py36 we also need to put py36 in externals

.gitignore

@@ -1,37 +1,23 @@
-nohup.out
-build/
-cmake-build-debug/
-.idea/
-.dir-locals.el
-*.pyc
-.vscode/*
-!.vscode/*.json
-.vs
-obj/
-*.csproj.user
-*.vspx
-*.psess
-msbuild.log
-*.orig
-vcxproj.user
-src/client/spark/Properties/launchSettings.json
-compile_commands.json
-.cquery_cached_index/
-src/client/sparkcmd/Properties/launchSettings.json
-node_modules
-paket-files
-project.lock.json
-src/server/sparkd/orderman/perf_analysis/data
-src/server/sparkd/orderman/perf_analysis/logs/
-src/server/sparkd/orderman/perf_analysis/trace_data/
-.fake
-*.fsx.lock
-*.code-workspace
-src/lib/orderman/perf_analysis/logs/latency_data/
-trace_data/
-/src/lib/orderman/perf_analysis/last_pretty_log.csv
-/src/lib/orderman/perf_analysis/log.csv
-/doc/user/public/*
-.ionide/*
-/.ignore
-/build
+nohup.out
+build/
+cmake-build-debug/
+.idea/
+.dir-locals.el
+*.pyc
+.vscode/*
+!.vscode/*.json
+.vs
+obj/
+*.csproj.user
+*.vspx
+*.psess
+msbuild.log
+*.orig
+vcxproj.user
+src/client/spark/Properties/launchSettings.json
+compile_commands.json
+.cquery_cached_index/
+src/client/sparkcmd/Properties/launchSettings.json
+node_modules
+paket-files
+project.lock.json

.vscode/c_cpp_properties.json

@@ -5,9 +5,7 @@
             "includePath": [
                 "/usr/include",
                 "/usr/local/include",
-                "${workspaceRoot}",
-                "${workspaceFolder}/src",
-                "${workspaceRoot}/externals/linux/include"
+                "${workspaceRoot}"
             ],
             "defines": [],
             "intelliSenseMode": "clang-x64",
@@ -15,16 +13,13 @@
                 "path": [
                     "/usr/include",
                     "/usr/local/include",
-                    "${workspaceRoot}",
-                    "${workspaceFolder}/src",
-                    "${workspaceRoot}/externals/linux/include"
+                    "${workspaceRoot}"
                 ],
                 "limitSymbolsToIncludedHeaders": true,
                 "databaseFilename": ""
             },
             "cStandard": "c11",
-            "cppStandard": "c++17",
-            "compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
+            "cppStandard": "c++17"
         },
         {
             "name": "Windows",

.vscode/launch.json

@@ -1,60 +1,13 @@
 {
     "version": "0.2.0",
     "configurations": [
-        {
-            "name": "SparkVM Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": [
-                "run"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                },
-                {
-                    "description": "Skip STL",
-                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
-                    "ignoreFailures": true
-                },
-                {
-                    "description": "LD LIBRARY",
-                    "text": "set env LD_LIBRARY_PATH=.",
-                    "ignoreFailures": false
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
+
         {
             "name": "(gdb) Launch",
             "type": "cppdbg",
             "request": "launch",
-            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
-            "args": [
-                "run"
-            ],
+            "program": "${workspaceRoot}/build/ninja_debug/src/server/sparkd/sparkd",
+            "args": ["run"],
             "stopAtEntry": false,
             "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
             "environment": [],
@@ -69,79 +22,78 @@
             ]
         },
         {
-            "name": "Client Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
-            "args": [],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
+         "name": "Client Launch",
+         "type": "clr",
+         "request": "launch",
+         "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
+         "args": [],
+         "cwd": "${workspaceRoot}",
+         "stopAtEntry": false,
+         "externalConsole": true,
+         "requireExactSource": false
         },
-        {
-            "name": "SDK Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
-            "args": [
-                "md",
-                "GLBX",
-                "Future",
-                "CL",
-                "CLZ9",
-                "--user=bts",
-                "--pass="
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "Excel Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
-            "args": [
-                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "Client Tests",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-            "args": [
-                "test",
-                "ApiUpdateTests"
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
+      {
+         "name": "SDK Launch",
+         "type": "clr",
+         "request": "launch",
+         "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
+         "args": ["md","GLBX","Future","ES","ESM8"],
+         "cwd": "${workspaceRoot}",
+         "stopAtEntry": false,
+         "externalConsole": true,
+         "requireExactSource": false
+      },        
+		{
             "name": "Client Attach",
             "type": "clr",
             "request": "attach",
-            "processId": "${command:pickProcess}"
+            "processId":"${command:pickProcess}"
+        },
+        {
+            "name": "SparkVM Launch",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "args": ["run"],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                },
+                {
+                    "description": "Skip STL",
+                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": ["bts@sparkvm"],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
         },
         {
             "name": "Spreader Tests",
             "type": "cppdbg",
             "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": [
-                "test",
-                "[spreader]"
-            ],
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "args": ["test", "[spreader]"],
             "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server/",
+            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
             "environment": [],
             "externalConsole": true,
             "MIMode": "gdb",
@@ -159,9 +111,7 @@
             "pipeTransport": {
                 "pipeCwd": "${workspaceRoot}",
                 "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
+                "pipeArgs": ["bts@sparkvm"],
                 "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
@@ -173,10 +123,7 @@
             "type": "cppdbg",
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": [
-                "test",
-                "[admin_service]"
-            ],
+            "args": ["test", "[admin_service]"],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
             "environment": [],
@@ -196,9 +143,7 @@
             "pipeTransport": {
                 "pipeCwd": "${workspaceRoot}",
                 "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
+                "pipeArgs": ["bts@sparkvm"],
                 "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
@@ -210,10 +155,7 @@
             "type": "cppdbg",
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": [
-                "test",
-                "[limiter]"
-            ],
+            "args": ["test", "[limiter]"],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
             "environment": [],
@@ -233,9 +175,7 @@
             "pipeTransport": {
                 "pipeCwd": "${workspaceRoot}",
                 "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
+                "pipeArgs": ["bts@sparkvm"],
                 "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
@@ -246,13 +186,10 @@
             "name": "MD Tests",
             "type": "cppdbg",
             "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": [
-                "test",
-                "[algo]"
-            ],
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "args": ["test", "[md]"],
             "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server/",
+            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
             "environment": [],
             "externalConsole": true,
             "MIMode": "gdb",
@@ -275,16 +212,14 @@
             "pipeTransport": {
                 "pipeCwd": "${workspaceRoot}",
                 "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
+                "pipeArgs": ["bts@sparkvm"],
                 "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
                 "/home/bts/spark/": "${workspaceRoot}"
             }
         },
-        {
+         {
             "name": "SparkVM attach",
             "type": "cppdbg",
             "request": "attach",
@@ -292,18 +227,16 @@
             "processId": "${command:pickRemoteProcess}",
             "MIMode": "gdb",
             "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
+               "pipeCwd": "${workspaceRoot}",
+               "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+               "pipeArgs": ["bts@sparkvm"],
+               "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
+               "/home/bts/spark/": "${workspaceRoot}"
             }
-        },
-        {
+         },
+         {
             "name": "Python",
             "type": "python",
             "request": "launch",
@@ -313,9 +246,7 @@
             "cwd": "${workspaceRoot}",
             "env": {},
             "envFile": "${workspaceRoot}/.env",
-            "args": [
-                "DEBUG"
-            ],
+            "args": [ "DEBUG" ],
             "debugOptions": [
                 "WaitOnAbnormalExit",
                 "WaitOnNormalExit",
@@ -323,49 +254,62 @@
             ]
         },
         {
-            "name": ".NET Core Remote Attach",
-            "type": "coreclr",
-            "request": "attach",
-            "processId": "${command:pickRemoteProcess}",
+            "name": "edge-asp051",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/sparkd",
+            "args": ["run"],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                }
+            ],
             "pipeTransport": {
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/home/bts/vsdbg/vsdbg",
                 "pipeCwd": "${workspaceRoot}",
-                "quoteArgs": true
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": ["bts@edge-asp051"],
+                "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            },
-            "justMyCode": true
+               "/bts/": "${workspaceRoot}"
+            }
         },
         {
-            "name": ".NET Core Remote Launch",
-            "type": "coreclr",
+            "name": "Docker Launch",
+            "type": "cppdbg",
             "request": "launch",
-            "program": "/usr/bin/dotnet",
-            "args": [
-                "sparkcmd.dll",
-                "test",
-                "test_join_create_and_takeout_market"
-            ],
+            "program": "/bts/build/gcc_debug/src/server/sparkd/sparkd",
+            "args": ["test"],
             "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server",
+            "cwd": "/bts/build/gcc_debug/src/server/sparkd",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                }
+            ],
             "pipeTransport": {
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/home/bts/vsdbg/vsdbg",
                 "pipeCwd": "${workspaceRoot}",
-                "quoteArgs": true
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": ["-p 2000","root@localhost"],
+                "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            },
-            "justMyCode": false
-        },
+                "/bts/": "${workspaceRoot}"
+            }
+        }
     ]
 }

.vscode/tasks.json

@@ -14,21 +14,24 @@
             "focus": false,
             "panel": "shared"
          },
-         "group": "build"
+         "group": {
+            "kind": "build",
+            "isDefault": true
+         }
       },
       {
-         "label": "server_build",
+         "label": "server_build",         
          "type": "shell",
          "command": ".\\tools\\buildsparkd.cmd",
-         "problemMatcher": {
-            "base": "$gcc",
+         "problemMatcher": {                        
+            "base": "$gcc",       
             "owner": "cpp",
             "fileLocation": [
                "relative",
-               "${workspaceFolder}"
+               "${workspaceFolder}"               
             ],
             "pattern": {
-               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
+               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",               
                "file": 8,
                "line": 9,
                "column": 10,
@@ -46,18 +49,6 @@
             "kind": "build",
             "isDefault": true
          }
-      },
-      {
-         "label": "linux build (Debug)",
-         "type": "shell",
-         "command": "cd build/ninja_debug; time ninja",
-         "group": {
-            "kind": "build",
-            "isDefault": true
-         },
-         "problemMatcher": [
-            "$gcc"
-         ]
-      }
+      }      
    ]
 } 

CMakeLists.txt

@@ -32,34 +32,10 @@ if (WIN32)
 
   add_subdirectory(src/lib)
 else ()
-# so that sparkd looks for libspark.so in its directory
-  set (CMAKE_BUILD_WITH_INSTALL_RPATH TRUE) 
-  set (CMAKE_INSTALL_RPATH ".")
-
-  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_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
-  add_subdirectory(src/server/sparkd)
-  add_subdirectory(src/lib)
-  add_subdirectory(src/web)
-  add_subdirectory(doc/user)
-  add_subdirectory(src/sdk)
-  add_subdirectory(src/data_files)
-
-  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.3.13.0.0 ${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 ${CMAKE_BINARY_DIR}/server)
+   set (CMAKE_CXX_FLAGS_DEBUG  "${CMAKE_CXX_FLAGS_DEBUG} \
+                                -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++14 -fdiagnostics-color")
+   set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -DNDEBUG -O3")
+   add_subdirectory(src/lib)
+   add_subdirectory(src/server/sparkd)
+   add_subdirectory(src/web)
 endif()

doc/api/.gitignore

@@ -1 +0,0 @@
-public 

doc/api/config.toml

@@ -1,15 +0,0 @@
-# The URL the site will be built for
-base_url = "https://api.bluetradesys.com"
-
-title = "BTS Spark API"
-description = "Documentation for the BTS Spark API"
-
-compile_sass = true
-
-highlight_code = true
-highlight_theme = "kronuz"
-insert_anchor_links = true
-build_search_index = true
-
-[extra]
-author = "Blue Trading Systems"

doc/api/content/_index.md

@@ -1,5 +0,0 @@
-+++
-title = "BTS Spark API"
-+++
-
-This is index

doc/api/content/client/_index.md

@@ -1,7 +0,0 @@
-+++
-title="Client API"
-redirect_to = "client/getting-started/overview/"
-sort_by="weight"
-+++
-
-

doc/api/content/client/getting-started/_index.md

@@ -1,6 +0,0 @@
-+++
-title="Getting Started"
-sort_by="weight"
-weight = 1
-+++ 
-

doc/api/content/client/getting-started/install.md

@@ -1,25 +0,0 @@
-+++
-title = "Install Prerequisites"
-weight = 10
-+++
-
-# C#/.NET
-
-We target [.NET Standard 2.0](https://docs.microsoft.com/en-us/dotnet/standard/net-standard) so you can use .NET Framework 4.6.1+ or .NET Core 2.0+.  Simply add a reference to the [Spark Nuget package](https://www.nuget.org/packages/spark_sdk/) to get started.
-
-```
-dotnet new console -lang c#
-dotnet add package spark_sdk
-dotnet build
-```
-
-# C++
-
-The easiest way to get started with C++ is to use the Spark Server SDK to develop your application.  Follow the instructions to [download and install the Spark Server SDK](/server/getting-started/install) and open the client_sdk sample project. If you want to run your C++ Client SDK application on Windows [contact us](mailto://api@bluetradesys.com) to get the required headers and binaries.
-
-# JavaScript
-
-We use JavaScript internally with the Spark Client API over a websocket connection but the documentation and packaging isn't ready yet.  If this is something you're interested in get in touch with us at [api@bluetradesys.com](mailto:api@bluetradesys.com).
-
-
-

doc/api/content/client/getting-started/overview.md

@@ -1,31 +0,0 @@
-+++
-title = "Overview"
-weight = 1
-+++
-
-The Spark Client SDK is a high level command and control API which can be used to build scripts or integrate Spark into your existing ecosystem.  The API is divided into several independent **"services"** responsible for different aspects of the system.  A Service can define both [remote procedure call (RPC)](/client/getting-started/services#rpc) and incremental [streaming](/client/getting-started/services#streams) data.
-
-The [Spark Desktop](https://www.bluetradingsystems.com/bts-spark/) is built on top of this API so you can be assured that it is complete and well tested.
-
-Spark uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) as an interface definition language similar to [GRPC](https://grpc.io) but backed by our custom high-performance TCP protocol.  We currently support C#/.NET and C++ <!--and Javascript--> but the architecture is designed for easy extension so contact us about your specific business needs.
-
-## Orders
-
-Use the [OrderService](/client/services/orderservice) to send and manage orders including native exchange orders, spreader orders, and custom Algo orders created using the [Spark Server SDK](https://api.bluetradesys.com/server/).
-
-## Spreader
-
-Use the [SyntheticSecurityService](/client/services/syntheticsecurityservice) to create and manage synthetic spreads.  Once created these spreads show up in the security and market data feeds just like exchange listed spreads.
-
-## Position
-
-Use the [PositionService](/client/services/positionservice) to get your position and P&L reports or add fills manually to keep the Spark system up to date with an external system.
-
-## Administration
-
-Use the [AdminService](/client/services/adminservice) to manage users and control limits.
-
-## Market Data
-
-For .NET subscribe to market data though the high level MarketDataClient interface.  From C++ or JavaScript use the MarketDataRelay service directly.
-

doc/api/content/client/getting-started/services.md

@@ -1,127 +0,0 @@
-+++
-title = "Services"
-weight = 20
-+++
-
-The Spark Client SDK uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) to define the interface for each service in a language independent manner.  Services have both functions which return a single result and streams of data which return values continuously while subscribed.  This page describes the mapping from the Protocol Buffer definition to the concrete definition in each supported language.
-
-# ServiceContext
-
-To connect your client to the Spark Server you need to get or create a `ServiceContext` instance.  A `ServiceContext` represents a connection to the Spark Server and a background thread for handling messages on that connection.  Generally there should be a single `ServiceContext` per process.  All of the methods on the `ServiceContext` are safe thread safe.
-
-Construct a ServiceContext by calling the default constructor.  The ServiceContext will find the Spark Server by loading the server configuration over an HTTP connection.  To determine the URL it will search the following locations and use the first one that is present.  
-
-* A command line argument `-configserver <url>`
-* An environment variable `BTSCONFIG`
-* `%APPDATA%/bts/conf/spark.conf` (Windows)
-* /sparkdata/conf/spark.conf (Linux)
-* $HOME/sparkdata/conf/spark.conf (Linux)
-
-If your application is running on a system with the BTS Client installed this will probably work without any further configuration.  If you plan to run your client application on a separate machine we recommend setting the `BTSCONFIG` environment variable.
-
-<div class="info">
-<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
-If you are using the Spark Server SDK to run a local copy of the Spark server set <p><strong>BTSCONFIG = http://localhost:9000/config/</strong></p>
-</div>
-
-To get a proxy for a given service call ServiceContext.locate&lt;T>("qualifier") where T is the type of the service and "qualifier" is an optional qualifier used to disambiguate between 2 instances of the same service.  The locate call cannot fail but it may return a disconnected proxy.  When you make a call on the proxy you should check the call result to see if the method call succeeded.
-
-# RPC
-
-Here is the OrderService reduced to a single method definition. A RPC method always takes exactly 1 argument and returns 1 value.  In this example the `create_order` call takes a `Create` instance and returns a `Response`.  
-
-```C
-service OrderService { 
-  rpc create_order(Create) returns (Response);
-  ...
-}
-```
-
-The `Create` and `Response` types are also defined as protocol buffer messages.  Each field can either be a primitive type another message or a list or map.
-
-```C
-message Create {
-  OrderDefinition new_order = 1;
-  double price = 2;
-  uint32 quantity = 3;
-}
-
-message Response {
-    uint32 order_key = 1; 
-    OrderError error_code = 2; 
-    string msg = 3;
-}
-```
-
-Each RPC call generates both synchronous (blocking) and asynchronous variants. In C# the asynchronous calls have the `_async` suffix and return a `Task`.  In C++ the call is overloaded to either return a value synchronously or accept a callback function to be called on the ServiceContext thread when the call completes. <!-- In Javascript only async methods returning a Promise are generated because it never makes sense to make a blocking call in the browser. -->
-
-To call the resulting service locate a proxy using the [ServiceContext](#servicecontext) and then call `cancel_order` or `cancel_order_async`.  If you are calling the Spark API from a GUI application you should always prefer the `_async` version of the calls.
-
-
-### C# example
-```c#
-var ctx = new ServiceContext();
-var orders = ctx.locate<OrderService>();
-var response = 
-  await orders.create_order_async(
-    new Create { price = 2.25, quantity = 42 });
-if (response.success) {
-  Console.WriteLine($"success: {response.value}");
-}
-else {
-  Console.WriteLine($"Error: {response.error_message}");
-}
-```
-### C++ example
-```cpp
-auto ctx = ServiceContext{};
-auto orders = ctx.locate<OrderService>();
-Create c;
-c.set_price(2.25);
-c.set_quantity(42);
-// Instead of providing an _async method C++ uses overloading.
-// To make a syncronous call simply omit the callback
-orders.create_order(c, [=](const Result<Response>& response) {
-  if(response.success()) {
-    std::cout << "success.";
-  }
-  else {
-    std::cout << "error: " << response.error_message();
-  }
-});
-```
-
-# Streams
-
-Streams allow you to subscribe to live updating data. Each stream represents a changing collection of protocol buffer objects.  Similar to a database row each item has an `id` which uniquely identifies it within the collection.  Updates from the Spark server can add, remove or replace entries in the collection.  Since only the changed items are sent over the wire the stream can remain responsive even when it represents a large collection.
-
-Streams are implemented using the language bindings for [ReativeX](http://reactivex.io/) which provide utility functions to drill down to the specific data your application needs. In C# we provide both mutable and immutable versions of the generated data types (C++ users can rely on `const`).
-
-When defined in a proto file streams use the `stream` keyword on the result type.
-```C
-service OrderService { 
-  ...
-  rpc fills (FillsSub) returns (stream Fill);
-}
-```
-
-### C# example
-```c#
-  var sc = new ServiceContext();
-  var orders = sc.locate<OrderService>();
-  var fills_observable = orders.subscribei_fills();
-  var unsub = fills_observable.Subscribe(update => {
-    Console.WriteLine(
-        "Added {0} items, Removed {1} items, Updated {2} items.  Total items {3}", 
-        update.added.Count(), 
-        update.removed.Count(), 
-        update.changes.Count(), 
-        update.all.Count());
-  });
-
-  Thread.Sleep(TimeSpan.FromMinutes(5));
-  unsub.Dispose();
-```
-### C++ Example
-```cpp
-```

