feat: Impl synthetic book

refactor: Change spreader leg qty to int
The synth book computation code doesn't support doubles
2022-11-28 10:42:05 -05:00 · 2022-11-25 13:20:34 -05:00 · 2022-11-25 13:20:33 -05:00 · 2022-11-20 14:22:42 -05:00 · 2022-11-10 07:18:42 -05:00 · 2022-11-09 23:13:16 -05:00
2760 changed files with 208739 additions and 299302 deletions
@@ -4,7 +4,6 @@ BinPackParameters: false
 AlignAfterOpenBracket: AlwaysBreak
 AlwaysBreakTemplateDeclarations: true
 PenaltyReturnTypeOnItsOwnLine: 140
-ReflowComments: false
 ---
 Language: Proto
 IndentWidth: 2
@@ -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"
-      ]
    }
  }
 }
@@ -1,6 +1,5 @@
 nohup.out
-build/**
-install/**
+build/
 .build_proxy/
 cmake-build-debug/
 .cache/
@@ -41,6 +40,8 @@ trace_data/
 .ionide/*
 /.ignore
 *.rej
+/build
+/build.*/*
 .clangd/
 *CMakeDeps.cmake
 /sniper.ipynb
@@ -50,8 +51,3 @@ 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
@@ -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
@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.12)
+cmake_minimum_required(VERSION 3.5)
 project(spark)

 if(WIN32)
@@ -7,188 +7,88 @@ 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()

 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>")

-  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)
-  endif()
+  add_subdirectory(src/web)
+  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 ${CMAKE_BINARY_DIR}/server)
-
-    install(
-      DIRECTORY "${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()
+  add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
 endif()
@@ -1,283 +0,0 @@
-{
-  "version": 4,
-  "cmakeMinimumRequired": {
-    "major": 3,
-    "minor": 23,
-    "patch": 0
-  },
-
-  "configurePresets": [
-    {
-      "name": "spark",
-      "condition": {
-        "type": "equals",
-        "lhs": "${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"
-    }
-  ]
-}
@@ -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
@@ -0,0 +1,25 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 17
+VisualStudioVersion = 17.2.32630.192
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SpreaderFrontEnd", "SpreaderFrontEnd\SpreaderFrontEnd.csproj", "{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {3E2EF0DA-32BB-4A7A-9089-B132E1677AA7}
+	EndGlobalSection
+EndGlobal
@@ -0,0 +1,36 @@
+using System;
+using System.Linq;
+
+namespace SpreaderFrontEnd {
+   public class Book : IEquatable<Book> {
+      public Book(BookSide bids = null, BookSide asks = null) {
+         this.bids = bids ?? new BookSide();
+         this.asks = asks ?? new BookSide();
+      }
+
+      public BookSide bids { get; }
+      public BookSide asks { get; }
+
+      public Book Clone() {
+         return new Book(
+            new BookSide(bids.levels.ToList()),
+            new BookSide(asks.levels.ToList()));
+      }
+
+      public bool Equals(Book other) {
+         return other != null && other.bids.Equals(bids) && other.asks.Equals(asks);
+      }
+
+      public override bool Equals(object obj) {
+         return Equals(obj as Book);
+      }
+
+      public override int GetHashCode() {
+         return HashCodeHelper.combine(bids.GetHashCode(), asks.GetHashCode());
+      }
+
+      public override string ToString() {
+         return $"bid: {bids} | ask: {asks}";
+      }
+   }
+}
@@ -0,0 +1,38 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace SpreaderFrontEnd {
+   public class BookSide : IEquatable<BookSide> {
+      public BookSide() {
+         levels = new List<PriceLevel>();
+      }
+
+      public BookSide(IEnumerable<PriceLevel> levels) {
+         this.levels = levels?.ToList() ?? new List<PriceLevel>();
+      }
+
+      public IList<PriceLevel> levels { get; }
+
+      public BookSide Clone() {
+         return new BookSide(levels.ToList());
+      }
+
+      public bool Equals(BookSide other) {
+         return other != null && levels.SequenceEqual(other.levels);
+      }
+
+      public override bool Equals(object obj) {
+         return Equals(obj as BookSide);
+      }
+
+      public override int GetHashCode() {
+         return levels.Select(l => l.GetHashCode()).Skip(1).Aggregate(
+            levels[0].GetHashCode(), HashCodeHelper.combine);
+      }
+
+      public override string ToString() {
+         return string.Join("; ", levels);
+      }
+   }
+}
@@ -0,0 +1,120 @@
+using System;
+using System.Collections.Generic;
+using System.Diagnostics;
+
+namespace SpreaderFrontEnd {
+   public class LegCursor {
+      public LegCursor(int leg_size, IList<PriceLevel> levels) {
+         this.leg_size = leg_size;
+         this.levels = levels;
+      }
+
+      /// <summary>
+      /// The [signed] quantity of this leg in the SpreaderContract to which it belongs
+      /// </summary>
+      public int leg_size { get; }
+
+      /// <summary>
+      /// The [unsigned] quantity of this leg in the SpreaderContract to which it belongs
+      /// </summary>
+      public int leg_size_abs {
+         get {
+            return Math.Abs(leg_size);
+         }
+      }
+
+      /// <summary>
+      /// The price levels of the underlying BookSide
+      /// </summary>
+      public IList<PriceLevel> levels { get; }
+
+      /// <summary>
+      /// The index of the current level. When <see cref="consume_unit_qty(uint, out List{PriceLevel})"/>
+      /// is called, quantity consumption begins at this level. Once this level's quantity is fully
+      /// consumed, <see cref="cursor"/> is incremented, and <see cref="curr_level_consumed_qty"/>
+      /// is reset to 0.
+      /// </summary>
+      public int cursor { get; private set; }
+
+      /// <summary>
+      /// The quantity that has been consumed at the current level (i.e., the level at index
+      /// <see cref="cursor"/>)
+      /// </summary>
+      public uint curr_level_consumed_qty { get; private set; }
+
+      /// <summary>
+      /// Consumes the specified quantity of units at the best available price(s)
+      /// </summary>
+      /// <param name="unit_qty">
+      /// The unit quantity to consume
+      /// </param>
+      /// <returns>True if the entire quantity is consumed, otherwise false.</returns>
+      public bool consume_unit_qty(uint unit_qty, out List<PriceLevel> consumed_levels) {
+         consumed_levels = new List<PriceLevel>();
+         uint marg_qty = (uint)(unit_qty * leg_size_abs);
+         var consumed_qty = _consume_raw_qty(marg_qty, ref consumed_levels);
+         Debug.Assert(consumed_qty % leg_size_abs == 0);
+         uint consumed_units = (uint)(consumed_qty / leg_size_abs);
+         return consumed_units == unit_qty;
+      }
+
+      /// <summary>
+      /// Gets the number of units (raw_quantity / leg_size_abs) available at the best price
+      /// </summary>
+      public PriceLevel curr_synth_level() {
+         if (cursor >= levels.Count) {
+            return PriceLevel.empty;
+         }
+
+         var curr_level = levels[cursor];
+         Debug.Assert(curr_level.qty >= curr_level_consumed_qty);
+         var curr_level_rem_qty = curr_level.qty - curr_level_consumed_qty;
+         if (curr_level_rem_qty >= leg_size_abs) {
+            return new PriceLevel(
+               price: curr_level.price * leg_size_abs,
+               qty: (uint)(curr_level_rem_qty / leg_size_abs));
+         }
+
+         double unit_cost = curr_level.price * curr_level_rem_qty;
+         var unit_rem = leg_size_abs - curr_level_rem_qty;
+         for (int i = cursor + 1; i < levels.Count; i++) {
+            curr_level = levels[i];
+            if (curr_level.qty >= unit_rem) {
+               unit_cost += curr_level.price * unit_rem;
+               return new PriceLevel(price: unit_cost, qty: 1);
+            }
+            unit_cost += curr_level.price * curr_level.qty;
+            unit_rem -= curr_level.qty;
+         }
+         return PriceLevel.empty;
+      }
+
+      /// <summary>
+      /// Consumes as much of the specified [raw] quantity as possible
+      /// </summary>
+      /// <returns>
+      /// The quantity that was actually consumed
+      /// </returns>
+      uint _consume_raw_qty(uint raw_qty, ref List<PriceLevel> dest) {
+         if (levels == null || cursor >= levels.Count) {
+            return 0;
+         }
+         var curr_level = levels[cursor];
+         // Cursor should be incremented when curr_level_consumed_qty == levels[cursor].qty
+         // (i.e., curr_level.qty should never be less than curr_level_consumed_qty)
+         Debug.Assert(curr_level.qty > curr_level_consumed_qty);
+         var curr_level_qty_rem = curr_level.qty - curr_level_consumed_qty;
+         if (curr_level_qty_rem > raw_qty) {
+            curr_level_consumed_qty += raw_qty;
+            dest.Add(new PriceLevel(price: curr_level.price, qty: raw_qty));
+            return raw_qty;
+         }
+         // The input qty is greater than the qty that remains at this level. Consume the rest on
+         // the next level.
+         cursor++;
+         curr_level_consumed_qty = 0;
+         dest.Add(new PriceLevel(price: curr_level.price, qty: curr_level_qty_rem));
+         return curr_level_qty_rem + _consume_raw_qty(raw_qty - curr_level_qty_rem, ref dest);
+      }
+   }
+}
@@ -0,0 +1,44 @@
+using System;
+
+namespace SpreaderFrontEnd {
+   public struct PriceLevel : IEquatable<PriceLevel> {
+      public PriceLevel(double price, uint qty) {
+         this.price = price;
+         this.qty = qty;
+      }
+
+      public static PriceLevel empty {
+         get {
+            return new PriceLevel(double.NaN, 0);
+         }
+      }
+
+      public double price { get; }
+      public uint qty { get; }
+
+      public PriceLevel subtract_qty(uint value) {
+         System.Diagnostics.Debug.Assert(value <= qty);
+         return new PriceLevel(price, qty - value);
+      }
+      
+      public PriceLevel add_qty(uint value) {
+         return new PriceLevel(price, qty + value);
+      }
+
+      public override string ToString() {
+         return $"{price} ({qty})";
+      }
+
+      public bool Equals(PriceLevel other) {
+         return qty == other.qty && price.Equals(other.price);
+      }
+
+      public override bool Equals(object obj) {
+         return obj is PriceLevel other && Equals(other);
+      }
+
+      public override int GetHashCode() {
+         return HashCodeHelper.combine(price.GetHashCode(), qty.GetHashCode());
+      }
+   }
+}
@@ -0,0 +1,49 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Diagnostics;
+
+namespace SpreaderFrontEnd {
+   public static class SpreaderBookCalculator {
+      public static Book compute_spreader_book(
+         SpreaderContract contract, IEnumerable<Book> leg_books) {
+         if (contract == null) {
+            throw new ArgumentNullException(nameof(contract));
+         }
+         if (leg_books == null) {
+            throw new ArgumentNullException(nameof(leg_books));
+         }
+         var leg_book_list = leg_books as IList<Book> ?? leg_books.ToList();
+         var synth_book = new SyntheticBook(contract, leg_book_list);
+         return synth_book.to_book();
+      }
+
+      public static BookSide compute_spreader_book_side(
+         SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
+         Debug.Assert(contract.spread_legs.Count == leg_books.Count);
+         var leg_cursors = leg_books.Select((b, i) => new LegCursor(
+            contract.spread_legs[i].qty,
+            contract.spread_legs[i].qty < 0 == is_bid ? b.asks.levels : b.bids.levels)).ToList();
+         var level_qty = leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
+         var result = new BookSide();
+
+         while (level_qty > 0) {
+            double level_price = 0;
+            for (int i = 0; i < leg_cursors.Count; i++) {
+               var lc = leg_cursors[i];
+               bool did_consume = lc.consume_unit_qty(level_qty, out var consumed_levels);
+               Debug.Assert(did_consume);
+               var leg_cost = consumed_levels.Select(l => l.price * l.qty).Sum() / level_qty;
+               if (lc.leg_size < 0) {
+                  level_price -= leg_cost;
+               } else {
+                  level_price += leg_cost;
+               }
+            }
+            result.levels.Add(new PriceLevel(price: level_price, qty: level_qty));
+            level_qty = leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
+         }
+         return result;
+      }
+   }
+}
@@ -0,0 +1,17 @@
+using System.Collections.Generic;
+
+namespace SpreaderFrontEnd {
+   class SyntheticBook {
+      public SyntheticBook(SpreaderContract contract, IList<Book> leg_books) {
+         bids = new SyntheticBookSide(contract, leg_books, true);
+         asks = new SyntheticBookSide(contract, leg_books, false);
+      }
+
+      public SyntheticBookSide bids { get; }
+      public SyntheticBookSide asks { get; }
+
+      public Book to_book() {
+         return new Book(bids: bids.to_book_side(), asks: asks.to_book_side());
+      }
+   }
+}
@@ -0,0 +1,28 @@
+using System.Collections;
+using System.Collections.Generic;
+
+namespace SpreaderFrontEnd {
+   class SyntheticBookSide : IEnumerable<PriceLevel> {
+      readonly SpreaderContract _contract;
+      readonly IList<Book> _leg_books;
+      readonly bool _is_bid;
+
+      public SyntheticBookSide(SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
+         _contract = contract;
+         _leg_books = leg_books;
+         _is_bid = is_bid;
+      }
+
+      public BookSide to_book_side() {
+         return new BookSide(this);
+      }
+
+      public IEnumerator<PriceLevel> GetEnumerator() {
+         return new SyntheticBookSideEnumerator(_contract, _leg_books, _is_bid);
+      }
+
+      IEnumerator IEnumerable.GetEnumerator() {
+         return GetEnumerator();
+      }
+   }
+}
@@ -0,0 +1,59 @@
+using System.Collections.Generic;
+using System.Linq;
+using System.Diagnostics;
+using System.Collections;
+
+namespace SpreaderFrontEnd {
+   class SyntheticBookSideEnumerator : IEnumerator<PriceLevel> {
+      readonly List<LegCursor> _leg_cursors;
+
+      PriceLevel _current;
+      uint _level_qty;
+
+      public SyntheticBookSideEnumerator(
+         SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
+         Debug.Assert(contract.spread_legs.Count == leg_books.Count);
+         _leg_cursors = new List<LegCursor>(leg_books.Count);
+         for (int i = 0; i < leg_books.Count; i++) {
+            _leg_cursors.Add(new LegCursor(
+               contract.spread_legs[i].qty,
+               contract.spread_legs[i].qty < 0 == is_bid ?
+                  leg_books[i].asks.levels : leg_books[i].bids.levels));
+         }
+      }
+
+      public PriceLevel Current => _current;
+
+      object IEnumerator.Current => _current;
+
+      public void Dispose() { }
+
+      public bool MoveNext() {
+         _level_qty = _leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
+         if (_level_qty == 0) {
+            return false;
+         }
+         double level_price = 0;
+         for (int i = 0; i < _leg_cursors.Count; i++) {
+            var lc = _leg_cursors[i];
+            bool did_consume = lc.consume_unit_qty(_level_qty, out var consumed_levels);
+            Debug.Assert(did_consume);
+            var leg_cost = consumed_levels.Select(l => l.price * l.qty).Sum() / _level_qty;
+            if (lc.leg_size < 0) {
+               level_price -= leg_cost;
+            } else {
+               level_price += leg_cost;
+            }
+         }
+         _current = new PriceLevel(price: level_price, qty: _level_qty);
+         return true;
+      }
+
+      public void Reset() {
+         for (int i = 0; i < _leg_cursors.Count; i++) {
+            var lc = _leg_cursors[i];
+            _leg_cursors[i] = new LegCursor(lc.leg_size, lc.levels);
+         }
+      }
+   }
+}
@@ -0,0 +1,8 @@
+namespace SpreaderFrontEnd {
+   static class HashCodeHelper {
+      // Copied from https://referencesource.microsoft.com/#System.Numerics/System/Numerics/HashCodeHelper.cs
+      public static int combine(int h1, int h2) {
+         return (((h1 << 5) + h1) ^ h2);
+      }
+   }
+}
@@ -0,0 +1,744 @@
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd
+{
+    partial class LegControl
+    {
+        /// <summary> 
+        /// Required designer variable.
+        /// </summary>
+        private System.ComponentModel.IContainer components = null;
+
+        /// <summary> 
+        /// Clean up any resources being used.
+        /// </summary>
+        /// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
+        protected override void Dispose(bool disposing)
+        {
+            if (disposing && (components != null))
+            {
+                components.Dispose();
+            }
+            base.Dispose(disposing);
+        }
+
+        #region Component Designer generated code
+
+        /// <summary> 
+        /// Required method for Designer support - do not modify 
+        /// the contents of this method with the code editor.
