Add guard before unsigned fill math

SP-87 PR feedback 2/2
SP-87 PR feedback 1/2
2019-07-05 16:07:29 -04:00 · 2019-07-03 14:09:07 -04:00 · 2019-07-03 14:09:07 -04:00 · 2019-07-03 13:42:17 -04:00 · 2019-07-03 13:40:41 -04:00 · 2019-07-02 13:35:25 -04:00
46 changed files with 1882 additions and 193 deletions
@@ -32,3 +32,4 @@ trace_data/
 /src/lib/orderman/perf_analysis/last_pretty_log.csv
 /src/lib/orderman/perf_analysis/log.csv
 /doc/user/public/*
+.ionide 
@@ -4,6 +4,11 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.5.0
+### User Visible Settings
+  - 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
 ## 2.4.0
 ### User Visible Settings
  - In the ladder, changed the last trade column to accumulate successive trades at the same price
@@ -7,12 +7,12 @@ using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 using bts.api.core;
+using mbts.ui.shell;

 namespace mbts.spark {
   [Export]
   class AdminModel : IDisposable {
-      readonly string _user_name;
-      public string user_name => _user_name;
+      public readonly UserTuple user;
      
      readonly BehaviorSubject<IReadOnlyDictionary<uint, string>>
         _accounts_subject = new BehaviorSubject<IReadOnlyDictionary<uint, string>>(new Dictionary<uint, string>()),
@@ -24,14 +24,14 @@ namespace mbts.spark {
      IDisposable _dispose;      

      [ImportingConstructor]
-      AdminModel(AdminService service, [Import("username")]string user_name) {
-         _user_name = user_name;
+      AdminModel(AdminService service, [Import]UserTuple user) {
+         this.user = user;
         _dispose = service.subscribei_admin_data().Select(update => {
-            _wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), _user_name));
+            _wrapper_subject.OnNext(new AdminModelWrapper(update.all.TryFirst(), user.name));
            IEnumerable<BTSUserImmutable> active_users =
               from admin_data in update.all
               from bts_user in admin_data.Users
-               where bts_user.Name == user_name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
+               where bts_user.Name == user.name && bts_user.HasUserData && bts_user.UserData.HasAccountPermissions
               select bts_user;

            IEnumerable<BTSAccountImmutable> active_accounts =
@@ -62,14 +62,6 @@ namespace mbts.spark {
      public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToList());
      public IObservable<AdminModelWrapper> on_admin_data => _wrapper_subject.AsObservable();

-      public UserTuple? get_current_user() {
-         foreach (var kv in _user_map) {
-            // just for good measure, there should never be > 1 element in _user_map, and it should always match _user_name
-            if (kv.Value == _user_name)
-               return new UserTuple(kv.Key, kv.Value);
-         }
-         return null;
-      }
      public AccountTuple? get_default_account() {
         foreach (var kv in _account_map) {
            return new AccountTuple(kv.Key, kv.Value);
@@ -3,6 +3,7 @@ using mbts;
 using mbts.config;
 using mbts.spark;
 using mbts.ui;
+using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -22,7 +23,7 @@ namespace bts.ui {
      IDisposable _dispose;

      [ImportingConstructor]
-      public AboutDaemon(IBus bus, [Import("username")]string username) {
+      public AboutDaemon(IBus bus, [Import(LoginContainer.Exports.UserName)]string username) {
         _user = username;
         _bus = bus;
         _dispose = bus.subscribe(SparkTags.About).OnDispatcher().Subscribe(_ => show_about());
@@ -10,6 +10,7 @@ using System.Reactive.Linq;
 using System.Windows.Threading;
 using System.Windows;
 using System.Threading.Tasks;
+using mbts.ui.shell;

 namespace bts.spark
 {
@@ -20,7 +21,7 @@ namespace bts.spark
      IDisposable _dispose;

      [ImportingConstructor]
-      public ErrorReporter(ErrorReportService svc, IBus bus, [Import("username")] string username) {
+      public ErrorReporter(ErrorReportService svc, IBus bus, [Import(LoginContainer.Exports.UserName)] string username) {
         _svc = svc;
         _username = username;
         _dispose = bus.subscribe(SparkTags.Support).OnDispatcher().Subscribe(msg => show_support_window(msg, "Report a problem"));
@@ -82,7 +83,6 @@ namespace bts.spark
         }
      }

-      //public static async Task<Result<T>>
      public static async Task<(T value, bool success)> safe_execute<T>(this ErrorReporter error_reporter, Func<Task<Result<T>>> execute, Func<T, bool> get_success, Func<T, string> get_error_msg, string desc) {
         try {
            var result = await execute();
@@ -101,5 +101,31 @@ namespace bts.spark
         void _report_error(string msg) =>
            error_reporter.report_error($"Error {desc}: {msg}", AlgoStudioWindow.NAME, MessageBoxImage.Warning);
      }
+
+      public static async Task<TResult> safe_execute<T, TResult>(
+         this ErrorReporter error_reporter,
+         Func<Task<Result<T>>> execute,
+         Func<T, bool> get_success,
+         Func<T, string> get_error_msg,
+         Func<T, bool, TResult> result_selector,
+         string desc) {
+         //
+         try {
+            var result = await execute();
+            if (!result.success) {
+               _report_error(result.error_message);
+            } else if (!get_success(result.value)) {
+               _report_error(get_error_msg(result.value));
+            } else {
+               return result_selector(result.value, true);
+            }
+         } catch (Exception ex) {
+            _report_error(ex.ToString());
+         }
+         return result_selector(default, false);
+         //
+         void _report_error(string msg) =>
+            error_reporter.report_error($"Error {desc}: {msg}", AlgoStudioWindow.NAME, MessageBoxImage.Warning);
+      }
   }
 }
@@ -15,6 +15,7 @@ using System.Collections.Concurrent;
 using System.Threading;
 using bts.api.user;
 using bts.md;
+using mbts.ui.shell;

 namespace bts {
   [Export(typeof(IInitializable))]
@@ -27,8 +28,8 @@ namespace bts {
      static uint get_naggle() => mbts.config.Configuration.get<md.RelayOptions>().naggle_ms;

      [ImportingConstructor]
-      public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss) : 
-         base(get_naggle(), MDSourceOptions.DeferInit) {
+      public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss, [Import(LoginContainer.Exports.UserID)]uint user_id) : 
+         base(get_naggle(), MDSourceOptions.DeferInit, user_id) {
         _bus = bus;
         _token = token;
         _ss = ss;         
@@ -3,6 +3,7 @@ using bts.metrics;
 using mbts;
 using mbts.config;
 using mbts.ui;
+using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -23,7 +24,7 @@ namespace bts.perf {
      Ping _pinger = new Ping();

      [ImportingConstructor]
-      public ShellLatencyDaemon(ShellLatencyService service, [Import("username")] string user) {
+      public ShellLatencyDaemon(ShellLatencyService service, [Import(LoginContainer.Exports.UserName)] string user) {
         _service = service;
         _version = Configuration.get<bts.config.System>().version;
         _username = user;
@@ -5,6 +5,7 @@ using mbts.co2;
 using mbts.persist;
 using mbts.spark;
 using mbts.ui;
+using mbts.ui.shell;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.IO;
@@ -18,7 +19,7 @@ namespace bts.shell
   class MarketShellModule : IShellModule
   {
      [ImportingConstructor]
-      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import("username")]string user_name) {
+      public MarketShellModule(IBus bus, MDConsumer consumer, UserSettingsHub settings_hub, OrdersModel orders_model, [Import(LoginContainer.Exports.UserName)]string user_name) {
         _tsf = new TimeAndSalesWindowFactory(this, bus, consumer, settings_hub);
         _mvf = new MarketViewWindowFactory(this, bus, settings_hub, orders_model);
      }
@@ -1,6 +1,7 @@
 using bts.api;
 using bts.api.synthetic;
 using bts.spark;
+using mbts.ui.shell;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -14,12 +15,14 @@ namespace mbts.spark {
      readonly IBus _bus;
      readonly SyntheticSecurityService _service;
      readonly ErrorReporter _error;
+      readonly uint _user_id;

      [ImportingConstructor]
-      public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error) {
+      public SpreaderModel(IBus bus, SyntheticSecurityService service, ErrorReporter error, [Import(LoginContainer.Exports.UserID)]uint user_id) {
         _bus = bus;
         _service = service;
         _error = error;
+         _user_id = user_id;
      }

      public IObservable<IReadOnlyDictionary<uint, ExecutionStrategyImmutable>> strategy => _bus.subscribe(SparkTags.SyntheticstrategiesTag);
@@ -39,29 +42,40 @@ namespace mbts.spark {
            return (result, success);
         });

-      public async Task<ExecutionStrategyImmutable?> lookup_strategy_async(SecurityImmutable security) =>
-         await lookup_strategy_async(security.Id);
+      public Task<ExecutionStrategyImmutable?> lookup_strategy_async(SecurityImmutable security) =>
+         lookup_strategy_async(security.Id);

-      public async Task<ExecutionStrategyImmutable?> lookup_strategy_async(uint id) {
-         var result = await _service.query_security_metadata_async(new MetadataQuery { SecurityKey = { id } });
-         if (result.success) {
-            var metadata = result.value.Data.FirstOrDefault(i => i.SecurityKey == id);
-            if (metadata != null) {
-               return metadata.Strategy;
-            }
+      public Task<ExecutionStrategyImmutable?> lookup_strategy_async(uint id) =>
+         _error.safe_execute(
+            () => _service.query_security_metadata_async(new MetadataQuery { SecurityKey = { id } }),
+            mdc => mdc.Data.Count == 1 && mdc.Data[0].SecurityKey == id,
+            mdc => $"did not find strategy for security id '{id}.'",
+            (mdc, success) => success ? mdc.Data[0].Strategy : (ExecutionStrategyImmutable?)null,
+            "lookup strategy");
+
+      public Task<uint?> create_synthetic(SecurityImmutable synthetic) {
+         if (synthetic.ContractCase != Security.ContractOneofCase.Synthetic)
+            return null;
+         if (synthetic.Synthetic.UserId != _user_id) {
+            var msynth = synthetic.CloneToMutable();
+            msynth.Synthetic.UserId = _user_id;
+            synthetic = new SecurityImmutable(msynth);
         }
-         return null;
+         return _error.safe_execute(
+            () => _service.create_synthetic_async(synthetic),
+            r => r.Error == CreateResult.Types.Error.Ok,
+            r => r.Error.ToString(),
+            (r, success) => success ? r.Key : (uint?)null,
+            "creating synthetic");
      }

-      public async Task<uint?> create_synthetic(SecurityImmutable? synthetic) {
-         var result = await _service.create_synthetic_async(synthetic.Value);
-         return _error.handle_error(result, "Error creating synthetic: {0}", r => r.Error, e => e == CreateResult.Types.Error.Ok, r => new uint?(r.Key), () => null).result;
-      }
-
-      public async Task<bool> save_strategy(uint synthetic, ExecutionStrategyImmutable strategy) {
-         var result = await _service.update_security_metadata_async(new Metadata { SecurityKey = synthetic, Strategy = strategy.CloneToMutable() });
-         return _error.handle_error(result, "Error saving execution strategy: {0}", r => r.Error, e => e == UpdateResult.Types.Error.Ok);
-      }
+      public Task<bool> save_strategy(uint synthetic, ExecutionStrategyImmutable strategy) =>
+         _error.safe_execute(
+            () => _service.update_security_metadata_async(new Metadata { SecurityKey = synthetic, Strategy = strategy.CloneToMutable() }),
+            r => r.Error == UpdateResult.Types.Error.Ok,
+            r => r.Error.ToString(),
+            (r, success) => success,
+            "saving strategy");

      public async Task<bool> verify_name_is_unique(string name) {
         var (result, success) = await strategy_tuple.FirstAsyncTask(SparkUtils.DefaultTimeOut);
@@ -134,7 +134,7 @@ namespace mbts.spark {
               _synthetic.ContractSpec.PriceBreak = double.MaxValue;
               _synthetic.ContractSpec.MainFraction = (uint)MathUtils.factor_out(_tick_factors.tick_base, 10);
               _synthetic.ContractSpec.PriceDisplayFormat = (uint)_tick_factors.display_digits();
-               uint? id = await model.create_synthetic(_synthetic);
+               uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
               if (id.HasValue && id != 0) {
                  if (await model.save_strategy(id.Value, get_strategy())) {
                     var (smd, success) = await SparkUtils.get_security_md_async(bus, id.Value);
@@ -1,5 +1,4 @@
 using bts;
-using bts.api;
 using bts.api.core;
 using bts.api.orderman;
 using bts.persist.algo;
@@ -110,38 +109,24 @@ namespace mbts.spark {
      public void Dispose() =>
         Disposable.dispose(ref _dispose);

-      async Task<AlgoData?> _create_definition(CompositeAlgoDefinitionImmutable definition) {
-         if (_try_get_user(out uint user_id)) {
-            return await _create_definition(definition, user_id);
-         } else {
-            _report_no_user_id(ActionMetadata.CreateDefinition);
-         }
-         return null;
-      }
+      async Task<AlgoData?> _create_definition(CompositeAlgoDefinitionImmutable definition) =>
+         await _create_definition(definition, _admin_model.user.id);

      async Task<AlgoTemplateData?> _create_template(AlgoTemplateImmutable template) {
-         if (_try_get_user(out uint user_id)) {
-            var (value, success) = await _error_reporter.safe_execute(() => _service.create_template_async(
-               new TemplateCreateRequest { UserId = user_id, NewTemplate = template.CloneToMutable() }),
-               r => r.Success, r => r.ErrMsg, ActionMetadata.CreateTemplate);
-            if (success)
-               return _Utils.template_data(value.Record);
-         } else {
-            _report_no_user_id(ActionMetadata.CreateTemplate);
-         }
+         var (value, success) = await _error_reporter.safe_execute(() => _service.create_template_async(
+            new TemplateCreateRequest { UserId = _admin_model.user.id, NewTemplate = template.CloneToMutable() }),
+            r => r.Success, r => r.ErrMsg, ActionMetadata.CreateTemplate);
+         if (success)
+            return _Utils.template_data(value.Record);
         return null;
      }

      async Task<AlgoTemplateData?> _update_template(AlgoTemplateRecordImmutable template) {
-         if (_try_get_user(out uint user_id)) {
-            var (value, success) = await _error_reporter.safe_execute(() => _service.update_template_async(
-               new TemplateUpdateRequest { Key = template.Key, UpdatedTemplate = template.AlgoTemplate.CloneToMutable() }),
-               r => r.Success, r => r.ErrMsg.ToString(), ActionMetadata.UpdateTemplate);
-            if (success)
-               return _Utils.template_data(template);
-         } else {
-            _report_no_user_id(ActionMetadata.UpdateTemplate);
-         }
+         var (value, success) = await _error_reporter.safe_execute(() => _service.update_template_async(
+            new TemplateUpdateRequest { Key = template.Key, UpdatedTemplate = template.AlgoTemplate.CloneToMutable() }),
+            r => r.Success, r => r.ErrMsg.ToString(), ActionMetadata.UpdateTemplate);
+         if (success)
+            return _Utils.template_data(template);
         return null;
      }

