Negotiate was redundant";
+
+   case 5:
+      return "NegotiationInProgress: Previous Negotiate still being processed; "
+             "Wait for NegotiationResponse or timeout";
+
+   case 6:
+      return "AlreadyEstablished: EstablishmentAck was already sent; Establish "
+             "was redundant";
+
+   case 7:
+      return "EstablishInProgress: Previous Establish still being processed; "
+             "Wait for EstablishmentAck or timeout";
+
+   case 8:
+      return "CMEAdministeredPortClosure: due to invalid number of "
+             "Negotiate/Establish attempts being exceeded";
+
+   case 9:
+      return "Volume Controls - exceeding TPS limit as defined for volume "
+             "controls (logout action)";
+
+   case 10:
+      return "InvalidNextSeqNo - value is not greater than the one last used "
+             "for same UUID or value sent by the client is out of acceptable "
+             "range (MIN, MAX)";
+
+   case 11:
+      return "InvalidMsgSeqNo - value is lower than the last one used for the "
+             "same UUID or value is not initialized to 1 at the beginning of "
+             "the week or value sent by the client is out of acceptable range "
+             "(MIN, MAX)";
+
+   case 12:
+      return "InvalidLastSeqNo - value is lower than the last one used for the "
+             "same UUID or value sent by the client is out of acceptable range "
+             "(MIN, MAX)";
+
+   case 13:
+      return "InvalidUUID: UUID value does not match current UUID or value "
+             "sent by the client is out of acceptable range (MIN, MAX)";
+
+   case 14:
+      return "InvalidTimestamp: Timestamp value does not match with "
+             "RequestTimestamp sent by CME or value sent by the client is out "
+             "of acceptable range (MIN, MAX)";
+
+   case 15:
+      return "RequiredUUIDMisssing: null value in UUID field";
+
+   case 16:
+      return "RequiredRequestTimestampMissing: null value in RequestTimestamp "
+             "field";
+
+   case 17:
+      return "RequiredCodeMisssing: null value in Code field";
+
+   case 18:
+      return "InvalidSOFH: Invalid message length or invalid encoding type "
+             "specified";
+
+   case 19:
+      return "DecodingError: Incoming message could not be decoded";
+
+   case 20:
+      return "KeepAliveIntervalLapsed: KeepAliveInterval has lapsed without "
+             "any response so terminating session";
+
+   case 21:
+      return "RequiredNextSeqNoMissing: null value in NextSeqNo field";
+
+   case 22:
+      return "RequiredKeepAliveIntervalLapsedMissing: null value in "
+             "KeepAliveIntervalLapsed field";
+
+   case 23:
+      return "Non-Negotiate/Establish message received when not "
+             "Negotiated/Established";
+
+   case 24:
+      return "TerminateInProgress: Previous Terminate still being processed; "
+             "Wait for Terminate or timeout";
+
+   case 25:
+      return "Other: any other error condition not mentioned above";
+
+   case 26:
+      return "DisconnectFromPrimary: Backup session will be terminated as "
+             "well}";
+   default:
+      return "Unknown error";
+   }
+}
+
+} // namespace ilink3
+} // namespace orderman
+} // namespace bts

src/lib/orderman/actors/ilink3/ILink3Utils.h

@@ -0,0 +1,51 @@
+#pragma once
+
+#include "lib/domain_model/common.h"
+#include "lib/domain_model/Security.pb.h"
+#include "lib/api/services/OrderService.pb.h"
+#include "lib/orderman/orderman_utils/orderman_common.h"
+
+#include "generated/SideReq.h"
+#include "generated/OrderTypeReq.h"
+#include "generated/OrderType.h"
+#include "generated/TimeInForce.h"
+#include "generated/ManualOrdInd.h"
+#include "generated/ManualOrdIndReq.h"
+#include "generated/ClearingAcctType.h"
+#include "generated/SMPI.h"
+#include "generated/CustOrderCapacity.h"
+
+#include <tuple>
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+iLinkBinary::SideReq::Value map_side(api::Side side);
+api::Side map_side(iLinkBinary::SideReq::Value side);
+
+inline int64_t to_price9(Price p) {
+   return p.value() * 1E9;
+}
+
+iLinkBinary::OrderTypeReq::Value map_order_type(api::orderman::NativeOrderType ot);
+api::orderman::NativeOrderType map_order_type(iLinkBinary::OrderType::Value);
+
+iLinkBinary::TimeInForce::Value map_time_in_force(api::orderman::TimeInForce);
+api::orderman::TimeInForce map_time_in_force(iLinkBinary::TimeInForce::Value);
+
+iLinkBinary::ManualOrdIndReq::Value map_manual_order_indicator(api::orderman::ManualOrderIndicator moi);
+api::orderman::ManualOrderIndicator map_manual_order_indicator(iLinkBinary::ManualOrdIndReq::Value moi);
+
+iLinkBinary::ClearingAcctType::Value map_customer_or_firm(api::orderman::CustomerOrFirm c);
+
+iLinkBinary::SMPI::Value map_smp_instruction(api::orderman::SelfMatchPreventionInstruction smpi);
+iLinkBinary::CustOrderCapacity::Value map_cust_cti(api::orderman::CTICode code);
+
+const char* translate_business_reject_reason(int reason) ;
+const char* translate_negotiation_reject(int reason) ;
+const char* translate_establish_reject(int reason) ;
+const char* translate_terminate(int reason) ;
+
+
+}}}//namespace

