Updated release notes.

RTM: SP-233 wilson

doc/user/content/release_notes/_index.md

@@ -4,6 +4,20 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.9.2
+### Bug Fixes
+  - Fixed an issue with the exchange simulator that could lead to crossed markets
+
+## 2.9.1
+### Bug Fixes
+  - Fixed an issue with trade sound alerts, where in some cases the use of a "In Between" condition could lead to a UI failure.
+  - Fixed an issue with the display of the new raw position column in the market view window.
+  - Fixed the popup label that describes the raw position information in the ladder
+### Internal Changes
+  - Avoided shipping production configuration defaults that lead to trying to download a position file for the development sftp server.
+### Api
+  - C# API sample now uses synchronous calls.
+  
 ## 2.9.0
 ### User Visible Changes
   - Improved Workspace management User Interface

src/client/spark/Modules/Market/MarketView/MarketViewRow.cs

@@ -90,7 +90,10 @@ namespace mbts.spark {
             _dispose = Disposable.Create(
                _orders_model.on_security_root_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
                _position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
-               _orders_model.on_security_positions(security.Id).OnDispatcher().Subscribe(t => Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position))),
+               _orders_model.on_security_positions(security.Id).OnDispatcher().Subscribe(t => {
+                  if (Set(ref _raw_day_position, t.state.Values.Sum(p => p.Item2.raw_day_pos()), nameof(raw_day_position)))
+                     raise_invalidated();
+               }),
                _inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
                _inside_asks.OnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
                _day_change.OnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),

src/client/spark/Modules/Trading/Ladder/VM/LadderVM.cs

@@ -138,7 +138,7 @@ namespace mbts.spark {
          //
          //_window_height = backing(nameof(window_height), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 600);
          //_window_width = backing(nameof(window_width), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 420);
-         position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : position)));
+         position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : (_show_raw_day_position ? _raw_day_position : position))));
          send_order_command = new AsyncCommand<(double price, Side? side, MouseButton button)>(send_order_async);
          cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
          show_book_command = new DelegateCommand(_show_book);

src/client/spark/Modules/Trading/Ladder/View/LadderView.xaml

@@ -487,6 +487,7 @@
                     <MultiBinding Converter="{x:Static spark:LadderView.PositionToolTipConverter}">
                       <Binding Path="order_properties_vm.selected_account"/>
                       <Binding Path="show_day_position"/>
+                      <Binding Path="show_raw_day_position"/>
                       <Binding Path="show_account_position"/>
                     </MultiBinding>
                   </TextBlock.Text>

src/client/spark/Modules/Trading/Ladder/View/LadderView.xaml.cs

@@ -18,32 +18,60 @@ namespace mbts.spark {
          MaxZoomFactor = 1.5;
 
       public static IMultiValueConverter PositionToolTipConverter =
-         ValueConverter.create<AccountTuple?, bool, bool, string>((account, show_day_pos, show_total_pos) => {
-            const string day_pos_text = "day", total_pos_text = "total";
+         ValueConverter.create<AccountTuple?, bool, bool, bool, string>((account, show_day_pos, show_raw_day_pos, show_total_pos) => {
+            const string day_pos_text = "day", raw_day_pos_text = "raw day", total_pos_text = "total";
             if (!account.HasValue)
                return string.Empty;
-            var sb = new StringBuilderEx(account.Value.name);
-            string primary_pos;
-            if (show_day_pos) {
-               primary_pos = day_pos_text;
-               if (show_total_pos) {
-                  sb.Add(" '", primary_pos, " ");
-                  sb.Add("(", total_pos_text, ")' ");
-               } else {
-                  sb.Add(" ", primary_pos, " ");
-               }
-            } else if (show_total_pos) {
-               primary_pos = total_pos_text;
-               sb.Add(" ", primary_pos, " ");
+            /// Note: 'day,' and 'raw day,' are interchangeable wrt the string format, 'total' however is treated differently.
+            /// Different Formats:
+            // No parts are visible:
+            //    null
+            //
+            // 1 part 'foo' is visible:
+            //    "<account> foo position
+            //    click to copy to size"
+            //
+            // 2 parts 'day' and 'raw day' are visible:
+            //    "<account> 'day / raw day' position
+            //     click to copy day to size"
+            // 
+            // 2 parts 'day' and 'total' are visible:
+            //    "<account> 'day (total)' position
+            //     click to copy day to size"
+            //
+
+            string primary_pos = null;
+            // part count is incremented in the 'add_part' method
+            int part_count = 0;
+            var sb = new StringBuilderEx();
+
+            if (show_day_pos) add_part(day_pos_text, " / ");
+            if (show_raw_day_pos) add_part(raw_day_pos_text, " / ");
+            if (show_total_pos) add_part(total_pos_text, " (", ")");
+            //
+            if (part_count > 1) {
+               // This is a complex expression (showing more than 1 value) - wrap it in single quotes.
+               // Explicitly state which value will be copied to the size input.
+               sb.Insert(0, "'");
+               sb.Add("'");
+               sb.Add(" position\n(click to copy ", primary_pos, " to size)");
             } else {
-               // unexpected code path (the button for which this tooltip is destined should be invisible in this case), but no need to throw an exception.
-               return string.Empty;
+               // Only showing 1 value, no need for single quotes,
+               // nor an explicit statement that indicates which value will be copied to the size input.
+               sb.Add(" position\n(click to copy to size)");
             }
-            sb.Add("position\n(click to copy ");
-            if (show_day_pos && show_total_pos)
-               sb.Add(primary_pos, " position ");
-            sb.Add("to size)");
             return sb.ToString();
+
+            void add_part(string part_name, string separator = null, string separator_suffix = null) {
+               if (part_count++ > 0) {
+                  sb.Add(separator);
+                  sb.Add(part_name);
+                  sb.Add(separator_suffix);
+               } else {
+                  primary_pos = part_name;
+                  sb.Add($"{account.Value.name} {part_name}");
+               }
+            }
          });
 
