AW2 now gets its time from the server

.clang-format

@@ -4,7 +4,6 @@ BinPackParameters: false
 AlignAfterOpenBracket: AlwaysBreak
 AlwaysBreakTemplateDeclarations: true
 PenaltyReturnTypeOnItsOwnLine: 140
-ReflowComments: false
 ---
 Language: Proto
 IndentWidth: 2

.config/dotnet-tools.json

@@ -7,24 +7,6 @@
       "commands": [
         "dotnet-format"
       ]
-    },
-    "fable": {
-      "version": "4.0.0-theta-018",
-      "commands": [
-        "fable"
-      ]
-    },
-    "fantomas": {
-      "version": "5.2.2",
-      "commands": [
-        "fantomas"
-      ]
-    },
-    "fake-cli": {
-      "version": "6.0.0",
-      "commands": [
-        "fake"
-      ]
     }
   }
 }

.gitignore

@@ -50,8 +50,3 @@ trace_data/
 *.tmp/*
 /.venv*/*
 .cache/
-/src/Spark.Admin.WebApp/tsconfig.*.g.json
-/src/Spark.Admin.WebApp/src/bin/
-**/CMakeDeps.cmake
-**/CMakeDeps_win.cmake
-**/devcontainer.json

.gitmodules

@@ -1,3 +1,12 @@
 [submodule "externals"]
 	path = externals
 	url = git@bitbucket.org:bluetradesys/externals.git
+[submodule "docker/linux"]
+	path = docker/linux
+	url = git@bitbucket.org:bluetradesys/linux_docker.git
+[submodule "docker/windows"]
+	path = docker/windows
+	url = git@bitbucket.org:bluetradesys/windows_docker.git
+[submodule "src/deribit-crypto-connector-demo-application"]
+	path = src/deribit-crypto-connector-demo-application
+	url = git@gitlab.com:cryptoexchanges1/deribit-crypto-connector-demo-application.git

CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.12)
+cmake_minimum_required(VERSION 3.5)
 project(spark)
 
 if(WIN32)
@@ -7,188 +7,100 @@ 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(EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
+set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
 set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
 set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
-set(SPARK_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
-set(BUILD_SPARK_CONFIG OFF CACHE BOOL "Build lib_spark_config")
-set(BUILD_API_SERVER OFF CACHE BOOL "Build the api server")
-set(BUILD_DOCS OFF CACHE BOOL "Build documentation")
+set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
 set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
-set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
-if (WIN32)
-  set(BUILD_SPARKD OFF CACHE BOOL "Build sparkd")
-else()
-  set(BUILD_SPARKD ON CACHE BOOL "Build sparkd")
-endif()
+set(BUILD_WEB ON CACHE BOOL "Build the web server")
 
 include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
 link_directories(${SPARK_LIB})
 
 if(WIN32)
-  add_compile_definitions(SHARED_MEMORY_PREFIX="spark")
-  add_compile_definitions(APP_DATA_DIR="\$\{APPDATA\}/bts/")
+  # flags
+  set(
+    CMAKE_CXX_FLAGS
+    "${CMAKE_CXX_FLAGS} \
+    /MP \
+    /WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
+    /bigobj \
+    /DCURL_STATICLIB \
+    /D_WINSOCK_DEPRECATED_NO_WARNINGS \
+    /D__TBB_NO_IMPLICIT_LINKAGE \
+    /DBOOST_ALL_NO_LIB \
+    /std:c++17 \
+    /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
+  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
+  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
+  set(
+    CMAKE_SHARED_LINKER_FLAGS_RELEASE
+    "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} \
+    /DEBUG \
+    /OPT:REF \
+    /OPT:ICF \
+    /LTCG")
+
   # subdirs
-  add_subdirectory(src/lib_expression)
   add_subdirectory(src/lib)
-elseif(BUILD_SPARK_CONFIG)
-  add_compile_definitions(SHARED_MEMORY_PREFIX="sparkd")
-  add_compile_definitions(APP_DATA_DIR="\$\{HOME\}/sparkdata/")
-  add_subdirectory(src/lib_core)
-  add_subdirectory(src/lib_logging)
-  add_subdirectory(src/lib_io)
-  add_subdirectory(src/lib_domain)
-  add_subdirectory(src/lib_protobuf)
-  add_subdirectory(src/lib_threading)
-  add_subdirectory(src/lib_expression)
-  add_subdirectory(src/lib_md)
-  add_subdirectory(src/lib_spark_config)
 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}/$<CONFIG>")
+  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install/${CMAKE_BUILD_TYPE}/sparkd")
+  add_compile_definitions(SPARK_ENABLE_CCAPI)
+  add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
+  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
+  add_compile_definitions(CCAPI_ENABLE_LOG_WARN)
 
-  if(BUILD_API_SERVER)
-    add_compile_definitions(SPARK_ENABLE_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 exchanges/services
-    add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_US)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_USDS_FUTURES)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_COIN_FUTURES)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_HUOBI)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_HUOBI_USDT_SWAP)
-    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_HUOBI_COIN_SWAP)
-
-    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")
-
-  endif()
+  # flags
+  set(
+    CMAKE_CXX_FLAGS_DEBUG
+    "${CMAKE_CXX_FLAGS_DEBUG} \
+    -fPIC \
+    -Wall \
+    -pedantic \
+    -Wextra \
+    -Werror \
+    -Wno-missing-braces \
+    -Wno-ignored-qualifiers \
+    --std=c++17 -fdiagnostics-color")
+  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
+  set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
 
   # subdirs
-  if (BUILD_SPARKD)
-    add_subdirectory(src/server/sparkd)
-    add_subdirectory(src/data_files)
-    # add_subdirectory(src/lib_md)
-    add_subdirectory(src/lib_core)
-    add_subdirectory(src/lib_logging)
-    add_subdirectory(src/lib_threading)
-    add_subdirectory(src/lib_expression)
-    add_subdirectory(src/lib_spark_config)
-  endif()
+  add_subdirectory(src/server/sparkd)
   add_subdirectory(src/lib)
-  if (BUILD_ADMIN_WEB_APP)
-    add_subdirectory(src/Spark.Admin.WebApp)
-  endif()
-  if (BUILD_API_SERVER)
-    set(_cs_source_dirs
-      spark_api
-      spark_api_server
-      spark_core
-      spark_websocket)
-    foreach(cs_source_dir IN LISTS _cs_source_dirs)
-      file(GLOB cs_source_dir "${CMAKE_SOURCE_DIR}/src/client/${cs_source_dir}/*.cs")
-      list(APPEND _api_server_sources ${cs_source_dir})
-    endforeach()
-
-    list(APPEND _api_server_sources
-      ${CMAKE_SOURCE_DIR}/src/client/spark_api/spark_api.csproj
-      ${CMAKE_SOURCE_DIR}/src/client/spark_api_server/spark_api_server.csproj
-      ${CMAKE_SOURCE_DIR}/src/client/spark_core/spark_core.csproj
-      ${CMAKE_SOURCE_DIR}/src/client/spark_websocket/spark_websocket.csproj)
-
-    set(_out_dir ${CMAKE_BINARY_DIR}/$<CONFIG>)
-    set(_api_server_dlls
-      ${CMAKE_BINARY_DIR}/$<CONFIG>/bin/net7.0/spark_api.dll
-      ${CMAKE_BINARY_DIR}/$<CONFIG>/bin/net7.0/spark_core.dll
-      ${CMAKE_BINARY_DIR}/$<CONFIG>/bin/net7.0/spark_websocket.dll
-      ${CMAKE_BINARY_DIR}/$<CONFIG>/bin/net7.0/spark_api_server)
-    add_custom_command(
-      OUTPUT ${_api_server_dlls}
-      COMMAND dotnet build ${CMAKE_SOURCE_DIR}/Spark.Api.Server.sln --verbosity minimal --configuration $<CONFIG>
-      COMMENT "Building Spark.Api.Server.sln"
-      DEPENDS ${_api_server_sources})
-    add_custom_command(
-      OUTPUT
-      ${CMAKE_BINARY_DIR}/$<CONFIG>/bin/net7.0/libspark.so
-      COMMAND ln -sf ARGS ${CMAKE_BINARY_DIR}/src/lib/$<CONFIG>/libspark.so ${CMAKE_BINARY_DIR}/$<CONFIG>/bin/net7.0
-      COMMENT "Symlink libspark to api server bins"
-      DEPENDS ${_api_server_dlls})
-    add_custom_target(websocket_api_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/$<CONFIG>/bin/net7.0/libspark.so)
-  endif()
-  if(BUILD_DOCS)
-    add_subdirectory(doc/user)
+  if (BUILD_WEB)
+    add_subdirectory(src/web)
   endif()
+  add_subdirectory(doc/user)
   if(BUILD_SDK)
     add_subdirectory(src/sdk)
   endif()
+  add_subdirectory(src/data_files)
 
-  if(BUILD_SPARKD)
-    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 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_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}/web ${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 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)
+  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"
-      "${CMAKE_SOURCE_DIR}/externals/src/emumba/sparkd.lic"
-      DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
-  endif()
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/src/emumba/sparkd.lic" DESTINATION bin)
 endif()

CMakePresets.json

@@ -1,283 +0,0 @@
-{
-  "version": 4,
-  "cmakeMinimumRequired": {
-    "major": 3,
-    "minor": 23,
-    "patch": 0
-  },
-
-  "configurePresets": [
-    {
-      "name": "spark",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Windows"
-      },
-      "generator": "Visual Studio 17 2022",
-      "binaryDir": "${sourceDir}/build",
-      "environment": {
-        "SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++17 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600"
-      },
-      "cacheVariables": {
-        "CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
-        "CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
-        "CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
-        "CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/DEBUG /OPT:REF /OPT:ICF /LTCG",
-        "EXTERNALS_ROOT": "${sourceDir}/externals/windows"
-      }
-    },
-
-    {
-      "name": "sparkd",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Linux"
-      },
-      "hidden": true,
-      "generator": "Ninja",
-      "binaryDir": "${sourceDir}/build/${presetName}",
-      "cacheVariables": {
-        "platform": "",
-        "CMAKE_BUILD_WITH_INSTALL_RPATH": {
-          "type": "BOOL",
-          "value": "ON"
-        },
-        "CMAKE_INSTALL_RPATH": ".",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}/sparkd",
-        "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
-        "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
-        "CMAKE_CXX_STANDARD": "17",
-        "BUILD_SDK": {
-          "type": "BOOL",
-          "value": "OFF"
-        },
-        "BUILD_ADMIN_WEB_APP": {
-          "type": "BOOL",
-          "value": "ON"
-        }
-      }
-    },
-
-    {
-      "name": "sparkd-debug",
-      "inherits": "sparkd",
-      "hidden": true,
-      "cacheVariables": {
-        "CMAKE_BUILD_TYPE": "Debug",
-        "CMAKE_EXPORT_COMPILE_COMMANDS": {
-          "type": "BOOL",
-          "value": "ON"
-        },
-        "CCAPI_LOG_LEVEL": "Debug"
-      }
-    },
-
-    {
-      "name": "sparkd-release",
-      "inherits": "sparkd",
-      "hidden": true,
-      "cacheVariables": {
-        "CMAKE_BUILD_TYPE": "Release",
-        "CCAPI_LOG_LEVEL": "Warn"
-      }
-    },
-
-    {
-      "name": "sparkd-debug-clang",
-      "inherits": "sparkd-debug",
-      "displayName": "Debug (clang)",
-      "description": "Debug build compiled w/ clang",
-      "binaryDir": "${sourceDir}/build/clang/debug",
-      "cacheVariables": {
-        "CMAKE_C_COMPILER": "clang",
-        "CMAKE_CXX_COMPILER": "clang++",
-        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++17 -fdiagnostics-color -DDEBUG",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/clang/debug/sparkd"
-      }
-    },
-
-    {
-      "name": "sparkd-debug-gcc",
-      "inherits": "sparkd-debug",
-      "displayName": "Debug (gcc)",
-      "description": "Debug build compiled w/ gcc",
-      "binaryDir": "${sourceDir}/build/gcc/debug",
-      "cacheVariables": {
-        "CMAKE_C_COMPILER": "gcc",
-        "CMAKE_CXX_COMPILER": "g++",
-        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++17 -fdiagnostics-color -Wno-stringop-overread -DDEBUG",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/gcc/debug/sparkd"
-      }
-    },
-
-    {
-      "name": "sparkd-release-clang",
-      "inherits": "sparkd-release",
-      "displayName": "Release (clang)",
-      "description": "Release build compiled w/ clang",
-      "binaryDir": "${sourceDir}/build/clang/release",
-      "cacheVariables": {
-        "CMAKE_C_COMPILER": "clang",
-        "CMAKE_CXX_COMPILER": "clang++",
-        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++17 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/clang/release/sparkd"
-      }
-    },
-
-    {
-      "name": "sparkd-release-gcc",
-      "inherits": "sparkd-release",
-      "displayName": "Release (gcc)",
-      "description": "Release build compiled w/ gcc",
-      "binaryDir": "${sourceDir}/build/gcc/release",
-      "cacheVariables": {
-        "CMAKE_C_COMPILER": "gcc",
-        "CMAKE_CXX_COMPILER": "g++",
-        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++17 -fdiagnostics-color -Wno-stringop-overread -Wno-maybe-uninitialized -fno-omit-frame-pointer -DNDEBUG -O3",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/gcc/release/sparkd"
-      }
-    },
-
-    {
-      "name": "sparkd-publish",
-      "inherits": "sparkd-release-gcc",
-      "displayName": "Publish",
-      "description": "Production build compiled w/ gcc and ready to ship"
-    },
-
-    {
-      "name": "spark-config",
-      "displayName": "Spark Config",
-      "description": "Test build for lib_spark_config",
-      "binaryDir": "${sourceDir}/build/${presetName}",
-      "generator": "Unix Makefiles",
-      "cacheVariables": {
-        "platform": "linux",
-        "CMAKE_BUILD_TYPE": "Debug",
-        "CMAKE_BUILD_WITH_INSTALL_RPATH": {
-          "type": "BOOL",
-          "value": "ON"
-        },
-        "CMAKE_INSTALL_RPATH": ".",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
-        "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
-        "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
-        "CMAKE_CXX_STANDARD": "17",
-        "BUILD_SPARKD": {
-          "type": "BOOL",
-          "value": "OFF"
-        },
-        "BUILD_DOCS": {
-          "type": "BOOL",
-          "value": "OFF"
-        },
-        "BUILD_SDK": {
-          "type": "BOOL",
-          "value": "OFF"
-        },
-        "BUILD_SPARK_CONFIG": {
-          "type": "BOOL",
-          "value": "ON"
-        },
-        "BUILD_ADMIN_WEB_APP": {
-          "type": "BOOL",
-          "value": "OFF"
-        }
-      }
-    }
-  ],
-
-  "buildPresets": [
-    {
-      "name": "spark",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Windows"
-      },
-      "hidden": true,
-      "jobs": 4
-    },
-
-    {
-      "name": "spark-dev",
-      "displayName": "Development",
-      "inherits": "spark",
-      "configurePreset": "spark",
-      "configuration": "Debug"
-    },
-
-    {
-      "name": "spark-prod",
-      "displayName": "Production",
-      "inherits": "spark",
-      "configurePreset": "spark",
-      "configuration": "Release"
-    },
-
-    {
-      "name": "sparkd",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Linux"
-      },
-      "hidden": true,
-      "jobs": 4,
-      "targets": [
-        "data_files_dir",
-        "admin_web_app_bundle",
-        "install",
-        "libspark",
-        "rapidjson_project",
-        "server_layout",
-        "sparkd"
-      ]
-    },
-
-    {
-      "name": "sparkd-debug-clang",
-      "configurePreset": "sparkd-debug-clang",
-      "displayName": "Debug (clang)",
-      "inherits": "sparkd"
-    },
-
-    {
-      "name": "sparkd-debug-gcc",
-      "configurePreset": "sparkd-debug-gcc",
-      "displayName": "Debug (gcc)",
-      "inherits": "sparkd"
-    },
-
-    {
-      "name": "sparkd-release-clang",
-      "configurePreset": "sparkd-release-clang",
-      "displayName": "Release (clang)",
-      "inherits": "sparkd"
-    },
-
-    {
-      "name": "sparkd-release-gcc",
-      "configurePreset": "sparkd-release-gcc",
-      "displayName": "Release (gcc)",
-      "inherits": "sparkd"
-    },
-
-    {
-      "name": "spark-config",
-      "configurePreset": "spark-config",
-      "displayName": "Spark Config",
-      "inherits": "sparkd"
-    },
-
-    {
-      "name": "sparkd-publish",
-      "configurePreset": "sparkd-publish",
-      "displayName": "Publish",
-      "inherits": "sparkd",
-      "targets": "install"
-    }
-  ]
-}

Spark.Api.Server.sln

@@ -1,83 +0,0 @@
-Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio Version 17
-VisualStudioVersion = 17.3.32922.545
-MinimumVisualStudioVersion = 15.0.26124.0
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
-EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{EFC9FC4D-E92B-4C6D-9B97-26D38EAA118D}"
-EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{89D666E6-B500-498F-B026-4D167F68ADFC}"
-EndProject
-Global
-	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|x64 = Debug|x64
-		MinSizeRel|x64 = MinSizeRel|x64
-		Release|x64 = Release|x64
-		RelWithDebInfo|x64 = RelWithDebInfo|x64
-	EndGlobalSection
-	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.ActiveCfg = Debug|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.Build.0 = Debug|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.Build.0 = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.ActiveCfg = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.ActiveCfg = Debug|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.Build.0 = Debug|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.MinSizeRel|x64.Build.0 = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.ActiveCfg = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.Build.0 = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.ActiveCfg = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.Build.0 = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.Build.0 = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.ActiveCfg = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.Build.0 = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{EFC9FC4D-E92B-4C6D-9B97-26D38EAA118D}.Debug|x64.ActiveCfg = Debug|x64
-		{EFC9FC4D-E92B-4C6D-9B97-26D38EAA118D}.Debug|x64.Build.0 = Debug|x64
-		{EFC9FC4D-E92B-4C6D-9B97-26D38EAA118D}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{EFC9FC4D-E92B-4C6D-9B97-26D38EAA118D}.MinSizeRel|x64.Build.0 = Debug|x64
-		{EFC9FC4D-E92B-4C6D-9B97-26D38EAA118D}.Release|x64.ActiveCfg = Release|x64
-		{EFC9FC4D-E92B-4C6D-9B97-26D38EAA118D}.Release|x64.Build.0 = Release|x64
-		{EFC9FC4D-E92B-4C6D-9B97-26D38EAA118D}.RelWithDebInfo|x64.ActiveCfg = Debug|x64
-		{EFC9FC4D-E92B-4C6D-9B97-26D38EAA118D}.RelWithDebInfo|x64.Build.0 = Debug|x64
-		{89D666E6-B500-498F-B026-4D167F68ADFC}.Debug|x64.ActiveCfg = Debug|x64
-		{89D666E6-B500-498F-B026-4D167F68ADFC}.Debug|x64.Build.0 = Debug|x64
-		{89D666E6-B500-498F-B026-4D167F68ADFC}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{89D666E6-B500-498F-B026-4D167F68ADFC}.MinSizeRel|x64.Build.0 = Debug|x64
-		{89D666E6-B500-498F-B026-4D167F68ADFC}.Release|x64.ActiveCfg = Release|x64
-		{89D666E6-B500-498F-B026-4D167F68ADFC}.Release|x64.Build.0 = Release|x64
-		{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.ActiveCfg = Debug|x64
-		{89D666E6-B500-498F-B026-4D167F68ADFC}.RelWithDebInfo|x64.Build.0 = Debug|x64
-	EndGlobalSection
-	GlobalSection(SolutionProperties) = preSolution
-		HideSolutionNode = FALSE
-	EndGlobalSection
-	GlobalSection(ExtensibilityGlobals) = postSolution
-		SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
-	EndGlobalSection
-	GlobalSection(Performance) = preSolution
-		HasPerformanceSessions = true
-	EndGlobalSection
-EndGlobal

cmake/Protobuf.cmake

@@ -16,26 +16,13 @@ function(Protobuf_Generate_Cpp SRCS HDRS)
 
     list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
     list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
-    set(PROTOBUF_INCLUDE_DIR_ARGS ${CMAKE_CURRENT_SOURCE_DIR})
-    # list(APPEND PROTOBUF_INCLUDE_DIR_ARGS " -I ")
-    # list(APPEND PROTOBUF_INCLUDE_DIR_ARGS ${CMAKE_CURRENT_SOURCE_DIR})
-    foreach(INC ${PROTOBUF_INCLUDE_DIRS})
-      set(PROTOBUF_INCLUDE_DIR_ARGS ${PROTOBUF_INCLUDE_DIR_ARGS} -I ${INC})
-      # list(APPEND PROTOBUF_INCLUDE_DIR_ARGS " -I ")
-      # list(APPEND PROTOBUF_INCLUDE_DIR_ARGS ${INC})
-    endforeach()
-    set(PROTOBUF_INCLUDE_DIR_ARGS ${PROTOBUF_INCLUDE_DIR_ARGS} -I ${CMAKE_CURRENT_BINARY_DIR})
-    # string(JOIN " -I " PROTOBUF_INCLUDE_DIR_ARGS_ ${PROTOBUF_INCLUDE_DIR_ARGS})
-    message("pb inc: ${PROTOBUF_INCLUDE_DIR_ARGS}")
-    # set(cmd_text "${Protobuf_PROTOC_EXECUTABLE} --cpp_out=${CMAKE_CURRENT_BINARY_DIR} -I ${PROTOBUF_INCLUDE_DIR_ARGS_} -I ${CMAKE_CURRENT_SOURCE_DIR} ${ABS_FIL}")
-    message("CMD: ${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_CURRENT_BINARY_DIR} -I ${PROTOBUF_INCLUDE_DIR_ARGS} ${ABS_FIL}")
+
     add_custom_command(
       OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
              "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
-      COMMAND ${Protobuf_PROTOC_EXECUTABLE} --cpp_out=${CMAKE_CURRENT_BINARY_DIR} -I ${PROTOBUF_INCLUDE_DIR_ARGS} ${ABS_FIL}
-      # COMMAND
-      #   ${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_CURRENT_BINARY_DIR} -I
-      #   ${PROTOBUF_INCLUDE_DIR_ARGS} ${ABS_FIL}
+      COMMAND
+        ${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src -I
+        ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
       DEPENDS ${ABS_FIL}
       COMMENT "Running C++ protocol buffer compiler on ${FIL}"
       VERBATIM)
@@ -103,10 +90,10 @@ function(Service_Compiler_Generate_Cpp SRCS HDRS)
         COMMAND SET PYTHONPATH=${SPARK_PYTHON}
         COMMAND ${CMAKE_SOURCE_DIR}/.venv/Scripts/activate.bat
         COMMAND
-          ${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_CURRENT_BINARY_DIR}
+          ${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src
           --plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.cmd
-          --service_out=lang=cpp:${CMAKE_CURRENT_BINARY_DIR} -I
-          ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_CURRENT_SOURCE_DIR} ${ABS_FIL}
+          --service_out=lang=cpp:${CMAKE_BINARY_DIR}/src -I
+          ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
         DEPENDS ${ABS_FIL} ${TEMPLATES}
                 ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
         COMMENT "Running C++ service compiler on ${FIL}"
@@ -119,13 +106,12 @@ function(Service_Compiler_Generate_Cpp SRCS HDRS)
                "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
                "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
                "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
-        COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
-        ARGS
-          ${Protobuf_PROTOC_EXECUTABLE}
-          --cpp_out=${CMAKE_CURRENT_BINARY_DIR}
+        COMMAND
+          "PYTHONPATH=${SPARK_PYTHON}" ${Protobuf_PROTOC_EXECUTABLE} ARGS
+          --cpp_out=${CMAKE_BINARY_DIR}/src
           --plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py
-          --service_out=lang=cpp,make_file_name=${ABS_FIL}:${CMAKE_CURRENT_BINARY_DIR}
-          -I ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_CURRENT_SOURCE_DIR} ${ABS_FIL}
+          --service_out=lang=cpp,make_file_name=${ABS_FIL}:${CMAKE_BINARY_DIR}/src
+          -I ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
         DEPENDS ${ABS_FIL} ${TEMPLATES}
                 ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
         COMMENT "Running C++ service compiler on ${FIL}"
@@ -134,6 +120,8 @@ function(Service_Compiler_Generate_Cpp SRCS HDRS)
 
   endforeach()
 
+  set_source_files_properties(${${SRCS}} ${${HDRS}} PROPERTIES GENERATED TRUE)
+
   # remove some warnings from protobuf generated files
   if(WIN32)
     set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS

dev/README.md

@@ -1,76 +0,0 @@
-[cmake ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode.cmake-tools
-[cmake presets]: https://cmake.org/cmake/help/latest/manual/cmake-presets.7.html
-[cpp ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode.cpptools
-[clangd ext]: https://marketplace.visualstudio.com/items?itemName=llvm-vs-code-extensions.vscode-clangd
-[py venv]: https://docs.python.org/3/library/venv.html
-
-# C++ Intellisense for Spark on Windows (VS Code)
-**Steps**
-1. Install the **[C++ extension][cpp ext]**
-2. Install the **[CMake extension][cmake ext]**
-3. Copy `c_cpp_properties.json` from this folder to `$workspaceFolder/.vscode/`
-4. In the VS Code Command Palette, run **CMake: Select Configure Preset**, then
-   select '**spark**' from the dropdown
-
-**Notes**
-* Intellisense won't work for generated files/types until you build libspark
-
-# C++ Intellisense for Sparkd on Linux (VS Code)
-1. Install the **[CMake extension][cmake ext]**
-2. Install the **[Clangd extension][clangd ext]**
-3. (Optional) Install the **[C++ extension][cpp ext]** (*needed for debugging,
-   but intellisense should work without it*).
-4. If the **[C++ extension][cpp ext]** is installed, disable its intellisense in
-  your workspace settings (*Clangd intellisense is better*)
-   ```
-   "C_Cpp.intelliSenseEngine": "disabled"
-   ```
-5. In the VS Code Command Palette, run **CMake: Select Configure Preset**, then select the
-  **[preset][cmake presets]** you wish to build from the dropdown
-   * *The **Clang** presets may work best with the **Clangd** extension*
-   * *Intellisense won't work for generated files/types until you build libspark*
-
-# Build Sparkd on Linux
-
-**Notes**
-* Sparkd is built using **[CMakePresets][cmake presets]**
-
-**Steps**
-1. Set up the **[Python virtual environment][py venv]**<br>
-   * *Run commands from the repo root dir unless otherwise noted*
-   1. Create the virtual environment
-      ```
-      python3 -m venv .venv
-      ```
-   2. Activate the virtual environment
-      ```
-      . .venv/bin/activate
-      ```
-   3. Verify `python` in the venv is first in the path<br>
-      * ***Expected:** output shows the absolute path to `.venv/bin/python`*
-      ```
-      which python
-      ```
-   4. Update `pip`<br>
-      * *The venv module initializes virtual environments with its own version
-        of pip, rather than the system's version. Even if the latter is up-to-date, the
-        former may not be.*
-      ```
-      python -m pip install --upgrade pip
-      ```
-   5. Install the packages listed `requirements.txt`
-      ```
-      pip install -r requirements.txt
-      ```
-2. Build **Sparkd**<br>
-   * From the terminal
-      ```
-      tools/build_sparkd.sh
-      ```
-      * *Run with `--help` to see available options*
-   * From VS Code
-      1. Install the **[CMake extension][cmake ext]**
-      2. In the VS Code Command Palette, run **CMake: Select Configure
-         Preset**, then select the **[preset][cmake presets]** you wish to
-         build from the dropdown
-      3. Run **CMake: Build** in the command palette.

dev/c_cpp_properties.json

@@ -1,27 +0,0 @@
-{
-  "version": 4,
-  "configurations": [
-    {
-      "name": "Windows",
-      "intelliSenseMode": "windows-msvc-x64",
-      "includePath": [
-        "${workspaceFolder}/src/",
-        "${workspaceFolder}/build/src/",
-        "${workspaceFolder}/externals/windows/include/"
-      ],
-      "defines": ["_WIN32", "__x86_64__"],
-      "browse": {
-        "path": [
-          "${workspaceRoot}/src",
-          "${workspaceRoot}/build/src"
-        ],
-        "limitSymbolsToIncludedHeaders": true
-      },
-      "cStandard": "c17",
-      "cppStandard": "c++17",
-      "configurationProvider": "ms-vscode.cmake-tools",
-      "compilerPath": "C:/Program Files/Microsoft Visual Studio/2022/Community/VC/Tools/MSVC/14.34.31933/bin/Hostx64/x64/cl.exe",
-      "mergeConfigurations": true
-    }
-  ]
-}

dev/john/setup_builds.fish

@@ -46,7 +46,6 @@ function setup_build
     assert_dir $repo_root
     assert_dir $build_root
     set compiler "$argv[1]"
-    set c_compiler (which cc)
     set build_type "$argv[2]"
 
     if test \( -z "$build_type" \) -o \( \( "$build_type" != debug \) -a \( "$build_type" != release \) \)
@@ -60,7 +59,6 @@ function setup_build
         else
             # set compiler_arg "/usr/lib/ccache/clang++"
             set compiler_arg "clang++"
-            set c_compiler (which clang)
         end
     else if test "$build_type" = release
         set build_type_arg Release
@@ -87,7 +85,7 @@ function setup_build
     rm -rf "$build_dest"
     mkdir -p "$build_dest"
     cd "$build_dest"
-    cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_C_COMPILER=$c_compiler -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
+    cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
 end
 