src/lib/orderman/actors/ilink3/ILinkGW.cpp

@@ -0,0 +1,645 @@
+#include "ILinkGW.h"
+#include "lib/utils/bts_assert.h"
+#include "lib/utils/SecureLogon.h"
+#include "ILink3Utils.h"
+#include "IL3GeneratedFull.h"
+#include "IL3Dispatcher.h"
+#include "IL3MessageFramer.h"
+#include "lib/utils/datetime.h"
+#include "lib/orderman/orderman_utils/fix_order_codec.h"
+
+/*
+# Some notes about session binding and initialization: #
+
+## Official documentation:
+   https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+3+Binary+Order+Entry+-+Session+Layer#iLink3BinaryOrderEntry-SessionLayer-WeeklyReset
+
+## Begining of week  (new session?)
+- config.session = X
+- config.outgoing_sequence = 1
+-> Negotiate session=X
+<- NegotiateResponse session=X, oldsession=Y, oldSeq=N
+   if oldSeq > 0 -> ReplayRequest
+-> Establish seq=1
+<- EstablishAck oldsession=Y, oldSeq=N
+
+## Middle of week (same session)
+- config.session = X
+- config.outgoing_sequence > 1
+-> Establish seq=N
+*/
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+log::CharPtrWrapper wrap(const char* str) { return log::CharPtrWrapper{ str }; }
+
+ILinkGW::ILinkGW(
+      IL3Connection& con, 
+      IL3MessageFramer& buffer, 
+      md::SecurityOracle* oracle,
+      const Session& session, 
+      const Config& conf,
+      config::JetFIX::Connection const & cfg) :
+   _config(conf),
+   _x_state(State::INIT),
+   _buffer(buffer),
+   _on_state_change([](auto){}),
+   _on_exe_report([](auto*){}),
+   _on_session_change([](auto){}),
+   _connection(con),
+   _session(session),
+   _msg_count(0),
+   _time(),
+   _pool(),
+   _exe_parser(cfg,oracle),
+   _retransmit()
+{
+   _clorid_buffer.resize(clordid_sz());
+}
+
+void ILinkGW::connect() {
+   bts_assert(state() == State::INIT || state() == State::ERROR);
+   set_state(State::CONNECTING);
+   _connection.connect(*this); // -> on_connect_success
+}
+
+// This determines the session uuid
+void ILinkGW::send_negotiate() {
+   // add 2 bytes for the empty 'credentials' (39008) length which must be present
+   auto msg = _buffer.frame<iLinkBinary::Negotiate500>(
+      iLinkBinary::Negotiate500::credentialsHeaderLength());
+   msg.uUID(_session.uuid);
+   msg.requestTimestamp(_time.now());
+   msg.putSession(_config.cme_session);
+   // We need this call to set the length of the credential block to 0
+   // This behavior is specific to "data" in the xml template
+   msg.putCredentials("", 0);
+   msg.putFirm(_config.firm);
+
+   const auto ld = glbx::calculate_hmac(
+      _config.cme_session,
+      std::to_string(msg.requestTimestamp()),
+      std::to_string(msg.uUID()),
+      _config.cme_session,
+      _config.firm
+   );
+   msg.putAccessKeyID(ld.access_key);
+   msg.putHMACSignature(ld.hmac);
+
+   std::string temp = ld.canonical;
+   for (size_t x = 0; x < temp.size(); ++x) { if (temp[x] == '\n') temp[x] = '$'; }
+
+   flush(false);
+   // clear HMAC for json logging
+   msg.putHMACSignature(std::string_view { nullptr, 0 });
+   log_out(msg);
+   // expect -> NegotiationResponse501 or NegotiationReject502
+}
+
+void ILinkGW::send_establish() {
+   // add 2 bytes for the empty 'credentials' (39008) length which must be present
+   auto msg = _buffer.frame<iLinkBinary::Establish503>(2);
+   msg.uUID(_session.uuid);
+   msg.requestTimestamp(_time.now());
+   msg.putSession(_config.cme_session);
+   msg.putCredentials("", 0);
+   msg.putFirm(_config.firm);
+
+   msg.putTradingSystemName(std::string_view("SPARK"));
+   msg.putTradingSystemVersion(std::string_view("1"));
+   msg.putTradingSystemVendor(std::string_view("BTS"));
+   // On primary connection, the expected message sequence number of the next business message from customer to CME
+   msg.nextSeqNo(_session.to_cme);
+   msg.keepAliveInterval(30000);
+
+   const auto ld = glbx::calculate_hmac(
+      _config.cme_session,
+      // RequestTimestamp
+      std::to_string(msg.requestTimestamp()),
+      std::to_string(msg.uUID()),
+      _config.cme_session,
+      // Firm ID
+      _config.firm,
+      // TradingSystemName
+      msg.getTradingSystemNameAsString(),
+      // TradingSystemVersion
+      msg.getTradingSystemVersionAsString(),
+      // TradingSystemVendor
+      msg.getTradingSystemVendorAsString(),
+      // NextSeqNo
+      std::to_string(msg.nextSeqNo()),
+      // KeepAliveInterval
+      std::to_string(msg.keepAliveInterval())
+   );
+
+   msg.putAccessKeyID(ld.access_key);
+   msg.putHMACSignature(ld.hmac);
+
+   flush(false);
+   // clear HMAC for json logging
+   msg.putHMACSignature(std::string_view { nullptr, 0 });
+   log_out(msg);
+   // expect -> EstablishmentAck504 or EstablishmentReject505
+}
+
+void ILinkGW::send_sequence(bool lapsed) {
+   auto msg = _buffer.frame<iLinkBinary::Sequence506>();
+   msg.uUID(_session.uuid);
+   msg.nextSeqNo(_session.to_cme);
+   msg.faultToleranceIndicator(iLinkBinary::FTI::NULL_VALUE);
+   msg.keepAliveIntervalLapsed(
+      lapsed ?
+      iLinkBinary::KeepAliveLapsed::Lapsed :
+      iLinkBinary::KeepAliveLapsed::NotLapsed);
+   log_out(msg);
+}
+
+void ILinkGW::send_retransmit_request(uint64_t uuid, uint32_t from, size_t count) {
+   bts_assert(from > 0);
+   using namespace iLinkBinary;
+   auto msg = _buffer.frame<RetransmitRequest508>();
+   msg.uUID(_session.uuid);
+   msg.lastUUID(uuid);
+   msg.requestTimestamp(_time.now());
+   msg.fromSeqNo(from);
+   msg.msgCount(count);
+   log_out(msg);
+}
+
+uint64_t ILinkGW::send_party_details(const api::orderman::RoutingRecord& route) {
+   using namespace iLinkBinary;
+
+   auto msg = _buffer.frame<PartyDetailsDefinitionRequest518>(
+      // 2 repeating group header. 
+      // 1 for party details and 1 for trade reg
+      // This seems unsafe but the api doesn't seem to want you to know how to size buffers ahead of time
+      2 * PartyDetailsDefinitionRequest518::NoPartyDetails::sbeHeaderSize() +
+      // N * size of each block
+      3 * PartyDetailsDefinitionRequest518::NoPartyDetails::sbeBlockLength() +
+      0 * PartyDetailsDefinitionRequest518::NoTrdRegPublications::sbeBlockLength()
+   );
+   msg.partyDetailsListReqID(0);
+   msg.sendingTimeEpoch(_time.now());
+   msg.listUpdateAction(ListUpdAct::Add);
+   msg.seqNum(next_seq());
+   // msg.putMemo("") -- not supported
+   if (route.smp_id().empty()) {
+      msg.selfMatchPreventionID(
+         PartyDetailsDefinitionRequest518::selfMatchPreventionIDNullValue());
+   }
+   else {
+      // CME needs the SMP_ID to be 12 characters or less 
+      // after they to_string() the uint64
+      bts_assert_d(route.smp_id().size() == 8);
+      const uint64_t* psmp_id = reinterpret_cast<const uint64_t*>(&route.smp_id());
+      uint64_t smp_id = (*psmp_id) % (2UL<<39);
+      msg.selfMatchPreventionID(smp_id);
+   }
+   msg.cmtaGiveupCD(CmtaGiveUpCD::NULL_VALUE);
+   msg.custOrderCapacity(map_cust_cti(route.cti_code()));
+   msg.clearingAccountType(map_customer_or_firm(route.customer_or_firm()));
+   msg.selfMatchPreventionInstruction(map_smp_instruction(route.smp_instruction()));
+   msg.avgPxIndicator(AvgPxInd::NULL_VALUE);
+   msg.clearingTradePriceType(SLEDS::NULL_VALUE);
+   msg.custOrderHandlingInst(
+      static_cast<iLinkBinary::CustOrdHandlInst::Value>(
+         route.cust_order_handing_inst()[0]));
+   msg.executor(PartyDetailsDefinitionRequest518::executorNullValue());
+   msg.iDMShortCode(PartyDetailsDefinitionRequest518::iDMShortCodeNullValue());
+
+   auto details = msg.noPartyDetailsCount(3);
+   details.next();
+   details.partyDetailRole(PartyDetailRole::CustomerAccount);
+   details.putPartyDetailID(route.account());
+   details.next();
+   details.partyDetailRole(PartyDetailRole::ExecutingFirm);
+   // 004 in cert
+   details.putPartyDetailID(
+      std::string_view(route.sender_compid().c_str()+3, 3));
+   details.next();
+   details.partyDetailRole(PartyDetailRole::Operator);
+   details.putPartyDetailID(
+      std::string_view(route.sender_compid().c_str(), 3));
+   msg.noTrdRegPublicationsCount(0);
+   // In the future we may check for existing party details definitions and return that id
+   log_out(msg);
+   return 0;
+}
+
+bool needs_stop_px(api::orderman::NativeOrderType order_type) {
+   return order_type == api::orderman::NativeOrderType::NATIVE_ORDER_TYPE_STOP ||
+          order_type == api::orderman::NativeOrderType::NATIVE_ORDER_TYPE_STOP_LIMIT;
+}
+bool need_px(api::orderman::NativeOrderType order_type) {
+   return order_type != api::orderman::NativeOrderType::NATIVE_ORDER_TYPE_MARKET &&
+          order_type != api::orderman::NativeOrderType::NATIVE_ORDER_TYPE_MARKET_LIMIT &&
+          order_type != api::orderman::NativeOrderType::NATIVE_ORDER_TYPE_STOP;
+}
+
+void ILinkGW::send_order(const CreateOrderMsg& create) {
+   bts_assert_d(create.routing_record);
+   bts_assert_d(create.security);
+   bts_assert_d(create.security->has_glbx());
+
+   auto party = send_party_details(*create.routing_record);
+   auto msg = _buffer.frame<iLinkBinary::NewOrderSingle514>();
+
+   if (need_px(create.order_type)) { msg.price().mantissa(to_price9(create.price)); }
+   else { msg.price().mantissa(iLinkBinary::PRICENULL9::mantissaNullValue()); }
+   msg.orderQty(create.quantity.value());
+   msg.securityID(create.security->glbx().exchange_id());
+   msg.side(map_side(create.side));
+   msg.seqNum(next_seq());
+   msg.putSenderID(create.routing_record->operator_id());
+   encode_clorid(create.key, SecurityKey(create.security->id()), &_clorid_buffer);
+   msg.putClOrdID(_clorid_buffer);
+   msg.partyDetailsListReqID(party);
+   msg.orderRequestID(++_msg_count);
+   msg.sendingTimeEpoch(_time.now());
+   if (needs_stop_px(create.order_type)) { msg.stopPx().mantissa(to_price9(create.stop_px)); }
+   else { msg.stopPx().mantissa(iLinkBinary::PRICENULL9::mantissaNullValue()); }
+   msg.putLocation(create.routing_record->location());
+   msg.minQty(iLinkBinary::NewOrderSingle514::minQtyNullValue());
+   if (create.time_in_force != api::orderman::TimeInForce::TIME_IN_FORCE_IOC) {
+      msg.displayQty(create.display_quantity.value());
+   }
+   else { msg.displayQty(iLinkBinary::NewOrderSingle514::displayQtyNullValue()); }
+   if (create.time_in_force == api::orderman::TimeInForce::TIME_IN_FORCE_DATE) {
+      //TODO: # of days since jan 1 1970
+      msg.expireDate(18424);
+   }
+   else {
+      msg.expireDate(iLinkBinary::NewOrderSingle514::expireDateNullValue());
+   }
+   msg.ordType(map_order_type(create.order_type));
+   msg.timeInForce(map_time_in_force(create.time_in_force));
+   msg.manualOrderIndicator(map_manual_order_indicator(create.manual_order_indicator));
+   msg.execInst().clear();
+   msg.executionMode(iLinkBinary::ExecMode::NULL_VALUE);
+   msg.liquidityFlag(iLinkBinary::BooleanNULL::NULL_VALUE);
+   msg.managedOrder(iLinkBinary::BooleanNULL::NULL_VALUE);
+   msg.shortSaleType(iLinkBinary::ShortSaleType::NULL_VALUE);
+
+   _exe_parser.cache(create.security);
+   log_out(msg);
+}
+
+void ILinkGW::send_cancel_replace(const CancelReplaceOrderMsg& replace) {
+   const auto& create = replace.create_fields;
+   bts_assert_d(create.routing_record);
+   bts_assert_d(create.security);
+   bts_assert_d(create.security->has_glbx());
+
+   auto party = send_party_details(*create.routing_record);
+   auto msg = _buffer.frame<iLinkBinary::OrderCancelReplaceRequest515>();
+
+   msg.orderID(replace.exchange_order_id.value());
+
+   if (need_px(create.order_type)) { msg.price().mantissa(to_price9(create.price)); }
+   else { msg.price().mantissa(iLinkBinary::PRICENULL9::mantissaNullValue()); }
+   msg.orderQty(create.quantity.value());
+   msg.securityID(create.security->glbx().exchange_id());
+   msg.side(map_side(create.side));
+   msg.seqNum(next_seq());
+   msg.putSenderID(create.routing_record->operator_id());
+   encode_clorid(create.key, SecurityKey(create.security->id()), &_clorid_buffer);
+   msg.putClOrdID(_clorid_buffer);
+   msg.partyDetailsListReqID(party);
+   msg.orderRequestID(++_msg_count);
+   msg.sendingTimeEpoch(_time.now());
+   if (needs_stop_px(create.order_type)) { msg.stopPx().mantissa(to_price9(create.stop_px)); }
+   else { msg.stopPx().mantissa(iLinkBinary::PRICENULL9::mantissaNullValue()); }
