check pt: Last min changes, before going back to Mich

Update externals (cme_websocket)
check pt: Before going to chicago
2023-11-08 19:23:24 -05:00 · 2023-11-06 11:17:59 -05:00 · 2023-11-06 11:17:27 -05:00 · 2023-11-04 13:32:01 -04:00 · 2023-11-04 13:01:02 -04:00 · 2023-11-03 23:12:58 -04:00
168 changed files with 19993 additions and 3061 deletions
@@ -1,6 +1,3 @@
 [submodule "externals"]
 	path = externals
 	url = git@bitbucket.org:bluetradesys/externals.git
-[submodule "vcpkg"]
-	path = vcpkg
-	url = https://github.com/microsoft/vcpkg.git
@@ -42,8 +42,8 @@ if(WIN32)
  add_subdirectory(src/lib)
 else()
  # make sparkd look for libspark.so in its directory
-  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
-  set(CMAKE_INSTALL_RPATH ".")
+  # set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
+  # set(CMAKE_INSTALL_RPATH ".")
  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install")
  set(SPARK_INSTALL_PREFIX "${CMAKE_INSTALL_PREFIX}/$<CONFIG>")

@@ -112,12 +112,14 @@ else()

  # subdirs
  if (BUILD_SPARKD)
+    add_subdirectory(src/lib_bts-system)
+    add_subdirectory(src/lib_bts-http)
+    add_subdirectory(src/lib_bts-websocket)
+    add_subdirectory(src/lib_bts-cme-websocket)
+    add_subdirectory(src/app_bts-cme-websocket-listener)
    add_subdirectory(src/server/sparkd)
    add_subdirectory(src/data_files)
  endif()
-  if (BUILD_ACTIV_MD)
-    add_subdirectory(src/app_activ-tester)
-  endif()
  add_subdirectory(src/lib)
  if (BUILD_ADMIN_WEB_APP)
    add_subdirectory(src/Spark.Admin.WebApp)
@@ -130,36 +132,6 @@ else()
  endif()

  if(BUILD_SPARKD)
-    function(copy_shared_lib lib_file_name)
-      add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/src/server/sparkd/${lib_file_name}
-        COMMAND ${CMAKE_COMMAND} -E copy 
-        ${EXTERNALS_ROOT}/lib/Debug/${lib_file_name}
-        ${CMAKE_BINARY_DIR}/src/server/sparkd/${lib_file_name}
-        DEPENDS ${EXTERNALS_ROOT}/lib/Debug/${lib_file_name})
-    endfunction()
-
-    copy_shared_lib(libActivAgentApplication_x86-64_ubuntu22-04_gcc123_mdid.so)
-    copy_shared_lib(libActivBase_x86-64_ubuntu22-04_gcc123_mdid.so)
-    copy_shared_lib(libActivFramework_x86-64_ubuntu22-04_gcc123_mdid.so)
-    copy_shared_lib(libActivOneApi_x86-64_ubuntu22-04_gcc123_mdid.so)
-    copy_shared_lib(libActivDatabase_x86-64_ubuntu22-04_gcc123_mdid.so)
-    copy_shared_lib(libActivServices_x86-64_ubuntu22-04_gcc123_mdid.so)
-    copy_shared_lib(libBoostAtomic_x86-64_ubuntu22-04_gcc123_mdid.so)
-    copy_shared_lib(libBoostChrono_x86-64_ubuntu22-04_gcc123_mdid.so)
-    copy_shared_lib(libBoostFilesystem_x86-64_ubuntu22-04_gcc123_mdid.so)
-    copy_shared_lib(libBoostProgramOptions_x86-64_ubuntu22-04_gcc123_mdid.so)
-    add_custom_target(activ_shared_libs ALL DEPENDS
-      ${CMAKE_BINARY_DIR}/src/server/sparkd/libActivAgentApplication_x86-64_ubuntu22-04_gcc123_mdid.so
-      ${CMAKE_BINARY_DIR}/src/server/sparkd/libActivBase_x86-64_ubuntu22-04_gcc123_mdid.so
-      ${CMAKE_BINARY_DIR}/src/server/sparkd/libActivFramework_x86-64_ubuntu22-04_gcc123_mdid.so
-      ${CMAKE_BINARY_DIR}/src/server/sparkd/libActivOneApi_x86-64_ubuntu22-04_gcc123_mdid.so
-      ${CMAKE_BINARY_DIR}/src/server/sparkd/libActivDatabase_x86-64_ubuntu22-04_gcc123_mdid.so
-      ${CMAKE_BINARY_DIR}/src/server/sparkd/libActivServices_x86-64_ubuntu22-04_gcc123_mdid.so
-      ${CMAKE_BINARY_DIR}/src/server/sparkd/libBoostAtomic_x86-64_ubuntu22-04_gcc123_mdid.so
-      ${CMAKE_BINARY_DIR}/src/server/sparkd/libBoostChrono_x86-64_ubuntu22-04_gcc123_mdid.so
-      ${CMAKE_BINARY_DIR}/src/server/sparkd/libBoostFilesystem_x86-64_ubuntu22-04_gcc123_mdid.so
-      ${CMAKE_BINARY_DIR}/src/server/sparkd/libBoostProgramOptions_x86-64_ubuntu22-04_gcc123_mdid.so)
-
    add_custom_command(
      OUTPUT ${CMAKE_BINARY_DIR}/server
      COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
@@ -184,11 +156,6 @@ else()
      FILES
      "${SPARK_LIB}/libACE-5.7.5.so"
      "${SPARK_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
-      "${SPARK_LIB}/libActivFramework_x86-64_ubuntu22-04_gcc123_mdid.so"
-      "${SPARK_LIB}/libActivOneApi_x86-64_ubuntu22-04_gcc123_mdid.so"
-      "${SPARK_LIB}/libActivServices_x86-64_ubuntu22-04_gcc123_mdid.so"
-      "${SPARK_LIB}/libBoostAtomic_x86-64_ubuntu22-04_gcc123_mdid.so"
-      "${SPARK_LIB}/libBoostFilesystem_x86-64_ubuntu22-04_gcc123_mdid.so"
      DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
  endif()
 endif()
@@ -26,7 +26,6 @@
        "CMAKE_CXX_STANDARD": "20",
        "CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
        "CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
-        "CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
        "EXTERNALS_ROOT": "${sourceDir}/externals/windows",
        "CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
        "DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
@@ -46,12 +45,7 @@
      "binaryDir": "${sourceDir}/build/${presetName}",
      "cacheVariables": {
        "platform": "",
-        "CMAKE_BUILD_WITH_INSTALL_RPATH": {
-          "type": "BOOL",
-          "value": "ON"
-        },
        "CMAKE_CXX_STANDARD": "20",
-        "CMAKE_INSTALL_RPATH": ".",
        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}/sparkd",
        "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
        "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
@@ -113,29 +107,13 @@
      "description": "Debug build compiled w/ gcc",
      "binaryDir": "${sourceDir}/build/gcc/debug",
      "cacheVariables": {
-        "CMAKE_C_COMPILER": "gcc-12",
-        "CMAKE_CXX_COMPILER": "g++-12",
+        "CMAKE_C_COMPILER": "gcc",
+        "CMAKE_CXX_COMPILER": "g++",
        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -Wno-stringop-overread -DDEBUG",
        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/gcc/debug/sparkd"
      }
    },

-    {
-      "name": "activ-tester",
-      "inherits": "sparkd-debug-gcc",
-      "displayName": "Activ Tester Debug (gcc)",
-      "description": "Activ Tester Debug build compiled w/ gcc",
-      "binaryDir": "${sourceDir}/build/${presetName}",
-      "cacheVariables": {
-        "BUILD_ACTIV_MD": {
-          "type": "BOOL",
-          "value": "ON"
-        },
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}/sparkd",
-        "CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake"
-      }
-    },
-
    {
      "name": "sparkd-release-clang",
      "inherits": "sparkd-release",
@@ -307,13 +285,6 @@
      "inherits": "sparkd"
    },

-    {
-      "name": "activ-tester",
-      "configurePreset": "activ-tester",
-      "displayName": "Activ Tester Debug (gcc)",
-      "inherits": "sparkd"
-    },
-
    {
      "name": "sparkd-release-clang",
      "configurePreset": "sparkd-release-clang",
@@ -1,124 +0,0 @@
-# Symbols {
-#   value {
-#     venues {
-#       name: "VENUE_BINANCE_US"
-#       spot: "BTC"
-#       spot: "ETH"
-#     }
-#   }
-# }
-# 
-# MarketDataConfig {
-#   value {
-#     binance_us {
-#       num_depth_levels: 5
-#       security_criteria {
-#         clauses {
-#           security_types: SECURITY_TYPE_SPOT
-#           symbols: "BTC"
-#         }
-#       }
-#     }
-#   }
-# }
-
-
-MarketDataConfig {
-  value {
-    # binance {
-    #   num_depth_levels: 5
-    #   security_criteria {
-    #     clauses {
-    #       security_types: SECURITY_TYPE_SPOT
-    #       symbols: "BTC"
-    #       symbols: "ETH"
-    #     }
-    #   }
-    #   url_rest_base: "https://testnet.binance.vision"
-    #   url_ws_base: "wss://testnet.binance.vision"
-    # }
-    # binance_usds_futures {
-    #   num_depth_levels: 5
-    #   security_criteria {
-    #     clauses {
-    #       security_types: SECURITY_TYPE_FUTURE
-    #       symbols: "BTC"
-    #       symbols: "ETH"
-    #     }
-    #   }
-    #   security_desc_formattings {
-    #     expression: "^(.+)(USD)(?=_)(.*)"
-    #     format: "$1USDT$3"
-    #   }
-    #   url_rest_base: "https://testnet.binancefuture.com"
-    #   url_ws_base: "wss://fstream.binance.com"
-    # }
-    binance_us {
-      num_depth_levels: 5
-      security_criteria {
-        clauses {
-          security_types: SECURITY_TYPE_SPOT
-          symbols: "BTC"
-          symbols: "ETH"
-        }
-      }
-      url_rest_base: "https://api.binance.us"
-      url_ws_base: "wss://stream.binance.us:9443"
-    }
-    # deribit {
-    #   num_depth_levels: 10
-    #   security_criteria {
-    #     clauses {
-    #       security_types: SECURITY_TYPE_SPOT
-    #       security_types: SECURITY_TYPE_FUTURE
-    #       security_types: SECURITY_TYPE_OPTION
-    #       security_types: SECURITY_TYPE_SPREAD
-    #       symbols: "BTC"
-    #       symbols: "ETH"
-    #     }
-    #   }
-    #   currencies: "BTC"
-    #   currencies: "USDC"
-    #   url_rest_base: "https://test.deribit.com"
-    #   url_ws_base: "wss://test.deribit.com"
-    # }
-    # okx {
-    #   num_depth_levels: 5
-    #   security_criteria {
-    #     clauses {
-    #       security_types: SECURITY_TYPE_SPOT
-    #       security_types: SECURITY_TYPE_FUTURE
-    #       security_types: SECURITY_TYPE_OPTION
-    #       symbols: "BTC"
-    #       symbols: "ETH"
-    #     }
-    #   }
-    #   url_rest_base: "https://aws.okx.com"
-    #   url_ws_base: "wss://wsaws.okx.com:8443"
-    #   is_protocol_ping_pong_enabled: true
-    #   protocol_ping_interval_ms: 60000
-    #   protocol_pong_timeout_ms: 30000
-    #   is_application_ping_pong_enabled: true
-    #   application_ping_interval_ms: 20000
-    #   application_pong_timeout_ms: 10000
-    # }
-    # recording {
-    #   num_of_seconds_to_run: 300
-    #   venue: VENUE_DERIBIT
-    # }
-    # replay {
-    #   venue: VENUE_DERIBIT
-    # }
-  }
-}
-
-Symbols {
-  value {
-    venues {
-      name: "VENUE_BINANCE_US"
-      spot: "BTC"
-      spot: "ETH"
-    }
-  }
-}
-
@@ -1,210 +0,0 @@
-cmake_minimum_required(VERSION 3.12)
-project(spark)
-set(CMAKE_CXX_STANDARD 20)
-
-if(WIN32)
-  set(platform "windows")
-else()
-  set(platform "linux")
-endif()
-
-set(
-  EXTERNALS_ROOT
-  "${CMAKE_SOURCE_DIR}/externals/${platform}"
-  CACHE
-  STRING
-  "External dependencies root folder (should contain folders: lib, bin, include")
-set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
-set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
-set(SPARK_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
-set(BUILD_API_SERVER OFF CACHE BOOL "Build the api server")
-set(BUILD_DOCS OFF CACHE BOOL "Build documentation")
-set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
-if (WIN32)
-  set(BUILD_SPARKD OFF CACHE BOOL "Build sparkd")
-  set(BUILD_ADMIN_WEB_APP OFF CACHE BOOL "Build the Admin WebApp")
-else()
-  set(BUILD_SPARKD ON CACHE BOOL "Build sparkd")
-  set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
-endif()
-
-include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
-link_directories(${SPARK_LIB})
-
-if(BUILD_API_SERVER)
-  add_compile_definitions(SPARK_ENABLE_API_SERVER)
-endif()
-
-if(WIN32)
-  add_compile_definitions(SHARED_MEMORY_PREFIX="spark")
-  add_compile_definitions(APP_DATA_DIR="\$\{APPDATA\}/bts/")
-  # subdirs
-  add_subdirectory(src/lib)
-else()
-  # make sparkd look for libspark.so in its directory
-  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
-  set(CMAKE_INSTALL_RPATH ".")
-  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install")
-  set(SPARK_INSTALL_PREFIX "${CMAKE_INSTALL_PREFIX}/$<CONFIG>")
-
-  if(BUILD_API_SERVER)
-    add_compile_definitions(APP_DATA_DIR="\$\{HOME\}/spark_api/")
-    add_compile_definitions(SHARED_MEMORY_PREFIX="spark_api")
-  elseif(BUILD_SPARKD)
-    add_compile_definitions(SHARED_MEMORY_PREFIX="sparkd")
-    add_compile_definitions(APP_DATA_DIR="\$\{HOME\}/sparkdata/")
-
-    # Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
-    # read by their code). We override some below.
-    add_compile_definitions(SPARK_ENABLE_CCAPI)
-
-    # This allows us to override hardcoded exchange-urls with ones read from
-    # config (i.e., resolved at runtime rather than compile-time)
-    add_compile_definitions(CCAPI_EXPOSE_INTERNAL)
-
-    # Enable ccapi services
-    add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
-    add_compile_definitions(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT)
-    # Enable ccapi exchanges
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_COIN_FUTURES)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_US)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_USDS_FUTURES)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_COINBASE)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
-
-    set(CCAPI_LOG_LEVEL
-      "Warn"
-      CACHE STRING "<Fatal|Error|Warn|Info|Debug|Trace> Log level for ccapi")
-    string(TOUPPER "${CCAPI_LOG_LEVEL}" _ccapi_log_level_upper)
-    add_compile_definitions("CCAPI_ENABLE_LOG_${_ccapi_log_level_upper}")
-
-    # ** Binance **
-    add_compile_definitions(CCAPI_BINANCE_URL_REST_BASE="https://api.binance.com")
-    add_compile_definitions(BINANCE_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
-    add_compile_definitions(BINANCE_PRICE_STATS_PATH="/api/v3/ticker/24hr")
-
-    # ** Binance US **
-    add_compile_definitions(BINANCE_US_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
-    add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
-
-    # ** Binance USDS Futures **
-    add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
-    add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
-    add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
-
-    # ** Deribit **
-    add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
-    add_compile_definitions(DERIBIT_INSTRUMENTS_PATH="/api/v2/public/get_instruments")
-    add_compile_definitions(DERIBIT_COMBOS_PATH="/api/v2/public/get_combos")
-    add_compile_definitions(DERIBIT_TICKER_PATH="/api/v2/public/ticker")
-    add_compile_definitions(DERIBIT_CURRENCIES_METHOD="public/get_currencies")
-    add_compile_definitions(DERIBIT_INSTRUMENT_METHOD="public/get_instrument")
-    add_compile_definitions(DERIBIT_INSTRUMENTS_METHOD="public/get_instruments")
-    add_compile_definitions(DERIBIT_COMBO_DETAILS_METHOD="public/get_combo_details")
-    add_compile_definitions(DERIBIT_COMBOS_METHOD="public/get_combos")
-
-    # ** Okx **
-    add_compile_definitions(OKX_INSTRUMENTS_PATH="/api/v5/public/instruments")
-    add_compile_definitions(OKX_UNDERLYING_PATH="/api/v5/public/underlying")
-  endif()
-
-  # subdirs
-  if (BUILD_SPARKD)
-    add_subdirectory(src/server/sparkd)
-    add_subdirectory(src/data_files)
-  endif()
-  add_subdirectory(src/lib)
-  if (BUILD_ADMIN_WEB_APP)
-    add_subdirectory(src/Spark.Admin.WebApp)
-  endif()
-  if(BUILD_DOCS)
-    add_subdirectory(doc/user)
-  endif()
-  if(BUILD_SDK)
-    add_subdirectory(src/sdk)
-  endif()
-
-  if(BUILD_SPARKD)
-    function(copy_shared_lib lib_file_name)
-      add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/src/server/sparkd/${lib_file_name}
-        COMMAND ${CMAKE_COMMAND} -E copy 
-        ${EXTERNALS_ROOT}/lib/Debug/${lib_file_name}
-        ${CMAKE_BINARY_DIR}/src/server/sparkd/${lib_file_name}
-        DEPENDS ${EXTERNALS_ROOT}/lib/Debug/${lib_file_name})
-      add_custom_target(copy_shared_lib_${lib_file_name} ALL DEPENDS ${CMAKE_BINARY_DIR}/src/server/sparkd/${lib_file_name})
-    endfunction()
-
-    add_custom_command(
-      OUTPUT ${CMAKE_BINARY_DIR}/server
-      COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
-      COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
-      COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
-      COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
-      COMMAND
-        ln ARGS -sf
-        ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
-        ${CMAKE_BINARY_DIR}/server
-      COMMAND
-        ${CMAKE_COMMAND} -E copy
-        ${EXTERNALS_ROOT}/lib/Debug/libActivAgentApplication_x86-64_ubuntu22-04_gcc114_mdid.so
-        ${CMAKE_BINARY_DIR}/server
-      COMMAND
-        ${CMAKE_COMMAND} -E copy
-        ${EXTERNALS_ROOT}/lib/Debug/libActivBase_x86-64_ubuntu22-04_gcc114_mdid.so
-        ${CMAKE_BINARY_DIR}/server
-      COMMAND
-        ${CMAKE_COMMAND} -E copy
-        ${EXTERNALS_ROOT}/lib/Debug/libActivFramework_x86-64_ubuntu22-04_gcc114_mdid.so
-        ${CMAKE_BINARY_DIR}/server
-      COMMAND
-        ${CMAKE_COMMAND} -E copy
-        ${EXTERNALS_ROOT}/lib/Debug/libActivOneApi_x86-64_ubuntu22-04_gcc114_mdid.so
-        ${CMAKE_BINARY_DIR}/server
-      COMMAND
-        ${CMAKE_COMMAND} -E copy
-        ${EXTERNALS_ROOT}/lib/Debug/libActivDatabase_x86-64_ubuntu22-04_gcc114_mdid.so
-        ${CMAKE_BINARY_DIR}/server
-      COMMAND
-        ${CMAKE_COMMAND} -E copy
-        ${EXTERNALS_ROOT}/lib/Debug/libActivServices_x86-64_ubuntu22-04_gcc114_mdid.so
-        ${CMAKE_BINARY_DIR}/server
-      COMMAND
-        ${CMAKE_COMMAND} -E copy
-        ${EXTERNALS_ROOT}/lib/Debug/libBoostAtomic_x86-64_ubuntu22-04_gcc114_mdid.so
-        ${CMAKE_BINARY_DIR}/server
-      COMMAND
-        ${CMAKE_COMMAND} -E copy
-        ${EXTERNALS_ROOT}/lib/Debug/libBoostChrono_x86-64_ubuntu22-04_gcc114_mdid.so
-        ${CMAKE_BINARY_DIR}/server
-      COMMAND
-        ${CMAKE_COMMAND} -E copy
-        ${EXTERNALS_ROOT}/lib/Debug/libBoostFilesystem_x86-64_ubuntu22-04_gcc114_mdid.so
-        ${CMAKE_BINARY_DIR}/server
-      COMMAND
-        ${CMAKE_COMMAND} -E copy
-        ${EXTERNALS_ROOT}/lib/Debug/libBoostProgramOptions_x86-64_ubuntu22-04_gcc114_mdid.so
-        ${CMAKE_BINARY_DIR}/server
-      COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
-      COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
-      COMMENT "Creating server runtime layout"
-      DEPENDS sparkd data_files_dir)
-
-    add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
-
-    install(
-      DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins"
-      DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
-    install(
-      FILES
-      "${SPARK_LIB}/libACE-5.7.5.so"
-      "${SPARK_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
-      "${SPARK_LIB}/libActivFramework_x86-64_ubuntu22-04_gcc114_mdid.so"
-      "${SPARK_LIB}/libActivOneApi_x86-64_ubuntu22-04_gcc114_mdid.so"
-      "${SPARK_LIB}/libActivServices_x86-64_ubuntu22-04_gcc114_mdid.so"
-      "${SPARK_LIB}/libBoostAtomic_x86-64_ubuntu22-04_gcc114_mdid.so"
-      "${SPARK_LIB}/libBoostFilesystem_x86-64_ubuntu22-04_gcc114_mdid.so"
-      DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
-  endif()
-endif()
@@ -1,33 +0,0 @@
-diff.astextplain.textconv=astextplain
-filter.lfs.clean=git-lfs clean -- %f
-filter.lfs.smudge=git-lfs smudge -- %f
-filter.lfs.process=git-lfs filter-process
-filter.lfs.required=true
-http.sslbackend=openssl
-http.sslcainfo=C:/Program Files/Git/mingw64/etc/ssl/certs/ca-bundle.crt
-core.autocrlf=true
-core.fscache=true
-core.symlinks=false
-pull.rebase=false
-credential.helper=manager
-credential.https://dev.azure.com.usehttppath=true
-init.defaultbranch=master
-status.short=true
-core.repositoryformatversion=0
-core.filemode=false
-core.bare=false
-core.logallrefupdates=true
-core.symlinks=false
-core.ignorecase=true
-submodule.active=.
-remote.origin.url=git@bitbucket.org:bluetradesys/spark.git
-remote.origin.fetch=+refs/heads/*:refs/remotes/origin/*
-branch.spark_crypto.dev.remote=origin
-branch.spark_crypto.dev.merge=refs/heads/spark_crypto.dev
-submodule.docker/linux.url=git@bitbucket.org:bluetradesys/linux_docker.git
-submodule.docker/windows.url=git@bitbucket.org:bluetradesys/windows_docker.git
-submodule.externals.url=git@bitbucket.org:bluetradesys/externals.git
-branch.development.remote=origin
-branch.development.merge=refs/heads/development
-user.name=John Colvin
-user.email=john.colvin@bluetradesys.com
@@ -1,12 +0,0 @@
-core.repositoryformatversion=0
-core.filemode=true
-core.bare=false
-core.logallrefupdates=true
-remote.origin.url=git@bitbucket.org:bluetradesys/spark.git
-remote.origin.fetch=+refs/heads/*:refs/remotes/origin/*
-branch.spark_crypto.dev.remote=origin
-branch.spark_crypto.dev.merge=refs/heads/spark_crypto.dev
-branch.development.remote=origin
-branch.development.merge=refs/heads/development
-submodule.externals.active=true
-submodule.externals.url=git@bitbucket.org:bluetradesys/externals.git
@@ -1,8 +0,0 @@
-function(init_executable source_dir)
-  file(
-    GLOB_RECURSE ${PROJECT_NAME}_Sources
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    ${source_dir}/*.cpp)
-  add_executable(${PROJECT_NAME} ${${PROJECT_NAME}_Sources})
-  target_include_directories(${PROJECT_NAME} PUBLIC ${CMAKE_CURRENT_SOURCE_DIR})
-endfunction(init_executable)
@@ -45,6 +45,10 @@ RUN apt-get update && apt-get install -y \
    libssh2-1-dev \
    openssh-server