+        /// </summary>
+        private void InitializeComponent()
+        {
+         this._combobox_security = new System.Windows.Forms.ComboBox();
+         this.label1 = new System.Windows.Forms.Label();
+         this.label2 = new System.Windows.Forms.Label();
+         this.label3 = new System.Windows.Forms.Label();
+         this.label5 = new System.Windows.Forms.Label();
+         this.groupBox1 = new System.Windows.Forms.GroupBox();
+         this._textbox_quote_qho_length = new System.Windows.Forms.TextBox();
+         this._textbox_quote_insidemarketdistance_towarddistance = new System.Windows.Forms.TextBox();
+         this._textbox_quote_conditional_ticks = new System.Windows.Forms.TextBox();
+         this._textbox_quote_throttle_outsideticks = new System.Windows.Forms.TextBox();
+         this._textbox_quote_throttle_insideticks = new System.Windows.Forms.TextBox();
+         this._textbox_quote_showqty_qty = new System.Windows.Forms.TextBox();
+         this.label11 = new System.Windows.Forms.Label();
+         this._checkbox_quote_insidemarketdistance = new System.Windows.Forms.CheckBox();
+         this.label10 = new System.Windows.Forms.Label();
+         this._checkbox_quote_conditional = new System.Windows.Forms.CheckBox();
+         this.label9 = new System.Windows.Forms.Label();
+         this.label8 = new System.Windows.Forms.Label();
+         this._checkbox_quote_throttle = new System.Windows.Forms.CheckBox();
+         this.label7 = new System.Windows.Forms.Label();
+         this._checkbox_quote_showqty = new System.Windows.Forms.CheckBox();
+         this.label6 = new System.Windows.Forms.Label();
+         this.groupBox2 = new System.Windows.Forms.GroupBox();
+         this._textbox_prehedge_payless_paylessticks = new System.Windows.Forms.TextBox();
+         this._textbox_prehedge_payup_payupticks = new System.Windows.Forms.TextBox();
+         this._textbox_prehedge_payup_threshold = new System.Windows.Forms.TextBox();
+         this._textbox_prehedge_payless_threshold = new System.Windows.Forms.TextBox();
+         this.label13 = new System.Windows.Forms.Label();
+         this.label14 = new System.Windows.Forms.Label();
+         this.label15 = new System.Windows.Forms.Label();
+         this._checkbox_prehedge_payup = new System.Windows.Forms.CheckBox();
+         this.label16 = new System.Windows.Forms.Label();
+         this._checkbox_prehedge_payless = new System.Windows.Forms.CheckBox();
+         this.groupBox3 = new System.Windows.Forms.GroupBox();
+         this._textbox_posthedge_sizebasedcross_crossticks = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_sizebasedcross_threshold = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_timesbasedcross_crossticks = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_timesbasedcross_timems = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_ticksawaycross_crossticks = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_ticksawaycross_threshold = new System.Windows.Forms.TextBox();
+         this.label20 = new System.Windows.Forms.Label();
+         this.label21 = new System.Windows.Forms.Label();
+         this._checkbox_posthedge_sizebasedcross = new System.Windows.Forms.CheckBox();
+         this.label12 = new System.Windows.Forms.Label();
+         this.label17 = new System.Windows.Forms.Label();
+         this.label18 = new System.Windows.Forms.Label();
+         this._checkbox_posthedge_timebasedcross = new System.Windows.Forms.CheckBox();
+         this.label19 = new System.Windows.Forms.Label();
+         this._checkbox_posthedge_ticksawaycross = new System.Windows.Forms.CheckBox();
+         this._textbox_leg_qty = new System.Windows.Forms.TextBox();
+         this._checkbox_leg_enablequoting = new System.Windows.Forms.CheckBox();
+         this._textbox_leg_leanqtyfactor = new System.Windows.Forms.TextBox();
+         this._combobox_mdtype = new System.Windows.Forms.ComboBox();
+         this._textbox_leg_price_mult = new System.Windows.Forms.TextBox();
+         this.label4 = new System.Windows.Forms.Label();
+         this._label_leanqty_factor = new System.Windows.Forms.Label();
+         this.groupBox1.SuspendLayout();
+         this.groupBox2.SuspendLayout();
+         this.groupBox3.SuspendLayout();
+         this.SuspendLayout();
+         // 
+         // _combobox_security
+         // 
+         this._combobox_security.DropDownStyle = System.Windows.Forms.ComboBoxStyle.DropDownList;
+         this._combobox_security.FormattingEnabled = true;
+         this._combobox_security.Location = new System.Drawing.Point(157, 15);
+         this._combobox_security.Name = "_combobox_security";
+         this._combobox_security.Size = new System.Drawing.Size(100, 23);
+         this._combobox_security.TabIndex = 0;
+         // 
+         // label1
+         // 
+         this.label1.AutoSize = true;
+         this.label1.Location = new System.Drawing.Point(16, 23);
+         this.label1.Name = "label1";
+         this.label1.Size = new System.Drawing.Size(49, 15);
+         this.label1.TabIndex = 1;
+         this.label1.Text = "Security";
+         // 
+         // label2
+         // 
+         this.label2.AutoSize = true;
+         this.label2.Location = new System.Drawing.Point(16, 58);
+         this.label2.Name = "label2";
+         this.label2.Size = new System.Drawing.Size(53, 15);
+         this.label2.TabIndex = 2;
+         this.label2.Text = "Quantity";
+         // 
+         // label3
+         // 
+         this.label3.AutoSize = true;
+         this.label3.Location = new System.Drawing.Point(16, 128);
+         this.label3.Name = "label3";
+         this.label3.Size = new System.Drawing.Size(89, 15);
+         this.label3.TabIndex = 3;
+         this.label3.Text = "Enable Quoting";
+         // 
+         // label5
+         // 
+         this.label5.AutoSize = true;
+         this.label5.Location = new System.Drawing.Point(16, 198);
+         this.label5.Name = "label5";
+         this.label5.Size = new System.Drawing.Size(98, 15);
+         this.label5.TabIndex = 5;
+         this.label5.Text = "Market Data Type";
+         // 
+         // groupBox1
+         // 
+         this.groupBox1.Controls.Add(this._textbox_quote_qho_length);
+         this.groupBox1.Controls.Add(this._textbox_quote_insidemarketdistance_towarddistance);
+         this.groupBox1.Controls.Add(this._textbox_quote_conditional_ticks);
+         this.groupBox1.Controls.Add(this._textbox_quote_throttle_outsideticks);
+         this.groupBox1.Controls.Add(this._textbox_quote_throttle_insideticks);
+         this.groupBox1.Controls.Add(this._textbox_quote_showqty_qty);
+         this.groupBox1.Controls.Add(this.label11);
+         this.groupBox1.Controls.Add(this._checkbox_quote_insidemarketdistance);
+         this.groupBox1.Controls.Add(this.label10);
+         this.groupBox1.Controls.Add(this._checkbox_quote_conditional);
+         this.groupBox1.Controls.Add(this.label9);
+         this.groupBox1.Controls.Add(this.label8);
+         this.groupBox1.Controls.Add(this._checkbox_quote_throttle);
+         this.groupBox1.Controls.Add(this.label7);
+         this.groupBox1.Controls.Add(this._checkbox_quote_showqty);
+         this.groupBox1.Controls.Add(this.label6);
+         this.groupBox1.ForeColor = System.Drawing.Color.Black;
+         this.groupBox1.Location = new System.Drawing.Point(12, 238);
+         this.groupBox1.Name = "groupBox1";
+         this.groupBox1.Size = new System.Drawing.Size(265, 369);
+         this.groupBox1.TabIndex = 6;
+         this.groupBox1.TabStop = false;
+         this.groupBox1.Text = "Quote";
+         // 
+         // _textbox_quote_qho_length
+         // 
+         this._textbox_quote_qho_length.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_qho_length.Location = new System.Drawing.Point(145, 28);
+         this._textbox_quote_qho_length.Name = "_textbox_quote_qho_length";
+         this._textbox_quote_qho_length.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_qho_length.TabIndex = 6;
+         // 
+         // _textbox_quote_insidemarketdistance_towarddistance
+         // 
+         this._textbox_quote_insidemarketdistance_towarddistance.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_insidemarketdistance_towarddistance.Location = new System.Drawing.Point(145, 314);
+         this._textbox_quote_insidemarketdistance_towarddistance.Name = "_textbox_quote_insidemarketdistance_towarddistance";
+         this._textbox_quote_insidemarketdistance_towarddistance.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_insidemarketdistance_towarddistance.TabIndex = 15;
+         // 
+         // _textbox_quote_conditional_ticks
+         // 
+         this._textbox_quote_conditional_ticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_conditional_ticks.Location = new System.Drawing.Point(145, 250);
+         this._textbox_quote_conditional_ticks.Name = "_textbox_quote_conditional_ticks";
+         this._textbox_quote_conditional_ticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_conditional_ticks.TabIndex = 13;
+         // 
+         // _textbox_quote_throttle_outsideticks
+         // 
+         this._textbox_quote_throttle_outsideticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_throttle_outsideticks.Location = new System.Drawing.Point(145, 186);
+         this._textbox_quote_throttle_outsideticks.Name = "_textbox_quote_throttle_outsideticks";
+         this._textbox_quote_throttle_outsideticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_throttle_outsideticks.TabIndex = 11;
+         // 
+         // _textbox_quote_throttle_insideticks
+         // 
+         this._textbox_quote_throttle_insideticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_throttle_insideticks.Location = new System.Drawing.Point(145, 156);
+         this._textbox_quote_throttle_insideticks.Name = "_textbox_quote_throttle_insideticks";
+         this._textbox_quote_throttle_insideticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_throttle_insideticks.TabIndex = 10;
+         // 
+         // _textbox_quote_showqty_qty
+         // 
+         this._textbox_quote_showqty_qty.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_showqty_qty.Location = new System.Drawing.Point(145, 92);
+         this._textbox_quote_showqty_qty.Name = "_textbox_quote_showqty_qty";
+         this._textbox_quote_showqty_qty.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_showqty_qty.TabIndex = 8;
+         // 
+         // label11
+         // 
+         this.label11.AutoSize = true;
+         this.label11.Location = new System.Drawing.Point(45, 322);
+         this.label11.Name = "label11";
+         this.label11.Size = new System.Drawing.Size(93, 15);
+         this.label11.TabIndex = 16;
+         this.label11.Text = "Toward Distance";
+         // 
+         // _checkbox_quote_insidemarketdistance
+         // 
+         this._checkbox_quote_insidemarketdistance.AutoSize = true;
+         this._checkbox_quote_insidemarketdistance.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_insidemarketdistance.Location = new System.Drawing.Point(15, 288);
+         this._checkbox_quote_insidemarketdistance.Name = "_checkbox_quote_insidemarketdistance";
+         this._checkbox_quote_insidemarketdistance.Size = new System.Drawing.Size(131, 19);
+         this._checkbox_quote_insidemarketdistance.TabIndex = 14;
+         this._checkbox_quote_insidemarketdistance.Text = "Inside Market Dist.";
+         this._checkbox_quote_insidemarketdistance.UseVisualStyleBackColor = true;
+         this._checkbox_quote_insidemarketdistance.CheckedChanged += new System.EventHandler(this._checkbox_quote_insidemarketdistance_CheckedChanged);
+         // 
+         // label10
+         // 
+         this.label10.AutoSize = true;
+         this.label10.Location = new System.Drawing.Point(47, 258);
+         this.label10.Name = "label10";
+         this.label10.Size = new System.Drawing.Size(33, 15);
+         this.label10.TabIndex = 14;
+         this.label10.Text = "Ticks";
+         // 
+         // _checkbox_quote_conditional
+         // 
+         this._checkbox_quote_conditional.AutoSize = true;
+         this._checkbox_quote_conditional.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_conditional.Location = new System.Drawing.Point(15, 224);
+         this._checkbox_quote_conditional.Name = "_checkbox_quote_conditional";
+         this._checkbox_quote_conditional.Size = new System.Drawing.Size(88, 19);
+         this._checkbox_quote_conditional.TabIndex = 12;
+         this._checkbox_quote_conditional.Text = "Conditional";
+         this._checkbox_quote_conditional.UseVisualStyleBackColor = true;
+         this._checkbox_quote_conditional.CheckedChanged += new System.EventHandler(this._checkbox_quote_conditional_CheckedChanged);
+         // 
+         // label9
+         // 
+         this.label9.AutoSize = true;
+         this.label9.Location = new System.Drawing.Point(45, 194);
+         this.label9.Name = "label9";
+         this.label9.Size = new System.Drawing.Size(77, 15);
+         this.label9.TabIndex = 12;
+         this.label9.Text = "Outside Ticks";
+         // 
+         // label8
+         // 
+         this.label8.AutoSize = true;
+         this.label8.Location = new System.Drawing.Point(45, 164);
+         this.label8.Name = "label8";
+         this.label8.Size = new System.Drawing.Size(67, 15);
+         this.label8.TabIndex = 11;
+         this.label8.Text = "Inside Ticks";
+         // 
+         // _checkbox_quote_throttle
+         // 
+         this._checkbox_quote_throttle.AutoSize = true;
+         this._checkbox_quote_throttle.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_throttle.Location = new System.Drawing.Point(15, 130);
+         this._checkbox_quote_throttle.Name = "_checkbox_quote_throttle";
+         this._checkbox_quote_throttle.Size = new System.Drawing.Size(72, 19);
+         this._checkbox_quote_throttle.TabIndex = 9;
+         this._checkbox_quote_throttle.Text = "Throttle";
+         this._checkbox_quote_throttle.UseVisualStyleBackColor = true;
+         this._checkbox_quote_throttle.CheckedChanged += new System.EventHandler(this._checkbox_quote_throttle_CheckedChanged);
+         // 
+         // label7
+         // 
+         this.label7.AutoSize = true;
+         this.label7.Location = new System.Drawing.Point(45, 100);
+         this.label7.Name = "label7";
+         this.label7.Size = new System.Drawing.Size(53, 15);
+         this.label7.TabIndex = 9;
+         this.label7.Text = "Quantity";
+         // 
+         // _checkbox_quote_showqty
+         // 
+         this._checkbox_quote_showqty.AutoSize = true;
+         this._checkbox_quote_showqty.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_showqty.Location = new System.Drawing.Point(15, 66);
+         this._checkbox_quote_showqty.Name = "_checkbox_quote_showqty";
+         this._checkbox_quote_showqty.Size = new System.Drawing.Size(108, 19);
+         this._checkbox_quote_showqty.TabIndex = 7;
+         this._checkbox_quote_showqty.Text = "Show Quantity";
+         this._checkbox_quote_showqty.UseVisualStyleBackColor = true;
+         this._checkbox_quote_showqty.CheckedChanged += new System.EventHandler(this._checkbox_quote_showqty_CheckedChanged);
+         // 
+         // label6
+         // 
+         this.label6.AutoSize = true;
+         this.label6.Location = new System.Drawing.Point(15, 36);
+         this.label6.Name = "label6";
+         this.label6.Size = new System.Drawing.Size(121, 15);
+         this.label6.TabIndex = 6;
+         this.label6.Text = "Queue Holder Length";
+         // 
+         // groupBox2
+         // 
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payless_paylessticks);
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payup_payupticks);
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payup_threshold);
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payless_threshold);
+         this.groupBox2.Controls.Add(this.label13);
+         this.groupBox2.Controls.Add(this.label14);
+         this.groupBox2.Controls.Add(this.label15);
+         this.groupBox2.Controls.Add(this._checkbox_prehedge_payup);
+         this.groupBox2.Controls.Add(this.label16);
+         this.groupBox2.Controls.Add(this._checkbox_prehedge_payless);
+         this.groupBox2.Location = new System.Drawing.Point(13, 626);
+         this.groupBox2.Name = "groupBox2";
+         this.groupBox2.Size = new System.Drawing.Size(264, 234);
+         this.groupBox2.TabIndex = 7;
+         this.groupBox2.TabStop = false;
+         this.groupBox2.Text = "Pre-Hedge";
+         // 
+         // _textbox_prehedge_payless_paylessticks
+         // 
+         this._textbox_prehedge_payless_paylessticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payless_paylessticks.Location = new System.Drawing.Point(144, 90);
+         this._textbox_prehedge_payless_paylessticks.Name = "_textbox_prehedge_payless_paylessticks";
+         this._textbox_prehedge_payless_paylessticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payless_paylessticks.TabIndex = 18;
+         // 
+         // _textbox_prehedge_payup_payupticks
+         // 
+         this._textbox_prehedge_payup_payupticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payup_payupticks.Location = new System.Drawing.Point(144, 187);
+         this._textbox_prehedge_payup_payupticks.Name = "_textbox_prehedge_payup_payupticks";
+         this._textbox_prehedge_payup_payupticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payup_payupticks.TabIndex = 21;
+         // 
+         // _textbox_prehedge_payup_threshold
+         // 
+         this._textbox_prehedge_payup_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payup_threshold.Location = new System.Drawing.Point(144, 156);
+         this._textbox_prehedge_payup_threshold.Name = "_textbox_prehedge_payup_threshold";
+         this._textbox_prehedge_payup_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payup_threshold.TabIndex = 20;
+         // 
+         // _textbox_prehedge_payless_threshold
+         // 
+         this._textbox_prehedge_payless_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payless_threshold.Location = new System.Drawing.Point(144, 59);
+         this._textbox_prehedge_payless_threshold.Name = "_textbox_prehedge_payless_threshold";
+         this._textbox_prehedge_payless_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payless_threshold.TabIndex = 17;
+         // 
+         // label13
+         // 
+         this.label13.AutoSize = true;
+         this.label13.Location = new System.Drawing.Point(44, 98);
+         this.label13.Name = "label13";
+         this.label13.Size = new System.Drawing.Size(74, 15);
+         this.label13.TabIndex = 14;
+         this.label13.Text = "Payless Ticks";
+         // 
+         // label14
+         // 
+         this.label14.AutoSize = true;
+         this.label14.Location = new System.Drawing.Point(44, 195);
+         this.label14.Name = "label14";
+         this.label14.Size = new System.Drawing.Size(69, 15);
+         this.label14.TabIndex = 12;
+         this.label14.Text = "Payup Ticks";
+         // 
+         // label15
+         // 
+         this.label15.AutoSize = true;
+         this.label15.Location = new System.Drawing.Point(44, 164);
+         this.label15.Name = "label15";
+         this.label15.Size = new System.Drawing.Size(59, 15);
+         this.label15.TabIndex = 11;
+         this.label15.Text = "Threshold";
+         // 
+         // _checkbox_prehedge_payup
+         // 
+         this._checkbox_prehedge_payup.AutoSize = true;
+         this._checkbox_prehedge_payup.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_prehedge_payup.Location = new System.Drawing.Point(15, 129);
+         this._checkbox_prehedge_payup.Name = "_checkbox_prehedge_payup";
+         this._checkbox_prehedge_payup.Size = new System.Drawing.Size(64, 19);
+         this._checkbox_prehedge_payup.TabIndex = 19;
+         this._checkbox_prehedge_payup.Text = "Pay Up";
+         this._checkbox_prehedge_payup.UseVisualStyleBackColor = true;
+         this._checkbox_prehedge_payup.CheckedChanged += new System.EventHandler(this._checkbox_prehedge_payup_CheckedChanged);
+         // 
+         // label16
+         // 
+         this.label16.AutoSize = true;
+         this.label16.Location = new System.Drawing.Point(44, 67);
+         this.label16.Name = "label16";
+         this.label16.Size = new System.Drawing.Size(59, 15);
+         this.label16.TabIndex = 9;
+         this.label16.Text = "Threshold";
+         // 
+         // _checkbox_prehedge_payless
+         // 
+         this._checkbox_prehedge_payless.AutoSize = true;
+         this._checkbox_prehedge_payless.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_prehedge_payless.Location = new System.Drawing.Point(15, 32);
+         this._checkbox_prehedge_payless.Name = "_checkbox_prehedge_payless";
+         this._checkbox_prehedge_payless.Size = new System.Drawing.Size(71, 19);