+   msg.putLocation(create.routing_record->location());
+   msg.minQty(iLinkBinary::NewOrderSingle514::minQtyNullValue());
+   msg.displayQty(create.display_quantity.value());
+   msg.expireDate(iLinkBinary::NewOrderSingle514::expireDateNullValue());
+   msg.ordType(map_order_type(create.order_type));
+   msg.timeInForce(map_time_in_force(create.time_in_force));
+   msg.manualOrderIndicator(map_manual_order_indicator(create.manual_order_indicator));
+   msg.oFMOverride(iLinkBinary::OFMOverrideReq::Enabled);
+   msg.execInst().clear();
+   msg.executionMode(iLinkBinary::ExecMode::NULL_VALUE);
+   msg.liquidityFlag(iLinkBinary::BooleanNULL::NULL_VALUE);
+   msg.managedOrder(iLinkBinary::BooleanNULL::NULL_VALUE);
+   msg.shortSaleType(iLinkBinary::ShortSaleType::NULL_VALUE);
+   log_out(msg);
+}
+
+void ILinkGW::send_cancel(const CancelOrderMsg& cancel) {
+   bts_assert_d(cancel.routing_record);
+   bts_assert_d(cancel.security);
+   bts_assert_d(cancel.security->has_glbx());
+
+   auto party = send_party_details(*cancel.routing_record);
+   auto msg = _buffer.frame<iLinkBinary::OrderCancelRequest516>();
+
+   msg.orderID(cancel.exchange_order_id.value());
+   msg.partyDetailsListReqID(party);
+   msg.manualOrderIndicator(map_manual_order_indicator(cancel.manual_order_indicator));
+   msg.seqNum(next_seq());
+   msg.putSenderID(cancel.routing_record->operator_id());
+   encode_clorid(cancel.key, SecurityKey(cancel.security->id()), &_clorid_buffer);
+   msg.putClOrdID(_clorid_buffer);
+   msg.orderRequestID(++_msg_count);
+   msg.sendingTimeEpoch(_time.now());
+   msg.putLocation(cancel.routing_record->location());
+   msg.securityID(cancel.security->glbx().exchange_id());
+   msg.side(map_side(cancel.side));
+   msg.liquidityFlag(iLinkBinary::BooleanNULL::NULL_VALUE);
+   log_out(msg);
+}
+
+void ILinkGW::send_terminate(uint16_t code) {
+   LOG(iLink3, Info, "Terminate");
+   auto msg = _buffer.frame<iLinkBinary::Terminate507>();
+   msg.uUID(_session.uuid);
+   msg.requestTimestamp(_time.now());
+   msg.errorCodes(code);
+   log_out(msg);
+}
+
+void ILinkGW::flush(bool publish) {
+   _buffer.flush(_connection);
+   if (publish) publish_session_update();
+}
+
+const char* state_string(State s) {
+   switch(s) {
+      case State::INIT: return "INIT";
+      case State::CONNECTING: return "CONNECTING";
+      case State::NEGOTATING: return "NEGOTATING";
+      case State::ESTABLISHING: return "ESTABLISHING";
+      case State::RETRANSMITTING: return "RETRANSMITTING";
+      case State::READY: return "READY";
+      case State::ERROR: return "ERROR";
+   }
+   return "UNKNOWN";
+}
+log::CharPtrWrapper wstate_string(State s) { return wrap(state_string(s)); }
+
+void ILinkGW::set_state(State s) {
+   if (s != _x_state) {
+      LOG(iLink3, Info, "ILinkGW {}: {}->{}", 
+         _session.uuid, wstate_string(_x_state), wstate_string(s));
+      _x_state = s;
+      if (_on_state_change) _on_state_change(s);
+   }
+}
+
+//
+// IConnectionHandler
+
+void ILinkGW::on_connect_success() {
+   if (!_session) {
+      // If we have a 0 cme_seq this is a new session and we need to negotiate it
+      LOG(iLink3, Info, "Negotiating new iLink session. {}", _session.uuid);
+      set_state(State::NEGOTATING);
+      send_negotiate();
+   }
+   else {
+      // We only need to establish the current sequence number
+      LOG(iLink3, Info, "re-establishing existing iLink session. {}", _session.uuid);
+      _session.to_cme = std::max(_session.to_cme, 1u);
+      set_state(State::ESTABLISHING);
+      send_establish();
+   }
+}
+
+void ILinkGW::on_disconnect() {
+   LOG(iLink3, Error, "Disconnected.");
+   if (_config.failover_on_disconnect) {
+      LOG(iLink3, Error, "Attempting failover");
+      _connection.failover();
+      connect();
+   }
+   else {
+      set_state(State::ERROR);
+   }
+}
+
+void ILinkGW::enqueue_retransmit(uint32_t from, uint32_t to, uint64_t uuid) {
+   LOG(iLink3,Warn, "Prepare retransmit from: {} to: {}", from, to);
+   bts_assert(to >= from);
+   do {
+      // +1 because to/from are using an inclusive range
+      auto count = std::min(to - from + 1, Retransmit::MAX_RECOVERY);
+      _retransmit.push(Retransmit {
+         uuid,
+         from,
+         from + count - 1
+      });
+      from += count;
+   } while(from < to);
+}
+
+void ILinkGW::begin_retransmit() {
+   if (_retransmit.empty()) return;
+   auto& working = _retransmit.front();
+   // Don't pop the queue because we need to know when we're done
+   auto count = working.to - working.from + 1;
+   LOG(iLink3,Warn, "Sending retransmit for missing packets: from: {} to: {} count: {}", working.from, working.to, count);
+   bts_assert_d(count < Retransmit::MAX_RECOVERY);
+   send_retransmit_request(working.uuid, working.from, count);
+}
+
+void ILinkGW::on_retransmit_complete() {
+   // Replay is complete. Advance to go. Collect $200
+   _retransmit.pop();
+   LOG(iLink3,Warn,"Retransmit complete");
+   if (!_retransmit.empty()) {
+      // More replay to do...
+      begin_retransmit();
+      flush();
+   }
+   else {
+      // Replay is finished, transition to ready state.
+      // Since we're already established we dont' need to send anything
+      set_state(State::READY);
+   }
+}
+
+size_t ILinkGW::on_data(const std::string_view& data) {
+   return consume_messages(*this, data.data(), data.size(), dispatch_message<ILinkGW>);
+}
+
+void ILinkGW::handle(const iLinkBinary::NegotiationResponse501& msg) {
+   // If we're receiving a NegotiateResponse we just created a session
+   log_in(msg);
+
+   // NegotiationResponse indicates the session was created. CME sequence will be 1
+   _session.from_cme = 1;
+   publish_session_update();
+
+   // Even though the CME sends a previous uuid+sequence we can't act on
+   // that data right now since we aren't established. We don't have to remember it, 
+   // though, because exactly the same data comes on the EstablishmentAck
+   // msg.previousUUID(), msg.previousSeqNo();
+
+   set_state(State::ESTABLISHING);
+   send_establish();
+}
+
+void ILinkGW::handle(const iLinkBinary::NegotiationReject502& msg) {
+   LOG(iLink3, Error, "Negotiate Reject: {} '{}'.",
+      msg.errorCodes(),
+      std::string(translate_negotiation_reject(msg.errorCodes())));
+   log_in(msg);
+   _connection.disconnect();
+   set_state(State::ERROR);
+}
+void ILinkGW::handle(const iLinkBinary::EstablishmentAck504& msg) {
+   // previous uuid+sequence
+   auto cme_prev_uuid = msg.previousUUID();
+   auto cme_prev_seq = msg.previousSeqNo();
+   if (cme_prev_seq != 0 && cme_prev_uuid != _session.uuid) {
+      // There was a previous session and we need to replay messages from it
+
+      // We *intend* to only have a single session each week except
+      // in the case of catastrophic failure.  So If we log in and
+      // there is a previous UUID we can just replay it entirely.
+      // The other possibility is a session was created automatically
+      // to handle a fill from a GTC order from the previous week
+      enqueue_retransmit(1, cme_prev_seq, cme_prev_uuid);
+   }
+
+   // next sequence number from the current session may also be ahead
+   auto cme_current_seq = msg.nextSeqNo() - 1;
+   if (_session.from_cme < cme_current_seq) {
+      // If we're behind it indicates we missed messages while disconnected
+      enqueue_retransmit(_session.from_cme+1, cme_current_seq, msg.uUID());
+   }
+
+   _session.from_cme = cme_current_seq;
+   log_in(msg);
+
+   if (!_retransmit.empty()) {
+      send_sequence();
+      begin_retransmit();
+      flush();
+      set_state(State::RETRANSMITTING);
+   }
+   else {
+      send_sequence();
+      flush();
+      set_state(State::READY);
+   }
+}
+void ILinkGW::handle(const iLinkBinary::EstablishmentReject505& msg) {
+   LOG(iLink3, Error, "Establishment Reject: {} '{}'. NextSeq: {}.", 
+      msg.errorCodes(),
+      std::string(translate_establish_reject(msg.errorCodes())),
+      msg.nextSeqNo());
+   _connection.disconnect();
+   log_in(msg);
+   set_state(State::ERROR);
+}
+void ILinkGW::handle(const iLinkBinary::Sequence506& msg) {
+   log_in(msg);
+   _session.from_cme = msg.nextSeqNo() - 1;
+   publish_session_update();
+   send_sequence();
+   flush();
+}
+void ILinkGW::handle(const iLinkBinary::Terminate507 &msg) {
+// https://www.cmegroup.com/confluence/display/EPICSANDBOX/Terminate
+   LOG(iLink3, Error, "Terminated by exchange. Code: {} Reason: {} Text: {}",
+       msg.errorCodes(), wrap(msg.reason()),
+       wrap(translate_terminate(msg.errorCodes())));
+   if (msg.errorCodes() == 11 || msg.errorCodes() == 10)  {
+      // This indicates our sequence number is too low. We will jump
+      // forward one at a time. That should eventually fix it.
+      LOG(iLink3, Error, "Will attempt to recover by advancing our sequence number");
+      _session.to_cme ++;
+      publish_session_update();
+   }
+   log_in(msg);
+   _connection.disconnect();
+   set_state(State::ERROR);
+}
+void ILinkGW::handle(const iLinkBinary::Retransmission509& msg) {
+   // Accepted Retransmit
+   log_in(msg);
+}
+void ILinkGW::handle(const iLinkBinary::RetransmitReject510& msg) {
+   LOG(iLink3, Error, "Retransmit requeste rejected. {}", msg.getReasonAsString());
+   log_in(msg);
+   set_state(State::ERROR);
+}
+void ILinkGW::handle(const iLinkBinary::NotApplied513& msg) {
+   log_in(msg);
+   send_sequence();
+}
+void ILinkGW::handle(const iLinkBinary::PartyDetailsDefinitionRequestAck519& msg) {
+   _exe_parser.set_account(msg);
+   handle_common(msg);
+}
+void ILinkGW::handle(const iLinkBinary::BusinessReject521& msg) {
+   LOG(iLink3, Error, "Business Reject: {} '{}'.", 
+      msg.businessRejectReason(),
+      wrap(translate_business_reject_reason(msg.businessRejectReason())));
+   handle_common(msg);
+   // A business reject can de-sync the sequence number because it rejects
+   // the sequence number of the rejected message. Send a sequence message
+   // to tell the cme to advance.
+   send_sequence();
+   flush();
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportNew522& msg) {
+   handle_exe_report(msg);
+   handle_common(msg);
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportReject523& msg) {
+   LOG(iLink3, Error, "Execution report reject: {}", wrap(msg.text()));
+   handle_exe_report(msg);
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportElimination524& msg) {
+   handle_exe_report(msg);
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportTradeOutright525& msg) {
+   handle_exe_report(msg);
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportTradeSpread526& msg) {
+   handle_exe_report(msg);
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportTradeSpreadLeg527& msg) {
+   handle_exe_report(msg);
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportModify531& msg) {
+   handle_exe_report(msg);
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportStatus532& msg) {
+   handle_exe_report(msg);
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportCancel534& msg) {
+   handle_exe_report(msg);
+}
+void ILinkGW::handle(const iLinkBinary::OrderCancelReject535& msg) {
+   handle_common(msg);
+   // TODO: log
+}
+void ILinkGW::handle(const iLinkBinary::OrderCancelReplaceReject536& msg) {
+   handle_common(msg);
+   // TODO: log
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionAck539&) {
+   // handle_common(msg);
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportTradeAddendumOutright548& msg) {
+   // Ignore trade correction/addendum messages for now.
+   // See GLBXExecutionGateway.cpp:139 for further details
+   handle_common(msg);
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportTradeAddendumSpread549& msg) {
+   // Ignore trade correction/addendum messages for now.
+   // See GLBXExecutionGateway.cpp:139 for further details
+   handle_common(msg);
+}
+void ILinkGW::handle(const iLinkBinary::ExecutionReportTradeAddendumSpreadLeg550& msg) {
+   // Ignore trade correction/addendum messages for now.
+   // See GLBXExecutionGateway.cpp:139 for further details
+   handle_common(msg);
+}
+
+}}} //namespace