 # The while loop below removes arguments (via shift) as it parses them.

doc/user/CMakeDeps.cmake

@@ -0,0 +1 @@
+set(sources /home/taha/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)

docker/sparkd/dev/Dockerfile

@@ -1,103 +0,0 @@
-FROM ubuntu:22.10
-
-RUN \
-    apt-get update \
-    && DEBIAN_FRONTEND=noninteractive apt-get install -y \
-    clang-13 \
-    clang-format-13 \
-    clangd-13 \
-    clang-15 \
-    clang-format-15 \
-    clangd-15 \
-    cmake \
-    curl \
-    dotnet7 \
-    fish \
-    g++-11 \
-    g++-12 \
-    gnupg \
-    liblttng-ust-dev \
-    libssh2-1-dev \
-    libpcap0.8-dev \
-    locales \
-    ninja-build \
-    nodejs \
-    npm \
-    openssh-server \
-    python3-pip \
-    python3-venv \
-    rapidjson-dev \
-    software-properties-common \
-    sqlite3 \
-    sudo \
-    tar \
-    vim \
-    wget
-
-# this is done here so that ccache sees clang++ installed, not clang-10
-RUN \
-    apt-get update \
-    && DEBIAN_FRONTEND=noninteractive apt-get install -y ccache 
-
-# emumba deps
-RUN \
-    apt-get update \
-    && DEBIAN_FRONTEND=noninteractive apt-get install -y \
-    tzdata \
-    build-essential \
-    cmake-curses-gui \
-    git-all \
-    doxygen \
-    python3-sphinx \
-    graphviz \
-    libgtest-dev \
-    libssl-dev \
-    libboost-filesystem-dev \
-    libboost-program-options-dev \
-    libboost-test-dev \
-    libboost-date-time-dev \
-    zlib1g-dev \
-    netcat-traditional \
-    net-tools \
-    gdb gdbserver \
-    pkg-config
-
-# set up default executables (update-alternatives)
-RUN \
-    update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-13 100; \
-    update-alternatives --install /usr/bin/clang clang /usr/bin/clang-13 100; \
-    update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-13 100; \
-    update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-13 100; \
-    update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-11 100; \
-    update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-11 100
-
-# Add compiler symlinks for ccache 
-RUN \
-    ln -s /usr/bin/ccache /usr/local/bin/clang; \
-    ln -s /usr/bin/ccache /usr/local/bin/clang++; \
-    ln -s /usr/bin/ccache /usr/local/bin/clang-13; \
-    ln -s /usr/bin/ccache /usr/local/bin/clang++-13; \
-    ln -s /usr/bin/ccache /usr/local/bin/clang-15; \
-    ln -s /usr/bin/ccache /usr/local/bin/clang++-15; \
-    ln -s /usr/bin/ccache /usr/local/bin/gcc; \
-    ln -s /usr/bin/ccache /usr/local/bin/g++; \
-    ln -s /usr/bin/ccache /usr/local/bin/gcc-11; \
-    ln -s /usr/bin/ccache /usr/local/bin/g++-11; \
-    ln -s /usr/bin/ccache /usr/local/bin/gcc-12; \
-    ln -s /usr/bin/ccache /usr/local/bin/g++-12
-
-RUN locale-gen en_US.UTF-8
-
-ARG docker_user="bts"
-ARG docker_uid="1000"
-ARG docker_pass="bts"
-
-RUN \
-    groupadd -g "$docker_uid" "$docker_user" \
-    && useradd \
-    -m \
-    -u "$docker_uid" \
-    -g "$docker_uid" \
-    -G sudo \
-    --password "$(openssl passwd -1 "$docker_pass")" \
-    "$docker_user"

docker/sparkd/dev/README.md

@@ -1,64 +0,0 @@
-[dev containers]: https://code.visualstudio.com/docs/devcontainers/containers
-[dev containers ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode-remote.remote-containers
-[docker repo sparkd-dev]: https://hub.docker.com/repository/docker/bluetradingsystems/sparkd-dev/general
-# Sparkd Dev Container
-## How to create a VS Code [Dev Container][dev containers]
-
-1. Make sure the **[Dev Containers][dev containers ext]** extension is installed
-1. Make sure your Docker image is up to date
-   ```
-   docker pull bluetradingsystems/sparkd-dev:latest
-   ```
-1. Copy **devcontainer.json** from this folder to **$workspaceFolder/.devcontainer/**.
-
-1. In the VS Code Command Palette, run **Dev Containers: Reopen in Container**
-
----
-## How to create a Sparkd Container in the terminal (without VS Code)
-
-1. Make sure your Docker image is up to date
-   ```
-   docker pull bluetradingsystems/sparkd-dev:latest
-   ```
-2. Start the container
-   ```
-   # Replace <cont_name> with a name for the container. The container's
-   # "$HOME" dir will be mounted to "$HOME/.sparkd-dev/mounts/<cont_name> on
-   # the host
-   
-   ./start_docker.sh --container <cont_name> --mount-existing
-   ```
-   * *Replace <cont_name> with a name for the container*
-   * *The container's `$HOME` dir will be mounted to
-   `$HOME/.sparkd-dev/mounts<cont_name>` on the host*<br>
-   * *Run: `./start_docker.sh --help` to see additional options*
-3. *(Optional) Attach VS Code to the running container.*<br>
-Run **Dev Containers: Attach to Running Container** from the command palette,
-then select your container in the dropdown
-
----
-## How to update the Docker image
-
-1. Change the image by modifying the Dockerfile (don't tag arbitrary
-  images on your machine and push them to our repo on Docker Hub)
-
-1. After modifying the Dockerfile, (re)build the image
-   ```
-   # Run in this dir
-   docker build -t bluetradingsystems/sparkd-dev:latest .
-   ```
-   ***Note:** Your docker login must have write permissions to push to the
-   [sparkd-dev][docker repo sparkd-dev] repository*
-
-2. Commit the changes to Dockerfile in git
-
-3. Push the new image to Docker Hub
-
-   ```
-   docker push johncolvin/bluetradingsystems:sparkd-dev
-   ```
-   ***Note:** The image doesn't have to be on Docker Hub, we can simply build
-   it from scratch on our local machines (with the Dockerfile). However, this
-   takes time. It is significantly quicker to download a prebuilt image, so we
-   store it on a remote repository to save time when setting up a new dev
-   machine.*

docker/sparkd/dev/bashrc

@@ -1,119 +0,0 @@
-# ~/.bashrc: executed by bash(1) for non-login shells.
-# see /usr/share/doc/bash/examples/startup-files (in the package bash-doc)
-# for examples
-
-# If not running interactively, don't do anything
-case $- in
-    *i*) ;;
-      *) return;;
-esac
-
-# don't put duplicate lines or lines starting with space in the history.
-# See bash(1) for more options
-HISTCONTROL=ignoreboth
-
-# append to the history file, don't overwrite it
-shopt -s histappend
-
-# for setting history length see HISTSIZE and HISTFILESIZE in bash(1)
-HISTSIZE=1000
-HISTFILESIZE=2000
-
-# check the window size after each command and, if necessary,
-# update the values of LINES and COLUMNS.
-shopt -s checkwinsize
-
-# If set, the pattern "**" used in a pathname expansion context will
-# match all files and zero or more directories and subdirectories.
-#shopt -s globstar
-
-# make less more friendly for non-text input files, see lesspipe(1)
-[ -x /usr/bin/lesspipe ] && eval "$(SHELL=/bin/sh lesspipe)"
-
-# set variable identifying the chroot you work in (used in the prompt below)
-if [ -z "${debian_chroot:-}" ] && [ -r /etc/debian_chroot ]; then
-    debian_chroot=$(cat /etc/debian_chroot)
-fi
-
-# set a fancy prompt (non-color, unless we know we "want" color)
-case "$TERM" in
-    xterm-color|*-256color) color_prompt=yes;;
-esac
-
-# uncomment for a colored prompt, if the terminal has the capability; turned
-# off by default to not distract the user: the focus in a terminal window
-# should be on the output of commands, not on the prompt
-#force_color_prompt=yes
-
-if [ -n "$force_color_prompt" ]; then
-    if [ -x /usr/bin/tput ] && tput setaf 1 >&/dev/null; then
-	# We have color support; assume it's compliant with Ecma-48
-	# (ISO/IEC-6429). (Lack of such support is extremely rare, and such
-	# a case would tend to support setf rather than setaf.)
-	color_prompt=yes
-    else
-	color_prompt=
-    fi
-fi
-
-if [ "$color_prompt" = yes ]; then
-    PS1='${debian_chroot:+($debian_chroot)}\[\033[01;32m\]\u@\h\[\033[00m\]:\[\033[01;34m\]\w\[\033[00m\]\$ '
-else
-    PS1='${debian_chroot:+($debian_chroot)}\u@\h:\w\$ '
-fi
-unset color_prompt force_color_prompt
-
-# If this is an xterm set the title to user@host:dir
-case "$TERM" in
-xterm*|rxvt*)
-    PS1="\[\e]0;${debian_chroot:+($debian_chroot)}\u@\h: \w\a\]$PS1"
-    ;;
-*)
-    ;;
-esac
-
-# enable color support of ls and also add handy aliases
-if [ -x /usr/bin/dircolors ]; then
-    test -r ~/.dircolors && eval "$(dircolors -b ~/.dircolors)" || eval "$(dircolors -b)"
-    alias ls='ls --color=auto'
-    #alias dir='dir --color=auto'
-    #alias vdir='vdir --color=auto'
-
-    alias grep='grep --color=auto'
-    alias fgrep='fgrep --color=auto'
-    alias egrep='egrep --color=auto'
-fi
-
-# colored GCC warnings and errors
-#export GCC_COLORS='error=01;31:warning=01;35:note=01;36:caret=01;32:locus=01:quote=01'
-
-# some more ls aliases
-alias ll='ls -alF'
-alias la='ls -A'
-alias l='ls -CF'
-
-# Add an "alert" alias for long running commands.  Use like so:
-#   sleep 10; alert
-alias alert='notify-send --urgency=low -i "$([ $? = 0 ] && echo terminal || echo error)" "$(history|tail -n1|sed -e '\''s/^\s*[0-9]\+\s*//;s/[;&|]\s*alert$//'\'')"'
-
-# Alias definitions.
-# You may want to put all your additions into a separate file like
-# ~/.bash_aliases, instead of adding them here directly.
-# See /usr/share/doc/bash-doc/examples in the bash-doc package.
-
-if [ -f ~/.bash_aliases ]; then
-    . ~/.bash_aliases
-fi
-
-# enable programmable completion features (you don't need to enable
-# this, if it's already enabled in /etc/bash.bashrc and /etc/profile
-# sources /etc/bash.bashrc).
-if ! shopt -oq posix; then
-  if [ -f /usr/share/bash-completion/bash_completion ]; then
-    . /usr/share/bash-completion/bash_completion
-  elif [ -f /etc/bash_completion ]; then
-    . /etc/bash_completion
-  fi
-fi
-
-export PATH="$HOME/.local/bin:$PATH"

docker/sparkd/dev/config.fish

@@ -1,22 +0,0 @@
-set fish_config_home $XDG_CONFIG_HOME/fish
-if test -f "$fish_config_home/aliases.fish"
-    source "$fish_config_home/aliases.fish"
-end
-# enable general colors and case insensitive search in 'less'
-set -x LESS "$LESS -R -Q -I"
-set -x LC_ALL en_US.UTF-8
-# enable syntax highlighting in 'less'
-# set highlight color scheme in 'less' (fg)(bg)
-set -g LESS_TERMCAP_md (tput bold)(tput setaf 36)
-set -g LESS_TERMCAP_me (tput sgr0)
-set -g LESS_TERMCAP_so (tput setaf 232)(tput setab 49)
-
-set -q TERM
-if test $status != 0; or test $TERM = 'xterm'
-    set -g TERM 'xterm-256color'
-end
-
-# Fix impossible-to-see navy blue command text color
-set fish_color_command F8F8F2
-
-set -g PATH "$HOME/.local/bin" "$PATH"

docker/sparkd/dev/devcontainer.json

@@ -1,26 +0,0 @@
-{
-  "image": "bluetradingsystems/sparkd-dev:latest",
-  "initializeCommand": "${localWorkspaceFolder}/docker/sparkd/dev/devcontainer_initialize.sh",
-  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
-  "containerUser": "bts",
-  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
-  "workspaceFolder": "/home/bts/spark",
-  "updateRemoteUserUID": true,
-  "shutdownAction": "none",
-  // Note: If running multiple containers on the same host, each must use a
-  // unique set of ports. Usually we just add 1000 to each port as needed. For
-  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
-  "runArgs": [
-    "-p",
-    "8000:8000",
-    "-p",
-    "8001:8001",
-    "-p",
-    "8002:8002",
-    "-p",
-    "8003:8003"
-  ],
-  "mounts": [
-    "source=${localEnv:HOME}/.sparkd-dev/mounts/sparkd-dev,target=/home/bts,type=bind"
-  ]
-}

docker/sparkd/dev/devcontainer_initialize.sh

@@ -1,3 +0,0 @@
-#!/usr/bin/env bash
-
-mkdir -p "$HOME/.sparkd-dev/mounts/sparkd-dev"

docker/sparkd/dev/devcontainer_post_create.sh

@@ -1,33 +0,0 @@
-#!/usr/bin/env bash
-
-this_dir="$(realpath "$(dirname "${BASH_SOURCE[0]}")")"
-repo_dir="$(cd "$this_dir" && git rev-parse --show-toplevel)"
-tools_dir="$repo_dir/tools"
-gen_tag="GENERATED BY $(basename "${BASH_SOURCE[0]}")"
-
-function copy_if_not_exist() {
-  src="$1"
-  dest="$2"
-  if [[ ! -e "$src" ]]; then
-    echo "Unable to copy $src to $dest. Source file doesn't exist"
-    exit 1
-  fi
-  if [[ ! -e "$dest" ]]; then
-    cp "$src" "$dest"
-  fi
-}
-
-# Init bashrc
-echo "Initializing bashrc"
-copy_if_not_exist "$this_dir/bashrc" "$HOME/.bashrc"
-
-# Init fish config
-echo "Initializing fish config"
-fish_cfg_dir="$HOME/.config/fish/"
-mkdir -p "$fish_cfg_dir"
-exec "$tools_dir/write_tag_block.sh" \
-  --tag "$gen_tag" \
-  --replace \
-  --in-place \
-  --file "$fish_cfg_dir/config.fish" \
-  --text "$(cat "$this_dir/config.fish")"

docker/sparkd/dev/set_user.sh

@@ -1,250 +0,0 @@
-#!/usr/bin/env bash
-
-function _exit() {
-  if [[ "$#" -gt 1 ]]; then
-    # When there are multiple args, the last arg is the exit code.
-    echo "${@:1:($# - 1)}"
-    exit "${@: -1}"
-  fi
-  echo "$1"
-  exit 0
-}
-
-help_text="\
-Add or update a user's uid
-
-This script is intended to be run in a Docker container as a means to obtain
-file permissions in mounted directories owned by the specified UID.
-
-Usage: set_user.sh [OPTIONS] USER UID
-
-Positionals:
-  USER               The name of the user
-
-Options:
-  --user USER        The name of the user (defaults to 'bts')
-  --uid UID          The new uid to give USER (defaults to '1000')
-  --group GROUP      The primary group to give USER (defaults to USER)
-  --gid GID          The primary gid to give USER (defaults to UID)
-  --pass PASSWORD    The password to give USER (defaults to USER, only applies
-                     if USER hasn't been created yet) 
-  --modify-existing  Update UID/GID even if USER already exists
-  -h,--help          Print this help message and exit
-
-"
-
-function _add_group() {
-  if [[ "$#" -ne 2 ]]; then
-    _exit "'_add_group' requires exactly 2 args (group, gid). Received $#." 1
-  fi
-  local group="$1"
-  local gid="$2"
-  # Check if gid already exists
-  local existing_group=""
-  existing_group="$(getent group "$gid" | cut -d : -f 1)"
-  if [[ -n "$existing_group" ]]; then
-    if [[ "$existing_group" != "$group" ]]; then
-      echo "\
-The gid '$gid' is already in use by group '$existing_group' (will not rename \
-the group)"
-    fi
-    return
-  fi
-
-  # Check if group with same name already exists
-  local existing_gid=""
-  existing_gid="$(getent group "$group" | cut -d : -f 3)"
-  if [[ -n "$existing_gid" ]]; then
-    # The group already exists. Only modify if --modify-existing was specified.
-    if [[ "$modify_existing" -eq 0 ]]; then
-      _exit "\
-The group '$group' already exists with gid '$existing_gid'.
-Specify --modify-existing to change the gid anyways." 1
-    fi
-    echo "Changing gid for group '$group' from '$existing_gid' to '$gid'"
-    groupmod -g "$gid" "$group"
-  else
-    # The group doesn't exist. Add it
-    echo "Adding group '$group:$gid'"
-    groupadd -g "$gid" "$group"
-  fi
-}
-
-function _add_user() {
-  local user="$1"
-  local uid="$2"
-  local group="$3"
-  local gid="$4"
-  local pass="$5"
-  if [[ "$#" -ne 5 ]]; then
-    _exit "'_add_user' requires exactly 5 args (user, uid, group, gid, pass). \
-Received $#." 1
-  fi
-
-  # Check if uid is being used by another user
-  local existing_user=""
-  existing_user="$(getent passwd "$uid" | cut -d : -f 1)"
-  if [[ -n "$existing_user" ]]; then
-    if [[ "$existing_user" != "$user" ]]; then
-      _exit "The uid '$uid' is already in use by user '$existing_user'." 1
-    fi
-
-    echo "The user '$user' already has the specified uid '$uid'."
-    # Modify gid if necessary
-    local existing_gid=""
-    existing_gid="$(id -g "$user" 2> /dev/null)"
-    if [[ "$existing_gid" = "$gid" ]]; then
-      echo "The user '$user' already has the specified gid '$gid'."
-      return
-    fi
-
-    if [[ "$modify_existing" -eq 0 ]]; then
-      _exit "\
-The user '$user' is associated with the primary group '$existing_gid'.
-Specify --modify-existing to change the gid anyways." 1
-    fi
-
-    echo "Changing primary group for '$user' from '$existing_gid' to '$gid'."
-    usermod -g "$gid" "$user"
-    return
-  fi
-
-  # Check if user with same name already exists
-  local existing_uid=""
-  existing_uid="$(id -u "$user" 2> /dev/null)"
-  if [[ -n "$existing_uid" ]]; then
-    if [[ "$existing_uid" = "$uid" ]]; then
-      _exit "The user '$user' already has the specified uid '$uid'" 0
-    fi
-
-    if [[ "$modify_existing" -eq 0 ]]; then
-      _exit "\
-User '$user' already exists with uid '$existing_uid'.
-Specify --modify-existing to change the uid anyways." 1
-    fi
-
-    echo "Changing uid for user '$user' from '$existing_uid' to '$uid'"
-    if ! usermod -u "$uid" -g "$gid" "$user"; then
-      _exit "usermod exited with code $?" 1
-    fi
-    return
-  fi
-
-  # The user doesn't exist. Add it
-  echo "Adding user '$user:$uid' (group='$group:$gid', password='$pass')"
-  useradd -m -u "$uid" -g "$gid" -G sudo --password "$(openssl passwd -1 "$pass")" "$user"
-}
-
-function _update_fish_dir_perms() {
-  local user="$1"
-  local uid="$2"
-  local gid="$3"
-  # When a fish shell session starts, a temp dir named '/tmp/fish.<user>' is
-  # created with the user's current uid/gid. If such a dir exists for the
-  # specified USER, make sure the uid/gid match the new values.
-  fish_dir="/tmp/fish.$user"
-  if [[ -d "$fish_dir" ]]; then
-    perms="$uid:$gid"
-    existing_perms="$(stat -c %u:%g "$fish_dir")"
-    if [[ "$existing_perms" != "$perms" ]]; then
-      echo "Changing uid:gid for dir '$fish_dir' from '$existing_perms' to '$perms'"
-      chown -R "$perms" "$fish_dir"
-    fi
-  fi
-}
-
-user=""
-group=""
-pass=""
-declare -i uid=0
-declare -i gid=0
-declare -i modify_existing=0
-
-while [[ $# -gt 0 ]]; do
-  case "$1" in
-    --user)
-      if [[ -z "$2" ]]; then
-        _exit "USER (--user) must be non-empty" 1
-      elif [[ "$2" = "root" ]]; then
-        _exit "USER (--user) cannot be 'root'" 1
-      fi
-      user="$2"
-      shift 2
-      ;;
-    --group)
-      if [[ -z "$2" ]]; then
-        _exit "GROUP (--group) must be non-empty" 1
-      elif [[ "$2" = "root" ]]; then
-        _exit "GROUP (--group) cannot be 'root'" 1
-      fi
-      group="$2"
-      shift 2
-      ;;
-    --uid)
-      if [[ -z "$2" ]]; then
-        _exit "UID (--uid) must be non-empty" 1
-      fi
-      uid="$2"
-      shift 2
-      ;;
-    --gid)
-      if [[ -z "$2" ]]; then
-        _exit "GID (--gid) must be non-empty" 1
-      fi
-      gid="$2"
-      shift 2
-      ;;
-    --pass)
-      if [[ -z "$2" ]]; then
-        _exit "PASS (--pass) must be non-empty" 1
-      fi
-      pass="$2"
-      shift 2
-      ;;
-    --modify-existing)
-      modify_existing=1
-      shift 1
-      ;;
-    -h)
-      ;&
-    --help)
-      _exit "$help_text" 0
-      ;;
-    *)
-      if [[ -z "$1" ]]; then
-        _exit "Invalid positional argument '$1'" 1
-      elif [[ -z "$user" ]]; then
-        user="$1"
-      elif [[ -z "$uid" ]]; then
-        uid="$1"
-      else
-        _exit "Unexpected argument '$1'" 1
-      fi
-      shift 1
-      ;;
-  esac
-done
-
-if [[ -z "$user" ]]; then
-  user="bts"
-fi
-
-if [[ $uid -eq 0 ]]; then
-  uid=1000
-fi
-
-# In general, a user's primary group/gid matches the user's name/uid.
-# If group/gid args weren't specified, set them to name/uid.
-if [[ -z "$group" ]]; then
-  group="$user"
-fi
-if [[ $gid -eq 0 ]]; then
-  gid=$uid
-fi
-if [[ -z "$pass" ]]; then
-  pass="$user"
-fi
-
-_add_group "$group" "$gid"
-_add_user "$user" "$uid" "$group" "$gid" "$pass"
-_update_fish_dir_perms "$user" "$uid" "$gid"

docker/sparkd/dev/start_docker.sh

@@ -1,230 +0,0 @@
-#!/usr/bin/env bash
-
-function _exit() {
-  if [[ "$#" -gt 1 ]]; then
-    # When there are multiple args, the last arg is the exit code.
-    echo "${@:1:($# - 1)}"
-    exit "${@: -1}"
-  fi
-  echo "$1"
-  exit 0
-}
-
-help_text="\
-Start a docker dev container
-Usage: start_docker.sh [OPTIONS] image container
-
-Positionals:
-  image             The image to instantiate
-  container         The name for the container
-
-Options:
-  -u,--user USER      The user to add in the container (defaults to 'bts')
-  -p,--pass PASS      The password for USER in the container (defaults to USER)
-  -i,--image IMAGE    The image to instantiate (defaults to 'bluetradingsystems/sparkd-dev:latest')
-  -c,--container CONT The name for the container
-  -m,--mount MOUNT    The name for the folder (outside the container) to create/mount to the home
-                      directory in the container. Mount folders are added here: $mount_prefix
-  --mount-existing    Mount the specified dir even if it already exists
-  --port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
-                      specified multiple times.
-  -h,--help           Print this help message and exit
-
-"
-
-mount_prefix="$HOME/.sparkd-dev/mounts"
-declare docker_user=""
-declare docker_pass=""
-declare image_name=""
-declare cont_name=""
-declare mount_name=""
-declare -i mount_existing=0
-declare -a port_mappings=()
-
-while [[ $# -gt 0 ]]; do
-  case "$1" in
-    -u)
-      ;&
-    --user)
-      if [[ -z "$2" ]]; then
-        _exit "User (-u,--user) must be non-empty" 1
-      fi
-      docker_user="$2"
-      shift 2
-      ;;
-    -p)
-      ;&
-    --pass)
-      if [[ -z "$2" ]]; then
-        _exit "Password (-p,--pass) must be non-empty" 1
-      fi
-      docker_pass="$2"
-      shift 2
-      ;;
-    -i)
-      ;&
-    --image)
-      if [[ -n "$image_name" ]]; then
-        _exit "Unexpected argument '$1'" 1
-      elif [[ -z "$2" ]]; then
-        _exit "Image (-i,--image) must be non-empty" 1
-      fi
-      image_name="$2"
-      shift 2
-      ;;
-    -c)
-      ;&
-    --container)
-      if [[ -n "$cont_name" ]]; then
-        _exit "Unexpected argument '$1'" 1
-      elif [[ -z "$2" ]]; then
-        _exit "Container (-c,--container) must be non-empty" 1
-      fi
-      cont_name="$2"
-      shift 2
-      ;;
-    --port)
-      # Parse port(s) arg, and append the result to 'port_mappings'
-      # Note: port(s) may be specified in bracketed notation:
-      #   [a:b,c:d,...,y:z]
-      next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
-      if [[ "${#port_mappings[@]}" -gt 0 ]]; then
-        next_ports=" $next_ports"
-      fi
-      port_mappings+=("$next_ports")
-      shift 2
-      ;;
-    -m)
-      ;&
-    --mount)
-      if [[ -z "$2" ]]; then
-        echo "Mount (-m,--mount) must be non-empty"
-      fi
-      mount_name="$2"
-      shift 2
-      ;;
-    --mount-existing)
-      mount_existing=1
-      shift 1
-      ;;
-    -h)
-      ;&
-    --help)
-      _exit "$help_text" 0
-      ;;
-    *)
-      if [[ -z "$1" ]]; then
-        _exit "Invalid positional argument '$1'" "$help_text" 1
-      elif [[ -z "$image_name" ]]; then
-        image_name="$1"
-      elif [[ -z "$cont_name" ]]; then
-        cont_name="$1"
-      else
-        _exit "Unexpected argument '$1'" "$help_text" 1
-      fi
-      shift 1
-      ;;
-  esac
-done
-
-
-if [[ -z "$image_name" ]]; then
-  image_name="bluetradingsystems/sparkd-dev:latest"
-fi
-
-host_name="$(hostname)"
-if [[ -n "$cont_name" ]]; then
-  host_name="$host_name.$cont_name"
-fi
-
-if [[ -z "$mount_name" ]]; then
-  mount_name="$cont_name"
-fi
-
-if [[ -z "$mount_name" && -z "$cont_name" ]]; then
-  _exit "Please specify mount (-m,--mount) and/or container (-c,--container)" 1
-fi
-
-if [[ -z "$docker_user" ]]; then
-  docker_user="bts"
-fi
-
-if [[ "$docker_user" = "root" ]]; then
-  _exit "USER (--user) cannot be 'root'" 1
-fi
-
-cont_home="/home/$docker_user"
-home_src="$mount_prefix/$mount_name"
-home_tgt="$cont_home"
-this_dir="$(dirname "$(realpath "${BASH_SOURCE[0]}")")"
-repo_src="$(cd "$this_dir" && git rev-parse --show-toplevel)"
-repo_tgt="$cont_home/spark"
-working_dir="$cont_home"
-
-if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
-  # Don't overwrite existing dir (might be mounted in another container)
-  _exit "Mount dir '$home_src' already exists (use --mount-existing to mount \
-an existing directory)" 1
-fi
-
-mkdir -p "$home_src"
-
-if [[ "${#port_mappings[@]}" -eq 0 ]]; then
-  port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
-fi
-
-# Adapt port_mappings into args for `docker run` by prepending "-p " to each
-# item
-declare -a docker_port_args=()
-for port_mapping in "${port_mappings[@]}"; do
-  docker_port_args+=("-p $port_mapping")
-done
-
-echo "Starting container '$cont_name'
-image_name  : $image_name
-cont_name   : $cont_name
-home_src    : $home_src
-home_tgt    : $home_tgt
-repo_src    : $repo_src
-repo_tgt    : $repo_tgt
-working dir : $working_dir
-ports       : ${port_mappings[*]}
-"
-
-# DON'T wrap $docker_port_args in quotes. We want bash to split args by
-# whitespace
-docker run \
-  --net bridge \
-  -h "$host_name" \
-  -e "TZ=America/New_York" \
-  --cap-add=SYS_PTRACE \
-  --security-opt seccomp=unconfined \
-  --name "$cont_name" \
-  -v "$home_src:$home_tgt" \
-  -v "$repo_src:$repo_tgt" \
-  -w "$working_dir" \
-  ${docker_port_args[*]} \
-  --shm-size=4024m \
-  -t \
-  -i \
-  -d \
-  -e DISPLAY="$DISPLAY" \
-  "$image_name"
-
-# Add user w/ same uid and gid as the current user outside of docker, so the
-# user inside the docker has file permissions in the mounted dir.
-docker_group="$docker_user"
-docker_uid="$(id -u "$USER")"
-docker_gid="$(id -g "$USER")"
-if [[ -z "$docker_pass" ]]; then
-  docker_pass="$docker_user"
-fi
-docker exec -u root -it "$cont_name" "$repo_tgt/docker/sparkd/dev/set_user.sh" \
---user "$docker_user" \
---uid "$docker_uid" \
---group "$docker_group" \
---gid "$docker_gid" \
---pass "$docker_pass"
-
-# Run same script VS Code runs to initialize the container
-docker exec -u "$docker_user" -it "$cont_name" "$repo_tgt/docker/sparkd/dev/devcontainer_post_create.sh"