       internal LadderView(LadderVM vm) {

src/client/spark/Predicates/IPredicate.cs

@@ -215,7 +215,7 @@ namespace mbts {
             _second.Equals(other._second);
 
          public override bool Equals(object obj) =>
-           Equals(obj is OrTrigger<T>);
+           Equals(obj as OrTrigger<T>);
 
          public override int GetHashCode() =>
             EqualityComparer.aggregate_hash(
@@ -256,7 +256,7 @@ namespace mbts {
             $"OrTrigger ({_first}, {_second})";
       }
 
-      class GreaterThanTrigger<T> : IPredicate<T> {
+      class GreaterThanTrigger<T> : IPredicate<T>, IEquatable<GreaterThanTrigger<T>> {
          readonly T _value;
          readonly IComparer<T> _comparer;
 
@@ -268,6 +268,17 @@ namespace mbts {
          public bool trigger(T value) =>
             _comparer.Compare(value, _value) > 0;
 
+         public bool Equals(GreaterThanTrigger<T> other) =>
+            other != null &&
+            _comparer.Equals(other._comparer) &&
+            _comparer.Compare(_value, other._value) == 0;
+
+         public override bool Equals(object obj) =>
+            Equals(obj as GreaterThanTrigger<T>);
+
+         public override int GetHashCode() =>
+            _value.GetHashCode();
+
          public override string ToString() =>
             $"GreaterThanTrigger ({_value})";
       }

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

@@ -16,6 +16,9 @@ namespace mbts.ui.converters {
 
       public static IMultiValueConverter create<TIn1, TIn2, TIn3, TOut>(Func<TIn1, TIn2, TIn3, TOut> convert) =>
          new AnonymousMultiValueConverter<TIn1, TIn2, TIn3, TOut>(convert);
+
+      public static IMultiValueConverter create<TIn1, TIn2, TIn3, TIn4, TOut>(Func<TIn1, TIn2, TIn3, TIn4, TOut> convert) =>
+         new AnonymousMultiValueConverter<TIn1, TIn2, TIn3, TIn4, TOut>(convert);
    }
 
    static class ValueConverters {
@@ -92,4 +95,17 @@ namespace mbts.ui.converters {
 
       public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) => throw new NotImplementedException();
    }
+
+   class AnonymousMultiValueConverter<TIn1, TIn2, TIn3, TIn4, TOut> : IMultiValueConverter {
+      readonly Func<TIn1, TIn2, TIn3, TIn4, TOut> _convert;
+
+      public AnonymousMultiValueConverter(Func<TIn1, TIn2, TIn3, TIn4, TOut> convert) => _convert = convert;
+
+      public TOut ErrorValue { get; set; }
+
+      public object Convert(object[] values, Type targetType, object parameter, CultureInfo culture) =>
+         ConvertUtils.try_convert_args(values, out TIn1 a, out TIn2 b, out TIn3 c, out TIn4 d) ? _convert(a, b, c, d) : ErrorValue;
+
+      public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) => throw new NotImplementedException();
+   }
 }

src/client/spark_api/md/MarketDataClient.cs

@@ -213,10 +213,18 @@ namespace bts.md
          return _data.Values.Where(filt);
       }
 