@@ -175,17 +160,6 @@ namespace mbts.spark {
      void _report_no_user_id(string desc) =>
         _error_reporter.report_error($"{desc} failed: did not find current user id");

-      bool _try_get_user(out uint id) {
-         var user = _admin_model.get_current_user();
-         if (user.HasValue) {
-            id = user.Value.id;
-            return true;
-         } else {
-            id = 0;
-            return false;
-         }
-      }
-
      // used for error handling/reporting
      interface IActionMetadata {
         string desc { get; }
@@ -1,14 +1,11 @@
 using bts;
-using bts.api;
 using bts.api.core;
 using bts.api.orderman.algo;
 using bts.persist.algo;
 using bts.spark;
-using mbts.spark.utilities;
 using mbts.utils;
 using System;
 using System.Collections.Generic;
-using System.Linq;
 using System.Reactive.Linq;
 using System.Threading.Tasks;

@@ -27,7 +24,12 @@ namespace mbts.spark {
         _admin_model = admin_model;
         _error_reporter = error_reporter;
         this.ui_configuration = ui_configuration;
-         definitions = service.subscribei_algo_definitions().Filter(r => r.Metadata.IsActive).SelectKeyValue(_definition_data, d => d.key).Table().Cache();
+         definitions =
+            service.subscribei_algo_definitions()
+            .Filter(r => r.Metadata.IsActive && r.Metadata.CreatorUserId == _admin_model.user.id)
+            .SelectKeyValue(_definition_data, d => d.key)
+            .Table()
+            .Cache();
      }

      public IObservable<TableUpdate<AlgoData, AlgoKey>> definitions { get; }
@@ -39,15 +41,11 @@ namespace mbts.spark {
         Observable.Return(TableUpdate<AlgoTemplateData, AlgoKey>.mk_empty(t => t.key));

      public async Task<AlgoData?> save_definition(AlgoData definition_data) {
-         if (_try_get_user(out uint user_id)) {
-            var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
-               _with_key(new AlgoDefinitionUpdateRequest { UserId = user_id, Algo = _template(definition_data) }, definition_data.key)),
-               r => r.Success, r => r.ErrorMessage, "saving template");
-            if (success)
-               return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
-         } else {
-            _report_no_user_id("save template");
-         }
+         var (value, success) = await _error_reporter.safe_execute(() => _service.save_algo_definition_async(
+            _with_key(new AlgoDefinitionUpdateRequest { UserId = _admin_model.user.id, Algo = _template(definition_data) }, definition_data.key)),
+            r => r.Success, r => r.ErrorMessage, "saving template");
+         if (success)
+            return _definition_data(new AlgoDefinitionRecordImmutable(value.Record));
         return null;
      }

@@ -105,16 +103,5 @@ namespace mbts.spark {

      void _report_no_user_id(string desc) =>
         _error_reporter.report_error($"{desc} failed: did not find current user id");
-
-      bool _try_get_user(out uint id) {
-         var user = _admin_model.get_current_user();
-         if (user.HasValue) {
-            id = user.Value.id;
-            return true;
-         } else {
-            id = 0;
-            return false;
-         }
-      }
   }
 }
@@ -96,14 +96,28 @@ namespace bts.shell {
                  lp => new SettingsProfile<LadderSettings>(lp.id, lp.name, LadderSettings.sanitize(lp.value), lp.security_criteria))),
               (us, lps) => us.with(ladder_profiles: lps.Values.Select(lp => new LadderSettingsProfile(lp.id, lp.name, lp.value, lp.security_criteria)).ToArray()));
            state_settings?.sanitize();
+            /// When settings are adjusted outside of the settings dialog, the vm should raise the <see cref="LadderVM.settings_invalidated"/> event.
+            /// In response to that event, 'needs_resync' is set to true. This causes 'last_value' to be refreshed when the next caller requests the latest settings
+            /// (i.e., an IObserver subscribing to the settings_source, or the settings-dialog viewmodel).
+            bool initialized = false, needs_resync = false;
            LadderSettings last_value = fit_to_sec(state_settings);
-            var settings_subject = new BehaviorSubject<LadderSettings>(last_value);
+            LadderVM vm = null;
+            var settings_subject = new Subject<LadderSettings>();
+            var settings_source = Observable.Create<LadderSettings>(o => {
+               ensure_synced();
+               if (last_value != null)
+                  o.OnNext(last_value);
+               return settings_subject.Subscribe(s => {
+                  if (s != null)
+                     o.OnNext(s);
+               });
+            });
            // vm
-            var vm = LadderVM.create(_bus, model, last_value ?? _settings_hub.current.ladder, settings_subject.Where(s => s != null));
+            vm = LadderVM.create(_bus, model, last_value ?? _settings_hub.current.ladder, settings_source);
+            vm.settings_invalidated += on_settings_invalidated;
            vm.order_properties_vm.open_algo_popup_on_select = _ladder_conf.open_algo_popup_on_select;
            vm.order_properties_vm.use_algo_param_grid = _ladder_conf.use_algo_param_grid;
            vm.request_settings_dialog += open_settings_dialog;
-            bool initialized = false;
            var settings_subscription = _settings_hub.subscribe_default_settings().Subscribe(on_user_settings);
            vm.OnDisposed += disposing => {
               Disposable.dispose(ref settings_subscription);
@@ -119,8 +133,25 @@ namespace bts.shell {
            LadderSettings fit_to_sec(LadderSettings s) =>
               _fit_to_sec(s, md.security.ContractCase);

+            void on_settings_invalidated() =>
+               needs_resync = true;
+
+            void ensure_synced() {
+               if (!needs_resync)
+                  return;
+               var curr = vm.get_save_state();
+               if (settings_id == 0) {
+                  last_value = curr;
+               } else if (!curr.Equals(last_value)) {
+                  settings_id = 0;
+                  last_value = curr;
+               }
+               needs_resync = false;
+            }
+
            void on_user_settings(UserSettings us) {
               if (initialized) {
+                  ensure_synced();
                  if (settings_id == 0) {
                     // not on a profile, don't respond to default settings changes
                     return;
@@ -290,4 +321,4 @@ namespace bts.shell {
      [ProtoMember(3)]
      public uint settings_id;
   }
-}
+}
@@ -355,8 +355,17 @@ namespace mbts.spark {
      }

      public LadderSettings get_result() {
-         var clone = SparkUtils.clone_proto(_current);
-         clone.mini_ob = new LadderMiniOrderBookSettings(mini_ob.create());
+         LadderSettings clone;
+         if (_current == null) {
+            clone = new LadderSettings {
+               mini_ob = new LadderMiniOrderBookSettings(mini_ob.create())
+            };
+         } else {
+            clone = SparkUtils.clone_proto(_current);
+#pragma warning disable CS0612 // Type or member is obsolete
+            clone.mini_ob = new LadderMiniOrderBookSettings(mini_ob.create().with(sorting_criterion: _current.mini_ob.value.sorting_criterion));
+#pragma warning restore CS0612 // Type or member is obsolete
+         }
         clone.badge_style = badge_style;
         clone.alternate_order_size = alternate_order_size;
         clone.favorite_algos = favorite_algos_vm.create();
@@ -241,7 +241,7 @@ namespace mbts.spark {

      public IBus bus => _bus;

-      public event Action on_tick, request_settings_dialog;
+      public event Action on_tick, request_settings_dialog, settings_invalidated;

      public MDConsumerHandle md => _model.md;
      // we return only entries who have piqs and whose piqs are not uint.Max
@@ -394,6 +394,12 @@ namespace mbts.spark {
         }
      }

+      public void on_mini_orderbook_closed(bts.shell.orderbook.OrderBookStartupData ob_state) {
+         current_settings = SparkUtils.clone_proto(current_settings);
+         current_settings.mini_ob = new LadderMiniOrderBookSettings(ob_state.orderbook_grid.general);
+         settings_invalidated?.Invoke();
+      }
+
      public void send_order((double price, Side? side, MouseButton button) args) {
         if (order_properties_vm == null || args.button == MouseButton.Middle)
            return;
@@ -9,9 +9,7 @@ using System.Linq;
 using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Controls;
-using System.Windows.Data;
 using System.Windows.Input;
-using System.Windows.Interactivity;
 using System.Windows.Media;

 namespace mbts.spark {
@@ -156,7 +154,10 @@ namespace mbts.spark {
               popup.SetBinding(System.Windows.Controls.Primitives.Popup.IsOpenProperty,
                  nameof(OrderBookVM.is_row_collection_populated)
               );
-               popup.Closed += (sender, event_args) => (popup.DataContext as IDisposable)?.Dispose();
+               popup.Closed += (sender, event_args) => {
+                  (_parent.DataContext as LadderVM)?.on_mini_orderbook_closed(obvm.create());
+                  (popup.DataContext as IDisposable)?.Dispose();
+               };
               popup.MouseUp += (sender, event_args) => {
                  if (event_args.ChangedButton == MouseButton.Middle) {
                     popup.IsOpen = false;
@@ -14,7 +14,6 @@
             xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
             mc:Ignorable="d"
             MaxHeight="240"
-             MinWidth="875"
             d:DesignHeight="600" d:DesignWidth="1080"
             FocusManager.IsFocusScope="True"
             Background="{StaticResource CommonBackground}">
@@ -1177,7 +1177,6 @@ namespace mbts.spark {
      public class CommitColumn : FrameworkElementColumnBase<Columns> {
         public CommitColumn() : base(Columns.Commit) {
            id = key.ToString();
-            Header = "";
            Width = 20;
         }

@@ -331,8 +331,8 @@ namespace mbts.spark {

         IDisposable connect_order_mod_vm() =>
            Disposable.Create(
-               _selected_params_mon.subscribe_algos().Subscribe(order_mod_vm.algo_vm.load_many),
-               order_mod_vm.subscribe_is_dirty().Subscribe(_ => {
+               _selected_params_mon.subscribe_algos().OnDispatcher().Subscribe(order_mod_vm.algo_vm.load_many),
+               order_mod_vm.subscribe_is_dirty().OnDispatcher().Subscribe(_ => {
                  modify_selected_orders_async_cmd.RaiseCanExecuteChanged();
                  revert_selected_orders_cmd.RaiseCanExecuteChanged();
               }),
@@ -340,10 +340,10 @@ namespace mbts.spark {

         IDisposable connect_common_selected_params(OrderParamsVM vm) =>
            Disposable.Create(
-               _selected_params_mon.subscribe_security().to_security_md(bus).OnDispatcher().Subscribe(newval => vm.security_md = newval),
-               _selected_params_mon.subscribe_price().Subscribe(vm.on_common_price),
-               _selected_params_mon.subscribe_size().Subscribe(vm.on_common_size),
-               _selected_params_mon.subscribe_account().Subscribe(newval => vm.selected_account = newval));
+               _selected_params_mon.subscribe_security().OnDispatcher().to_security_md(bus).OnDispatcher().Subscribe(newval => vm.security_md = newval),
+               _selected_params_mon.subscribe_price().OnDispatcher().Subscribe(vm.on_common_price),
+               _selected_params_mon.subscribe_size().OnDispatcher().Subscribe(vm.on_common_size),
+               _selected_params_mon.subscribe_account().OnDispatcher().Subscribe(newval => vm.selected_account = newval));
      }

      private void _row_collection_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
@@ -168,17 +168,14 @@ namespace mbts.spark.utilities {
            // this will be the tag 50 on CME orders
            // current user might be okay, but we might also want to get it
            // from the store that serves the risk admin gui
-            ManualOrderIndicator = ManualOrderIndicator.Yes
+            ManualOrderIndicator = ManualOrderIndicator.Yes,
+            User = _admin_model.user.name,
+            UserId = _admin_model.user.id
         };
         if (account.HasValue) {
            rv.Account = account.Value.name;
            rv.AccountId = account.Value.id;
         }
-         var user = _admin_model.get_current_user();
-         if (user.HasValue) {
-            rv.User = user.Value.name;
-            rv.UserId = user.Value.id;
-         }
         return rv;
      }

@@ -28,16 +28,27 @@ namespace mbts.ui.shell {
         model.Dispose();
      }

-      [Export("username")]
+      [Export(Exports.UserName)]
      public string UserName { get; private set; }

-      [Export("userid")]
+      [Export(Exports.UserID)]
      public uint UserId { get; private set; }
+
+      [Export]
+      public UserTuple UserTuple => new UserTuple(UserId, UserName);
+
      [Export]
      public AuthTokenImmutable Token { get; private set; }

      [Export("workspace")]
      public string Workspace { get; private set; }
+
+      public static class Exports {
+         public const string
+            UserName = "username",
+            UserID = "userid",
+            UserTuple = "usertuple";
+      }
   }

   public struct User {
@@ -49,8 +60,7 @@ namespace mbts.ui.shell {
      public readonly UInt32 id;
   }

-   public class LoginModel : IDisposable
-   {
+   public class LoginModel : IDisposable {
      // Singleton to help bootstrap the system
      private static LoginModel _instance = new LoginModel();
      public static LoginModel instance { get { return _instance; } }
@@ -70,6 +80,11 @@ namespace mbts.ui.shell {
      public bool HasFatalError { get; set; }
      public User[] Users { get; private set; }

+      public bool try_get_user(string name, out User user) =>
+         Users.TryGetFirst(u => u.name == name, out user);
+
+      public bool user_exists(string name) =>
+         Users.Any(u => u.name == name);

