Merge branch 'master' of bitbucket.org:bluetradesys/spark

updating submodule to latest
import compute_synthetic_book method from spartan
2021-03-18 16:22:27 -04:00 · 2021-03-18 16:22:12 -04:00 · 2020-12-08 23:00:18 -06:00 · 2020-12-08 22:52:28 -06:00 · 2020-10-15 14:24:02 -04:00 · 2020-10-15 14:18:57 -04:00
323 changed files with 152082 additions and 5411 deletions
@@ -37,3 +37,4 @@ trace_data/
 *.rej
 /build
 .clangd/
+*CMakeDeps.cmake
@@ -8,13 +8,15 @@
            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd",
            "args": [
                "run",
-                // "test",
-                // "-a",
-                // "[ilink3]"
+                "test",
+                "-a",
+                "OutrightVanillaOrder"
            ],
            "stopAtEntry": false,
            "cwd": "${workspaceRoot}/build/ninja_debug/server/",
-            "environment": [],
+            "environment": [
+                { "name": "TZ", "value": "America/Chicago" }
+            ],
            "externalConsole": false,
            "MIMode": "gdb",
            "setupCommands": [
@@ -31,7 +33,9 @@
            "request": "launch",
            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
            "args": [
-                "run"
+                "test",
+                "-a",
+                "[ilink3]"
            ],
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/server/",
@@ -41,6 +41,7 @@ else ()
                               -Wno-missing-braces -Wno-ignored-qualifiers \
                               --std=c++17 -fdiagnostics-color")
  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set (CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
  set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
  add_subdirectory(src/server/sparkd)
  add_subdirectory(src/lib)
@@ -1 +1 @@
-set(sources /home/eric/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+set(sources /home/pfisher/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
@@ -1,10 +0,0 @@
-using System.Windows;
-
-[assembly: ThemeInfo(
-    ResourceDictionaryLocation.None, //where theme specific resource dictionaries are located
-                                     //(used if a resource is not found in the page,
-                                     // or application resource dictionaries)
-    ResourceDictionaryLocation.SourceAssembly //where the generic resource dictionary is located
-                                              //(used if a resource is not found in the page,
-                                              // app, or any theme specific resource dictionaries)
-)]
@@ -1,51 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using System.Windows;
-using System.Windows.Controls;
-using System.Windows.Data;
-using System.Windows.Documents;
-using System.Windows.Input;
-using System.Windows.Media;
-using System.Windows.Media.Imaging;
-using System.Windows.Navigation;
-using System.Windows.Shapes;
-
-namespace RiskUI {
-   /// <summary>
-   /// Follow steps 1a or 1b and then 2 to use this custom control in a XAML file.
-   ///
-   /// Step 1a) Using this custom control in a XAML file that exists in the current project.
-   /// Add this XmlNamespace attribute to the root element of the markup file where it is 
-   /// to be used:
-   ///
-   ///     xmlns:MyNamespace="clr-namespace:RiskUI"
-   ///
-   ///
-   /// Step 1b) Using this custom control in a XAML file that exists in a different project.
-   /// Add this XmlNamespace attribute to the root element of the markup file where it is 
-   /// to be used:
-   ///
-   ///     xmlns:MyNamespace="clr-namespace:RiskUI;assembly=RiskUI"
-   ///
-   /// You will also need to add a project reference from the project where the XAML file lives
-   /// to this project and Rebuild to avoid compilation errors:
-   ///
-   ///     Right click on the target project in the Solution Explorer and
-   ///     "Add Reference"->"Projects"->[Select this project]
-   ///
-   ///
-   /// Step 2)
-   /// Go ahead and use your control in the XAML file.
-   ///
-   ///     <MyNamespace:CustomControl1/>
-   ///
-   /// </summary>
-   public class CustomControl1 : Control {
-      static CustomControl1() {
-         DefaultStyleKeyProperty.OverrideMetadata(typeof(CustomControl1), new FrameworkPropertyMetadata(typeof(CustomControl1)));
-      }
-   }
-}
@@ -1,24 +0,0 @@
-<Project Sdk="Microsoft.NET.Sdk">
-
-  <PropertyGroup>
-    <TargetFramework>net471</TargetFramework>
-    <RootNamespace>bts</RootNamespace>
-    <LangVersion>7.2</LangVersion>
-    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
-    <WarningsAsErrors />
-    <Version>$(major).$(minor).$(patch)</Version>
-    <Version Condition="'$(version)'=='..'">1.0.0</Version>
-  </PropertyGroup>
-
-  <ItemGroup>
-    <Reference Include="PresentationCore" />
-    <Reference Include="PresentationFramework" />
-    <Reference Include="System.Xaml" />
-    <Reference Include="WindowsBase" />
-  </ItemGroup>
-  <ItemGroup>
-    <ProjectReference Include="../spark_api/spark_api.csproj" />
-    <ProjectReference Include="../Spark/Spark.csproj" />
-  </ItemGroup>
-
-</Project>
@@ -1,17 +0,0 @@
-<ResourceDictionary
-    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-    xmlns:local="clr-namespace:RiskUI">
-    <Style TargetType="{x:Type local:CustomControl1}">
-        <Setter Property="Template">
-            <Setter.Value>
-                <ControlTemplate TargetType="{x:Type local:CustomControl1}">
-                    <Border Background="{TemplateBinding Background}"
-                            BorderBrush="{TemplateBinding BorderBrush}"
-                            BorderThickness="{TemplateBinding BorderThickness}">
-                    </Border>
-                </ControlTemplate>
-            </Setter.Value>
-        </Setter>
-    </Style>
-</ResourceDictionary>
@@ -1,33 +1,24 @@
 using bts;
-using bts.admin.risk;
-using bts.api;
 using bts.api.admin;
 using bts.api.core;
-using bts.spark;
 using bts.utils;
 using System;
 using System.Collections.Generic;
-using System.Collections.Immutable;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
-using System.Threading.Tasks;

 namespace mbts.spark {
   [Export]
   class AdminModel : IDisposable {
      public readonly UserTuple user;

-      readonly AdminService _service;
-      readonly ErrorReporter _error_reporter;
      IDisposable _dispose;
      IReadOnlyDictionary<uint, string> _account_map = DictionaryHelper.empty<uint, string>();

      [ImportingConstructor]
-      AdminModel(AdminService service, UserTuple user, SecurityStore security_store, ErrorReporter error_reporter) {
+      AdminModel(AdminService service, UserTuple user) {
         this.user = user;
-         _service = service;
-         _error_reporter = error_reporter;
         // accounts
         on_accounts = service.subscribei_admin_data()
            .Select(up => up.all.TryGetFirst(out var ad) && ad.Users.Where(u => u.Name == user.name).TryGetSingle(out var usr) && usr.HasUserData && usr.UserData.HasAccountPermissions ?
@@ -40,34 +31,6 @@ namespace mbts.spark {
               new Dictionary<uint, string>(0))
            .Replay(1)
            .RefCount();
-         // account risk limits
-         account_security_risk_limits = service.subscribei_admin_data().Where(ad => ad.all.Any())
-            .Select(upd => {
-               AdminDataImmutable admin_data = upd.all.First();
-               return admin_data.Accounts.SelectMany(acc =>
-                  (acc.HasProprietaryRiskLimits ? acc.ProprietaryRiskLimits.SecurityLimits : Enumerable.Empty<SecurityRiskLimitUnitImmutable>())
-                  .Select(api_limit => AccountSecurityRiskLimitsDataHelper.to_client_data(acc.Id, api_limit)))
-               .ToDictionary(AccountSecurityRiskLimitsDataHelper.key_fn);
-            })
-            .Table(AccountSecurityRiskLimitsDataHelper.key_fn);
-         // this isn't the most efficient join, but the SecurityStore join is more complex than a simple
-         // left join operation, because missing securities are retrieved asynchronously, then merged back into the output sequence.
-         // Until it is known that this inefficiency is problematic, best to leave the battle-tested SecurityStore code alone.
-         account_security_risk_limits = security_store.join<
-            TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>,
-            AccountSecurityRiskLimits,
-            AccountSecurityKey,
-            TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>>(account_security_risk_limits,
-            cli_lim => cli_lim.security_key,
-            table => (table.state.Values, table.added, table.changes, table.removed, AccountSecurityRiskLimitsDataHelper.key_fn),
-            (all, added, changes, removed, key_fn) =>
-            new TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>(
-               ImmutableDictionary.CreateRange<AccountSecurityKey, AccountSecurityRiskLimits>(
-                  all.Select(tup => new KeyValuePair<AccountSecurityKey, AccountSecurityRiskLimits>(tup.val.key, risk_lim_with_sec(tup)))),
-                  added.Select(risk_lim_with_sec),
-                  changes.Select(ch => new Change<AccountSecurityRiskLimits>(risk_lim_with_sec(ch.Old), risk_lim_with_sec(ch.New))),
-                  removed.Select(risk_lim_with_sec),
-                  AccountSecurityRiskLimitsDataHelper.key_fn));
         // users
         on_users = Observable.Return(DictionaryHelper.wrap_value(user.id, user.name));
         all_user_tuples = user.permissions == UserTuple.Permissions.Admin ?
@@ -82,16 +45,12 @@ namespace mbts.spark {
               .Cache() :
               Observable.Return(TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
         _dispose = on_accounts.Subscribe(map => _account_map = map);
-         // local methods
-         AccountSecurityRiskLimits risk_lim_with_sec((SecurityImmutable? sec, AccountSecurityRiskLimits val) tup) =>
-            tup.val.with(security: tup.sec);
      }

      public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
      public IObservable<IReadOnlyDictionary<uint, string>> on_accounts { get; }
      public IObservable<TableUpdate<UserTuple, uint>> all_user_tuples { get; }
      public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToListSorted(a => a.name));
-      public IObservable<TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>> account_security_risk_limits { get; }

      public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, uint> get_account_id) where TKey : IEquatable<TKey> =>
         user.permissions == UserTuple.Permissions.Admin ?
@@ -109,69 +68,7 @@ namespace mbts.spark {
      public AccountTuple? get_default_account() =>
         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();

-      public Task<(bool success, string error_msg)> add_or_update_risk_limits(uint account_key, IEnumerable<(uint security_key, RiskLimits limits)> new_limits) {
-         return _modify_risk_limits("Updating Risk Limits", account_key, add_limits);
-         //
-         ProprietaryRiskLimits add_limits(ProprietaryRiskLimits prlimits) {
-            foreach (var (security_key, limits) in new_limits) {
-               var api_limits = AccountSecurityRiskLimitsDataHelper.from_client_data(security_key, limits);
-               if (prlimits.SecurityLimits.TryGetFirstIndex(l => l.SecurityKey == security_key, out int index)) {
-                  prlimits.SecurityLimits[index] = api_limits;
-               } else {
-                  prlimits.SecurityLimits.Add(api_limits);
-               }
-            }
-            return prlimits;
-         }
-      }
-
-      public Task<(bool success, string error_msg)> delete_risk_limits(uint account_key, IEnumerable<uint> security_keys) {
-         return _modify_risk_limits("Deleting Risk Limits", account_key, remove_secs);
-         //
-         ProprietaryRiskLimits remove_secs(ProprietaryRiskLimits prlimits) {
-            var sec_key_set = new HashSet<uint>(security_keys);
-            for (int i = 0; i < prlimits.SecurityLimits.Count; i++) {
-               if (sec_key_set.Contains(prlimits.SecurityLimits[i].SecurityKey))
-                  prlimits.SecurityLimits.RemoveAt(i);
-            }
-            return prlimits;
-         }
-      }
-
      public void Dispose() =>
         Disposable.dispose(ref _dispose);
-
-      async Task<(bool success, string error_msg)> _modify_risk_limits(string op_desc, uint account_key, Func<ProprietaryRiskLimits, ProprietaryRiskLimits> modify) {
-         var api_limits = new ProprietaryRiskLimits();
-         var snapshot = await _get_current_admin_data_async();
-         if (!snapshot.HasValue)
-            return (false, "Timed out waiting for data from server.");
-         var mutable_snap = snapshot.Value.CloneToMutable();
-         if (!snapshot.Value.Accounts.TryGetFirst(acc => acc.Id == account_key, out var target_acci)) {
-            return (false, $"Account id '{account_key}' not found.");
-         }
-         var prlimits = target_acci.HasProprietaryRiskLimits ? target_acci.ProprietaryRiskLimits.CloneToMutable() : new ProprietaryRiskLimits();
-         prlimits = modify(prlimits);
-         if (prlimits is null) {
-            return (false, "Client-side modification function returned null.");
-         }
-         var req = new ProprietaryRiskLimitsAPIArgument {
-            AccountId = account_key,
-            ProprietaryRiskLimits = prlimits
-         };
-         var reply = await _error_reporter.safe_execute<AdminServiceOperationResult>(
-            () => _service.update_proprietary_risk_limits_async(req),
-            r => r.IsSuccess,
-            r => r.ErrorText,
-            op_desc);
-         return (reply.success, reply.value.ErrorText);
-      }
-
-      async Task<AdminDataImmutable?> _get_current_admin_data_async() =>
-         await _service.subscribei_admin_data()
-            .Where(upd => upd.all.Any())
-            .Select(upd => (AdminDataImmutable?)upd.all.First())
-            .FirstOrDefaultAsync(TimeSpan.FromSeconds(5));
-      //async Task<AdminDataImmutable?>
   }
-}
+}
@@ -1,180 +0,0 @@
-using bts.api;
-using bts.api.admin;
-using bts.utils;
-using System;
-
-namespace bts.admin.risk {
-   readonly struct AccountSecurityKey : IEquatable<AccountSecurityKey> {
-      public AccountSecurityKey(uint account, uint security) {
-         this.account = account;
-         this.security = security;
-      }
-
-      public uint account { get; }
-      public uint security { get; }
-
-      public bool Equals(AccountSecurityKey other) =>
-         security == other.security &&
-         account == other.account;
-
-      public override bool Equals(object obj) =>
-         obj is AccountSecurityKey other && Equals(other);
-
-      public override int GetHashCode() =>
-         EqualityComparer.auto_phase(security.GetHashCode(), account.GetHashCode());
-   }
-
-   readonly struct AccountSecurityRiskLimits : IEquatable<AccountSecurityRiskLimits> {
-      readonly AccountTuple? _account;
-
-      public AccountSecurityRiskLimits(AccountSecurityKey key, RiskLimits limits, SecurityImmutable? security = null, AccountTuple? account = null) {
-         this.key = key;
-         this.limits = limits;
-         this.security = security;
-         _account = account;
-      }
-
-      public AccountSecurityKey key { get; }
-      public uint account_key => key.account;
-      public uint security_key => key.security;
-      public string account_name => _account?.name;
-      public SecurityImmutable? security { get; }
-      public RiskLimits limits { get; }
-
-      public bool Equals(AccountSecurityRiskLimits other) =>
-         key.Equals(other.key) &&
-         limits.Equals(other.limits);
-
-      public override bool Equals(object obj) =>
-         obj is AccountSecurityRiskLimits other && Equals(other);
-
-      public override int GetHashCode() =>
-         EqualityComparer.auto_phase(key.GetHashCode(), limits.GetHashCode());
-   }
-
-   readonly struct RiskLimits : IEquatable<RiskLimits> {
-      public RiskLimits(
-         bool is_position_limit_enabled,
-         uint max_long_position,
-         uint max_short_position,
-         bool is_clip_limit_enabled,
-         uint clip_limit,
-         bool is_price_limit_enabled,
-         double min_price,
-         double max_price) {
-         //
-         this.is_position_limit_enabled = is_position_limit_enabled;
-         this.max_long_position = max_long_position;
-         this.max_short_position = max_short_position;
-         this.is_clip_limit_enabled = is_clip_limit_enabled;
-         this.clip_limit = clip_limit;
-         this.is_price_limit_enabled = is_price_limit_enabled;
-         this.min_price = min_price;
-         this.max_price = max_price;
-      }
-
-      // position
-      public bool is_position_limit_enabled { get; }
-      public uint max_long_position { get; }
-      public uint max_short_position { get; }
-      // clip
-      public bool is_clip_limit_enabled { get; }
-      public uint clip_limit { get; }
-      // price
-      public bool is_price_limit_enabled { get; }
-      public double min_price { get; }
-      public double max_price { get; }
-
-      public bool Equals(RiskLimits other) =>
-         is_position_limit_enabled == other.is_position_limit_enabled &&
-         max_long_position == other.max_long_position &&
-         max_short_position == other.max_short_position &&
-         is_clip_limit_enabled == other.is_clip_limit_enabled &&
-         clip_limit == other.clip_limit &&
-         is_price_limit_enabled == other.is_price_limit_enabled &&
-         min_price == other.min_price &&
-         max_price == other.max_price;
-
-      public override bool Equals(object obj) =>
-         obj is RiskLimits other && Equals(other);
-
-      public override int GetHashCode() {
-         const int non_bin_bits = 28;
-         // Evenly split the non-binary props across the first 28 bits.
-         // The last 3 bits are used to represent each of the 'is_enabled' (binary) props.
-         var hash = EqualityComparer.auto_phase(new[] {
-               max_long_position.GetHashCode(),
-               max_short_position.GetHashCode(),
-               clip_limit.GetHashCode(),
-               min_price.GetHashCode(),
-               max_price.GetHashCode()
-            }, non_bin_bits);
-         if (is_position_limit_enabled)
-            hash |= 1 << (non_bin_bits + 1);
-         if (is_clip_limit_enabled)
-            hash |= 1 << (non_bin_bits + 2);
-         if (is_price_limit_enabled)
-            hash |= 1 << (non_bin_bits + 3);
-         return hash;
-      }
-   }
-
-   static class AccountSecurityRiskLimitsDataHelper {
-      public static readonly Func<AccountSecurityRiskLimits, AccountSecurityKey> key_fn =
-         a => a.key;
-
-      // Don't make this a constructor.  Subscribers to this data are discouraged
-      // from using the server side data (client/server coupling should be minimal).
-      public static AccountSecurityRiskLimits to_client_data(uint account_key, SecurityRiskLimitUnitImmutable api_data) =>
-         new AccountSecurityRiskLimits(
-            new AccountSecurityKey(account_key, api_data.SecurityKey),
-            new RiskLimits(
-               api_data.EnforceNetPosLimits,
-               api_data.NetLongPositionLimit,
-               api_data.NetShortPositionLimit,
-               api_data.EnforceClipLimits,
-               api_data.ClipSize,
-               api_data.EnforcePriceBands,
-               api_data.MinSellPrice,
-               api_data.MaxBuyPrice));
-
-      public static AccountSecurityRiskLimits with(this AccountSecurityRiskLimits cli_data, RiskLimits? limits = null, AccountTuple? account = null, SecurityImmutable? security = null) =>
-         new AccountSecurityRiskLimits(
-            cli_data.key,
-            limits ?? cli_data.limits,
-            account: account ?? new AccountTuple(cli_data.account_key, cli_data.account_name),
-            security: security ?? cli_data.security);
-
-      public static RiskLimits with(this RiskLimits limits,
-         bool? is_position_limit_enabled = null,
-         uint? max_long_position = null,
-         uint? max_short_position = null,
-         bool? is_clip_limit_enabled = null,
-         uint? clip_limit = null,
-         bool? is_price_limit_enabled = null,
-         double? min_price = null,
-         double? max_price = null) =>
-         new RiskLimits(
-            is_position_limit_enabled ?? limits.is_position_limit_enabled,
-            max_long_position ?? limits.max_long_position,
-            max_short_position ?? limits.max_short_position,
-            is_clip_limit_enabled ?? limits.is_clip_limit_enabled,
-            clip_limit ?? limits.clip_limit,
-            is_price_limit_enabled ?? limits.is_price_limit_enabled,
-            min_price ?? limits.min_price,
-            max_price ?? limits.max_price);
-
-      public static SecurityRiskLimitUnit from_client_data(uint security_key, RiskLimits limits) =>
-         new SecurityRiskLimitUnit {
-            SecurityKey = security_key,
-            NetLongPositionLimit = limits.max_long_position,
-            NetShortPositionLimit = limits.max_short_position,
-            MaxBuyPrice = limits.max_price,
-            MinSellPrice = limits.min_price,
-            ClipSize = limits.clip_limit,
-            EnforceNetPosLimits = limits.is_position_limit_enabled,
-            EnforceClipLimits = limits.is_clip_limit_enabled,
-            EnforcePriceBands = limits.is_price_limit_enabled
-         };
-   }
-}
@@ -276,7 +276,7 @@ namespace mbts.spark {
            ob_settings.filters = new bts.shell.orderbook.FilterStates {
               statuses = new[] { OrderStatus.Working },
               sides = new[] { side },
-               security_criteria = SecurityCriteria.from_securities(security)
+               security_criteria = new SecurityCriteria(security)
            };
            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
         }
@@ -66,7 +66,7 @@ namespace mbts.spark {
               if (_sorted_selected_security_criteria_backing != null) {
                  _selected_security_criteria_backing = _sorted_selected_security_criteria_backing;
               } else if (_vm != null)
-                  _selected_security_criteria_backing = SecurityCriteria.from_securities(_vm.selected_rows.Select(r => r.security));
+                  _selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Select(r => r.security));
            }
            return _selected_security_criteria_backing;
         }
@@ -92,7 +92,7 @@ namespace mbts.spark {
                     }
                  }
                  var comp = comp_builder.to_comparer();
-                  _sorted_selected_security_criteria_backing = SecurityCriteria.from_securities(_vm.selected_rows.Ordered(comp).Select(r => r.security));
+                  _sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
               }
            }
            return _sorted_selected_security_criteria_backing;
@@ -135,7 +135,7 @@ namespace bts.shell.time_and_sales {
               .complete(selected_rows_src, always_true, get_fills_startup_data),
            // mview
            SparkCommands.ShowMarketView
-               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? SecurityCriteria.from_securities(rows.Select(r => r.security)) : _security_criteria),
+               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria),
            // pause
            toggle_is_paused_cmd,
            // change securities
@@ -180,7 +180,7 @@ namespace bts.shell.time_and_sales {

         FillsSettings get_fills_startup_data(ImmutableHashSet<TimeAndSalesRowVM> rows) =>
            new FillsSettings(new FillsFilterStates {
-               security = rows.Count > 0 ? SecurityCriteria.from_securities(rows.Select(r => r.security)) : _security_criteria
+               security = rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria
            });

         string get_is_paused_cmd_title() =>
@@ -79,7 +79,7 @@ namespace mbts.spark {
            ), SparkCommands.ShowOrders.complete(() => {
               var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
               ob_settings.filters = new bts.shell.orderbook.FilterStates {
-                  security_criteria = SecurityCriteria.from_securities(_vm.value.row_vms.Select(r => r.security))
+                  security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
               };
               return ob_settings;
            }), SparkCommands.window_settings_command(new DialogCommand(() => {
@@ -169,7 +169,7 @@ namespace mbts.spark {
         void _show_order_book() {
            var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
            ob_settings.filters = new bts.shell.orderbook.FilterStates {
-               security_criteria = SecurityCriteria.from_securities(security)
+               security_criteria = new SecurityCriteria(security)
            };
            _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
         }
@@ -302,7 +302,7 @@ namespace mbts.spark {