+# curl (lib)
+RUN apt-get update && apt-get install -y \
+   libcurl4-openssl-dev
+
 # cmake
 RUN \
    curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
@@ -24,6 +24,3 @@
  those re-entered explicitly
 - With this release we add per user location and smp id tags. At least
  the location will have to be set through the admin UI for every user
-
-libBoostFilesystem_x86-64_ubuntu22-04_gcc123_mdid.so:    ELF 64-bit LSB shared object, x86-64, version 1 (GNU/Linux), dynamically linked, BuildID[sha1]=75427020663511112b3aadeef5023e4f368aafd4, stripped
-/usr/lib/x86_64-linux-gnu/libboost_filesystem.so.1.74.0: ELF 64-bit LSB shared object, x86-64, version 1 (SYSV), dynamically linked, BuildID[sha1]=f0cb6f85ac07ed93816bae06c584d4a1fabb0e70, stripped
@@ -1,13 +1,13 @@
-using System;
-using System.Data;
-using System.Collections;
-using BCG.Utilities;
-using BCG.Utilities.General;
-namespace BCG
-{
+// using System;
+// using System.Data;
+// using System.Collections;
+// using BCG.Utilities;
+// using BCG.Utilities.General;
+// namespace BCG
+// {

-   public class AddColumnsStream : MapStream
-   {
-      public AddColumnsStream(ViewStream vs, string columnDef) : base (vs, new ColumnAdder (columnDef))  {}    
-   }
-}
+//    public class AddColumnsStream : MapStream
+//    {
+//       public AddColumnsStream(ViewStream vs, string columnDef) : base (vs, new ColumnAdder (columnDef))  {}    
+//    }
+// }
@@ -104,13 +104,13 @@ namespace BCG {
            if (!p.replayed)
               return p;
         }
-         else
-         {
-            double secondsElapsed = new BinaryReader(myFileReader).ReadDouble();
-            myNextPacketTime = myPlaybackStart + new TimeSpan(0, 0, 0, 0, (int)(1000 * secondsElapsed / myPlaybackSpeed));
-            if (onProgress != null)
-               onProgress(myFileReader.Position, myFileReader.Length);
-         }
+         return null;
+      }
+
+      private PlaybackPacket _get_previous_packet(PlaybackPacket p) {
+         if (p.idx == 0)
+            return null;
+         return _packets[p.idx - 1];
      }

      #region IWorker Members
@@ -102,6 +102,14 @@ namespace BCG
            System.Threading.Thread.Sleep(1000);
         }

+         // Task.Run(async () =>
+         // {
+         //    while (!_conn.isDisposed)
+         //    {
+         //       await _conn.send_async(buff);
+         //       await Task.Delay(100);
+         //    }
+         // });
      }

      public void onData(RemoteMessage msg)
@@ -1,51 +0,0 @@
-cmake_minimum_required(VERSION 3.23)
-project(activ-tester)
-include(${CMAKE_SOURCE_DIR}/cmake/InitExecutable.cmake)
-init_executable(activ-tester)
-target_link_libraries(${PROJECT_NAME} PUBLIC
-    protobuf
-    double-conversion
-    boost_system
-    boost_thread
-    boost_filesystem
-    boost_regex
-    boost_chrono
-    boost_date_time
-    boost_atomic
-    SQLiteCpp
-    sqlite3
-    curl
-    uuid
-    ssl
-    crypto
-    debug fmtd
-    optimized fmt
-    tbb
-    cryptopp
-    pugixml
-    libspark
-    lttng-ust
-    Pcap++
-    Packet++
-    Common++
-    ssh2
-    BoostAtomic_x86-64_ubuntu22-04_gcc123_mdid
-    BoostChrono_x86-64_ubuntu22-04_gcc123_mdid
-    BoostFilesystem_x86-64_ubuntu22-04_gcc123_mdid
-    BoostProgramOptions_x86-64_ubuntu22-04_gcc123_mdid
-    ActivAgentApplication_x86-64_ubuntu22-04_gcc123_mdid
-    ActivBase_x86-64_ubuntu22-04_gcc123_mdid
-    ActivDatabase_x86-64_ubuntu22-04_gcc123_mdid
-    ActivFramework_x86-64_ubuntu22-04_gcc123_mdid
-    ActivOneApi_x86-64_ubuntu22-04_gcc123_mdid
-    ActivServices_x86-64_ubuntu22-04_gcc123_mdid
-    -lrt
-    -ldl
-    -lpcap
-    -static-libgcc
-    -static-libstdc++
-    -pthread)
-
-# cli11
-find_package(CLI11 CONFIG REQUIRED)
-target_link_libraries(${PROJECT_NAME} PUBLIC CLI11::CLI11)
@@ -1,75 +0,0 @@
-// #include "lib/md/cme/CMEActivSession.h"
-// #include "lib/testing/catch_test_runner.h"
-// #include "lib/utils/init_spark_lib.h"
-// #include "server/sparkd/cmds/AdminReport.h"
-// #include "server/sparkd/cmds/ConfigCmd.h"
-// #include "server/sparkd/cmds/KeyCmd.h"
-// #include "server/sparkd/cmds/Md.h"
-// #include "server/sparkd/cmds/QuickTest.h"
-// #include "server/sparkd/cmds/Run.h"
-// #include "server/sparkd/cmds/Web.h"
-// #include "server/sparkd/cmds/crypto/CryptoCmd.h"
-
-#include <CLI/CLI.hpp>
-#include <functional>
-#include <iostream>
-#include <string>
-// using namespace bts;
-
-void print_args(int argc, char **argv) {
-   if (argc < 2) {
-      std::cout << "No args" << std::endl;
-      return;
-   }
-   for (int i = 1; i < argc; i++) {
-      std::cout << "arg " << i << ": " << argv[i] << std::endl;
-   }
-}
-
-int main(int argc, char **argv) {
-   print_args(argc, argv);
-   CLI::App app("Futures trading system", "sparkd");
-   app.require_subcommand();
-   // app.add_subcommand("")
-   return 0;
-}
-
-// int main(int argc, char **argv) {
-//    utils::SparkLibInit init;
-
-//    // The catch testing framework has its own command line parser so
-//    // if we are testing we just forward the entire command to catch
-//    if (argc > 1 && std::string(argv[1]) == "test")
-//       return run_tests(argc, argv);
-//    else {
-//       CLI::App app("Futures trading system", "sparkd");
-//       app.require_subcommand();
-//       app.add_subcommand(CLI::App_p(new cmds::AdminReport()));
-//       app.add_subcommand(CLI::App_p(new cmds::CryptoCmd()));
-//       app.add_subcommand(CLI::App_p(new cmds::ConfigCmd()));
-//       app.add_subcommand(CLI::App_p(new cmds::Md()));
-//       app.add_subcommand(CLI::App_p(new cmds::QuickTest()));
-//       app.add_subcommand(CLI::App_p(new cmds::Run()));
-//       app.add_subcommand(CLI::App_p(new cmds::KeyCmd()));
-//       app.add_subcommand(CLI::App_p(new cmds::Web()));
-
-//       // Activ md example
-//       struct {
-//          std::string host{"aop-ny4-replay-1w.activfinancial.com"};
-//          std::string user{"bltdsy-replay"};
-//          std::string password{"redhawk0281"};
-//          CLI::App *cmd;
-//       } activ;
-//       activ.cmd = app.add_subcommand("activ-md", "Run Activ md demo");
-//       activ.cmd->add_option("--host", activ.host, "Activ host (server)");
-//       activ.cmd->add_option("--user", activ.user, "Activ login user");
-//       activ.cmd->add_option("--pass", activ.password, "Activ login password");
-//       activ.cmd->callback([&activ]() {
-//          md::cme::CMEActivSession::run(activ.host, activ.user, activ.password);
-//       });
-
-//       app.add_subcommand(
-//           "test", "Run unit test(s)"); // so this shows up in help
-//       CLI11_PARSE(app, argc, argv);
-//    }
-// }
@@ -0,0 +1,22 @@
+cmake_minimum_required(VERSION 3.23)
+project(bts-cme-websocket-listener)
+
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_Sources
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  ${PROJECT_NAME}/*.cpp)
+add_executable(${PROJECT_NAME} ${${PROJECT_NAME}_Sources})
+target_include_directories(${PROJECT_NAME} PUBLIC ${CMAKE_CURRENT_SOURCE_DIR})
+target_link_libraries(${PROJECT_NAME} PUBLIC bts-system bts-http bts-websocket bts-cme-websocket)
+
+# # cli11
+# FetchContent_Declare(
+#   cli11
+#   GIT_REPOSITORY git@github.com:CLIUtils/CLI11.git
+#   GIT_TAG v2.3.2
+#   SYSTEM
+#   OVERRIDE_FIND_PACKAGE
+# )
+# FetchContent_MakeAvailable(cli11)
+# target_include_directories(${PROJECT_NAME} PUBLIC ${cli11_SOURCE_DIR}/include)
+# target_link_libraries(${PROJECT_NAME} PUBLIC CLI11)
@@ -0,0 +1,73 @@
+#pragma once
+
+#include "bts-cme-websocket/cme_websocket_session.h"
+#include "bts-cme-websocket/cme_websocket_session_config.h"
+#include "bts-system/json/json_dumper.h"
+#include "bts-system/json/json_reader.h"
+
+#include <curlpp/cURLpp.hpp>
+#include <fstream>
+#include <iostream>
+
+namespace bts::websocket {
+
+class CmeWebsocketListener {
+   static CmeWebsocketSessionConfig parse_config(
+       const std::string &config_arg) {
+      std::ifstream cfg_ifs{config_arg};
+      const auto cfg_j = nlohmann::json::parse(cfg_ifs);
+      bts::system::json::JsonReader cfg_jr{&cfg_j};
+      CmeWebsocketSessionConfig cfg;
+      bts_assert(cfg_jr.read(cfg));
+      cfg.websocket.timeout = bts::system::TimeSpan::from_seconds(20);
+      return cfg;
+   }
+
+   void on_trade_ticker(const std::vector<CmeTradeSummaryPayload> &payload) {
+      LOG(Md, Info, "on_trade_ticker.\n{}",
+          system::json::JsonDumper::dump(payload.begin(), payload.end()));
+   }
+
+   static void on_top_of_book(const std::vector<CmeTopOfBookPayload> &payload) {
+      LOG(Md, Info, "on_top_of_book.\n{}",
+          system::json::JsonDumper::dump(payload.begin(), payload.end()));
+   }
+
+ public:
+   void run(const std::string &config_arg) {
+      const auto cfg = parse_config(config_arg);
+
+      // Ensure curpp::initialize/terminate are called (even if exception is thrown)
+      struct CurlInit {
+         CurlInit() { curlpp::initialize(); }
+         ~CurlInit() { curlpp::terminate(); }
+      } _CURL_INIT;
+
+      // Init websocket session (it won't actually connect until we call
+      // `CmeWebsocketSession::start`)
+      CmeWebsocketSession session{cfg};
+
+      // Bind various callbacks
+      // Bind 'trade_ticker' callback to a member function
+      session.trade_ticker_callback()
+          .bind<&CmeWebsocketListener::on_trade_ticker>(*this);
+      // Bind 'top_of_book' callback to a static function
+      session.top_of_book_callback()
+          .bind<&CmeWebsocketListener::on_top_of_book>();
+
+      // Connect to the websocket server
+      session.start();
+
+      // Send subscription request (should start receiving messages in the
+      // callbacks we bound above)
+      session.subscribe(
+          {{CmeSubscriptionTopic::TRADE_TICKER, {"XCME", "FUT", "BTC"}},
+           {CmeSubscriptionTopic::TOP_OF_BOOK, {"XCME", "FUT", "BTC"}}});
+      static const int sleep_secs = 3;
+      while (true) {
+         std::this_thread::sleep_for(std::chrono::seconds(sleep_secs));
+      }
+   }
+};
+
+} // namespace bts::websocket
@@ -0,0 +1,126 @@
+#include "bts-cme-websocket-listener/cme_websocket_listener.h"
+#include "bts-cme-websocket/cme_message_handler.h"
+#include "bts-cme-websocket/cme_message_handler_proxy.h"
+#include "bts-cme-websocket/cme_message_logger.h"
+#include "bts-cme-websocket/cme_subscription_topic.h"
+#include "bts-cme-websocket/cme_websocket_session.h"
+#include "bts-cme-websocket/cme_websocket_session_config.h"
+#include "bts-cme-websocket/messages/cme_product_key.h"
+#include "bts-cme-websocket/messages/cme_trade_summary_payload.h"
+#include "bts-system/UNUSED.h"
+#include "bts-system/json/json_dumper.h"
+#include "bts-system/json/json_reader.h"
+#include "bts-websocket/websocket_client.h"
+
+#include <CLI11/CLI11.hpp>
+#include <boost/asio.hpp>
+#include <boost/beast.hpp>
+#include <curlpp/cURLpp.hpp>
+#include <fstream>
+#include <iostream>
+#include <nlohmann/json.hpp>
+#include <nlohmann/json_fwd.hpp>
+#include <string>
+#include <vector>
+
+using bts::system::json::JsonDumper;
+using bts::system::json::JsonReader;
+using bts::websocket::CmeMessageHandlerProxy;
+using bts::websocket::CmeSubscriptionTopic;
+using bts::websocket::CmeTopOfBookPayload;
+using bts::websocket::CmeTradeSummaryPayload;
+using bts::websocket::CmeWebsocketSession;
+using bts::websocket::CmeWebsocketSessionConfig;
+using CLI::App;
+using std::ifstream;
+using std::string;
+using std::vector;
+
+static CmeWebsocketSessionConfig parse_config(const string &config_arg) {
+   ifstream cfg_ifs{config_arg};
+   const auto cfg_j = nlohmann::json::parse(cfg_ifs);
+   JsonReader cfg_jr{&cfg_j};
+   CmeWebsocketSessionConfig cfg;
+   bts_assert(cfg_jr.read(cfg));
+   cfg.websocket.timeout = bts::system::TimeSpan::from_seconds(20);
+   return cfg;
+}
+
+static void on_trade_ticker(const vector<CmeTradeSummaryPayload> &payload) {
+   LOG(Md, Info, "on_trade_ticker.\n{}",
+       JsonDumper::dump(payload.begin(), payload.end()));
+}
+
+static void on_top_of_book(const vector<CmeTopOfBookPayload> &payload) {
+   LOG(Md, Info, "on_top_of_book.\n{}",
+       JsonDumper::dump(payload.begin(), payload.end()));
+}
+
+static void run_alt(const std::string &config_arg) {
+   bts::websocket::CmeWebsocketListener listener{};
+   listener.run(config_arg);
+}
+
+static void run(const std::string &config_arg) {
+   if (config_arg.size() < 999999) {
+      run_alt(config_arg);
+      return;
+   }
+   const auto cfg = parse_config(config_arg);
+
+   struct CurlInit {
+      CurlInit() { curlpp::initialize(); }
+      ~CurlInit() { curlpp::terminate(); }
+   } _CURL_INIT;
+
+   // Init websocket session (it won't actually connect until we call
+   // `CmeWebsocketSession::start`)
+   CmeWebsocketSession session{cfg};
+   // Bind callbacks
+   session.trade_ticker_callback().bind<&on_trade_ticker>();
+   session.top_of_book_callback().bind<&on_top_of_book>();
+   // Connect to the websocket server
+   session.start();
+   // Send subscription request (should start receiving messages in the
+   // callbacks we bound above)
+   session.subscribe(
+       {{CmeSubscriptionTopic::TRADE_TICKER, {"XCME", "FUT", "BTC"}},
+        {CmeSubscriptionTopic::TOP_OF_BOOK, {"XCME", "FUT", "BTC"}}});
+   //  std::vector<bts::websocket::CmeProductKey>{{"XCME", "FUT", "BTC"}},
+   //  std::vector<bts::websocket::CmeSubscriptionTopic>{
+   //      bts::websocket::CmeSubscriptionTopic::TRADE_TICKER},
+   //  &trade_handler);
+   static const int sleep_secs = 3;
+   while (true) {
+      std::this_thread::sleep_for(std::chrono::seconds(sleep_secs));
+      //       string text{R"({
+      // "header": {
+      //   "messageType": "subscribe",
+      //   "sentTime": "",
+      //   "version": "",
+      //   "requestId": "1",
+      //   "token": ""
+      // },
+      // "payload": {
+      //   "subscriptionMessageTypes": ["TRD"],
+      //   "subscriptions": [
+      //     {
+      //       "exchangeMic": "XCME",
+      //       "productType": "FUT",
+      //       "productCode": "BTC"
+      //     }
+      //   ]
+      // }
+      // })"};
+   }
+}
+
+int main(int argc, char **argv) {
+   App app{"Cme websocket listener", "bts-websocket-listener"};
+   string config_arg;
+   app.add_option(
+          "--config", config_arg, "Path to CmeWebsocketConfig json file")
+       ->required();
+   app.callback([&config_arg]() { run(config_arg); });
+   CLI11_PARSE(app, argc, argv);
+}
@@ -0,0 +1,35 @@
+{
+  "header": {
+    "messageType": "TS",
+    "sentTime": "null",
+    "version": "1.0"
+  },
+  "payload": [
+    {
+      "lastUpdateTime": "2023-01-23T10:00:12.509489271Z",
+      "tradeSummary": {
+        "aggressorSide": "2",
+        "mdTradeEntryId": "172277",
+        "tradePrice": "22855",
+        "tradeQty": "1",
+        "tradeOrderCount": "2",
+        "tradeUpdateAction": "NEW",
+        "orderQty": {
+          "orderId": "2",
+          "lastOrdQty": "1"
+        }
+      },
+      "instrument": {
+        "definitionSource": "E",
+        "exchangeMic": "XCME",
+        "id": "64598",
+        "marketSegmentId": "74",
+        "periodCode": "202301",
+        "productCode": "BTC",
+        "productType": "FUT",
+        "productGroup": "BF",
+        "symbol": "BTCF3"
+      }
+    }
+  ]
+}
@@ -0,0 +1,26 @@
+{
+  "websocket": {
+    "url": "wss://markets.api.uat.cmegroup.com/marketdatastream/v1",
+    "auth": {
+      "oauth": {
+        "url": "https://authnr.cmegroup.com/as/token.oauth2",
+        "client_id": "api_thinkalpha321",
+        "client_secret": "4T39A4t_G#7erR$TYgrJ9hmT"
+      }
+    }
+  },
+  "subscriptions": [
+    {
+      "topics": [
+        "TRD"
+      ],
+      "products": [
+        {
+          "exchangeMic": "XCME",
+          "productType": "FUT",
+          "productCode": "BTC"
+        }
+      ]
+    }
+  ]
+}
@@ -1197,6 +1197,7 @@ namespace System.Collections.Generic {
      /// A tuple whose items each represent the sum of their repsective items in
      /// <paramref name="source"/>
      /// </returns>
+      [RequiresPreviewFeatures]
      public static (T1, T2) Sum<T1, T2>(this IEnumerable<(T1, T2)> source)
         where T1 : INumber<T1>
         where T2 : INumber<T2> =>
@@ -1209,6 +1210,7 @@ namespace System.Collections.Generic {
      /// A tuple whose items each represent the sum of their repsective items in
      /// <paramref name="source"/>
      /// </returns>
+      [RequiresPreviewFeatures]
      public static (T1, T2) Sum<T1, T2>(this IEnumerable<(T1, T2)> source, T1 seed1, T2 seed2)
         where T1 : IAdditionOperators<T1, T1, T1>
         where T2 : IAdditionOperators<T2, T2, T2> =>
@@ -1222,6 +1224,7 @@ namespace System.Collections.Generic {
      /// A tuple whose items each represent the sum of their repsective items in
      /// <paramref name="source"/>
      /// </returns>
+      [RequiresPreviewFeatures]
      public static (T1, T2, T3) Sum<T1, T2, T3>(this IEnumerable<(T1, T2, T3)> source)
         where T1 : INumber<T1>
         where T2 : INumber<T2>
@@ -1235,6 +1238,7 @@ namespace System.Collections.Generic {
      /// A tuple whose items each represent the sum of their repsective items in
      /// <paramref name="source"/>
      /// </returns>
+      [RequiresPreviewFeatures]
      public static (T1, T2, T3) Sum<T1, T2, T3>(
         this IEnumerable<(T1, T2, T3)> source, T1 seed1, T2 seed2, T3 seed3)
         where T1 : IAdditionOperators<T1, T1, T1>
@@ -1251,6 +1255,7 @@ namespace System.Collections.Generic {
      /// A tuple whose items each represent the sum of their repsective items in
      /// <paramref name="source"/>
      /// </returns>
+      [RequiresPreviewFeatures]
      public static (T1, T2, T3, T4) Sum<T1, T2, T3, T4>(this IEnumerable<(T1, T2, T3, T4)> source)
         where T1 : INumber<T1>
         where T2 : INumber<T2>
@@ -1265,6 +1270,7 @@ namespace System.Collections.Generic {
      /// A tuple whose items each represent the sum of their repsective items in
      /// <paramref name="source"/>
      /// </returns>
+      [RequiresPreviewFeatures]
      public static (T1, T2, T3, T4) Sum<T1, T2, T3, T4>(
         this IEnumerable<(T1, T2, T3, T4)> source, T1 seed1, T2 seed2, T3 seed3, T4 seed4)
         where T1 : IAdditionOperators<T1, T1, T1>
@@ -0,0 +1,21 @@
+{
+  "header": {
+    "messageType": "subscriptionStatus",
+    "requestId": 0,
+    "sentTime": "2023-11-01T15:21:12.376000000Z",
+    "version": "1.0",
+    "sequenceNumber": "2"
+  },
+  "payload": {
+    "status": "subscribed",
+    "subscriptionMessageTypes": [
+      "TRD"
+    ],
+    "subscriptions": [
+      {
+        "productType": "FUT",
+        "productCode": "BTC"
+      }
+    ]
+  }
+}
@@ -0,0 +1,31 @@
+{
+  "header": {
+    "messageType": "TOB",
+    "sentTime": "2023-11-08T20:10:16.439000000Z",
+    "sequenceNumber": "2",
+    "version": "1.0"
+  },
+  "payload": [
+    {
+      "instrument": {
+        "definitionSource": "E",
+        "exchangeMic": "XCME",
+        "id": "42013807",
+        "marketSeqmentId": "74",
+        "periodCode": "",
+        "productCode": "BTC",
+        "productGroup": "BF",
+        "productType": "FUT",
+        "symbol": "BTCG4"
+      },
+      "askLevel": [
+        {
+          "lastUpdateTime": "2023-11-08T20:03:58.709512329Z",
+          "orderCnt": "1",
+          "price": "36460.0",
+          "qty": "1.0"
+        }
+      ]
+    }
+  ]
+}
@@ -0,0 +1,42 @@
+{
+  "header": {
+    "messageType": "TRD",
+    "sentTime": "2023-11-08T18:39:31.545000000Z",
+    "sequenceNumber": "56",
+    "version": "1.0"
+  },
+  "payload": [
+    {
+      "instrument": {
+        "definitionSource": "E",
+        "exchangeMic": "XCME",
+        "id": "87394",
+        "marketSeqmentId": "74",
+        "periodCode": "",
+        "productCode": "BTC",
+        "productGroup": "BF",
+        "productType": "FUT",
+        "symbol": "BTCZ3"
+      },
+      "lastUpdateTime": "2023-11-08T04:54:03.451575431Z",
+      "tradeSummary": {
+        "aggressorSide": "Buy",
+        "mdTradeEntryId": "174893",
+        "tradePrice": "35810.0",
+        "tradeQty": "1",
+        "tradeOrderCount": "2",
+        "tradeUpdateAction": "New",
+        "orderQty": [
+          {
+            "orderId": "74467988366",
+            "lastQty": "1"
+          },
+          {
+            "orderId": "74467981241",
+            "lastQty": "1"
+          }
+        ]
+      }
+    }
+  ]
+}
@@ -0,0 +1,18 @@
+{
+  "websocket": {
+    "url": "wss://markets.api.uat.cmegroup.com/marketdatastream/v1",
+    "auth": {
+      "oauth": {
+        "url": "https://authnr.cmegroup.com/as/token.oauth2",
+        "client_id": "api_thinkalpha321",
+        "client_secret": "4T39A4t_G#7erR$TYgrJ9hmT"
+      }
+    }
+  },
+  "subscription_payloads": [],
+  "thread": {
+    "name_rx": "websocket_thread",
+    "exclude": false,
+    "cores": [1]
+  }
+}
@@ -55,7 +55,7 @@ target_include_directories(