+         this._checkbox_prehedge_payless.TabIndex = 16;
+         this._checkbox_prehedge_payless.Text = "Pay Less";
+         this._checkbox_prehedge_payless.UseVisualStyleBackColor = true;
+         this._checkbox_prehedge_payless.CheckedChanged += new System.EventHandler(this._checkbox_prehedge_payless_CheckedChanged);
+         // 
+         // groupBox3
+         // 
+         this.groupBox3.Controls.Add(this._textbox_posthedge_sizebasedcross_crossticks);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_sizebasedcross_threshold);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_timesbasedcross_crossticks);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_timesbasedcross_timems);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_ticksawaycross_crossticks);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_ticksawaycross_threshold);
+         this.groupBox3.Controls.Add(this.label20);
+         this.groupBox3.Controls.Add(this.label21);
+         this.groupBox3.Controls.Add(this._checkbox_posthedge_sizebasedcross);
+         this.groupBox3.Controls.Add(this.label12);
+         this.groupBox3.Controls.Add(this.label17);
+         this.groupBox3.Controls.Add(this.label18);
+         this.groupBox3.Controls.Add(this._checkbox_posthedge_timebasedcross);
+         this.groupBox3.Controls.Add(this.label19);
+         this.groupBox3.Controls.Add(this._checkbox_posthedge_ticksawaycross);
+         this.groupBox3.Location = new System.Drawing.Point(13, 882);
+         this.groupBox3.Name = "groupBox3";
+         this.groupBox3.Size = new System.Drawing.Size(264, 319);
+         this.groupBox3.TabIndex = 8;
+         this.groupBox3.TabStop = false;
+         this.groupBox3.Text = "Post-Hedge";
+         // 
+         // _textbox_posthedge_sizebasedcross_crossticks
+         // 
+         this._textbox_posthedge_sizebasedcross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_sizebasedcross_crossticks.Location = new System.Drawing.Point(144, 276);
+         this._textbox_posthedge_sizebasedcross_crossticks.Name = "_textbox_posthedge_sizebasedcross_crossticks";
+         this._textbox_posthedge_sizebasedcross_crossticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_sizebasedcross_crossticks.TabIndex = 30;
+         // 
+         // _textbox_posthedge_sizebasedcross_threshold
+         // 
+         this._textbox_posthedge_sizebasedcross_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_sizebasedcross_threshold.Location = new System.Drawing.Point(144, 246);
+         this._textbox_posthedge_sizebasedcross_threshold.Name = "_textbox_posthedge_sizebasedcross_threshold";
+         this._textbox_posthedge_sizebasedcross_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_sizebasedcross_threshold.TabIndex = 29;
+         // 
+         // _textbox_posthedge_timesbasedcross_crossticks
+         // 
+         this._textbox_posthedge_timesbasedcross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_timesbasedcross_crossticks.Location = new System.Drawing.Point(144, 182);
+         this._textbox_posthedge_timesbasedcross_crossticks.Name = "_textbox_posthedge_timesbasedcross_crossticks";
+         this._textbox_posthedge_timesbasedcross_crossticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_timesbasedcross_crossticks.TabIndex = 27;
+         // 
+         // _textbox_posthedge_timesbasedcross_timems
+         // 
+         this._textbox_posthedge_timesbasedcross_timems.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_timesbasedcross_timems.Location = new System.Drawing.Point(144, 152);
+         this._textbox_posthedge_timesbasedcross_timems.Name = "_textbox_posthedge_timesbasedcross_timems";
+         this._textbox_posthedge_timesbasedcross_timems.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_timesbasedcross_timems.TabIndex = 26;
+         // 
+         // _textbox_posthedge_ticksawaycross_crossticks
+         // 
+         this._textbox_posthedge_ticksawaycross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_ticksawaycross_crossticks.Location = new System.Drawing.Point(144, 88);
+         this._textbox_posthedge_ticksawaycross_crossticks.Name = "_textbox_posthedge_ticksawaycross_crossticks";
+         this._textbox_posthedge_ticksawaycross_crossticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_ticksawaycross_crossticks.TabIndex = 24;
+         // 
+         // _textbox_posthedge_ticksawaycross_threshold
+         // 
+         this._textbox_posthedge_ticksawaycross_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_ticksawaycross_threshold.Location = new System.Drawing.Point(144, 58);
+         this._textbox_posthedge_ticksawaycross_threshold.Name = "_textbox_posthedge_ticksawaycross_threshold";
+         this._textbox_posthedge_ticksawaycross_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_ticksawaycross_threshold.TabIndex = 23;
+         // 
+         // label20
+         // 
+         this.label20.AutoSize = true;
+         this.label20.Location = new System.Drawing.Point(44, 284);
+         this.label20.Name = "label20";
+         this.label20.Size = new System.Drawing.Size(65, 15);
+         this.label20.TabIndex = 17;
+         this.label20.Text = "Cross Ticks";
+         // 
+         // label21
+         // 
+         this.label21.AutoSize = true;
+         this.label21.Location = new System.Drawing.Point(44, 254);
+         this.label21.Name = "label21";
+         this.label21.Size = new System.Drawing.Size(59, 15);
+         this.label21.TabIndex = 16;
+         this.label21.Text = "Threshold";
+         // 
+         // _checkbox_posthedge_sizebasedcross
+         // 
+         this._checkbox_posthedge_sizebasedcross.AutoSize = true;
+         this._checkbox_posthedge_sizebasedcross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_posthedge_sizebasedcross.Location = new System.Drawing.Point(15, 220);
+         this._checkbox_posthedge_sizebasedcross.Name = "_checkbox_posthedge_sizebasedcross";
+         this._checkbox_posthedge_sizebasedcross.Size = new System.Drawing.Size(117, 19);
+         this._checkbox_posthedge_sizebasedcross.TabIndex = 28;
+         this._checkbox_posthedge_sizebasedcross.Text = "Size Based Cross";
+         this._checkbox_posthedge_sizebasedcross.UseVisualStyleBackColor = true;
+         this._checkbox_posthedge_sizebasedcross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_sizebasedcross_CheckedChanged);
+         // 
+         // label12
+         // 
+         this.label12.AutoSize = true;
+         this.label12.Location = new System.Drawing.Point(44, 96);
+         this.label12.Name = "label12";
+         this.label12.Size = new System.Drawing.Size(65, 15);
+         this.label12.TabIndex = 14;
+         this.label12.Text = "Cross Ticks";
+         // 
+         // label17
+         // 
+         this.label17.AutoSize = true;
+         this.label17.Location = new System.Drawing.Point(44, 190);
+         this.label17.Name = "label17";
+         this.label17.Size = new System.Drawing.Size(65, 15);
+         this.label17.TabIndex = 12;
+         this.label17.Text = "Cross Ticks";
+         // 
+         // label18
+         // 
+         this.label18.AutoSize = true;
+         this.label18.Location = new System.Drawing.Point(44, 160);
+         this.label18.Name = "label18";
+         this.label18.Size = new System.Drawing.Size(57, 15);
+         this.label18.TabIndex = 11;
+         this.label18.Text = "Time(ms)";
+         // 
+         // _checkbox_posthedge_timebasedcross
+         // 
+         this._checkbox_posthedge_timebasedcross.AutoSize = true;
+         this._checkbox_posthedge_timebasedcross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_posthedge_timebasedcross.Location = new System.Drawing.Point(15, 126);
+         this._checkbox_posthedge_timebasedcross.Name = "_checkbox_posthedge_timebasedcross";
+         this._checkbox_posthedge_timebasedcross.Size = new System.Drawing.Size(122, 19);
+         this._checkbox_posthedge_timebasedcross.TabIndex = 25;
+         this._checkbox_posthedge_timebasedcross.Text = "Time Based Cross";
+         this._checkbox_posthedge_timebasedcross.UseVisualStyleBackColor = true;
+         this._checkbox_posthedge_timebasedcross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_timebasedcross_CheckedChanged);
+         // 
+         // label19
+         // 
+         this.label19.AutoSize = true;
+         this.label19.Location = new System.Drawing.Point(44, 66);
+         this.label19.Name = "label19";
+         this.label19.Size = new System.Drawing.Size(59, 15);
+         this.label19.TabIndex = 9;
+         this.label19.Text = "Threshold";
+         // 
+         // _checkbox_posthedge_ticksawaycross
+         // 
+         this._checkbox_posthedge_ticksawaycross.AutoSize = true;
+         this._checkbox_posthedge_ticksawaycross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_posthedge_ticksawaycross.Location = new System.Drawing.Point(15, 32);
+         this._checkbox_posthedge_ticksawaycross.Name = "_checkbox_posthedge_ticksawaycross";
+         this._checkbox_posthedge_ticksawaycross.Size = new System.Drawing.Size(119, 19);
+         this._checkbox_posthedge_ticksawaycross.TabIndex = 22;
+         this._checkbox_posthedge_ticksawaycross.Text = "Ticks Away Cross";
+         this._checkbox_posthedge_ticksawaycross.UseVisualStyleBackColor = true;
+         this._checkbox_posthedge_ticksawaycross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_ticksawaycross_CheckedChanged);
+         // 
+         // _textbox_leg_qty
+         // 
+         this._textbox_leg_qty.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_leg_qty.Location = new System.Drawing.Point(157, 50);
+         this._textbox_leg_qty.Name = "_textbox_leg_qty";
+         this._textbox_leg_qty.Size = new System.Drawing.Size(100, 23);
+         this._textbox_leg_qty.TabIndex = 1;
+         this._textbox_leg_qty.Tag = "Double";
+         // 
+         // _checkbox_leg_enablequoting
+         // 
+         this._checkbox_leg_enablequoting.AutoSize = true;
+         this._checkbox_leg_enablequoting.Location = new System.Drawing.Point(157, 129);
+         this._checkbox_leg_enablequoting.Name = "_checkbox_leg_enablequoting";
+         this._checkbox_leg_enablequoting.Size = new System.Drawing.Size(15, 14);
+         this._checkbox_leg_enablequoting.TabIndex = 3;
+         this._checkbox_leg_enablequoting.UseVisualStyleBackColor = true;
+         // 
+         // _textbox_leg_leanqtyfactor
+         // 
+         this._textbox_leg_leanqtyfactor.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_leg_leanqtyfactor.Location = new System.Drawing.Point(157, 155);
+         this._textbox_leg_leanqtyfactor.Name = "_textbox_leg_leanqtyfactor";
+         this._textbox_leg_leanqtyfactor.Size = new System.Drawing.Size(100, 23);
+         this._textbox_leg_leanqtyfactor.TabIndex = 4;
+         // 
+         // _combobox_mdtype
+         // 
+         this._combobox_mdtype.AutoCompleteCustomSource.AddRange(new string[] {
+            "Merged",
+            "Direct"});
+         this._combobox_mdtype.FormattingEnabled = true;
+         this._combobox_mdtype.Location = new System.Drawing.Point(157, 190);
+         this._combobox_mdtype.Name = "_combobox_mdtype";
+         this._combobox_mdtype.Size = new System.Drawing.Size(100, 23);
+         this._combobox_mdtype.TabIndex = 5;
+         // 
+         // _textbox_leg_price_mult
+         // 
+         this._textbox_leg_price_mult.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_leg_price_mult.Location = new System.Drawing.Point(157, 85);
+         this._textbox_leg_price_mult.Name = "_textbox_leg_price_mult";
+         this._textbox_leg_price_mult.Size = new System.Drawing.Size(100, 23);
+         this._textbox_leg_price_mult.TabIndex = 2;
+         this._textbox_leg_price_mult.Tag = "Double";
+         // 
+         // label4
+         // 
+         this.label4.AutoSize = true;
+         this.label4.Location = new System.Drawing.Point(16, 93);
+         this.label4.Name = "label4";
+         this.label4.Size = new System.Drawing.Size(87, 15);
+         this.label4.TabIndex = 10;
+         this.label4.Text = "Price Multiplier";
+         // 
+         // _label_leanqty_factor
+         // 
+         this._label_leanqty_factor.AutoSize = true;
+         this._label_leanqty_factor.Location = new System.Drawing.Point(16, 163);
+         this._label_leanqty_factor.Name = "_label_leanqty_factor";
+         this._label_leanqty_factor.Size = new System.Drawing.Size(90, 15);
+         this._label_leanqty_factor.TabIndex = 4;
+         this._label_leanqty_factor.Text = "Lean Qty Factor";
+         // 
+         // LegControl
+         // 
+         this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
+         this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
+         this.BackColor = System.Drawing.Color.White;
+         this.Controls.Add(this._textbox_leg_price_mult);
+         this.Controls.Add(this.label4);
+         this.Controls.Add(this._combobox_mdtype);
+         this.Controls.Add(this._textbox_leg_leanqtyfactor);
+         this.Controls.Add(this._checkbox_leg_enablequoting);
+         this.Controls.Add(this._textbox_leg_qty);
+         this.Controls.Add(this.groupBox3);
+         this.Controls.Add(this.groupBox2);
+         this.Controls.Add(this.groupBox1);
+         this.Controls.Add(this.label5);
+         this.Controls.Add(this._label_leanqty_factor);
+         this.Controls.Add(this.label3);
+         this.Controls.Add(this.label2);
+         this.Controls.Add(this.label1);
+         this.Controls.Add(this._combobox_security);
+         this.Name = "LegControl";
+         this.Size = new System.Drawing.Size(291, 1220);
+         this.groupBox1.ResumeLayout(false);
+         this.groupBox1.PerformLayout();
+         this.groupBox2.ResumeLayout(false);
+         this.groupBox2.PerformLayout();
+         this.groupBox3.ResumeLayout(false);
+         this.groupBox3.PerformLayout();
+         this.ResumeLayout(false);
+         this.PerformLayout();
+
+        }
+
+        #endregion
+
+        private ComboBox _combobox_security;
+        private Label label1;
+        private Label label2;
+        private Label label3;
+        private Label label5;
+        private GroupBox groupBox1;
+        private Label label6;
+        private Label label11;
+        private CheckBox _checkbox_quote_insidemarketdistance;
+        private Label label10;
+        private CheckBox _checkbox_quote_conditional;
+        private Label label9;
+        private Label label8;
+        private CheckBox _checkbox_quote_throttle;
+        private Label label7;
+        private CheckBox _checkbox_quote_showqty;
+        private GroupBox groupBox2;
+        private Label label13;
+        private Label label14;
+        private Label label15;
+        private CheckBox _checkbox_prehedge_payup;
+        private Label label16;
+        private CheckBox _checkbox_prehedge_payless;
+        private GroupBox groupBox3;
+        private Label label20;
+        private Label label21;
+        private CheckBox _checkbox_posthedge_sizebasedcross;
+        private Label label12;
+        private Label label17;
+        private Label label18;
+        private CheckBox _checkbox_posthedge_timebasedcross;
+        private Label label19;
+        private CheckBox _checkbox_posthedge_ticksawaycross;
+        private TextBox _textbox_leg_qty;
+        private CheckBox _checkbox_leg_enablequoting;
+        private TextBox _textbox_leg_leanqtyfactor;
+        private ComboBox _combobox_mdtype;
+        private TextBox _textbox_quote_insidemarketdistance_towarddistance;
+        private TextBox _textbox_quote_conditional_ticks;
+        private TextBox _textbox_quote_throttle_outsideticks;
+        private TextBox _textbox_quote_throttle_insideticks;
+        private TextBox _textbox_quote_showqty_qty;
+        private TextBox _textbox_prehedge_payless_paylessticks;
+        private TextBox _textbox_prehedge_payup_payupticks;
+        private TextBox _textbox_prehedge_payup_threshold;
+        private TextBox _textbox_prehedge_payless_threshold;
+        private TextBox _textbox_posthedge_sizebasedcross_crossticks;
+        private TextBox _textbox_posthedge_sizebasedcross_threshold;
+        private TextBox _textbox_posthedge_timesbasedcross_crossticks;
+        private TextBox _textbox_posthedge_timesbasedcross_timems;
+        private TextBox _textbox_posthedge_ticksawaycross_crossticks;
+        private TextBox _textbox_posthedge_ticksawaycross_threshold;
+        private TextBox _textbox_quote_qho_length;
+        private TextBox _textbox_leg_price_mult;
+        private Label label4;
+        private Label _label_leanqty_factor;
+    }
+}
@@ -0,0 +1,305 @@
+using System;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.Data;
+using System.Drawing;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows.Forms;
+using System.Diagnostics;
+using System.Reflection;
+
+namespace SpreaderFrontEnd {
+   // UI control that represents a spreader leg. This is hidden within the MainSpreaderForm
+   public partial class LegControl : UserControl {
+      private SpreaderLegContract _leg_contract = new SpreaderLegContract();
+      private IEnumerable<string> _securities = new List<string>();
+      public LegControl() {
+         InitializeComponent();
+      }
+      public void initialize(IEnumerable<string> securities, SpreaderLegContract? leg_contract) {
+         _securities = securities;
+         _leg_contract = leg_contract ?? new SpreaderLegContract();
+         _populate_ui();
+      }
+
+      #region Data -> UI
+
+      private void _populate_ui() {
+         _populate_basic();
+         _populate_quote();
+         _populate_prehedge();
+         _populate_posthedge();
+         _initialize_enablement();
+         _assign_events();
+      }
+
+      void _assign_events() {
+         foreach (System.Reflection.FieldInfo fi in GetType().GetFields(BindingFlags.NonPublic
+             | BindingFlags.Public
+             | BindingFlags.Instance)) {
+            if (fi.FieldType == typeof(TextBox)) {
+               object? val = fi.GetValue(this);
+               if (val != null) {
+                  TextBox? textbox = val as TextBox;
+                  if (textbox != null) {
+                     textbox.TextChanged += Textbox_TextChanged;
+                     textbox.EnabledChanged += Textbox_EnabledChanged;
+                  }
+               }
+            }
+         }
+      }
+
+      private void Textbox_EnabledChanged(object? sender, EventArgs e) {
+      }
+
+      private void Textbox_TextChanged(object? sender, EventArgs e) {
+         if (sender != null && sender is TextBox) {
+            TextBox? tb = sender as TextBox;
+            if (tb == null)
+               return;
+            if ("Double".Equals(tb.Tag)) {
+               double res;
+               bool parsed = Double.TryParse(tb.Text, out res);
+               tb.ForeColor = parsed ? Color.Black : Color.Red;
+            } else {
+               UInt32 res;
+               bool parsed = UInt32.TryParse(tb.Text, out res);
+               tb.ForeColor = parsed ? Color.Black : Color.Red;
+            }
+         }
+      }
+
+      void _populate_basic() {
+         // security
+         _combobox_security.Items.Clear();
+         List<string> securities_plus_empty = new List<string>(_securities);
+         securities_plus_empty.Add(String.Empty);
+         _combobox_security.Items.AddRange(securities_plus_empty.ToArray());
+         _combobox_security.Text = _leg_contract.security;
+         // qty etc
+         _textbox_leg_qty.Text = _leg_contract.qty.ToString();
+         _textbox_leg_price_mult.Text = _leg_contract.price_mult.ToString();
+         _checkbox_leg_enablequoting.Checked = _leg_contract.enable_quoting;
+         _textbox_leg_leanqtyfactor.Text = _leg_contract.lean_qty_factor.ToString();
+         _combobox_mdtype.Text = _leg_contract.md_type.ToString();
+      }
+
+      void _populate_quote() {
+         Debug.Assert(_leg_contract.quote_params != null);
+         var qp = _leg_contract.quote_params;
+         _textbox_quote_qho_length.Text = qp.qho_length.ToString();
+         // show qty
+         _checkbox_quote_showqty.Checked = qp.show_qty != null;
+         if (qp.show_qty != null) {
+            _checkbox_quote_showqty.Checked = true;
+            _textbox_quote_showqty_qty.Text = qp.show_qty.show_qty.ToString();
+         }
+         // throttle
+         _checkbox_quote_throttle.Checked = qp.throttle != null;
+         if (qp.throttle != null) {
+            _textbox_quote_throttle_insideticks.Text = qp.throttle.inside_ticks.ToString();
+            _textbox_quote_throttle_outsideticks.Text = qp.throttle.outside_ticks.ToString();
+         }
+         // conditional
+         _checkbox_quote_conditional.Checked = qp.conditional != null;
+         if (qp.conditional != null) {
+            _textbox_quote_conditional_ticks.Text = qp.conditional.ticks.ToString();
+         }
+         // inside market dist.