doc/api/content/client/samples/_index.md

@@ -1,6 +0,0 @@
-+++
-title="Samples"
-sort_by="weight"
-weight = 30
-+++ 
-

doc/api/content/client/services/AdminService.md

@@ -1,3 +0,0 @@
-+++
-title = "AdminService"
-+++

doc/api/content/client/services/OrderService.md

@@ -1,3 +0,0 @@
-+++
-title = "OrderService"
-+++

doc/api/content/client/services/PositionService.md

@@ -1,3 +0,0 @@
-+++
-title = "PositionService"
-+++

doc/api/content/client/services/SyntheticSecurityService.md

@@ -1,3 +0,0 @@
-+++
-title = "SyntheticService"
-+++

doc/api/content/client/services/_index.md

@@ -1,6 +0,0 @@
-+++
-title="Services"
-#sort_by="weight"
-weight = 10
-+++ 
-

doc/api/content/client/services/marketdata.md

@@ -1,3 +0,0 @@
-+++
-title = "Market Data"
-+++

doc/api/content/server/_index.md

@@ -1,24 +0,0 @@
-+++
-title="Algo API"
-redirect_to = "server/getting-started/overview/"
-sort_by="weight"
-+++ 
-
-Getting Started
-- Install (docker, editor)
-- Downloading
-- Write your first algo
-- Testing
-
-Reference
-- Subscriptions
-- Child Orders
-- Detaching
-- Attaching
-- ...
-
-Samples
-- Iceberg
-- Pro-rata
-
-

doc/api/content/server/getting-started/_index.md

@@ -1,6 +0,0 @@
-+++
-title="Getting Started"
-sort_by="weight"
-weight = 1
-+++ 
-

doc/api/content/server/getting-started/development.md

@@ -1,138 +0,0 @@
-+++
-title = "Development"
-weight = 3
-+++
-
-# Visual Studio Code
-
-In this section we're going to use the Remote - Containers feature of <a href="https://code.visualstudio.com/" target="_blank">Visual Studio Code<i class="fa fa-fw fa-window-restore" aria-hidden="true"></i></a> to simplify the development experience. If you are using a different editor skip to the <a href="#other-editors">other editor</a> section below.
-
-## Remote - Containers
-
-The Visual Studio Code Remote containers extension allows it to run a complete development environment inside the Spark SDK Docker container.  The editor UI runs as a thin client on your desktop and connects to a headless instance running inside the Spark SDK Docker environment.  This configuration allows us to ship a pre-configured set of [Tasks](https://code.visualstudio.com/Docs/editor/tasks) for building and testing your code.
-
-Start Visual Studio Code and click on the puzzle piece icon on the left-hand side to open the extensions panel. Use the search box at the top to find the "Remote - Containers" extension and install it.
-
-<img src="../vscode_remote_containers.png" width="640" />
-
-## Into the Code
-
-Open the examples/algo_template directory using the File->Open Folder menu option. If you opted to add it to your path during install, you could run `code .` from your command prompt.
-
-When the workspace opens, you should see a notification offering to let you re-open the workspace inside the container.
-
-<img src="../vscode_notification.png" width="480" />
-
-The first time you open the workspace inside the container it will take a few seconds to configure the spark_sdk docker container.  While the workspace is open in Visual Studio Code the docker image will also be running in the background.  The container will stop automatically when you close the editor.
-
-Open algo_template.cpp from the file browser on the left or by pressing ctrl-p and typing the name.  Each Algo is a standard C++ class which implements **IAlgoOrder**.  Placing your cursor on IAlgoOrder and pressing F12 will take you to the IAlgoOrder.h header file where you can browse the API.  To learn more about how an Algo is instantiated see the [Algo Initialization](/server/ref/initialization).
-
-## Compiling
-
-To build press "Ctrl+Shift+B".  You should see the build output at the bottom of your screen.  If the build was successful the resulting algo_template.so will be automatically copied to the plugins directory where it will be loaded by the Spark server process on start.
-
-<img src="../compiled.png" width="640" />
-
-## Debugging
-
-To debug your Algo set a breakpoint (F9) and open the Debug panel (Ctrl+Shift+D) and choose "(gdb) Launch".  This will launch the Spark Server inside the container with the debugger attached.  
-
-<img src="../gdb_launch.png" width="380" />
-
-With sparkd running you can launch the Spark Client (spark_client.cmd) and it will connect to the running server.  Log in with the user "bts" and no password and open a ladder.  You can now select your Algo on the order type dropdown and activate it by clicking on a price on the ladder.
-
-<img src="../myalgo.png" width="150" />
-
-While sparkd is running you can also access the Spark Server Admin interface on [http://localhost:9000](http://localhost:9000).  Use the same "bts" login to access the admin interface. Here you can manage user and account permissions and risk limits.
-
-## Starting Spark Server
-
-To start the Spark Server without attaching a debugger press "Ctrl+Shift+P" and select "Tasks: Run Task" and then "Start Sparkd" and "Never scan task output"  This will open a new terminal where you can see any messages logged with the **Sdk** subsystem as well as any warnings or errors.  To stop the Spark server simply kill the terminal (trash can icon) or run the "Stop Sparkd" task.
-
-## Next Steps
-
-If you would like to understand more about how Docker is working behind the scenes continue to the [next section](#other-editors).  Otherwise, continue to [Algo Registration](/server/ref/registration) to learn how Algos are registered with the Spark.
-
-<hr>
-
-# Other Editors
-
-In this section you will be more exposed to the details of how Docker works and how to compile and test your Algo using the command line. 
-
-## Docker
-
-Spark Server is built and runs only on Linux so you need a Linux development environment to effectively develop plug-ins for it. Docker lets you take the spark_sdk.img disk image and run it inside a virtual Linux machine running on your Windows desktop. 
-
-First, some terminology.  A Docker "image" is a disk image containing a complete filesystem. The spark_sdk.img file you imported earlier is an image.  A Docker "container" is what you get when you get when you attach this image to a running Linux system.  You can connect to a running container and use it to run commands like the C++ compiler or the Spark server.  Directories from your local filesystem can be mapped into the Docker container when it starts so you can easily share files.
-
-### Start
-
-The first step is to start the spark_sdk Docker container with the examples directory mapped so we can compile the examples inside the container. In your command prompt cd to the *examples* directory that you unzipped from the spark_sdk.zip file.  Then run the following command to start the container.
-
-Windows Command Prompt:
-{% clipable() %}
-docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
-{% end %}
-
-**Powershell** / Linux / Mac:
-{% clipable() %}
-docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
-{% end %}
-
-### Attach
-
-The container will remain as long as this prompt is open.  You can attach an additional to the running container with the following command:
-{% clipable() %}
-docker exec -it spark_sdk bash
-{% end %}
-
-## Compiling
-
-Let's look at the algo_template sample first.  All of the samples are laid out similarly with a `build.sh` script for compiling.  As long as you are running build.sh inside the spark Docker container, it automatically copies the build output to /sparkbin/plugins/ where it needs to be to get loaded by the Spark server.
-
-```
-bts@spark_sdk:/examples$ cd algo_template/
-bts@spark_sdk:/examples/algo_template$ ./build.sh
-algo_template.so copied to /sparkbin/plugins/
-Restart sparkd to see changes.
-```
-
-## Starting Spark Server
-
-To start the Spark server `cd /sparkbin/` and run `./sparkd run`.  Press Ctrl+C to stop it.
-```
-bts@spark_sdk:/sparkbin$ ./sparkd run
-2019-10-25 16:21:09.383626|262552152803600|Gen|Warn |1  |main|132 |Run.cpp:53 |dev|
------------------------------------- Sparkd launched --------------------------------
-```
-
-You will see any Sdk log messages as well as any log messages at or above Warning level from other parts of the system.  If you need additional diagnostic information more details logs are stored in /sparkdata/data/logging/log.  These logs will be automatically deleted when you stop the Docker container.
-
-With sparkd running you can launch the Spark Client (spark_client.cmd) and it will connect to the running server.  Log in with the user "bts" and no password and open a ladder.  You can now select your Algo on the order type dropdown and activate it by clicking on a price on the ladder.
-
-<img src="../myalgo.png" width="150" />
-
-While sparkd is running you can also access the Spark Server Admin interface on [http://localhost:9000](http://localhost:9000).  Use the same "bts" login to access the admin interface. Here you can manage user and account permissions and risk limits.
-
-## Debugging
-
-You can debug your algo using gdb from the bash command prompt.  
-
-```bts@spark_sdk:/sparkbin$ gdb --args ./sparkd run
-GNU gdb (Ubuntu 8.1-0ubuntu3) 8.1.0.20180409-git
-Copyright (C) 2018 Free Software Foundation, Inc.
-...
-Reading symbols from ./sparkd...done.
-(gdb) break algo_template.cpp:45
-No source file named algo_template.cpp.
-Make breakpoint pending on future shared library load? (y or [n]) y
-Breakpoint 1 (algo_template.cpp:45) pending.
-(gdb) run
-Starting program: /sparkbin/sparkd run
-```
-
-If your editor supports debugging over the ssh protocol you can start sshd from inside the container.
-
-## Next
-
-Continue to [Algo Registration](/server/ref/registration) to learn how Algos are registered with the Spark.

doc/api/content/server/getting-started/download.md

@@ -1,79 +0,0 @@
-+++
-title = "Download SDK"
-weight = 2
-+++
-
-## Request Access 🔑
-
-To start using the Server SDK you will need to request access though our sales department.  Please email <a href="mailto:api@bluetradesys.com">api@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
-
-## Download
-
-Download the latest SDK image here: [spark_sdk.zip](https://api.bluetradesys.com/download/spark_sdk.zip)
-
-Unzip that folder into a working directory. Inside you should see something like this:
-
-```
-spark_sdk.img
-client/
-spark_client.cmd
-examples/
-```
-
-## Import 
-
-Import the spark_sdk image into docker using the `docker load` command.
-{% clipable() %}
-docker load < spark_sdk.img
-{% end %}
-
-<div class="info">
-<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
-<strong>If you see this error it means Docker Desktop is not running:</strong>
-
-
-error during connect: Get http://%2F%2F.%2Fpipe%2Fdocker_engine/v1.40/images/json: open //./pipe/docker_engine: The system cannot find the file specified. In the default daemon configuration on Windows, the docker client must be run elevated to connect. This error may also indicate that the docker daemon is not running.
-</div>
-
-Confirm that the import worked by running `docker images` which should list the new image.
-```
-c:\bts> docker images
-REPOSITORY                          TAG            IMAGE ID            CREATED             SIZE
-bluetradingsystems/spark_sdk        latest         e2be89436e73        4 hours ago         3.89GB
-```
-
-<!-- 
-## Run 
-
-Start the docker container by running
-```
-docker run -d -v %CD%:/work --name spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 8000:8000 -p 8001:8001 -p 8008:8008 bluetradingsytems/spark_sdk
-```
-<div class="linux">
-<i class="fa fa-linux fa-fw" aria-hidden="true"></i>
-If you are using Linux or Mac replace <strong>%CD%</strong> with <strong>$PWD</strong>.
-</div>
-
-The first time you invoke `docker run` you may be prompted to "share" your filesystem with Docker.  This usually works fine but if you run into trouble, see <a href="">Docker Desktop for Windows tips</a> on avoiding common problems.
-
-## Success 🎉
-Docker is now running the spark SDK image.  If you are on Windows or Mac it is running inside a virtual Linux machine. You can see that is is running by typing `docker ps` to list running docker containers.  If you restart the Docker Desktop application you will need to start the spark_sdk image again using `docker start spark_sdk`.
-
-You should now be able to access an admin interface at http://localhost:8008/ which will let you stop and start the spark server process. 
--->
-
-## Update
-
-To update your Spark SDK simply download an unzip a new [spark_sdk.zip](https://api.bluetradesys.com/download/spark_sdk.zip) and use `docker load < spark_sdk.img` to overwrite the old image with the new one.
-
-To preserve the old image so you can go back to it later run `docker tag spark_sdk spark_sdk:your_custom_tag` before loading the new SDK image.
-
-<!--
-Then stop, remove and restart spark_sdk.
-```
-c:\bts> docker stop spark_sdk
-c:\bts> docker rm spark_sdk
-c:\bts> docker run -d -v %cd%:/sdk --name spark_sdk bluetradingsytems/spark_sdk
-
-``` -->
-

doc/api/content/server/getting-started/install.md

@@ -1,57 +0,0 @@
-+++
-title = "Install Prerequisites"
-weight = 1
-+++
-
-These instructions assume you are using Microsoft Windows but you should be able to follow them on a Linux or Mac with minor modifications.  
-
-{% linux() %}
-When there is a significant difference on non-Windows platforms it will be called out in a box like this one.
-{% end %}
-{% info() %}
-Tips or solutions to common problems will be highlighted in a box like this.
-{% end %}
-
-The minimum hardware requirements for using the SDK are:
-- **12 GB** RAM (preferably 16 GB or more)
-- 4 CPU cores
-- 20 GB free hard disk space
-
-The Spark SDK uses a tool called Docker to distribute all of the tools you need to build and test your trading algorithm ("Algo").  Once you have Docker installed you can download and import the Spark SDK image and be ready to start developing your Algo in a few minutes. 
-
-## Docker
-
-Download and install <a href="https://www.docker.com/products/docker-desktop" target="_blank">Docker Desktop for Windows/Mac. <i class="fa fa-fw fa-window-restore" aria-hidden="true"></i></a>
-
-<div class="linux">
-<i class="fa fa-linux fa-fw" aria-hidden="true"></i>
-If you are using Linux follow the <a href="https://docs.docker.com/install/#supported-platforms">official install instructions for Docker for your distribution.</a>
-</div>
-
-During the install Docker may ask you to enable virtualization support and reboot.
-
-Once Docker Desktop is installed and running it will create an icon in your system tray area that looks like the Docker logo.  
-![](../docker_tray.png)
-
-Right click on the tray icon and choose 'Settings' and choose the 'Advanced' tab.
-
-Ensure that the docker image has 8192 MB of memory and at least 2 cores.  Memory that you assign to the docker image will not be available to Windows/Mac while Docker is running. CPU cores are shared with the host OS.  Since you are going to use this image to compile your Algo it makes sense to allow Docker to use all available cores.
-
-<img src="../docker_config.png" width="640" >
-
-## Sharing
-
-You need to give Docker access to the Windows drive where your source code is kept. 
-
-Open Settings -> Shared Drives and check the drive where you intend to keep your Algo source code.
-
-<div class="info">
-<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
-If you run into trouble with drive sharing, see <a href="https://code.visualstudio.com/docs/remote/troubleshooting#_docker-desktop-for-windows-tips">Docker Desktop for Windows tips</a> on avoiding common problems.
-</div>
-
-## Editor
-
-The Server SDK includes a complete configuration for C++ development with the <a href="https://code.visualstudio.com/" target="_blank">Visual Studio Code <i class="fa fa-fw fa-window-restore" aria-hidden="true"></i></a> editor.  If you are a new to C++ development on a Linux system we recommend you give this a try as it's the easiest way to get up and running quickly. Of course, If you have a different editor that you prefer we fully support that as well.
-
-

doc/api/content/server/getting-started/overview.md

@@ -1,44 +0,0 @@
-+++
-title = "Overview"
-weight = 0
-+++
-
-Using the **Spark Server SDK**, users can create new order types ("Algos"). In this case, users implement the new functionality in C++, producing a shared library that is loaded at run time by our Spark Server.
-
-If you are interested in accessing Spark server remotely, please see the [Spark Client SDK](/client/).
-
-## Speed
-
-The Spark platform offers a sub-10 microsecond socket to socket response times for algorithmic trading.  With the **Spark Server SDK**, you can create your order types in high-performance C++ and load them into the Spark server. 
-
-Since your order is running inside the Spark Server, there is virtually no overhead allowing your algorithm to take full advantage of the speed Spark offers. Hosting a high-performance language like C++ directly in the Spark server process allows it to respond to the market thousands of times faster than an Algo built using a proprietary drag and drop tool.
-
-
-## Easy to Get Started
-
-If you are not actively developing with C++, it can be time-consuming to set up a complete development environment from scratch.  That is why we provide a full development environment out of the box with [Docker](https://docker.io) so you can download and try the Server SDK quickly and easily. 
-
-Docker works across Windows, macOS, and Linux, so you don't need to change your development environment to try the Spark API. Docker also ensures that all of the dependencies you need are packaged together in one image, so you know it will work out of the box, no matter the platform.
-
-## Implementation
-
-Creating a new Algo begins with implementing a standard C++ class derived from IAlgoOrder. Start from the [algo_template](/server/samples/template) example to get going quickly.
-
-The first call your new Algo receives is [do_before_launch](/server/ref/initialization#before-launch), which is an opportunity to validate parameters and allocate any long-lived resources needed during execution.  Next, it receives either [do_launch](/server/ref/initialization#launch-launch-attached) in the case of a new order or [do_launch_attached](/server/ref/initialization#launch-launch-attached) if the order is attaching to an existing order.
-
-The Algo receives a reference to [IAlgoServices](/server/ref/subscriptions/), which is how it calls out to the Spark system.  It will use [IAlgoServices](/server/ref/subscriptions/) to subscribe to market events, launch and control child orders, and communicate its state to the larger Spark system.
-
-## Fully Integrated
-
-When a Spark Server plugin is loaded, it registers its exposed Algos with the Spark Server though the [init_spark_plugin](/server/ref/registration) callback.  This callback allows the Algo to describe the parameters it expects so they can be automatically entered in the [Spark Client](https://www.bluetradingsystems.com/bts-spark/).
-
-<img src="../myalgo.png" width="150" />
-<img src="../paramsui.png" width="460" />
-
-Compose your Algo with out of the box Algos in the [Spark Algo Studio](https://www.bluetradingsystems.com/news/155-bts-algo-studio-provides-algo-library-with-customization-functionality) to create new functionality on the fly.
-
-<img src="../algostudio.png" width="548" /><br />
-<img src="../iced_algo.png" width="460" />
-
-
-