src/lib/orderman/actors/ilink3/ILinkGW.h

@@ -0,0 +1,232 @@
+#pragma once
+#include <string>
+#include <functional>
+#include <cstdint>
+#include <vector>
+#include <queue>
+
+#include "../IExecutionGateway.h"
+#include "TimeKeeper.h"
+#include "IL3Connection.h"
+#include "IL3ConnectionHandler.h"
+
+#include "generated/MessageHeader.h"
+#include "IL3GeneratedFwd.h"
+#include "IL3ExecutionReportParser.h"
+#include "lib/orderman/actors/ilink3/RawMsg.h"
+#include "lib/config/protos/jetfix.pb.h"
+
+#define MID_SESSION_REPLAY
+
+namespace bts {
+namespace orderman {
+class ExecutionReport;
+namespace ilink3 {
+
+struct Session {
+   uint64_t uuid;
+   // bts->cme
+   uint32_t to_cme;
+   // cme->bts
+   uint32_t from_cme;
+
+   operator bool const() { return from_cme; }
+};
+
+struct Config {
+   std::string cme_session; // NGG
+   std::string firm; // 004
+   bool failover_on_disconnect;
+   std::function<void(RawMessageDirection, RawMsg const&)> raw_message_logger;
+};
+
+enum class State {
+   INIT,
+   CONNECTING,
+   NEGOTATING,
+   ESTABLISHING,
+   RETRANSMITTING,
+   READY,
+   ERROR
+};
+const char* state_string(State s);
+typedef std::function<void(State)> OnStateChange;
+typedef std::function<void(const ExecutionReport*)> OnExecutionReport;
+typedef std::function<void(const Session& s)> OnSessionChange;
+typedef std::function<void(OrderKey,std::string const&)> OnCancelReject;
+
+struct Retransmit {
+   static constexpr uint32_t MAX_RECOVERY = 2500;
+   uint64_t uuid;
+   uint32_t from;
+   uint32_t to;
+};
+
+class IL3MessageFramer;
+
+// Does not allow re-entrance
+class ILinkGW : IL3ConnectionHandler {
+   const Config _config;
+   State _x_state;
+   IL3MessageFramer& _buffer;
+   OnStateChange _on_state_change;
+   OnExecutionReport _on_exe_report;
+   OnSessionChange _on_session_change;
+   IL3Connection& _connection;
+   Session _session;
+   std::string _clorid_buffer;
+   uint32_t _msg_count;
+   TimeKeeper _time;
+   boost::object_pool<ExecutionReport> _pool;
+   IL3ExecutionReportParser _exe_parser;
+   std::queue<Retransmit> _retransmit;
+   
+public:
+   ILinkGW(
+      IL3Connection&, 
+      IL3MessageFramer&, 
+      md::SecurityOracle*,
+      const Session&, 
+      const Config&,
+      config::JetFIX::Connection const &);
+
+   void connect();
+   void send_order(const CreateOrderMsg&);
+   void send_cancel_replace(const CancelReplaceOrderMsg&);
+   void send_cancel(const CancelOrderMsg&);
+   void send_terminate(uint16_t code=0);
+   void flush(bool publish=true);
+   void on_time() {
+      // Currently we just reply to a heartbeat with another heartbeat
+      // Probably better to track time and send them on demand
+   };
+
+   // state change
+   State state() { return _x_state; }
+   void subscribe_state(OnStateChange o) { _on_state_change = o; }
+   void subscribe_execution_reports(OnExecutionReport sub) { 
+      _on_exe_report = sub;
+   }
+   void subscribe_session(OnSessionChange cb) { _on_session_change = cb; }
+   void subscribe_cancel_reject(OnCancelReject) {}
+   // Only used for certification
+   void send_sequence(bool lapsed=false);
+
+private:
+   void send_negotiate();
+   void send_establish();
+   void send_retransmit_request(uint64_t uuid, uint32_t from, size_t count);
+   uint64_t send_party_details(const api::orderman::RoutingRecord&);
+
+private: 
+   void set_state(State);
+   uint32_t next_seq() { 
+      _session.to_cme += 1; 
+      return _session.to_cme-1;
+   }
+   void publish_session_update() { _on_session_change(_session); }
+   void on_connect_success() override;
+   void on_disconnect() override;
+   void enqueue_retransmit(uint32_t from, uint32_t to, uint64_t uuid);
+   void begin_retransmit();
+   void on_retransmit_complete();
+
+   template <class T>
+   static auto serialize(const T& msg) -> auto {
+      return [=]() -> auto {
+         RawMessageData result;
+         std::stringstream buffer;
+         buffer << msg;
+         result.json = buffer.str();
+         result.binary = std::string(msg.buffer() + msg.offset(), msg.decodeLength());
+         return result;
+      };
+   }
+
+   template <class T>
+   void log_in(const T& msg) {
+      _config.raw_message_logger(RawMessageDirection::INCOMING, serialize(msg));
+   }
+   template <class T>
+   void log_out(const T& msg) {
+      _config.raw_message_logger(RawMessageDirection::OUTGOING, serialize(msg));
+   }
+
+   //
+   // Message handlers
+
+   size_t on_data(const std::string_view&) override;
+
+   template <class T>
+   void handle_common(const T& msg) {
+      auto uuid = msg.uUID();
+      auto seq = msg.seqNum();
+      log_in(msg);
+      // Test if replay is copmlete
+      if (!_retransmit.empty() && _retransmit.front().to == seq) {
+         on_retransmit_complete();
+         return;
+      }
+
+      // Handle non-replay packet
+      if (uuid == _session.uuid) {
+         #ifdef MID_SESSION_REPLAY
+         // Gap detected during normal operation
+         auto expected = _session.from_cme + 1;
+         if (seq > expected) {
+            bool busy = !_retransmit.empty();
+            enqueue_retransmit(expected, seq-1, _session.uuid);
+            if (!busy) begin_retransmit();
+            flush();
+         }
+         #endif
+         // msg may be a replay message with a lower sequence number
+         if (msg.seqNum() > _session.from_cme) {
+            _session.from_cme = msg.seqNum();
+            publish_session_update();
+         }
+      }
+   }
+
+   template <class T>
+   void handle_exe_report(const T& msg) {
+      auto* report = _pool.construct();
+      bool result = _exe_parser.parse(msg, report);
+      if (result) {
+         _on_exe_report(report);
+      }
+      else { LOG(iLink3, Error, "Failed to parse error report."); }
+      handle_common(msg);
+   }
+
+public:
+   void handle(const iLinkBinary::NegotiationResponse501&);
+   void handle(const iLinkBinary::NegotiationReject502&);
+   void handle(const iLinkBinary::EstablishmentAck504&);
+   void handle(const iLinkBinary::EstablishmentReject505&);
+   void handle(const iLinkBinary::Sequence506&);
+   void handle(const iLinkBinary::Terminate507&);
+   void handle(const iLinkBinary::Retransmission509&);
+   void handle(const iLinkBinary::RetransmitReject510&);
+   void handle(const iLinkBinary::NotApplied513&);
+   void handle(const iLinkBinary::PartyDetailsDefinitionRequestAck519&);
+   void handle(const iLinkBinary::BusinessReject521&);
+   void handle(const iLinkBinary::ExecutionReportNew522&);
+   void handle(const iLinkBinary::ExecutionReportReject523&);
+   void handle(const iLinkBinary::ExecutionReportElimination524&);
+   void handle(const iLinkBinary::ExecutionReportTradeOutright525&);
+   void handle(const iLinkBinary::ExecutionReportTradeSpread526&);
+   void handle(const iLinkBinary::ExecutionReportTradeSpreadLeg527&);
+   void handle(const iLinkBinary::ExecutionReportModify531&);
+   void handle(const iLinkBinary::ExecutionReportStatus532&);
+   void handle(const iLinkBinary::ExecutionReportCancel534&);
+   void handle(const iLinkBinary::OrderCancelReject535&);
+   void handle(const iLinkBinary::OrderCancelReplaceReject536&);
+   void handle(const iLinkBinary::ExecutionAck539&);
+   void handle(const iLinkBinary::ExecutionReportTradeAddendumOutright548&);
+   void handle(const iLinkBinary::ExecutionReportTradeAddendumSpread549&);
+   void handle(const iLinkBinary::ExecutionReportTradeAddendumSpreadLeg550&);
+
+};
+
+}}} //namespace

src/lib/orderman/actors/ilink3/RawMsg.h

@@ -0,0 +1,15 @@
+#pragma once
+
+#include <functional>
+#include <string>
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+enum class RawMessageDirection {INCOMING, OUTGOING};
+struct RawMessageData {
+   std::string json;
+   std::string binary;
+};
+using RawMsg = std::function<RawMessageData(void)>;
+}}}