-      public SecurityImmutable? find_security(Func<SecurityImmutable, bool> filter)
+      public SecurityImmutable? find_security(Func<SecurityImmutable, bool> filter, TimeSpan? timeout = null)
       {
-         var fnd = find(filter).TryFirst();
-         return fnd?.security;
+         var deadline = DateTime.UtcNow;
+         if (timeout.HasValue) deadline += timeout.Value;
+         do {
+            var fnd = find(filter).TryFirst();
+            if (fnd.HasValue) {
+               return fnd?.security;
+            }
+            Thread.Sleep(100);
+         } while (DateTime.UtcNow < deadline);
+         return null;
       }
 
       public async Task<SecurityImmutable?> find_security_async(Func<SecurityImmutable, bool> filter, TimeSpan? timeout = null)

src/client/spark_sdk/samples/OrderSample.cs

@@ -36,7 +36,7 @@ namespace bts.sdk
          Console.WriteLine();
       }
 
-      public async Task<Result<Response>> send_order(string user, string account ,
+      public Response send_order(string user, string account ,
             string exch, string sectype, string symbol, string security_desc, string qty, string price = null)
       {
          Venue ven = MarketDataSample.parse_venue(exch);
@@ -49,7 +49,7 @@ namespace bts.sdk
          int quan = int.Parse(qty);
 
          Create cr = new Create();         
-         await order_setup(cr, user, account);
+         order_setup(cr, user, account);
          cr.Price = px;
          cr.Quantity = Convert.ToUInt32(Math.Abs(quan));                  
          cr.NewOrder.Side = quan < 0 ? Side.Sell : Side.Buy;         
@@ -57,12 +57,15 @@ namespace bts.sdk
             cr.NewOrder.CustomDef = new CustomOrderDefinition() { Limit = new LimitOrderDefinition() };
          else
             cr.NewOrder.CustomDef = new CustomOrderDefinition() { Market = new MarketOrderDefinition() };
-         var sec = await _md.find_security_async(x => x.Glbx.SecurityDesc == security_desc.ToUpper());
+         Console.WriteLine("Fetching security details...");
+         var sec = _md.find_security(x => x.Glbx.SecurityDesc == security_desc.ToUpper(), TimeSpan.FromSeconds(30));
+         if (!sec.HasValue) {
+            Console.WriteLine($"Failed to find security {security_desc}.");
+            return null;
+         }
          cr.NewOrder.SecurityKey = sec.Value.Id;
-         Result<Response> resp = await _orders.Value.create_order_async(cr);
+         Response resp = _orders.Value.create_order(cr);
          print_update(resp);
-         if(resp.value != null)
-            print_update(resp.value);
          //subscribei_ subscribes to a stream of Immutable (in this case FillImmutable) which is nice if you know you don't want to change the fills, which you dont'
          _disps.Add(_orders.Value.subscribei_fills().Subscribe(x =>
          {
@@ -80,7 +83,7 @@ namespace bts.sdk
          return resp;
       }
 
-      static async Task order_setup(Create cr, string username, string accountname)
+      static void order_setup(Create cr, string username, string accountname)
       {
          cr.NewOrder = new OrderDefinition();
          cr.NewOrder.ManualOrderIndicator = ManualOrderIndicator.Yes;
@@ -88,12 +91,8 @@ namespace bts.sdk
          cr.NewOrder.CustomerOrFirm = CustomerOrFirm.Firm;
          cr.NewOrder.SubType = OrderSubType.None;
          cr.NewOrder.TimeInForce = TimeInForce.Day;
-         var admin = await _admin.Value.get_admin_data_async(new VoidMessage());
-         if (!admin.success) {
-            Console.Error.WriteLine(admin.error_message);
-            return;
-         }
-         BTSUser user = admin.value.Users.FirstOrDefault( x=> username != null ? x.Name.ToLowerInvariant() == username.ToLowerInvariant() : true );
+         var admin = _admin.Value.get_admin_data(new VoidMessage());
+         BTSUser user = admin.Users.FirstOrDefault( x=> username != null ? x.Name.ToLowerInvariant() == username.ToLowerInvariant() : true );
          if (user != null)
          {
             cr.NewOrder.UserId = (uint)user.Id;
@@ -102,11 +101,11 @@ namespace bts.sdk
             {
                var accid = user.UserData.AccountPermissions.AccountPermissions.FirstOrDefault();
                cr.NewOrder.AccountId = (uint)accid.Key;
-               cr.NewOrder.Account = admin.value.Accounts.First(x => x.Id == accid.Key).Name;
+               cr.NewOrder.Account = admin.Accounts.First(x => x.Id == accid.Key).Name;
             }
             else
             {
-               var acc = admin.value.Accounts.FirstOrDefault(x => x.Name.ToLowerInvariant() == accountname.ToLowerInvariant());
+               var acc = admin.Accounts.FirstOrDefault(x => x.Name.ToLowerInvariant() == accountname.ToLowerInvariant());
                if (acc != null)
                {
                   cr.NewOrder.Account = acc.Name;

