added bts.api.csharp launchSettings.json to .gitignore

improve csharp sdk examples (added some command line options)
Build tweaks
2020-06-02 12:47:08 -05:00 · 2020-06-02 12:47:08 -05:00 · 2020-05-28 12:15:16 -04:00 · 2020-05-28 12:02:46 -04:00 · 2020-05-28 12:02:31 -04:00 · 2020-05-28 12:02:17 -04:00
48 changed files with 1773 additions and 1263 deletions
@@ -18,6 +18,7 @@ src/client/spark/Properties/launchSettings.json
 compile_commands.json
 .cquery_cached_index/
 src/client/sparkcmd/Properties/launchSettings.json
+src/sdk/examples/client_sdk/bts.api.csharp/src/Properties/launchSettings.json
 node_modules
 paket-files
 project.lock.json
@@ -1 +1,731 @@
-+++
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
## 2.16.0
### Bug Fixes
  - Solved an issue that could result in incorrect ladder levels
  - Solved an issue that could lead to incorrect routing of orders in the event of certain MSGW changes
### API Changes
  - Add C# client side API samples for order entry, position monitoring and market data observation

## 2.15.10
### Bug Fixes
  - Solved an issue that could cause the user interface to fail when playing some alert sounds
### API Changes
  - Added settlement and position information to the API
  - Added the ability for user algos to report custom state to the user interface
  - Added the ability for algos to discover all active securities
## 2.15.3
### Bug Fixes
  - Fixed a bug where some CME currency spreads exhibited incorrect tick values
## 2.15.2
### User Visible Changes  
  - Excel RTD plugin can now receive ICE market data
## 2.15.1
### Bug Fixes
  - Fixed a FIX log parsing issue that resulted in exchange gateway logon problems
## 2.15.0
### User Visible Changes  
  - Added ability to hide Ladder status messages via Ladder Settings -> Left Panel tab -> Show/Hide groupbox -> Status Message
  - Synthetic cloning now allows for any parameter to be changed, including tick size and leg contracts
  - Added ability to import synthetics from a CSV file; see our manual for further details on this process
  - Reduced Iceberg reloading latency
### Bug Fixes
  - Fixed a bug where highlighted fills could lose their highlight status
  - Fixed a bug where the (Mini) OrderBook PIQ could be displaying an old value

## 2.14.3
### Bug Fixes
  - Fixed a bug regarding ICE logon messaging
  
## 2.14.2
### Bug Fixes
  - Fixed a bug regarding ICE messaging
  
## 2.14.1
### Bug Fixes
  - Fixed a bug regarding ICE logon authentication
  
## 2.14.0
### User Visible Changes  
  - All ladders can now be recentered by (shift or alt) + double clicking over the Price column in a ladder
  - Added a Max Order Quantity setting to the Safety Checks tab on the Ladder settings. This setting allows for a user-defined maximum order quantity.
  - Added a Price Display Format setting to the Market Price and Size Display tab on the Ladder settings. This setting allows for price levels in the ladder to be displayed without a decimal separator.
  - Synthetic instrument creation with 3 legs no longer defaults to butterfly quantites
### Bug Fixes
  - Fixed an issue where market transition were not observed by IAlgoOrder
  - Fixed a bug in error reporting
  - Fixed a bug in the PnL window where specifying a certain grouping order would lead to a UI failure

## 2.13.0
### User Visible Changes  
  - Added the name of the spreader to the parent algo badge (for spreader child orders), in the fills, orderbook and floating orderbook windows
  - Added support for sounds for new orders
  - Added a new quoting throttle parameter for the spreader, that throttles quotes that are moving toward the inside market but are still a configurable number of ticks away
  - Enabled the ladder to remember the left panel scroll position across front end restarts
### Bug Fixes
  - Fixed the local fills window so that it does not show the admin fills
  - Removed the deleted accounts from the ladder accounts dropdown
  - Fixed the orderbook price for iceberg of spreaders
  
## 2.12.0
### User Visible Changes
  - Added support for ICE market data and order execution
### Internal Changes
  - Lots of permission / admin changes to facilitate ICE

## 2.11.0
### User Visible Changes
  - Fixed fills form time filter to also apply to SOD fills
  - Addressed an issue that could prevent the web Admin UI from displaying over slow HTTP connections
  - Removed the option to enter manual spread fills
  - Fixed an issue that could cause erroneous fill account attribution in the event of a crash
### Internal Changes
  - Added support for tag 1031. Currently defaults to Y, can it be override through config.
  - To facilitate support, allowed the bts user to view and edit algos from all other users 
  - Improved system tests
  - Improved log messages in UI to include dispatcher thread name
  - Added support for Windows core dumps in the UI
  