 get_link_libraries(_link_libs)
 print_list(_link_libs VERBOSE)
-target_link_libraries(${PROJECT_NAME} PUBLIC ${_link_libs})
+target_link_libraries(${PROJECT_NAME} ${_link_libs})

 # Copy binaries to Dotnet build dirs (for csprojs that depend on libspark)
 if (DEFINED DOTNET_BINARY_DIR)
@@ -1,22 +0,0 @@
-syntax = "proto3";
-
-import "lib/api/domain/SecurityCriteria.proto";
-
-package bts.api.md;
-
-option csharp_namespace = "bts.api.md";
-
-
-message GlbxMarketDataConfig {
-  uint32 unique_check_value = 1;
-  //uint32 num_depth_levels = 1;
-  //uint32 depth_throttle_ms = 2;
-  bts.api.domain.SecurityCriteria security_criteria = 3;
-  // Market data isn't subscribed for securities listed here (even if they are
-  // included by 'security_criteria'). There are some securities that don't
-  // fit into our system just yet, such as 'BTCBIDR', which trades in prices
-  // larger than our cpp 'domain::Price' class supports.
-  //repeated string excluded_securities = 4;
-  //string url_rest_base = 5;
-  //string url_ws_base = 6;
-}
@@ -10,7 +10,7 @@ import "lib/api/md/MarketDataReplayConfig.proto";
 import "lib/api/md/DeribitMarketDataConfig.proto";
 import "lib/api/md/EmumbaDeribitMarketDataConfig.proto";
 import "lib/api/md/OkxMarketDataConfig.proto";
-import "lib/api/md/GlbxMarketDataConfig.proto";
+

 option csharp_namespace = "bts.api.md";

@@ -24,7 +24,6 @@ message MarketDataConfig {
  repeated DeribitMarketDataConfig deribit = 5;
  repeated CoinbaseMarketDataConfig coinbase =6;
  repeated OkxMarketDataConfig okx = 7;
-  repeated GlbxMarketDataConfig glbx = 8;
  // Add an entry here for all the exchanges that need their market data to be recorded

  repeated EmumbaDeribitMarketDataConfig emumba_deribit = 100;
@@ -19,8 +19,6 @@ std::set<bts::api::Venue> MarketDataConfigUtils::get_live_exchanges(
      rv.insert(bts::api::VENUE_BINANCE_US);
   if (cfg.deribit_size() > 0)
      rv.insert(bts::api::VENUE_DERIBIT);
-   if (cfg.glbx_size()>0)
-      rv.insert(bts::api::VENUE_GLBX);
   return rv;
 }

@@ -11,5 +11,4 @@ option cc_enable_arenas = true;
 message MarketDataRecordingConfig {
   uint32 num_of_seconds_to_run = 10;
   bts.api.Venue venue = 20;
-   uint32 n_book_levels = 30;
 }
@@ -25,16 +25,6 @@ function(get_link_libraries dest)
    Packet++
    Common++
    ssh2
-    BoostAtomic_x86-64_ubuntu22-04_gcc123_mdid
-    BoostChrono_x86-64_ubuntu22-04_gcc123_mdid
-    BoostFilesystem_x86-64_ubuntu22-04_gcc123_mdid
-    BoostProgramOptions_x86-64_ubuntu22-04_gcc123_mdid
-    ActivAgentApplication_x86-64_ubuntu22-04_gcc123_mdid
-    ActivBase_x86-64_ubuntu22-04_gcc123_mdid
-    ActivDatabase_x86-64_ubuntu22-04_gcc123_mdid
-    ActivFramework_x86-64_ubuntu22-04_gcc123_mdid
-    ActivOneApi_x86-64_ubuntu22-04_gcc123_mdid
-    ActivServices_x86-64_ubuntu22-04_gcc123_mdid
    -lrt
    -ldl
    -lpcap
@@ -1,8 +1,8 @@
 function(get_link_libraries dest)
-  find_package(fmt CONFIG REQUIRED)
  set(${dest}
    crypt32
-    fmt::fmt
+    debug fmtd
+    optimized fmt
    libcrypto
    libcurl
    libboost_system
@@ -9,7 +9,7 @@ HistoricMarketDataConfig {

 PlatformMap {
  value {
-    glbx_platform: "PLATFORM_MDP3ONIXS"
+    glbx_platform: "PLATFORM_SIM"
    ice_platform: "PLATFORM_ICEONIXS"
  }
 }
@@ -24,8 +24,6 @@ PublisherOptions {
    hot_growth: 1024
    cold_initial: 8192
    cold_growth: 2048
-    channel_prefix: ""
-    disable_heartbeat: false
  }
 }

@@ -99,18 +97,11 @@ CMEOptions {
    feed_engine {
      name: "mdp3feed"
      spin_time: 0
-      channels_per_thread: 3
-      data_wait: 10
-      upp_socket_buffer_size: 268435456
    }
    channel {
      id: "*"
      feed_engine: "mdp3feed"
      use_tcp_replay: false
-      recovery_queue_size: 640000
-      lost_packet_wait_timeout_ms: 10
-      use_natural_refresh: false
-      join_snapshot_on_gap: false
    }
  }
 }
@@ -231,10 +222,3 @@ MarketDataConfig {
    }
  }
 }
-
-
- OnixsOptions {
-  value{
-      onixs_license: "{default}"
-  }
-}
@@ -9,11 +9,7 @@ OrdersSoftCleanup {
      enabled: true
   }
 }
-PlacementInQueue {
-  vlaue{
-    enabled: true;
-  }
-}
+
 RiskLimit {
 value{
  risk_limits{
@@ -1,185 +0,0 @@
-#include "lib/utils/bts_assert.h"
-#include <any>
-#include <iostream>
-#include <map>
-#include <string>
-#include <typeindex>
-#include <unordered_map>
-#include <variant>
-#include <vector>
-// this file has all the classes that represent streaming tabular data
-// schema ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
-namespace bts::streams {
-
-using RowID = int;
-
-// Represents a column of a schema (tuple of type, name and col number). For the type we use
-// std::type_index
-
-class ColumnInfo {
- public:
-   ColumnInfo(
-       const std::string &column_name,
-       const std::type_index &column_type,
-       size_t col_index)
-       : _name(column_name), _type(column_type), _index(col_index) {}
-   const std::string &column_name() const { return _name; }
-   size_t col_index() const { return _index; }
-   const std::type_index &column_type() const { return _type; }
-
- private:
-   const std::string _name;
-   const std::type_index _type;
-   const size_t _index;
-};
-class StreamSchema {
- public:
-   bool add_column(
-       const std::string &column_name, const std::type_index &column_type) {
-      auto it = _col_map.find(column_name);
-      if (it != _col_map.end()) {
-         return false;
-      } else {
-         _col_map.insert(
-             {column_name, {column_name, column_type, _col_map.size()}});
-         return true;
-      }
-   }
-   ColumnInfo const *get_column(const std::string &col_name) const {
-      auto it = _col_map.find(col_name);
-      if (it == _col_map.end())
-         return nullptr;
-      return &it->second;
-   }
-   ColumnInfo *get_column(const std::string &col_name) {
-      auto it = _col_map.find(col_name);
-      if (it == _col_map.end())
-         return nullptr;
-      return &it->second;
-   }
-   size_t size() const { return _col_map.size(); }
-
- private:
-   std::map<std::string, ColumnInfo> _col_map = {};
-};
-// row ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
-class StreamRow {
- public:
-   StreamRow(const StreamSchema &schema) : schema(schema) {
-      data.reserve(schema.size());
-      for (size_t i = 0; i < schema.size(); i++) {
-         std::any any;
-         data.push_back(any);
-      }
-   }
-   RowID id() const { return get_value<int>("id"); }
-   template <typename T>
-   bool set_value(const std::string &columnName, const T &value) {
-      ColumnInfo const *col_info = schema.get_column(columnName);
-      if (col_info == nullptr) {
-         throw std::invalid_argument(
-             "Column " + columnName + " not found in the schema");
-         return false;
-      }
-      if (col_info->column_type() != typeid(T)) {
-         throw std::invalid_argument("Column " + columnName + " type mismatch");
-         return false;
-      }
-      data[col_info->col_index()] = value;
-      return true;
-   }
-   template <typename T>
-   T get_value(const std::string &columnName) const {
-      ColumnInfo const *col_info = schema.get_column(columnName);
-      if (col_info == nullptr) {
-         throw std::invalid_argument(
-             "Column " + columnName + " not found in the schema");
-      }
-      if (col_info->column_type() != typeid(T)) {
-         throw std::invalid_argument("Column " + columnName + " type mismatch");
-      }
-      return std::any_cast<T>(data[col_info->col_index()]);
-   }
-   // template <typename T> // T operator[](const std::string &column_name) const { // return get_value<T>(column_name); // }
- private:
-   const StreamSchema &schema; // this is where the actual memory is held
-   std::vector<std::any> data;
-};
-
-// table /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
-class StreamTable {
- private:
-   std::map<RowID, StreamRow const *> _row_map;
-
- public:
-   StreamTable(const StreamSchema &schema_) : _schema(schema_) {}
-   bool add_row(StreamRow const *row) {
-      RowID id = row->id();
-      auto it = _row_map.find(id);
-      if (it != _row_map.end()) {
-         return false;
-      } else {
-         _row_map.insert({id, row});
-         return true;
-      }
-   }
-   StreamRow const *get_row(RowID id) const {
-      const auto &it = _row_map.find(id);
-      if (it == _row_map.end())
-         return nullptr;
-      return it->second;
-   }
-   StreamRow const *operator[](RowID id) const { return get_row(id); }
-   size_t size() const { return _row_map.size(); }
-   const StreamSchema &schema() const { return _schema; }
-
- private:
-   const StreamSchema &_schema;
-};
-// stream updates and subscription ////////////////////////////////////////////
-class StreamUpdate {
- public:
-   const StreamTable &complete_state;
-   std::set<RowID> deleted_ids;
-   std::vector<StreamRow const *> added_rows;
-   StreamUpdate(
-       const StreamTable &complete_state_,
-       const std::set<RowID> deleted_ids_,
-       const std::vector<StreamRow const *> &added_rows_)
-       : complete_state(complete_state_), deleted_ids(deleted_ids_),
-         added_rows(added_rows_) {}
-};
-
-class DirectSubsription {};
-class CloudSubscirption {};
-// template <
-//     typename T,
-//     typename = std::enable_if_t<
-//         std::is_same<T, DirectSubsription>::value ||
-//         std::is_same<T, CloudSubscirption>::value>>
-
-class StreamSubscription {
- private:
-   std::variant<DirectSubsription, CloudSubscirption> subscription;
-   const size_t _sub_id;
-
- public:
-   StreamSubscription(const DirectSubsription &, size_t subscription_id_)
-       : _sub_id(subscription_id_) {}
-   StreamSubscription(const CloudSubscirption &, size_t subscription_id_)
-       : _sub_id(subscription_id_) {}
-   size_t sub_id() const { return _sub_id; }
-};
-
-class IStreamSync {
- public:
-   virtual void on_stream_update(
-       const StreamSubscription &, const StreamUpdate &stream_update) = 0;
-};
-
-class StreamSource {
- public:
-   void subscribe_stream_expression(const StreamSubscription &, IStreamSync &) {
-   }
-};
-} // namespace bts::streams
@@ -1,97 +0,0 @@
-
-#include "catch/catch.hpp"
-// #include "lib/api/service_helpers/AdminServiceUtils.h"
-// #include "lib/api/services/AdminService.server.pb.h"
-// #include "lib/config/config.h"
-#include "lib/datastreams/Tables/StreamData.h"
-// #include "lib/utils/bts_chrono.h"
-// #include "lib/utils/helper_macros.h"
-#include <memory>
-
-using namespace bts::streams;
-
-TEST_CASE("schema", "[streams]") {
-   // create schema
-   bts::streams::StreamSchema schema = {};
-   schema.add_column("id", std::type_index(typeid(int)));
-   schema.add_column("sec_id", std::type_index(typeid(uint32_t)));
-   schema.add_column("bid_price", std::type_index(typeid(double)));
-   schema.add_column("bid_qty", std::type_index(typeid(uint32_t)));
-   schema.add_column("ask_price", std::type_index(typeid(double)));
-   schema.add_column("ask_qty", std::type_index(typeid(uint32_t)));
-   ColumnInfo const *ci = schema.get_column("bid_price");
-   REQUIRE(ci != nullptr);
-   REQUIRE(ci->col_index() == 2);
-   REQUIRE(ci->column_type() == typeid(double));
-}
-
-TEST_CASE("row", "[streams]") {
-   // create schema
-   bts::streams::StreamSchema schema = {};
-   schema.add_column("id", std::type_index(typeid(int)));
-   schema.add_column("sec_id", std::type_index(typeid(uint32_t)));
-   schema.add_column("bid_price", std::type_index(typeid(double)));
-   schema.add_column("bid_qty", std::type_index(typeid(uint32_t)));
-   schema.add_column("ask_price", std::type_index(typeid(double)));
-   schema.add_column("ask_qty", std::type_index(typeid(uint32_t)));
-   ColumnInfo const *ci = schema.get_column("bid_price");
-   REQUIRE(ci != nullptr);
-   REQUIRE(ci->col_index() == 2);
-   REQUIRE(ci->column_type() == typeid(double));
-   bts::streams::StreamRow r(schema);
-   r.set_value("id", 0);
-   r.set_value("sec_id", (uint)0);
-   r.set_value("bid_price", 1.0);
-   r.set_value("bid_qty", (uint32_t)42);
-   r.set_value("ask_price", 1.0);
-   r.set_value("ask_qty", (uint32_t)42);
-   REQUIRE(r.get_value<uint32_t>("bid_qty") == 42);
-   REQUIRE(r.get_value<double>("bid_price") == 1.0);
-}
-
-TEST_CASE("table", "[streams]") {
-   // create schema
-   bts::streams::StreamSchema schema = {};
-   schema.add_column("id", std::type_index(typeid(int)));
-   schema.add_column("sec_id", std::type_index(typeid(uint32_t)));
-   schema.add_column("bid_price", std::type_index(typeid(double)));
-   schema.add_column("bid_qty", std::type_index(typeid(uint32_t)));
-   schema.add_column("ask_price", std::type_index(typeid(double)));
-   schema.add_column("ask_qty", std::type_index(typeid(uint32_t)));
-   ColumnInfo const *ci = schema.get_column("bid_price");
-   REQUIRE(ci != nullptr);
-   REQUIRE(ci->col_index() == 2);
-   REQUIRE(ci->column_type() == typeid(double));
-   bts::streams::StreamRow r1(schema);
-   r1.set_value("id", 0);
-   r1.set_value("sec_id", (uint)0);
-   r1.set_value("bid_price", 1.0);
-   r1.set_value("bid_qty", (uint32_t)42);
-   r1.set_value("ask_price", 1.0);
-   r1.set_value("ask_qty", (uint32_t)42);
-   REQUIRE(r1.get_value<uint32_t>("bid_qty") == 42);
-   REQUIRE(r1.get_value<double>("bid_price") == 1.0);
-   bts::streams::StreamTable table(schema);
-   table.add_row(&r1);
-   bts::streams::StreamRow r2(schema);
-   r2.set_value("id", 1);
-   r2.set_value("sec_id", (uint)1);
-   r2.set_value("bid_price", 1.0);
-   r2.set_value("bid_qty", (uint32_t)52);
-   r2.set_value("ask_price", 1.0);
-   r2.set_value("ask_qty", (uint32_t)52);
-   // REQUIRE(r2["ask_qty"]<uint32_t> == 52);
-   REQUIRE(r2.get_value<uint32_t>("bid_qty") == 52);
-   REQUIRE(r2.get_value<double>("bid_price") == 1.0);
-   table.add_row(&r2);
-   auto r1_ret = table[0];
-   REQUIRE(r1_ret != nullptr);
-   REQUIRE(r1_ret->id() == 0);
-   REQUIRE(r1_ret->get_value<uint32_t>("bid_qty") == 42);
-   REQUIRE(r1_ret->get_value<double>("bid_price") == 1.0);
-   auto r2_ret = table[1];
-   REQUIRE(r2_ret != nullptr);
-   REQUIRE(r2_ret->id() == 1);
-   REQUIRE(r2_ret->get_value<uint32_t>("bid_qty") == 52);
-   REQUIRE(r2_ret->get_value<double>("bid_price") == 1.0);
-}
@@ -37,8 +37,6 @@ class JsonReader {

   template <class T>
   bool read(const std::string &name, T &result) const;
-   template <class T>
-   bool try_read(const std::string &name, T &result) const;

   template <class T>
   bool read_one_or_more(
@@ -86,14 +84,6 @@ class JsonReader {
   template <class T>
   bool read(T &result) const;

-   /**
-    * Reads a json field into \p result
-    *
-    * @note Doesn't log error if read op fails (unlike `read`)
-    */
-   template <class T>
-   bool try_read(T &result) const;
-
   template <class T>
   T read() const;

@@ -145,23 +135,6 @@ inline bool JsonReader::read(const std::string &name, T &result) const {
   return true;
 }

-template <class T>
-inline bool JsonReader::try_read(const std::string &name, T &result) const {
-   if (!json_ || !json_->is_object()) {
-      return false;
-   }
-   auto it = json_->find(name);
-   if (it == json_->end()) {
-      return false;
-   }
-   try {
-      it->get_to(result);
-   } catch (...) {
-      return false;
-   }
-   return true;
-}
-
 template <class T>
 inline bool JsonReader::read_one_or_more(
    const std::string &name, std::vector<T> &result, bool append) const {
@@ -246,18 +219,6 @@ inline bool JsonReader::read(T &result) const {
   }
 }