doc/api/content/server/ref/_index.md

@@ -1,6 +0,0 @@
-+++
-title="Reference"
-sort_by="weight"
-weight = 2
-+++ 
-

doc/api/content/server/ref/faq.md

@@ -1,14 +0,0 @@
-+++
-title = "Questions"
-weight = 40
-+++
-
-## I need to make a call that might take a few seconds. What is the best way to do this?
-
-Create a background thread in [do_before_launch](/server/ref/initialization#before-launch) or [do_launch](/server/ref/initialization#launch-launch-attached) to do the work.  Use [on_timer](/server/ref/subscriptions#timer) to poll until the result is available.
-
-## I don't see the header files in the .zip file. Where are they?
-
-The SDK headers are baked into the docker image along with the build tools. Once you've loaded the image with `docker load < spark_sdk.img` you can run this command to copy them out to your local file system `docker run --rm -it -v $PWD:/out spark_sdk /bin/tar -cvf /out/headers.tar /sdk/include`  This will copy the headers to the current directory in headers.tar.  We still recommend doing the actual build inside the docker environment but having a copy of the headers can be useful for setting up your development environment.
-
-

doc/api/content/server/ref/initialization.md

@@ -1,97 +0,0 @@
-+++
-title = "Initialization"
-weight = 10
-+++
-
-Each Algo derives from IAlgoOrder and overrides virtual methods to receive callbacks from the Spark system.
-
-
-## Before Launch
-
-When an order is activated by a user or by another Algo, the first call it receives is do_before_launch.  This call happens outside of the latency-sensitive path, so it's the place to validate parameters and set up data structures that the Algo might need.
-
-This call returns an OrderOpResult, which allows it to fail and return an error message to its creator.  If a user created this order, this message is displayed in the [Activity Log](https://www.bluetradingsystems.com/docs/bts_spark/Help/#activity-log) and across the bottom of the ladder.
-
-Every SDK Algo is a "Dynamic" Algo since it's parameters are defined during [registration](/server/ref/registration/). Use the `get_if<T>` helper to retrieve a named parameter from the `order_params` collection as a `std::option<T>`.  If a parameter has a valid default value you can use `std::option::value_or(...)` to set default values for missing parameters.  If a parameter *must* exist or must be within a certain valid range, return an error to the caller.
-
-```cpp
-OrderOpResult MyAlgo::do_before_launch(IBeforeLaunchAlgoServices& serv) {
-   auto& def = serv.definition();
-   auto& params = def.custom_def().dynamic().order_params();
-   auto mqi = get_if<uint32_t>(params, "Min Quantity");
-   if (!mqi || mqi.value() == 0)
-      return OrderOpResult{
-          ORDER_ERROR_INVALID_ORDER_DEFINITON,
-          "Min Quantity parameter must be defined and non zero"};
-}
-```
-
-<div class="info">
-<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
-The parameters are defined during <a href="/server/ref/registration/">registration</a> by the <a href="/server/ref/registration/#dynamicorderdescriptor">DynamicOrderDescriptor</a>.
-</div>
-
-### IBeforeLaunchAlgoServices
-
-IBeforeLaunchAlgoServices is passed to `do_before_launch` and allows the Algo to query its environment.
-
-```cpp
-class IBeforeLaunchAlgoServices {
- public:
-   // The OrderDefinition for this algo
-   virtual api::orderman::OrderDefinition const &definition() const = 0;
-
-   // The security this algo is paramterized with (also available from
-   // definition())
-   virtual api::Security const &security() const = 0;
-
-   // The unique order key for this algo
-   virtual OrderKey order_key() const = 0;
-
-   // The parent key for this algo's parent or null_order_key() if the
-   // algo does not have a parent
-   virtual OrderKey parent_order_key() const = 0;
-
-   // The security identified by k or nullptr if no such security exists
-   virtual api::Security const *lookup_security(SecurityKey k) const = 0;
-
-   // Wheter this algo is being attached to an existing order.
-   // If an algo does not support attaching it can return an error 
-   // if is_attaching() == true from do_before_launch.
-   virtual bool is_attaching() const = 0;
-
-   // Build a child template that can later can be used to quickly
-   // launch child orders. The reserve parameter indicates how many
-   // orders should be created ahead of time, before they are
-   // launched. This is usefull to remove the relatively expensive
-   // order creation operation to a background thread.
-   virtual ChildTemplate &
-   make_child_template(api::orderman::OrderDefinition const &child_def,
-                       size_t reserve = 1) = 0;
-
-   // Get the current time
-   virtual TimeStamp get_time() const;
-};
-```
-
-
-## Launch / Launch Attached
-
-Depending on the state of `is_attaching()` the next call will either be `do_launch` or `do_launch_attached`.  The only difference is that in `do_launch_attached` the existing OrderKey and ChildState are provided.
-
-`do_launch` and `do_launch_attached` are in the latency-sensitive path and should not do more work than needed.  These functions get a reference to `IAlgoServices`, which is a superset of the functionality available on `IBeforeLaunchAlgoServices`.  Most Algos should store a pointer or reference to this object for managing child orders (it has a stable address).
-
-Now is the time to use `IAlgoServices` to subscribe to market events that are relevant to your Algo and create any child orders that need to exist at the start of your Algo. You can safely call IAlgoServices from any `IAlgoOrder` callback.
-
-To learn more about subscribing to events see [subscriptions](/server/ref/subscriptions).
-
-### Things to do in the launch callback
-☑ Store a reference to IAlgoServices  
-☑ Subscribe to relevant market events  
-☑ Launch a child order?
-
-
-## Update
-
-If the user or parent Algo changes the order parameters (price, size, or the custom parameters defined during registration), Spark calls the `do_update` callback with the new parameters.  It is up to the Algo to decide how to apply the new parameters to update the running state.  It can do this by canceling, changing, or adding new child orders. 
-

doc/api/content/server/ref/orders.md

@@ -1,88 +0,0 @@
-+++
-title = "Child Orders"
-weight = 30
-+++
-
-Every Algo must, at some point, launch a child order to be useful. Each child order can be another Algo or regular exchange order.  When the child order is updated or filled, those changes are also sent to the parent.
-
-
-# Templates
-
-Since launching a child order is one of the most latency-sensitive things an Algo can do, the Server SDK enables you to create a child template.  An order template prepares an order based on a known OrderDefinition and gets it ready to send on a background thread.  When the Algo determines it is time to send the order, it only needs to provide the price and quantity to complete and send the order.  If an Algo expects to send multiple child orders, it can reserve more than one.  Preparing a child template is typically done in [do_before_launch](http://127.0.0.1:1111/server/ref/initialization/#before-launch) callback.
-
-```cpp
-virtual ChildTemplate& 
-    IBeforeLaunchAlgoServices::make_child_template(
-        api::orderman::OrderDefinition const &child_def,
-        size_t reserve = 1);
-```
-
-# Launch
-
-IAlgoServices provides two overloads for launching child orders.  By default, launching a child order automatically subscribes the Algo to its state changes.
-
-Launch a child order from a template if you have one prepared. This is the fastest option.
-```cpp
-OrderKey IAlgoServices::launch_child(ChildTemplate&, Price, Quantity, bool subscribe = true);
-```
-Launch a child order by constructing an OrderDefinition as needed.
-```cpp
-OrderKey launch_child(OrderDefinition const &, Price, Quantity, bool subscribe = true);
-```
-
-When a child is launched its `OrderKey` is returned to the caller.  This ID can be used to update, cancel, or detach the child order.
-
-## Update
-
-To update an existing child order, call update_child and pass an Update.  The Update type lets you change the price, size or the entire OrderDefinition. You only need to specify the fields that you intend to update so only set the price() field if that is what you are changing.
-
-```cpp
-void IAlgoServices::update_child(OrderKey child, api::orderman::Update const &);
-```
-
-## Cancel
-
-To cancel an existing child order call `cancel_child`.  When the order is canceled you will receive an update though the `on_child_change` callback.
-
-```cpp
-void IAlgoServices::cancel_child(OrderKey child);
-```
-
-## Detach
-
-The lifetime of a child order is tied to its parent.  If a parent is canceled or completed child orders are automatically stopped as well.  If the Algo needs to launch an order that will continue after the Algo ends use `detach_child` to sever the connection.  This order hierarchy can be viewed in the Spark [Order Book](https://www.bluetradingsystems.com/docs/bts_spark/Trading/#order-book).
-
-```cpp
-void IAlgoServices::detach_child(OrderKey child);
-```
-To detach all children at once use `detach_all_children`.
-
-```cpp
-void IAlgoServices::detach_all_children();
-```
-
-# Child Updated
-
-When a child order is updated the parent receives the `on_child_change` callback with an updated ChildState object.
-
-```cpp
-void on_child_change(OrderKey, ChildState const &) override;
-
-struct ChildState {
-   Price price;
-   Quantity quantity;
-   Quantity total_fills;
-   Price avg_price;
-   Quantity last_fills;
-   Price last_price;
-   ChildStatus status;
-   Quantity fills_at_attach_time;
-};
-```
-
-<!--
-To talk about:
-- updating fills (update_fill_state)
-- handling child finished (unexpected cancel)
--->
-

doc/api/content/server/ref/registration.md

@@ -1,92 +0,0 @@
-+++
-title = "Registration"
-weight = 1
-+++
-
-When Spark Server starts, it loads all plugins listed in the /sparkbin/plugins directory and calls an exported function named `init_spark_plugin` which must have the following signature.
-
-```cpp
-extern "C" void init_spark_plugin(bts::SparkServices &serv) { }
-```
-
-The `init_spark_plugin` function registers the Algo with a DynamicOrderDescriptor. Once registered, the Algo appears in the [Spark ladder](https://www.bluetradingsystems.com/docs/bts_spark/Trading/#ladder) and the [Algo Studio](https://www.bluetradingsystems.com/docs/bts_spark/Trading/#algo-studio).
-
-To register an Algo call `register_dynamic_algo_order` on the provided bts::SparkServices instance. This function takes the DynamicOrderDescriptor and a function that is called to construct the IAlgoOrder. A single init_spark_plugin can call register_dynamic_algo_order multiple times to register multiple Algos.
-
-The DynamicOrderDescriptor must have a dynamic_order_type (name), or the registration will fail.
-
-```cpp
-   DynamicOrderDescriptor desc;
-   desc.set_dynamic_order_type("My Algo");
-   auto result = 
-      serv.register_dynamic_algo_order(
-       desc, []() { return std::make_unique<MyAlgo>(); });
-   if (result != bts::AlgoRegistrationResult::SUCCESS) {
-       // Algo failed to register
-   }
-```
-
-
-## DynamicOrderDescriptor
-
-The DynamicOrderDescriptor describes the type of parameters that the Algo accepts.  These inputs can come either from the user manually entering them or from a parent Algo.  Spark Algos are composable, so one Algo can activate another.  See [Child Orders](/server/ref/orders) for more on how to activate custom order types as child orders.
-
-Add parameters to the DynamicOrderDescriptor by calling `add_param_desc()` and setting the name and parameter type.
-
-```cpp
-   *desc.add_param_desc() = param_bool("Enable Feature");
-   *desc.add_param_desc() = param_uint32("Feature Quantity");
-```
-
-The above parameters look like this when rendered in the Spark ladder.
-
-<img src="../paramsui.png" width="460" />
-
-And like this when viewed in the Spark order book.
-
-<img src="../orderbook_truncated.png" width="988" />
-
-Each descriptor can be one of the following types:
-```
-// Primitive
-int32
-uint32
-double
-string
-bool
-// Complex
-Order
-Array
-Struct
-```
-
-**Currently the Spark UI only renders parameters with primitive types.**  The complex types can only be provided by a parent order.
-
-### Order
-
-This parameter type indicates that another order type parameterizes this Algo. When the Algo needs to create a child order, it can use this parameter type to create a custom order type instead of defaulting to a limit order.
-
-For example, an Algo might be designed to wait for a specific market condition before putting in an order.  Instead of placing a limit order when the condition is met, the user can specify that it should an IceBerg order.  The Algo doesn't need special logic to handle different child order types.
-
-### Array
-
-An array parameter is a collection of the same type of parameter.  If your Algo needed to behave differently depending on a table of prices, you could send that list in though an array parameter.
-```cpp
-    *desc.add_param_desc() = 
-        param_array("Price Points", 
-            param_double("unused").param_type());
-```
-
-### Struct
-
-A struct parameter is a set of named parameter types similar to the entire DynamicOrderDescriptor.  The struct parameter type can be combined with the array type to handle tabular data.
-
-```cpp
-    *desc.add_param_desc() = 
-        param_array("Step Table", 
-            param_struct("", {
-                param_uint32("Market Quantity"),
-                param_uint32("Order Quantity")
-            }).param_type());
-```
-

doc/api/content/server/ref/subscriptions.md

@@ -1,69 +0,0 @@
-+++
-title = "Subscriptions"
-weight = 20
-+++
-
-An Algo exists to observe changes in the market and respond to them. When the Algo is [launched](1/server/ref/initialization/#launch-launch-attached) it uses IAlgoServices to subscribe to the events it needs to operate.  Each subscribe call is paired with a matching unsubscribe call, which takes the same argument to unsubscribe.
-
-# Book
-
-Subscribe to book updates for the specified security call use subscribe_book and unsubscribe book.
-```cpp
-// Subscribe to book updates for the specified security
-void IAlgoServices::subscribe_book(SecurityKey);
-void IAlgoServices::unsubscribe_book(SecurityKey);
-
-// You implement
-virtual void on_book(SecurityKey, Book const &) override;
-```
-Get the `SecurityKey` of the current security using:
-```cpp
-services.subscribe_book(SecurityKey(algo_services().security().id()));
-```
-If your Algo needs to subscribe to other securities, their keys must be passed in as parameters.
-
-
-To get the details of a security use
-```cpp
-api::Security const* IBeforeLaunchAlgoServices::lookup_security(SecurityKey k) const = 0;
-```
-
-# Timer
-To handle time-based logic, an Algo can subscribe to a common timer event that is invoked once every 10 milliseconds.  Use the TimeStamp class from `bts_chrono.h` to efficiently handle time calculations.
-```cpp
-// Subscribe to a periodic 10ms timer
-void IAlgoServices::subscribe_timer();
-// You implement
-virtual void on_timer() override;
-```
-
-# Ticker
-The status callback is called when the market for this security opens, closes, or has some other state transition.
-```cpp
-// Subscribe to trade ticker
-void IAlgoServices::subscribe_ticker(SecurityKey);
-// You implement
-void on_ticker(SecurityKey, TradeVector const&) override;
-```
-
-# Trading Status
-
-The status callback is called when the market for this security opens, closes, or has some other state transition.
-```cpp
-// Subscribe to security trading status
-void IAlgoServices::subscribe_status(SecurityKey);
-// You implement
-virtual void on_status(SecurityKey, co2::TradingStatus) override;
-```
-
-# Child Orders
-
-When an Algo launches a child order, it is subscribed to the changes on that child automatically.  If the Algo unsubscribes from those changes, it can re-subscribe using this method.
-
-```cpp
-// Subscribe to child order updates for the specified child order.
-void IAlgoServices::subscribe_child_change(OrderKey);
-// You implement
-virtual void on_child_change(OrderKey, ChildState const &) override;
-```
-