      // The final username
      public (string, uint, AuthTokenImmutable) get_user() {
@@ -6,6 +6,7 @@
        xmlns:ui="clr-namespace:mbts.ui"
        xmlns:uicore="clr-namespace:mbts.ui"
        xmlns:converters="clr-namespace:mbts.ui.converters"
+        xmlns:autocomplete="clr-namespace:WPFTextBoxAutoComplete;assembly=WPFTextBoxAutoComplete"
        mc:Ignorable="d" MouseDown="Window_MouseDown"
        Width="500" Height="309" WindowStyle="None" ResizeMode="NoResize" WindowStartupLocation="CenterScreen"
        ui:StateManager.VisualState="{Binding VisualState}">
@@ -82,7 +83,13 @@
               <ColumnDefinition />
            </Grid.ColumnDefinitions>

-            <ComboBox ItemsSource="{Binding UserNames}" Grid.ColumnSpan="2" Margin="10" SelectedItem="{Binding Name, Mode=TwoWay}" Width="160" />
+            <TextBox
+              Grid.ColumnSpan="2"
+              autocomplete:AutoCompleteBehavior.AutoCompleteItemsSource="{Binding KnownUsers}"
+              Margin="10"
+              Width="160"
+              Text="{Binding Name, UpdateSourceTrigger=PropertyChanged}"
+            />
            <ComboBox ItemsSource="{Binding Workspaces}" Grid.Row="1" Grid.ColumnSpan="2" Margin="10" SelectedItem="{Binding SelectedWorkspace, Mode=TwoWay}" Width="160" MaxWidth="160" />

            <PasswordBox Grid.Row="2" Margin="10" MinWidth="120" Grid.ColumnSpan="2" x:Name="_password" PasswordChanged="_passwordChanged" Style="{DynamicResource PasswordBoxStyle1}" Width="160">
@@ -18,7 +18,7 @@ namespace mbts.ui.shell
         _dispatcher = disp;
         _model = model;
         Workspaces = new ObservableCollection<string>();
-         LoginCommand = new DelegateCommand(OnLogin, _ => UserNames.Count > 0 && SelectedWorkspace != null);
+         LoginCommand = new DelegateCommand(OnLogin, _ => !string.IsNullOrEmpty(_name) && SelectedWorkspace != null);
         CancelCommand = new DelegateCommand(OnCancel);
         EmailCommand = new DelegateCommand(OnSendMail);
         if (_model.HasFatalError) {
@@ -42,9 +42,10 @@ namespace mbts.ui.shell
      void _model_Ready() {
         _dispatcher.BeginInvoke(() => {
            if (!_model.HasFatalError) {
-               this.UserNames.AddRange(_model.Users.Select(u => u.name));
               this.VisualState = "LoginState";
               load_username();
+               if (!string.IsNullOrEmpty(_name))
+                  KnownUsers.Add(_name);
               LoginCommand.RaiseCanExecuteChanged();
            }
            else {
@@ -57,8 +58,8 @@ namespace mbts.ui.shell
      private string _vstate = "Normal";
      public string VisualState { get { return _vstate; } set { _vstate = value; RaisePropertyChanged("VisualState"); } }

-      private ObservableCollection<string> _user_names = new ObservableCollection<string>();
-      public ObservableCollection<string> UserNames { get { return _user_names; } }
+      /// <see cref="KnownUsers"/> should only contain the user-name of the last login (if none exists, it should be empty).
+      public ObservableCollection<string> KnownUsers { get; } = new ObservableCollection<string>();
      private string _name;
      public string Name { 
         get { return _name; } 
@@ -82,12 +83,13 @@ namespace mbts.ui.shell
      private async void update_workspaces(string name) {
         Workspaces.Clear();
         Workspaces.Add("New workspace...");
-         var user = _model.Users.First(u => u.name == name);
-         var to_add = await _model.workspaces_for(user);
-         this.SelectedWorkspace = Workspaces.First();
-         if (to_add != null && name == _name && Workspaces.Count == 1) {
-            Workspaces.AddRange(to_add);
-            load_last_workspace(name);
+         SelectedWorkspace = Workspaces.First();
+         if (_model.try_get_user(name, out var user)) {
+            var to_add = await _model.workspaces_for(user);
+            if (to_add != null && name == _name && Workspaces.Count == 1) {
+               Workspaces.AddRange(to_add);
+               load_last_workspace(name);
+            }
         }
         RaisePropertyChanged("SelectedWorkspace");
         LoginCommand.RaiseCanExecuteChanged();
@@ -111,7 +113,7 @@ namespace mbts.ui.shell
            var value = key.GetValue("login");
            if (value != null) {
               var n = value.ToString();
-               if (UserNames.Contains(n)) {
+               if (_model.user_exists(n)) {
                  Name = n;
               }
            }
@@ -1,14 +1,14 @@
-using System;
+using bts;
+using bts.api;
+using bts.spark;
+using mbts.ui.native;
+using mbts.ui.utility;
+using System;
 using System.Collections.ObjectModel;
 using System.ComponentModel.Composition;
 using System.Windows;
 using System.Windows.Controls;
 using System.Windows.Input;
-using mbts.ui.native;
-using mbts.ui.utility;
-using bts.api;
-using bts.spark;
-using bts;

 namespace mbts.ui.shell {
   [Export(typeof(ILauncher))]
@@ -23,7 +23,7 @@ namespace mbts.ui.shell {
      [ImportingConstructor]
      public LauncherVM(
         ObservableCollection<IShellModule> modules, 
-         [Import("username")]string username, 
+         [Import(LoginContainer.Exports.UserName)]string username, 
         ErrorReporter errors, IBus bus) {
         _user = username;
         _modules = new ObservableAutoWrapper<ShellModuleVM, IShellModule>(modules, m => new ShellModuleVM(m, bus));
@@ -45,12 +45,7 @@
                                <ColumnDefinition Width="*" />
                                <ColumnDefinition Width="auto" />
                                </Grid.ColumnDefinitions>
-                                <Grid.RowDefinitions>
-                                <RowDefinition />
-                                <RowDefinition />
-                                </Grid.RowDefinitions>
                                <TextBox Margin="4" Text="{Binding SaveName, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}" HorizontalAlignment="Stretch" />
-                                <CheckBox Margin="4,0,4,0" Grid.Row="1" IsChecked="{Binding IsPublicWorkspace}" HorizontalAlignment="Left">Shared</CheckBox>
                                <Button Grid.Column="1" HorizontalAlignment="Right" Margin="4" Command="{Binding SaveWorkspace}" IsDefault="True" MinWidth="60">Save</Button>
                            </Grid>
                        </Grid>
@@ -1,36 +1,33 @@
 using bts.api;
-using bts.api.synthetic;
 using mbts;
 using mbts.co2;
 using System;
-using System.Collections.Generic;
-using System.Reactive.Linq;
-using System.Threading.Tasks;
-using System.Linq;
-using SecurityKey = System.UInt32;
 using System.Collections.Concurrent;
-using System.Threading;
-using bts.api.user;
+using System.Collections.Generic;
 using System.Reactive.Subjects;
+using System.Threading.Tasks;
+using SecurityKey = System.UInt32;

-namespace bts.md
-{
+namespace bts.md {
   [Flags]
   enum MDSourceOptions {
      DeferInit = 1,
   }
   class MDSource : IObserver<List<SecurityAndHandle>>, IDisposable
-   {   
+   {
+      const uint _no_user_id = 0;
      protected readonly MDConsumer _consumer = new MDConsumer();
      protected readonly Co2RelayControl _relay;
      protected DateTime _version = DateTime.MinValue;
      protected readonly ConcurrentDictionary<SecurityKey, SecurityMD> _exchange_sec_map = new ConcurrentDictionary<SecurityKey, SecurityMD>();
      protected List<IDisposable> _dispose = new List<IDisposable>();
      protected readonly MDSourceOptions _options;
+      readonly uint _user_id;

-      public MDSource(uint naggle_ms, MDSourceOptions options = 0)
+      public MDSource(uint naggle_ms, MDSourceOptions options = 0, uint user_id = _no_user_id)
      {
         _options = options;
+         _user_id = user_id;
         _relay = new Co2RelayControl(_consumer, naggle_ms);
         _relay.preload_securities((co2.MDRequest.Types.Flags)0xff).ignore();
         _dispose.Add(_consumer.on_security.Subscribe(this));
@@ -54,12 +51,15 @@ namespace bts.md

      public void OnCompleted() { }
      public void OnError(Exception error) => Log.Md.error(error.ToString());
-      public void OnNext(List<SecurityAndHandle> values)
-      {
-         if (values.Count > 0)
-         {
-            foreach (var v in values)
-            {
+      public void OnNext(List<SecurityAndHandle> values) {
+         if (values.Count > 0) {
+            foreach (var v in values) {
+               if (_user_id != _no_user_id &&
+                  v.security.ContractCase == Security.ContractOneofCase.Synthetic &&
+                  v.security.Synthetic.UserId != _user_id &&
+                  v.security.Synthetic.UserId != _no_user_id) {
+                  continue;
+               }
               var smd = new SecurityMD(new SecurityImmutable(v.security), v.handle);
               _exchange_sec_map.AddOrUpdate(smd.security.Id, smd, (_, __) => smd);
            }
@@ -93,4 +93,4 @@ namespace bts.md
      }

   }
-}
+}
@@ -143,6 +143,7 @@ namespace bts.tests.utils {
               products = tmpp.value;
               break;
            }
+            await Task.Delay(10000);
         }

         bts.test.Assert.IsTrue(products != null, "No products found");
@@ -173,7 +174,7 @@ namespace bts.tests.utils {
            Result<Response> oret = await OrderUtilities.send_order(order_service, odef, 0,1);

            var sub = order_service.subscribei_orders().Subscribe(async update => {
-                  if(service_value == null) {
+                  if(service_value == null && oret.value.OrderKey > 0) {
                     await OrderUtilities.cancel_orders(order_service, null, oret.value.OrderKey);
                     service_value = update;
                  }
@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orderman/actors/MDSupplementarySource.cpp;orderman/actors/OrderStore.cpp;orderman/actors/SODPosition.cpp;orderman/actors/SecuritySrc.cpp;orderman/actors/ServiceBridge.cpp;orderman/actors/order_manager/OrderBuilder.cpp;orderman/actors/order_manager/OrderManager.cpp;orderman/actors/order_manager/OrderServices.cpp;orderman/actors/order_manLine truncated
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orderman/actors/MDSupplementarySource.cpp;orderman/actors/OrderStore.cpp;orderman/actors/SODPosition.cpp;orderman/actors/SecuritySrc.cpp;orderman/actors/ServiceBridge.cpp;orderman/actors/order_manager/OrderBuilder.cpp;orderman/actors/order_manager/OrderManager.cpp;orderman/actors/order_manager/OrderServices.cpp;orderman/actors/order_manLine truncated
@@ -101,6 +101,7 @@ message CustomOrderDefinition
    OCOOrderDefinition oco = 25;
    PricerOrderDefinition pricer = 26;
    CompositeOrderDefinition composite = 27;
+    SplitterOrderDefinition   splitter = 29;
    
    DynamicOrderDefinition dynamic = 1000;
  }
@@ -204,6 +205,12 @@ message CompositeOrderDefinition {
  uint32 algo_template_key = 1;
  CustomOrderDefinition definition = 2;
 }
+message SplitterOrderDefinition {
+  uint32 max_order_qty   = 1;
+  uint32 exposed_qty     = 2;
+  // uint32 target_qty      = 3;
+  CustomOrderDefinition child = 10;
+}
 message DynamicOrderDefinition {
  string dynamic_order_type = 1;
  map<string, DynamicOrderParam> order_params = 2;
@@ -253,9 +260,10 @@ message OrderState {
    TriggerOrderState trigger = 21;
    CoverOrderState cover = 22;
    OffsetOrderState offset = 24;
-    QueueHolderState queue_holder = 30;
    OCOOrderState oco = 25;
    PricerOrderState pricer = 26;
+    QueueHolderState queue_holder = 30;
+    SplitterOrderState splitter = 31;
    
    DynamicOrderState dynamic = 255; // do not use anything bigger than 255, or things will break
  }
@@ -334,6 +342,7 @@ message OCOOrderState {}
 message PricerOrderState {}
 message DynamicOrderState {}
 message QueueHolderState {}
+message SplitterOrderState {}

 enum OrderStatus {

@@ -143,6 +143,7 @@ message SpreadContract {

 message SyntheticContract {    
    string name = 1;
+    uint32 user_id = 2;
    repeated ContractLeg legs = 20;
 	PriceCalc price_calc = 30;
 	enum PriceCalc {
@@ -34,9 +34,9 @@ class IntPrice {
 #endif

   public:
-   IntPrice() : _mantissa(0), _exponent(127) {/*nan*/}
-   IntPrice(int64_t mantissa, int8_t exponent) : _mantissa(mantissa), _exponent(exponent) {}
-   IntPrice(const IntPrice& other) : _mantissa(other._mantissa), _exponent(other._exponent) {}
+   constexpr IntPrice() : _mantissa(0), _exponent(127) {/*nan*/}
+   constexpr IntPrice(int64_t mantissa, int8_t exponent) : _mantissa(mantissa), _exponent(exponent) {}
+   constexpr IntPrice(const IntPrice& other) : _mantissa(other._mantissa), _exponent(other._exponent) {}

   bool operator==(const IntPrice& other) const {
      if(_exponent == other._exponent) {
@@ -77,7 +77,7 @@ public:
 extern PriceSize NO_MARKET;
 static_assert(sizeof(PriceSize) == 16, "PriceSize should be small");
   
-template <uint8_t PRECISION>
+template <uint8_t PRECISION=11>
 PriceSize PriceSize_from_double(double price, Size size) {
   if (size == 0 || os::is_nan(price)) return NO_MARKET;
   return { IntPrice_from_double<PRECISION>(price), size };
@@ -11,6 +11,7 @@
 #include "lib/md/protos/co2.pb.h"
 #include "lib/md/SecurityIDRecorder.h"
 #include "lib/config/protos/system.pb.h"
+#include "lib/config/protos/MarketData.pb.h"
 #include "lib/utils/bts_chrono.h"

 #include <boost/filesystem.hpp>
@@ -173,7 +174,7 @@ void replay_file(const std::string& filename, IRelayWriter& writer, int32_t nagg
   } while (loop);
 }