src/client/spark_sdk/samples/SDKMain.cs

@@ -13,28 +13,25 @@ namespace bts.sdk
    
    public class SDKMain
    {
-      static async Task<LoginResult> login(string user, string pass)
-      {
-         return await Locator.login(user, pass);
-      }
-      private static void user_test()
+      private static void user_test(ServiceContext ctx)
       {   
-         var s = Locator.locate<api.user.AuthService>();
+         var s = ctx.locate<api.user.AuthService>();
          var r = new api.user.GetUsersRequest();
          var resp = s.get_users(r);
          Console.WriteLine("{0}", resp);
       }      
-      public async static Task Main(string[] args)
+      public static void Main(string[] args)
       {         
          BTS.init();
          Log.ClientSdk.info("Welcome to the BTS Client Side SDK example");
+         var ctx = new ServiceContext();
 
          string u = args.FirstOrDefault(x => x.Contains("--user="));
          string p = args.FirstOrDefault(x => x.Contains("--pass="));
          u = u?.Replace("--user=", string.Empty) ?? string.Empty;
          p = p?.Replace("--pass=", string.Empty) ?? string.Empty;
 
-         var lr = await login(u, p);
+         var lr = ctx.login(u,p).Result;
          if (!lr.success)
          {
             Console.WriteLine("Login failure: " + lr.reason);
@@ -43,7 +40,7 @@ namespace bts.sdk
 
          if (args.FirstOrDefault() == "users")
          {
-            user_test();
+            user_test(ctx);
          }
          else
          {
@@ -52,55 +49,56 @@ namespace bts.sdk
             if (pu != null)
                ms = uint.Parse(p.Replace("--pump=", string.Empty));
 
-            MarketDataClient client = new MarketDataClient(ms, Locator.token);
-            CompositeDisposable disp = new CompositeDisposable(client);
-            if (args.Length > 0 && args.FirstOrDefault().Contains("md"))
-            {
-               var s = new MarketDataSample(client);
-               if (args.FirstOrDefault() == "md")
+            MarketDataClient client = new MarketDataClient(ms, ctx.token);
+            using(var disp = new CompositeDisposable(client)) {
+               if (args.Length > 0 && args.FirstOrDefault().Contains("md"))
                {
-                  if (args.Length >= 5)
+                  var s = new MarketDataSample(client);
+                  if (args.FirstOrDefault() == "md")
                   {
-                     s.print_security(args[1], args[2], args[3], args[4]);
-                  }
-                  else if (args.Length >= 4)
-                  {
-                     s.print_product(args[1], args[2], args[3]);
+                     if (args.Length >= 5)
+                     {
+                        s.print_security(args[1], args[2], args[3], args[4]);
+                     }
+                     else if (args.Length >= 4)
+                     {
+                        s.print_product(args[1], args[2], args[3]);
+                     }
+                     else
+                        md_help();
                   }
                   else
                      md_help();
                }
+               else if (args.FirstOrDefault() == "order")
+               {
+                  OrderSample os = new OrderSample(client);
+                  disp.Add(os);
+                  order_sample(os, u, args);
+               }
                else
-                  md_help();
-            }
-            else if (args.FirstOrDefault() == "order")
-            {
-               OrderSample os = new OrderSample(client);
-               disp.Add(os);
-               order_sample(os, u, args);
-            }
-            else
-               help();
+                  help();
 
-            wait_for_stop(disp);
+               wait_for_stop();
+            }
          }
       }
 
-      static async void order_sample(OrderSample os, string user, string[] args)
+      static void order_sample(OrderSample os, string user, string[] args)
       {
          if (args.Length >= 10) //--user and --pass are in args[]
          {
-            await os.send_order(user, args[1], args[2], args[3], args[4], args[5], args[6], args[7]);
+            os.send_order(user, args[1], args[2], args[3], args[4], args[5], args[6], args[7]);
          }         
          else if (args.Length >= 9)
          {
-            await os.send_order(user, args[1], args[2], args[3], args[4], args[5], args[6]);
+            os.send_order(user, args[1], args[2], args[3], args[4], args[5], args[6]);
          }
          else
             order_help();         
       }
       