-template <class T>
-inline bool JsonReader::try_read(T &result) const {
-   try {
-      json_->get_to(result);
-      return true;
-   } catch (...) {
-      const auto j_str = json_->dump(2);
-      LOG(md, Error, "Exception parsing json:\n{}", j_str);
-      return false;
-   }
-}
-
 template <class T>
 inline T JsonReader::read() const {
   T result;
@@ -301,7 +262,7 @@ inline T JsonReader::read(const std::string &name) const {
 template <class T>
 inline bool JsonReader::read_or(
    const std::string &name, T &result, T default_value) const {
-   if (try_read(name, result)) {
+   if (read(name, result)) {
      return true;
   }
   result = default_value;
@@ -1,5 +1,4 @@
 #if !defined(_WIN32) && defined(SPARK_ENABLE_CCAPI)
-#include "server/sparkd/md/platforms/mdp3_onixs/MDP3Main.h"
 #include "MarketDataGateway.h"
 #include "lib/api/md/EmumbaDeribitMarketDataConfig.pb.h"
 #include "lib/api/md/MarketDataConfig.pb.h"
@@ -142,10 +141,6 @@ void MarketDataGateway::run() {
      bts_assert(me_->md_config.emumba_deribit().size() == 1);
      _start_emumba_deribit(me_->md_config.emumba_deribit().at(0));
   }
-   if(!me_->md_config.glbx().empty()){
-      bts_assert(me_->md_config.glbx().size() == 1);
-      _start_onix_glbx(me_->md_config.glbx().at(0));
-   }
   _start_replays(me_->md_config);
   while (true) {
      std::this_thread::sleep_for(std::chrono::seconds(1));
@@ -241,46 +236,6 @@ void MarketDataGateway::unsubscribe(MarketDataListenerID id) {
   LOG(md, Info, "Unsubscribing listener {}", id);
   me_->listeners.erase(id);
 }
-/// glbx //////////////////////////////////////////////////////////////////////
-//////////////////////////////////////////////////////////////////////////////
-static void run_onixs() {
-   LOG(md, Info, "MarketDataGateway::run_onixs t_id:{} t_name", os::get_thread_id(),
-       os::get_thread_name());
-   bts::md::MBOWriter *mbo = nullptr;
-   bts::md::TradeSummarySignalDispatcher *tssd = nullptr;
-   std::vector<std::shared_ptr<bts::md::IMDPlatform>> platforms;
-   // get all glbx symbols
-   auto cme_symbols =
-       SymbolLoader::load(bts::domain::SecurityCriteria::create({api::domain::VENUE_GLBX}));
-   if (!cme_symbols.empty()) {
-      auto *main = new bts::md::MDP3Main();
-      main->start(
-          {cme_symbols.begin(), cme_symbols.end()}, mbo, tssd);
-      platforms.emplace_back(main);
-   }
-   // deribit
-   // auto *d_platform = new bts::md::EmMDListener()
-   // Timers
-   auto &disp = utils::Dispatcher::current();
-   utils::DispatcherTimer heartbeat_timer(disp, 250, [&]() {
-      for (auto &p : platforms)
-         p->send_heartbeats();
-   });
-   heartbeat_timer.start();
-
-   disp.run();
-}
-
-
-
-void MarketDataGateway::_start_onix_glbx( bts::api::md::GlbxMarketDataConfig cfg){
-   LOG(md, Info,
-       "MarketDataGateway::_start_onix_glbx starting t_id:{} t_name:{}. "
-       "cfg:\n{}",
-       os::get_thread_id(), os::get_thread_name(), cfg.DebugString());
-   bts::md::run_onixs();
-}
-

 // deribit ////////////////////////////////////////////////////////////////////
 ///////////////////////////////////////////////////////////////////////////////
@@ -1,7 +1,5 @@
 #pragma once
-
 #if !defined(_WIN32) && defined(SPARK_ENABLE_CCAPI)
-#include "lib/api/md/GlbxMarketDataConfig.pb.h"
 #include "MarketDataListenerID.h"
 #include <memory>

@@ -33,8 +31,6 @@ class MarketDataGateway {
   MarketDataRegistration _start_cc(const api::md::MarketDataConfig &) noexcept;
   static void _start_emumba_deribit(
       bts::api::md::EmumbaDeribitMarketDataConfig cfg);
-   static void _start_onix_glbx(
-       bts::api::md::GlbxMarketDataConfig cfg);
   void _start_replays(const bts::api::md::MarketDataConfig &cfg);
 };

@@ -1,52 +0,0 @@
-#include "CMEActivSession.h"
-#include "lib/logging/logging.h"
-#include "lib/md/cme/CMEActivSessionHandler.h"
-
-#include <ActivMiddleware/ActivBase/Exception.h>
-#include <ActivMiddleware/ActivBase/FieldTypes/ActivFieldTypes.h>
-#include <ActivMiddleware/ActivBase/FieldTypes/FieldMap.h>
-#include <ActivOneApi/Constants/FieldIds.h>
-#include <ActivOneApi/Session.h>
-#include <exception>
-
-namespace bts::md::cme {
-
-using Activ::FieldMap;
-using Activ::OneApi::Session;
-using std::string;
-
-void CMEActivSession::run(const string &host, const string &user, const string &password) {
-   try {
-      // Session callback handler.
-      CMEActivSessionHandler sessionHandler;
-
-      FieldMap fields;
-      // Construct the Session with a default configuration passing in our sessionHandler.
-      Session session(fields, sessionHandler);
-
-      FieldMap connectParameters;
-      
-      connectParameters.Set(Activ::OneApi::FID_HOST, host.c_str());
-      connectParameters.Set(Activ::OneApi::FID_USER_ID, user.c_str());
-      connectParameters.Set(Activ::OneApi::FID_PASSWORD, password.c_str());
-
-      // Connect synchronously with a 10 second timeout (will throw on failure).
-      session.Connect(connectParameters, 10000);
-
-      // Alternatively an asynchronous connection can be used.
-      // Connection completion is notified via ISessionHandler::OnSessionConnect().
-      // session.AsyncConnect(connectParameters);
-
-      // Run the internal session message loop.
-      session.Run();
-   } catch (const Activ::Exception &ex) {
-      std::cerr << "Error running CMEActivSession (activ): " << ex.GetMessage()
-                << std::endl;
-   } catch (const std::exception &ex) {
-      std::cerr << "Error running CMEActivSession: " << ex.what() << std::endl;
-      // LOG(md, Error, "Error running CMEActivSession: {}",
-      //     std::string{ex.what()});
-   }
-}
-
-} // namespace bts::md::cme
@@ -1,15 +0,0 @@
-#pragma once
-
-#include <string>
-
-namespace bts::md::cme {
-
-class CMEActivSession {
- public:
-   static void run(
-       const std::string &host,
-       const std::string &user,
-       const std::string &password);
-};
-
-} // namespace bts::md::cme
@@ -1,32 +0,0 @@
-#include "CMEActivSessionHandler.h"
-#include <ActivMiddleware/ActivBase/ActivBase.h>
-#include <ActivOneApi/Session.h>
-
-namespace bts::md::cme {
-
-using Activ::LogType;
-using Activ::StatusCode;
-using Activ::String;
-using Activ::OneApi::Session;
-
-void CMEActivSessionHandler::OnSessionLogMessage(
-    Session & /*session*/, const LogType log_type, const String &message) {
-   std::cout << Activ::LogTypeToString(log_type) << ": " << message
-             << std::endl;
-}
-
-void CMEActivSessionHandler::OnSessionConnect(Session & /*session*/) {
-   std::cout << "connected" << std::endl;
-}
-
-void CMEActivSessionHandler::OnSessionDisconnect(Session & /*session*/) {
-   std::cout << "disconnected" << std::endl;
-}
-
-void CMEActivSessionHandler::OnSessionError(
-    Session & /*session*/, const StatusCode statusCode) {
-   std::string err{Activ::StatusCodeToString(statusCode)};
-   std::cerr << "CMEActivSessionHandler::OnSessionError. " << err << std::endl;
-}
-
-} // namespace bts::md::cme
@@ -1,24 +0,0 @@
-#pragma once
-
-#include <ActivMiddleware/ActivBase/ActivBase.h>
-#include <ActivOneApi/ISessionHandler.h>
-
-namespace bts::md::cme {
-
-class CMEActivSessionHandler : public Activ::OneApi::ISessionHandler {
- public:
-   static void run();
-
-   void OnSessionLogMessage(
-       Activ::OneApi::Session &session,
-       const Activ::LogType log_type,
-       const Activ::String &message) override;
-
-   void OnSessionConnect(Activ::OneApi::Session &session) override;
-   void OnSessionDisconnect(Activ::OneApi::Session &session) override;
-   void OnSessionError(
-       Activ::OneApi::Session &session,
-       const Activ::StatusCode statusCode) override;
-};
-
-} // namespace bts::md::cme
@@ -12,7 +12,6 @@
 #include "lib/utils/datetime.h"
 #include "lib/utils/download.h"

-#include <ActivOneApi/OneApi.h>
 #include <boost/filesystem.hpp>
 #include <iostream>
 #include <mutex>
@@ -0,0 +1,44 @@
+#pragma once
+
+#include <nlohmann/detail/macro_scope.hpp>
+#include <nlohmann/json.hpp>
+#include <string>
+
+#include "lib/io/URL.h"
+
+namespace bts::md::cme_websocket {
+
+class CmeOauthConfig {
+  public:
+   std::string protocol{"https"};
+   std::string host;
+   std::uint16_t port{443};
+   std::string endpoint;
+   std::string client_id;
+   std::string client_secret;
+
+   io::URL get_url() const;
+   void get_url(io::URL &dest) const;
+};
+
+//////////////////////////////////////////////////
+// Definition
+//////////////////////////////////////////////////
+
+NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(
+    CmeOauthConfig, protocol, host, port, endpoint, client_id, client_secret);
+
+inline io::URL CmeOauthConfig::get_url() const {
+   io::URL url;
+   get_url(url);
+   return url;
+}
+
+inline void CmeOauthConfig::get_url(io::URL &dest) const {
+   dest.fill_host(host);
+   dest.fill_path(endpoint);
+   dest.fill_port(port);
+   dest.fill_protocol("https");
+}
+
+}  // namespace bts::websocket
@@ -0,0 +1,26 @@
+#pragma once
+
+#include <nlohmann/detail/macro_scope.hpp>
+#include <nlohmann/json.hpp>
+#include <string>
+
+// {
+//   "access_token":
+//   "eyJhbGciOiJSUzI1NiIsImtpZCI6IjF0al9MTVFrT2pGVzJWQTZvdkZzOEZHUWViMCIsInBpLmF0bSI6IjEifQ.eyJzY29wZSI6W10sImNsaWVudF9pZCI6ImFwaV90aGlua2FscGhhMzIxIiwiYXVkIjoiTnIiLCJqdGkiOiJ5bzlWZUdOMWxudzBXNHhCIiwic3ViIjoiYXBpX3RoaW5rYWxwaGEzMjEiLCJleHAiOjE2OTc1Nzg2NjJ9.HO-UzBvYcdHH6EP0WbmKNbwpZWUF3UbScUQ6bEF4iZqzPyZ1eFLS20VSDULbUpTc_Kl0g9IltJL4ZhnhRqoAX_cWGpqDCDI4wk-04NrcU0-I7YZuNXpDaTwJLChTASQX0PXmmGYDascdem-8FAEp3EgRMrQPXug4FOfp1aKXlgmB5U0Q5lKbZsy_52n56N928iuieYH63JhWRFG0wvleXeyeDDKJNmizKLpGWuBPRwyUYhZWFNQCxbla2TwDTXBWLlO_eZyPq16SS_NKVssTarmY8ohAwuD7N_D7mQbWcbeggks1B9r2w66DuKotRzIrSuhK4VlbHj94FLyqE2oVYw",
+//   "token_type": "Bearer",
+//   "expires_in": 1799
+// }
+
+namespace bts::md::cme_websocket {
+
+class CmeOauthResponse {
+ public:
+   std::string access_token;
+   std::string token_type;
+   std::int64_t expires_in;
+};
+
+NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(
+    CmeOauthResponse, access_token, token_type, expires_in);
+
+} // namespace bts::md::cme_websocket
@@ -0,0 +1,35 @@
+#include "CmeOauthConfig.h"
+#include "CmeOauthResponse.h"
+#include "lib/io/JsonDumper.h"
+#include "lib/io/http/HTTPRequest.h"
+#include "lib/io/http/HTTPClient.h"
+
+namespace bts::md::cme_websocket {
+
+class CmeWebsocketOauthRequestor {
+ public:
+   using HTTPRequest = io::http::HTTPRequest;
+   using HTTPClient = io::http::HTTPClient;
+
+   static HTTPRequest build_oauth_request(const CmeOauthConfig &cfg) {
+      HTTPRequest http_req;
+      http_req.url() = cfg.get_url();
+      io::QueryParams qp;
+      qp["grant_type"] = "client_credentials";
+      qp["client_id"] = cfg.client_id;
+      qp["client_secret"] = cfg.client_secret;
+      http_req.body() = qp.to_string();
+      return http_req;
+   }
+
+   static CmeOauthResponse request_oauth_token(const CmeOauthConfig &cfg) {
+      HTTPRequest req = build_oauth_request(cfg);
+      LOG(Gen, Info, "Requesting oauth:\n{}", io::JsonDumper::dump(req));
+      HTTPClient client;
+      HTTPResponse res = client.post(req);
+      LOG(Gen, Info, "Received oauth response:\n{}", io::JsonDumper::dump(res));
+      const auto j = nlohmann::json::parse(res.body());
+      return io::JsonReader{&j}.read<OauthResponse>();
+   }
+};
+} // namespace bts::md::cme_websocket
@@ -0,0 +1,60 @@
+#include "CmeWebsocketSubscription.h"
+
+#include <iostream>
+#include <websocketpp/client.hpp>
+#include <websocketpp/common/thread.hpp>
+#include <websocketpp/config/asio_client.hpp>
+#include <websocketpp/config/asio_no_tls_client.hpp>
+#include <websocketpp/roles/client_endpoint.hpp>
+
+namespace bts::md::cme_websocket {
+
+struct CmeWebsocketSubscription::PImpl {
+   // TODO
+   void connect() {}
+
+   static void on_open(websocketpp::connection_hdl hdl) {
+      (void)(hdl);
+      // Connection opened, you can send WebSocket messages here
+   }
+
+   int run() {
+      websocketpp::client<websocketpp::config::asio_tls_client> client;
+
+      // Set up connection settings
+      std::string server_uri = "wss://example.com/websocket_endpoint";
+
+      client.init_asio();
+      client.set_open_handler(&on_open);
+
+      // Define the headers, including the Authorization header
+      websocketpp::lib::error_code ec;
+      websocketpp::client<websocketpp::config::asio_tls_client>::connection_ptr
+          con = client.get_connection(server_uri, ec);
+
+      if (!ec) {
+         con->append_header("Authorization", "Bearer your_token_here");
+
+         // Connect to the server
+         client.connect(con);
+
+         // Start the WebSocket++ event loop
+         client.run();
+      } else {
+         std::cerr << "Error creating the connection: " << ec.message()
+                   << std::endl;
+      }
+
+      return 0;
+   }
+};
+
+CmeWebsocketSubscription::CmeWebsocketSubscription()
+    : me_(std::make_unique<PImpl>()) {
+   // TODO
+}
+
+CmeWebsocketSubscription::~CmeWebsocketSubscription() = default;
+
+int CmeWebsocketSubscription::run() { return me_->run(); }
+} // namespace bts::md::cme_websocket
@@ -0,0 +1,17 @@
+#pragma once
+#include <memory>
+
+namespace bts::md::cme_websocket {
+
+class CmeWebsocketSubscription {
+ public:
+   CmeWebsocketSubscription();
+   ~CmeWebsocketSubscription();
+
+   int run();
+ private:
+   struct PImpl;
+   std::unique_ptr<PImpl> me_;
+};
+
+}
@@ -1,13 +0,0 @@
-#pragma once
-
-namespace bts {
-namespace md {
-
-class IMDPlatform {
- public:
-   virtual void send_heartbeats();
-   virtual ~IMDPlatform() {}
-};
-
-} // namespace md
-} // namespace bts
@@ -1,204 +0,0 @@
-#include "DeribitDemoConfiguration.h"
-#include "lib/io/JsonReader.h"
-#include "lib/logging/logging.h"
-#include "lib/utils/FileUtils.h"
-#include "rapidjson/istreamwrapper.h"
-#include <emumba-deribit-connector/deribit_utils.h>
-#include <exception>
-#include <fstream>
-#include <list>
-#include <nlohmann/detail/macro_scope.hpp>
-#include <nlohmann/json.hpp>
-#include <optional>
-
-namespace emumba::deribit_connector::configuration {
-
-NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(
-    emumba::deribit_connector::configuration::subscription_config,
-    public_book,
-    public_index,
-    public_markprice,
-    public_quote,
-    public_ticker,
-    public_trade,
-    private_portfolio,
-    use_raw_interval,
-    book_depth,
-    requests_limit);
-// NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(
-//     emumba::deribit_connector::configuration::symbol_config,
-//     symbol_name,
-//     currency_type,
-//     cred_index,
-//     interested_instruments,
-//     interested_subscriptions,
-//     interested_in_future,
-//     interested_in_future_combo,
-//     interested_in_option,
-//     interested_in_option_combo);
-
-inline void to_json(
-    nlohmann::json &j,
-    const emumba ::deribit_connector::configuration::symbol_config &s) {
-   j["symbol_name"] = s.symbol_name;
-   j["currency_type"] = s.currency_type;
-   j["cred_index"] = s.cred_index;
-   j["interested_instruments"] = s.interested_instruments;
-   j["interested_subscriptions"] = s.interested_subscriptions;
-   j["interested_in_future"] = s.interested_in_future;
-   j["interested_in_future_combo"] = s.interested_in_future_combo;
-   j["interested_in_option"] = s.interested_in_option;
-   j["interested_in_option_combo"] = s.interested_in_option_combo;
-}
-
-inline void from_json(
-    const nlohmann::json &j,
-    emumba::deribit_connector::configuration::symbol_config &s) {
-   j.at("symbol_name").get_to(s.symbol_name);
-   j.at("currency_type").get_to(s.currency_type);
-   j.at("cred_index").get_to(s.cred_index);
-   j.at("interested_instruments").get_to(s.interested_instruments);
-   j.at("interested_subscriptions").get_to(s.interested_subscriptions);
-   j.at("interested_in_future").get_to(s.interested_in_future);
-   j.at("interested_in_future_combo").get_to(s.interested_in_future_combo);
-   j.at("interested_in_option").get_to(s.interested_in_option);
-   j.at("interested_in_option_combo").get_to(s.interested_in_option_combo);
-}
-
-inline void to_json(nlohmann::json &j, const logging_config &l) {
-   j["severity"] = l.severity;
-   j["console"] = l.is_console_enabled;
-   j["file"] = l.is_file_enabled;
-   j["queuesize"] = l.queue_size;
-}
-
-inline void from_json(const nlohmann::json &j, logging_config &l) {
-   bts::io::JsonReader jr{&j};
-   jr.read("severity", l.severity);
-   jr.read("console", l.is_console_enabled);
-   jr.read("file", l.is_file_enabled);
-   jr.read("queuesize", l.queue_size);
-}
-
-NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(
-    reconnection_config, retry_count, retry_interval, reception_timeout);
-NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(order_tracker, uuid, start_id);
-
-inline void to_json(nlohmann::json &j, const trading_session_config &t) {
-   j["orders_tracker"] = t.orders_tracker;
-   j["core"] = t.core;
-   j["cancel_on_disconnect"] = t.cancel_on_disconnect;
-   j["session"] = nlohmann::json{{"heartbeat_interval", t.heartbeat_interval}};
-}
-
-inline void from_json(const nlohmann::json &j, trading_session_config &ts) {
-   j.at("orders_tracker").get_to(ts.orders_tracker);
-   j.at("core").get_to(ts.core);
-   j.at("cancel_on_disconnect").get_to(ts.cancel_on_disconnect);
-   j.at("session").at("heartbeat_interval").get_to(ts.heartbeat_interval);
-}
-
-} // namespace emumba::deribit_connector::configuration
-
-namespace bts::cmds {
-
-static constexpr const char *test_site() {
-   return "wss://test.deribit.com/ws/api/v2";
-}
-
-static std::string read_url(nlohmann::json &doc) {
-   io::JsonReader jr{&doc};
-   std::string url;
-   jr.try_read("uri", url);
-   if (url.empty()) {
-      return test_site();
-   }
-   return url;
-}
-
-template <class Obj>
-static void read_instruments(
-    Obj &obj, std::unordered_set<std::string> &instruments) {
-   const char *instruments_field = "instruments";
-   bts_assert(obj.HasMember(instruments_field));
-   for (auto &instrument : obj[instruments_field].GetArray()) {
-      instruments.insert(instrument.GetString());
-   }
-}
-
-static std::list<emumba::deribit_connector::configuration::symbol_config>
-read_symbol_config(rapidjson::Document &doc) {
-   using RJR = RapidJsonReader;
-
-   std::list<emumba::deribit_connector::configuration::symbol_config> syms_out;
-   for (auto &sym_in : doc["symbol"].GetArray()) {
-      auto &sym = syms_out.emplace_back();
-      sym.symbol_name = RJR::get_string(sym_in, "id");
-      sym.interested_in_future = RJR::get_bool(sym_in, "interested_in_future");
-      sym.interested_in_option = RJR::get_bool(sym_in, "interested_in_option");
-      sym.currency_type = RJR::get_string(sym_in, "currency_type", "usd");
-      sym.cred_index = 1;
-
-      read_instruments(sym_in, sym.interested_instruments);
-      auto chan_in = sym_in["channel"].GetObject();
-
-      auto &subs = sym.interested_subscriptions;
-      subs.requests_limit = RJR::get_uint(sym_in, "requests_limit", 20u);
-      subs.book_depth = RJR::get_uint(sym_in, "book_depth", 5u);
-      subs.public_book = RJR::get_bool(chan_in, "PUBLIC_BOOK");
-      subs.public_quote = RJR::get_bool(chan_in, "PUBLIC_QUOTE");
-      subs.public_trade = RJR::get_bool(chan_in, "PUBLIC_TRADE");
-      subs.public_ticker = RJR::get_bool(chan_in, "PUBLIC_TICKER");
-      subs.public_markprice = RJR::get_bool(chan_in, "PUBLIC_MARKPRICE");
-      subs.public_index = RJR::get_bool(chan_in, "PUBLIC_INDEX");
-      // subs.private_orders = RJR::get_bool(chan_in, "PRIVATE_ORDERS");
-      // subs.private_trades = RJR::get_bool(chan_in, "PRIVATE_TRADES");
-      subs.private_portfolio = RJR::get_bool(chan_in, "PRIVATE_PORTFOLIO");
-      subs.use_raw_interval = RJR::get_bool(sym_in, "raw_enable", true);
-   }
-   return syms_out;
-}
-
-static std::
-    map<uint, emumba::deribit_connector::configuration::credential_config>
-    read_credential_config(rapidjson::Document &doc) {
-   using RJR = RapidJsonReader;
-   using namespace emumba::deribit_connector;
-
-   std::map<uint, configuration::credential_config> rv;
-   for (auto &cred_in : doc["credentials"].GetArray()) {
-      configuration::credential_config rv_i;
-      rv_i.client_name = RJR::get_string(cred_in, "client_name");
-      rv_i.client_id = RJR::get_string(cred_in, "id");
-      rv_i.index = RJR::get_uint(cred_in, "subaccount_index");
-      rv_i.secret_key = RJR::get_string(cred_in, "secret_key");
-      rv.insert(
-          std::pair<uint, configuration::credential_config>(rv_i.index, rv_i));
-   }
-   return rv;
-}
-
-std::optional<DeribitDemoConfiguration> DeribitDemoConfiguration::read_file(
-    const std::string &config_path) {
-   nlohmann::json conf_j;
-   try {
-   conf_j =
-       nlohmann::json::parse(bts::spartan::FileUtils::read_file(config_path));
-   } catch (const std::exception &ex) {
-      LOG(md, Error, "Error in parsing config from {}: {}", config_path,
-          static_cast<int>(conf_j.GetParseError()));
-      return std::nullopt;
-   }
-
-   DeribitDemoConfiguration conf;
-   io::JsonReader jr{&conf_j};
-   jr.try_read("app_logging", conf.logging_configuration);
-   conf.logging_configuration = read_app_logging(doc);
-   conf.deribit_url = read_url(conf_j);
-   conf.trading_config = read_trading_session_config(doc);
-   conf.symbol_config_list = read_symbol_config(doc);
-   conf.credential_map = read_credential_config(doc);
-   return conf;
-}
-
-} // namespace bts::cmds
@@ -1,54 +0,0 @@
-#pragma once
-
-#include "lib/core/FMT_IMPL.h"
-
-#include <emumba-deribit-connector/deribit_utils.h>
-#include <iostream>
-#include <list>
-#include <map>
-#include <optional>
-#include <sstream>
-#include <string>
-
-namespace bts::cmds {
-
-struct DeribitDemoConfiguration {
-   std::string deribit_url;
-   std::list<emumba::deribit_connector::configuration::symbol_config>
-       symbol_config_list;
-   emumba::deribit_connector::configuration::logging_config
-       logging_configuration;
-   emumba::deribit_connector::configuration::trading_session_config
-       trading_config;
-   std::map<uint, emumba::deribit_connector::configuration::credential_config>
-       credential_map;
-
-   static std::optional<DeribitDemoConfiguration> read_file(
-       const std::string &path);
-};
-
-inline std::ostream &operator<<(
-    std::ostream &out,
-    emumba::deribit_connector::configuration::credential_config const &c) {
-   out << "index: " << c.index << " client_name: " << c.client_name
-       << " client_id: " << c.client_id << " secret_key: " << c.secret_key;
-   return out;
-}
-
-inline std::ostream &operator<<(
-    std::ostream &out, DeribitDemoConfiguration const &c) {
-   out << "deribit_url: " << c.deribit_url
-       << " symbols: " << c.symbol_config_list.size()
-       << " core: " << c.trading_config.core
-       << " heartbeat_interval: " << c.trading_config.heartbeat_interval
-       << " cancel_on_disconnect: " << c.trading_config.cancel_on_disconnect
-       << " credential_map: " << c.credential_map.size();
-   for (const auto &p : c.credential_map) {
-      out << " " << p.second;
-   }
-   return out;
-}
-
-} // namespace bts::cmds
-
-FMT_IMPL_OSTREAM(bts::cmds::DeribitDemoConfiguration);
@@ -1,16 +0,0 @@
-#pragma once
-
-#include "lib/md/platforms/emumba/DeribitDemoConfiguration.h"
-#include <emumba-deribit-connector/deribit_handler.h>
-#include <emumba-deribit-connector/deribit_listener.h>
-#include <emumba-deribit-connector/trading_session_interface.h>
-
-namespace bts::orderman {
-
-struct EMTradingSession {
-   emumba::deribit_connector::configuration::credential_config credential;
-   std::shared_ptr<emumba::deribit_connector::trading_session_interface>
-       trading_interface;
-};
-
-} // namespace bts::orderman
@@ -1,21 +0,0 @@
-#pragma once
-
-#include "lib/md/platforms/IMDPlatform.h"
-#include <memory>
-
-namespace bts::md {
-
-class EmumbaMain : public IMDPlatform {
- public:
-   EmumbaMain();
-   virtual ~EmumbaMain();
-   // IMDPlatform implementation
-   void send_heartbeats() override;
-   void run();
-
- private:
-   struct PImpl;
-   std::unique_ptr<PImpl> me;
-};
-
-} // namespace bts::md
@@ -143,7 +143,7 @@ struct MDRecorder::PImpl {
       const bts::api::md::MarketDataRecordingConfig &recording_config)
       : venue(venue),
         settings(MDRecordingSettings{
-             recording_config.n_book_levels(),
+             10,
             static_cast<uint64_t>(recording_config.num_of_seconds_to_run()) *
                 1000 * 1000 * 1000,
             100000, 1000000000}),
@@ -184,8 +184,7 @@ void MDRecorder::_poll_md() {
      uint64_t now_ns = core::TimeStamp::now_ns();
      for (auto &kv : me->handles) {
         MDRecordingSecEntry &md_entry = kv.second;
-         if(me->settings.n_book_levels > 0)
-            _poll_books(md_entry);
+         _poll_books(md_entry);
         _poll_trades(md_entry);
         _poll_misc(md_entry);
      }
@@ -41,7 +41,7 @@ OnixsTemplLicense onixs_create_temporary_license() {
   const auto &options = config::get<OnixsOptions>();
   OnixsTemplLicense linfo;
   linfo.path = options.onixs_license();
-   if (linfo.path == "{default}" || linfo.path =="") {
+   if (linfo.path == "{default}") {
      linfo.path = Path{config::get<SystemConfig>().data_path()} / "licenses";
      auto ident = boost::filesystem::unique_path("%%%%-%%%%-%%%%-%%%%.lic");
      linfo.license = {linfo.path / ident};
@@ -2,10 +2,10 @@
 #include "AuthSessionManager.h"