## 2.10.0
### User Visible Changes
  - Fills now include information about the algo that originated the fill
  - A new, more powerful PnL form is now available
### API Changes
  - Added security state information (pre open, halted, normal, closed, etc)
### Bug Fixes
  - Brought back the "select all" check box in the mini order book
  - Fixed an issue in the market data subsyLine truncated
+++
+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
+## 2.16.0
+### Bug Fixes
+  - Solved an issue that could result in incorrect ladder levels
+  - Solved an issue that could lead to incorrect routing of orders in the event of certain MSGW changes
+### API Changes
+  - Add C# client side API samples for order entry, position monitoring and market data observation
+
+## 2.15.10
+### Bug Fixes
+  - Solved an issue that could cause the user interface to fail when playing some alert sounds
+### API Changes
+  - Added settlement and position information to the API
+  - Added the ability for user algos to report custom state to the user interface
+  - Added the ability for algos to discover all active securities
+## 2.15.3
+### Bug Fixes
+  - Fixed a bug where some CME currency spreads exhibited incorrect tick values
+## 2.15.2
+### User Visible Changes  
+  - Excel RTD plugin can now receive ICE market data
+## 2.15.1
+### Bug Fixes
+  - Fixed a FIX log parsing issue that resulted in exchange gateway logon problems
+## 2.15.0
+### User Visible Changes  
+  - Added ability to hide Ladder status messages via Ladder Settings -> Left Panel tab -> Show/Hide groupbox -> Status Message
+  - Synthetic cloning now allows for any parameter to be changed, including tick size and leg contracts
+  - Added ability to import synthetics from a CSV file; see our manual for further details on this process
+  - Reduced Iceberg reloading latency
+### Bug Fixes
+  - Fixed a bug where highlighted fills could lose their highlight status
+  - Fixed a bug where the (Mini) OrderBook PIQ could be displaying an old value
+
+## 2.14.3
+### Bug Fixes
+  - Fixed a bug regarding ICE logon messaging
+  
+## 2.14.2
+### Bug Fixes
+  - Fixed a bug regarding ICE messaging
+  
+## 2.14.1
+### Bug Fixes
+  - Fixed a bug regarding ICE logon authentication
+  
+## 2.14.0
+### User Visible Changes  
+  - All ladders can now be recentered by (shift or alt) + double clicking over the Price column in a ladder
+  - Added a Max Order Quantity setting to the Safety Checks tab on the Ladder settings. This setting allows for a user-defined maximum order quantity.
+  - Added a Price Display Format setting to the Market Price and Size Display tab on the Ladder settings. This setting allows for price levels in the ladder to be displayed without a decimal separator.
+  - Synthetic instrument creation with 3 legs no longer defaults to butterfly quantites
+### Bug Fixes
+  - Fixed an issue where market transition were not observed by IAlgoOrder
+  - Fixed a bug in error reporting
+  - Fixed a bug in the PnL window where specifying a certain grouping order would lead to a UI failure
+
+## 2.13.0
+### User Visible Changes  
+  - Added the name of the spreader to the parent algo badge (for spreader child orders), in the fills, orderbook and floating orderbook windows
+  - Added support for sounds for new orders
+  - Added a new quoting throttle parameter for the spreader, that throttles quotes that are moving toward the inside market but are still a configurable number of ticks away
+  - Enabled the ladder to remember the left panel scroll position across front end restarts
+### Bug Fixes
+  - Fixed the local fills window so that it does not show the admin fills
+  - Removed the deleted accounts from the ladder accounts dropdown
+  - Fixed the orderbook price for iceberg of spreaders
+  
+## 2.12.0
+### User Visible Changes
+  - Added support for ICE market data and order execution
+### Internal Changes
+  - Lots of permission / admin changes to facilitate ICE
+
+## 2.11.0
+### User Visible Changes
+  - Fixed fills form time filter to also apply to SOD fills
+  - Addressed an issue that could prevent the web Admin UI from displaying over slow HTTP connections
+  - Removed the option to enter manual spread fills
+  - Fixed an issue that could cause erroneous fill account attribution in the event of a crash
+### Internal Changes
+  - Added support for tag 1031. Currently defaults to Y, can it be override through config.
+  - To facilitate support, allowed the bts user to view and edit algos from all other users 
+  - Improved system tests
+  - Improved log messages in UI to include dispatcher thread name
+  - Added support for Windows core dumps in the UI
+  
+## 2.10.0
+### User Visible Changes
+  - Fills now include information about the algo that originated the fill
+  - A new, more powerful PnL form is now available
+### API Changes
+  - Added security state information (pre open, halted, normal, closed, etc)
+### Bug Fixes
+  - Brought back the "select all" check box in the mini order book
+  - Fixed an issue in the market data subsystem that on rare occasions could result in a startup crash
+### Internal Changes
+  - Fixed an issue that was stopping us from interpreting SOD times as local rather than GMT
+## 2.9.3
+### Internal Changes
+  - Fixed system test scripts
+## 2.9.2
+### Bug Fixes
+  - Fixed an issue with the exchange simulator that could lead to crossed markets
+## 2.9.1
+### Bug Fixes
+  - Fixed an issue with trade sound alerts, where in some cases the use of a "In Between" condition could lead to a UI failure.
+  - Fixed an issue with the display of the new raw position column in the market view window.
+  - Fixed the popup label that describes the raw position information in the ladder
+### Internal Changes
+  - Avoided shipping production configuration defaults that lead to trying to download a position file for the development sftp server.
+### Api
+  - C# API sample now uses synchronous calls.
+
+## 2.9.0
+### User Visible Changes
+  - Improved Workspace management User Interface
+  - Added the ability to change grid background colors
+  - The Spark UI Window group now has a title in the Windows task bar
+  - Added sound alerts for trade events, see Launcher -> Settings -> Alerts
+  - Allowed composite algos that are attached to existing orders to identify fills that were already present prior to attachment
+  - Added import facilities for GMI position files
+  - Added the ability for risk managers to enter manual fills
+  - Added "raw" P&L columns, that is columns that *do not* include spread legs in their accounting
+### Bug Fixes
+  - Fixed the settings action menu (Load/Save/Reset to Factory)
+  - Fixed the method used to determine if a security is expired to take into account the start of day time
+### API Changes
+  - Fixed an issue in the Client SDK that could lead to occasional failures to connect to the spark server as well as excessive memory usage.
+  - Added the ability for algo orders to distinguish fills existing prior to launch
+### Internal Changes
+  - Changed how we packaged certain third-party components
+  - Added logging of entitlement status
+  - Tagged outgoing orders with sequence number of marketdata or FIX event that triggered them
+## 2.8.3
+### Bug Fixes
+  - Fixed a bug that could cause an OrderBook's Security column filter to be blank
+  - Fixed a bug that could cause a UI failure when clearing a filter selection on a filtering widget
+## 2.8.2
+### Bug Fixes
+  - Added proper display factors for SOM spreads
+  - Fixed a bug that could cause a UI failure when trying to change settings in a synthetic ladder
+## 2.8.1
+### Bug fixes
+  - Fixed an error in the UI grids filtering widget
+## 2.8.0
+### User Visible Changes
+  - Added ProRata and Scratch algos
+  - Ladder badge now grows/shrinks to fill the containing cell
+  - Attached algo parameters are now displayed in the update panel
+  - Fixed a bug where the update panel would show '-' values when only
+    1 order was selected
+  - Fixed a bug that cause cause a failure on startup if the user
+    loaded a workspace with a Ladder that had a dynamic order type
+    selected by default
+  - Increased width of login panel to better show login error messages
+  - Added optional 'Maker/Taker' pricing to Spreader algo
+  - Algo buttons in ladder can now be made to deactivate after launching an algo or remain 'sticky'
+### Internal changes
+  - Made it easier to generate simple UI's for new order types
+### API Changes
+  - Dynamic orders can now use QuantityMeasure parameter types
+
+## 2.7.2
+### User Visible Changes
+  - Changed the login dialog to avoid leaking workspace names from other users.
+  - Added new Splitter algo. From the manual: The splitter is useful
+    for pro-rata markets where you want to vary your exposure
+    independent of the order quantity that you want to fill.  The
+    splitter will complete when the number of fills reaches or exceeds
+    the order quantity but it will put exposed_qty total size on the
+    market. Splitter favors order size over queue position.
+### Internal Changes
+  - Made spark more resilient to lack of connectivity to the CME web site for downloading of templates.
+
+## 2.7.1
+### User Visible Changes
+  - Fixed some issues with the Cover algo, where in some circumstances
+    it would erroneously cancel launched hedges on completion.
+
+## 2.7.0
+### User Visible Changes
+  - Allowed algos to process "in-flight" fills while shutting down
+  - Changed the cover algo to continue to hedge while shutting down
+### API Changes
+  - Changed the API so that algos do not fully terminate until all
+    their children are terminated. Algos that are in the process of
+    shutting down in response to a complete or cancel call will still
+    receive child updates, which they can use to calculate and report
+    an accurate fill count (during this shutdown stage algos cannot
+    create, cancel or update children). A new IAlgoServices method,
+    is_shutting_down(), can be used to determine if an algo is
+    shutting down.
+
+## 2.6.2
+### User Visible Changes
+  - Fixed an issue in the ladder where in some cases the mini order book could not be brought up from a badge
+  - Fixed a rare race condition that could lead to erroneous limit enforcement
+  - Fixed an issue with the margin limits where an error could occur if an account name with more than 12 chars was used
+
+## 2.6.1
+### User Visible Changes
+  - Fixed an issue in the ladder where an error could occur when trying to change ladder settings for the first time
+
+## 2.6.0
+### User Visible Changes
+  - In the ladder made last trade more distinctive when overlayed on the volumn column
+  - In the ladder, corrected display of volume tool tip
+  - In the ladder, changed the consolidation of last trade to consider only the price ignoring aggressor changes
+  - Added an option for the Top Algo to delete itself if within N ticks from top of book
+  - Address a rare issue that could lead to an error report on UI exit
+  - Added margin risk limits
+  - Added the "Offset" algo. Offset prices a child algo at a parameterizable distance from the top of the book
+  - Avoided switching the current account and order type on open ladders when limits are changed
+### Internal Changes
+  - Ensure that admin logins are always allowed to login, regardless of keycode status.
+
+## 2.5.0
+### User Visible Changes
+  - Added loss limit risk check
+  - Made algos, synthetics and user names private so that multiple users can share a single system privately.
+  - Allowed the mini order book defaults for column widths to be changed from the mini order book
+  - Allowed the mini order book to shrink to the minimum size that will be needed to display the selected columns
+  - Improved accuracy of the directional arrow when displaying last trades in the volumn column
+## 2.4.0
+### User Visible Settings
+  - In the ladder, changed the last trade column to accumulate successive trades at the same price
+  - Fixed a bug in the order book where the right side ladder would display the top leve order's security rather then current row's
+  - Added OK, Cancel buttons to the security picker for ladder profiles or sounds
+  - Added ladder settings for the mini order book
+  - Added a safety check to guard against unintentional market crosses
+  - Improved the Queue Holder mode in the spreader:
+     - Added a Show Quantity, allowing the spreader to keep queue position of the trailing orders as Fills (of size Show Qty) happen
+     - Improved spreader performance when in Queue Holder mode
+### Internal changes
+  - Suppressed order callbacks for completed/canceled orders. This should eliminate some bogus error logs by spreader orders.
+  - Addressed a potential concurrency issues with service initialization.
+
+
+## 2.3.0
+### User Visible Changes
+  - Introduced multiple settings profiles for the ladder
+     - This allows multiple standard configuration for the ladder, optionally with security specific variations
+  - Made Cover order more independent from its hedging chidren:
+     - Cover continues to operate even if an hedging child is canceled
+	 - When a cover is canceled it will detach from any running hedging children, instead of canceling them
+  - Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work
+  - Changed manual fills to appear in day PnL rather than in the SOD records
+  - Add buy/sell coloring to fill rows in fills window
+  - Streamlined the mini order book:
+    - Display of the mini order book popup is quicker
+    - Only exchange orders are displayed
+	- Update buttons are only displayed for orders that are under control of an algo with the update applying to the entire algo, not just the exchange order
+    - We can now select multiple rows to attach, detach, update or cancel multiple orders in a batch
+    - A checkbox column has been added to make clearer which rows are selected
+### API Changes
+  - Enhanced the API to allow algos to implement custom cancel handling
+  - Allowed algos to control their visibility in the ladder through the API
+### Internal Changes
+  - Added system requirements to Spark documentation
+  - Implemented keycodes
+  - Temporarily rejected stop and stop limit orders, pending bug fixes
+
+## 2.2.0
+### User Visible Changes
+  - Made our orders easier to spot in MBO display
+  - Changed middle-click on center column to recenter ladder and introduced Alt middle-click on center to bring up the MBO popup
+  - Fixed Net/Absolute radio button in risk admin UI
+  - Fixed double counting of spread legs in limits
+  - Removed expired fills from the system
+  - Improved handling of orders with undiscovered securities
+  - Added feedback to the ladder when the user attempts to middle click on bid/ask columns using an order that does not have parameters
+  - Fixed display of algo studio algo types in order book
+  - Hid net change setting in synthetic ladders
+  - Fixed a number of problems with filtering on the Fills form
+  - On the Lean algo, OnToward and Away are now calculated with respect to the opposite inside market at time of the order launch
+  - Iceberg Spreaders with queue holders are not erroneously cancelled after the first fill
+  - Added security symbol column to fills window
+  - Re-organized ladder settings dialog to make it clearer and easier to use
+
+## 2.1.4
+### User Visible Changes
+  - Fixed handling of cancel button in security picker
+
+## 2.1.3
+### User Visible Changes
+  - Fixed a simulator bug in the handling of 0 sized orders
+
+## 2.2.1
+### User Visible Changes
+  - Fixed order book form exception when display a spreader order for whichs the legs were not present yet
+
+## 2.1.1
+### User Visible Changes
+  - Added PIQ to GLBX Iceberg orders
+  - Corrected handling of stop limit orders
+
+## 2.1.0
+### User Visible Changes
+  - Added support for the GLBX Iceberg order type
+  - Allowed quick algo param edits by middle-clicking on either the bid/ask columns or a "favorite" button
+  - Added support for manual fills, either entered manually or imported from file. Manual fills are used only for P&L purposes, they have no impact on limits
+  - Allowed the LTQ and VAP values to be overlayed on the same ladder column
+  - Added day position information to the ladder
+  - Added PIQ to the mini order book
+  - Fixed a rare bug that could lead to server failure when requesting market data
+  - Fixed a bug that could cause incorrect price displays for certain types of synthetic securities
+
+## 2.0.5
+### User Visible Changes
+  - Fixed a bug in the handling of rejected QHO orders
+  - Implemented stricter position limit enforcement
+  - Fixed a bug that could cause server failure when trying to attach to already attached orders
+
+## 2.0.4
+### User Visible Changes
+  - Fixed performance regression in order manager
+
+### Internal changes
+  - Improved market data diagnostics for bad configurations
+  - Changed market data default buffer size
+
+## 2.0.3
+### Internal changes
+  - Improved backwards compatibility in UI settings
+
+
+## 2.0.2
+### User Visible Changes
+  - Middle click the ladder price column to show the orders for that price level
+  - Middle click the bid or ask column in the ladder no longer sends an order
+
+### Internal changes
+  - Improved market by order performance under heavy load
+  - Fixed a concurrency bug in SIM
+
+## 2.0.0
+### User Visible Changes
+  - Support for attaching and detaching algos to existing orders
+  - Support for display and update of all parameters in running algos
+  - Streamlining of order badge decorations in ladder
+  - New order search/filtering algorithm for order book
+  - Simpler representation of complex algo chains in order book and mini order book
+  - Visual and usability improvements to mini order book
+  - Streamlining of algo parameter dialog in ladder
+  - New spreader queue holder behavior
+  - Visual improvements to the order book
+  - New server side API
+  - Improved admin UI performance
+  - Optimized PIQ rendering
+### Internal changes
+  - Exchange simulator no longer requires daily sequence number reset
+  - Improved MD resilience to corrupted shared memory
+  - Native orders can now buffer updates/cancels when disconnected or pending first acknowledgment
+  - Improved settings manager tool output
+  - Added diagnostics in the event MD memory corruption is detected
+  - Added systems tests for join,lean, iceberg and spreader orders
+  - Made exchange order recovery more resilient in the presence of database loss
+
+## 1.6.2
+### User Visible Changes
+### Exchange simulator
+  - Exchange simulator now now produce position in queue data
+
+## 1.6.0
+### User Visible Changes
+#### New Features
+  - You can now view your order's position in queue in the ladder
+#### Bug Fixes
+  - Fix a bug in the order popup in the ladder which could lead to a crash.
+
+## 1.5.9
+### User Visible Changes
+  - Fix for stunnel connections on Windows 7
+
+## 1.5.8
+### User Visible Changes
+  - Fixed a bug where it was possible to crash the UI by entering an order through the order ticket if Enter was used to dismiss the dialog.
+  - Fixed a spreader reporting bug which could cause the server to crash if an algo was used to control certain types of synthetics
+  - Improved user message when the UI fails to login
+  - Integrated stunnel into UI to make VPN setup unnecessary in unsecured environments.
+## 1.5.7
+### User Visible Changes
+  - New videos have been added to the manual describing the [Algo Studio](./bts_spark/Trading/_index.md#algo-studio) and [Spreader](./bts_spark/Spreader/_index.md)
+  - Fixed a bug that occasionally would cause windows to be position outside the visible screen on startup
+  - Fixed a bug in the order book form that would occasionally cause the Recreate Order option to be unavailable
+  - Added a confirmation step to Cancel All, Cancel Buys and Cancel Sells commands
+  - Fixed Aggressor coloring and ladder high/low coloring in the SIM execution gateway
+  - Added initial support for ICE market data
+  - In an effort to streamline the PnL report we've made the following changes:
+    - The PnL report will by default filter for Futures contracts only
+    - If you wish to see Spread contracts again you may change Security Type column filter
+    - The PnL report will now only show rows in which there is a position (net and/or day)
+    - The Exchange, Start PnL, Total Net Pos, and Total Net PnL columns are now hidden by default
+    - These columns can be restored by toggling their visibility within the PnL's Settings form
+    - A new Traded Today column has been added to the PnL
+      - Filtering on this column will allow a user to restrict the report to only show today's position
+### Internal changes
+  - Improved organization of the shell notification architecture
+  - Added logging to help troubleshoot shell exit hang
+
+## 1.5.6
+### User Visible Changes
+  - Fixed a bug that could cause limits to be erroneously enforced
+  - Improved algo documentation
+  - Changed how the spreader uses net change
+  - Simplified trigger algo user interface
+### Internal changes
+  - Defaulted to not recording sim market data
+  - Improved documentation build
+  - Added additional performance tracing
+
+## 1.5.5
+  - Fixed Market View 'stale working orders' bug
+
+## 1.5.4
+  - Avoided logging when warming up cache
+
+## 1.5.3
+  - Fixed sounds startup issue
+
+## 1.5.2
+  - Added better logging to AlgoDefinitionService
+
+## 1.5.1
+  - Fixed missing securities in the Fills and P&L windows.
+
+## 1.5.0
+### User Visible Changes
+#### New Features
+  - This release introduces a major new feature, the Algo Studio, a
+    set of tools allowing traders to create their own algos by
+    composing existing algos to express unique strategies.
+#### User Interface Improvements
+  - Removed security key field from most grids
+  - Removed trade key field from time and sales grid
+  - Fixed the "Since Open" time filter to use the exchange open time rather than 8:30 AM
+  - Fixed the floating order book so that rows are no longer
+    highlighted after an order is modified
+  - Relocated quantity and price columns in floating order book immediately after the cancel column; users now can move the mouse a much shorter distance when modifying their orders
+  - The escape key now closes the floating order book
+#### Bug Fixes
+  - Fixed the "Since Open" time filter to use the exchange open time rather than 8:30 AM
+  - Fixed a bug in the order book where sometimes parent orders would not update their last message column.
+
+#### Algos
+  - Added OCO Algo
+    - An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill.  Composing this order with Cover simulates scalping functionality
+#### SDK
+  - Improved SDK documentation and usability
+  - Dynamic orders are now properly identified in the order book
+#### Documentation
+  - Information on the Spark API has been added to the Spark manual
+  - The documentation has been updated and reorganized to make information easier to find
+### Internal Changes
+  - Improved robustness of limit system test
+  - Fixed a bug in handling of built-in bts to user that could lead to failure to login as bts in old systems
+  - Improved market data subsystem to support security definition updates
+  - Fixed a startup race in market data that could lead to data corruption on startup
+  - Increased default order price precision to 8 digis as required by some CME products
+
+## 1.4.11
+### New Features
+  - Floating Order Book
+    - The floating order book provides a quick view of orders occupying a price level in the ladder
+    - Launch the Floating Order Book by middle-clicking a ladder badge
+    - Cancel orders by clicking on the red X in the Cancel column
+    - Quantity and Price modification
+      - Clicking on a row will select it, providing the option for changing your price and quantity
+      - Enter in a new value or use the up/down buttons to set a desired value
+      - Press the green checkbox to finalize your change and update the order
+### SDK
+  - Improved SDK documentation and usability
+### User Interface Improvements
+  - The following spreader quoting parameters have been deprecated:
+    - Hidden parameter
+    - Price Type setting of the Conditional parameter
+### Bug Fixes
+  - Fixed a limit enforcement problem that could lead to 0 sized orders being sent to the exchange
+
+## 1.4.10
+### Bug Fixes
+  - Removed duplicate entries in performance log
+
+## 1.4.9
+### SDK
+  - Added ticker events to the order API
+### Performance Improvements
+  - Significantly improved hedging speed
+### Bug Fixes
+  - Fixed a visual oddity in the order book UI when using High DPI displays
+
+## 1.4.8
+### Marketdata
+  - Additional trade details for CME ticker
+
+## 1.4.7
+### Bug Fixes
+  - Corrected FIX tag 1028, ManualOrderIndicator, when orders are triggered by algos
+
+## 1.4.6
+### Ladder Usability Improvements
+  - The ladder can now be zoomed in/out according to a user's preference
+  - The zoom slider can be enabled from Ladder Form -> Settings button -> Left Pane tab -> check Zoom Slider checkbox
+  - The zoom functionality can also be performed via hotkey and mouse wheel combinations
+    - Zoom In = CTRL + Mouse wheel up
+    - Zoom Out = CTRL + Mouse wheel down
+
+    - Reset zoom = CTRL + Mouse wheel click or double click on the zoom slider
+### Exchange simulator
+  - Improved the exchange simulator to track real market data more closely
+### Bug Fixes
+  - Fixed a UI crash in some cases when attempting to sort the order book by time
+
+## 1.4.5
+  - Fixed entitlement validation for ICS spreads
+  - Tuned performance logging
+
+## 1.4.4
+
+### Performance Improvements
+  - Reduced performance logging activity
+
+## 1.4.3
+
+### Ladder Usability Improvements
+  - Controls found in Left Pane of the ladder can now be hidden via the checkboxes found under Ladder Form -> Settings button -> Left Pane tab
+  - The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accomodate the entire form
+  - The Left Pane can now grown and shrunk horizontally via the splitter between the left pane and the main ladder area
+### Performance Improvements
+  - Requoting and hedging latency has been reduced by up to 30%
+### Software Development Kit (SDK) Improvements
+  - The API now enforces authentication
+### Bug Fixes
+  - The Market View form now honors filters when new securities are added
+
+## 1.4.2
+
+### User Interface Improvements
+  - When creating a synthetic from the Market View window, securities are now added to the Create Synthetic dialog in the same sort order as they appear in grid
+### Bug Fixes
+  - Shell no longer crashes when removing a security from the synthetics window
+  - It is now possible to create a new synthetic using the same name as a previously deleted synthetic
+### SDK Improvements
+  - Improved Client and Server SDK clarity and documentation
+### Performance Improvements
+  - Synthetic calculation speed was improved by 400%.
+### Risk / Entitlement System
+  - Risk Admin UI
+    - Spark users now have separate Trading, RiskAdmin, and/or MDAdmin permissions
+    - Spark users can now only add other users or accounts if permissioned to do so.
+  - Market Data Entitlement
+    - Automated market data reporting
+
+
+## 1.4.1
+
+### Tabs
+  - Tabs now shrink and expand to make better use of horizontal space
+### Bug Fixes
+  - Fixed a bug that could cause excessive CPU usage when a connection broke
+  - Fixed a layout bug in hedging/requoting performance reports
+  - Fixed account name mismatching bug for old fills
+### Absolute Position limits
+  - Positions can now be netted or absolute for purposes of limit enforcing
+
+## 1.4.0
+
+### Speed Enhancements
+  - Improved requoting and hedging performance
+  - Improved order book form performance
+### Server Side SDK
+  - Added a beta version of the server side SDK
+### Front End
+  - Added status bars to all UI grids
+### Reporting
+  - Added reporting of hedging and requoting performance
+
+## 1.3.8
+
+### Speed Enhancements
+  - Further speed enhancements
+### Conditional (new quoting parameter)
+  - Reduces re-quoting updates by only quoting if N ticks away from the opposite inside market.
+  - Quotes are canceled when it gets further away.
+  - "Price Type" dictates if this logic applies to the quoting market or to the synthetic spread market.
+
+## 1.3.7
+
+### Net Change pricing
+  - The ability to price synthetics based off of net change
+
+## 1.3.5
+
+### Speed Enhancements
+  - Further speed enhancements
+### Separation of implied and direct market data
+  - Viewing within a market view will now show 3 columns
+    - Direct
+    - Implied
+    - Merged
+  - Ability to configure the market data size in a ladder as the following
+    - Direct
+    - Implied
+    - Merged
+### Synthetic creation option to choose Merged or Direct
+  - The ability to choose Merged or Direct per leg when creating a synthetic
+### Volume at price
+  - Within a ladder, you can now see a volume at price graph
+  - This is configurable from a ladder's settings as well
+### Customized settings in all windows
+ - All windows now contain a settings page where grid settings (font color, size, etc) are applied
+ - These settings can be saved on a per-window basis or as a Default for newly-launched windows
+
+
+## 1.3.1 Through 1.3.4
+
+### Speed Enhancements
+  - Further speed enhancements
+
+## 1.2
+
+### Market View
+  - Synthetic future leg working orders are now shown
+
+### Order Book
+  - Many visual facets of the Order Book grid can now be customized
+    - The Order Book settings page can be accessed from the gears icon in the Order Book toolbar or from the right-click menu
+  - The Expand/Collapse All button has been separated into two different buttons on the toolbar
+
+### Sound Alerts
+  - Sounds alerts can now be configured for various order events
+  - Configure sounds under the Sound/Notification Triggers on the Order Book settings page
+
+### Fills
+  - Newly launched fill windows will filter out start-of-day records by default
+
+### PnL
+  - Prices are now formatted with penny precision
+  - Day PnL has been added to the Totals footer at the bottom of the window
+
+### Ladder
+  - Order badges now have been improved to communicate a variety of order state
+    - Background color now indicates order side
+    - Child orders will display a one-character abbreviation to their parent order enclosed in a rectangle; the rectangle will have a fill color matching the parent order
+    - Border color around badge will match the associated algo color
+    - Exchange orders will present with a solid dot in the badge's top-right corner
+    - When multiple orders reside at the same level, a solid triangle will be present in badge's bottom-right corner; all other badge decorations will not be visible in this state
+    - Hedge orders will present with a vertical line inside the badge's left border
+  - Trigger orders, once triggered, will no longer be shown in the ladder
+  - Session High and Low visual indicators have been added to the Price column
+  - Session range is now indicated in the Price column
+  - A button reflecting position has been added above the quantity field
+    - This button reflects the position for the currently selected account
+    - Pressing the button will copy the position size to the quantity field
+  - Order quantity button size values are now customizable
+    - Default size preset values can now be changed, as well as added or removed
+    - This can be configured per ladder instance (i.e. per security) by making use of the Custom tab
+  - Synthetic ladders that were saved as part of a workspace are now restored on startup
+
+### Synthetics
+  - Hedge Ratio parameter has been renamed to Lean Qty Factor
+  - Spreader now includes a Hidden mode parameter
+    - A quoting leg can be hidden, ie an order will not be sent out until the market crosses the computed quoting price. When that happens, the quote is sent out as an IOC order.
+
+### Algos
+  - Trigger orders now can contain a Trigger Exit parameter based on time or price; once the exit condition has been met the Trigger order will cancel
+  - IOC/FAK order type added
+  - Cover order type added
+  - Canceling a synthetic order no longer cancels any working hedge orders
+
+### General
+  - A manual page has been added to the launcher Help menu
+  - Various help buttons and tooltips were added throughout the application
+  - Various cash per point values updated
+  - Time-based grid filters now have tick up/down buttons
+  - Numerous performance improvements and stability enhancements
+  - Automated position and Order Book maintenance during daily recycle
+    - Individual fills will be compacted into the Start of Day position records
+    - Orders from the day before the recycle will be deleted
+
+
+## 1.1
+
+### 1.1.22
+- Order Book: Orders in Error status can now be recreated
+- Order Book: Orders containing child orders will now be collapsed by default.
+- Order Book: Expand / Collapse All button added to the right-click menu and window action pane, denoted by ▲ icon
+- Order Book: Symbol column added to allow for filtering based on group symbol
+- Time filters now have a quick Set Last Hour hyperlink which will set the Period Begin filter to (Now - 1 hour)
+
+### 1.1.20
+- Update CME market data handler for price precision extension.
+  https://www.cmegroup.com/confluence/display/EPICSANDBOX/Price+Precision+Extension
+
+### 1.1.8
+- Enabled wild cards in risk management UI
+- Fixed spreader order updates
+
+### 1.1.7
+- Fixed spread leg price fill
+- Fixed HO cash per point value
+
+### 1.1.6
+- Fixed occasional crash when filtering fills
+- Fixed several cash per point multipliers
+- Colored time of sales row with aggressor side
+- Iceberg orders now cancel (rather than an error) when a child is canceled
+
+### 1.1.0
+- Added per user self match protection, location and self match protection FIX tag settings
+- Implemented a new "Trigger Order" algo
+- Corrected tick formatting for a number of products
+- Added the ability to recreate canceled orders
+- Added leg fills to facilitate futures based PnL
+- PnL report now has PnL columns calculated based on your Start of Day, current day, and total position
+- 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
+
@@ -1,15 +1,18 @@
 <Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
-    <TargetFrameworks>netcoreapp2.1;netcoreapp3.1</TargetFrameworks>
+    <TargetFrameworks>netcoreapp2.1</TargetFrameworks>
    <OutputType>Exe</OutputType>
+    <RuntimeIdentifier>win7-x64</RuntimeIdentifier>
  </PropertyGroup>