doc/api/content/server/samples/_index.md

@@ -1,6 +0,0 @@
-+++
-title="Samples"
-sort_by="weight"
-weight = 3
-+++ 
-

doc/api/content/server/samples/join.md

@@ -1,354 +0,0 @@
-+++
-title = "Join"
-weight = 10
-+++
-
-
-Join starts working N ticks away from the market (usually) and then watches for the opposite inside to become same side inside market; if there is then enough size on that market, it will join.
-
-<div class="info">
-<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
-This sample is part of the Server SDK examples included in the <a href="/server/getting-started/download/">spark_sdk.zip download</a>. 
-</div>
-
-```cpp
-#include "spark/lib/config/config.h"
-#include "spark/lib/config/protos/system.pb.h"
-#include "spark/lib/domain_model/Security.h"
-#include "spark/lib/orderman/orders/server/IAlgoOrder.h"
-#include "spark/lib/orderman/orders/server/IAlgoServices.h"
-#include "spark/lib/plugin/SparkServices.h"
-
-#include "spark/lib/orderman/order_factory/IOrderFactory.h"
-#include "spark/lib/orderman/orderman_utils/Book.h"
-#include "spark/lib/orderman/orderman_utils/orderman_utils.h"
-#include "spark/lib/utils/PBUtils.h"
-
-using namespace bts::api::orderman;
-using namespace bts::orderman;
-
-namespace bts {
-namespace order_example {
-
-// Join starts working N ticks away from the market (usually) and then
-// watches for the opposite inside to become same side inside market;
-// if there is then enough size on that market, it will join.
-class DynamicJoin : public IAlgoOrder {
- public:
-   DynamicJoin();
-   ~DynamicJoin();
-
-   OrderOpResult do_before_launch(IBeforeLaunchAlgoServices &) override;
-   void do_launch(IAlgoServices &) override;
-   void do_launch_attached(IAlgoServices &, OrderKey, ChildState) override;
-   void do_update(api::orderman::Update const &) override;
-   void on_book(SecurityKey, Book const &) override;
-   void on_child_change(OrderKey, ChildState const &) override;
-
- private:
-   enum class Status;
-   struct PImpl;
-   std::unique_ptr<PImpl> me;
-
-   IAlgoServices &algo_services() const;
-   void try_to_join();
-};
-
-// The three stages our algo goes through. We start by waiting to
-// observe the book for our security (WAITING_FOR_MD). Once we have a
-// book we use it to derive our target price and we continue to
-// monitor the book to see if we should join the market
-// (WAITING_TO_JOIN). Once the size and price constraints are met we
-// jump to the target price (JOINED). We remain in the JOINED state
-// until our order is filled or canceled.
-enum class DynamicJoin::Status { WAITING_FOR_MD, WAITING_TO_JOIN, JOINED };
-
-// All state information needed for this algo
-struct DynamicJoin::PImpl {
-   IAlgoServices *algo_services;
-   Quantity min_quantity_to_join;
-   Status status = Status::WAITING_FOR_MD;
-   OrderKey child_key = null_order_key();
-   ChildTemplate *child_template = nullptr;
-   Book book_at_inception;
-   Book last_book;
-};
-
-DynamicJoin::DynamicJoin() : me(new PImpl()) {}
-DynamicJoin::~DynamicJoin() {}
-IAlgoServices &DynamicJoin::algo_services() const { return *me->algo_services; }
-
-// This is called outside of the latency sensitive path
-// once. Expensive initialization should be done here, rather than 
-// in do_launch()
-OrderOpResult DynamicJoin::do_before_launch(IBeforeLaunchAlgoServices &serv) {
-   auto &def = serv.definition();
-   bts_assert(def.has_custom_def());
-   bts_assert(def.custom_def().has_dynamic());
-
-   // Validate our parameters, returning an error if we find a
-   // problem.  If an error is returned here the order will be
-   // abandoned.
-   auto &params = def.custom_def().dynamic().order_params();
-   auto mqi = get_if<uint32_t>(params, "Min Quantity");
-   if (!mqi || mqi.value() == 0) {
-      return OrderOpResult{
-          ORDER_ERROR_INVALID_ORDER_DEFINITON,
-          "Min Quantity parameter must be defined and non zero"};
-   }
-
-   me->min_quantity_to_join = Quantity(mqi.value());
-
-   if (!serv.is_attaching()) {
-      // If we are not attaching, create a child template so we can
-      // quickly launch our child when the time comes.
-
-      // We will be sending a limit order with the same side,
-      // security, trader, account, etc, as this algo order, so just
-      // copy our definition to the child definition to start with.
-      auto child_def = def;
-      // Now add a limit order component to mark our child as a limit
-      // order. Limit orders do not require any extra parameters
-      // beyond those already inherited from this algo order
-      // (i.e. beyond what we obtained through serv.definition()) so
-      // we can just use a default constructed LimitOrderDefinition.
-      *child_def.mutable_custom_def()->mutable_limit() = LimitOrderDefinition{};
-      // Now just build the child template and cache it for future use
-      me->child_template = &(serv.make_child_template(child_def));
-   } else {
-      // If we are attaching to an existing order then we do not need
-      // to spawn a new child, so there is no need to setup a child
-      // template
-   }
-
-   // All is good, return a default constructed OrderOpResult which
-   // indicates success.
-   return {};
-}
-
-// Called in the latency sensitive path, once, when the algo is first
-// launched.
-void DynamicJoin::do_launch(IAlgoServices &services) {
-   // Cache our algo services
-   me->algo_services = &services;
-
-   LOG(OrderMan, Diag, "Lauching DynamicJoin k: {} ",
-       algo_services().order_key().value());
-
-   // Launch our child order
-   me->child_key =
-       services.launch_child(*me->child_template, algo_services().price(),
-                             algo_services().quantity());
-
-   // Subscribe to market data
-   services.subscribe_book(SecurityKey(algo_services().security().id()));
-}
-
-// Called in the latency sensitive path, once, when the algo is first
-// launched. In this case the algo is provided with an existing order
-// it is now responsible for managing.
-void DynamicJoin::do_launch_attached(IAlgoServices &services,
-                                     OrderKey attached_order, ChildState st) {
-   // The order was launched and attached to an existing order, with
-   // key 'attached_order' and current state 'st'
-
-   // Cache our algo services
-   me->algo_services = &services;
-
-   LOG(OrderMan, Diag,
-       "Lauching DynamicJoin k: {} Attached to existing order: {}",
-       algo_services().order_key().value(), attached_order.value());
-
-   // Cache the key of the attached order we will be managing
-   me->child_key = attached_order;
-
-   // Subscribe to market data
-   services.subscribe_book(SecurityKey(services.security().id()));
-
-   // Simulate a child change so we can update our own state to
-   // reflect that of the child order we attached to. From this point
-   // forward there is no distinction between an algo instance that
-   // spawned a new child order and one that attached to an existing
-   // order.
-   on_child_change(attached_order, st);
-}
-
-// Called when a human (or a supervising algo) updates a parameter for
-// this algo. The implementation validates the update and depending on
-// the validation outcome either applies the update or terminates the
-// algo.
-void DynamicJoin::do_update(api::orderman::Update const &update) {
-   LOG(OrderMan, Diag, "DynamicJoin k: {} receiving update: {}",
-       algo_services().order_key().value(), utils::pb::to_string(update));
-
-   // Validate update
-   if (update.quantity() == 0) {
-      // An invalid update has been detected so we terminate the
-      // algo, signaling an error. Any child orders launched by
-      // this algo will also be terminated.
-      algo_services().terminate_error("Invalid update");
-      return;
-   }
-
-   // Updates have two parts, a standard part consisting of price and
-   // size and present in all updates, and an optional part that is
-   // specific to the algo in question. Below we check for the
-   // existance of this optional part and validate if present.
-   bool has_new_min_qty = false;
-   if (update.has_custom()) {
-      auto &params = update.custom().dynamic().order_params();
-      auto mqi = params.find("Min Quantity");
-
-      if (mqi == params.end() || mqi->second.as_uint32() == 0) {
-         algo_services().terminate_error(
-             "Minimum quantity to join must be greater than 0");
-         return;
-      }
-      has_new_min_qty = true;
-      me->min_quantity_to_join = Quantity(mqi->second.as_uint32());
-   }
-
-   // Update is good, forward it to our child
-   Update child_update;
-   child_update.set_price(update.price());
-   child_update.set_quantity(update.quantity());
-   algo_services().update_child(me->child_key, child_update);
-
-   // Try to join again if conditions changed
-   if (me->status == Status::WAITING_TO_JOIN && has_new_min_qty)
-      try_to_join();
-}
-
-// Called when the book for the specified security has changed
-void DynamicJoin::on_book(SecurityKey, Book const &b) {
-
-   // Cache the book, so we can reffer to it in the event of a
-   // parameter change that might allow us to join
-   me->last_book = b;
-
-   LOG(OrderMan, Diag, "DynamicJoin order {} on book. BID: {}@{} ASK: {}@{}",
-       algo_services().order_key().value(), b.side(api::SIDE_BUY)[0].size(),
-       b.side(api::SIDE_BUY)[0].price(), b.side(api::SIDE_SELL)[0].size(),
-       b.side(api::SIDE_SELL)[0].price());
-
-   switch (me->status) {
-   case Status::WAITING_FOR_MD: {
-
-      auto other_side =
-          securities::other_side(algo_services().definition().side());
-      auto &other_side_top = me->last_book.side(other_side)[0];
-
-      if (other_side_top.size() > 0) {
-         // First time we get the opposite side market, we will use
-         // this price as the target price for the join
-         me->status = Status::WAITING_TO_JOIN;
-         me->book_at_inception = b;
-         LOG(OrderMan, Diag,
-             "JoinOrder order {} receiving first book: {} Target: {}",
-             algo_services().order_key().value(),
-             me->min_quantity_to_join.value(), other_side_top.price());
-         try_to_join();
-      }
-   } break;
-   case Status::JOINED:
-      // Nothing to do at this point
-      break;
-   case Status::WAITING_TO_JOIN:
-      // Check if we reached the target and join if so
-      try_to_join();
-      break;
-   }
-}
-
-// Given the current book, our target price and our min quantity
-// parameter, join if appropriate
-void DynamicJoin::try_to_join() {
-   bts_assert(me->status == Status::WAITING_TO_JOIN);
-
-   auto my_side = algo_services().definition().side();
-   auto other_side = securities::other_side(my_side);
-   auto &my_side_psz = me->last_book.side(my_side)[0];
-   auto &opposite_at_inception_psz = me->book_at_inception.side(other_side)[0];
-
-   if (my_side_psz.size() &&
-       my_side_psz.size() >= me->min_quantity_to_join.value() &&
-       securities::is_equal_or_better(
-           my_side, Price(my_side_psz.price()),
-           Price(opposite_at_inception_psz.price()))) {
-
-      // Time to update our child to join the market
-      Update child_update;
-      child_update.set_price(my_side_psz.price());
-      child_update.set_quantity(algo_services().quantity().value());
-      algo_services().update_child(me->child_key, child_update);
-      me->status = Status::JOINED;
-
-      LOG(OrderMan, Diag, "DynamicJoin order {} joined: {}@{}",
-          algo_services().order_key().value(),
-          algo_services().quantity().value(), my_side_psz.price());
-
-   } else {
-      LOG(OrderMan, Diag,
-          "JoinOrder order {} still waiting to join. Order: {}@{} Top of "
-          "the book: {}@{} Target: {}@{}",
-          algo_services().order_key().value(),
-          algo_services().quantity().value(), algo_services().price().value(),
-          my_side_psz.size(), my_side_psz.price(),
-          me->min_quantity_to_join.value(), opposite_at_inception_psz.price());
-   }
-}
-
-// Our child reported a change:
-void DynamicJoin::on_child_change(OrderKey, ChildState const &st) {
-   // Our fill quantity and price is always a reflection of our
-   // child's state
-   algo_services().update_fill_state(st.total_fills, st.last_price);
-
-   switch (st.status) {
-   case ChildStatus::WORKING:
-      // Child order is still working, nothing to do
-      return;
-   case ChildStatus::COMPLETED:
-      // Child order completed, we should also complete
-      algo_services().complete();
-      return;
-   case ChildStatus::CANCELED:
-      // Child order unexpectedly canceled, signal an error and
-      // terminate
-      algo_services().terminate_error("Unexpected child cancel");
-      return;
-   }
-}
-
-// This is called by the spark daemon at startup. In this call we
-// describe our algo's parameters and register a factory function to
-// create an instance of the algo.
-extern "C" void init_spark_plugin(bts::SparkServices &serv) {
-   using namespace bts;
-
-   DynamicOrderDescriptor join_desc;
-
-   // Start by naming our order type
-   join_desc.set_dynamic_order_type("dyn join");
-
-   // Now add a single unsigned int parameter, Min Quantity, that will
-   // determine the minimum quantity that must exist in the book in
-   // order for us to join the market.
-   *join_desc.add_param_desc() = param_uint32("Min Quantity");
-
-   // Associate the descriptor with a builder function and register
-   // that with the Spark server.
-   auto result = 
-      serv.register_dynamic_algo_order(
-       join_desc, []() { return std::make_unique<DynamicJoin>(); });
-
-   if (result != bts::AlgoRegistrationResult::SUCCESS) {
-      // The join_desc has errors
-      // Check the error log for more details
-   }
-}
-
-} // namespace order_example
-} // namespace bts
-
-```

doc/api/content/server/samples/template.md

@@ -1,146 +0,0 @@
-+++
-title = "Template"
-weight = 5
-+++
-
-A mostly blank Algo template that can be used as a jump-start for developing a new Algo.
-
-<div class="info">
-<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
-This sample is part of the Server SDK examples included in the <a href="/server/getting-started/download/">spark_sdk.zip download</a>. 
-</div>
-
-```cpp
-#include "spark/lib/config/config.h"
-#include "spark/lib/config/protos/system.pb.h"
-#include "spark/lib/domain_model/Security.h"
-#include "spark/lib/orderman/orders/algo/IAlgoOrder.h"
-#include "spark/lib/orderman/orders/algo/IAlgoServices.h"
-#include "spark/lib/plugin/SparkServices.h"
-
-#include "spark/lib/orderman/order_factory/IOrderFactory.h"
-#include "spark/lib/orderman/orderman_utils/Book.h"
-#include "spark/lib/orderman/orderman_utils/orderman_utils.h"
-#include "spark/lib/utils/PBUtils.h"
-
-using namespace bts::api::orderman;
-using namespace bts::orderman;
-
-namespace bts {
-namespace order_example {
-
-// MyAlgo is a blank IAlgoOrder which you can copy when starting a new Algo
-class MyAlgo : public IAlgoOrder {
- public:
-   MyAlgo();
-   ~MyAlgo();
-
-   OrderOpResult do_before_launch(IBeforeLaunchAlgoServices &) override;
-   void do_launch(IAlgoServices &) override;
-   void do_launch_attached(IAlgoServices &, OrderKey, ChildState) override;
-   void do_update(api::orderman::Update const &) override;
-   void on_book(SecurityKey, Book const &) override;
-   void on_child_change(OrderKey, ChildState const &) override;
-
- private:
-   IAlgoServices* algo_services;
-   ChildTemplate *child_template = nullptr;
-   OrderKey child_key = null_order_key();
-};
-
-
-MyAlgo::MyAlgo() : algo_services(nullptr) {}
-MyAlgo::~MyAlgo() {}
-
-// This is called outside of the latency sensitive path. 
-// Expensive initialization should be done here, rather than in do_launch()
-OrderOpResult MyAlgo::do_before_launch(IBeforeLaunchAlgoServices &serv) {
-   LOG(Sdk,Info, "MyAlgo: do_before_launch");
-   // If we are not attaching, create a child template so we can
-   // quickly launch our child when the time comes.
-   if (!serv.is_attaching()) {
-      // We will be sending a limit order with the same side,
-      // security, trader, account, etc, as this algo order, so just
-      // copy our definition to the child definition to start with.
-      auto child_def = serv.definition();
-      // Now add a limit order component to mark our child as a limit
-      // order. Limit orders do not require any extra parameters
-      // beyond those already inherited from this algo order
-      // (i.e. beyond what we obtained through serv.definition()) so
-      // we can just use a default constructed LimitOrderDefinition.
-      *child_def.mutable_custom_def()->mutable_limit() = LimitOrderDefinition{};
-      // Now just build the child template and cache it for future use
-      child_template = &(serv.make_child_template(child_def));
-   }
-   // Default constructed result is successful
-   return {};
-}
-
-// Called in the latency sensitive path, once, when the algo is first launched. 
-// If the Algo is attaching to an existing order do_launch_attached is called instead.
-void MyAlgo::do_launch(IAlgoServices &services) {
-   algo_services = &services;
-   // Subscribe to book updates for this security
-   services.subscribe_book(SecurityKey(services.security().id()));
-   // Launch a child limit order
-   child_key = 
-      services.launch_child(*child_template, services.price(), services.quantity());
-   LOG(Sdk,Info, "MyAlgo: do_launch");
-}
-
-// Called in the latency sensitive path, once, when the algo is first
-// launched. In this case the algo is provided with an existing order
-// it is now responsible for managing.
-void MyAlgo::do_launch_attached(IAlgoServices &services,
-                                OrderKey attached_order, ChildState st) {
-   algo_services = &services;
-   // Subscribe to book updates for this security
-   services.subscribe_book(SecurityKey(services.security().id()));
-   // Keep track of the child key
-   child_key = attached_order;
-   LOG(Sdk,Info, "MyAlgo: do_launch_attached");
-}
-
-// Called when a human (or a supervising algo) updates a parameter for
-// this algo. The implementation validates the update and depending on
-// the validation outcome either applies the update or terminates the algo.
-void MyAlgo::do_update(api::orderman::Update const &update) {
-}
-
-// Called when the book for the specified security has changed
-void MyAlgo::on_book(SecurityKey, Book const &b) {
-}
-
-// Our child reported a change
-void MyAlgo::on_child_change(OrderKey, ChildState const &st) {
-}
-
-// This is called by the spark daemon at startup. In this call we
-// describe our algo's parameters and register a factory function to
-// create an instance of the algo.
-extern "C" void init_spark_plugin(bts::SparkServices &serv) {
-   using namespace bts;
-
-   DynamicOrderDescriptor desc;
-
-   // Start by naming our order type
-   desc.set_dynamic_order_type("My Algo");
-
-   *desc.add_param_desc() = param_bool("Enable Feature");
-   *desc.add_param_desc() = param_uint32("Feature Quantity");
-
-   // Associate the descriptor with a builder function and register
-   // that with the Spark server.
-   auto result = 
-      serv.register_dynamic_algo_order(
-       desc, []() { return std::make_unique<MyAlgo>(); });
-
-   if (result != bts::AlgoRegistrationResult::SUCCESS) {
-      // The desc has errors
-      // Check the error log (/sparkdata/data/logging/log) for more details
-   }
-}
-
-} // namespace order_example
-} // namespace bts
-```

doc/api/deploy_to_web.sh

@@ -1,9 +0,0 @@
-#/bin/bash
-
-# ../../externals/linux/bin/zola/zola build
-zola.exe build
-
-rsync -avzL public/ bts@api.bluetradesys.com:/data/sdk/public/
-
-rm -rf ./public/
-

doc/api/sass/_base.scss

@@ -1,97 +0,0 @@
-html, body {
-  font-size: 16px;
-  height: 100%;
-}
-
-body {
-  font-family: "Source Sans Pro", "Open Sans","Helvetica Neue",Helvetica,Arial,sans-serif;
-  line-height: 1.6;
-  // from http://www.heropatterns.com
-  background-color: #0072a2;
-  background-image: url("data:image/svg+xml,%3Csvg xmlns='http://www.w3.org/2000/svg' width='100' height='100' viewBox='0 0 100 100'%3E%3Cg fill-rule='evenodd'%3E%3Cg fill='%234b4b4b' fill-opacity='0.4'%3E%3Cpath opacity='.5' d='M96 95h4v1h-4v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9zm-1 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm9-10v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm9-10v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm9-10v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9z'/%3E%3Cpath d='M6 5V0H5v5H0v1h5v94h1V6h94V5H6z'/%3E%3C/g%3E%3C/g%3E%3C/svg%3E");
-
-  color: $foreground;
-
-  // for sticky footer
-  display: flex;
-  flex-direction: column;
-  min-height: 100vh;
-}
-
-a {
-  color: $link-color;
-  text-decoration: none;
-  cursor: pointer;
-  border-bottom: 1px solid rgba(0, 124, 188, 0.25);
-
-  &:hover {
-    border-bottom: 1px solid $link-color;
-  }
-
-  &:visited {
-    color: $link-color;
-  }
-
-  // totally taken from stripe
-  &.button {
-    outline: none;
-    white-space: nowrap;
-    display: inline-block;
-    height: 40px;
-    line-height: 40px;
-    padding: 0 14px;
-    box-shadow: 0 4px 6px rgba(50, 50, 93, 0.11), 0 1px 3px rgba(0, 0, 0, 0.08);
-    background: #fff;
-    border-radius: 4px;
-    font-size: 15px;
-    font-weight: 600;
-    text-transform: uppercase;
-    letter-spacing: .025em;
-    color: #191919;
-    text-decoration: none;
-    transition: all .15s ease;
-    border-bottom: none;
-
-    &:hover {
-      transform: translateY(-1px);
-      text-decoration: none;
-      box-shadow: 0 7px 14px rgba(50, 50, 93, 0.1), 0 3px 6px rgba(0, 0, 0, 0.08);
-    }
-
-    &:active {
-      background-color: #f6f9fc;
-      transform: translateY(1px);
-    }
-  }
-
-  &.white {
-    color: white;
-    border-bottom-color: rgba(255, 255, 255, 0.25);
-
-    &:hover {
-      border-bottom-color: white;
-    }
-
-    &:visited {
-      color: white;
-    }
-  }
-}
-
-pre {
-  padding: 1rem;
-  overflow: auto;
-}
-
-p code, li code {
-  // color: #e6e1dc;
-  // background-color: #383838;
-  color: #191919;
-  background-color: #f5f5f5;
-  white-space: pre-wrap;
-  padding: 3px;
-  border-radius: 3px;
-  font-size: 0.85rem;
-  font-family: monospace;
-  // box-shadow: 0 1px 3px rgba(0,0,0,.1), 0 1px 1px rgba(0,0,0,.1), 0 2px 1px -1px rgba(0,0,0,.12);
-}