-void replay_url(const std::string& url, IRelayWriter& writer, int32_t naggle_ms) {
+bool replay_url(const std::string& url, IRelayWriter& writer, int32_t naggle_ms, bool loop) {
   // split up url parts
   size_t http_len = BTS_ARRAYSIZE("http://") - 1;
   auto after_host = url.find('/', http_len);
@@ -184,21 +185,53 @@ void replay_url(const std::string& url, IRelayWriter& writer, int32_t naggle_ms)
   filename = os::sparkdata_path("data/replay/") + filename; 
   utils::download_file_if_newer(host, path, filename);
   if (boost::filesystem::exists(filename)) {
-      replay_file(filename, writer, naggle_ms, true);
+      replay_file(filename, writer, naggle_ms, loop);
+      return true;
+   }
+   return false;
+}
+
+void replay_url_with_fallback(const std::string& url, IRelayWriter& writer, int32_t naggle_ms, bool loop) {
+   if (!replay_url(url, writer, naggle_ms, loop)) {
+      const auto fallback = config::get<ReplayOptions>().fallback();
+      if (boost::filesystem::exists(fallback)) {
+         replay_file(fallback, writer, naggle_ms, loop);
+      }
   }
 }

-void replay_url_with_fallback(const std::string& url, IRelayWriter& writer, int32_t naggle_ms) {
-   // loops forever
-   replay_url(url, writer, naggle_ms);
-   // If it returns it means it failed to download or play cached
-   const auto fallback = config::get<ReplayOptions>().fallback();
-   if (boost::filesystem::exists(fallback)) {
-      replay_file(fallback, writer, naggle_ms);
+struct SecurityExtractorDone : public std::bad_exception {};
+struct SecurityExtractor : public IRelayWriter {
+   size_t _count;
+   std::function<void(const api::Security&)> _cb;
+   std::set<uint32_t> _keys;
+   SecurityExtractor(std::function<void(const api::Security&)>& cb, size_t count) 
+      : _count(count), _cb(cb), _keys() { }
+   ~SecurityExtractor() override {};
+   void write(const co2::MDReply& data, bool*) override {
+      for (auto const &ch : data.channels()) {
+         for (auto const &cr : ch.updates()) {
+            if (cr.has_security() && _keys.find(cr.security().id()) == _keys.end()) {
+               _keys.insert(cr.security().id());
+               _cb(cr.security());
+            }
+         }
+      }
+      if (_keys.size() >= _count) {
+         throw SecurityExtractorDone();
+      }
   }
+};

+void get_securities_from_replay(std::function<void(const api::Security&)> cb) {
+   SecurityExtractor extractor(cb, 100);
+   auto url = config::get<ReplayOptions>().url();
+   try {
+      replay_url_with_fallback(url, extractor, 0, false);
+   } catch(const SecurityExtractorDone&) { }
 }

+
 shared_ptr<IRelayWriter> mkrelayproducer(bool shared);

 /*this is the public one*/
@@ -29,9 +29,10 @@ void print_recording(const std::string&);
 void unprint_recording(const std::string& src, const std::string& dest);
 void trace_recording(const std::string& file, security_key key);
 void replay_recording(const std::string&, int32_t delay_ms, const std::string fallback="");
-void replay_url(const std::string& url, IRelayWriter& writer, int32_t naggle_ms);
-void replay_url_with_fallback(const std::string& url, IRelayWriter& writer, int32_t naggle_ms);
+bool replay_url(const std::string& url, IRelayWriter& writer, int32_t naggle_ms, bool loop=true);
+void replay_url_with_fallback(const std::string& url, IRelayWriter& writer, int32_t naggle_ms, bool loop=true);
 void replay_file(const std::string& filename, IRelayWriter& writer, int32_t naggle_ms, bool loop=false);
+void get_securities_from_replay(std::function<void(const api::Security&)>);

 }}//namespace

@@ -153,6 +153,9 @@ class OrderStateUpdateEvent : public mercury::Event<OrderStateUpdateEvent> {
      case api::orderman::OrderState::kDynamic:
         result.mutable_dynamic();
         break;
+      case api::orderman::OrderState::kSplitter:
+         result.mutable_splitter();
+         break;
      case api::orderman::OrderState::CUSTOM_NOT_SET:
         break;
      }
@@ -19,6 +19,7 @@
 #include "lib/orderman/orders/algo/algo_orders/TopAlgo.h"
 #include "lib/orderman/orders/algo/algo_orders/IcebergAlgo.h"
 #include "lib/orderman/orders/algo/algo_orders/LeanAlgo.h"
+#include "lib/orderman/orders/algo/algo_orders/SplitterAlgo.h"
 #include "lib/orderman/orders/book_algos/OCOOrder.h"
 #include "lib/orderman/orders/book_algos/OffsetOrder.h"
 #include "lib/orderman/orders/book_algos/PricerOrder.h"
@@ -208,6 +209,10 @@ Order &OrderFactory::allocate(OrderKey k, OrderKey pk,
   case CustomOrderDefinition::kComposite:
      order_ptr.reset(new orderman::CompositeOrder());
      break;
+   case CustomOrderDefinition::kSplitter:
+      order_ptr.reset(
+         new orderman::AlgoWrapperOrder(std::make_unique<splitter::SplitterAlgo>()));
+      break;
   case CustomOrderDefinition::CUSTOM_NOT_SET:
      bts_assert(false);
      break;
@@ -49,5 +49,68 @@ bool should_forward_attachment(
   }
 }

+api::orderman::DynamicOrderParam dynamic_parameter(int32_t v) {
+   api::orderman::DynamicOrderParam res;
+   res.set_as_int32(v);
+   return res;
+}
+api::orderman::DynamicOrderParam dynamic_parameter(uint32_t v) {
+   api::orderman::DynamicOrderParam res;
+   res.set_as_uint32(v);
+   return res;
+}
+api::orderman::DynamicOrderParam dynamic_parameter(double v) {
+   api::orderman::DynamicOrderParam res;
+   res.set_as_double(v);
+   return res;
+}
+api::orderman::DynamicOrderParam dynamic_parameter(std::string v) {
+   api::orderman::DynamicOrderParam res;
+   res.set_as_string(v);
+   return res;
+}
+api::orderman::DynamicOrderParam dynamic_parameter(bool v) {
+   api::orderman::DynamicOrderParam res;
+   res.set_as_bool(v);
+   return res;
+}
+api::orderman::DynamicOrderParam dynamic_parameter(const api::orderman::CustomOrderDefinition& v) {
+   api::orderman::DynamicOrderParam res;
+   res.mutable_as_order_def()->CopyFrom(v);
+   return res;
+}
+api::orderman::DynamicOrderParam dynamic_parameter(const api::orderman::DynamicOrderArray& v) {
+   api::orderman::DynamicOrderParam res;
+   res.mutable_as_array()->CopyFrom(v);
+   return res;
+}
+api::orderman::DynamicOrderParam dynamic_parameter(const api::orderman::DynamicOrderStruct& v) {
+   api::orderman::DynamicOrderParam res;
+   res.mutable_as_struct()->CopyFrom(v);
+   return res;
+}
+api::orderman::DynamicOrderParam dynamic_parameter(const api::orderman::DynamicOrderEnumerated& v) {
+   api::orderman::DynamicOrderParam res;
+   res.mutable_as_enumerated()->CopyFrom(v);
+   return res;
+}
+api::orderman::DynamicOrderParam dynamic_array(const std::vector<api::orderman::DynamicOrderParam>& v) {
+   api::orderman::DynamicOrderArray a;
+   for (const auto& item : v) {
+      a.add_element()->CopyFrom(item);
+   }
+   return dynamic_parameter(a);
+}
+api::orderman::DynamicOrderParam dynamic_map(
+   const std::vector<std::tuple<std::string,api::orderman::DynamicOrderParam>>& v) {
+   DynamicOrderStruct res;
+   auto& map = *res.mutable_field();
+   for (const auto& tup : v) {
+      map[std::get<std::string>(tup)] = std::get<1>(tup);
+   }
+   return dynamic_parameter(res);
+}
+
+
 } // namespace orderman
 } // namespace bts
@@ -1,4 +1,6 @@
 #include "lib/api/services/OrderService.pb.h"
+#include <optional>
+#include <variant>

 namespace bts {
 namespace orderman {
@@ -30,5 +32,64 @@ inline bool is_parent_order(const bts::api::orderman::OrderRecord &ord) {
 bool should_forward_attachment(const api::orderman::CustomOrderDefinition &def);
 bool can_consume_attachment(api::orderman::CustomOrderDefinition::CustomCase) ;

+
+api::orderman::DynamicOrderParam dynamic_parameter(int32_t);
+api::orderman::DynamicOrderParam dynamic_parameter(uint32_t);
+api::orderman::DynamicOrderParam dynamic_parameter(double);
+api::orderman::DynamicOrderParam dynamic_parameter(std::string);
+api::orderman::DynamicOrderParam dynamic_parameter(bool);
+api::orderman::DynamicOrderParam dynamic_parameter(const api::orderman::CustomOrderDefinition&);
+api::orderman::DynamicOrderParam dynamic_parameter(const api::orderman::DynamicOrderArray&);
+api::orderman::DynamicOrderParam dynamic_parameter(const api::orderman::DynamicOrderStruct&);
+api::orderman::DynamicOrderParam dynamic_parameter(const api::orderman::DynamicOrderEnumerated&);
+api::orderman::DynamicOrderParam dynamic_array(const std::vector<api::orderman::DynamicOrderParam>&);
+api::orderman::DynamicOrderParam dynamic_map( const std::vector<std::tuple<std::string,api::orderman::DynamicOrderParam>>&);
+
+template <class T>
+std::optional<T> get_if(const api::orderman::DynamicOrderParam&) { return nullptr; }
+
+template <>
+inline std::optional<int32_t> get_if(const api::orderman::DynamicOrderParam& p) { 
+   return p.value_case() == api::orderman::DynamicOrderParam::kAsInt32 ? std::optional<int32_t>{p.as_int32()} : std::nullopt;
+}
+template <>
+inline std::optional<uint32_t> get_if(const api::orderman::DynamicOrderParam& p) { 
+   return p.value_case() == api::orderman::DynamicOrderParam::kAsUint32 ? std::optional<uint32_t>{p.as_uint32()} : std::nullopt;
+}
+template <>
+inline std::optional<double> get_if(const api::orderman::DynamicOrderParam& p) { 
+   return p.value_case() == api::orderman::DynamicOrderParam::kAsDouble ? std::optional<double>{p.as_double()} : std::nullopt;
+}
+template <>
+inline std::optional<bool> get_if(const api::orderman::DynamicOrderParam& p) { 
+   return p.value_case() == api::orderman::DynamicOrderParam::kAsBool ? std::optional<bool>{p.as_bool()} : std::nullopt;
+}
+template <>
+inline std::optional<api::orderman::CustomOrderDefinition> get_if(const api::orderman::DynamicOrderParam& p) { 
+   return p.value_case() == api::orderman::DynamicOrderParam::kAsOrderDef ? std::optional<api::orderman::CustomOrderDefinition>{p.as_order_def()} : std::nullopt;
+}
+template <>
+inline std::optional<api::orderman::DynamicOrderArray> get_if(const api::orderman::DynamicOrderParam& p) { 
+   return p.value_case() == api::orderman::DynamicOrderParam::kAsArray ? std::optional<api::orderman::DynamicOrderArray>{p.as_array()} : std::nullopt;
+}
+template <>
+inline std::optional<api::orderman::DynamicOrderStruct> get_if(const api::orderman::DynamicOrderParam& p) { 
+   return p.value_case() == api::orderman::DynamicOrderParam::kAsStruct ? std::optional<api::orderman::DynamicOrderStruct>{p.as_struct()} : std::nullopt;
+}
+template <>
+inline std::optional<api::orderman::DynamicOrderEnumerated> get_if(const api::orderman::DynamicOrderParam& p) { 
+   return p.value_case() == api::orderman::DynamicOrderParam::kAsEnumerated ? std::optional<api::orderman::DynamicOrderEnumerated>{p.as_enumerated()} : std::nullopt;
+}
+
+
+template <class T>
+std::optional<T> get_if(const google::protobuf::Map<std::string,api::orderman::DynamicOrderParam>& map, const std::string& key) { 
+   auto c = map.find(key);
+   if (c != map.end()) {
+      return get_if<T>(c->second);
+   }
+   return std::nullopt;
+}
+
 } // namespace orderman
 } // namespace bts
@@ -1 +1,8 @@
 #include "lib/orderman/orders/algo/IBeforeLaunchAlgoServices.h"
+namespace bts {
+namespace orderman {
+
+TimeStamp IBeforeLaunchAlgoServices::get_time() const { return Timer::now(); }
+
+} // namespace orderman
+} // namespace bts
@@ -3,6 +3,7 @@
 #include "lib/api/services/OrderService.pb.h"
 #include "lib/domain_model/SecurityKey.h"
 #include "lib/orderman/orderman_utils/orderman_common.h"
+#include "lib/utils/bts_chrono.h"

 namespace bts {
 namespace orderman {
@@ -42,6 +43,8 @@ class IBeforeLaunchAlgoServices {
   virtual ChildTemplate &
   make_child_template(api::orderman::OrderDefinition const &child_def,
                       size_t reserve = 1) = 0;
+   
+   virtual TimeStamp get_time() const;
 };