  <ItemGroup>
    <PackageReference Include="CommandLineParser" Version="2.8.0" />
+    <PackageReference Include="Newtonsoft.Json" Version="12.0.3" />
    <PackageReference Include="spark_sdk" Version="2.15.10" />
    <PackageReference Include="System.Reactive" Version="4.4.1" />
    <PackageReference Include="System.Reactive.Core" Version="4.4.1" />
+    <PackageReference Include="System.Reactive.Interfaces" Version="4.4.1" />
    <PackageReference Include="System.Reactive.Linq" Version="4.4.1" />
  </ItemGroup>
 </Project>
@@ -0,0 +1,68 @@
+using bts.api.orderman;
+using CommandLine;
+
+namespace bts.api.csharp {
+   [Verb("watch", HelpText = "List items in the system.")]
+   class WatchOptions {
+      [Option("accounts", Required = false, SetName = "Accounts", HelpText = "print accounts in the system.")]
+      public bool accounts { get; set; }
+
+      [Option("securities", Required = false, SetName = "Securities", HelpText = "print securities in the system (may be combined with --filter-symbols, or --filter-securities).")]
+      public bool securities { get; set; }
+
+      [Option("symbols", Required = false, SetName = "Symbols", HelpText = "print all symbols in the system (may not be combined with other options).")]
+      public bool symbols { get; set; }
+
+      [Option("bbo", Required = false, SetName = "Books", HelpText = "print bbo for an optionally filtered set of securities/symbols.")]
+      public bool bbo { get; set; }
+
+      [Option("orders", Required = false, SetName = "Orders", HelpText = "print orders in the system.")]
+      public bool orders { get; set; }
+
+      [Option("positions", Required = false, SetName = "Positions", HelpText = "print positions in the system (may be combined with --filter-symbols, --filter-securities, and --filter-accounts).")]
+      public bool positions { get; set; }
+
+      // auxiliary filters
+      [Option("filter-securities", Required = false, HelpText = "filter securities with a regular expression (may be combined with --securities, and --bbo).")]
+      public string filter_securities { get; set; }
+
+      [Option("filter-symbols", Required = false, HelpText = "filter securities for a particular set of symbols (may be combined with --securities, and --bbo).  Do not confuse with the --symbols option, which prints all symbols in the system.")]
+      public string filter_symbols { get; set; }
+
+      [Option("filter-accounts", Required = false, HelpText = "filter for a particular set of accounts.")]
+      public string filter_accounts { get; set; }
+   }
+
+   [Verb("send-order", HelpText = "Send orders.")]
+   class SendOrdersOptions {
+      // this option only applies to Iceberg orders
+      [Option("show-quantity", Required = false, SetName = "Iceberg")]
+      public double show_quantity { get; set; } = 5;
+
+      [Option("price", Required = false, HelpText = "specify the order price.")]
+      public double price { get; set; } = 100;
+
+      [Option("quantity", Required = false, HelpText = "specify the order quantity.")]
+      public uint quantity { get; set; } = 1;
+
+      [Option("account", Required = false, HelpText = "specify the account with which the order should be sent.")]
+      public string account { get; set; }
+
+      [Option("order-type", Required = false, HelpText = "specify the order type (limit, market, or iceberg).")]
+      public CustomOrderDefinition.CustomOneofCase order_type { get; private set; } = CustomOrderDefinition.CustomOneofCase.Limit;
+
+      /// Run the program with the argument <see cref="WatchOptions.securities"/> to display securities/security keys:
+      ///   - display all securities:
+      ///       bts.api.csharp.exe watch securities
+      ///   - display all 'ES' securities:
+      ///       bts.api.csharp.exe watch securities --symbols "ES"
+      ///   - display all 'ES' and 'GC' securities:
+      ///       bts.api.csharp.exe watch securities --symbols "ES,GC"
+      /// If no security key is specified, a random security is used.
+      [Option("security", Required = false, HelpText = "specify the order security by name, or id.")]
+      public string security { get; set; }
+
+      [Option("side", Required = false, HelpText = "specify the order side (buy/sell).")]
+      public Side side { get; set; } = Side.Buy;
+   }
+}
@@ -1,74 +1,88 @@
-using bts.api.core;
-using bts.api.csharp.examples;
+using bts.api.admin;
+using bts.api.core;
+using bts.api.csharp.data;
+using bts.api.csharp.utils;
+using bts.api.csharp.watch;
 using bts.api.orderman;
 using bts.api.position;
 using CommandLine;
 using System;
-using System.Collections.Generic;
 using System.Threading;

 namespace bts.api.csharp {
   class Program {
-      static void Main(string[] args) =>
-         Parser.Default.ParseArguments<Options>(args).WithParsed(_run);
-
-      static void _run(Options options) {
-         var exit_event = new ManualResetEvent(false);
-         SynchronizationContext.SetSynchronizationContext(new SynchronizationContext());
-         var service_context = new ServiceContext();
-         var login = service_context.login("bts", "");
-         login.Wait();
-         var examples = new List<IDisposable>();
-         if (options.subscribe_securities ||! options.any_enabled) {
-            examples.Add(new SecurityExample(service_context.locate<MarketDataService>()));
-         }
-         if (options.subscribe_positions || !options.any_enabled) {
-            examples.Add(new PositionExample(service_context.locate<PositionService>()));
-         }
-         if (options.subscribe_orders || !options.any_enabled) {
-            examples.Add(new OrderExample(service_context.locate<OrderService>()));
-         }
-         if (options.subscribe_book || !options.any_enabled) {
-            examples.Add(new BookExample(service_context.locate<MarketDataService>()));
-         }
-         if (options.send_orders || !options.any_enabled) {
-            examples.Add(SendOrderLoop.init_loop(service_context.locate<OrderService>(), service_context.locate<MarketDataService>()));
-         }
-         Console.CancelKeyPress += on_cancel_key_press;
-         exit_event.WaitOne();
-         foreach (var ex in examples)
-            ex.Dispose();
-         //
-         void on_cancel_key_press(object sender, ConsoleCancelEventArgs e) {
-            exit_event.Set();
-            e.Cancel = true;
-         }
+      static void Main(string[] args) {
+         new Parser(cfg => cfg.CaseInsensitiveEnumValues = true)
+            .ParseArguments<WatchOptions, SendOrdersOptions>(args)
+            .MapResult(
+               _execution_shell<WatchOptions>(_watch),
+               _execution_shell<SendOrdersOptions>(_send_orders, true),
+               errors => 1);
      }

-      class Options {
-         [Option("subscribe-securities", Required = false, HelpText = "run security-subscription example.")]
-         public bool subscribe_securities { get; set; }
+      static Func<T, int> _execution_shell<T>(Func<ServiceContext, T, IDisposable> execute, bool auto_quit = false) {
+         return opts => {
+            var exit_event = new ManualResetEvent(auto_quit);
+            Console.CancelKeyPress += on_cancel_key_press;
+            var service_context = new ServiceContext();
+            service_context.login("bts", "").Wait();
+            execute(service_context, opts);
+            exit_event.WaitOne();
+            return 0;
+            //
+            void on_cancel_key_press(object sender, ConsoleCancelEventArgs e) {
+               exit_event.Set();
+               e.Cancel = true;
+            }
+         };
+      }

-         [Option("subscribe-orders", Required = false, HelpText = "run order-subscription example.")]
-         public bool subscribe_orders { get; set; }
+      static IDisposable _watch(ServiceContext service_context, WatchOptions options) {
+         if (options.accounts) {
+            // watch accounts
+            return WatchAccounts.run(service_context.locate<AdminService>());
+         } else if (options.securities) {
+            // watch securities
+            var security_predicate = CLIUtils.parse_security_predicate(options.filter_symbols, options.filter_securities);
+            return WatchSecurities.run(service_context.locate<MarketDataService>(), security_predicate);
+         } else if (options.bbo) {
+            // watch bbo
+            return WatchBooks.run(new bts.md.MarketDataClient(),
+               CLIUtils.parse_security_predicate(options.filter_symbols, options.filter_securities));
+         } else if (options.symbols) {
+            // watch symbols
+            return WatchSymbols.run(service_context.locate<MarketDataService>());
+         } else if (options.orders) {
+            // watch orders (optionally filtered by account)
+            var account_predicate = CLIUtils.parse_delimited_predicate<OrderRecordImmutable>(
+               options.filter_accounts, order => order.Def.Account);
+            return WatchOrders.run(service_context.locate<OrderService>(), account_predicate);
+         } else if (options.positions) {
+            // watch positions (optionally filtered by account)
+            var account_predicate = CLIUtils.parse_delimited_predicate<PositionUnitImmutable>(
+               options.filter_accounts, pos => pos.Account);
+            return WatchPositions.run(service_context.locate<PositionService>(), account_predicate);
+         }
+         return null;
+      }

-         [Option("subscribe-positions", Required = false, HelpText = "run position-subscription example.")]
-         public bool subscribe_positions { get; set; }
-
-         [Option("subscribe-books", Required = false, HelpText = "run book-subscription example.")]
-         public bool subscribe_book { get; set; }
-
-         [Option("send-orders", Required = false, HelpText = "run send-orders example.")]
-         public bool send_orders { get; set; }
-
-         // if none are enabled, all options will be flipped on,
-         // so the user need not specify a single argument to see the examples run.
-         public bool any_enabled =>
-            subscribe_securities ||
-            subscribe_orders ||
-            subscribe_positions ||
-            subscribe_book ||
-            send_orders;
+      static IDisposable _send_orders(ServiceContext service_context, SendOrdersOptions options) {
+         var custom_order_def = OrderUtils.custom_order_definitioni(options.order_type);
+         if (!custom_order_def.HasValue) {
+            Console.WriteLine($"Unable to create order of type '{options.order_type}.'  The following types are available:\n\t{string.Join("\n\t", OrderUtils.known_order_types)}");
+            return null;
+         }
+         var user = new NameIDPair(service_context.user, service_context.user_id);
+         var admin_service = service_context.locate<AdminService>();
+         var account = AdminUtils.get_account_async(user, admin_service, options.account).WaitResult();
+         var md_service = service_context.locate<MarketDataService>();
+         var security = SecurityUtils.get_security_async(md_service.subscribei_securities(), options.security).WaitResult();
+         var model = new OrderModel(service_context.locate<OrderService>());
+         /// Note that the call below (<see cref="OrderModel.send_order(NameIDPair, NameIDPair, uint, Side, uint, double, CustomOrderDefinition)"/>)
+         /// blocks the current thread until an ack is received from the server.  If you wish to avoid blocking the thread as such,
+         /// use the following method instead: <see cref="OrderModel.send_order_async(NameIDPair, NameIDPair, uint, Side, uint, double, CustomOrderDefinition)"/>.
+         model.send_order(user, account, security.Id, options.side, options.quantity, options.price, custom_order_def.Value.CloneToMutable());
+         return null;
      }
   }
 }
@@ -1,6 +1,6 @@
 using System;