doc/api/sass/_docs.scss

@@ -1,96 +0,0 @@
-.documentation {
-  padding: 3rem;
-  display: flex;
-
-  &__sidebar {
-    margin-right: 2rem;
-
-    ul {
-      padding-left: 0;
-      list-style: none;
-    }
-
-    > ul {
-      > li {
-        margin-bottom: 1rem;
-      }
-
-      .documentation__sidebar__title {
-        font-size: 1.25rem;
-        font-weight: bold;
-      }
-
-      ul {
-        margin-top: 0.25rem;
-
-        li {
-          border-left: 1px solid $background;
-          padding-left: 0.75rem;
-          padding-top: 0.25rem;
-          padding-bottom: 0.25rem;
-        }
-
-        li.active a {
-          font-weight: bold;
-          border-bottom: 1px solid $link-color;
-        }
-      }
-    }
-
-  }
-
-  &__content {
-    width: 60%;
-    // Same as the anchor absolute left to not overlap
-    margin-left: 2rem;
-
-    h1, h2, h3, h4, h5, h6 {
-      .zola-anchor {
-        font-size: 1.25rem;
-        visibility: hidden;
-        margin-left: -2rem;
-        text-decoration: none;
-        border-bottom-color: transparent;
-        cursor: pointer;
-      }
-
-      &:hover {
-        .zola-anchor {
-          visibility: visible;
-        }
-      }
-    }
-
-    blockquote {
-      border-left: 10px solid black;
-      padding: 0.25rem 0.5rem;
-      margin-left: 0;
-      font-style: italic;
-    }
-  }
-
-  iframe {
-    width: 100%;
-    min-height: 400px;
-  }
-}
-
-
-@media only screen and (max-width: 1000px) {
-  .documentation {
-    flex-direction: column;
-    padding: 2rem;
-
-    &__content {
-      width: 100%;
-      margin-left: 0;
-    }
-
-    &__sidebar {
-      border-top: 1px solid $background;
-      order: 1;
-      margin-right: 0;
-      margin-top: 1rem;
-    }
-  }
-}

doc/api/sass/_header.scss

@@ -1,33 +0,0 @@
-header {
-  .header__logo {
-    border-bottom: none;
-  }
-
-  nav a {
-    margin-right: 2rem;
-  }
-
-  .header__logo {
-    font-size: 2rem;
-    font-weight: bold;
-
-    &:hover {
-      text-decoration: none;
-    }
-  }
-}
-
-@media only screen and (max-width: 1000px) {
-  header {
-    padding: 1rem 0;
-
-    nav {
-      text-align: center;
-    }
-
-    .header__logo {
-      // to force menu links to be on a line below
-      display: block;
-    }
-  }
-}

doc/api/sass/_index.scss

@@ -1,71 +0,0 @@
-.inverted-colours {
-  background: $foreground;
-  color: $background;
-}
-
-.hero {
-  width: 60%;
-  margin: 0 auto;
-  margin-top: 2rem;
-  margin-bottom: 4rem;
-  text-align: center;
-
-  &__tagline {
-    margin-bottom: 2rem;
-  }
-}
-
-.disabled {
-  opacity: 0.5;
-}
-
-.selling-points {
-  padding: 3rem;
-
-  &__content {
-    display: flex;
-    flex-wrap: wrap;
-  }
-}
-
-.selling-point {
-  // 2 selling points per row on desktop
-  width: 50%;
-  padding: 2rem;
-  padding-top: 1rem;
-}
-
-.selling-header {
-  width: 100%;
-  padding: 1rem;
-  padding-top: 0rem;
-  display: flex;
-  align-items: center;
-  justify-content: center;
-  img {
-    align-self: center;
-    max-width: 70%;
-  }
-}
-
-// and 1 on mobile
-@media only screen and (max-width: 1000px) {
-  .hero {
-    width: 90%;
-    margin-top: 2rem;
-    margin-bottom: 4rem;
-  }
-
-  .selling-points {
-    padding: 2rem;
-  }
-
-  .selling-point {
-    width: 100%;
-    padding: 1rem;
-
-    h2 {
-      text-align: center;
-    }
-  }
-}

doc/api/sass/_layout.scss

@@ -1,43 +0,0 @@
-header {
-  padding: 2rem 3rem;
-}
-
-.container {
-  max-width: 1000px;
-  margin: 0 auto;
-}
-
-@media only screen and (max-width: 1000px)  {
-  .container {
-    max-width: 90%;
-  }
-}
-
-.content {
-  flex-grow: 1;
-
-  &--reversed {
-    background: $foreground;
-    color: $background;
-  }
-}
-
-.linux {
-  padding: 25px 15px;
-  background: #eff0f1;
-  border-radius: 5px;
-  border: 1px solid #0072a2;
-}
-
-.info {
-  padding: 25px 15px;
-  background: #ffffe0;
-  border-radius: 5px;
-  border: 1px solid #383838;
-}
-
-
-footer {
-  text-align: center;
-  padding: 2rem 3rem;
-}

doc/api/sass/_normalize.scss

@@ -1,447 +0,0 @@
-/*! normalize.css v7.0.0 | MIT License | github.com/necolas/normalize.css */
-
-/* Document
-   ========================================================================== */
-
-/**
- * 1. Correct the line height in all browsers.
- * 2. Prevent adjustments of font size after orientation changes in
- *    IE on Windows Phone and in iOS.
- */
-
-html {
-  line-height: 1.15; /* 1 */
-  -ms-text-size-adjust: 100%; /* 2 */
-  -webkit-text-size-adjust: 100%; /* 2 */
-}
-
-/* Sections
-   ========================================================================== */
-
-/**
- * Remove the margin in all browsers (opinionated).
- */
-
-body {
-  margin: 0;
-}
-
-/**
- * Add the correct display in IE 9-.
- */
-
-article,
-aside,
-footer,
-header,
-nav,
-section {
-  display: block;
-}
-
-/**
- * Correct the font size and margin on `h1` elements within `section` and
- * `article` contexts in Chrome, Firefox, and Safari.
- */
-
-h1 {
-  font-size: 2em;
-  margin: 0.67em 0;
-}
-
-/* Grouping content
-   ========================================================================== */
-
-/**
- * Add the correct display in IE 9-.
- * 1. Add the correct display in IE.
- */
-
-figcaption,
-figure,
-main { /* 1 */
-  display: block;
-}
-
-/**
- * Add the correct margin in IE 8.
- */
-
-figure {
-  margin: 1em 40px;
-}
-
-/**
- * 1. Add the correct box sizing in Firefox.
- * 2. Show the overflow in Edge and IE.
- */
-
-hr {
-  box-sizing: content-box; /* 1 */
-  height: 0; /* 1 */
-  overflow: visible; /* 2 */
-}
-
-/**
- * 1. Correct the inheritance and scaling of font size in all browsers.
- * 2. Correct the odd `em` font sizing in all browsers.
- */
-
-pre {
-  font-family: monospace, monospace; /* 1 */
-  font-size: 1em; /* 2 */
-}
-
-/* Text-level semantics
-   ========================================================================== */
-
-/**
- * 1. Remove the gray background on active links in IE 10.
- * 2. Remove gaps in links underline in iOS 8+ and Safari 8+.
- */
-
-a {
-  background-color: transparent; /* 1 */
-  -webkit-text-decoration-skip: objects; /* 2 */
-}
-
-/**
- * 1. Remove the bottom border in Chrome 57- and Firefox 39-.
- * 2. Add the correct text decoration in Chrome, Edge, IE, Opera, and Safari.
- */
-
-abbr[title] {
-  border-bottom: none; /* 1 */
-  text-decoration: underline; /* 2 */
-  text-decoration: underline dotted; /* 2 */
-}
-
-/**
- * Prevent the duplicate application of `bolder` by the next rule in Safari 6.
- */
-
-b,
-strong {
-  font-weight: inherit;
-}
-
-/**
- * Add the correct font weight in Chrome, Edge, and Safari.
- */
-
-b,
-strong {
-  font-weight: bolder;
-}
-
-/**
- * 1. Correct the inheritance and scaling of font size in all browsers.
- * 2. Correct the odd `em` font sizing in all browsers.
- */
-
-code,
-kbd,
-samp {
-  font-family: monospace, monospace; /* 1 */
-  font-size: 1em; /* 2 */
-}
-
-/**
- * Add the correct font style in Android 4.3-.
- */
-
-dfn {
-  font-style: italic;
-}
-
-/**
- * Add the correct background and color in IE 9-.
- */
-
-mark {
-  background-color: #ff0;
-  color: #000;
-}
-
-/**
- * Add the correct font size in all browsers.
- */
-
-small {
-  font-size: 80%;
-}
-
-/**
- * Prevent `sub` and `sup` elements from affecting the line height in
- * all browsers.
- */
-
-sub,
-sup {
-  font-size: 75%;
-  line-height: 0;
-  position: relative;
-  vertical-align: baseline;
-}
-
-sub {
-  bottom: -0.25em;
-}
-
-sup {
-  top: -0.5em;
-}
-
-/* Embedded content
-   ========================================================================== */
-
-/**
- * Add the correct display in IE 9-.
- */
-
-audio,
-video {
-  display: inline-block;
-}
-
-/**
- * Add the correct display in iOS 4-7.
- */
-
-audio:not([controls]) {
-  display: none;
-  height: 0;
-}
-
-/**
- * Remove the border on images inside links in IE 10-.
- */
-
-img {
-  border-style: none;
-}
-
-/**
- * Hide the overflow in IE.
- */
-
-svg:not(:root) {
-  overflow: hidden;
-}
-
-/* Forms
-   ========================================================================== */
-
-/**
- * 1. Change the font styles in all browsers (opinionated).
- * 2. Remove the margin in Firefox and Safari.
- */
-
-button,
-input,
-optgroup,
-select,
-textarea {
-  font-family: sans-serif; /* 1 */
-  font-size: 100%; /* 1 */
-  line-height: 1.15; /* 1 */
-  margin: 0; /* 2 */
-}
-
-/**
- * Show the overflow in IE.
- * 1. Show the overflow in Edge.
- */
-
-button,
-input { /* 1 */
-  overflow: visible;
-}
-
-/**
- * Remove the inheritance of text transform in Edge, Firefox, and IE.
- * 1. Remove the inheritance of text transform in Firefox.
- */
-
-button,
-select { /* 1 */
-  text-transform: none;
-}
-
-/**
- * 1. Prevent a WebKit bug where (2) destroys native `audio` and `video`
- *    controls in Android 4.
- * 2. Correct the inability to style clickable types in iOS and Safari.
- */
-
-button,
-html [type="button"], /* 1 */
-[type="reset"],
-[type="submit"] {
-  -webkit-appearance: button; /* 2 */
-}
-
-/**
- * Remove the inner border and padding in Firefox.
- */
-
-button::-moz-focus-inner,
-[type="button"]::-moz-focus-inner,
-[type="reset"]::-moz-focus-inner,
-[type="submit"]::-moz-focus-inner {
-  border-style: none;
-  padding: 0;
-}
-
-/**
- * Restore the focus styles unset by the previous rule.
- */
-
-button:-moz-focusring,
-[type="button"]:-moz-focusring,
-[type="reset"]:-moz-focusring,
-[type="submit"]:-moz-focusring {
-  outline: 1px dotted ButtonText;
-}
-
-/**
- * Correct the padding in Firefox.
- */
-
-fieldset {
-  padding: 0.35em 0.75em 0.625em;
-}
-
-/**
- * 1. Correct the text wrapping in Edge and IE.
- * 2. Correct the color inheritance from `fieldset` elements in IE.
- * 3. Remove the padding so developers are not caught out when they zero out
- *    `fieldset` elements in all browsers.
- */
-
-legend {
-  box-sizing: border-box; /* 1 */
-  color: inherit; /* 2 */
-  display: table; /* 1 */
-  max-width: 100%; /* 1 */
-  padding: 0; /* 3 */
-  white-space: normal; /* 1 */
-}
-
-/**
- * 1. Add the correct display in IE 9-.
- * 2. Add the correct vertical alignment in Chrome, Firefox, and Opera.
- */
-
-progress {
-  display: inline-block; /* 1 */
-  vertical-align: baseline; /* 2 */
-}
-
-/**
- * Remove the default vertical scrollbar in IE.
- */
-
-textarea {
-  overflow: auto;
-}
-
-/**
- * 1. Add the correct box sizing in IE 10-.
- * 2. Remove the padding in IE 10-.
- */
-
-[type="checkbox"],
-[type="radio"] {
-  box-sizing: border-box; /* 1 */
-  padding: 0; /* 2 */
-}
-
-/**
- * Correct the cursor style of increment and decrement buttons in Chrome.
- */
-
-[type="number"]::-webkit-inner-spin-button,
-[type="number"]::-webkit-outer-spin-button {
-  height: auto;
-}
-
-/**
- * 1. Correct the odd appearance in Chrome and Safari.
- * 2. Correct the outline style in Safari.
- */
-
-[type="search"] {
-  -webkit-appearance: textfield; /* 1 */
-  outline-offset: -2px; /* 2 */
-}
-
-/**
- * Remove the inner padding and cancel buttons in Chrome and Safari on macOS.
- */
-
-[type="search"]::-webkit-search-cancel-button,
-[type="search"]::-webkit-search-decoration {
-  -webkit-appearance: none;
-}
-
-/**
- * 1. Correct the inability to style clickable types in iOS and Safari.
- * 2. Change font properties to `inherit` in Safari.
- */
-
-::-webkit-file-upload-button {
-  -webkit-appearance: button; /* 1 */
-  font: inherit; /* 2 */
-}
-
-/* Interactive
-   ========================================================================== */
-
-/*
- * Add the correct display in IE 9-.
- * 1. Add the correct display in Edge, IE, and Firefox.
- */
-
-details, /* 1 */
-menu {
-  display: block;
-}
-
-/*
- * Add the correct display in all browsers.
- */
-
-summary {
-  display: list-item;
-}
-
-/* Scripting
-   ========================================================================== */
-
-/**
- * Add the correct display in IE 9-.
- */
-
-canvas {
-  display: inline-block;
-}
-
-/**
- * Add the correct display in IE.
- */
-
-template {
-  display: none;
-}
-
-/* Hidden
-   ========================================================================== */
-
-/**
- * Add the correct display in IE 10-.
- */
-
-[hidden] {
-  display: none;
-}

doc/api/sass/_search.scss

@@ -1,47 +0,0 @@
-.search-container {
-  display: inline-block;
-  position: relative;
-  width: 300px;
-
-  input {
-    width: 100%;
-    padding: 0.5rem;
-  }
-}
-
-.search-results {
-  display: none;
-  position: absolute;
-  background: white;
-  color: black;
-  padding: 1rem;
-  box-shadow: 2px 2px 2px 0 rgba(0, 0, 0, 0.5);
-  max-height: 500px;
-  overflow: auto;
-  width: 150%;
-  right: 0;
-
-  &__items {
-    list-style: none;
-  }
-
-  li {
-    margin-top: 1rem;
-    border-bottom: 1px solid #ccc;
-    font-size: 0.9rem;
-
-    &:first-of-type {
-      margin-top: 0;
-    }
-  }
-
-  &__item {
-    margin-bottom: 1rem;
-
-    a {
-      font-size: 1.2rem;
-      display: inline-block;
-      margin-bottom: 0.5rem;
-    }
-  }
-}

doc/api/sass/_themes.scss

@@ -1,79 +0,0 @@
-
-.themes-container {
-  padding: 3rem;
-  width: 80%;
-  margin: 0 auto;
-
-  img {
-    max-width: 100%;
-  }
-}
-
-@media only screen and (max-width: 1000px)  {
-  .themes-container {
-    width: 100%;
-    margin: 0 1rem;
-  }
-}
-
-.themes {
-  display: flex;
-  flex-wrap: wrap;
-  justify-content: space-between;
-
-  .theme {
-    width: 45%;
-    text-decoration: none;
-    cursor: pointer;
-    margin-bottom: 2rem;
-    border-bottom: none;
-    box-shadow: 0 1px 2px rgba(0, 0, 0, 0.4);
-    padding: 10px;
-
-    img {
-      width: 100%;
-      height: 90%;
-    }
-
-    span {
-      display: block;
-      text-align: center;
-      font-size: 1.1rem;
-    }
-  }
-}
-
-.theme-info {
-  display: flex;
-  align-items: flex-start;
-
-  .thumb {
-    box-shadow: 0 1px 2px rgba(0, 0, 0, 0.07);
-    width: 400px;
-    margin-right: 2rem;
-  }
-
-  h1, p {
-    margin: 0;
-  }
-
-  padding: 1rem;
-}
-
-
-@media only screen and (max-width: 1000px)  {
-  .themes .theme {
-    width: 100%;
-  }
-}
-
-@media only screen and (max-width: 1000px)  {
-  .theme-info {
-    flex-direction: column;
-    align-items: center;
-
-    img {
-      margin-bottom: 1rem;
-    }
-  }
-}

doc/api/sass/site.scss

@@ -1,19 +0,0 @@
-@charset "utf-8";
-
-@import "normalize";
-
-*, *:before, *:after {
-  box-sizing: border-box;
-}
-
-$background: #191919;
-$foreground: white;
-$link-color: #007CBC;
-
-@import "base";
-@import "layout";
-@import "header";
-@import "index";
-@import "docs";
-@import "themes";
-@import "search";