docker/sparkd/docker_shell.sh

@@ -1,64 +0,0 @@
-#!/usr/bin/env bash
-
-function print_help_and_exit() {
-  cat <<EOF
-Open a shell inside the docker container
-Usage: docker_shell.sh [OPTIONS] [CONTAINER]
-
-Options:
-  -u,--user         The user to login with in the container (defaults to the current user)
-  -c,--container    The container name (may also be specified as positional arg)
-  -h,--help         Print this help message and exit
-
-EOF
-  exit "$1"
-}
-
-
-declare docker_user=""
-declare cont_name=""
-
-while [[ $# -gt 0 ]]; do
-  case "$1" in
-    -u)
-      ;&
-    --user)
-      if [[ -z "$2" ]]; then
-        echo "User (-u,--user) must be non-empty"
-        print_help_and_exit 1
-      fi
-      docker_user="$2"
-      shift 2
-      ;;
-    -h)
-      ;&
-    --help)
-      print_help_and_exit 0
-      ;;
-    -c)
-      ;&
-    --container)
-      shift 1
-      ;&
-    *)
-      if [[ ! -z "$cont_name" ]]; then
-        echo "Unexpected argument '$1'"
-        print_help_and_exit 1
-      fi
-      cont_name="$1"
-      shift 1
-      ;;
-  esac
-done
-
-
-if [[ -z "$cont_name" ]]; then
-  echo "Please specify the container ([-c,--container])"
-  print_help_and_exit 1
-fi
-
-if [[ -z "$docker_user" ]]; then
-  docker_user="$USER"
-fi
-
-docker exec -u "$docker_user" -it "$cont_name" bash

docker/sparkd/start_docker.sh

@@ -1,233 +0,0 @@
-#!/usr/bin/env bash
-
-mount_prefix="$HOME/.spark-dev/mounts"
-
-function print_help_and_exit() {
-  cat <<EOF
-Start a docker dev container
-Usage: start_docker.sh [OPTIONS] image container
-
-Positionals:
-  image             The image to instantiate
-  container         The name for the container
-
-Options:
-  -u,--user USER      The user to add in the container (defaults to the current user)
-  -p,--pass PASS      The password for USER in the container (defaults to USER)
-  -i,--image IMAGE    The image to instantiate
-  -c,--container CONT The name for the container
-  -m,--mount MOUNT    The name for the folder (outside the container) to create/mount to the home
-                      directory in the container. Mount folders are added here: $mount_prefix
-  --mount-existing    Mount the specified dir even if it already exists
-  --port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
-                      specified multiple times.
-  -h,--help           Print this help message and exit
-
-EOF
-  exit "$1"
-}
-
-
-declare docker_user=""
-declare docker_pass=""
-declare image_name=""
-declare cont_name=""
-declare mount_name=""
-declare -i mount_existing=0
-declare -a port_mappings=()
-
-while [[ $# -gt 0 ]]; do
-  case "$1" in
-    -u)
-      ;&
-    --user)
-      if [[ -z "$2" ]]; then
-        echo "User (-u,--user) must be non-empty"
-        print_help_and_exit 1
-      fi
-      docker_user="$2"
-      shift 2
-      ;;
-    -p)
-      ;&
-    --pass)
-      if [[ -z "$2" ]]; then
-        echo "Password (-p,--pass) must be non-empty"
-        print_help_and_exit 1
-      fi
-      docker_pass="$2"
-      shift 2
-      ;;
-    -i)
-      ;&
-    --image)
-      if [[ -n "$image_name" ]]; then
-        echo "Unexpected argument '$1'"
-        print_help_and_exit 1
-      elif [[ -z "$2" ]]; then
-        echo "Image (-i,--image) must be non-empty"
-        print_help_and_exit 1
-      fi
-      image_name="$2"
-      shift 2
-      ;;
-    -c)
-      ;&
-    --container)
-      if [[ -n "$cont_name" ]]; then
-        echo "Unexpected argument '$1'"
-        print_help_and_exit 1
-      elif [[ -z "$2" ]]; then
-        echo "Container (-c,--container) must be non-empty"
-        print_help_and_exit 1
-      fi
-      cont_name="$2"
-      shift 2
-      ;;
-    --port)
-      # Parse port(s) arg, and append the result to 'port_mappings'
-      # Note: port(s) may be specified in bracketed notation:
-      #   [a:b,c:d,...,y:z]
-      next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
-      if [[ "${#port_mappings[@]}" -gt 0 ]]; then
-        next_ports=" $next_ports"
-      fi
-      port_mappings+=("$next_ports")
-      shift 2
-      ;;
-    -m)
-      ;&
-    --mount)
-      if [[ -z "$2" ]]; then
-        echo "Mount (-m,--mount) must be non-empty"
-      fi
-      mount_name="$2"
-      shift 2
-      ;;
-    --mount-existing)
-      mount_existing=1
-      shift 1
-      ;;
-    -h)
-      ;&
-    --help)
-      print_help_and_exit 0
-      ;;
-    *)
-      if [[ -z "$1" ]]; then
-        echo "Invalid positional argument '$1'"
-        print_help_and_exit 1
-      elif [[ -z "$image_name" ]]; then
-        image_name="$1"
-      elif [[ -z "$cont_name" ]]; then
-        cont_name="$1"
-      else
-        echo "Unexpected argument '$1'"
-        print_help_and_exit 1
-      fi
-      shift 1
-      ;;
-  esac
-done
-
-
-if [[ -z "$image_name" ]]; then
-  image_name="bluetradingsystems/spark-crypto-dev"
-fi
-
-host_name="$(hostname)"
-if [[ -n "$cont_name" ]]; then
-  host_name="$host_name.$cont_name"
-fi
-
-if [[ -z "$mount_name" ]]; then
-  mount_name="$cont_name"
-fi
-
-if [[ -z "$mount_name" && -z "$cont_name" ]]; then
-  echo "Please specify mount (-m,--mount) and/or container (-c,--container)"
-  print_help_and_exit 1
-fi
-
-if [[ -z "$docker_user" ]]; then
-  docker_user="$USER"
-fi
-
-home_src=$mount_prefix/$mount_name
-home_tgt=$HOME
-repo_src=$(git rev-parse --show-superproject-working-tree)
-repo_tgt=$HOME/$(basename "$repo_src")
-working_dir=$HOME
-
-if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
-  # Don't overwrite existing dir (might be mounted in another container)
-  echo "Mount dir '$home_src' already exists (use --mount-existing to mount an existing directory)"
-  print_help_and_exit 1
-fi
-
-mkdir -p "$home_src"
-
-if [[ "${#port_mappings[@]}" -eq 0 ]]; then
-  port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
-fi
-
-# Adapt port_mappings into args for `docker run` by prepending "-p " to each
-# item
-declare -a docker_port_args=()
-for port_mapping in "${port_mappings[@]}"; do
-  docker_port_args+=("-p $port_mapping")
-done
-
-echo "Starting container '$cont_name'
-image_name  : $image_name
-cont_name   : $cont_name
-home_src    : $home_src
-home_tgt    : $home_tgt
-repo_src    : $repo_src
-repo_tgt    : $repo_tgt
-working dir : $working_dir
-ports       : ${port_mappings[*]}
-"
-
-# DON'T wrap $docker_port_args in quotes. We want bash to split args by
-# whitespace
-docker run \
-  --net bridge \
-  -h "$host_name" \
-  -e "TZ=America/New_York" \
-  --cap-add=SYS_PTRACE \
-  --security-opt seccomp=unconfined \
-  --name "$cont_name" \
-  -v "$home_src:$home_tgt" \
-  -v "$repo_src:$repo_tgt" \
-  -w "$working_dir" \
-  ${docker_port_args[*]} \
-  --shm-size=4024m \
-  -t \
-  -i \
-  -d \
-  -e DISPLAY="$DISPLAY" \
-  "$image_name" \
-  bash
-
-# Add user w/ same uid and gid as the current user outside of docker, so the
-# user inside the docker has file permissions in the mounted dir.
-docker_group="$docker_user"
-docker_user_uid="$(id -u "$USER")"
-docker_user_gid="$(id -g "$USER")"
-
-echo "Adding user in container '$cont_name'
-name : $docker_user
-uid  : $docker_user_uid
-gid  : $docker_user_gid"
-
-if [[ -z "$docker_pass" ]]; then
-  docker_pass="$docker_user"
-  echo "Giving user '$docker_user' a secure password: $docker_pass"
-fi
-
-docker exec -u root -it "$cont_name" groupadd -g "$docker_user_gid" "$docker_group"
-docker exec -u root -it "$cont_name" useradd -u "$docker_user_uid" -g "$docker_user_gid" "$docker_user"
-docker exec -u root -it "$cont_name" usermod --password "$(openssl passwd -1 "$docker_pass")" "$docker_user"
-docker exec -u root -it "$cont_name" usermod -aG sudo "$docker_user"
-docker exec -u root -it "$cont_name" "$repo_tgt/externals/src/emumba/install_emumba-deribit-connector.sh"

requirements.txt

@@ -6,13 +6,12 @@ isort==5.9.3
 lazy-object-proxy==1.6.0
 mccabe==0.6.1
 platformdirs==2.3.0
-protobuf==4.21.12
+protobuf==3.19.1
 pybars3==0.9.7
 pycodestyle==2.7.0
 pycparser==2.20
 pylint==2.10.2
 PyMeta3==0.5.1
-termcolor==1.1.0
 toml==0.10.2
 wrapt==1.12.1
 yapf==0.31.0

server_sln/spark_server.sln

@@ -0,0 +1,41 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio 15
+VisualStudioVersion = 15.0.26730.10
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
+EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|x64 = Debug|x64
+		MinSizeRel|x64 = MinSizeRel|x64
+		Release|x64 = Release|x64
+		RelWithDebInfo|x64 = RelWithDebInfo|x64
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.ActiveCfg = Debug|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.Build.0 = Debug|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.Build.0 = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.Build.0 = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
+		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
+		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{502FD050-679A-3B50-B438-098500700919}.Release|x64.ActiveCfg = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.Release|x64.Build.0 = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {6A7249D7-B40C-4656-9347-60072D0B8FDB}
+	EndGlobalSection
+EndGlobal

spark_client.sln

@@ -1,28 +1,26 @@
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio Version 17
-VisualStudioVersion = 17.3.32922.545
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30114.105
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\sparkcmd\sparkcmd.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}"
+EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
 	ProjectSection(ProjectDependencies) = postProject
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25} = {FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40} = {9FA60215-26AF-3EB7-AB89-D4F4B126EF40}
 	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
-EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|x64 = Debug|x64
@@ -39,14 +37,14 @@ Global
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.ActiveCfg = Debug|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.Build.0 = Debug|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.ActiveCfg = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.Build.0 = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Debug|x64.ActiveCfg = Debug|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Debug|x64.Build.0 = Debug|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.ActiveCfg = Release|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.Build.0 = Release|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.ActiveCfg = Release|x64
@@ -71,6 +69,14 @@ Global
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.Build.0 = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Debug|x64.ActiveCfg = Debug|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Debug|x64.Build.0 = Debug|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Release|x64.ActiveCfg = Release|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Release|x64.Build.0 = Release|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.ActiveCfg = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.Build.0 = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|x64.ActiveCfg = Release|x64
@@ -87,22 +93,6 @@ Global
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.ActiveCfg = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.Build.0 = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.Build.0 = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.ActiveCfg = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.Build.0 = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

src/Spark.Admin.WebApp/CMakeLists.txt

@@ -1,108 +0,0 @@
-cmake_minimum_required(VERSION 3.5)
-project(Spark.Admin.WebApp)
-
-include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
-include(${CMAKE_SOURCE_DIR}/cmake/Protobuf.cmake)
-
-# dependencies
-set(PROTO_GLOBS
-  ../lib/api/*.proto
-  ../lib/api/services/*.proto
-  ../lib/domain_model/*.proto
-  ../lib/sparkproto/*.proto
-  ../lib/md/protos/*.proto
-  ../../externals/linux/include/google/protobuf/descriptor.proto
-  ../../externals/linux/include/google/protobuf/timestamp.proto)
-
-file(
-  GLOB_RECURSE _proto_rel_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  ${PROTO_GLOBS})
-
-file(
-  GLOB_RECURSE _proto_abs_SOURCES
-  ${PROTO_GLOBS})
-
-file(
-  GLOB_RECURSE _ts_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  src/*.ts)
-
-file(
-  GLOB_RECURSE _fs_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  src/*.fs)
-
-set(_tools ${CMAKE_SOURCE_DIR}/tools)
-set(_quiet_exec ${_tools}/quiet_exec.sh)
-set(_venv_exec ${_tools}/venv_exec.sh)
-set(_tools_py ${CMAKE_SOURCE_DIR}/tools/py)
-
-# The tsconfig file is generated as a function of the cmake build type, and
-# binary dir. Depending on the build type, it extends either
-# 'tsconfig.debug.json' or 'tsconfig.release.json'.
-set(_tsconfig_base "${CMAKE_CURRENT_SOURCE_DIR}/tsconfig.$<IF:$<CONFIG:Debug>,debug,release>.json")
-set(WEBPACK_MODE $<IF:$<CONFIG:Debug>,"development","production">)
-set(_tsconfig "${CMAKE_CURRENT_BINARY_DIR}/tsconfig.json")
-
-set(_venv_python ${CMAKE_SOURCE_DIR}/.venv/bin/python)
-set(_gen_tsconfig_py ${_tools_py}/gen_tsconfig.py)
-set(_build_admin_web_app_py ${_tools_py}/build_admin_web_app.py)
-
-set(_gen_tsconfig_deps ${_venv_exec} ${_venv_python} ${_gen_tsconfig_py} ${_tsconfig_base})
-
-set(_build_admin_web_app_deps
-  ${_quiet_exec}
-  ${_venv_exec}
-  ${_venv_python}
-  ${_build_admin_web_app_py}
-  ${CMAKE_CURRENT_SOURCE_DIR}/src/Spark.Admin.WebApp.fsproj
-  ${CMAKE_CURRENT_SOURCE_DIR}/webpack.config.js
-  ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/templates/fs/fable.fs
-  ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
-  ${_proto_rel_SOURCES}
-  ${_api_ts_SOURCES}
-  ${_ui_fs_SOURCES}
-  ${_tsconfig})
-
-update_deps_file("${_build_admin_web_app_deps}")
-
-function(npm_install path)
-  add_custom_command(
-    OUTPUT ${path}/package-lock.json
-    COMMAND "npm" ARGS "install"
-    DEPENDS ${path}/package.json
-    WORKING_DIRECTORY ${path}
-    COMMENT "Run 'npm install' in ${path}")
-endfunction()
-
-npm_install(${CMAKE_CURRENT_SOURCE_DIR})
-
-add_custom_command(
-  OUTPUT ${_tsconfig}
-  COMMAND ${_venv_exec}
-  ARGS
-  ${_venv_python}
-  ${_gen_tsconfig_py}
-  --config-base ${_tsconfig_base}
-  --config-out ${_tsconfig}
-  --build-out ${CMAKE_CURRENT_BINARY_DIR}
-  DEPENDS ${_gen_tsconfig_deps})
-
-add_custom_command(
-  OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/bundle.js
-  COMMAND ${_quiet_exec}
-  ARGS
-  ${_venv_exec}
-  ${_venv_python}
-  ${_build_admin_web_app_py}
-  --protos ${_proto_abs_SOURCES}
-  --tsconfig ${_tsconfig}
-  --mode ${WEBPACK_MODE}
-  --output-dir ${CMAKE_CURRENT_BINARY_DIR}
-  COMMENT "Building Spark.Admin.WebApp"
-  DEPENDS ${_build_admin_web_app_deps})
-
-add_custom_target(admin_web_app_bundle ALL DEPENDS ${CMAKE_CURRENT_BINARY_DIR}/bundle.js)
-
-install(DIRECTORY "${CMAKE_CURRENT_BINARY_DIR}" DESTINATION "${SPARK_INSTALL_PREFIX}/bin")

src/Spark.Admin.WebApp/Spark.Admin.WebApp.sln

@@ -1,21 +0,0 @@
-Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio Version 17
-VisualStudioVersion = 17.0.31903.59
-MinimumVisualStudioVersion = 10.0.40219.1
-Project("{F2A71F9B-5D33-465A-A702-920D77279786}") = "Spark.Admin.WebApp", "src\Spark.Admin.WebApp.fsproj", "{C3143A6F-8D32-4F9E-84EE-B34AF3F3A862}"
-EndProject
-Global
-	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|Any CPU = Debug|Any CPU
-		Release|Any CPU = Release|Any CPU
-	EndGlobalSection
-	GlobalSection(SolutionProperties) = preSolution
-		HideSolutionNode = FALSE
-	EndGlobalSection
-	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{C3143A6F-8D32-4F9E-84EE-B34AF3F3A862}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{C3143A6F-8D32-4F9E-84EE-B34AF3F3A862}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{C3143A6F-8D32-4F9E-84EE-B34AF3F3A862}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{C3143A6F-8D32-4F9E-84EE-B34AF3F3A862}.Release|Any CPU.Build.0 = Release|Any CPU
-	EndGlobalSection
-EndGlobal

src/Spark.Admin.WebApp/package.json

@@ -1,49 +0,0 @@
-{
-  "scripts": {
-    "test": "echo \"Error: no test specified\" && exit 1",
-    "start": "npx webpack serve",
-    "build": "npx webpack"
-  },
-  "keywords": [],
-  "author": "",
-  "license": "ISC",
-  "dependencies": {
-    "@babel/plugin-transform-runtime": "^7.21.0",
-    "@babel/preset-env": "^7.20.2",
-    "@babel/runtime": "^7.21.0",
-    "babel-loader": "^9.1.2",
-    "fable-utils": "^1.2.0",
-    "node-sass": "^8.0.0",
-    "protobufjs": "^7.2.2",
-    "react": "^18.2.0",
-    "react-dom": "^18.2.0",
-    "remotedev": "^0.2.9",
-    "ts2fable": "^0.7.1",
-    "tslib": "^2.5.0",
-    "watch": "^1.0.2",
-    "webpack": "^5.75.0"
-  },
-  "devDependencies": {
-    "@babel/core": "^7.21.0",
-    "@fortawesome/fontawesome-free": "^5.15.4",
-    "bulma": "^0.9.4",
-    "copy-webpack-plugin": "^11.0.0",
-    "core-js": "^3.28.0",
-    "css-loader": "^6.7.3",
-    "html-webpack-plugin": "^5.5.0",
-    "jest": "^29.4.3",
-    "mini-css-extract-plugin": "^2.7.2",
-    "npx": "^10.2.2",
-    "protobufjs-cli": "^1.1.1",
-    "sass": "^1.58.3",
-    "sass-loader": "^13.2.0",
-    "style-loader": "^3.3.1",
-    "ts-jest": "^29.0.5",
-    "ts-loader": "^9.4.2",
-    "tsutils": "^3.21.0",
-    "typescript": "^4.9.5",
-    "webpack-cli": "^5.0.1",
-    "webpack-dev-server": "^4.11.1",
-    "ws": "^8.12.1"
-  }
-}

src/Spark.Admin.WebApp/src/Controls/ReactGrid.fs

@@ -1,158 +0,0 @@
-module ReactGrid
-open Fable.React
-open Fable.React.Props
-// open Fable.React.Props.HTMLAttr
-open Fable.Core.JsInterop
-open Fable.Core
-(* open Fable.Core.JS.Constructors *)
-open Fable.Core.DynamicExtensions
-open Fable.Import
-
-(*  *)
-type GridUpdate = {
-  cellKey : string
-  fromRow : int
-  toRow : int
-  rowIds: int[]
-  updated: obj
-}
-
-type ColumnProps =
-  | Key of string
-  | Name of string
-  | Width of int
-  | Editable of bool
-  | Editor of ReactElement
-  | Formatter of ReactElement
-
-type Row = obj
-type GridProps =
-  | EnableCellSelect of bool
-  | EnableRowSelect of bool
-  | RowsCount of int
-  | MinHeight of int
-  | RowGetter of (int->Row)
-  | OnGridRowsUpdated of (GridUpdate->unit)
-  | OnRowSelect of (Row list->unit)
-  | RowKey of string
-
-
-let reactGrid (columns:ColumnProps list[]) props = 
-  let props' = (keyValueList CaseRules.LowerFirst props)
-  let columns' = Array.map (keyValueList CaseRules.LowerFirst) columns
-  props'.["columns"] <- columns'
-  ofImport "default" "react-data-grid" props' []
-
-(*  *)
-type SelectEditorProps = {
-  options : string[]
-}
-let selectEditor (props:SelectEditorProps) =
-  ofImport "Editors.DropDownEditor" "react-data-grid-addons" props []
-
-let selectFormatter (props:SelectEditorProps) =
-  ofImport "Formatters.DropDownFormatter" "react-data-grid-addons" props []
-
-let selectColumn<'a> key header (options:'a[]) =
-    [ Key key
-      Name header
-      Editor (selectEditor { options = unbox options })
-      Formatter (selectFormatter { options = unbox options })
-    ]
-
-
-
-type MyStu = {
-    value: int
-}
-
-type MyUpd = {
-    incr: int
-}
-
-(*  *)
-type private ButtonProps = {
-  icon : string
-  title: string
-  action : int->unit
-  // .value will be row.[ColumnProps.Key] -but- if we set it then it does't get overwritten
-  // value : obj option
-  rowIdx : int
-  misc : obj
-}
-
-let private my_do_upd (u: MyUpd) (s: MyStu): MyStu =
-    {
-        value = s.value + u.incr
-    }
-
-let private my_to_view (m: ReactiveComponents.Model<ButtonProps, MyStu>) (proc_msg: MyUpd->unit): ReactElement =
-    div [] []
-
-let private my_initagain (p: ButtonProps): MyStu =
-    {
-        value = 0
-    }
-
-// let my_to_view (m: Mod)
-let private my_init (arg: ButtonProps): ReactiveComponents.Props<ButtonProps, MyStu, MyUpd> =
-    {
-        key = "id"
-        props = arg
-        update = my_do_upd
-        view = my_to_view
-        init = my_initagain
-    }
-
-
-// let private init_button_ = 
-
-// type private ButtonFormatter(initProps : ButtonProps) as self =
-//   inherit ReactiveComponents.ReactiveCom<ButtonProps, obj, obj>(initProps) with
-//   do self.setInitState ()
-//   override __.render() =
-//     // Browser.console.log(self.props)
-//     p [ ClassName "control" ] [
-//       a [ ClassName "button"
-//           Title self.props.title
-//           OnClick (fun _ -> self.props.action self.props.rowIdx) ] [
-//           span [ ClassName "icon is-small" ] [ 
-//             i [ ClassName (sprintf "fa fa-%s" self.props.icon)] [ ] ]
-//       ]
-//     ]
-
-
-type private ButtonFormatter(initProps: ButtonProps)  as self =
-    inherit ReactiveComponents.ReactiveCom<ButtonProps, MyStu, MyUpd>(initProps |> my_init)
-
-    override __.render() =
-        p [ ClassName "control" ] [
-            a [ ClassName "button"
-                Title self.props.props.title
-                OnClick (fun _ -> self.props.props.action self.props.props.rowIdx ) ] [
-                span [ ClassName "icon is-small" ] [
-                    i [ ClassName (sprintf "fa fa-%s" self.props.props.icon)] []
-                ]
-            ]
-        ]
-
-
-
-let buttonColumn action header icon misc =
-    let (bn_col_props: ButtonProps) = {
-        title = header;
-        icon = icon;
-        action = action;
-        rowIdx = 0;
-        misc = misc;
-    }
-    [ HTMLAttr.Name header
-      Style [ Fable.React.Props.CSSProp.Width 60 ]
-    ]
-
-//   [ Name header
-//     Style [ Width 60 ]
-//     Formatter (ofType<ButtonFormatter, MyStu, MyUpd> { title = header; icon = icon; action = action; rowIdx = 0; misc = misc } [])
-//   ]
-
-

src/Spark.Admin.WebApp/src/Controls/nbsp.fs

@@ -1,7 +0,0 @@
-module nbsp
-
-
-open Fable.Core
-open Fable.React
-open Fable.React.Props
-let element = span [ Style [PaddingLeft "1ex"] ] [str " "]

src/Spark.Admin.WebApp/src/Imports.fs

@@ -1,23 +0,0 @@
-module Imports
-
-open Fable.Core
-open Fable.Core.JS
-open Fable.Core.JsInterop
-
-
-// [<Import("*",from="/home/john/Documents/repos/bts/spark-crypto/src/web/ui/src/web/api/ServiceContext")>]
-// let ServiceContext : ServiceContext.IExports = jsNative
-
-// [<Import("*",from="/home/john/Documents/repos/bts/spark-crypto/src/web/ui/src/web/api/DynamicService")>]
-// let DynamicService : DynamicService.IExports = jsNative
-[<Import("*",from="ServiceContext")>]
-let ServiceContext : ServiceContext.IExports = jsNative
-
-[<Import("*",from="DynamicService")>]
-let DynamicService : DynamicService.IExports = jsNative
-
-
-// let ServiceContext : ServiceContext.IExports = importAll "ServiceContext"
-// let DynamicService : DynamicService.IExports = importAll "DynamicService"
-
-// let DynamicService : DynamicService.IExports = importAll "web/api/DynamicService"

src/Spark.Admin.WebApp/tsconfig.debug.json

@@ -1,8 +0,0 @@
-{
-  "extends": "./tsconfig.json",
-  "compilerOptions": {
-    "sourceMap": true,
-    "declarationMap": true,
-    "removeComments": false
-  }
-}

src/Spark.Admin.WebApp/tsconfig.release.json

@@ -1,8 +0,0 @@
-{
-  "extends": "./tsconfig.json",
-  "compilerOptions": {
-    "sourceMap": false,
-    "declarationMap": false,
-    "removeComments": true
-  }
-}

src/client/Directory.Build.Props

@@ -0,0 +1,53 @@
+<Project>
+
+  <PropertyGroup>
+    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
+    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
+    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
+    <Externals>$(SparkRoot)\externals\windows</Externals>
+    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
+    <ErrorReport>None</ErrorReport>
+    <Prefer32Bit>False</Prefer32Bit>
+    <Deterministic>true</Deterministic>
+    <EnableDefaultContentItems>False</EnableDefaultContentItems>
+    <ShowMissingItemTypes>false</ShowMissingItemTypes>
+    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
+    <EnablePreviewFeatures>true</EnablePreviewFeatures>
+  </PropertyGroup>
+
+  <PropertyGroup Label="Output">
+    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
+    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
+    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
+    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
+    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
+  </PropertyGroup>
+
+  <Import
+      Project="$(ComputerSpecificConfig)"
+      Condition="Exists($(ComputerSpecificConfig))" />
+
+  <PropertyGroup Label="ProtoBuf">
+    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
+    <protoc>$(Externals)\bin\protoc.exe</protoc>
+    <protogen>$(Externals)\bin\protogen.exe</protogen>
+  </PropertyGroup>
+
+  <ItemDefinitionGroup>
+    <Proto2></Proto2>
+    <Proto3>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCS>%(OutBase)%(FileName).cs</OutCS>
+      <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
+      <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
+      <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
+      <CompileOptions></CompileOptions>
+    </Proto3>
+    <Proto3Excel>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
+      <CompileOptions></CompileOptions>
+    </Proto3Excel>
+  </ItemDefinitionGroup>
+
+</Project>