         var state = new bts.shell.orderbook.OrderBookStartupData(
            new bts.shell.orderbook.FilterStates {
-               security_criteria = SecurityCriteria.from_securities(_owner.security),
+               security_criteria = new SecurityCriteria(_owner.security),
               price = price_filter,
               statuses = new[] { OrderStatus.Working },
               order_types = AlgoID.exchange_algo_keys
@@ -583,7 +583,7 @@ namespace mbts.spark {
      void _show_book() {
         var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
         ob_settings.filters = new bts.shell.orderbook.FilterStates {
-            security_criteria = SecurityCriteria.from_securities(security)
+            security_criteria = new SecurityCriteria(security)
         };
         _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
      }
@@ -633,7 +633,7 @@ namespace bts.shell.pnl {
            case ColumnKeys.Exchange: filter.exchange = new[] { (Venue)group.Name }; break;
            case ColumnKeys.Security:
               if (group.Name is SecurityImmutable sec)
-                  filter.security = SecurityCriteria.from_securities(sec);
+                  filter.security = new SecurityCriteria(sec);
               break;
            default: throw new NotImplementedException();
         }
@@ -696,7 +696,7 @@ namespace bts.shell.pnl {
            case ColumnKeys.Exchange: filter.exchanges = new[] { (Venue)g.Name }; break;
            case ColumnKeys.Security:
               if (g.Name is SecurityImmutable sec)
-                  filter.security_criteria = SecurityCriteria.from_securities(sec);
+                  filter.security_criteria = new SecurityCriteria(sec);
               break;
            default: throw new NotImplementedException();
         }
@@ -1,188 +0,0 @@
-using bts.admin.risk;
-using bts.api;
-using bts.spark;
-using mbts;
-using mbts.persist;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.settings;
-using mbts.ui.spark;
-using mbts.ui.utility;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Windows;
-using System.Windows.Controls;
-using System.Windows.Data;
-
-namespace bts.shell.risk_management {
-   class RiskManagementWindow : SparkWindow<RiskManagementSettings>, ISharedWindow {
-      const string
-         _window_type_id = "RiskManagement",
-         _window_type_display_name = "Risk Management";
-
-      readonly IWindowSettingsManager<GridSettings> _settings_manager;
-      readonly AdminModel _model;
-      FrameworkElement _view;
-      IReadOnlyList<SparkCommand> _commands;
-      IDisposable _settings_sub, _securities_sub;
-      RiskManagementSettings _settings;
-      RiskManagementVM _vm;
-      SimpleGridSettingsManagerVM<RiskManagementControl.Columns> _grid_settings_manager => _vm.grid_settings_manager;
-      SparkMenuDisplayVM _menu_display_vm;
-      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
-
-      public RiskManagementWindow(
-         IBus bus,
-         AdminModel model,
-         IWindowSettingsManager<GridSettings> settings_manager,
-         ISaveWindow<RiskManagementSettings> isw,
-         RiskManagementSettings settings)
-         : base(_window_type_display_name, bus, isw, Icons.Risk) {
-         //
-         _settings_manager = settings_manager;
-         _settings = settings;
-         _model = model;
-         thread_id = mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().risk_management ? "OrderBook" : null;
-         _securities_sub = bus.subscribe(SparkTags.SecuritiesTag).Subscribe(sec_map => _security_map = sec_map);
-      }
-
-      public override IEnumerable<SparkCommand> Commands => _commands;
-      public override string window_type => _window_type_id;
-
-      public override RiskManagementSettings SaveState =>
-         (_vm?.create() ?? RiskManagementSettings.Default).with(menu_display: _menu_display_vm.safe_create());
-
-      public override UIElement Content => _view;
-
-      public override double MinWidth =>
-         RiskManagementSettings.DefaultGrid.columns.Where(c => c.is_visible).Sum(gcs => gcs.width)
-            + SPARK_MENU_COLLAPSED_WIDTH
-            + LAUNCHER_BUTTON_BORDER_WIDTH
-            + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
-
-      public string thread_id { get; }
-
-      public override void Dispose() {
-         _commands.empty_if_null().OfType<IDisposable>().DisposeAll();
-         Disposable.dispose(ref _securities_sub);
-         Disposable.dispose(ref _settings_sub);
-         Disposable.dispose(ref _vm);
-      }
-
-      public void thread_init() {
-         // assert nothing has been initialized yet
-         Log.assert(_menu_display_vm == null, "MenuDisplay viewmodel has already been initialized.");
-         Log.assert(_vm == null, "Viewmodel has already been initialized.");
-         Log.assert(_settings != null, "Settings is null.");
-         Log.assert(_settings_sub == null, "Grid settings subscription has already been initialized.");
-         // initialize everything: menu_display_vm, vm, settings subscription, and view
-         _menu_display_vm = _init_menu_display_vm(_settings.menu_display);
-         _vm = _init_vm(_model, _settings);
-         _settings_sub = _settings_manager.subscribe_current()
-            .OnDispatcher()
-            .Subscribe(gs => _vm.load_from(gs));
-         _commands = new List<SparkCommand>(_mk_commands());
-         _view = new RiskManagementControl { DataContext = _vm };
-      }
-
-      static SparkMenuDisplayVM _init_menu_display_vm(SparkMenuDisplaySettings settings) {
-         var vm = new SparkMenuDisplayVM();
-         vm.load_from(settings);
-         return vm;
-      }
-
-      static RiskManagementVM _init_vm(AdminModel model, RiskManagementSettings settings) {
-         var vm = new RiskManagementVM(model.account_security_risk_limits, model.on_account_tuples);
-         vm.request_update_limit += update_limit;
-         vm.load_from(settings);
-         return vm;
-         void update_limit(AccountSecurityRiskLimits lim) =>
-            model.add_or_update_risk_limits(lim.account_key, new[] { (lim.security_key, lim.limits) }).ignore();
-      }
-
-      IEnumerable<SparkCommand> _mk_commands() {
-         yield return new SparkCommandCommand("Add New Limits", Icons.AddBoxes, new DialogCommand(() => {
-            if (_vm is null)
-               return null;
-            var account_id = _vm.selected_account?.id ?? 0;
-            var init_state = new RiskLimitsModification(
-               is_position_limit_enabled: true,
-               is_clip_limit_enabled: true,
-               is_price_limit_enabled: true);
-            return mk_row_editor_dialog(init_state, commit, true);
-            void commit(RiskLimitsModification result) {
-               impl();
-               async void impl() {
-                  var target_secs = await result.security_criteria.securities(_bus, TimeSpan.FromSeconds(5));
-                  if (target_secs.Count > 0) {
-                     var new_limits = result.apply(new RiskLimits());
-                     await _model.add_or_update_risk_limits(account_id, target_secs.Keys.Select(k => (k, new_limits)));
-                  }
-               }
-            }
-         }));
-         var edit_selected_rows_cmd = new DialogCommand(() => {
-            if (!(_vm?.selected_account).HasValue)
-               return null;
-            var account_id = _vm.selected_account.Value.id;
-            var targets = _vm.selected_rows.Select(r => r.create()).ToList();
-            var init_state = RiskLimitsModification.aggregate_common_props(targets);
-            return mk_row_editor_dialog(init_state, commit, false);
-            void commit(RiskLimitsModification mod) =>
-               _model.add_or_update_risk_limits(account_id, targets.Select(r => (r.security_key, mod.apply(r.limits)))).ignore();
-         }, () => _vm.selected_rows.Count > 0, true, off_x: -300, off_y: -60);
-         _vm.selected_rows_changed += edit_selected_rows_cmd.RaiseCanExecuteChanged;
-         yield return new SparkCommandCommand("Edit Selected Rows", Icons.ModifyOrder, edit_selected_rows_cmd);
-
-         var delete_selected_rows_cmd = new DelegateCommand(() => {
-            if (!(_vm?.selected_account).HasValue)
-               return;
-            var selected_rows = _vm.selected_rows;
-            var account_id = _vm.selected_account.Value.id;
-            if (BTSMessageBox.Confirm($"Are you sure you want to delete the selected limits ({selected_rows.Count})?", "Delete Limits"))
-               _model.delete_risk_limits(account_id, selected_rows.Select(r => r.security_key)).ignore();
-         }, () => _vm.selected_rows.Count > 0);
-         _vm.selected_rows_changed += delete_selected_rows_cmd.RaiseCanExecuteChanged;
-
-         yield return new SparkCommandCommand("Delete", Icons.Trash, delete_selected_rows_cmd);
-         // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
-         yield return SparkCommands.window_settings_command(new DialogCommand(() => {
-            if (_vm is null)
-               return null;
-            _settings_manager.instance_settings = _vm.create().grid;
-            var settings_vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
-               _settings_manager,
-               us => us.risk_management_grid,
-               UserSettings.FileExtensions.GRID,
-               _grid_settings_manager.create_vm
-            );
-            settings_vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => settings_vm.title = t));
-            var dialog = new ShellSettingsDialog { DataContext = settings_vm };
-            settings_vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
-            return dialog;
-         }));
-         yield return _menu_display_vm.spark_cmd;
-
-         // although only the api only requires security keys,
-         // the actual securities are used in this method so the user can see them in the view
-         Window mk_row_editor_dialog(RiskLimitsModification init_state, Action<RiskLimitsModification> commit, bool is_add) {
-            var limits_vm = new RiskLimitsModificationVM(is_add) {
-               security_map = _security_map
-            };
-            limits_vm.load_from(init_state);
-            limits_vm.request_commit += () => commit(limits_vm.create());
-            var (title, icon) = is_add ? ("New Limits", Icons.AddBoxes) : ("Edit Limits", Icons.ModifyOrder);
-            var dialog = new RiskLimitParametersDialog {
-               DataContext = limits_vm,
-               Icon = icon,
-               Title = title
-            };
-            dialog.SetBinding(ContentControl.ContentProperty, new Binding());
-            WindowUtilities.listen_for_close_requests(dialog);
-            return dialog;
-         }
-      }
-   }
-}
@@ -1,34 +0,0 @@
-using bts.api;
-using mbts.persist;
-using mbts.spark;
-using mbts.ui;
-using System;
-using System.Reactive.Linq;
-using System.Threading.Tasks;
-
-namespace bts.shell.risk_management {
-   class RiskManagementWindowFactory : ShellWindowFactory<RiskManagementSettings> {
-      readonly IBus _bus;
-      readonly AdminModel _model;
-      readonly UserSettingsHub _settings_hub;
-
-      public RiskManagementWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, AdminModel model) : base(owner, "RiskManagement") {
-         _bus = bus;
-         _model = model;
-         _settings_hub = settings_hub;
-         _dispose = bus.subscribe(SparkTags.ShowRiskManagement)
-            .OnDispatcher()
-            .Subscribe(show);
-
-         async void show(RiskManagementSettings settings) {
-            var win = await load(settings);
-            bus.post(SparkTags.ShowWindow, win);
-         }
-      }
-
-      public override Task<IShellWindow> load(RiskManagementSettings state) =>
-         state is null ?
-            throw new ArgumentNullException(nameof(state)) :
-            Task.FromResult<IShellWindow>(new RiskManagementWindow(_bus, _model, _settings_hub.create_risk_management_settings_manager(state.grid), this, state));
-   }
-}
@@ -1,138 +0,0 @@
-using bts.admin.risk;
-using bts.utils;
-using mbts.spark.filters;
-using ProtoBuf;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-
-namespace bts.shell.risk_management {
-   [ProtoContract]
-   class RiskManagementFilterSettings : IEquatable<RiskManagementFilterSettings> {
-      static readonly IEqualityComparer<RiskManagementFilterSettings> _comparer =
-         ObjectSnapshot.property_equality_comparer<RiskManagementFilterSettings>();
-
-      public RiskManagementFilterSettings() { }
-
-      public RiskManagementFilterSettings(
-         string security_regex,
-         string security_key_regex,
-         UIntMinMaxState max_long_position,
-         UIntMinMaxState max_short_position,
-         bool? is_position_limit_enabled,
-         UIntMinMaxState clip_limit,
-         bool? is_clip_limit_enabled,
-         DoubleMinMaxState min_price,
-         DoubleMinMaxState max_price,
-         bool? is_price_limit_enabled) {
-         // security
-         this.security_regex = security_regex;
-         this.security_key_regex = security_key_regex;
-         // position
-         this.max_long_position = max_long_position;
-         this.max_short_position = max_short_position;
-         this.is_position_limit_enabled = is_position_limit_enabled;
-         // clip
-         this.clip_limit = clip_limit;
-         this.is_clip_limit_enabled = is_clip_limit_enabled;
-         // price
-         this.min_price = min_price;
-         this.max_price = max_price;
-         this.is_price_limit_enabled = is_price_limit_enabled;
-      }
-
-      // security
-      [ProtoMember(1)]
-      public string security_regex { get; }
-      [ProtoMember(2)]
-      public string security_key_regex { get; }
-      // position
-      [ProtoMember(3)]
-      public UIntMinMaxState max_long_position { get; }
-      [ProtoMember(4)]
-      public UIntMinMaxState max_short_position { get; }
-      [ProtoMember(5)]
-      public bool? is_position_limit_enabled { get; }
-      // clip
-      [ProtoMember(6)]
-      public UIntMinMaxState clip_limit { get; }
-      [ProtoMember(7)]
-      public bool? is_clip_limit_enabled { get; }
-      // price
-      [ProtoMember(8)]
-      public DoubleMinMaxState min_price { get; }
-      [ProtoMember(9)]
-      public DoubleMinMaxState max_price { get; }
-      [ProtoMember(10)]
-      public bool? is_price_limit_enabled { get; }
-
-      // 'is limit enabled' items (for filter dropdown)
-      public bool[] is_position_limit_enabled_items => yes_no_filter_items(is_position_limit_enabled);
-      public bool[] is_clip_limit_enabled_items => yes_no_filter_items(is_clip_limit_enabled);
-      public bool[] is_price_limit_enabled_items => yes_no_filter_items(is_price_limit_enabled);
-
-      public static bool[] yes_no_filter_items(bool? state) =>
-          state.HasValue ? new[] { state.Value } : Array.Empty<bool>();
-
-      public static bool? yes_no_filter_state(IEnumerable<bool> selected_items) {
-         var set = new HashSet<bool>(selected_items);
-         return set.Count == 1 ? set.First() : (bool?)null;
-      }
-
-      public Func<AccountSecurityRiskLimits, bool> build_predicate() {
-         var pb = new ColumnPredicateBuilder<AccountSecurityRiskLimits>();
-         // security
-         pb.add_regex(security_regex, l => l.security.ToString());
-         pb.add_regex(security_key_regex, l => l.security_key.ToString());
-         // position
-         pb.add_numeric(max_long_position, l => l.limits.max_long_position);
-         pb.add_numeric(max_short_position, l => l.limits.max_short_position);
-         pb.add_discrete_values(is_position_limit_enabled_items, l => l.limits.is_position_limit_enabled);
-         // clip
-         pb.add_numeric(clip_limit, l => l.limits.clip_limit);
-         pb.add_discrete_values(is_clip_limit_enabled_items, l => l.limits.is_clip_limit_enabled);
-         // price
-         pb.add_numeric(min_price, l => l.limits.min_price);
-         pb.add_numeric(max_price, l => l.limits.max_price);
-         pb.add_discrete_values(is_price_limit_enabled_items, l => l.limits.is_price_limit_enabled);
-         return pb.to_predicate();
-      }
-
-      public RiskManagementFilterSettings with(
-         string security_regex = null,
-         string security_key_regex = null,
-         UIntMinMaxState max_long_position = null,
-         UIntMinMaxState max_short_position = null,
-         OptionalNullable<bool>? is_position_limit_enabled = null,
-         UIntMinMaxState clip_limit = null,
-         OptionalNullable<bool>? is_clip_limit_enabled = null,
-         DoubleMinMaxState min_price = null,
-         DoubleMinMaxState max_price = null,
-         OptionalNullable<bool>? is_price_limit_enabled = null) =>
-         //
-         new RiskManagementFilterSettings(
-            // security
-            security_regex ?? this.security_regex,
-            security_key_regex ?? this.security_key_regex,
-            // position
-            max_long_position ?? this.max_long_position,
-            max_short_position ?? this.max_short_position,
-            is_position_limit_enabled.HasValue ? is_position_limit_enabled.Value.value : this.is_position_limit_enabled,
-            // clip
-            clip_limit ?? this.clip_limit,
-            is_clip_limit_enabled.HasValue ? is_clip_limit_enabled.Value.value : this.is_clip_limit_enabled,
-            // price
-            min_price ?? this.min_price,
-            max_price ?? this.max_price,
-            is_price_limit_enabled.HasValue ? is_price_limit_enabled.Value.value : this.is_price_limit_enabled);
-
-      public bool Equals(RiskManagementFilterSettings other) =>
-         _comparer.Equals(this, other);
-
-      public override bool Equals(object obj) =>
-         obj is RiskManagementFilterSettings other && Equals(other);
-
-      public override int GetHashCode() =>
-         _comparer.GetHashCode(this);
-   }
-}
@@ -1,93 +0,0 @@
-using mbts.ui;
-using mbts.ui.settings;
-using ProtoBuf;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Windows;
-using Columns = bts.shell.risk_management.RiskManagementControl.Columns;
-using ColumnWidths = mbts.ui.controls.DIYGrid.DefaultColumnWidths;
-using ColumnHeaders = mbts.ui.controls.DIYGrid.DefaultColumnHeaders;
-
-namespace bts.shell.risk_management {
-   [ProtoContract]
-   class RiskManagementSettings {
-      [ProtoMember(3)]
-      SortingCriteria[] _sorting_criteria;
-
-      public RiskManagementSettings() { }
-      public RiskManagementSettings(
-         GridSettings grid = null,
-         RiskManagementFilterSettings filters = default,
-         IEnumerable<SortingCriteria> sorting_criteria = null,
-         uint account_id = 0,
-         SparkMenuDisplaySettings? menu_display = null) {
-         //
-         this.grid = grid;
-         this.filters = filters ?? new RiskManagementFilterSettings();
-         _sorting_criteria = sorting_criteria?.ToArray();
-         this.account_id = account_id;
-         this.menu_display = menu_display ?? SparkMenuDisplaySettings.Default;
-      }
-
-      public static RiskManagementSettings Default => new RiskManagementSettings(grid: DefaultGrid);
-      public static GridSettings DefaultGrid => new GridSettings(columns: DefaultColumns.all);
-
-      [ProtoMember(1)]
-      public GridSettings grid { get; }
-      [ProtoMember(2)]
-      public RiskManagementFilterSettings filters { get; }
-      [ProtoMember(4)]
-      public uint account_id { get; }
-      [ProtoMember(5)]
-      public SparkMenuDisplaySettings menu_display { get; }
-
-      public IReadOnlyList<SortingCriteria> sorting_criteria =>
-         _sorting_criteria ?? Array.Empty<SortingCriteria>();
-
-      public RiskManagementSettings with(
-         GridSettings grid = null,
-         RiskManagementFilterSettings filters = default,
-         IEnumerable<SortingCriteria> sorting_criteria = null,
-         uint? account_id = null,
-         SparkMenuDisplaySettings? menu_display = null) =>
-         //
-         new RiskManagementSettings(
-            grid ?? this.grid,
-            filters ?? this.filters,
-            sorting_criteria ?? this.sorting_criteria,
-            account_id ?? this.account_id,
-            menu_display ?? this.menu_display);
-
-      public static class DefaultColumns {
-         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), ColumnHeaders.Security, width: ColumnWidths.SecurityKey);
-         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), ColumnHeaders.SecurityKey, width: ColumnWidths.SecurityKey, is_visible: false);
-         // position
-         public static GridColumnSettings max_long => new GridColumnSettings(Columns.MaxNetLongPosition.ToString(), "Max Long", width: 60, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings max_short => new GridColumnSettings(Columns.MaxNetShortPosition.ToString(), "Max Short", width: 60, horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings is_position_limit_enabled => new GridColumnSettings(Columns.IsPositionLimitEnabled.ToString(), "Enforce Pos", width: 70, horizontal_alignment: HorizontalAlignment.Center);
-         // clip
-         public static GridColumnSettings clip_limit => new GridColumnSettings(Columns.ClipLimit.ToString(), "Clip Limit", horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings is_clip_limit_enabled => new GridColumnSettings(Columns.IsClipLimitEnabled.ToString(), "Enforce Clip", width: 70, horizontal_alignment: HorizontalAlignment.Center);
-         // price
-         public static GridColumnSettings min_price => new GridColumnSettings(Columns.MinPrice.ToString(), "Min Price", horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings max_price => new GridColumnSettings(Columns.MaxPrice.ToString(), "Max Price", horizontal_alignment: HorizontalAlignment.Right);
-         public static GridColumnSettings is_price_limit_enabled => new GridColumnSettings(Columns.IsPriceLimitEnabled.ToString(), "Enforce Price", width: 75, horizontal_alignment: HorizontalAlignment.Center);
-
-         public static IEnumerable<GridColumnSettings> all {
-            get {
-               yield return security;
-               yield return max_long;
-               yield return max_short;
-               yield return is_position_limit_enabled;
-               yield return clip_limit;
-               yield return is_clip_limit_enabled;
-               yield return min_price;
-               yield return max_price;
-               yield return is_price_limit_enabled;
-               yield return security_key;
-            }
-         }
-      }
-   }
-}
@@ -1,179 +0,0 @@
-using bts.admin.risk;
-using bts.api;
-using bts.utils;
-using mbts;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.shell;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Runtime.CompilerServices;
-using System.Windows.Input;
-
-namespace bts.shell.risk_management {
-   class RiskLimitsModificationVM : ViewModelBase, IValueFactory<RiskLimitsModification>, IRequestViewClose {
-      readonly DeferrableActionWrapper _result_changed;
-      RiskLimitsModification _modifications;
-      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
-
-      public RiskLimitsModificationVM(bool can_edit_security) {
-         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
-         this.can_edit_security = can_edit_security;
-         commit_cmd = new DelegateCommand(commit);
-         cancel_cmd = new DelegateCommand(close);
-         //
-         void commit() {
-            request_commit?.Invoke();
-            close();
-         }
-         void close() =>
-            RequestClose?.Invoke(this, EventArgs.Empty);
-      }
-
-      public event Action result_changed, request_commit;
-      public event EventHandler RequestClose;
-
-      public SecurityImmutable? security { get => _modifications.security; set => _set_limits(_modifications.with(security: value)); }
-      public SecurityCriteria security_criteria {
-         get => _modifications.security_criteria ?? (security.HasValue ? SecurityCriteria.from_securities(security.Value) : null);
-         set => _set_limits(_modifications.with(security_criteria: value));
-      }
-      public IReadOnlyDictionary<uint, SecurityMD> security_map {
-         get => _security_map;
-         set {
-            _security_map = value;
-            RaisePropertyChanged();
-         }
-      }
-      public bool can_edit_security { get; }
-      // position
-      public uint? max_long_position { get => _modifications.max_long_position; set => _set_limits(_modifications.with(max_long_position: value)); }
-      public uint? max_short_position { get => _modifications.max_short_position; set => _set_limits(_modifications.with(max_short_position: value)); }
-      public bool? is_position_limit_enabled { get => _modifications.is_position_limit_enabled; set => _set_limits(_modifications.with(is_position_limit_enabled: value)); }
-      // clip
-      public bool? is_clip_limit_enabled { get => _modifications.is_clip_limit_enabled; set => _set_limits(_modifications.with(is_clip_limit_enabled: value)); }
-      public uint? clip_limit { get => _modifications.clip_limit; set => _set_limits(_modifications.with(clip_limit: value)); }
-      // price
-      public double? max_price { get => _modifications.max_price; set => _set_limits(_modifications.with(max_price: value)); }
-      public double? min_price { get => _modifications.min_price; set => _set_limits(_modifications.with(min_price: value)); }
-      public bool? is_price_limit_enabled { get => _modifications.is_price_limit_enabled; set => _set_limits(_modifications.with(is_price_limit_enabled: value)); }
-
-      public ICommand commit_cmd { get; }
-      public ICommand cancel_cmd { get; }
-
-      public RiskLimitsModification create() =>
-         _modifications;
-
-      public void load_from(RiskLimitsModification value) {
-         using (_result_changed.defer_execution())
-         using (detect_property_changes())
-            _modifications = value;
-      }
-
-      void _set_limits(RiskLimitsModification new_modifications, [CallerMemberName] string prop = "") =>
-         _set_limits(new_modifications, new[] { prop });
-
-      void _set_limits(RiskLimitsModification new_modifications, params string[] invalidate_props) {
-         if (!_modifications.Equals(new_modifications)) {
-            _modifications = new_modifications;
-            RaisePropertyChanged(invalidate_props);
-            _result_changed.execute();
-         }
-      }
-   }
-
-   readonly struct RiskLimitsModification {
-      public RiskLimitsModification(
-         SecurityImmutable? security = null,
-         SecurityCriteria security_criteria = null,
-         uint? max_long_position = null,
-         uint? max_short_position = null,
-         bool? is_position_limit_enabled = null,
-         uint? clip_limit = null,
-         bool? is_clip_limit_enabled = null,
-         double? min_price = null,
-         double? max_price = null,
-         bool? is_price_limit_enabled = null) {
-         //
-         this.security = security;
-         this.security_criteria = security_criteria;
-         this.max_long_position = max_long_position;
-         this.max_short_position = max_short_position;
-         this.is_position_limit_enabled = is_position_limit_enabled;
-         this.clip_limit = clip_limit;
-         this.is_clip_limit_enabled = is_clip_limit_enabled;
-         this.min_price = min_price;
-         this.max_price = max_price;
-         this.is_price_limit_enabled = is_price_limit_enabled;
-      }
-
-      public SecurityImmutable? security { get; }
-      public SecurityCriteria security_criteria { get; }
-      // position
-      public uint? max_long_position { get; }
-      public uint? max_short_position { get; }
-      public bool? is_position_limit_enabled { get; }
-      // clip
-      public uint? clip_limit { get; }
-      public bool? is_clip_limit_enabled { get; }
-      // price
-      public double? min_price { get; }
-      public double? max_price { get; }
-      public bool? is_price_limit_enabled { get; }
-
-      public static RiskLimitsModification aggregate_common_props(IEnumerable<AccountSecurityRiskLimits> limit_items) =>
-         new RiskLimitsModification(
-            _common_value(limit_items, l => l.security, s => s),
-            null,
-            _common_value(limit_items, l => l.limits.max_long_position),
-            _common_value(limit_items, l => l.limits.max_short_position),
-            _common_value(limit_items, l => l.limits.is_position_limit_enabled),
-            _common_value(limit_items, l => l.limits.clip_limit),
-            _common_value(limit_items, l => l.limits.is_clip_limit_enabled),
-            _common_value(limit_items, l => l.limits.min_price),
-            _common_value(limit_items, l => l.limits.max_price),
-            _common_value(limit_items, l => l.limits.is_price_limit_enabled));
-
-      public RiskLimits apply(RiskLimits target) =>
-         new RiskLimits(
-            is_position_limit_enabled: is_position_limit_enabled ?? target.is_position_limit_enabled,
-            max_long_position: max_long_position ?? target.max_long_position,
-            max_short_position: max_short_position ?? target.max_short_position,
-            is_clip_limit_enabled: is_clip_limit_enabled ?? target.is_clip_limit_enabled,
-            clip_limit: clip_limit ?? target.clip_limit,
-            is_price_limit_enabled: is_price_limit_enabled ?? target.is_price_limit_enabled,
-            min_price: min_price ?? target.min_price,
-            max_price: max_price ?? target.max_price);
-
-      public RiskLimitsModification with(
-         OptionalNullable<SecurityImmutable>? security = null,
-         SecurityCriteria security_criteria = null,
-         OptionalNullable<uint>? max_long_position = null,
-         OptionalNullable<uint>? max_short_position = null,
-         OptionalNullable<bool>? is_position_limit_enabled = null,
-         OptionalNullable<uint>? clip_limit = null,
-         OptionalNullable<bool>? is_clip_limit_enabled = null,
-         OptionalNullable<double>? min_price = null,
-         OptionalNullable<double>? max_price = null,
-         OptionalNullable<bool>? is_price_limit_enabled = null) =>
-         //
-         new RiskLimitsModification(
-            security.HasValue ? security.Value.value : this.security,
-            security_criteria ?? this.security_criteria,
-            max_long_position.HasValue ? max_long_position.Value.value : this.max_long_position,
-            max_short_position.HasValue ? max_short_position.Value.value : this.max_short_position,
-            is_position_limit_enabled.HasValue ? is_position_limit_enabled.Value.value : this.is_position_limit_enabled,
-            clip_limit.HasValue ? clip_limit.Value.value : this.clip_limit,
-            is_clip_limit_enabled.HasValue ? is_clip_limit_enabled.Value.value : this.is_clip_limit_enabled,
-            min_price.HasValue ? min_price.Value.value : this.min_price,
-            max_price.HasValue ? max_price.Value.value : this.max_price,
-            is_price_limit_enabled.HasValue ? is_price_limit_enabled.Value.value : this.is_price_limit_enabled);
-
-      static T? _common_value<T>(IEnumerable<AccountSecurityRiskLimits> source, Func<AccountSecurityRiskLimits, T> get) where T : struct =>
-         _common_value(source, get, common => new T?(common));
-
-      static TResult _common_value<T, TResult>(IEnumerable<AccountSecurityRiskLimits> source, Func<AccountSecurityRiskLimits, T> get, Func<T, TResult> convert_common, TResult default_value = default) =>
-         source.Select(get).Distinct().TryGetSingle(out var common) ? convert_common(common) : default_value;
-   }
-}
@@ -1,90 +0,0 @@
-using bts.admin.risk;
-using bts.api;
-using bts.utils;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.shell;
-using System;
-using System.Runtime.CompilerServices;
-
-namespace bts.shell.risk_management {
-   class RiskLimitsVM : ViewModelBase, IValueFactory<AccountSecurityRiskLimits> {
-      readonly DeferrableActionWrapper _result_changed;
-      // The user can modify some props directly in the grid.
-      // However, the sorting relies on immutable data
-      // (binary search may break if the applicable comparisons change,
-      // depending on the current sorting criteria).
-      // As a work-around, the rows are sorted by the committed_data.
-      // Any modifications made through the prop setters are assumed to be 'user-changes'
-      // (as the props are bound to the view),
-      /// and the committed data is only changed through <see cref="load_from(AccountSecurityRiskLimits)"/>.
-      AccountSecurityRiskLimits _committed_data, _mutable_data;
-
-      public RiskLimitsVM() =>
-         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
-
-      public RiskLimitsVM(AccountSecurityRiskLimits data) : this() {
-         _committed_data = data;
-         _mutable_data = data;
-      }
-
-      public event Action result_changed;
-
-      public SecurityImmutable? security => _committed_data.security;
-      public uint security_key => _committed_data.security_key;
-      public string account_name => _committed_data.account_name;
-      public uint account_key => _committed_data.account_key;
-      // position limit
-      public bool is_position_limit_enabled { get => _mutable_limits.is_position_limit_enabled; set => _set_limits(_mutable_limits.with(is_position_limit_enabled: value)); }
-      public uint max_long_position { get => _mutable_limits.max_long_position; set => _set_limits(_mutable_limits.with(max_long_position: value)); }
-      public uint max_short_position { get => _mutable_limits.max_short_position; set => _set_limits(_mutable_limits.with(max_short_position: value)); }
-      // clip limit
-      public bool is_clip_limit_enabled { get => _mutable_limits.is_clip_limit_enabled; set => _set_limits(_mutable_limits.with(is_clip_limit_enabled: value)); }
-      public uint clip_limit { get => _mutable_limits.clip_limit; set => _set_limits(_mutable_limits.with(clip_limit: value)); }
-      // price limit
-      public bool is_price_limit_enabled { get => _mutable_limits.is_price_limit_enabled; set => _set_limits(_mutable_limits.with(is_price_limit_enabled: value)); }
-      public double max_price { get => _mutable_limits.max_price; set => _set_limits(_mutable_limits.with(max_price: value)); }
-      public double min_price { get => _mutable_limits.min_price; set => _set_limits(_mutable_limits.with(min_price: value)); }
-      public AccountSecurityKey row_id => new AccountSecurityKey(account_key, security_key);
-      public AccountSecurityRiskLimits committed_data => _committed_data;
-
-      RiskLimits _mutable_limits {
-         get => _mutable_data.limits;
-         set => _mutable_data = _mutable_data.with(limits: value);
-      }
-
-      public AccountSecurityRiskLimits create() => _mutable_data;
-
-      public void load_from(AccountSecurityRiskLimits value) {
-         using (_result_changed.defer_execution())
-         using (detect_property_changes()) {
-            _committed_data = value;
-            _mutable_data = value;
-         }
-      }
-
-      public void apply_modifications(RiskLimitsModification m) =>
-         load_from(_committed_data.with(
-            _committed_data.limits.with(m.is_position_limit_enabled,
-               m.max_long_position,
-               m.max_short_position,
-               m.is_clip_limit_enabled,
-               m.clip_limit,
-               m.is_price_limit_enabled,
-               m.min_price,
-               m.max_short_position),
-            new AccountTuple(_committed_data.account_key, _committed_data.account_name),
-            m.security));
-
-      void _set_limits(RiskLimits new_limits, [CallerMemberName] string prop = "") =>
-         _set_limits(new_limits, new[] { prop });
-
-      void _set_limits(RiskLimits new_limits, params string[] invalidate_props) {
-         if (!_mutable_limits.Equals(new_limits)) {
-            _mutable_limits = new_limits;
-            RaisePropertyChanged(invalidate_props);
-            _result_changed.execute();
-         }
-      }
-   }
-}
@@ -1,313 +0,0 @@
-using bts.admin.risk;
-using bts.api.core;
-using bts.collections;
-using bts.utils;
-using mbts;
-using mbts.spark;
-using mbts.spark.filters;
-using mbts.ui;
-using mbts.ui.controls;
-using mbts.ui.settings;
-using mbts.ui.shell;
-using mbts.ui.utility;
-using mbts.utils;
-using System;
-using System.Collections.Generic;
-using System.Collections.Immutable;
-using System.Collections.ObjectModel;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Windows.Controls;
-using Columns = bts.shell.risk_management.RiskManagementControl.Columns;
-
-namespace bts.shell.risk_management {
-   class RiskManagementColumnModel : DIYGridColumnModel<Columns, AccountSecurityRiskLimits, RiskManagementFilterSettings> {
-      public RiskManagementColumnModel(Columns id, IComparer<AccountSecurityRiskLimits> data_comparer, IDataGridColumnFilter<AccountSecurityRiskLimits> filter, string filter_template, Func<RiskManagementFilterSettings, object> get_column_filter_settings, Func<RiskManagementFilterSettings, object, RiskManagementFilterSettings> set_column_filter_settings)
-         : base(id, data_comparer, filter, filter_template, get_column_filter_settings, set_column_filter_settings) {
-      }
-   }
-
-   class RiskManagementVM : DisposableViewModelBase, IHandleGridSorting, IHandleRowSelection, IValueFactory<RiskManagementSettings> {
-      static readonly IComparer<AccountSecurityRiskLimits> _data_row_id_comparer =
-         new ComparerBuilder<AccountSecurityKey>(new[] {
-            Comparer<uint>.Default.wrap<uint, AccountSecurityKey>(ask => ask.account),
-            Comparer<uint>.Default.wrap<uint, AccountSecurityKey>(ask => ask.security)
-         }).to_comparer()
-         .wrap<AccountSecurityKey, AccountSecurityRiskLimits>(r => r.key);
-
-      static IComparer<RiskLimitsVM> _row_id_comparer =>
-         _data_row_id_comparer.wrap<AccountSecurityRiskLimits, RiskLimitsVM>(r => r.committed_data);
-
-      readonly DeferrableActionWrapper _result_changed, _refresh_filter_changed, _selected_rows_changed;
-      readonly ColumnSortManager _sort_manager;
-      readonly ObservableCollection<RiskManagementColumnModel> _columns = new ObservableCollection<RiskManagementColumnModel>();
-      readonly Dictionary<Columns, RiskManagementColumnModel> _column_map = new Dictionary<Columns, RiskManagementColumnModel>();
-      readonly SelectorVM<AccountTuple?, uint> _accounts_vm = new SelectorVM<AccountTuple?, uint>(acc => acc?.id ?? 0) { comparer = Comparer<AccountTuple>.Default.to_nullable() };
-      IReadOnlyDictionary<AccountSecurityKey, AccountSecurityRiskLimits> _cache = DictionaryHelper.empty<AccountSecurityKey, AccountSecurityRiskLimits>();
-      ImmutableSortedSet<RiskLimitsVM> _selected_rows = ImmutableSortedSet.Create(_row_id_comparer);
-      IList<AccountSecurityRiskLimits> _data_rows;
-      IComparer<AccountSecurityRiskLimits> _data_comparer = _data_row_id_comparer;
-      IComparer<RiskLimitsVM> _row_comparer;
-
-      public RiskManagementVM(IObservable<TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>> data_source, IObservable<IReadOnlyList<AccountTuple>> accounts_source) {
-         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
-         _selected_rows_changed = new DeferrableActionWrapper(() => selected_rows_changed?.Invoke());
-         _sort_manager = new ColumnSortManager(_columns.OfType<ISortableDIYGridColumn>(), null);
-         _data_rows = rows.WrapSelector(r => r.committed_data, lim => new RiskLimitsVM(lim));
-         _accounts_vm.selected_item_changed += () => {
-            RaisePropertyChanged(nameof(selected_account));
-            _result_changed.execute();
-            _refresh_filter_changed.execute();
-         };
-         column_map = FunctionalIndex.create<string, RiskManagementColumnModel>(_find_column);
-         grid_settings_manager = new SimpleGridSettingsManagerVM<Columns>(
-            _columns, null, ordered_cols => {
-               CollectionHelper.sync_with_never_duplicate(_columns, ordered_cols, cs => {
-                  throw new InvalidOperationException();
-               }, c => c.id.ToString(), cs => cs.id);
-            }, null);
-         _refresh_filter_changed = new DeferrableActionWrapper(() => _filter_changed?.Invoke(_mk_filter()));
-         /////////////////
-         // Columns
-         /////////////////
-         // security
-         mk_column_model(
-            Columns.Security,
-            wrap_comp(r => r.security),
-            new RegexFilterVM<AccountSecurityRiskLimits>(r => r.security.ToString(), null),
-            DataGridFilterKnownTemplates.Regex,
-            fs => fs.security_regex,
-            (fs, v) => fs.with(security_regex: v));
-         // security key
-         mk_column_model(
-            Columns.SecurityKey,
-            wrap_comp(r => r.security_key),
-            new RegexFilterVM<AccountSecurityRiskLimits>(r => r.security_key.ToString(), null),
-            DataGridFilterKnownTemplates.Regex,
-            fs => fs.security_key_regex,
-            (fs, v) => fs.with(security_key_regex: v));
-         // max long
-         mk_column_model(
-            Columns.MaxNetLongPosition,
-            wrap_comp(r => r.limits.max_long_position),
-            new UIntMinMax<AccountSecurityRiskLimits>(
-               r => r.limits.max_long_position,
-               null),
-            DataGridFilterKnownTemplates.UIntMinMax,
-            fs => fs.max_long_position,
-            (fs, v) => fs.with(max_long_position: v));
-         // max short
-         mk_column_model(
-            Columns.MaxNetShortPosition,
-            wrap_comp(r => r.limits.max_short_position),
-            new UIntMinMax<AccountSecurityRiskLimits>(
-               r => r.limits.max_short_position,
-               null),
-            DataGridFilterKnownTemplates.UIntMinMax,
-            fs => fs.max_short_position,
-            (fs, v) => fs.with(max_short_position: v));
-         // is position limit enabled
-         mk_is_enabled_column(
-            Columns.IsPositionLimitEnabled,
-            r => r.limits.is_position_limit_enabled,
-            (fs, yes_no_items) => fs.with(is_position_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
-            nameof(RiskLimitsVM.is_position_limit_enabled));
-         // clip size
-         mk_column_model(
-            Columns.ClipLimit,
-            wrap_comp(r => r.limits.clip_limit),
-            new UIntMinMax<AccountSecurityRiskLimits>(r => r.limits.clip_limit, null),
-            DataGridFilterKnownTemplates.UIntMinMax,
-            fs => fs.clip_limit,
-            (fs, v) => fs.with(clip_limit: v));
-         // is clip limit enabled
-         mk_is_enabled_column(
-            Columns.IsClipLimitEnabled,
-            r => r.limits.is_clip_limit_enabled,
-            (fs, yes_no_items) => fs.with(is_clip_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
-            nameof(RiskLimitsVM.is_clip_limit_enabled));
-         // min price
-         mk_column_model(
-            Columns.MinPrice,
-            wrap_comp(r => r.limits.min_price),
-            new DoubleMinMax<AccountSecurityRiskLimits>(r => r.limits.min_price, nameof(RiskLimitsVM.min_price)),
-            DataGridFilterKnownTemplates.DoubleMinMax,
-            fs => fs.min_price,
-            (fs, v) => fs.with(min_price: v));
-         // max price
-         mk_column_model(
-            Columns.MaxPrice,
-            wrap_comp(r => r.limits.max_price),
-            new DoubleMinMax<AccountSecurityRiskLimits>(r => r.limits.max_price, nameof(RiskLimitsVM.max_price)),
-            DataGridFilterKnownTemplates.DoubleMinMax,
-            fs => fs.max_price,
-            (fs, v) => fs.with(max_price: v));
-         // is price limit enabled
-         mk_is_enabled_column(
-            Columns.IsPriceLimitEnabled,
-            r => r.limits.is_price_limit_enabled,
-            (fs, yes_no_items) => fs.with(is_price_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
-            nameof(RiskLimitsVM.is_price_limit_enabled));
-
-         data_comparer = new ComparerBuilder<AccountSecurityRiskLimits>(new[] {
-            wrap_comp(r => r.security),
-            _data_row_id_comparer
-         }).to_comparer();
-         _column_map = _columns.ToDictionary(c => c.id);
-         columns = ObservableAutoWrapper.SelectObservable(_columns, c => c);
-         var filter_source =
-            Observable.FromEvent<Func<AccountSecurityRiskLimits, bool>>(cb => _filter_changed += cb, cb => _filter_changed -= cb)
-            .StartWith(_mk_filter);
-         var filtered_data_source =
-            data_source.Filter(filter_source, AccountSecurityRiskLimitsDataHelper.key_fn);
-
-         var filter_hooks = _columns.Select(c => {
-            var f = c.filter;
-            f.filter_changed += _refresh_filter_changed.execute;
-            return Disposable.Create(() => f.filter_changed -= _refresh_filter_changed.execute);
-         }).ToList();
-         _dispose = Disposable.Create(
-            ObservableAutoWrapper.connect_item_hooks(rows, subscribe_row_changes),
-            accounts_source.OnDispatcher().Subscribe(on_accounts),
-            Disposable.wrap_collection(filter_hooks),
-            filtered_data_source.OnDispatcher().Subscribe(on_data));
-         //////////////////
-         // local methods
-         //////////////////
-         IComparer<AccountSecurityRiskLimits> wrap_comp<T>(Func<AccountSecurityRiskLimits, T> get_value) =>
-            Comparer<T>.Default.wrap<T, AccountSecurityRiskLimits>(get_value);
-
-         RiskManagementColumnModel mk_column_model<T>(
-            Columns id,
-            IComparer<AccountSecurityRiskLimits> row_comp,
-            IDataGridColumnPersistentFilter<AccountSecurityRiskLimits, T> filter,
-            string filter_template,
-            Func<RiskManagementFilterSettings, T> get_filter_settings,
-            Func<RiskManagementFilterSettings, T, RiskManagementFilterSettings> set_filter_settings) {
-            //
-            var col = new RiskManagementColumnModel(id, row_comp,
-               filter,
-               filter_template,
-               fs => get_filter_settings(fs),
-               (fs, val) => val is T cfs ? set_filter_settings(fs, cfs) : fs);
-            _columns.Add(col);
-            return col;
-         }
-
-         // the 'is enabled' columns are special cases, bc their filters produces an array of bools
-         // (cheap way to reuse the discrete values filter template for true/false items),
-         // but the filter protobuf has a nullable<bool>, so an extra conversion must be done explicitly (hence the get_row_val param).
-         RiskManagementColumnModel mk_is_enabled_column(Columns id, Func<AccountSecurityRiskLimits, bool> get_row_val, Func<RiskManagementFilterSettings, IEnumerable<bool>, RiskManagementFilterSettings> set_filter_prop, string prop) {
-            var col = new RiskManagementColumnModel(
-               id,
-               wrap_comp(get_row_val),
-               DiscreteValuesFilterVM.Create(new[] { true, false }, get_row_val, prop),
-               DataGridFilterKnownTemplates.YesNo,
-               fs => RiskManagementFilterSettings.yes_no_filter_items(fs.is_position_limit_enabled),
-               (fs, fstate) => set_filter_prop(fs, fstate as IEnumerable<bool>));
-            _columns.Add(col);
-            return col;
-         }
-
-         IDisposable subscribe_row_changes(RiskLimitsVM r) {
-            r.result_changed += on_limits_changed;
-            return Disposable.Create(() => r.result_changed -= on_limits_changed);
-            void on_limits_changed() {
-               var lim = r.create();
-               if (_cache.TryGetValue(lim.key, out var curr_lim) && !lim.Equals(curr_lim))
-                  request_update_limit?.Invoke(lim);
-            }
-         }
-
-         void on_accounts(IReadOnlyList<AccountTuple> new_accounts) =>
-            _accounts_vm.update_items(new_accounts.Cast<AccountTuple?>());
-
-         void on_data(TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey> table) {
-            _cache = table.state;
-            var comp = data_comparer;
-            _data_rows.RemoveSorted(table.removed.Concat(table.changes.Old()), comp);
-            _data_rows.InsertSorted(table.added.Concat(table.changes.New()), comp);
-         }
-      }
-
-      public event Action result_changed, selected_rows_changed;
-      public event Action<AccountSecurityRiskLimits> request_update_limit;
-      event Action<Func<AccountSecurityRiskLimits, bool>> _filter_changed;
-
-      public IReadOnlyIndex<string, RiskManagementColumnModel> column_map { get; }
-      // this collection is needed to control the column order
-      public IReadOnlyObservableCollection<IDIYGridColumn> columns { get; }
-      public ObservableCollection<RiskLimitsVM> rows { get; } = new ObservableCollection<RiskLimitsVM>();
-      public IReadOnlyList<RiskLimitsVM> selected_rows => _selected_rows;
-      public IReadOnlyObservableCollection<AccountTuple?> accounts => _accounts_vm.items;
-      public AccountTuple? selected_account {
-         get => _accounts_vm.selected_item ?? default;
-         set => _accounts_vm.selected_item = value;
-      }
-      public SimpleGridSettingsManagerVM<Columns> grid_settings_manager { get; }
-      public IComparer<AccountSecurityRiskLimits> data_comparer {
-         get => _data_comparer;
-         private set {
-            if (value != null) {
-               _data_comparer = value;
-               _row_comparer = null;
-               _data_rows.sync_with(_data_rows.Ordered(value).ToList());
-               _selected_rows = _selected_rows.WithComparer(row_comparer);
-            }
-         }
-      }
-      public IComparer<RiskLimitsVM> row_comparer =>
-         _row_comparer ?? (_row_comparer = data_comparer?.wrap<AccountSecurityRiskLimits, RiskLimitsVM>(r => r.committed_data));
-
-      public RiskManagementSettings create() {
-         var grid = grid_settings_manager.create();
-         var filters = _columns.Aggregate(new RiskManagementFilterSettings(), (fs, c) => c.assign_filter_settings(fs)); 
-         return new RiskManagementSettings(grid, filters, _sort_manager.SortingCriteria, selected_account?.id ?? 0);
-      }
-
-      public void load_from(RiskManagementSettings settings) {
-         if (settings is null)
-            throw new ArgumentNullException(nameof(settings));
-         using (_result_changed.defer_execution()) {
-            if (settings.grid != null)
-               grid_settings_manager.load_from(settings.grid);
-            foreach (var col in _columns)
-               col.load_from(null, settings.filters);
-            _accounts_vm.try_select(settings.account_id, true);
-         }
-      }
-
-      public void load_from(GridSettings grid) {
-         if (grid is null)
-            throw new ArgumentNullException(nameof(grid));
-         using (_result_changed.defer_execution())
-            grid_settings_manager.load_from(grid);
-      }
-
-      void IHandleRowSelection.row_selection_changed(SelectionChangedEventArgs e) {
-         var bd = _selected_rows.ToBuilder();
-         RowSelectionHelper.apply_changes(bd, e);
-         _selected_rows = bd.ToImmutable();
-         _selected_rows_changed.execute();
-      }
-
-      void IHandleGridSorting.on_sorting(object sender, DIYGridSortingEventArgs e) {
-         _sort_manager.OnColumnClick(e.Column, KeyboardExtensions.IsShiftDown());
-         data_comparer = _sort_manager.BuildComparer(id => _find_column(id)?.row_comparer, _data_comparer);
-      }
-
-      RiskManagementColumnModel _find_column(string key_str) =>
-         Enum.TryParse(key_str, true, out Columns key) ? _find_column(key) : null;
-
-      RiskManagementColumnModel _find_column(Columns key) =>
-         _column_map.GetValueOrDefault(key);
-
-      Func<AccountSecurityRiskLimits, bool> _mk_filter() {
-         var col_filter_pred = create().filters.build_predicate();
-         if (!selected_account.HasValue)
-            return lim => false;
-         var acc_id = selected_account.Value.id;
-         return lim => lim.account_key == acc_id && (col_filter_pred is null || col_filter_pred(lim));
-      }
-   }
-}
@@ -1,111 +0,0 @@
-<Window
-  x:Class="bts.shell.risk_management.RiskLimitParametersDialog"
-  x:ClassModifier="internal"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:u="clr-namespace:mbts.ui"
-  xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:risk="clr-namespace:bts.shell.risk_management"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
-  u:WindowStyle.AllowResize="False"
-  u:WindowStyle.SizeToContent="WidthAndHeight"
-  FocusVisualStyle="{x:Null}"
-  Style="{StaticResource BTSDialog}"
->
-  <Window.Resources>
-    <sys:Double x:Key="HorizontalPush">4</sys:Double>
-    <sys:Double x:Key="VerticalPush3">8</sys:Double>
-    <Thickness x:Key="ParamMargin" Left="{StaticResource HorizontalPush}"/>
-    <Style x:Key="HeaderText" TargetType="TextBlock">
-      <Setter Property="HorizontalAlignment" Value="Center"/>
-      <Setter Property="VerticalAlignment" Value="Center"/>
-      <Setter Property="Foreground" Value="{x:Static u:BTSColors.header_text_brush}"/>
-      <Setter Property="Margin" Value="4"/>
-    </Style>
-    <Style x:Key="LimitToggle" TargetType="CheckBox">
-      <Setter Property="VerticalAlignment" Value="Center"/>
-      <Setter Property="HorizontalAlignment" Value="Center"/>
-    </Style>
-  </Window.Resources>
-  <Window.ContentTemplate>
-    <DataTemplate DataType="{x:Type risk:RiskLimitsModificationVM}">
-      <Grid>
-        <Grid.RowDefinitions>
-          <RowDefinition Height="*"/>
-          <RowDefinition Height="Auto"/>
-        </Grid.RowDefinitions>
-        <Grid Margin="6">
-          <Grid.ColumnDefinitions>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
-            <ColumnDefinition Width="Auto"/>
-          </Grid.ColumnDefinitions>
-          <Grid.RowDefinitions>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
-            <RowDefinition Height="*"/>
-          </Grid.RowDefinitions>
-          <Rectangle Grid.ColumnSpan="17" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Fill="{x:Static u:BTSColors.header_brush}"/>
-          <TextBlock Grid.Column="0" Text="Security" Visibility="{Binding can_edit_security, Converter={StaticResource BooleanToVisibilityConverter}}" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="2" Text="Max Long" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="4" Text="Max Short" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="6" Text="Clip Limit" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="8" Text="Min Price" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="10" Text="Max Price" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="12" Text="Position Limit Enabled" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="14" Text="Clip Limit Enabled" Style="{StaticResource HeaderText}"/>
-          <TextBlock Grid.Column="16" Text="Price Limit Enabled" Style="{StaticResource HeaderText}"/>
-
-          <c:ContractPickerPopup
-            Grid.Row="2"
-            HorizontalAlignment="Stretch"
-            VerticalAlignment="Stretch"
-            CloseOnCancel="True"
-            CloseOnOK="True"
-            Header="{Binding security_criteria, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}}"
-            Visibility="{Binding can_edit_security, Converter={StaticResource BooleanToVisibilityConverter}}"
-            IsEditMode="True"
-            IsLazy="True"
-            SecurityMap="{Binding security_map}"
-            SelectedCriteria="{Binding security_criteria}"
-            ShowDialogSkirt="True"
-            ToolTip="{Binding security_criteria, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}}"
-            OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityHandler}"
-          />
-          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="2" Value="{Binding max_long_position}"/>
-          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="4" Value="{Binding max_short_position}"/>
-          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="6" Value="{Binding clip_limit}"/>
-          <c:TickUpDownNullableDouble Grid.Row="2" Grid.Column="8" Value="{Binding min_price}"/>
-          <c:TickUpDownNullableDouble Grid.Row="2" Grid.Column="10" Value="{Binding max_price}"/>
-          <CheckBox Grid.Row="2" Grid.Column="12" IsChecked="{Binding is_position_limit_enabled}" Style="{StaticResource LimitToggle}"/>
-          <CheckBox Grid.Row="2" Grid.Column="14" IsChecked="{Binding is_clip_limit_enabled}" Style="{StaticResource LimitToggle}"/>
-          <CheckBox Grid.Row="2" Grid.Column="16" IsChecked="{Binding is_price_limit_enabled}" Style="{StaticResource LimitToggle}"/>
-        </Grid>
-        <c:DialogSkirt Grid.Row="1" Margin="0,6,0,0">
-          <c:DialogSkirt.RightItems>
-            <x:Array Type="{x:Type Button}">
-              <Button Content="OK" Command="{Binding commit_cmd}" IsDefault="True"/>
-              <Button Content="Cancel" Command="{Binding cancel_cmd}" IsCancel="True"/>
-            </x:Array>
-          </c:DialogSkirt.RightItems>
-        </c:DialogSkirt>
-      </Grid>
-    </DataTemplate>
-  </Window.ContentTemplate>
-</Window>
@@ -1,11 +0,0 @@
-using System.Windows;
-
-namespace bts.shell.risk_management {
-   /// <summary>
-   /// Interaction logic for RiskLimitParametersDialog.xaml
-   /// </summary>
-   partial class RiskLimitParametersDialog : Window {
-      public RiskLimitParametersDialog() =>
-         InitializeComponent();
-   }
-}
@@ -1,165 +0,0 @@
-<UserControl
-  x:Class="bts.shell.risk_management.RiskManagementControl"
-  x:ClassModifier="internal"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
-  xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
-  xmlns:u="clr-namespace:mbts.ui"
-  xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:risk="clr-namespace:bts.shell.risk_management"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
-  mc:Ignorable="d" 
-  d:DataContext="{d:DesignInstance risk:RiskManagementVM, IsDesignTimeCreatable=True}"
-  Background="{StaticResource CommonBackground}"
->
-  <UserControl.Resources>
-    <Style x:Key="TextCell" TargetType="c:TextCell">
-      <Setter Property="VerticalAlignment" Value="Center"/>
-      <Setter Property="Padding" Value="2,0"/>
-      <Setter Property="HorizontalAlignment" Value="Stretch"/>
-      <Setter Property="HorizontalContentAlignment" Value="{Binding Path='(c:DIYGrid.Column).horizontal_alignment', RelativeSource={RelativeSource Self}}"/>
-      <Setter Property="VerticalContentAlignment" Value="Center"/>
-      <Setter Property="VerticalAlignment" Value="Stretch"/>
-      <Setter Property="Background" Value="{Binding Path='(c:DIYGrid.Column).background_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
-      <Setter Property="Foreground" Value="{Binding Path='(c:DIYGrid.Column).font_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
-      <Setter Property="FontFamily" Value="{Binding Path='(c:DIYGrid.Column).font_family', RelativeSource={RelativeSource Self}}"/>
-      <Setter Property="FontWeight" Value="{Binding Path='(c:DIYGrid.Column).font_weight', RelativeSource={RelativeSource Self}}"/>
-      <Setter Property="FontSize" Value="{Binding Path='(c:DIYGrid.Column).font_size', RelativeSource={RelativeSource Self}}"/>
-    </Style>
-    <Style x:Key="CellBorder" TargetType="Border">
-      <Setter Property="HorizontalAlignment" Value="Stretch"/>
-      <Setter Property="VerticalAlignment" Value="Stretch"/>
-      <Setter Property="Background" Value="{Binding Path='(c:DIYGrid.Column).background_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
-      <Setter Property="Padding" Value="2,0"/>
-    </Style>
-    <Style x:Key="LimitToggleSwitch" TargetType="CheckBox" BasedOn="{StaticResource {x:Type CheckBox}}">
-      <Setter Property="Foreground" Value="{Binding Path='(c:DIYGrid.Column).font_color', RelativeSource={RelativeSource AncestorType=Border}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
-      <Setter Property="HorizontalAlignment" Value="{Binding Path='(c:DIYGrid.Column).horizontal_alignment', RelativeSource={RelativeSource AncestorType=Border}}"/>
-      <Setter Property="VerticalAlignment" Value="Center"/>
-    </Style>
-  </UserControl.Resources>
-  <AdornerDecorator>
-    <Grid>
-      <Grid.RowDefinitions>
-        <RowDefinition Height="Auto"/>
-        <RowDefinition Height="*" />
-      </Grid.RowDefinitions>
-      <Grid Margin="4,6">
-        <Grid.ColumnDefinitions>
-          <ColumnDefinition Width="Auto"/>
-          <ColumnDefinition Width="*"/>
-        </Grid.ColumnDefinitions>
-        <TextBlock VerticalAlignment="Center">Account:</TextBlock>
-        <ComboBox Grid.Column="1" Margin="8,0" ItemsSource="{Binding accounts}" SelectedItem="{Binding selected_account}"/>
-      </Grid>
-      <c:DIYGrid
-        Grid.Row="1"
-        c:DIYGrid.ColumnModels="{Binding columns}"
-        c:DIYGrid.SyncWithColumnGeometry="True"
-        Rows="{Binding rows}"
-        RowHeight="{u:DPIDouble 21.6}"
-      >
-        <c:DIYGrid.Resources>
-          <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
-        </c:DIYGrid.Resources>
-        <c:DIYGrid.Columns>
-          <c:DIYGridColumnCollection/>
-        </c:DIYGrid.Columns>
-        <c:DIYGrid.CachedColumnParams>
-          <x:Array Type="{x:Type sys:String}">
-            <sys:String>font_weight</sys:String>
-            <sys:String>font_size</sys:String>
-            <sys:String>font_brush</sys:String>
-            <sys:String>font_family</sys:String>
-            <sys:String>horizontal_alignment</sys:String>
-          </x:Array>
-        </c:DIYGrid.CachedColumnParams>
-
-        <c:DIYGrid.RowTemplate>
-          <DataTemplate DataType="{x:Type risk:RiskLimitsVM}">
-            <Grid c:DIYGrid.SyncWithColumnGeometry="True" Height="{Binding RowHeight, RelativeSource={RelativeSource AncestorType=c:DIYGrid}}">
-              <!--Security-->
-              <c:TextCell
-                c:DIYGrid.ColumnKey="Security"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[Security]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding security}"
-                Style="{StaticResource TextCell}"
-              />
-              <c:TextCell
-                c:DIYGrid.ColumnKey="SecurityKey"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[SecurityKey]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding security_key}"
-                Style="{StaticResource TextCell}"
-              />
-              <!--Position-->
-              <c:TextCell
-                c:DIYGrid.ColumnKey="MaxNetLongPosition"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxNetLongPosition]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding max_long_position}"
-                Style="{StaticResource TextCell}"
-              />
-              <c:TextCell
-                c:DIYGrid.ColumnKey="MaxNetShortPosition"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxNetShortPosition]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding max_short_position}"
-                Style="{StaticResource TextCell}"
-              />
-              <Border
-                c:DIYGrid.ColumnKey="IsPositionLimitEnabled"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsPositionLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Style="{StaticResource CellBorder}"
-              >
-                <CheckBox
-                  IsChecked="{Binding is_position_limit_enabled}"
-                  Style="{StaticResource LimitToggleSwitch}"
-                />
-              </Border>
-              <!--Clip-->
-              <c:TextCell
-                c:DIYGrid.ColumnKey="ClipLimit"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[ClipLimit]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding clip_limit}"
-                Style="{StaticResource TextCell}"
-              />
-              <Border
-                c:DIYGrid.ColumnKey="IsClipLimitEnabled"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsClipLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Style="{StaticResource CellBorder}"
-              >
-                <CheckBox
-                  IsChecked="{Binding is_clip_limit_enabled}"
-                  Style="{StaticResource LimitToggleSwitch}"
-                />
-              </Border>
-              <!--Price-->
-              <c:TextCell
-                c:DIYGrid.ColumnKey="MinPrice"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MinPrice]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding min_price, StringFormat='#,0.0000'}"
-                Style="{StaticResource TextCell}"
-              />
-              <c:TextCell
-                c:DIYGrid.ColumnKey="MaxPrice"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxPrice]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Text="{Binding max_price, StringFormat='#,0.0000'}"
-                Style="{StaticResource TextCell}"
-              />
-              <Border
-                c:DIYGrid.ColumnKey="IsPriceLimitEnabled"
-                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsPriceLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
-                Style="{StaticResource CellBorder}"
-              >
-                <CheckBox
-                  IsChecked="{Binding is_price_limit_enabled}"
-                  Style="{StaticResource LimitToggleSwitch}"
-                />
-              </Border>
-            </Grid>
-          </DataTemplate>
-        </c:DIYGrid.RowTemplate>
-      </c:DIYGrid>
-    </Grid>
-  </AdornerDecorator>
-</UserControl>
@@ -1,33 +0,0 @@
-using mbts.ui.controls;
-using System.Windows.Controls;
-
-namespace bts.shell.risk_management {
-   /// <summary>
-   /// Interaction logic for RiskManagementControl.xaml
-   /// </summary>
-   partial class RiskManagementControl : UserControl {
-      public RiskManagementControl() {
-         InitializeComponent();
-      }
-
-      public enum Columns {
-         None,
-         Security,
-         MaxNetLongPosition,
-         MaxNetShortPosition,
-         ClipLimit,
-         MinPrice,
-         MaxPrice,
-         IsPositionLimitEnabled,
-         IsClipLimitEnabled,
-         IsPriceLimitEnabled,
-         SecurityKey
-      }
-   }
-
-   class RiskManagementColumn : DIYGrid.ColumnBase<RiskManagementControl.Columns> {
-      protected override void on_key_initialized(RiskManagementControl.Columns key) {
-         id = key.ToString();
-      }
-   }
-}
@@ -2,7 +2,6 @@
 using bts.api.position;
 using bts.shell.fills;
 using bts.shell.manual_fills;
-using bts.shell.risk_management;
 using bts.spark;
 using mbts.persist;
 using mbts.spark;
@@ -28,7 +27,6 @@ namespace bts.shell {
      readonly PNLWindowFactory _plwf;
      readonly AlgoStudioWindowFactory _aswf;
      readonly ManualFillsWindowFactory _mfwf;
-      readonly RiskManagementWindowFactory _rmwf;
      //
      List<SparkCommand> _actions;