 #include "lib/utils/FileUtils.h"
-#include "lib/utils/crypto/CryptoInit.h"
-#include "lib/utils/crypto/KeyCodeHelper.h"
-#include "lib/utils/crypto/PrivateKey.h"
-#include "lib/utils/crypto/PublicKey.h"
+// #include "lib/utils/crypto/CryptoInit.h"
+// #include "lib/utils/crypto/KeyCodeHelper.h"
+// #include "lib/utils/crypto/PrivateKey.h"
+// #include "lib/utils/crypto/PublicKey.h"
 #include "lib/utils/datetime.h"


@@ -1,12 +0,0 @@
-#pragma once
-
-namespace bts {
-namespace crypto {
-
-class AlgoType {
- public:
-   enum type { RSA = 0 };
-};
-
-} // namespace crypto
-} // namespace bts
@@ -1,10 +0,0 @@
-#include "CipherType.h"
-
-namespace bts {
-namespace crypto {
-
-const char *CipherType::name[] = {
-    "None", "DES-EDE3-CBC", "3des", "idea", "aes128"};
-
-}
-} // namespace bts
@@ -1,13 +0,0 @@
-#pragma once
-
-namespace bts {
-namespace crypto {
-
-class CipherType {
- public:
-   static const char *name[];
-   enum type { None = 0, DES = 1, TripleDES = 2, IDEA = 3, AES128 = 4 };
-};
-
-} // namespace crypto
-} // namespace bts
@@ -1,48 +0,0 @@
-#ifndef _WIN32
-#include "CryptoInit.h"
-
-#include <iostream>
-#include <stdlib.h>
-#include <tbb/spin_mutex.h>
-
-namespace openssl {
-#include <openssl/bio.h>
-#include <openssl/bn.h>
-#include <openssl/pem.h>
-#include <openssl/rand.h>
-#include <openssl/rsa.h>
-} // namespace openssl
-
-namespace bts {
-namespace crypto {
-
-static const char rnd_seed[] =
-    "string to make the random number generator think it has entropy";
-bool CryptoInit::init = false;
-
-tbb::spin_mutex _lock;
-
-void CryptoInit::initialize() {
-   if (!init) {
-      tbb::spin_mutex::scoped_lock lock(_lock);
-      if (!init) {
-         openssl::OpenSSL_add_all_algorithms();
-         openssl::OpenSSL_add_all_ciphers();
-         openssl::OpenSSL_add_all_digests();
-         openssl::RAND_seed(rnd_seed, sizeof rnd_seed);
-         init = true;
-      }
-   }
-}
-void CryptoInit::cleanup() {
-   if (init) {
-      tbb::spin_mutex::scoped_lock lock(_lock);
-      if (init) {
-         init = false;
-      }
-   }
-}
-
-} // namespace crypto
-} // namespace bts
-#endif
@@ -1,16 +0,0 @@
-#pragma once
-
-#include "lib/utils/bts_no_copy.h"
-
-namespace bts {
-namespace crypto {
-
-struct CryptoInit {
-   BTS_NO_COPY(CryptoInit);
-   static bool init;
-   static void initialize();
-   static void cleanup();
-};
-
-} // namespace crypto
-} // namespace bts
@@ -1,64 +0,0 @@
-#ifndef _WIN32
-#include "Digest.h"
-
-#include "PrivateKey.h"
-#include "lib/utils/bts_assert.h"
-
-namespace openssl {
-#include <openssl/evp.h>
-#include <openssl/pem.h>
-} // namespace openssl
-
-namespace bts {
-namespace crypto {
-
-const std::string digest_algo = "sha256";
-
-void Digest::allocate_array(unsigned char **out_digest, unsigned int *out_len) {
-   *out_len = EVP_MAX_MD_SIZE;
-   *out_digest = new unsigned char[*out_len];
-}
-
-void Digest::deallocate_array(unsigned char *out_digest) {
-   delete[] out_digest;
-}
-
-void Digest::compute_digest(
-    const unsigned char *data,
-    unsigned long size,
-    unsigned char *out_digest,
-    unsigned int *out_len) {
-   bts_assert(*out_len >= EVP_MAX_MD_SIZE);
-   const openssl::EVP_MD *md =
-       openssl::EVP_get_digestbyname(digest_algo.c_str());
-   bts_assert(md);
-
-   openssl::EVP_MD_CTX *mdctx = openssl::EVP_MD_CTX_create();
-   openssl::EVP_DigestInit_ex(mdctx, md, NULL);
-   openssl::EVP_DigestUpdate(mdctx, data, size);
-   openssl::EVP_DigestFinal_ex(mdctx, out_digest, out_len);
-   openssl::EVP_MD_CTX_destroy(mdctx);
-}
-
-void Digest::compute_digest(const std::string &data, std::string *out_digest) {
-   unsigned int len = EVP_MAX_MD_SIZE;
-   unsigned char ret[EVP_MAX_MD_SIZE];
-   char str[EVP_MAX_MD_SIZE + 1];
-   compute_digest(
-       reinterpret_cast<const unsigned char *>(data.c_str()), data.size(),
-       &ret[0], &len);
-   for (size_t i = 0; i < len; i++)
-      sprintf(&str[i * 2], "%02x", ret[i]);
-   std::string val(str, len * 2);
-   *out_digest = val;
-}
-
-std::string Digest::compute_digest(const std::string &data) {
-   std::string ret;
-   compute_digest(data, &ret);
-   return ret;
-}
-
-} // namespace crypto
-} // namespace bts
-#endif
@@ -1,26 +0,0 @@
-#pragma once
-
-#include "lib/utils/bts_no_copy.h"
-
-#include <string>
-
-namespace bts {
-namespace crypto {
-
-class Digest {
- public:
-   static void
-   allocate_array(unsigned char **out_digest, unsigned int *out_len);
-   static void deallocate_array(unsigned char *out_digest);
-
-   static void compute_digest(
-       const unsigned char *data,
-       unsigned long size,
-       unsigned char *out_digest,
-       unsigned int *out_len);
-   static void compute_digest(const std::string &data, std::string *out_digest);
-   static std::string compute_digest(const std::string &data);
-};
-
-} // namespace crypto
-} // namespace bts
@@ -1,38 +0,0 @@
-#ifndef _WIN32
-#include "KeyCodeHelper.h"
-
-#include "lib/utils/crypto/CryptoInit.h"
-#include "lib/utils/crypto/PrivateKey.h"
-#include "lib/utils/crypto/PublicKey.h"
-#include "lib/utils/datetime.h"
-
-#include "lib/config/protos/keycode.pb.h"
-#include <google/protobuf/io/zero_copy_stream_impl.h>
-#include <google/protobuf/text_format.h>
-#include <sstream>
-#include <string>
-
-namespace bts {
-namespace crypto {
-
-bool decrypt_keycode(
-    const bts::crypto::PublicKey &public_key,
-    const bts::config::EncryptedKeyCode &kc,
-    bts::config::KeyCode *dk) {
-   std::stringstream kss, out;
-   kss << "-----BEGIN BTS-----\n" + kc.keycode() + "\n-----END BTS-----\n";
-   if (public_key.decrypt(kss, out)) {
-      bts::config::KeyCode kc;
-      google::protobuf::io::IstreamInputStream kc_stream(&out);
-      google::protobuf::TextFormat::Parse(&kc_stream, &kc);
-      if (dk) {
-         *dk = kc;
-         return true;
-      }
-   }
-   return false;
-}
-
-} // namespace crypto
-} // namespace bts
-#endif
@@ -1,16 +0,0 @@
-#pragma once
-
-namespace bts {
-namespace config {
-class EncryptedKeyCode;
-class KeyCode;
-} // namespace config
-
-namespace crypto {
-class PublicKey;
-bool decrypt_keycode(
-    const bts::crypto::PublicKey &public_key,
-    const bts::config::EncryptedKeyCode &kc,
-    bts::config::KeyCode *dk);
-} // namespace crypto
-} // namespace bts
@@ -1,50 +0,0 @@
-#include "PasswordCallback.h"
-
-#include <iostream>
-#include <stdio.h>
-
-namespace bts {
-namespace crypto {
-
-PasswordCallback::PasswordCallback() : _callback(0) {}
-
-PasswordCallback::PasswordCallback(password_callback cb) : _callback(cb) {}
-
-PasswordCallback::~PasswordCallback() {}
-
-void PasswordCallback::prompt(
-    const std::string &user_info, std::string &password) {
-   if (user_info == "")
-      std::cout << "Enter Private Key Passphrase:";
-   else
-      std::cout << "Enter Private Key Passphrase (" + user_info + "): ";
-   std::cin >> password;
-}
-
-void PasswordCallback::request_password(
-    const std::string &user_info, std::string &password) const {
-   if (_callback)
-      _callback(user_info, password);
-   else {
-      prompt(user_info, password);
-   }
-}
-
-CachedPassword::CachedPassword() : _pass() {
-   PasswordCallback::prompt("", _pass);
-}
-
-CachedPassword::CachedPassword(const std::string &pass) : _pass(pass) {
-   if (pass == "")
-      PasswordCallback::prompt("", _pass);
-}
-
-CachedPassword::~CachedPassword() {}
-
-void CachedPassword::request_password(
-    const std::string &, std::string &password) const {
-   password = _pass;
-}
-
-} // namespace crypto
-} // namespace bts
@@ -1,48 +0,0 @@
-#pragma once
-
-#include "lib/utils/bts_no_copy.h"
-
-#include <string>
-
-namespace bts {
-namespace crypto {
-
-class PasswordCallback {
-   BTS_NO_COPY(PasswordCallback);
-
- public:
-   typedef void
-   password_callback(const std::string &user_info, std::string &password);
-
- public:
-   PasswordCallback();
-   PasswordCallback(password_callback cb);
-   virtual ~PasswordCallback();
-
-   static void prompt(const std::string &user_info, std::string &password);
-   virtual void
-   request_password(const std::string &user_info, std::string &password) const;
-
-   static void
-   prerequest_password(const std::string &user_info, std::string &password);
-
- protected:
-   password_callback *_callback;
-};
-
-class CachedPassword : public PasswordCallback {
-   BTS_NO_COPY(CachedPassword);
-
- public:
-   CachedPassword();
-   CachedPassword(const std::string &);
-   virtual ~CachedPassword();
-   virtual void
-   request_password(const std::string &user_info, std::string &password) const;
-
- protected:
-   std::string _pass;
-};
-
-} // namespace crypto
-} // namespace bts
@@ -1,297 +0,0 @@
-#ifndef _WIN32
-#include "PrivateKey.h"
-
-#include "CryptoInit.h"
-#include "PublicKey.h"
-#include "iostreambio.h"
-#include "lib/logging/logging.h"
-#include "lib/utils/bts_assert.h"
-#include "lib/utils/helper_macros.h"
-#include <cstring>
-#include <tbb/spin_mutex.h>
-
-namespace openssl {
-#include <openssl/bio.h>
-#include <openssl/bn.h>
-#include <openssl/evp.h>
-#include <openssl/pem.h>
-#include <openssl/rand.h>
-#include <openssl/rsa.h>
-} // namespace openssl
-
-namespace bts {
-namespace crypto {
-
-struct PrivateKey::Pimp {
-   BTS_NO_COPY(Pimp);
-
-   const PasswordCallback *password;
-   PasswordCallback default_password;
-   PublicKeyPtr public_key;
-
-   Pimp(const PasswordCallback *pass)
-       : password(pass), default_password(), public_key() {
-      initialize();
-      if (!password)
-         password = &default_password;
-   }
-
-   ~Pimp() {}
-   static void initialize() { CryptoInit::initialize(); }
-};
-
-int password_callback(char *buf, int size, int rwflag, void *u) {
-   UNUSED(rwflag);
-   std::string data;
-   if (u) {
-      PasswordCallback *pwd = reinterpret_cast<PasswordCallback *>(u);
-      pwd->request_password(data, data);
-   } else {
-      PasswordCallback ddefault;
-      ddefault.request_password(data, data);
-   }
-   int sz = data.size();
-   if ((int)data.size() > size)
-      sz = size;
-
-   std::memcpy(buf, data.c_str(), sz);
-   return sz;
-}
-
-const PublicKeyPtr PrivateKey::public_key() const {
-   if (!me->public_key)
-      me->public_key = PublicKey::create(*this);
-   return me->public_key;
-}
-
-const PrivateKeyPtr
-PrivateKey::create(int bits, AlgoType::type at, const PasswordCallback *pass) {
-   openssl::EVP_PKEY *key = openssl::EVP_PKEY_new();
-   if (at == AlgoType::RSA) {
-      openssl::RSA *rsa = openssl::RSA_new();
-      openssl::BIGNUM *bn = openssl::BN_new();
-      openssl::BN_set_word(bn, RSA_F4);
-      int keyok = openssl::RSA_generate_key_ex(rsa, bits, bn, 0);
-      openssl::BN_free(bn);
-      bts_assert_msg(keyok != -1, "Unable to create key");
-      int i = openssl::EVP_PKEY_assign_RSA(key, rsa);
-      bts_assert_msg(1 == i, "Unable to create key");
-   } else
-      bts_assert_msg(false, "only support RSA");
-   return PrivateKeyPtr(new PrivateKey(key, pass));
-}
-
-const PrivateKeyPtr PrivateKey::read_file(
-    const std::string &filename, const PasswordCallback *pass) {
-   PrivateKey::Pimp::initialize();
-   PrivateKeyPtr ret;
-   openssl::BIO *bio = openssl::BIO_new_file(filename.c_str(), "r");
-   bts_assert_msg(bio, "can't load keyfile");
-   openssl::EVP_PKEY *key = openssl::PEM_read_bio_PrivateKey(
-       bio, 0, password_callback, (void *)pass);
-   if (!key)
-      LOG(Gen, Error, "Invalid private key passphrase");
-   else
-      ret.reset(new PrivateKey(key, pass));
-   return ret;
-}
-
-const PrivateKeyPtr PrivateKey::read_stream(
-    const std::istream &stream, const PasswordCallback *pass) {
-   PrivateKey::Pimp::initialize();
-   PrivateKeyPtr ret;
-   const_cast<std::istream &>(stream).seekg(0, std::ios::end);
-   int length = const_cast<std::istream &>(stream).tellg();
-   const_cast<std::istream &>(stream).seekg(0, std::ios::beg);
-
-   char *data = new char[length];
-   const_cast<std::istream &>(stream).read(data, length);
-   openssl::BIO *bio = openssl::BIO_new(openssl::BIO_s_mem());
-   BIO_write(bio, data, length);
-   delete[] data;
-
-   openssl::EVP_PKEY *key = openssl::PEM_read_bio_PrivateKey(
-       bio, 0, password_callback, (void *)pass);
-   if (!key)
-      LOG(Gen, Error, "Invalid private key passphrase");
-   else
-      ret.reset(new PrivateKey(key, pass));
-   return ret;
-}
-
-PrivateKey::PrivateKey(openssl::EVP_PKEY *key, const PasswordCallback *pass)
-    : me(new Pimp(pass)), _key(key) {}
-
-PrivateKey::~PrivateKey() {
-   if (_key)
-      EVP_PKEY_free(_key);
-}
-
-typedef int encrypt_decrypt_init(openssl::EVP_PKEY_CTX *ctx);
-typedef int encrypt_decrypt(
-    openssl::EVP_PKEY_CTX *ctx,
-    unsigned char *out,
-    size_t *outlen,
-    const unsigned char *in,
-    size_t inlen);
-
-bool encrypt_decrypt_function(
-    const std::iostream &in_dat,
-    std::iostream &out_data,
-    encrypt_decrypt_init *init_function,
-    encrypt_decrypt *function,
-    openssl::EVP_PKEY *key,
-    bool encrypt) {
-   UNUSED(encrypt);
-   openssl::EVP_PKEY_CTX *ctx = openssl::EVP_PKEY_CTX_new(key, 0);
-   bts_assert(ctx);
-   if (init_function)
-      bts_assert(init_function(ctx));
-   bts_assert(openssl::EVP_PKEY_CTX_set_rsa_padding(ctx, RSA_PKCS1_PADDING));
-
-   char *name, *header;
-   unsigned char *in, *out;
-   long inlen;
-   size_t outlen;
-   int i = 0;
-   iostreambio biostream(const_cast<std::iostream *>(&in_dat));
-   if (!encrypt) {
-      auto bio = biostream.getBIO();
-      i = openssl::PEM_read_bio(bio, &name, &header, &in, &inlen);
-   } else {
-      std::iostream seeker(in_dat.rdbuf());
-      seeker.seekg(0, std::ios::end);
-      inlen = seeker.tellg();
-      seeker.seekg(0, std::ios::beg);
-
-      in = new unsigned char[inlen];
-      i = openssl::BIO_read(biostream.getBIO(), in, inlen);
-   }
-   // BIO_flush(biostream.getBIO());
-   BIO_free(biostream.getBIO());
-
-   bts_assert_msg(i > 0, "file not read, too short?");
-   bts_assert(function(ctx, NULL, &outlen, in, inlen)); // to get size
-   out = new unsigned char[outlen];
-   bts_assert(function(ctx, out, &outlen, in, inlen));
-   // if(encrypt)
-   //   delete[] in;
-
-   std::string header_name = "BTS", header_header = "";
-   iostreambio biostream_out(const_cast<std::iostream *>(&out_data));
-   if (encrypt)
-      i = openssl::PEM_write_bio(
-          biostream_out.getBIO(), header_name.c_str(),
-          const_cast<char *>(header_header.c_str()), out, outlen);
-   else
-      i = openssl::BIO_write(biostream_out.getBIO(), out, outlen);
-   // BIO_flush(biostream_out.getBIO());
-   BIO_free(biostream_out.getBIO());
-   // delete[] out;
-
-   return (i > 0);
-}
-
-int private_encrypt_func(
-    openssl::EVP_PKEY_CTX *ctx,
-    unsigned char *out,
-    size_t *outlen,
-    const unsigned char *in,
-    size_t inlen) {
-   openssl::EVP_PKEY *pk = openssl::EVP_PKEY_CTX_get0_pkey(ctx);
-   auto rsa = openssl::EVP_PKEY_get0_RSA(pk);
-   if (out == 0) {
-      *outlen = openssl::RSA_size(rsa);
-      return -1;
-   } else {
-      return RSA_private_encrypt(
-          inlen, const_cast<unsigned char *>(in), out, rsa, RSA_PKCS1_PADDING);
-   }
-}
-
-int public_decrypt_func(
-    openssl::EVP_PKEY_CTX *ctx,
-    unsigned char *out,
-    size_t *outlen,
-    const unsigned char *in,
-    size_t inlen) {
-   openssl::EVP_PKEY *pk = openssl::EVP_PKEY_CTX_get0_pkey(ctx);
-   auto rsa = openssl::EVP_PKEY_get0_RSA(pk);
-   if (out == 0) {
-      *outlen = openssl::RSA_size(rsa);
-      return -1;
-   } else {
-      int i = RSA_public_decrypt(
-          inlen, const_cast<unsigned char *>(in), out, rsa, RSA_PKCS1_PADDING);
-      out[i] = '\0';
-      *outlen = i;
-      return i;
-   }
-}
-
-bool PrivateKey::private_encrypt(
-    const std::iostream &in_data, std::iostream &out_data) const {
-   return encrypt_decrypt_function(
-       in_data, out_data, 0, private_encrypt_func, _key, true);
-}
-
-bool PrivateKey::private_decrypt(
-    const std::iostream &in_data, std::iostream &out_data) const {
-   return encrypt_decrypt_function(
-       in_data, out_data, openssl::EVP_PKEY_decrypt_init,
-       openssl::EVP_PKEY_decrypt, _key, false);
-}
-
-bool PrivateKey::public_encrypt(
-    const std::iostream &in_data, std::iostream &out_data) const {
-   return encrypt_decrypt_function(
-       in_data, out_data, openssl::EVP_PKEY_encrypt_init,
-       openssl::EVP_PKEY_encrypt, _key, true);
-}
-
-bool PrivateKey::public_decrypt(
-    const std::iostream &in_data, std::iostream &out_data) const {
-   return encrypt_decrypt_function(
-       in_data, out_data, 0, public_decrypt_func, _key, false);
-}
-
-bool PrivateKey::encrypt(
-    const std::iostream &in_data, std::iostream &out_data) const {
-   return private_encrypt(in_data, out_data);
-}
-
-bool PrivateKey::decrypt(
-    const std::iostream &in_data, std::iostream &out_data) const {
-   return private_decrypt(in_data, out_data);
-}
-
-void PrivateKey::write(openssl::BIO *bio, CipherType::type cipher_type) const {
-   // see rsa.c ln 213
-   const openssl::EVP_CIPHER *ciph =
-       openssl::EVP_get_cipherbyname(CipherType::name[(int)cipher_type]);
-   bts_assert_msg(
-       cipher_type == CipherType::None || ciph, "unknown cipher type");
-   int nbytes = openssl::PEM_write_bio_PKCS8PrivateKey(
-       bio, _key, ciph, 0, 0, password_callback, (void *)me->password);
-   UNUSED(nbytes);
-   int err = BIO_flush(bio);
-   UNUSED(err);
-}
-
-void PrivateKey::write_file(
-    const std::string &filename, CipherType::type cipher_type) const {
-   openssl::BIO *bio = openssl::BIO_new_file(filename.c_str(), "w+");
-   write(bio, cipher_type);
-   BIO_free(bio);
-}
-
-void PrivateKey::write_stream(
-    std::iostream &stream, CipherType::type cipher_type) const {
-   iostreambio biostream_out(&stream);
-   write(biostream_out.getBIO(), cipher_type);
-   BIO_free(biostream_out.getBIO());
-}
-
-} // namespace crypto
-} // namespace bts
-#endif
@@ -1,78 +0,0 @@
-#pragma once
-
-#include "lib/utils/bts_no_copy.h"
-