+         _checkbox_quote_insidemarketdistance.Checked = qp.inside_market_distance != null;
+         if (qp.inside_market_distance != null) {
+            _textbox_quote_insidemarketdistance_towarddistance.Text = qp.inside_market_distance.ToString();
+         }
+      }
+
+      void _populate_prehedge() {
+         var ph = _leg_contract.pre_hedge_params;
+         // payless
+         _checkbox_prehedge_payless.Checked = ph.payless != null;
+         if (ph.payless != null) {
+            _textbox_prehedge_payless_threshold.Text = ph.payless.threshold.ToString();
+            _textbox_prehedge_payless_paylessticks.Text = ph.payless.payless_ticks.ToString();
+         }
+         // payup
+         _checkbox_prehedge_payup.Checked = ph.payup != null;
+         if (ph.payup != null) {
+            _textbox_prehedge_payup_threshold.Text = ph.payup.threshold.ToString();
+            _textbox_prehedge_payup_payupticks.Text = ph.payup.payup_ticks.ToString();
+         }
+      }
+
+      void _populate_posthedge() {
+         var ph = _leg_contract.post_hedge_params;
+         _checkbox_posthedge_ticksawaycross.Checked = ph.ticks_away_cross != null;
+         // ticks away cross
+         if (ph.ticks_away_cross != null) {
+            _textbox_posthedge_ticksawaycross_threshold.Text = ph.ticks_away_cross.threshold.ToString();
+            _textbox_posthedge_ticksawaycross_crossticks.Text = ph.ticks_away_cross.cross_ticks.ToString();
+         }
+         //time based cross
+         _checkbox_posthedge_timebasedcross.Checked = ph.time_based_cross != null;
+         if (ph.time_based_cross != null) {
+            _textbox_posthedge_timesbasedcross_timems.Text = ph.time_based_cross.time_ms.ToString();
+            _textbox_posthedge_timesbasedcross_crossticks.Text = ph.time_based_cross.cross_ticks.ToString();
+         }
+         // size based cross
+         _checkbox_posthedge_sizebasedcross.Checked = ph.size_based_cross != null;
+         if (ph.size_based_cross != null) {
+            _textbox_posthedge_sizebasedcross_threshold.Text = ph.size_based_cross.threshold.ToString();
+            _textbox_posthedge_sizebasedcross_crossticks.Text = ph.size_based_cross.ToString();
+         }
+      }
+
+      // forces checkbox events so that the text boxes connected to it are enabled/disabled
+      private void _initialize_enablement() {
+         _checkbox_quote_showqty_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_quote_throttle_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_quote_conditional_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_quote_insidemarketdistance_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_prehedge_payless_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_prehedge_payup_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_posthedge_ticksawaycross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_posthedge_timebasedcross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_posthedge_sizebasedcross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+      }
+
+      #endregion
+
+      #region UI -> Data
+
+      public ParsedUIData<SpreaderLegContract> get_data() {
+         SpreaderLegContract rv = new SpreaderLegContract();
+         try {
+            // top part
+            rv.security = _combobox_security.Text;
+            rv.qty = Int32.Parse(_textbox_leg_qty.Text);
+            rv.price_mult = Double.Parse(_textbox_leg_price_mult.Text);
+            rv.enable_quoting = _checkbox_leg_enablequoting.Checked;
+            rv.lean_qty_factor = Double.Parse(_textbox_leg_leanqtyfactor.Text);
+            rv.md_type = SpreaderLegContract.MDType.Merged;
+            // Quote
+            rv.quote_params = new SpreaderLegContract.QuoteParams();
+            rv.quote_params.qho_length = String.IsNullOrEmpty(_textbox_quote_qho_length.Text) ? 0 :
+                UInt32.Parse(_textbox_quote_qho_length.Text);
+            rv.quote_params.show_qty = null;
+            if (_checkbox_quote_showqty.Checked) {
+               rv.quote_params.show_qty = new SpreaderLegContract.QuoteParams.ShowQty();
+               rv.quote_params.show_qty.show_qty = UInt32.Parse(_textbox_quote_showqty_qty.Text);
+            }
+            rv.quote_params.throttle = null;
+            if (_checkbox_quote_throttle.Checked) {
+               rv.quote_params.throttle = new SpreaderLegContract.QuoteParams.Throttle();
+               rv.quote_params.throttle.inside_ticks = UInt32.Parse(_textbox_quote_throttle_insideticks.Text);
+               rv.quote_params.throttle.outside_ticks = UInt32.Parse(_textbox_quote_throttle_outsideticks.Text);
+            }
+            rv.quote_params.conditional = null;
+            if (_checkbox_quote_conditional.Checked) {
+               rv.quote_params.conditional = new SpreaderLegContract.QuoteParams.Conditional();
+               rv.quote_params.conditional.ticks = Int32.Parse(_textbox_quote_conditional_ticks.Text);
+            }
+            rv.quote_params.inside_market_distance = null;
+            if (_checkbox_quote_insidemarketdistance.Checked) {
+               rv.quote_params.inside_market_distance = new SpreaderLegContract.QuoteParams.InsideMarketDistance();
+               rv.quote_params.inside_market_distance.toward_distance =
+                     UInt32.Parse(_textbox_quote_insidemarketdistance_towarddistance.Text);
+            }
+            //Pre-Hedge
+            rv.pre_hedge_params = new SpreaderLegContract.PreHedgeParams();
+            rv.pre_hedge_params.payless = null;
+            if (_checkbox_prehedge_payless.Checked) {
+               rv.pre_hedge_params.payless = new SpreaderLegContract.PreHedgeParams.PayLess();
+               rv.pre_hedge_params.payless.threshold = UInt32.Parse(_textbox_prehedge_payless_threshold.Text);
+               rv.pre_hedge_params.payless.payless_ticks =
+                  UInt32.Parse(_textbox_prehedge_payless_paylessticks.Text);
+            }
+            rv.pre_hedge_params.payup = null;
+            if (_checkbox_prehedge_payup.Checked) {
+               rv.pre_hedge_params.payup = new SpreaderLegContract.PreHedgeParams.PayUp();
+               rv.pre_hedge_params.payup.threshold = UInt32.Parse(_textbox_prehedge_payup_threshold.Text);
+               rv.pre_hedge_params.payup.payup_ticks = UInt32.Parse(_textbox_prehedge_payup_payupticks.Text);
+            }
+            //Post-Hedge
+            rv.post_hedge_params = new SpreaderLegContract.PostHedgeParams();
+            rv.post_hedge_params.ticks_away_cross = null;
+            if (_checkbox_posthedge_ticksawaycross.Checked) {
+               rv.post_hedge_params.ticks_away_cross = new SpreaderLegContract.PostHedgeParams.TicksAwayCross();
+               rv.post_hedge_params.ticks_away_cross.threshold = UInt32.Parse(_textbox_posthedge_ticksawaycross_threshold.Text);
+               rv.post_hedge_params.ticks_away_cross.cross_ticks = UInt32.Parse(_textbox_posthedge_ticksawaycross_crossticks.Text);
+            }
+            rv.post_hedge_params.time_based_cross = null;
+            if (_checkbox_posthedge_timebasedcross.Checked) {
+               rv.post_hedge_params.time_based_cross = new SpreaderLegContract.PostHedgeParams.TimeBasedCross();
+               rv.post_hedge_params.time_based_cross.time_ms =
+                  UInt32.Parse(_textbox_posthedge_timesbasedcross_timems.Text);
+               rv.post_hedge_params.time_based_cross.cross_ticks =
+                  UInt32.Parse(_textbox_posthedge_timesbasedcross_crossticks.Text);
+            }
+            rv.post_hedge_params.size_based_cross = null;
+            if (_checkbox_posthedge_sizebasedcross.Checked) {
+               rv.post_hedge_params.size_based_cross = new SpreaderLegContract.PostHedgeParams.SizedBasedCross();
+               rv.post_hedge_params.size_based_cross.threshold = UInt32.Parse(_textbox_posthedge_sizebasedcross_threshold.Text);
+               rv.post_hedge_params.size_based_cross.cross_ticks = UInt32.Parse(_textbox_posthedge_sizebasedcross_crossticks.Text);
+            }
+         }
+         catch(Exception ex) {
+            return new ParsedUIData<SpreaderLegContract>(null, true, ex.Message);
+         }
+         return new ParsedUIData<SpreaderLegContract>(rv, false, String.Empty);
+      }
+
+      #endregion
+
+      public SpreaderLegContract get_contract() {
+         return null;
+      }
+
+      #region Checkbox Check Change Events
+
+      private void _checkbox_quote_showqty_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_showqty_qty.Enabled = _checkbox_quote_showqty.Checked;
+      }
+
+      private void _checkbox_quote_throttle_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_throttle_insideticks.Enabled = _checkbox_quote_throttle.Checked;
+         _textbox_quote_throttle_outsideticks.Enabled = _checkbox_quote_throttle.Checked;
+      }
+
+      private void _checkbox_quote_conditional_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_conditional_ticks.Enabled = _checkbox_quote_conditional.Checked;
+      }
+
+      private void _checkbox_quote_insidemarketdistance_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_insidemarketdistance_towarddistance.Enabled = _checkbox_quote_insidemarketdistance.Checked;
+      }
+
+      private void _checkbox_prehedge_payless_CheckedChanged(object sender, EventArgs e) {
+         _textbox_prehedge_payless_threshold.Enabled = _checkbox_prehedge_payless.Checked;
+         _textbox_prehedge_payless_paylessticks.Enabled = _checkbox_prehedge_payless.Checked;
+      }
+
+      private void _checkbox_prehedge_payup_CheckedChanged(object sender, EventArgs e) {
+         _textbox_prehedge_payup_threshold.Enabled = _checkbox_prehedge_payup.Checked;
+         _textbox_prehedge_payup_payupticks.Enabled = _checkbox_prehedge_payup.Checked;
+      }
+
+      private void _checkbox_posthedge_ticksawaycross_CheckedChanged(object sender, EventArgs e) {
+         _textbox_posthedge_ticksawaycross_threshold.Enabled = _checkbox_posthedge_ticksawaycross.Checked;
+         _textbox_posthedge_ticksawaycross_crossticks.Enabled = _checkbox_posthedge_ticksawaycross.Checked;
+      }
+
+      private void _checkbox_posthedge_timebasedcross_CheckedChanged(object sender, EventArgs e) {
+         _textbox_posthedge_timesbasedcross_timems.Enabled = _checkbox_posthedge_timebasedcross.Checked;
+         _textbox_posthedge_timesbasedcross_crossticks.Enabled = _checkbox_posthedge_timebasedcross.Checked;
+      }
+
+      private void _checkbox_posthedge_sizebasedcross_CheckedChanged(object sender, EventArgs e) {
+         _textbox_posthedge_sizebasedcross_threshold.Enabled = _checkbox_posthedge_sizebasedcross.Checked;
+         _textbox_posthedge_sizebasedcross_crossticks.Enabled = _checkbox_posthedge_sizebasedcross.Checked;
+      }
+
+      #endregion
+   }
+}
@@ -0,0 +1,60 @@
+<root>
+  <xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
+    <xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
+    <xsd:element name="root" msdata:IsDataSet="true">
+      <xsd:complexType>
+        <xsd:choice maxOccurs="unbounded">
+          <xsd:element name="metadata">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" />
+              </xsd:sequence>
+              <xsd:attribute name="name" use="required" type="xsd:string" />
+              <xsd:attribute name="type" type="xsd:string" />
+              <xsd:attribute name="mimetype" type="xsd:string" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="assembly">
+            <xsd:complexType>
+              <xsd:attribute name="alias" type="xsd:string" />
+              <xsd:attribute name="name" type="xsd:string" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="data">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+                <xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
+              <xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
+              <xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="resheader">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" />
+            </xsd:complexType>
+          </xsd:element>
+        </xsd:choice>
+      </xsd:complexType>
+    </xsd:element>
+  </xsd:schema>
+  <resheader name="resmimetype">
+    <value>text/microsoft-resx</value>
+  </resheader>
+  <resheader name="version">
+    <value>2.0</value>
+  </resheader>
+  <resheader name="reader">
+    <value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+  <resheader name="writer">
+    <value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+</root>
@@ -0,0 +1,152 @@
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd
+{
+    partial class MainSpreaderForm
+    {
+        /// <summary>
+        /// Required designer variable.
+        /// </summary>
+        private System.ComponentModel.IContainer components = null;
+
+        /// <summary>
+        /// Clean up any resources being used.
+        /// </summary>
+        /// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
+        protected override void Dispose(bool disposing)
+        {
+            if (disposing && (components != null))
+            {
+                components.Dispose();
+            }
+            base.Dispose(disposing);
+        }
+
+        #region Windows Form Designer generated code
+
+        /// <summary>
+        /// Required method for Designer support - do not modify
+        /// the contents of this method with the code editor.
+        /// </summary>
+        private void InitializeComponent()
+        {
+         this._button_ok = new System.Windows.Forms.Button();
+         this._button_cancel = new System.Windows.Forms.Button();
+         this._label_spreader_name = new System.Windows.Forms.Label();
+         this._textbox_spreader_name = new System.Windows.Forms.TextBox();
+         this._legcontrol1 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol2 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol3 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol4 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol5 = new SpreaderFrontEnd.LegControl();
+         this.SuspendLayout();
+         // 
+         // _button_ok
+         // 
+         this._button_ok.Location = new System.Drawing.Point(1231, 1306);
+         this._button_ok.Name = "_button_ok";
+         this._button_ok.Size = new System.Drawing.Size(120, 33);
+         this._button_ok.TabIndex = 4;
+         this._button_ok.Text = "OK";
+         this._button_ok.UseVisualStyleBackColor = false;
+         this._button_ok.Click += new System.EventHandler(this._button_ok_Click);
+         // 
+         // _button_cancel
+         // 
+         this._button_cancel.Location = new System.Drawing.Point(1380, 1306);
+         this._button_cancel.Name = "_button_cancel";
+         this._button_cancel.Size = new System.Drawing.Size(121, 33);
+         this._button_cancel.TabIndex = 5;
+         this._button_cancel.Text = "Cancel";
+         this._button_cancel.UseVisualStyleBackColor = false;
+         this._button_cancel.Click += new System.EventHandler(this._button_cancel_Click);
+         // 
+         // _label_spreader_name
+         // 
+         this._label_spreader_name.AutoSize = true;
+         this._label_spreader_name.Location = new System.Drawing.Point(22, 28);
+         this._label_spreader_name.Name = "_label_spreader_name";
+         this._label_spreader_name.Size = new System.Drawing.Size(88, 15);
+         this._label_spreader_name.TabIndex = 6;
+         this._label_spreader_name.Text = "Spreader Name";
+         // 
+         // _textbox_spreader_name
+         // 
+         this._textbox_spreader_name.Location = new System.Drawing.Point(116, 25);
+         this._textbox_spreader_name.Name = "_textbox_spreader_name";
+         this._textbox_spreader_name.Size = new System.Drawing.Size(343, 23);
+         this._textbox_spreader_name.TabIndex = 0;
+         // 
+         // _legcontrol1
+         // 
+         this._legcontrol1.BackColor = System.Drawing.Color.White;
+         this._legcontrol1.Location = new System.Drawing.Point(22, 67);
+         this._legcontrol1.Name = "_legcontrol1";
+         this._legcontrol1.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol1.TabIndex = 1;
+         // 
+         // _legcontrol2
+         // 
+         this._legcontrol2.BackColor = System.Drawing.Color.White;
+         this._legcontrol2.Location = new System.Drawing.Point(319, 67);
+         this._legcontrol2.Name = "_legcontrol2";
+         this._legcontrol2.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol2.TabIndex = 2;
+         // 
+         // _legcontrol3
+         // 
+         this._legcontrol3.BackColor = System.Drawing.Color.White;
+         this._legcontrol3.Location = new System.Drawing.Point(616, 67);
+         this._legcontrol3.Name = "_legcontrol3";
+         this._legcontrol3.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol3.TabIndex = 3;
+         // 
+         // _legcontrol4
+         // 
+         this._legcontrol4.BackColor = System.Drawing.Color.White;
+         this._legcontrol4.Location = new System.Drawing.Point(913, 67);
+         this._legcontrol4.Name = "_legcontrol4";
+         this._legcontrol4.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol4.TabIndex = 4;
+         // 
+         // _legcontrol5
+         // 
+         this._legcontrol5.BackColor = System.Drawing.Color.White;
+         this._legcontrol5.Location = new System.Drawing.Point(1210, 67);
+         this._legcontrol5.Name = "_legcontrol5";
+         this._legcontrol5.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol5.TabIndex = 5;
+         // 
+         // MainSpreaderForm
+         // 
+         this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
+         this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
+         this.ClientSize = new System.Drawing.Size(1517, 1363);
+         this.Controls.Add(this._legcontrol5);
+         this.Controls.Add(this._legcontrol4);
+         this.Controls.Add(this._legcontrol3);
+         this.Controls.Add(this._legcontrol2);
+         this.Controls.Add(this._legcontrol1);
+         this.Controls.Add(this._textbox_spreader_name);
+         this.Controls.Add(this._label_spreader_name);
+         this.Controls.Add(this._button_cancel);
+         this.Controls.Add(this._button_ok);
+         this.Name = "MainSpreaderForm";
+         this.Text = "MainSpreaderForm";
+         this.ResumeLayout(false);
+         this.PerformLayout();
+
+        }
+
+        #endregion
+        private Button _button_ok;
+        private Button _button_cancel;
+        private Label _label_spreader_name;
+        private TextBox _textbox_spreader_name;
+        private LegControl _legcontrol1;
+        private LegControl _legcontrol2;
+        private LegControl _legcontrol3;
+        private LegControl _legcontrol4;
+        private LegControl _legcontrol5;
+    }
+}
@@ -0,0 +1,81 @@
+using System;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.Data;
+using System.Drawing;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd {
+   // This is the main UI widget. It is passed a list of securities and a SpreaderContract.
+   // The SpreaderContract can be empty (which will be the case when creating a new spreader).
+   // It has 3 public facing members (other than the constructor),
+   // 2 events that tell whether OK or Cancel was hit, respectively,
+   // and get_spreader_contract that returns a ParsedUIData<SpreaderContract>
+
+   public partial class MainSpreaderForm : Form {
+      private IEnumerable<LegControl> _leg_controls;
+      public Action on_OK = () => { };
+      public Action on_cancel = () => { };
+      private readonly IEnumerable<string> _securities;
+      private SpreaderContract _spreader_contract;
+
+      public MainSpreaderForm(IEnumerable<string> securities,
+                              SpreaderContract spreader_contract)
+          : base() {
+         InitializeComponent();
+         _leg_controls = new LegControl[] { _legcontrol1, _legcontrol2, _legcontrol3, _legcontrol4, _legcontrol5 };
+         _securities = securities;
+         System.Diagnostics.Debug.Assert(spreader_contract != null);
+         // System.Diagnostics.Debug.Assert(spreader_contract.spread_legs.Count() == SpreaderContract.max_nlegs);
+         _spreader_contract = spreader_contract;
+         _textbox_spreader_name.Text = _spreader_contract.name;
+         for (var i = 0; i < _leg_controls.Count(); i++) {
+            SpreaderLegContract? lc = i < _spreader_contract.spread_legs.Count() ?
+                _spreader_contract.spread_legs.ElementAt(i) : null;
+            _leg_controls.ElementAt(i).initialize(securities, lc);
+         }
+      }
+
+      public ParsedUIData<SpreaderContract> get_spreader_contract() {
+         if (String.IsNullOrEmpty(_textbox_spreader_name.Text)) {
+            return new ParsedUIData<SpreaderContract>(null, true, "Spreader name is not set");
+         }
+         List<SpreaderLegContract> leg_contracts = new List<SpreaderLegContract>();
+         uint i = 0;
+         foreach (LegControl lc in _leg_controls) {
+            i++;
+            var leg_res = lc.get_data();
+            if (leg_res.is_error) {
+               return new ParsedUIData<SpreaderContract>(null, true, $"Leg: {i} is not set correctly");
+            }
+            leg_contracts.Add(leg_res.ui_data);
+         }
+         IEnumerable<SpreaderLegContract> leg_contracts_rv = 
+               leg_contracts.Where(l => !String.IsNullOrEmpty(l.security));
+         if (leg_contracts_rv.Count() <= 1) {
+            return new ParsedUIData<SpreaderContract>(
+               null, true, "Spreader needs at least 2 legs");
+         }
+         // check the number of legs
+         return new ParsedUIData<SpreaderContract>(
+            new SpreaderContract(_textbox_spreader_name.Text, leg_contracts_rv), false, String.Empty);
+      }
+
+      private void _button_ok_Click(object sender, EventArgs e) {
+         ParsedUIData<SpreaderContract> ui_data = get_spreader_contract();
+         if (ui_data.is_error) {
+            string err_txt = $"The following error happened \n{ui_data.error_txt}";
+            System.Windows.Forms.MessageBox.Show(err_txt, "Spreader Error", MessageBoxButtons.OK, MessageBoxIcon.Error);
+            return;
+         }
+         on_OK();
+      }
+
+      private void _button_cancel_Click(object sender, EventArgs e) {
+         on_cancel();
+      }
+   }
+}
@@ -0,0 +1,60 @@
+<root>
+  <xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
+    <xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
+    <xsd:element name="root" msdata:IsDataSet="true">
+      <xsd:complexType>
+        <xsd:choice maxOccurs="unbounded">
+          <xsd:element name="metadata">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" />
+              </xsd:sequence>
+              <xsd:attribute name="name" use="required" type="xsd:string" />
+              <xsd:attribute name="type" type="xsd:string" />
+              <xsd:attribute name="mimetype" type="xsd:string" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="assembly">
+            <xsd:complexType>
+              <xsd:attribute name="alias" type="xsd:string" />
+              <xsd:attribute name="name" type="xsd:string" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="data">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+                <xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
+              <xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
+              <xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="resheader">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" />
+            </xsd:complexType>
+          </xsd:element>
+        </xsd:choice>
+      </xsd:complexType>
+    </xsd:element>
+  </xsd:schema>
+  <resheader name="resmimetype">
+    <value>text/microsoft-resx</value>
+  </resheader>
+  <resheader name="version">
+    <value>2.0</value>
+  </resheader>
+  <resheader name="reader">
+    <value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+  <resheader name="writer">
+    <value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+</root>
@@ -0,0 +1,20 @@
+namespace SpreaderFrontEnd {
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+   using System.Text;
+   using System.Threading.Tasks;
+
+
+   public class ParsedUIData<T> {
+      public readonly T ui_data;
+      public readonly bool is_error;
+      public readonly string error_txt;
+
+      public ParsedUIData(T ui_data, bool is_error, string error_txt) {
+         this.ui_data = ui_data;
+         this.is_error = is_error;
+         this.error_txt = error_txt;
+      }
+   }
+}
@@ -0,0 +1,18 @@
+using System;
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd {
+   internal static class Program {
+      /// <summary>
+      ///  The main entry point for the application.
+      /// </summary>
+      [STAThread]
+      static void Main() {
+         SyntheticBookTest.run();
+         // To customize application configuration such as set high DPI settings or default font,
+         // see https://aka.ms/applicationconfiguration.
+         ApplicationConfiguration.Initialize();
+         Application.Run(new TestForm());
+      }
+   }
+}
@@ -0,0 +1,35 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace SpreaderFrontEnd
+{
+    [Serializable]
+   // Represents a spreader contract (anologous ot the protobuf on the C++ side)
+   // We could have generated managed wrappers from the protobuf, but we did not want
+   // to make your build process complicated hence opted for this class.
+   // It is quite simply a wrapper around an enumeration of SpreaderLegContract
+   public class SpreaderContract
+    {
+        public static uint max_nlegs = 5;
+        public string name = String.Empty;
+        public IList<SpreaderLegContract> spread_legs = new List<SpreaderLegContract>();
+
+        public SpreaderContract(string name, IEnumerable<SpreaderLegContract> spread_legs)
+        {
+            this.name = name;
+            this.spread_legs = spread_legs.ToList();
+        }
+
+        public static SpreaderContract empty
+        {
+            get
+            {
+                return new SpreaderContract("UNNAMED",
+                          Enumerable.Repeat<SpreaderLegContract>(new SpreaderLegContract(), 5));
+            }
+        }
+    }
+}
@@ -0,0 +1,11 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <OutputType>WinExe</OutputType>
+    <TargetFramework>net6.0-windows</TargetFramework>
+    <Nullable>enable</Nullable>
+    <UseWindowsForms>true</UseWindowsForms>
+    <LanguageVersion>7</LanguageVersion>
+  </PropertyGroup>
+
+</Project>
@@ -0,0 +1,90 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace SpreaderFrontEnd
+{
+    [Serializable]
+    // Represents a single leg of the spreader. It is made up of
+    // 1. a main section consisting of the security, qty, price mult etc
+    // 2. Quote parameters
+    // 3. Pre-Hedge parameters
+    // 4. Post-Hedge parameters
+    // It maps pretty directly to the UI (LegControl)
+    public class SpreaderLegContract
+    {
+        public enum MDType { 
+            Direct = 0,
+            Merged = 1,
+        }
+         
+        public string security = String.Empty;
+        public int qty = 1;
+        public double price_mult = 1;
+        public bool enable_quoting = false;
+        public double lean_qty_factor = 1;
+        public MDType md_type = MDType.Direct;
+        public QuoteParams quote_params = new QuoteParams();
+        public PreHedgeParams pre_hedge_params = new PreHedgeParams();
+        public PostHedgeParams post_hedge_params = new PostHedgeParams();
+
+        public class QuoteParams
+        {
+            public class ShowQty {
+                public UInt32 show_qty = 1;
+            }
+            public class Throttle {
+                public UInt32 inside_ticks = 0;
+                public UInt32 outside_ticks = 0;
+            }
+            public class Conditional {
+                public Int32 ticks = 0;
+            }
+            public class InsideMarketDistance {
+                public UInt32 toward_distance = 0;
+            }
+            public UInt32 qho_length = 0;
+            public ShowQty? show_qty = null;
+            public Throttle? throttle = null;
+            public Conditional? conditional = null;
+            public InsideMarketDistance? inside_market_distance = null;
+        }
+
+        public class PreHedgeParams
+        {
+            public class PayLess {
+                public UInt32 threshold = 0;
+                public UInt32 payless_ticks = 0;
+            }
+            public class PayUp
+            {
+                public UInt32 threshold = 0;
+                public UInt32 payup_ticks = 0;
+            }
+            public PayLess? payless = null;
+            public PayUp? payup = null;
+        }
+
+        public class PostHedgeParams
+        {
+            public class TicksAwayCross {
+                public UInt32 threshold = 0;
+                public UInt32 cross_ticks = 0;
+            }
+            public class TimeBasedCross {
+                public UInt32 time_ms = 0;
+                public UInt32 cross_ticks = 0;
+            }
+            public class SizedBasedCross {
+                public UInt32 threshold = 0;
+                public UInt32 cross_ticks = 0;
+            }
+            public TicksAwayCross? ticks_away_cross = null;
+            public TimeBasedCross? time_based_cross = null;
+            public SizedBasedCross? size_based_cross = null;
+        }
+
+    }
+}
@@ -0,0 +1,79 @@
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd
+{
+    partial class TestForm
+    {
+        /// <summary>
+        ///  Required designer variable.