src/lib/orderman/actors/ilink3/SessionStore.cpp

@@ -0,0 +1,180 @@
+#include "SessionStore.h"
+#include "lib/jetfix/store/session_name.h"
+#include "lib/orderman/actors/ilink3/ILinkGW.h"
+#include "lib/orderman/orderman_utils/ExecutionReport.h"
+#include "lib/utils/base64.hpp"
+#include "lib/utils/bts_chrono.h"
+#include "lib/utils/file_utils.h"
+#include "lib/utils/thread_manager.h"
+
+#include <boost/filesystem.hpp>
+#include <nlohmann/json.hpp>
+#include <tbb/concurrent_queue.h>
+#include <thread>
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+using Action = std::function<void()>;
+
+static std::string base_store_path(std::string base_path,
+                                   std::string const &connection_name,
+                                   std::string const &session_name) {
+   if (base_path.empty())
+      base_path = os::bts_data_path();
+   boost::filesystem::path result = utils::normalize_data_path(base_path);
+   result /= "ilink3";
+   result /= connection_name;
+   result /= session_name;
+   if (!boost::filesystem::exists(result))
+      bts_assert(boost::filesystem::create_directories(result));
+   return result.string();
+}
+
+static std::string raw_msg_log_path(std::string const &store_path) {
+   boost::filesystem::path result = store_path;
+   result /= "raw_msgs";
+   return result.string();
+}
+
+static std::string session_path(std::string const &store_path) {
+   boost::filesystem::path result = store_path;
+   result /= "session";
+   return result.string();
+}
+
+static std::vector<ExecutionReport>
+load_replay(md::SecurityOracle &, config::JetFIX::Connection const &cfg,
+            std::string const &path) {
+   std::vector<ExecutionReport> result;
+
+   if (boost::filesystem::exists(path)) {
+
+      std::ifstream f(path);
+      nlohmann::json j;
+      for (;;) {
+         while (!f.eof() && f.get() != '{')
+            ;
+         if (f.eof())
+            break;
+         else {
+            f.unget();
+            f >> j;
+            if (j["direction"] == "<") {
+               auto ts = datetime::parse_FIX_timestamp(j["time"]);
+               if (!datetime::is_at_least_secs_old(ts,
+                                                   cfg.seconds_to_replay())) {
+               }
+            }
+         }
+      }
+   }
+
+   return result;
+}
+
+static void save_raw_msg(std::ofstream &out, RawMessageDirection d,
+                         RawMessageData const &msg) {
+   nlohmann::json j;
+   j["direction"] = d == RawMessageDirection::INCOMING ? "<" : ">";
+   j["time"] = datetime::FIX_timestamp(datetime::now());
+   j["msg_sbe"] = websocketpp::base64_encode(msg.binary);
+   try {
+      j["msg_json"] = nlohmann::json::parse(msg.json);
+   }
+   catch (...) {
+      LOG(iLink3, Error, "Skipping troublesome json encoded message: {}", msg.json);
+      j["msg_json"] = nlohmann::json {};
+   }
+   out << j << std::endl;
+   out.flush();
+}
+
+void save_session(std::string const &path, Session const &session) {
+   std::ofstream f(path);
+   f << session.uuid << " " << session.to_cme << " " << session.from_cme
+     << std::endl;
+}
+
+Session load_session(jetfix::SessionName const &sn, std::string const &path) {
+   auto result = Session{sn.as_uint64_t, 1, 0};
+   if (boost::filesystem::exists(path)) {
+      std::ifstream f(path);
+      uint64_t dummy;
+      f >> dummy >> result.to_cme >> result.from_cme;
+   }
+   else
+      save_session(path, result);
+   return result;
+}
+
+struct SessionStore::PImpl {
+   PImpl(md::SecurityOracle &oracle, jetfix::SessionName const &session_name,
+         config::JetFIX::Connection const &cfg, std::string const &base_path)
+       : cfg(cfg), store_path(base_store_path(base_path, cfg.name(),
+                                              session_name.as_string)),
+         replay_messages(
+             load_replay(oracle, cfg, raw_msg_log_path(store_path))),
+         starting_session_descriptor(
+             load_session(session_name, session_path(store_path))),
+         raw_msg_store() {
+      raw_msg_store.open(raw_msg_log_path(store_path), std::ofstream::app);
+   }
+
+   const config::JetFIX::Connection cfg;
+   const std::string store_path;
+   const std::vector<ExecutionReport> replay_messages;
+   const Session starting_session_descriptor;
+   std::atomic<bool> done = false;
+   tbb::concurrent_queue<Action> event_queue;
+   std::thread storage_thread;
+   std::ofstream raw_msg_store;
+};
+
+SessionStore::SessionStore(md::SecurityOracle &oracle,
+                           jetfix::SessionName const &session_name,
+                           config::JetFIX::Connection const &cfg,
+                           std::string base_path)
+    : me(new PImpl(oracle, session_name, cfg, base_path)) {
+   me->storage_thread = threading::make_thread_from_function(
+       "il3_store", [this]() { do_work(); });
+}
+
+std::vector<ExecutionReport> const &SessionStore::replay() const {
+   return me->replay_messages;
+}
+
+Session SessionStore::starting_session_descriptor() const {
+   return me->starting_session_descriptor;
+}
+
+void SessionStore::async_update_session(Session const &s) {
+   me->event_queue.push(
+      Action{[this, s]() { save_session(session_path(me->store_path), s); }});
+}
+
+void SessionStore::async_store_raw_msg(RawMessageDirection d,
+                                       RawMsg const &ms) {
+   me->event_queue.push(
+       Action{[this, d, ms]() { save_raw_msg(me->raw_msg_store, d, ms()); }});
+}
+
+void SessionStore::do_work() {
+   while (!me->done) {
+      Action a;
+      if (me->event_queue.try_pop(a))
+         a();
+      else
+         std::this_thread::sleep_for(100ms);
+   }
+}
+
+SessionStore::~SessionStore() {
+   me->done = true;
+   me->storage_thread.join();
+}
+
+} // namespace ilink3
+} // namespace orderman
+} // namespace bts

src/lib/orderman/actors/ilink3/SessionStore.h

@@ -0,0 +1,40 @@
+#pragma once
+
+#include <memory>
+#include <vector>
+#include <functional>
+#include "lib/config/protos/jetfix.pb.h"
+#include "RawMsg.h"
+
+// fwds
+namespace bts {
+namespace jetfix {struct SessionName;}
+namespace md { class SecurityOracle;}
+namespace orderman {class ExecutionReport;}
+}
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+struct Session;
+class SessionStore {
+public:
+   SessionStore(md::SecurityOracle &,
+                jetfix::SessionName const&session_name,
+                config::JetFIX::Connection const&,
+                std::string base_path="");
+   ~SessionStore() ;
+
+   Session starting_session_descriptor() const;
+   std::vector<ExecutionReport> const &replay() const;
+
+   void async_update_session(Session const&) ;
+   void async_store_raw_msg(RawMessageDirection, RawMsg const&);
+private:
+   void do_work();
+   struct PImpl;
+   std::unique_ptr<PImpl> me;
+};
+
+}}}

src/lib/orderman/actors/ilink3/TimeKeeper.h

@@ -0,0 +1,25 @@
+#pragma once
+#include "lib/utils/datetime.h"
+#include "lib/utils/TimeStamp.h"
+
+namespace bts {
+namespace orderman {
+namespace ilink3 {
+
+struct TimeKeeper {
+   uint64_t unix_time;
+   utils::TimeStamp start;
+
+   TimeKeeper() : 
+      unix_time(datetime::unix_nano_now()), 
+      start(utils::TimeStamp::now()) 
+      {}
+   
+   uint64_t now() const {
+      auto now = utils::TimeStamp::now();
+      auto delta = now - start;
+      return unix_time + delta.microseconds();
+   }
+};
+
+}}} //namespace

src/lib/orderman/actors/ilink3/generated/AvgPxInd.h

@@ -0,0 +1,144 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_AVGPXIND_H_
+#define _ILINKBINARY_AVGPXIND_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class AvgPxInd
+{
+public:
+    enum Value
+    {
+        NoAveragePricing = (std::uint8_t)0,
+        TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID = (std::uint8_t)1,
+        TradeispartofaNotionalValueAveragePriceGroup = (std::uint8_t)3,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static AvgPxInd::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 0: return NoAveragePricing;
+            case 1: return TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID;
+            case 3: return TradeispartofaNotionalValueAveragePriceGroup;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum AvgPxInd [E103]");
+    }
+
+    static const char* c_str(const AvgPxInd::Value value)
+    {
+        switch (value)
+        {
+            case NoAveragePricing: return "NoAveragePricing";
+            case TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID: return "TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID";
+            case TradeispartofaNotionalValueAveragePriceGroup: return "TradeispartofaNotionalValueAveragePriceGroup";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum AvgPxInd [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, AvgPxInd::Value m)
+    {
+        return os << AvgPxInd::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/BooleanFlag.h

@@ -0,0 +1,141 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_BOOLEANFLAG_H_
+#define _ILINKBINARY_BOOLEANFLAG_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class BooleanFlag
+{
+public:
+    enum Value
+    {
+        False = (std::uint8_t)0,
+        True = (std::uint8_t)1,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static BooleanFlag::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 0: return False;
+            case 1: return True;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum BooleanFlag [E103]");
+    }
+
+    static const char* c_str(const BooleanFlag::Value value)
+    {
+        switch (value)
+        {
+            case False: return "False";
+            case True: return "True";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum BooleanFlag [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, BooleanFlag::Value m)
+    {
+        return os << BooleanFlag::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/BooleanNULL.h

@@ -0,0 +1,141 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_BOOLEANNULL_H_
+#define _ILINKBINARY_BOOLEANNULL_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class BooleanNULL
+{
+public:
+    enum Value
+    {
+        False = (std::uint8_t)0,
+        True = (std::uint8_t)1,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static BooleanNULL::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 0: return False;
+            case 1: return True;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum BooleanNULL [E103]");
+    }
+
+    static const char* c_str(const BooleanNULL::Value value)
+    {
+        switch (value)
+        {
+            case False: return "False";
+            case True: return "True";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum BooleanNULL [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, BooleanNULL::Value m)
+    {
+        return os << BooleanNULL::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/ClearingAcctType.h

@@ -0,0 +1,141 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_CLEARINGACCTTYPE_H_
+#define _ILINKBINARY_CLEARINGACCTTYPE_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ClearingAcctType
+{
+public:
+    enum Value
+    {
+        Customer = (std::uint8_t)0,
+        Firm = (std::uint8_t)1,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static ClearingAcctType::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 0: return Customer;
+            case 1: return Firm;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum ClearingAcctType [E103]");
+    }
+
+    static const char* c_str(const ClearingAcctType::Value value)
+    {
+        switch (value)
+        {
+            case Customer: return "Customer";
+            case Firm: return "Firm";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum ClearingAcctType [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, ClearingAcctType::Value m)
+    {
+        return os << ClearingAcctType::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/CmtaGiveUpCD.h

@@ -0,0 +1,141 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_CMTAGIVEUPCD_H_
+#define _ILINKBINARY_CMTAGIVEUPCD_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class CmtaGiveUpCD
+{
+public:
+    enum Value
+    {
+        GiveUp = (char)71,
+        SGXoffset = (char)83,
+        NULL_VALUE = (char)0
+    };
+
+    static CmtaGiveUpCD::Value get(const char value)
+    {
+        switch (value)
+        {
+            case 71: return GiveUp;
+            case 83: return SGXoffset;
+            case 0: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum CmtaGiveUpCD [E103]");
+    }
+
+    static const char* c_str(const CmtaGiveUpCD::Value value)
+    {
+        switch (value)
+        {
+            case GiveUp: return "GiveUp";
+            case SGXoffset: return "SGXoffset";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum CmtaGiveUpCD [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, CmtaGiveUpCD::Value m)
+    {
+        return os << CmtaGiveUpCD::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/CustOrdHandlInst.h