-namespace bts.api.csharp {
+namespace bts.api.csharp.data {
   readonly struct NameIDPair {
      public NameIDPair(string name, uint id) {
         this.name = name ?? throw new ArgumentNullException(nameof(name));
@@ -0,0 +1,71 @@
+using bts.api.csharp.utils;
+using bts.api.orderman;
+using System;
+using System.Threading.Tasks;
+
+namespace bts.api.csharp.data {
+   /// <summary>
+   /// Exemplifies how the <see cref="OrderService"/> api may be used to send orders.
+   /// </summary>
+   class OrderModel {
+      readonly OrderService _service;
+
+      public OrderModel(OrderService service) =>
+         _service = service;
+
+      public static OrderDefinition create_order_definition(NameIDPair user, NameIDPair account, uint security_key, Side side, CustomOrderDefinition custom_def) {
+         return new OrderDefinition {
+            Account = account.name,
+            AccountId = account.id,
+            User = user.name,
+            UserId = user.id,
+            SecurityKey = security_key,
+            Side = side,
+            CustomDef = custom_def
+         };
+      }
+
+      /// <summary>
+      /// Sends an order of the type specified by <paramref name="custom_order_definition"/> (asynchronous).
+      /// </summary>
+      /// <returns>The order id if the submission was successful, otherwise null.</returns>
+      public async Task<uint?> send_order_async(NameIDPair user, NameIDPair account, uint security_key, Side side, uint quantity, double price, CustomOrderDefinition custom_order_definition) {
+         Console.WriteLine($"Creating order {OrderUtils.fmt_order(side, quantity, price, user.name, account.name, custom_order_definition)}");
+         var response = await _service.create_order_async(new Create {
+            Quantity = quantity,
+            Price = price,
+            NewOrder = create_order_definition(user, account, security_key, side, custom_order_definition)
+         });
+         if (response.success) {
+            Console.WriteLine($"Order submission succeeded.  Order id is {response.value.OrderKey}.");
+            return response.value.OrderKey;
+         } else {
+            Console.WriteLine($"Order submission failed: [{response.value.ErrorCode}] {response.value.Msg}.");
+            return null;
+         }
+      }
+
+      /// <summary>
+      /// Sends an order with specified parameters (the thread will be blocked until an ack is received from the server).
+      /// </summary>
+      public uint? send_order(NameIDPair user, NameIDPair account, uint security_key, Side side, uint quantity, double price, CustomOrderDefinition custom_order_definition) {
+         /// Note, the thread will be blocked until a response is received from the server.
+         /// For this reason, <see cref="OrderService.create_order_async(Create)"/> is usually preferred.
+         /// An example of how to use that method is provided in <see cref="send_order_async(NameIDPair, NameIDPair, CustomOrderDefinition, uint, double)"/>.
+         Console.WriteLine($"Creating order {OrderUtils.fmt_order(side, quantity, price, user.name, account.name, custom_order_definition)}");
+         var response = _service.create_order(new Create {
+            Quantity = quantity,
+            Price = price,
+            NewOrder = create_order_definition(user, account, security_key, side, custom_order_definition)
+         });
+         switch (response.ErrorCode) {
+            case OrderError.Ok:
+               Console.WriteLine($"Order submission succeeded.  Order id is {response.OrderKey}.");
+               return response.OrderKey;
+            default:
+               Console.WriteLine($"Order submission failed: [{response.ErrorCode}] {response.Msg}.");
+               return null;
+         }
+      }
+   }
+}
@@ -1,60 +0,0 @@
-using bts.api.core;
-using bts.api.csharp.utils;
-using System;
-using System.Collections.Generic;
-using System.Diagnostics;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Threading;
-using SecurityKey = System.UInt32;
-
-namespace bts.api.csharp.examples {
-   /// <summary>
-   /// Uses the <see cref="MarketDataService"/> api to observe book updates
-   /// for security in the system, and organize them into a Dictionary.
-   /// </summary>
-   class BookExample : IDisposable {
-      readonly Dictionary<SecurityKey, BookEntryImmutable> _books = new Dictionary<SecurityKey, BookEntryImmutable>();
-      readonly IDisposable _subscription;
-
-      public BookExample(MarketDataService market_data_service) {
-         _subscription = market_data_service.subscribei_book()
-            .ObserveOn(SynchronizationContext.Current)
-            .Subscribe(_on_book_update);
-      }
-
-      public void Dispose() {
-         _subscription.Dispose();
-      }
-
-      void _on_book_update(Update<BookEntryImmutable, uint> update) {
-         foreach (var new_book in update.added) {
-            // of course, we shouldn't have entries for any books in update.added yet
-            Debug.Assert(!_books.ContainsKey(new_book.Key));
-            // display bbo in the console window
-            _print_book_info(new_book.Key, $"book received for the first time, bbo is: {BookUtils.fmt_bbo(new_book)}");
-            // add the new book to our map
-            _books.Add(new_book.Key, new_book);
-         }
-         foreach (var change in update.changes) {
-            // of course, the security key shouldn't change
-            Debug.Assert(change.Old.Key == change.New.Key);
-            // our book entry for this security should be identitical to change.Old
-            Debug.Assert(change.Old.Bid.SequenceEqual(_books[change.Old.Key].Bid));
-            Debug.Assert(change.Old.Ask.SequenceEqual(_books[change.Old.Key].Ask));
-            // display the current book in the console window
-            _print_book_info(change.New.Key, $"book changed, now bbo is: {BookUtils.fmt_bbo(change.New)}");
-            // update our map with the changed book
-            _books[change.New.Key] = change.New;
-         }
-         foreach (var old_book in update.removed) {
-            // of course, we should have entries for all books in update.removed
-            Debug.Assert(_books.Remove(old_book.Key));
-         }
-      }
-
-      static void _print_book_info(SecurityKey key, string message) {
-         Console.WriteLine($"Security {key}: {message}.");
-      }
-   }
-}
@@ -1,139 +0,0 @@
-using bts.api.core;
-using bts.api.orderman;
-using System;
-using System.Collections.Generic;
-using System.Diagnostics;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Threading;
-using AccountKey = System.UInt32;
-using OrderKey = System.UInt32;
-
-namespace bts.api.csharp.examples {
-   /// <summary>
-   /// Uses the <see cref="OrderService"/> to observe order updates,
-   /// and group them by account.
-   /// </summary>
-   class OrderExample : IDisposable {
-      readonly Dictionary<AccountKey, Dictionary<OrderKey, OrderRecordImmutable>> _data = new Dictionary<AccountKey, Dictionary<AccountKey, OrderRecordImmutable>>();
-      IDisposable _subscription;
-
-      public OrderExample(OrderService order_service) {
-         /// 'OrderService' has 2 methods which can be used to subscribe to order updates.
-         ///  -------------------------------------------------------------------------------------
-         /// 1) <see cref="OrderService.subscribe_orders(string)"/>.
-         /// 2) <see cref="OrderService.subscribei_orders(string)"/>.
-         /// This method (no. 2) is typically preferrable because the data it provides is immutable.
-         /// --------------------------------------------------------------------------------------
-         _subscription = order_service.subscribei_orders()
-            // the 'ObserveOn' call below ensures that the
-            // callback will be invoked this thread.
-            // Be sure to do this if you don't want to worry
-            // about multi-threading issues (locking, etc).
-            .ObserveOn(SynchronizationContext.Current)
-            .Subscribe(_on_update);
-
-      }
-
-      public event Action<AccountKey> account_orders_changed;
-
-      public void Dispose() {
-         _subscription.Dispose();
-      }
-
-      public IEnumerable<OrderRecordImmutable> get_account_orders(AccountKey account) {
-         if (_data.TryGetValue(account, out var account_orders)) {
-            return account_orders.Values;
-         }
-         return Enumerable.Empty<OrderRecordImmutable>();
-      }
-
-      void _on_order_added(OrderRecordImmutable new_order) {
-         if (!_data.TryGetValue(new_order.Def.AccountId, out var account_orders)) {
-            // this is the first order for this account.
-            // initialize the account orders dictionary, and add it to our data.
-            account_orders = new Dictionary<AccountKey, OrderRecordImmutable>();
-            _data.Add(new_order.Def.AccountId, account_orders);
-         }
-         // now add the order to account_orders
-         account_orders.Add(new_order.Key, new_order);
-      }
-
-      void _on_order_changed(Change<OrderRecordImmutable> change) {
-         // ch.New and ch.Old have the same key.
-         Debug.Assert(change.New.Key == change.Old.Key);
-         var key = change.New.Key;
-         // react to a changed order
-         if (change.New.State.FilledQuantity != change.Old.State.FilledQuantity) {
-            // Display new fills in the console window.
-            var num_new_fills = change.New.State.FilledQuantity - change.Old.State.FilledQuantity;
-            _print_order_info(key, $"received {num_new_fills} new fills.");
-            // Be mindful that orders can be overfilled.
-            if (change.New.State.FilledQuantity > change.New.State.Quantity) {
-               // Display overfills in the console window.
-               var num_over_fills = change.New.State.FilledQuantity - change.New.State.Quantity;
-               _print_order_info(key, $"overfilled by {num_over_fills}");
-            } else {
-               // Display working qty in the console window.
-               var working_qty = change.New.State.Quantity - change.New.State.FilledQuantity;
-               _print_order_info(key, $"still working {working_qty}.");
-            }
-         }
-         // Display order status changes in the console window.
-         if (change.New.State.Status != change.Old.State.Status) {
-            _print_order_info(key, $"status changed from {change.Old.State.Status} to {change.New.State.Status}.");
-         }
-         // Account will not change, so our dictionary will definitely have a key for this account.
-         Debug.Assert(_data.ContainsKey(change.New.Def.AccountId));
-         var account_orders = _data[change.New.Def.AccountId];
-         // The value for this key in account_orders should equal ch.Old.
-         Debug.Assert(account_orders[key].Equals(change.Old));
-         // update account orders with the changed order. 
-         account_orders[key] = change.New;
-      }
-
-      void _on_order_removed(OrderRecordImmutable old_val) {
-         // An entry for this order should be present in our data,
-         // as it is in the 'removed' items.
-         // Assert this is the case to illustrate the point.
-         Debug.Assert(_data.ContainsKey(old_val.Def.AccountId));
-         var account_orders = _data[old_val.Def.AccountId];
-         // the removed value should match the one currently in our data.
-         // Assert this is the case, then remove the order.
-         Debug.Assert(account_orders[old_val.Key].Equals(old_val));
-         account_orders.Remove(old_val.Key);
-         _print_order_info(old_val.Key, "has been removed.");
-      }
-
-      void _on_update(Update<OrderRecordImmutable, OrderKey> update) {
-         // record which accounts experienced an order update, then
-         // at the end of this method, fire the account_orders_changed event for each 
-         var accounts_with_order_updates = new HashSet<AccountKey>();
-         foreach (OrderRecordImmutable new_order in update.added) {
-            _on_order_added(new_order);
-            accounts_with_order_updates.Add(new_order.Def.AccountId);
-         }
-         foreach (Change<OrderRecordImmutable> change in update.changes) {
-            _on_order_changed(change);
-            accounts_with_order_updates.Add(change.New.Def.AccountId);
-         }
-         foreach (OrderRecordImmutable old_order in update.removed) {
-            _on_order_removed(old_order);
-            accounts_with_order_updates.Add(old_order.Def.AccountId);
-         }
-         // display all accounts with order updates in the Console window.
-         Console.WriteLine("The following accounts experienced order changes: ");
-         foreach (var account in accounts_with_order_updates) {
-            Console.WriteLine("\n\t" + account);
-         }
-         // lastly, fire the account_orders_changed event for each account experienced an order update.
-         foreach (var account in accounts_with_order_updates) {
-            account_orders_changed?.Invoke(account);
-         }
-      }
-
-      void _print_order_info(OrderKey order_key, string message) {
-         Console.WriteLine($"Order {order_key}: {message}.");
-      }
-   }
-}
@@ -1,125 +0,0 @@
-using bts.api.core;
-using bts.api.position;
-using System;
-using System.Collections.Generic;
-using System.Diagnostics;
-using System.Reactive.Linq;
-using System.Threading;
-
-namespace bts.api.csharp.examples {
-   /// <summary>
-   /// A pair of security, and account id,
-   /// which uniquely identifies each PositionUnit.
-   /// </summary>
-   readonly struct PositionKey {
-      public PositionKey(uint security_id, uint account_id) {
-         this.security_id = security_id;
-         this.account_id = account_id;
-      }
-
-      public uint security_id { get; }
-      public uint account_id { get; }
-
-      public static PositionKey from_position(PositionUnitImmutable p) =>
-         new PositionKey(p.SecurityId, p.AccountId);
-
-      public override string ToString() =>
-         $"Sec {security_id}, Acc {account_id}";
-   }
-
-   /// <summary>
-   /// Uses the <see cref="PositionService"/> api to monitor positions
-   /// for every account/security pair, and organize them into a Dictionary.
-   /// </summary>
-   class PositionExample : IDisposable {
-      readonly Dictionary<PositionKey, PositionUnitImmutable> _data = new Dictionary<PositionKey, PositionUnitImmutable>();
-      IDisposable _subscription;
-
-      public PositionExample(PositionService position_service) {
-         /// 'PositionService' has 2 methods which can be used to subscribe to position updates.
-         ///  -------------------------------------------------------------------------------------
-         /// 1) <see cref="PositionService.subscribe_position_data(string)"/>.
-         /// 2) <see cref="PositionService.subscribei_position_data(string)"/>.
-         /// This method (no. 2) is typically preferrable because the data it provides is immutable.
-         /// --------------------------------------------------------------------------------------
-         _subscription = position_service.subscribei_position_data()
-            // the 'ObserveOn' call below ensures that the
-            // callback will be invoked this thread.
-            // Be sure to do this if you don't want to worry
-            // about multi-threading issues (locking, etc).
-            .ObserveOn(SynchronizationContext.Current)
-            .Subscribe(_on_update);
-      }
-
-      public event Action data_changed;
-
-      public IReadOnlyDictionary<PositionKey, PositionUnitImmutable> data => _data;
-
-      public void Dispose() =>
-         _subscription.Dispose();
-
-      void _on_position_added(PositionUnitImmutable new_val) {
-         var k = PositionKey.from_position(new_val);
-         // this entry should NOT be present in our _data, as it is in the 'added' items.
-         // Assert this is the case to illustrate the point.
-         Debug.Assert(!_data.ContainsKey(k));
-         _print_position_info(k, $"initial position received.  Day: Long {new_val.DayLongPos}, Short {new_val.DayShortPos}, Net {new_val.DayLongPos - new_val.DayShortPos}.");
-         // add the new position unit to _data
-         _data.Add(k, new_val);
-      }
-
-      void _on_position_changed(Change<PositionUnitImmutable> change) {
-         var k = PositionKey.from_position(change.New);
-         // ch.New and ch.Old have the same key (i.e., the Account/Security pair),
-         Debug.Assert(change.New.AccountId == change.Old.AccountId);
-         Debug.Assert(change.New.SecurityId == change.Old.SecurityId);
-         // of course, the value for this key in our dictionary should equal ch.Old.
-         Debug.Assert(_data[k].Equals(change.Old));
-         // Display changes to the day position in the console window.
-         // 1) check if the day long changed
-         if (change.New.DayLongPos != change.Old.DayLongPos) {
-            Console.WriteLine($"[{k}] day long changed from {change.Old.DayLongPos} to {change.New.DayLongPos}.");
-         }
-         // 2) check if day short changed
-         if (change.New.DayShortPos != change.Old.DayShortPos) {
-            Console.WriteLine($"[{k}] day short changed from {change.Old.DayShortPos} to {change.New.DayShortPos}.");
-         }
-         // 3) check if net day position changed
-         var new_net_day_pos = change.New.DayLongPos - change.New.DayShortPos;
-         var old_net_day_pos = change.Old.DayLongPos - change.Old.DayShortPos;
-         if (new_net_day_pos != old_net_day_pos) {
-            Console.WriteLine($"[{k}] day net changed from {old_net_day_pos} to {new_net_day_pos}.");
-         }
-         // update _data with the changed position.
-         _data[k] = change.New;
-      }
-
-      void _on_position_removed(PositionUnitImmutable old_val) {
-         var k = PositionKey.from_position(old_val);
-         // this entry should be present in our _data, as it is in the 'removed' items.
-         // Assert this is the case to illustrate the point.
-         Debug.Assert(_data.ContainsKey(k));
-         // this should match our data.  Assert this is the case.
-         Debug.Assert(_data[k].Equals(old_val));
-         _data.Remove(k);
-         Console.WriteLine($"[{k}] position has been removed.");
-      }
-
-      void _on_update(Update<PositionUnitImmutable, int> update) {
-         foreach (PositionUnitImmutable p in update.added) {
-            _on_position_added(p);
-         }
-         foreach (Change<PositionUnitImmutable> ch in update.changes) {
-            _on_position_changed(ch);
-         }
-         foreach (PositionUnitImmutable p in update.removed) {
-            _on_position_removed(p);
-         }
-         data_changed?.Invoke();
-      }
-
-      void _print_position_info(PositionKey position_key, string message) {
-         Console.WriteLine($"Position {position_key}: {message}.");
-      }
-   }
-}
@@ -1,48 +0,0 @@
-using bts.api.core;
-using System;
-using System.Collections.Generic;
-using System.Diagnostics;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Threading;
-using SecurityKey = System.UInt32;
-
-namespace bts.api.csharp.examples {
-   /// <summary>
-   /// Uses the <see cref="MarketDataService"/> api to observe the
-   /// state of securities in the system.
-   /// </summary>
-   class SecurityExample : IDisposable {
-      readonly IDisposable _subscription;
-      readonly Dictionary<SecurityKey, SecurityImmutable> _securities = new Dictionary<SecurityKey, SecurityImmutable>();
-
-      public SecurityExample(MarketDataService market_data_service) {
-         _subscription = market_data_service.subscribei_securities()
-            .ObserveOn(SynchronizationContext.Current)
-            .Subscribe(_on_securities_update);
-      }
-
-      public void Dispose() {
-         _subscription.Dispose();
-      }
-
-      void _on_securities_update(Update<SecurityImmutable, uint> update) {
-         foreach (var new_security in update.added) {
-            // of course, we shouldn't have entries for any books in update.added yet
-            Debug.Assert(!_securities.ContainsKey(new_security.Id));
-            // display bbo in the console window
-            Console.WriteLine($"received new security: {new_security}.");
-            // add the new security to our map
-            _securities.Add(new_security.Id, new_security);
-         }
-         // As you may have noticed, all of the subcribe methods in the api
-         // return an IObservable<Update<T>>.  It is worth noting that for security updates,
-         // 'changes' will always be empty.
-         Debug.Assert(!update.changes.Any());
-         foreach (var old_security in update.removed) {
-            // of course, we should have entries for all books in update.removed
-            Debug.Assert(_securities.Remove(old_security.Id));
-         }
-      }
-   }
-}
@@ -1,110 +0,0 @@
-using bts.api.csharp.utils;
-using bts.api.orderman;
-using System;
-using System.Threading.Tasks;
-
-namespace bts.api.csharp.examples {
-   static class OrderTemplates {
-      public static CustomOrderDefinition limit() => new CustomOrderDefinition { Limit = new LimitOrderDefinition() };
-      public static CustomOrderDefinition market() => new CustomOrderDefinition { Market = new MarketOrderDefinition() };
-      public static CustomOrderDefinition iceberg(double show_quantity) => iceberg(show_quantity, limit());
-      public static CustomOrderDefinition iceberg(double show_quantity, CustomOrderDefinition child) =>
-         new CustomOrderDefinition {
-            Iceberg = new IcebergOrderDefinition {
-               ShowQuantity = show_quantity,
-               Child = child
-            }
-         };
-   }
-
-   /// <summary>
-   /// Exemplifies how the <see cref="OrderService"/> api may be used to
-   /// send several common order types (limit, market, and iceberg).
-   /// </summary>
-   class SendOrderModel {
-      readonly OrderService _service;
-
-      public SendOrderModel(OrderService service) {
-         _service = service;
-      }
-
-      public OrderDefinition create_order_definition(NameIDPair user, NameIDPair account, uint security_key, CustomOrderDefinition custom_def) {
-         return new OrderDefinition {
-            Account = account.name,
-            AccountId = account.id,
-            User = user.name,
-            UserId = user.id,
-            SecurityKey = security_key,
-            CustomDef = custom_def
-         };
-      }
-
-      /// <summary>
-      /// Sends a limit order (asynchronous).
-      /// </summary>
-      /// <returns>The order id if the submission was successful, otherwise null.</returns>
-      public Task<uint?> send_limit_order_async(NameIDPair user, NameIDPair account, uint security_key, uint quantity, double price) {
-         return send_order_async(user, account, security_key, OrderTemplates.limit(), quantity, price);
-      }
-
-      /// <summary>
-      /// Sends a market order (asynchronous).  Note no price parameter is required for market orders.
-      /// </summary>
-      /// <returns>The order id if the submission was successful, otherwise null.</returns>
-      public Task<uint?> send_market_order_async(NameIDPair user, NameIDPair account, uint security_key, uint quantity) {
-         return send_order_async(user, account, security_key, OrderTemplates.market(), quantity, 0.0);
-      }
-
-      /// <summary>
-      /// Sends an iceberg of limit orders (asynchronous).
-      /// </summary>
-      /// <returns>The order id if the submission was successful, otherwise null.</returns>
-      public Task<uint?> send_iceberg_order_async(NameIDPair user, NameIDPair account, uint security_key, uint quantity, double price, double show_quantity) {
-         return send_order_async(user, account, security_key, OrderTemplates.iceberg(show_quantity), quantity, price);
-      }
-
-      /// <summary>
-      /// Sends an order of the type specified by <paramref name="custom_order_definition"/> (asynchronous).
-      /// </summary>
-      /// <returns>The order id if the submission was successful, otherwise null.</returns>
-      public async Task<uint?> send_order_async(NameIDPair user, NameIDPair account, uint security_key, CustomOrderDefinition custom_order_definition, uint quantity, double price) {
-         Console.WriteLine($"submitting order for user ({user}), account ({account}): {OrderUtils.fmt_order(quantity, price, custom_order_definition)}.");
-         var reply = await _service.create_order_async(new Create {
-            Quantity = quantity,
-            Price = price,
-            NewOrder = create_order_definition(user, account, security_key, custom_order_definition)
-         });
-         if (reply.success) {
-            Console.WriteLine($"received ack that order has been submitted.  Order id is {reply.value.OrderKey}.");
-            return reply.value.OrderKey;
-         } else {
-            Console.WriteLine($"order submission was unsuccessful: [{reply.value.ErrorCode}] {reply.value.Msg}.");
-            return null;
-         }
-      }
-
-      public void send_order(NameIDPair user, NameIDPair account, uint security_key, CustomOrderDefinition custom_order_definition, uint quantity, double price) {
-         /// Note, the thread will be blocked until a response is received from the server.
-         /// For this reason, <see cref="OrderService.create_order_async(Create)"/> is usually preferred.
-         /// An example of how to use that method is provided in <see cref="send_order_async(NameIDPair, NameIDPair, CustomOrderDefinition, uint, double)"/>.
-         Console.WriteLine($"Creating order {OrderUtils.fmt_order(quantity, price, custom_order_definition)}");
-         var response = _service.create_order(new Create {
-            Quantity = quantity,
-            Price = price,
-            NewOrder = create_order_definition(user, account, security_key, custom_order_definition)
-         });
-         switch (response.ErrorCode) {
-            case OrderError.Ok:
-               _print_order_info(response.OrderKey, "successfully created.");
-               break;
-            default:
-               Console.WriteLine($"Failed to create order: [{response.ErrorCode}] {response.Msg}.");
-               break;
-         }
-      }
-
-      static void _print_order_info(uint order_key, string message) {
-         Console.WriteLine($"Order {order_key}: {message}.");
-      }
-   }
-}
@@ -1,100 +0,0 @@
-using bts.api.core;
-using bts.api.orderman;
-using mbts;
-using System;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Threading;
-using System.Threading.Tasks;
-
-namespace bts.api.csharp.examples {
-   /// <summary>
-   /// The code in this example is a bit more advanced than the others,
-   /// as it is designed to send orders, asynchronously, in a continuous loop.
-   /// For straightforward examples of how to send orders with the api,
-   /// check out <see cref="SendOrderModel"/>.
-   /// </summary>
-   static class SendOrderLoop {
-      /// <summary>
-      /// As a security key is required to send an order, this method
-      /// uses the <see cref="MarketDataService"/> to observe the securities stream,
-      /// then on the first update, initializes the send-order-loop <see cref="LoopImpl"/>
-      /// with one of the newly received security keys.
-      /// </summary>
-      public static IDisposable init_loop(OrderService order_service, MarketDataService market_data_service) {
-         // If you need to familiarize yourself with the IObservable pattern, check out the official docs:
-         // https://docs.microsoft.com/en-us/dotnet/api/system.iobservable-1?view=netcore-3.1
-
-         var single_security_stream = market_data_service.subscribei_securities()
-            .Where(u => u.all.Any())
-            .Take(1)
-            .Select(u => u.all.FirstOrDefault());
-
-         return init_loop(single_security_stream, create_loop);
-         IDisposable create_loop(SecurityImmutable sec) {
-            return new LoopImpl(order_service, sec.Id);
-         }
-      }
-
-      /// <summary>
-      /// Observes the security stream and creates a new send-order-loop
-      /// whenever a new security arrives.  The previous send-order-loop
-      /// is disposed when the next security arrives, so only one send-order-loop
-      /// shall be active at a time.
-      /// </summary>
-      /// <param name="security">The security stream used to initialize send-order-loops.</param>
-      /// <returns>An IDisposable that unsubsribes from the securities stream, and disposes the active send-order-loop.</returns>
-      public static IDisposable init_loop(IObservable<SecurityImmutable> security, Func<SecurityImmutable, IDisposable> factory) {
-         IDisposable active_loop = null;
-         var security_sub = security.Subscribe(s =>
-            Interlocked.Exchange(ref active_loop, factory(s))?.Dispose());
-         return Disposable.Create(dispose);
-         void dispose() {
-            security_sub.Dispose();
-            active_loop?.Dispose();
-         }
-      }
-
-      class LoopImpl : IDisposable {
-         bool _is_disposed;
-
-         public LoopImpl(OrderService service, uint security_key)
-            : this(service, Users.Default, Accounts.Default, security_key, 10, TimeSpan.FromSeconds(3)) { }
-
-         public LoopImpl(OrderService service, NameIDPair user, NameIDPair account, uint security_key, int max_orders, TimeSpan delay_between_orders) {
-            var model = new SendOrderModel(service);
-            send_orders_continuously();
-
-            async void send_orders_continuously() {
-               // Periodically send an order with one of the CustomOrderDefinitions below.
-               // If you are unfamiliar with async/await, this will also serve as a simple example
-               // of how those keywords may be used.  However, there is no substite for the official docs:
-               // https://docs.microsoft.com/en-us/dotnet/csharp/programming-guide/concepts/async/
-               var order_templates = new CustomOrderDefinitionImmutable[] {
-                  new CustomOrderDefinitionImmutable(OrderTemplates.limit()),
-                  new CustomOrderDefinitionImmutable(OrderTemplates.market()),
-                  new CustomOrderDefinitionImmutable(OrderTemplates.iceberg(5))
-               };
-               for (int num_orders_sent = 0; num_orders_sent < max_orders && !_is_disposed; num_orders_sent++) {
-                  int template_index = num_orders_sent % order_templates.Length;
-                  CustomOrderDefinitionImmutable templatei = order_templates[template_index];
-                  // The order templates we created are immutable, however the api uses the mutable form.
-                  // Not to worry tho, there is a nifty method called 'CloneToMutable.'
-                  // Note that all of the non-primitive immutable parameters in the api methods have a 'CloneToMutable' method,
-                  // it is not unique to CustomOrderDefinitionImmutable.
-                  CustomOrderDefinition template = templatei.CloneToMutable();
-                  await model.send_order_async(user, account, security_key, template, 12, 100);
-                  // pause for a moment before sending the next order
-                  await Task.Delay(delay_between_orders);
-               }
-            }
-         }
-
-         public void Dispose() {
-            // flip _is_disposed to true, so the 'send_orders_continuously' loop
-            // knows it's time to stop.
-            _is_disposed = true;
-         }
-      }
-   }
-}
@@ -0,0 +1,79 @@
+using bts.api.admin;
+using bts.api.csharp.data;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Collections.ObjectModel;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+
+namespace bts.api.csharp.utils {
+   static class AdminUtils {
+      public static IReadOnlyDictionary<uint, NameIDPair> map_accounts(AdminDataImmutable admin_datai) {
+         return admin_datai.Accounts.ToDictionary(acc => acc.Id, acc => new NameIDPair(acc.Name, acc.Id));
+      }
+
+      /// <summary>
+      /// Links users to the set of accounts on which they have trading permissions.
+      /// </summary>
+      public static IEnumerable<(NameIDPair user, IEnumerable<uint> accounts)> user_account_permissions(AdminDataImmutable admin_datai) {
+         return admin_datai.Users
+            .Select(user => (new NameIDPair(user.Name, user.Id), _user_tradable_accounts(user)));
+      }
+
+      public static IReadOnlyDictionary<NameIDPair, ImmutableHashSet<NameIDPair>> map_user_account_permissions(AdminDataImmutable admin_datai) {
+         var account_lookup = admin_datai.Accounts.ToLookup(acc => acc.Id);
+         return admin_datai.Users.ToDictionary(
+            user => new NameIDPair(user.Name, user.Id),
+            user => ImmutableHashSet.CreateRange(_user_tradable_accounts(user)
+               .Select(acc_id => new NameIDPair(account_lookup[acc_id].Single().Name, acc_id))));
+      }
+
+      static IEnumerable<uint> _user_tradable_accounts(BTSUserImmutable user) {
+         return user.UserData.AccountPermissions.AccountPermissions
+            .Where(kv => kv.Value.TradingPermission.HasPermissions)
+            .Select(kv => kv.Key);
+      }
+
+      public static NameIDPair get_account(NameIDPair user, AdminService admin_service, string account_name = null) {
+         var task = get_account_async(user, admin_service, account_name);
+         task.Wait();
+         return task.Result;
+      }
+
+      /// <summary>
+      /// Either searches for the account with the specified name,
+      /// or picks a random account for which the specified user has trading permissions.
+      /// </summary>
+      public static async Task<NameIDPair> get_account_async(NameIDPair user, AdminService admin_service, string account_name = null) {
+         return await (account_name == null ? auto_account(user, admin_service) : find_account(admin_service, account_name).FirstAsync());
+      }
+
+      public static IObservable<NameIDPair> auto_account(NameIDPair user, AdminService admin_service) {
+         return admin_service.subscribei_admin_data()
+            .Where(update => update.all.Any())
+            .Select(update => map_user_account_permissions(update.all.First()))
+            .Select(account_perms => account_perms.TryGetValue(user, out var accs) ? accs : ImmutableHashSet<NameIDPair>.Empty)
+            .Where(accs => accs.Count > 0)
+            .Select(accs => accs.First())
+            .Take(1);
+      }
+
+      public static IObservable<NameIDPair> find_account(AdminService admin_service, string account) {
+         return admin_service.subscribei_admin_data()
+            .Select(update => {
+               foreach (var admin_data in update.all) {
+                  foreach (var acc in admin_data.Accounts) {
+                     if (acc.Name == account)
+                        return new NameIDPair(acc.Name, acc.Id);
+                  }
+               }
+               return (NameIDPair?)null;
+            })
+            .Where(acc => acc.HasValue)
+            .Select(acc => acc.Value)
+            .Take(1);
+      }
+   }
+}
@@ -0,0 +1,56 @@
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Linq;
+
+namespace bts.api.csharp.utils {
+   static class CLIUtils {
+      public static IEnumerable<string> parse_delimited(string cli_arg, string file_arg, string delimiter) {
+         var cli_items = _parse_delimited(cli_arg, delimiter);
+         if (file_arg != null) {
+            try {
+               var items = _parse_delimited(File.ReadAllText(file_arg), delimiter);
+               return cli_items is null ? items : cli_items.Concat(items);
+            } catch { }
+         }
+         return cli_items;
+      }
+
+      public static Func<SecurityImmutable, bool> parse_security_predicate(string cli_symbols = null, string cli_security_regex = null) {
+         return _merge_predicates(
+            parse_delimited_predicate<SecurityImmutable>(cli_symbols, sec => sec.Symbol),
+            RegexUtils.default_regex(cli_security_regex)?.to_predicate<SecurityImmutable>());
+      }
+
+      public static Func<T, bool> parse_delimited_predicate<T>(string cli_arg, Func<T, string> get) =>
+         parse_delimited_predicate(cli_arg, null, ",", get);
+
+      public static Func<T, bool> parse_delimited_predicate<T>(string cli_arg, string file_arg, string delimiter, Func<T, string> get) {
+         var items = new HashSet<string>(parse_delimited(cli_arg, file_arg, delimiter));
+         if (items.Count == 0)
+            return null;
+         return sec => items.Contains(get(sec));
+      }
+
+      static IEnumerable<string> _parse_delimited(string delimited_string, string delimiter) {
+         return delimited_string
+            ?.Split(new[] { delimiter }, StringSplitOptions.RemoveEmptyEntries)
+            ?.Select(sym => sym.Trim())
+            ?? Enumerable.Empty<string>();
+      }
+
+     static Func<T, bool> _merge_predicates<T>(params Func<T, bool>[] predicates) {
+         Func<T, bool> result = null;
+         for (int i = 0; i < predicates.Length; i++) {
+            if (predicates[i] != null) {
+               if (result == null) {
+                  result = predicates[i];
+               } else {
+                  result += predicates[i];
+               }
+            }
+         }
+         return result;
+      }
+   }
+}
@@ -0,0 +1,23 @@
+using System;
+using System.Collections.Generic;
+
+namespace bts.api.csharp.utils {
+   static class CollectionUtils {
+      public static bool insert_sorted<T>(List<T> list, T value) =>
+         insert_sorted(list, value, Comparer<T>.Default);
+
+      public static bool insert_sorted<T>(List<T> list, T value, IComparer<T> comparer) {
+         if (list is null)
+            throw new ArgumentNullException(nameof(list));
+         if (comparer is null)
+            throw new ArgumentNullException(nameof(comparer));
+         var sorted_index = list.BinarySearch(value, comparer);
+         if (sorted_index < 0) {
+            // this is a new symbol
+            list.Insert(~sorted_index, value);
+            return true;
+         }
+         return false;
+      }
+   }
+}
@@ -0,0 +1,8 @@
+using System;
+
+namespace bts.api.csharp.utils {
+   static class DelegateUtils {
+      public static Func<TOuter, TResult> wrap<TInner, TOuter, TResult>(this Func<TInner, TResult> func, Func<TOuter, TInner> get_inner) =>
+         outer => func(get_inner(outer));
+   }
+}
@@ -1,9 +1,32 @@
 using bts.api.orderman;
+using System.Collections.Generic;
+using System.Linq;