src/client/Directory.Build.Targets

@@ -0,0 +1,95 @@
+<Project>
+
+  <Target
+      Name="CompileProto2"
+      Condition="'@(Proto2)'!=''"
+      Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)"
+      Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
+      AfterTargets="PreBuildEvent">
+    <PropertyGroup>
+      <SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
+      <SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
+      <WorkingDirectory>$(GenDir)\proto2</WorkingDirectory>
+    </PropertyGroup>
+    <MakeDir Directories="$(WorkingDirectory)" />
+    <Copy
+        SourceFiles="%(Proto2.FullPath)"
+        DestinationFolder="$(WorkingDirectory)"
+        SkipUnchangedFiles="True"
+        UseHardLinksIfPossible="True" />
+    <Error
+        Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive"
+        Condition="!Exists($(protogen))" />
+    <Exec
+        Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)\include"
+        WorkingDirectory="$(WorkingDirectory)" />
+    <ItemGroup>
+      <Compile Include="$(WorkingDirectory)\%(Proto2.filename).cs" />
+    </ItemGroup>
+  </Target>
+
+  <!-- 
+    Run this after GetAssemblyVersion because it happens after the Xaml compiler 
+    and exists in both xaml and non-xaml projects.  One of the (many) xaml compile
+    passes wipes out the additional compile includes that we add.
+  -->
+  <Target
+      Name="CompileProto3"
+      AfterTargets="GetAssemblyVersion"
+      Condition="'@(Proto3)'!=''"
+      Inputs="$(protoc);
+    %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
+    $(ProtocPluginBase)\templates\c#\client.pb.cs;
+    $(ProtocPluginBase)\templates\c#\server.pb.cs;
+    $(ProtocPluginBase)\templates\c#\immutable.pb.cs;"
+      Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
+    <MakeDir Directories="%(Proto3.OutBase)" />
+
+    <Message
+        Importance="High"
+        Text="Generating service %(Proto3.FileName)" />
+    <Exec Command="$(SparkRoot)\.venv\Scripts\activate.bat" />
+    <Exec Command="set PYTHONPATH=$(SparkRoot)\.venv\Scripts\python" />
+    <Exec
+        Command="
+       $(SparkRoot)\tools\build_protos.cmd ^
+       %(Proto3.FullPath) ^
+       --error_format=msvs ^
+       --proto_path=$(SourceRoot) ^
+       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
+       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) ^
+       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
+        WorkingDirectory="%(relativedir)" />
+    <ItemGroup>
+      <Compile Include="%(Proto3.OutCS)" />
+      <Compile Include="%(Proto3.OutCSClient)" />
+      <Compile Include="%(Proto3.OutCSServer)" />
+      <Compile Include="%(Proto3.OutCSImmutable)" />
+    </ItemGroup>
+  </Target>
+
+  <Target Name="RemoveSystemRuntimeFromRefPack"
+          BeforeTargets="_HandlePackageFileConflicts"
+          Condition="'@(Reference -> WithMetadataValue('NugetPackageId', 'System.Runtime.Experimental'))' != ''">
+    <ItemGroup>
+      <Reference Remove="@(Reference)"
+                 Condition="$([System.String]::Copy(%(Reference.Identity)).Contains('System.Runtime.dll')) and
+                            '%(Reference.NuGetPackageId)' == 'Microsoft.NETCore.App.Ref'" />
+    </ItemGroup>
+  </Target>
+
+  <Target
+      Name="AfterClean"
+      AfterTargets="Clean">
+    <Delete Files="%(Proto3.OutCS)" />
+    <Delete Files="%(Proto3.OutCSClient)" />
+    <Delete Files="%(Proto3.OutCSServer)" />
+    <Delete Files="%(Proto3.OutCSImmutable)" />
+    <Delete Files="$(GenDir)\proto2\*" />
+  </Target>
+
+  <Target
+      Name="Test"
+      DependsOnTargets="Build"></Target>
+
+</Project>

src/client/Directory.Build.props

@@ -1,82 +0,0 @@
-<Project>
-
-  <PropertyGroup>
-    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
-    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
-    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
-    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
-    <ErrorReport>None</ErrorReport>
-    <Prefer32Bit>False</Prefer32Bit>
-    <Deterministic>true</Deterministic>
-    <EnableDefaultContentItems>False</EnableDefaultContentItems>
-    <ShowMissingItemTypes>false</ShowMissingItemTypes>
-    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
-    <EnablePreviewFeatures>true</EnablePreviewFeatures>
-    <LangVersion>11</LangVersion>
-  </PropertyGroup>
-
-  <Choose>
-    <When Condition="'$(OS)' == 'Windows_NT'">
-      <PropertyGroup>
-        <Externals>$(SparkRoot)/externals/windows</Externals>
-      </PropertyGroup>
-    </When>
-    <Otherwise>
-      <PropertyGroup>
-        <Externals>$(SparkRoot)/externals/linux</Externals>
-      </PropertyGroup>
-    </Otherwise>
-  </Choose>
-
-  <PropertyGroup Label="Output">
-    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
-    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
-    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
-    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
-    <ProtoOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</ProtoOutputPath>
-  </PropertyGroup>
-
-  <Import
-      Project="$(ComputerSpecificConfig)"
-      Condition="Exists($(ComputerSpecificConfig))" />
-
-  <PropertyGroup Label="ProtoBuf">
-    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
-  </PropertyGroup>
-  <Choose>
-    <When Condition="'$(OS)' == 'Windows_NT'">
-      <PropertyGroup Label="ProtoBuf">
-        <protoc>$(Externals)/bin/protoc.exe</protoc>
-        <ProtocPlugin>$(ProtocPluginBase)/plugin.cmd</ProtocPlugin>
-      </PropertyGroup>
-    </When>
-    <Otherwise>
-      <PropertyGroup Label="ProtoBuf">
-        <protoc>$(Externals)/bin/protoc</protoc>
-        <ProtocPlugin>$(ProtocPluginBase)/plugin.sh</ProtocPlugin>
-      </PropertyGroup>
-    </Otherwise>
-  </Choose>
-
-  <ItemDefinitionGroup>
-    <!--
-    Each .proto input file produces 4 output files. For example,
-    'foo_bar.proto' produces:
-      * FooBar.cs
-      * foo_bar.client.pb.cs
-      * foo_bar.server.pb.cs
-      * foo_bar.immutable.pb.cs
-    Google automatically converts .proto filenames to TitleCase when
-    generating .cs files. Unless the .proto file is already in TitleCase
-    (against Google's recommended practice to use snake_case .proto files),
-    the 'CSName' must be overridden with the TitleCase formatting.
-    For example:
-      <Proto3 Include="foo_bar.proto" CSName="FooBar" />
-    -->
-    <Proto3>
-      <OutDir>$(ProtoOutputPath)/</OutDir>
-      <CSName>%(FileName)</CSName>
-    </Proto3>
-  </ItemDefinitionGroup>
-
-</Project>

src/client/Directory.Build.targets

@@ -1,68 +0,0 @@
-<Project>
-
-  <!-- 
-    Run this after GetAssemblyVersion because it happens after the Xaml compiler 
-    and exists in both xaml and non-xaml projects.  One of the (many) xaml compile
-    passes wipes out the additional compile includes that we add.
-  -->
-  <Target
-      Name="CompileProto3"
-      AfterTargets="GetAssemblyVersion"
-      Condition="'@(Proto3)'!=''"
-      Inputs="$(protoc);
-        %(Proto3.Identity);$(ProtocPluginBase)/plugin.py;
-        $(ProtocPluginBase)/templates/c#/client.pb.cs;
-        $(ProtocPluginBase)/templates/c#/server.pb.cs;
-        $(ProtocPluginBase)/templates/c#/immutable.pb.cs;"
-      Outputs="
-        %(Proto3.OutDir)/%(Proto3.CSName).cs;
-        %(Proto3.OutDir)/%(Proto3.FileName).client.pb.cs;
-        %(Proto3.OutDir)/%(Proto3.FileName).server.pb.cs;
-        %(Proto3.OutDir)/%(Proto3.FileName).immutable.pb.cs">
-    <MakeDir Directories="%(Proto3.OutDir)" />
-
-    <Message
-        Importance="High"
-        Text="Generating service %(Proto3.FileName)" />
-
-    <PropertyGroup>
-      <GenProtosCmd>$(protoc) %(Proto3.FullPath)</GenProtosCmd>
-      <GenProtosCmd>$(GenProtosCmd) --error_format=msvs</GenProtosCmd>
-      <GenProtosCmd>$(GenProtosCmd) --proto_path=$(SourceRoot)</GenProtosCmd>
-      <GenProtosCmd>$(GenProtosCmd) --plugin=&quot;protoc-gen-service=$(ProtocPlugin)&quot;</GenProtosCmd>
-      <GenProtosCmd>$(GenProtosCmd) --service_out=lang=c#,strip_out_path=1:%(Proto3.OutDir)</GenProtosCmd>
-      <GenProtosCmd>$(GenProtosCmd) --csharp_out=%(Proto3.OutDir)</GenProtosCmd>
-    </PropertyGroup>
-    <Exec Command="$(GenProtosCmd)" WorkingDirectory="%(Proto3.RelativeDir)" />
-    <ItemGroup>
-      <Compile Include="%(Proto3.OutDir)/%(Proto3.CSName).cs" />
-      <Compile Include="%(Proto3.OutDir)/%(Proto3.FileName).client.pb.cs" />
-      <Compile Include="%(Proto3.OutDir)/%(Proto3.FileName).server.pb.cs" />
-      <Compile Include="%(Proto3.OutDir)/%(Proto3.FileName).immutable.pb.cs" />
-    </ItemGroup>
-  </Target>
-
-  <Target Name="RemoveSystemRuntimeFromRefPack"
-          BeforeTargets="_HandlePackageFileConflicts"
-          Condition="'@(Reference -> WithMetadataValue('NugetPackageId', 'System.Runtime.Experimental'))' != ''">
-    <ItemGroup>
-      <Reference Remove="@(Reference)"
-                 Condition="$([System.String]::Copy(%(Reference.Identity)).Contains('System.Runtime.dll')) and
-                            '%(Reference.NuGetPackageId)' == 'Microsoft.NETCore.App.Ref'" />
-    </ItemGroup>
-  </Target>
-
-  <Target
-      Name="AfterClean"
-      AfterTargets="Clean">
-    <Delete Files="%(Proto3.OutDir)/%(Proto3.CSName).cs" />
-    <Delete Files="%(Proto3.OutDir)/%(Proto3.FileName).client.pb.cs" />
-    <Delete Files="%(Proto3.OutDir)/%(Proto3.FileName).server.pb.cs" />
-    <Delete Files="%(Proto3.OutDir)/%(Proto3.FileName).immutable.pb.cs" />
-  </Target>
-
-  <Target
-      Name="Test"
-      DependsOnTargets="Build"></Target>
-
-</Project>

src/client/Spark.Console/src/CommandParserEx.cs

@@ -1,32 +0,0 @@
-namespace Spark.Console {
-   using CommandLine;
-
-   using System;
-   using System.Collections.Generic;
-
-   public static class CommandParserEx {
-      public static TResult parse_and_run<T1, T2, T3, T4, T5, T6, T7, T8, TResult>(
-         this Parser parser,
-         IEnumerable<string> args,
-         Func<T1, TResult> on_args1,
-         Func<T2, TResult> on_args2,
-         Func<T3, TResult> on_args3,
-         Func<T4, TResult> on_args4,
-         Func<T5, TResult> on_args5,
-         Func<T6, TResult> on_args6,
-         Func<T7, TResult> on_args7,
-         Func<T8, TResult> on_args8,
-         Func<IEnumerable<Error>, TResult> on_error) =>
-         parser.ParseArguments<T1, T2, T3, T4, T5, T6, T7, T8>(args)
-            .MapResult(
-               on_args1,
-               on_args2,
-               on_args3,
-               on_args4,
-               on_args5,
-               on_args6,
-               on_args7,
-               on_args8,
-               on_error);
-   }
-}

src/client/Spark.Console/src/Commands/ConfigCommand.cs

@@ -1,27 +0,0 @@
-namespace Spark.Console {
-   using bts;
-
-   using mbts.config;
-
-   using System;
-   using System.Linq;
-
-   class ConfigCommand {
-      public static int run(ConfigCommandOptions opts) {
-         if (opts.sparkd is not null) {
-            var args = Environment.GetCommandLineArgs();
-            BTS.set_config_arg(args, opts.sparkd);
-         }
-         var keys = opts.keys?.ToArray() ?? Array.Empty<string>();
-         var excluded_keys = opts.excluded_keys?.ToArray() ?? Array.Empty<string>();
-         return Configuration.run_config_query(
-            keys,
-            keys.Length,
-            excluded_keys,
-            excluded_keys.Length,
-            opts.all,
-            opts.list_keys,
-            opts.verbose);
-      }
-   }
-}

src/client/Spark.Console/src/Commands/ConfigCommandOptions.cs

@@ -1,30 +0,0 @@
-namespace Spark.Console {
-   using CommandLine;
-
-   using System.Collections.Generic;
-
-   [Verb("config", HelpText = "Get config values")]
-   class ConfigCommandOptions {
-      [Option(
-         "query", MetaValue = "keys", HelpText = "Keys to query (supports regular expressions)")]
-      public IEnumerable<string>? keys { get; set; }
-
-      [Option(
-         "exclude",
-         MetaValue = "keys",
-         HelpText = "Keys to exclude from query (supports regular expressions)")]
-      public IEnumerable<string>? excluded_keys { get; set; }
-
-      [Option("all", HelpText = "Query all keys")]
-      public bool all { get; set; }
-
-      [Option("list-keys", HelpText = "List available keys")]
-      public bool list_keys { get; set; }
-
-      [Option("verbose", HelpText = "Show verbose output")]
-      public bool verbose { get; set; }
-
-      [Option("sparkd", MetaValue = "URL", HelpText = "The sparkd server")]
-      public string? sparkd { get; set; }
-   }
-}

src/client/Spark.Console/src/Commands/MBOCommand.cs

@@ -1,47 +0,0 @@
-namespace Spark.Console {
-   using bts.api;
-   using bts.api.core;
-   using bts.md;
-
-   using System;
-   using System.Linq;
-
-   static class MBOCommand {
-      public static int run(MBOCommandOptions o) {
-         _dump_mbo(o.key, o.side);
-         return 0;
-      }
-
-      static void _dump_mbo(uint key, Side side) {
-         using var ctx = new ServiceContext();
-         var mbo = ctx.locate<MBOService>();
-         var data = mbo.get_orders_for_security(
-            new MBOSecurityQuery { SecurityId = key, PriceLevel = double.NaN });
-
-         Console.WriteLine($"Order data for {data.SecurityId}");
-         var price = 0.0;
-         var color = Console.ForegroundColor;
-         if (side == Side.Sell || side == Side.Undefined) {
-            Console.ForegroundColor = ConsoleColor.Red;
-            foreach (var e in data.Ask.Reverse()) {
-               if (e.Price != price) {
-                  price = e.Price;
-                  Console.WriteLine("================");
-               }
-               Console.WriteLine(e);
-            }
-         }
-         if (side == Side.Buy || side == Side.Undefined) {
-            Console.ForegroundColor = ConsoleColor.Blue;
-            foreach (var e in data.Bid) {
-               if (e.Price != price) {
-                  price = e.Price;
-                  Console.WriteLine("================");
-               }
-               Console.WriteLine(e);
-            }
-         }
-         Console.ForegroundColor = color;
-      }
-   }
-}

src/client/Spark.Console/src/Commands/MBOCommandOptions.cs

@@ -1,14 +0,0 @@
-namespace Spark.Console {
-   using bts.api;
-
-   using CommandLine;
-
-   [Verb("mbo", HelpText = "MBO diagnostic command")]
-   public class MBOCommandOptions {
-      [Option('k', "key", Required = true)]
-      public uint key { get; set; }
-
-      [Option('s', "side", Default = Side.Undefined)]
-      public Side side { get; set; }
-   }
-}

src/client/Spark.Console/src/Commands/OrderStressCommandOptions.cs

@@ -1,17 +0,0 @@
-namespace Spark.Console {
-   using CommandLine;
-
-   [Verb("order-stress", HelpText = "Create a bunch of orders")]
-   public class OrderStressOptions {
-      // Maybe options to create fewer orders or sleep
-
-      [Option('s', "sleep", HelpText = "Sleep ms between order submission", Default = 100)]
-      public int sleep { get; set; }
-
-      [Option('d', "depth", HelpText = "How many orders per side", Default = 10u)]
-      public uint depth { get; set; }
-
-      [Option('q', "quanityt", HelpText = "Order quantity", Default = 1u)]
-      public uint quantity { get; set; }
-   };
-}

src/client/Spark.Console/src/Commands/ScriptCommand.cs

@@ -1,110 +0,0 @@
-namespace Spark.Console {
-   using bts.api.core;
-   using bts.api.diagnostic;
-
-   using System;
-   using System.IO;
-   using System.Reflection;
-   using System.Reactive.Linq;
-   using Spark.Core;
-   using System.Threading;
-
-   static class ScriptCommand {
-      public static int run(ScriptCommandOptions o) {
-         if (o.server) {
-            _run_server();
-            return 0;
-         }
-         if (o.host is null) {
-            Console.WriteLine("Please specify host");
-            return 1;
-         }
-         if (!o.file.is_null_or_empty() && File.Exists(o.file)) {
-            _run_client(o.host, File.OpenRead(o.file));
-            return 0;
-         }
-         _run_client(o.host, Console.OpenStandardInput());
-         return 0;
-      }
-
-      static void _run_client(string qualifier, Stream stream) {
-         using var ctx = new ServiceContext();
-         ShellDiagnosticService diag = ctx.locate<ShellDiagnosticService>(qualifier);
-         var script_id = diag.create(null);
-         ShellScriptHost script = ctx.locate<ShellScriptHost>(script_id.Id);
-         try {
-            using var sub = script.subscribei_output().Subscribe(_script_output);
-            using var reader = new StreamReader(stream);
-            var status = ScriptResult.Complete;
-
-            for (var line = string.Empty; line != "#q"; line = prompt_input()) {
-               var result = script.run(new ScriptLines { Lines = { line } });
-               status = result.Res;
-               switch (status) {
-                  case ScriptResult.Invalid:
-                     Console.WriteLine($"Syntax error: '{result.Message}'");
-                     break;
-                  case ScriptResult.RunError:
-                     Console.WriteLine($"Exception: {result.Message}");
-                     break;
-                  case ScriptResult.Complete:
-                     if (!result.Message.is_null_or_empty()) {
-                        Console.WriteLine(result.Message);
-                     }
-                     break;
-               }
-            }
-
-            string prompt_input() {
-               _write_prompt(status);
-               return reader.ReadLine() ??
-                  throw new InvalidOperationException("Received null input");
-            }
-         } catch (Exception e) {
-            Console.WriteLine($"Done. {e.Message}");
-         } finally {
-            try {
-               script.dispose(null);
-               script.Dispose();
-            } catch (Exception) { }
-         }
-      }
-
-      static void _script_output(Update<ScriptLinesImmutable, int> update) {
-         foreach (var lines in update.added) {
-            foreach (var line in lines.Lines) {
-               Console.WriteLine(line);
-            }
-         }
-      }
-
-      static void _write_prompt(ScriptResult status) {
-         switch (status) {
-            case ScriptResult.Complete:
-               Console.Write(">>> ");
-               break;
-            case ScriptResult.Incomplete:
-               Console.Write("... ");
-               break;
-            case ScriptResult.Invalid:
-               Console.Write("?>> ");
-               break;
-            case ScriptResult.RunError:
-               Console.Write("!>> ");
-               break;
-         }
-      }
-
-      static void _run_server() {
-         // for debugging
-         using var ctx = new ServiceContext();
-         var stype = SparkReflectionHelper.find_type(
-            "bts.api.diagnostic.ShellDiagnosticsServiceServer");
-         var server = Activator.CreateInstance(stype, ctx);
-         while (true) {
-            Thread.Sleep(1000);
-            GC.KeepAlive(server);
-         }
-      }
-   }
-}

src/client/Spark.Console/src/Commands/ScriptCommandOptions.cs

@@ -1,15 +0,0 @@
-namespace Spark.Console {
-   using CommandLine;
-
-   [Verb("script", HelpText = "Remote control for shell diagnostic host")]
-   public class ScriptCommandOptions {
-      [Option('s', "server", HelpText = "Run a script server for testing.")]
-      public bool server { get; set; }
-
-      [Option('h', "host", HelpText = "Connect to {host}")]
-      public string? host { get; set; }
-
-      [Option('f', "fromfile", HelpText = "Read commands from file instead of stdin")]
-      public string? file { get; set; }
-   }
-}

src/client/Spark.Console/src/Commands/SettingsCommand.cs

@@ -1,16 +0,0 @@
-namespace Spark.Console {
-   using bts;
-
-   using System;
-   using System.Reflection;
-
-   class SettingsCommand {
-      public static int run(SettingsCommandOptions _) {
-         var type = SparkReflectionHelper.find_type(
-            "bts.api.diagnostic.ShellDiagnosticsServiceServer");
-         var run = type.GetMethod("run", BindingFlags.Static | BindingFlags.Public);
-         Log.notnull(run).Invoke(null, Array.Empty<object>());
-         return 0;
-      }
-   }
-}

src/client/Spark.Console/src/Commands/SettingsCommandOptions.cs

@@ -1,6 +0,0 @@
-namespace Spark.Console {
-   using CommandLine;
-
-   [Verb("settings", HelpText = "Copy workspaces around")]
-   class SettingsCommandOptions { }
-}

src/client/Spark.Console/src/Commands/TailCommand.cs

@@ -1,95 +0,0 @@
-namespace Spark.Console {
-   using bts.api.core;
-   using bts.test;
-
-   using Newtonsoft.Json;
-
-   using System;
-   using System.Linq;
-   using System.Threading;
-
-   class TailService {
-      static PrintFormat _format = PrintFormat.ToString;
-      static bool _timestamp = false;
-
-      enum PrintFormat {
-         ToString,
-         Json
-      }
-
-      public static int run(TailServiceOptions o) {
-         var split = o.method?.Split('.');
-         if (split?.Length != 2) {
-            Console.WriteLine("Try --method [ServiceName].[Method]");
-            return -1;
-         }
-
-         if (o.json) {
-            _format = PrintFormat.Json;
-         }
-         if (o.time) {
-            _timestamp = true;
-         }
-
-         _tail(split[0], split[1]);
-         return 0;
-      }
-
-      class SubscriptionLogger<T> : IObserver<T> {
-         public void OnCompleted() =>
-            ConsoleEx.WriteLine("Completed.", ConsoleColor.Yellow);
-
-         public void OnError(Exception error) =>
-            ConsoleEx.WriteLine($"Error. '{error}'", ConsoleColor.Red);
-
-         public void OnNext(T value) {
-            if (_timestamp) {
-               Console.Write(DateTime.Now.ToString("HH:mm:ss.fff"));
-               Console.Write(" ");
-            }
-            if (value is null) {
-               return;
-            }
-
-            switch (_format) {
-               case PrintFormat.Json:
-                  dynamic dv = value;
-                  var json = JsonConvert.SerializeObject(new { dv.added, dv.removed, dv.changed });
-                  Console.WriteLine(json);
-                  break;
-               case PrintFormat.ToString:
-                  Console.WriteLine(value);
-                  break;
-            }
-         }
-      }
-
-      static void _tail(string service_name, string method_name) {
-         var service_type = SparkReflectionHelper.find_service_type(service_name);
-         var subscribe_method = service_type.GetMethod("subscribei_" + method_name) ??
-            throw new InvalidOperationException();
-         using var ctx = new ServiceContext();
-         var locate = typeof(ServiceContext).GetMethod("locate")?.MakeGenericMethod(service_type) ??
-            throw new InvalidOperationException();
-         var service = locate.Invoke(ctx, new[] { string.Empty });
-         // Subscribe with null qualifier
-         object observable = subscribe_method.Invoke(service, new object?[] { null })
-            ?? throw new InvalidOperationException();
-         Type update_type = observable.GetType().GetGenericArguments()
-            .First(arg => arg.Name.StartsWith("Update"));
-         Type observer_type = typeof(SubscriptionLogger<>).MakeGenericType(update_type);
-         var observer = Activator.CreateInstance(observer_type)
-            ?? throw new InvalidOperationException(
-               $"Activator failed to instantiate observer of type '{observer_type}'");
-
-         var subscribe = observable.GetType().GetMethod("Subscribe", new[] { observer_type }) ??
-            throw new InvalidOperationException(
-               "Failed to find 'IObservable.Subscribe' method via reflection");
-         var dispose = subscribe.Invoke(observable, new[] { observer });
-
-         while (true) {
-            Thread.Sleep(1000);
-         }
-      }
-   }
-}

src/client/Spark.Console/src/Commands/TailCommandOptions.cs

@@ -1,21 +0,0 @@
-namespace Spark.Console {
-   using CommandLine;
-
-   [Verb("tail", HelpText = "'console dsqa'")]
-   class TailServiceOptions {
-      [Option('m', "method", Required = true, HelpText = "'[ServiceName].[Method]' to call")]
-      public string? method { get; set; }
-
-      [Option('t', "time", HelpText = "Include timestamp")]
-      public bool time { get; set; }
-
-      [Option('p', "path", HelpText = "Path inside the row to use for display. Ex: 'Id' or 'Name' ")]
-      public string? path { get; set; }
-
-      [Option('a', "all", HelpText = "Include 'all' rows on every print")]
-      public bool all { get; set; }
-
-      [Option('j', "json", HelpText = "Format rows as json")]
-      public bool json { get; set; }
-   }
-}

src/client/Spark.Console/src/Commands/TestCommand.cs

@@ -1,81 +0,0 @@
-namespace Spark.Console {
-   using bts.test;
-
-   using mbts.config;
-
-   using Newtonsoft.Json;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-
-   static class TestCommand {
-      static readonly Lazy<TestEnumerator> _enumerator_backing = new(
-         () => new TestEnumerator("spark_test"));
-
-      static TestEnumerator _enumerator => _enumerator_backing.Value;
-
-      public static int run(TestCommandOptions o) {
-         if (o.type == TestType.Unit) {
-            // Skip loading any local config
-            Configuration.initialize_for_test();
-         } else Configuration.initialize();
-
-         ConsoleEx.WriteLine(JsonConvert.SerializeObject(o), ConsoleColor.DarkGray);
-
-         if (o.list) {
-            _list_tests(o.type);
-            return 0;
-         }
-
-         if (o.tests is null) {
-            Console.WriteLine("Please specify test(s) to run");
-            return 1;
-         }
-
-         if (o.timeout == 0 && o.tests.TryGetSingle(out var test) && !o.self_contained) {
-            using var trr = new TestResultReceiver(true);
-            InProcessTestRunner.run_test_synchronously(
-               test, o.type, _enumerator, trr.get_reporter());
-            trr.print_summary();
-            if (trr.ResultCount == 0) {
-               ConsoleEx.Write("No ", ConsoleColor.Red);
-               ConsoleEx.Write(o.type.ToString(), ConsoleColor.Yellow);
-               ConsoleEx.WriteLine($" tests matched filter '{test}'", ConsoleColor.Red);
-               return -1;
-            }
-            return trr.ErrorCount;
-         }
-
-         if (o.tests.Any()) {
-            return _run_tests(o, _enumerator.match(o.type, o.tests));
-         }
-         return _run_tests(o, _enumerator.get_of_type(o.type));
-      }
-
-      static int _run_tests(TestCommandOptions o, IEnumerable<TestMethod> tests) {
-         var runner = new TestRunner();
-         // waits for all child processes to exit or time out
-         return runner.run_tests(tests, o.timeout, o.self_contained);
-      }
-
-      static void _list_tests(TestType test_type) {
-         Console.WriteLine("All tests: ");
-         foreach (var t in _enumerator.get_groups_of_type(test_type)) {
-            ConsoleEx.WriteLine(t.name, ConsoleColor.Green);
-            foreach (var test in t.methods) {
-               Console.Write($"  {test.name}");
-               if (test.ignored) {
-                  var reason = test.ignored_reason;
-                  if (string.IsNullOrEmpty(reason)) {
-                     ConsoleEx.Write(" (ignored)", ConsoleColor.Yellow);
-                     continue;
-                  }
-                  ConsoleEx.Write($" (ignored: '{test.ignored_reason}')", ConsoleColor.Yellow);
-               }
-               Console.WriteLine();
-            }
-         }
-      }
-   }
-}

src/client/Spark.Console/src/Commands/TestCommandOptions.cs

@@ -1,25 +0,0 @@
-namespace Spark.Console {
-   using bts.test;
-
-   using CommandLine;
-
-   using System.Collections.Generic;
-
-   [Verb("test", HelpText = "Run Tests")]
-   class TestCommandOptions {
-      [Option('t', "timeout", HelpText = "Timeout unit tets", Default = 0u)]
-      public uint timeout { get; set; }
-
-      [Option('l', "list", HelpText = "List tests")]
-      public bool list { get; set; }
-
-      [Option('i', "insular", HelpText = "Tests run sparkd and use their own config (if specified)")]
-      public bool self_contained { get; set; }
-
-      [Option("type", HelpText = "Run all tests of type [Unit|System|Shell]")]
-      public TestType type { get; set; }
-
-      [Value(1, MetaName = "Tests", HelpText = "Test list")]
-      public IEnumerable<string>? tests { get; set; }
-   }
-}