+        /// </summary>
+        private System.ComponentModel.IContainer components = null;
+
+        /// <summary>
+        ///  Clean up any resources being used.
+        /// </summary>
+        /// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
+        protected override void Dispose(bool disposing)
+        {
+            if (disposing && (components != null))
+            {
+                components.Dispose();
+            }
+            base.Dispose(disposing);
+        }
+
+        #region Windows Form Designer generated code
+
+        /// <summary>
+        ///  Required method for Designer support - do not modify
+        ///  the contents of this method with the code editor.
+        /// </summary>
+        private void InitializeComponent()
+        {
+            this._button_launch_new = new System.Windows.Forms.Button();
+            this._button_load_existing = new System.Windows.Forms.Button();
+            this.SuspendLayout();
+            // 
+            // _button_launch_new
+            // 
+            this._button_launch_new.Location = new System.Drawing.Point(96, 46);
+            this._button_launch_new.Name = "_button_launch_new";
+            this._button_launch_new.Size = new System.Drawing.Size(169, 26);
+            this._button_launch_new.TabIndex = 0;
+            this._button_launch_new.Text = "Launch New";
+            this._button_launch_new.UseVisualStyleBackColor = true;
+            this._button_launch_new.Click += new System.EventHandler(this._button_launch_new_Click);
+            // 
+            // _button_load_existing
+            // 
+            this._button_load_existing.Location = new System.Drawing.Point(96, 114);
+            this._button_load_existing.Name = "_button_load_existing";
+            this._button_load_existing.Size = new System.Drawing.Size(169, 26);
+            this._button_load_existing.TabIndex = 1;
+            this._button_load_existing.Text = "Load Existing";
+            this._button_load_existing.UseVisualStyleBackColor = true;
+            this._button_load_existing.Click += new System.EventHandler(this._button_load_existing_Click);
+            // 
+            // TestForm
+            // 
+            this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
+            this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
+            this.ClientSize = new System.Drawing.Size(371, 213);
+            this.Controls.Add(this._button_load_existing);
+            this.Controls.Add(this._button_launch_new);
+            this.FormBorderStyle = System.Windows.Forms.FormBorderStyle.FixedSingle;
+            this.MaximizeBox = false;
+            this.MinimizeBox = false;
+            this.Name = "TestForm";
+            this.SizeGripStyle = System.Windows.Forms.SizeGripStyle.Hide;
+            this.Text = "Test Launcher";
+            this.ResumeLayout(false);
+
+        }
+
+        #endregion
+
+        private Button _button_launch_new;
+        private Button _button_load_existing;
+    }
+}
@@ -0,0 +1,91 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd {
+   // Test class that demostrates how to use the MainSpreaderForm.
+   // It has 2 buttons. "Launch New" launches a brand new spreader (empty UI)
+   // while "Launch Existing" loads the MainSpreaderForm with an existing
+   // spreader (hard coded arbitrary values)
+   public partial class TestForm : Form {
+      private IEnumerable<string> _securities = new string[] {
+            "ZCG23",
+            "ZCH23",
+            "ZCJ23",
+            "ZCL23",
+            "ZCM23"
+        };
+
+      public TestForm() {
+         InitializeComponent();
+      }
+
+      private void _button_launch_new_Click(object sender, EventArgs e) {
+         _show_form(SpreaderContract.empty);
+      }
+
+      private void _button_load_existing_Click(object sender, EventArgs e) {
+         var sc = _generate_test_contract();
+         _show_form(sc);
+      }
+
+      private void _show_form(SpreaderContract spreader_contract) {
+         MainSpreaderForm f = new MainSpreaderForm(_securities, spreader_contract);
+         f.on_OK = () => {
+            MessageBox.Show("Received OK", "OK", MessageBoxButtons.OK, MessageBoxIcon.Information);
+            f.Close();
+         };
+         f.on_cancel = () => {
+            MessageBox.Show("Received Cancel", "Cancel", MessageBoxButtons.OK, MessageBoxIcon.Warning);
+            f.Close();
+         };
+         f.ShowDialog();
+      }
+
+      private SpreaderContract _generate_test_contract() {
+         List<SpreaderLegContract> lcs = new List<SpreaderLegContract>();
+         for (uint i = 0; i < 3; i++) {
+            SpreaderLegContract lc = _generate_test_leg_contract(i);
+            lcs.Add(lc);
+         }
+         SpreaderContract sc = new SpreaderContract("TEST SPREADER", lcs);
+         return sc;
+      }
+
+      private SpreaderLegContract _generate_test_leg_contract(uint idx) {
+         SpreaderLegContract rv = new SpreaderLegContract();
+         rv.security = _securities.ElementAt(0);
+         rv.qty = 1;
+         rv.price_mult = 1;
+         rv.enable_quoting = true;
+         rv.lean_qty_factor = 2;
+         rv.md_type = SpreaderLegContract.MDType.Merged;
+         // quote
+         rv.quote_params = new SpreaderLegContract.QuoteParams();
+         rv.quote_params.qho_length = 0;
+         rv.quote_params.show_qty = new SpreaderLegContract.QuoteParams.ShowQty();
+         rv.quote_params.show_qty.show_qty = 10;
+         rv.quote_params.throttle = new SpreaderLegContract.QuoteParams.Throttle();
+         rv.quote_params.throttle.inside_ticks = 3;
+         rv.quote_params.throttle.outside_ticks = 2;
+         // pre hedge
+         rv.pre_hedge_params = new SpreaderLegContract.PreHedgeParams();
+         rv.pre_hedge_params.payless = new SpreaderLegContract.PreHedgeParams.PayLess();
+         rv.pre_hedge_params.payless.threshold = 1000;
+         rv.pre_hedge_params.payless.payless_ticks = 7;
+         rv.pre_hedge_params.payup = new SpreaderLegContract.PreHedgeParams.PayUp();
+         rv.pre_hedge_params.payup.threshold = 500;
+         rv.pre_hedge_params.payup.payup_ticks = 12;
+         // post hedge
+         rv.post_hedge_params = new SpreaderLegContract.PostHedgeParams();
+         rv.post_hedge_params.ticks_away_cross = new SpreaderLegContract.PostHedgeParams.TicksAwayCross();
+         rv.post_hedge_params.ticks_away_cross.threshold = 10;
+         rv.post_hedge_params.ticks_away_cross.cross_ticks = 3;
+         rv.post_hedge_params.time_based_cross = new SpreaderLegContract.PostHedgeParams.TimeBasedCross();
+         rv.post_hedge_params.time_based_cross.time_ms = 20;
+         rv.post_hedge_params.time_based_cross.cross_ticks = 5;
+         return rv;
+      }
+   }
+};
@@ -0,0 +1,60 @@
+<root>
+  <xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
+    <xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
+    <xsd:element name="root" msdata:IsDataSet="true">
+      <xsd:complexType>
+        <xsd:choice maxOccurs="unbounded">
+          <xsd:element name="metadata">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" />
+              </xsd:sequence>
+              <xsd:attribute name="name" use="required" type="xsd:string" />
+              <xsd:attribute name="type" type="xsd:string" />
+              <xsd:attribute name="mimetype" type="xsd:string" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="assembly">
+            <xsd:complexType>
+              <xsd:attribute name="alias" type="xsd:string" />
+              <xsd:attribute name="name" type="xsd:string" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="data">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+                <xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
+              <xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
+              <xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="resheader">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" />
+            </xsd:complexType>
+          </xsd:element>
+        </xsd:choice>
+      </xsd:complexType>
+    </xsd:element>
+  </xsd:schema>
+  <resheader name="resmimetype">
+    <value>text/microsoft-resx</value>
+  </resheader>
+  <resheader name="version">
+    <value>2.0</value>
+  </resheader>
+  <resheader name="reader">
+    <value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+  <resheader name="writer">
+    <value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+</root>
@@ -0,0 +1,230 @@
+using System;
+using System.Diagnostics;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace SpreaderFrontEnd {
+   public static class SyntheticBookTest {
+      /// <summary>
+      /// Run synthetic book computation tests
+      /// </summary>
+      public static int run() {
+         // Seed the test with a standard butterfly spread. Leg size multipliers will be applied to
+         // each leg to generate more variations to test.
+         var legs = new List<SpreaderLegContract> {
+            new SpreaderLegContract() {
+               security = "Leg1Sec",
+               qty = 1
+            },
+            new SpreaderLegContract() {
+               security = "Leg2Sec",
+               qty = -2
+            },
+            new SpreaderLegContract() {
+               security = "Leg3Sec",
+               qty = 1
+            }
+         };
+         var leg_multipliers = new List<int> { 1, -1, 2, -2, 3, -3 };
+         var contract = new SpreaderContract("Test", legs);
+
+         // Define a book (seed) for each leg. Quantities will be added to each price level for each
+         // leg's book to generate more variations to test.
+         var leg1_book = new Book(
+            bids: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 3, qty: 10),
+               new PriceLevel(price: 2, qty: 4),
+               new PriceLevel(price: 1, qty: 6)
+            }),
+            asks: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 4, qty: 5),
+               new PriceLevel(price: 5, qty: 7),
+               new PriceLevel(price: 6, qty: 8)
+            }));
+         var leg2_book = new Book(
+            bids: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 3, qty: 1),
+               new PriceLevel(price: 2, qty: 7),
+               new PriceLevel(price: 1, qty: 2)
+            }),
+            asks: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 4, qty: 3),
+               new PriceLevel(price: 5, qty: 3),
+               new PriceLevel(price: 6, qty: 5)
+            }));
+         var leg3_book = new Book(
+            bids: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 3, qty: 2),
+               new PriceLevel(price: 2, qty: 1),
+               new PriceLevel(price: 1, qty: 8)
+            }),
+            asks: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 4, qty: 4),
+               new PriceLevel(price: 5, qty: 3),
+               new PriceLevel(price: 6, qty: 4)
+            }));
+         var level_qty_additions = new List<uint> { 1, 2, 3, 4 };
+         var leg_books = new List<Book> { leg1_book, leg2_book, leg3_book };
+
+         for (int i = 0; i < leg_multipliers.Count; i++) {
+            var leg_mult = leg_multipliers[i];
+            for (int j = 0; j < contract.spread_legs.Count; j++) {
+               // Apply leg mult 
+               contract.spread_legs[j].qty *= leg_mult;
+               foreach (var lqa in level_qty_additions) {
+                  foreach(var lb in leg_books) {
+                     // Apply qty addition to bid-levels
+                     for (int level_idx = 0; level_idx < lb.bids.levels.Count; level_idx++) {
+                        var orig_level = lb.bids.levels[level_idx];
+                        lb.bids.levels[level_idx] = orig_level.add_qty(lqa);
+                        run(leg_books, contract);
+                        // Subtract the qty that was just added so each qty addition is applied to
+                        // the original level
+                        lb.bids.levels[level_idx] = lb.bids.levels[level_idx].subtract_qty(lqa);
+                     }
+
+                     // Apply qty additions to ask-levels
+                     for (int level_idx = 0; level_idx < lb.asks.levels.Count; level_idx++) {
+                        var orig_level = lb.asks.levels[level_idx];
+                        lb.asks.levels[level_idx] = orig_level.add_qty(lqa);
+                        run(leg_books, contract);
+                        // Subtract the qty that was just added so each qty addition is applied to
+                        // the original level
+                        lb.asks.levels[level_idx] = lb.asks.levels[level_idx].subtract_qty(lqa);
+                     }
+                  }
+               }
+               // Divide by leg_mult so the each mult is applied to the original leg
+               contract.spread_legs[j].qty /= leg_mult;
+            }
+         }
+         return 0;
+      }
+
+      public static void run(List<Book> leg_books, SpreaderContract contract) {
+         var synth_book = SpreaderBookCalculator.compute_spreader_book(contract, leg_books);
+         for (int i = 0; i < contract.spread_legs.Count; i++) {
+            Console.WriteLine($"Leg{i} (qty {contract.spread_legs[i].qty}): {leg_books[i]}");
+         }
+         Console.WriteLine($"Synthetic Book: {synth_book}");
+         var leg_book_tups = _to_leg_book_tuples(leg_books, contract);
+         var expected_book = _compute_synth_book(leg_book_tups);
+         Console.WriteLine($"Expected Book: {expected_book}");
+         Debug.Assert(expected_book.Equals(synth_book));
+      }
+
+      static List<Tuple<Book, int>> _to_leg_book_tuples(List<Book> leg_books, SpreaderContract contract) {
+         Debug.Assert(leg_books.Count == contract.spread_legs.Count);
+         var rv = new List<Tuple<Book, int>>();
+         for (int i = 0; i < leg_books.Count; i++) {
+            rv.Add(Tuple.Create(leg_books[i], contract.spread_legs[i].qty));
+         }
+         return rv;
+      }
+
+      static List<Tuple<BookSide, int>> _to_leg_book_side_tuples(List<Tuple<Book, int>> leg_books, bool is_bid) {
+         var leg_book_tups = new List<Tuple<BookSide, int>>();
+         for (int i = 0; i < leg_books.Count; i++) {
+            var leg_size = leg_books[i].Item2;
+            var leg_book = leg_books[i].Item1;
+            var is_buy_leg = leg_size > 0;
+            var leg_book_side = is_buy_leg == is_bid ? leg_book.bids : leg_book.asks;
+            leg_book_tups.Add(Tuple.Create(leg_book_side, leg_size));
+         }
+         return leg_book_tups;
+      }
+
+      static Book _compute_synth_book(List<Tuple<Book, int>> leg_books) {
+         var leg_bids = _to_leg_book_side_tuples(leg_books, true);
+         var leg_asks = _to_leg_book_side_tuples(leg_books, false);
+         var synth_bids = _compute_synth_book_side(leg_bids);
+         var synth_asks = _compute_synth_book_side(leg_asks);
+         return new Book(synth_bids, synth_asks);
+      }
+
+      // <summary>
+      // Computes the synthetic book in a simple/unoptimized way, to ensure correctness. Books
+      // generated by the 'optimized' routine, which will be used in practice, should match those
+      // generated by this one.
+      // </summary>
+      static BookSide _compute_synth_book_side(IEnumerable<Tuple<BookSide, int>> leg_books) {
+         // Clone the books so we can mutate them without changing the input 'leg_books'
+         var leg_books_list = leg_books.Select(lb => Tuple.Create(lb.Item1.Clone(), lb.Item2)).ToList();
+         var levels = new List<PriceLevel>();
+         var top_level = _get_top_level(leg_books_list);
+         while (top_level.qty > 0) {
+            levels.Add(top_level);
+            foreach (var lb in leg_books_list) {
+               _remove_qty_from_top(lb.Item1, (int)(top_level.qty * Math.Abs(lb.Item2)));
+            }
+            top_level = _get_top_level(leg_books_list);
+         }
+         return new BookSide(levels);
+      }
+
+      static PriceLevel _get_top_level(IEnumerable<Tuple<BookSide, int>> leg_books) {
+         var leg_sizes = leg_books.Select(lb => lb.Item2).ToList();
+         var top_levels = leg_books.Select(_get_top_level).ToList();
+         var qty = top_levels.Select(l => l.qty).Min();
+         if (qty == 0) {
+            return PriceLevel.empty;
+         }
+         double price = 0;
+         for (int i = 0; i < top_levels.Count; i++) {
+            var leg_price = top_levels[i].price;
+            var leg_size = leg_sizes[i];
+            if (leg_size < 0) {
+               price -= leg_price;
+            } else {
+               price += leg_price;
+            }
+         }
+         return new PriceLevel(price, qty);
+      }
+
+      static PriceLevel _get_top_level(Tuple<BookSide, int> leg_book) {
+         return _get_top_level(leg_book.Item1, leg_book.Item2);
+      }
+
+      static PriceLevel _get_top_level(BookSide book, int leg_size) {
+         if (book.levels.Count == 0) {
+            return PriceLevel.empty;
+         }
+         var first_level = book.levels.First();
+         var abs_leg_size = Math.Abs(leg_size);
+         if (first_level.qty >= abs_leg_size) {
+            return new PriceLevel(first_level.price * abs_leg_size, (uint)(first_level.qty / abs_leg_size));
+         }
+         double price = first_level.qty * first_level.price;
+         var qty_rem = abs_leg_size - first_level.qty;
+         for (int i = 1; i < book.levels.Count; i++) {
+            var level = book.levels[i];
+            if (level.qty >= qty_rem) {
+               price += qty_rem * level.price;
+               return new PriceLevel(price, 1);
+            }
+            price += level.qty * level.price;
+            qty_rem -= level.qty;
+         }
+         return PriceLevel.empty;
+      }
+
+      /// <summary>
+      /// Removes the specified quantity from the top of the book
+      /// </summary>
+      static void _remove_qty_from_top(BookSide book, int qty) {
+         var subtracted_qty = 0;
+         while (subtracted_qty < qty && book.levels.Count > 0) {
+            var first_level = book.levels[0];
+            var qty_to_subtract = qty - subtracted_qty;
+            if (first_level.qty > qty_to_subtract) {
+               first_level = first_level.subtract_qty((uint)qty_to_subtract);
+               book.levels[0] = first_level;
+               return;
+            }
+            book.levels.RemoveAt(0);
+            subtracted_qty += (int)first_level.qty;
+         }
+      }
+   }
+}
@@ -0,0 +1,78 @@
+using System;
+using System.Reflection;
+using System.Runtime.Serialization.Formatters.Binary;
+using System.IO;
+
+namespace SpreaderFrontEnd
+{
+    public class Utils
+    {
+        public static void bin_serialize<T>(T t, Stream str)
+        {
+#pragma warning disable SYSLIB0011
+            BinaryFormatter bf = new BinaryFormatter();
+            bf.Serialize(str, t);
+#pragma warning restore SYSLIB0011
+        }
+
+        public static T bin_deserialize<T>(Stream str)
+        {
+#pragma warning disable SYSLIB0011
+            BinaryFormatter bf = new BinaryFormatter();
+            T rv = (T)bf.Deserialize(str);
+#pragma warning restore SYSLIB0011
+            return rv;
+        }
+
+        public static T? basic_deep_clone<T>(T t)
+        {
+            try
+            {
+                MemoryStream str = new MemoryStream();
+                bin_serialize(t, str);
+                str.Position = 0;
+                return bin_deserialize<T>(str);
+            }
+            catch
+            {
+                return default(T);
+            }
+        }
+
+        public static object? CloneObject(object objSource)
+        {
+            //step : 1 Get the type of source object and create a new instance of that type
+            Type typeSource = objSource.GetType();
+            object? objTarget = Activator.CreateInstance(typeSource);
+            //Step2 : Get all the properties of source object type
+            PropertyInfo[] propertyInfo = typeSource.GetProperties(BindingFlags.Public | BindingFlags.NonPublic | BindingFlags.Instance);
+            //Step : 3 Assign all source property to taget object 's properties
+            foreach (PropertyInfo property in propertyInfo)
+            {
+                //Check whether property can be written to
+                if (property.CanWrite)
+                {
+                    //Step : 4 check whether property type is value type, enum or string type
+                    if (property.PropertyType.IsValueType || property.PropertyType.IsEnum || property.PropertyType.Equals(typeof(System.String)))
+                    {
+                        property.SetValue(objTarget, property.GetValue(objSource, null), null);
+                    }
+                    //else property type is object/complex types, so need to recursively call this method until the end of the tree is reached
+                    else
+                    {
+                        object? objPropertyValue = property.GetValue(objSource, null);
+                        if (objPropertyValue == null)
+                        {
+                            property.SetValue(objTarget, null, null);
+                        }
+                        else
+                        {
+                            property.SetValue(objTarget, CloneObject(objPropertyValue), null);
+                        }
+                    }
+                }
+            }
+            return objTarget;
+        }
+    }
+}
@@ -0,0 +1,23 @@
+{
+  "runtimeTarget": {
+    "name": ".NETCoreApp,Version=v6.0",
+    "signature": ""
+  },
+  "compilationOptions": {},
+  "targets": {
+    ".NETCoreApp,Version=v6.0": {
+      "SpreaderFrontEnd/1.0.0": {
+        "runtime": {
+          "SpreaderFrontEnd.dll": {}
+        }
+      }
+    }
+  },
+  "libraries": {
+    "SpreaderFrontEnd/1.0.0": {
+      "type": "project",
+      "serviceable": false,
+      "sha512": ""
+    }
+  }
+}
@@ -0,0 +1,15 @@
+{
+  "runtimeOptions": {
+    "tfm": "net6.0",
+    "frameworks": [
+      {
+        "name": "Microsoft.NETCore.App",
+        "version": "6.0.0"
+      },
+      {
+        "name": "Microsoft.WindowsDesktop.App",
+        "version": "6.0.0"
+      }
+    ]
+  }
+}
@@ -1,158 +0,0 @@
-set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
-set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
-set(PROTOBUF_STATIC_LIB "libprotobuf")
-
-function(Protobuf_Generate_Cpp SRCS HDRS)
-  set(${SRCS})
-  set(${HDRS})
-
-  foreach(FIL ${ARGN})
-    get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
-    get_filename_component(FIL_WE ${FIL} NAME_WE)
-    get_filename_component(FIL_DIR ${FIL} DIRECTORY)
-    if(FIL_DIR)
-      set(FIL_WE "${FIL_DIR}/${FIL_WE}")
-    endif()
-
-    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}
-      DEPENDS ${ABS_FIL}
-      COMMENT "Running C++ protocol buffer compiler on ${FIL}"
-      VERBATIM)
-  endforeach()
-
-  set_source_files_properties(${${SRCS}} ${${HDRS}} PROPERTIES GENERATED TRUE)
-
-  # remove some warnings from protobuf generated files
-  if(WIN32)
-    set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
-                                                      "/wd4309 /wd4838")
-  else()
-    set_source_files_properties(
-      ${${SRCS}}
-      PROPERTIES
-        COMPILE_FLAGS
-        "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
-    )
-  endif()
-
-  set(${SRCS}
-      ${${SRCS}}
-      PARENT_SCOPE)
-  set(${HDRS}
-      ${${HDRS}}
-      PARENT_SCOPE)
-endfunction()
-
-function(Service_Compiler_Generate_Cpp SRCS HDRS)
-  set(${SRCS})
-  set(${HDRS})
-
-  foreach(FIL ${ARGN})
-    get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
-    get_filename_component(FIL_WE ${FIL} NAME_WE)
-    get_filename_component(FIL_DIR ${FIL} DIRECTORY)
-    if(FIL_DIR)
-      set(FIL_WE "${FIL_DIR}/${FIL_WE}")
-    endif()
-
-    list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
-    list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
-
-    list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc")
-    list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h")
-
-    list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc")
-    list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h")
-
-    set(TEMPLATES
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.cc
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.h
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.cc
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.h
-    )
-
-    if(WIN32)
-      add_custom_command(
-        OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
-        COMMAND SET PYTHONPATH=${SPARK_PYTHON}
-        COMMAND ${CMAKE_SOURCE_DIR}/.venv/Scripts/activate.bat
-        COMMAND
-          ${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_CURRENT_BINARY_DIR}
-          --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}
-        DEPENDS ${ABS_FIL} ${TEMPLATES}
-                ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
-        COMMENT "Running C++ service compiler on ${FIL}"
-        VERBATIM)
-    else()
-      add_custom_command(
-        OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
-               "${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}
-          --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}
-        DEPENDS ${ABS_FIL} ${TEMPLATES}
-                ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
-        COMMENT "Running C++ service compiler on ${FIL}"
-        VERBATIM)
-    endif()
-
-  endforeach()
-
-  # remove some warnings from protobuf generated files
-  if(WIN32)
-    set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
-                                                      "/wd4309 /wd4838")
-  else()
-    set_source_files_properties(
-      ${${SRCS}}
-      PROPERTIES
-        COMPILE_FLAGS
-        "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
-    )
-  endif()
-
-  set(${SRCS}
-      ${${SRCS}}
-      PARENT_SCOPE)
-  set(${HDRS}
-      ${${HDRS}}
-      PARENT_SCOPE)
-
-endfunction()
-
@@ -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.