 } // namespace orderman
@@ -0,0 +1,259 @@
+#include "SplitterAlgo.h"
+#include "lib/api/services/OrderService.pb.h"
+#include "lib/domain_model/Security.h"
+#include "lib/logging/logging.h"
+#include "lib/orderman/order_factory/IOrderFactory.h"
+#include "lib/orderman/orderman_utils/orderman_utils.h"
+#include "lib/orderman/orders/algo/IAlgoServices.h"
+
+#include <algorithm>
+#include <tuple>
+
+namespace bts {
+namespace orderman {
+namespace splitter {
+
+using namespace api::orderman;
+
+struct ChildOrderState {
+   OrderKey key;
+   ChildState state;
+   uint32_t min_qty() const { return state.total_fills.value(); }
+};
+
+struct SplitterAlgo::Impl {
+   IAlgoServices* algo = nullptr;
+   ChildTemplate* child_template = nullptr;
+
+   uint32_t clip = 0;
+   uint32_t exposed_qty = 0;
+   uint32_t target_qty = 0;
+
+   bool is_terminated = false;
+   Quantity total_fills = {};
+   Price last_fill_price = {};
+
+   std::vector<ChildOrderState> orders;
+};
+
+SplitterAlgo::SplitterAlgo() : me(new Impl()) { }
+SplitterAlgo::~SplitterAlgo() {}
+
+OrderOpResult SplitterAlgo::do_before_launch(IBeforeLaunchAlgoServices& ibl) {
+   // Validate and store parameters
+
+   auto& def = ibl.definition();
+   bts_assert(def.has_custom_def());
+   bts_assert(def.custom_def().has_splitter());
+   auto& splitter = def.custom_def().splitter();
+
+   me->clip = splitter.max_order_qty();
+   me->exposed_qty = splitter.exposed_qty();
+   if (me->clip <= 0 || me->exposed_qty <= 0) {
+      return OrderOpResult{ORDER_ERROR_INVALID_ORDER_DEFINITON,
+                           "max order quantity and exposed quantity must be greater than 0"};
+   }
+
+   if (me->exposed_qty < me->target_qty) {
+      return OrderOpResult{ORDER_ERROR_INVALID_ORDER_DEFINITON,
+                           "Exposed quantity must be greater than or equal to target quantity"};
+   }
+
+   update_child_template(ibl);
+
+   me->orders.reserve(me->exposed_qty / me->clip + 1);
+
+   if (ibl.is_attaching()) {
+      return OrderOpResult{ORDER_ERROR_OP_NOT_SUPPORTED,
+                           "Splitter does not support attach."};
+   }
+
+   return {};
+}
+
+void SplitterAlgo::do_launch(IAlgoServices& ias) {
+   me->algo = &ias;
+   me->target_qty = ias.quantity().value();
+   // launches initial child orders
+   sync_orders();
+}
+void SplitterAlgo::do_launch_attached(IAlgoServices &, OrderKey, ChildState) {
+   // rejected in before_launch
+   bts_assert(false);
+}
+void SplitterAlgo::do_update(const api::orderman::Update& update) {
+   const CustomOrderDefinition* new_child_def = nullptr;   
+   if (update.has_custom() && update.custom().has_splitter()) {
+      auto& splitter = update.custom().splitter();
+      if (splitter.max_order_qty() > 0) {
+         me->clip = splitter.max_order_qty();
+      }
+      me->exposed_qty = splitter.exposed_qty();
+
+      if (splitter.has_child()) {
+         update_child_template(algo());
+         new_child_def = &splitter.child();
+      }
+   }
+   me->target_qty = update.quantity();
+
+   if (me->exposed_qty < me->target_qty) {
+      algo().cancel("Exposed quantity must be greater than or equal to target quantity");
+      return;
+   }
+
+   sync_orders(new_child_def);
+}
+void SplitterAlgo::on_child_change(OrderKey key, ChildState const & state) {
+   for (auto& child : me->orders) {
+      if (child.key == key) {
+         if (state.total_fills < child.state.total_fills) {
+            algo().cancel("Unexpected fill reduction in fill quantityt");
+            return;
+         }
+         auto delta = state.total_fills.value() - child.state.total_fills.value();
+         if (delta != 0) {
+            me->total_fills = Quantity { me->total_fills.value() + delta };
+            me->last_fill_price = state.last_price;
+            algo().update_fill_state(me->total_fills, me->last_fill_price);
+         }
+         child.state = state;
+         break;
+      }
+   }
+
+   sync_orders();
+}
+
+// TEST case:
+// total = 300, clip = 100
+// constraints: 50,50,50,50
+void compute_desired_sizes(uint32_t total, uint32_t clip, const std::vector<MinMax>& constraints, std::vector<Quantity>* results) {
+   bts_assert(results);
+   results->clear();
+
+   uint32_t irreducible = 0;
+   for (const auto& mm : constraints) irreducible += mm.min;
+
+   // total > overfills ?
+
+   auto citer = constraints.begin();
+   while(total > 0) {
+      auto current = std::min(total, clip);
+      // fit to constraint
+      if (citer != constraints.end()) {
+         irreducible -= citer->min;
+         if (current > citer->max) current = citer->max;
+         if (current < citer->min) current = citer->min;
+
+         // I can't be higher than (total - irreducible)
+         if (current > (total - irreducible)) current = (total-irreducible);
+         citer++;
+      }
+      results->push_back(Quantity{current});
+      total -= current;
+   }
+}
+
+void get_constraints(const std::vector<ChildOrderState>& orders, std::vector<MinMax>* constraints) {
+   bts_assert(constraints);
+   for (const auto& order : orders) {
+      //Note: to maintain queue position set max to current quantity.  This will cause more orders to be added to the end if size increases
+      constraints->push_back(MinMax {
+         order.state.total_fills.value(),
+         order.state.status == ChildStatus::WORKING ?
+            std::numeric_limits<uint32_t>::max() : order.state.total_fills.value()
+      });
+   }
+}
+
+bool SplitterAlgo::is_complete() const {
+   uint32_t fills = 0;
+   for (const auto& o : me->orders) { fills += o.state.total_fills.value(); }
+   return fills >= me->target_qty;
+}
+
+void SplitterAlgo::terminate() const {
+   algo().complete();
+   //?? Do we need to clean up children?
+   for (const auto& o : me->orders) {
+      if (o.state.status == ChildStatus::WORKING) {
+         algo().cancel_child(o.key);
+      }
+   }
+   me->is_terminated = true;
+}
+   
+void SplitterAlgo::update_child_template(IBeforeLaunchAlgoServices& ibl) {
+   // Create child template
+   auto child_def = ibl.definition();
+   bts_assert(child_def.has_custom_def());
+   bts_assert(child_def.custom_def().has_splitter());
+   auto& splitter = child_def.custom_def().splitter();
+   *child_def.mutable_custom_def() = splitter.child();
+   me->child_template = &ibl.make_child_template(child_def);
+}
+
+void SplitterAlgo::sync_orders(const api::orderman::CustomOrderDefinition* new_child_def) {
+   if (me->is_terminated) return;
+   if (is_complete()) {
+      terminate();
+      return;
+   }
+
+   std::sort(me->orders.begin(), me->orders.end(), [](auto& a, auto b) { return b.min_qty() < a.min_qty(); });
+   std::vector<MinMax> constraints;
+   get_constraints(me->orders, &constraints);
+
+   std::vector<Quantity> desired;
+   compute_desired_sizes(me->exposed_qty, me->clip, constraints, &desired);
+
+   auto oiter = me->orders.begin();
+   // iterate to the current number of orders, don't consider orders that we're adding
+   auto order_count = me->orders.size();
+   auto price = algo().price();
+   for (const auto& qty : desired) {
+      if (order_count == 0) {
+         // Ran out of existing orders, time to add more
+         auto key = algo().launch_child(*me->child_template, price, qty);
+         // Assume the order begins successfully. Hopefully we get back some sort of NACK otherwise
+         me->orders.push_back({ key, {} });
+         me->orders.back().state.price = price;
+         me->orders.back().state.quantity = Quantity { qty };
+         me->orders.back().state.status = ChildStatus::WORKING;
+      }
+      else {
+         // Check the current order's quantity and modify it to match desired qty
+         if (oiter->state.status == ChildStatus::WORKING) {
+            if (oiter->state.price != price ||
+               oiter->state.quantity != qty ||
+               new_child_def != nullptr) {
+               Update update;
+               update.set_quantity(qty.value());
+               update.set_price(price.value());
+               if (new_child_def != nullptr) {
+                  *update.mutable_custom() = *new_child_def;
+               }
+               algo().update_child(oiter->key, update);
+            }
+         }
+         oiter++;
+         order_count -= 1;
+      }
+   }
+   // cancel any orders past desired
+   if (desired.size() < me->orders.size()) {
+      for (size_t x = desired.size(); x < me->orders.size(); ++x) {
+         auto& order= me->orders[x];
+         if (order.state.status == ChildStatus::WORKING) {
+            order.state.status = ChildStatus::CANCELED;
+            algo().cancel_child(order.key);
+         }
+      }
+   }
+
+}
+
+IAlgoServices& SplitterAlgo::algo() const { bts_assert(me->algo); return *me->algo; }
+
+}}} //namespace
@@ -0,0 +1,60 @@
+#pragma once 
+#include "lib/orderman/orders/algo/IAlgoOrder.h"
+
+namespace bts { 
+namespace orderman { 
+namespace splitter {
+
+/*
+   SplitterAlgo
+
+   Parameters:
+      max_order_qty 
+         -- Clip size. No single order can exceed this quantity.
+      exposed_qty 
+         -- The total quantity we want visible on the exchange.
+         -- This will typically be higher than the quantity which helps capture fills in pro-rata algorithms
+      price, quantity 
+         -- Common to all orders.
+         -- Splitter is filled when it reaches (or exceeds) quantity not exposed_qty
+   
+   SplitterAlgo acts as a single order to its parent but actually divides the total exposure
+   by the clip size and working several orders at once.
+   - It completes when the quantity is matched or exceeded.
+   - It tries to maximize the size of the orders and it may sacrifice queue position to do that.
+   - It reacts to fills and parameter changes and adjusts it's children appropriately.
+   - See splitter_tests.cpp for examples
+   - Future work: By constraining maximum size we can force this algorithm to maintain queue position.
+
+*/
+class SplitterAlgo : public IAlgoOrder
+{
+   struct Impl;
+   std::unique_ptr<Impl> me;
+
+public:
+   SplitterAlgo();
+   ~SplitterAlgo();
+
+   OrderOpResult do_before_launch(IBeforeLaunchAlgoServices &) override;
+   void do_launch(IAlgoServices &) override;
+   void do_launch_attached(IAlgoServices &, OrderKey, ChildState) override;
+   void do_update(api::orderman::Update const &) override;
+   void on_child_change(OrderKey, ChildState const &) override;
+
+private:
+   IAlgoServices& algo() const;
+
+   void sync_orders(const api::orderman::CustomOrderDefinition* new_child_def = nullptr);
+   bool is_complete() const;
+   void terminate() const;
+
+   void update_child_template(IBeforeLaunchAlgoServices&);
+};
+
+// exposed for unit testing purposes.
+struct MinMax {uint32_t min, max;};
+void compute_desired_sizes(uint32_t , uint32_t ,
+                           const std::vector<MinMax>& , std::vector<Quantity>* );
+
+}}} //namespace 
@@ -0,0 +1,378 @@
+#include "AlgoTestDriver.h"
+#include "lib/md/relay/RelayRecorder.h"
+#include "catch/catch.hpp"
+#include "lib/api/services/OrderService.pb.h"
+#include "lib/orderman/orderman_utils/Book.h"
+#include "lib/logging/logging.h"
+
+#include <optional>
+#include <queue>
+
+namespace bts {
+namespace orderman {
+namespace test {
+using namespace api::orderman;
+
+constexpr bool has_flag(ATDFlags prop, ATDFlags flag) {
+   return ((uint32_t)prop & (uint32_t)flag) == (uint32_t)flag;
+}
+
+const std::map<SecurityKey, api::Security>& get_some_securities() {
+   static std::map<SecurityKey, api::Security> results;
+   if (results.empty()) {
+      md::get_securities_from_replay([&](const api::Security& s) {
+         results.insert(std::make_pair(SecurityKey(s.id()), s));
+      });
+   }
+   return results;
+}
+
+
+struct RecursionCounter {
+   size_t depth = 0;
+   virtual void flush() = 0;
+   virtual ~RecursionCounter() {}
+};
+struct RecursionGuard {
+   RecursionGuard(RecursionCounter& c) : counter(c) {
+      counter.depth += 1;
+      REQUIRE(counter.depth < 100);
+   }
+   ~RecursionGuard() { 
+      counter.depth -= 1;
+      if (counter.depth == 0) { counter.flush(); }
+   }
+private:
+   RecursionCounter& counter;
+};
+
+struct AlgoTestDriverBase::Impl : public RecursionCounter {
+   IAlgoOrder& algo;
+   api::orderman::OrderDefinition definition;
+   Price price;
+   Quantity size;
+   ATDFlags flags;
+   TimeStamp now;
+   api::Security security;
+   OrderKey order_key, parent_key;
+   std::tuple<Quantity, Price> fill_state;
+
+   AlgoState state;
+   std::vector<ChildOrder> orders;
+
+   std::map<SecurityKey, Book> books;
+   std::map<SecurityKey, bool> book_subs;
+   bool sub_timer = false;
+
+   // Callbacks
+   std::vector<std::function<void(OrderKey)>> on_child_launching;
+   std::vector<std::function<void(const ChildOrder&)>> on_child_changing;
+   std::vector<std::function<void(const ChildOrder&, const ChildOrder&)>> on_child_changed;
+
+   Impl(IAlgoOrder& o) : algo(o) {}
+
+   OrderKey next_order() {
+      _next_order.value() += 1;
+      return _next_order;
+   }
+   RecursionGuard recusion_guard() { return {*this}; }
+
+   void flush() override;
+   bool flushing = false;