doc/api/static/images/logo.svg

@@ -1,2 +0,0 @@
-<?xml version="1.0" encoding="UTF-8"?>
-<svg enable-background="new 0 0 523.438 166.055" version="1.1" viewBox="0 0 523.44 166.06" xmlns="http://www.w3.org/2000/svg"><path d="m297.43 153.29c-18.051-6.698-91.506-40.523-160.87-72.832-69.291-32.28-134.17-62.929-134.17-62.929-2.082-0.983-2.971-3.466-1.987-5.549 0.981-2.079 3.466-2.97 5.548-1.988 0.037 0.02 16.216 7.661 41.09 19.354 24.874 11.695 58.412 27.425 93.046 43.557 69.192 32.242 143.09 66.232 160.25 72.574 20.188 7.443 37.922 12.204 80.113 12.239 30.434 0 73.407-2.559 138.44-8.568 2.288-0.211 4.319 1.474 4.531 3.765 0.208 2.29-1.478 4.324-3.771 4.536-65.152 6.014-108.31 8.602-139.2 8.605h-0.423c-42.393-1e-3 -61.964-5.092-82.59-12.764z" fill="#B3B3B3"/><path d="m45.824 145.9v-138.39h101.28c27.03 0 44.924 12.184 44.924 35.789 0 17.513-8.947 26.27-19.226 29.506 12.564 3.996 21.702 15.039 21.702 31.22 0 25.319-17.516 41.88-44.545 41.88h-104.13zm41.692-60.155v-20.37h59.774c13.707 0 20.179-4.758 20.179-16.751 0-14.658-11.613-16.943-29.507-16.943h-67.96v90.234h70.052c17.325 0 29.889-4.759 29.889-18.276 0-11.423-7.423-17.894-20.939-17.894h-61.488z" fill="#0086BF"/><path d="m149.96 153.4h-104.13v-7.502h7.501-7.501v7.502h-7.504v-153.4h108.78c14.604 0.018 27.473 3.236 37.154 10.583 9.724 7.301 15.384 19.035 15.273 32.71 0.018 10.01-2.623 18.337-7.222 24.554-1.308 1.779-2.755 3.368-4.306 4.774 2.395 1.964 4.557 4.235 6.422 6.792 4.847 6.626 7.594 15.107 7.58 24.606 0.044 14.363-5.105 27.096-14.494 35.896-9.347 8.809-22.486 13.486-37.463 13.486-0.028 1e-3 -0.058 1e-3 -0.088 1e-3zm0-15.007c12.016-0.018 21.114-3.62 27.266-9.402 6.125-5.814 9.736-14.02 9.777-24.973-0.015-6.687-1.835-11.817-4.698-15.757-2.875-3.934-6.891-6.753-11.775-8.315l-22.267-7.085c-0.322 7e-3 -0.645 0.011-0.97 0.012h-52.271v5.367h53.988c7.892 0 15.036 1.876 20.422 6.475 5.429 4.589 8.092 11.651 8.015 18.922 0.016 4.524-1.103 8.88-3.35 12.497-2.236 3.632-5.46 6.38-9.02 8.3-7.172 3.825-15.677 4.938-25.019 4.979h-77.553v-105.24h75.46c6.958 0.014 13.253 0.288 19.035 1.724 5.677 1.383 11.425 4.37 14.807 10.025 2.23 3.702 3.174 8.068 3.171 12.698-5e-3 3.663-0.489 7.129-1.729 10.368-1.045 2.753-2.714 5.301-4.853 7.329l2.154-0.677c3.906-1.243 7.213-3.358 9.68-6.692 2.445-3.351 4.276-8.156 4.297-15.657-0.111-9.936-3.399-16.094-9.377-20.786-6.028-4.645-15.62-7.52-28.046-7.501l-93.773-3e-3v123.39h96.629v-1e-3zm-72.453-23.984h62.551c5.981 0.011 11.112-0.651 14.744-1.85 3.688-1.218 5.575-2.753 6.528-4.306 0.647-1.077 1.099-2.388 1.113-4.618-0.073-4.151-1.124-6.039-2.785-7.541-1.701-1.492-5.034-2.853-10.648-2.853h-61.49v-7.501h7.501-7.501v7.501h-7.504v-35.372h67.277c4.502 0.018 7.602-0.643 9.234-1.431 1.634-0.854 2.056-1.329 2.718-2.838 0.402-1.025 0.728-2.648 0.728-4.979-0.01-2.704-0.518-4.121-1.023-4.967-0.526-0.837-1.154-1.457-2.696-2.209-3.023-1.521-9.667-2.335-18.288-2.268h-60.459v75.232z" fill="#fff"/><path d="M251.22,145.899V31.68h-52.54V7.505h129.256V31.68h-52.539v114.22H251.22z" fill="#0086BF"/><path d="m251.22 153.4v-7.499h7.501-7.501v7.499h-7.504l-2e-3 -114.22h-52.538v-39.175h144.26v39.175h-52.541v114.22h-31.678zm16.673-15.001v-114.22h52.538v-9.171h-114.25v9.171h52.542v114.22h9.171v-1e-3z" fill="#fff"/><path d="m340.11 145.9v-24.176h103.74c12.942 0 20.177-7.233 20.177-18.083 0-11.802-7.234-17.893-20.177-17.893h-63.58c-26.075 0-42.257-16.562-42.257-39.404 0-22.271 15.038-38.831 42.639-38.831h99.365v24.174h-99.365c-11.042 0-17.514 6.473-17.514 16.94 0 10.469 6.661 16.751 17.324 16.751h63.388c27.98 0 43.02 13.134 43.02 39.974 0 23.226-14.089 40.546-43.02 40.546h-103.74z" fill="#383431"/><path d="m443.85 153.4h-103.74v-7.499h7.498-7.498v7.499h-7.505v-39.176h111.25c5.118-0.02 8.116-1.385 9.849-2.984 1.71-1.622 2.774-3.8 2.823-7.597-0.071-4.45-1.162-6.342-2.67-7.727-1.55-1.385-4.646-2.668-10.002-2.668h-63.58c-14.603 0.028-27.235-4.711-36.097-13.218-8.89-8.476-13.698-20.511-13.666-33.685-0.032-12.792 4.428-24.712 13.274-33.177 8.826-8.496 21.605-13.184 36.87-13.155h106.86v39.176h-106.86c-4.11 0.028-6.327 1.125-7.658 2.411-1.313 1.309-2.315 3.29-2.354 7.027 0.043 3.691 1.042 5.592 2.354 6.89 1.338 1.278 3.562 2.338 7.469 2.36h63.388c15.081-7e-3 27.896 3.536 37.065 11.888 9.185 8.367 13.511 20.865 13.455 35.59 0.022 13.078-4.037 25.357-12.824 34.248-8.729 8.882-21.678 13.796-37.497 13.796-0.066 1e-3 -0.135 1e-3 -0.2 1e-3zm-96.246-14.999 96.246-4e-3c13.017-0.037 21.505-3.779 27.018-9.329 5.488-5.576 8.475-13.569 8.494-23.712-0.052-12.118-3.246-19.606-8.572-24.519-5.35-4.923-14.046-7.951-26.939-7.956h-63.388c-6.76 0.022-13.199-2.056-17.858-6.541-4.686-4.459-7.014-10.932-6.972-17.712-0.038-6.729 2.191-13.218 6.88-17.764 4.659-4.564 11.2-6.707 18.14-6.678h91.856v-9.174l-91.856 4e-3c-12.341 0.026-20.88 3.617-26.474 8.971-5.574 5.382-8.632 12.875-8.667 22.358 0.035 9.665 3.317 17.334 9.038 22.85 5.746 5.486 14.244 9.029 25.721 9.049h63.58c7.58 0 14.573 1.767 19.88 6.38 5.34 4.606 7.87 11.665 7.799 19.018 0.048 7.05-2.504 13.916-7.652 18.62-5.117 4.73-12.205 6.982-20.026 6.965l-96.246-6e-3v9.18h-2e-3z" fill="#fff"/><path d="m45.824 145.9v-138.39h101.27c6Line truncated

doc/api/static/search.js

@@ -1,180 +0,0 @@
-function debounce(func, wait) {
-  var timeout;
-
-  return function () {
-    var context = this;
-    var args = arguments;
-    clearTimeout(timeout);
-
-    timeout = setTimeout(function () {
-      timeout = null;
-      func.apply(context, args);
-    }, wait);
-  };
-}
-
-// Taken from mdbook
-// The strategy is as follows:
-// First, assign a value to each word in the document:
-//  Words that correspond to search terms (stemmer aware): 40
-//  Normal words: 2
-//  First word in a sentence: 8
-// Then use a sliding window with a constant number of words and count the
-// sum of the values of the words within the window. Then use the window that got the
-// maximum sum. If there are multiple maximas, then get the last one.
-// Enclose the terms in <b>.
-function makeTeaser(body, terms) {
-  var TERM_WEIGHT = 40;
-  var NORMAL_WORD_WEIGHT = 2;
-  var FIRST_WORD_WEIGHT = 8;
-  var TEASER_MAX_WORDS = 30;
-
-  var stemmedTerms = terms.map(function (w) {
-    return elasticlunr.stemmer(w.toLowerCase());
-  });
-  var termFound = false;
-  var index = 0;
-  var weighted = []; // contains elements of ["word", weight, index_in_document]
-
-  // split in sentences, then words
-  var sentences = body.toLowerCase().split(". ");
-
-  for (var i in sentences) {
-    var words = sentences[i].split(" ");
-    var value = FIRST_WORD_WEIGHT;
-
-    for (var j in words) {
-      var word = words[j];
-
-      if (word.length > 0) {
-        for (var k in stemmedTerms) {
-          if (elasticlunr.stemmer(word).startsWith(stemmedTerms[k])) {
-            value = TERM_WEIGHT;
-            termFound = true;
-          }
-        }
-        weighted.push([word, value, index]);
-        value = NORMAL_WORD_WEIGHT;
-      }
-
-      index += word.length;
-      index += 1;  // ' ' or '.' if last word in sentence
-    }
-
-    index += 1;  // because we split at a two-char boundary '. '
-  }
-
-  if (weighted.length === 0) {
-    return body;
-  }
-
-  var windowWeights = [];
-  var windowSize = Math.min(weighted.length, TEASER_MAX_WORDS);
-  // We add a window with all the weights first
-  var curSum = 0;
-  for (var i = 0; i < windowSize; i++) {
-    curSum += weighted[i][1];
-  }
-  windowWeights.push(curSum);
-
-  for (var i = 0; i < weighted.length - windowSize; i++) {
-    curSum -= weighted[i][1];
-    curSum += weighted[i + windowSize][1];
-    windowWeights.push(curSum);
-  }
-
-  // If we didn't find the term, just pick the first window
-  var maxSumIndex = 0;
-  if (termFound) {
-    var maxFound = 0;
-    // backwards
-    for (var i = windowWeights.length - 1; i >= 0; i--) {
-      if (windowWeights[i] > maxFound) {
-        maxFound = windowWeights[i];
-        maxSumIndex = i;
-      }
-    }
-  }
-
-  var teaser = [];
-  var startIndex = weighted[maxSumIndex][2];
-  for (var i = maxSumIndex; i < maxSumIndex + windowSize; i++) {
-    var word = weighted[i];
-    if (startIndex < word[2]) {
-      // missing text from index to start of `word`
-      teaser.push(body.substring(startIndex, word[2]));
-      startIndex = word[2];
-    }
-
-    // add <em/> around search terms
-    if (word[1] === TERM_WEIGHT) {
-      teaser.push("<b>");
-    }
-    startIndex = word[2] + word[0].length;
-    teaser.push(body.substring(word[2], startIndex));
-
-    if (word[1] === TERM_WEIGHT) {
-      teaser.push("</b>");
-    }
-  }
-  teaser.push("…");
-  return teaser.join("");
-}
-
-function formatSearchResultItem(item, terms) {
-  return '<div class="search-results__item">'
-  + `<a href="${item.ref}">${item.doc.title}</a>`
-  + `<div>${makeTeaser(item.doc.body, terms)}</div>`
-  + '</div>';
-}
-
-function initSearch() {
-  var $searchInput = document.getElementById("search");
-  var $searchResults = document.querySelector(".search-results");
-  var $searchResultsItems = document.querySelector(".search-results__items");
-  var MAX_ITEMS = 10;
-
-  var options = {
-    bool: "AND",
-    fields: {
-      title: {boost: 2},
-      body: {boost: 1},
-    }
-  };
-  var currentTerm = "";
-  var index = elasticlunr.Index.load(window.searchIndex);
-
-  $searchInput.addEventListener("keyup", debounce(function() {
-    var term = $searchInput.value.trim();
-    if (term === currentTerm || !index) {
-      return;
-    }
-    $searchResults.style.display = term === "" ? "none" : "block";
-    $searchResultsItems.innerHTML = "";
-    if (term === "") {
-      return;
-    }
-
-    var results = index.search(term, options);
-    if (results.length === 0) {
-      $searchResults.style.display = "none";
-      return;
-    }
-
-    currentTerm = term;
-    for (var i = 0; i < Math.min(results.length, MAX_ITEMS); i++) {
-      var item = document.createElement("li");
-      item.innerHTML = formatSearchResultItem(results[i], term.split(" "));
-      $searchResultsItems.appendChild(item);
-    }
-  }, 150));
-}
-
-
-if (document.readyState === "complete" ||
-    (document.readyState !== "loading" && !document.documentElement.doScroll)
-) {
-  initSearch();
-} else {
-  document.addEventListener("DOMContentLoaded", initSearch);
-}

doc/api/templates/index.html

@@ -1,101 +0,0 @@
-<!DOCTYPE html>
-<html lang="en-us">
-    <head>
-        <meta charset="UTF-8">
-        <meta http-equiv="X-UA-Compatible" content="IE=edge">
-        <meta name="apple-mobile-web-app-capable" content="yes">
-        <link href="https://fonts.googleapis.com/css?family=Source+Sans+Pro:300,400,600" rel="stylesheet" />
-        <meta name="viewport" content="width=device-width, initial-scale=1">
-        <meta name="description" content="{% block description %}{{ config.description }}{% endblock description %}">
-        <meta name="keywords" content="Futures, Options, Derivatives, Trade, Trading, Professional, options trading, futures trading, Software, API, SDK" />
-        <meta name="rights" content="© Blue Trading Systems" />
-        <meta name="author" content="{{ config.extra.author }}">
-        <title>{% block title %}{{ config.title }}{% endblock title %}</title>
-        <link rel="stylesheet" href="{{ get_url(path="site.css") }}"/>
-        <link rel="icon" href="{{ get_url(path="favicon.ico") }}">
-        <link rel="stylesheet" href="https://stackpath.bootstrapcdn.com/font-awesome/4.7.0/css/font-awesome.min.css">
-        <script> dataLayer = [{ 'visitorType': 'geek' }]; </script>
-    </head>
-    <body>
-
-        <header>
-            <nav class="{% block extra_nav_class %}container{% endblock extra_nav_class %}">
-                <a class="header__logo white" href="{{ config.base_url }}">
-                    <img width="100" src="/images/logo.svg">
-                </a>
-                <a class="white" href="{{ get_url(path="@/server/_index.md") }}" class="nav-link">Server SDK</a>
-                <a class="white" href="{{ get_url(path="@/client/_index.md") }}" class="nav-link">Client SDK</a>
-                <a class="white" href="https://www.bluetradingsystems.com/bts-spark" class="nav-link">About Spark</a>
-
-                <div class="search-container">
-                    <input id="search" type="search" placeholder="🔎 Search">
-
-                    <div class="search-results">
-                        <div class="search-results__items"></div>
-                    </div>
-                </div>
-            </nav>
-        </header>
-
-        <div class="content content--reversed">
-            {% block content %}
-                <div class="hero">
-                    <h1>Spark SDK</h1>
-                    <p class="hero__tagline">
-                        Spark consists of a client UI 
-                        (<a href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>), 
-                        a high-performance professional futures front end, connected via our proprietary protocol over TCP to our Spark Server, which in turn connects to execution venues via their native protocols.
-                        Use the Spark SDK to extend Spark Server with your custom Algos, then use the Client SDK to launch and control them.
-                    </p>
-                </div>
-
-                <div class="inverted-colours selling-points">
-                    <div class="selling-points__content container">
-                        <div class="selling-header">
-                            <img src="/images/API.png" width="100%" />
-                        </div>
-                        <div class="selling-point">
-                            <h2>
-                                Server SDK 
-                                <i class="fa fa-tachometer" aria-hidden="true"></i>
-                            </h2>
-                            <p>
-                                Leverage the ultra-low latency Spark C++ API to develop and run your custom Algo.  Have your first sub-10 microsecond trading algorithm running in under an hour.
-                            </p>
-                            <a href="{{ get_url(path="@/server/_index.md") }}" class="button">Get started</a>
-                        </div>
-
-                        <div class="selling-point">
-                            <h2>
-                                Client SDK
-                                <i class="fa fa-gamepad" aria-hidden="true"></i>
-                            </h2>
-                            <p>
-                                The Spark client SDK allows you to integrate spark with your existing ecosystem. The Spark Client is built entirely on this simple, powerful API.
-                            </p>
-                            <a href="{{ get_url(path="@/client/_index.md") }}" class="button">Get started</a>
-                        </div>
-                        
-                    </div>
-                </div>
-
-            {% endblock content %}
-        </div>
-        <footer>
-            © Blue Trading Systems
-        </footer>
-
-        <script>
-            if (location.hostname == "api.bluetradesys.com") {
-                (function(w,d,s,l,i){w[l]=w[l]||[];w[l].push({'gtm.start':
-                new Date().getTime(),event:'gtm.js'});var f=d.getElementsByTagName(s)[0],
-                j=d.createElement(s),dl=l!='dataLayer'?'&l='+l:'';j.async=true;j.src=
-                'https://www.googletagmanager.com/gtm.js?id='+i+dl;f.parentNode.insertBefore(j,f);
-                })(window,document,'script','dataLayer','GTM-56FHG8R');
-            }
-        </script>
-        <script type="text/javascript" src="{{ get_url(path="elasticlunr.min.js") }}"></script>
-        <script type="text/javascript" src="{{ get_url(path="search_index.en.js") }}"></script>
-        <script type="text/javascript" src="{{ get_url(path="search.js") }}"></script>
-    </body>
-</html>