src/client/Spark.Console/src/Commands/TestServiceCommand.cs

@@ -1,128 +0,0 @@
-namespace Spark.Console {
-   using bts.api;
-   using bts.api.admin;
-   using bts.api.core;
-   using bts.api.synthetic;
-   using bts.api.user;
-   using bts.metrics;
-
-   using System;
-   using System.Threading;
-
-   class TestService {
-      public static int run(TestServiceOptions o) {
-         if (o.synthetic) {
-            _synthetic_test();
-         }
-         if (o.user) {
-            _user_test();
-         }
-         if (o.admin) {
-            _admin_test();
-         }
-         if (o.latency) {
-            _latency_test();
-         }
-         if (o.market_data) {
-            _market_data();
-         }
-         return 0;
-      }
-
-      static void _market_data() {
-         using var ctx = new ServiceContext();
-         var md = ctx.locate<MarketDataService>();
-         md.subscribe_securities().Table().Subscribe(update => {
-            Console.WriteLine($"got {update.state.Count} securities");
-         });
-         while (true) {
-            Thread.Sleep(1000);
-         }
-      }
-
-      static void _synthetic_test() {
-         using var ctx = new ServiceContext();
-         var security = new Security {
-            Symbol = "ES",
-            Exchange = Venue.Bts,
-            Currency = Currency.Usd,
-            Synthetic = new SyntheticContract {
-               Name = "Synthetic1",
-               PriceCalc = SyntheticContract.Types.PriceCalc.Standard,
-               Legs = {
-                  new ContractLeg {
-                     Security = new Security {
-                        Id = 2,
-                        Symbol = "ES",
-                        // ESH8
-                        Future = new FutureContract {
-                           ExpirationYear = 2018,
-                           ExpirationMonth = 3,
-                           ExpirationDay = 16
-                        }
-                     }
-                  },
-                  new ContractLeg {
-                     Security = new Security {
-                        Id = 5,
-                        Symbol = "ES",
-                        // ESU8
-                        Future = new FutureContract {
-                           ExpirationYear = 2018,
-                           ExpirationMonth = 9,
-                           ExpirationDay = 21
-                        }
-                     }
-                  }
-               }
-            }
-         };
-
-         var service = ctx.locate<SyntheticSecurityService>();
-         try {
-            var result = service.create_synthetic(security);
-            if (result.Error == CreateResult.Types.Error.Ok) {
-               Console.WriteLine(result.Key);
-            }
-         } catch (ApiException e) {
-            Console.WriteLine(e.Message);
-         }
-      }
-
-      static void _user_test() {
-         var ctx = new ServiceContext();
-
-         var s = ctx.locate<AuthService>();
-         var resp = s.get_users(new GetUsersRequest());
-         Console.WriteLine("{0}", resp);
-      }
-
-      static void _admin_test() {
-         var ctx = new ServiceContext();
-
-         var s = ctx.locate<AdminService>();
-         using var d = s.subscribei_admin_data().Subscribe(Console.WriteLine);
-
-         while (true) {
-            Thread.Sleep(100);
-         }
-      }
-
-      static void _latency_test() {
-         var ctx = new ServiceContext();
-         var s = ctx.locate<ShellLatencyService>();
-
-         ulong sequence = 0;
-         var factor = TimeSpan.TicksPerMillisecond / 1000;
-         while (true) {
-            var sw = new System.Diagnostics.Stopwatch();
-            sw.Start();
-            var reply = s.ping(new BufferMessage() { Sequence = ++sequence });
-            sw.Stop();
-            Console.WriteLine(
-               $"{reply.Sequence} - {sw.ElapsedMilliseconds}ms -- {sw.ElapsedTicks / factor} us");
-            Thread.Sleep(1000);
-         }
-      }
-   }
-}

src/client/Spark.Console/src/Commands/TestServiceCommandOptions.cs

@@ -1,21 +0,0 @@
-namespace Spark.Console {
-   using CommandLine;
-
-   [Verb("test-service", HelpText = "Scratch space for testing services")]
-   public class TestServiceOptions {
-      [Option(nameof(synthetic))]
-      public bool synthetic { get; set; }
-
-      [Option(nameof(user))]
-      public bool user { get; set; }
-
-      [Option(nameof(admin))]
-      public bool admin { get; set; }
-
-      [Option(nameof(latency))]
-      public bool latency { get; set; }
-
-      [Option("md")]
-      public bool market_data { get; set; }
-   }
-}

src/client/Spark.Console/src/Program.cs

@@ -1,45 +0,0 @@
-namespace Spark.Console {
-   using bts;
-   using bts.utils;
-
-   using System;
-
-   using CommandLine;
-
-   class Program {
-      static int Main(string[] args) {
-         // Initializing config is up to each individual command
-         // We call provide_command_line here in case config is first
-         // initialized from c++ instead of c#
-         BTSNativeMethods.provide_command_line(args, args.Length);
-
-         var parser = new Parser(ps => {
-            ps.CaseInsensitiveEnumValues = true;
-            ps.HelpWriter = Console.Out;
-         });
-
-         // Note: this can be made to infer the options type list from the list of delegates
-         return parser.parse_and_run<
-            ConfigCommandOptions,
-            ScriptCommandOptions,
-            TailServiceOptions,
-            TestServiceOptions,
-            SettingsCommandOptions,
-            TestCommandOptions,
-            OrderStressOptions,
-            MBOCommandOptions,
-            int
-         >(
-            BTS.remove_config_arg(args),
-            ConfigCommand.run,
-            ScriptCommand.run,
-            TailService.run,
-            TestService.run,
-            SettingsCommand.run,
-            TestCommand.run,
-            OrderStressCommand.run,
-            MBOCommand.run,
-            errors => 1);
-      }
-   }
-}

src/client/Spark.Console/src/SparkReflectionHelper.cs

@@ -1,37 +0,0 @@
-namespace Spark.Console {
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Reflection;
-
-   static class SparkReflectionHelper {
-      static readonly Assembly _spark_api_assembly;
-      static readonly Assembly _spark_assembly;
-
-      static SparkReflectionHelper() {
-         _spark_assembly = load_assembly("Spark");
-         _spark_api_assembly = load_assembly("spark_api");
-
-         static Assembly load_assembly(string ass_name) =>
-            Assembly.Load(ass_name) ?? throw new InvalidOperationException(
-               $"Failed to load assembly '{ass_name}'");
-      }
-
-      static IEnumerable<Assembly> _assemblies {
-         get {
-            yield return _spark_assembly;
-            yield return _spark_api_assembly;
-         }
-      }
-
-      public static Type find_type(string name) =>
-         _assemblies.Select(a => a.GetType(name)).ExceptNull().FirstOrDefault() ??
-            throw new InvalidOperationException($"Failed to find type '{name}'");
-
-      public static Type find_service_type(string name) =>
-         _spark_api_assembly.GetExportedTypes()
-            .FirstOrDefault(t => t.Name == name) ??
-            throw new InvalidOperationException(
-               $"Failed to find service '{name}' in spark_api.dll");
-   }
-}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersVM.cs

@@ -15,9 +15,7 @@ namespace mbts.spark {
    using mbts.ui.utility;
    using mbts.utils;
 
-   using Spark.Core;
    using Spark.Core.Collections;
-   using Spark.Core.Disposables;
    using Spark.ViewModel.Commands;
 
    using System;
@@ -35,15 +33,14 @@ namespace mbts.spark {
    class AnalyticsExpirationParametersVM : DisposableViewModelBase, IHandleRowSelection {
       readonly IBus _bus;
       readonly ObservableCollection<AnalyticsExpirationParameters> _parameters = new();
-      readonly DeferrableAction _sync_visible_rows;
+      readonly DeferrableActionWrapper _sync_visible_rows;
       readonly Property<AnalyticsExpirationParametersRowVM?> _copy_row_source;
       readonly Property<bool> _auto_copy_rolls_is_checked;
       readonly Property<bool> _auto_copy_rates_is_checked;
       readonly DelegateProperty<bool> _is_dirty;
       readonly ObservableHashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
-      readonly DeferrableAction _raise_selected_rows_changed;
+      readonly DeferrableActionWrapper _raise_selected_rows_changed;
       readonly IRaiseCanExecuteChangedCommand _set_driver_to_nearest_exp_cmd;
-      IList<string>? _pending_selected_symbols;
 
       AnalyticsExpirationParametersMap? _parameter_map;
       (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_roll_target_to_selection_cmd;
@@ -66,7 +63,9 @@ namespace mbts.spark {
          _is_dirty = backing(nameof(is_dirty), () => rows.Any(r => r.is_dirty));
 
          if (startup_data is not null) {
-            _pending_selected_symbols = startup_data.selected_symbols;
+            if (!startup_data.selected_symbols.is_null_or_empty()) {
+               selected_symbols.AddRange(startup_data.selected_symbols);
+            }
             auto_copy_rolls_is_checked = startup_data.auto_copy_rolls_is_checked;
             auto_copy_rates_is_checked = startup_data.auto_copy_rates_is_checked;
          }
@@ -82,32 +81,32 @@ namespace mbts.spark {
          selected_rows_changed += _ => _set_driver_to_nearest_exp_cmd.RaiseCanExecuteChanged();
 
          _dispose = Disposable.Create(
-            _selected_rows.Subscribe((s, e) => _raise_selected_rows_changed.Invoke()),
+            _selected_rows.Subscribe((s, e) => _raise_selected_rows_changed.execute()),
             ObservableAutoWrapper.connect(_parameters, rows, p => new(this, p), r => r.Dispose()),
             ObservableAutoWrapper.connect(
                non_options,
                explicit_drivers,
                sec => new ExpirationDriverImmutable(new() { Security = sec.to_api_sec_exp() })),
-            rows.Subscribe((s, e) => _sync_visible_rows.Invoke()),
+            rows.Subscribe((s, e) => _sync_visible_rows.execute()),
             _bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(
                CompositeObserver.create(
                   Observer.Create<AnalyticsExpirationParametersMap>(_on_parameter_map),
                   can_commit_observer.wrap<bool, AnalyticsExpirationParametersMap>(m => m is not null))),
             ObservableAutoWrapper.connect_item_hooks(selected_symbols, sym => {
                if (selected_symbol_ref_count.increment_adds_key(sym)) {
-                  _sync_visible_rows.Invoke();
+                  _sync_visible_rows.execute();
                }
                return Disposable.Create(() => {
                   if (selected_symbol_ref_count.decrement_removes_key(sym)) {
-                     _sync_visible_rows.Invoke();
+                     _sync_visible_rows.execute();
                   }
                });
             }),
             ObservableAutoWrapper.connect_item_hooks(
                rows, r => r.observe_is_dirty().Subscribe(_ => _is_dirty.refresh())),
             _is_dirty.observe_current(true).OnDispatcher().Subscribe(can_revert_observer),
+            Disposable.wrap_collection(rows),
             Disposable.Create(() => {
-               rows.DisposeAll();
                _smart_copy_roll_target_to_selection_cmd?.can_exe_sub?.Dispose();
                _smart_copy_riskless_rate_to_selection_cmd?.can_exe_sub?.Dispose();
             }));
@@ -196,18 +195,10 @@ namespace mbts.spark {
          };
 
       void _set_driver_to_nearest_exp(IEnumerable<AnalyticsExpirationParametersRowVM> rows) {
-         Func<ExpirationDriverImmutable, bool> is_unexpired = (d) => {
-            var st = d.Security.to_sec_exp().security_tuple.to_api_sec_tuple();
-            var exp = d.Security.Expiration.date_time();
-            return SecurityExpirationHelper.is_unexpired(st, exp);
-         };
          foreach (var r in rows) {
-            if (drivers
-               .Where(d => d.HasSecurity && d.Security.Symbol == r.security.symbol)
-               .Where(d => is_unexpired(d))
-               .TryGetMinElement(
-                  d => (r.security.expiration - d.Security.Expiration.date_time()).Ticks.abs(),
-                  out var nearest_exp)) {
+            if (drivers.Where(d => d.HasSecurity).TryGetMinElement(
+               d => (r.security.expiration - d.Security.Expiration.date_time()).Ticks.abs(),
+               out var nearest_exp)) {
                r.driver = nearest_exp;
             }
          }
@@ -294,10 +285,10 @@ namespace mbts.spark {
          }
 
          symbols.sync_with(_parameters.Select(p => p.security.symbol).Distinct().Ordered());
-         using var _ = _sync_visible_rows.defer();
+         using var _ = _sync_visible_rows.defer_execution();
          if (is_first_update) {
-            selected_symbols.sync_with(_pending_selected_symbols?.Intersect(symbols) ?? symbols);
-            _pending_selected_symbols = null;
+            // select all symbols on first update
+            selected_symbols.sync_with(symbols);
          }
       }
 

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersView.xaml

@@ -9,7 +9,7 @@
     xmlns:u="clr-namespace:mbts.ui"
     xmlns:cv="clr-namespace:mbts.ui.converters"
     xmlns:shell="clr-namespace:mbts.ui.shell"
-    Background="{u:BTSBrush UI.common_background}">
+    Background="{StaticResource CommonBackground}">
   <UserControl.Resources>
     <cv:DoubleTextConverter x:Key="DoubleTextConverter" />
     <cv:DoubleTextConverter
@@ -30,6 +30,9 @@
                 <Setter
                     Property="FontStyle"
                     Value="Italic" />
+                <Setter
+                    Property="Foreground"
+                    Value="Gray" />
               </Trigger>
             </Style.Triggers>
           </Style>
@@ -48,6 +51,9 @@
                 <Setter
                     Property="FontStyle"
                     Value="Italic" />
+                <Setter
+                    Property="Foreground"
+                    Value="Gray" />
               </Trigger>
             </Style.Triggers>
           </Style>
@@ -117,20 +123,6 @@
         CommandParameter="{Binding}"
       />
     </ContextMenu>
-
-    <Style x:Key="TextBlockCellElement" TargetType="TextBlock">
-      <Setter
-        Property="Foreground"
-        Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
-    </Style>
-
-    <Style x:Key="ComboBoxCellElement" TargetType="ComboBox" BasedOn="{StaticResource {x:Type ComboBox}}">
-      <Setter
-        Property="Foreground"
-        Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
-      <Setter Property="Margin" Value="2" />
-      <Setter Property="IsSynchronizedWithCurrentItem" Value="False" />
-    </Style>
   </UserControl.Resources>
   <Grid>
     <Grid.Resources>
@@ -153,23 +145,17 @@
         SelectedItems="{Binding selected_symbols}"
         HorizontalAlignment="Left"
         Margin="5,2,2,2"
+        TextBlock.Foreground="Black"
         HeaderContent="Symbols"
-        ShowSelectAll="True">
-        <c:ComboCheckBox.HeaderContentTemplate>
-          <DataTemplate>
-            <TextBlock Text="{Binding}" Foreground="{u:BTSColor UI.default_text}" />
-          </DataTemplate>
-        </c:ComboCheckBox.HeaderContentTemplate>
-      </c:ComboCheckBox>
+        ShowSelectAll="True"
+      />
 
       <WrapPanel>
-        <TextBlock
-          Margin="5,5,0,0" Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rolls:" />
+        <TextBlock Margin="5,5,0,0" Text="Auto copy rolls:" />
         <CheckBox Margin="5,5,10,0" IsChecked="{Binding auto_copy_rolls_is_checked}" />
       </WrapPanel>
       <WrapPanel>
-        <TextBlock
-          Margin='0,5,0,0' Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rates:" />
+        <TextBlock Margin='0,5,0,0' Text="Auto copy rates:" />
         <CheckBox Margin="5,5,0,0" IsChecked="{Binding auto_copy_rates_is_checked}" />
       </WrapPanel>
     </StackPanel>
@@ -177,8 +163,8 @@
         x:Name="_grid"
         Grid.Row="1"
         ItemsSource="{Binding visible_rows}"
-        Background="Transparent"
-        VerticalGridLinesBrush="{u:BTSColor Grid.grid_line}"
+        AlternatingRowBackground="{u:BTSColor MarketData.driver_background}"
+        VerticalGridLinesBrush="Gray"
         EnableRowVirtualization="True"
         EnableColumnVirtualization="True"
         CanUserAddRows="False"
@@ -191,10 +177,35 @@
         SelectionUnit="FullRow"
         SelectedUnits="{Binding selected_rows}"
         PreviewMouseRightButtonUp="_grid_PreviewMouseRightButtonUp">
-      <c:DataGridEx.RowStyle>
-        <Style TargetType="DataGridRow" BasedOn="{StaticResource {x:Type DataGridRow}}">
-          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}"/>
+      <DataGrid.Resources>
+        <Style TargetType="{x:Type DataGridCell}" BasedOn="{StaticResource {x:Type DataGridCell}}">
+          <Setter Property="BorderThickness" Value="1" />
           <Style.Triggers>
+            <Trigger
+                Property="IsSelected"
+                Value="True">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+              <Setter
+                  Property="BorderBrush"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+            </Trigger>
+          </Style.Triggers>
+        </Style>
+      </DataGrid.Resources>
+      <DataGrid.RowStyle>
+        <Style TargetType="DataGridRow">
+          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}"/>
+          <Setter Property="Background" Value="Transparent"/>
+          <Style.Triggers>
+            <Trigger
+                Property="IsSelected"
+                Value="true">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+            </Trigger>
             <DataTrigger
                 Binding="{Binding is_last_row_of_month_group}"
                 Value="True">
@@ -207,7 +218,7 @@
             </DataTrigger>
           </Style.Triggers>
         </Style>
-      </c:DataGridEx.RowStyle>
+      </DataGrid.RowStyle>
       <DataGrid.ColumnHeaderStyle>
         <Style TargetType="DataGridColumnHeader">
           <Setter
@@ -219,6 +230,9 @@
           <Setter
               Property="HorizontalContentAlignment"
               Value="Center" />
+          <Setter
+              Property="BorderThickness"
+              Value="0,0,1,0" />
           <Setter
               Property="BorderBrush"
               Value="Black" />
@@ -245,6 +259,9 @@
               <Setter
                   Property="Foreground"
                   Value="{u:BTSColor Name=header_text}" />
+              <Setter
+                  Property="BorderThickness"
+                  Value="0" />
               <Setter
                   Property="VerticalContentAlignment"
                   Value="Center" />
@@ -291,7 +308,9 @@
                 <DataTrigger
                     Binding="{Binding is_driver_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="{u:BTSColor UI.input_dirty_border}" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -299,10 +318,11 @@
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
+                  IsSynchronizedWithCurrentItem="False"
                   ItemsSource="{Binding Source={StaticResource Drivers}}"
                   ItemTemplate="{StaticResource DriverTemplate}"
                   SelectedItem="{Binding driver, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -320,28 +340,21 @@
                 <DataTrigger
                     Binding="{Binding is_deliverable_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
-                <MultiDataTrigger>
-                  <MultiDataTrigger.Conditions>
-                    <Condition Binding="{Binding is_deliverable_dirty}" Value="False" />
-                    <Condition Binding="{Binding
-                      deliverable,
-                      Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
-                      Value="False" />
-                  </MultiDataTrigger.Conditions>
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
-                </MultiDataTrigger>
               </Style.Triggers>
             </Style>
           </DataGridTemplateColumn.CellStyle>
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
+                  IsSynchronizedWithCurrentItem="False"
                   ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
                   ItemTemplate="{StaticResource ExpirationTemplate}"
                   SelectedItem="{Binding deliverable, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -359,28 +372,21 @@
                 <DataTrigger
                     Binding="{Binding is_roll_schedule_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
-                <MultiDataTrigger>
-                  <MultiDataTrigger.Conditions>
-                    <Condition Binding="{Binding is_roll_schedule_dirty}" Value="False" />
-                    <Condition Binding="{Binding
-                      roll_schedule,
-                      Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
-                      Value="False" />
-                  </MultiDataTrigger.Conditions>
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
-                </MultiDataTrigger>
               </Style.Triggers>
             </Style>
           </DataGridTemplateColumn.CellStyle>
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
+                  IsSynchronizedWithCurrentItem="False"
                   ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
                   ItemTemplate="{StaticResource ExpirationTemplate}"
                   SelectedItem="{Binding roll_schedule, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -396,7 +402,9 @@
                 <DataTrigger
                     Binding="{Binding is_roll_target_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -407,15 +415,14 @@
                   Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource RollTargetContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource RollTargetContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
               <TextBox
-                Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
-                Margin="2" />
+                  Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -431,7 +438,9 @@
                 <DataTrigger
                     Binding="{Binding is_riskless_rate_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -442,14 +451,12 @@
                   Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource RisklessRateContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource RisklessRateContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox
-                Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
+              <TextBox Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -465,7 +472,9 @@
                 <DataTrigger
                     Binding="{Binding is_settlement_price_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -476,14 +485,12 @@
                   Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource SettlementPriceContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource SettlementPriceContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox
-                Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
+              <TextBox Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -500,7 +507,9 @@
                 <DataTrigger
                     Binding="{Binding is_delta_beta_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -511,14 +520,12 @@
                   Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource DeltaBetaContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource DeltaBetaContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox
-                Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
+              <TextBox Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -535,7 +542,9 @@
                 <DataTrigger
                     Binding="{Binding is_vega_beta_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -543,11 +552,10 @@
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <TextBlock
-                Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
-                VerticalAlignment="Center"
-                Margin="2,0,2,0"
-                ContextMenu="{StaticResource VegaBetaContextMenu}"
-                Style="{StaticResource TextBlockCellElement}" />
+                  Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource VegaBetaContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersView.xaml.cs

@@ -7,8 +7,6 @@ namespace mbts.ui.shell {
    using mbts.ui.converters;
    using mbts.ui.extensions;
 
-   using Spark.Core.Disposables;
-
    using System;
    using System.Windows;
    using System.Windows.Controls;
@@ -53,10 +51,6 @@ namespace mbts.ui.shell {
             } :
             null);
 
-      public static IValueConverter expiration_is_defined_converter =>
-         ValueConverter.create<SecurityExpiration?, bool>(exp =>
-            exp is not null && exp.expiration != default);
-
       void _grid_PreviewMouseRightButtonUp(object sender, MouseButtonEventArgs e) {
          Disposable.dispose(ref _context_menu_op);
          if (e.OriginalSource is not FrameworkElement el || DataContext is not AnalyticsExpirationParametersVM vm) {

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersWindow.cs

@@ -5,8 +5,6 @@ namespace mbts.spark {
    using mbts.ui;
    using mbts.ui.shell;
 
-   using Spark.Core.Disposables;
-
    using System;
    using System.Collections.Generic;
    using System.Windows;

src/client/spark/AW2/Bus/AnalyticsParametersManager.cs

@@ -6,8 +6,6 @@ namespace mbts.spark {
 
    using mbts.analytics;
 
-   using Spark.Core.Disposables;
-
    using System;
    using System.Collections.Generic;
    using System.Linq;
@@ -42,12 +40,6 @@ namespace mbts.spark {
             exp_params_out_src.Subscribe(save_exp_params));
 
          void save_exp_params(IEnumerable<AnalyticsExpirationParameters> exp_params) {
-            Func<AnalyticsExpirationParameters, bool> is_unexpired = (p) => {
-               var st = p.driver_security.security_tuple.to_api_sec_tuple();
-               var exp = p.security.expiration;
-               return SecurityExpirationHelper.is_unexpired(st, exp);
-            };
-            exp_params = exp_params.Where(t => is_unexpired(t));
             // listens to the commit tag and saves it
             Log.Gen.info($"AnalyticsParametersManager received commit req. count:{exp_params.Count()}");
             var to_save = new ExpirationParameterEntryList();

src/client/spark/AW2/Bus/SingleVolSurfaceRequestCalculator.cs

@@ -32,7 +32,7 @@ namespace mbts.spark {
 
       public SingleVolSurfaceRequestCalculator(int vs_id, IEnumerable<string> symbols,
                                                ThreadedBlackboard threaded_bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id: {vs_id}");
+         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id:{vs_id}");
          _vs_id = vs_id;
          _symbols = new HashSet<string>(symbols);
          _bb = threaded_bb;
@@ -89,8 +89,8 @@ namespace mbts.spark {
                                                                   effective_req.cascade_up,
                                                                   effective_req.cascade_down);
                _timer.stop();
-               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time: " +
-                                $"{_timer.lastIntervalTime}");
+               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time:" +
+                                $"{_timer.lastIntervalTime} vs_output:{_last_output.log_string()}");
                _bb.post(SparkTags.VolSurfaceCalculationResponseTag(_vs_id),
                         new VolSurfaceCalculationResponse(_last_output, effective_req.request_id));
             }

src/client/spark/AW2/Bus/SingleVolSurfaceTimeSource.cs

@@ -13,21 +13,28 @@ namespace mbts.spark {
          bts.Log.Gen.info($"SingleVolSurfaceTimeSource cons vs_id:{vs_id}");
          _vs_id = vs_id;
          _bb = bb;
-         _bb.timer_callback += _on_timer;
+         _bb.subscribe(SparkTags.VolSurfaceStandardServerTimeTag);
+         _bb.data_callback += _on_data;
+         _read_and_publish();
       }
 
-      private void _on_timer() {
-         if (DateTime.Now - _last_publish_time >= _publish_period) {
-            _last_publish_time = DateTime.Now;
-            VolSurfaceStandardTime time = VolSurfaceStandardTime.get_local_default();
-            bts.Log.Gen.info($"SingleVolSurfaceTimeSource vs_id:{_vs_id} posting time:{time.ToString()}");
-            _bb.post(SparkTags.VolSurfaceStandardTimeTag(_vs_id), time);
+      private void _on_data(object tag, object data) {
+         if (tag.Equals(SparkTags.VolSurfaceStandardServerTimeTag)) {
+            _read_and_publish();
+         }
+      }
+
+      private void _read_and_publish() {
+         VolSurfaceStandardTime vs_time = _bb.read_state(SparkTags.VolSurfaceStandardServerTimeTag);
+         if (vs_time != null) {
+            bts.Log.Gen.info($"SingleVolSurfaceTimeSource vs_id:{_vs_id} posting time:{vs_time.ToString()}");
+            _bb.post(SparkTags.VolSurfaceStandardTimeTag(_vs_id), vs_time);
          }
       }
 