@@ -56,7 +54,6 @@ namespace bts.shell {
            _old_plwf = new PAndLWindowFactory(this, bus, settings_hub, orders_model);
         _aswf = new AlgoStudioWindowFactory(this, bus, orders_model, error_reporter);
         _mfwf = new ManualFillsWindowFactory(this, bus, orders_model);
-         _rmwf = new RiskManagementWindowFactory(this, bus, settings_hub, orders_model.admin_model);
      }

      public ImageSource icon => Icons.Trades;
@@ -80,8 +77,7 @@ namespace bts.shell {
                  SparkCommands.PickLadder,
                  SparkCommands.PickOrderTicket,
                  SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData()),
-                  SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default),
-                  SparkCommands.ShowRiskManagement.complete(() => RiskManagementSettings.Default)
+                  SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default)
               });
            }
            return _actions;
@@ -99,7 +95,6 @@ namespace bts.shell {
               yield return _old_plwf;
            yield return _aswf;
            yield return _mfwf;
-            yield return _rmwf;
         }
      }

@@ -155,32 +155,9 @@ namespace bts {
         Disposable.dispose(ref _dispose);
      }

-      public IObservable<Update<(SecurityImmutable? sec, T val), TKey>> join<T, TKey>(
-             IObservable<Update<T, TKey>> source, Func<T, security_key> skeyfn) where TKey : IEquatable<TKey> {
-         return join(source, skeyfn, get_incremental_props, mk_update);
-
-         (IEnumerable<T> all, IEnumerable<T> added, IEnumerable<Change<T>> changes, IEnumerable<T> removed, Func<T, TKey> key_extractor) get_incremental_props(Update<T, TKey> upd_in) =>
-            (upd_in.all, upd_in.added, upd_in.changes, upd_in.removed, upd_in.key_extractor);
-
-         Update<(SecurityImmutable? sec, T val), TKey> mk_update(
-            IEnumerable<(SecurityImmutable? sec, T val)> all,
-            IEnumerable<(SecurityImmutable? sec, T val)> added,
-            IEnumerable<Change<(SecurityImmutable? sec, T val)>> changes,
-            IEnumerable<(SecurityImmutable? sec, T val)> removed,
-            Func<(SecurityImmutable?, T), TKey> key_extractor) =>
-            //
-            new Update<(SecurityImmutable? sec, T val), TKey>(
-               all, added, changes, removed, key_extractor);
-      }
-
-      public IObservable<TOut> join<TIn, T, TKey, TOut>(
-         IObservable<TIn> source,
-         Func<T,security_key> skeyfn,
-         Func<TIn, (IEnumerable<T> all, IEnumerable<T> added, IEnumerable<Change<T>> changes, IEnumerable<T> removed, Func<T, TKey> key_extractor)> get_incremental_props,
-         Func<IEnumerable<(SecurityImmutable? sec, T val)>, IEnumerable<(SecurityImmutable? sec, T val)>, IEnumerable<Change<(SecurityImmutable? sec, T val)>>, IEnumerable<(SecurityImmutable? sec, T val)>, Func<(SecurityImmutable?, T), TKey>, TOut> create_result_update)
-         where TKey : IEquatable<TKey> {
-         //
-         return Observable.Create<TOut>(observer => {
+      public IObservable<Update<(SecurityImmutable? sec, T val), TKey>> join<T,TKey>(
+             IObservable<Update<T, TKey>> source, Func<T,security_key> skeyfn) where TKey : IEquatable<TKey> {
+         return Observable.Create<Update<(SecurityImmutable?, T), TKey>>(observer => {
            var state = ImmutableDictionary<TKey, (SecurityImmutable? s, T t)>.Empty;
            var gate = new object();
            // We get thie function from the first source update
@@ -209,11 +186,11 @@ namespace bts {
                     state = builder.ToImmutable();
                     // fire update
                     observer.OnNext(
-                        create_result_update(
-                           state.Values,
-                           Enumerable.Empty<(SecurityImmutable?, T)>(),
-                           changed,
-                           Enumerable.Empty<(SecurityImmutable?, T)>(),
+                        new Update<(SecurityImmutable?, T), TKey>(
+                           state.Values, 
+                           Enumerable.Empty<(SecurityImmutable?,T)>(), 
+                           changed, 
+                           Enumerable.Empty<(SecurityImmutable?,T)>(), 
                           rowkeyfn));
                  }
               }
@@ -221,11 +198,10 @@ namespace bts {

            return Disposable.Create(
               // Fire update when source changes
-               source.Subscribe((update_in) => {
-                  var update = get_incremental_props(update_in);
+               source.Subscribe((update) => {
                  lock (gate) {
                     rowkeyfn = rowkeyfn ?? (i => update.key_extractor(i.Item2));
-                     var relevant_securities = get_and_ensure_securities(update.added.Concat(update.changes.New()).Select(skeyfn));
+                     var relevant_securities = get_and_ensure_securities(update.added.Concat(update.changed).Select(skeyfn));

                     var added = new List<(SecurityImmutable?, T)>();
                     var changed = new List<Change<(SecurityImmutable? s, T t)>>();
@@ -262,7 +238,8 @@ namespace bts {
                     }
                     state = builder.ToImmutable();

-                     observer.OnNext(create_result_update(state.Values, added, changed, removed, rowkeyfn));
+                     observer.OnNext(new Update<(SecurityImmutable?, T t), TKey>(
+                        state.Values, added, changed, removed, rowkeyfn));
                  }
               }),
               // Also fire update when securities change
@@ -28,9 +28,6 @@ namespace bts.spark {
      public static PartialCommand<bts.shell.orderbook.OrderBookStartupData> ShowOrders =>
         SparkCommand.create("Order Book", Icons.Book, SparkTags.ShowOrderBookTag);

-      public static PartialCommand<shell.risk_management.RiskManagementSettings> ShowRiskManagement =>
-         SparkCommand.create("Risk Management", Icons.Risk, SparkTags.ShowRiskManagement);
-
      // Fills
      public static PartialCommand<FillsSettings> ShowFills(KeyGesture key_gesture = null) =>
         SparkCommand.create("Fills", Icons.Payment, SparkTags.ShowFillsTag, key_gesture);
@@ -63,7 +63,6 @@ namespace mbts.spark {
      public static ITag<IObservable<SecurityMD>> ShowLinkedLadder { get; } = new SparkTag<IObservable<SecurityMD>>("Linked Ladder");
      public static ITag<SecurityCriteria> ShowMarketViewTag { get; } = new SparkTag<SecurityCriteria>("Show MarketView");
      public static ITag<bts.shell.orderbook.OrderBookStartupData> ShowOrderBookTag { get; } = new SparkTag<bts.shell.orderbook.OrderBookStartupData>(nameof(ShowOrderBookTag));
-      public static ITag<bts.shell.risk_management.RiskManagementSettings> ShowRiskManagement { get; } = new SparkTag<bts.shell.risk_management.RiskManagementSettings>(nameof(ShowRiskManagement));
      public static ITag<PAndLWindowFactory.PAndLStartupData> ShowPAndLTag { get; } = new SparkTag<PAndLWindowFactory.PAndLStartupData>(nameof(ShowPAndLTag));
      public static ITag<bts.shell.pnl.PNLSettings> ShowPNLTag { get; } = new SparkTag<bts.shell.pnl.PNLSettings>(nameof(ShowPNLTag));
      public static ITag<(SecurityImmutable security, ExecutionStrategyImmutable strategy)> ShowSyntheticCloneTag { get; } = new SparkTag<(SecurityImmutable security, ExecutionStrategyImmutable strategy)>(nameof(ShowSyntheticCloneTag));
@@ -17,7 +17,6 @@ namespace bts.settings {
   interface IMarketViewGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
   interface IPAndLGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
   interface IPNLSettingsMigrationRule : ISettingsMigrationRule<PNLSettings> { }
-   interface IRiskManagementMigrationRule : ISettingsMigrationRule<GridSettings> { }
   interface ISyntheticManagementMigrationRule : ISettingsMigrationRule<GridSettings> { }

   static class SettingsMigrationHelper {
@@ -61,8 +61,6 @@ namespace mbts.spark {
      PNLSettings _pnl;
      [ProtoMember(14)]
      GlobalAlertSettings _alerts;
-      [ProtoMember(15)]
-      GridSettings _risk_management_grid;

      public UserSettings() { }

@@ -76,7 +74,6 @@ namespace mbts.spark {
      public GridSettings market_view_grid => _market_view_grid ?? (_market_view_grid = bts.shell.MarketViewWindowFactory.StartupData.DefaultGridSettings);
      public GridSettings time_and_sales_grid => _time_and_sales_grid ?? (_time_and_sales_grid = GridSettings.Default.with(bts.shell.time_and_sales.TimeAndSalesSettings.DefaultColumns.all));
      public GridSettings fills_grid => _fills_grid ?? (_fills_grid = bts.shell.fills.FillsSettings.DefaultGridSettings);
-      public GridSettings risk_management_grid => _risk_management_grid ?? (_risk_management_grid = bts.shell.risk_management.RiskManagementSettings.DefaultGrid);
      public GridSettings synthetic_management_grid => _synthetic_management_grid ?? (_synthetic_management_grid = bts.shell.SyntheticManagementWindowFactory.StartupData.DefaultGridSettings);
      public GridSettings pnl_grid => _pnl_grid ?? (_pnl_grid = bts.shell.PAndLWindowFactory.PAndLStartupData.DefaultGridSettings);
      public PNLSettings pnl => _pnl ?? (_pnl = PNLSettings.Default);
@@ -94,8 +91,7 @@ namespace mbts.spark {
         GridSettings provided_pnl_gridsettings = null,
         PNLSettings pnl = null,
         bts.shell.orderbook.OrderBookGridSettings order_book_grid = null,
-         GlobalAlertSettings alerts = null,
-         GridSettings risk_management_grid = null) {
+         GlobalAlertSettings alerts = null) {
         var us = new UserSettings(ladder_profiles ?? _ladder_profiles) {
            _ladder = ladder ?? _ladder,
            _notification = notification ?? _notification,
@@ -106,8 +102,7 @@ namespace mbts.spark {
            _pnl_grid = provided_pnl_gridsettings ?? _pnl_grid, 
            _pnl = pnl ?? _pnl,
            _order_book_grid = order_book_grid ?? _order_book_grid,
-            _alerts = alerts ?? _alerts,
-            _risk_management_grid = risk_management_grid ?? _risk_management_grid
+            _alerts = alerts ?? _alerts
         };
         us._last_ladder_profile_id = Math.Max(_last_ladder_profile_id, us.ladder_profiles.Select(p => p.id).MaxOrDefault());
         return us;
@@ -26,7 +26,6 @@ namespace mbts.persist {
         _fills_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.fills_grid, (us, gs) => us.with(provided_fills_gridsettings: gs)),
         _mview_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.market_view_grid, (us, gs) => us.with(provided_market_view_gridsettings: gs)),
         _pandl_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.pnl_grid, (us, gs) => us.with(provided_pnl_gridsettings: gs)),
-         _risk_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.risk_management_grid, (us, gs) => us.with(risk_management_grid: gs)),
         _synth_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.synthetic_management_grid, (us, gs) => us.with(provided_synthetic_management_gridsettings: gs));

      static readonly IImmutableProperty<UserSettings, PNLSettings>
@@ -38,7 +37,6 @@ namespace mbts.persist {
      readonly IEnumerable<IMarketViewGridSettingsMigrationRule> _mview_migration_rules;
      readonly IEnumerable<IPAndLGridSettingsMigrationRule> _pandl_migration_rules;
      readonly IEnumerable<IPNLSettingsMigrationRule> _pnl_migration_rules;
-      readonly IEnumerable<IRiskManagementMigrationRule> _risk_migration_rules;
      readonly IEnumerable<ISyntheticManagementMigrationRule> _synth_migration_rules;
      readonly IUserPersist _persist;

@@ -51,7 +49,6 @@ namespace mbts.persist {
         [ImportMany]IEnumerable<IMarketViewGridSettingsMigrationRule> mview_migration_rules,
         [ImportMany]IEnumerable<IPAndLGridSettingsMigrationRule> pandl_migration_rules,
         [ImportMany]IEnumerable<IPNLSettingsMigrationRule> pnl_migration_rules,
-         [ImportMany]IEnumerable<IRiskManagementMigrationRule> risk_migration_rules,
         [ImportMany]IEnumerable<ISyntheticManagementMigrationRule> synth_migration_rules) {
         //
         _persist = persist;
@@ -59,7 +56,6 @@ namespace mbts.persist {
         _mview_migration_rules = mview_migration_rules ?? Enumerable.Empty<IMarketViewGridSettingsMigrationRule>();
         _pandl_migration_rules = pandl_migration_rules ?? Enumerable.Empty<IPAndLGridSettingsMigrationRule>();
         _pnl_migration_rules = pnl_migration_rules ?? Enumerable.Empty<IPNLSettingsMigrationRule>();
-         _risk_migration_rules = risk_migration_rules ?? Enumerable.Empty<IRiskManagementMigrationRule>();
         _synth_migration_rules = synth_migration_rules ?? Enumerable.Empty<ISyntheticManagementMigrationRule>();
         init();
         async void init() {
@@ -72,7 +68,6 @@ namespace mbts.persist {
                     _mview_migration_rules.merge().wrap(_mview_propi),
                     _pandl_migration_rules.merge().wrap(_pandl_propi),
                     _pnl_migration_rules.merge().wrap(_pnl_propi),
-                     _risk_migration_rules.merge().wrap(_risk_propi),
                     _synth_migration_rules.merge().wrap(_synth_propi)
                  };
                  SettingsMigrationHelper.apply_quiet(ref s, wrapped_rules);
@@ -147,12 +142,6 @@ namespace mbts.persist {
            _pnl_migration_rules,
            _pnl_propi);

-      public IWindowSettingsManager<GridSettings> create_risk_management_settings_manager(GridSettings instance_settings) =>
-         _create_settings_manager(
-            instance_settings,
-            _risk_migration_rules,
-            _risk_propi);
-
      public IWindowSettingsManager<GridSettings> create_synth_settings_manager(GridSettings instance_settings) =>
         _create_settings_manager(
            instance_settings,
@@ -181,4 +170,4 @@ namespace mbts.persist {
         }
      }
   }
-}
+}
@@ -3,7 +3,6 @@ using mbts;
 using mbts.ui.shell;
 using mbts.utils;
 using System;
-using System.Collections;
 using System.Collections.Generic;
 using System.ComponentModel;
 using System.Linq;
@@ -11,13 +10,6 @@ using System.Reactive.Linq;
 using System.Reflection;

 namespace bts.utils {
-   class PropertyEqualityComparerAttribute : Attribute {
-      public PropertyEqualityComparerAttribute(Type comparer_type) =>
-         this.comparer_type = comparer_type ?? throw new ArgumentNullException(nameof(comparer_type));
-
-      public Type comparer_type { get; }
-   }
-
   interface IPropertyChangedDetector<T> where T : IRaiseNotifyPropertyChanged {
      IDisposable detect_changes(T target);
   }
@@ -76,42 +68,6 @@ namespace bts.utils {
      public static IObservable<bool> dirty_monitor<T>(T instance, PropertyInfo[] props) where T : INotifyPropertyChanged =>
         _dirty_monitor(instance, props.ToDictionary(p => p.Name, p => new PropNode(p, p.GetValue(instance))));

-      public static Func<T, int> property_hash_code_delegate<T>(string prop) =>
-         DelegateStore<T>.property_hash_code(prop);
-
-      public static Func<T, int> property_hash_code_delegate<T>(IEnumerable<string> props) {
-         var prop_hash_code_dels = props.Select(DelegateStore<T>.property_hash_code).ExceptNull().ToArray();
-         return impl;
-         int impl(T a) =>
-            EqualityComparer.auto_phase(prop_hash_code_dels.Select(peq => peq(a)));
-      }
-
-      public static Func<T, T, bool> property_equals_delegate<T>(string prop) =>
-         DelegateStore<T>.property_equals(prop);
-
-      public static Func<T, T, bool> property_equals_delegate<T>(IEnumerable<string> props) {
-         var prop_equals_dels = props.Select(DelegateStore<T>.property_equals).ExceptNull().ToArray();
-         return impl;
-         bool impl(T a, T b) =>
-            prop_equals_dels.All(peq => peq(a, b));
-      }
-
-      public static IEqualityComparer<T> property_equality_comparer<T>() {
-         var prop_infos = PropertyInfoStore<T>.all_props;
-         return property_equality_comparer<T>(
-            prop_infos.Select(p => p.Name),
-            // hash code should NEVER include mutable props
-            prop_infos.Where(pi => !pi.CanWrite).Select(p => p.Name));
-      }
-
-      public static IEqualityComparer<T> property_equality_comparer<T>(IEnumerable<string> props) =>
-         property_equality_comparer<T>(props, props);
-
-      public static IEqualityComparer<T> property_equality_comparer<T>(IEnumerable<string> equals_props, IEnumerable<string> hash_code_props) =>
-         EqualityComparer.Create(
-            property_equals_delegate<T>(equals_props),
-            property_hash_code_delegate<T>(hash_code_props));
-
      static IObservable<bool> _dirty_monitor<T>(T instance, Dictionary<string, PropNode> prop_map) where T : INotifyPropertyChanged =>
         Observable.Create<bool>(o => {
            var dirty_props = new HashSet<string>();
@@ -150,8 +106,6 @@ namespace bts.utils {
         PropertyInfo prop_info { get; }
         Func<T, object> getter { get; }
         Action<T, object> setter { get; }
-         Func<T, T, bool> property_equals { get; }
-         Func<T, int> property_hash_code { get; }
         (Action<T> initialize, Func<T, bool> refresh) create_snapshot();
         (Action initialize, Func<bool> refresh) create_snapshot(T source);
      }
@@ -185,15 +139,6 @@ namespace bts.utils {
         public static Action<T, object> setter(string prop_name) =>
            accessor_data.TryGetValue(prop_name, out var dels) ? dels.setter : null;

-         public static Func<T, T, bool> property_equals(string prop_name) =>
-            accessor_data.TryGetValue(prop_name, out var dels) ? dels.property_equals : null;
-
-         public static Func<T, int> property_hash_code(string prop_name) =>
-            accessor_data.TryGetValue(prop_name, out var dels) ? dels.property_hash_code : null;
-
-         public static IPropertyAccessorData<T> get_accessor(string prop_name) =>
-            accessor_data.GetValueOrDefault(prop_name);
-
         static DelegateStore() {
            var prop_dels = new Dictionary<string, IPropertyAccessorData<T>>();
            var accessor_type_cache = new Dictionary<Type, Type>();
@@ -240,7 +185,6 @@ namespace bts.utils {
      class PropertyAccessorData<T, TValue> : IPropertyAccessorData<T, TValue> {
         readonly Func<T, object> _ng_get;
         readonly Action<T, object> _ng_set;
-         IEqualityComparer<TValue> _property_equals_comp;

         public PropertyAccessorData(PropertyInfo prop_info) {
            this.prop_info = prop_info;
@@ -256,27 +200,11 @@ namespace bts.utils {
               setter = set_method.CreateDelegate(typeof(Action<T, TValue>)) as Action<T, TValue>;
               _ng_set = (src, val) => setter(src, (TValue)val);
            }
-            if (prop_info.GetCustomAttribute<PropertyEqualityComparerAttribute>()?.comparer_type is Type comp_type) {
-               _property_equals_comp = Activator.CreateInstance(comp_type) as IEqualityComparer<TValue>;
-            }
-            if (_property_equals_comp is null) {
-               _property_equals_comp = EqualityComparer<TValue>.Default;
-            }
         }

         public Func<T, TValue> getter { get; }
         public Action<T, TValue> setter { get; }
         public PropertyInfo prop_info { get; }
-         public Func<T, T, bool> property_equals {
-            get {
-               return impl;
-               bool impl(T a, T b) =>
-                  _property_equals_comp.Equals(getter(a), getter(b));
-            }
-         }
-         public Func<T, int> property_hash_code =>
-            a => _property_equals_comp.GetHashCode(getter(a));
-
         Func<T, object> IPropertyAccessorData<T>.getter => _ng_get;
         Action<T, object> IPropertyAccessorData<T>.setter => _ng_set;

@@ -1,11 +1,6 @@
-using bts.collections;
-using bts.utils;
-using mbts.ui.shell;
-using System;
+using System;
 using System.Collections.Generic;
-using System.Collections.ObjectModel;
 using System.Collections.Specialized;
-using System.Linq;
 using System.Reactive.Linq;

 namespace mbts.ui.utility {
@@ -158,94 +153,6 @@ namespace mbts.ui.utility {
         _try_match_item(_item_to_value(item), out match);
   }