doc/api/templates/page.html

@@ -1,53 +0,0 @@
-{% extends "index.html" %}
-{# this has access to the "page" variable but documentation.html does not #}
-
-{% block title %}{{ page.title }} | {{ super() }} {% endblock title %}
-
-{% block next_link %}
-{% endblock next_link %}
-
-{% block content %}
-{% set section = get_section(path=page.ancestors[1]) %}
-{# 
-{#<div>{{ section.title }} </div>#}
-<div class="documentation">
-    <aside class="documentation__sidebar">
-        <ul>
-        {% for p in section.subsections %}
-            {% set subsection = get_section(path=p) %}
-            <li>
-                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
-                <ul>
-                    {% for page in subsection.pages %}
-                        <li class="{% if current_path == page.path %}active{% endif %}">
-                            <a href="{{page.permalink}}">{{page.title}}</a>
-                        </li>
-                    {% endfor %}
-                </ul>
-            </li>
-        {% endfor %}
-        </ul>
-    </aside>
-    <div class="documentation__content">
-        <h1>{{page.title}}</h1>
-        {{page.content | safe}}
-
-    {# next/pre links #}
-    <p>
-    {% if page.lighter %}
-        <a href="{{ page.lighter.permalink }}">
-            <i class="fa fa-chevron-left fa-fw" aria-hidden="true"></i>
-            Previous
-        </a>
-    {% endif %}
-    &nbsp;
-    {% if page.heavier %}
-        <a href="{{ page.heavier.permalink }}">
-            Next
-            <i class="fa fa-chevron-right fa-fw" aria-hidden="true"></i>
-        </a>
-    {% endif %}
-    </p>
-    </div>
-</div>
-{% endblock content %}

doc/api/templates/shortcodes/clipable.html

@@ -1,15 +0,0 @@
-<pre 
-   {% if background %}
-   style="background-color:{{background}};"
-   {% else %}
-   style="background-color:#383838;"
-   {% endif %}
-   >
-<span 
-   {% if color %}
-   style="color:{{color}};"
-   {% else %}
-   style="color:#e6e1dc;"
-   {% endif %}
-><a onclick="navigator.clipboard.writeText('{{body}}')"><i class="fa fa-clipboard fa-underline" style="color: white; text-decoration: none;"></i></a> {{body}}</span>
-</pre>

doc/api/templates/shortcodes/gallery.html

@@ -1,7 +0,0 @@
-{% for asset in page.assets -%}
-  {%- if asset is matching("[.](jpg|png)$") -%}
-    <a href="{{ get_url(path=asset) | safe }}" target="_blank">
-      <img src="{{ resize_image(path=asset, width=240, height=180, op="fill", format="auto") | safe }}" />
-    </a>
-  {%- endif %}
-{%- endfor %}

doc/api/templates/shortcodes/info.html

@@ -1,4 +0,0 @@
-<div class="info">
-<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
-    {{body}}
-</div>

doc/api/templates/shortcodes/linux.html

@@ -1,4 +0,0 @@
-<div class="linux">
-    <i class="fa fa-linux fa-fw" aria-hidden="true"></i>
-    {{body}}
-</div>

doc/api/templates/shortcodes/resize_image.html

@@ -1 +0,0 @@
-<img src="{{ resize_image(path=path, width=width, height=height, op=op) }}" />

doc/dev/architecture.org

@@ -1,71 +0,0 @@
-* Services
-** Admin
-** ErrorReport
-** MarketDataRelay
-** Persistence
-** ShellDiagnostic
-** SyntheticSecurity
-** Order
-*** Streams
-- Fills
-- Orders
-*** Ops
-- Create/Update/Cancel/Crack orders
-*** Internal structure
-- Two threads, fast and slow
-**** Fast Actors
-***** MDSource
-***** OrderManager
-***** ExecutionGateway
-**** Slow Actors
-***** ServiceBridge
-***** Timer
-***** AsyncFactory
-***** OrderStore
-***** FillStore
-***** SecuritySrc
-* Benchmarks
-* OrderMan
-** OrderServices
-*** callbacks
-**** standard
-- update
-- cancel
-- crack
-- activate
-- book
-- settlement
-- child order state
-- timer
-**** low level
-- exe reports
-- cancel rejects
-- gateway status
-*** services
-**** standard
-- secdb
-- get time
-- schedule actions
-- order builder
-  - activate
-  - update
-  - cancel 
-  - crack
-**** low level
-- governor
-- send fix
-- get time str
-- limiter
-** Internalize plan
-- change order initiated update/cancel/crack/activate/report_state to
-  use direct method calls
-- need to watch out for reentrancy
-- need to also report state externally 
-- also want to separate active from non active orders in map to speed
-  up look ups
-- want to use direct references in orders to avoid lookups
-- want to change how time is captured, the trace is too big to copy
-  around
-
-
-

doc/dev/benchmark.txt

@@ -1,74 +0,0 @@
----------------------------------------------------------------------------------
-Benchmark                                          Time           CPU Iterations
----------------------------------------------------------------------------------
-gen_id                                        343486 ns     335807 ns       2075
-mutex_lock_unlock                                 21 ns         21 ns   32639774
-spin_lock_unlock                                   8 ns          8 ns   89116301
-bts_spinlock_lock_unlock                           8 ns          8 ns   89147033
-serialize_update                                  44 ns         44 ns   16087792
-serialize_order                                 1490 ns       1490 ns     469370
-binary_search_of_guid/8                           45 ns         45 ns   19628480
-binary_search_of_guid/64                          74 ns         74 ns    8488516
-binary_search_of_guid/512                        152 ns        152 ns    5951672
-binary_search_of_guid/4096                       176 ns        176 ns    3516706
-binary_search_of_guid/8192                       204 ns        204 ns    4195026
-binary_search_of_int64/8                           7 ns          7 ns  125831105
-binary_search_of_int64/64                         10 ns         10 ns   83445929
-binary_search_of_int64/512                        17 ns         17 ns   44577843
-binary_search_of_int64/4096                       21 ns         21 ns   30816423
-binary_search_of_int64/8192                       23 ns         23 ns   33503850
-binary_search_of_int32/8                           6 ns          6 ns  105190034
-binary_search_of_int32/64                          9 ns          9 ns   69381845
-binary_search_of_int32/512                        17 ns         17 ns   46519573
-binary_search_of_int32/4096                       21 ns         21 ns   34235987
-binary_search_of_int32/8192                       23 ns         23 ns   30444656
-guid_gen                                        6302 ns       6139 ns     113547
-shared_ptr_cpy                                    12 ns         12 ns   56257121
-alloc_free                                        27 ns         27 ns   26090707
-new_delete                                        19 ns         19 ns   37533496
-boost_pool                                         1 ns          1 ns 1000000000
-boost_object_pool                                  2 ns          2 ns  355797411
-protected_boost_pool                              15 ns         15 ns   45520032
-boost_singleton_pool                              38 ns         38 ns   18434739
-atomic_inc                                         6 ns          6 ns  112527844
-mem_copy/8                                         4 ns          4 ns  164561574   1.73705GB/s
-mem_copy/64                                        4 ns          4 ns  164581813   14.0167GB/s
-mem_copy/128                                       4 ns          4 ns  164619030   28.0289GB/s
-mem_copy/512                                      14 ns         14 ns   50947879   33.8911GB/s
-mem_copy/1024                                     30 ns         30 ns   23514125   31.6838GB/s
-mem_copy/8192                                    336 ns        336 ns    2083753   22.6921GB/s
-alloc_and_copy_from_pool                           1 ns          1 ns 1000000000
-lambda_copy                                       39 ns         39 ns   18132412
-boost_pool_allocator                              96 ns         96 ns    7326598
-queue_notification                                 5 ns          5 ns  142589437
-queue_notification2                                6 ns          6 ns  112575651
-boost_lockless_queue                              49 ns         49 ns   13287170
-moody_camel_queue                                 29 ns         29 ns   24188660
-moody_camel_fat_push                              95 ns         95 ns    7354405
-boost_lockless_stack                              44 ns         44 ns   15788696
-moody_camel_slim_push                             89 ns         89 ns    7856017
-lambda_alloc_copy<NeighbourAddition>               7 ns          7 ns   97263743
-lambda_alloc_copy<NeighbourRemoval>                7 ns          7 ns   97123060
-lambda_alloc_copy<Advertisement>                   7 ns          7 ns   97227678
-lambda_alloc_copy<Unadvertisement>                 7 ns          7 ns   97224373
-lambda_alloc_copy<Subscription>                    7 ns          7 ns   97186624
-lambda_alloc_copy<Unsubscription>                  7 ns          7 ns   97246484
-lambda_alloc_copy<InternalSubscription>            7 ns          7 ns   97179666
-lambda_alloc_copy<InternalUnsubscription>          7 ns          7 ns   97138264
-simple_alloc_copy<NeighbourAddition>               4 ns          4 ns  194500344
-simple_alloc_copy<NeighbourRemoval>                3 ns          3 ns  256560908
-simple_alloc_copy<Advertisement>                   4 ns          4 ns  194403696
-simple_alloc_copy<Unadvertisement>                 3 ns          3 ns  267468747
-simple_alloc_copy<Subscription>                    3 ns          3 ns  267340791
-simple_alloc_copy<Unsubscription>                  3 ns          3 ns  237752654
-simple_alloc_copy<InternalSubscription>            4 ns          4 ns  178297581
-simple_alloc_copy<InternalUnsubscription>          3 ns          3 ns  267398457
-get_thread_id                                      5 ns          5 ns  152785800
-native_order_fix_data_create/8                    19 ns         19 ns   37523830
-native_order_fix_data_create/64                   19 ns         19 ns   36243824
-native_order_fix_data_create/512                  19 ns         19 ns   36265679
-native_order_fix_data_create/4096                 67 ns         67 ns   10475112
-native_order_fix_data_create/32768                59 ns         59 ns   11880862
-native_order_fix_data_create/131072               60 ns         60 ns   11755809
-native_order_fix_data_fragment                   101 ns        101 ns    6957912
-small_vec                                          1 ns          1 ns  535005301

doc/dev/dev_process.html

@@ -1,301 +0,0 @@
-<?xml version="1.0" encoding="utf-8"?>
-<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN"
-"http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
-<html xmlns="http://www.w3.org/1999/xhtml" lang="en" xml:lang="en">
-<head>
-<!-- 2018-10-08 Mon 18:50 -->
-<meta http-equiv="Content-Type" content="text/html;charset=utf-8" />
-<meta name="viewport" content="width=device-width, initial-scale=1" />
-<title>&lrm;</title>
-<meta name="generator" content="Org mode" />
-<meta name="author" content="ppinto" />
-<style type="text/css">
- <!--/*--><![CDATA[/*><!--*/
-  .title  { text-align: center;
-             margin-bottom: .2em; }
-  .subtitle { text-align: center;
-              font-size: medium;
-              font-weight: bold;
-              margin-top:0; }
-  .todo   { font-family: monospace; color: red; }
-  .done   { font-family: monospace; color: green; }
-  .priority { font-family: monospace; color: orange; }
-  .tag    { background-color: #eee; font-family: monospace;
-            padding: 2px; font-size: 80%; font-weight: normal; }
-  .timestamp { color: #bebebe; }
-  .timestamp-kwd { color: #5f9ea0; }
-  .org-right  { margin-left: auto; margin-right: 0px;  text-align: right; }
-  .org-left   { margin-left: 0px;  margin-right: auto; text-align: left; }
-  .org-center { margin-left: auto; margin-right: auto; text-align: center; }
-  .underline { text-decoration: underline; }
-  #postamble p, #preamble p { font-size: 90%; margin: .2em; }
-  p.verse { margin-left: 3%; }
-  pre {
-    border: 1px solid #ccc;
-    box-shadow: 3px 3px 3px #eee;
-    padding: 8pt;
-    font-family: monospace;
-    overflow: auto;
-    margin: 1.2em;
-  }
-  pre.src {
-    position: relative;
-    overflow: visible;
-    padding-top: 1.2em;
-  }
-  pre.src:before {
-    display: none;
-    position: absolute;
-    background-color: white;
-    top: -10px;
-    right: 10px;
-    padding: 3px;
-    border: 1px solid black;
-  }
-  pre.src:hover:before { display: inline;}
-  /* Languages per Org manual */
-  pre.src-asymptote:before { content: 'Asymptote'; }
-  pre.src-awk:before { content: 'Awk'; }
-  pre.src-C:before { content: 'C'; }
-  /* pre.src-C++ doesn't work in CSS */
-  pre.src-clojure:before { content: 'Clojure'; }
-  pre.src-css:before { content: 'CSS'; }
-  pre.src-D:before { content: 'D'; }
-  pre.src-ditaa:before { content: 'ditaa'; }
-  pre.src-dot:before { content: 'Graphviz'; }
-  pre.src-calc:before { content: 'Emacs Calc'; }
-  pre.src-emacs-lisp:before { content: 'Emacs Lisp'; }
-  pre.src-fortran:before { content: 'Fortran'; }
-  pre.src-gnuplot:before { content: 'gnuplot'; }
-  pre.src-haskell:before { content: 'Haskell'; }
-  pre.src-hledger:before { content: 'hledger'; }
-  pre.src-java:before { content: 'Java'; }
-  pre.src-js:before { content: 'Javascript'; }
-  pre.src-latex:before { content: 'LaTeX'; }
-  pre.src-ledger:before { content: 'Ledger'; }
-  pre.src-lisp:before { content: 'Lisp'; }
-  pre.src-lilypond:before { content: 'Lilypond'; }
-  pre.src-lua:before { content: 'Lua'; }
-  pre.src-matlab:before { content: 'MATLAB'; }
-  pre.src-mscgen:before { content: 'Mscgen'; }
-  pre.src-ocaml:before { content: 'Objective Caml'; }
-  pre.src-octave:before { content: 'Octave'; }
-  pre.src-org:before { content: 'Org mode'; }
-  pre.src-oz:before { content: 'OZ'; }
-  pre.src-plantuml:before { content: 'Plantuml'; }
-  pre.src-processing:before { content: 'Processing.js'; }
-  pre.src-python:before { content: 'Python'; }
-  pre.src-R:before { content: 'R'; }
-  pre.src-ruby:before { content: 'Ruby'; }
-  pre.src-sass:before { content: 'Sass'; }
-  pre.src-scheme:before { content: 'Scheme'; }
-  pre.src-screen:before { content: 'Gnu Screen'; }
-  pre.src-sed:before { content: 'Sed'; }
-  pre.src-sh:before { content: 'shell'; }
-  pre.src-sql:before { content: 'SQL'; }
-  pre.src-sqlite:before { content: 'SQLite'; }
-  /* additional languages in org.el's org-babel-load-languages alist */
-  pre.src-forth:before { content: 'Forth'; }
-  pre.src-io:before { content: 'IO'; }
-  pre.src-J:before { content: 'J'; }
-  pre.src-makefile:before { content: 'Makefile'; }
-  pre.src-maxima:before { content: 'Maxima'; }
-  pre.src-perl:before { content: 'Perl'; }
-  pre.src-picolisp:before { content: 'Pico Lisp'; }
-  pre.src-scala:before { content: 'Scala'; }
-  pre.src-shell:before { content: 'Shell Script'; }
-  pre.src-ebnf2ps:before { content: 'ebfn2ps'; }
-  /* additional language identifiers per "defun org-babel-execute"
-       in ob-*.el */
-  pre.src-cpp:before  { content: 'C++'; }
-  pre.src-abc:before  { content: 'ABC'; }
-  pre.src-coq:before  { content: 'Coq'; }
-  pre.src-groovy:before  { content: 'Groovy'; }
-  /* additional language identifiers from org-babel-shell-names in
-     ob-shell.el: ob-shell is the only babel language using a lambda to put
-     the execution function name together. */
-  pre.src-bash:before  { content: 'bash'; }
-  pre.src-csh:before  { content: 'csh'; }
-  pre.src-ash:before  { content: 'ash'; }
-  pre.src-dash:before  { content: 'dash'; }
-  pre.src-ksh:before  { content: 'ksh'; }
-  pre.src-mksh:before  { content: 'mksh'; }
-  pre.src-posh:before  { content: 'posh'; }
-  /* Additional Emacs modes also supported by the LaTeX listings package */
-  pre.src-ada:before { content: 'Ada'; }
-  pre.src-asm:before { content: 'Assembler'; }
-  pre.src-caml:before { content: 'Caml'; }
-  pre.src-delphi:before { content: 'Delphi'; }
-  pre.src-html:before { content: 'HTML'; }
-  pre.src-idl:before { content: 'IDL'; }
-  pre.src-mercury:before { content: 'Mercury'; }
-  pre.src-metapost:before { content: 'MetaPost'; }
-  pre.src-modula-2:before { content: 'Modula-2'; }
-  pre.src-pascal:before { content: 'Pascal'; }
-  pre.src-ps:before { content: 'PostScript'; }
-  pre.src-prolog:before { content: 'Prolog'; }
-  pre.src-simula:before { content: 'Simula'; }
-  pre.src-tcl:before { content: 'tcl'; }
-  pre.src-tex:before { content: 'TeX'; }
-  pre.src-plain-tex:before { content: 'Plain TeX'; }
-  pre.src-verilog:before { content: 'Verilog'; }
-  pre.src-vhdl:before { content: 'VHDL'; }
-  pre.src-xml:before { content: 'XML'; }
-  pre.src-nxml:before { content: 'XML'; }
-  /* add a generic configuration mode; LaTeX export needs an additional
-     (add-to-list 'org-latex-listings-langs '(conf " ")) in .emacs */
-  pre.src-conf:before { content: 'Configuration File'; }
-
-  table { border-collapse:collapse; }
-  caption.t-above { caption-side: top; }
-  caption.t-bottom { caption-side: bottom; }
-  td, th { vertical-align:top;  }
-  th.org-right  { text-align: center;  }
-  th.org-left   { text-align: center;   }
-  th.org-center { text-align: center; }
-  td.org-right  { text-align: right;  }
-  td.org-left   { text-align: left;   }
-  td.org-center { text-align: center; }
-  dt { font-weight: bold; }
-  .footpara { display: inline; }
-  .footdef  { margin-bottom: 1em; }
-  .figure { padding: 1em; }
-  .figure p { text-align: center; }
-  .inlinetask {
-    padding: 10px;
-    border: 2px solid gray;
-    margin: 10px;
-    background: #ffffcc;
-  }
-  #org-div-home-and-up
-   { text-align: right; font-size: 70%; white-space: nowrap; }
-  textarea { overflow-x: auto; }
-  .linenr { font-size: smaller }
-  .code-highlighted { background-color: #ffff00; }
-  .org-info-js_info-navigation { border-style: none; }
-  #org-info-js_console-label
-    { font-size: 10px; font-weight: bold; white-space: nowrap; }
-  .org-info-js_search-highlight
-    { background-color: #ffff00; color: #000000; font-weight: bold; }
-  .org-svg { width: 90%; }
-  /*]]>*/-->
-</style>
-<script type="text/javascript">
-/*
-@licstart  The following is the entire license notice for the
-JavaScript code in this tag.
-
-Copyright (C) 2012-2018 Free Software Foundation, Inc.
-
-The JavaScript code in this tag is free software: you can
-redistribute it and/or modify it under the terms of the GNU
-General Public License (GNU GPL) as published by the Free Software
-Foundation, either version 3 of the License, or (at your option)
-any later version.  The code is distributed WITHOUT ANY WARRANTY;
-without even the implied warranty of MERCHANTABILITY or FITNESS
-FOR A PARTICULAR PURPOSE.  See the GNU GPL for more details.
-
-As additional permission under GNU GPL version 3 section 7, you
-may distribute non-source (e.g., minimized or compacted) forms of
-that code without the copy of the GNU GPL normally required by
-section 4, provided you include this license notice and a URL
-through which recipients can access the Corresponding Source.
-
-
-@licend  The above is the entire license notice
-for the JavaScript code in this tag.
-*/
-<!--/*--><![CDATA[/*><!--*/
- function CodeHighlightOn(elem, id)
- {
-   var target = document.getElementById(id);
-   if(null != target) {
-     elem.cacheClassElem = elem.className;
-     elem.cacheClassTarget = target.className;
-     target.className = "code-highlighted";
-     elem.className   = "code-highlighted";
-   }
- }
- function CodeHighlightOff(elem, id)
- {
-   var target = document.getElementById(id);
-   if(elem.cacheClassElem)
-     elem.className = elem.cacheClassElem;
-   if(elem.cacheClassTarget)
-     target.className = elem.cacheClassTarget;
- }
-/*]]>*///-->
-</script>
-</head>
-<body>
-<div id="content">
-<p>
-We are going to experiment with our development process, getting away
-from cycles and towards more continuous development. The main idea is
-to get rid of the prod and QA branches and instead deploy directly
-from master, which we keep deployment ready at all times. Development
-occurs on private branches, each branch mapped to a separately
-deploy-able project. Each of projects will be managed more or less
-independently and will include specification, development and
-validation stages. At any particular time we might have anywhere from
-1 to 6 projects in flight each of which continuously pulls from master,
-but does not push back to master until the code is ready to be
-deployed to production. The point at which a project is ready to be
-deployed then takes roughly the place of the QA phase of our old cycle
-mode. At this time, we will do a PR, and go through a series of
-validation steps, to make sure the work meets our standards. This
-validation includes:
-</p>
-
-<ul class="org-ul">
-<li>Code Reviews</li>
-<li>Acceptance Testing (including UI and business tests)</li>
-<li>Automated System testing (to be developed)</li>
-<li>A mini-qa, focused on the feature, by someone not directly involved
-in its implementation</li>
-<li>If possible, deployment to a beta customer.</li>
-</ul>
-
-<p>
-Once these QA gates are passed, we will update the release notes, tag
-a new version, integrate to master and then ideally immediately deploy
-to a customer.
-</p>
-
-<p>
-The main goal with this change is to reduce the latency from feature
-specification to production roll out. We also hope to improve
-throughput by making more efficient use of QA time and reducing idle
-cycles. We expect people to participate in more than one project
-depending on their area of expertise and work load. This does not mean
-people will work on two things at the same time, rather that people
-come into and leave projects as they free up and not when the project
-starts or ends.
-</p>
-
-<p>
-This new scheme will come into full effect when we finish 1.3
-although to some degree 1.3 was already setup like this. At the
-moment, we have 3 major projects, vap/settlments/implied, grid
-settings and speed work, which are in branches of prod. We will merge
-these back to prod and then master this week. We have 3 other projects
-that are in master, the excel API, the server side SDK and the MIC
-administration and enforcement components. These we hope to stabilize
-as soon as possible so that we can merge them to prod and deploy them
-along with the rest. Once we have all this, prod and master should be
-identical and we will delete prod and operate exclusively out of
-master. Please avoid committing anything new to master so we can
-complete this transition as soon as possible.
-</p>
-
-<p>
-Let me know if you have any question
-</p>
-</div>
-<div id="postamble" class="status">
-<p class="author">Author: ppinto</p>
-<p class="date">Created: 2018-10-08 Mon 18:50</p>
-<p class="validation"><a href="http://validator.w3.org/check?uri=referer">Validate</a></p>
-</div>
-</body>
-</html>