       #region IDisposable
       public void Dispose() {
-         _bb.timer_callback -= _on_timer;
+         _bb.data_callback -= _on_data;
       }
       #endregion
    }

src/client/spark/AW2/Bus/SymbolAggregationPublisher.cs

@@ -11,22 +11,18 @@ namespace mbts.analytics {
    // tags,  into IReadOnlyDictionary of symbol vs data publsihed under one tag
    public class SymbolAggregationPublisher<TData> : IDisposable {
       private readonly ThreadedBlackboard _bb;
-      private readonly SecurityType _sec_type;
-      Func<string, ITag<TData>> _get_tag;
-      // the tag on which the output will be published
-      ITag<IReadOnlyDictionary<string, TData>> _out_tag;
       private readonly ITag<SystemContractData> _sc_data_tag;
+      Func<string, ITag<TData>> _get_tag;
+      ITag<IReadOnlyDictionary<string, TData>> _out_tag;
       private Dictionary<string, ITag<TData>> _tag_map =
          new Dictionary<string, ITag<TData>>();
       private HashSet<object> _obj_tags = new HashSet<object>();
       private bool _dirty = true;
       public SymbolAggregationPublisher(
                               ThreadedBlackboard bb,
-                              SecurityType sec_type,
                               Func<string, ITag<TData>> get_tag,
                               ITag<IReadOnlyDictionary<string, TData>> out_tag) {
          _bb = bb;
-         _sec_type = sec_type;
          _get_tag = get_tag;
          _out_tag = out_tag;
          _sc_data_tag = SparkTags.SystemContractsTag;
@@ -52,20 +48,15 @@ namespace mbts.analytics {
             return;
          }
          foreach (var st in sc_data.sectup_map) {
-            if (st.security_type != _sec_type) {
-               continue;
-            }
             // this is not correct since it is assuming symbol/name is 
             // unique across securty_tuples
             string symbol = st.security_name;
             if (!_tag_map.ContainsKey(symbol)) {
-               var tag = _get_tag(symbol);
-               if (tag != null) {
-                  _tag_map.Add(symbol, tag);
-                  _obj_tags.Add(tag);
-                  _bb.subscribe(tag);
-                  _dirty = true;
-               }
+               var symbol_tag = _get_tag(symbol);
+               _tag_map.Add(symbol, symbol_tag);
+               _obj_tags.Add(symbol_tag);
+               _bb.subscribe(symbol_tag);
+               _dirty = true;
             }
          }
       }

src/client/spark/AW2/Bus/VolSurfaceBlackboardManager.cs

@@ -16,7 +16,6 @@ using System.Collections;
 using mbts.spark;
 using System.DirectoryServices.ActiveDirectory;
 using Spark.Core.Protobuf;
-using mbts.ui;
 // using mbts.bb;
 
 namespace mbts.spark {
@@ -77,8 +76,7 @@ namespace mbts.spark {
       private HighPerformanceTimer _timer = new HighPerformanceTimer();
 
       public VolSurfaceBusManager(bts.api.IBus bus,
-                                         bts.api.analytics.AnalyticsService analytics_service,
-                                         bts.api.orderman.OrderService order_service) {
+                                         bts.api.analytics.AnalyticsService analytics_service) {
          bts.Log.Ui.info("VSBusManager cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
          _bus = bus;
          _bb = new ThreadedBlackboard("AW2", bus);
@@ -98,21 +96,21 @@ namespace mbts.spark {
          var vs_usage_sub = _analytics_service.subscribei_volsurface_usage()
             .ObserveOn(SynchronizationContext.Current)
             .Subscribe(_on_vs_usage_update);
+         var vs_time_sub = _analytics_service.subscribei_volsurface_time()
+            .ObserveOn(SynchronizationContext.Current)
+            .Subscribe(_on_vs_time);
+         _subs.Add(vs_time_sub);
          _subs.Add(vs_sub);
          _subs.Add(vs_usage_sub);
          _subs.Add(new AnalyticsParametersManager(bus, _analytics_service));
          _subs.Add(new ResourceAllocator(bus, _bb));
          _subs.Add(new SymbolAggregationPublisher<OptionDriverPriceMap>(
-            _bb, SecurityType.Option, sym => SparkTags.OptionDriverBBOTag(sym),
+            _bb, (sym) => SparkTags.OptionDriverBBOTag(sym),
             SparkTags.AllOptionDriverBBOTag));
          _subs.Add(new SymbolAggregationPublisher<OptionTheoInterpolationData>(
-            _bb, SecurityType.Option, sym => SparkTags.SymbolInterpGreeksTag(sym),
+            _bb, (sym) => SparkTags.SymbolInterpGreeksTag(sym),
             SparkTags.AllInterpGreeks));
-         _subs.Add(new SymbolAggregationPublisher<ExpStrikeKeyedData<TheoPoint>>(
-            _bb, SecurityType.Option, sym => SparkTags.TC2Tags.LiveTheosTag(sym),
-            SparkTags.TC2Tags.AllLiveTheosTag));
          _subs.Add(new LiveTheoPublisher(_bb));
-         _subs.Add(new InterpTheosServerPublisher(_bb, order_service));
          _subs.Add(new VolSurfaceInterpGreeksMultiplexer(_bb));
          // usage         
          var list_sub = _bus.subscribe(SparkTags.VolSurfaceListTag).OnDispatcher().Subscribe(t => {
@@ -123,10 +121,10 @@ namespace mbts.spark {
             }
             Log.Ui.info($"VolSurfaceUsageList name_to_ids count: {name_to_ids.Count}");
             var vs_usage = mbts.config.Configuration.get<bts.config.toggles.VolSurfaceUsage>();
-            Log.Ui.info($"VolSurfaceUsageList vs_usage acount: {vs_usage.Items.Count}");
-            foreach (var u in vs_usage.Items) {
-               string option_name = u.OptionName;
-               string vs_name = u.VsName;
+            Log.Ui.info($"VolSurfaceUsageList vs_usage acount: {vs_usage.vol_surface_usage.Count}");
+            foreach (var u in vs_usage.vol_surface_usage) {
+               string option_name = u.option_name;
+               string vs_name = u.vs_name;
                int vs_key;
                if (name_to_ids.TryGetValue(vs_name, out vs_key)) {
                   ulist.UsageList.Add(new VolSurfaceUsageEntry() {
@@ -144,74 +142,14 @@ namespace mbts.spark {
             var list_imm = new VolSurfaceUsageListImmutable(ulist);
             Log.Ui.info(list_imm.log_string());
             _bb.post(SparkTags.VolSurfaceUsageTag, list_imm);
-            _spin_vss(list_imm);
          });
          _disps.Add(list_sub);
-         // f(contract keyed theos, securities) -> id keyed theos
-         // (so the newer UI controls can access theos vis sec keys)
-         var theo_sub =
-         _bus.subscribe(SparkTags.TC2Tags.AllLiveTheosTag)
-            .CombineLatest(bus.subscribe(SparkTags.SystemContractsTag),
-            (theos, sc_data) => (theos, sc_data)).Subscribe(
-               tup => {
-                  var keyed_theos = _assemble_keyed_theos(tup.sc_data, tup.theos);
-                  _bus.post(SparkTags.KeyedTheos, keyed_theos);
-               }
-            );
-         _disps.Add(theo_sub);
-      }
-
-      static IReadOnlyDictionary<uint, VolSurfaceTheoPoint> _assemble_keyed_theos(
-         SystemContractData sc_data,
-         IReadOnlyDictionary<string, ExpStrikeKeyedData<TheoPoint>> theos) {
-         if (sc_data is null || theos is null) {
-            return new Dictionary<uint, VolSurfaceTheoPoint>(0);
-         }
-
-         HighPerformanceTimer timer = new HighPerformanceTimer();
-         timer.start();
-         Dictionary<uint, VolSurfaceTheoPoint> rv = new Dictionary<uint, VolSurfaceTheoPoint>();
-         foreach (var kv in theos) {
-            var symbol = kv.Key;
-            ExpStrikeKeyedData<TheoPoint> sym_theos = kv.Value;
-            if (sym_theos == null)
-               continue;
-            foreach (var s_kv in sym_theos.get_data_linearly()) {
-               DateTime exp = s_kv.first;
-               double strike = s_kv.second;
-               TheoPoint tp = s_kv.third;
-               // TODO: fix exchange later
-               Tuple<uint?, uint?> keys =
-                  sc_data.get_option_sec_id(Venue.Deribit, symbol, exp, strike);
-               if (keys != null) {
-                  var c_key = keys.Item1;
-                  var p_key = keys.Item2;
-                  if (c_key.HasValue) {
-                     rv[c_key.Value] = new VolSurfaceTheoPoint(tp, true);
-                  }
-                  if (p_key.HasValue) {
-                     rv[p_key.Value] = new VolSurfaceTheoPoint(tp, false);
-                  }
-               }
-            }
-         }
-         timer.stop();
-         Log.Gen.info($"VolSurfaceBusManager keyed theos count: {rv.Count} " +
-                      $"time: {timer.lastIntervalTime}");
-         return rv;
       }
 
       public ThreadedBlackboard bb() {
          return _bb;
       }
 
-      void _spin_vss(VolSurfaceUsageListImmutable ulist) {
-         foreach (var u in ulist.UsageList) {
-            var vs_id = u.VsId;
-            _bb.post(SparkTags.VolSurfaceActiveUITag(vs_id), true);
-         }
-      }
-
       void _on_vs_usage_update(Update<VolSurfaceUsageListImmutable, int> update) {
          // TODO
          return;
@@ -229,6 +167,17 @@ namespace mbts.spark {
          _init_vss(to_publish.Keys);
       }
 
+      void _on_vs_time(bts.api.core.Update<VolSurfaceServerTimeImmutable, int> update) {
+         if (update.all.Count() != 1) {
+            return;
+         }
+         VolSurfaceStandardTime vs_time =
+            new VolSurfaceStandardTime(update.all.ElementAt(0).UtcTime.Seconds);
+         bts.Log.Gen.info(String.Format("VSBusManager._on_vs_time vs_time: {0}",
+                              vs_time.ToString()));
+         _bb.post(SparkTags.VolSurfaceStandardServerTimeTag, vs_time);
+      }
+
       private void _init_vss(IEnumerable<int> vs_ids) {
          // we consider every vs in the db as "activated" which might prove to be expensive
          // (will take care of it later)

src/client/spark/AW2/Bus/VolSurfaceTheoPoint.cs

@@ -1,20 +0,0 @@
-
-
-namespace mbts.analytics {
-   using mbts.spark;
-
-   // TheoPoint (from edge) has both calls and puts in the same structure.
-   // This shoudl dis-entangle that
-   public class VolSurfaceTheoPoint {
-      public readonly double theo = double.NaN;
-      public readonly double delta = double.NaN;
-      public readonly double driver = double.NaN;
-      public VolSurfaceTheoPoint(TheoPoint tp, bool is_call) {
-         if (tp != null) {
-            theo = is_call ? tp.fwd_normalized_call : tp.fwd_normalized_put;
-            delta = is_call ? tp.cdelta : tp.pdelta;
-            driver = tp.driver;
-         }
-      }
-   }
-}

src/client/spark/AW2/Grid/ColumnTypes/VolSurfaceDisplayGridColumn.cs

@@ -6,7 +6,6 @@
    using mbts.user.settings;
 
    using System;
-   using System.Collections.Generic;
 
    public class VolSurfaceDisplayGridColumn : IEquatable<VolSurfaceDisplayGridColumn> {
       public readonly Func<object, string> format;
@@ -19,19 +18,16 @@
          VolSurfaceColumnSettings settings,
          Func<object, string> format = null,
          Func<string, object> parse = null,
-         Func<object, bool, object> tick_move = null,
-         IEqualityComparer<object> comparer = null) {
+         Func<object, bool, object> tick_move = null) {
          this.settings = settings;
          this.format = format ?? (v => v?.ToString() ?? string.Empty);
          this.parse = parse ?? (v => v);
          this.tick_move = tick_move ?? ((v, is_up) => v);
-         this.comparer = comparer ?? EqualityComparer<object>.Default;
       }
 
       public string unique_col_name => settings.id;
       public string display_name => settings.display_name;
       public string group => settings.group;
-      public IEqualityComparer<object> comparer { get; }
 
       internal VolSurfaceColumnType type => settings.type;
 

src/client/spark/AW2/Grid/VolSurfaceDisplayUtilities.cs

@@ -7,7 +7,6 @@
    using mbts.user.settings;
 
    using System;
-   using System.Collections.Generic;
 
    class VolSurfaceDisplayUtilities {
       public static TickDisplaySettings default_tick_display =>
@@ -19,10 +18,6 @@
          default_tick_display.with(display_multiplier: 100);
 
       public static double parse_double(object obj) {
-         if (obj is null) {
-            Log.Gen.warn("parse_double received null input (will return nan and continue)");
-            return double.NaN;
-         }
          Log.assert(obj is double);
          obj = obj ?? Double.NaN;
          double rv = obj is Double ? (double)obj : (Double.TryParse(obj.ToString(), out rv) ? rv : Double.NaN);
@@ -54,31 +49,9 @@
       }
 
       public static Func<object, bool, object> get_double_tickmove(TickFactors tick_factors, int tick_move) =>
-         (data, is_up) => {
-            if (data is not double dbl) {
-               return data;
-            }
-            if (dbl.is_nan()) {
-               return 0D;
-            }
-            return tick_factors.tick(dbl, is_up ? tick_move : -tick_move);
-         };
-
-      public static IEqualityComparer<double> get_double_comparer(
-         TickFactors tick_factors = null, double display_mult = double.NaN) {
-         if (tick_factors is null) {
-            return new TickFactors(10^7, 1).tick_equality_comparer();
-         }
-         // This equality comparer is used to compare actual values (not multiplied by
-         // 'display_mult'), while the TickFactors are used to format the display value (multiplied
-         // by 'display_mult'). Multiply the tick base by 'display_mult' so the equality comparison
-         // is done with the correct number of decimal places.
-         if (display_mult > 0 && Math.Log10(display_mult).is_int()) {
-            tick_factors = tick_factors.with(
-               tick_base: tick_factors.tick_base * display_mult);
-         }
-         return tick_factors.tick_equality_comparer();
-      }
+         (data, is_up) => data is double d_data ?
+            tick_factors.tick(d_data, is_up ? tick_move : -tick_move) :
+            data;
 
       public static VolSurfaceDisplayGridColumn get_double_output_col(
          string group,
@@ -140,10 +113,7 @@
             col_config,
             format: get_double_tostring(col_config.tick_factors, col_config.tick_display),
             parse: get_parse_double(col_config.tick_factors, col_config.tick_display),
-            tick_move: get_double_tickmove(col_config.tick_factors, col_config.tick_move),
-            comparer: get_double_comparer(
-               col_config.tick_factors, col_config.tick_display.display_multiplier)
-               .cast<double, object>());
+            tick_move: get_double_tickmove(col_config.tick_factors, col_config.tick_move));
       }
    }
 }

src/client/spark/AW2/InterpTheosServerPublisher.cs

@@ -1,108 +0,0 @@
-using System;
-using System.Collections.Generic;
-using mbts.analytics;
-using bts.api;
-using bts.collections;
-using System.Linq;
-using bts.api.orderman;
-using bts;
-
-namespace mbts.spark {
-   // Listens to the interp theos, decorates the data 
-   // and sends them over to the sparkd server
-   public class InterpTheosServerPublisher : IDisposable {
-      private readonly ThreadedBlackboard _bb;
-      private readonly bts.api.orderman.OrderService _order_service;
-      private HighPerformanceTimer _timer = new HighPerformanceTimer();
-
-      public InterpTheosServerPublisher(ThreadedBlackboard bb,
-         bts.api.orderman.OrderService order_service) {
-         bts.Log.Ui.info(
-            $"InterpTheosServerPublisher cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
-         _bb = bb;
-         _order_service = order_service;
-         _bb.subscribe(SparkTags.AllInterpGreeks);
-         _bb.subscribe(SparkTags.SystemContractsTag);
-         _bb.data_callback += _on_data;
-      }
-
-      private void _on_data(object tag, object data) {
-         if (tag.Equals(SparkTags.SystemContractsTag) ||
-            tag.Equals(SparkTags.AllInterpGreeks)) {
-            _publish_data();
-         }
-      }
-
-      private static IDictionary<UInt32, DriverMD> _get_drivers(
-            IReadOnlyDictionary<string, OptionDriverPriceMap> driver_map,
-            SystemContractData sc_data) {
-         var rv = new Dictionary<UInt32, DriverMD>();
-         foreach (var kv in driver_map) {
-            rv.AddRange(
-               SecurityNormalizer.normalize_drivers(kv.Value, sc_data).ToArray());
-         }
-         return rv;
-      }
-
-      private static IEnumerable<Tuple<SecurityImmutable, TheoPoint>> _get_theos(
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> theo_data,
-         SystemContractData sc_data) {
-         var rv = new List<Tuple<SecurityImmutable, TheoPoint>>();
-         foreach (var kv in theo_data) {
-            rv.AddRange(
-               SecurityNormalizer.normalize_interp_theos(kv.Value, sc_data));
-         }
-         return rv;
-      }
-
-      private void _publish_data() {
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag, null);
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos =
-            _bb.read_state(SparkTags.AllInterpGreeks, null);
-         IReadOnlyDictionary<string, OptionDriverPriceMap> all_drivers =
-            _bb.read_state(SparkTags.AllOptionDriverBBOTag, null);
-         if (sc_data == null || all_theos == null || all_drivers == null)
-            return;
-         _timer.start();
-         IDictionary<UInt32, DriverMD> driver_map = _get_drivers(all_drivers, sc_data);
-         IEnumerable<Tuple<SecurityImmutable, TheoPoint>> theo_map = _get_theos(all_theos, sc_data);
-         // assemble it together and send it to the server
-         var ptp_list = new List<bts.api.orderman.PrecomputedTheoPoint>();
-         foreach (var tup in theo_map) {
-            SecurityImmutable sec = tup.Item1;
-            TheoPoint tp = tup.Item2;
-            bool is_call = sec.Option.CallPut == PutOrCall.Call;
-            var sec_id = sec.Id;
-            DriverMD dmd = null;
-            driver_map.TryGetValue(sec_id, out dmd);
-            PrecomputedTheoPoint ptp = new PrecomputedTheoPoint();
-            ptp.SecId = sec_id;
-            ptp.Driver = tp.driver;
-            ptp.DriverSecId = dmd != null && dmd.driver_security.HasValue ?
-               dmd.driver_security.Value.Id : 0;
-            ptp.Theo = is_call ? tp.call : tp.put;
-            ptp.Delta = is_call ? tp.cdelta : tp.pdelta;
-            ptp.Gamma = is_call ? tp.cgamma : tp.pgamma;
-            ptp.Vega = is_call ? tp.cvega : tp.pvega;
-            ptp.Theta = is_call ? tp.c_theta : tp.p_theta;
-            ptp.Rho = Double.NaN;
-            ptp_list.Add(ptp);
-         }
-         bts.api.orderman.PrecomputedTheos server_theos = new PrecomputedTheos();
-         server_theos.Theos.AddRange(ptp_list);
-         _timer.stop();
-         var comp_time = _timer.lastIntervalTime;
-         _timer.start();
-         _order_service.set_precomputed_theos(server_theos);
-         _timer.stop();
-         var pub_time = _timer.lastIntervalTime;
-         bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data " +
-                          $"size: {server_theos.Theos.Count} comp_time: {comp_time} msecs " +
-                          $"pub_time: {pub_time}");
-      }
-
-      public void Dispose() {
-         _bb.data_callback -= _on_data;
-      }
-   }
-}

src/client/spark/AW2/LiveTheoPublisher.cs

@@ -5,8 +5,6 @@ using bts.api;
 using mbts.ui;
 using MathNet.Numerics.Providers.FourierTransform;
 using BCG;
-using System.Windows.Automation;
-using bts.collections;
 
 namespace mbts.spark {
    // Publishes theos for all options (on the side, also publishes the theos for TC2)
@@ -70,14 +68,19 @@ namespace mbts.spark {
       }
 
       private void _log_theos(SystemContractData sc_data,
-                               IReadOnlyDictionary<uint, GreeksTuple> greeks_map) {
+                               IReadOnlyDictionary<uint, GreeksTuple> greeks_map,
+                               DateTime? exp_filt = null) {
          string rv = "LiveTheosPublisher data: ";
          foreach (var kv in greeks_map) {
             var id = kv.Key;
             var g_tup = kv.Value;
             if (sc_data.sec_md_map.TryGetValue(id, out var smd)) {
-               string sec_str = smd.ToString();
-               rv += "\n" + $"id: {id} sec: {sec_str} greeks: {g_tup}";
+               if (exp_filt == null ||
+               (smd.security.security_type() == SecurityType.Option &&
+                  smd.security.Option.expiration_date().Equals(exp_filt.Value))) {
+                  string sec_str = smd.ToString();
+                  rv += "\n" + $"id: {id} sec: {sec_str} greeks: {g_tup}";
+               }
             }
          }
          bts.Log.Gen.info(rv);
@@ -131,7 +134,6 @@ namespace mbts.spark {
             return;
          }
          var k_theos = new Dictionary<SecurityStrike, TheoPoint>();
-         // option spreads
          foreach (var kv in sc_data.strike_map) {
             foreach (SecurityStrike k in kv.Value) {
                var (call_id, put_id) = k.call_put_id;
@@ -140,59 +142,26 @@ namespace mbts.spark {
                k_theos[k] = tp;
                // put it in the output map
                if (call_id.HasValue) {
-                  var normalized_theo = VolSurfaceCoreFunctions.normalize_theo(tp.call, tp.driver);
                   res.Add(call_id.Value,
                            new GreeksTuple(tp.vol, tp.driver, tp.call, tp.cdelta, tp.cgamma,
-                                           tp.cvega, tp.c_theta, Double.NaN, normalized_theo));
+                                           tp.cvega, tp.c_theta, Double.NaN));
                }
                if (put_id.HasValue) {
-                  var normalized_theo = VolSurfaceCoreFunctions.normalize_theo(tp.put, tp.driver);
                   res.Add(put_id.Value,
                            new GreeksTuple(tp.vol, tp.driver, tp.put, tp.pdelta, tp.pgamma,
-                                           tp.pvega, tp.p_theta, Double.NaN, normalized_theo));
+                                           tp.pvega, tp.p_theta, Double.NaN));
                }
             }
          }
-         // futures
-         var future_theos = _get_future_theos();
-         res.AddRange(future_theos);
-         // spreads, all option and future non tied spreads
-         foreach (var spr in sc_data.spreads) {
-            GreeksTuple gtup = StatelessSpreadCalculator.compute_non_tied_spread(spr.security, res);
-            res.Add(spr.security.Id, gtup);
-         }
-         // copy and publish
          IReadOnlyDictionary<uint, GreeksTuple> res_ro = res;
          bts.Log.Gen.info($"LiveTheoPublisher._interp_and_publish posting " +
-                             $"count: {res_ro.Count}");
+                          $"count: {res_ro.Count}");
          _timer.stop();
          _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
          _bb.post(SparkTags.Greeks, res_ro);
-         // oh and those TC2 theos for comptability
          _publish_tc2_theos(k_theos);
       }
 
-      // If we do any rolls like SP for futures, it will be here
-      IDictionary<UInt32, GreeksTuple> _get_future_theos() {
-         var rv = new Dictionary<UInt32, GreeksTuple>();
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
-         if (sc_data == null)
-            return rv;
-         foreach (var kv in sc_data.exp_map) {
-            var id = kv.Value;
-            SecurityMD sec_md;
-            if (sc_data.sec_md_map.TryGetValue(id, out sec_md)) {
-               if (sec_md.security.HasFuture) {
-                  SecurityExpiration exp = kv.Key;
-                  double pr = sec_md.md.fixing_price;
-                  rv.Add(sec_md.security.Id,
-                        new GreeksTuple(0, pr, pr, 1, 0, 0, 0, 0, pr));
-               }
-            }
-         }
-         return rv;
-      }
-
       // recomputes and publishes them periodicially
       void _publish_future_theos() {
          if (DateTime.Now - _last_future_theos_published < _futures_theos_publish_period)

src/client/spark/AW2/Misc/OptionDriverPriceMap.cs

@@ -1,7 +1,5 @@
 #nullable enable
 namespace mbts.spark {
-   using bts.api;
-
    using mbts.analytics;
 
    using System;
@@ -41,10 +39,5 @@ namespace mbts.spark {
             .SelectMany(kv => kv.Value.exp_price_map)
             .ToDictionaryCrushed(kv => kv.Key.to_vs_exp(), kv => kv.Value);
       }
-
-      public IReadOnlyDictionary<SecurityExpiration, DriverMD> get_price_map() {
-         return new Dictionary<SecurityExpiration, DriverMD>(exp_price_map);
-      }
-
    }
 }

src/client/spark/AW2/Misc/SecurityNormalizer.cs

@@ -1,70 +0,0 @@
-namespace mbts.spark {
-   using bts.api;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-
-
-   // A lot of options data (migrated from edge) is not normalized 
-   // on the sec_id, but rather on a combination of symbol, exp, strike.
-   // Additionally the exchange is missing. This class serves as that
-   // one since point to resolve that.
-   // (Over time we will normalize all the data and this wont be needed)
-   public static class SecurityNormalizer {
-      // f(option_exp:driver_md) -> (sec_id:driver_md)
-
-      public static IDictionary<UInt32, DriverMD> normalize_drivers(
-         OptionDriverPriceMap driver_map, SystemContractData sc_data) {
-         if (driver_map is null) {
-            return new Dictionary<uint, DriverMD>(0);
-         }
-         Dictionary<UInt32, DriverMD> rv = new Dictionary<uint, DriverMD>();
-         foreach (var kv in driver_map.get_price_map()) {
-            var exp = kv.Key;
-            var dmd = kv.Value;
-            IEnumerable<SecurityMD> exp_secs = sc_data.get_securities(
-               (sec_md) => {
-                  var s = sec_md.security;
-                  return s.security_type() == SecurityType.Option &&
-                        s.Symbol == driver_map.option_symbol &&
-                        s.earliest_expiration() == exp.expiration;
-               }
-            );
-            foreach (var sec_md in exp_secs) {
-               rv.Add(sec_md.security.Id, kv.Value);
-            }
-         }
-         return rv;
-      }
-      public static IEnumerable<Tuple<SecurityImmutable, TheoPoint>> normalize_interp_theos(
-         OptionTheoInterpolationData symbol_theos, SystemContractData sc_data) {
-         if (symbol_theos is null) {
-            return Enumerable.Empty<Tuple<SecurityImmutable, TheoPoint>>();
-         }
-         var rv = new List<Tuple<SecurityImmutable, TheoPoint>>();
-         foreach (DateTime exp in symbol_theos.get_expirations()) {
-            Dictionary<double, Dictionary<double, TheoPoint>> exp_data =
-               symbol_theos.get_expiration_data(exp);
-            // exp_data is driver vs strike vs TP
-            foreach (var exp_kv in exp_data) {
-               foreach (var k_kv in exp_kv.Value) {
-                  double strike = k_kv.Key;
-                  TheoPoint tp = k_kv.Value;
-                  IEnumerable<SecurityMD> calls = sc_data.get_options(
-                     null, symbol_theos.symbol, exp, strike, PutOrCall.Call);
-                  IEnumerable<SecurityMD> puts = sc_data.get_options(
-                     null, symbol_theos.symbol, exp, strike, PutOrCall.Put);
-                  foreach (SecurityMD sec_md in calls) {
-                     rv.Add(Tuple.Create(sec_md.security, tp));
-                  }
-                  foreach (SecurityMD sec_md in puts) {
-                     rv.Add(Tuple.Create(sec_md.security, tp));
-                  }
-               }
-            }
-         }
-         return rv;
-      }
-   }
-}

src/client/spark/AW2/Misc/SystemContractData.cs

@@ -1,5 +1,4 @@
 using System;
-using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Linq;
 
@@ -108,22 +107,6 @@ namespace mbts.spark {
          }
       }
 
-      public SecurityImmutable? get_option_contract(
-         Venue venue, string symbol, DateTime exp, double strike, PutOrCall cp) {
-         var k_tup = get_option_sec_id(venue, symbol, exp, strike);
-         if (k_tup != null) {
-            var id = cp == PutOrCall.Call ? k_tup.Item1 : k_tup.Item2;
-            if (id.HasValue) {
-               var id_val = id.Value;
-               SecurityMD sec_md;
-               if (sec_md_map.TryGetValue(id_val, out sec_md)) {
-                  return sec_md.security;
-               }
-            }
-         }
-         return null;
-      }
-
       public Tuple<uint?, uint?> get_option_sec_id(
          Venue venue, string symbol, DateTime exp, double strike) {
          var s_exp = new SecurityExpiration(venue, SecurityType.Option, symbol, exp);
@@ -259,28 +242,5 @@ namespace mbts.spark {
                                  kv.Value.Count > 0).Select(kv => kv.Key.expiration);
       }
 
-      public IEnumerable<SecurityMD> spreads {
-         get {
-            return sec_md_map.Where(kv => kv.Value.security.HasSpread)
-                   .Select(kv => kv.Value);
-         }
-      }
-
-      public IEnumerable<SecurityMD> get_securities(Func<SecurityMD, bool> criteria) {
-         return sec_md_map.Values.Where(sec_md => criteria(sec_md));
-      }
-
-      public IEnumerable<SecurityMD> get_options(
-         Venue? exchange, string option_name, DateTime? exp, double? strike, PutOrCall? cp) {
-         return get_securities(sc => {
-            var s = sc.security;
-            return s.security_type() == SecurityType.Option &&
-                  (exchange == null || s.Exchange == exchange) &&
-                  (exp == null || s.earliest_expiration() == exp) &&
-                  (strike == null || s.strike() == strike) &&
-                  (cp == null || s.Option.CallPut == cp);
-         });
-      }
-
    }
 }

src/client/spark/AW2/Misc/VolSurfaceTroubleshootingFunctions.cs

@@ -63,27 +63,6 @@ namespace mbts.spark {
          return rv;
       }
 
-      public static string log_string(this VolSurfaceCalculationRequest vs_req) {
-         if (vs_req == null) {
-            return "Null";
-         }
-         string action_str = String.Empty;
-         foreach (var kv in vs_req.action_map) {
-            action_str += $"exp: {kv.Key.ToString()} action: {kv.Value.ToString()}, ";
-         }
-         action_str = action_str.TrimEnd(',', ' ');
-         return $"vs_inp: {vs_req.volsurface_input.log_string()}\nreq_id: {vs_req.request_id}\n" +
-                $"action_map: {action_str}\nup: {vs_req.cascade_up} down: {vs_req.cascade_down}";
-      }
-
-      public static string log_string(this VolSurfaceCalculationResponse resp) {
-         if (resp == null) {
-            return "Null";
-         }
-         return $"req_id: {resp.request_id} vs_output: " +
-                $"{resp.volsurface_calculation_output.volsurface_input.log_string()}";
-      }
-
       private static string _trim_leading_char(string s, char c) {
          if (!s.is_null_or_empty() && s.EndsWith(c)) {
             return s.Remove(s.Length - 1, 1);
@@ -92,12 +71,11 @@ namespace mbts.spark {
       }
 
       internal static string log_string(this VolSurfaceDisplayModel.DisplayModelData dm_data) {
-         var vs_output = dm_data.vs_output;
-         var exp_grid = dm_data.exp_grid;
-         var vs_output_str = vs_output == null ? "NULL" : vs_output.volsurface_input.log_string();
-         var exp_grid_str = exp_grid == null ? "NULL" : exp_grid.log_string();
-         var rv = $"DisplayModelData\nvs_output:\n{vs_output_str}\n" +
-                  $"exp_grid\n{exp_grid_str}\n";
+         string rv = String.Empty;
+         string global_grid_str = dm_data.global_grid == null ? "Null" : dm_data.global_grid.log_string();
+         rv += $"global_grid: {global_grid_str} \n";
+         string exp_grid_str = dm_data.exp_grid == null ? "Null" : dm_data.exp_grid.log_string();
+         rv += $"exp_grid: {exp_grid_str} \n";
          return rv;
       }
 