-   class SelectorVM<T, TKey> {
-      readonly IEqualityComparer<T> _eq_comparer;
-      readonly IEqualityComparer<TKey> _key_comparer;
-      readonly Func<T, TKey> _key_fn;
-      readonly ObservableCollection<T> _items = new ObservableCollection<T>();
-      readonly Dictionary<TKey, T> _map;
-      /// not as noisy as <see cref="ObservableCollection{T}.CollectionChanged"/>,
-      /// this event is only raised after a batch collection change has been completed.
-      /// <see cref="update_items(IEnumerable{T})"/>.
-      IComparer<T> _comparer;
-      T _selected_item;
-      TKey _pending_selected_item_key;
-      bool _is_pending_selection;
-
-      public SelectorVM(Func<T, TKey> key_fn)
-         : this(key_fn, EqualityComparer<TKey>.Default) { }
-
-      public SelectorVM(Func<T, TKey> key_fn, IEqualityComparer<TKey> key_comparer) {
-         _key_fn = key_fn ?? throw new ArgumentNullException(nameof(key_fn));
-         _key_comparer = key_comparer ?? throw new ArgumentNullException(nameof(key_comparer));
-         _eq_comparer = EqualityComparer.Create(_key_fn, _key_comparer);
-         _map = new Dictionary<TKey, T>(key_comparer);
-         items = ObservableAutoWrapper.create_read_only_wrapper(_items);
-      }
-
-      public event Action selected_item_changed;
-
-      public IReadOnlyObservableCollection<T> items { get; }
-      public T selected_item {
-         get => _selected_item;
-         set {
-            if (!_eq_comparer.Equals(_selected_item, value)) {
-               _selected_item = value;
-               selected_item_changed?.Invoke();
-            }
-         }
-      }
-      public IComparer<T> comparer {
-         get => _comparer;
-         set {
-            _comparer = value;
-            if (value != null)
-               _update_items(items, false);
-         }
-      }
-
-      public bool try_select(T item, bool wait_for_item_to_arrive = false) =>
-         try_select(_key_fn(item), wait_for_item_to_arrive);
-
-      public bool try_select(TKey item_key, bool wait_for_item_to_arrive = false) {
-         if (_map.TryGetValue(item_key, out var item)) {
-            selected_item = item;
-            return true;
-         } else if (wait_for_item_to_arrive) {
-            _pending_selected_item_key = item_key;
-            _is_pending_selection = true;
-         }
-         return false;
-      }
-
-      public void update_items(IEnumerable<T> items) =>
-         _update_items(items, true);
-
-      void _update_items(IEnumerable<T> items, bool map_changed) {
-         // The currently selected item may be removed during this collection change.
-         // After the items have been changed, attempt to re-select the last selected item;
-         // if there is already a particular 'pending selection,' attempt to select that instead.
-         var target_key = _is_pending_selection ? _pending_selected_item_key : _key_fn(_selected_item);
-         if (map_changed)
-            _map.Clear();
-         if (items is null) {
-            _items.Clear();
-         } else {
-            if (_comparer != null) {
-               items = items.Ordered(_comparer);
-            }
-            _items.sync_with(items);
-         }
-         if (map_changed) {
-            foreach (var i in this.items)
-               _map[_key_fn(i)] = i;
-         }
-         if (_map.Count != this.items.Count)
-            throw new InvalidOperationException("Map and items are out of sync (different item counts).");
-         try_select(target_key, _is_pending_selection || _items.Count == 0);
-      }
-   }
-
   static class SelectionModelExtensions {
      public static IObservable<TValue> observe_selected_item<TItem, TValue>(this SelectionModel<TItem, TValue> selection_model, bool notify_on_subscribe = false) =>
         Observable.Create<TValue>(o => {
@@ -259,4 +166,4 @@ namespace mbts.ui.utility {
         return Disposable.Create(() => selection_model.Changed -= callback);
      }
   }
-} 
+} 
@@ -229,10 +229,7 @@ namespace mbts.ui.controls {
      public string Text { get => GetValue(TextProperty) as string; set => SetValue(TextProperty, value); }
      #endregion

-      protected override Size ArrangeOverride(Size finalSize) {
-         _gcr.available_size = finalSize;
-         return finalSize;
-      }
+      protected override Size ArrangeOverride(Size finalSize) => finalSize;

      protected override Size MeasureOverride(Size availableSize) {
         _gcr.available_size = availableSize;
@@ -237,15 +237,6 @@ namespace mbts.ui.controls {
         Color? _background_color_override;
         object _header_copy;
         bool _is_visible;
-         IDisposable _model_hooks;
-
-         static ColumnBase() {
-            WidthProperty.OverrideMetadata(typeof(ColumnBase),
-               new PropertyMetadata((d, e) => {
-                  if (d is ColumnBase cb)
-                     cb.width_changed?.Invoke((double)e.NewValue);
-               }));
-         }

         protected ColumnBase() {
            var gs = GridSettings.Default;
@@ -266,20 +257,9 @@ namespace mbts.ui.controls {
            set => SetValue(SortDirectionProperty, value);
         }

-         #region IsVisible
-         public static readonly DependencyProperty IsVisibleProperty =
-            WPFHelper.create_dp<bool, ColumnBase>(nameof(IsVisible), (o, v) => o.is_visible = v);
-
-         public bool IsVisible {
-            get => (bool)GetValue(IsVisibleProperty);
-            set => SetValue(IsVisibleProperty, value);
-         }
-         #endregion
-
         public event Action<ColumnBase, ListSortDirection?> sort_direction_changed;
         public event Action font_params_changed;
         public event Action<bool> is_visible_changed;
-         public event Action<double> width_changed;

         public string id { get; set; }
         public string sort_member_path { get; set; }
@@ -293,7 +273,6 @@ namespace mbts.ui.controls {
                  _is_visible = value;
                  is_visible_changed?.Invoke(value);
                  raise_prop_changed();
-                  SetCurrentValue(IsVisibleProperty, value);
               }
            }
         }
@@ -318,26 +297,6 @@ namespace mbts.ui.controls {
            set => base.Header = (_header_copy = value);
         }

-         public void set_model(IDIYGridColumnModel model) {
-            Disposable.dispose(ref _model_hooks);
-            model.width = Width;
-            width_changed += on_width_changed;
-            model.width_changed += on_model_width_changed;
-            _model_hooks = Disposable.Create(() => {
-               width_changed -= on_width_changed;
-               model.width_changed -= on_model_width_changed;
-            });
-            void on_model_width_changed(double value) {
-               if (!DoubleUtil.AreClose(value, Width))
-                  SetCurrentValue(WidthProperty, value);
-            }
-            void on_width_changed(double value) {
-               model.width_changed -= on_model_width_changed;
-               model.width = value;
-               model.width_changed += on_model_width_changed;
-            }
-         }
-
         /// important: don't access any dependency props in here.
         /// this may be called from a thread other than that of this dispatcher (i.e., when <see cref="IShellWindow.GetState(System.IO.Stream)"/> is called).
         public GridColumnSettings create() =>
@@ -368,7 +327,7 @@ namespace mbts.ui.controls {
            }
            if (original_width != settings.width) {
               original_width = settings.width;
-               SetCurrentValue(WidthProperty, original_width);
+               Width = original_width;
            }
            //
         }
@@ -9,10 +9,10 @@ using System.Reactive.Linq;
 namespace mbts.ui {
   class ColumnSortManager {
      readonly List<ISortableDIYGridColumn> _visible_sorting = new List<ISortableDIYGridColumn>();
-      readonly IEnumerable<ISortableDIYGridColumn> _columns;
+      readonly IList<ISortableDIYGridColumn> _columns;
      readonly string _primary_key;

-      public ColumnSortManager(IEnumerable<ISortableDIYGridColumn> columns, string primary_key) {
+      public ColumnSortManager(IList<ISortableDIYGridColumn> columns, string primary_key) {
         _columns = columns;
         _primary_key = primary_key;
      }
@@ -1,19 +1,4 @@
-using bts.utils;
-using mbts.spark;
-using mbts.spark.filters;
-using mbts.ui.settings;
-using mbts.ui.shell;
-using System;
-using System.Collections;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.ComponentModel;
-using System.Reflection;
-using System.Runtime.CompilerServices;
-using System.Windows;
-using System.Windows.Media;
-
-namespace mbts.ui.controls {
+namespace mbts.ui.controls {
   class DIYGridColumn : DIYGrid.ColumnBase<string> {
      public DIYGridColumn()
         : base() {
@@ -21,191 +6,4 @@ namespace mbts.ui.controls {
         Width = 60;
      }
   }
-
-   interface IDIYGridColumnModel : DIYGrid.IFilterableColumn {
-      string id { get; }
-      string column_template { get; }
-      IComparer row_comparer { get; }
-      double width { get; set; }
-      event Action<double> width_changed;
-   }
-
-   interface IDIYGridColumnFactory {
-      DIYGrid.ColumnBase create_view();
-   }
-
-   class DIYGridColumnModel<TKey> : ViewModelBase, IDIYGridColumnModel, ISortableDIYGridColumn<TKey>, ISortableDIYGridColumn, IValueFactory<GridColumnSettings> where TKey : struct {
-      readonly DeferrableActionWrapper _result_changed;
-
-         FontWeight _fallback_font_weight;
-         Color _fallback_font_color;
-         Color _fallback_background_color;
-         double _fallback_font_size;
-         FontFamily _fallback_font_family;
-
-      double _width = 60;
-      bool _is_visible = true;
-      ListSortDirection? _sort_direction;
-      object _custom_header;
-      string _display_name;
-      HorizontalAlignment _horizontal_alignment = HorizontalAlignment.Left;
-      Color? _background_color_override, _font_color_override;
-      FontWeight? _font_weight_override;
-
-      public DIYGridColumnModel(TKey id, IComparer row_comparer, IDataGridColumnFilter filter, string filter_template = null, string column_template = null) {
-         this.id = id;
-         this.row_comparer = row_comparer;
-         this.filter = filter;
-         this.filter_template = filter_template;
-         this.column_template = column_template;
-         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
-      }
-
-      public event Action result_changed;
-      public event Action<double> width_changed;
-
-      public TKey id { get; }
-      string IDIYGridColumnModel.id => id.ToString();
-      public IComparer row_comparer { get; }
-      public string display_name {
-         get => _display_name;
-         set {
-            if (value != _display_name) {
-               _display_name = value;
-               _result_changed.execute();
-               RaisePropertyChanged();
-               if (_custom_header is null) {
-                  RaisePropertyChanged(nameof(header));
-               }
-            }
-         }
-      }
-      public object header => _custom_header ?? display_name;
-      public object custom_header { get => _custom_header;
-         set {
-            if (value != _custom_header) {
-               _custom_header = value;
-               RaisePropertyChanged(nameof(custom_header), nameof(header));
-            }
-         }
-      }
-      public double width {
-         get => _width;
-         set {
-            if (_set(ref _width, value, DoubleUtil.AreClose))
-               width_changed?.Invoke(value);
-         }
-      }
-      double _actual_width;
-      public double actual_width {
-         get => _actual_width;
-         set {
-            _actual_width = value;
-            width = value;
-            RaisePropertyChanged(nameof(actual_width));
-         }
-      }
-      public bool is_visible { get => _is_visible; set => _set(ref _is_visible, value); }
-      public ListSortDirection? sort_direction { get => _sort_direction; set => Set(ref _sort_direction, value); }
-      public Color? background_color_override { get => _background_color_override; set => _set(ref _background_color_override, value); }
-      public Color? font_color_override { get => _font_color_override; set => _set(ref _font_color_override, value); }
-      public FontWeight? font_weight_override { get => _font_weight_override; set => _set(ref _font_weight_override, value); }
-      public FontFamily font_family => _fallback_font_family;
-      public FontWeight font_weight => _font_weight_override ?? _fallback_font_weight;
-      public Color font_color => font_color_override ?? _fallback_font_color;
-      public Color background_color => background_color_override ?? _fallback_background_color;
-      public double font_size => _fallback_font_size;
-      public HorizontalAlignment horizontal_alignment { get => _horizontal_alignment; set => _set(ref _horizontal_alignment, value); }
-      public IDataGridColumnFilter filter { get; }
-      public string column_template { get; }
-      public string filter_template { get; }
-
-      string IDIYGridColumn.id => id.ToString();
-      ListSortDirection? ISortableDIYGridColumn.SortDirection { get => sort_direction; set => sort_direction = value; }
-
-      public GridColumnSettings create() =>
-         new GridColumnSettings(
-            id: id.ToString(),
-            display_name: display_name,
-            is_visible: is_visible,
-            font_color_override: font_color_override,
-            font_weight_override: font_weight_override,
-            width: width,
-            background_color_override: background_color_override,
-            horizontal_alignment: horizontal_alignment);
-
-      public void set_fallback_font_params(FontFamily font_family, double font_size, Color font_color, FontWeight font_weight, Color background_color) {
-         using (ReflectionHelper.detect_property_changes(this, RaisePropertyChanged, nameof(font_family), nameof(font_size), nameof(font_color), nameof(font_weight), nameof(background_color))) {
-            _fallback_font_family = font_family;
-            _fallback_font_size = font_size;
-            _fallback_font_color = font_color;
-            _fallback_background_color = background_color;
-            _fallback_font_weight = font_weight;
-         }
-      }
-
-      bool _set<T>(ref T backing, T new_value, [CallerMemberName]string prop = null) =>
-         _set(ref backing, new_value, EqualityComparer<T>.Default, prop);
-
-      bool _set<T>(ref T backing, T new_value, Func<T, T, bool> equals, [CallerMemberName] string prop = null) =>
-         // Technically, the GetHashCode impl could disagree with the equals delegate.
-         // However, this doesn't matter because the _set method only uses IEqualityComparer.Equals (not GetHashCode).
-         // It didn't seem worth the trouble of changing the method signature, as there is no conceivable reason why that method
-         // would ever be changed to use GetHashCode.
-         _set(ref backing, new_value, EqualityComparer.Create(equals, a => a.GetHashCode()), prop);
-
-      bool _set<T>(ref T backing, T new_value, IEqualityComparer<T> comparer, [CallerMemberName]string prop = null) {
-         if (Set(ref backing, new_value, comparer, prop)) {
-            _result_changed.execute();
-            return true;
-         }
-         return false;
-      }
-
-      public void load_from(GridColumnSettings value) {
-         if (!value.strong_id<TKey>().Equals(id))
-            throw new ArgumentException("Column id in settings object does not match the column model's id.", nameof(value));
-         using (_result_changed.defer_execution()) {
-            display_name = value.display_name;
-            is_visible = value.is_visible;
-            font_color_override = value.font_color_override;
-            font_weight_override = value.font_weight_override;
-            background_color_override = value.background_color_override;
-            width = value.width;
-            horizontal_alignment = value.horizontal_alignment;
-         }
-      }
-   }
-
-   class DIYGridColumnModel<TKey, TRow, TGridFilter> : DIYGridColumnModel<TKey> where TKey : struct {
-      readonly Func<TGridFilter, object> _get_column_filter_settings;
-      readonly Func<TGridFilter, object, TGridFilter> _set_column_filter_settings;
-
-      public DIYGridColumnModel(TKey id, IComparer<TRow> row_comparer, IDataGridColumnFilter<TRow> filter, string filter_template, Func<TGridFilter, object> get_column_filter_settings, Func<TGridFilter, object, TGridFilter> set_column_filter_settings)
-         : base(id, row_comparer.to_non_generic(), filter, filter_template) {
-         _get_column_filter_settings = get_column_filter_settings;
-         _set_column_filter_settings = set_column_filter_settings;
-         this.row_comparer = row_comparer;
-         this.filter = filter;
-      }
-
-      public new IComparer<TRow> row_comparer { get; }
-
-      public new IDataGridColumnFilter<TRow> filter { get; }
-
-      public void load_from(GridColumnSettings column_settings, TGridFilter grid_filter_settings) {
-         if (column_settings != null)
-            load_from(column_settings);
-         if (_get_column_filter_settings != null && grid_filter_settings != null)
-            filter?.load_state(_get_column_filter_settings(grid_filter_settings));
-      }
-
-      public TGridFilter assign_filter_settings(TGridFilter target) {
-         if (_set_column_filter_settings != null) {
-            var filter_settings = filter.get_state();
-            target = _set_column_filter_settings(target, filter_settings);
-         }
-         return target;
-      }
-   }
 }
@@ -1,5 +1,4 @@
 using bts;
-using bts.collections;
 using bts.utils;
 using mbts.spark.filters;
 using mbts.ui.controls.adorners;
@@ -868,83 +867,6 @@ namespace mbts.ui.controls {
      public static void SetColumnKey(DependencyObject d, object value) => d.SetValue(ColumnKeyProperty, value);
      #endregion

-      #region Column
-      public static readonly DependencyProperty ColumnProperty =
-         DependencyProperty.RegisterAttached("Column", typeof(object), typeof(DIYGrid), new PropertyMetadata());
-
-      public static object GetColumn(DependencyObject d) => d.GetValue(ColumnProperty);
-      public static void SetColumn(DependencyObject d, object value) => d.SetValue(ColumnProperty, value);
-      #endregion
-
-      #region ColumnModels
-      public static readonly DependencyProperty ColumnModelsProperty =
-         DependencyProperty.RegisterAttached("ColumnModels", typeof(IReadOnlyObservableCollection<IDIYGridColumn>),
-            typeof(DIYGrid),
-            new PropertyMetadata(null, OnColumnModelsChanged));
-
-      static void OnColumnModelsChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         IDisposable hook = null;
-         if (e.NewValue is IEnumerable<IDIYGridColumnModel> col_models) {
-            resort();
-            if (e.NewValue is INotifyCollectionChanged col_models_notifier) {
-               hook = CollectionHelper.buffer_collection_changed_callback(col_models_notifier, resort, TimeSpan.FromSeconds(0.3), TimeSpan.Zero);
-            }
-            void resort() {
-               if (d is DIYGrid grid) {
-                  var cols = grid.Columns;
-                  if (cols != null) {
-                     var col_map = cols.ToDictionary(c => c.id);
-                     var sorted_cols = col_models.Select(cm => {
-                        if (col_map.TryGetValue(cm.id, out var cb))
-                           return cb;
-                        if (cm is IDIYGridColumnFactory col_factory) {
-                           cb = col_factory.create_view();
-                        } else if (!string.IsNullOrEmpty(cm.column_template)) {
-                           cb = grid.TryFindResource(cm.column_template) as ColumnBase;
-                        }
-                        if (cb is null) {
-                           cb = new DIYGridColumn { id = cm.id };
-                           BindingOperations.SetBinding(cb, ColumnBase.HeaderProperty, new Binding(nameof(DIYGridColumnModel<int>.header)) { Source = cm });
-                           BindingOperations.SetBinding(cb, ColumnBase.SortDirectionProperty, new Binding(nameof(DIYGridColumnModel<int>.sort_direction)) { Source = cm });
-                           cb.set_model(cm);
-                           BindingOperations.SetBinding(cb, ColumnBase.IsVisibleProperty, new Binding(nameof(DIYGridColumnModel<int>.is_visible)) { Source = cm });
-                           if (cm is IFilterableColumn fc) {
-                              DataGridFilterProperties.SetFilter(cb, fc.filter);
-                              DataGridFilterProperties.SetFilterTemplate(cb, grid.FindResource(fc.filter_template) as DataTemplate);
-                              BindingOperations.SetBinding(cb, DataGridFilterProperties.FilterActiveProperty, new Binding(nameof(IDataGridColumnFilter.active)) { Source = fc.filter });
-                              BindingOperations.SetBinding(cb, DataGridFilterProperties.FilterOpenProperty, new Binding(nameof(IDataGridColumnFilter.open)) { Source = fc.filter });
-                           }
-                        }
-                        return cb;
-                     }).ToList();
-                     CollectionHelper.sync_with_never_duplicate(cols, sorted_cols);
-                  }
-               }
-            }
-         }
-         SetColumnModelsHooks(d, hook);
-      }
-
-      public static IReadOnlyObservableCollection<IDIYGridColumn> GetColumnModels(DependencyObject d) =>
-         d.GetValue(ColumnModelsProperty) as IReadOnlyObservableCollection<IDIYGridColumn>;
-
-      public static void SetColumnModels(DependencyObject d, IReadOnlyObservableCollection<IDIYGridColumn> value) =>
-         d.SetValue(ColumnModelsProperty, value);
-
-      static readonly DependencyPropertyKey ColumnModelsHooksPropertyKey =
-         DependencyProperty.RegisterAttachedReadOnly("ColumnModelsHooks", typeof(IDisposable),
-            typeof(DIYGrid),
-            new PropertyMetadata(null, FrameworkElementLifeDependencyHelper.DisposeOld));
-
-      internal static DependencyProperty ColumnModelsHooksProperty => ColumnModelsHooksPropertyKey.DependencyProperty;
-
-      internal static IDisposable GetColumnModelsHooks(DependencyObject d) =>
-         d.GetValue(ColumnModelsHooksProperty) as IDisposable;
-
-      static void SetColumnModelsHooks(DependencyObject d, IDisposable value) =>
-         d.SetValue(ColumnModelsHooksPropertyKey, value);
-      #endregion
-
      #region SyncWithColumnGeometrySource
      public static readonly DependencyProperty SyncWithColumnGeometrySourceProperty =
         DependencyProperty.RegisterAttached(
@@ -1,6 +1,5 @@
 using bts.utils;
 using mbts.spark;
-using mbts.ui.controls;
 using mbts.ui.settings;
 using mbts.ui.shell;
 using mbts.utils;
@@ -122,111 +121,4 @@ namespace mbts.ui {
         }
      }
   }
-
-   class SimpleGridSettingsManagerVM<TColumnKey> : ViewModelBase, IObserver<GridSettings> where TColumnKey : struct {
-      readonly IReadOnlyList<DIYGridColumnModel<TColumnKey>> _columns;
-      readonly Property<GridSettings> _grid_settings;
-      readonly DelegateProperty<FontFamily> _font_family;
-      readonly DelegateProperty<FontWeight> _font_weight;
-      readonly DelegateProperty<double> _font_size;
-      readonly DelegateProperty<SolidColorBrush> _font_color, _selection_highlight, _background_color;
-      readonly IReadOnlyDictionary<string, ImmutableColumnSettingStore> _column_flags;
-      readonly Action<IEnumerable<GridColumnSettings>> _sync_column_order;
-      readonly Action _invalidate_rows;
-
-      public SimpleGridSettingsManagerVM(
-         IReadOnlyList<DIYGridColumnModel<TColumnKey>> columns,
-         IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> column_flags,
-         Action<IEnumerable<GridColumnSettings>> sync_column_order,
-         Action invalidate_rows) {
-         //
-         _columns = columns;
-         _sync_column_order = sync_column_order;
-         _invalidate_rows = invalidate_rows;
-         _column_flags = (column_flags ?? DictionaryHelper.empty<string, GridColumnSettingsFeatureFlags>())
-            .ToDictionary(kv => kv.Key, kv => ImmutableColumnSettingStore.create(kv.Value));
-         _grid_settings = backing(nameof(grid_settings), GridSettings.Default);
-         _font_family = backing(nameof(font_family), () => new FontFamily(grid_settings.font_family), nameof(grid_settings));
-         _font_weight = backing(nameof(font_weight), () => grid_settings.font_weight, nameof(grid_settings));
-         _font_size = backing(nameof(font_size), () => grid_settings.font_size, nameof(font_size));
-         _font_color = backing(nameof(font_color), () => grid_settings.font_color.rgb_solid_brush().frozen(), nameof(grid_settings));
-         _selection_highlight = backing(nameof(selection_highlight), () => grid_settings.selection_highlight.to_brush().frozen(), nameof(grid_settings));
-         _background_color = backing(nameof(background_color), () => grid_settings.background_color.argb_color().to_solid_brush().frozen(), nameof(grid_settings));
-      }
-
-      public GridSettings grid_settings => _grid_settings.Value;
-      public FontFamily font_family => _font_family.Value;
-      public FontWeight font_weight => _font_weight.Value;
-      public double font_size => _font_size.Value;
-      public SolidColorBrush font_color => _font_color.Value;
-      public SolidColorBrush selection_highlight => _selection_highlight.Value;
-      public SolidColorBrush background_color => _background_color.Value;
-
-      public SimpleGridSettingsVM create_vm(GridSettings settings) {
-         var vm = new SimpleGridSettingsVM(_column_flags.ToDictionary(kv => kv.Key, kv => kv.Value.flags));
-         vm.load_from(settings);
-         return vm;
-      }
-
-      public GridSettings create() {
-         // IMPORTANT: don't overwrite current sorting
-         _grid_settings.set(grid_settings.with(_columns.Select(c => {
-            var col_settings = c.create();
-            if (_column_flags.TryGetValue(c.id.ToString(), out ImmutableColumnSettingStore store))
-               col_settings = store.apply(col_settings);
-            return col_settings;
-         })));
-         return grid_settings;
-      }
-
-      /// <summary>
-      /// This will overwrite the columns' immutable-value store (unlike the IObserver&lt;<see cref="GridSettings"/>&gt; 'OnNext' implementation)
-      /// </summary>
-      public void load_from(GridSettings grid) => _load_from_core(grid, true);
-
-      void IObserver<GridSettings>.OnCompleted() { }
-      void IObserver<GridSettings>.OnError(Exception error) { }
-      void IObserver<GridSettings>.OnNext(GridSettings grid) {
-         if (grid.columns != null) {
-            var cols_with_applied_flags = grid.columns.ToList();
-            for (int i = 0; i < cols_with_applied_flags.Count; i++) {
-               if (_column_flags.TryGetValue(cols_with_applied_flags[i].id, out ImmutableColumnSettingStore store)) {
-                  cols_with_applied_flags[i] = store.apply(cols_with_applied_flags[i]);
-               }
-            }
-            grid = grid.with(cols_with_applied_flags);
-         }
-         _load_from_core(grid, false);
-      }
-
-      void _load_from_core(GridSettings grid, bool reset_immutable_flag_stores) {
-         grid = grid ?? GridSettings.Default;
-         _grid_settings.set(grid);
-         foreach (var col in _columns) {
-            col.set_fallback_font_params(new FontFamily(grid.font_family), grid.font_size, grid.font_color.rgb_color(), grid.font_weight, grid.background_color.argb_color());
-         }
-         // ** in the unfortunate event that we botch backwards compatability, and the columns don't bear a 1:1 relationship with the column-settings
-         // don't add insult to injury by crashing **
-         if (grid_settings.columns != null) {
-            if (reset_immutable_flag_stores) {
-               foreach (var kv in _column_flags) {
-                  if (grid.columns.TryGetFirst(c => c.id == kv.Key, out GridColumnSettings cs))
-                     kv.Value.store(cs);
-               }
-            }
-            if (_columns != null) {
-               var col_settings_id_map = grid_settings.columns.ToDictionary(cs => cs.id);
-               var columns_id_map = _columns.ToDictionary(c => c.id.ToString());
-               if (col_settings_id_map.Count == columns_id_map.Count && col_settings_id_map.Count == grid_settings.columns.Count)
-                  _sync_column_order?.Invoke(grid_settings.columns);
-               // ** don't assume that columns:column_settings have a perfect 1:1 relationship (they should, but it is possible we accidentally break the settings as grids/uis change) **
-               foreach (var col in _columns) {
-                  if (col_settings_id_map.TryGetValue(col.id.ToString(), out GridColumnSettings cs))
-                     col.load_from(cs);
-               }
-            }
-            _invalidate_rows?.Invoke();
-         }
-      }
-   }
 }
@@ -60,7 +60,6 @@ namespace mbts.spark.filters {
         TimeFilter = "TimeFilterTemplate",
         DiscreteValues = "DiscreteValuesTemplate",
         DiscreteValuesCollectionView = "DiscreteValuesCollectionViewTemplate",
-         SecurityCriteriaCriteria = "SecurityCriteriaCriteria",
         EnumValues = "EnumValuesTemplate",
         Regex = "RegexTemplate",
         YesNo = "YesNoTemplate";
@@ -12,8 +12,6 @@ namespace mbts.spark.filters {
      ICommand cancel { get; }
      bool filter(object row);
      event Action filter_changed;
-      void load_state(object state);
-      object get_state();
   }

   interface IDataGridColumnFilter<in TRow> : IDataGridColumnFilter {
@@ -22,6 +20,6 @@ namespace mbts.spark.filters {

   interface IDataGridColumnPersistentFilter<in TRow, TState> : IDataGridColumnFilter<TRow> {
      void load_state(TState state);
-      new TState get_state();
+      TState get_state();
   }
-}
+}
@@ -1,6 +1,5 @@
 using mbts.ui;
 using mbts.ui.shell;
-using mbts.utils;
 using System;
 using System.Windows.Input;

@@ -54,15 +53,6 @@ namespace mbts.spark.filters {
         _raise_filter_changed();
      }

-      object IDataGridColumnFilter.get_state() =>
-         get_state();
-
-      void IDataGridColumnFilter.load_state(object state) {
-         if (state is TState fstate)
-            load_state(fstate);
-         else if (state != null) throw ExceptionBuilder.Argument.not_of_type<TState>(nameof(state), state?.GetType());
-      }
-
      protected abstract bool _get_active();
      protected abstract bool _filter(TValue value);
      protected abstract void _load_state_internal(TState state);
@@ -121,4 +111,4 @@ namespace mbts.spark.filters {
      bool IDataGridColumnFilter.filter(object row) =>
         filter(ConvertUtils.try_convert<TRow>(row));
   }
-}
+}
@@ -1,7 +1,5 @@
 using bts.api;
 using System;
-using System.Collections.Generic;
-using System.Linq;

 namespace mbts.spark.filters {
   class SecurityCriteriaFilter<TRow> : FilterVMBase<TRow, SecurityImmutable, SecurityCriteria>, IDisposable {
@@ -45,50 +43,4 @@ namespace mbts.spark.filters {
      void _set_default_values() =>
         _security_criteria = model.result_criteria;
   }
-
-   class SecurityCriteriaCriteriaFilter<TRow> : FilterVMBase<TRow, SecurityCriteria, SecurityCriteria>, IDisposable {
-      SecurityCriteria _security_criteria;
-
-      public SecurityCriteriaCriteriaFilter(Func<TRow, SecurityCriteria> get_row_val, string prop_name)
-         : base(get_row_val, prop_name) { }
-
-      public ContractPickerModel model { get; }
-
-      public void Dispose() =>
-         model.security_criteria_clause_changed -= _on_security_criteria_clause_changed;
-
-      public override SecurityCriteria get_state() =>
-         _security_criteria;
-
-      protected override bool _filter(SecurityCriteria value) {
-         if ((_security_criteria?.clauses).is_null_or_empty())
-            return true;
-         if (!_security_criteria.is_defined())
-            return true;
-         if ((value?.clauses).is_null_or_empty())
-            return false;
-         var result = value.clauses.Any(c => c.is_defined && _security_criteria.clauses.Any(fclause => c.is_subset_of(fclause)));
-         return result;
-      }
-
-      protected override void _load_state_internal(SecurityCriteria state) =>
-         _security_criteria = state;
-
-      protected override void _clear() {
-         _close();
-         using (_clear_properties())
-            _set_default_values();
-      }
-
-      protected override bool _get_active() =>
-         _security_criteria != null && _security_criteria.clauses.Length > 0;
-
-      void _on_security_criteria_clause_changed(object sender, SecurityCriteriaClauseChangedEventsArgs e) {
-         _security_criteria = model.result_criteria;
-         _raise_filter_changed();
-      }
-
-      void _set_default_values() =>
-         _security_criteria = model.result_criteria;
-   }
-}
+}
@@ -1,7 +1,6 @@
 using bts;
 using mbts.ui;
 using mbts.ui.shell;
-using mbts.utils;
 using System;
 using System.Windows.Input;

@@ -61,24 +60,16 @@ namespace mbts.spark.filters {
      public TCompoundState get_state() =>
         _get_state(_filter1.get_state(), _filter2.get_state());

-      object IDataGridColumnFilter.get_state() =>
-         get_state();
-
      public void load_state(TCompoundState state) {
         _filter1.load_state(_get_filter1_state(state));
         _filter2.load_state(_get_filter2_state(state));
      }

-      void IDataGridColumnFilter.load_state(object state) {
-         if (state is TCompoundState cstate)
-            load_state(cstate);
-         else throw ExceptionBuilder.Argument.not_of_type<TCompoundState>(nameof(state), state?.GetType());
-      }
-
      protected void _raise_request_update() =>
         RequestUpdate?.Invoke();

+
      bool IDataGridColumnFilter.filter(object row) =>
         filter(ConvertUtils.try_convert<TRow>(row));
   }
-}
+}
@@ -165,18 +165,6 @@
      />
    </usp:FilterContentControl>
  </DataTemplate>
-  <DataTemplate x:Key="{x:Static filters:DataGridFilterKnownTemplates.SecurityCriteriaCriteria}">
-    <usp:FilterContentControl
-      ApplyCommandParameter="{Binding}"
-      ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
-      ClearCommandParameter="{Binding}"
-      ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
-    >
-      <msp:ContractPickerView DataContext="{Binding model}">
-        
-      </msp:ContractPickerView>
-    </usp:FilterContentControl>
-  </DataTemplate>
  <DataTemplate x:Key="AlgoTypeTemplate">
    <usp:FilterContentControl
      ApplyCommandParameter="{Binding}"
@@ -5,8 +5,6 @@ using System.Windows.Media;

 namespace mbts.ui.converters {
   class ColorToBrushConverter : IValueConverter {
-      public static ColorToBrushConverter Instance => new ColorToBrushConverter();
-
      public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
         if (value is Color color) return new SolidColorBrush(color);
         if (value is BTSColor bts_color) return new SolidColorBrush(bts_color);
@@ -9,13 +9,19 @@ using System.Reactive.Linq;
 namespace mbts.spark {
   [ProtoContract]
   class SecurityCriteria : IEquatable<SecurityCriteria> {
-      public SecurityCriteria() {
+      public SecurityCriteria()
+      {
         clauses = new SecurityCriteriaClause[] { };
      }

-      public SecurityCriteria(IEnumerable<SecurityCriteriaClause> c) {
+      public SecurityCriteria(IEnumerable<SecurityCriteriaClause> c)
+      {
         clauses = c.ToArray();
      }
+      internal SecurityCriteria(IEnumerable<SecurityImmutable> securities) {
+         clauses = new[] { new SecurityCriteriaClause(securities) };
+      }
+      internal SecurityCriteria(params SecurityImmutable[] securities) : this(securities.AsEnumerable()) { }

      [ProtoMember(1)]
      public SecurityCriteriaClause[] clauses;
@@ -25,11 +31,8 @@ namespace mbts.spark {
            new SecurityCriteriaClause (security_keys: keys.ToArray())
         });

-      internal static SecurityCriteria from_securities(params SecurityImmutable[] securities) =>
-         from_securities(securities.AsEnumerable());
-
-      internal static SecurityCriteria from_securities(IEnumerable<SecurityImmutable> securities) =>
-         new SecurityCriteria(new[] { SecurityCriteriaClause.from_securities(securities) });
+      internal static SecurityCriteria from_securities(ISet<SecurityImmutable> securities) =>
+         new SecurityCriteria(securities ?? Enumerable.Empty<SecurityImmutable>());

      internal static Func<SecurityCriteria, IObservable<IEnumerable<SecurityImmutable>>> get_to_securities(IBus bus) =>
         new Func<SecurityCriteria, IObservable<IEnumerable<SecurityImmutable>>>(sc => to_securities(sc, bus));
@@ -58,27 +61,8 @@ namespace mbts.spark {
         this.pretty_name = pretty_name;
      }

-      public static SecurityCriteriaClause from_securities(IEnumerable<SecurityImmutable> securities) {
-         var num_secs = securities.SoftCount();
-         uint[] keys;
-         string pretty_name = null;
-         if (num_secs.HasValue) {
-            keys = new uint[num_secs.Value];
-            int i = 0;
-            if (keys.Length == 1) {
-               foreach (var s in securities) {
-                  keys[i++] = s.Id;
-                  pretty_name = s.ToString();
-               }
-            } else {
-               foreach (var s in securities)
-                  keys[i++] = s.Id;
-            }
-         } else {
-            keys = securities.Select(s => s.Id).ToArray();
-         }
-         return new SecurityCriteriaClause(security_keys: keys, pretty_name: pretty_name);
-      }
+      public SecurityCriteriaClause(IEnumerable<SecurityImmutable> securities)
+         : this(security_keys: securities.Select(s => s.Id).ToArray()) { }

      [ProtoMember(1)]
      public readonly string pretty_name;
@@ -24,12 +24,6 @@ namespace mbts.spark {
         return self == null ? all_secs : all_secs.Values.Where(s => ContractPickerModel.security_in_criteria(self, s)).ToDictionary(key => key.Id);
      }

-      public static async Task<IReadOnlyDictionary<uint,SecurityImmutable>> securities(this SecurityCriteria self, IBus bus, TimeSpan timeout) {
-         var md_map = await bus.subscribe(SparkTags.SecuritiesTag).FirstOrDefaultAsync(timeout, DictionaryHelper.empty<uint, SecurityMD>());
-         var all_secs = md_map.Values.Select(md => md.security).ToDictionary(key => key.Id);
-         return self == null ? all_secs : all_secs.Values.Where(s => ContractPickerModel.security_in_criteria(self, s)).ToDictionary(key => key.Id);
-      }
-
      public static IObservable<IEnumerable<SecurityImmutable>> subscribe(this SecurityCriteria self, IBus bus) {
         var md_source = bus.subscribe(SparkTags.SecuritiesTag);
         return self == null ? md_source.Select(kv => kv.Values.Select(smd => smd.security)) :
@@ -1,20 +0,0 @@
-using System;
-
-namespace mbts.ui {
-   interface IValueChangedEventArgs<out T> {
-      T value { get; }
-   }
-
-   static class ValueChangedEventArgs {
-      public static IValueChangedEventArgs<T> create<T>(Func<T> get_value) =>
-         new LazyImpl<T>(new Lazy<T>(get_value));
-
-      class LazyImpl<T> : IValueChangedEventArgs<T> {
-         readonly Lazy<T> _value;
-         public LazyImpl(Lazy<T> value) =>
-            _value = value;
-
-         public T value => _value.Value;
-      }
-   }
-}
@@ -260,13 +260,13 @@ namespace mbts.co2 {
      }