-#include "AlgoType.h"
-#include "CipherType.h"
-#include "PasswordCallback.h"
-#include <memory>
-
-#include <iostream>
-#include <string>
-
-namespace openssl {
-struct evp_pkey_st;
-typedef struct evp_pkey_st EVP_PKEY;
-struct bio_st;
-typedef struct bio_st BIO;
-} // namespace openssl
-
-namespace bts {
-namespace crypto {
-
-class PrivateKey;
-class PublicKey;
-typedef std::shared_ptr<PrivateKey> PrivateKeyPtr;
-typedef std::shared_ptr<PublicKey> PublicKeyPtr;
-
-class PrivateKey {
-   BTS_NO_COPY(PrivateKey);
-
- public:
-   virtual ~PrivateKey();
-   static const PrivateKeyPtr
-   create(int bits, AlgoType::type, const PasswordCallback *pass = 0);
-   static const PrivateKeyPtr
-   read_file(const std::string &filename, const PasswordCallback *pass = 0);
-   static const PrivateKeyPtr
-   read_stream(const std::istream &stream, const PasswordCallback *pass = 0);
-
- public:
-   virtual void write_file(
-       const std::string &filename,
-       CipherType::type cipher_type = CipherType::None) const;
-   virtual void write_stream(
-       std::iostream &stream,
-       CipherType::type cipher_type = CipherType::None) const;
-
-   virtual bool
-   encrypt(const std::iostream &in_dat, std::iostream &out_data) const;
-   virtual bool
-   decrypt(const std::iostream &in_dat, std::iostream &out_data) const;
-
-   const PublicKeyPtr public_key() const;
-
- protected:
-   friend class PublicKey;
-   friend int password_callback(char *buf, int size, int rwflag, void *u);
-   PrivateKey(openssl::EVP_PKEY *key = 0, const PasswordCallback *pass = 0);
-   virtual void write(openssl::BIO *bio, CipherType::type cipher_type) const;
-
-   bool
-   private_encrypt(const std::iostream &in_dat, std::iostream &out_data) const;
-   bool
-   private_decrypt(const std::iostream &in_dat, std::iostream &out_data) const;
-   bool
-   public_encrypt(const std::iostream &in_dat, std::iostream &out_data) const;
-   bool
-   public_decrypt(const std::iostream &in_dat, std::iostream &out_data) const;
-
- protected:
-   struct Pimp;
-   std::shared_ptr<Pimp> me;
-
-   openssl::EVP_PKEY *_key;
-};
-
-} // namespace crypto
-} // namespace bts
@@ -1,130 +0,0 @@
-#include "lib/utils/crypto/PrivateKey.h"
-#ifndef _WIN32
-#include "PublicKey.h"
-#include "lib/config/protos/keycode.pb.h"
-#include "lib/logging/logging.h"
-#include "lib/utils/FileUtils.h"
-#include "lib/utils/bts_assert.h"
-#include "lib/utils/crypto/iostreambio.h"
-#include "lib/utils/helper_macros.h"
-#include <sstream>
-
-namespace openssl {
-#include <openssl/bio.h>
-#include <openssl/bn.h>
-#include <openssl/pem.h>
-#include <openssl/rand.h>
-#include <openssl/rsa.h>
-} // namespace openssl
-
-namespace bts::crypto {
-
-PublicKey::PublicKey(openssl::EVP_PKEY *key) : PrivateKey(key) {}
-
-PublicKey::PublicKey(const PrivateKey &key) : PrivateKey() {
-   auto *bio = openssl::BIO_new(openssl::BIO_s_mem());
-   bts_assert_msg(bio, "Failed to create new BIO");
-
-   int res = openssl::PEM_write_bio_PUBKEY(bio, key._key);
-   bts_assert_msgf(
-       res == 1, "Failed to read public key (PEM_write_bio_PUBKEY returned {})",
-       res);
-
-   res = BIO_flush(bio);
-   bts_assert_msgf(
-       res == 1, "Failed to flush BIO buffer (BIO_flush returned {})", res);
-
-   auto *k = openssl::PEM_read_bio_PUBKEY(bio, 0, 0, 0);
-   bts_assert_msg(k, "Failed to read public key");
-
-   BIO_free(bio);
-   bts_assert(k);
-   this->_key = k;
-}
-
-PublicKey::~PublicKey() = default;
-
-const PublicKeyPtr PublicKey::create(const PrivateKey &private_key) {
-   PublicKeyPtr ret(new PublicKey(private_key));
-   return ret;
-}
-
-const PublicKeyPtr PublicKey::read_file(const std::string &path) {
-   auto *bio = openssl::BIO_new_file(path.c_str(), "r");
-   if (!bio) {
-      LOG(Gen, Error, "Failed to load public key file '{}'", path);
-      return nullptr;
-   }
-
-   auto *key = openssl::PEM_read_bio_PUBKEY(bio, 0, 0, 0);
-   if (!key) {
-      LOG(Gen, Error, "Failed to read public key file '{}'", path);
-      return nullptr;
-   }
-   return PublicKeyPtr(new PublicKey(key));
-}
-
-const PublicKeyPtr PublicKey::read(const bts::config::PublicKey &public_key) {
-   if (public_key.key_lines().size() > 0) {
-      return read_string(
-          fmt::to_string(fmt::join(public_key.key_lines(), "\n")));
-   }
-   return read_string(
-       bts::spartan::FileUtils::read_file(public_key.key_file_path()));
-}
-
-const PublicKeyPtr PublicKey::read_string(const std::string &public_key) {
-   std::stringstream oss;
-   oss << public_key;
-   bts::crypto::iostreambio biostream(&oss);
-   auto *key = openssl::PEM_read_bio_PUBKEY(biostream.getBIO(), 0, 0, 0);
-   if (!key) {
-      LOG(Gen, Error, "Invalid public key read");
-      return nullptr;
-   }
-   return PublicKeyPtr(new PublicKey(key));
-}
-
-const PublicKeyPtr PublicKey::read_stream(std::istream &stream) {
-   PublicKeyPtr ret;
-   stream.seekg(0, std::ios::end);
-   int length = stream.tellg();
-   stream.seekg(0, std::ios::beg);
-
-   char *data = new char[length];
-   stream.read(data, length);
-   openssl::BIO *bio = openssl::BIO_new(openssl::BIO_s_mem());
-   BIO_write(bio, data, length);
-   delete[] data;
-
-   openssl::EVP_PKEY *key = openssl::PEM_read_bio_PUBKEY(bio, 0, 0, 0);
-   if (!key)
-      LOG(Gen, Error, "Invalid public key read");
-   else
-      ret.reset(new PublicKey(key));
-   return ret;
-}
-
-void PublicKey::write(openssl::BIO *bio, CipherType::type) const {
-   // const openssl::EVP_CIPHER* ciph =
-   // openssl::EVP_get_cipherbyname(CipherType::name[(int)cipher_type]);
-   // bts_assert_msg(ciph, "unknown cipher type");
-   int nbytes = openssl::PEM_write_bio_PUBKEY(bio, _key);
-   UNUSED(nbytes);
-   int err = BIO_flush(bio);
-   UNUSED(err);
-}
-
-bool PublicKey::encrypt(
-    const std::iostream &in_data, std::iostream &out_data) const {
-   return public_encrypt(in_data, out_data);
-}
-
-bool PublicKey::decrypt(
-    const std::iostream &in_data, std::iostream &out_data) const {
-   return public_decrypt(in_data, out_data);
-}
-
-} // namespace bts::crypto
-
-#endif
@@ -1,36 +0,0 @@
-#pragma once
-#include "PrivateKey.h"
-#include "lib/utils/bts_no_copy.h"
-
-namespace bts::config {
-class PublicKey;
-}
-
-namespace bts::crypto {
-
-class PublicKey : public PrivateKey {
- public:
-   PublicKey(const PrivateKey &);
-   PublicKey(const PublicKey &) = delete;
-   PublicKey &operator=(const PublicKey &) = delete;
-   virtual ~PublicKey();
-
-   virtual bool encrypt(
-       const std::iostream &in_dat, std::iostream &out_data) const;
-   virtual bool decrypt(
-       const std::iostream &in_dat, std::iostream &out_data) const;
-
-   static const PublicKeyPtr create(const PrivateKey &private_key);
-   static const PublicKeyPtr read(const bts::config::PublicKey &public_key);
-   static const PublicKeyPtr read_file(const std::string &filename);
-   static const PublicKeyPtr read_stream(std::istream &stream);
-   static const PublicKeyPtr read_string(const std::string &public_key);
-
- protected:
-   virtual void write(openssl::BIO *bio, CipherType::type cipher_type) const;
-
- protected:
-   PublicKey(openssl::EVP_PKEY *);
-};
-
-} // namespace bts::crypto
@@ -1,208 +0,0 @@
-#ifndef _WIN32
-#include "iostreambio.h"
-
-#include "lib/logging/logging.h"
-#include "lib/utils/bts_assert.h"
-#include "lib/utils/helper_macros.h"
-
-namespace openssl {
-#include "openssl_compat.h"
-#include <openssl/bio.h>
-#include <openssl/err.h>
-} // namespace openssl
-
-using namespace std;
-using namespace openssl;
-
-namespace bts {
-namespace crypto {
-
-const char *const iostreambio::name = "iostreambio";
-const int iostreambio::type = BIO_TYPE_SOURCE_SINK;
-
-/* callback functions for openssl */
-static int bwrite(BIO *bio, const char *buf, int len);
-static int bread(BIO *bio, char *buf, int len);
-// static int bputs(BIO *bio, const char *);
-static int bgets(BIO *bio, char *, int);
-static long ctrl(BIO *bio, int cmd, long num, void *ptr);
-static int create(BIO *bio);
-// static int destroy(BIO *bio);
-// static long (*callback_ctrl)(BIO *, int, bio_info_cb *);
-
-#if OPENSSL_VERSION_NUMBER >= 0x10100000L
-BIO_METHOD *BIO_iostream_method() {
-   static BIO_METHOD *iostream_method = NULL;
-   if (!iostream_method) {
-      iostream_method = BIO_meth_new(iostreambio::type, iostreambio::name);
-      BIO_meth_set_write(iostream_method, bwrite);
-      BIO_meth_set_read(iostream_method, bread);
-      BIO_meth_set_ctrl(iostream_method, ctrl);
-      BIO_meth_set_create(iostream_method, create);
-      BIO_meth_set_gets(iostream_method, bgets);
-   }
-   return iostream_method;
-}
-#else
-static BIO_METHOD iostream_method = {
-    iostreambio::type,
-    iostreambio::name,
-    bwrite,
-    bread,
-    NULL, // bputs
-    bgets,
-    ctrl,
-    create,
-    NULL, // destroy,
-    NULL  // callback_ctrl
-};
-BIO_METHOD *BIO_iostream_method() { return &iostream_method; }
-#endif
-
-iostreambio::iostreambio(iostream *stream) : _bio(0) {
-   _bio = BIO_new(BIO_iostream_method());
-   bts_assert(_bio);
-   BIO_set_data(_bio, (void *)stream);
-}
-
-BIO *iostreambio::getBIO() { return _bio; }
-
-static int create(BIO *bio) {
-   BIO_set_data(bio, NULL);
-   BIO_set_shutdown(bio, 1);
-   BIO_set_init(bio, 1);
-#if OPENSSL_VERSION_NUMBER < 0x10100000L
-   /* from bss_mem.c (openssl):
-    * bio->num is used to hold the value to return on 'empty', if it is
-    * 0, should_retry is not set
-    *
-    * => -1 means the caller can retry, 0: retry is useless
-    * it is set to 0 since the underlying stream is blocking
-    */
-   bio->num = 0;
-#endif
-
-   return 1;
-}
-
-static long ctrl(BIO *bio, int cmd, long num, void *ptr) {
-   UNUSED(ptr);
-   UNUSED(num);
-   long ret;
-   iostream *stream = reinterpret_cast<iostream *>(BIO_get_data(bio));
-
-   LOG(Gen, Warn, "iostreambio: ctrl called, cmd: {}, num: {}", cmd, num);
-
-   switch (cmd) {
-   case BIO_CTRL_PUSH:
-   case BIO_CTRL_POP:
-      ret = 0;
-      break;
-      //      case BIO_CTRL_GET_CLOSE:
-      //              ret = bio->shutdown;
-      //              break;
-      //      case BIO_CTRL_SET_CLOSE:
-      //              bio->shutdown = (int)num;
-      //              ret = 1;
-      //              break;
-   case BIO_CTRL_FLUSH:
-      /* try to flush the underlying stream */
-      ret = 1;
-      try {
-         stream->flush();
-      } catch (
-          ios_base::failure &) { /* ignore, the badbit is checked instead */
-      }
-      if (stream->bad()) {
-         LOG(Gen, Error,
-             "iostreambio: underlying Stream went bad while flushing.");
-         ret = 0;
-      }
-      break;
-   default:
-      LOG(Gen, Error, "iostreambio: ctrl called with unhandled cmd: {}", cmd);
-      ret = 0;
-      break;
-   }
-
-   return ret;
-}
-
-static int bread(BIO *bio, char *buf, int len) {
-   iostream *stream = reinterpret_cast<iostream *>(BIO_get_data(bio));
-#if OPENSSL_VERSION_NUMBER >= 0x10100000L
-   int num_bytes = 0;
-#else
-   streamsize num_bytes = bio->num;
-#endif
-   try {
-      /* make sure to read at least 1 byte and then read as much as we can */
-      // num_bytes = stream->read(buf, 1).readsome(buf+1, len-1) + 1;
-      int i = 0;
-      while (stream->good() && i < len) {
-         buf[i++] = stream->get();
-      }
-      num_bytes = i;
-   } catch (ios_base::failure &) {
-   }
-   return num_bytes;
-}
-
-static int bgets(BIO *bio, char *buf, int len) {
-   iostream *stream = reinterpret_cast<iostream *>(BIO_get_data(bio));
-#if OPENSSL_VERSION_NUMBER >= 0x10100000L
-   int num_bytes = 0;
-#else
-   streamsize num_bytes = bio->num;
-#endif
-   try {
-      /* make sure to read at least 1 byte and then read as much as we can */
-      // num_bytes = stream->read(buf, 1).readsome(buf+1, len-1) + 1;
-      int i = 0;
-      while (stream->good() && i < len) {
-         buf[i] = stream->get();
-         if (buf[i] == '\n') {
-            i++;
-            break;
-         }
-         i++;
-      }
-      buf[i] = '\0';
-      num_bytes = i;
-   } catch (ios_base::failure &) {
-   }
-   return num_bytes;
-}
-
-static int bwrite(BIO *bio, const char *buf, int len) {
-   if (len == 0) {
-      return 0;
-   }
-   iostream *stream = reinterpret_cast<iostream *>(BIO_get_data(bio));
-
-   /* write the data */
-   try {
-      stream->write(buf, len);
-   } catch (ios_base::failure &) { /* ignore, the badbit is checked instead */
-   }
-   if (stream->bad()) {
-      LOG(Gen, Error, "iostreambio: underlying Stream went bad while writing.");
-      return 0;
-   }
-
-   /* flush the underlying stream */
-   try {
-      stream->flush();
-   } catch (ios_base::failure &) { /* ignore, the badbit is checked instead */
-   }
-   if (stream->bad()) {
-      LOG(Gen, Error,
-          "iostreambio: underlying Stream went bad while flushing (bwrite).");
-      return 0;
-   }
-   return len;
-}
-
-} // namespace crypto
-} // namespace bts
-#endif
@@ -1,26 +0,0 @@
-#pragma once
-
-namespace openssl {
-struct bio_st;
-typedef struct bio_st BIO;
-} // namespace openssl
-
-#include <iostream>
-
-namespace bts {
-namespace crypto {
-
-class iostreambio {
- public:
-   explicit iostreambio(std::iostream *stream);
-   openssl::BIO *getBIO();
-
-   static const char *const name;
-   static const int type;
-
- private:
-   openssl::BIO *_bio;
-};
-
-} // namespace crypto
-} // namespace bts
@@ -1,39 +0,0 @@
-#ifndef OPENSSL_COMPAT_H
-#define OPENSSL_COMPAT_H
-
-#include <openssl/crypto.h>
-#if OPENSSL_VERSION_NUMBER < 0x10100000L
-
-#include <openssl/evp.h>
-#include <openssl/hmac.h>
-
-static inline EVP_MD_CTX *EVP_MD_CTX_new() {
-   EVP_MD_CTX *ctx;
-
-   ctx = (EVP_MD_CTX *)OPENSSL_malloc(sizeof(EVP_MD_CTX));
-   EVP_MD_CTX_init(ctx);
-   return ctx;
-}
-#define EVP_MD_CTX_free(c)                                                     \
-   if (c != NULL)                                                              \
-   OPENSSL_free(c)
-
-static inline HMAC_CTX *HMAC_CTX_new() {
-   HMAC_CTX *ctx;
-
-   ctx = (HMAC_CTX *)OPENSSL_malloc(sizeof(HMAC_CTX));
-   HMAC_CTX_init(ctx);
-   return ctx;
-}
-#define HMAC_CTX_free(c)                                                       \
-   if (c != NULL)                                                              \
-   OPENSSL_free(c)
-
-#define BIO_get_data(b) b->ptr
-#define BIO_set_data(b, v) b->ptr = v
-#define BIO_set_shutdown(b, v) b->shutdown = v
-#define BIO_set_init(b, v) b->init = v
-
-#endif /* OPENSSL_VERSION_NUMBER */
-
-#endif /* OPENSSL_COMPAT_H */
@@ -0,0 +1,11 @@
+cmake_minimum_required(VERSION 3.23)
+project(bts-cme-websocket)
+
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_Sources
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  ${PROJECT_NAME}/*.cpp)
+add_library(${PROJECT_NAME} ${${PROJECT_NAME}_Sources})
+target_include_directories(${PROJECT_NAME} PUBLIC ${CMAKE_CURRENT_SOURCE_DIR})
+target_link_libraries(${PROJECT_NAME} PUBLIC bts-system bts-http bts-websocket)
+
@@ -0,0 +1,16 @@
+#pragma once
+
+#include "bts-cme-websocket/messages/cme_message.h"
+#include "bts-system/delegate.h"
+
+#include <string>
+
+namespace bts::websocket {
+
+class CmeMessageHandler {
+ public:
+   virtual ~CmeMessageHandler() = default;
+   virtual void on_message(const CmeMessage &msg) = 0;
+};
+
+} // namespace bts::websocket
@@ -0,0 +1,51 @@
+#pragma once
+
+#include "bts-cme-websocket/cme_message_handler.h"
+#include "bts-cme-websocket/messages/cme_message.h"
+#include "bts-system/delegate.h"
+
+#include <string>
+
+namespace bts::websocket {
+
+/**
+ * CmeMessageHandler that provides a bindable callback to handle payloads
+ * (parsed from json to \tparam T).
+ */
+template <class T = nlohmann::json>
+class CmeMessageHandlerProxy : public CmeMessageHandler {
+ public:
+   using Callback = system::Delegate<void(T)>;
+
+   constexpr Callback &callback();
+
+   void on_message(const CmeMessage &msg) override;
+
+ private:
+   Callback callback_;
+};
+
+//////////////////////////////////////////////////
+// Definition
+//////////////////////////////////////////////////
+
+template <class T>
+constexpr typename CmeMessageHandlerProxy<T>::Callback &
+CmeMessageHandlerProxy<T>::callback() {
+   return callback_;
+}
+
+template <>
+inline void CmeMessageHandlerProxy<nlohmann::json>::on_message(
+    const CmeMessage &msg) {
+   callback_(msg);
+}
+
+template <class T>
+inline void CmeMessageHandlerProxy<T>::on_message(const CmeMessage &msg) {
+   if (msg.payload) {
+      callback_(msg.payload->get<T>());
+   }
+}
+
+} // namespace bts::websocket
@@ -0,0 +1,19 @@
+#pragma once
+
+#include "bts-cme-websocket/cme_message_handler.h"
+#include "bts-cme-websocket/messages/cme_message.h"
+#include "bts-system/json/json_dumper.h"
+
+#include <nlohmann/json.hpp>
+#include <vector>
+
+namespace bts::websocket {
+
+struct CmeMessageLogger : public bts::websocket::CmeMessageHandler {
+   void on_message(const CmeMessage &msg) override {
+      LOG(Md, Info, "CmeMessageLogger::on_message.\n{}",
+          bts::system::json::JsonDumper::dump(msg));
+   }
+};
+
+} // namespace bts::websocket
@@ -0,0 +1,10 @@
+#pragma once
+
+#include "bts-system/value_wrapper.h"
+
+namespace bts::websocket {
+
+using CmeSubscriptionId =
+    system::ValueWrapper<struct CmeSubscriptionTag, std::uint32_t>;
+
+} // namespace bts::websocket
@@ -0,0 +1,83 @@
+#pragma once
+
+#include "bts-system/enum_macros.h"
+#include "bts-system/fmt_macros.h"
+#include "bts-system/hash_macros.h"
+
+#include <nlohmann/json.hpp>
+
+namespace bts::websocket {
+
+// clang-format off
+#define FOR_ALL_VALUES(per_value)                                         \
+   per_value(CmeSubscriptionTopic, NONE)                                  \
+   per_value(CmeSubscriptionTopic, TRADE_TICKER)                          \
+   per_value(CmeSubscriptionTopic, TOP_OF_BOOK)                           \
+   per_value(CmeSubscriptionTopic, STAT)
+// clang-format on
+
+/**
+ * Represents subscription topics (message types) at Cme. The names aren't