 namespace bts.api.csharp.utils {
   static class OrderUtils {
+      // add new templates as needed
+      static readonly IReadOnlyDictionary<CustomOrderDefinition.CustomOneofCase, CustomOrderDefinitionImmutable>
+         _custom_def_templates = new Dictionary<CustomOrderDefinition.CustomOneofCase, CustomOrderDefinitionImmutable> {
+            { CustomOrderDefinition.CustomOneofCase.Limit, new CustomOrderDefinitionImmutable(new CustomOrderDefinition{ Limit = new LimitOrderDefinition() }) },
+            { CustomOrderDefinition.CustomOneofCase.Market, new CustomOrderDefinitionImmutable(new CustomOrderDefinition{ Market = new MarketOrderDefinition() }) },
+            { CustomOrderDefinition.CustomOneofCase.Iceberg, new CustomOrderDefinitionImmutable(new CustomOrderDefinition{ Iceberg = new IcebergOrderDefinition() }) }
+         };
+
+      public static IEnumerable<CustomOrderDefinition.CustomOneofCase> known_order_types => _custom_def_templates.Keys;
+
+      public static CustomOrderDefinitionImmutable? custom_order_definitioni(CustomOrderDefinition.CustomOneofCase order_type) {
+         if (_custom_def_templates.TryGetValue(order_type, out var templatei)) {
+            return templatei.CloneToMutable();
+         }
+         return null;
+      }
+
      public static string fmt_order(uint quantity, double price, CustomOrderDefinition custom_order_definition) {
         return $"{quantity} @ {price}: {custom_order_definition}";
      }
+
+      public static string fmt_order(Side side, uint quantity, double price, string user, string account, CustomOrderDefinition custom_order_definition) {
+         return $"[{user}][{account}] {side} {fmt_order(quantity, price, custom_order_definition)}.";
+      }
   }
 }
@@ -0,0 +1,25 @@
+using System;
+using System.Text.RegularExpressions;
+
+namespace bts.api.csharp.utils {
+   static class RegexUtils {
+      public static Regex default_regex(string pattern) {
+         // these patterns typically come from the user,
+         // so the 'should_ignore' delegate below allows them
+         // to include all results by specifying "all" or "*".
+         return default_regex(pattern, p => string.IsNullOrEmpty(p) || p == "*" || p.ToLower() == "all");
+      }
+
+      public static Regex default_regex(string pattern, Func<string, bool> should_ignore) {
+         if (pattern == null)
+            return null;
+         pattern = pattern.Trim();
+         if (pattern == string.Empty)
+            return null;
+         return new Regex(pattern, RegexOptions.IgnoreCase | RegexOptions.IgnorePatternWhitespace);
+      }
+
+      public static Func<T, bool> to_predicate<T>(this Regex regex) =>
+         regex == null ? null : new Func<T, bool>(val => regex.IsMatch(val.ToString()));
+   }
+}
@@ -1,8 +1,52 @@
-using System;
+using bts.api.core;
+using System;
 using System.Collections.Generic;
-using System.Text;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+using SymbolTableGroup = bts.api.core.TableUpdateGrouping<bts.api.SecurityImmutable, uint, string>;