      // If Size is wrong remember to update from 
-      [StructLayout(LayoutKind.Sequential, Size = 712)]
+      [StructLayout(LayoutKind.Sequential, Size = 704)]
      internal struct ColdEntry {
         public int exchange_status;
         // Last trade
         public AtomicPriceSize last_trade;
         public ulong total_volume;
-         public utils.LLDateTime last_trade_time;
+         public utils.LLDateTime last_trade_time;         

         //// Settlement
         public UInt64 misc_timestamp;
@@ -24,7 +24,7 @@ static class ExchangeSpecificUitlities{
      }

      public static bool is_ice_lots(SecurityImmutable sec){
-         return sec.Ice.IsIceLots;
+         return sec.Ice.MarketDescription.Contains("ICE Lots");
      }

      public static bool is_tas(SecurityImmutable sec){
@@ -33,36 +33,25 @@ static class ExchangeSpecificUitlities{

      #endregion

-      #region CPP      
+      #region CPP
      public static double get_future_cpp (SecurityImmutable sec){
-         // TODO, this should be part of the security
-         if(sec.Symbol == "HHD")            
-            return 2500;
+         if(sec.Symbol == "HHD")
+            // only futures in HHD are the dailies, everything
+            // else is a strip or spread
+            return 1;
         if(is_ice_lots(sec))
            return 2500;
         else{
-            // other futures - HNG, HHD, HEN - are like daily
-            // strips
-            UInt32 days_in_month = 31;
-            var mm = sec.Future.ExpirationMonth;
-            if(mm <=11)
-                days_in_month = Convert.ToUInt32(
-                   DateTime.DaysInMonth(
-                                 Convert.ToInt32(sec.Future.ExpirationYear),
-                                 // expects 1-12
-                                 Convert.ToInt32(sec.Future.ExpirationMonth+1)));
-            else
-               // TODO : sometimes Jan is 12 !
-               days_in_month = 31;
-            return days_in_month * 2500;
+            var days_in_month = DateTime.DaysInMonth(Convert.ToInt32(sec.Future.ExpirationYear),
+                                                   Convert.ToInt32(sec.Future.ExpirationMonth));
+            return days_in_month; // because the size is multiplied by 2500 already
         }
      }
-      
+
      public static double get_spread_cpp(SecurityImmutable sec){
-         // for purpose of pnl we are 0'ing out the spread pnl
         return 0;
      }
-   
+
      public static double get_strip_cpp(PNLUnitImmutable pnl,
                                       SecurityImmutable sec){
         // add up all the legs
@@ -77,17 +77,16 @@ namespace bts.utils {

      public static int auto_phase(params int[] hash_codes) =>
         auto_phase(Array.AsReadOnly(hash_codes));
-
+       
      public static int auto_phase<T>(IEnumerable<T> items) =>
         auto_phase(items.Take(_max_auto_phase_buckets).ToList());

-      public static int auto_phase<T>(IReadOnlyList<T> hash_codes, int bit_span = 32) {
-         Log.assert(bit_span > 0 && bit_span <= 32);
+      public static int auto_phase<T>(IReadOnlyList<T> hash_codes) {
         // don't divide by zero
         if (hash_codes.Count == 0)
            return 0;
         int size = Math.Min(hash_codes.Count, _max_auto_phase_buckets);
-         int bits_per_hash = bit_span / size;
+         int bits_per_hash = 32 / size;
         int phase = 1 << (bits_per_hash - 1);
         int rv = hash_codes[0].GetHashCode() % phase;
         /// The idea is to split the 32 to bits into evenly sized buckets for each hash code item.
@@ -36,6 +36,7 @@ namespace bts {
      Plugin,
      Sdk,
      Http,
+      iLink3
      // Please keep this list in sync with logging.h/logging.cpp
   }
   
@@ -252,17 +252,6 @@ namespace System.Collections.Generic {
         return false;
      }

-      public static bool TryGetFirstIndex<T>(this IEnumerable<T> source, Func<T, bool> predicate, out int index) {
-         if (source == null) throw new ArgumentNullException(nameof(source));
-         index = 0;
-         foreach (T element in source) {
-            if (predicate(element))
-               return true;
-            index++;
-         }
-         return false;
-      }
-
      public static bool TryGetSingle<T>(this IEnumerable<T> source, out T result) {
         if (source == null) throw new ArgumentNullException(nameof(source));
         using (var en = source.GetEnumerator()) {
@@ -727,4 +716,4 @@ namespace System.Collections.Generic {
         IEnumerator IEnumerable.GetEnumerator() => _list.GetEnumerator();
      }
   }
-}
+}
@@ -1,21 +0,0 @@
-using System;
-
-namespace bts.collections {
-   interface IReadOnlyIndex<TKey, TValue> {
-      TValue this[TKey key] { get; }
-   }
-
-   static class FunctionalIndex {
-      public static FunctionalIndex<TKey, TValue> create<TKey, TValue>(Func<TKey, TValue> get_value) =>
-         new FunctionalIndex<TKey, TValue>(get_value);
-   }
-
-   class FunctionalIndex<TKey, TValue> : IReadOnlyIndex<TKey, TValue> {
-      readonly Func<TKey, TValue> _get_value;
-
-      public FunctionalIndex(Func<TKey, TValue> get_value) =>
-         _get_value = get_value ?? throw new ArgumentNullException(nameof(get_value));
-
-      public TValue this[TKey key] => _get_value(key);
-   }
-}
@@ -1,88 +0,0 @@
-using mbts;
-using System;
-using System.Threading.Tasks;
-
-namespace bts.utils {
-   public static class CallbackBuffer {
-      public static IDisposable buffer_callback(Func<Action, IDisposable> attach_callback, Action callback, TimeSpan delay_before_callback, TimeSpan delay_after_callback) {
-         bool is_disposed = false, is_busy = false, dirty = false;
-         object locker = new object();
-         var detach = attach_callback(callback_buffer_impl);
-         return Disposable.Create(() => {
-            lock (locker) {
-               if (is_disposed)
-                  return;
-               is_disposed = true;
-               dirty = false;
-            }
-            Disposable.dispose(ref detach);
-         });
-         async void callback_buffer_impl() {
-            lock (locker) {
-               if (is_busy) {
-                  dirty = true;
-                  return;
-               }
-               is_busy = true;
-            }
-            while (true) {
-               if (delay_before_callback > TimeSpan.Zero) {
-                  await Task.Delay(delay_before_callback);
-               }
-               lock (locker) {
-                  if (is_disposed) {
-                     is_busy = false;
-                     dirty = false;
-                     break;
-                  }
-               }
-               callback();
-               if (delay_after_callback > TimeSpan.Zero) {
-                  await Task.Delay(delay_after_callback);
-               }
-               lock (locker) {
-                  if (!dirty) {
-                     is_busy = false;
-                     break;
-                  }
-                  dirty = false;
-               }
-            }
-         }
-      }
-
-      public static IDisposable buffer_async_callback(Func<Action, IDisposable> attach_callback, Func<Task> async_callback) {
-         bool is_disposed = false, is_busy = false, dirty = false;
-         object locker = new object();
-         var detach = attach_callback(callback_buffer_impl);
-         return Disposable.Create(() => {
-            lock (locker) {
-               if (is_disposed)
-                  return;
-               is_disposed = true;
-               dirty = false;
-            }
-            Disposable.dispose(ref detach);
-         });
-         async void callback_buffer_impl() {
-            lock (locker) {
-               if (is_busy) {
-                  dirty = true;
-                  return;
-               }
-               is_busy = true;
-            }
-            while (true) {
-               await async_callback();
-               lock (locker) {
-                  if (!dirty || is_disposed) {
-                     is_busy = false;
-                     break;
-                  }
-                  dirty = false;
-               }
-            }
-         }
-      }
-   }
-}
@@ -1,11 +1,9 @@
-using mbts;
-using System;
+using System;
 using System.Collections;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.Linq;
-using System.Threading.Tasks;

 namespace bts.utils {
   static class CollectionHelper {
@@ -79,30 +77,6 @@ namespace bts.utils {
         return ~hi;
      }

-      public static IDisposable buffer_collection_changed_callback(INotifyCollectionChanged source, Action callback, TimeSpan delay_before_callback, TimeSpan delay_after_callback) {
-         //   return CallbackBuffer.buffer_callback(attach_callback, callback, delay_before_callback, delay_after_callback);
-         //   IDisposable attach_callback(Action cb) {
-         //      source.CollectionChanged += on_collection_changed;
-         //      return Disposable.Create(() => source.CollectionChanged -= on_collection_changed);
-         //      void on_collection_changed(object sender, NotifyCollectionChangedEventArgs e) =>
-         //         cb();
-         //   }
-         return CallbackBuffer.buffer_async_callback(attach_callback, impl);
-         IDisposable attach_callback(Action cb) {
-            source.CollectionChanged += on_collection_changed;
-            return Disposable.Create(() => source.CollectionChanged -= on_collection_changed);
-            void on_collection_changed(object sender, NotifyCollectionChangedEventArgs e) =>
-               cb();
-         }
-         async Task impl() {
-            if (delay_before_callback > TimeSpan.Zero)
-               await Task.Delay(delay_before_callback);
-            callback();
-            if (delay_after_callback > TimeSpan.Zero)
-               await Task.Delay(delay_after_callback);
-         }
-      }
-
      public static void reflect_change<T, TData>(IList<T> target, IEnumerable<TData> source, Func<TData, T> create_item, Action<T> on_removed, NotifyCollectionChangedEventArgs e) {
         switch (e.Action) {
            case NotifyCollectionChangedAction.Add:
@@ -9,16 +9,11 @@ namespace mbts.utils {
         public static ArgumentException unexpected_case<T>(T value, string name) =>
            new ArgumentException($"Unexpected {typeof(T)} '{value}.'", name);

-         public static ArgumentException not_of_type<T>(string name, Type actual = null) =>
-            actual is null ?
-               not_of_type(name, typeof(T)) :
-               not_of_type(name, typeof(T), actual);
+         public static ArgumentException not_of_type<T>(object value, string name) =>
+            not_of_type(value, name, typeof(T));

-         public static ArgumentException not_of_type(string name, Type t) =>
-            new ArgumentException(Format.NotOfType(t), name);
-
-         public static ArgumentException not_of_type(string name, Type expected, Type actual) =>
-            new ArgumentException(Format.NotOfType(expected, actual), name);
+         public static ArgumentException not_of_type(object value, string name, Type t) =>
+            new ArgumentException($"Value is not of the expected type '{t}.'");

         public static ArgumentException null_or_empty(string name) =>
            new ArgumentException("Value is null or empty.", name);
@@ -54,8 +49,6 @@ namespace mbts.utils {
         public static string LessThanOrEqualTo(int value) => $"{Messages.LessThanOrEqualTo} {value}.";
         public static string GreaterThan(int value) => $"{Messages.GreaterThan} {value}.";
         public static string GreaterThanOrEqualTo(int value) => $"{Messages.GreaterThanOrEqualTo} {value}.";
-         public static string NotOfType(Type type) => $"Argument is not of expected type '{type}.'";
-         public static string NotOfType(Type expected, Type actual) => $"Argument is not of expected type '{expected}' (actually '{actual}').";
      }