+   // child changes must be asyncronous
+   std::vector<std::tuple<OrderKey, ChildState>> deferred;
+   void defer_child_change(OrderKey k, ChildState cs) { deferred.push_back(std::make_tuple(k,cs)); }
+
+private:
+   OrderKey _next_order = OrderKey(99);
+};
+
+void AlgoTestDriverBase::Impl::flush() {
+   if(flushing) return;
+   flushing = true;
+   for (const auto& update : deferred) {
+      algo.on_child_change(std::get<OrderKey>(update), std::get<ChildState>(update));
+   }
+   deferred.clear();
+   flushing = false;
+}
+
+AlgoTestDriverBase::AlgoTestDriverBase(
+         IAlgoOrder& algo,
+         const api::orderman::OrderDefinition& def,
+         Price price, Quantity size,
+         ATDFlags flags)
+   : me(new Impl(algo)) {
+
+   me->definition = def;
+   me->price = price;
+   me->size = size;
+   me->flags = flags;
+   me->now = Timer::now();
+   me->state = AlgoState::CREATED;
+
+   auto securities = get_some_securities();
+   REQUIRE(securities.size() > 0);
+   me->security = securities.begin()->second;
+
+   me->order_key = me->next_order();
+   if (has_flag(flags, ATDFlags::HAS_PARENT)) {
+      me->parent_key = me->next_order();
+   }
+}
+
+AlgoTestDriverBase::~AlgoTestDriverBase() {}
+
+OrderOpResult AlgoTestDriverBase::before_launch() {
+   REQUIRE(me->state == AlgoState::CREATED);
+   me->state = AlgoState::READY;
+   return me->algo.do_before_launch(*this);
+}
+
+void AlgoTestDriverBase::launch() {
+   REQUIRE(me->state == AlgoState::READY);
+   me->algo.do_launch(*this);
+   me->state = AlgoState::RUNNING;
+}
+
+void AlgoTestDriverBase::launch_attached(OrderKey key, ChildState state) {
+   REQUIRE(me->state == AlgoState::READY);
+   me->algo.do_launch_attached(*this, key, state);
+   me->state = AlgoState::RUNNING;
+}
+void AlgoTestDriverBase::do_update(const api::orderman::Update& update) {
+   auto guard = me->recusion_guard();
+   REQUIRE(me->state == AlgoState::RUNNING);
+   me->algo.do_update(update);
+}
+
+void AlgoTestDriverBase::update_book(const Book& book) {
+   auto key = book.security_key();
+   me->books[key] = book;
+   auto iter = me->book_subs.find(key);
+   if (iter != me->book_subs.end()) {
+      me->algo.on_book(key, book);
+   }
+}
+void AlgoTestDriverBase::advance_time(Duration d) {
+   me->now += d;
+   if (me->sub_timer) {
+      me->algo.on_timer();
+   }
+}
+
+const std::vector<ChildOrder>& AlgoTestDriverBase::child_orders() const {
+   return me->orders;
+}
+
+AlgoState AlgoTestDriverBase::state() const {
+   return me->state;
+}
+
+void AlgoTestDriverBase::fill(OrderKey k, Price price, Quantity qty) {
+   auto guard = me->recusion_guard();
+   for (auto& child : me->orders) {
+      if (child.key == k) {
+         REQUIRE(child.cstate.quantity.value() - child.cstate.total_fills.value() >= qty.value());
+         for (const auto& cb : me->on_child_changing) cb(child);
+         auto old = child;
+
+         auto total_price = child.cstate.avg_price.value() * child.cstate.total_fills.value();
+         total_price += price.value() * qty.value();
+
+         child.cstate.last_fills = qty;
+         child.cstate.total_fills.value() += qty.value();
+         child.cstate.last_price = price;
+         child.cstate.avg_price = Price { total_price / child.cstate.total_fills.value() };
+
+         if (child.cstate.quantity.value() <= child.cstate.total_fills.value()) {
+            child.cstate.status = ChildStatus::COMPLETED;
+         }
+
+         for (const auto& cb : me->on_child_changed) cb(old, child);
+         // No defer because this is called from outside
+         if (child.subscribed)  me->algo.on_child_change(k, child.cstate);
+         break;
+      }
+   }
+}
+
+const ChildOrder* largest_order(const std::vector<ChildOrder>& orders) {
+   uint32_t sz = 0;
+   const ChildOrder* result = nullptr;
+   for (const auto& order : orders) {
+      auto available =
+         order.cstate.quantity.value() - order.cstate.total_fills.value();
+      if (order.cstate.status == ChildStatus::WORKING &&
+          available > sz) {
+         sz = available;
+         result = &order;
+      }
+   }
+   return result;
+}
+void AlgoTestDriverBase::fill(Price p, Quantity q) {
+   auto to_fill = q.value();
+   while(to_fill > 0) {
+      auto order = largest_order(this->child_orders());
+      REQUIRE(order);
+      auto available = (order->cstate.quantity.value() - order->cstate.total_fills.value());
+      if (available >= to_fill) {
+         this->fill(order->key, p, Quantity {to_fill});
+         return;
+      }
+      else {
+         this->fill(order->key, p, Quantity {available});
+         to_fill -= available;
+      }
+   }
+}
+
+void AlgoTestDriverBase::on_child_launching(std::function<void(OrderKey)>&& cb) {
+   me->on_child_launching.push_back(cb);
+}
+void AlgoTestDriverBase::on_child_changing(std::function<void(const ChildOrder&)>&& cb) {
+   me->on_child_changing.push_back(cb);
+}
+void AlgoTestDriverBase::on_child_changed(std::function<void(const ChildOrder&, const ChildOrder&)>&& cb) {
+   me->on_child_changed.push_back(cb);
+}
+
+//
+// Utility
+
+ChildOrder mkchild(OrderKey key, Price price, Quantity qty, bool sub) {
+   ChildOrder result = {};
+   result.key = key;
+   result.cstate.price = price;
+   result.cstate.quantity = qty;
+   result.subscribed = sub;
+   return result;
+}
+
+//
+// IBeforeLaunch
+
+const api::orderman::OrderDefinition& AlgoTestDriverBase::definition() const { return me->definition; }
+const api::Security& AlgoTestDriverBase::security() const { return me->security; }
+OrderKey AlgoTestDriverBase::order_key() const { return me->order_key; }
+OrderKey AlgoTestDriverBase::parent_order_key() const { return me->parent_key; }
+const api::Security* AlgoTestDriverBase::lookup_security(SecurityKey key) const {
+   auto s = get_some_securities();
+   auto iter = s.find(key);
+   if (iter != s.end()) {
+      return &iter->second;
+   }
+   return nullptr;
+}
+bool AlgoTestDriverBase::is_attaching() const { return has_flag(me->flags, ATDFlags::IS_ATTACHING); }
+ChildTemplate& AlgoTestDriverBase::make_child_template(const api::orderman::OrderDefinition&, size_t) {
+   ChildTemplate* t = nullptr;
+   return *t;
+}
+TimeStamp AlgoTestDriverBase::get_time() const { return me->now; }
+
+//
+// IAlgoServices
+
+Price AlgoTestDriverBase::price() const { return me->price; }
+Quantity AlgoTestDriverBase::quantity() const { return me->size; }
+Quantity AlgoTestDriverBase::total_fills() const {
+   return std::get<Quantity>(me->fill_state);
+}
+
+void AlgoTestDriverBase::subscribe_book(SecurityKey key){
+   me->book_subs[key] = true;
+   auto iter = me->books.find(key);
+   if (iter != me->books.end()) {
+      me->algo.on_book(key, iter->second);
+   }
+}
+void AlgoTestDriverBase::unsubscribe_book(SecurityKey key) {
+   me->book_subs.erase(key);
+}
+void AlgoTestDriverBase::subscribe_child_change(OrderKey k) {
+   for (auto& child : me->orders) {
+      if (child.key == k) {
+         child.subscribed = true;
+      }
+   }
+}
+void AlgoTestDriverBase::unsubscribe_child_change(OrderKey k) {
+   for (auto& child : me->orders) {
+      if (child.key == k) {
+         child.subscribed = false;
+      }
+   }
+}
+void AlgoTestDriverBase::subscribe_timer() { me->sub_timer = true; }
+void AlgoTestDriverBase::unsubscribe_timer() { me->sub_timer = false; }
+
+OrderKey AlgoTestDriverBase::launch_child(ChildTemplate&, Price price, Quantity qty, bool sub) {
+   OrderKey key = me->next_order();
+   me->orders.push_back(
+      mkchild(key, price, qty, sub));
+   for(const auto& cb : me->on_child_launching) cb(key);
+   return key;
+}
+OrderKey AlgoTestDriverBase::launch_child(api::orderman::OrderDefinition const & od, Price price, Quantity qty, bool sub) {
+   return launch_child(make_child_template(od), price, qty, sub);
+}
+void AlgoTestDriverBase::update_child(OrderKey key, api::orderman::Update const & update) {
+   auto guard = me->recusion_guard();
+   for (auto& child : me->orders) {
+      if (child.key == key) {
+         for (const auto& cb : me->on_child_changing) cb(child);
+         auto old = child;
+         if (update.price() != 0) {
+            child.cstate.price = Price(update.price());
+         }
+         if (update.quantity() != 0) {
+            child.cstate.quantity = Quantity(update.quantity());
+         }
+         if (child.cstate.quantity.value() <= child.cstate.total_fills.value()) {
+            child.cstate.status = ChildStatus::COMPLETED;
+         }
+         for (const auto& cb : me->on_child_changed) cb(old, child);
+
+         if (child.subscribed) {
+            me->defer_child_change(key, child.cstate);
+         }
+      }
+   }
+}
+void AlgoTestDriverBase::cancel_child(OrderKey key) {
+   auto guard = me->recusion_guard();
+   for (auto& child : me->orders) {
+      if (child.key == key) {
+         REQUIRE(child.cstate.status != ChildStatus::CANCELED);
+         for (const auto& cb : me->on_child_changing) cb(child);
+         auto before = child;
+         child.cstate.status = ChildStatus::CANCELED;
+         for (const auto& cb : me->on_child_changed) cb(before, child);
+         if(child.subscribed) {
+            me->defer_child_change(key, child.cstate);
+         }
+         break;
+      }
+   }
+}
+void AlgoTestDriverBase::detach_child(OrderKey key) {
+   std::remove_if(me->orders.begin(), me->orders.end(), [key](const auto& order) { return order.key == key; });
+}
+void AlgoTestDriverBase::detach_all_children() {
+   me->orders.clear();
+}
+void AlgoTestDriverBase::cancel(std::string const &) {
+   me->state = AlgoState::CANCELED;
+}
+void AlgoTestDriverBase::terminate_error(std::string const &) {
+   me->state = AlgoState::TERMINATED;
+}
+void AlgoTestDriverBase::complete() {
+   me->state = AlgoState::COMPLETED;
+}
+void AlgoTestDriverBase::set_ladder_visibility(bool) { /* whatever, ok */ }
+void AlgoTestDriverBase::update_fill_state(Quantity q, Price p) { me->fill_state = { q, p }; }
+
+}}}//namespace
@@ -0,0 +1,140 @@
+#pragma once
+#include "lib/orderman/orders/algo/IAlgoOrder.h"
+#include "lib/orderman/orders/algo/IAlgoServices.h"
+#include "lib/md/IntPrice.h"
+#include <memory>
+#include <vector>
+#include <string>
+
+namespace bts {
+namespace orderman {
+namespace test {
+
+const std::map<SecurityKey, api::Security>& get_some_securities();
+
+enum class ATDFlags {
+   NONE = 0,
+   IS_ATTACHING = 1,
+   HAS_PARENT = 2,
+};
+
+enum class AlgoState {
+   CREATED,
+   // before_lauh() ->
+   READY,
+   // launch() ->
+   RUNNING,
+   CANCELED,
+   TERMINATED,
+   COMPLETED
+};
+
+struct ChildOrder {
+   OrderKey key;
+   bool subscribed;
+   ChildState cstate;
+   uint32_t active_qty() const { 
+      return cstate.status == ChildStatus::WORKING ? 
+             cstate.quantity.value() - cstate.total_fills.value() : 0;
+   }
+};
+
+class AlgoTestDriverBase : private IAlgoServices {
+   struct Impl;
+   std::unique_ptr<Impl> me;
+
+   public:
+      AlgoTestDriverBase(
+         IAlgoOrder& algo, 
+         const api::orderman::OrderDefinition& def, 
+         Price price, Quantity size,
+         ATDFlags flags=ATDFlags::NONE);
+      ~AlgoTestDriverBase();
+
+   //
+   // Expose some things from IAlgoServices
+   const api::Security& security() const override;
+   Price price() const override;
+   Quantity quantity() const override;
+   Quantity total_fills() const override;
+   
+   //
+   // Change state
+
+   OrderOpResult before_launch();
+   void launch();
+   void launch_attached(OrderKey, ChildState);
+   void do_update(const api::orderman::Update&);
+
+   void update_book(const Book&);
+   void advance_time(Duration);
+
+   //
+   // Inspection methods
+   const std::vector<ChildOrder>& child_orders() const;
+   AlgoState state() const;
+
+   // Fills for this specific order
+   void fill(OrderKey, Price, Quantity);
+   // Fill this quantity, start with the largest child order
+   void fill(Price, Quantity);
+
+   void on_child_launching(std::function<void(OrderKey)>&&);
+   void on_child_changing(std::function<void(const ChildOrder&)>&&);
+   void on_child_changed(std::function<void(const ChildOrder&, const ChildOrder&)>&&);
+   
+   
+
+private:
+
+   //
+   // IBeforeLaunchAlgoServices
+   const api::orderman::OrderDefinition& definition() const override;
+   // const api::Security& security() const override;
+   OrderKey order_key() const override;
+   OrderKey parent_order_key() const override;
+   const api::Security* lookup_security(SecurityKey) const override;
+   bool is_attaching() const override;
+   ChildTemplate& make_child_template(const api::orderman::OrderDefinition& child_def, size_t reserve = 1) override;
+   TimeStamp get_time() const override;
+   
+   //
+   // IAlgoServices
+   void subscribe_book(SecurityKey)override;
+   void unsubscribe_book(SecurityKey) override;
+   void subscribe_child_change(OrderKey) override;
+   void unsubscribe_child_change(OrderKey) override;
+   void subscribe_timer() override;
+   void unsubscribe_timer() override;
+
+   OrderKey launch_child(ChildTemplate &, Price, Quantity, bool) override;
+   OrderKey launch_child(api::orderman::OrderDefinition const &, Price,