 namespace bts.api.csharp.utils {
   static class SecurityUtils {
+      public static IObservable<TableUpdate<SymbolTableGroup, string>> GroupBySymbols(this IObservable<TableUpdate<SecurityImmutable, uint>> securities_source) =>
+         securities_source.GroupTable(sec => sec.Id, sec => sec.Symbol);
+
+      public static async Task<SecurityImmutable> get_security_async(IObservable<Update<SecurityImmutable, uint>> source, string security_str = null) {
+         if (!string.IsNullOrEmpty(security_str)) {
+            Func<SecurityImmutable, bool> is_match;
+            // the user may specify the security string, or security key
+            if (uint.TryParse(security_str, out var sec_key)) {
+               is_match = sec => sec.Id == sec_key;
+            } else {
+               // ignore case and white space
+               security_str = security_str.Replace(" ", "").ToLower();
+               is_match = sec => sec.ToString().Replace(" ", "").ToLower() == security_str;
+            }
+            return await source.Select(update => {
+               foreach (var sec in update.all) {
+                  if (is_match(sec))
+                     return sec;
+               }
+               return (SecurityImmutable?)null;
+            })
+            .Where(sec => sec.HasValue)
+            .Select(sec => sec.Value)
+            .FirstAsync();
+         } else {
+            return await source.Where(update => update.all.Any())
+               .Select(update => update.all.First())
+               .FirstAsync();
+         }
+      }
+
+      public static class Predicates {
+         public static Func<SecurityImmutable, bool> symbols(IEnumerable<string> symbols) {
+            if (symbols is null)
+               return sec => true;
+            // use hashset for quicker Contains check
+            var symbols_set = new HashSet<string>(symbols);
+            return sec => symbols_set.Contains(sec.Symbol);
+         }
+      }
   }
 }
@@ -0,0 +1,40 @@
+using bts.api.core;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace bts.api.csharp.utils {
+   static class StringUtils {
+      public static IEnumerable<string> format_columns(IEnumerable<IEnumerable<string>> columns, int min_width = 8, int padding = 3) =>
+         format_columns(columns.Select(lines => (Math.Max(min_width, lines.Max(l => l.Length) + padding), lines)));
+
+      public static IEnumerable<string> format_columns(IEnumerable<(int width, IEnumerable<string> lines)> columns) {
+         var column_layout = columns.Select((column, index) => (column.lines.GetEnumerator(), column.width, index)).ToList();
+         int num_active = column_layout.Count;
+         if (num_active == 0)
+            yield break;
+         while (true) {
+            var sb = new StringBuilder();
+            for (int i = 0; i < column_layout.Count; i++) {
+               var (en, width, pos) = column_layout[i];
+               if (en != null && en.MoveNext()) {
+                  sb.Append(string.Format($"{{{0},{-width}}}", en.Current));
+                  sb.Append(string.Format($"{{{0,1}}}", "| "));
+               } else {
+                  sb.Append(string.Format($"{{{0},{-width}}}", ""));
+                  sb.Append(string.Format($"{{{0,1}}}", "| "));
+                  if (en != null) {
+                     // set the enumerable to null to inidicate this column is empty for the remaining rows
+                     en.Dispose();
+                     column_layout[i] = (null, width, pos);
+                     if (--num_active == 0)
+                        yield break;
+                  }
+               }
+            }
+            yield return sb.ToString();
+         }
+      }
+   }
+}
@@ -0,0 +1,10 @@
+using System.Threading.Tasks;
+
+namespace bts.api.csharp.utils {
+   static class TaskExtensions {
+      public static T WaitResult<T>(this Task<T> task) {
+         task.Wait();
+         return task.Result;
+      }
+   }
+}
@@ -0,0 +1,114 @@
+using bts.api.core;
+using mbts;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace bts.api.csharp.utils {
+   static class UpdateUtils {
+      /// <summary>
+      /// Uses a value-subscription delegate to create subscriptions (incrementally) for each value in the update sequence.
+      /// When a value is removed or changed, its corresponding subscription is disposed; if it changed, a new subscription is created with the new value.
+      /// </summary>
+      /// <typeparam name="T">The type of values in the updates.</typeparam>
+      /// <typeparam name="TKey">The type of keys in the updates.</typeparam>
+      /// <param name="update_stream">The update sequence.</param>
+      /// <param name="subscribe_value">The delegate to create a subscription for a particular value.</param>
+      /// <returns>An IDisposable that, upon being disposed, disposes the subscription to the update sequence, and all active value subscriptions.</returns>
+      public static IDisposable subscribe_incremental_values<T, TKey>(IObservable<Update<T, TKey>> update_stream, Func<T, IDisposable> subscribe_value)
+         where TKey : IEquatable<TKey> {
+         var locker = new object();
+         var value_subs = new Dictionary<TKey, IDisposable>();
+         var source_sub = update_stream.Subscribe(on_update);
+         return Disposable.Create(dispose);
+
+         // local methods
+         void on_update(Update<T, TKey> update) {
+            lock (locker) {
+               foreach (var value in update.removed) {
+                  var k = update.key(value);
+                  value_subs[k].Dispose();
+                  value_subs.Remove(k);
+               }
+               foreach (var ch in update.changes) {
+                  var k = update.key(ch.New);
+                  value_subs[k].Dispose();
+                  value_subs[k] = subscribe_value(ch.New);
+               }
+               foreach (var value in update.added) {
+                  value_subs.Add(update.key(value), subscribe_value(value));
+               }
+            }
+         }
+
+         void dispose() {
+            lock (locker) {
+               source_sub.Dispose();
+               foreach (var loop in value_subs.Values) {
+                  loop.Dispose();
+               }
+            }
+         }
+      }
+
+      public static IObservable<TableUpdate<T, TKey>> SafeFilter<T, TKey>(this IObservable<TableUpdate<T, TKey>> source, Func<T, bool> filter) where TKey : IEquatable<TKey> =>
+         filter == null ? source : source.Filter(filter);
+
+      public static bool is_empty<T, TKey>(this TableUpdate<T, TKey> table) where TKey : IEquatable<TKey> =>
+         !table.added.Any() && !table.changes.Any() && !table.removed.Any();
+
+      public static void print_incremental_changes<T, TKey>(Update<T, TKey> update, Func<T, TKey> key_fn, Func<T, string> fmt_value, string title) where TKey :IEquatable<TKey> {
+         print_incremental_changes<T, TKey>(update.added, update.changes, update.removed, v => $"{key_fn(v)}: {fmt_value(v)}", title);
+      }
+
+      public static void print_incremental_changes<T, TKey>(TableUpdate<T, TKey> table, Func<T, TKey> key_fn, Func<T, string> fmt_value, string title) where TKey :IEquatable<TKey> {
+         if (fmt_value is null)
+            fmt_value = v => v.ToString();
+         print_incremental_changes<T, TKey>(table.added, table.changes, table.removed, v => $"{key_fn(v)}: {fmt_value(v)}", title);
+      }
+
+      public static void print_incremental_changes<T, TKey>(IEnumerable<T> added, IEnumerable<Change<T>> changes, IEnumerable<T> removed, Func<T, string> fmt, string title) {
+         if (fmt is null)
+            fmt = v => v?.ToString() ?? "(null)";
+         var console_out = new StringBuilder();
+         Console.WriteLine($"Received {title} update");
+         var lines = StringUtils.format_columns(new[] {
+            added.Select(fmt).Prepend("  Added  "),
+            changes.Select(ch => ch.New).Select(fmt).Prepend("  Changed  "),
+            removed.Select(fmt).Prepend("  Removed  ")
+         });
+         foreach (var l in lines)
+            Console.WriteLine("\t" + l);
+      }
+
+      public static void _print_incremental_changes<T, TKey>(IEnumerable<T> added, IEnumerable<Change<T>> changes, IEnumerable<T> removed, Func<T, string> fmt, string title) {
+         if (fmt is null)
+            fmt = v => v?.ToString() ?? "(null)";
+         var console_out = new StringBuilder();
+         console_out.AppendLine($"Received {title} update");
+         using (var added_en = added.GetEnumerator()) {
+            if (added_en.MoveNext()) {
+               console_out.AppendLine("  Added:");
+               do console_out.AppendLine("    " + fmt(added_en.Current));
+               while (added_en.MoveNext());
+            }
+         }
+         using (var changes_en = changes.GetEnumerator()) {
+            if (changes_en.MoveNext()) {
+               console_out.AppendLine("  Changes");
+               do console_out.AppendLine($"    {fmt(changes_en.Current.Old)} --> {fmt(changes_en.Current.New)}");
+               while (changes_en.MoveNext());
+            }
+         }
+         using (var removed_en = removed.GetEnumerator()) {
+            if (removed_en.MoveNext()) {
+               console_out.AppendLine("  Removed");
+               do console_out.AppendLine("    " + fmt(removed_en.Current));
+               while (removed_en.MoveNext());
+            }
+         }
+         Console.Write(console_out.ToString());
+      }
+   }
+}
@@ -0,0 +1,46 @@
+using bts.api.admin;
+using bts.api.core;
+using bts.api.csharp.data;
+using bts.api.csharp.utils;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Concurrency;
+using System.Reactive.Linq;
+
+namespace bts.api.csharp.watch {
+   static class WatchAccounts {
+      /// <summary>
+      /// Uses the <see cref="AdminService"/> to subscribe to administrative data (users, accounts, permissions, etc.),
+      /// and displays account updates in the console window.
+      /// </summary>
+      public static IDisposable run(AdminService admin_service) {
+         // extract accounts from the admin data into an IObservable<IReadOnlyDictionary<uint, NameIDPair>>.
+         IObservable<IReadOnlyDictionary<uint, NameIDPair>> accounts_source =
+            admin_service.subscribei_admin_data()
+            .Select(update => {
+               // Note that update.all is an IEnumerable<AdminDataImmutable>,
+               // however, it should only have one element.  Pass the first element
+               // to the _map_accounts method, and return the resultant IReadOnlyDictionary.
+               return _map_accounts(update.all.FirstOrDefault());
+            });
+
+         // Use the 'Table' extension method to transform the accounts source from an IObservable<IReadOnlyDictionary<TKey, TValue>>
+         // into an IObservable<TableUpdate<TKey, TValue>> (the latter includes incremental update properties).
+         /// <see cref="TableUpdate{T, TKey}.added"/>
+         /// <see cref="TableUpdate{T, TKey}.changes"/>
+         /// <see cref="TableUpdate{T, TKey}.removed"/>
+         IObservable<TableUpdate<NameIDPair, uint>> incremental_accounts_source =
+            accounts_source.Table(account => account.id);
+
+         // subscribe to the incremental account updates,
+         // and print the changes in the console window.
+         return incremental_accounts_source
+            .ObserveOn(ThreadPoolScheduler.Instance)
+            .Subscribe(upd => UpdateUtils.print_incremental_changes(upd, acc => acc.id, acc => acc.name, "Accounts"));
+      }
+
+      static IReadOnlyDictionary<uint, NameIDPair> _map_accounts(AdminDataImmutable admin_data) =>
+         admin_data.Accounts.ToDictionary(acc => acc.Id, acc => new NameIDPair(acc.Name, acc.Id));
+   }
+}
@@ -0,0 +1,48 @@
+using bts.md;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Concurrency;
+using System.Reactive.Linq;
+using SecurityKey = System.UInt32;
+
+namespace bts.api.csharp.watch {
+   static class WatchBooks {
+      /// <summary>
+      /// Uses the <see cref="MarketDataService"/> to observe book updates
+      /// for an optionally filtered list of securities in the system,
+      /// and organize them into a dictionary.
+      /// </summary>
+      public static IDisposable run(MarketDataClient md_client, Func<SecurityImmutable, bool> security_predicate = null) {
+         var books = new Dictionary<SecurityKey, IMDBook>();
+         object locker = new object();
+         if (md_client is null)
+            throw new ArgumentNullException(nameof(md_client));
+         if (security_predicate is null)
+            security_predicate = new Func<SecurityImmutable, bool>(sec => true);
+         /// unlike the other api subscriptions, which publish <see cref="core.Update{T, TKey}"/>
+         /// this subscription publishes an <see cref="IEnumerable{T}"/>, so the updates are not incremental
+         /// (i.e., don't have added/removed/changed items).
+         return md_client.subscribe_book(security_predicate)
+            .ObserveOn(ThreadPoolScheduler.Instance)
+            .Subscribe(on_update);
+
+         void on_update(IEnumerable<IMDBook> new_books) {
+            lock (locker) {
+               foreach (var book in new_books) {
+                  Console.WriteLine($"{book.security} book updated: {_fmt_bbo(book)}.");
+                  books[book.security.Id] = book;
+               }
+            }
+         }
+      }
+
+      static string _fmt_bbo(IMDBook book) {
+         return $"{_fmt_price_size(book.bids.FirstOrDefault())} <--> {_fmt_price_size(book.asks.FirstOrDefault())}";
+      }
+
+      static string _fmt_price_size(PriceSize price_size) {
+         return price_size == null ? "N/A" : $"{price_size.size} @ {price_size.price}";
+      }
+   }
+}
@@ -0,0 +1,109 @@
+using bts.api.core;
+using bts.api.orderman;
+using System;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.Reactive.Concurrency;
+using System.Reactive.Linq;
+using AccountKey = System.UInt32;
+using OrderKey = System.UInt32;
+
+namespace bts.api.csharp.watch {
+   static class WatchOrders {
+      /// <summary>
+      /// Uses the <see cref="OrderService"/> to observe order updates, and group them by account.
+      /// Fills and status changes are displayed in the console window.
+      /// </summary>
+      public static IDisposable run(OrderService order_service, Func<OrderRecordImmutable, bool> predicate) {
+         /// 'OrderService' has 2 methods which can be used to subscribe to order updates.
+         ///  -------------------------------------------------------------------------------------
+         /// 1) <see cref="OrderService.subscribe_orders(string)"/>.
+         /// 2) <see cref="OrderService.subscribei_orders(string)"/>.
+         /// This method (no. 2) is typically preferrable because the data it provides is immutable.
+         /// --------------------------------------------------------------------------------------
+         var orders_source = order_service.subscribei_orders();
+         if (predicate != null)
+            orders_source = orders_source.Filter(predicate);
+         return run(orders_source.ObserveOn(ThreadPoolScheduler.Instance));
+      }
+
+      public static IDisposable run(IObservable<Update<OrderRecordImmutable, uint>> orders_source) {
+         object locker = new object();
+         var account_order_map = new Dictionary<AccountKey, Dictionary<OrderKey, OrderRecordImmutable>>();
+         return orders_source.Subscribe(on_update);
+
+         void on_order_added(OrderRecordImmutable new_order) {
+            if (!account_order_map.TryGetValue(new_order.Def.AccountId, out var account_orders)) {
+               // this is the first order for this account.
+               // initialize the account orders dictionary, and add it to our data.
+               account_orders = new Dictionary<AccountKey, OrderRecordImmutable>();
+               account_order_map.Add(new_order.Def.AccountId, account_orders);
+            }
+            _print_order_info(new_order, $"observed for the first time.");
+            // now add the order to account_orders
+            account_orders.Add(new_order.Key, new_order);
+         }
+
+         void on_order_changed(Change<OrderRecordImmutable> change) {
+            // ch.New and ch.Old have the same key.
+            Debug.Assert(change.New.Key == change.Old.Key);
+            var key = change.New.Key;
+            // detect fills
+            if (change.New.State.FilledQuantity != change.Old.State.FilledQuantity) {
+               if (change.New.State.FilledQuantity > change.New.State.Quantity) {
+                  // order has been overfilled
+                  var num_over_fills = change.New.State.FilledQuantity - change.New.State.Quantity;
+                  _print_order_info(change.New, $"overfilled by {num_over_fills}.");
+               } else if (change.New.State.FilledQuantity == change.New.State.Quantity) {
+                  // order has been filled to completion
+                  _print_order_info(change.New, "filled to completion");
+               } else if (change.New.State.Status == OrderStatus.Working) {
+                  // order is still working.
+                  var working_qty = change.New.State.Quantity - change.New.State.FilledQuantity;
+                  _print_order_info(change.New, $"still working {working_qty}");
+               } else {
+                  // order has stopped working prematurely (perhaps it was canceled)
+                  _print_order_info(change.New, $"is inactive");
+               }
+            }
+            // Account will not change, so our dictionary will definitely have a key for this account.
+            Debug.Assert(account_order_map.ContainsKey(change.New.Def.AccountId));
+            var account_orders = account_order_map[change.New.Def.AccountId];
+            // The value for this key in account_orders should equal ch.Old.
+            Debug.Assert(account_orders[key].Equals(change.Old));
+            // update account orders with the changed order. 
+            account_orders[key] = change.New;
+         }
+
+         void on_order_removed(OrderRecordImmutable old_val) {
+            // An entry for this order should be present in our data,
+            // as it is in the 'removed' items.
+            // Assert this is the case to illustrate the point.
+            Debug.Assert(account_order_map.ContainsKey(old_val.Def.AccountId));
+            var account_orders = account_order_map[old_val.Def.AccountId];
+            // the removed value should match the one currently in our data.
+            // Assert this is the case, then remove the order.
+            Debug.Assert(account_orders[old_val.Key].Equals(old_val));
+            account_orders.Remove(old_val.Key);
+         }
+
+         void on_update(Update<OrderRecordImmutable, OrderKey> update) {
+            lock (locker) {
+               foreach (OrderRecordImmutable new_order in update.added) {
+                  on_order_added(new_order);
+               }
+               foreach (Change<OrderRecordImmutable> change in update.changes) {
+                  on_order_changed(change);
+               }
+               foreach (OrderRecordImmutable old_order in update.removed) {
+                  on_order_removed(old_order);
+               }
+            }
+         }
+      }
+
+      static void _print_order_info(OrderRecordImmutable order, string message) {
+         Console.WriteLine($"Order {order.Key} ({order.State.Status}, filled {order.State.FilledQuantity}/{order.State.Quantity}): {message}.");
+      }
+   }
+}
@@ -0,0 +1,112 @@
+using bts.api.core;
+using bts.api.position;
+using System;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.Reactive.Concurrency;
+using System.Reactive.Linq;
+
+namespace bts.api.csharp.watch {
+   /// <summary>
+   /// A pair of security, and account id,
+   /// which uniquely identifies each PositionUnit.
+   /// </summary>
+   readonly struct PositionKey {
+      public PositionKey(uint security_id, uint account_id) {
+         this.security_id = security_id;
+         this.account_id = account_id;
+      }
+
+      public uint security_id { get; }
+      public uint account_id { get; }
+
+      public static PositionKey from_position(PositionUnitImmutable p) =>
+         new PositionKey(p.SecurityId, p.AccountId);
+
+      public override string ToString() =>
+         $"Sec {security_id}, Acc {account_id}";
+   }
+
+   static class WatchPositions {
+      /// <summary>
+      /// Uses the <see cref="PositionService"/> api to monitor positions
+      /// for every account/security pair, and organize them into a Dictionary.
+      /// </summary>
+      public static IDisposable run(PositionService position_service, Func<PositionUnitImmutable, bool> predicate) {
+         /// 'PositionService' has 2 methods which can be used to subscribe to position updates.
+         ///  -------------------------------------------------------------------------------------
+         /// 1) <see cref="PositionService.subscribe_position_data(string)"/>.
+         /// 2) <see cref="PositionService.subscribei_position_data(string)"/>.
+         /// This method (no. 2) is typically preferrable because the data it provides is immutable.
+         /// --------------------------------------------------------------------------------------
+         return run(position_service.subscribei_position_data().Filter(predicate).ObserveOn(ThreadPoolScheduler.Instance));
+      }
+
+      public static IDisposable run(IObservable<Update<PositionUnitImmutable, int>> position_source) {
+         var data = new Dictionary<PositionKey, PositionUnitImmutable>();
+         return position_source.Subscribe(on_update);
+
+         void on_position_added(PositionUnitImmutable new_val) {
+            var k = PositionKey.from_position(new_val);
+            // this entry should NOT be present in our _data, as it is in the 'added' items.
+            // Assert this is the case to illustrate the point.
+            Debug.Assert(!data.ContainsKey(k));
+            print_position_info(k, $"initial position received.  Day: Long {new_val.DayLongPos}, Short {new_val.DayShortPos}, Net {new_val.DayLongPos - new_val.DayShortPos}.");
+            // add the new position unit to _data
+            data.Add(k, new_val);
+         }
+
+         void on_position_changed(Change<PositionUnitImmutable> change) {
+            var k = PositionKey.from_position(change.New);
+            // ch.New and ch.Old have the same key (i.e., the Account/Security pair),
+            Debug.Assert(change.New.AccountId == change.Old.AccountId);
+            Debug.Assert(change.New.SecurityId == change.Old.SecurityId);
+            // of course, the value for this key in our dictionary should equal ch.Old.
+            Debug.Assert(data[k].Equals(change.Old));
+            // Display changes to the day position in the console window.
+            // 1) check if the day long changed
+            if (change.New.DayLongPos != change.Old.DayLongPos) {
+               print_position_info(k, $"day long changed from {change.Old.DayLongPos} to {change.New.DayLongPos}.");
+            }
+            // 2) check if day short changed
+            if (change.New.DayShortPos != change.Old.DayShortPos) {
+               print_position_info(k, $"day short changed from {change.Old.DayShortPos} to {change.New.DayShortPos}.");
+            }
+            // 3) check if net day position changed
+            var new_net_day_pos = change.New.DayLongPos - change.New.DayShortPos;
+            var old_net_day_pos = change.Old.DayLongPos - change.Old.DayShortPos;
+            if (new_net_day_pos != old_net_day_pos) {
+               print_position_info(k, $"day net changed from {old_net_day_pos} to {new_net_day_pos}.");
+            }
+            // update _data with the changed position.
+            data[k] = change.New;
+         }
+
+         void on_position_removed(PositionUnitImmutable old_val) {
+            var k = PositionKey.from_position(old_val);
+            // this entry should be present in our _data, as it is in the 'removed' items.
+            // Assert this is the case to illustrate the point.
+            Debug.Assert(data.ContainsKey(k));
+            // this should match our data.  Assert this is the case.
+            Debug.Assert(data[k].Equals(old_val));
+            data.Remove(k);
+         }
+
+         void on_update(Update<PositionUnitImmutable, int> update) {
+            foreach (PositionUnitImmutable p in update.added) {
+               on_position_added(p);
+            }
+            foreach (Change<PositionUnitImmutable> ch in update.changes) {
+               on_position_changed(ch);
+            }
+            foreach (PositionUnitImmutable p in update.removed) {
+               on_position_removed(p);
+            }
+         }
+
+         void print_position_info(PositionKey position_key, string message) {
+            Console.WriteLine($"Position {position_key}: {message}.");
+         }
+      }
+   }
+}
@@ -0,0 +1,22 @@
+using bts.api.core;
+using bts.api.csharp.utils;
+using System;
+using System.Reactive.Concurrency;
+using System.Reactive.Linq;
+
+namespace bts.api.csharp.watch {
+   static class WatchSecurities {
+      public static IDisposable run(MarketDataService market_data_service, Func<SecurityImmutable, bool> predicate) {
+         // watch securities
+         var securities = market_data_service.subscribei_securities().Table();
+         if (predicate != null)
+            securities = securities.Filter(predicate);
+         return securities
+            .ObserveOn(ThreadPoolScheduler.Instance)
+            .Subscribe(upd => {
+               if (!upd.is_empty())
+                  UpdateUtils.print_incremental_changes(upd, sec => sec.Id, null, "Securities");
+            });
+      }
+   }
+}
@@ -0,0 +1,48 @@
+using bts.api.core;
+using System;
+using System.Linq;
+using System.Reactive.Concurrency;
+using System.Reactive.Linq;
+using SymbolTableGroup = bts.api.core.TableUpdateGrouping<bts.api.SecurityImmutable, uint, string>;
+
+namespace bts.api.csharp.watch {
+   static class WatchSymbols {
+      /// <summary>
+      /// Observes securities via <see cref="MarketDataService.subscribei_securities(string)"/>, and prints newly received symbols to the console.
+      /// </summary>
+      /// <returns>An IDisposable to dispose the subscription to the securities source.</returns>
+      public static IDisposable run(MarketDataService market_data_service) {
+         return run(market_data_service.subscribei_securities().Table());
+      }
+
+      /// <summary>
+      /// Observes a security update sequence, and prints newly received symbols to the console.
+      /// </summary>
+      /// <returns>An IDisposable to dispose the subscription to the securities source.</returns>
+      public static IDisposable run(IObservable<TableUpdate<SecurityImmutable, uint>> securities_source) {
+         ushort update_count = 0;
+         object locker = new object();
+         return securities_source.GroupTable(sec => sec.Id, sec => sec.Symbol)
+            .ObserveOn(ThreadPoolScheduler.Instance)
+            .Subscribe(on_update);
+
+         void on_update(TableUpdate<SymbolTableGroup, string> group_update) {
+            lock (locker) {
+               var num_new_securities = group_update.added.Concat(group_update.changed).Sum(grp => grp.table.added.Count());
+
+               Console.WriteLine(
+                  $"Security update number {++update_count} provided {num_new_securities} new securities " +
+                  $"on {group_update.added.Count()} new symbols.");
+
+               var new_symbols = group_update.added
+                  .Select(table_group => table_group.group_key)
+                  .OrderBy(sym => sym);
+
+               foreach (var new_symbol in new_symbols) {
+                  Console.WriteLine("\t" + new_symbol);
+               }
+            }
+         }
+      }
+   }
+}
@@ -1 +1 @@
-set(sources algo/AlgoDefinitionServiceServer.cpp;cmds/AdminReport.cpp;cmds/AutoCert.cpp;cmds/Benchmark.cpp;cmds/CmdRegistry.cpp;cmds/ConfigCheck.cpp;cmds/FIXSim.cpp;cmds/Help.cpp;cmds/KeyCode.cpp;cmds/Md.cpp;cmds/ParseHistoricalFIX.cpp;cmds/PrintHedgeOrders.cpp;cmds/QuickTest.cpp;cmds/Run.cpp;cmds/RunSim.cpp;cmds/Span.cpp;cmds/Test.cpp;cmds/TestCeloxica.cpp;cmds/Web.cpp;dspark/mirage/quick_queue/quick_queue.cpp;exchange_sim/ExchangeSim.cpp;exchange_sim/ExchangeSimApplication.cpp;exchange_sim/book/Book.cpp;exchange_sim/book/ExchangeSim.proto;exchange_sim/book/Order.cpp;exchange_sim/book/OrderMatcher.cpp;exchange_sim/book/book_transform.cpp;exchange_sim/tests/test_book_transform.cpp;http/ApiGateway.cpp;http/MultipartFormDecoder.cpp;http/WebServer.cpp;http/tests/MultiPartFormTests.cpp;main.cpp;md/ChannelVolume.cpp;md/MarketDataAuxiliaryServiceServer.cpp;md/VolumeAtPriceState.cpp;md/platforms/IMDPlatform.cpp;md/platforms/celoxica/CXListener.cpp;md/platforms/celoxica/CXMain.cpp;md/platforms/celoxica/tests/cx_tests.cpp;md/platforms/ice_onixs/ICEListener.cpp;md/platforms/ice_onixs/ICEMain.cpp;md/platforms/ice_onixs/tests/ice_tests.cpp;md/platforms/mdp3_onixs/MDP3Listener.cpp;md/platforms/mdp3_onixs/MDP3Main.cpp;md/platforms/mdp3_onixs/tests/mdp3_tests.cpp;md/run_md.cpp;position/IPositionObserver.cpp;position/MarginServiceCore.cpp;position/MarginServiceServer.cpp;position/PositionAggregator.cpp;position/PositionMap.cpp;position/PositionServicePNLHelper.cpp;position/PositionServiceServer.cpp;position/import/BasePositionServiceServer.cpp;position/import/DownloadCommonStateMachine.cpp;position/import/DownloadWindow.cpp;position/import/MoneyFileServiceServer.cpp;position/import/parsing/gmi_parser.cpp;position/import/parsing/money_parser.cpp;position/import/parsing/parser_common.cpp;position/tests/PositionTests.cpp;position/tests/position_tests_internal.cpp;subprocess/SubProcessRunner.cpp;support/ErrorReportService.cpp;support/ShellLatencyServer.cpp;user/AdminServiceServer.cpp;user/AuthServiceServer.cpp;user/tests/admin_service_tests.cpp)
+set(sources algo/AlgoDefinitionServiceServer.cpp;cmds/AdminReport.cpp;cmds/AutoCert.cpp;cmds/Benchmark.cpp;cmds/CmdRegistry.cpp;cmds/ConfigCheck.cpp;cmds/FIXSim.cpp;cmds/Help.cpp;cmds/KeyCode.cpp;cmds/Md.cpp;cmds/ParseHistoricalFIX.cpp;cmds/PrintHedgeOrders.cpp;cmds/QuickTest.cpp;cmds/Run.cpp;cmds/RunSim.cpp;cmds/Span.cpp;cmds/Test.cpp;cmds/Web.cpp;dspark/mirage/quick_queue/quick_queue.cpp;exchange_sim/ExchangeSim.cpp;exchange_sim/ExchangeSimApplication.cpp;exchange_sim/book/Book.cpp;exchange_sim/book/ExchangeSim.proto;exchange_sim/book/Order.cpp;exchange_sim/book/OrderMatcher.cpp;exchange_sim/book/book_transform.cpp;exchange_sim/tests/test_book_transform.cpp;http/ApiGateway.cpp;http/MultipartFormDecoder.cpp;http/WebServer.cpp;http/tests/MultiPartFormTests.cpp;main.cpp;md/ChannelVolume.cpp;md/MarketDataAuxiliaryServiceServer.cpp;md/VolumeAtPriceState.cpp;md/platforms/IMDPlatform.cpp;md/platforms/ice_onixs/ICEListener.cpp;md/platforms/ice_onixs/ICEMain.cpp;md/platforms/ice_onixs/tests/ice_tests.cpp;md/platforms/mdp3_onixs/MDP3Listener.cpp;md/platforms/mdp3_onixs/MDP3Main.cpp;md/platforms/mdp3_onixs/tests/mdp3_tests.cpp;md/run_md.cpp;position/IPositionObserver.cpp;position/MarginServiceCore.cpp;position/MarginServiceServer.cpp;position/PositionAggregator.cpp;position/PositionMap.cpp;position/PositionServicePNLHelper.cpp;position/PositionServiceServer.cpp;position/import/BasePositionServiceServer.cpp;position/import/DownloadCommonStateMachine.cpp;position/import/DownloadWindow.cpp;position/import/MoneyFileServiceServer.cpp;position/import/parsing/gmi_parser.cpp;position/import/parsing/money_parser.cpp;position/import/parsing/parser_common.cpp;position/tests/PositionTests.cpp;position/tests/position_tests_internal.cpp;subprocess/SubProcessRunner.cpp;support/ErrorReportService.cpp;support/ShellLatencyServer.cpp;user/AdminServiceServer.cpp;user/AuthServiceServer.cpp;user/tests/admin_service_tests.cpp)
@@ -1,26 +0,0 @@
-#include "TestCeloxica.h"
-
-#include "server/sparkd/md/platforms/celoxica/CXMain.h"
-#include "server/sparkd/md/platforms/celoxica/CXListener.h"
-
-namespace bts 
-{
-namespace cmd 
-{
-
-int TestCeloxica::execute(const std::vector<std::string>&)
-{
-   bts::md::CXMain main;
-   main.initialize();
-   return 0;
-}
-
-std::string TestCeloxica::help()
-{
-   return "\t test BTS <> Celoxica integration \n";
-} 
-
-}
-}
-
-
@@ -1,20 +0,0 @@
-#pragma once
-
-#include "ICmd.h"
-
-namespace bts 
-{
-namespace cmd 
-{
-
-class TestCeloxica : public ICmd
-{
-public:
-   int execute(std::vector<std::string> const &args);
-   std::string help();
-};
-
-}
-}
-
-
@@ -19,7 +19,6 @@
 #include "server/sparkd/cmds/RunSim.h"
 #include "server/sparkd/cmds/Span.h"
 #include "server/sparkd/cmds/Test.h"
-#include "server/sparkd/cmds/TestCeloxica.h"
 #include "server/sparkd/cmds/Web.h"