@@ -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
-    }
-  ]
-}
@@ -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.
@@ -1,941 +0,0 @@
-{
-	"$schema": "vscode://schemas/color-theme",
-	"type": "dark",
-	"colors": {
-		"activityBar.background": "#111111",
-		"activityBar.border": "#111111",
-		"activityBar.foreground": "#888888",
-		"activityBarBadge.background": "#88cc44",
-		"activityBarBadge.foreground": "#222222",
-		"badge.background": "#88cc44",
-		"badge.foreground": "#222222",
-		"button.background": "#333333",
-		"button.foreground": "#888888",
-		"button.hoverBackground": "#222222",
-		"debugExceptionWidget.background": "#333333",
-		"debugExceptionWidget.border": "#222222",
-		"debugToolBar.background": "#111111",
-		"diffEditor.insertedTextBackground": "#ffdd440c",
-		"diffEditor.insertedTextBorder": "#ffdd44",
-		"diffEditor.removedTextBackground": "#88bbff0c",
-		"diffEditor.removedTextBorder": "#88bbff",
-		"dropdown.background": "#222222",
-		"dropdown.border": "#222222",
-		"dropdown.foreground": "#888888",
-		"editor.background": "#222222",
-		"editor.findMatchBackground": "#44446655",
-		"editor.findMatchHighlightBackground": "#444466aa",
-		"editor.foreground": "#ffffff",
-		"editor.hoverHighlightBackground": "#44446655",
-		"editor.inactiveSelectionBackground": "#44446655",
-		"editor.lineHighlightBackground": "#00000066",
-		"editor.lineHighlightBorder": "#00000000",
-		"editor.rangeHighlightBackground": "#333333",
-		"editor.selectionBackground": "#444466",
-		"editor.selectionHighlightBackground": "#44446655",
-		"editor.wordHighlightBackground": "#44446655",
-		"editor.wordHighlightStrongBackground": "#44446655",
-		"editorBracketMatch.background": "#222222",
-		"editorBracketMatch.border": "#666666",
-		"editorCodeLens.foreground": "#666666",
-		"editorCursor.foreground": "#ffffff",
-		"editorError.foreground": "#ee5500",
-		"editorGroup.border": "#111111",
-		"editorGroup.dropBackground": "#111111bb",
-		"editorGroupHeader.noTabsBackground": "#111111",
-		"editorGroupHeader.tabsBackground": "#111111",
-		"editorGroupHeader.tabsBorder": "#222222",
-		"editorGutter.addedBackground": "#ffdd44",
-		"editorGutter.background": "#222222",
-		"editorGutter.deletedBackground": "#88bbff",
-		"editorGutter.modifiedBackground": "#88bbff",
-		"editorHoverWidget.background": "#333333",
-		"editorHoverWidget.border": "#222222",
-		"editorIndentGuide.background": "#333333",
-		"editorLineNumber.foreground": "#555555",
-		"editorLink.activeForeground": "#bba0ff",
-		"editorMarkerNavigation.background": "#333333",
-		"editorMarkerNavigationError.background": "#88bbff",
-		"editorMarkerNavigationWarning.background": "#88bbff",
-		"editorOverviewRuler.addedForeground": "#ffdd44",
-		"editorOverviewRuler.border": "#222222",
-		"editorOverviewRuler.currentContentForeground": "#333333",
-		"editorOverviewRuler.deletedForeground": "#88bbff",
-		"editorOverviewRuler.errorForeground": "#88bbff",
-		"editorOverviewRuler.findMatchForeground": "#555555",
-		"editorOverviewRuler.incomingContentForeground": "#333333",
-		"editorOverviewRuler.infoForeground": "#bba0ff",
-		"editorOverviewRuler.modifiedForeground": "#88bbff",
-		"editorOverviewRuler.rangeHighlightForeground": "#333333",
-		"editorOverviewRuler.selectionHighlightForeground": "#555555",
-		"editorOverviewRuler.warningForeground": "#88bbff",
-		"editorOverviewRuler.wordHighlightForeground": "#333333",
-		"editorOverviewRuler.wordHighlightStrongForeground": "#555555",
-		"editorRuler.foreground": "#ffffff",
-		"editorSuggestWidget.background": "#333333",
-		"editorSuggestWidget.border": "#333333",
-		"editorSuggestWidget.foreground": "#888888",
-		"editorSuggestWidget.highlightForeground": "#ffffff",
-		"editorSuggestWidget.selectedBackground": "#666666",
-		"editorWarning.border": "#00000000",
-		"editorWarning.foreground": "#88bbff",
-		"editorWhitespace.foreground": "#333333",
-		"editorWidget.background": "#333333",
-		"editorWidget.border": "#333333",
-		"errorForeground": "#88bbff",
-		"extensionButton.prominentBackground": "#333333",
-		"extensionButton.prominentForeground": "#ffffff",
-		"extensionButton.prominentHoverBackground": "#555555",
-		"focusBorder": "#666666",
-		"foreground": "#ffffff",
-		"gitDecoration.modifiedResourceForeground": "#cccccc",
-		"gitDecoration.untrackedResourceForeground": "#cccccc",
-		"input.background": "#333333",
-		"input.border": "#333333",
-		"input.foreground": "#ffffff",
-		"input.placeholderForeground": "#555555",
-		"inputOption.activeBorder": "#555555",
-		"inputValidation.errorBackground": "#333333",
-		"inputValidation.errorBorder": "#88bbff",
-		"inputValidation.infoBackground": "#333333",
-		"inputValidation.infoBorder": "#bba0ff",
-		"inputValidation.warningBackground": "#333333",
-		"inputValidation.warningBorder": "#88bbff",
-		"list.activeSelectionBackground": "#111111",
-		"list.activeSelectionForeground": "#ffffff",
-		"list.dropBackground": "#111111bf",
-		"list.focusBackground": "#222222",
-		"list.focusForeground": "#ffffff",
-		"list.highlightForeground": "#ffffff",
-		"list.hoverBackground": "#333333",
-		"list.hoverForeground": "#ffffff",
-		"list.inactiveSelectionBackground": "#000000",
-		"list.inactiveSelectionForeground": "#ffffff",
-		"menu.background": "#333333",
-		"menu.foreground": "#ffffff",
-		"merge.border": "#222222",
-		"merge.currentContentBackground": "#333333",
-		"merge.currentHeaderBackground": "#555555",
-		"merge.incomingContentBackground": "#555555",
-		"merge.incomingHeaderBackground": "#666666",
-		"panel.background": "#111111",
-		"panel.border": "#111111",
-		"panelTitle.activeBorder": "#ffffff",
-		"panelTitle.activeForeground": "#ffffff",
-		"panelTitle.inactiveForeground": "#888888",
-		"peekView.border": "#222222",
-		"peekViewEditor.background": "#333333",
-		"peekViewEditor.matchHighlightBackground": "#555555",
-		"peekViewEditorGutter.background": "#333333",
-		"peekViewResult.background": "#333333",
-		"peekViewResult.fileForeground": "#888888",
-		"peekViewResult.lineForeground": "#888888",
-		"peekViewResult.matchHighlightBackground": "#555555",
-		"peekViewResult.selectionBackground": "#333333",
-		"peekViewResult.selectionForeground": "#ffffff",
-		"peekViewTitle.background": "#333333",
-		"peekViewTitleDescription.foreground": "#888888",
-		"peekViewTitleLabel.foreground": "#ffffff",
-		"pickerGroup.border": "#222222",
-		"pickerGroup.foreground": "#555555",
-		"progressBar.background": "#333333",
-		"scrollbar.shadow": "#191919",
-		"scrollbarSlider.activeBackground": "#ffffff12",
-		"scrollbarSlider.background": "#ffffff12",
-		"scrollbarSlider.hoverBackground": "#ffffff12",
-		"selection.background": "#2255aa",
-		"sideBar.background": "#111111",
-		"sideBar.border": "#111111",
-		"sideBar.foreground": "#888888",
-		"sideBarSectionHeader.background": "#111111",
-		"sideBarSectionHeader.foreground": "#666666",
-		"sideBarTitle.foreground": "#555555",
-		"statusBar.background": "#111111",
-		"statusBar.border": "#111111",
-		"statusBar.debuggingBackground": "#666666",
-		"statusBar.debuggingForeground": "#ffffff",
-		"statusBar.foreground": "#666666",
-		"statusBar.noFolderBackground": "#111111",
-		"statusBar.noFolderForeground": "#666666",
-		"statusBarItem.activeBackground": "#222222",
-		"statusBarItem.hoverBackground": "#222222",
-		"statusBarItem.prominentBackground": "#333333",
-		"statusBarItem.prominentHoverBackground": "#444444",
-		"tab.activeBackground": "#222222",
-		"tab.border": "#111111",
-		"tab.inactiveBackground": "#111111",
-		"tab.inactiveForeground": "#888888",
-		"tab.unfocusedActiveBorder": "#888888",
-		"tab.unfocusedActiveForeground": "#888888",
-		"tab.unfocusedInactiveForeground": "#888888",
-		"terminal.ansiBlack": "#333333",
-		"terminal.ansiBlue": "#88bbff",
-		"terminal.ansiBrightBlack": "#666666",
-		"terminal.ansiBrightBlue": "#88bbff",
-		"terminal.ansiBrightCyan": "#bba0ff",
-		"terminal.ansiBrightGreen": "#ffdd44",
-		"terminal.ansiBrightMagenta": "#88bbff",
-		"terminal.ansiBrightRed": "#88bbff",
-		"terminal.ansiBrightWhite": "#ffffff",
-		"terminal.ansiBrightYellow": "#88cc44",
-		"terminal.ansiCyan": "#bba0ff",
-		"terminal.ansiGreen": "#ffdd44",
-		"terminal.ansiMagenta": "#88bbff",
-		"terminal.ansiRed": "#88bbff",
-		"terminal.ansiWhite": "#ffffff",
-		"terminal.ansiYellow": "#88cc44",
-		"terminal.background": "#151515",
-		"terminal.foreground": "#ffffff",
-		"titleBar.activeBackground": "#111111",
-		"titleBar.activeForeground": "#888888",
-		"titleBar.inactiveBackground": "#111111",
-		"titleBar.inactiveForeground": "#555555",
-		"walkThrough.embeddedEditorBackground": "#111111",
-		"widget.shadow": "#111111",
-		//"activityBar.activeBorder": "#888888",
-		//"activityBar.dropBorder": "#888888",
-		//"activityBar.inactiveForeground": "#88888866",
-		//"banner.background": "#111111",
-		//"banner.foreground": "#ffffff",
-		//"banner.iconForeground": "#3794ff",
-		//"bookmarks.lineBackground": "#00000000",
-		//"bookmarks.lineBorder": "#00000000",
-		//"bookmarks.overviewRuler": "#157efb88",
-		//"breadcrumb.activeSelectionForeground": "#ffffff",
-		//"breadcrumb.background": "#222222",
-		//"breadcrumb.focusForeground": "#ffffff",
-		//"breadcrumb.foreground": "#ffffffcc",
-		//"breadcrumbPicker.background": "#333333",
-		//"button.secondaryBackground": "#3a3d41",
-		//"button.secondaryForeground": "#ffffff",
-		//"button.secondaryHoverBackground": "#45494e",
-		//"charts.blue": "#3794ff",
-		//"charts.foreground": "#ffffff",
-		//"charts.green": "#89d185",
-		//"charts.lines": "#ffffff80",
-		//"charts.orange": "#d18616",
-		//"charts.purple": "#b180d7",
-		//"charts.red": "#ee5500",
-		//"charts.yellow": "#88bbff",
-		//"checkbox.background": "#222222",
-		//"checkbox.border": "#222222",
-		//"checkbox.foreground": "#888888",
-		//"debugConsole.errorForeground": "#88bbff",
-		//"debugConsole.infoForeground": "#3794ff",
-		//"debugConsole.sourceForeground": "#ffffff",
-		//"debugConsole.warningForeground": "#88bbff",
-		//"debugConsoleInputIcon.foreground": "#ffffff",
-		//"debugIcon.breakpointCurrentStackframeForeground": "#ffcc00",
-		//"debugIcon.breakpointDisabledForeground": "#848484",
-		//"debugIcon.breakpointForeground": "#e51400",
-		//"debugIcon.breakpointStackframeForeground": "#89d185",
-		//"debugIcon.breakpointUnverifiedForeground": "#848484",
-		//"debugIcon.continueForeground": "#75beff",
-		//"debugIcon.disconnectForeground": "#f48771",
-		//"debugIcon.pauseForeground": "#75beff",
-		//"debugIcon.restartForeground": "#89d185",
-		//"debugIcon.startForeground": "#89d185",
-		//"debugIcon.stepBackForeground": "#75beff",
-		//"debugIcon.stepIntoForeground": "#75beff",
-		//"debugIcon.stepOutForeground": "#75beff",
-		//"debugIcon.stepOverForeground": "#75beff",
-		//"debugIcon.stopForeground": "#f48771",
-		//"debugTokenExpression.boolean": "#4e94ce",
-		//"debugTokenExpression.error": "#f48771",
-		//"debugTokenExpression.name": "#c586c0",
-		//"debugTokenExpression.number": "#b5cea8",
-		//"debugTokenExpression.string": "#ce9178",
-		//"debugTokenExpression.value": "#cccccc99",
-		//"debugView.exceptionLabelBackground": "#6c2022",
-		//"debugView.exceptionLabelForeground": "#ffffff",
-		//"debugView.stateLabelBackground": "#88888844",
-		//"debugView.stateLabelForeground": "#ffffff",
-		//"debugView.valueChangedHighlight": "#569cd6",
-		//"descriptionForeground": "#ffffffb3",
-		//"diffEditor.diagonalFill": "#cccccc33",
-		//"editor.findRangeHighlightBackground": "#3a3d4166",
-		//"editor.focusedStackFrameHighlightBackground": "#7abd7a4d",
-		//"editor.foldBackground": "#4444664d",
-		//"editor.inlineValuesBackground": "#ffc80033",
-		//"editor.inlineValuesForeground": "#ffffff80",
-		//"editor.linkedEditingBackground": "#ff00004d",
-		//"editor.snippetFinalTabstopHighlightBorder": "#525252",
-		//"editor.snippetTabstopHighlightBackground": "#7c7c7c4d",
-		//"editor.stackFrameHighlightBackground": "#ffff0033",
-		//"editor.symbolHighlightBackground": "#444466aa",
-		//"editorActiveLineNumber.foreground": "#c6c6c6",
-		//"editorBracketHighlight.foreground1": "#ffd700",
-		//"editorBracketHighlight.foreground2": "#da70d6",
-		//"editorBracketHighlight.foreground3": "#179fff",
-		//"editorBracketHighlight.foreground4": "#00000000",
-		//"editorBracketHighlight.foreground5": "#00000000",
-		//"editorBracketHighlight.foreground6": "#00000000",
-		//"editorBracketHighlight.unexpectedBracket.foreground": "#ff1212cc",
-		//"editorBracketPairGuide.activeBackground1": "#00000000",
-		//"editorBracketPairGuide.activeBackground2": "#00000000",
-		//"editorBracketPairGuide.activeBackground3": "#00000000",
-		//"editorBracketPairGuide.activeBackground4": "#00000000",
-		//"editorBracketPairGuide.activeBackground5": "#00000000",
-		//"editorBracketPairGuide.activeBackground6": "#00000000",
-		//"editorBracketPairGuide.background1": "#00000000",
-		//"editorBracketPairGuide.background2": "#00000000",
-		//"editorBracketPairGuide.background3": "#00000000",
-		//"editorBracketPairGuide.background4": "#00000000",
-		//"editorBracketPairGuide.background5": "#00000000",
-		//"editorBracketPairGuide.background6": "#00000000",
-		//"editorGhostText.foreground": "#ffffff56",
-		//"editorGutter.commentRangeForeground": "#c5c5c5",
-		//"editorGutter.foldingControlForeground": "#c5c5c5",
-		//"editorHint.foreground": "#eeeeeeb3",
-		//"editorHoverWidget.foreground": "#ffffff",
-		//"editorHoverWidget.highlightForeground": "#ffffff",
-		//"editorHoverWidget.statusBarBackground": "#3d3d3d",
-		//"editorIndentGuide.activeBackground": "#333333",
-		//"editorInfo.foreground": "#3794ff",
-		//"editorInlayHint.background": "#88cc4499",
-		//"editorInlayHint.foreground": "#222222cc",
-		//"editorInlayHint.parameterBackground": "#88cc4499",
-		//"editorInlayHint.parameterForeground": "#222222cc",
-		//"editorInlayHint.typeBackground": "#88cc4499",
-		//"editorInlayHint.typeForeground": "#222222cc",
-		//"editorLightBulb.foreground": "#ffcc00",
-		//"editorLightBulbAutoFix.foreground": "#75beff",
-		//"editorLineNumber.activeForeground": "#c6c6c6",
-		//"editorMarkerNavigationError.headerBackground": "#88bbff1a",
-		//"editorMarkerNavigationInfo.background": "#3794ff",
-		//"editorMarkerNavigationInfo.headerBackground": "#3794ff1a",
-		//"editorMarkerNavigationWarning.headerBackground": "#88bbff1a",
-		//"editorOverviewRuler.bracketMatchForeground": "#a0a0a0",
-		//"editorOverviewRuler.commonContentForeground": "#60606066",
-		//"editorOverviewRuler.unicodeForeground": "#d186167e",
-		//"editorPane.background": "#222222",
-		//"editorSuggestWidget.focusHighlightForeground": "#ffffff",
-		//"editorSuggestWidget.selectedForeground": "#ffffff",
-		//"editorSuggestWidgetStatus.foreground": "#88888880",
-		//"editorUnicodeHighlight.border": "#bd9b03",
-		//"editorUnnecessaryCode.opacity": "#000000aa",
-		//"editorWidget.foreground": "#ffffff",
-		//"extensionBadge.remoteBackground": "#88cc44",
-		//"extensionBadge.remoteForeground": "#222222",
-		//"extensionIcon.preReleaseForeground": "#1d9271",
-		//"extensionIcon.starForeground": "#ff8e00",
-		//"extensionIcon.verifiedForeground": "#3794ff",
-		//"gitDecoration.addedResourceForeground": "#81b88b",
-		//"gitDecoration.conflictingResourceForeground": "#e4676b",
-		//"gitDecoration.deletedResourceForeground": "#c74e39",
-		//"gitDecoration.ignoredResourceForeground": "#8c8c8c",
-		//"gitDecoration.renamedResourceForeground": "#73c991",
-		//"gitDecoration.stageDeletedResourceForeground": "#c74e39",
-		//"gitDecoration.stageModifiedResourceForeground": "#e2c08d",
-		//"gitDecoration.submoduleResourceForeground": "#8db9e2",
-		//"gitlens.closedAutolinkedIssueIconColor": "#a371f7",
-		//"gitlens.closedPullRequestIconColor": "#f85149",
-		//"gitlens.decorations.addedForegroundColor": "#81b88b",
-		//"gitlens.decorations.branchAheadForegroundColor": "#35b15e",
-		//"gitlens.decorations.branchBehindForegroundColor": "#b15e35",
-		//"gitlens.decorations.branchDivergedForegroundColor": "#d8af1b",
-		//"gitlens.decorations.branchMissingUpstreamForegroundColor": "#c74e39",
-		//"gitlens.decorations.branchUnpublishedForegroundColor": "#35b15e",
-		//"gitlens.decorations.branchUpToDateForegroundColor": "#888888",
-		//"gitlens.decorations.copiedForegroundColor": "#73c991",
-		//"gitlens.decorations.deletedForegroundColor": "#c74e39",
-		//"gitlens.decorations.ignoredForegroundColor": "#8c8c8c",
-		//"gitlens.decorations.modifiedForegroundColor": "#cccccc",
-		//"gitlens.decorations.renamedForegroundColor": "#73c991",
-		//"gitlens.decorations.untrackedForegroundColor": "#cccccc",