+                         Quantity, bool) override;
+   void update_child(OrderKey , api::orderman::Update const &) override; 
+   void cancel_child(OrderKey) override; 
+   void detach_child(OrderKey) override;
+   void detach_all_children() override;
+
+   void cancel(std::string const &) override;
+   void terminate_error(std::string const &) override;
+   void complete() override;
+   void set_ladder_visibility(bool) override;
+   void update_fill_state(Quantity , Price) override;
+
+};
+
+template <class Algo>
+struct AlgoTestDriver : public AlgoTestDriverBase 
+{
+   // Avoids mutual ownership problem
+   Algo _algo;
+   AlgoTestDriver(
+         const api::orderman::OrderDefinition& def, 
+         const md::IntPrice& price, Quantity size,
+         ATDFlags flags=ATDFlags::NONE)
+         : AlgoTestDriverBase(_algo, def, Price {price.price()}, size, flags), _algo()
+         { }
+   const Algo& algo() const { return _algo; }
+};
+
+}}}//namespace
@@ -0,0 +1,600 @@
+
+#include "../SplitterAlgo.h"
+#include "AlgoTestDriver.h"
+#include "catch/catch.hpp"
+#include "lib/orderman/orderman_utils/Book.h"
+#include <ctime>
+#include <optional>
+#include <tuple>
+#include <variant>
+#include "lib/utils/bts_chrono.h"
+
+using namespace std;
+using namespace bts::orderman::splitter;
+using namespace bts::api::orderman;
+
+namespace bts {
+namespace orderman {
+namespace test {
+
+/*
+
+- max/exposed, assert correct # of orders on the market
+- completes on target_qty reached
+- completes on target_qty exceeded
+- send fills, check order state
+- send fills, then change target_qty
+
+ */
+
+constexpr auto some_price = md::IntPrice{128000, -3};
+
+using ExpectedCount = utils::ValueWrapper<struct ExpectedCountTag, uint32_t>;
+struct SimpleCase {
+   ExpectedCount expected_orders;
+   Quantity target;
+   SplitterOrderDefinition sod;
+};
+
+SimpleCase mkSimple(ExpectedCount expected, uint32_t max_size, uint32_t exposed,
+                    uint32_t target) {
+   SimpleCase result;
+   result.expected_orders = expected;
+   result.target = Quantity{target};
+   result.sod.set_max_order_qty(max_size);
+   result.sod.set_exposed_qty(exposed);
+   return result;
+}
+
+TEST_CASE("compute_desired_sizes fuzzing", "[algo][splitter]") {
+   srand((unsigned)time(0));
+
+   auto start = Timer::now();
+   
+   while (sec_diff(Timer::now(),start) < 5) {
+      uint32_t total = rand() % 100 + 1;
+      uint32_t clip = rand() % 4 + 1;
+      std::vector<MinMax> constraints(rand() % 10);
+      std::vector<Quantity> result;
+
+      uint32_t all_fills = 0;
+      for (auto &mm : constraints) {
+         uint32_t order_working = rand() % 2;
+         uint32_t fills = rand() % 2 * clip;
+         all_fills += fills;
+         mm = {fills, order_working ? fills + rand() % clip + 1 : fills};
+      }
+      if (all_fills < total) {
+         compute_desired_sizes(total, clip, constraints, &result);
+         uint32_t exposed_qty = 0;
+         for (auto q : result)
+            exposed_qty += q.value();
+
+         bool clip_size_honored = true;
+         for (auto q : result)
+            clip_size_honored = clip_size_honored && (q.value() <= clip);
+          
+         if (exposed_qty != total || !clip_size_honored) {
+            std::cout << "total: " << total << "\n"
+                      << "clip: " << clip << "\n{ ";
+
+            for (auto mm : constraints)
+               std::cout << "{" << mm.min << "," << mm.max << "},";
+            std::cout << " }\n";
+         }
+         REQUIRE(clip_size_honored);
+         REQUIRE(exposed_qty == total);
+      }
+   }
+}
+
+TEST_CASE("initial orders", "[algo][splitter]") {
+   std::vector<SimpleCase> cases;
+   cases.push_back(mkSimple(ExpectedCount{10}, 10, 100, 50));
+   cases.push_back(mkSimple(ExpectedCount{11}, 10, 105, 50));
+   cases.push_back(mkSimple(ExpectedCount{5}, 10, 50, 50));
+   cases.push_back(mkSimple(ExpectedCount{5}, 10, 50, 150));
+
+   for (const auto &tcase : cases) {
+      auto expected = tcase.expected_orders.value();
+      api::orderman::OrderDefinition def;
+      def.set_side(api::SIDE_BUY);
+      *def.mutable_custom_def()->mutable_splitter() = tcase.sod;
+      AlgoTestDriver<SplitterAlgo> state(def, some_price, tcase.target);
+
+      REQUIRE(state.before_launch().ok());
+      state.launch();
+      REQUIRE(state.child_orders().size() == expected);
+      REQUIRE(state.state() == AlgoState::RUNNING);
+   }
+}
+
+TEST_CASE("completes on target", "[algo][splitter]") {
+   std::vector<SimpleCase> cases;
+   cases.push_back(mkSimple(ExpectedCount{3}, 30, 90, 50));
+   cases.push_back(mkSimple(ExpectedCount{10}, 10, 100, 50));
+   cases.push_back(mkSimple(ExpectedCount{11}, 10, 105, 50));
+   cases.push_back(mkSimple(ExpectedCount{5}, 10, 50, 50));
+   cases.push_back(mkSimple(ExpectedCount{5}, 10, 50, 150));
+   cases.push_back(mkSimple(ExpectedCount{4}, 13, 50, 150));
+   cases.push_back(mkSimple(ExpectedCount{12}, 13, 150, 50));
+
+   for (const auto &tcase : cases) {
+      auto expected = tcase.expected_orders.value();
+      api::orderman::OrderDefinition def;
+      def.set_side(api::SIDE_BUY);
+      *def.mutable_custom_def()->mutable_splitter() = tcase.sod;
+      AlgoTestDriver<SplitterAlgo> state(def, some_price, tcase.target);
+
+      REQUIRE(state.before_launch().ok());
+      state.launch();
+      REQUIRE(state.child_orders().size() == expected);
+      REQUIRE(state.state() == AlgoState::RUNNING);
+
+      SECTION("Fill completely") {
+         auto orders = state.child_orders();
+         // Fill the order
+         size_t filled = 0;
+         size_t iterations = 0;
+         while (state.state() == AlgoState::RUNNING) {
+            // loop to allow more orders to be added
+            ++iterations;
+            REQUIRE(iterations < 999);
+            for (const auto &order : orders) {
+               state.fill(order.key, Price(some_price.price()),
+                          order.cstate.quantity);
+               filled += order.cstate.quantity.value();
+               REQUIRE(filled == state.total_fills().value());
+               if (filled >= tcase.target.value()) {
+                  REQUIRE(state.state() == AlgoState::COMPLETED);
+                  break;
+               } else {
+                  REQUIRE(state.state() == AlgoState::RUNNING);
+               }
+            }
+         }
+      }
+      SECTION("fill one by one") {
+         const auto &orders = state.child_orders();
+         // Fill 1 per iteration.
+         // Algo should add more orders if not enough are visible initially
+         size_t filled = 0;
+         size_t iterations = 0;
+         while (state.state() == AlgoState::RUNNING) {
+            ++iterations;
+            REQUIRE(iterations < 999); // not making progress
+            for (const auto &order : orders) {
+               if (order.cstate.status == ChildStatus::WORKING) {
+                  auto price = Price{some_price.price()};
+                  state.fill(order.key, price, Quantity{1});
+                  filled += 1;
+                  REQUIRE(filled == state.total_fills().value());
+                  // Fills should never cause new orders to get added
+                  REQUIRE(state.child_orders().size() == expected);
+                  if (filled >= tcase.target.value()) {
+                     REQUIRE(state.state() == AlgoState::COMPLETED);
+                     break;
+                  } else {
+                     REQUIRE(state.state() == AlgoState::RUNNING);
+                  }
+               }
+            }
+         }
+      }
+   }
+}
+
+TEST_CASE("updates", "[algo][splitter]") {
+   // Start in state 0, update to state 1
+   std::vector<std::tuple<SimpleCase, std::vector<uint32_t>, SimpleCase>> cases;
+
+   // reduce max order size, increase # orders
+   cases.push_back({mkSimple(ExpectedCount{10} /*order count*/, 10 /*max*/,
+                             100 /*exposed*/, 50 /*target*/),
+                    {},
+                    mkSimple(ExpectedCount{20}, 5, 100, 50)});
+   /// reduce max order size, keep # orders constant
+   cases.push_back({mkSimple(ExpectedCount{10}, 10, 100, 50),
+                    {},
+                    mkSimple(ExpectedCount{10}, 5, 50, 50)});
+   cases.push_back({mkSimple(ExpectedCount{10}, 10, 100, 50),
+                    {5, 5},
+                    mkSimple(ExpectedCount{8}, 5, 50, 40)});
+   cases.push_back({mkSimple(ExpectedCount{10}, 10, 100, 50),
+                    {5, 5},
+                    mkSimple(ExpectedCount{18}, 5, 100, 50)});
+
+   for (const auto &tcase : cases) {
+      auto case_init = std::get<0>(tcase);
+      api::orderman::OrderDefinition def;
+      def.set_side(api::SIDE_BUY);
+      *def.mutable_custom_def()->mutable_splitter() = case_init.sod;
+      AlgoTestDriver<SplitterAlgo> state(def, some_price, case_init.target);
+
+      REQUIRE(state.before_launch().ok());
+      state.launch();
+      REQUIRE(state.state() == AlgoState::RUNNING);
+      REQUIRE(state.child_orders().size() == case_init.expected_orders.value());
+      for (const auto &o : state.child_orders()) {
+         if (o.cstate.status == ChildStatus::WORKING) {
+            REQUIRE(o.cstate.quantity.value() <= case_init.sod.exposed_qty());
+         }
+      }
+
+      uint32_t fills = 0;
+      for (auto q : std::get<1>(tcase)) {
+         state.fill({}, Quantity{q});
+         fills += q;
+      }
+
+      REQUIRE(state.total_fills().value() == fills);
+
+      Update update;
+      auto case_next = std::get<2>(tcase);
+      update.set_price(some_price.price());
+      update.set_quantity(case_next.target.value());
+      *def.mutable_custom_def()->mutable_splitter() = case_next.sod;
+      *update.mutable_custom() = def.custom_def();
+
+      state.do_update(update);
+      REQUIRE(state.state() == AlgoState::RUNNING);
+      size_t working = 0;
+      for (const auto &c : state.child_orders())
+         if (c.cstate.status == ChildStatus::WORKING)
+            working += 1;
+      REQUIRE(working == case_next.expected_orders.value());
+      for (const auto &o : state.child_orders()) {
+         if (o.cstate.status == ChildStatus::WORKING) {
+            REQUIRE(o.cstate.quantity.value() <= case_next.sod.exposed_qty());
+         }
+      }
+   }
+}
+TEST_CASE("Reduction with fills", "[algo][splitter]") {
+   // Fills represent a floor on how much a trade can be reduced
+   // IF we have expose:400, clip: 100 we get
+   // 100,100,100,100
+   // Receive fills
+   // 100/50, 100/50, 100/50, 100/50
+   // Change expose to 300
+   // naive: 100, 100, 100 but we *can't* reduce the last to 0
+   // expected: 100, 100, 50, 50
+   api::orderman::OrderDefinition def;
+   def.set_side(api::SIDE_BUY);
+   auto *splitter = def.mutable_custom_def()->mutable_splitter();
+   splitter->set_max_order_qty(100);
+   splitter->set_exposed_qty(400);
+   AlgoTestDriver<SplitterAlgo> state(def, some_price, Quantity{300});
+
+   REQUIRE(state.before_launch().ok());
+   state.launch();
+   // check initial state
+   REQUIRE(state.state() == AlgoState::RUNNING);
+   REQUIRE(state.child_orders().size() == 4);
+   for (const auto &c : state.child_orders()) {
+      REQUIRE(c.cstate.quantity.value() == 100);
+   }
+
+   // Add fills
+   for (const auto &order : state.child_orders()) {
+      state.fill(order.key, {}, Quantity{50});
+   }
+
+   // Reduce exposed quantity
+   Update update;
+   update.set_quantity(300);
+   update.mutable_custom()->mutable_splitter()->set_exposed_qty(300);
+   state.do_update(update);
+
+   REQUIRE(state.state() == AlgoState::RUNNING);
+   REQUIRE(state.child_orders().size() == 4);
+   size_t total = 0;
+   for (const auto &order : state.child_orders()) {
+      total += order.cstate.quantity.value();
+   }
+   REQUIRE(total == 300);
+
+   // need this to be 100,100,50,50 not 100,100,100
+   std::set<uint32_t> actual, expected{100, 100, 50, 50};
+   for (const auto &order : state.child_orders()) {
+      actual.insert(order.cstate.quantity.value());
+   }
+   REQUIRE(actual == expected);
+
+   REQUIRE(state.total_fills().value() == 200);
+}
+
+TEST_CASE("Reduction with fills 2", "[algo][splitter]") {
+   // Fills represent a floor on how much a trade can be reduced
+   // IF we have expose:400, clip: 100 we get
+   // 100,100,100,100
+   // Receive fills
+   // 100/35, 100/45, 100/55, 100/65
+   // Change expose to 300
+   // naive: 100, 100, 100 but we *can't* reduce the last to 0
+   // expected: 100, 100, 65, 35
+   api::orderman::OrderDefinition def;
+   def.set_side(api::SIDE_BUY);
+   auto *splitter = def.mutable_custom_def()->mutable_splitter();
+   splitter->set_max_order_qty(100);
+   splitter->set_exposed_qty(400);
+   AlgoTestDriver<SplitterAlgo> state(def, some_price, Quantity{300});
+
+   REQUIRE(state.before_launch().ok());
+   state.launch();
+   // check initial state
+   REQUIRE(state.state() == AlgoState::RUNNING);
+   REQUIRE(state.child_orders().size() == 4);
+   for (const auto &c : state.child_orders()) {
+      REQUIRE(c.cstate.quantity.value() == 100);
+   }
+
+   // Add fills
+   state.fill({}, Quantity{35});
+   state.fill({}, Quantity{45});