@@ -113,19 +91,19 @@ namespace mbts.spark {
       }
 
       internal static string log_string(this VolSurfaceDisplayGrid dgrid) {
-         Func<IDictionary<string, object>, string> log_exp = (col_val_map) => {
+         Func<IDictionary<string, object>, string> log_exp = (map) => {
             string rv = String.Empty;
-            foreach (var kv in col_val_map) {
+            foreach (var kv in map) {
                string val_string = kv.Value == null ? "Null" : kv.Value.ToString();
-               rv += $"{kv.Key}: {val_string}, ";
+               rv += $"{kv.Key}:{val_string},";
             }
             return _trim_leading_char(rv, ',');
          };
          string rv = String.Empty;
          foreach (var kv in dgrid.data_map) {
-            rv += $"Exp: {kv.Key.expiration.ToShortDateString()} Data: {log_exp(kv.Value)}\n";
+            rv += $"Exp:{kv.Key.expiration.ToShortDateString()} Data:{log_exp(kv.Value)},";
          }
-         return rv;
+         return _trim_leading_char(rv, ',');
       }
 
       internal static string log_string(this OptionDriverPriceMap map) {
@@ -260,15 +238,6 @@ namespace mbts.spark {
          return rv;
       }
 
-      internal static string log_string(this IPNLUnit p) {
-         string rv = "IPNLUnit:";
-         rv += $" account: {p.account} sec: {p.security.security_desc()} driver: {p.driver} theo: {p.theo} settle: {p.settle_price}" +
-               $" start_pos: {p.start_long_pos - p.start_short_pos} day_pos: {p.day_long_pos - p.day_short_pos}" +
-               $" start_pnl: {p.start_pnl} start_delta: {p.start_delta} start_vega: {p.start_vega}" +
-               $" day_pnl: {p.day_pnl} day_delta: {p.day_delta} day_vega: {p.day_vega}";
-         return rv;
-      }
-
       internal static int tid() {
          return System.Threading.Thread.CurrentThread.ManagedThreadId;
       }

src/client/spark/AW2/UISettings/VolSurfaceGraphSettings.cs

@@ -12,7 +12,7 @@ namespace mbts.spark {
    using System.Collections.Generic;
 
    [ProtoContract]
-   class VolSurfaceGraphSettings : IProtobuf<VolSurfaceGraphSettings> {
+   class VolSurfaceGraphSettings : IEquatable<VolSurfaceGraphSettings>, ICloneable {
       public static VolSurfaceGraphSettings get_default() {
          return new VolSurfaceGraphSettings {
             put_control_points = new ScatterSeriesSettings {
@@ -110,7 +110,7 @@ namespace mbts.spark {
       //   }
       //}
 
-      public VolSurfaceGraphSettings Clone() =>
+      public object Clone() =>
          ProtobufSerializationHelper.clone(this);
 
       public bool Equals(VolSurfaceGraphSettings other) =>

src/client/spark/AW2/ViewModel/ExpSelectionGridVM.cs

@@ -6,10 +6,6 @@ using mbts.analytics;
 using mbts.ui.shell;
 using mbts.ui.utility;
 
-using Spark.Core;
-using Spark.Core.Disposables;
-using Spark.Core.Collections;
-
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -55,7 +51,7 @@ namespace mbts.spark {
                var vs_removes = removed.Select(exp => exp.ToVSExp());
 
                var true_removed = removed.Where(rmv => !vs_adds.Contains(rmv.ToVSExp()));
-               var true_added = added.Except(vs_removes.Concat(_hidden_exps), v => v.ToVSExp());
+               var true_added = added.Where(add => !vs_removes.Contains(add.ToVSExp()));
                var changed_calc_modes = added.Where(add => vs_removes.Contains(add.ToVSExp()));
 
                foreach (var tr in true_removed) {
@@ -65,10 +61,16 @@ namespace mbts.spark {
                   }
                }
 
-               var comp = ComparerWrapper<object>.wrap_cast(
-                  NullCheckComparer.create<IExpirationBasedRow>(
-                     (r1, r2) => r1.expiration.CompareTo(r2.expiration)));
-               visible_rows.InsertSorted(true_added, comp);
+               foreach (var ta in true_added) {
+                  if (_hidden_exps.Contains(ta.ToVSExp()) ||
+                     !rows.TryGetFirst(r => r.expiration.expiration == ta.expiration, out var row)) {
+                     continue;
+                  }
+                  visible_rows.InsertSorted(row,
+                     Comparer<IExpirationBasedRow>.Create(
+                        (r1, r2) => r1.expiration.CompareTo(r2.expiration))
+                        .wrap<IExpirationBasedRow, object>());
+               }
 
                foreach (var ccm in changed_calc_modes) {
                   int index = visible_rows

src/client/spark/AW2/ViewModel/Graph/VolSurfaceGraphVM.cs

@@ -10,10 +10,6 @@ namespace mbts.spark {
    using mbts.ui.shell;
    using mbts.ui.utility;
 
-   using Spark.Analytics.View;
-   using Spark.Core.Disposables;
-   using Spark.Core.Reactive;
-
    using System;
    using System.Collections;
    using System.Collections.Generic;
@@ -31,13 +27,13 @@ namespace mbts.spark {
       readonly LinearAxisVM _x_axis = new() { position = AxisPosition.BottomLeftToRight };
       readonly LinearAxisVM _y_axis = new() { position = AxisPosition.LeftBottomToTop };
       readonly Dictionary<SecurityExpiration, ExpGraphBounds> _expiration_graph_bounds;
+      readonly VolSurfaceGraphSettings _settings;
       readonly ObservableCollection<VolSurfaceDisplayGridExpiration> _expirations = new();
       readonly Dictionary<VolSurfaceDisplayGridExpiration, SeriesSetVM> _expiration_series_cache = new();
 
       VolSurfaceExpiration _md_exp;
       VolSurfaceDisplayGridExpiration _expiration;
       VolSurfaceDisplayGridExpiration _earliest_selected_expiration;
-      VolSurfaceGraphSettings _settings;
       object _implied_vol_market_side = ImpliedVolHelper.None;
       bool _show_vol_path;
 
@@ -50,9 +46,7 @@ namespace mbts.spark {
          if (startup_data.vol_curve_x_axis == null) {
             var x_axis = BTSOxyGraphAxisDouble.Default;
             x_axis.name = "Strike";
-            x_axis.axis_line_color = BTSColors.Graph.axis_line;
             x_axis.major_grid_line_color = BTSColors.Graph.grid_line;
-            x_axis.tick_line_color = BTSColors.Graph.tick_line;
             x_axis.position = AxisPosition.BottomLeftToRight;
             x_axis.minimum = 0;
             x_axis.maximum = 2000;
@@ -64,9 +58,7 @@ namespace mbts.spark {
          if (startup_data.vol_curve_y_axis == null) {
             var y_axis = BTSOxyGraphAxisDouble.Default;
             y_axis.name = "Volatility";
-            y_axis.axis_line_color = BTSColors.Graph.axis_line;
             y_axis.major_grid_line_color = BTSColors.Graph.grid_line;
-            y_axis.tick_line_color = BTSColors.Graph.tick_line;
             y_axis.position = AxisPosition.LeftBottomToTop;
             y_axis.minimum = 0;
             y_axis.maximum = 1;
@@ -86,17 +78,13 @@ namespace mbts.spark {
             if (_model.get_active_settings() is not VolSurfaceSettings vss) {
                return null;
             }
-            var vm = new VolSurfaceGraphSettingsVM(vss.core_settings.vol_surface_name);
-            vm.load_from(_settings.Clone());
-            vm.request_commit += commit;
-            return new VolSurfaceGraphSettingsWindow {
-               DataContext = vm
-            };
-
-            void commit(VolSurfaceGraphSettings settings) {
-               _settings = settings;
-               _recreate_series();
-            }
+            // return new VolSurfaceGraphSettingsEditor {
+            //    DataContext = new VolSurfaceGraphSettingsEditorVM(vss.core_settings.vol_surface_name, ProtoBufSerializationHelper.clone_protobuf(_settings), settings => {
+            //       _settings = settings;
+            //       _recreate_series();
+            //    })
+            // };
+            return null;
          });
          graph_vm = new BTSGraphVM {
             plot_area_background = Colors.Transparent,
@@ -125,7 +113,7 @@ namespace mbts.spark {
                })
                .BufferLatest(TimeSpan.FromSeconds(0.1))
                .OnDispatcher()
-               .SelectSeries(series => Observable.Create<SeriesVM>(o => {
+               .SelectManyInSeries(series => Observable.Create<SeriesVM>(o => {
                   o.OnNext(null);
                   return Disposable.Create(series
                      .Select(svm => svm.points.Subscribe((s, e) => o.OnNext(svm)))
@@ -193,20 +181,6 @@ namespace mbts.spark {
       static (double call_wing_start, double put_wing_start) _get_actual_wing_starts(VolCurveDisplayGraph disp_graph) =>
          disp_graph.all_points.Select(p => p.Item1).MinMax() ?? (double.NaN, double.NaN);
 
-      void _recreate_series() {
-         /// 'graph_vm.series_set' is bound to '_expirations', so clearing and re-adding expirations
-         /// in turn regenerates the series. '_expiration_series_cache' must
-         /// be cleared as well, otherwise cached series vms would just be back to the collection
-         /// ('graph_vm.series_set').
-         var visible_exp = _earliest_selected_expiration;
-         _expiration_series_cache.Clear();
-         _expirations.SetItems(_model.get_ordered_expirations());
-         foreach (var svm in graph_vm.series.OfType<SeriesSetVM>()) {
-            svm.is_visible = svm.args.Equals(visible_exp);
-         }
-         _update();
-      }
-
       void _expirations_changed(IEnumerable<VolSurfaceDisplayGridExpiration> added, IEnumerable<VolSurfaceDisplayGridExpiration> removed) {
          _expirations.sync_with(_model.get_ordered_expirations());
          _update();

src/client/spark/AW2/ViewModel/Grid/VolGridCellVM.cs

@@ -0,0 +1,84 @@
+namespace mbts.spark {
+   using mbts.ui;
+   using mbts.ui.shell;
+
+   using System;
+   using System.Reactive.Linq;
+   using System.Windows.Input;
+
+   class VolGridCellVM : DisposableViewModelBase {
+      readonly Property<object> _candidate_value;
+      readonly Property<object> _committed_value;
+      readonly Property<bool> _is_dirty;
+
+      public VolGridCellVM(string column_id) {
+         this.column_id = column_id ?? throw new ArgumentNullException(nameof(column_id));
+         _committed_value = backing<object>(nameof(committed_value));
+         _candidate_value = backing<object>(nameof(candidate_value));
+         _is_dirty = backing(nameof(is_dirty),
+            _committed_value.observe_current(true)
+            .CombineLatest(_candidate_value.observe_current(true))
+            .Select(tup => !Equals(tup.First, tup.Second))
+            .OnDispatcher());
+      }
+
+      public string column_id { get; }
+
+      public object committed_value {
+         get => _committed_value.Value;
+         set => _committed_value.set(value);
+      }
+
+      public object candidate_value {
+         get => _candidate_value.Value;
+         set => _candidate_value.set(value);
+      }
+
+      public bool is_dirty => _is_dirty.Value;
+
+      public IObservable<object> observe_candidate(bool start_immediately = false) =>
+         _candidate_value.observe_current(start_immediately);
+
+      public void revert() =>
+         candidate_value = committed_value;
+
+      public override string ToString() =>
+         $"column_id: {column_id}, committed: {committed_value}, candidate: {candidate_value}";
+   }
+
+   class VolGridCellVM<T> : VolGridCellVM {
+      public VolGridCellVM(string column_id) : base(column_id) { }
+
+      public VolGridCellVM(string column_id, T committed_value, T candidate_value) : base(column_id) {
+         this.committed_value = committed_value;
+         this.candidate_value = candidate_value;
+      }
+
+      public new T committed_value {
+         get => base.committed_value is T v ? v : default;
+         set => base.committed_value = value;
+      }
+
+      public new T candidate_value {
+         get => base.candidate_value is T v ? v : default;
+         set => base.candidate_value = value;
+      }
+   }
+
+   class VolGridTickCellVM : VolGridCellVM {
+      ICommand _tick_up_cmd;
+      ICommand _tick_down_cmd;
+
+      public VolGridTickCellVM(string column_id) : base(column_id) { }
+
+      public event Action<bool> request_tick;
+
+      public ICommand tick_up_cmd =>
+         _tick_up_cmd ??= new DelegateCommand(() =>
+            request_tick?.Invoke(true));
+
+      public ICommand tick_down_cmd =>
+         _tick_down_cmd ??= new DelegateCommand(() =>
+            request_tick?.Invoke(false));
+   }
+}

src/client/spark/AW2/ViewModel/Grid/VolSurfaceCellState.cs

@@ -1,11 +0,0 @@
-#nullable enable
-namespace mbts.spark.VolSurface {
-   using System.Windows.Media;
-
-   readonly struct VolSurfaceCellState {
-      public bool is_dirty => committed_text is not null;
-
-      public FormattedText? text { get; init; }
-      public FormattedText? committed_text { get; init; }
-   }
-}

src/client/spark/AW2/ViewModel/Grid/VolSurfaceCellVM.cs

@@ -1,79 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using bts;
-
-   using mbts.ui.controls;
-   using mbts.ui.shell;
-
-   using Spark.Core;
-
-   using System;
-
-   class VolSurfaceCellVM : DisposableViewModelBase {
-      readonly Property<object?> _candidate_value;
-      readonly Property<object?> _committed_value;
-      readonly DelegateProperty<bool> _is_dirty;
-      readonly DeferrableAction _refresh;
-
-      public VolSurfaceCellVM(
-         VolSurfaceDisplayGridExpiration expiration, VolSurfaceDisplayGridColumn column) {
-         this.column = column ?? throw new ArgumentNullException(nameof(column));
-         this.expiration = expiration ?? throw new ArgumentNullException(nameof(expiration));
-         _committed_value = backing<object?>(nameof(committed_value), column.comparer);
-         _candidate_value = backing<object?>(nameof(candidate_value), column.comparer);
-         _is_dirty = backing(
-            nameof(is_dirty), () => !column.comparer.Equals(candidate_value, committed_value));
-         _refresh = new(_is_dirty.refresh);
-         _committed_value.Changed += on_committed_changed;
-         _candidate_value.Changed += on_candidate_changed;
-         _is_dirty.Changed += (o, n) => {
-            Log.assert(o != n);
-            Log.Ui.info(
-               $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
-               $"commited: {committed_value}; candidate: {candidate_value}");
-         };
-
-         void on_committed_changed(object? oldval, object? newval) =>
-            _is_dirty.refresh();
-
-         void on_candidate_changed(object? oldval, object? newval) =>
-            _is_dirty.refresh();
-      }
-
-      public event PropertyChange<object?>? candidate_value_changed {
-         add => _candidate_value.Changed += value;
-         remove => _candidate_value.Changed -= value;
-      }
-
-      public VolSurfaceDisplayGridColumn column { get; }
-      public string column_id => column.unique_col_name;
-      public VolSurfaceDisplayGridExpiration expiration { get; }
-
-      public object? committed_value {
-         get => _committed_value.Value;
-         set => _committed_value.set(value);
-      }
-
-      public object? candidate_value {
-         get => _candidate_value.Value;
-         set => _candidate_value.set(value);
-      }
-
-      public bool is_dirty => _is_dirty.Value;
-
-      public IObservable<object?> observe_candidate(bool start_immediately = false) =>
-         _candidate_value.observe_current(start_immediately);
-
-      public void reset(object? committed_value, object? candidate_value) {
-         using var _ = _refresh.defer();
-         this.committed_value = committed_value;
-         this.candidate_value = candidate_value;
-      }
-
-      public void revert() =>
-         candidate_value = committed_value;
-
-      public override string ToString() =>
-         $"column: {column}, committed: {committed_value}, candidate: {candidate_value}";
-   }
-}

src/client/spark/AW2/ViewModel/Grid/VolSurfaceColumn.cs

@@ -73,12 +73,12 @@ namespace mbts.spark.VolSurface {
             var view = new TextBlock {
                HorizontalAlignment = HorizontalAlignment.Right,
                Margin = _cell_padding,
-               Foreground = BTSColors.VolSurfaceGrid.readonly_column_foreground
+               Foreground = Brushes.Blue,
             };
             view.SetBinding(FrameworkElement.DataContextProperty, new Binding() {
                Converter = _data_context_converter
             });
-            view.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolSurfaceCellVM.candidate_value)) {
+            view.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolGridCellVM.candidate_value)) {
                Converter = ValueConverter.create(obj => model.format(obj))
             });
             return view;
@@ -101,16 +101,16 @@ namespace mbts.spark.VolSurface {
             view.SetBinding(FrameworkElement.DataContextProperty, new Binding() {
                Converter = _data_context_converter
             });
-            view.SetBinding(VolSurfaceCellView.CommittedValueProperty, new Binding(nameof(VolSurfaceCellVM.committed_value)) {
+            view.SetBinding(VolSurfaceCellView.CommittedValueProperty, new Binding(nameof(VolGridCellVM.committed_value)) {
                Mode = BindingMode.OneWay,
                Converter = ValueConverter.create(obj => model.format(obj))
             });
-            view.SetBinding(VolSurfaceCellView.CandidateValueProperty, new Binding(nameof(VolSurfaceCellVM.candidate_value)) {
+            view.SetBinding(VolSurfaceCellView.CandidateValueProperty, new Binding(nameof(VolGridCellVM.candidate_value)) {
                Mode = BindingMode.TwoWay,
                Converter = ValueConverter.create<object, string>(obj => model.format(obj), obj => model.parse(obj))
             });
-            view.SetBinding(VolSurfaceCellView.TickDownCommandProperty, new Binding(nameof(VolSurfaceTickCellVM.tick_down_cmd)));
-            view.SetBinding(VolSurfaceCellView.TickUpCommandProperty, new Binding(nameof(VolSurfaceTickCellVM.tick_up_cmd)));
+            view.SetBinding(VolSurfaceCellView.TickDownCommandProperty, new Binding(nameof(VolGridTickCellVM.tick_down_cmd)));
+            view.SetBinding(VolSurfaceCellView.TickUpCommandProperty, new Binding(nameof(VolGridTickCellVM.tick_up_cmd)));
             var bd = new Border {
                HorizontalAlignment = HorizontalAlignment.Stretch,
                VerticalAlignment = VerticalAlignment.Stretch,

src/client/spark/AW2/ViewModel/Grid/VolSurfaceGridVM.cs

@@ -1,4 +1,3 @@
-#nullable enable
 namespace mbts.spark.VolSurface {
    using bts;
    using bts.collections;
@@ -12,10 +11,6 @@ namespace mbts.spark.VolSurface {
    using mbts.ui.shell;
    using mbts.ui.utility;
 
-   using Spark.Core;
-   using Spark.Core.Disposables;
-   using Spark.Core.Collections;
-
    using System;
    using System.Collections.Generic;
    using System.Collections.ObjectModel;
@@ -30,20 +25,17 @@ namespace mbts.spark.VolSurface {
    class VolSurfaceGridVM : DisposableViewModelBase {
       readonly VolSurfaceVM _parent;
       readonly ObservableCollection<VolSurfaceDisplayGridExpiration> _expirations = new();
-      readonly DeferrableAction _invalidate_rows;
+      readonly DeferrableActionWrapper _invalidate_rows;
       readonly ColumnsModel _columns_model;
 
       ISet<string> _hidden_columns;
-      ISet<VolSurfaceExpiration>? _hidden_expirations;
-      IDisposable? _shift_editor;
+      ISet<VolSurfaceExpiration> _hidden_expirations;
+      IDisposable _shift_editor;
 
-      public VolSurfaceGridVM(
-         VolSurfaceVM vm,
-         VolSurfaceDisplayModel model,
-         ISet<string> hidden_columns,
-         ISet<VolSurfaceExpiration> hidden_expirations) {
-         Log.notnull(hidden_columns);
-         Log.notnull(hidden_expirations);
+      public VolSurfaceGridVM(VolSurfaceVM vm, VolSurfaceDisplayModel model,
+         ISet<string> hidden_columns, ISet<VolSurfaceExpiration> hidden_expirations) {
+         Log.assert(hidden_columns != null);
+         Log.assert(hidden_expirations != null);
          _parent = vm;
          this.model = model;
          _columns_model = new(create_exp_column_view());
@@ -71,31 +63,16 @@ namespace mbts.spark.VolSurface {
          };
 
          _dispose = Disposable.Create(
-            ObservableAutoWrapper.connect(_expirations, rows, row_factory),
-            ObservableAutoWrapper.connect_item_hooks(rows, connect_row),
+            ObservableAutoWrapper.connect(_expirations, rows, exp => new VolSurfaceRowVM(this, exp), row => row.Dispose()),
             sorted_visible_rows.bind(visible_rows),
             Disposable.Create(() => {
                this.model.on_candidate_grid_change -= _on_grid_updated;
                this.model.on_committed_grid_change -= _on_grid_updated;
-               rows.DisposeAll(true);
+               Disposable.dispose(rows);
                Disposable.dispose(ref _shift_editor);
             }),
             _columns_model);
 
-         VolSurfaceRowVM row_factory(VolSurfaceDisplayGridExpiration exp) =>
-            new(this, exp);
-
-         IDisposable connect_row(VolSurfaceRowVM row) {
-            row.request_calculate += request_recalc;
-            return Disposable.Create(() => {
-               row.request_calculate -= request_recalc;
-               row.Dispose();
-            });
-
-            void request_recalc() =>
-               model.set_candidate_grid(current_grid);
-         }
-
          VolSurfaceColumn create_exp_column_view() {
             var filter = new ComboCheckBox();
             filter.SetResourceReference(FrameworkElement.StyleProperty, "ExpirationFilterDropDown");
@@ -115,7 +92,7 @@ namespace mbts.spark.VolSurface {
          }
       }
 
-      public event Action<IEnumerable<VolSurfaceDisplayGridExpiration>>? on_selection_changed;
+      public event Action<IEnumerable<VolSurfaceDisplayGridExpiration>> on_selection_changed;
 
       public VolSurfaceDisplayGrid current_grid { get; private set; }
       public VolSurfaceDisplayGrid committed_grid { get; private set; }
@@ -141,7 +118,6 @@ namespace mbts.spark.VolSurface {
             .Select(group => new DIYGridSuperHeaderVM(group.Key, group.Count(), collapsed_content: _short_header(group.Key)))
             .ToList();
 
-      public ICommand populate_empty_exps_cmd => _parent.populate_empty_exps_cmd;
       public ICommand main_settings_cmd => _parent.main_settings_cmd;
       public ICommand advanced_settings_cmd => _parent.advanced_settings_cmd;
       public ICommand graph_settings_cmd => _parent.vol_curve_vm.settings_command;
@@ -165,14 +141,13 @@ namespace mbts.spark.VolSurface {
          rows.select_exp().Except(visible_rows.select_exp());
 
       public void invalidate_rows() =>
-         _invalidate_rows.Invoke();
+         _invalidate_rows.execute();
 
       public IDisposable defer_invalidate_rows() =>
-         _invalidate_rows.defer();
+         _invalidate_rows.defer_execution();
 
       public VolSurfaceColumn get_column(string id) =>
-         columns.FirstOrDefault(c => c.id == id) as VolSurfaceColumn ??
-            throw new InvalidOperationException($"Failed to find column '{id}'");
+         columns.FirstOrDefault(c => c.id == id) as VolSurfaceColumn;
 
       internal void signal_selection_changed() {
          var e = on_selection_changed;
@@ -243,7 +218,7 @@ namespace mbts.spark.VolSurface {
          !_hidden_columns.Contains(column.unique_col_name);
 
       void _on_grid_updated() {
-         using var _ = _invalidate_rows.defer();
+         using var _ = _invalidate_rows.defer_execution();
          var grid_new = model.get_active_grid();
          // add/remove columns
          var cols_new = grid_new.get_ordered_columns()
@@ -251,7 +226,7 @@ namespace mbts.spark.VolSurface {
          var new_hash = cols_new.aggregate_hash();
          var old_hash = _columns_model.models.aggregate_hash();
          if (new_hash != old_hash) {
-            _columns_model.models.sync_with(cols_new, allow_duplicates: false);
+            CollectionHelper.sync_with_never_duplicate(_columns_model.models, cols_new);
             RaisePropertyChanged("super_headers");
          }
          // Add/remove rows too
@@ -268,7 +243,7 @@ namespace mbts.spark.VolSurface {
          }
          current_grid = grid_new;
          committed_grid = is_dirty ? model.get_committed_grid() : current_grid;
-         _invalidate_rows.Invoke();
+         _invalidate_rows.execute();
       }
 
       void _launch_shift_editor(VolSurfaceDisplayGridColumn column, Action<double> commit_shift) {
@@ -349,7 +324,7 @@ namespace mbts.spark.VolSurface {
          model.set_candidate_grid(current_grid);
 
       class ColumnsModel : IDisposable {
-         IDisposable? _dispose;
+         IDisposable _dispose;
 
          public ColumnsModel(VolSurfaceColumn row_header_col) {
             views_with_header_ro = ObservableAutoWrapper.create_read_only_wrapper(views_with_header);

src/client/spark/AW2/ViewModel/Grid/VolSurfaceRowContextMenuVM.cs

@@ -8,9 +8,6 @@ namespace mbts.spark {
    using mbts.ui.shell;
    using mbts.ui.utility;
 
-   using Spark.Core.Disposables;
-   using Spark.Core.Reactive;
-
    using System;
    using System.Collections.Generic;
    using System.Collections.ObjectModel;
@@ -82,7 +79,6 @@ namespace mbts.spark {
 
       public bool is_input_cell => column?.type == VolSurfaceColumnType.ReadWriteTick;
 
-      public ICommand populate_empty_exps_cmd => _parent.populate_empty_exps_cmd;
       public ICommand main_settings_cmd => _parent.main_settings_cmd;
       public ICommand advanced_settings_cmd => _parent.advanced_settings_cmd;
       public ICommand grid_settings_cmd => _parent.grid_settings_cmd;

src/client/spark/AW2/ViewModel/Grid/VolSurfaceRowVM.cs

@@ -4,19 +4,22 @@ namespace mbts.spark.VolSurface {
    using mbts.ui.controls;
    using mbts.ui.shell;
 
-   using Spark.Core;
-   using Spark.Core.Disposables;
-
    using System;
    using System.Collections.Generic;
    using System.Linq;
    using System.Reactive.Linq;
+   using System.Windows.Media;
+
+   public struct VolSurfaceCellState {
+      public bool is_dirty => committed_text is not null;
+      public FormattedText? text;
+      public FormattedText? committed_text;
+   }
 
    class VolSurfaceRowVM : DisposableViewModelBase, ISelectable, IFormatCellsToClipboard, DIYGrid.IRowVM {
       readonly VolSurfaceGridVM _parent;
       readonly VolSurfaceDisplayGridExpiration _exp;
       readonly Dictionary<string, CellData> _cells = new();
-      readonly DeferrableAction _request_calculate;
 
       VolSurfaceRowContextMenuVM? _context_menu;
       bool _is_selected;
@@ -24,7 +27,6 @@ namespace mbts.spark.VolSurface {
       public VolSurfaceRowVM(VolSurfaceGridVM parent, VolSurfaceDisplayGridExpiration exp) {
          _parent = parent;
          _exp = exp;
-         _request_calculate = new(() => request_calculate?.Invoke());
          _dispose = Disposable.Create(() => {
             _cells.Values.DisposeAll();
             _cells.Clear();
@@ -34,7 +36,6 @@ namespace mbts.spark.VolSurface {
 
       public event Action<bool>? is_selected_changed;
       public event Action? invalidated;
-      public event Action? request_calculate;
 
       public VolSurfaceDisplayGridExpiration expiration => _exp;
 
@@ -51,14 +52,12 @@ namespace mbts.spark.VolSurface {
       public VolSurfaceRowContextMenuVM context_menu =>
          _context_menu ??= new(_parent, this);
 
-      public VolSurfaceCellVM get_cell(VolSurfaceDisplayGridColumn column) =>
+      public VolGridCellVM get_cell(VolSurfaceDisplayGridColumn column) =>
          _cells.GetOrAdd(column.unique_col_name, _ => _create_cell(column)).vm;
 
       public void invalidate() {
-         using (_request_calculate.supress()) {
-            foreach (var cell in _cells.Values) {
-               _sync_cell(cell.vm);
-            }
+         foreach (var cell in _cells.Values) {
+            _sync_cell(cell.vm);
          }
          invalidated?.Invoke();
       }
@@ -80,15 +79,29 @@ namespace mbts.spark.VolSurface {
       CellData _create_cell(VolSurfaceDisplayGridColumn column) {
          var cell = column.type switch {
             VolSurfaceColumnType.ReadWriteTick => create_tick_cell(),
-            _ => new VolSurfaceCellVM(_exp, column)
+            _ => new VolGridCellVM(column.unique_col_name),
          };
          _sync_cell(cell);
-         return new(cell, _connect_cell(cell));
+         var dispose = cell.observe_candidate().DistinctUntilChanged().OnDispatcher()
+            .Subscribe(value => {
+               var curr = _parent.current_grid.read(expiration, column);
+               if (Equals(value, curr)) {
+                  return;
+               }
+               var grid = _parent.current_grid;
+               grid.write(expiration, column, value);
+               _parent.model.set_candidate_grid(grid);
+            });
+         return new(cell, dispose);
 