 using namespace bts;
@@ -32,7 +31,6 @@ int main(int argc, char **argv) {
   REGISTER(Help);
   REGISTER(Run);
   REGISTER(Md);
-   REGISTER(TestCeloxica);
   REGISTER(ConfigCheck);
   REGISTER(KeyCode);
   REGISTER(RunSim);
@@ -1,88 +0,0 @@
-#include "CXListener.h"
-
-#include "lib/utils/defer.h"
-#include "lib/utils/CallTimer.h"
-#include "lib/utils/helper_macros.h"
-#include <tuple>
-
-namespace celoxica { namespace gmac {} }
-#include "celoxica.h"
-using namespace celoxica::gmac;
-using namespace std;
-
-namespace bts 
-{
-namespace md 
-{
-
-CXListener::CXListener(CXSecurityIndex& index, MDProducer& producer, SecurityIDRecorder& recorder, 
-                       co2::SettlementRecorder& settles, std::vector<MDProducerChannel> channels, 
-                       utils::Dispatcher& disp) :
-    _index(index),
-    _producer(producer),
-    _packet_arrived(),
-    _latest_sequence(0),
-    _security_recorder(recorder),
-    _settlement_recorder(settles),
-    _symbol_filter_storage(),
-    _channels(channels),
-    _background(disp),
-    _security_recorder_input_timer(disp, 900, [&]() { dequeue_securities(); }),
-    _security_recorder_input(),
-    _concurrency_monitor(0),
-    _book_updates()
- {
-    _book_updates.reserve(32);
-    _security_recorder_input_timer.start();
- }
-
-CXListener::~CXListener() 
-{
-   _security_recorder_input_timer.stop();
-}
-
-void CXListener::add_software_filter(const std::string& symbol)
-{
-   _symbol_filter_storage.push_back(symbol);
-   //_symbol_filter.clear();
-   //for (const auto& str : _symbol_filter_storage) {
-   //   _symbol_filter.insert(onixs::StringRef(str));
-   //}
-}
-
-void CXListener::on_GMACMessageOrderDepthV3(const GMACMessageOrderDepthV3*)
-{
-}
-
-
-void CXListener::dequeue_securities()
-{
-}
-
-void CXListener::flush_books() 
-{
-   // This is called at the end of the packet
-   // Write all book updates to shared memory and reset for the next packet
-   //for (auto& entry : _book_updates) {
-   //   // bbo first
-   //   uint16_t sequence = (_latest_sequence & 0xFFFF);
-   //   entry.handle.update_bbo(_packet_arrived, entry.bids[0], entry.asks[0], sequence);
-
-   //   // Perf Note: the remainder of the book update could be done (carefully) with a memcpy
-   //   for (size_t x = 1; x < COCONUT_MAX_DEPTH; ++x) {
-   //      entry.handle.update_bid(_packet_arrived, entry.bids[x], x);
-   //      entry.handle.update_ask(_packet_arrived, entry.asks[x], x);
-   //   }
-   //}
-   //// Reset pending updates
-   //_book_updates.clear();
-}
-
-}
-
-md::CXListener::BookData::BookData(MDProducerHandle & handle) : handle(handle), bids(), asks()
-{ 
-}
-
-}//namespace
-
@@ -1,61 +0,0 @@
-#pragma once
-
-#include "lib/utils/bts_no_copy.h"
-#include "lib/md/coconut2.h"
-#include "lib/utils/Dispatcher.h"
-#include "server/sparkd/md/platforms/celoxica/CXSecurityIndex.h"
-
-#include <tbb/concurrent_queue.h>
-#include <vector>
-#include <atomic>
-
-namespace bts 
-{
-namespace md 
-{
-struct GMACMessageOrderDepthV3;
-
-class CXListener 
-{
-public:
-   CXListener(CXSecurityIndex&, MDProducer&, SecurityIDRecorder&, 
-              co2::SettlementRecorder&, std::vector<MDProducerChannel>, utils::Dispatcher&);
-   ~CXListener();
-
-   void add_software_filter(const std::string& symbol);
-
-   void on_GMACMessageOrderDepthV3(const GMACMessageOrderDepthV3*);
-
-private: 
-   void flush_books();
-   void dequeue_securities();
-
-private:
-   BTS_NO_COPY(CXListener);
-
-   CXSecurityIndex& _index;
-   MDProducer& _producer;
-   utils::TimeStamp _packet_arrived;
-   uint64_t _latest_sequence;
-   SecurityIDRecorder& _security_recorder;
-   co2::SettlementRecorder& _settlement_recorder;
-   std::vector<std::string> _symbol_filter_storage;
-   std::vector<MDProducerChannel> _channels;
-   utils::Dispatcher& _background;
-   utils::DispatcherTimer _security_recorder_input_timer;
-   tbb::concurrent_queue<CXSecurityData*> _security_recorder_input;
-   std::atomic<int> _concurrency_monitor;
-
-   struct BookData {
-      BookData(MDProducerHandle& handle);
-      MDProducerHandle handle;
-      PriceSize bids[10];
-      PriceSize asks[10];
-   };
-
-   std::vector<BookData> _book_updates;   
-};
-
-
-}}//namespace
-
@@ -1,83 +0,0 @@
-#include "CXMain.h"
-
-#include "lib/md/cme/MDP3Utils.h"
-#include "lib/config/config.h"
-#include "lib/md/coconut2.h"
-#include "lib/os/os.h"
-#include "lib/utils/Dispatcher.h"
-#include "lib/utils/proto_helper.h"
-#include "lib/utils/helper_macros.h"
-
-#include "lib/config/protos/MarketData.pb.h"
-#include "lib/config/protos/system.pb.h"
-
-namespace celoxica { namespace gmac {} }
-#include "celoxica.h"
-
-extern "C"
-{
-#define __retcode_start__
-#define __retcode_end__
-}
-
-#include <memory>
-#include <set>
-
-using namespace std;
-using namespace celoxica::gmac;
-
-namespace bts 
-{
-namespace md
-{
-
-void run_cx_server(UserSymbol* psyms, size_t symcount)
-{
-   CXMain main;
-   vector<UserSymbol> symbols;
-   for(size_t x = 0; x < symcount; ++x) {
-      symbols.push_back(psyms[x]);
-   }
-   main.run(symbols);
-}
-
-CXMain::CXMain() :
-   _producer(co2::PLATFORM_CELOXICA),
-   _security_recorder({}),
-   _settlement_recorder(co2::PLATFORM_CELOXICA),
-   _listeners()
-{
-}
-
-CXMain::~CXMain() {}
-
-void CXMain::initialize()
-{
-   //celoxica::gmac::GMACIdentify(stderr);
-   //const auto& options = config::get<CMEOptions>();
-
-}
-
-
-void CXMain::run(std::vector<UserSymbol>& symbols)
-{
-   bts::md::await_cme_config();
-   initialize();
-
-   parse_channels(symbols);
-   // const auto& channels = parse_channels(symbols);
-}
-
-
-
-std::unique_ptr<CXListener> CXMain::prepare_listener(const std::string& channel, const CMEChannel&)
-{
-   UNUSED(channel);
-   return std::unique_ptr<CXListener>();
-}
-
-
-}
-}
-
-
@@ -1,49 +0,0 @@
-#pragma once
-
-#include "lib/utils/bts_no_copy.h"
-#include "lib/md/coconut2.h"
-#include "server/sparkd/md/platforms/celoxica/CXListener.h"
-#include "server/sparkd/md/platforms/celoxica/CXSecurityIndex.h"
-
-#include <memory>
-#include <vector>
-#include <map>
-
-namespace bts 
-{
-namespace md 
-{
-void run_cx_server(UserSymbol* sym, size_t symcount);
-
-struct CMEChannel;
-class CXListener;
-
-/*
- * The CX provider is very simple.  1 CXMain maps to 1 Celoxica Queue, which maps to 1 thread and one bound CPU.
- * Control starts in CXMain which starts the thread, binds to a cpu, provides a (currently unused) list of all the symbols we need 
- * prepare_handler configures an exchange channel to be owned by this queue, and prepare_listener sets up thing that sees 
- * all callbacks which maps the exchange id to the MDProducerHandle and writes to shared mem
- */
-class CXMain
-{
-public:
-   CXMain();
-   ~CXMain();
-
-   void run(std::vector<UserSymbol>&); //call initialize, start the pump
-   void initialize(); //set up channels, etc
-
-   std::unique_ptr<CXListener> prepare_listener(const std::string& channel, const CMEChannel&);
-
-private:
-   BTS_NO_COPY(CXMain);
-
-   CXSecurityIndex _index;
-   MDProducer _producer;
-   SecurityIDRecorder _security_recorder;
-   co2::SettlementRecorder _settlement_recorder;
-   std::vector<std::unique_ptr<CXListener>> _listeners;
-};
-
-}}//namespace
-
@@ -1,21 +0,0 @@
-#pragma once
-
-#include "lib/md/SecurityIndex.h"
-#include <string>
-
-namespace bts 
-{
-namespace md 
-{
-
-struct CXSecurityData 
-{
-   CXSecurityData(uint32_t id, MDProducerHandle& h) : id(id), handle(h) {}
-   uint32_t id; // exchange id
-   MDProducerHandle handle;
-};
-
-using CXSecurityIndex = ConcurrentSecurityIndex<uint32_t, CXSecurityData>;
-
-}}//namespace
-
@@ -1,15 +0,0 @@
-#pragma once
-
-namespace celoxica
-{
-namespace gmac
-{
-
-#include "celoxica/gmac.h"
-#include "celoxica/gmac_template_v3.h"
-#include "celoxica/gmac_info.h"
-
-}
-}
-
-
@@ -1,210 +0,0 @@
-// #include "catch/catch.hpp"
-
-// #include "lib/config/config.h"
-// #include "lib/config/protos/MarketData.pb.h"
-
-// #include <vector>
-// #include <string>
-// #include <functional>
-// #include <stdarg.h>
-
-// #include "../MDP3Utils.h"
-// #include "../onixs.h"
-
-// using namespace bts::md;
-// using namespace std;
-
-
-// namespace bts {
-// namespace md {
-
-// map<string, onixs::FeedEngineSettings> create_feed_engine_settings(const std::vector<CMEChannel>& channels);
-// const CMEOptions::CMEChannel channel_settings_for(const string& id);
-
-// namespace test {
-
-// vector<CMEChannel> test_channels(int count, ...) {
-//    // Doing this the C way because I still haven't updated VS
-//    vector<CMEChannel> result;
-//    va_list ap;
-//    va_start(ap, count);
-//    for (int x = 0; x < count; ++x) {
-//       const char* val = va_arg(ap, char*);
-//       CMEChannel temp;
-//       temp.id = val;
-//       result.push_back(temp);
-//    }
-//    va_end(ap);
-//    return result;
-// }
-   
-
-// TEST_CASE("mdp3_tests","[md]") {
-//    SECTION("test_defaults") {
-//       config::internal::initialize_for_test("CMEOptions {}");
-
-//       vector<CMEChannel> channels = test_channels(1, "310");
-//       auto result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 0);
-      
-//       channels = test_channels(2, "310", "311");
-//       result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 0);
-
-//       channels = test_channels(4, "310", "311", "400", "412");
-//       result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 0);
-      
-//       REQUIRE(!channel_settings_for("310").has_feed_engine());
-//       REQUIRE(!channel_settings_for("311").has_feed_engine());
-//       REQUIRE(!channel_settings_for("315").has_feed_engine());
-//    }
-
-//    SECTION("test_segregate_futures") {
-//       config::internal::initialize_for_test(
-//          "CMEOptions {\n"
-//          "    value {\n"
-//          "        feed_engine {\n"
-//          "            name: 'default'\n"
-//          "        }\n"
-//          "        feed_engine {\n"
-//          "            name: 'futures'\n"
-//          "            num_threads: 4\n"
-//          "        }\n"
-//          "        # Futures\n"
-//          "        channel {\n"
-//          "            id: '310'\n"
-//          "            id: '312'\n"
-//          "            feed_engine: 'futures'\n"
-//          "        }\n"
-//          "        # Options\n"
-//          "        channel {\n"
-//          "            id: '311'\n"
-//          "            id: '313'\n"
-//          "            id: '315'\n"
-//          "            feed_engine: 'default'\n"
-//          "        }\n"
-//          "    }\n"
-//          "}");
-      
-//       vector<CMEChannel> channels = test_channels(1, "310");
-//       auto result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 1);
-//       REQUIRE(result.begin()->first == "futures");
-//       REQUIRE(result.begin()->second.threadsCount() == 4);
-      
-//       channels = test_channels(1, "311");
-//       result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 1);
-//       REQUIRE(result.begin()->first == "default");
-//       REQUIRE(result.begin()->second.threadsCount() == 1);
-      
-//       channels = test_channels(2, "311", "310");
-//       result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 2);
-//       REQUIRE(result["default"].threadsCount() == 1);
-//       REQUIRE(result["futures"].threadsCount() == 4);
-      
-//       // Test channels not listed in config
-//       channels = test_channels(2, "317", "318");
-//       result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 0);
-//    }
-
-//    SECTION("test_no_default") {
-//       config::internal::initialize_for_test(
-//          "CMEOptions {\n"
-//          "    value {\n"
-//          "        feed_engine {\n"
-//          "            name: 'futures'\n"
-//          "            num_threads: 4\n"
-//          "        }\n"
-//          "        # any channel not listed will use the default feed engine\n"
-//          "        # Futures\n"
-//          "        channel {\n"
-//          "            id: '310'\n"
-//          "            id: '312'\n"
-//          "            feed_engine: 'futures'\n"
-//          "        }\n"
-//          "        # Options\n"
-//          "        channel {\n"
-//          "            id: '311'\n"
-//          "            id: '313'\n"
-//          "            id: '315'\n"
-//          "            use_tcp_replay: false\n"
-//          "        }\n"
-//          "    }\n"
-//          "}");
-      
-//       vector<CMEChannel> channels = test_channels(1, "310");
-//       auto result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 1);
-//       REQUIRE(result.begin()->first == "futures");
-//       REQUIRE(result.begin()->second.threadsCount() == 4);
-      
-//       channels = test_channels(1, "311");
-//       result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 0);
-      
-//       channels = test_channels(2, "311", "310");
-//       result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 1);
-//       REQUIRE(result["futures"].threadsCount() == 4);
-      
-      
-//       REQUIRE(channel_settings_for("310").use_tcp_replay() == true);
-//       REQUIRE(channel_settings_for("311").use_tcp_replay() == false);
-//       REQUIRE(channel_settings_for("315").use_tcp_replay() == false);
-//    }
-
-//    SECTION("test_one_thread_each") {
-//       config::internal::initialize_for_test(
-//          "CMEOptions {\n"
-//          "   value {\n"
-//          "      channel {\n"
-//          "         id: '*'\n"
-//          "      }\n"
-//          "   }\n"
-//          "}\n");
-
-//       vector<CMEChannel> channels = test_channels(1, "310", "311");
-//       auto result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 0);
-
-//       const auto& settings = channel_settings_for("311");
-//       REQUIRE(!settings.has_feed_engine());
-//    }
-
-//    SECTION("test_common_futures_thread") {
-//       config::internal::initialize_for_test(
-//          "CMEOptions {\n"
-//          "   value {\n"
-//          "        feed_engine {\n"
-//          "            name: 'futures'\n"
-//          "            num_threads: 4\n"
-//          "        }\n"
-//          "        channel {\n"
-//          "            id: '310'\n"
-//          "            feed_engine: 'futures'\n"
-//          "            udp_socket_buffer_size: 1234\n"
-//          "        }\n"
-//          "        channel {\n"
-//          "           id: '*'\n"
-//          "        }\n"
-//          "  }\n"
-//          "}\n");
-
-//       vector<CMEChannel> channels = test_channels(6, "310", "311", "315", "100", "10", "42");
-//       auto result = create_feed_engine_settings(channels);
-//       REQUIRE(result.size() == 1);
-//       result = create_feed_engine_settings(test_channels(1, "315"));
-//       REQUIRE(result.size() == 0);
-
-//       REQUIRE(!channel_settings_for("311").has_feed_engine());
-//       REQUIRE(channel_settings_for("310").has_feed_engine());
-//       REQUIRE(channel_settings_for("310").udp_socket_buffer_size() == 1234);
-//       REQUIRE(channel_settings_for("311").has_udp_socket_buffer_size() == false);
-//    }
-// }
-
-// }}}//namespace
@@ -2,11 +2,6 @@
 export DOTNET_SKIP_FIRST_TIME_EXPERIENCE=1
 export PATH="$PATH:/root/.dotnet/tools"