@@ -0,0 +1,153 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_CUSTORDHANDLINST_H_
+#define _ILINKBINARY_CUSTORDHANDLINST_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class CustOrdHandlInst
+{
+public:
+    enum Value
+    {
+        FCMprovidedscreen = (char)67,
+        Otherprovidedscreen = (char)68,
+        FCMAPIorFIX = (char)71,
+        AlgoEngine = (char)72,
+        DeskElectronic = (char)87,
+        ClientElectronic = (char)89,
+        NULL_VALUE = (char)0
+    };
+
+    static CustOrdHandlInst::Value get(const char value)
+    {
+        switch (value)
+        {
+            case 67: return FCMprovidedscreen;
+            case 68: return Otherprovidedscreen;
+            case 71: return FCMAPIorFIX;
+            case 72: return AlgoEngine;
+            case 87: return DeskElectronic;
+            case 89: return ClientElectronic;
+            case 0: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum CustOrdHandlInst [E103]");
+    }
+
+    static const char* c_str(const CustOrdHandlInst::Value value)
+    {
+        switch (value)
+        {
+            case FCMprovidedscreen: return "FCMprovidedscreen";
+            case Otherprovidedscreen: return "Otherprovidedscreen";
+            case FCMAPIorFIX: return "FCMAPIorFIX";
+            case AlgoEngine: return "AlgoEngine";
+            case DeskElectronic: return "DeskElectronic";
+            case ClientElectronic: return "ClientElectronic";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum CustOrdHandlInst [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, CustOrdHandlInst::Value m)
+    {
+        return os << CustOrdHandlInst::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/CustOrderCapacity.h

@@ -0,0 +1,147 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_CUSTORDERCAPACITY_H_
+#define _ILINKBINARY_CUSTORDERCAPACITY_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class CustOrderCapacity
+{
+public:
+    enum Value
+    {
+        Membertradingfortheirownaccount = (std::uint8_t)1,
+        Clearingfirmtradingforitsproprietaryaccount = (std::uint8_t)2,
+        Membertradingforanothermember = (std::uint8_t)3,
+        Allother = (std::uint8_t)4,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static CustOrderCapacity::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 1: return Membertradingfortheirownaccount;
+            case 2: return Clearingfirmtradingforitsproprietaryaccount;
+            case 3: return Membertradingforanothermember;
+            case 4: return Allother;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum CustOrderCapacity [E103]");
+    }
+
+    static const char* c_str(const CustOrderCapacity::Value value)
+    {
+        switch (value)
+        {
+            case Membertradingfortheirownaccount: return "Membertradingfortheirownaccount";
+            case Clearingfirmtradingforitsproprietaryaccount: return "Clearingfirmtradingforitsproprietaryaccount";
+            case Membertradingforanothermember: return "Membertradingforanothermember";
+            case Allother: return "Allother";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum CustOrderCapacity [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, CustOrderCapacity::Value m)
+    {
+        return os << CustOrderCapacity::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/DATA.h

@@ -0,0 +1,348 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_DATA_H_
+#define _ILINKBINARY_DATA_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class DATA
+{
+private:
+    char *m_buffer = nullptr;
+    std::uint64_t m_bufferLength = 0;
+    std::uint64_t m_offset = 0;
+    std::uint64_t m_actingVersion = 0;
+
+public:
+    enum MetaAttribute
+    {
+        EPOCH, TIME_UNIT, SEMANTIC_TYPE, PRESENCE
+    };
+
+    union sbe_float_as_uint_u
+    {
+        float fp_value;
+        std::uint32_t uint_value;
+    };
+
+    union sbe_double_as_uint_u
+    {
+        double fp_value;
+        std::uint64_t uint_value;
+    };
+
+    DATA() = default;
+
+    DATA(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        m_buffer(buffer),
+        m_bufferLength(bufferLength),
+        m_offset(offset),
+        m_actingVersion(actingVersion)
+    {
+        if (SBE_BOUNDS_CHECK_EXPECT(((m_offset + -1) > m_bufferLength), false))
+        {
+            throw std::runtime_error("buffer too short for flyweight [E107]");
+        }
+    }
+
+    DATA(
+        char *buffer,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        DATA(buffer, 0, bufferLength, actingVersion)
+    {
+    }
+
+    DATA(
+        char *buffer,
+        const std::uint64_t bufferLength) :
+        DATA(buffer, 0, bufferLength, sbeSchemaVersion())
+    {
+    }
+
+    DATA &wrap(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t actingVersion,
+        const std::uint64_t bufferLength)
+    {
+        return *this = DATA(buffer, offset, bufferLength, actingVersion);
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t encodedLength() SBE_NOEXCEPT
+    {
+        return -1;
+    }
+
+    SBE_NODISCARD std::uint64_t offset() const SBE_NOEXCEPT
+    {
+        return m_offset;
+    }
+
+    SBE_NODISCARD const char * buffer() const SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD char * buffer() SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD std::uint64_t bufferLength() const SBE_NOEXCEPT
+    {
+        return m_bufferLength;
+    }
+
+    SBE_NODISCARD std::uint64_t actingVersion() const SBE_NOEXCEPT
+    {
+        return m_actingVersion;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaId() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)8;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)5;
+    }
+
+    SBE_NODISCARD static const char * lengthMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::PRESENCE: return "required";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t lengthId() SBE_NOEXCEPT
+    {
+        return -1;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t lengthSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool lengthInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= lengthSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t lengthEncodingOffset() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    static SBE_CONSTEXPR std::uint16_t lengthNullValue() SBE_NOEXCEPT
+    {
+        return SBE_NULLVALUE_UINT16;
+    }
+
+    static SBE_CONSTEXPR std::uint16_t lengthMinValue() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)0;
+    }
+
+    static SBE_CONSTEXPR std::uint16_t lengthMaxValue() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)65534;
+    }
+
+    static SBE_CONSTEXPR std::size_t lengthEncodingLength() SBE_NOEXCEPT
+    {
+        return 2;
+    }
+
+    SBE_NODISCARD std::uint16_t length() const SBE_NOEXCEPT
+    {
+        std::uint16_t val;
+        std::memcpy(&val, m_buffer + m_offset + 0, sizeof(std::uint16_t));
+        return SBE_LITTLE_ENDIAN_ENCODE_16(val);
+    }
+
+    DATA &length(const std::uint16_t value) SBE_NOEXCEPT
+    {
+        std::uint16_t val = SBE_LITTLE_ENDIAN_ENCODE_16(value);
+        std::memcpy(m_buffer + m_offset + 0, &val, sizeof(std::uint16_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char * varDataMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::PRESENCE: return "required";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t varDataId() SBE_NOEXCEPT
+    {
+        return -1;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t varDataSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool varDataInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= varDataSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t varDataEncodingOffset() SBE_NOEXCEPT
+    {
+        return 2;
+    }
+
+    static SBE_CONSTEXPR char varDataNullValue() SBE_NOEXCEPT
+    {
+        return (char)0;
+    }
+
+    static SBE_CONSTEXPR char varDataMinValue() SBE_NOEXCEPT
+    {
+        return (char)32;
+    }
+
+    static SBE_CONSTEXPR char varDataMaxValue() SBE_NOEXCEPT
+    {
+        return (char)126;
+    }
+
+    static SBE_CONSTEXPR std::size_t varDataEncodingLength() SBE_NOEXCEPT
+    {
+        return -1;
+    }
+
+template<typename CharT, typename Traits>
+friend std::basic_ostream<CharT, Traits>& operator << (
+    std::basic_ostream<CharT, Traits>& builder, DATA writer)
+{
+    builder << '{';
+    builder << R"("length": )";
+    builder << +writer.length();
+
+    builder << '}';
+
+    return builder;
+}
+
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/DKReason.h

@@ -0,0 +1,159 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_DKREASON_H_
+#define _ILINKBINARY_DKREASON_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class DKReason
+{
+public:
+    enum Value
+    {
+        UnknownSecurity = (char)65,
+        WrongSide = (char)66,
+        QuantityExceedsOrder = (char)67,
+        NoMatchingOrder = (char)68,
+        PriceExceedsLimit = (char)69,
+        CalculationDifference = (char)70,
+        NoMatchingExecutionReport = (char)71,
+        Other = (char)90,
+        NULL_VALUE = (char)0
+    };
+
+    static DKReason::Value get(const char value)
+    {
+        switch (value)
+        {
+            case 65: return UnknownSecurity;
+            case 66: return WrongSide;
+            case 67: return QuantityExceedsOrder;
+            case 68: return NoMatchingOrder;
+            case 69: return PriceExceedsLimit;
+            case 70: return CalculationDifference;
+            case 71: return NoMatchingExecutionReport;
+            case 90: return Other;
+            case 0: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum DKReason [E103]");
+    }
+
+    static const char* c_str(const DKReason::Value value)
+    {
+        switch (value)
+        {
+            case UnknownSecurity: return "UnknownSecurity";
+            case WrongSide: return "WrongSide";
+            case QuantityExceedsOrder: return "QuantityExceedsOrder";
+            case NoMatchingOrder: return "NoMatchingOrder";
+            case PriceExceedsLimit: return "PriceExceedsLimit";
+            case CalculationDifference: return "CalculationDifference";
+            case NoMatchingExecutionReport: return "NoMatchingExecutionReport";
+            case Other: return "Other";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum DKReason [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, DKReason::Value m)
+    {
+        return os << DKReason::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/Decimal32NULL.h