      public static class Messages {
@@ -66,4 +59,4 @@ namespace mbts.utils {
            GreaterThanOrEqualTo = "Greater than or equal to";
      }
   }
-}
+}
@@ -1,238 +1,230 @@
-using mbts;
-using System.Reactive.Subjects;
-using System.Reactive.Threading.Tasks;
-using System.Threading;
-using System.Threading.Tasks;
-
-namespace System.Reactive.Linq {
-   public static class ObservableExtensions {
-      /// <summary>
-      /// <para>Creates an "Observable Heartbeat" that will publish true/false to indicate whether or not the heartbeat is detected, it will only send updates when the 'heartbeat status' has changed.</para>
-      /// <para>Whenever the source produces an update, the heartbeat evaluates to true and the heartbeat duration clock is reset.</para>
-      /// <para>Whenever heartbeat duration clock expires, the heartbeat evaluates to false.</para>
-      /// </summary>
-      /// <typeparam name="T">Type of data produced by the source (bears no impact on the resultant observable heartbeat</typeparam>
-      /// <param name="source">The source that will indicate alive/dead by publishing updates within the duration period</param>
-      /// <param name="duration">The amount of time that must pass without receiving an update from the source to determine the heartbeat is not detected</param>
-      /// <returns>An "Observable Heartbeat"</returns>
-      public static IObservable<bool> AsHeartbeat<T>(this IObservable<T> source, TimeSpan duration) {
-         IObservable<bool> dead = source.Throttle(duration).Select(_ => false);
-         IObservable<bool> alive = source.Select(_ => true);
-         return dead.Merge(alive).DistinctUntilChanged();
-      }
-
-      public static IObservable<T> BufferLatest<T>(this IObservable<T> source, TimeSpan throttle) =>
-         source.Buffer(throttle).Where(vals => vals.Count > 0).Select(vals => vals[vals.Count - 1]);
-
-      public static IObservable<(T1, T2)> CombineLatest<T1, T2>(this IObservable<T1> source, IObservable<T2> second) =>
-         source.CombineLatest(second, (v1, v2) => (v1, v2));
-
-      public static async Task<(T result, bool success)> FirstAsyncTask<T>(this IObservable<T> source, TimeSpan timeout) where T : class =>
-         await source.Select(val => (val, true)).Merge(Observable.Return((default(T), false)).Delay(timeout)).FirstAsync();
-
-      public static async Task<(T result, bool success)> FirstAsyncTask<T>(this IObservable<T> source, Func<T, bool> predicate, TimeSpan timeout) where T : class =>
-         await source.Where(predicate).Select(val => (val, true)).Merge(Observable.Return((default(T), false)).Delay(timeout)).FirstAsync();
-
-      public static async Task<(TResult result, bool success)> FirstAsyncTask<T, TResult>(this IObservable<T> source, Func<T, bool> predicate, Func<T, TResult> selector, TimeSpan timeout) where T : class =>
-         await source.Where(predicate).Select(val => (selector(val), true)).Merge(Observable.Return((default(TResult), false)).Delay(timeout)).FirstAsync();
-
-      public static Task<T> FirstOrDefaultAsync<T>(this IObservable<T> source, TimeSpan timeout, T default_value = default) {
-         var cts = new CancellationTokenSource(timeout);
-         var main_task = source.FirstOrDefaultAsync().ToTask(cts.Token);
-         var result_task = main_task.ContinueWith(t => t.Status == TaskStatus.RanToCompletion ? t.Result : default_value);
-         return result_task;
-      }
-
-      /// <summary>
-      /// A less verbose way to call <see cref="Observable.FromEvent{Action{TEventArgs}, TEventArgs}(Action{Action{TEventArgs}}, Action{Action{TEventArgs}})"/>.
-      /// </summary>
-      public static IObservable<T> FromAction<T>(Action<T> event_source) =>
-         Observable.FromEvent<Action<T>, T>(cb => event_source += cb, cb => event_source -= cb);
-
-      public static IObservable<T> FromEvent<T>(Action<Action> add_handler, Action<Action> remove_handler, Func<T> selector) =>
-         Observable.Create<T>(o => {
-            callback();
-            add_handler(callback);
-            return Disposable.Create(() => remove_handler(callback));
-            void callback() => o.OnNext(selector());
-         });
-
-      public static IObservable<T> FromEventThrottle<T>(Action<Action<T>> add_handler, Action<Action<T>> remove_handler, TimeSpan throttle) =>
-         FromEventThrottle<T>(cb => {
-            add_handler(cb);
-            return Disposable.Create(() => remove_handler(cb));
-         }, throttle);
-
-      public static IObservable<T> FromEventThrottle<T>(Func<Action<T>, IDisposable> add_handler, TimeSpan throttle) =>
-         Observable.Create<T>(o => {
-            T last_value = default;
-            bool busy = false, dirty = false;
-            return add_handler(callback);
-            async void callback(T value) {
-               last_value = value;
-               if (busy) {
-                  dirty = true;
-               } else {
-                  busy = true;
-                  do {
-                     dirty = false;
-                     o.OnNext(last_value);
-                     await Task.Delay(throttle);
-                  } while (dirty);
-                  busy = false;
-               }
-            }
-         });
-
-
-      public static IObservable<TResult> FromEventThrottle<T, TResult>(Action<Action<T>> add_handler, Action<Action<T>> remove_handler, Func<T, TResult> selector, TimeSpan throttle) =>
-         FromEventThrottle(cb => {
-            add_handler(cb);
-            return Disposable.Create(() => remove_handler(cb));
-         }, selector, throttle);
-
-      public static IObservable<TResult> FromEventThrottle<T, TResult>(Func<Action<T>, IDisposable> add_handler, Func<T, TResult> selector, TimeSpan throttle) =>
-         Observable.Create<TResult>(o => {
-            T last_value = default;
-            bool busy = false, dirty = false;
-            return add_handler(callback);
-            async void callback(T value) {
-               last_value = value;
-               if (busy) {
-                  dirty = true;
-               } else {
-                  busy = true;
-                  do {
-                     var result = selector(last_value);
-                     dirty = false;
-                     o.OnNext(result);
-                     await Task.Delay(throttle);
-                  } while (dirty);
-                  busy = false;
-               }
-            }
-         });
-
-      public static IObservable<(TSource prev, TSource curr)> PairWithPrevious<TSource>(this IObservable<TSource> source) =>
-         PairWithPrevious(source, default);
-
-      public static IObservable<(TSource prev, TSource curr)> PairWithPrevious<TSource>(this IObservable<TSource> source, TSource default_value) =>
-         source.Scan<TSource, (TSource prev, TSource curr)>((default_value, default_value), (last, next) => (last.curr, next));
-
-      public static IObservable<T> RefCountReplay<T>(this IObservable<T> source, int buffer_size) {
-         if (buffer_size < 0) throw new ArgumentException("Buffer size is less than zero.", nameof(buffer_size));
-         if (buffer_size == 0) return source.Publish().RefCount();
-         int num_subscribers = 0;
-         ReplaySubject<T> replay = new ReplaySubject<T>(buffer_size);
-         IDisposable source_sub = null;
-         return Observable.Create<T>(o => {
-            if (Interlocked.Increment(ref num_subscribers) == 1)
-               source_sub = source.Subscribe(replay.OnNext);
-            IDisposable sub = replay.Subscribe(o);
-            return Disposable.Create(() => {
-               sub.Dispose();
-               if (Interlocked.Decrement(ref num_subscribers) == 0)
-                  source_sub.Dispose();
-            });
-         });
-      }
-
-      /// <summary>
-      /// Uses each element of a source observable to create an inner observable of <typeparamref name="TResult"/>, unlike <see cref="Observable.SelectMany{TSource, TResult}(IObservable{TSource}, Func{TSource, IObservable{TResult}})"/>,
-      /// each inner sequence is terminated when the next one begins.
-      /// <para/>In other words, observers are notified by the inner observerables in &quot;series,&quot; rather than &quot;parallel.&quot; 
-      /// </summary>
-      /// <typeparam name="TSource">The type of elements in the source (outer) sequence.</typeparam>
-      /// <typeparam name="TResult">The type of elements in the inner sequences.</typeparam>
-      /// <param name="source">A sequence of elements to create a series of inner sequences.</param>
-      /// <param name="select_next">A function to create an inner sequence.</param>
-      /// <returns>An IDisposable object used to unsubscribe from the source (outer) sequence, and the latest inner sequence.</returns>
-      public static IObservable<TResult> SelectManyInSeries<TSource, TResult>(this IObservable<TSource> source, Func<TSource, IObservable<TResult>> select_next) =>
-         Observable.Create<TResult>(o => {
-            object locker = new object();
-            bool is_disposed = false;
-            IDisposable inner_sub = null;
-            IDisposable outer_sub = source.Subscribe(on_outer);
-            return Disposable.Create(dispose);
-            // local methods
-            void on_outer(TSource value) {
-               lock (locker) {
-                  if (!is_disposed) {
-                     inner_sub?.Dispose();
-                     inner_sub = select_next(value)?.Subscribe(o.OnNext);
-                  }
-               }
-            }
-            void dispose() {
-               IDisposable temp_outer_sub = null, temp_inner_sub = null;
-               lock (locker) {
-                  is_disposed = true;
-                  temp_outer_sub = outer_sub;
-                  outer_sub = null;
-                  temp_inner_sub = inner_sub;
-                  inner_sub = null;
-               }
-               temp_outer_sub?.Dispose();
-               temp_inner_sub?.Dispose();
-            }
-         });
-
-      public static IObservable<T> StartWith<T>(this IObservable<T> source, Func<T> get_value) =>
-         Observable.Create<T>(o => {
-            o.OnNext(get_value());
-            return source.Subscribe(o);
-         });
-
-      public static IObservable<T> StartWith<T>(this IObservable<T> source, Func<T> get_value, Func<bool> can_get_value) =>
-         Observable.Create<T>(o => {
-            if (can_get_value())
-               o.OnNext(get_value());
-            return source.Subscribe(o);
-         });
-
-      public static IDisposable Subscribe<T>(this IObservable<T> source, params IObserver<T>[] observers) {
-         return source.Subscribe(on_next, on_error, on_completed);
-         // local methods
-         void on_next(T value) {
-            for (int i = 0; i < observers.Length; i++)
-               observers[i].OnNext(value);
-         }
-         void on_error(Exception error) {
-            for (int i = 0; i < observers.Length; i++)
-               observers[i].OnError(error);
-         }
-         void on_completed() {
-            for (int i = 0; i < observers.Length; i++)
-               observers[i].OnCompleted();
-         }
-      }
-
-      /// <summary>
-      /// An inner subscription is made for each value in the source sequence using the specified delegate (<paramref name="subscribe_value"/>).
-      /// When a new value arrives, the subscription for the previous value is disposed before <paramref name="subscribe_value"/> is invoked with the new value.
-      /// </summary>
-      /// <typeparam name="T">The type of elements in the source sequence.</typeparam>
-      /// <param name="source">A sequence of elements to invoke a subscribe function on.</param>
-      /// <param name="subscribe_value">A function used to subscribe each source element.</param>
-      /// <returns>An IDisposable object used to unsubscribe from the source sequence, and dispose the latest value subscription.</returns>
-      public static IDisposable SubscribeEach<T>(this IObservable<T> source, Func<T, IDisposable> subscribe_value) {
-         IDisposable value_sub = null;
-         IDisposable source_sub = source.Subscribe(on_source);
-         return Disposable.Create(dispose);
-         // local methods
-         void on_source(T value) {
-            Disposable.dispose(ref value_sub);
-            value_sub = subscribe_value(value);
-         }
-         void dispose() {
-            Disposable.dispose(ref source_sub);
-            Disposable.dispose(ref value_sub);
-         }
-      }
-
-      // was sick of this scenario: observable_source.Select(enumerable => enumerable.FirstOrDefault(where)).Where(val => val != null)
-      // with structs it was even more annoying because they can't be null
-      public static IObservable<TResult> TrySelect<T, TResult>(this IObservable<T> source, Func<T, (TResult result, bool success)> try_select) =>
-         source.Select(try_select).Where(ts => ts.success).Select(ts => ts.result);
-   }
-}
+using mbts;
+using System.Reactive.Subjects;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace System.Reactive.Linq {
+   public static class ObservableExtensions {
+      /// <summary>
+      /// <para>Creates an "Observable Heartbeat" that will publish true/false to indicate whether or not the heartbeat is detected, it will only send updates when the 'heartbeat status' has changed.</para>
+      /// <para>Whenever the source produces an update, the heartbeat evaluates to true and the heartbeat duration clock is reset.</para>
+      /// <para>Whenever heartbeat duration clock expires, the heartbeat evaluates to false.</para>
+      /// </summary>
+      /// <typeparam name="T">Type of data produced by the source (bears no impact on the resultant observable heartbeat</typeparam>
+      /// <param name="source">The source that will indicate alive/dead by publishing updates within the duration period</param>
+      /// <param name="duration">The amount of time that must pass without receiving an update from the source to determine the heartbeat is not detected</param>
+      /// <returns>An "Observable Heartbeat"</returns>
+      public static IObservable<bool> AsHeartbeat<T>(this IObservable<T> source, TimeSpan duration) {
+         IObservable<bool> dead = source.Throttle(duration).Select(_ => false);
+         IObservable<bool> alive = source.Select(_ => true);
+         return dead.Merge(alive).DistinctUntilChanged();
+      }
+
+      public static IObservable<T> BufferLatest<T>(this IObservable<T> source, TimeSpan throttle) =>
+         source.Buffer(throttle).Where(vals => vals.Count > 0).Select(vals => vals[vals.Count - 1]);
+
+      public static IObservable<(T1, T2)> CombineLatest<T1, T2>(this IObservable<T1> source, IObservable<T2> second) =>
+         source.CombineLatest(second, (v1, v2) => (v1, v2));
+
+      public static async Task<(T result, bool success)> FirstAsyncTask<T>(this IObservable<T> source, TimeSpan timeout) where T : class =>
+         await source.Select(val => (val, true)).Merge(Observable.Return((default(T), false)).Delay(timeout)).FirstAsync();
+
+      public static async Task<(T result, bool success)> FirstAsyncTask<T>(this IObservable<T> source, Func<T, bool> predicate, TimeSpan timeout) where T : class =>
+         await source.Where(predicate).Select(val => (val, true)).Merge(Observable.Return((default(T), false)).Delay(timeout)).FirstAsync();
+
+      public static async Task<(TResult result, bool success)> FirstAsyncTask<T, TResult>(this IObservable<T> source, Func<T, bool> predicate, Func<T, TResult> selector, TimeSpan timeout) where T : class =>
+         await source.Where(predicate).Select(val => (selector(val), true)).Merge(Observable.Return((default(TResult), false)).Delay(timeout)).FirstAsync();
+
+      /// <summary>
+      /// A less verbose way to call <see cref="Observable.FromEvent{Action{TEventArgs}, TEventArgs}(Action{Action{TEventArgs}}, Action{Action{TEventArgs}})"/>.
+      /// </summary>
+      public static IObservable<T> FromAction<T>(Action<T> event_source) =>
+         Observable.FromEvent<Action<T>, T>(cb => event_source += cb, cb => event_source -= cb);
+
+      public static IObservable<T> FromEvent<T>(Action<Action> add_handler, Action<Action> remove_handler, Func<T> selector) =>
+         Observable.Create<T>(o => {
+            callback();
+            add_handler(callback);
+            return Disposable.Create(() => remove_handler(callback));
+            void callback() => o.OnNext(selector());
+         });
+
+      public static IObservable<T> FromEventThrottle<T>(Action<Action<T>> add_handler, Action<Action<T>> remove_handler, TimeSpan throttle) =>
+         FromEventThrottle<T>(cb => {
+            add_handler(cb);
+            return Disposable.Create(() => remove_handler(cb));
+         }, throttle);
+
+      public static IObservable<T> FromEventThrottle<T>(Func<Action<T>, IDisposable> add_handler, TimeSpan throttle) =>
+         Observable.Create<T>(o => {
+            T last_value = default;
+            bool busy = false, dirty = false;
+            return add_handler(callback);
+            async void callback(T value) {
+               last_value = value;
+               if (busy) {
+                  dirty = true;
+               } else {
+                  busy = true;
+                  do {
+                     dirty = false;
+                     o.OnNext(last_value);
+                     await Task.Delay(throttle);
+                  } while (dirty);
+                  busy = false;
+               }
+            }
+         });
+
+
+      public static IObservable<TResult> FromEventThrottle<T, TResult>(Action<Action<T>> add_handler, Action<Action<T>> remove_handler, Func<T, TResult> selector, TimeSpan throttle) =>
+         FromEventThrottle(cb => {
+            add_handler(cb);
+            return Disposable.Create(() => remove_handler(cb));
+         }, selector, throttle);
+
+      public static IObservable<TResult> FromEventThrottle<T, TResult>(Func<Action<T>, IDisposable> add_handler, Func<T, TResult> selector, TimeSpan throttle) =>
+         Observable.Create<TResult>(o => {
+            T last_value = default;
+            bool busy = false, dirty = false;
+            return add_handler(callback);
+            async void callback(T value) {
+               last_value = value;
+               if (busy) {
+                  dirty = true;
+               } else {
+                  busy = true;
+                  do {
+                     var result = selector(last_value);
+                     dirty = false;
+                     o.OnNext(result);
+                     await Task.Delay(throttle);
+                  } while (dirty);
+                  busy = false;
+               }
+            }
+         });
+
+      public static IObservable<(TSource prev, TSource curr)> PairWithPrevious<TSource>(this IObservable<TSource> source) =>
+         PairWithPrevious(source, default);
+
+      public static IObservable<(TSource prev, TSource curr)> PairWithPrevious<TSource>(this IObservable<TSource> source, TSource default_value) =>
+         source.Scan<TSource, (TSource prev, TSource curr)>((default_value, default_value), (last, next) => (last.curr, next));
+
+      public static IObservable<T> RefCountReplay<T>(this IObservable<T> source, int buffer_size) {
+         if (buffer_size < 0) throw new ArgumentException("Buffer size is less than zero.", nameof(buffer_size));
+         if (buffer_size == 0) return source.Publish().RefCount();
+         int num_subscribers = 0;
+         ReplaySubject<T> replay = new ReplaySubject<T>(buffer_size);
+         IDisposable source_sub = null;
+         return Observable.Create<T>(o => {
+            if (Interlocked.Increment(ref num_subscribers) == 1)
+               source_sub = source.Subscribe(replay.OnNext);
+            IDisposable sub = replay.Subscribe(o);
+            return Disposable.Create(() => {
+               sub.Dispose();
+               if (Interlocked.Decrement(ref num_subscribers) == 0)
+                  source_sub.Dispose();
+            });
+         });
+      }
+
+      /// <summary>
+      /// Uses each element of a source observable to create an inner observable of <typeparamref name="TResult"/>, unlike <see cref="Observable.SelectMany{TSource, TResult}(IObservable{TSource}, Func{TSource, IObservable{TResult}})"/>,
+      /// each inner sequence is terminated when the next one begins.
+      /// <para/>In other words, observers are notified by the inner observerables in &quot;series,&quot; rather than &quot;parallel.&quot; 
+      /// </summary>
+      /// <typeparam name="TSource">The type of elements in the source (outer) sequence.</typeparam>
+      /// <typeparam name="TResult">The type of elements in the inner sequences.</typeparam>
+      /// <param name="source">A sequence of elements to create a series of inner sequences.</param>
+      /// <param name="select_next">A function to create an inner sequence.</param>
+      /// <returns>An IDisposable object used to unsubscribe from the source (outer) sequence, and the latest inner sequence.</returns>
+      public static IObservable<TResult> SelectManyInSeries<TSource, TResult>(this IObservable<TSource> source, Func<TSource, IObservable<TResult>> select_next) =>
+         Observable.Create<TResult>(o => {
+            object locker = new object();
+            bool is_disposed = false;
+            IDisposable inner_sub = null;
+            IDisposable outer_sub = source.Subscribe(on_outer);
+            return Disposable.Create(dispose);
+            // local methods
+            void on_outer(TSource value) {
+               lock (locker) {
+                  if (!is_disposed) {
+                     inner_sub?.Dispose();
+                     inner_sub = select_next(value)?.Subscribe(o.OnNext);
+                  }
+               }
+            }
+            void dispose() {
+               IDisposable temp_outer_sub = null, temp_inner_sub = null;
+               lock (locker) {
+                  is_disposed = true;
+                  temp_outer_sub = outer_sub;
+                  outer_sub = null;
+                  temp_inner_sub = inner_sub;
+                  inner_sub = null;
+               }
+               temp_outer_sub?.Dispose();
+               temp_inner_sub?.Dispose();
+            }
+         });
+
+      public static IObservable<T> StartWith<T>(this IObservable<T> source, Func<T> get_value) =>
+         Observable.Create<T>(o => {
+            o.OnNext(get_value());
+            return source.Subscribe(o);
+         });
+
+      public static IObservable<T> StartWith<T>(this IObservable<T> source, Func<T> get_value, Func<bool> can_get_value) =>
+         Observable.Create<T>(o => {
+            if (can_get_value())
+               o.OnNext(get_value());
+            return source.Subscribe(o);
+         });
+
+      public static IDisposable Subscribe<T>(this IObservable<T> source, params IObserver<T>[] observers) {
+         return source.Subscribe(on_next, on_error, on_completed);
+         // local methods
+         void on_next(T value) {
+            for (int i = 0; i < observers.Length; i++)
+               observers[i].OnNext(value);
+         }
+         void on_error(Exception error) {
+            for (int i = 0; i < observers.Length; i++)
+               observers[i].OnError(error);
+         }
+         void on_completed() {
+            for (int i = 0; i < observers.Length; i++)
+               observers[i].OnCompleted();
+         }
+      }
+
+      /// <summary>
+      /// An inner subscription is made for each value in the source sequence using the specified delegate (<paramref name="subscribe_value"/>).
+      /// When a new value arrives, the subscription for the previous value is disposed before <paramref name="subscribe_value"/> is invoked with the new value.
+      /// </summary>
+      /// <typeparam name="T">The type of elements in the source sequence.</typeparam>
+      /// <param name="source">A sequence of elements to invoke a subscribe function on.</param>
+      /// <param name="subscribe_value">A function used to subscribe each source element.</param>
+      /// <returns>An IDisposable object used to unsubscribe from the source sequence, and dispose the latest value subscription.</returns>
+      public static IDisposable SubscribeEach<T>(this IObservable<T> source, Func<T, IDisposable> subscribe_value) {
+         IDisposable value_sub = null;
+         IDisposable source_sub = source.Subscribe(on_source);
+         return Disposable.Create(dispose);
+         // local methods
+         void on_source(T value) {
+            Disposable.dispose(ref value_sub);
+            value_sub = subscribe_value(value);
+         }
+         void dispose() {
+            Disposable.dispose(ref source_sub);
+            Disposable.dispose(ref value_sub);
+         }
+      }
+
+      // was sick of this scenario: observable_source.Select(enumerable => enumerable.FirstOrDefault(where)).Where(val => val != null)
+      // with structs it was even more annoying because they can't be null
+      public static IObservable<TResult> TrySelect<T, TResult>(this IObservable<T> source, Func<T, (TResult result, bool success)> try_select) =>
+         source.Select(try_select).Where(ts => ts.success).Select(ts => ts.result);
+   }
+}
@@ -1,15 +0,0 @@
-namespace bts.utils {
-   // Mainly used as an optional override of nullable data arg.
-   //    Explanation: the 'with' method pattern typically interprets null args to mean "keep the existing value."
-   //    However, this makes it impossible for the caller to overwrite an existing value with null.
-   //    This struct is designed (or at least was originally) to address this use-case.
-   //    It is analagous to escape chars.
-   readonly struct OptionalNullable<T> where T : struct {
-      public OptionalNullable(T? value) => this.value = value;
-
-      public T? value { get; }
-
-      public static implicit operator OptionalNullable<T>(T? value) =>
-         new OptionalNullable<T>(value);
-   }
-}
@@ -1 +1 @@
-set(sources files/cert_secure_logon.txt;files/futures.coconut.xz;files/onixs_ice/ConnectivityConfiguration.APITest.xml;files/onixs_ice/ConnectivityConfiguration.PerfTest.xml;files/onixs_ice/ConnectivityConfiguration.Production.xml;files/perf_trace/compiled.css;files/perf_trace/index.html;files/perf_trace/jquery-3.3.1.min.js;files/perf_trace/main.js;files/perf_trace/perf_log.sql;files/perf_trace/perf_trace_analysis.sql;files/perf_trace/plotly-latest.min.js)
+set(sources files/audit_ilink3.py;files/audit_upload.sh;files/audit_uploader.py;files/cert_secure_logon.txt;files/example.conf;files/futures.coconut.xz;files/onixs_ice/ConnectivityConfiguration.APITest.xml;files/onixs_ice/ConnectivityConfiguration.APITest.xml.orig;files/onixs_ice/ConnectivityConfiguration.PerfTest.xml;files/onixs_ice/ConnectivityConfiguration.Production.xml;files/perf_trace/compiled.css;files/perf_trace/index.html;files/perf_trace/jquery-3.3.1.min.js;files/perf_trace/main.js;files/perf_trace/perf_log.sql;files/perf_trace/perf_trace_analysis.sql;files/perf_trace/plotly-latest.min.js)
@@ -0,0 +1,405 @@
+import json
+import csv
+import datetime, time
+import argparse, os
+
+
+def valid_file(f):
+    if not os.path.exists(f):
+        # Argparse uses the ArgumentTypeError to give a rejection message like:
+        # error: argument input: x does not exist
+        raise argparse.ArgumentTypeError("{0} does not exist".format(f))
+    return f
+
+def valid_date(s):
+    try:
+        return datetime.datetime.strptime(s, "%Y%m%d")
+    except ValueError:
+        raise argparse.ArgumentTypeError("Not a valid date: '{0}'.".format(s))
+
+def print_headers():
+    # From https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+3+-+Minimum+Acceptable+Audit+Trail+Elements+-+Data+Definitions+and+Validation+Rules
+    line_to_write = "Sending Timestamps,Message Direction,Operator ID,Session ID,Manual Order Indicator,Message Type,Instrument,Order Flow ID,\
+CME Globex Order ID,Client Order ID,Order Request ID,Buy/Sell Indicator,Quantity,Limit Price,Stop Price,Order Type,Order Qualifier,IFM Flag,\
+Display Quantity,Minimum Quantity,Country of Origin,Fill Price,Fill Quantity,Cumulative Quantity,Remaining Quantity,Aggressor Flag,Source of Cancellation,\
+Reject Reason,CME Globex Message ID,Cross ID,Quote Request ID,Message Quote ID,Quote Set ID,Quote Entry ID,Bid Price,Bid Size,Offer Price,Offer Size,\
+Processed Entries,Party Details List Request ID,ListUpdateAction,Self-Matching Prevention ID,Self-Match Prevention Instr,Customer Type Indicator,\
+AvgPxGroupID,Average Px Ind,CmtaGiveUpCD,Origin,Clearing Trade Price Type,Customer Handling Instr,Executing Firm ID,Account Number,Take Up Firm,Take up Account"
+
+    with open (args.output_file, 'w') as the_file:
+                    the_file.write(line_to_write)
+                    the_file.write("\n")
+
+def set_blanks():
+    return ""
+
+def get_value(json_key):
+    prices = ["Price", "LastPx", "StopPx"]
+    if json_key in json_data:
+        if json_key in prices:
+            x = json_data[json_key]
+            return x['mantissa']/100000000000
+        else:
+            return json_data[json_key]
+    else:
+        return ""
+
+
+# Column 1  - Sending Timestamps
+def SendingTimeEpoch(epochtime):   #1
+    #TIME = time.strftime('%Y%m%d-%H:%M:%S.{}'.format(epochtime/1000000000), time.gmtime(epochtime/1000000000))
+    TIME = datetime.datetime.fromtimestamp(int(epochtime) / 1e9).strftime('%Y%m%d-%H:%M:%S.%f')
+    return TIME
+
+# Column 2 - Message Direction
+def direction(whichway):
+    if whichway == '<':    
+        DIRECTION = "FROM CME"
+    else:                       
+        DIRECTION = "TO CME"     
+    return DIRECTION
+
+# Column 3 - Operator ID
+def SenderID(sender):
+    if "SenderID" in json_data:
+        SENDER = json_data["SenderID"] 
+        return SENDER
+    else:
+        return SESSIONID
+
+
+# Column 4 - Session ID
+
+# Column 5 - Manual Order Indicator
+def ManualOrderIndicator(manual):
+    if "ManualOrderIndicator" in json_data:
+        if manual == "Manual":
+            return "1"
+        else:
+            return "0"
+
+# Column 6 - Message Type
+def MessageType(msg_type,orderstatus):
+    if msg_type == "NewOrderSingle514":
+       return "D" 
+    elif msg_type == "ExecutionReportNew522":
+        return "8--0"
+    if "ExecutionReportTrade" in msg_type:
+        if orderstatus == "PartiallyFilled":
+            return "8--1"
+        else:
+            return "8--2"
+    elif msg_type == "ExecutionReportCancel534":
+        return "8--4"
+    elif msg_type == "ExecutionReportModify531":
+        return "8--5"
+    elif msg_type == "ExecutionReportCancel534":
+        return "8--H"
+    elif msg_type == "ExecutionReportReject523":
+        return "8--8"
+    elif msg_type == "OrderCancelReplaceReject536":
+        return "9--2"
+    elif msg_type == "OrderCancelReject535":
+        return "9--1"
+    elif msg_type == "PartyDetailsDefinitionRequest518":
+        return "CX"
+    elif msg_type == "PartyDetailsDefinitionRequestAck519":
+        return "CY"
+    elif msg_type == "OrderCancelRequest516":
+        return "F"
+    elif msg_type == "OrderCancelReplaceRequest515":
+        return "G"
+    
+    
+
+# Column 12 - Buy-Sell Indicator/Side
+def Side(indicator):
+    if "Side" in json_data:
+        if indicator == "Buy":
+            return "1"
+        else:
+            return "2"
+
+# Column 16 - Order Type/OrdType
+def OrdType(ordertype):
+    if "OrdType" in json_data:
+        if ordertype == "MarketWithProtection" or ordertype == "MarketwithProtection":
+            return "1"
+        elif ordertype == "Limit":
+            return "2"
+        elif ordertype == "StopWithProtection" or ordertype == "StopwithProtection":
+            return "3"
+        elif ordertype == "StopLimit":
+            return "4"
+        elif ordertype == "MarketLimit":
+            return "K"
+        else:
+            return ""
+
+# Column 17 - Order Qualifier/TimeInForce
+def TimeInForce(orderqual):
+    if "TimeInForce" in json_data:
+        if orderqual == "Day":
+            return "0"
+        elif orderqual == "GTC":
+            return "1"
+        elif orderqual == "FAK":
+            return "3"
+        elif orderqual == "GTD":
+            return "6"
+        else:
+            return ""
+
+# Column 18 IFM Flag/OFMOverride
+def OFMOverride(imfflag):
+    if "OFMOverride" in json_data:
+        if imfflag == "Enabled":
+            return "1"
+        else:
+            return "0"
+
+# Column 19 Display Quantity/DisplayQty
+def DisplayQty(qty):
+    if "DisplayQty" in json_data:
+        if str(qty) == "0":
+            return ""
+        elif str(qty) == "4294967295":
+            return ""
+        else:
+            return qty
+
+
+# Column 26 - Aggressor Flag/AggressorIndicator
+def AggressorIndicator(aggressor):
+    if "AggressorIndicator" in json_data:
+        if aggressor == "True":
+            return "1"
+        else:
+            return "0"
+
+# Column 27 - Source of Cancellation/ExecRestatementReason
+def ExecRestatementReason(sourcecancel):
+    if "ExecRestatementReason" in json_data:
+        if sourcecancel == "Exchange":
+            return "8"
+        elif sourcecancel == "CancelledNotBest":
+            return "9"
+        elif sourcecancel == "CancelOnDisconnect":
+            return "100"
+        elif sourcecancel == "CancelRestingDueToSelfMatchPrevention":
+            return "103"
+        elif sourcecancel == "CancelFromCMEGlobexCreditControlsViolation":
+            return "104"
+        elif sourcecancel == "CancelFromCMEOne":
+            return "105"
+        elif sourcecancel == "CancelFromRiskManagementAPI":
+            return "106"
+        elif sourcecancel == "CancelAggressingDueToSelfMatchPrevention":
+            return "107"
+        elif sourcecancel == "CancelDueToVolatilityQuoteOptionLessThanMinOrderSize":
+            return "108"
+        else:
+            return ""
+
+# Column 43 - Self-Match Prevention Instr/SelfMatchPreventionInstruction
+def SelfMatchPreventionInstruction(instr):
+    if "SelfMatchPreventionInstruction" in json_data:
+        if instr == "CancelOldest":
+            return "O"
+        elif instr == "CancelNewest":
+            return "N"
+        else:
+            return ""
+
+# Column 44 - Customer Type Indicator/CustOrderCapacity
+def CustOrderCapacity(custord):
+    if "CustOrderCapacity" in json_data:
+        if custord == "NULL_VALUE":
+            return ""
+        elif custord == "Membertradingfortheirownaccount":
+            return "1"
+        elif custord == "ClearingFirmtradingforitsproprietaryaccount":
+            return "2"
+        elif custord == "Membertradingforanothermember":
+            return "3"
+        else:
+            return "4" 
+
+# Column 46 - Average Px Ind/AvgPxInd
+def AvgPxInd(avgpxindicator):
+    if "AvgPxInd" in json_data:
+        if avgpxindicator == "NULL_VALUE":
+            return ""
+        else:
+            return avgpxindicator
+
+# Column 48 - Origin/ClearingAccountType
+def ClearingAccountType(accounttype):
+    if "ClearingAccountType" in json_data:
+        if accounttype == "Customer":
+            return "0"
+        elif accounttype == "Firm":
+            return "1"
+        else:
+            return ""
+
+# Column 49 - Clearing Trade Price Type/ClearingTradePriceType
+def ClearingTradePriceType(clrtrdprice):
+    if "ClearingTradePriceType" in json_data:
+        if clrtrdprice == "NULL_VALUE":
+            return "0"
+        else:
+            return "3"
+
+# Column 50 - Customer Handling Instr/CustOrderHandlingInst
+def CustOrderHandlingInst(custorderinst):
+    if "CustOrderHandlingInst" in json_data:
+        if custorderinst == "ClientElectronic":
+            return "C"
+        elif custorderinst == "TEST":
+            return "D"
+        else:
+            return ""
+
+# Column 51 and 52 - Getting the Firm and Account Number
+def partyid(partydetailid,column):
+    for x in partydetailid:
+        role = x['PartyDetailRole']
+        id = x['PartyDetailID']
+        if column == "51" and role == "ExecutingFirm":
+            return id
+        if column == "52" and role == "CustomerAccount":
+            return id
+
+
+parser = argparse.ArgumentParser()
+parser.add_argument("json_log", help="the json log[.gz] you wish to process", type=valid_file)
+parser.add_argument("output_file", help="the destination csv file you wish to write")
+parser.add_argument("-d", "--date", help="the date you wish to parse from the log, specified as YYYYmmdd",
+                    default=datetime.datetime.today().strftime("%Y%m%d"), type=valid_date)
+args = parser.parse_args()
+
+print_headers()
+
+list_types = ['NewOrderSingle514', 'OrderCancelReplaceRequest515', 'OrderCancelRequest516', 'PartyDetailsDefinitionRequest518', 'PartyDetailsDefinitionRequestAck519', \
+        'ExecutionReportNew522', 'ExecutionReportReject523', 'ExecutionReportTradeOutright525', 'ExecutionReportTradeSpread526', 'ExecutionReportTradeSpreadLeg527', \
+        'ExecutionReportModify531', 'ExecutionReportCancel534', 'OrderCancelReject535', 'OrderCancelReplaceReject536', ]
+
+# Note that the timedeltas specificed in trade_day_start and trade_day_end
+# are based on Chicago times; as such, this script should run on a machine
+# set to a Chicago timezone. A future impromovement would be to determine
+# the current machine's timezone and determine the appropriate offset
+# versus Chicago time, but for now we assume this will run on a Chicago
+# tz machine.
+input_as_datetime = args.date
+trade_day_start = input_as_datetime - datetime.timedelta(days=1) + datetime.timedelta(hours=16, minutes=30)
+trade_day_utc_start = time.gmtime((time.mktime(trade_day_start.timetuple())))
+trade_day_end = input_as_datetime + datetime.timedelta(hours=16)
+trade_day_utc_end = time.gmtime((time.mktime(trade_day_end.timetuple())))
+
+file_opener = None
+if args.json_log.endswith(".gz"):
+    import gzip
+    file_opener = gzip.open
+else:
+    file_opener = open
+
+
+#inputFile = open(fileInput) #open json file
+#outputFile = open(fileOutput, 'w') #load csv file
+# Get Session
+with file_opener(args.json_log) as json_file:
+    for line in json_file:
+        data = json.loads(line)
+        json_data = data['msg_json']
+        if "Session" in json_data:
+            SESSIONID = json_data["Session"]
+
+#inputFile = open(fileInput) #open json file
+#outputFile = open(fileOutput, 'w') #load csv file
+with file_opener(args.json_log) as json_file:
+    for line in json_file:
+        data = json.loads(line)
+        line_timestamp = time.strptime(data['time'], "%Y%m%d-%H:%M:%S.%f")
+        if trade_day_utc_start <= line_timestamp <= trade_day_utc_end:
+            json_data = data['msg_json']
+            NAME = json_data["Name"]
+            if NAME in list_types:
+                EXECUTING_FIRM_ID = ""
+                ACCOUNT_NUMBER = ""
+                DIRECTION = direction(data['direction'])
+                # Set Blanks
+                blank_json = {'QuoteReqID': '', 'QuoteID': '', 'QuoteSetID': '', 'QuoteEntryID': '', 'BidPx': '', 'BidSize': '', 'OfferPx': '', \
+                'OfferSize': '', 'NoProcessedEntries': '', 'ListUpdateAction': '', 'MinQty': '', 'AvgPxGroupID': '', \
+                'CmtaGiveUpCD': '', 'TAKE_UP_FIRM': '', 'TAKE_UP_ACCOUNT': '',}
+
+                # No Data Processing
+                straight_json = {'SecurityID': '', 'ClOrdID': '', 'OrderID': '', 'OrderRequestID': '', 'OrderQty': '', \
+                'Location': '', 'LastQty': '', 'CumQty': '', 'LeavesQty': '', 'Text': '', 'SideTradeID': '', 'CrossID': '', 'SelfMatchPreventionID': '', \
+                'Price': '', 'StopPx': '', 'LastPx': '', 'PartyDetailsListReqID': '', 'OrdStatus': ''}
+                        
+                # Processing Data
+                process_json = {'SendingTimeEpoch': '', 'ManualOrderIndicator': '', 'SenderID': '', 'Side': '', 'OrdType': '', 'TimeInForce': '', \
+                'OFMOverride': '', 'AggressorIndicator': '', 'ExecRestatementReason': '', 'SelfMatchPreventionInstruction': '', 'CustOrderCapacity': '', \
+                'AvgPxInd': '', 'ClearingAccountType': '', 'ClearingTradePriceType': '', 'CustOrderHandlingInst': '', 'DisplayQty': ''}
+                
+                for d in straight_json:
+                    test = get_value(d)
+                    if test != "None" or test != "":
+                        if "," in str(test):
+                            test = test.replace(",",";")
+                        if "4294967295" in str(test):
+                            test = ""
+                        if "us;" in str(test):
+                            test = test.upper()
+                        if d == "SelfMatchPreventionID" and len(str(test)) > 8:
+                            test = ""
+                        straight_json[d] = test
+                    else:
+                        straight_json[d] = ''
+                        
+                for d in process_json:
+                    if d in json_data:
+                        function = locals()[d]
+                        test = function(json_data[d])
+                        if test != "None":
+                            process_json[d] = test
+                        else:
+                            process_json[d] = ''
+                    elif d == "SenderID":
+                        function = locals()[d]
+                        test = function(SenderID)
+                        if test != "None":
+                            process_json[d] = test
+
+                # Party Message Fields
+                # Column 51 - Executing Firm ID
+                if "NoPartyDetails" in json_data:
+                    EXECUTING_FIRM_ID = partyid(json_data['NoPartyDetails'], "51")
+                    # Column 52 - Party Account Number
+                    ACCOUNT_NUMBER = partyid(json_data['NoPartyDetails'], "52")
+                
+                line_to_write = process_json['SendingTimeEpoch'] + "," + DIRECTION + "," + process_json['SenderID'] + "," + SESSIONID + "," + process_json['ManualOrderIndicator'] + "," + \
+                MessageType(NAME,straight_json['OrdStatus']) + "," + str(straight_json['SecurityID']) + "," + str(straight_json['ClOrdID']) + "," + str(straight_json['OrderID']) + "," + str(straight_json['ClOrdID']) + "," + \
+                str(straight_json['OrderRequestID']) + "," + process_json['Side'] + "," + str(straight_json['OrderQty']) + "," + str(straight_json['Price']) + "," + \
+                str(straight_json['StopPx'])  + "," + process_json['OrdType'] + "," + process_json['TimeInForce'] + "," + process_json['OFMOverride'] + "," + str(process_json['DisplayQty']) + "," + \
+                blank_json['MinQty'] + "," + straight_json['Location'] + "," + str(straight_json['LastPx']) + "," + str(straight_json['LastQty']) + "," + str(straight_json['CumQty']) + "," + \
+                str(straight_json['LeavesQty']) + "," + process_json['AggressorIndicator'] + "," + process_json['ExecRestatementReason'] + "," + str(straight_json['Text']) + "," + \
+                str(straight_json['SideTradeID']) + "," + str(straight_json['CrossID']) + "," + blank_json['QuoteReqID'] + "," + blank_json['QuoteID'] + "," + blank_json['QuoteSetID'] + "," + \
+                blank_json['QuoteEntryID'] + "," + blank_json['BidPx'] + "," + blank_json['BidSize'] + "," + blank_json['OfferPx'] + "," + blank_json['OfferSize'] + "," + \
+                blank_json['NoProcessedEntries'] + "," + str(straight_json['PartyDetailsListReqID']) + "," + blank_json['ListUpdateAction'] + "," + str(straight_json['SelfMatchPreventionID']) + "," + \
+                process_json['SelfMatchPreventionInstruction'] + "," + process_json['CustOrderCapacity'] + "," + blank_json['AvgPxGroupID'] + "," + process_json['AvgPxInd'] + "," + \
+                blank_json['CmtaGiveUpCD'] + "," + str(process_json['ClearingAccountType']) + "," + process_json['ClearingTradePriceType'] + "," + process_json['CustOrderHandlingInst'] + "," + \
+                EXECUTING_FIRM_ID + "," + str(ACCOUNT_NUMBER) + "," + blank_json['TAKE_UP_FIRM'] + "," + blank_json['TAKE_UP_ACCOUNT']
+
+                
+                #print(line_to_write)
+
+                with open (args.output_file, 'a') as the_file:
+                    the_file.write(line_to_write)
+                    the_file.write("\n")
+        
+
+
+
+ 
@@ -0,0 +1,73 @@
+#/bin/bash
+
+function help_and_exit()
+{
+  echo
+  echo Usage: $0 [option]... config_file
+  echo 
+  echo Can also be used in cron like the following
+  echo 40 16 * * 1-5 /usr/bin/docker exec spark_10000 bash /sparkbin/data_files/audit_upload.sh /sparkdata/data/audit_uploads/example.conf
+  echo example.conf included.  The location of the conf file should be relative to the docker container, not the host
+  echo
+  echo Options are as follows:
+  echo "     -d|--date YYYYMMDD              Example is 20180731"
+  echo "  Help: "
+  echo "     -h|--help                       Display this message."
+  echo
+  exit 1
+}
+
+DATE=$(date +%Y%m%d)
+ORIG_DIR=$(pwd)
+ERROR_LEVEL="0"
+
+while getopts "d:h" option; do
+    case $option in
+        d) DATE=$OPTARG ;;
+        h) help_and_exit;;
+        \?) echo "Invalid option: -$OPTARG" >&2;
+        exit 1;;
+    esac
+done
+
+shift $((OPTIND-1))
+
+CONFIG_FILE=$1
+
+declare -A conf_vars; while read line; do conf_vars[${line%=*}]=${line#*=}; done <$CONFIG_FILE
+
+SESSION_ID=${conf_vars[session_id]}
+FCM=${conf_vars[fcm]}
+CLIENT=${conf_vars[client]}
+
+cd /sparkbin/data_files
+
+for SESSION in $(ls /sparkdata/data/ilink3/); do
+   if [[ $SESSION == *$SESSION_ID* ]]; then
+      echo "Session is $SESSION"
+      SESSION_DAY=$(date +%Y-%m-%d)
+      if [[ $SESSION == "cme_"* ]]; then 
+         SESSION_DAY=$(date -d "$DATE -$(date -d $DATE +%u) days" +"%Y-%m-%d")
+         AUDIT_SCRIPT="audit_ilink3.py"
+      fi
+      echo $SESSION_DAY
+      if [[ ! -d  /sparkdata/data/ilink3/$SESSION/audit_logs ]]; then
+         mkdir -p /sparkdata/data/ilink3/$SESSION/audit_logs
+      fi
+      if [[ -d /sparkdata/data/ilink3/$SESSION/$SESSION_DAY ]]; then
+         echo "Starting the creation of the audit log" 
+         python $AUDIT_SCRIPT -d $DATE /sparkdata/data/ilink3/$SESSION/$SESSION_DAY/log /sparkdata/data/ilink3/$SESSION/audit_logs/"$FCM"_audit_"$SESSION"_"$DATE".csv
+      fi
+      if [[ ! -d /sparkdata/data/md_audit ]]; then
+         mkdir /sparkdata/data/md_audit
+      fi
+      if [[ -d /sparkdata/data/md_audit ]]; then
+         # Running the MD Audit csv generation
+         cd /sparkbin
+         ./sparkd adminreport md > /sparkdata/data/md_audit/"$FCM"_md_"$CLIENT"_"$DATE".csv
+         cd /sparkbin/data_files
+      fi
+      echo "Uploading to the (s)FTP Server"
+      python audit_uploader.py --config_file="$CONFIG_FILE" --datestamp $DATE --session="$SESSION" --client="$CLIENT" --fcm="$FCM" 
+   fi 
+done
@@ -0,0 +1,150 @@
+import getopt, sys, datetime
+import paramiko, ftplib
+
+#########################################################
+#                  Commandline Args                     #
+#########################################################
+
+def usage():
+    print "-------------------------------------------------------"
+    print "-Usage:                                               -"
+    print "-------------------------------------------------------"
+    print "-    --config_file= : Path to upload config file      -"
+    print "-                      -if no path is specified look  -"
+    print "-                       in the working directory.     -"    
+    print "-                                                     -"
+    print "-    --help         : Print this message              -"
+    print "-                                                     -"
+    print "-    --datestamp=   : Optional, defaults to today     -"
+    print "-                       -replaces *datestamp in the   -"
+    print "-                        the upload config file       -"
+    print "-                                                     -"
+    print "-    --fcm          : Optional, spark input           -"
+    print "-                                                     -"
+    print "-    --session      : Optional, spark jf session      -"
+    print "-------------------------------------------------------"
+
+fcm = ''
+session = ''
+
+try:
+   options, arguments = getopt.getopt(sys.argv[1:],"h",['config_file=', 'datestamp=', 'help', 'fcm=', 'client=', 'session='])
+except getopt.GetoptError, err:
+    print str(err)
+    usage()
+    sys.exit(2)
+
+for option, value in options:
+    if option in ("-h","--h","-help","--help"):
+        usage()
+        sys.exit()
+    elif option in ("-config_file","--config_file"):
+        config_file = value
+    elif option in ("-datestamp","--datestamp"):
+        datestamp = value
+    elif option in ("-fcm","--fcm"):
+        fcm = value
+    elif option in ("-client","--client"):
+        client = value
+    elif option in ("-session","--session"):
+        session = value
+
+for argument in arguments:
+    if argument in ("h", "help"):
+        usage()
+        sys.exit()
+    else:
+        print "Unrecognized commandline argument. Type help for usage."
+        sys.exit()
+
+if len(options) <= 0:
+    print "Requires a config file to run."
+    usage()
+    sys.exit()
+
+
+#########################################################
+#              Read Config Function                     #
+#########################################################
+
+def read_config_file(config_file, datestamp=datetime.datetime.today().strftime('%Y%m%d'), fcm=fcm, session=session):
+        '''
+        Parse our config file that gets passed in as a commandline parameter.
+        All config keys must be of the form key=value. White space is ignored.
+        All config keys must be seperated by a newline character.
+        Called during initialization.
+        '''
+        upload_config = {}
+        config_file = open(config_file, 'r')        
+        config_file = config_file.read()
+        for config in config_file.split("\n"):
+            if '=' in config:
+                cleaned_key = config.split('=')[0].strip().upper()
+                cleaned_value = config.split('=')[1].strip()
+                if '*datestamp*' in cleaned_value:
+                    cleaned_value = cleaned_value.replace('*datestamp*',datestamp)
+                if '*fcm*' in cleaned_value:
+                    cleaned_value = cleaned_value.replace('*fcm*',fcm)
+                if '*client*' in cleaned_value:
+                    cleaned_value = cleaned_value.replace('*client*',client)
+                if '*session*' in cleaned_value:
+                    cleaned_value = cleaned_value.replace('*session*',session)                    
+                upload_config[cleaned_key] = cleaned_value
+            else:
+                pass
+        return upload_config   
+
+#########################################################
+#             FTP File Transfer Function                #
+#########################################################
+def putfile_ftp(file, put_path, site, user, password, port=21, verbose=True):
+    if verbose: print 'Uploading', file
+    local = open(file, 'rb')    
+    remote = ftplib.FTP(site)   
+    remote.login(user, password)         
+    remote.storbinary(put_path, local, 1024)
+    remote.quit()
+    local.close()
+    if verbose: print 'Upload done.'
+
+#########################################################
+#            SFTP File Transfer Function                #
+#########################################################
+def putfile_sftp(file, put_path, site, username, password, port=22, verbose=True):
+    transport = paramiko.Transport((site, port))
+    transport.connect(username = username, password = password)
+    sftp = paramiko.SFTPClient.from_transport(transport)
+    sftp.put(file, put_path)
+    sftp.close()
+    transport.close()
+
+
+#########################################################
+#                       Main                            #
+#########################################################
+#if datestamp != None:
+#    upload_config = read_config_file(config_file, datestamp)
+#else:
+#    upload_config = read_config_file(config_file)
+
+try:
+    datestamp
+except NameError:
+    upload_config = read_config_file(config_file)
+else:
+    upload_config = read_config_file(config_file, datestamp)
+
+
+
+print upload_config
+
+if upload_config["PROTOCOL_PUT"] in ['FTP','ftp']:
+    print "Protocol = FTP"
+    putfile_ftp(upload_config["GET_ILINK3_FILE_PATH"] + upload_config["GET_ILINK3_FILE_NAME"], upload_config["PUT_ILINK3_FILE_PATH"] + upload_config["PUT_ILINK3_FILE_NAME"], upload_config["PUT_HOST"], upload_config["USERNAME_PUT"], upload_config["PASSWORD_PUT"], upload_config["PORT_PUT"] )
+    putfile_ftp(upload_config["GET_MD_FILE_PATH"] + upload_config["GET_MD_FILE_NAME"], upload_config["PUT_MD_FILE_PATH"] + upload_config["PUT_MD_FILE_NAME"], upload_config["PUT_HOST"], upload_config["USERNAME_PUT"], upload_config["PASSWORD_PUT"], upload_config["PORT_PUT"] )
+elif upload_config["PROTOCOL_PUT"] in ['SFTP','sftp']:
+    print "Protocol = SFTP"
+    putfile_sftp(upload_config["GET_ILINK3_FILE_PATH"] + upload_config["GET_ILINK3_FILE_NAME"], upload_config["PUT_ILINK3_FILE_PATH"] + upload_config["PUT_ILINK3_FILE_NAME"], upload_config["PUT_HOST"], upload_config["USERNAME_PUT"], upload_config["PASSWORD_PUT"], int(upload_config["PORT_PUT"]) )
+    putfile_sftp(upload_config["GET_MD_FILE_PATH"] + upload_config["GET_MD_FILE_NAME"], upload_config["PUT_MD_FILE_PATH"] + upload_config["PUT_MD_FILE_NAME"], upload_config["PUT_HOST"], upload_config["USERNAME_PUT"], upload_config["PASSWORD_PUT"], int(upload_config["PORT_PUT"]) )
+
+
@@ -1,12 +1,19 @@
-Session ID           Access ID                      Secret Key                                         Creation Date        Expiration Date      Environment          
-
-M4D                  lLtjH74y1Kh5XUJTLyH2           f1K_tROQp2lTIplVp34WxKa7xDUgfFnIteolfik061o        2019-09-03           2020-09-03           CERT                 
-
-MC1                  VEMlkDuLz74OVHSuacQB           IuHyYT3b-9KUo3WsuXykt-fXsjzp7L-JOrdCSQZLNl0        2019-09-03           2020-09-03           CERT                 
-
-MC5                  77lzSUwPLlM9obaXh2mK           z6aA9qfASDKfZkYTVKFqJd-78i0HZ2Q9ec3CKCYIqHg        2019-09-03           2020-09-03           CERT                 
-
-MC7                  RphzI3rn71oGUEiYnX9e           y6OvvPPyoyj2S8YAnE1gFduXT8v29HIMjO5EngYxSNg        2019-09-03           2020-09-03           CERT                 
-
-MC8                  PYBIm2TI9gFPIxmHbuYl           6o-ZolGH2DdeQOlGtJ5Zqoh_kg7VdbxkmjeOHmigKwU        2019-09-03           2020-09-03           CERT                 
-
+Session ID           Access ID                      Secret Key                                         Creation Date        Expiration Date      Environment          
+
+M4D                  lLtjH74y1Kh5XUJTLyH2           f1K_tROQp2lTIplVp34WxKa7xDUgfFnIteolfik061o        2019-09-03           2020-09-03           CERT                 
+
+MC1                  VEMlkDuLz74OVHSuacQB           IuHyYT3b-9KUo3WsuXykt-fXsjzp7L-JOrdCSQZLNl0        2019-09-03           2020-09-03           CERT                 
+
+MC5                  77lzSUwPLlM9obaXh2mK           z6aA9qfASDKfZkYTVKFqJd-78i0HZ2Q9ec3CKCYIqHg        2019-09-03           2020-09-03           CERT                 
+
+MC7                  RphzI3rn71oGUEiYnX9e           y6OvvPPyoyj2S8YAnE1gFduXT8v29HIMjO5EngYxSNg        2019-09-03           2020-09-03           CERT                 
+
+MC8                  PYBIm2TI9gFPIxmHbuYl           6o-ZolGH2DdeQOlGtJ5Zqoh_kg7VdbxkmjeOHmigKwU        2019-09-03           2020-09-03           CERT                 
+
+NGG                  RYcigz3bSLIIBBF2A2Hq           qB1dm9VkTKeXcdQpFzla8B3_jwTgya_-Fk5iyEJvr2E        2020-06-15           2021-06-15           NEWRELEASE           
+
+NGF                  o4OTmmTLQ7Lv4g6bCm26           HbD3FneMyb9Fu-FkCDLscCczHqFcFE2PyWv978RXGyA        2019-12-20           2020-12-20           NEWRELEASE           
+
+UZE                  EeFdZ1FPepk6U4k3xBZA           2LjEtdLvBLLB1QuDJ4KiJW6M4dF6IHWd_UKmo7p3_Us        2020-06-24           2021-06-24           NEWRELEASE           
+
+VAE                  Y8iqatTewuoHX16gghw8           FNcCB3Ks1qleS56quYzH4V7zAu78YY2bCdLRi9tmU9E        2020-06-24           2021-06-24           NEWRELEASE           
@@ -0,0 +1,16 @@
+fcm=FCM
+client=NAME
+session_id=ses
+put_host=ftpc.example.com
+port_put=2222
+username_put=user
+password_put=password
+protocol_put=sftp
+get_ilink3_file_path=/sparkdata/data/ilink3/*session*/audit_logs/
+put_ilink3_file_path=/
+get_ilink3_file_name=*fcm*_audit_*session*_*datestamp*.csv
+put_ilink3_file_name=*fcm*_audit_*session*_*datestamp*.csv
+get_md_file_path=/sparkdata/data/md_audit/
+put_md_file_path=/
+get_md_file_name=*fcm*_md_*client*_*datestamp*.csv
+put_md_file_name=*fcm*_md_*client*_*datestamp*.csv
@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MarketDataService.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/AlgoTypes.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/Product.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/service/MarketDataServiceServer.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cLine truncated
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MarketDataService.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/AlgoTypes.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/Product.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/service/MarketDataServiceServer.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cLine truncated
@@ -319,7 +319,7 @@ if __name__ == "__main__":

    if DEBUG: 
        for f in response.file:
-            print f.content
+            print (f.content)
    else:
        output = response.SerializeToString()
        sys.stdout.write(output)
@@ -292,22 +292,6 @@ const BTSAccount* AdminServiceUtils::find_account (const AdminData& data,
         return account_ptr;
   return nullptr;
 }
-SecurityRiskLimitUnit const* AdminServiceUtils::get_sec_limit (
-                                                   const AdminData& data,
-                                                   uint32_t account_id,
-                                                   uint32_t sec_key){
-   const BTSAccount* acct_ptr = find_account(data, account_id,false);
-   if(acct_ptr != nullptr){
-      if(acct_ptr->has_proprietary_risk_limits()){
-         const auto& prop_limits = acct_ptr->proprietary_risk_limits();
-         for (const auto& l : prop_limits.security_limits()){
-            if(l.security_key() == sec_key)
-               return &l;
-         }
-      }
-   }
-   return nullptr;
-}
 std::vector<const BTSAccount*> AdminServiceUtils::accounts (
                                                      const AdminData& data,
                                                      bool include_deleted){
@@ -596,7 +580,9 @@ bts::api::orderman::RoutingRecord AdminServiceUtils::get_routing_record(const bt
     rv.set_session(conn_ptr->name());
     rv.set_operator_id(cme_user_data->operator_id());
     rv.set_location(cme_user_data->location());
+
     rv.set_smp_id(cme_user_data->smp_id());
+
     if (cme_user_data->smp_instruction()== "O")
        rv.set_smp_instruction(api::orderman::SelfMatchPreventionInstruction::SELF_MATCH_PREVENTION_INSTRUCTION_CANCEL_RESTING);
     else if (cme_user_data->smp_instruction()== "N")
@@ -710,26 +696,7 @@ void AdminServiceUtils::update_account(bts::api::admin::AdminData& admin_data,
   validate_account_update (admin_data, updated_account, result);
   if (result.is_success()){
      bts::api::admin::BTSAccount* account_ptr = find_account(admin_data, updated_account.id());
-      // prop_limits are not overwritten when the account is updated
-      // from the risk portal
-      const ProprietaryRiskLimits prop_limits = account_ptr->proprietary_risk_limits();
      account_ptr->CopyFrom(updated_account);
-      account_ptr->mutable_proprietary_risk_limits()->CopyFrom(prop_limits);
-   }
-}
-void AdminServiceUtils::update_proprietary_risk(
-                           AdminData& data,
-                           const ProprietaryRiskLimitsAPIArgument& arg,
-                           AdminServiceOperationResult& result){
-   BTSAccount* acct_ptr = find_account(data,arg.account_id());
-   if(acct_ptr == nullptr){
-      result.set_is_success(false);
-      result.set_error_text("Could not find account id");
-      return;
-   }
-   else{
-      result.set_is_success(true);
-      acct_ptr->mutable_proprietary_risk_limits()->CopyFrom(arg.proprietary_risk_limits());
   }
 }
 void AdminServiceUtils::delete_account (bts::api::admin::AdminData& admin_data,
@@ -83,9 +83,6 @@ public:
   static const BTSAccount* find_account (const AdminData& data,
                                          uint32_t id,
                                          bool include_deleted=false);
-   static SecurityRiskLimitUnit const*  get_sec_limit (const AdminData& data,
-                                                      uint32_t account_id,
-                                                      uint32_t sec_key);
   // this function is an indirection layer for account access
   // so deletions are dealt in a more deliberate manner
   static std::vector<const BTSAccount*> accounts (const AdminData& data,
@@ -145,10 +142,6 @@ public:
   static void update_account(AdminData& data,
                              const BTSAccount& updated_account,
                              AdminServiceOperationResult& result);
-   static void update_proprietary_risk(
-                           AdminData& data,
-                           const ProprietaryRiskLimitsAPIArgument& arg,
-                           AdminServiceOperationResult& result);
   static void delete_account (AdminData& admin_data,
                               const IDAPIArgument& id,
                               AdminServiceOperationResult& result);
@@ -81,9 +81,9 @@ void PositionUtilities::apply_fill (PositionEntry& pos,
                                    const Fill& f,
                                    bool is_add){
   // strip legs are not applied to positions
-   // if(f.fill_kind() == Fill::FILL_KIND_STRIP_LEG ||
-   //    f.fill_kind() == Fill::FILL_KIND_SOD_STRIP_LEG)
-   //    return;
+   if(f.fill_kind() == Fill::FILL_KIND_STRIP_LEG ||
+      f.fill_kind() == Fill::FILL_KIND_SOD_STRIP_LEG)
+      return;
   PositionUtilities::apply_fill(pos,
                                 f.side(),
                                 f.last_price(),
@@ -113,13 +113,6 @@ void PositionUtilities::total_position(const PositionUnit& p,
                p.admin_day().short_pos() + p.admin_sod().short_pos();
 }