-         VolSurfaceCellVM create_tick_cell() {
-            var cell = new VolSurfaceTickCellVM(_exp, column);
+         VolGridTickCellVM create_tick_cell() {
+            var cell = new VolGridTickCellVM(column.unique_col_name);
             cell.request_tick += is_up => {
                var col = _parent.get_column(column.unique_col_name);
+               if (col is null) {
+                  throw new InvalidOperationException(
+                     $"Failed to find column with id {column.unique_col_name}");
+               }
                if (col.model?.tick_move is var tm) {
                   cell.candidate_value = tm?.Invoke(cell.candidate_value, is_up);
                   return;
@@ -99,48 +112,23 @@ namespace mbts.spark.VolSurface {
          }
       }
 
-      void _sync_cell(VolSurfaceCellVM cell) {
+      void _sync_cell(VolGridCellVM cell) {
          if (cell is null) {
             return;
          }
-         using var _ = _request_calculate.supress();
-         cell.reset(
-            committed_value: _parent.committed_grid.read(_exp, cell.column_id),
-            candidate_value: _parent.current_grid.read(_exp, cell.column_id));
-      }
-
-      IDisposable? _connect_cell(VolSurfaceCellVM cell) {
-         return cell.column.type switch {
-            VolSurfaceColumnType.ReadWriteTick => connect_input(),
-            _ => null
-         };
-
-         IDisposable connect_input() {
-            cell.candidate_value_changed += on_candidate_value_changed;
-            return Disposable.Create(() =>
-               cell.candidate_value_changed -= on_candidate_value_changed);
-
-            void on_candidate_value_changed(object? oldval, object? newval) {
-               var curr = _parent.current_grid.read(expiration, cell.column);
-               if (cell.column.comparer.Equals(newval, curr)) {
-                  return;
-               }
-               var grid = _parent.current_grid;
-               grid.write(expiration, cell.column, newval);
-               _request_calculate.Invoke();
-            }
-         }
+         cell.committed_value = _parent.committed_grid.read(_exp, cell.column_id);
+         cell.candidate_value = _parent.current_grid.read(_exp, cell.column_id);
       }
 
       class CellData : IDisposable {
-         IDisposable? _dispose;
+         IDisposable _dispose;
 
-         public CellData(VolSurfaceCellVM vm, IDisposable? dispose) {
+         public CellData(VolGridCellVM vm, IDisposable dispose) {
             this.vm = vm;
             _dispose = Disposable.Create(vm, dispose);
          }
 
-         public VolSurfaceCellVM vm { get; }
+         public VolGridCellVM vm { get; }
 
          public void Dispose() =>
             Disposable.dispose(ref _dispose);

src/client/spark/AW2/ViewModel/Grid/VolSurfaceTickCellVM.cs

@@ -1,27 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using mbts.ui;
-   using mbts.ui.controls;
-
-   using System;
-   using System.Windows.Input;
-
-   class VolSurfaceTickCellVM : VolSurfaceCellVM {
-      ICommand? _tick_up_cmd;
-      ICommand? _tick_down_cmd;
-
-      public VolSurfaceTickCellVM(
-         VolSurfaceDisplayGridExpiration expiration, VolSurfaceDisplayGridColumn column)
-         : base(expiration, column) { }
-
-      public event Action<bool>? request_tick;
-
-      public ICommand tick_up_cmd =>
-         _tick_up_cmd ??= new DelegateCommand(() =>
-            request_tick?.Invoke(true));
-
-      public ICommand tick_down_cmd =>
-         _tick_down_cmd ??= new DelegateCommand(() =>
-            request_tick?.Invoke(false));
-   }
-}

src/client/spark/AW2/ViewModel/SettingsEditors/VolSurfaceColumnSettingsVM.cs

@@ -96,7 +96,7 @@ namespace mbts.spark {
          get => _core_settings.font_weight_override;
          set {
             using var _ = detect_property_change();
-            _core_settings.with(font_weight_override: value.HasValue ? new(value) : null);
+            _core_settings.with(font_weight_override: value.HasValue ? new NullableFontWeightProto(value) : null);
          }
       }
 

src/client/spark/AW2/ViewModel/SettingsEditors/VolSurfaceGraphSettingsEditorVM.cs

@@ -0,0 +1,72 @@
+using mbts.ui;
+using mbts.ui.controls.graph;
+using System;
+using System.Windows.Input;
+using System.Windows.Media;
+
+namespace mbts.spark
+{
+   class VolSurfaceGraphSettingsEditorVM
+   {
+      public VolSurfaceGraphSettingsEditorVM(string vol_surface_name, VolSurfaceGraphSettings settings, Action<VolSurfaceGraphSettings> commit) {
+         this.vol_surface_name = vol_surface_name;
+         _settings = settings;
+         this.commit = new DelegateCommand(() => commit(_settings));
+      }
+
+      private readonly VolSurfaceGraphSettings _settings;
+
+      public string vol_surface_name { get; private set; }
+
+      public VolSurfaceScatterSeriesSettingsVM implied_puts { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.implied_puts); } }
+      public VolSurfaceScatterSeriesSettingsVM implied_atm { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.implied_atm); } }
+      public VolSurfaceScatterSeriesSettingsVM implied_calls { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.implied_calls); } }
+
+      public VolSurfaceScatterSeriesSettingsVM put_control_points { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.put_control_points); } }
+      public VolSurfaceScatterSeriesSettingsVM atm { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.atm); } }
+      public VolSurfaceScatterSeriesSettingsVM call_control_points { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.call_control_points); } }
+
+      public VolSurfaceLineSeriesSettingsVM put_wing { get { return new VolSurfaceLineSeriesSettingsVM(_settings.put_wing); } }
+      public VolSurfaceLineSeriesSettingsVM inner_curve { get { return new VolSurfaceLineSeriesSettingsVM(_settings.inner_curve); } }
+      public VolSurfaceLineSeriesSettingsVM call_wing { get { return new VolSurfaceLineSeriesSettingsVM(_settings.call_wing); } }
+
+      public VolSurfaceLineSeriesSettingsVM vol_path { get { return new VolSurfaceLineSeriesSettingsVM(_settings.vol_path); } }
+
+      public ICommand commit { get; private set; }
+   }
+
+
+   class VolSurfaceScatterSeriesSettingsVM
+   {
+      public VolSurfaceScatterSeriesSettingsVM(ScatterSeriesSettings settings) {
+         _settings = settings;
+      }
+
+      private readonly ScatterSeriesSettings _settings;
+
+      public MarkerShape shape { get { return _settings.shape; } set { _settings.shape = value; } }
+      public double size { get { return _settings.size; } set { _settings.size = value; } }
+      public Color fill {
+         get => _settings.fill;
+         set => _settings.fill = value;
+      }
+      public Color stroke {
+         get => _settings.stroke;
+         set => _settings.stroke = value;
+      }
+
+      public Array shapes { get { return Enum.GetValues(typeof(MarkerShape)); } }
+   }
+
+   class VolSurfaceLineSeriesSettingsVM
+   {
+      public VolSurfaceLineSeriesSettingsVM(LineSeriesSettings settings) {
+         _settings = settings;
+      }
+
+      private readonly LineSeriesSettings _settings;
+
+      public Color color { get { return (Color)_settings.color; } set { _settings.color = (BTSColor)value; } }
+      public double thickness { get { return _settings.stroke_thickness; } set { _settings.stroke_thickness = value; } }
+   }
+}

src/client/spark/AW2/ViewModel/SettingsEditors/VolSurfaceSettingsEditorVM.cs

@@ -9,7 +9,6 @@ namespace mbts.spark {
    using mbts.ui.shell;
    using mbts.ui.utility;
 
-   using Spark.Core.Disposables;
    using Spark.Core.Protobuf;
 
    using System;
@@ -540,7 +539,7 @@ namespace mbts.spark {
          public ObservableCollection<VSSymbol> symbols { get; private set; }
 
          public void Dispose() =>
-            symbols.DisposeAll(true);
+            Disposable.dispose(symbols);
       }
 
       public class VSSymbolStructureVM : DisposableViewModelBase {
@@ -551,11 +550,11 @@ namespace mbts.spark {
             _selected_driver_grid = backing<VSSymbolGridVM>(nameof(selected_driver_grid));
             settings.core_settings.master_slave_relationships ??= new List<VolSurfaceSymbolRelationship>();
             settings.core_settings.implied_vol_marketdata_relationships ??= new List<VolSurfaceSymbolRelationship>();
-            _dispose = Disposable.Create(
+            _dispose = new DisposableCombo(
                driver_grids.Subscribe((s, e) =>
                   selected_driver_grid ??= driver_grids.FirstOrDefault()),
-               bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(on_exp_params_input),
-               Disposable.Create(() => driver_grids.DisposeAll(true)));
+               bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(on_exp_params_input)) + 
+               new Action(() => Disposable.dispose(driver_grids));
 
             void on_exp_params_input(AnalyticsExpirationParametersMap data) {
                var driver_map = data.get_option_driver_map();

src/client/spark/AW2/ViewModel/VolSurfaceMacroActionsVM.cs

@@ -77,8 +77,8 @@
       public IRaiseCanExecuteChangedCommand vol_shift { get; }
 
       IEnumerable<IRaiseCanExecuteChangedCommand> _commands =>
-         ReflectionHelper.property_getters<VolSurfaceMacroActionsVM, IRaiseCanExecuteChangedCommand>()
-         .Select(pg => pg.get(this));
+         ReflectionHelper.property_delegates_of_type<VolSurfaceMacroActionsVM, IRaiseCanExecuteChangedCommand>()
+         .Select(g => g(this));
 
       public void selection_changed(IEnumerable<VolSurfaceDisplayGridExpiration> selected) {
          _selected_exps = selected.ToList();

src/client/spark/AW2/ViewModel/VolSurfaceVM.cs

@@ -10,7 +10,6 @@ namespace mbts.spark {
    using mbts.ui.controls;
    using mbts.ui.shell;
 
-   using Spark.Core.Disposables;
    using Spark.ViewModel.Commands;
 
    using System;
@@ -61,7 +60,6 @@ namespace mbts.spark {
          vol_terms_vm = new VolTermsGraphVM(_model, demux);
 
          // command
-         populate_empty_exps_cmd = new Command(() => { _model.populate_empty_expirations(); });
          _revert_cmd = new Command(o => _model.revert(), o => _model.is_dirty);
          _commit_cmd = new Command(o => _model.commit(), o => _model.is_dirty);
          load_previous_cmd = new Command(
@@ -187,7 +185,6 @@ namespace mbts.spark {
 
       public ICommand revert_cmd => _revert_cmd;
       public ICommand commit_cmd => _commit_cmd;
-      public ICommand populate_empty_exps_cmd { get; }
       public ICommand main_settings_cmd => _main_settings_cmd;
       public ICommand advanced_settings_cmd => _advanced_settings_cmd;
       public ICommand grid_settings_cmd => _grid_settings_cmd;

src/client/spark/AW2/ViewModel/VolTermsGraphVM.cs

@@ -8,7 +8,6 @@
    using mbts.ui.shell;
 
    using Spark.Core;
-   using Spark.Core.Disposables;
 
    using System;
    using System.Collections.Generic;

src/client/spark/AW2/VolSurfaceDisplayModel.cs

@@ -5,7 +5,6 @@
    using mbts.analytics;
    using mbts.ui.controls;
 
-   using Spark.Core.Disposables;
    using Spark.Core.Protobuf;
 
    using System;
@@ -127,20 +126,6 @@
             _log_bad_transition(_state, "set candidate grid");
       }
 
-      public void populate_empty_expirations() {
-         bts.Log.Ui.info(String.Format("VolSurfaceDisplayModel.populate_expirations called with state: {0}",
-                _state.ToString()));
-         if (_state == DisplayModelState.Idle || _state == DisplayModelState.ResponseReady) {
-            DisplayModelData curr_data = _get_current_data();
-            VolSurfaceInput vs_inp =
-               VolSurfaceDataFunctions.populate_empty_expirations(curr_data.vs_output.volsurface_input);
-            _change_state(DisplayModelState.WaitingForCalcResponse);
-            _bus.post(SparkTags.VolSurfaceCalculationRequestTag(_vs_id),
-                      new VolSurfaceCalculationRequest(vs_inp, _request_version_no++));
-         } else
-            _log_bad_transition(_state, "populate_expirations");
-      }
-
       #endregion
 
       #region Globals
@@ -160,7 +145,6 @@
          return (_committed_data != null && _committed_data.vs_output != null) ? _committed_data.vs_output.volsurface_input.surface_parameters.vol_time : DateTime.MinValue;
       }
       public void set_candidate_vol_time(DateTime vol_time) {
-         bts.Log.Ui.info($"VolSurfaceDisplayModel.set_candidate_vol_time vs_id: {_vs_id} state: {_state.ToString()} vol_time: {vol_time}");
          if (_state == DisplayModelState.Idle || _state == DisplayModelState.ResponseReady) {
             DisplayModelData curr_data = _get_current_data();
             if (curr_data != null) {
@@ -584,7 +568,9 @@
       private void _change_state(DisplayModelState new_state) {
          bool dirty_before = _translate_to_dirty(_state),
               dirty_after = _translate_to_dirty(new_state);
-         bts.Log.Ui.info($"VolSurfaceDisplayModel._change_state vs_id: {_vs_id} {_state.ToString()}->{new_state.ToString()}");
+         // mbts.Logger.log(bts.log.Level.Info, bts.log.Subsystem.ui,
+         //                String.Format("State change {0}->{1}", _state.ToString(), new_state.ToString()));
+         bts.Log.Ui.info(String.Format("State change {0}->{1}", _state.ToString(), new_state.ToString()));
          _state = new_state;
          if (dirty_before != dirty_after && on_dirty_change != null) {
             _bus.post(SparkTags.VolSurfaceDirtyStateTag(_vs_id), dirty_after);
@@ -627,8 +613,9 @@
          }
       }
 
-      private void _log_bad_transition(DisplayModelState state, string action) {
-         bts.Log.Ui.error($"VoLSurfaceDisplayModel bad_transaction vs_id: {_vs_id} {state}:{action}");
+      private static void _log_bad_transition(DisplayModelState state, string action) {
+         //mbts.Logger.log(bts.log.Level.Error, bts.log.Subsystem.ui, String.Format("{0}:{1}", state, action));
+         bts.Log.Ui.error(String.Format("{0}:{1}", state, action));
       }
 
       private static bool _translate_to_dirty(DisplayModelState state) {

src/client/spark/AW2/VolSurfaceExtensions.cs

@@ -172,18 +172,6 @@ namespace mbts.spark {
          return new(sec.Exchange, sec.ContractCase, sec.Symbol, exp_date, sec.Id);
       }
 
-      public static SecurityTuple security_tuple(this Security sec) {
-         return security_tuple(new SecurityImmutable(sec));
-      }
-
-      public static SecurityTuple security_tuple(this SecurityImmutable sec) {
-         bts.api.SecurityTuple rv = new SecurityTuple();
-         rv.Symbol = sec.Symbol;
-         rv.Type = sec.security_type();
-         rv.Venue = sec.Exchange;
-         return rv;
-      }
-
       public static ExpirationDriver to_exp_driver(this SecurityExpiration sec_exp) =>
          new() {
             Security = new() {

src/client/spark/Admin/AdminModel.cs

@@ -5,9 +5,6 @@ using bts.api.core;
 using bts.collections;
 using bts.utils;
 
-using Spark.Core.Disposables;
-using Spark.Core.Reactive;
-
 using System;
 using System.Collections.Generic;
 using System.Composition;
@@ -27,7 +24,6 @@ namespace mbts.spark {
          : this(bus, service, user.Value) { }
 
       AdminModel(IBus bus, AdminService service, UserTuple user) {
-         var bootstraps = new DisposableBuilder();
          this.user = user;
          // accounts
          on_accounts = service.subscribei_admin_data()
@@ -43,31 +39,22 @@ namespace mbts.spark {
             .RefCount();
          // users
          on_users = Observable.Return(DictionaryHelper.wrap_value(user.id, user.name));
-         if (user.permissions == UserTuple.Permissions.Admin) {
-            all_user_tuples = bootstraps.emplace(
-               service.subscribei_admin_data()
-                  .Select(u => u.all.FirstOrNull())
-                  .Where(ad => ad.HasValue)
-                  .Select(ad => ad.Value.Users
-                     .Where(u => user.can_access_user_data(u.Id))
-                     .Select(u => new UserTuple(u.Id, u.Name))
-                     .ToDictionary(UserTuple.key_fn))
-                  .Table(UserTuple.key_fn)
-                  .Cache()
-                  .ToObservable());
-         } else {
-            all_user_tuples = Observable.Return(
-               TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
-         }
-         _dispose = Disposable.Create(
-            all_user_tuples.Subscribe(t => bus.post(SparkTags.Users, t.state)),
-            on_accounts.Subscribe(map => {
-               _account_map = map;
-               var account_tuple_map = MappedDictionary.create(map, (id, name) => new AccountTuple(id, name));
-               bus.post(SparkTags.AccountsTag, account_tuple_map);
-            }),
-            bootstraps);
-         bus.post(SparkTags.CurrentUser, user);
+         all_user_tuples = user.permissions == UserTuple.Permissions.Admin ?
+            service.subscribei_admin_data()
+               .Select(u => u.all.TryFirst())
+               .Where(ad => ad.HasValue)
+               .Select(ad => ad.Value.Users
+                  .Where(u => user.can_access_user_data(u.Id))
+                  .Select(u => new UserTuple(u.Id, u.Name))
+                  .ToDictionary(UserTuple.key_fn))
+               .Table(UserTuple.key_fn)
+               .Cache() :
+               Observable.Return(TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
+         _dispose = on_accounts.Subscribe(map => {
+            _account_map = map;
+            var account_tuple_map = MappedDictionary.create(map, (id, name) => new AccountTuple(id, name));
+            bus.post(SparkTags.AccountsTag, account_tuple_map);
+         });
       }
 
       public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
@@ -89,7 +76,7 @@ namespace mbts.spark {
             }));
 
       public AccountTuple? get_default_account() =>
-         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).FirstOrNull();
+         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();
 
       public void Dispose() =>
          Disposable.dispose(ref _dispose);

src/client/spark/AlgoProvider/AlgoProviderFactory.cs

@@ -1,15 +1,10 @@
 using bts;
 using bts.api;
 using bts.api.core;
-using bts.collections;
 
-using mbts.spark.utilities;
 using mbts.ui.utility;
 using mbts.utils;
 
-using Spark.Core.Data;
-using Spark.Core.Disposables;
-
 using System;
 using System.Collections.Generic;
 using System.Collections.Immutable;
@@ -21,18 +16,11 @@ using System.Text.RegularExpressions;
 using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
 
 namespace mbts.spark {
-   class AlgoProviderFactory : IDisposable {
-      IDisposable _dispose;
-
+   class AlgoProviderFactory {
       [ImportingConstructor]
-      public AlgoProviderFactory(
-         IAlgoStudioModel studio_model,
-         OrderFactory order_factory,
-         ISecurityMetadataStore sec_meta_store
-      ) {
+      public AlgoProviderFactory(IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model) {
          var from_conf = config.Configuration.get<bts.config.AlgoTypeRuleSet>();
-         var disposables = new List<IDisposable>();
-         if (from_conf.Rules.Count == 0) {
+         if (from_conf.rules.Count == 0) {
             // There seems to be a config race bug, where the returned config values are empty, despite having entries in spark.conf.
             // [John]I've only noticed it happen when attached to the debugger,
             // but best to have a contingency plan in place anyways, to prevent any chance of regression.
@@ -50,7 +38,7 @@ namespace mbts.spark {
                   AlgoType.Tick,
                   AlgoType.Trigger,
                   AlgoType.QueueHolder)),
-               ImmutableHashSet.CreateRange(order_factory.dynamic_types()));
+               ImmutableHashSet.CreateRange(dynamic_helper.dynamic_types));
             var rules = new[] {
                // Glbx: Futures/Spreads
                new SecurityAlgoTypeSetImmutable(
@@ -112,35 +100,18 @@ namespace mbts.spark {
                "\n\n\tAttachable\n" +
                attachable_rules.fmt_diagnostic("\n\t\t"));
 
-            var security_algo_provider = new AlgoProvider(
-               rules, studio_model, order_factory, sec_meta_store);
-            var attachable_algo_provider = new AttachableAlgoProvider(
-               attachable_rules, studio_model, order_factory, sec_meta_store);
-            this.security_algo_provider = security_algo_provider;
-            this.attachable_algo_provider = attachable_algo_provider;
-            disposables.AddRange(security_algo_provider, attachable_algo_provider);
+            security_algo_provider = new AlgoProvider(rules, studio_model, dynamic_helper, security_auxiliary_model);
+            attachable_algo_provider = new AttachableAlgoProvider(attachable_rules, studio_model, dynamic_helper, security_auxiliary_model);
          } else {
             var algo_type_data =
                EnumHelper.get_values_except(AlgoType.Dynamic, AlgoType.Composite, AlgoType.None)
               .Select(t => _get_type_data(t))
-              .Concat(order_factory.dynamic_types().Select(dt => _get_type_data(AlgoType.Dynamic, dt)))
+              .Concat(dynamic_helper.dynamic_types.Select(dt => _get_type_data(AlgoType.Dynamic, dt)))
               .ToListLazy();
-            var conf_sets = from_conf.Rules.Select(r => _to_security_algo_set(r, order_factory, algo_type_data)).ToList();
-            var security_algo_provider = new AlgoProvider(
-               conf_sets.Select(tup => tup.standard).ToList(),
-               studio_model,
-               order_factory,
-               sec_meta_store);
-            var attachable_algo_provider = new AttachableAlgoProvider(
-               conf_sets.Select(tup => tup.attachable).ToList(),
-               studio_model,
-               order_factory,
-               sec_meta_store);
-            this.security_algo_provider = security_algo_provider;
-            this.attachable_algo_provider = attachable_algo_provider;
-            disposables.AddRange(security_algo_provider, attachable_algo_provider);
+            var conf_sets = from_conf.rules.Select(r => _to_security_algo_set(r, dynamic_helper, algo_type_data)).ToList();
+            security_algo_provider = new AlgoProvider(conf_sets.Select(tup => tup.standard).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
+            attachable_algo_provider = new AttachableAlgoProvider(conf_sets.Select(tup => tup.attachable).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
          }
-         _dispose = Disposable.Create(disposables);
       }
 
       [Export]
@@ -148,9 +119,6 @@ namespace mbts.spark {
       [Export]
       public IAttachableAlgoProvider attachable_algo_provider { get; }
 
-      public void Dispose() =>
-         Disposable.dispose(ref _dispose);
-
       static (string name, AlgoType factory, string dynamic) _get_type_data(AlgoType type, string dynamic_type = null) {
          string type_name = type.ToString();
          return (type_name, type, dynamic_type ?? type_name);
@@ -160,42 +128,39 @@ namespace mbts.spark {
          context == null ?
             new SecurityCriteriaClause() :
             new SecurityCriteriaClause(
-               exchanges: context.Exchanges?.Select(EnumHelper.parse<Venue>)?.ToArray(),
-               security_types: context.SecurityTypes?.Select(EnumHelper.parse<Security.ContractOneofCase>)?.Select(t => t.security_type())?.ToArray(),
-               symbols: context.Symbols?.ToArray());
+               exchanges: context.exchanges?.Select(EnumHelper.parse<Venue>)?.ToArray(),
+               security_types: context.security_types?.Select(EnumHelper.parse<Security.ContractOneofCase>)?.Select(t => t.security_type())?.ToArray(),
+               symbols: context.symbols?.ToArray());
 
       static (SecurityAlgoTypeSetImmutable standard, SecurityAlgoTypeSetImmutable attachable) _to_security_algo_set(
          bts.config.AlgoTypeRule rule,
-         OrderFactory order_factory,
+         DynamicOrderHelper dynamic_helper,
          IEnumerable<(string name, AlgoType factory, string dynamic)> algo_type_data) {
          //
          var factory_types = ImmutableHashSet<AlgoType>.Empty.ToBuilder();
          var dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
          var attachable_factory_types = ImmutableHashSet<AlgoType>.Empty.ToBuilder();
          var attachable_dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
-         foreach (var a in rule.Algos) {
-            if (Enum.TryParse(a.Name, out AlgoType sys_algo) && sys_algo != AlgoType.Composite && sys_algo != AlgoType.Dynamic) {
-               on_sys_match(sys_algo, a.IsAttachable);
-               continue;
-            }
-            var dyn_desc = order_factory.dynamic_descriptor(a.Name);
-            if (dyn_desc is not null) {
-               on_dyn_match(dyn_desc.DynamicOrderType, a.IsAttachable);
-               continue;
-            }
-            foreach (var (name, factory, dynamic) in algo_type_data) {
-               if (Regex.Match(name, a.Name).Success) {
-                  switch (factory) {
-                     case AlgoType.None:
-                     case AlgoType.Composite:
-                        // unexpected, but no need to crash
-                        continue;
-                     case AlgoType.Dynamic:
-                        on_dyn_match(dynamic, a.IsAttachable);
-                        break;
-                     default:
-                        on_sys_match(factory, a.IsAttachable);
-                        break;
+         foreach (var a in rule.algos) {
+            if (Enum.TryParse(a.name, out AlgoType sys_algo) && sys_algo != AlgoType.Composite && sys_algo != AlgoType.Dynamic) {
+               on_sys_match(sys_algo, a.is_attachable);
+            } else if (dynamic_helper.try_parse(a.name, out var dyn_type)) {
+               on_dyn_match(dyn_type, a.is_attachable);
+            } else {
+               foreach (var (name, factory, dynamic) in algo_type_data) {
+                  if (Regex.Match(name, a.name).Success) {
+                     switch (factory) {
+                        case AlgoType.None:
+                        case AlgoType.Composite:
+                           // unexpected, but no need to crash
+                           continue;
+                        case AlgoType.Dynamic:
+                           on_dyn_match(dynamic, a.is_attachable);
+                           break;
+                        default:
+                           on_sys_match(factory, a.is_attachable);
+                           break;
+                     }
                   }
                }
             }
@@ -203,13 +168,13 @@ namespace mbts.spark {
          return (
             // standard
             new SecurityAlgoTypeSetImmutable(
-               _to_clause(rule.Context),
+               _to_clause(rule.context),
                new AlgoTypeSetImmutable(
                   factory_types.ToImmutable(),
                   dynamic_types.ToImmutable())),
             // attachable
             new SecurityAlgoTypeSetImmutable(
-               _to_clause(rule.Context),
+               _to_clause(rule.context),
             new AlgoTypeSetImmutable(
                attachable_factory_types.ToImmutable(),
                attachable_dynamic_types.ToImmutable())));

src/client/spark/AlgoProvider/AlgoTypeSet.cs

@@ -80,7 +80,7 @@ namespace mbts.spark {
 
       public static IEnumerable<AlgoData> define_algos(
          this AlgoTypeSetImmutable algo_set,
-         Func<string, CustomOrderDefinitionImmutable> dynamic_order_factory,
+         DynamicOrderHelper dynamic_helper,
          Func<CustomOrderDefinitionImmutable, CustomOrderDefinitionImmutable> fit_to_type = null,
          double display_qty_divisor = 1) =>
          //
@@ -101,13 +101,13 @@ namespace mbts.spark {
             }
             return def;
          })
-         .Concat(algo_set.dynamic_types.Select(dynamic_order_factory))
+         .Concat(algo_set.dynamic_types.Select(dynamic_helper.create_custom_defi))
          .Select(AlgoData.from_custom_def);
 
       public static ImmutableDictionary<AlgoKey, AlgoData> match_algos(
          this IEnumerable<SecurityAlgoTypeSetImmutable> security_algo_sets,
          SecurityCriteriaClause clause,
-         Func<string, CustomOrderDefinitionImmutable> dynamic_order_factory,
+         DynamicOrderHelper dynamic_helper,
          Func<CustomOrderDefinitionImmutable, CustomOrderDefinitionImmutable> fit_to_type = null,
          double display_qty_divisor = 1) {
          //
@@ -117,8 +117,7 @@ namespace mbts.spark {
                continue;
             } else if (rv == null) {
                rv = ImmutableDictionary.CreateRange(
-                  set.algo_type_set.define_algos(
-                     dynamic_order_factory, fit_to_type, display_qty_divisor)
+                  set.algo_type_set.define_algos(dynamic_helper, fit_to_type, display_qty_divisor)
                   .Select(a => new KeyValuePair<AlgoKey, AlgoData>(a.key, a)));
             } else {
                foreach (var kv in rv) {