-# install npx
-if ! [ -x "$(command -v npx)" ]; then
-    npm install -g npx
-fi
-
 export OUT=${BUILD_DIR:-../../../build}/web
 MODE=manual
 case "$OUT" in
@@ -39,9 +34,6 @@ PROTOC=../../../externals/linux/bin/protoc
 ORANGE='\033[0;33m'
 NOCOLOR='\033[0m'

-npm install
-
-
 # Run pbjs to produce protobuf module
 echo -e \* ${ORANGE} pbjs ${NOCOLOR}
 npx --no-install pbjs -t json-module -w commonjs -o $OUT/api/proto.js $PROTO_LIST
@@ -79,11 +71,10 @@ if [ "$FULL" ==  "1" ]; then
    export DOTNET_SKIP_FIRST_TIME_EXPERIENCE=1
    echo -e \* ${ORANGE} fable ${NOCOLOR}
    cd ../ui/
-    npm install
    cd src
    mkdir -p $OUT/ui/
    cp -r ../public/* $OUT/ui/
-    dotnet restore
+    dotnet restore -s ../../../../externals/nuget/packages
    if [ "$MODE" == "release" ]; then
        dotnet fable webpack -- --env.BUILD_PATH=$OUT -p
    else
@@ -1,22 +0,0 @@
-cmake_minimum_required(VERSION 3.5)
-
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libbase.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libutils.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libfix_lib.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libclxlog.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libade_version.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libade.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libclx.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libgmac_version.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libgmac.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libcputimestamp.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libclxconfig.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libconfigfile.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libac.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/librc.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/liblldt.so")
-LIST(APPEND CELOXICA_LIB "${SPARK_LIB}/celoxica/libregister.so")
-
-file(COPY ${CELOXICA_LIB} DESTINATION ${CMAKE_BINARY_DIR}/src/server/sparkd)
-
-
@@ -7,7 +7,7 @@ if not exist build\src\lib\libspark.vcxproj (
 )

 call "C:\Program Files (x86)\Microsoft Visual Studio\2017\BuildTools\Common7\Tools\VsDevCmd.bat"
-msbuild /m /p:debugtype=portable /p:platform=x64 /clp:verbosity=minimal /clp:summary /t:restore spark_client.sln /p:Configuration=release
+msbuild /m /p:debugtype=portable /p:platform=x64 /clp:verbosity=minimal /clp:summary /t:restore /p:RestoreSources=externals\windows\nuget\packages spark_client.sln /p:Configuration=release
 IF %ERRORLEVEL% NEQ 0 GOTO :ERROR_AND_END

 msbuild /m /p:debugtype=portable /p:platform=x64 /clp:verbosity=minimal /clp:summary spark_client.sln /p:Configuration=release
@@ -1,9 +1,8 @@
 #!/bin/bash
-BUILD=clang_debug
-BUILD_LOC=/home/ppinto/temp/spark_build
+
 if [ -f /.dockerenv ]; then
-    cd $BUILD_LOC/$BUILD && ninja
+    (cd `readlink -f .` && ninja)
 else
    cid=`docker ps | grep -P "emacs_ide|bluetradingsystems/linux_docker" | awk '{print $1}'`
-    docker exec $cid /bin/bash -c "cd $BUILD_LOC/$BUILD && ninja"
+    docker exec $cid /bin/bash -c "(cd `readlink -f .` && ninja)"
 fi
@@ -2,6 +2,6 @@
 setlocal
 call "C:\Program Files (x86)\Microsoft Visual Studio\2017\Professional\Common7\Tools\VsDevCmd.bat" > nul
 cd /d %~dp0/../
-msbuild /m /p:platform=x64 /clp:verbosity=minimal /clp:summary /t:restore spark_client.sln
-msbuild /m /p:platform=x64 /clp:verbosity=minimal /clp:summary /p:Configuration=release /t:restore spark_client.sln
+msbuild /m /p:platform=x64 /clp:verbosity=minimal /clp:summary /t:restore /p:RestoreSources=externals\windows\nuget\packages spark_client.sln
+msbuild /m /p:platform=x64 /clp:verbosity=minimal /clp:summary /p:Configuration=release /t:restore /p:RestoreSources=externals\windows\nuget\packages spark_client.sln

@@ -4,6 +4,11 @@ SRC_ROOT=$DIR/../
 mkdir -p $SRC_ROOT/build/
 BUILD_ROOT=`readlink -f $SRC_ROOT/build`

+rm -f $SRC_ROOT/src/web/ui/node_modules
+rm -f $SRC_ROOT/src/web/api/node_modules
+ln -s $SRC_ROOT/externals/npm/node_modules $SRC_ROOT/src/web/ui/node_modules
+ln -s $SRC_ROOT/externals/npm/node_modules $SRC_ROOT/src/web/api/node_modules
+
 rm -rf $BUILD_ROOT/clang_debug 
 mkdir $BUILD_ROOT/clang_debug
 cd $BUILD_ROOT/clang_debug
Author	SHA1	Message	Date
John Colvin	2f12b8c4b1	added bts.api.csharp launchSettings.json to .gitignore	2020-06-02 12:47:08 -05:00
John Colvin	30b6719c2d	improve csharp sdk examples (added some command line options)	2020-06-02 12:47:08 -05:00
Pedro Pinto	a502c365e5	Build tweaks	2020-05-28 12:15:16 -04:00
Pedro Pinto	fdacd8b543	Added -f when removing simlinks in build setup.	2020-05-28 12:02:46 -04:00
John Colvin	3d1de9a0c7	nuget_restore.cmd uses externals package source (builds offline)	2020-05-28 12:02:31 -04:00
John Colvin	b2b3fa5949	update jenkinsbuild.cmd to use externals nuget source (for windows)	2020-05-28 12:02:17 -04:00
Pedro Pinto	86ecf69820	Updated external subrepos	2020-05-28 11:53:51 -04:00
Pedro Pinto	8f537a8fda	Merged in build_improvements (pull request #414 ) Build improvements	2020-05-26 16:32:43 +00:00
Pedro Pinto	01b9ff6b47	Dropped celoxica	2020-05-26 12:28:35 -04:00
Pedro Pinto	2609663d3e	Updated setup_builds to work even if its run outside the tree.	2020-05-26 12:06:08 -04:00
Pedro Pinto	fd89241611	Updated externals pointer	2020-05-26 11:49:29 -04:00
John Colvin	a69118c5d3	fix line endings in release_notes	2020-05-22 23:42:27 -05:00