-      static void wait_for_stop(IDisposable disp)
+      static void wait_for_stop()
       {
          Console.WriteLine("Hit q to stop");
          ConsoleKeyInfo c;
@@ -109,7 +107,6 @@ namespace bts.sdk
             c = Console.ReadKey();
             Console.WriteLine();
          } while (c.KeyChar != 'q');
-         disp.Dispose();
       }
 
       static void help()

src/lib/CMakeDeps_win.cmake

@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/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/MarginService.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/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;utils/Puid.cpp;utils/SecureLogon.cpp;utils/SharedMemory.cpp;utils/Sqlite_utils.cpp;utils/Uuid.cpp;utils/crypto/CipherType.cpp;utils/crypto/CryptoInit.cpp;utils/crypto/Digest.cpp;utils/crypto/KeyCodeHelper.cpp;utils/crypto/PasswordCallbaLine truncated
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;utils/Puid.cpp;utils/SecureLogoLine truncated

src/lib/config/defaults/logging.conf

@@ -4,7 +4,7 @@ Logging {
       console { default_level: "Error" }
       syslog  { default_level: "Info" }
       file  { default_level: "Info" }
-      initial_queue_size: 128
+      initial_queue_size: 1024
       max_queue_growth: 100
     }
 }

src/lib/config/defaults/position_cfg.conf

@@ -6,4 +6,15 @@ GMI_SymbolMap {
      sym { gmi: "05" spark: "ZS" venue: VENUE_GLBX price_multiplier: 100.0}
      sym { gmi: "KW" spark: "KE" venue: VENUE_GLBX price_multiplier: 100.0}
    }
-}
+}
+
+
+GMI_Import {
+   rule: "DeploymentType.type == 'DEV'"
+   value {
+       sftp_host: "10.96.18.41"
+       sftp_port: 22222
+       sftp_user: "PaTeACYB"
+       sftp_password: "DLXKuVK8"
+   }
+}

src/lib/config/protos/position_cfg.proto

@@ -4,10 +4,11 @@ package bts.config;
 
 message GMI_Import 
 {
-  required string sftp_host = 10 [default = "10.96.18.41"];
-  optional uint32 sftp_port = 11 [default = 22222];
-  required string sftp_user = 12 [default = "sftp"];
-  required string sftp_password = 2 [default = "sftp"];
+  required string sftp_host = 10 ;
+  optional uint32 sftp_port = 11 ;
+  required string sftp_user = 12 ;
+  required string sftp_password = 2 ;
+
   required int32 pause_between_downloads_seconds = 4 [default = 30];
   required int32 download_timeout_seconds = 5 [default = 35];
   optional string download_window_begin = 6 [default = "22:00"];

src/lib/orderman/actors/SODPosition.cpp

@@ -24,14 +24,14 @@ _sod_time(sod_time){
    LOG(persist, Info, "SODPosition::cons sod_time:{}", sod_time.tv_sec);
 }
 
-// returns the timeval for today's hh,mm,ss (in local machine terms)
-// (timeval is the microseconds from epoch)
+// returns the timeval (secs/usecs from epoch) for today's hh,mm,ss 
+// (in local machine time zone)
 timeval SODPosition::to_timeval(uint16_t hh, uint16_t mm, uint16_t ss) {
    // function does the conversion the following way:
-   // 1. gets the now secs from epoch using time
-   // 2. converts it into local time (so we have now local time)
-   // 3. overrides the hh, mm, ss passed
-   // 4. converts it back into secs from epoch using mktime
+   // 1. gets the secs from epoch (time_t)
+   // 2. converts it into local time
+   // 3. overrides the hh, mm, ss for local time with the func args
+   // 4. converts it back into timeval
    bts_assert(hh < 24);
    bts_assert(mm < 60);
    bts_assert(ss < 60);

src/server/sparkd/exchange_sim/book/OrderMatcher.cpp

@@ -178,7 +178,9 @@ void OrderMatcher::match(std::vector<Order> *out) {
       auto iBid = me->bids.begin();
       auto iAsk = me->asks.begin();
 
-      if (iBid->price() >= iAsk->price()) {
+      if (iBid->price() > iAsk->price() ||
+          price_equals(iBid->price(), iAsk->price())) 
+      {
 
          Order bid = *iBid;
          Order ask = *iAsk;