+ * verbatim matches with the subscriptionMessageType fields they represent in
+ * the websocket request json. See CmeWebsocketRequestFactory for details.
+ */
+ENUM_CLASS_DEF(CmeSubscriptionTopic, FOR_ALL_VALUES)
+
+inline std::string topic_outgoing_name(CmeSubscriptionTopic topic) {
+   switch (topic.value) {
+   case CmeSubscriptionTopic::NONE:
+      return {};
+   case CmeSubscriptionTopic::TRADE_TICKER:
+      return "TRD";
+   case CmeSubscriptionTopic::TOP_OF_BOOK:
+      return "TOB";
+   default:
+      return topic.name();
+   }
+}
+
+inline std::string topic_incoming_name(CmeSubscriptionTopic topic) {
+   switch (topic.value) {
+   case CmeSubscriptionTopic::NONE:
+      return {};
+   case CmeSubscriptionTopic::TRADE_TICKER:
+      return "TRD";
+   case CmeSubscriptionTopic::TOP_OF_BOOK:
+      return "TOB";
+   default:
+      return topic.name();
+   }
+}
+
+// inline CmeSubscriptionTopic topic_from_incoming_name(const std::string &name) {
+//    if (name == "TS") {
+//       return CmeSubscriptionTopic::TRADE_TICKER;
+//    }
+//    if (name == "OBTS") {
+//       return CmeSubscriptionTopic::TOP_OF_BOOK;
+//    }
+//    return CmeSubscriptionTopic::NONE;
+// }
+
+#undef FOR_ALL_VALUES
+
+inline void to_json(nlohmann::json &j, const CmeSubscriptionTopic &t) {
+   j = t.name();
+}
+
+inline void from_json(const nlohmann::json &j, CmeSubscriptionTopic &t) {
+   if (!CmeSubscriptionTopic::parse(j.get<std::string>(), &t)) {
+      throw std::runtime_error{fmt::format(
+          "Failed to parse CmeSubscriptionTopic from '{}'", j.dump())};
+   }
+}
+
+} // namespace bts::websocket
+
+FMT_IMPL(bts::websocket::CmeSubscriptionTopic, t, "{}", t.name());
+
+#define FOR_HASH_MEMBERS(op) op(value)
+
+HASH_IMPL(bts::websocket::CmeSubscriptionTopic, FOR_HASH_MEMBERS);
+
+#undef FOR_HASH_MEMBERS
@@ -0,0 +1,250 @@
+#include "cme_websocket_session.h"
+#include "bts-cme-websocket/cme_message_handler.h"
+#include "bts-cme-websocket/cme_subscription_id.h"
+#include "bts-cme-websocket/cme_subscription_topic.h"
+#include "bts-cme-websocket/cme_websocket_session_config.h"
+#include "bts-cme-websocket/messages/cme_message.h"
+#include "bts-cme-websocket/messages/cme_message_header.h"
+#include "bts-cme-websocket/messages/cme_product_key.h"
+#include "bts-cme-websocket/messages/cme_top_of_book_payload.h"
+#include "bts-cme-websocket/messages/cme_trade_summary_payload.h"
+#include "bts-cme-websocket/messages/cme_websocket_request.h"
+#include "bts-cme-websocket/messages/cme_websocket_request_factory.h"
+#include "bts-cme-websocket/ssl_certificate_verifier.h"
+#include "bts-cme-websocket/tls_initializer.h"
+#include "bts-http/http_client.h"
+#include "bts-http/http_request.h"
+#include "bts-http/http_response.h"
+#include "bts-http/oauth_request.h"
+#include "bts-http/oauth_requestor.h"
+#include "bts-http/oauth_response.h"
+#include "bts-system/UNUSED.h"
+#include "bts-system/bts_assert.h"
+#include "bts-system/equality_macros.h"
+#include "bts-system/hash_macros.h"
+#include "bts-system/json/json_dumper.h"
+#include "bts-system/json/json_reader.h"
+#include "bts-system/overloaded.h"
+#include "bts-system/time_span.h"
+#include "bts-system/time_stamp.h"
+#include "bts-system/tuple_cutter.h"
+#include "bts-websocket/websocket_client.h"
+
+#include <atomic>
+#include <curl/curl.h>
+#include <curl/easy.h>
+#include <fmt/format.h>
+
+#include <exception>
+#include <functional>
+#include <optional>
+#include <stdexcept>
+#include <string>
+#include <thread>
+#include <type_traits>
+#include <unordered_map>
+#include <variant>
+#include <vector>
+#include <websocketpp/common/connection_hdl.hpp>
+#include <websocketpp/common/memory.hpp>
+#include <websocketpp/common/system_error.hpp>
+#include <websocketpp/common/thread.hpp>
+#include <websocketpp/config/asio_client.hpp>
+#include <websocketpp/config/core_client.hpp>
+#include <websocketpp/roles/client_endpoint.hpp>
+
+#define FOR_ALL_SUBSCRIPTION_KEY_MEMBERS(op) op(topic) op(product)
+
+namespace bts::websocket {
+
+EQUALS_IMPL(
+    CmeWebsocketSession::SubscriptionKey, FOR_ALL_SUBSCRIPTION_KEY_MEMBERS)
+
+} // namespace bts::websocket
+
+HASH_IMPL(
+    bts::websocket::CmeWebsocketSession::SubscriptionKey,
+    FOR_ALL_SUBSCRIPTION_KEY_MEMBERS);
+#undef FOR_ALL_SUBSCRIPTION_KEY_MEMBERS
+
+namespace bts::websocket {
+
+using namespace std::chrono_literals;
+
+using bts::system::TupleCutter;
+using nlohmann::json;
+using std::optional;
+using std::pair;
+using std::shared_ptr;
+using std::string;
+using std::tuple;
+using std::unordered_map;
+using std::vector;
+using system::json::JsonDumper;
+
+using SslContext = boost::asio::ssl::context;
+
+// ws endpoint http://markets.api.uat.cmegroup.com/marketdatastream/v1
+
+#define _ASSERT_MSGF(condition, ...)                                           \
+   bts_assert_msgf(condition, "CmeWebsocketSession::" __VA_ARGS__)
+#define _LOG(level, ...) LOG(md, level, "CmeWebsocketSession::" __VA_ARGS__)
+#define _DIAG(...) _LOG(Diag, __VA_ARGS__)
+#define _INFO(...) _LOG(Info, __VA_ARGS__)
+#define _WARN(...) _LOG(Warn, __VA_ARGS__)
+#define _ERROR(...) _LOG(Error, __VA_ARGS__)
+
+struct CmeWebsocketSession::PImpl {
+   PImpl(const CmeWebsocketSessionConfig &cfg)
+       : cfg(cfg), client(cfg.websocket) {}
+
+   CmeWebsocketSessionConfig cfg;
+   WebsocketClient client;
+   CmeSubscriptionId sub_id_counter{0};
+   string server_name;
+   std::optional<std::thread> run_thread;
+   int session_id{session_id_counter_++};
+   CmeWebsocketRequestFactory req_factory_;
+   TradeTickerCallback trade_ticker_callback;
+   TopOfBookCallback top_of_book_callback;
+
+   ~PImpl() {
+      if (run_thread) {
+         run_thread->join();
+      }
+   }
+
+   void on_login_status(const CmeMessage &msg) {
+      _INFO("on_login_status:\n{}", JsonDumper::dump(msg));
+      if (msg.payload->at("status").get<string>() != "authenticated") {
+         _ERROR(
+             "on_login_status. status not authenticated:\n{}",
+             JsonDumper::dump(msg));
+         return;
+      }
+   }
+
+   void on_subscription_status(const CmeMessage &msg) {
+      // If there is an error, log it and return.
+      _INFO("on_subscription_status:\n{}", JsonDumper::dump(msg));
+      if (msg.payload->at("status").get<string>() != "subscribed") {
+         _ERROR(
+             "on_subscription_status. status not subscribed:\n{}",
+             JsonDumper::dump(msg));
+      }
+   }
+
+   void on_heartbeat(const CmeMessage & /*msg*/) {
+      // Placeholder for hearbeat handler
+   }
+
+   void on_message(const string &msg_str) {
+      _INFO("on_message\n{}", msg_str);
+      CmeMessage msg;
+      try {
+         nlohmann::json::parse(msg_str).get_to(msg);
+      } catch (const std::exception &ex) {
+         _ERROR("on_message. Failed to parse json. {}\n{}", ex.what(), msg_str);
+         return;
+      }
+      if (msg.header.messageType == "heartbeat") {
+         on_heartbeat(msg);
+         return;
+      }
+      if (msg.header.messageType == "loginStatus") {
+         on_login_status(msg);
+         return;
+      }
+      if (msg.header.messageType == "subscriptionStatus") {
+         on_subscription_status(msg);
+         return;
+      }
+      if (msg.header.messageType == "TRD") {
+         trade_ticker_callback(
+             msg.payload->get<vector<CmeTradeSummaryPayload>>());
+         return;
+      }
+      if (msg.header.messageType == "TOB") {
+         top_of_book_callback(msg.payload->get<vector<CmeTopOfBookPayload>>());
+         return;
+      }
+      _ERROR("Received message of unknown type:\n{}", msg_str);
+      // auto topic = topic_from_incoming_name(msg.header.messageType);
+      // switch (topic.value) {
+      // case CmeSubscriptionTopic::TRADE_TICKER: {
+      //    auto trade_summary = msg.payload->get<CmeTradeSummaryPayload>();
+      //    trade_ticker_callback(trade_summary);
+      //    break;
+      // }
+      // case CmeSubscriptionTopic::TOP_OF_BOOK: {
+      //    auto top_of_book = msg.payload->get<CmeTopOfBookPayload>();
+      //    top_of_book_callback(top_of_book);
+      //    break;
+      // }
+      // default:
+      //    _ERROR("Received message of unknown type:\n{}", msg_str);
+      //    break;
+      // }
+   }
+
+ private:
+   static std::atomic<int> session_id_counter_;
+};
+
+CmeWebsocketSession::CmeWebsocketSession(CmeWebsocketSessionConfig cfg)
+    : me_(std::make_unique<PImpl>(std::move(cfg))) {
+   me_->client.message_handler().bind<&PImpl::on_message>(*me_);
+}
+
+CmeWebsocketSession::~CmeWebsocketSession() = default;
+
+std::atomic_int CmeWebsocketSession::PImpl::session_id_counter_ = 0;
+
+CmeWebsocketSession::TradeTickerCallback &
+CmeWebsocketSession::trade_ticker_callback() {
+   return me_->trade_ticker_callback;
+}
+
+CmeWebsocketSession::TopOfBookCallback &
+CmeWebsocketSession::top_of_book_callback() {
+   return me_->top_of_book_callback;
+}
+
+void CmeWebsocketSession::start() { me_->client.connect(); }
+
+void CmeWebsocketSession::subscribe(vector<SubscriptionKey> subs) {
+   vector<CmeProductKey> products;
+   vector<CmeSubscriptionTopic> topics;
+   for (const auto &s : subs) {
+      auto &[t, p] = s;
+      if (std::find(products.begin(), products.end(), p) == products.end()) {
+         products.push_back(p);
+      }
+      if (std::find(topics.begin(), topics.end(), t) == topics.end()) {
+         topics.push_back(t);
+      }
+   }
+   auto sub_req = me_->req_factory_.subscription(products, topics);
+   if (!me_->client.is_connected()) {
+      throw std::runtime_error{
+          "Unable to add subscription because client is not connected."};
+   }
+   me_->client.send_text(JsonDumper::dump(sub_req));
+}
+
+bool CmeWebsocketSession::unsubscribe(std::vector<SubscriptionKey> subs) {
+   UNUSED(subs);
+   // TODO
+   // auto it = me_->topic_handlers.find(id);
+   // if (it == me_->subscriptions.end()) {
+   //    return false;
+   // }
+   // CmeWebsocketRequest req = it->second.request;
+   // req.header.messageType = "unsubscribe";
+   // req.header.sentTime = core::TimeStamp::now();
+   // me_->subscriptions.erase(it);
+   // me_->client.send_text(JsonDumper::dump(req));
+   return true;
+}
+
+} // namespace bts::websocket
@@ -0,0 +1,64 @@
+#pragma once
+
+#include "bts-cme-websocket/cme_message_handler.h"
+#include "bts-cme-websocket/cme_subscription_id.h"
+#include "bts-cme-websocket/cme_subscription_topic.h"
+#include "bts-cme-websocket/messages/cme_product_key.h"
+#include "bts-cme-websocket/messages/cme_top_of_book_payload.h"
+#include "bts-cme-websocket/messages/cme_trade_summary_payload.h"
+#include "bts-cme-websocket/messages/cme_websocket_request.h"
+#include "bts-http/url.h"
+#include "bts-system/delegate.h"
+#include "bts-system/value_wrapper.h"
+
+#include <boost/asio/connect.hpp>
+#include <boost/asio/ip/tcp.hpp>
+#include <boost/beast/core.hpp>
+#include <boost/beast/websocket.hpp>
+#include <cstddef>
+#include <curl/curl.h>
+#include <iostream>
+#include <memory>
+#include <nlohmann/json.hpp>
+#include <string>
+#include <vector>
+
+namespace bts::websocket {
+
+class CmeOauthConfig;
+class CmeWebsocketSessionConfig;
+
+class CmeWebsocketSession {
+ public:
+   struct SubscriptionKey {
+      CmeSubscriptionTopic topic;
+      CmeProductKey product;
+   };
+
+   using TradeTickerCallback =
+       system::Delegate<void(const std::vector<CmeTradeSummaryPayload> &)>;
+   using TopOfBookCallback =
+       system::Delegate<void(const std::vector<CmeTopOfBookPayload> &)>;
+
+   explicit CmeWebsocketSession(CmeWebsocketSessionConfig cfg);
+   ~CmeWebsocketSession();
+
+   void start();
+
+   TradeTickerCallback &trade_ticker_callback();
+   TopOfBookCallback &top_of_book_callback();
+
+   /**
+    * Subscribes to topics for the specified products (a handler is
+    * paired with each topic).
+    */
+   void subscribe(std::vector<SubscriptionKey> subs);
+
+   bool unsubscribe(std::vector<SubscriptionKey> subs);
+
+ private:
+   struct PImpl;
+   std::unique_ptr<PImpl> me_;
+};
+
+} // namespace bts::websocket
@@ -0,0 +1,61 @@
+#pragma once
+
+#include "bts-cme-websocket/cme_subscription_topic.h"
+#include "bts-cme-websocket/messages/cme_product_key.h"
+#include "bts-cme-websocket/messages/cme_websocket_request.h"
+#include "bts-http/oauth_request.h"
+#include "bts-http/url.h"
+#include "bts-system/json/json_reader.h"
+#include "bts-system/threading/thread_config.h"
+#include "bts-websocket/websocket_client_config.h"
+
+#include <nlohmann/json.hpp>
+#include <stdexcept>
+#include <string>
+#include <vector>
+
+namespace bts::websocket {
+
+class CmeWebsocketSessionConfig {
+ public:
+   struct SubscriptionConfig {
+      std::vector<CmeSubscriptionTopic> topics;
+      std::vector<CmeProductKey> products;
+   };
+
+   // Needed to obtain the access token (ignored if access token is non-empty)
+   websocket::WebsocketClientConfig websocket;
+   std::vector<SubscriptionConfig> subscriptions;
+};
+
+//////////////////////////////////////////////////
+// Definition
+//////////////////////////////////////////////////
+
+inline void to_json(
+    nlohmann::json &j,
+    const CmeWebsocketSessionConfig::SubscriptionConfig &cfg) {
+   j["topics"] = cfg.topics;
+   j["products"] = cfg.products;
+}
+
+inline void from_json(
+    const nlohmann::json &j,
+    CmeWebsocketSessionConfig::SubscriptionConfig &cfg) {
+   system::json::JsonReader jr{&j};
+   jr.read("topics", cfg.topics);
+   jr.read("products", cfg.products);
+};
+
+inline void to_json(nlohmann::json &j, const CmeWebsocketSessionConfig &cfg) {
+   j["websocket"] = cfg.websocket;
+   j["subscriptions"] = cfg.subscriptions;
+}
+
+inline void from_json(const nlohmann::json &j, CmeWebsocketSessionConfig &cfg) {
+   system::json::JsonReader jr{&j};
+   jr.read("websocket", cfg.websocket);
+   jr.read("subscriptions", cfg.subscriptions);
+};
+
+} // namespace bts::websocket
@@ -0,0 +1,35 @@
+#pragma once
+
+#include "bts-system/json/json_reader.h"
+#include "bts-system/time_stamp.h"
+
+#include <nlohmann/detail/macro_scope.hpp>
+#include <nlohmann/json.hpp>
+
+namespace bts::websocket {
+
+class CmeBookLevel {
+ public:
+   system::TimeStamp lastUpdateTime;
+   std::uint32_t orderCnt;
+   double price;
+   double qty;
+};
+
+inline void to_json(nlohmann::json &j, const CmeBookLevel &l) {
+   j["lastUpdateTime"] = l.lastUpdateTime.to_iso_string();
+   j["orderCnt"] = l.orderCnt;
+   j["price"] = l.price;
+   j["qty"] = l.qty;
+}
+
+inline void from_json(const nlohmann::json &j, CmeBookLevel &l) {
+   l.lastUpdateTime = system::TimeStamp::from_iso_string(
+       j.at("lastUpdateTime").get<std::string>());
+   system::json::JsonReader jr{&j};
+   jr.read("orderCnt", l.orderCnt);
+   jr.read("price", l.price);
+   jr.read("qty", l.qty);
+};
+
+} // namespace bts::websocket
@@ -0,0 +1,91 @@
+#pragma once
+
+#include "bts-system/time_stamp.h"
+
+#include <nlohmann/json.hpp>
+#include <optional>
+#include <string>
+
+namespace bts::websocket {
+
+class CmeInstrument {
+ public:
+   std::string guid;
+   std::int64_t guidInt;
+   std::int64_t productGuidInt;
+   std::string instrumentName;
+   std::optional<std::string> globexSecurityId;
+   std::string globexSymbol;
+   core::TimeStamp positionRemovalDate;
+   core::TimeStamp lastUpdated;
+   core::TimeStamp lastTradeDate;
+   std::optional<core::TimeStamp> lastNoticeDate;
+   core::TimeStamp lastDeliveryDate;
+   std::optional<core::TimeStamp> globexLastTradeDate;
+   std::optional<core::TimeStamp> globexFirstTradeDate;
+   core::TimeStamp firstTradeDate;
+   std::optional<core::TimeStamp> firstNoticeDate;
+   core::TimeStamp firstDeliveryDate;
+   core::TimeStamp finalSettlementDate;
+   std::optional<core::TimeStamp> initialInventoryDueDate;
+   std::optional<core::TimeStamp> lastInventoryDueDate;
+   std::optional<core::TimeStamp> lastEfpDate;
+   std::optional<double> strikePxCcy;
+   std::optional<std::string> putCallIndicator;
+   std::optional<double> priceBandD1;
+   std::optional<double> priceBand;
+   std::optional<std::string> zeroPriceEligible;
+   std::optional<double> originalContractSize;
+   core::TimeStamp contractMonth;
+   std::string flexIndicator;
+   // TODO: like 40 more fields :()!
+   template <class T>
+   static void write_opt(
+       const std::optional<T> &dest,
+       nlohmann::json &j,
+       const std::string &field) {
+      if (dest) {
+         j.at(field) = *dest;
+      }
+   }
+
+   template <class T>
+   static void read_opt(
+       nlohmann::json &j, const std::string &field, std::optional<T> &dest) {
+      auto it = j.find(field);
+      if (it != j.end()) {
+         it->get_to(dest.emplace());
+      }
+   }
+};
+
+inline void to_json(nlohmann ::json &j, const CmeInstrument &i) {
+   j["guid"] = i.guid;
+   j["guidInt"] = i.guidInt;
+   j["productGuidInt"] = i.productGuidInt;
+   j["instrumentName"] = i.instrumentName;
+   if (i.globexSecurityId) {
+      j["globexSecurityId"] = *i.globexSecurityId;
+   }
+   j["globexSymbol"] = i.globexSymbol;
+   if (i.positionRemovalDate) {
+      // TODO
+      // j["positionRemovalDate"] = {};
+   }
+   j["lastUpdated"] = i.lastUpdated;
+   j["lastTradeDate"] = i.lastTradeDate;
+}
+
+inline void from_json(const nlohmann ::json &j, CmeInstrument &i) {
+   j.at("guid").get_to(i.guid);
+   j.at("guidInt").get_to(i.guidInt);
+   j.at("productGuidInt").get_to(i.productGuidInt);
+   j.at("instrumentName").get_to(i.instrumentName);
+   j.at("globexSecurityId").get_to(i.globexSecurityId);
+   j.at("globexSymbol").get_to(i.globexSymbol);
+   j.at("positionRemovalDate").get_to(i.positionRemovalDate);
+   j.at("lastUpdated").get_to(i.lastUpdated);
+   j.at("lastTradeDate").get_to(i.lastTradeDate);
+};
+
+} // namespace bts::websocket
@@ -0,0 +1,49 @@
+#pragma once
+
+#include "bts-system/json/json_reader.h"
+#include <nlohmann/json.hpp>
+#include <string>
+
+namespace bts::websocket {
+
+class CmeInstrumentMetadata {