+   state.fill({}, Quantity{55});
+   state.fill({}, Quantity{65});
+
+   // Reduce exposed quantity
+   Update update;
+   update.set_quantity(300);
+   update.mutable_custom()->mutable_splitter()->set_exposed_qty(300);
+   state.do_update(update);
+
+   REQUIRE(state.state() == AlgoState::RUNNING);
+   REQUIRE(state.child_orders().size() == 4);
+   size_t total = 0;
+   for (const auto &order : state.child_orders()) {
+      total += order.cstate.quantity.value();
+   }
+   REQUIRE(total == 300);
+
+   // need this to be 100,100,50,50 not 100,100,100
+   std::set<uint32_t> actual, expected{100, 100, 65, 35};
+   for (const auto &order : state.child_orders()) {
+      actual.insert(order.cstate.quantity.value());
+   }
+   REQUIRE(actual == expected);
+}
+
+TEST_CASE("Reduction with fills 3", "[algo][splitter]") {
+   // Fills represent a floor on how much a trade can be reduced
+   // IF we have expose:400, clip: 100 we get
+   // 100,100,100,100
+   // Receive fills
+   // 100/35, 100/45, 100/55, 100/65
+   // Change expose to 201
+   // naive: 100, 100, 1 but we *can't* reduce the last to 0
+   // expected: 66, 55, 45, 35
+   api::orderman::OrderDefinition def;
+   def.set_side(api::SIDE_BUY);
+   auto *splitter = def.mutable_custom_def()->mutable_splitter();
+   splitter->set_max_order_qty(100);
+   splitter->set_exposed_qty(400);
+   AlgoTestDriver<SplitterAlgo> state(def, some_price, Quantity{300});
+
+   REQUIRE(state.before_launch().ok());
+   state.launch();
+   // check initial state
+   REQUIRE(state.state() == AlgoState::RUNNING);
+   REQUIRE(state.child_orders().size() == 4);
+   for (const auto &c : state.child_orders()) {
+      REQUIRE(c.cstate.quantity.value() == 100);
+   }
+
+   // Add fills
+   state.fill({}, Quantity{35});
+   state.fill({}, Quantity{45});
+   state.fill({}, Quantity{55});
+   state.fill({}, Quantity{65});
+
+   // Reduce exposed quantity
+   Update update;
+   update.set_quantity(201);
+   update.mutable_custom()->mutable_splitter()->set_exposed_qty(201);
+   state.do_update(update);
+
+   REQUIRE(state.state() == AlgoState::RUNNING);
+   REQUIRE(state.child_orders().size() == 4);
+   size_t total = 0;
+   for (const auto &order : state.child_orders()) {
+      total += order.cstate.quantity.value();
+   }
+   REQUIRE(total == 201);
+
+   std::set<uint32_t> actual, expected{66, 55, 45, 35};
+   for (const auto &order : state.child_orders()) {
+      actual.insert(order.cstate.quantity.value());
+   }
+   REQUIRE(actual == expected);
+}
+
+TEST_CASE("reduce to completion", "[algo][splitter]") {
+   // Fills represent a floor on how much a trade can be reduced
+   // IF we have expose:400, clip: 100 we get
+   // 100,100,100,100
+   // Receive fills
+   // 100/100, 100/100, 100/0, 100/00
+   // Change expose to 200
+   // expected: algo transitions to copmleted state canceling 2 orders
+   api::orderman::OrderDefinition def;
+   def.set_side(api::SIDE_BUY);
+   auto *splitter = def.mutable_custom_def()->mutable_splitter();
+   splitter->set_max_order_qty(100);
+   splitter->set_exposed_qty(400);
+   AlgoTestDriver<SplitterAlgo> state(def, some_price, Quantity{300});
+
+   REQUIRE(state.before_launch().ok());
+   state.launch();
+   // check initial state
+   REQUIRE(state.state() == AlgoState::RUNNING);
+   REQUIRE(state.child_orders().size() == 4);
+   for (const auto &c : state.child_orders()) {
+      REQUIRE(c.cstate.quantity.value() == 100);
+   }
+
+   // Add fills
+   state.fill({}, Quantity{100});
+   state.fill({}, Quantity{100});
+
+   // Reduce exposed quantity
+   Update update;
+   update.set_quantity(200);
+   def.mutable_custom_def()->mutable_splitter()->set_exposed_qty(200);
+   state.do_update(update);
+
+   REQUIRE(state.state() == AlgoState::COMPLETED);
+   size_t total = 0;
+   for (const auto &order : state.child_orders()) {
+      if (order.cstate.status == ChildStatus::WORKING) {
+         total += order.cstate.quantity.value();
+      } else {
+         total += order.cstate.total_fills.value();
+      }
+   }
+   REQUIRE(total == 200);
+}
+
+TEST_CASE("reduce to completion 2", "[algo][splitter]") {
+   // Fills represent a floor on how much a trade can be reduced
+   // IF we have expose:400, clip: 100 we get
+   // 100,100,100,100
+   // Receive fills
+   // 100/100, 100/100, 100/0, 100/00
+   // Change expose to 200
+   // expected: algo transitions to copmleted state canceling 2 orders
+   api::orderman::OrderDefinition def;
+   def.set_side(api::SIDE_BUY);
+   auto *splitter = def.mutable_custom_def()->mutable_splitter();
+   splitter->set_max_order_qty(100);
+   splitter->set_exposed_qty(400);
+   AlgoTestDriver<SplitterAlgo> state(def, some_price, Quantity{300});
+
+   REQUIRE(state.before_launch().ok());
+   state.launch();
+   // check initial state
+   REQUIRE(state.state() == AlgoState::RUNNING);
+   REQUIRE(state.child_orders().size() == 4);
+   for (const auto &c : state.child_orders()) {
+      REQUIRE(c.cstate.quantity.value() == 100);
+   }
+
+   // Add fills
+   state.fill({}, Quantity{100});
+   state.fill({}, Quantity{50});
+   state.fill({}, Quantity{50});
+
+   // Reduce exposed quantity
+   Update update;
+   update.set_quantity(200);
+   state.do_update(update);
+
+   REQUIRE(state.state() == AlgoState::COMPLETED);
+}
+
+TEST_CASE("Async Fills", "[algo][splitter]") {
+   // OK, NOW it gets tricky because we're going to test the asyncronous stuff
+
+   // Start with 4 orders size 20 outstanding (80 total exposed)
+   // Change exposure to 64 so one of the four will be reduced to 5
+   // Before the change is confirmed fill the one that is reducing by 7
+   // which would constitute an overfill
+   // Algo must reduce a second order to compensate
+
+   api::orderman::OrderDefinition def;
+   def.set_side(api::SIDE_BUY);
+   auto *splitter = def.mutable_custom_def()->mutable_splitter();
+   splitter->set_max_order_qty(20);
+   splitter->set_exposed_qty(80);
+   AlgoTestDriver<SplitterAlgo> state(def, some_price, Quantity{80});
+
+   REQUIRE(state.before_launch().ok());
+   state.launch();
+   // check initial state
+   REQUIRE(state.state() == AlgoState::RUNNING);
+   REQUIRE(state.child_orders().size() == 4);
+   for (const auto &c : state.child_orders()) {
+      REQUIRE(c.cstate.quantity.value() == 20);
+   }
+
+   // Set up some instant fills
+   bool applied_fills = false;
+   state.on_child_changing([&](const auto &) {
+      if (applied_fills)
+         return;
+      applied_fills = true;
+      // 7 fills on the last order which is has a size reduction in flight
+      state.fill(state.child_orders().rbegin()->key, {}, Quantity{7});
+   });
+
+   Update update;
+   update.set_price(state.price().value());
+   update.set_quantity(65);
+   update.mutable_custom()->mutable_splitter()->set_exposed_qty(65);
+   // This should trigger 1 order to be reduced to size 5 from 20
+   // in the meantime we'll trigger fills of size 7
+   // This results in an overfill for the 5 lot order
+   // And the
+   state.do_update(update);
+
+   // expected result:
+   // 7 fills, exposed_qty 65 = 58 active
+   uint32_t active = 0;
+   for (const auto &o : state.child_orders())
+      active += o.active_qty();
+   REQUIRE(active == 58);
+}
+
+TEST_CASE("Increase then decrease", "[algo][splitter]") {
+   // Start with 3 orders of size 100
+   // Increase the size to 400 so we launch a 4th order
+   // Then instantly send another update to 350
+
+   // NOTE: this test is not very good due to limitations in the test driver
+   // I'm leaving it in because it passes but if it starts failing in the future
+   // it's probably OK to disable it
+
+   api::orderman::OrderDefinition def;
+   def.set_side(api::SIDE_BUY);
+   auto *splitter = def.mutable_custom_def()->mutable_splitter();
+   splitter->set_max_order_qty(100);
+   splitter->set_exposed_qty(300);
+   AlgoTestDriver<SplitterAlgo> state(def, some_price, Quantity{300});
+
+   REQUIRE(state.before_launch().ok());
+   state.launch();
+   // check initial state
+   REQUIRE(state.state() == AlgoState::RUNNING);
+   REQUIRE(state.child_orders().size() == 3);
+   for (const auto &c : state.child_orders()) {
+      REQUIRE(c.cstate.quantity.value() == 100);
+   }
+
+   Update update;
+   update.set_price(state.price().value());
+   update.set_quantity(state.quantity().value());
+   update.mutable_custom()->mutable_splitter()->set_exposed_qty(400);
+
+   // Set up some instant fills
+   bool applied_second_update = false;
+   state.on_child_launching([&, update](const auto &) mutable {
+      if (!applied_second_update) {
+         applied_second_update = true;
+         update.mutable_custom()->mutable_splitter()->set_exposed_qty(350);
+         state.do_update(update);
+      }
+   });
+
+   state.do_update(update);
+
+   // expected result:
+   // 350 exposed, NOT 450
+   uint32_t quantity = 0;
+   for (const auto &o : state.child_orders())
+      quantity += o.active_qty();
+   REQUIRE(quantity == 350);
+}
+
+} // namespace test
+} // namespace orderman
+} // namespace bts
@@ -24,6 +24,7 @@ public:
   bool operator==(ValueWrapper const&v) const {return _v == v._v;}
   bool operator!=(ValueWrapper const&v) const {return _v != v._v;}
   bool operator<(ValueWrapper const&v) const {return _v < v._v;}
+   bool operator>(ValueWrapper const&v) const {return _v > v._v;}
   ValueT const& value() const {return _v;}
   ValueT & value() {return _v;}
 private:
Author	SHA1	Message	Date
Eric Harding	fc0a123166	Add guard before unsigned fill math	2019-07-05 16:07:29 -04:00
Eric Harding	7f2988ec57	SP-87 PR feedback 2/2	2019-07-03 14:09:07 -04:00
Eric Harding	08c2762500	SP-87 PR feedback 1/2	2019-07-03 14:09:07 -04:00
Pedro Pinto	509a33dc53	Merged	2019-07-03 13:42:17 -04:00
Pedro Pinto	4e6e97d90b	Added unit test for splitter compute_desired_sizes.	2019-07-03 13:40:41 -04:00
Eric Harding	cdabf3b023	SP-87 - Report fills to parent	2019-07-02 13:35:25 -04:00
Eric Harding	8248bd7db8	Add descriptive comment to splitteralgo	2019-07-02 13:35:25 -04:00
Pedro Pinto	d3ae9bc891	Merge branch 'SP-87-Splitter' of bitbucket.org:bluetradesys/spark into SP-87-Splitter	2019-07-02 11:43:47 -04:00
Pedro Pinto	ac90a21314	Clang build fixes.	2019-07-02 11:43:36 -04:00
Eric Harding	1104f4db1d	SP-87 Reject attach in before_launch	2019-07-02 09:52:24 -04:00
Eric Harding	0dcdbd540e	SP-87 Splitter algo	2019-07-01 15:47:56 -04:00
Eric Harding	226fcc279b	Utils for manipulating dynamic algos	2019-07-01 15:46:20 -04:00
Eric Harding	a6ad70fc05	SP-28 Algo unit test utils	2019-07-01 15:46:03 -04:00
John Colvin	e2b0da8103	Merged in SP-78-miniob-settings (pull request #282 ) RTM SP-78 In miniob settings changing the column width directly through the grid (i.e. not through the dialog) has no effect beyond the current popup. Approved-by: Jake Norbut <jake.norbut@bluetradesys.com> Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>	2019-07-01 19:36:01 +00:00
Pedro Pinto	aea233d537	Updated release notes.	2019-07-01 15:35:07 -04:00
Pedro Pinto	5756c090f3	Merge remote-tracking branch 'origin' into SP-78-miniob-settings	2019-07-01 15:28:59 -04:00
John Colvin	5ab0acb0ef	Merged in SP-81-private-synths (pull request #284 ) RTM SP-81 private synths Approved-by: Jake Norbut <jake.norbut@bluetradesys.com> Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>	2019-07-01 19:28:00 +00:00
Pedro Pinto	3950e5b634	Updated release notes.	2019-07-01 15:27:29 -04:00
John Colvin	b5ea399e7e	WorkspacesDialogView - remove 'Is Shared' checkbox	2019-06-26 15:22:14 -05:00
John Colvin	62baa6aa31	MEFExport UserTuple does not need a contract name	2019-06-26 14:19:49 -05:00
John Colvin	87433aa7c3	add comment for 'KnownUsers' prop	2019-06-26 13:41:37 -05:00
John Colvin	3252cab4bb	SP-80 / SP-88 Login dialog should not expose user names (because they are private)	2019-06-26 13:22:02 -05:00
John Colvin	fbe9b570a3	(forgot to run 'git add' again)	2019-06-26 12:43:48 -05:00
John Colvin	1bcb209961	remove unused delegate type, and worthless commented line	2019-06-26 11:42:47 -05:00
John Colvin	b0726ad3ea	just noticed some iobservables in OrderBookVM without OnDispatcher()s (adding them preemptively)	2019-06-26 11:40:10 -05:00
John Colvin	e0ba27a0a9	SpreaderModel - remove unneccesary 'async/await' wrappers	2019-06-26 11:40:07 -05:00
John Colvin	345e45c5bf	MEFExport UserTuple	2019-06-26 10:28:05 -05:00
John Colvin	490add84d9	replace magic consts w/ regular consts	2019-06-25 23:19:20 -05:00
John Colvin	94fc2c4248	refactor LoginModel.Exports -> LoginContainer.Exports	2019-06-25 23:18:43 -05:00
John Colvin	8a7e2db4ac	SP-80 / SP-81 Synths should be private	2019-06-25 19:01:57 -05:00
John Colvin	71c576bbc0	SP-80 / SP-82 Algos should be private	2019-06-25 17:05:41 -05:00
John Colvin	2e4dff4d91	SP-76 In miniob settings, the miniob's width seems to have a minimum that does not reflect the currently displayed columns	2019-06-25 16:20:08 -05:00
John Colvin	73336df814	SP-78 In miniob settings changing the column width directly through the grid (i.e. not through the dialog) has no effect beyond the current popup.	2019-06-25 16:04:24 -05:00
Michael Harding	633edb43eb	wait longer for the system to have products	2019-06-25 14:36:52 -04:00