-void PositionUtilities::day_position(const PositionUnit& p,
-                                     uint32_t& total_long,
-                                     uint32_t& total_short){
-   total_long = p.day().long_pos() + p.admin_day().long_pos();
-   total_short = p.day().short_pos() + p.admin_day().short_pos();
-}
-
 PositionEntry PositionUtilities::add_positions (
                                 const std::vector<PositionEntry const*>& v){
   double long_pos = 0, long_price = 0, short_pos = 0, short_price = 0;
@@ -39,10 +39,6 @@ public:
                              uint32_t& total_long,
                              uint32_t& total_short);

-   static void day_position(const bts::api::position::PositionUnit& p,
-                            uint32_t& total_long,
-                            uint32_t& total_short);
-
   static bts::api::position::PositionEntry add_positions (
       const std::vector<bts::api::position::PositionEntry const*>& v);
   
@@ -7,31 +7,6 @@ import "lib/api/apicore.proto";
 import "lib/domain_model/Security.proto";
 import "lib/api/services/OrderService.proto";

-/************************************************************************/
-/********************************DJ prop*********************************/
-/************************************************************************/
-
-message SecurityRiskLimitUnit{
-   uint32 security_key = 10;
-   bool enforce_net_pos_limits = 20;
-   uint32 net_long_position_limit = 30;
-   uint32 net_short_position_limit = 40;
-   bool enforce_clip_limits = 50;
-   uint32 clip_size = 60;
-   bool enforce_price_bands = 70;
-   double min_sell_price = 80;
-   double max_buy_price = 90;
-}
-
-message ProprietaryRiskLimits{
-   repeated SecurityRiskLimitUnit security_limits = 10;
-}
-
-message ProprietaryRiskLimitsAPIArgument{
-   uint32 account_id = 10;   
-   ProprietaryRiskLimits proprietary_risk_limits = 20;
-}
-
 /************************************************************************/
 /********************************Gen (temp)******************************/
 /************************************************************************/
@@ -177,7 +152,6 @@ message BTSAccount{
   // extra parameters for risk enforcement
   RiskLimitEnforcement risk_limit_enforcement=120;
   AccountLossLimit account_loss_limit = 130;
-   ProprietaryRiskLimits proprietary_risk_limits = 1000;
 }

 message RiskLimitEnforcement{
@@ -523,6 +497,4 @@ service AdminService {
   rpc md_entitlement_data(bts.api.VoidMessage) returns (stream MDEntitlementReportUnit);
   // misc
   rpc md_permissions_data(bts.api.VoidMessage) returns (stream UserSymbolMDPermissionUnit);
-   // prop sec limits
-   rpc update_proprietary_risk_limits (ProprietaryRiskLimitsAPIArgument) returns (AdminServiceOperationResult);
 }
@@ -386,7 +386,9 @@ message NativeOrderState {
  RoutingRecord routing_record = 5;
  NativeOrderType native_type = 6;
  string last_transact_time = 7;
+  uint64 last_transact_time_unix_ns = 9;
  double stop_px = 8;
+  uint64 exchange_order_id_u64 = 10;
 }

 // Custom order states
@@ -455,7 +457,8 @@ enum TimeInForce {
  TIME_IN_FORCE_UNDEFINED = 0;
  TIME_IN_FORCE_DAY = 48;
  TIME_IN_FORCE_GTC = 49;
-  TIME_IN_FORCE_IOC = 51;
+  TIME_IN_FORCE_IOC = 51; // FAK
+  TIME_IN_FORCE_DATE = 52;
 }

 enum ManualOrderIndicator {
@@ -45,6 +45,12 @@ CMEOptions {
    }
 }

+ICEPublisherOptions {
+   value { 
+      network_interface: "eth1"
+   }
+}
+
 #to make this work in dev clone the operations repo
 #go here: c:\\code\\bts\\operations\\ice\\ICE_iMpactMulticastFeed_GettingStarted-1_1_36\\bin\\easyTunnel>
 #modify the easyTunnelProxy.properties file to replace 
@@ -58,7 +58,6 @@ message MultiThreadedWindows {
   optional bool algo_studio = 6 [default = true];
   optional bool ladder = 7 [default = true];
   optional bool synthetic_management = 8 [default = true];
-   optional bool risk_management = 10 [default = false];
 }

 message LadderKnobs {
@@ -9,9 +9,9 @@ message JetFIX {
    enum JetFIXPlatform {
 	   GLBX = 1;
 	   CBOE = 6;
-      SIM = 2;
-      ICE = 3;
-      SIMICE = 4;
+           SIM = 2;
+           ICE = 3;
+           SIMICE = 4;
    }
    optional JetFIXPlatform platform = 15                       [default = GLBX];
    
@@ -87,6 +87,7 @@ message JetFIX {

    optional uint32 max_connection_attempts = 346               [default=10];
    optional bool auto_fix_seq_num = 347                        [default=false];
+    optional bool use_ilink3       = 348                        [default=false] ;
   }

  repeated Connection connection = 10;
@@ -116,4 +117,4 @@ message CMECannedSecureLogon {
 "MC8                  AbEEtBn63WIAuItPDz1c           n3ndjYb03Hx6wBO3me35HoONyDgO5TZKWk0tDSaX9KA        2018-04-05           2019-04-05           CERT                 \n"
 "T39                  UWggBgHWAe07aqW3ps2I           tbb3it0rUQSSTa0TC9QcRwkrHEMDLWhaJH4VQ0FqGB4        2018-04-05           2019-04-05           NEWRELEASE           \n"
 					  ];
-}
+}
@@ -219,32 +219,13 @@ inline bool test_price_equality(double price_1, double price_2) {
 // ice specialization /////////////////////////////////////////////////////////
 ///////////////////////////////////////////////////////////////////////////////

-// TODO, move this to its own file
-
-static const uint32_t days_in_month[] = {31,28,31,30,31,30,31,31,30,31,30,31};
-
-inline Quantity from_exchange_qty (Quantity exchange_qty,
-                                   const bts::api::Security& sec){
-   return Quantity(exchange_qty.value()/sec.ice().exchange_qty_mult());
-}
-
-inline Quantity to_exchange_qty (Quantity internal_qty,
-                                   const bts::api::Security& sec){
-   return Quantity(internal_qty.value()*sec.ice().exchange_qty_mult());
-}
-
-inline bool is_spread(const bts::api::Security& sec){
-   return sec.has_ice() && sec.has_spread() && 
-          sec.ice().strip_name().find("/") != std::string::npos;
+inline bool is_ice_spread(const bts::api::ICEExchangeData& ice_data){
+   const auto& strip = ice_data.strip_name();
+   return strip.find("/") != std::string::npos;
 }

 inline bool is_strip(const bts::api::Security& sec){
-   auto rv = sec.has_ice() && sec.has_spread() && 
-             !is_spread(sec);
-   if(rv != sec.ice().is_strip())
-      LOG(OrderMan, Error, "Sec:{} is_strip incorrect, expected:{}",
-                           sec.id(),rv);
-   return rv;             
+   return sec.has_ice() && sec.has_spread() &&  !is_ice_spread(sec.ice());
 }

 inline bool is_spread_of_strips(const bts::api::Security& sec){
@@ -258,92 +239,5 @@ inline bool is_spread_of_strips(const bts::api::Security& sec){
   return false;
 }

-inline bool is_strip_with_no_leg_fills(const bts::api::Security& sec){
-   return sec.has_ice() &&
-          sec.symbol() == "HHD" &&
-          is_strip(sec);
-}
-
-inline bool is_daily_contract(const api::Security& s){
-   return s.symbol() == "HHD";
-}
-
-inline bool is_tas(const api::Security& s){
-   return s.has_ice() && 
-          s.ice().market_description().find("TAS") != std::string::npos;
-}
-
-// risk qty is the qty used for risk purposes for 
-// 1 lot of this security.
-// daily futures and ice lots are considered 1,
-// other futures (HNG,HIS,HEN etc) are the days
-// in the month
-inline uint32_t get_fut_risk_qty(const api::Security& s){
-   bts_assert(s.has_future());
-   bts_assert(s.has_ice());
-   if(is_daily_contract(s))
-      return 1;
-   else if(s.ice().is_ice_lots())
-      return 1;
-   else{
-      auto mm = s.future().expiration_month();
-      if(mm <=11)
-         return days_in_month[mm];
-      else{
-         LOG(persist, Error, "Illegal month:{} for sec:{}",
-                              mm, s.id());
-         // TODO
-         // Jan is showing as 12 sometimes
-         return 31;
-      }
-   }
-}
-
-inline uint32_t get_spread_direct_risk_qty(const api::Security& s){
-   bts_assert(s.has_spread());
-   bts_assert(s.has_ice());
-   if(s.ice().is_ice_lots())
-      return 1;
-   else
-      return 30;
-}
-
-inline uint32_t get_risk_qty (const api::Security& s){
-   if(s.has_future())
-      return get_fut_risk_qty(s);
-   else if (s.has_spread())
-      return get_spread_direct_risk_qty(s);
-   else{
-      bts_assert(false);
-      return 0.0;
-   }
-}
-
-inline void get_parent_child_relationships(
-                     const std::map<uint32_t, api::Security const*>& sec_map,
-                     std::map<uint32_t, api::Security const*>& out_res){
-   auto find_master_future = 
-      [&](const api::Security& child_f) -> api::Security const* {
-         for (const auto& kp : sec_map){
-            const auto& f = *kp.second;
-            if(f.has_ice() && 
-               f.has_future() &&
-               !f.ice().is_ice_lots() &&
-               !is_tas(f) &&
-               f.symbol() == child_f.symbol() &&
-               f.future().expiration_year() == child_f.future().expiration_year() &&
-               f.future().expiration_month() == child_f.future().expiration_month() &&
-               f.future().expiration_day() == child_f.future().expiration_day())
-               return &f;
-         }
-         return nullptr;
-      };
-   for (const auto& kp : sec_map){
-      const auto& f = *kp.second;
-      if(f.has_ice() && f.has_future() && f.ice().is_ice_lots())
-         out_res[kp.first] = find_master_future(f);
-   }
-}
-
 } // namespace securities
 } // namespace bts
@@ -116,9 +116,6 @@ message ICEExchangeData {
   string strip_name = 140;
   string mic_code = 150;
   bool is_strip = 160;
-   bool is_ice_lots = 170;
-   // for example 2500 for HNG, this is the qty the exchange needs to see
-   uint32 exchange_qty_mult = 180;   
 }

 message FutureContract {
@@ -52,7 +52,7 @@ class FIXEncodingStream {
      auto msg_offset = _buffer.size();

      _current_msg = FIXFragment(_buffer);
-      _begin_string_bm = _current_msg.add<fix::BeginString>("FIX.4.2");
+      _begin_string_bm = _current_msg.add<fix::BeginString>(std::string_view {"FIX.4.2"});
      _body_length_bm = _current_msg.add<fix::BodyLength>(0, 6);

      char mt_encoding[4];
@@ -85,6 +85,7 @@ typedef StringField<307> UnderlyingSecurityDesc;
 typedef StringField<336> TradingSessionID;
 typedef StringField<35> MsgType;
 typedef StringField<37> OrderID;
+typedef BigIntField<37> OrderIDu64;
 typedef StringField<41> OrigClOrdID;
 typedef StringField<440> ClearingAccount;
 typedef StringField<48> SecurityID;
@@ -2,6 +2,8 @@

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

+
+#if __cplusplus >= 201703L
+   static uint32_t max_value_size (std::string_view const&str) {return str.size ();}
+   static std::pair<uint32_t,uint32_t> write (char*buffer,std::string_view const &str)
+   {return write (buffer,str.data (),str.size ());}
+#endif
+
   static std::pair<uint32_t,uint32_t> write (char*buffer,const char*str,uint32_t sz)
   {
      memcpy (buffer,str,sz);
@@ -23,9 +23,9 @@ SocketConnection::SocketConnection(bts::config::JetFIX::Connection const &cfg,
    : _fd(-1), _cfg(cfg), _log(cfg.log_fix_stream()), _in_log(), _out_log(),
      _perf_log(perf_log) {
   if (_log) {
-      _in_log.open(std::string("/tmp/fix_raw_read_log_") + session_name(cfg),
+      _in_log.open(std::string("/tmp/fix_raw_read_log_") + session_name(cfg).as_string,
                   std::ios_base::app);
-      _out_log.open(std::string("/tmp/fix_raw_write_log_") + session_name(cfg),
+      _out_log.open(std::string("/tmp/fix_raw_write_log_") + session_name(cfg).as_string,
                    std::ios_base::app);
   }
 }
@@ -788,7 +788,7 @@ OutFIXPtr make_logon(uint32_t seq_num, uint32_t last_seq_num_processed,
   {
      std::string sender_comp_id = session_cfg.sender_subid();
      buffer.add<ICEApplicationSystemName>(sender_comp_id);
-      buffer.add<ICEApplicationSystemVersion>("1.0");
+      buffer.add<ICEApplicationSystemVersion>(std::string_view{"1.0"});
      buffer.add<ICEApplicationSystemVendor>(sender_comp_id);      
      
      buffer.add<UserName>(session_cfg.user_name());      
@@ -797,19 +797,18 @@ OutFIXPtr make_logon(uint32_t seq_num, uint32_t last_seq_num_processed,
      buffer.add<EncryptMethod>(0);
      buffer.add<ICEStrategyPreference>(1);
      buffer.add<ICETimeStampPreference>(1);
-   }
-   else
-   {
-      buffer.add<ApplicationSystemName>(application);
-      buffer.add<ApplicationSystemVersion>("1.0");
-      buffer.add<ApplicationSystemVendor>("BTS");
+   } else {
+      buffer.add<ApplicationSystemName>(std::string_view{application});
+      buffer.add<ApplicationSystemVersion>(std::string_view{"1.0"});
+      buffer.add<ApplicationSystemVendor>(std::string_view{"BTS"});

      if (session_cfg.has_trading_session_id()) {
         buffer.add<fix::NoTradingSessions>(1);
         buffer.add<fix::TradingSessionID>(session_cfg.trading_session_id());
      }
      if (session_cfg.has_udf_support_indicator())
-         buffer.add<fix::UDFSupportIndicator>(session_cfg.udf_support_indicator());
+         buffer.add<fix::UDFSupportIndicator>(
+             session_cfg.udf_support_indicator());

      if (session_cfg.use_cme_secure_logon()) {
         bts_assert(session_cfg.sender_compid().size() >= 3);
@@ -820,25 +819,24 @@ OutFIXPtr make_logon(uint32_t seq_num, uint32_t last_seq_num_processed,
         std::string last_seq_num_str(9, ' ');
         i32_toa(last_seq_num_processed, &last_seq_num_str[0], 9);
         auto ld = glbx::calculate_hmac(
-            session_id, seq_num_str, session_cfg.sender_compid(),
-            session_cfg.sender_subid(), time_str, session_cfg.target_subid(),
-            std::to_string(session_cfg.seconds_between_hbs()),
-            session_cfg.sender_locationid(), last_seq_num_str, application, "1.0",
-            "BTS");
-   #ifndef BTS_EDGE
-         LOG(Jetfix, Info, "Canonical string for secure logon: {}", ld.canonical);
-   #endif
+             session_id, seq_num_str, session_cfg.sender_compid(),
+             session_cfg.sender_subid(), time_str, session_cfg.target_subid(),
+             std::to_string(session_cfg.seconds_between_hbs()),
+             session_cfg.sender_locationid(), last_seq_num_str, application,
+             "1.0", "BTS");
+#ifndef BTS_EDGE
+         LOG(Jetfix, Info, "Canonical string for secure logon: {}",
+             ld.canonical);
+#endif
         buffer.add<EncodedTextLen>(ld.access_key.size());
         buffer.add<EncodedText>(ld.access_key);
-         buffer.add<EncryptedPasswordMethod>("CME-1-SHA-256");
+         buffer.add<EncryptedPasswordMethod>(std::string_view{"CME-1-SHA-256"});
         buffer.add<EncryptedPasswordLen>(ld.signature.size());
         buffer.add<EncryptedPassword>(ld.signature);
-      } 
-      else 
-      {
+      } else {
         buffer.add<RawDataLength>(session_cfg.raw_data().size());
         buffer.add<RawData>(session_cfg.raw_data());
-         if(session_cfg.user_name() != "")
+         if (session_cfg.user_name() != "")
            buffer.add<UserName>(session_cfg.user_name());
      }
   }
@@ -185,7 +185,7 @@ void load_seq_nums(std::string const &path, uint32_t *last_seq_num,
 FIXFileStore::FIXFileStore(config::JetFIX::Connection const &cfg,
                           std::string base_path)
    : me(new PImpl(cfg)) {
-   auto sn = session_name(cfg);
+   auto sn = session_name(cfg).as_string;
   me->active = sn.size() > 0;
   if (me->active) {

@@ -75,49 +75,55 @@ bool in_session (datetime::PTime const &ref_date,
   return closest_earlier_end<closest_earlier_start;
 }

-std::string session_name_from_ptime (datetime::PTime t,
+SessionName session_name_from_ptime (datetime::PTime t,
                                     boost::posix_time::time_duration time_of_day_start,
                                     boost::posix_time::time_duration time_of_day_end)
 {
-   std::string result (10,' ');
+   SessionName result;
+   result.as_string = std::string(10,' ');
   auto start_of_session = t;
   
   if (time_of_day_start > time_of_day_end && 
       start_of_session.time_of_day () <= time_of_day_end)
      start_of_session -= boost::gregorian::date_duration (1);
-      
-   sprintf (&result[0], "%04d-%02d-%02d",
+
+   using namespace boost::posix_time;
+   ptime epoch(boost::gregorian::date(1970,1,1));
+   ptime session_start_date(start_of_session.date());
+   result.as_uint64_t = (session_start_date - epoch).total_milliseconds();
+
+   sprintf (&(result.as_string[0]), "%04d-%02d-%02d",
            (unsigned short) start_of_session.date ().year (),
            start_of_session.date ().month ().as_number (),
            start_of_session.date ().day ().as_number ());
   return result;
 }

-std::string session_name (datetime::PTime const &ref_date,
-                          boost::gregorian::greg_weekday weekday_start,
-                          boost::posix_time::time_duration time_of_day_start,
-                          boost::gregorian::greg_weekday weekday_end,
-                          boost::posix_time::time_duration time_of_day_end)
+SessionName session_name (datetime::PTime const &ref_date,
+                         boost::gregorian::greg_weekday weekday_start,
+                         boost::posix_time::time_duration time_of_day_start,
+                         boost::gregorian::greg_weekday weekday_end,
+                         boost::posix_time::time_duration time_of_day_end)
 {
   if (in_session (ref_date,weekday_start,time_of_day_start,weekday_end,time_of_day_end)) 
      return session_name_from_ptime (closest_before (ref_date,weekday_start,time_of_day_start),
                                      boost::posix_time::time_duration(0, 0, 0),
                                      boost::posix_time::time_duration(0, 0, 1));
   else
-      return std::string ();
+      return {};
 }

-std::string session_name (datetime::PTime const &ref_date,
+SessionName session_name (datetime::PTime const &ref_date,
                          boost::posix_time::time_duration time_of_day_start,
                          boost::posix_time::time_duration time_of_day_end)
 {
   if (in_session (ref_date,time_of_day_start,time_of_day_end))
      return session_name_from_ptime (ref_date, time_of_day_start, time_of_day_end);
   else
-      return "";
+      return {};
 }

-std::string session_name (config::JetFIX::Connection const &session_cfg)
+SessionName session_name (config::JetFIX::Connection const &session_cfg)
 {
   auto now = datetime::local_now ();
   
@@ -134,7 +140,6 @@ std::string session_name (config::JetFIX::Connection const &session_cfg)
                           parse_time (session_cfg.end_time ()));
 }

-
 }}
 

@@ -1,9 +1,9 @@
 #pragma once

+#include "lib/config/protos/jetfix.pb.h"
+#include "lib/utils/datetime.h"
 #include <memory>
 #include <string>
-#include "lib/utils/datetime.h"
-#include "lib/config/protos/jetfix.pb.h"

 namespace boost {
 namespace gregorian {
@@ -11,39 +11,45 @@ class greg_weekday;
 }
 namespace posix_time {
 class time_duration;
-}}
-
+}
+} // namespace boost

 namespace bts {
 namespace jetfix {

-boost::gregorian::greg_weekday parse_weekday (std::string weekday_str);
-bool parse_time (std::string const &time_str,boost::posix_time::time_duration *out);
+boost::gregorian::greg_weekday parse_weekday(std::string weekday_str);
+bool parse_time(std::string const &time_str,
+                boost::posix_time::time_duration *out);

-datetime::PTime closest_before (datetime::PTime const &ref_date,
-                                boost::gregorian::greg_weekday weekday,
-                                boost::posix_time::time_duration time_of_day);
+datetime::PTime closest_before(datetime::PTime const &ref_date,
+                               boost::gregorian::greg_weekday weekday,
+                               boost::posix_time::time_duration time_of_day);

-bool in_session (datetime::PTime const &ref_date,
-                 boost::gregorian::greg_weekday weekday_start,
-                 boost::posix_time::time_duration time_of_day_start,
-                 boost::gregorian::greg_weekday weekday_end,
-                 boost::posix_time::time_duration time_of_day_end);
+bool in_session(datetime::PTime const &ref_date,
+                boost::gregorian::greg_weekday weekday_start,
+                boost::posix_time::time_duration time_of_day_start,
+                boost::gregorian::greg_weekday weekday_end,
+                boost::posix_time::time_duration time_of_day_end);

-bool in_session (datetime::PTime const &ref_date,
-                 boost::posix_time::time_duration time_of_day_start,
-                 boost::posix_time::time_duration time_of_day_end);
+bool in_session(datetime::PTime const &ref_date,
+                boost::posix_time::time_duration time_of_day_start,
+                boost::posix_time::time_duration time_of_day_end);

-std::string session_name (datetime::PTime const &ref_date,
-                          boost::gregorian::greg_weekday weekday_start,
-                          boost::posix_time::time_duration time_of_day_start,
-                          boost::gregorian::greg_weekday weekday_end,
-                          boost::posix_time::time_duration time_of_day_end);
+struct SessionName {
+   std::string as_string;
+   uint64_t as_uint64_t;
+   bool empty() const {return as_string.empty();};
+};

-std::string session_name (datetime::PTime const &ref_date,
-                          boost::posix_time::time_duration time_of_day_start,
-                          boost::posix_time::time_duration time_of_day_end);
+SessionName session_name(datetime::PTime const &ref_date,
+                         boost::gregorian::greg_weekday weekday_start,
+                         boost::posix_time::time_duration time_of_day_start,
+                         boost::gregorian::greg_weekday weekday_end,
+                         boost::posix_time::time_duration time_of_day_end);
+SessionName session_name(datetime::PTime const &ref_date,
+                         boost::posix_time::time_duration time_of_day_start,
+                         boost::posix_time::time_duration time_of_day_end);
+SessionName session_name(config::JetFIX::Connection const &session_cfg);

-std::string session_name (config::JetFIX::Connection const &session_cfg);
-
-}}
+} // namespace jetfix
+} // namespace bts
@@ -81,9 +81,9 @@ TEST_CASE ("JetFIX Field2Tests", "[jetfix]")
      std::string out (20, ' ');
      typedef StringField<123> Field;

-      REQUIRE(Field::max_value_size ("hello")==5);
+      REQUIRE(Field::max_value_size (std::string_view{"hello"})==5);

-      auto result = Field::write (&out[0],"hello");
+      auto result = Field::write (&out[0],std::string_view{"hello"});
      REQUIRE (result.first==5);
      REQUIRE (result.second=='h'+'e'+'l'+'l'+'o');
      REQUIRE (out.compare (0,5,"hello") == 0);
@@ -112,7 +112,7 @@ TEST_CASE ("JetFIX FIXFragmentTests" , "[jetfix]")
      FIXFragment g (0);
      g.add<CharField<1>> ('a');
      g.add<FloatField<2>> (1.2,-1,6);
-      g.add<StringField<3>> ("hello");
+      g.add<StringField<3>> (std::string_view{"hello"});
      g.add<IntField<4>> (123,3);
      const char*t_s = "20150427-19:05:18.922";
      g.add<TimeField<5>> (datetime::parse_FIX_timestamp (t_s));
@@ -141,14 +141,14 @@ TEST_CASE ("JetFIX FIXFragmentTests" , "[jetfix]")
      FIXFragment g;
      auto c_bm = g.add<CharField<1>> ('a');
      auto f_bm = g.add<FloatField<2>> (1.2,-1,6);
-      auto s_bm = g.add<StringField<3>> ("hello");
+      auto s_bm = g.add<StringField<3>> (std::string_view{"hello"});
      auto i_bm = g.add<IntField<4>> (123,3);
      auto t_bm = g.add<TimeField<5>> (datetime::parse_FIX_timestamp (t_s1));
      auto b_bm = g.add<BoolField<6>> (true);

      g.overwrite (c_bm,'b');
      g.overwrite (f_bm,1.3,-1,6);
-      g.overwrite (s_bm,"olleh");
+      g.overwrite (s_bm,std::string_view {"olleh"});
      g.overwrite (i_bm,321,3);
      g.overwrite (t_bm,(datetime::parse_FIX_timestamp (t_s2)));
      g.overwrite (b_bm,false);
@@ -172,11 +172,11 @@ TEST_CASE ("JetFIX FIXFragmentTests" , "[jetfix]")
      FIXFragment g1;;
      g1.add<CharField<1>> ('a');
      g1.add<FloatField<2>> (1.2,-1,6);
-      g1.add<StringField<3>> ("hello");
+      g1.add<StringField<3>> (std::string_view{"hello"});
      auto chk1 = g1.checksum ();
      
      FIXFragment g2;
-      g2.add<StringField<4>> ("goodbye");
+      g2.add<StringField<4>> (std::string_view{"goodbye"});
      g2.add<IntField<5>> (321,3);
      auto chk2 = g2.checksum ();

@@ -6,279 +6,270 @@
 #include "lib/jetfix/common/OutFIXPtr.h"
 #include "lib/jetfix/store/FIXFileStore.h"
 #include "lib/jetfix/store/session_name.h"
+#include "lib/logging/logging.h"
 #include "lib/utils/TempDir.h"
 #include "lib/utils/TimeStamp.h"
 #include "lib/utils/datetime.h"
-#include "lib/logging/logging.h"

+#include <boost/date_time.hpp>
 #include <boost/date_time/gregorian/gregorian.hpp>
 #include <boost/filesystem.hpp>
-#include <boost/date_time.hpp>

 namespace bts {
 namespace jetfix {

-TEST_CASE ("JetFIX SessionNameTests", "[jetfix]")
-{
-   SECTION("greg_weekday_works")
-   {
-      const char*days [] = {"sun","Monday","tuesday","Wedn","Thursday","Friday","sat"};
+TEST_CASE("JetFIX SessionNameTests", "[jetfix]") {
+   SECTION("greg_weekday_works") {
+      const char *days[] = {"sun",      "Monday", "tuesday", "Wedn",
+                            "Thursday", "Friday", "sat"};

-      int i =0;
+      int i = 0;
      for (auto d : days)
-         REQUIRE (parse_weekday (d)==boost::gregorian::greg_weekday (i++));
-   }
-   
-   SECTION("closest_before_works")
-   {
-      auto same_day_before = closest_before (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                             boost::gregorian::Friday,
-                                             boost::posix_time::time_duration(16, 59, 59));
-      REQUIRE (datetime::FIX_date_time_string (same_day_before)=="20150717-16:59:59");
-
-      auto same_day_after = closest_before (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                            boost::gregorian::Friday,
-                                            boost::posix_time::time_duration(17,0,1));
-      REQUIRE (datetime::FIX_date_time_string (same_day_after)=="20150710-17:00:01");
-
-      auto another_day_same_week = closest_before (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                                   boost::gregorian::Thursday,
-                                                   boost::posix_time::time_duration(16, 59, 59));
-      REQUIRE (datetime::FIX_date_time_string (another_day_same_week)=="20150716-16:59:59");
-
-      auto another_day_previous_week = closest_before (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                                       boost::gregorian::Saturday,
-                                                       boost::posix_time::time_duration(16, 59, 59));
-      REQUIRE (datetime::FIX_date_time_string (another_day_previous_week)=="20150711-16:59:59");
-
+         REQUIRE(parse_weekday(d) == boost::gregorian::greg_weekday(i++));
   }

-   SECTION("in_session_works")
-   {
-      REQUIRE (in_session (datetime::make_ptime (2015,7,17,17,0,0,0),
-                               boost::gregorian::Sunday,
-                               boost::posix_time::time_duration(16, 59, 59),
-                               
-                               boost::gregorian::Friday,
-                               boost::posix_time::time_duration(17, 0, 1)));
+   SECTION("closest_before_works") {
+      auto same_day_before =
+          closest_before(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::gregorian::Friday,
+                         boost::posix_time::time_duration(16, 59, 59));
+      REQUIRE(datetime::FIX_date_time_string(same_day_before) ==
+              "20150717-16:59:59");

-      REQUIRE (!in_session (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::gregorian::Sunday,
-                                boost::posix_time::time_duration(16, 59, 59),
-                               
-                                boost::gregorian::Friday,
-                                boost::posix_time::time_duration(16, 59, 59)));
+      auto same_day_after = closest_before(
+          datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+          boost::gregorian::Friday, boost::posix_time::time_duration(17, 0, 1));
+      REQUIRE(datetime::FIX_date_time_string(same_day_after) ==
+              "20150710-17:00:01");

-      REQUIRE (in_session (datetime::make_ptime (2015,7,17,17,0,0,0),
-                               boost::posix_time::time_duration(16, 59, 59),
-                               boost::posix_time::time_duration(17, 59, 59)));
+      auto another_day_same_week =
+          closest_before(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::gregorian::Thursday,
+                         boost::posix_time::time_duration(16, 59, 59));
+      REQUIRE(datetime::FIX_date_time_string(another_day_same_week) ==
+              "20150716-16:59:59");

-      REQUIRE (!in_session (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::posix_time::time_duration(0,0,0),
-                                boost::posix_time::time_duration(16, 0,0)));
-
-      REQUIRE (in_session (datetime::make_ptime (2015,7,17,17,0,0,0),
-                               boost::posix_time::time_duration(17, 50, 59),
-                               boost::posix_time::time_duration(17, 45, 59)));
-
-      REQUIRE (!in_session (datetime::make_ptime (2015,7,17,17,47,0,0),
-                                boost::posix_time::time_duration(17, 50, 59),
-                                boost::posix_time::time_duration(17, 45, 59)));
+      auto another_day_previous_week =
+          closest_before(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::gregorian::Saturday,
+                         boost::posix_time::time_duration(16, 59, 59));
+      REQUIRE(datetime::FIX_date_time_string(another_day_previous_week) ==
+              "20150711-16:59:59");
   }

-   SECTION("session_name_works")
-   {
-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::gregorian::Sunday,
-                                boost::posix_time::time_duration(16, 59, 59),
-                               
-                                boost::gregorian::Friday,
-                                boost::posix_time::time_duration(17, 0, 1)) ==
-                  "2015-07-12");
+   SECTION("in_session_works") {
+      REQUIRE(in_session(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::gregorian::Sunday,
+                         boost::posix_time::time_duration(16, 59, 59),

+                         boost::gregorian::Friday,
+                         boost::posix_time::time_duration(17, 0, 1)));

-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::gregorian::Sunday,
-                                boost::posix_time::time_duration(16, 59, 59),
-                                
-                                boost::gregorian::Friday,
-                                boost::posix_time::time_duration(16, 59, 59)) == "");
+      REQUIRE(!in_session(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                          boost::gregorian::Sunday,
+                          boost::posix_time::time_duration(16, 59, 59),

-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::posix_time::time_duration(16, 59, 59),
-                                boost::posix_time::time_duration(17, 59, 59)) == 
-                  "2015-07-17");
+                          boost::gregorian::Friday,
+                          boost::posix_time::time_duration(16, 59, 59)));

-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,18,0,0,0),
-                                boost::posix_time::time_duration(16, 59, 59),
-                                boost::posix_time::time_duration(17, 59, 59)) == 
-                  "");
+      REQUIRE(in_session(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::posix_time::time_duration(16, 59, 59),
+                         boost::posix_time::time_duration(17, 59, 59)));

-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,0,0,0),
-                                boost::posix_time::time_duration(17, 50, 59),
-                                boost::posix_time::time_duration(17, 45, 59)) == 
-                  "2015-07-16");
+      REQUIRE(!in_session(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                          boost::posix_time::time_duration(0, 0, 0),
+                          boost::posix_time::time_duration(16, 0, 0)));

-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,51,0,0),
-                                boost::posix_time::time_duration(17, 50, 59),
-                                boost::posix_time::time_duration(17, 45, 59)) == 
-                  "2015-07-17");
-
-      REQUIRE (session_name (datetime::make_ptime (2015,7,17,17,47,0,0),
-                                boost::posix_time::time_duration(17, 50, 59),
-                                boost::posix_time::time_duration(17, 45, 59)) == 
-                  "");
+      REQUIRE(in_session(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                         boost::posix_time::time_duration(17, 50, 59),
+                         boost::posix_time::time_duration(17, 45, 59)));

+      REQUIRE(!in_session(datetime::make_ptime(2015, 7, 17, 17, 47, 0, 0),
+                          boost::posix_time::time_duration(17, 50, 59),
+                          boost::posix_time::time_duration(17, 45, 59)));
+   }
+
+   SECTION("session_name_works") {
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                           boost::gregorian::Sunday,
+                           boost::posix_time::time_duration(16, 59, 59),
+
+                           boost::gregorian::Friday,
+                           boost::posix_time::time_duration(17, 0, 1)).as_string ==
+              "2015-07-12");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                           boost::gregorian::Sunday,
+                           boost::posix_time::time_duration(16, 59, 59),
+
+                           boost::gregorian::Friday,
+                           boost::posix_time::time_duration(16, 59, 59)).as_string == "");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                           boost::posix_time::time_duration(16, 59, 59),
+                           boost::posix_time::time_duration(17, 59, 59)).as_string ==
+              "2015-07-17");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 18, 0, 0, 0),
+                           boost::posix_time::time_duration(16, 59, 59),
+                           boost::posix_time::time_duration(17, 59, 59)).as_string == "");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 0, 0, 0),
+                           boost::posix_time::time_duration(17, 50, 59),
+                           boost::posix_time::time_duration(17, 45, 59)).as_string ==
+              "2015-07-16");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 51, 0, 0),
+                           boost::posix_time::time_duration(17, 50, 59),
+                           boost::posix_time::time_duration(17, 45, 59)).as_string ==
+              "2015-07-17");
+
+      REQUIRE(session_name(datetime::make_ptime(2015, 7, 17, 17, 47, 0, 0),
+                           boost::posix_time::time_duration(17, 50, 59),
+                           boost::posix_time::time_duration(17, 45, 59)).as_string == "");
   }
-   
 }

-
-TEST_CASE ("JetFIX FileStoreTests", "[jetfix]")
-{
-   SECTION("empty_store_works")
-   {
+TEST_CASE("JetFIX FileStoreTests", "[jetfix]") {
+   SECTION("empty_store_works") {
      config::JetFIX::Connection c;
-      c.set_name ("test");
-      c.set_sender_compid ("CME");
-      c.set_sender_subid ("G");
-      c.set_target_compid ("1U7001N");
-      c.set_target_subid ("BLUESTREAM");
+      c.set_name("test");
+      c.set_sender_compid("CME");
+      c.set_sender_subid("G");
+      c.set_target_compid("1U7001N");
+      c.set_target_subid("BLUESTREAM");