+ public:
+   std::string definitionSource;
+   std::string exchangeMic;
+   std::int64_t id;
+   // Note: this typo is intentional (it reflects an actual typo in Cme
+   // payloads, where marketSegmentId is spelled with a 'q' instead of 'g')
+   std::string marketSeqmentId;
+   std::string periodCode;
+   std::string productCode;
+   std::string productType;
+   std::string productGroup;
+   std::string symbol;
+};
+
+inline void to_json(nlohmann::json &j, const CmeInstrumentMetadata &i) {
+   j["definitionSource"] = i.definitionSource;
+   j["exchangeMic"] = i.exchangeMic;
+   j["id"] = i.id;
+   j["marketSeqmentId"] = i.marketSeqmentId;
+   j["periodCode"] = i.periodCode;
+   j["productCode"] = i.productCode;
+   j["productType"] = i.productType;
+   j["productGroup"] = i.productGroup;
+   j["symbol"] = i.symbol;
+}
+
+inline void from_json(const nlohmann::json &j, CmeInstrumentMetadata &i) {
+   system::json::JsonReader jr{&j};
+   j.at("definitionSource").get_to(i.definitionSource);
+   j.at("exchangeMic").get_to(i.exchangeMic);
+   jr.read("id", i.id);
+   jr.read("marketSeqmentId", i.marketSeqmentId);
+   j.at("periodCode").get_to(i.periodCode);
+   j.at("productCode").get_to(i.productCode);
+   j.at("productType").get_to(i.productType);
+   j.at("productGroup").get_to(i.productGroup);
+   j.at("symbol").get_to(i.symbol);
+};
+
+} // namespace bts::websocket
@@ -0,0 +1,35 @@
+#pragma once
+
+#include "bts-cme-websocket/messages/cme_message_header.h"
+
+#include <nlohmann/json.hpp>
+
+namespace bts::websocket {
+
+template <class Payload = nlohmann::json>
+class CmeMessageT {
+ public:
+   CmeMessageHeader header;
+   std::optional<Payload> payload;
+};
+
+using CmeMessage = CmeMessageT<nlohmann::json>;
+
+template <class Payload>
+inline void to_json(nlohmann::json &j, const CmeMessageT<Payload> &msg) {
+   j["header"] = msg.header;
+   if (msg.payload) {
+      j["payload"] = *msg.payload;
+   }
+}
+
+template <class Payload>
+inline void from_json(const nlohmann::json &j, CmeMessageT<Payload> &msg) {
+   j.at("header").get_to(msg.header);
+   auto payload = j.find("payload");
+   if (payload != j.end()) {
+      payload->get_to(msg.payload.emplace());
+   }
+};
+
+} // namespace bts::websocket
@@ -0,0 +1,53 @@
+#pragma once
+
+#include "bts-cme-websocket/cme_subscription_id.h"
+#include "bts-system/json/json_reader.h"
+#include "bts-system/time_stamp.h"
+
+#include <nlohmann/json.hpp>
+#include <nlohmann/json_fwd.hpp>
+#include <optional>
+#include <string>
+
+namespace bts::websocket {
+
+class CmeMessageHeader {
+ public:
+   std::string messageType{};
+   std::optional<std::string> requestId{};
+   std::optional<system::TimeStamp> sentTime{};
+   std::string token{};
+   std::optional<std::string> version{};
+};
+
+inline void to_json(nlohmann::json &j, const CmeMessageHeader &h) {
+   j["messageType"] = h.messageType;
+   if (h.sentTime) {
+      j["sentTime"] = h.sentTime->to_iso_extended_string();
+   }
+   if (h.version) {
+      j["version"] = *h.version;
+   }
+   if (h.requestId) {
+      j["requestId"] = *h.requestId;
+   }
+}
+
+inline void from_json(const nlohmann ::json &j, CmeMessageHeader &h) {
+   j.at("messageType").get_to(h.messageType);
+   std::string sentTime;
+   h.sentTime =
+       system::json::JsonReader{&j}.read("sentTime", sentTime)
+           ? decltype(h.sentTime){system::TimeStamp::from_iso_string(sentTime)}
+           : std::nullopt;
+   std::string version;
+   h.version = system::json::JsonReader{&j}.read("version", version)
+                   ? decltype(h.version){version}
+                   : std::nullopt;
+   std::string requestId;
+   h.requestId = system::json::JsonReader{&j}.read("requestId", requestId)
+                     ? decltype(h.requestId){requestId}
+                     : std::nullopt;
+};
+
+} // namespace bts::websocket
@@ -0,0 +1,29 @@
+#pragma once
+
+#include "bts-system/equality_macros.h"
+#include "bts-system/hash_macros.h"
+
+#include <nlohmann/json.hpp>
+#include <string>
+
+#define FOR_ALL_VALUES(op) op(exchangeMic) op(productType) op(productCode)
+
+namespace bts::websocket {
+
+class CmeProductKey {
+ public:
+   std::string exchangeMic;
+   std::string productType;
+   std::string productCode;
+};
+
+EQUALS_IMPL(CmeProductKey, FOR_ALL_VALUES)
+
+NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(
+    CmeProductKey, exchangeMic, productType, productCode);
+
+} // namespace bts::websocket
+
+HASH_IMPL(bts::websocket::CmeProductKey, FOR_ALL_VALUES);
+
+#undef FOR_ALL_VALUES
@@ -0,0 +1,41 @@
+#pragma once
+
+#include "bts-cme-websocket/messages/cme_book_level.h"
+#include "bts-cme-websocket/messages/cme_instrument_metadata.h"
+#include "bts-system/logging.h"
+#include <nlohmann/detail/macro_scope.hpp>
+#include <string>
+#include <vector>
+
+namespace bts::websocket {
+
+class CmeTopOfBookPayload {
+ public:
+   CmeInstrumentMetadata instrument;
+   std::vector<CmeBookLevel> askLevel;
+   std::vector<CmeBookLevel> bidLevel;
+};
+
+inline void to_json(nlohmann ::json &j, const CmeTopOfBookPayload &tob) {
+   j["instrument"] = tob.instrument;
+   if (!tob.askLevel.empty()) {
+      j["askLevel"] = tob.askLevel;
+   }
+   if (!tob.bidLevel.empty()) {
+      j["bidLevel"] = tob.bidLevel;
+   }
+}
+
+inline void from_json(const nlohmann ::json &j, CmeTopOfBookPayload &tob) {
+   j.at("instrument").get_to(tob.instrument);
+   auto it = j.find("askLevel");
+   if (it != j.end()) {
+      it->get_to(tob.askLevel);
+   }
+   it = j.find("bidLevel");
+   if (it != j.end()) {
+      it->get_to(tob.bidLevel);
+   }
+}
+
+} // namespace bts::websocket
@@ -0,0 +1,75 @@
+#pragma once
+
+#include "bts-cme-websocket/messages/cme_instrument_metadata.h"
+#include "bts-system/json/json_reader.h"
+
+#include <nlohmann/json.hpp>
+#include <string>
+
+namespace bts::websocket {
+
+class CmeTradeSummaryPayload {
+ public:
+   // struct Instrument {
+   //    std::string definitionSource;
+   //    std::string exchangeMic;
+   //    std::string id;
+   //    std::string marketSegmentId;
+   //    std::string periodCode;
+   //    std::string productCode;
+   //    std::string productGroup;
+   //    std::string productType;
+   //    std::string symbol;
+   // } instrument;
+
+   CmeInstrumentMetadata instrument;
+   // TODO: convert to timestamp
+   std::string lastUpdateTime;
+
+   struct TradeSummary {
+      std::int64_t aggressorSide;
+      std::int64_t mdTradeEntryId;
+      double tradePrice;
+      double tradeQty;
+      std::uint32_t tradeOrderCount;
+      std::string tradeUpdateAction;
+   } tradeSummary;
+};
+
+// NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(
+//     CmeTradeSummaryPayload::Instrument,
+//     definitionSource,
+//     exchangeMic,
+//     id,
+//     marketSegmentId,
+//     periodCode,
+//     productCode,
+//     productGroup,
+//     productType,
+//     symbol)
+
+inline void to_json(
+    nlohmann ::json &j, const CmeTradeSummaryPayload::TradeSummary &ts) {
+   j["aggressorSide"] = ts.aggressorSide;
+   j["mdTradeEntryId"] = ts.mdTradeEntryId;
+   j["tradePrice"] = ts.tradePrice;
+   j["tradeQty"] = ts.tradeQty;
+   j["tradeOrderCount"] = ts.tradeOrderCount;
+   j["tradeUpdateAction"] = ts.tradeUpdateAction;
+}
+
+inline void from_json(
+    const nlohmann ::json &j, CmeTradeSummaryPayload ::TradeSummary &ts) {
+   system::json::JsonReader jr{&j};
+   jr.read("aggressorSide", ts.aggressorSide);
+   jr.read("mdTradeEntryId", ts.mdTradeEntryId);
+   jr.read("tradePrice", ts.tradePrice);
+   jr.read("tradeQty", ts.tradeQty);
+   jr.read("tradeOrderCount", ts.tradeOrderCount);
+   jr.read("tradeUpdateAction", ts.tradeUpdateAction);
+}
+
+NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(
+    CmeTradeSummaryPayload, instrument, lastUpdateTime, tradeSummary)
+
+} // namespace bts::websocket
@@ -0,0 +1,10 @@
+#pragma once
+
+#include "bts-cme-websocket/messages/cme_message.h"
+#include "bts-cme-websocket/messages/cme_websocket_request_payload.h"
+
+namespace bts::websocket {
+
+using CmeWebsocketRequest = CmeMessageT<CmeWebsocketRequestPayload>;
+
+} // namespace bts::websocket
@@ -0,0 +1,64 @@
+#pragma once
+
+#include "bts-cme-websocket/cme_subscription_topic.h"
+#include "bts-cme-websocket/messages/cme_message_header.h"
+#include "bts-cme-websocket/messages/cme_product_key.h"
+#include "bts-cme-websocket/messages/cme_websocket_request.h"
+#include "bts-system/time_stamp.h"
+
+#include <nlohmann/json.hpp>
+
+namespace bts::websocket {
+
+class CmeWebsocketRequestFactory {
+ public:
+   CmeWebsocketRequest subscription(
+       const std::vector<CmeProductKey> &subscriptions,
+       const std::vector<CmeSubscriptionTopic> &topics);
+
+   CmeWebsocketRequest unsubscription(
+       const std::vector<CmeProductKey> &subscriptions,
+       const std::vector<CmeSubscriptionTopic> &topics);
+
+ private:
+   // Ensure unique ids for each request
+   std::atomic<std::uint32_t> id_counter_;
+};
+
+//////////////////////////////////////////////////
+// Definition
+//////////////////////////////////////////////////
+
+inline CmeWebsocketRequest CmeWebsocketRequestFactory::subscription(
+    const std::vector<CmeProductKey> &products,
+    const std::vector<CmeSubscriptionTopic> &topics) {
+   CmeWebsocketRequest sub;
+   sub.payload.emplace();
+   sub.payload->subscriptions = std::move(products);
+   sub.payload->subscriptionMessageTypes.reserve(topics.size());
+   for (const auto t : topics) {
+      sub.payload->subscriptionMessageTypes.push_back(topic_outgoing_name(t));
+   }
+   sub.header.requestId = std::to_string(id_counter_++);
+   sub.header.messageType = "subscribe";
+   sub.header.sentTime = system::TimeStamp::now();
+   return sub;
+}
+
+inline CmeWebsocketRequest CmeWebsocketRequestFactory::unsubscription(
+    const std::vector<CmeProductKey> &products,
+    const std::vector<CmeSubscriptionTopic> &topics) {
+   CmeWebsocketRequest sub;
+   sub.payload.emplace();
+   sub.payload->subscriptions = std::move(products);
+   sub.payload->subscriptionMessageTypes.resize(topics.size());
+   for (const auto t : topics) {
+      sub.payload->subscriptionMessageTypes.push_back(topic_outgoing_name(t));
+   }
+   sub.header.requestId = std::to_string(id_counter_++);
+   sub.header.messageType = "unsubscribe";
+   sub.header.sentTime = system::TimeStamp::now();
+   return sub;
+}
+
+} // namespace bts::websocket
@@ -0,0 +1,18 @@
+#pragma once
+
+#include "bts-cme-websocket/cme_subscription_topic.h"
+#include "bts-cme-websocket/messages/cme_product_key.h"
+
+#include <nlohmann/json.hpp>
+
+namespace bts::websocket {
+
+struct CmeWebsocketRequestPayload {
+   std::vector<CmeProductKey> subscriptions;
+   std::vector<std::string> subscriptionMessageTypes;
+};
+
+NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(
+    CmeWebsocketRequestPayload, subscriptions, subscriptionMessageTypes);
+
+} // namespace bts::websocket
@@ -0,0 +1,17 @@
+#pragma once
+
+#include <cstdint>
+#include <nlohmann/detail/macro_scope.hpp>
+#include <nlohmann/json.hpp>
+
+namespace bts::websocket {
+
+class PrivateOrderQty {
+ public:
+   std::int64_t orderId;
+   double lastOrderQty;
+};
+
+NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(PrivateOrderQty, orderId, lastOrderQty)
+
+}  // namespace bts::websocket
@@ -0,0 +1,120 @@
+#include "ssl_certificate_verifier.h"
+
+namespace bts::websocket {
+
+/// Verify that the certificate common name matches the given hostname
+bool SslCertificateVerifier::verify_common_name(char const *hostname, X509 *cert) {
+   // Find the position of the CN field in the Subject field of the certificate
+   int common_name_loc = X509_NAME_get_index_by_NID(
+       X509_get_subject_name(cert), NID_commonName, -1);
+   if (common_name_loc < 0) {
+      return false;
+   }
+
+   // Extract the CN field
+   X509_NAME_ENTRY *common_name_entry =
+       X509_NAME_get_entry(X509_get_subject_name(cert), common_name_loc);
+   if (common_name_entry == NULL) {
+      return false;
+   }
+
+   // Convert the CN field to a C string
+   ASN1_STRING *common_name_asn1 = X509_NAME_ENTRY_get_data(common_name_entry);
+   if (common_name_asn1 == NULL) {
+      return false;
+   }
+
+   char const *common_name_str =
+       (char const *)ASN1_STRING_get0_data(common_name_asn1);
+
+   // Make sure there isn't an embedded NUL character in the CN
+   if (static_cast<size_t>(ASN1_STRING_length(common_name_asn1)) !=
+       strlen(common_name_str)) {
+      return false;
+   }
+
+   // Compare expected hostname with the CN
+   return (strcasecmp(hostname, common_name_str) == 0);
+}
+
+/// Verify that one of the subject alternative names matches the given hostname
+bool SslCertificateVerifier::verify_subject_alternative_name(
+    const char *hostname, X509 *cert) {
+   STACK_OF(GENERAL_NAME) *san_names = NULL;
+
+   san_names = (STACK_OF(GENERAL_NAME) *)X509_get_ext_d2i(
+       cert, NID_subject_alt_name, NULL, NULL);
+   if (san_names == NULL) {
+      return false;
+   }
+
+   int san_names_count = sk_GENERAL_NAME_num(san_names);
+
+   bool result = false;
+
+   for (int i = 0; i < san_names_count; i++) {
+      const GENERAL_NAME *current_name = sk_GENERAL_NAME_value(san_names, i);
+
+      if (current_name->type != GEN_DNS) {
+         continue;
+      }
+
+      char const *dns_name =
+          (char const *)ASN1_STRING_get0_data(current_name->d.dNSName);
+
+      // Make sure there isn't an embedded NUL character in the DNS name
+      if (static_cast<size_t>(ASN1_STRING_length(current_name->d.dNSName)) !=
+          strlen(dns_name)) {
+         break;
+      }
+      // Compare expected hostname with the CN
+      result = (strcasecmp(hostname, dns_name) == 0);
+   }
+   sk_GENERAL_NAME_pop_free(san_names, GENERAL_NAME_free);
+
+   return result;
+}
+
+/**
+ * This code is derived from examples and documentation found ato00po
+ * http://www.boost.org/doc/libs/1_61_0/doc/html/boost_asio/example/cpp03/ssl/client.cpp
+ * and
+ * https://github.com/iSECPartners/ssl-conservatory
+ */
+bool SslCertificateVerifier::verify_certificate(
+    const char *hostname,
+    bool preverified,
+    boost::asio::ssl::verify_context &ctx) {
+   // The verify callback can be used to check whether the certificate that is
+   // being presented is valid for the peer. For example, RFC 2818 describes
+   // the steps involved in doing this for HTTPS. Consult the OpenSSL
+   // documentation for more details. Note that the callback is called once
+   // for each certificate in the certificate chain, starting from the root
+   // certificate authority.
+
+   // Retrieve the depth of the current cert in the chain. 0 indicates the
+   // actual server cert, upon which we will perform extra validation
+   // (specifically, ensuring that the hostname matches. For other certs we
+   // will use the 'preverified' flag from Asio, which incorporates a number of
+   // non-implementation specific OpenSSL checking, such as the formatting of
+   // certs and the trusted status based on the CA certs we imported earlier.
+   int depth = X509_STORE_CTX_get_error_depth(ctx.native_handle());
+
+   // if we are on the final cert and everything else checks out, ensure that
+   // the hostname is present on the list of SANs or the common name (CN).
+   if (depth == 0 && preverified) {
+      X509 *cert = X509_STORE_CTX_get_current_cert(ctx.native_handle());
+
+      if (verify_subject_alternative_name(hostname, cert)) {
+         return true;
+      } else if (verify_common_name(hostname, cert)) {
+         return true;
+      } else {
+         return false;
+      }
+   }
+
+   return preverified;
+}
+
+} // namespace bts::websocket
@@ -0,0 +1,23 @@
+#pragma once
+
+#include <string>
+#include <thread>
+#include <websocketpp/common/connection_hdl.hpp>
+#include <websocketpp/config/asio_client.hpp>
+
+namespace bts::websocket {
+
+class SslCertificateVerifier {
+ public:
+   static bool verify_common_name(char const *hostname, X509 *cert);
+
+   static bool verify_subject_alternative_name(
+       const char *hostname, X509 *cert);
+
+   static bool verify_certificate(
+       const char *hostname,
+       bool preverified,
+       boost::asio::ssl::verify_context &ctx);
+};
+
+} // namespace bts::websocket
Author	SHA1	Message	Date
John Colvin	f2d47a62f4	check pt: Last min changes, before going back to Mich	2023-11-08 19:23:24 -05:00
John Colvin	4be9f399aa	Update externals (cme_websocket)	2023-11-06 11:17:59 -05:00
John Colvin	aaf55ba65b	check pt: Before going to chicago	2023-11-06 11:17:27 -05:00
John Colvin	9edf1dbd1a	refactor: Move cme websocket app to lib	2023-11-04 13:32:01 -04:00
John Colvin	2dc9f8d71b	clean up cme websocket listener	2023-11-04 13:01:02 -04:00
John Colvin	addff775e9	pretty damn good, really	2023-11-03 23:12:58 -04:00
John Colvin	f18c952ab8	more cleanup	2023-10-29 23:52:54 -04:00
John Colvin	326b068905	idk	2023-10-29 23:50:06 -04:00
John Colvin	249221c654	cleanup: Clean up more cme-websocket code	2023-10-29 23:41:36 -04:00
John Colvin	bc9114e5a0	cleanup: Remove garbage/scratch files	2023-10-29 23:39:04 -04:00
John Colvin	56ae5dad35	cleanup new cme-websockets code	2023-10-29 23:37:39 -04:00
John Colvin	4ea6a9138f	cleanup: Clean up new CMakeLists for cme websockets	2023-10-29 23:33:23 -04:00
John Colvin	a38b24a910	docker: Install libcurl4-openssl-dev in docker	2023-10-29 23:30:38 -04:00
John Colvin	fd9ed211b4	cleanup: Tidy up URL.h/cpp	2023-10-29 23:24:00 -04:00
John Colvin	bfc3106b00	check pt: This Works!	2023-10-29 22:57:40 -04:00
John Colvin	c8fb032a13	fix cme connector code	2023-10-29 15:15:33 -04:00
John Colvin	df11e6564f	fix crypto deps	2023-10-29 15:15:20 -04:00
John Colvin	6cf4200bad	feat: Add cme_websocket connector code	2023-10-29 15:15:09 -04:00
John Colvin	d91642ecd0	cme-websockets: Remove all deps on crypto/ssl in externals I don't have time for these dependency conflicts with the default apt websocketpp lib (just need to get this thing working!)	2023-10-29 15:14:07 -04:00