-		//"gitlens.gutterBackgroundColor": "#ffffff13",
-		//"gitlens.gutterForegroundColor": "#bebebe",
-		//"gitlens.gutterUncommittedForegroundColor": "#00bcf299",
-		//"gitlens.lineHighlightBackgroundColor": "#00bcf233",
-		//"gitlens.lineHighlightOverviewRulerColor": "#00bcf299",
-		//"gitlens.mergedPullRequestIconColor": "#a371f7",
-		//"gitlens.openAutolinkedIssueIconColor": "#3fb950",
-		//"gitlens.openPullRequestIconColor": "#3fb950",
-		//"gitlens.trailingLineBackgroundColor": "#00000000",
-		//"gitlens.trailingLineForegroundColor": "#99999959",
-		//"gitlens.unpublishedCommitIconColor": "#35b15e",
-		//"gitlens.unpulledChangesIconColor": "#b15e35",
-		//"gitlens.unpushlishedChangesIconColor": "#35b15e",
-		//"icon.foreground": "#c5c5c5",
-		//"inputOption.activeBackground": "#66666666",
-		//"inputOption.activeForeground": "#ffffff",
-		//"inputOption.hoverBackground": "#5a5d5e80",
-		//"interactive.activeCodeBorder": "#222222",
-		//"interactive.inactiveCodeBorder": "#000000",
-		//"keybindingLabel.background": "#8080802b",
-		//"keybindingLabel.border": "#33333399",
-		//"keybindingLabel.bottomBorder": "#44444499",
-		//"keybindingLabel.foreground": "#cccccc",
-		//"keybindingTable.headerBackground": "#ffffff0a",
-		//"keybindingTable.rowsBackground": "#ffffff0a",
-		//"list.deemphasizedForeground": "#8c8c8c",
-		//"list.errorForeground": "#f88070",
-		//"list.filterMatchBackground": "#444466aa",
-		//"list.focusHighlightForeground": "#ffffff",
-		//"list.focusOutline": "#666666",
-		//"list.invalidItemForeground": "#b89500",
-		//"list.warningForeground": "#cca700",
-		//"listFilterWidget.background": "#653723",
-		//"listFilterWidget.noMatchesOutline": "#be1100",
-		//"listFilterWidget.outline": "#00000000",
-		//"menu.selectionBackground": "#111111",
-		//"menu.selectionForeground": "#ffffff",
-		//"menu.separatorBackground": "#bbbbbb",
-		//"menubar.selectionBackground": "#ffffff1a",
-		//"menubar.selectionForeground": "#888888",
-		//"merge.commonContentBackground": "#60606029",
-		//"merge.commonHeaderBackground": "#60606066",
-		//"minimap.errorHighlight": "#ff1212b3",
-		//"minimap.findMatchHighlight": "#d18616",
-		//"minimap.foregroundOpacity": "#000000",
-		//"minimap.selectionHighlight": "#264f78",
-		//"minimap.selectionOccurrenceHighlight": "#676767",
-		//"minimap.unicodeHighlight": "#d18616",
-		//"minimap.warningHighlight": "#88bbff",
-		//"minimapGutter.addedBackground": "#587c0c",
-		//"minimapGutter.deletedBackground": "#94151b",
-		//"minimapGutter.modifiedBackground": "#0c7d9d",
-		//"minimapSlider.activeBackground": "#ffffff09",
-		//"minimapSlider.background": "#ffffff09",
-		//"minimapSlider.hoverBackground": "#ffffff09",
-		//"notebook.cellBorderColor": "#000000",
-		//"notebook.cellEditorBackground": "#111111",
-		//"notebook.cellInsertionIndicator": "#666666",
-		//"notebook.cellStatusBarItemHoverBackground": "#ffffff26",
-		//"notebook.cellToolbarSeparator": "#80808059",
-		//"notebook.focusedCellBorder": "#666666",
-		//"notebook.focusedEditorBorder": "#666666",
-		//"notebook.inactiveFocusedCellBorder": "#000000",
-		//"notebook.selectedCellBackground": "#000000",
-		//"notebook.selectedCellBorder": "#000000",
-		//"notebook.symbolHighlightBackground": "#ffffff0b",
-		//"notebookScrollbarSlider.activeBackground": "#ffffff12",
-		//"notebookScrollbarSlider.background": "#ffffff12",
-		//"notebookScrollbarSlider.hoverBackground": "#ffffff12",
-		//"notebookStatusErrorIcon.foreground": "#88bbff",
-		//"notebookStatusRunningIcon.foreground": "#ffffff",
-		//"notebookStatusSuccessIcon.foreground": "#89d185",
-		//"notificationCenterHeader.background": "#424242",
-		//"notificationLink.foreground": "#3794ff",
-		//"notifications.background": "#333333",
-		//"notifications.border": "#424242",
-		//"notifications.foreground": "#ffffff",
-		//"notificationsErrorIcon.foreground": "#ee5500",
-		//"notificationsInfoIcon.foreground": "#3794ff",
-		//"notificationsWarningIcon.foreground": "#88bbff",
-		//"panel.dropBorder": "#ffffff",
-		//"panelSection.border": "#111111",
-		//"panelSection.dropBackground": "#111111bb",
-		//"panelSectionHeader.background": "#80808033",
-		//"ports.iconRunningProcessForeground": "#88cc44",
-		//"problemsErrorIcon.foreground": "#ee5500",
-		//"problemsInfoIcon.foreground": "#3794ff",
-		//"problemsWarningIcon.foreground": "#88bbff",
-		//"quickInput.background": "#333333",
-		//"quickInput.foreground": "#ffffff",
-		//"quickInputList.focusBackground": "#111111",
-		//"quickInputList.focusForeground": "#ffffff",
-		//"quickInputTitle.background": "#ffffff1b",
-		//"sash.hoverBorder": "#666666",
-		//"scm.providerBorder": "#454545",
-		//"searchEditor.findMatchBackground": "#44446670",
-		//"searchEditor.textInputBorder": "#333333",
-		//"settings.checkboxBackground": "#222222",
-		//"settings.checkboxBorder": "#222222",
-		//"settings.checkboxForeground": "#888888",
-		//"settings.dropdownBackground": "#222222",
-		//"settings.dropdownBorder": "#222222",
-		//"settings.dropdownForeground": "#888888",
-		//"settings.dropdownListBorder": "#333333",
-		//"settings.focusedRowBackground": "#80808024",
-		//"settings.focusedRowBorder": "#ffffff1f",
-		//"settings.headerForeground": "#e7e7e7",
-		//"settings.modifiedItemIndicator": "#0c7d9d",
-		//"settings.numberInputBackground": "#333333",
-		//"settings.numberInputBorder": "#333333",
-		//"settings.numberInputForeground": "#ffffff",
-		//"settings.rowHoverBackground": "#80808012",
-		//"settings.textInputBackground": "#333333",
-		//"settings.textInputBorder": "#333333",
-		//"settings.textInputForeground": "#ffffff",
-		//"sideBar.dropBackground": "#111111bb",
-		//"sideBySideEditor.horizontalBorder": "#111111",
-		//"sideBySideEditor.verticalBorder": "#111111",
-		//"statusBar.debuggingBorder": "#111111",
-		//"statusBar.noFolderBorder": "#111111",
-		//"statusBarItem.compactHoverBackground": "#ffffff33",
-		//"statusBarItem.errorBackground": "#0066eb",
-		//"statusBarItem.errorForeground": "#ffffff",
-		//"statusBarItem.prominentForeground": "#666666",
-		//"statusBarItem.remoteBackground": "#88cc44",
-		//"statusBarItem.remoteForeground": "#222222",
-		//"statusBarItem.warningBackground": "#0066eb",
-		//"statusBarItem.warningForeground": "#ffffff",
-		//"symbolIcon.arrayForeground": "#ffffff",
-		//"symbolIcon.booleanForeground": "#ffffff",
-		//"symbolIcon.classForeground": "#ee9d28",
-		//"symbolIcon.colorForeground": "#ffffff",
-		//"symbolIcon.constantForeground": "#ffffff",
-		//"symbolIcon.constructorForeground": "#b180d7",
-		//"symbolIcon.enumeratorForeground": "#ee9d28",
-		//"symbolIcon.enumeratorMemberForeground": "#75beff",
-		//"symbolIcon.eventForeground": "#ee9d28",
-		//"symbolIcon.fieldForeground": "#75beff",
-		//"symbolIcon.fileForeground": "#ffffff",
-		//"symbolIcon.folderForeground": "#ffffff",
-		//"symbolIcon.functionForeground": "#b180d7",
-		//"symbolIcon.interfaceForeground": "#75beff",
-		//"symbolIcon.keyForeground": "#ffffff",
-		//"symbolIcon.keywordForeground": "#ffffff",
-		//"symbolIcon.methodForeground": "#b180d7",
-		//"symbolIcon.moduleForeground": "#ffffff",
-		//"symbolIcon.namespaceForeground": "#ffffff",
-		//"symbolIcon.nullForeground": "#ffffff",
-		//"symbolIcon.numberForeground": "#ffffff",
-		//"symbolIcon.objectForeground": "#ffffff",
-		//"symbolIcon.operatorForeground": "#ffffff",
-		//"symbolIcon.packageForeground": "#ffffff",
-		//"symbolIcon.propertyForeground": "#ffffff",
-		//"symbolIcon.referenceForeground": "#ffffff",
-		//"symbolIcon.snippetForeground": "#ffffff",
-		//"symbolIcon.stringForeground": "#ffffff",
-		//"symbolIcon.structForeground": "#ffffff",
-		//"symbolIcon.textForeground": "#ffffff",
-		//"symbolIcon.typeParameterForeground": "#ffffff",
-		//"symbolIcon.unitForeground": "#ffffff",
-		//"symbolIcon.variableForeground": "#75beff",
-		//"tab.activeForeground": "#ffffff",
-		//"tab.activeModifiedBorder": "#3399cc",
-		//"tab.inactiveModifiedBorder": "#3399cc80",
-		//"tab.lastPinnedBorder": "#585858",
-		//"tab.unfocusedActiveBackground": "#222222",
-		//"tab.unfocusedActiveModifiedBorder": "#3399cc80",
-		//"tab.unfocusedInactiveBackground": "#111111",
-		//"tab.unfocusedInactiveModifiedBorder": "#3399cc40",
-		//"terminal.border": "#111111",
-		//"terminal.dropBackground": "#111111bb",
-		//"terminal.selectionBackground": "#ffffff40",
-		//"testing.iconErrored": "#f14c4c",
-		//"testing.iconFailed": "#f14c4c",
-		//"testing.iconPassed": "#73c991",
-		//"testing.iconQueued": "#cca700",
-		//"testing.iconSkipped": "#848484",
-		//"testing.iconUnset": "#848484",
-		//"testing.message.error.decorationForeground": "#ee5500",
-		//"testing.message.error.lineBackground": "#ff000033",
-		//"testing.message.info.decorationForeground": "#ffffff80",
-		//"testing.peekBorder": "#ee5500",
-		//"testing.peekHeaderBackground": "#ee55001a",
-		//"testing.runAction": "#73c991",
-		//"textBlockQuote.background": "#7f7f7f1a",
-		//"textBlockQuote.border": "#007acc80",
-		//"textCodeBlock.background": "#0a0a0a66",
-		//"textLink.activeForeground": "#3794ff",
-		//"textLink.foreground": "#3794ff",
-		//"textPreformat.foreground": "#d7ba7d",
-		//"textSeparator.foreground": "#ffffff2e",
-		//"toolbar.activeBackground": "#63666750",
-		//"toolbar.hoverBackground": "#5a5d5e50",
-		//"tree.indentGuidesStroke": "#585858",
-		//"tree.tableColumnsBorder": "#cccccc20",
-		//"tree.tableOddRowsBackground": "#ffffff0a",
-		//"welcomePage.progress.background": "#333333",
-		//"welcomePage.progress.foreground": "#3794ff",
-		//"welcomePage.tileBackground": "#333333",
-		//"welcomePage.tileHoverBackground": "#3d3d3d",
-		//"welcomePage.tileShadow": "#111111",
-		//"activityBar.activeBackground": null,
-		//"activityBar.activeFocusBorder": null,
-		//"button.border": null,
-		//"contrastActiveBorder": null,
-		//"contrastBorder": null,
-		//"debugToolBar.border": null,
-		//"diffEditor.border": null,
-		//"dropdown.listBackground": null,
-		//"editor.findMatchBorder": null,
-		//"editor.findMatchHighlightBorder": null,
-		//"editor.findRangeHighlightBorder": null,
-		//"editor.rangeHighlightBorder": null,
-		//"editor.selectionForeground": null,
-		//"editor.selectionHighlightBorder": null,
-		//"editor.snippetFinalTabstopHighlightBackground": null,
-		//"editor.snippetTabstopHighlightBorder": null,
-		//"editor.symbolHighlightBorder": null,
-		//"editor.wordHighlightBorder": null,
-		//"editor.wordHighlightStrongBorder": null,
-		//"editorCursor.background": null,
-		//"editorError.background": null,
-		//"editorError.border": null,
-		//"editorGhostText.background": null,
-		//"editorGhostText.border": null,
-		//"editorGroup.emptyBackground": null,
-		//"editorGroup.focusedEmptyBorder": null,
-		//"editorGroupHeader.border": null,
-		//"editorHint.border": null,
-		//"editorInfo.background": null,
-		//"editorInfo.border": null,
-		//"editorOverviewRuler.background": null,
-		//"editorSuggestWidget.selectedIconForeground": null,
-		//"editorUnnecessaryCode.border": null,
-		//"editorWarning.background": null,
-		//"editorWidget.resizeBorder": null,
-		//"inputValidation.errorForeground": null,
-		//"inputValidation.infoForeground": null,
-		//"inputValidation.warningForeground": null,
-		//"list.activeSelectionIconForeground": null,
-		//"list.filterMatchBorder": null,
-		//"list.inactiveFocusBackground": null,
-		//"list.inactiveFocusOutline": null,
-		//"list.inactiveSelectionIconForeground": null,
-		//"menu.border": null,
-		//"menu.selectionBorder": null,
-		//"menubar.selectionBorder": null,
-		//"minimap.background": null,
-		//"notebook.cellHoverBackground": null,
-		//"notebook.focusedCellBackground": null,
-		//"notebook.inactiveSelectedCellBorder": null,
-		//"notebook.outputContainerBackgroundColor": null,
-		//"notebook.outputContainerBorderColor": null,
-		//"notificationCenter.border": null,
-		//"notificationCenterHeader.foreground": null,
-		//"notificationToast.border": null,
-		//"panelInput.border": null,
-		//"panelSectionHeader.border": null,
-		//"panelSectionHeader.foreground": null,
-		//"peekViewEditor.matchHighlightBorder": null,
-		//"quickInput.list.focusBackground": null,
-		//"quickInputList.focusIconForeground": null,
-		//"searchEditor.findMatchBorder": null,
-		//"sideBarSectionHeader.border": null,
-		//"tab.activeBorder": null,
-		//"tab.activeBorderTop": null,
-		//"tab.hoverBackground": null,
-		//"tab.hoverBorder": null,
-		//"tab.hoverForeground": null,
-		//"tab.unfocusedActiveBorderTop": null,
-		//"tab.unfocusedHoverBackground": null,
-		//"tab.unfocusedHoverBorder": null,
-		//"tab.unfocusedHoverForeground": null,
-		//"terminal.tab.activeBorder": null,
-		//"terminalCursor.background": null,
-		//"terminalCursor.foreground": null,
-		//"testing.message.info.lineBackground": null,
-		//"titleBar.border": null,
-		//"toolbar.hoverOutline": null,
-		//"welcomePage.background": null,
-		//"window.activeBorder": null,
-		//"window.inactiveBorder": null
-	},
-	"tokenColors": [
-		{
-			"scope": [
-				"variable.language.this"
-			],
-			"settings": {
-				"fontStyle": ""
-			}
-		},
-		{
-			"scope": "markup.bold",
-			"settings": {
-				"fontStyle": "bold"
-			}
-		},
-		{
-			"scope": [
-				"invalid",
-				"markup.italic",
-				"markup.quote"
-			],
-			"settings": {
-				"fontStyle": "italic"
-			}
-		},
-		{
-			"scope": "markup.underline",
-			"settings": {
-				"fontStyle": "underline"
-			}
-		},
-		{
-			"scope": [
-				"source.js.jsx punctuation.section.embedded",
-				"entity.name.tag",
-				"string.other.link.description.title",
-				"support.constant",
-				"support.variable",
-				"support.type",
-				"variable.other.class",
-				"support.class.builtin.js",
-				"support.class.console.js",
-				"meta.property-value",
-				"variable.parameter.keyframe-list",
-				"meta.at-rule.keyframes entity.name.function",
-				"expression.embedded.vue punctuation.definition"
-			],
-			"settings": {
-				"foreground": "#BBA0FF",
-				"fontStyle": ""
-			}
-		},
-		{
-			"scope": [
-				"entity.other.attribute-name.pseudo-class.css",
-				"entity.name.type.object.console",
-				"variable.language",
-				"variable.parameter.function.language.special.self.python",
-				"storage.type",
-				"entity.other.attribute-name.pseudo-element.css"
-			],
-			"settings": {
-				"foreground": "#BBA0FF",
-				"fontStyle": "italic"
-			}
-		},
-		{
-			"scope": [
-				"punctuation.definition.string.template"
-			],
-			"settings": {
-				"foreground": "#BBA0FF",
-				"fontStyle": "bold"
-			}
-		},
-		{
-			"scope": [
-				"entity.other.attribute-name.class.css",
-				"entity.other.attribute-name.parent-selector-suffix.css",
-				"entity.other.attribute-name.parent-selector-suffix.css punctuation.definition.entity.css",
-				"meta.definition.function",
-				"markup.underline.link",
-				"markup.inserted",
-				"meta.function-call",
-				"meta.instance.constructor",
-				"meta.attribute-with-value.class string",
-				"string.other.ref",
-				"string.other.restructuredtext.ref",
-				"variable.function",
-				"entity.name.type",
-				"entity.name.function",
-				"variable.other.object.property",
-				"punctuation.separator.key-value",
-				"meta.definition.function.js",
-				"support.class.component.js",
-				"entity.other.inherited-class",
-				"support.class",
-				"support.function.misc",
-				"support.function",
-				"entity.other.attribute-name.id.css",
-				"entity.other.attribute-name.id.css punctuation",
-				"entity.other.attribute-name.class.css punctuation",
-				"meta.function-call support.function.construct",
-				"entity.other.attribute-name"
-			],
-			"settings": {
-				"foreground": "#FFDD44"
-			}
-		},
-		{
-			"scope": "storage.type.function.arrow",
-			"settings": {
-				"foreground": "#FFDD44",
-				"fontStyle": ""
-			}
-		},
-		{
-			"scope": [
-				"entity.name.section",
-				"constant.numeric.line-number.match.find-in-files",
-				"markup.heading",
-				"markup.changed",
-				"meta.attribute-with-value.id string",
-				"string",
-				"punctuation.definition.string.begin",
-				"punctuation.definition.string.end",
-				"meta.attribute-selector"
-			],
-			"settings": {
-				"foreground": "#88CC44"
-			}
-		},
-		{
-			"scope": [
-				"keyword",
-				"keyword.control",
-				"constant",
-				"constant.numeric",
-				"constant.language",
-				"constant.other.property",
-				"constant.character.escape",
-				"comment keyword.codetag.notation",
-				"keyword.other.template.begin",
-				"keyword.other.template.end",
-				"markup.raw",
-				"markup.deleted",
-				"meta.property-list.css variable.other",