@@ -0,0 +1,366 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_DECIMAL32NULL_H_
+#define _ILINKBINARY_DECIMAL32NULL_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class Decimal32NULL
+{
+private:
+    char *m_buffer = nullptr;
+    std::uint64_t m_bufferLength = 0;
+    std::uint64_t m_offset = 0;
+    std::uint64_t m_actingVersion = 0;
+
+public:
+    enum MetaAttribute
+    {
+        EPOCH, TIME_UNIT, SEMANTIC_TYPE, PRESENCE
+    };
+
+    union sbe_float_as_uint_u
+    {
+        float fp_value;
+        std::uint32_t uint_value;
+    };
+
+    union sbe_double_as_uint_u
+    {
+        double fp_value;
+        std::uint64_t uint_value;
+    };
+
+    Decimal32NULL() = default;
+
+    Decimal32NULL(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        m_buffer(buffer),
+        m_bufferLength(bufferLength),
+        m_offset(offset),
+        m_actingVersion(actingVersion)
+    {
+        if (SBE_BOUNDS_CHECK_EXPECT(((m_offset + 5) > m_bufferLength), false))
+        {
+            throw std::runtime_error("buffer too short for flyweight [E107]");
+        }
+    }
+
+    Decimal32NULL(
+        char *buffer,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        Decimal32NULL(buffer, 0, bufferLength, actingVersion)
+    {
+    }
+
+    Decimal32NULL(
+        char *buffer,
+        const std::uint64_t bufferLength) :
+        Decimal32NULL(buffer, 0, bufferLength, sbeSchemaVersion())
+    {
+    }
+
+    Decimal32NULL &wrap(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t actingVersion,
+        const std::uint64_t bufferLength)
+    {
+        return *this = Decimal32NULL(buffer, offset, bufferLength, actingVersion);
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t encodedLength() SBE_NOEXCEPT
+    {
+        return 5;
+    }
+
+    SBE_NODISCARD std::uint64_t offset() const SBE_NOEXCEPT
+    {
+        return m_offset;
+    }
+
+    SBE_NODISCARD const char * buffer() const SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD char * buffer() SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD std::uint64_t bufferLength() const SBE_NOEXCEPT
+    {
+        return m_bufferLength;
+    }
+
+    SBE_NODISCARD std::uint64_t actingVersion() const SBE_NOEXCEPT
+    {
+        return m_actingVersion;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaId() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)8;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)5;
+    }
+
+    SBE_NODISCARD static const char * mantissaMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::PRESENCE: return "optional";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t mantissaId() SBE_NOEXCEPT
+    {
+        return -1;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t mantissaSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool mantissaInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= mantissaSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t mantissaEncodingOffset() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    static SBE_CONSTEXPR std::int32_t mantissaNullValue() SBE_NOEXCEPT
+    {
+        return 2147483647;
+    }
+
+    static SBE_CONSTEXPR std::int32_t mantissaMinValue() SBE_NOEXCEPT
+    {
+        return -2147483647;
+    }
+
+    static SBE_CONSTEXPR std::int32_t mantissaMaxValue() SBE_NOEXCEPT
+    {
+        return 2147483647;
+    }
+
+    static SBE_CONSTEXPR std::size_t mantissaEncodingLength() SBE_NOEXCEPT
+    {
+        return 4;
+    }
+
+    SBE_NODISCARD std::int32_t mantissa() const SBE_NOEXCEPT
+    {
+        std::int32_t val;
+        std::memcpy(&val, m_buffer + m_offset + 0, sizeof(std::int32_t));
+        return SBE_LITTLE_ENDIAN_ENCODE_32(val);
+    }
+
+    Decimal32NULL &mantissa(const std::int32_t value) SBE_NOEXCEPT
+    {
+        std::int32_t val = SBE_LITTLE_ENDIAN_ENCODE_32(value);
+        std::memcpy(m_buffer + m_offset + 0, &val, sizeof(std::int32_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char * exponentMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::PRESENCE: return "optional";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t exponentId() SBE_NOEXCEPT
+    {
+        return -1;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t exponentSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool exponentInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= exponentSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t exponentEncodingOffset() SBE_NOEXCEPT
+    {
+        return 4;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentNullValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)127;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentMinValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)-127;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentMaxValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)127;
+    }
+
+    static SBE_CONSTEXPR std::size_t exponentEncodingLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD std::int8_t exponent() const SBE_NOEXCEPT
+    {
+        std::int8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 4, sizeof(std::int8_t));
+        return (val);
+    }
+
+    Decimal32NULL &exponent(const std::int8_t value) SBE_NOEXCEPT
+    {
+        std::int8_t val = (value);
+        std::memcpy(m_buffer + m_offset + 4, &val, sizeof(std::int8_t));
+        return *this;
+    }
+
+template<typename CharT, typename Traits>
+friend std::basic_ostream<CharT, Traits>& operator << (
+    std::basic_ostream<CharT, Traits>& builder, Decimal32NULL writer)
+{
+    builder << '{';
+    builder << R"("mantissa": )";
+    builder << +writer.mantissa();
+
+    builder << ", ";
+    builder << R"("exponent": )";
+    builder << +writer.exponent();
+
+    builder << '}';
+
+    return builder;
+}
+
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/Decimal64NULL.h

@@ -0,0 +1,366 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_DECIMAL64NULL_H_
+#define _ILINKBINARY_DECIMAL64NULL_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class Decimal64NULL
+{
+private:
+    char *m_buffer = nullptr;
+    std::uint64_t m_bufferLength = 0;
+    std::uint64_t m_offset = 0;
+    std::uint64_t m_actingVersion = 0;
+
+public:
+    enum MetaAttribute
+    {
+        EPOCH, TIME_UNIT, SEMANTIC_TYPE, PRESENCE
+    };
+
+    union sbe_float_as_uint_u
+    {
+        float fp_value;
+        std::uint32_t uint_value;
+    };
+
+    union sbe_double_as_uint_u
+    {
+        double fp_value;
+        std::uint64_t uint_value;
+    };
+
+    Decimal64NULL() = default;
+
+    Decimal64NULL(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        m_buffer(buffer),
+        m_bufferLength(bufferLength),
+        m_offset(offset),
+        m_actingVersion(actingVersion)
+    {
+        if (SBE_BOUNDS_CHECK_EXPECT(((m_offset + 9) > m_bufferLength), false))
+        {
+            throw std::runtime_error("buffer too short for flyweight [E107]");
+        }
+    }
+
+    Decimal64NULL(
+        char *buffer,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        Decimal64NULL(buffer, 0, bufferLength, actingVersion)
+    {
+    }
+
+    Decimal64NULL(
+        char *buffer,
+        const std::uint64_t bufferLength) :
+        Decimal64NULL(buffer, 0, bufferLength, sbeSchemaVersion())
+    {
+    }
+
+    Decimal64NULL &wrap(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t actingVersion,
+        const std::uint64_t bufferLength)
+    {
+        return *this = Decimal64NULL(buffer, offset, bufferLength, actingVersion);
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t encodedLength() SBE_NOEXCEPT
+    {
+        return 9;
+    }
+
+    SBE_NODISCARD std::uint64_t offset() const SBE_NOEXCEPT
+    {
+        return m_offset;
+    }
+
+    SBE_NODISCARD const char * buffer() const SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD char * buffer() SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD std::uint64_t bufferLength() const SBE_NOEXCEPT
+    {
+        return m_bufferLength;
+    }
+
+    SBE_NODISCARD std::uint64_t actingVersion() const SBE_NOEXCEPT
+    {
+        return m_actingVersion;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaId() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)8;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)5;
+    }
+
+    SBE_NODISCARD static const char * mantissaMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::PRESENCE: return "optional";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t mantissaId() SBE_NOEXCEPT
+    {
+        return -1;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t mantissaSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool mantissaInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= mantissaSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t mantissaEncodingOffset() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    static SBE_CONSTEXPR std::int64_t mantissaNullValue() SBE_NOEXCEPT
+    {
+        return 9223372036854775807L;
+    }
+
+    static SBE_CONSTEXPR std::int64_t mantissaMinValue() SBE_NOEXCEPT
+    {
+        return -9223372036854775807L;
+    }
+
+    static SBE_CONSTEXPR std::int64_t mantissaMaxValue() SBE_NOEXCEPT
+    {
+        return 9223372036854775807L;
+    }
+
+    static SBE_CONSTEXPR std::size_t mantissaEncodingLength() SBE_NOEXCEPT
+    {
+        return 8;
+    }
+
+    SBE_NODISCARD std::int64_t mantissa() const SBE_NOEXCEPT
+    {
+        std::int64_t val;
+        std::memcpy(&val, m_buffer + m_offset + 0, sizeof(std::int64_t));
+        return SBE_LITTLE_ENDIAN_ENCODE_64(val);
+    }
+
+    Decimal64NULL &mantissa(const std::int64_t value) SBE_NOEXCEPT
+    {
+        std::int64_t val = SBE_LITTLE_ENDIAN_ENCODE_64(value);
+        std::memcpy(m_buffer + m_offset + 0, &val, sizeof(std::int64_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char * exponentMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::PRESENCE: return "optional";
+            default: return "";
+        }
+    }
+
+    static SBE_CONSTEXPR std::uint16_t exponentId() SBE_NOEXCEPT
+    {
+        return -1;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t exponentSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool exponentInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= exponentSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t exponentEncodingOffset() SBE_NOEXCEPT
+    {
+        return 8;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentNullValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)127;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentMinValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)-127;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentMaxValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)127;
+    }
+
+    static SBE_CONSTEXPR std::size_t exponentEncodingLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD std::int8_t exponent() const SBE_NOEXCEPT
+    {
+        std::int8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 8, sizeof(std::int8_t));
+        return (val);
+    }
+
+    Decimal64NULL &exponent(const std::int8_t value) SBE_NOEXCEPT
+    {
+        std::int8_t val = (value);
+        std::memcpy(m_buffer + m_offset + 8, &val, sizeof(std::int8_t));
+        return *this;
+    }
+
+template<typename CharT, typename Traits>
+friend std::basic_ostream<CharT, Traits>& operator << (
+    std::basic_ostream<CharT, Traits>& builder, Decimal64NULL writer)
+{
+    builder << '{';
+    builder << R"("mantissa": )";
+    builder << +writer.mantissa();
+
+    builder << ", ";
+    builder << R"("exponent": )";
+    builder << +writer.exponent();
+
+    builder << '}';
+
+    return builder;
+}
+
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/ExecAckStatus.h

@@ -0,0 +1,141 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_EXECACKSTATUS_H_
+#define _ILINKBINARY_EXECACKSTATUS_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ExecAckStatus
+{
+public:
+    enum Value
+    {
+        Accepted = (std::uint8_t)1,
+        Rejected = (std::uint8_t)2,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static ExecAckStatus::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 1: return Accepted;
+            case 2: return Rejected;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum ExecAckStatus [E103]");
+    }
+
+    static const char* c_str(const ExecAckStatus::Value value)
+    {
+        switch (value)
+        {
+            case Accepted: return "Accepted";
+            case Rejected: return "Rejected";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum ExecAckStatus [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, ExecAckStatus::Value m)
+    {
+        return os << ExecAckStatus::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/ExecInst.h