-      c.set_start_time ("00:00:00");
-      c.set_end_time ("23:59:59");
+      c.set_start_time("00:00:00");
+      c.set_end_time("23:59:59");

      utils::TempDir td;
-      
-      FIXFileStore fs (c,td.name ());
-      REQUIRE (fs.session_active ());
-      REQUIRE (fs.replay ().size ()==0);
-      REQUIRE (fs.last_seq_num ()==0);
-      REQUIRE (fs.last_seq_num_processed ()==0);
+
+      FIXFileStore fs(c, td.name());
+      REQUIRE(fs.session_active());
+      REQUIRE(fs.replay().size() == 0);
+      REQUIRE(fs.last_seq_num() == 0);
+      REQUIRE(fs.last_seq_num_processed() == 0);
   }

-   SECTION("in_msg_is_stored")
-   {
-      auto td = std::make_shared<utils::TempDir> ();
+   SECTION("in_msg_is_stored") {
+      auto td = std::make_shared<utils::TempDir>();
      config::JetFIX::Connection c;
-      c.set_name ("test");
-      c.set_sender_compid ("CME");
-      c.set_sender_subid ("G");
-      c.set_target_compid ("1U7001N");
-      c.set_target_subid ("BLUESTREAM");
+      c.set_name("test");
+      c.set_sender_compid("CME");
+      c.set_sender_subid("G");
+      c.set_target_compid("1U7001N");
+      c.set_target_subid("BLUESTREAM");

-      c.set_start_time ("00:00:00");
-      c.set_end_time ("23:59:59");
+      c.set_start_time("00:00:00");
+      c.set_end_time("23:59:59");

-      FIXEncodingStream stream (c);
-      auto &buf = stream.new_msg (MessageTypes::Logon);
-      buf.add<fix::TargetLocationID> ("US,NC");
-      buf.add<fix::EncryptMethod> (0);
+      FIXEncodingStream stream(c);
+      auto &buf = stream.new_msg(MessageTypes::Logon);
+      buf.add<fix::TargetLocationID>(std::string_view{"US,NC"});
+      buf.add<fix::EncryptMethod>(0);
      buf.add<fix::HeartBtInt>(30);
-      buf.add<fix::ApplicationSystemName> ("O2");
-      buf.add<fix::ApplicationSystemVersion> ("1.0");
-      buf.add<fix::ApplicationSystemVendor> ("BTS");
-      stream.close ();
-      stream.stamp (2,3,datetime::FIX_timestamp (datetime::now ()));
-      auto fix = stream.to_str ();
-      
+      buf.add<fix::ApplicationSystemName>(std::string_view{"O2"});
+      buf.add<fix::ApplicationSystemVersion>(std::string_view{"1.0"});
+      buf.add<fix::ApplicationSystemVendor>(std::string_view{"BTS"});
+      stream.close();
+      stream.stamp(2, 3, datetime::FIX_timestamp(datetime::now()));
+      auto fix = stream.to_str();
+
      {
-         FIXFileStore fs (c,td->name ());
-         fs.store (InMsgBuffer (fix));
-         fs.set_last_msg_processed (3);
+         FIXFileStore fs(c, td->name());
+         fs.store(InMsgBuffer(fix));
+         fs.set_last_msg_processed(3);
      }

-      FIXFileStore fs (c,td->name ());
-      auto replay = fs.replay ();
-      REQUIRE (replay.size ()==1);
-      REQUIRE (replay[0].type ()==MessageTypes::Logon);
-      REQUIRE (replay[0].to_str ()==fix);
-      REQUIRE (fs.last_seq_num ()==0);
-      REQUIRE (fs.last_seq_num_processed ()==3);
+      FIXFileStore fs(c, td->name());
+      auto replay = fs.replay();
+      REQUIRE(replay.size() == 1);
+      REQUIRE(replay[0].type() == MessageTypes::Logon);
+      REQUIRE(replay[0].to_str() == fix);
+      REQUIRE(fs.last_seq_num() == 0);
+      REQUIRE(fs.last_seq_num_processed() == 3);
   }

-   SECTION("out_msg_is_stored")
-   {
-      auto td = std::make_shared<utils::TempDir> ();
+   SECTION("out_msg_is_stored") {
+      auto td = std::make_shared<utils::TempDir>();
      config::JetFIX::Connection c;
-      c.set_name ("test");
-      c.set_sender_compid ("CME");
-      c.set_sender_subid ("G");
-      c.set_target_compid ("1U7001N");
-      c.set_target_subid ("BLUESTREAM");
+      c.set_name("test");
+      c.set_sender_compid("CME");
+      c.set_sender_subid("G");
+      c.set_target_compid("1U7001N");
+      c.set_target_subid("BLUESTREAM");

-      c.set_start_time ("00:00:00");
-      c.set_end_time ("23:59:59");
+      c.set_start_time("00:00:00");
+      c.set_end_time("23:59:59");

      auto msg_vec = std::make_shared<OutFIX>(c);
-      auto &stream = msg_vec->fix.back ();
-      auto &buf = stream.new_msg (MessageTypes::Logon);
-      buf.add<fix::TargetLocationID> ("US,NC");
-      buf.add<fix::EncryptMethod> (0);
+      auto &stream = msg_vec->fix.back();
+      auto &buf = stream.new_msg(MessageTypes::Logon);
+      buf.add<fix::TargetLocationID>(std::string_view{"US,NC"});
+      buf.add<fix::EncryptMethod>(0);
      buf.add<fix::HeartBtInt>(30);
-      buf.add<fix::ApplicationSystemName> ("O2");
-      buf.add<fix::ApplicationSystemVersion> ("1.0");
-      buf.add<fix::ApplicationSystemVendor> ("BTS");
-      stream.close ();
-      stream.stamp (2,3,datetime::FIX_timestamp (datetime::now ()));
-      
+      buf.add<fix::ApplicationSystemName>(std::string_view{"O2"});
+      buf.add<fix::ApplicationSystemVersion>(std::string_view{"1.0"});
+      buf.add<fix::ApplicationSystemVendor>(std::string_view{"BTS"});
+      stream.close();
+      stream.stamp(2, 3, datetime::FIX_timestamp(datetime::now()));
+
      {
-         FIXFileStore fs (c,td->name ());
-         fs.store (msg_vec);
+         FIXFileStore fs(c, td->name());
+         fs.store(msg_vec);
      }

-      FIXFileStore fs (c,td->name ());
-      auto replay = fs.replay ();
-      REQUIRE (replay.size ()==0);
-      REQUIRE (fs.last_seq_num ()==3);
-      REQUIRE (fs.last_seq_num_processed ()==0);
+      FIXFileStore fs(c, td->name());
+      auto replay = fs.replay();
+      REQUIRE(replay.size() == 0);
+      REQUIRE(fs.last_seq_num() == 3);
+      REQUIRE(fs.last_seq_num_processed() == 0);
   }

-   SECTION("test_performance")
-   {
-      auto td = std::make_shared<utils::TempDir> ();
+   SECTION("test_performance") {
+      auto td = std::make_shared<utils::TempDir>();
      config::JetFIX::Connection c;
-      c.set_name ("test");
-      c.set_sender_compid ("CME");
-      c.set_sender_subid ("G");
-      c.set_target_compid ("1U7001N");
-      c.set_target_subid ("BLUESTREAM");
+      c.set_name("test");
+      c.set_sender_compid("CME");
+      c.set_sender_subid("G");
+      c.set_target_compid("1U7001N");
+      c.set_target_subid("BLUESTREAM");

-      c.set_start_time ("00:00:00");
-      c.set_end_time ("23:59:59");
+      c.set_start_time("00:00:00");
+      c.set_end_time("23:59:59");

-      auto start = utils::TimeStamp::now ();
+      auto start = utils::TimeStamp::now();
      {
-         FIXFileStore fs (c,td->name ());
-         for (int i = 0; i < 10000;i++) {
+         FIXFileStore fs(c, td->name());
+         for (int i = 0; i < 10000; i++) {
            auto msg_vec = std::make_shared<std::vector<FIXEncodingStream>>();
-            msg_vec->emplace_back (c);
-            auto &stream = msg_vec->back ();
-            auto &buf = stream.new_msg (MessageTypes::Logon);
-            buf.add<fix::TargetLocationID> ("US,NC");
-            buf.add<fix::EncryptMethod> (0);
+            msg_vec->emplace_back(c);
+            auto &stream = msg_vec->back();
+            auto &buf = stream.new_msg(MessageTypes::Logon);
+            buf.add<fix::TargetLocationID>(std::string_view{"US,NC"});
+            buf.add<fix::EncryptMethod>(0);
            buf.add<fix::HeartBtInt>(30);
-            buf.add<fix::ApplicationSystemName> ("O2");
-            buf.add<fix::ApplicationSystemVersion> ("1.0");
-            buf.add<fix::ApplicationSystemVendor> ("BTS");
-            stream.close ();
-            stream.stamp (i,3,datetime::FIX_timestamp (datetime::now () - boost::gregorian::days (1)));
-            fs.store (InMsgBuffer (stream.to_str ()));
+            buf.add<fix::ApplicationSystemName>(std::string_view{"O2"});
+            buf.add<fix::ApplicationSystemVersion>(std::string_view{"1.0"});
+            buf.add<fix::ApplicationSystemVendor>(std::string_view{"BTS"});
+            stream.close();
+            stream.stamp(i, 3,
+                         datetime::FIX_timestamp(datetime::now() -
+                                                 boost::gregorian::days(1)));
+            fs.store(InMsgBuffer(stream.to_str()));
         }
      }
-      auto stop = utils::TimeStamp::now ();
-      LOG(Testing,Info,"jetfix store gen: {} ms", (stop-start).milliseconds () );
-      
-      start = utils::TimeStamp::now ();
-      FIXFileStore fs (c,td->name ());
-      stop = utils::TimeStamp::now ();
-      LOG(Testing,Info,"jetfix store load: {} ms", (stop-start).milliseconds () );
+      auto stop = utils::TimeStamp::now();
+      LOG(Testing, Info, "jetfix store gen: {} ms",
+          (stop - start).milliseconds());
+
+      start = utils::TimeStamp::now();
+      FIXFileStore fs(c, td->name());
+      stop = utils::TimeStamp::now();
+      LOG(Testing, Info, "jetfix store load: {} ms",
+          (stop - start).milliseconds());
   }
-   
 }

-}}
-
-    
-  
-
+} // namespace jetfix
+} // namespace bts
@@ -120,6 +120,7 @@ void configure_logging(bts::config::Logging const&cfg, bts::config::ThreadGroupC
                                {log::Plugin,"Plugin"},
                                {log::Sdk,"Sdk"},
                                {log::Http,"Http"},
+                                {log::iLink3,"iLink3"},
   };

   real_cfg.sinks["console"] =
@@ -46,6 +46,7 @@ constexpr log::Subsystem DataFlow   {Latency.ordinal+1     };
 constexpr log::Subsystem Plugin     {DataFlow.ordinal+1    };
 constexpr log::Subsystem Sdk        {Plugin.ordinal+1      };
 constexpr log::Subsystem Http       {Sdk.ordinal+1   };
+constexpr log::Subsystem iLink3     {Http.ordinal+1   };

 struct LoggerHandle {
   LoggerHandle(LoggerHandle const&) = delete;
@@ -0,0 +1,5 @@
+#pragma once
+#include "lib/utils/ValueWrapper.h"
+namespace bts {
+using ExchangeSecurityKey = utils::ValueWrapper<struct ExchangeSecurityKeyTag,uint64_t>;
+}
@@ -60,10 +60,13 @@ class IntPrice {
         return delta.mantissa() < 0;
      }
   }
-   bool operator <=(const IntPrice& other) {
+   bool operator <=(const IntPrice& other) const {
      return *this == other || *this < other;
   }
-   bool operator >=(const IntPrice& other) {
+   bool operator >(const IntPrice& other) const {
+      return other < *this;
+   }
+   bool operator >=(const IntPrice& other) const {
      return !(*this < other);
   }
   IntPrice operator - (const IntPrice& o) const {
@@ -72,9 +75,31 @@ class IntPrice {
   IntPrice operator + (const IntPrice& o) const {
      return op(o, [](int64_t m1, int64_t m2) { return m1 + m2; });
   }
+   IntPrice& operator +=(const IntPrice& o) {
+      auto temp = *this + o;
+      _mantissa = temp._mantissa;
+      _exponent = temp._exponent;
+      return *this;
+   }
+   IntPrice& operator -=(const IntPrice& o) {
+      auto temp = *this - o;
+      _mantissa = temp._mantissa;
+      _exponent = temp._exponent;
+      return *this;
+   }
+   IntPrice operator -() {
+      return IntPrice(-_mantissa, _exponent);
+   }
   IntPrice operator * (const IntPrice& other) const {
      return op(other, [](int64_t m1, int64_t m2) { return m1 * m2; });
   }
+   IntPrice operator * (const int& other) const {
+      return IntPrice(_mantissa * other, _exponent);
+   }
+   IntPrice& operator *=(const int& other) {
+      _mantissa *= other;
+      return *this;
+   }
   IntPrice operator / (double v) const {
      return { (int64_t)(_mantissa / v), exponent() };
   }
@@ -183,4 +208,4 @@ inline std::ostream& operator<<(std::ostream& os, const IntPrice& p) {
   return os;
 }

-}}
+}}
Author	SHA1	Message	Date
Pete Fisher	e974edfc6e	Merge branch 'master' of bitbucket.org:bluetradesys/spark	2021-03-18 16:22:27 -04:00
Pete Fisher	3b7740cee0	updating submodule to latest	2021-03-18 16:22:12 -04:00
John Colvin	258d4a3fc1	import compute_synthetic_book method from spartan	2020-12-08 23:00:18 -06:00
John Colvin	c53f6425cd	import IntPrice arithmetic operators from spartan The compute_synthetic_book method (also to be imported from spartan) depends on a couple of them.	2020-12-08 22:52:28 -06:00
Pedro Pinto	e5d77593d1	Changed logging	2020-10-15 14:24:02 -04:00
Pedro Pinto	6580f3883b	Added logging of cancel/replace	2020-10-15 14:18:57 -04:00
Pete Fisher	a66eae66bb	fixing for python3	2020-10-14 21:56:49 -04:00
Pedro Pinto	090a9dfb17	Added iLink3 documentation.	2020-09-14 12:02:37 -04:00
Pete Fisher	27aa43f44d	fixed time on ilink2 audit	2020-09-09 12:16:57 -04:00
Pedro Pinto	19e087aa69	Fixed time reporting in iLink3.	2020-09-09 10:58:34 -04:00
Pedro Pinto	167c8c23a0	Fixed batching of orders under iLink3.	2020-08-27 08:19:47 -04:00
Pete Fisher	d235f4be41	fixed jetfix.conf ports on relay	2020-08-25 10:03:09 -04:00
Pedro Pinto	ec43dbd82d	Maybe fixed the self match prevention problem.	2020-08-24 17:02:58 -04:00
Pedro Pinto	f07998d6a6	Fixed order rounding error in ilink3	2020-08-24 16:17:31 -04:00
Pedro Pinto	b3dc2cdcd4	Changed logging subsystem from ilink3 to iLink3	2020-08-24 11:06:44 -04:00
Pete Fisher	0963aee137	added audit log scripts to be run by the docker container	2020-08-19 17:49:47 -04:00
Pedro Pinto	c2f8e92b10	Hopefully fixed the ilink3 filled qty reporting problem. This was crashing the spreader.	2020-08-13 08:42:43 -04:00
Pedro Pinto	7ae0142dff	Fixed reset of sequence numbers problem	2020-08-12 11:56:08 -04:00
Pedro Pinto	db0ffba8ed	Fixed windows build	2020-07-10 13:00:20 -04:00
Pedro Pinto	a274a214b4	Merged with master	2020-07-10 11:31:47 -04:00
Pedro Pinto	bbcfa3c75a	merged with prod	2020-07-10 10:45:10 -04:00
Pedro Pinto	89229d65f1	Merge branch 'master' of bitbucket.org:bluetradesys/spark	2020-07-10 10:43:34 -04:00
Pedro Pinto	0e75cde409	Fixed a bad asser in recovery, a few typos, haderned against bad securities.	2020-07-10 10:36:03 -04:00
Pedro Pinto	42fa6dfaff	Fixed life cycle of exe reports and config during replay.	2020-07-09 16:06:39 -04:00
Pedro Pinto	400143c84d	Protected against ticker subs for expired securities.	2020-07-09 14:45:51 -04:00
Pedro Pinto	e915945880	Trying to replay fix logs.	2020-07-09 14:27:22 -04:00
Pedro Pinto	9601ebab20	Adding replay of stored messages.	2020-07-09 10:16:31 -04:00
Pedro Pinto	b344ab3377	Fixed an issue with order recovery from Exec reports.	2020-07-08 12:07:48 -04:00
Pedro Pinto	ae3080b031	Refactoring.	2020-07-08 10:10:14 -04:00
Pedro Pinto	f0464331cb	Added better handling of cancel rejects.	2020-07-08 09:52:18 -04:00
Pedro Pinto	0648b618bf	Refactored.	2020-07-08 08:42:53 -04:00
Pedro Pinto	59282b8c70	Added one more test to manual order entry list.	2020-07-08 08:42:18 -04:00
Pedro Pinto	34a86009ce	Doc and tool minor update.	2020-07-08 07:44:01 -04:00
Pedro Pinto	0ad9ae9001	Small tweak to logging tool.	2020-07-07 20:19:59 -04:00
Pedro Pinto	a296e1e772	Fixed parsing of stop px in link3.	2020-07-07 20:19:41 -04:00
Pedro Pinto	7f53d8b161	Improved logging, fix iceberg order, removed duplicate logging.	2020-07-07 17:01:24 -04:00
Pedro Pinto	243d6827d4	Merge remote-tracking branch 'refs/remotes/origin/ilink3_final' into ilink3_final	2020-07-07 12:12:09 -04:00
Pedro Pinto	00221f9bd9	Fixed spread order entry.	2020-07-07 12:11:11 -04:00
Pedro Pinto	a6171ae405	Fixed spread order entry.	2020-07-07 11:55:05 -04:00
Pedro Pinto	be5d01a797	Fixed fills.	2020-07-07 06:47:58 -04:00
Pedro Pinto	e5d9d324bf	Order order entry manual test.	2020-07-06 18:22:39 -04:00
Pedro Pinto	c34dee9d96	Taked order status from execution report, parse error message in il3	2020-07-06 18:21:44 -04:00
Pedro Pinto	e5a98aab41	Merged with master	2020-07-06 12:49:24 -04:00
Pedro Pinto	10cd35372b	Can enter, modify, cancel orders.	2020-07-06 11:38:17 -04:00
Pedro Pinto	ad4515be39	Renamed NativeOrder to GLBXNativeOrder	2020-07-06 09:47:34 -04:00
Pedro Pinto	ff4d87dd6b	Fixed IL3 execution report parser to convert exchange prices.	2020-07-06 09:34:26 -04:00
Pedro Pinto	8ddde3f9da	Part 2 of MBO service fix.	2020-07-06 09:34:09 -04:00
Pedro Pinto	51093dc3a5	Added simple tool to watch spark logs.	2020-07-06 09:33:35 -04:00
Pedro Pinto	5d5db9ad9f	Fixed MBO parser to extract the right exchange key.	2020-07-06 09:33:06 -04:00
Pedro Pinto	fca808fe0d	Made ilink3 gw wait for start() before its starts.	2020-07-03 14:11:22 -04:00
Pedro Pinto	07d14f877b	More nonsense	2020-07-02 20:28:49 -04:00
Pedro Pinto	5ea6dccdd4	Something here breaks	2020-07-02 19:04:49 -04:00
Pedro Pinto	ac956a5c02	Renamed ExchangeOrderIDu64 to ExchangeOrderID64	2020-07-02 19:00:32 -04:00
Pedro Pinto	1fba09cf94	Refactor of ids.	2020-07-02 11:05:04 -04:00
Pedro Pinto	0baa6b875e	Fixed merge error.	2020-07-02 09:09:20 -04:00
Pedro Pinto	cdacc2d4d4	Merged	2020-07-02 07:26:43 -04:00
Pedro Pinto	1433541947	Automatically advanced our own seq number on connection failure. It is fairly easy for our sequence number to be behind CME if we crash. Since we can detect this issue (CME tells us about it) we can try to fix it automatically by incrementing our own sequence number. This should allow us to recover automatically in some scenarios.	2020-07-02 06:57:01 -04:00
Pedro Pinto	1070ca7ace	Ran clang-format.	2020-07-02 06:28:32 -04:00
Pedro Pinto	56fa27dd7e	Handled non text timestamp in native order.	2020-07-02 06:23:07 -04:00
Pedro Pinto	d87b522bc6	Added better logging when terminated by exchange.	2020-07-02 06:22:38 -04:00
Eric Harding	166cb03782	Provide account when parsing execution reports.	2020-07-01 14:40:10 -04:00
Eric Harding	c3786d9d64	ilink3: Provide SecurityOracle to execution report parser	2020-07-01 11:50:03 -04:00
Pedro Pinto	9080e3124b	Filled in cust_order_handing_inst	2020-07-01 11:29:47 -04:00
Pedro Pinto	d9c536124a	Fixed logging of session seq numbers.	2020-07-01 11:29:30 -04:00
Pedro Pinto	7de6b2907e	Filled in sendercompid in routing record. iLink3 requires this.	2020-07-01 10:48:01 -04:00
Eric Harding	75f017e9f8	ilink3: Get PartyDetails from sender_cmp_id	2020-07-01 10:29:20 -04:00
Pedro Pinto	7757ab3ea0	Fixed a few bugs.	2020-06-30 19:35:53 -04:00
Pedro Pinto	3186dd383c	We can connect now.	2020-06-30 19:03:35 -04:00
Pedro Pinto	45f751c9c6	Bad merge.	2020-06-30 19:03:35 -04:00
Pedro Pinto	e4d3774980	Better logging.	2020-06-30 19:03:35 -04:00
Eric Harding	eedb3ce05d	Clear hmac for json logging	2020-06-30 17:11:01 -04:00
Eric Harding	6a7d38c0fd	flip session bool	2020-06-30 16:10:26 -04:00
Eric Harding	31ccbfcd19	Switch to ilink3 logging group	2020-06-30 14:43:38 -04:00
Eric Harding	c2abf90cc4	IL3MessageFramer owns outgoing messages so it needs to outlive ILinkGW	2020-06-30 14:36:02 -04:00
Eric Harding	8dc4735248	ilink3: set_state(Error) only after disconnect	2020-06-30 14:25:59 -04:00
Pedro Pinto	d940d9f11d	For now, caught serialization error in some ilink3 msgs.	2020-06-30 14:10:07 -04:00
Pedro Pinto	1e0c75c6c7	Added iLink3 subsystem for logging.	2020-06-30 14:09:55 -04:00
Pedro Pinto	3bb9961af4	Refactor.	2020-06-30 11:35:40 -04:00
Pedro Pinto	da8088fd8d	Rebased	2020-06-30 11:27:56 -04:00
Eric Harding	748a65f671	Merge branch 'ilink3_gateway' of bitbucket.org:bluetradesys/spark into ilink3_gateway	2020-06-30 10:05:33 -04:00
Eric Harding	66d80136bd	ilink3: Keep outgoing messages alive forever.	2020-06-30 10:04:42 -04:00
Pedro Pinto	81189bb2cc	Forgot to add message logger.	2020-06-29 12:08:22 -04:00
Pedro Pinto	e5681a50f2	Made session name come from date.	2020-06-29 10:59:15 -04:00
Pedro Pinto	69fe4569e3	Made FIX session name available as uint64_t as well as strings.	2020-06-29 10:57:40 -04:00
Pedro Pinto	c7caf66f9c	Changed the ILink3 log format to json.	2020-06-26 19:11:05 -04:00
Pedro Pinto	14504f4a94	Cleaned up comment.	2020-06-26 19:10:49 -04:00
Pedro Pinto	5b601a4016	Fixed encofing of clorid.	2020-06-26 19:10:23 -04:00
Pedro Pinto	45aa75e8bb	Brought back the ilink3/ilink2 encoding abstraction.	2020-06-25 16:49:46 -04:00
Pedro Pinto	b2471d45b2	Added tool	2020-06-25 16:49:10 -04:00
Pedro Pinto	11e2df8c76	Tweaked build tools.	2020-06-25 16:49:10 -04:00
Pedro Pinto	cba6852655	Updated docker	2020-06-25 16:49:10 -04:00
Pedro Pinto	5eeaedde26	Added a few build tools.	2020-06-25 16:49:10 -04:00
Pedro Pinto	b63052dbaa	Updated ICE Onixs	2020-06-25 16:49:10 -04:00
Pedro Pinto	29f5bc798e	Added +x	2020-06-25 16:49:10 -04:00
Pedro Pinto	04603acbb9	Added publishing of new routing info when orders are recorevered from disk	2020-06-25 16:49:10 -04:00
Pedro Pinto	bc6890055e	temp commit, fixing glbxnative order	2020-06-25 16:49:10 -04:00
Pedro Pinto	ea94c09c78	Eric intermediate ilink3 fixes	2020-06-25 16:49:10 -04:00
Eric Harding	e3c3bc78fc	Note what this address list is for	2020-06-24 20:55:20 -04:00
Eric Harding	a11d390dcd	ilink3 message logging	2020-06-24 20:52:21 -04:00
Eric Harding	7c74a961d4	Add canned cert sessions for ilink3 nrcert	2020-06-24 20:43:27 -04:00
Eric Harding	5db21ad2ca	fix build, session and clordid changes	2020-06-24 19:32:12 -04:00
Eric Harding	f703dabdfe	Raw msg should be 2 strings	2020-06-24 17:53:30 -04:00
Eric Harding	237d3eea4b	encode_clordid needs security key	2020-06-24 17:29:06 -04:00
Eric Harding	818bdec130	Add NrCert keys	2020-06-24 15:07:02 -04:00
Eric Harding	d257cf2c77	Disable broken ilink3 tests for now	2020-06-24 13:28:33 -04:00
Eric Harding	079f46404f	Add some testing notes	2020-06-24 10:57:15 -04:00
Eric Harding	edcc73e934	Remove old ILink3ExecutionGateway. Instead use GlbxIlink3ExecutionGateway	2020-06-23 22:41:33 -04:00
Pedro Pinto	bc7ac8523b	Added tool	2020-06-23 13:06:15 -04:00
Eric Harding	0c4c2b7231	cme autocert msgw_failover test script	2020-06-23 13:05:32 -04:00
Eric Harding	420351c093	Replay refactor #4	2020-06-23 12:01:52 -04:00
Eric Harding	f69e6b89c5	Sequence number fixes	2020-06-22 22:23:13 -04:00
Eric Harding	c3e22e4b23	Recovery revamp #3	2020-06-22 20:16:21 -04:00
Pedro Pinto	880c95d92b	Tweaked build tools.	2020-06-20 17:17:22 -04:00
Eric Harding	3231ffb343	Meaningless autocert code	2020-06-15 22:48:28 -04:00
Eric Harding	8d7f1738cf	update cert secure logon	2020-06-15 22:47:30 -04:00
Eric Harding	9101214e66	Add message logger and revamp replay sequence handling	2020-06-15 14:51:41 -04:00
Eric Harding	c6b2e2f21e	OMF setting to true, always	2020-06-12 17:49:37 -04:00
Eric Harding	2eac97c1a9	meaningless cert change	2020-06-12 15:18:20 -04:00
Eric Harding	b4b0e10f29	Fix IOC=FAK order type (not FOK)	2020-06-12 15:17:38 -04:00
Eric Harding	38d9db4a90	Session and sequence number fixes	2020-06-11 11:36:37 -04:00
Eric Harding	6a679ff78c	Fix for cancel/replace	2020-06-10 14:13:28 -04:00
Eric Harding	aba3f21020	stop order does not carry price	2020-06-09 19:18:36 -04:00
Eric Harding	fede19fd11	stop-limit success	2020-06-09 16:30:00 -04:00
Eric Harding	3fa8dbf112	Cannot send price with market order	2020-06-08 23:09:10 -04:00
Eric Harding	77ae4703b3	Fix clOrdID and custOrdCapacity	2020-06-08 22:58:53 -04:00
Eric Harding	a28bfa1175	execution report handling tweaks	2020-06-04 10:05:44 -04:00
Eric Harding	4e4a48283d	bool parse_report(string&, SecurityOracle&, ExecutionReport*);	2020-06-03 13:09:56 -04:00
Pedro Pinto	7a761d00ce	Added security oracle to SessionStore so we can resolve exe reports.	2020-06-03 08:51:31 -04:00
Pedro Pinto	968be6a99a	Added storage for sessions. Still missing parsing of exec reports.	2020-06-02 17:13:53 -04:00
Pedro Pinto	03404eb3f1	Made some progress in GLBXiLink3ExecutionGateway	2020-06-02 09:16:02 -04:00
Pedro Pinto	ff1a970982	Fixed build some more	2020-05-28 14:29:45 -04:00
Pedro Pinto	ed890b4d84	Fixed broken tests for subscribe_exe_report change	2020-05-28 13:50:04 -04:00
Pedro Pinto	e87003cc41	Merged with master	2020-05-28 12:21:51 -04:00
Eric Harding	bc06037843	Fix the build	2020-05-28 12:20:30 -04:00
Pedro Pinto	c4c7cebfc5	Updated externals	2020-05-28 12:12:46 -04:00
Pedro Pinto	f18bcd2995	Build tweaks	2020-05-28 12:12:46 -04:00
Pedro Pinto	a6a1b6ac53	Fixed clang build.	2020-05-28 12:12:46 -04:00
Eric Harding	8c3da4e43c	Re-arrange some methods in ILinkGW.h	2020-05-27 16:51:36 -04:00
Eric Harding	06b955dceb	Exchange seq number fix	2020-05-27 11:49:08 -04:00
Eric Harding	e75d15146c	cme cert test update	2020-05-26 23:55:27 -04:00
Eric Harding	cb07384c9f	Fix problem with party details	2020-05-26 23:55:13 -04:00
Eric Harding	fc9e502539	cert refactor	2020-05-26 12:40:16 -04:00
Eric Harding	fcbf3388c0	update ilinkbinaryxml templates	2020-05-26 12:40:04 -04:00
Eric Harding	899bea940f	improve ilinkgw logging	2020-05-26 12:39:55 -04:00
Eric Harding	14b7509607	ensure local launch timezone	2020-05-26 12:39:41 -04:00
Eric Harding	25668e8df0	dont' build web client on wsl2	2020-05-26 11:54:19 -04:00
Eric Harding	5345ba8ff8	securities for sending orders ilink3 test	2020-05-19 15:58:56 -05:00
Eric Harding	9bf05973bd	Add in/out to logs	2020-05-14 20:51:15 -05:00
Eric Harding	cea4d05bc4	log every msg	2020-05-13 20:19:48 -05:00
Eric Harding	0b7208784b	Can't take the double negatives anymore	2020-05-13 14:01:16 -05:00
Eric Harding	059ccbdab6	Merge branch 'master' of bitbucket.org:bluetradesys/spark into ilink3_gateway	2020-05-13 11:05:31 -05:00
Eric Harding	75eaf8c3d4	IL3ExecutionReportParser	2020-05-12 13:54:28 -05:00
Eric Harding	1e8fcd794f	Update ExecutionReport::exchange_order_id	2020-05-06 12:22:33 -05:00
Eric Harding	726329c4bf	Add ilink3 execution report parser and order test	2020-05-06 11:56:52 -05:00
Eric Harding	2d01f3f0f4	CME Certification requires very specific UUID generation	2020-05-06 11:56:01 -05:00
Eric Harding	2a595c0fd7	cme cert hard coding	2020-05-06 11:54:32 -05:00
Eric Harding	5f9866c9e8	SecurityCache now hands out raw pointers. SecurityOracle now indexes exchange security key	2020-05-05 11:17:16 -05:00
Eric Harding	78f1cf88e0	cmake needs love too	2020-05-04 11:16:21 -05:00
Eric Harding	4877436877	Ilink3 order unit test	2020-05-04 11:32:30 -04:00
Eric Harding	1b43124756	Add ReentrancyGuard.h	2020-05-02 13:10:49 -04:00
Eric Harding	a1feb3fddf	PrimaryGatewayConnectionEnforcement	2020-05-01 13:22:35 -04:00
Eric Harding	024328bf8b	Refactor empty session	2020-05-01 11:44:03 -04:00
Eric Harding	80d7e34bf1	Fixes for updated sbe codegen	2020-04-28 18:16:45 -04:00
Eric Harding	8ab69c919b	Improve cme provided error message	2020-04-27 16:56:32 -04:00
Eric Harding	99531bcfa0	Update ilink3 generated templates	2020-04-27 16:50:54 -04:00
Eric Harding	6bd516d4f2	cleanup	2020-04-27 11:26:42 -04:00
Eric Harding	1a1d771e1b	addition ilink3 tests	2020-04-25 13:18:58 -04:00
Eric Harding	050fcf7c6e	Passing simple log in test	2020-04-24 12:31:30 -04:00
Eric Harding	aadeae3201	update cmake, avoid web build on wsl	2020-04-17 22:38:53 -04:00
Eric Harding	b72e8aed02	ilink3 test code	2020-04-17 20:30:11 -05:00
Eric Harding	0820cc3e9a	Fix a very subtle bug in serializer	2020-04-17 13:15:12 -05:00
Eric Harding	b1ba9a1315	update ilink code gen readme	2020-04-16 14:03:53 -05:00
Eric Harding	39ce4323a1	Add CME cert command line tool	2020-04-13 16:18:59 -05:00
Eric Harding	d9fcd290d9	source files don't need to be executable	2020-04-13 09:53:28 -05:00
Eric Harding	05939b02c5	save	2020-04-12 15:11:46 -05:00
Eric Harding	aa91638fe4	ilink3 receive buffer handler + tests	2020-04-10 10:55:53 -05:00
Eric Harding	065fc54f73	IL3Reactor	2020-04-07 14:05:31 -05:00
Eric Harding	95fb13f58b	Fix some build issues	2020-04-01 15:21:04 -05:00
Eric Harding	4eb2931cb8	Additional ilink3 refactoring	2020-03-28 21:08:47 -05:00
Eric Harding	5326015a48	Testcase for framer	2020-03-27 13:46:29 -05:00
Eric Harding	fcbe319470	Split out functional pieces for easier testing	2020-03-27 09:14:30 -05:00
Eric Harding	5ad21c88b2	Add tests and refactor includes for faster build	2020-03-25 21:15:19 -05:00
Eric Harding	3a9c1d557b	Split Retransmit of old vs new session logic	2020-03-09 16:29:15 -05:00
Eric Harding	6fb5b83249	Only send Negotiate if the session is new	2020-02-28 15:33:27 -06:00
Eric Harding	95830fafdf	send_cancel	2020-02-27 14:48:56 -06:00
Eric Harding	d68b03bb91	send_cancel_replace	2020-02-26 17:56:50 -06:00
Eric Harding	e7062ce01e	send_order call for link3	2020-02-26 17:36:18 -06:00
Pedro Pinto	932738f98e	Merge branch 'master' into ilink3_gateway	2020-02-20 08:39:47 -05:00
Pedro Pinto	1426b00e83	Added fake iLink3 gateway	2020-02-19 16:21:06 -05:00
Pedro Pinto	e724409b58	Added jetfix support for string_view	2020-02-19 10:55:56 -05:00
Pedro Pinto	9cf828e9a4	Implemented iLink3 order	2020-02-18 15:37:06 -05:00
Eric Harding	41408fb609	ILink3ExecutionGateway placeholder	2020-02-14 16:07:44 -06:00
Eric Harding	4c21e32838	ILink3GW core gateway	2020-02-14 16:06:58 -06:00
Eric Harding	385f3ea402	add unix_nano_now() to datetime.h	2020-02-14 16:05:00 -06:00
Eric Harding	8d6d8cab18	Update SecureLogon for ilink3	2020-02-14 16:05:00 -06:00
Eric Harding	01615f824a	Generated ilink3 messages	2020-02-14 16:05:00 -06:00
Pedro Pinto	c6779ddc90	Reactore GLBX native order for iLink3.	2020-02-13 15:26:33 -05:00
Pedro Pinto	46eff65435	Changed IExecutionGateway to support non FIX gateways.	2020-02-12 10:11:53 -05:00