-				"entity.name.constant.preprocessor",
-				"meta.preprocessor",
-				"punctuation.section.embedded",
-				"punctuation.template-string.element.begin",
-				"punctuation.template-string.element.end",
-				"string.quoted.template punctuation.definition.string.begin",
-				"string.quoted.template punctuation.definition.string.end",
-				"meta.paragraph.markdown meta.dummy.line-break",
-				"meta.paragraph.markdown meta.hard-line-break.markdown",
-				"storage",
-				"storage.class.restructuredtext.ref",
-				"string.other.link.title",
-				"string.other.link.description",
-				"string.regexp punctuation.definition.string.begin",
-				"string.regexp punctuation.definition.string.end",
-				"variable.language.arguments",
-				"storage.modifier",
-				"keyword.operator.new",
-				"keyword.operator",
-				"keyword.operator.spread",
-				"punctuation.section.embedded.end.php source.php",
-				"support.function.construct",
-				"meta.at-rule.keyframes",
-				"meta.at-rule.keyframes entity.other.attribute-name"
-			],
-			"settings": {
-				"foreground": "#88BBFF"
-			}
-		},
-		{
-			"scope": [
-				"variable.other.substitution"
-			],
-			"settings": {
-				"foreground": "#88BBFF",
-				"fontStyle": "bold"
-			}
-		},
-		{
-			"scope": [
-				"meta.function-call meta.function-call.arguments",
-				"meta.function-call meta.arguments",
-				"meta.function-call meta.group",
-				"source.json meta.structure.dictionary",
-				"meta.object.member",
-				"punctuation.definition.group",
-				"string.unquoted.label",
-				"variable.other.member",
-				"entity.name.class",
-				"entity.name.namespace",
-				"constant.other",
-				"variable",
-				"variable.other",
-				"variable.other.constant.js",
-				"text.find-in-files",
-				"source",
-				"entity.name.type.module",
-				"source.sql support.function",
-				"support.other.namespace.php"
-			],
-			"settings": {
-				"foreground": "#FFFFFF",
-				"fontStyle": ""
-			}
-		},
-		{
-			"scope": [
-				"variable.parameter",
-				"parameters variable.function"
-			],
-			"settings": {
-				"foreground": "#FFFFFF",
-				"fontStyle": "italic"
-			}
-		},
-		{
-			"scope": [
-				"variable.other.property",
-				"support.variable.property",
-				"punctuation.separator.key-value",
-				"meta.object-literal.key",
-				"variable.other.object.property",
-				"variable.object.property",
-				"text.html.basic",
-				"text.html.vue-html",
-				"text.html.php",
-				"text.html.derivative",
-				"punctuation.definition.variable",
-				"punctuation.definition.keyword.scss",
-				"meta.jsx.children.js",
-				"meta.tag.attributes keyword.operator.assignment",
-				"support.type.vendored.property-name.css",
-				"support.type.property-name.json",
-				"variable.other.constant.property"
-			],
-			"settings": {
-				"foreground": "#BBBBCC"
-			}
-		},
-		{
-			"scope": "meta.property-name support.type",
-			"settings": {
-				"foreground": "#BBBBCC",
-				"fontStyle": ""
-			}
-		},
-		{
-			"scope": [
-				"keyword.other.substitution",
-				"keyword.operator.heading.restructuredtext",
-				"keyword.operator.table.row.restructuredtext",
-				"keyword.operator.table.data.restructuredtext",
-				"punctuation",
-				"markup.ignored",
-				"markup.untracked",
-				"meta.brace.round",
-				"meta.brace.square",
-				"meta.brace.curly",
-				"meta.delimiter.comma.js",
-				"meta.function-call.without-arguments.js",
-				"meta.function-call.method.without-arguments.js",
-				"source.scss",
-				"string source punctuation.section.embedded",
-				"punctuation.definition.tag.begin source",
-				"source.php"
-			],
-			"settings": {
-				"foreground": "#9999AA"
-			}
-		},
-		{
-			"scope": [
-				"comment",
-				"comment punctuation"
-			],
-			"settings": {
-				"foreground": "#888899",
-				"fontStyle": "italic"
-			}
-		},
-		{
-			"scope": "token.info-token",
-			"settings": {
-				"foreground": "#6796E6"
-			}
-		},
-		{
-			"scope": "token.warn-token",
-			"settings": {
-				"foreground": "#CD9731"
-			}
-		},
-		{
-			"scope": "token.error-token",
-			"settings": {
-				"foreground": "#F44747"
-			}
-		},
-		{
-			"scope": "token.debug-token",
-			"settings": {
-				"foreground": "#B267E6"
-			}
-		}
-	]
-}
@@ -1,41 +0,0 @@
-{
-  // Use IntelliSense to learn about possible attributes.
-  // Hover to view descriptions of existing attributes.
-  // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
-  "version": "0.2.0",
-  "configurations": [
-    {
-      "name": "Spark Client",
-      "type": "coreclr",
-      "request": "launch",
-      "program": "${workspaceFolder}/build/Debug/bin/net6.0-windows/Spark.exe",
-      "cwd": "${workspaceFolder}/build/Debug/bin/net6.0-windows",
-      "enableStepFiltering": false,
-      "console": "internalConsole",
-      "stopAtEntry": false
-    },
-    {
-      "name": "Spark Test",
-      "type": "coreclr",
-      "request": "launch",
-      "program": "${workspaceFolder}/build/Debug/bin/net6.0/sparkcmd.exe",
-      "args": ["test", "${input:test}"],
-      "cwd": "${workspaceFolder}/build/Debug/bin/net6.0-windows",
-      "enableStepFiltering": false,
-      "console": "internalConsole",
-      "stopAtEntry": false
-    },
-    {
-      "name": "Attach (.NET Core)",
-      "type": "coreclr",
-      "request": "attach"
-    }
-  ],
-  "inputs": [
-    {
-      "id": "test",
-      "description": "The test(s) to run",
-      "type": "promptString"
-    }
-  ]
-}
@@ -1,37 +0,0 @@
-{
-  "cmake.configureOnOpen": false,
-  "workbench.colorTheme": "Default Dark+",
-  "C_Cpp.intelliSenseEngine": "Disabled",
-  "files.associations": {
-    "*.js": "javascript",
-    "*.conf": "jsonc",
-    "array": "cpp",
-    "xtree": "cpp",
-    "chrono": "cpp",
-    "*.ipp": "cpp",
-    "optional": "cpp",
-    "regex": "cpp",
-    "system_error": "cpp",
-    "format": "cpp",
-    "future": "cpp",
-    "istream": "cpp",
-    "memory": "cpp",
-    "tuple": "cpp",
-    "type_traits": "cpp",
-    "utility": "cpp",
-    "variant": "cpp",
-    "xlocmes": "cpp",
-    "xlocmon": "cpp",
-    "xlocnum": "cpp",
-    "xloctime": "cpp",
-    "xutility": "cpp",
-    "xstring": "cpp",
-    "string": "cpp",
-    "cstdint": "cpp"
-  },
-
-  "files.exclude": {
-    "**/.g.cs": true,
-    "**/.g.i.cs": true
-  }
-}
@@ -1,44 +0,0 @@
-{
-  "version": "2.0.0",
-  "tasks": [
-    {
-      "label": "Build Spark Client",
-      "type": "process",
-      "command": "C:\\Program Files\\Microsoft Visual Studio\\2022\\Community\\Common7\\Tools\\VsDevCmd.bat",
-      "args": [
-        "-arch=x64",
-        "-host_arch=x64",
-        "&&",
-        "${workspaceRoot}\\tools\\buildspark.cmd"
-      ],
-      "group": {
-        "kind": "build",
-        "isDefault": true
-      },
-      "presentation": {
-        "echo": true,
-        "reveal": "always",
-        "focus": false,
-        "panel": "new",
-        "showReuseMessage": false,
-        "clear": false,
-        "close": false
-      }
-    },
-
-    {
-      "label": "Run Spark Client",
-      "type": "process",
-      "command": "${workspaceRoot}\\build\\Debug\\bin\\net6.0-windows\\Spark.exe",
-      "presentation": {
-        "echo": true,
-        "reveal": "always",
-        "focus": false,
-        "panel": "shared",
-        "showReuseMessage": true,
-        "clear": false
-      },
-      "problemMatcher": []
-    }
-  ]
-}
@@ -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)
@@ -1,8 +1,8 @@
 cmake_minimum_required(VERSION 3.5)
 project(doc)

-include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
-include(${CMAKE_SOURCE_DIR}/cmake/Protobuf.cmake)
+include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
+include(${CMAKE_SOURCE_DIR}/tools/Protobuf.cmake)

 # DEPENDENCIES
 set(DOC_GLOBS
@@ -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")" \
-    "$docker_user"
@@ -1,64 +0,0 @@
-[dev containers]: https://code.visualstudio.com/docs/devcontainers/containers
-[dev containers ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode-remote.remote-containers
-[docker repo sparkd-dev]: https://hub.docker.com/repository/docker/bluetradingsystems/sparkd-dev/general
-# Sparkd Dev Container
-## How to create a VS Code [Dev Container][dev containers]
-
-1. Make sure the **[Dev Containers][dev containers ext]** extension is installed
-1. Make sure your Docker image is up to date
-   ```
-   docker pull bluetradingsystems/sparkd-dev:latest
-   ```
-1. Copy **devcontainer.json** from this folder to **$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.*
@@ -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"
@@ -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" "$PATH"
@@ -1,26 +0,0 @@
-{
-  "image": "bluetradingsystems/sparkd-dev:latest",
-  "initializeCommand": "${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"
-  ]
-}
@@ -1,3 +0,0 @@
-#!/usr/bin/env bash
-
-mkdir -p "$HOME/.sparkd-dev/mounts/sparkd-dev"
@@ -1,33 +0,0 @@
-#!/usr/bin/env bash
-
-this_dir="$(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 "$this_dir/config.fish")"
@@ -1,250 +0,0 @@
-#!/usr/bin/env bash
-
-function _exit() {
-  if [[ "$#" -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"
@@ -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"
@@ -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
@@ -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"
@@ -1,6 +1,6 @@
 {
  "sdk": {
-    "version": "6.0.200",
+    "version": "2.1.508",
    "rollForward": "latestMajor"
  }
 }
@@ -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
@@ -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
@@ -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
@@ -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")
@@ -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
@@ -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"
-  }
-}
@@ -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 } [])
-//   ]
-
-
@@ -1,7 +0,0 @@
-module nbsp
-
-
-open Fable.Core
-open Fable.React
-open Fable.React.Props
-let element = span [ Style [PaddingLeft "1ex"] ] [str " "]
@@ -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"
@@ -1,8 +0,0 @@
-{
-  "extends": "./tsconfig.json",
-  "compilerOptions": {
-    "sourceMap": true,
-    "declarationMap": true,
-    "removeComments": false
-  }
-}
@@ -1,8 +0,0 @@
-{
-  "extends": "./tsconfig.json",
-  "compilerOptions": {
-    "sourceMap": false,
-    "declarationMap": false,
-    "removeComments": true
-  }
-}
@@ -0,0 +1,52 @@
+<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>
+  </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>
@@ -0,0 +1,85 @@
+<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=$(ProtocPluginBase)\plugin.cmd&quot; ^
+       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) ^
+       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
+        WorkingDirectory="%(relativedir)" />
+    <ItemGroup>
+      <Compile Include="%(Proto3.OutCS)" />
+      <Compile Include="%(Proto3.OutCSClient)" />
+      <Compile Include="%(Proto3.OutCSServer)" />
+      <Compile Include="%(Proto3.OutCSImmutable)" />
+    </ItemGroup>
+  </Target>
+
+  <Target
+      Name="AfterClean"
+      AfterTargets="Clean">
+    <Delete Files="%(Proto3.OutCS)" />
+    <Delete Files="%(Proto3.OutCSClient)" />
+    <Delete Files="%(Proto3.OutCSServer)" />
+    <Delete Files="%(Proto3.OutCSImmutable)" />
+    <Delete Files="$(GenDir)\proto2\*" />
+  </Target>
+
+  <Target
+      Name="Test"
+      DependsOnTargets="Build"></Target>
+
+</Project>
@@ -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>$(ProtoOutputPath)/</OutDir>
-      <CSName>%(FileName)</CSName>
-    </Proto3>
-  </ItemDefinitionGroup>
-
-</Project>
@@ -1,68 +0,0 @@
-<Project>
-
-  <!-- 
-    Run this after GetAssemblyVersion because it happens after the Xaml compiler 
-    and exists in both xaml and non-xaml projects.  One of the (many) xaml compile
-    passes wipes out the additional compile includes that we add.
-  -->
-  <Target
-      Name="CompileProto3"
-      AfterTargets="GetAssemblyVersion"
-      Condition="'@(Proto3)'!=''"
-      Inputs="$(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>
@@ -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);
-   }
-}
@@ -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);
-      }
-   }
-}
@@ -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; }
-   }
-}
@@ -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;
-      }
-   }
-}
@@ -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; }
-   }
-}
@@ -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; }
-   };
-}
@@ -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);
-         }
-      }
-   }
-}
@@ -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; }
-   }
-}
@@ -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;
-      }
-   }
-}
@@ -1,6 +0,0 @@
-namespace Spark.Console {
-   using CommandLine;
-
-   [Verb("settings", HelpText = "Copy workspaces around")]
-   class SettingsCommandOptions { }
-}
@@ -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);
-         }
-      }
-   }
-}
@@ -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; }
-   }
-}
@@ -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();
-            }
-         }
-      }
-   }
-}
@@ -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; }
-   }
-}
@@ -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);
-         }
-      }
-   }
-}
@@ -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; }
-   }
-}
@@ -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);
-      }
-   }
-}
Author	SHA1	Message	Date
John Colvin	b95da40fec	feat: Impl synthetic book	2022-11-28 10:42:05 -05:00
John Colvin	755f841a6e	refactor: Change spreader leg qty to int The synth book computation code doesn't support doubles	2022-11-25 13:20:34 -05:00
John Colvin	2d10c94b69	chore: Make csharp code compatible with net471, lang version 7	2022-11-25 13:20:33 -05:00
John Colvin	dfc5fcc16a	fix build (client): Change 'WIN32' macros to '_WIN32' Not sure exactly how this broke, but the WIN32 macro is no longer defined.	2022-11-20 14:22:42 -05:00
Taha Afzal	864e2a3edc	Comments	2022-11-10 07:18:42 -05:00
Taha Afzal	b9142202e0	UI code complete	2022-11-09 23:13:16 -05:00
Taha Afzal	7353a6dc3c	Added get_data() to LegControl.cs	2022-11-08 23:26:10 -05:00
Taha Afzal	b55eecc8b9	Eagle front end	2022-11-06 18:52:38 -05:00
Taha Afzal	3f0078d582	Added sample test	2022-05-09 23:08:59 -04:00
Taha Afzal	e47186f0fd	Fixing tests	2022-05-08 22:47:10 -04:00
Taha Afzal	4b92292fa1	Pushed a sample test	2022-05-04 09:31:09 -04:00
Taha Afzal	3a8125bba3	Namespace changes and moving all shared files to spreader_order directory	2022-05-02 23:27:30 -04:00
Taha Afzal	0b14bd1ca3	ChildOrder changed to bts::spreader::ChildOrder	2022-05-01 12:41:39 -04:00
Taha Afzal	63252b017b	Cleaning up the moved events	2022-04-30 22:31:37 -04:00
Taha Afzal	df1efb2295	Moving events to bts::spreader	2022-04-29 18:19:29 -04:00
Taha Afzal	3f37777eb9	'Moved' book and accompaying classes over	2022-04-29 00:21:34 -04:00
Taha Afzal	04629f28e8	Removing SpreaderOrder's inheritence from Order	2022-04-26 23:35:43 -04:00
Taha Afzal	47c4d8c4a7	Order is being routed to IOrderGateway	2022-04-26 00:40:17 -04:00
Taha Afzal	eb87ebcfa1	Removed IAlternateOrderGateway, fixing tests now	2022-04-24 22:21:02 -04:00
Taha Afzal	195fd11e2e	IOrderGateway accessor added to ISpreaderManager	2022-04-24 15:45:35 -04:00
Taha Afzal	413c24d147	Completed LegOrderRouter, which will be used by SpreaderChildOrderState to send orders	2022-04-24 01:18:58 -04:00
Taha Afzal	fe4be118ee	Adding LegOrderRouter	2022-04-24 00:16:09 -04:00
Taha Afzal	7ff09902b8	IOrderGateway::report_spreader_state takes an bts::integration::OrderUpdate now	2022-04-23 21:53:17 -04:00
Taha Afzal	f90e41ea65	Moved the new interface, types into their own files	2022-04-20 23:58:05 -04:00
Taha Afzal	ff2546da56	Adding function that returns OrderDef to ISpreaderManager	2022-04-20 21:46:45 -04:00
Taha Afzal	f7426d9f0f	All tests moved to use SpreaderWrapper	2022-04-18 23:43:06 -04:00
Taha Afzal	36bbcf849c	More tests for SpreaderWrapper	2022-04-18 22:43:19 -04:00
Taha Afzal	bd39d407aa	More spreader tests pass	2022-04-17 23:57:07 -04:00
Taha Afzal	81dde8e9df	Moving tests over to use SpreaderWrapper instead of SpreaderOrder	2022-04-17 18:48:51 -04:00
Taha Afzal	3f4a4fbac8	The 3 wrappers SpreaderOrderBuilder, SpreaderOrderServices and SpreaderPreActivationOrderServices do not call into the Spark infrastructure any more	2022-04-17 15:08:56 -04:00
Taha Afzal	2e6676b151	Added Spreader Wrapper	2022-04-16 23:55:39 -04:00
				`@@ -0,0 +1 @@`
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