@@ -0,0 +1,518 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_EXECINST_H_
+#define _ILINKBINARY_EXECINST_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ExecInst
+{
+private:
+    char *m_buffer = nullptr;
+    std::uint64_t m_bufferLength = 0;
+    std::uint64_t m_offset = 0;
+    std::uint64_t m_actingVersion = 0;
+
+public:
+    enum MetaAttribute
+    {
+        EPOCH, TIME_UNIT, SEMANTIC_TYPE, PRESENCE
+    };
+
+    union sbe_float_as_uint_u
+    {
+        float fp_value;
+        std::uint32_t uint_value;
+    };
+
+    union sbe_double_as_uint_u
+    {
+        double fp_value;
+        std::uint64_t uint_value;
+    };
+
+    ExecInst() = default;
+
+    ExecInst(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        m_buffer(buffer),
+        m_bufferLength(bufferLength),
+        m_offset(offset),
+        m_actingVersion(actingVersion)
+    {
+        if (SBE_BOUNDS_CHECK_EXPECT(((m_offset + 1) > m_bufferLength), false))
+        {
+            throw std::runtime_error("buffer too short for flyweight [E107]");
+        }
+    }
+
+    ExecInst(
+        char *buffer,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        ExecInst(buffer, 0, bufferLength, actingVersion)
+    {
+    }
+
+    ExecInst(
+        char *buffer,
+        const std::uint64_t bufferLength) :
+        ExecInst(buffer, 0, bufferLength, sbeSchemaVersion())
+    {
+    }
+
+    ExecInst &wrap(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t actingVersion,
+        const std::uint64_t bufferLength)
+    {
+        return *this = ExecInst(buffer, offset, bufferLength, actingVersion);
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t encodedLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD std::uint64_t offset() const SBE_NOEXCEPT
+    {
+        return m_offset;
+    }
+
+    SBE_NODISCARD const char * buffer() const SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD char * buffer() SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD std::uint64_t bufferLength() const SBE_NOEXCEPT
+    {
+        return m_bufferLength;
+    }
+
+    SBE_NODISCARD std::uint64_t actingVersion() const SBE_NOEXCEPT
+    {
+        return m_actingVersion;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaId() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)8;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)5;
+    }
+
+    ExecInst &clear()
+    {
+        std::uint8_t zero = 0;
+        std::memcpy(m_buffer + m_offset, &zero, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    SBE_NODISCARD bool isEmpty() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return 0 == val;
+    }
+
+    SBE_NODISCARD std::uint8_t rawValue() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return val;
+    }
+
+    ExecInst &rawValue(std::uint8_t value)
+    {
+        std::memcpy(m_buffer + m_offset, &value, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool aON(const std::uint8_t bits)
+    {
+        return (bits & (1u << 0u)) != 0;
+    }
+
+    static std::uint8_t aON(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 0u)) : static_cast<std::uint8_t>(bits & ~(1u << 0u));
+    }
+
+    SBE_NODISCARD bool aON() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 0u)) != 0;
+    }
+
+    ExecInst &aON(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 0u)) : static_cast<std::uint8_t>((bits) & ~(1u << 0u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool oB(const std::uint8_t bits)
+    {
+        return (bits & (1u << 1u)) != 0;
+    }
+
+    static std::uint8_t oB(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 1u)) : static_cast<std::uint8_t>(bits & ~(1u << 1u));
+    }
+
+    SBE_NODISCARD bool oB() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 1u)) != 0;
+    }
+
+    ExecInst &oB(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 1u)) : static_cast<std::uint8_t>((bits) & ~(1u << 1u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool nH(const std::uint8_t bits)
+    {
+        return (bits & (1u << 2u)) != 0;
+    }
+
+    static std::uint8_t nH(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 2u)) : static_cast<std::uint8_t>(bits & ~(1u << 2u));
+    }
+
+    SBE_NODISCARD bool nH() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 2u)) != 0;
+    }
+
+    ExecInst &nH(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 2u)) : static_cast<std::uint8_t>((bits) & ~(1u << 2u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool reserved1(const std::uint8_t bits)
+    {
+        return (bits & (1u << 3u)) != 0;
+    }
+
+    static std::uint8_t reserved1(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 3u)) : static_cast<std::uint8_t>(bits & ~(1u << 3u));
+    }
+
+    SBE_NODISCARD bool reserved1() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 3u)) != 0;
+    }
+
+    ExecInst &reserved1(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 3u)) : static_cast<std::uint8_t>((bits) & ~(1u << 3u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool reserved2(const std::uint8_t bits)
+    {
+        return (bits & (1u << 4u)) != 0;
+    }
+
+    static std::uint8_t reserved2(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 4u)) : static_cast<std::uint8_t>(bits & ~(1u << 4u));
+    }
+
+    SBE_NODISCARD bool reserved2() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 4u)) != 0;
+    }
+
+    ExecInst &reserved2(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 4u)) : static_cast<std::uint8_t>((bits) & ~(1u << 4u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool reserved3(const std::uint8_t bits)
+    {
+        return (bits & (1u << 5u)) != 0;
+    }
+
+    static std::uint8_t reserved3(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 5u)) : static_cast<std::uint8_t>(bits & ~(1u << 5u));
+    }
+
+    SBE_NODISCARD bool reserved3() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 5u)) != 0;
+    }
+
+    ExecInst &reserved3(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 5u)) : static_cast<std::uint8_t>((bits) & ~(1u << 5u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool reserved4(const std::uint8_t bits)
+    {
+        return (bits & (1u << 6u)) != 0;
+    }
+
+    static std::uint8_t reserved4(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 6u)) : static_cast<std::uint8_t>(bits & ~(1u << 6u));
+    }
+
+    SBE_NODISCARD bool reserved4() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 6u)) != 0;
+    }
+
+    ExecInst &reserved4(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 6u)) : static_cast<std::uint8_t>((bits) & ~(1u << 6u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool reserved5(const std::uint8_t bits)
+    {
+        return (bits & (1u << 7u)) != 0;
+    }
+
+    static std::uint8_t reserved5(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 7u)) : static_cast<std::uint8_t>(bits & ~(1u << 7u));
+    }
+
+    SBE_NODISCARD bool reserved5() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 7u)) != 0;
+    }
+
+    ExecInst &reserved5(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 7u)) : static_cast<std::uint8_t>((bits) & ~(1u << 7u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& builder, ExecInst writer)
+    {
+        builder << '[';
+        bool atLeastOne = false;
+        if (writer.aON())
+        {
+            builder << R"("aON")";
+            atLeastOne = true;
+        }
+        if (writer.oB())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("oB")";
+            atLeastOne = true;
+        }
+        if (writer.nH())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("nH")";
+            atLeastOne = true;
+        }
+        if (writer.reserved1())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("reserved1")";
+            atLeastOne = true;
+        }
+        if (writer.reserved2())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("reserved2")";
+            atLeastOne = true;
+        }
+        if (writer.reserved3())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("reserved3")";
+            atLeastOne = true;
+        }
+        if (writer.reserved4())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("reserved4")";
+            atLeastOne = true;
+        }
+        if (writer.reserved5())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("reserved5")";
+        }
+        builder << ']';
+        return builder;
+    }
+};
+}
+#endif

src/lib/orderman/actors/ilink3/generated/ExecMode.h

@@ -0,0 +1,141 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_EXECMODE_H_
+#define _ILINKBINARY_EXECMODE_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ExecMode
+{
+public:
+    enum Value
+    {
+        Aggressive = (char)65,
+        Passive = (char)80,
+        NULL_VALUE = (char)0
+    };
+
+    static ExecMode::Value get(const char value)
+    {
+        switch (value)
+        {
+            case 65: return Aggressive;
+            case 80: return Passive;
+            case 0: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum ExecMode [E103]");
+    }
+
+    static const char* c_str(const ExecMode::Value value)
+    {
+        switch (value)
+        {
+            case Aggressive: return "Aggressive";
+            case Passive: return "Passive";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum ExecMode [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, ExecMode::Value m)
+    {
+        return os << ExecMode::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/ExecReason.h

@@ -0,0 +1,162 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_EXECREASON_H_
+#define _ILINKBINARY_EXECREASON_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ExecReason
+{
+public:
+    enum Value
+    {
+        MarketExchangeOption = (std::uint8_t)8,
+        CancelledNotBest = (std::uint8_t)9,
+        CancelOnDisconnect = (std::uint8_t)100,
+        SelfMatchPreventionOldestOrderCancelled = (std::uint8_t)103,
+        CancelOnGlobexCreditControlsViolation = (std::uint8_t)104,
+        CancelFromFirmsoft = (std::uint8_t)105,
+        CancelFromRiskManagementAPI = (std::uint8_t)106,
+        SelfMatchPreventionNewestOrderCancelled = (std::uint8_t)107,
+        Cancelduetovolquotedoptionorderrestedqtylessthanminordersize = (std::uint8_t)108,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static ExecReason::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 8: return MarketExchangeOption;
+            case 9: return CancelledNotBest;
+            case 100: return CancelOnDisconnect;
+            case 103: return SelfMatchPreventionOldestOrderCancelled;
+            case 104: return CancelOnGlobexCreditControlsViolation;
+            case 105: return CancelFromFirmsoft;
+            case 106: return CancelFromRiskManagementAPI;
+            case 107: return SelfMatchPreventionNewestOrderCancelled;
+            case 108: return Cancelduetovolquotedoptionorderrestedqtylessthanminordersize;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum ExecReason [E103]");
+    }
+
+    static const char* c_str(const ExecReason::Value value)
+    {
+        switch (value)
+        {
+            case MarketExchangeOption: return "MarketExchangeOption";
+            case CancelledNotBest: return "CancelledNotBest";
+            case CancelOnDisconnect: return "CancelOnDisconnect";
+            case SelfMatchPreventionOldestOrderCancelled: return "SelfMatchPreventionOldestOrderCancelled";
+            case CancelOnGlobexCreditControlsViolation: return "CancelOnGlobexCreditControlsViolation";
+            case CancelFromFirmsoft: return "CancelFromFirmsoft";
+            case CancelFromRiskManagementAPI: return "CancelFromRiskManagementAPI";
+            case SelfMatchPreventionNewestOrderCancelled: return "SelfMatchPreventionNewestOrderCancelled";
+            case Cancelduetovolquotedoptionorderrestedqtylessthanminordersize: return "Cancelduetovolquotedoptionorderrestedqtylessthanminordersize";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum ExecReason [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, ExecReason::Value m)
+    {
+        return os << ExecReason::c_str(m);
+    }
+};
+
+}
+
+#endif

src/lib/orderman/actors/ilink3/generated/ExecTypTrdCxl.h

@@ -0,0 +1,141 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_EXECTYPTRDCXL_H_
+#define _ILINKBINARY_EXECTYPTRDCXL_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201402L
+#  define SBE_CONSTEXPR_14 constexpr
+#else
+#  define SBE_CONSTEXPR_14
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ExecTypTrdCxl
+{
+public:
+    enum Value
+    {
+        TradeCorrection = (char)71,
+        TradeCancel = (char)72,
+        NULL_VALUE = (char)0
+    };
+
+    static ExecTypTrdCxl::Value get(const char value)
+    {
+        switch (value)
+        {
+            case 71: return TradeCorrection;
+            case 72: return TradeCancel;
+            case 0: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum ExecTypTrdCxl [E103]");
+    }
+
+    static const char* c_str(const ExecTypTrdCxl::Value value)
+    {
+        switch (value)
+        {
+            case TradeCorrection: return "TradeCorrection";
+            case TradeCancel: return "TradeCancel";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum ExecTypTrdCxl [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, ExecTypTrdCxl::Value m)
+    {
+        return os << ExecTypTrdCxl::c_str(m);
+    }
+};
+
+}
+
+#endif