doc/dev/dev_process.md

@@ -1,82 +0,0 @@
-# The BTS Development Process #
-
-## Projects ##
-Our development work is organized in projects. A project is a
-non-trivial effort to specify, develop and validate a related set of
-additions to our Spark platform. A project can be assigned to one more
-developers and a developer might concurrently be assigned to multiple
-projects. Projects typically start out with specification work,
-proceed to implementation and finish with validation efforts. At any
-given time there will be multiple projects being worked on
-concurrently. A project is concluded when the features it implements
-are merged into the product and deployed to customers.
-
-## The Details ##
-Typically project ideas come from sales interactions, opposition
-research and customer feedback, all tough on occasion development or
-operational requirements can also suggest valuable project
-ideas. Whatever the source of a project idea the final decision of
-which projects to pursue is always done by management. Once a project
-idea has been selected for implementation the corresponding project
-will go through several phases: inception, specification, development,
-validation and merge. 
-
-* Inception. In this phase the infrastructure for the project is
-created. Typically this means selecting a team, creating a project
-case in Jira (that is a case assigned to the team@bluetradesys.com
-Jira user) and possibly creating a new branch for the project. This
-phase is mostly mechanical and the responsibility of Pedro.
-
-* Specification. The specification phase turns a usually vague and
-ill-considered idea project idea into a concrete, implementable
-specification that attempts to maximize the value/cost ratio of the
-project. It is hard to exaggerate the impact of a this phase on the
-rest of the project. *Nothing* has more impact on BTS's ability to
-quickly deliver value to customers than good specification work. A
-specification typically takes the form of a shared google docs using
-a mix of text and UI mock-ups to capture both user requirements and
-suggested implementation strategies. Taha and Kevin are responsible for this
-phase.
-
-* Development. Once a specification is complete, a team of developers
-will use a project specific branch to implement the
-specification. Periodically, typically once a week, progress on the
-project is assessed by Pedro, possibly with the help of others. This
-assessment takes the form of code reviews, demos, or just one-on-one
-conversations. To ensure development does not go off on tangents,
-developers are expected to continuously merge master into the project
-branch as well as encouraged to create Pull Requests (PRs) early in
-the project implementation, so that their work is kept visible and
-integrated with that of the rest of the group. During the
-implementation phase developers should reach out to Pedro for UI
-reviews, architecture and design questions and specification trade off
-concerns.
-
-* Verification. Once code is complete it is the project's team job to
-think carefully about the best way to verify that the work is solid
-enough to go to production.  We do not have a dedicated QA cycle to
-flush out bugs so it is important for changes to be fully tested
-before being marked ready to merge (RTM).  For any non-trivial change
-project teams should enlist a 'test buddy' from outside the team to
-help review the code and think of test cases that they may not have
-considered.  Stability from release to release is especially critical
-right now as we develop a reputation in the futures
-world. Additionally, project teams are encouraged to make liberal use
-of other testing techniques such as
-  - Unit tests
-  - System tests
-  - Manual tests
-
-* Merge. Once a project is considered complete by developers, a PR
-that includes Pedro should be created (unless, as mentioned above, an
-early PR was already created in the development phase). Whether the PR
-already existed or not, its description should be changed to start
-with the RTM (Ready To Merge) acronym. This marks the project as ready
-to be merged into master. Once a week, typically on Mondays, Pedro
-will go through every PR marked as "Ready To Merge", build it, check
-it out and if everything looks good merge it to master. At the end of
-the day the resulting master will be tagged with a new version
-number. This version will be go through some additional testing by
-Brian and will then be deployed by Karl and Pete to customers
-throughout the rest of the week.
-

doc/dev/dev_process.org

@@ -1,55 +0,0 @@
-We are going to experiment with our development process, getting away
-from cycles and towards more continuous development. The main idea is
-to get rid of the prod and QA branches and instead deploy directly
-from master, which we keep deployment ready at all times. Development
-occurs on private branches, each branch mapped to a separately
-deploy-able project. Each of projects will be managed more or less
-independently and will include specification, development and
-validation stages. At any particular time we might have anywhere from
-1 to 6 projects in flight each of which continuously pulls from master,
-but does not push back to master until the code is ready to be
-deployed to production. The point at which a project is ready to be
-deployed then takes roughly the place of the QA phase of our old cycle
-mode. At this time, we will do a PR, and go through a series of
-validation steps, to make sure the work meets our standards. This
-validation includes:
-
-- Code Reviews
-- Acceptance Testing (including UI and business tests)
-- Automated System testing (to be developed)
-- A mini-qa, focused on the feature, by someone not directly involved
-  in its implementation
-- If possible, deployment to a beta customer.
-
-Once these QA gates are passed, we will update the release notes, tag
-a new version, integrate to master and then ideally immediately deploy
-to a customer.
-
-The main goal with this change is to reduce the latency from feature
-specification to production roll out. We also hope to improve
-throughput by making more efficient use of QA time and reducing idle
-cycles. We expect people to participate in more than one project
-depending on their area of expertise and work load. This does not mean
-people will work on two things at the same time, rather that people
-come into and leave projects as they free up and not when the project
-starts or ends.
-
-This new scheme will come into full effect when we finish 1.3
-although to some degree 1.3 was already setup like this. At the
-moment, we have 3 major projects, vap/settlments/implied, grid
-settings and speed work, which are in branches of prod. We will merge
-these back to prod and then master this week. We have 3 other projects
-that are in master, the excel API, the server side SDK and the MIC
-administration and enforcement components. These we hope to stabilize
-as soon as possible so that we can merge them to prod and deploy them
-along with the rest. Once we have all this, prod and master should be
-identical and we will delete prod and operate exclusively out of
-master. Please avoid committing anything new to master so we can
-complete this transition as soon as possible.
-
-Let me know if you have any question
-
-
-
-
-

doc/user/CMakeDeps.cmake

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

doc/user/CMakeLists.txt

@@ -1,31 +0,0 @@
-cmake_minimum_required(VERSION 3.5)
-project(doc)
-
-include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
-include(${CMAKE_SOURCE_DIR}/tools/Protobuf.cmake)
-
-# DEPENDENCIES
-set(DOC_GLOBS
-  *.md
-  *.jpeg
-  *.png
-  *.html
-  *.css
-  *.js
-  *.eot
-  favicon.ico
-  )
-file (GLOB_RECURSE All_Deps RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} ${DOC_GLOBS})
-set (All_Deps ${All_Deps} ${CMAKE_CURRENT_SOURCE_DIR}/build.sh)
-update_deps_file("${All_Deps}")
-# END DEPENDENCIES
-
-add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/web/docs/index.html
-  COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build.sh
-  ARGS ${CMAKE_BINARY_DIR}/web/docs/ ${CMAKE_BINARY_DIR}
-  COMMENT "Building Manual UI"
-  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
-  DEPENDS ${All_Deps})
-
-add_custom_target(doc_manual_bundle ALL DEPENDS ${CMAKE_BINARY_DIR}/web/docs/index.html)
-

doc/user/build.sh

@@ -1,24 +0,0 @@
-#!/bin/bash
-tmpfile=$(mktemp /tmp/quiet_build_log.XXXX)
-
-cur_dir=$(pwd)
-temp_path="$2/web_temp"
-zola_path=$(readlink -f "../../externals/linux/bin/zola/zola")
-
-mkdir -p $temp_path
-cp -r ./* $temp_path
-
-cd $temp_path
-$zola_path build -u '/docs/' -o $1 >$tmpfile 2>&1
-
-cd $cur_dir
-rm -r $temp_path
-
-if [ $? -eq 0 ]
-then
-    rm $tmpfile
-    exit 0
-else
-    cat $tmpfile
-    exit 1
-fi

doc/user/config.toml

@@ -1,18 +0,0 @@
-# The URL the site will be built for
-base_url = "https://www.bluetradingsystems.com/documentation"
-
-title = "BTS Spark Documentation"
-
-# Whether to automatically compile all Sass files in the sass directory
-compile_sass = true
-
-# Whether to do syntax highlighting
-# Theme can be customised by setting the `highlight_theme` variable to a theme supported by Zola
-highlight_code = true
-
-# Whether to build a search index to be used later on by a JavaScript library
-build_search_index = true
-
-[extra]
-# Put all your custom variables here
-book_numbered_chapters = false

doc/user/content/_index.md

@@ -1,3 +0,0 @@
-+++
-redirect_to = "bts_spark"
-+++

doc/user/content/bts_spark/Glossary/_index.md

@@ -1,27 +0,0 @@
-+++
-title = "Glossary of Terms"
-weight = 9
-sort_by = "weight"
-insert_anchor_links = "right"
-+++
-
-
-## Trading Terms
-
-### Child Order
-
-The order to be created when an algo is triggered.
-
-{{ back_button() }}
-
-### Cross
-Take an order working on the bid and 'cross' by buying into the asks.  This is often referred to as “paying up” as well.
-
-{{ back_button() }}
-
-
-
-
-
-<!-- Make sure to leave this at the bottom of the page -->
-<p style="margin-top:2000px;"></p>

doc/user/content/bts_spark/Help/_index.md

@@ -1,37 +0,0 @@
-+++
-title = "Help"
-weight = 3
-sort_by = "weight"
-insert_anchor_links = "right"
-+++
-
-
-<div>
-   <iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
-</div>
-
-## Report a Problem
-   If there is any issue at all, you can click here
-   and it’ll bring up a “Report a Problem” window, which you can type
-   in the issues you might be facing, provide an email or phone number,
-   and also the option of including a screenshot.  Then upon clicking
-   send, BTS will get an alert of everything you submitted and will be
-   in contact with you shortly.
-
-![](image58.png)
-
-## About Spark
-   Upon launching this, you will see an info window
-   which will list what version you are running as well as who is
-   currently logged in.
-
-![](about_spark.png)
-
-## Activity log
-   This is an overall log viewer which will show
-   everything that is going on in terms of orders, fills, cancels,
-   modifications, and warning.  You also have the ability to filter out
-   messages in a text box in the right top corner.
-
- 
-![](image39.png)

doc/user/content/bts_spark/Launcher/_index.md

@@ -1,40 +0,0 @@
-+++
-title = "Module Launcher"
-weight = 2
-sort_by = "weight"
-insert_anchor_links = "right"
-+++
-
-
-
-<div>
-    <iframe width="560" height="315" src="https://www.youtube.com/embed/OxVqQBKFIDw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
-</div>
-
--  The module launcher is the first item that will come up after
-    logging in to Spark.
--  This is your central control for all modules
--  You can launch all modules within Spark from here by hovering over
-    each module
--  It appears like the following:
-
-![](image38.png)
-
--  If you right-click anywhere on the launcher you can modify
-    various display settings including:
-      -  Vertical layout, instead of horizontal
-      -  Showing the text of the individual modules
-      -  Having the launcher visible above other windows
-      -  Spark information
-      -  Ability to exit the front end, this can also be done by simply clicking the “X” on the top right of this window or by clicking on exit from this options window
--  These options are all displayed like the following:
-
-![](image68.png)
-
-## Spark User interface
-
-Some common features within BTS Spark
-
--  All Windows are tabbed so they can be combined or separated to organize your workspace
--  Some Spark windows have a menu on the left-hand side where you can launch related modules or change settings. You can see the menu item names either by hovering your mouse over the icon or clicking on the right edge of the menu (a blue bar will appear).
--   Some table columns have filtering capabilities, where if you hover over the column header, it will display a filter icon, which enables you to filter the table based on the information in that column.

doc/user/content/bts_spark/Logging-In-to-the-System/_index.md

@@ -1,19 +0,0 @@
-+++
-title = "Logging in to the system"
-weight = 1
-sort_by = "weight"
-insert_anchor_links = "right"
-+++
-
-
-The shortcut icon will appear on your desktop like below:
-
-![](image64.png)
-
-Simply double click or single click and hit enter to launch the
-    login screen:
-
-![](image3.png)
-
-Choose your username from the drop down, choose your initial
-    workspace, enter your password, and click Login

doc/user/content/bts_spark/Market/_index.md

@@ -1,169 +0,0 @@
-+++
-title = "Market"
-weight = 4
-sort_by = "weight"
-insert_anchor_links = "right"
-+++
-
-
-
--  This is one of the main items on the module launcher
--  When hovering over it, it will show 2 different modules which can
-    be launched from it, market view and then, time and sales
--  It appears like the below:
-
-![](image53.png)
-
-## Market View
-
-<div>
-    <iframe width="560" height="315" src="https://www.youtube.com/embed/Y54S1uscT_g" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
-</div>
-
--  This provides a grid of outright, spread, and synthetic products
-    showing real-time market data all in one place
--  You can create multiple market view grids and customize the
-    security selection to fit your needs
--  All market views are brought up as tabs and can be combined with
-    all other windows within BTS
--  You choose which products you would like to view upon launching it,
-    the security browser will appear as shown below:
-
-![](image21.png)
-
--  Click on individual securities that you wish to view and click add,
-    they will then show up in the selected securities window below.  If
-    you wish to remove a security, simply highlight and click remove to
-    the right of the selected securities window.
--  If you would like to view all securities for a particular product,
-    you can click on the symbol and leave the securities section alone
-    and all securities will be displayed.  This will show up in the
-    selected securities window as “&lt;symbol&gt; future at
-    &lt;exchange&gt;”
--  Synthetics can be displayed by clicking on exchange “BTS”, then
-    synthetic, symbol, and finally under the securities window.
--  Below is an example of an outright, spread, all futures, and
-    synthetic chosen:
-
-![](image14.png)
-
--  Clicking OK will bring up the Market View with the selected
-    securities you have chosen, in this example, it appears like the
-    following:
-
-![](market_view.png)
-
--  Once a market view is launched and you are viewing data, you can
-    customize the view further by the following:
-
-      -  Sorting - by single left clicking on any of the column headers
-         it’ll sort that column in either descending or ascending order
-      -  Filtering - by hovering over the column header, a filtering box
-         will appear like below:
-
-      ![](image66.png)
-
-      -  All columns let you sort by that columns minimum and maximum
-         information in a box that appears like the following:
-
-      ![](image24.png)
-
-      -  Specifically for the securities column, there is a search box that
-         will appear by bringing up the filtering box, which enables users to
-         type the security in which they are looking for.  This appears like
-         the following:
-
-![](image11.png)
-
--  Besides viewing the market data, you can do a lot within the market
-    view by utilizing the icons to the left of the main window, these
-    include:
-
-      -  Change securities
-      -  Launch a ladder for one or more securities
-      -  Launch an order ticket
-      -  Launch a fills window for one or more securities
-      -  Launch a time and sales for one or more securities
-      -  Launching the synthetic window to create a synthetic product
-
--  Change securities
-
-      -  Click on the settings icon ![](change_securities.png) which will launch the market view security selection.  You can add or remove Securities you have already selected and are shown in the market view.
-
--  Launch an order ticket
-      -  This is done 1 of 3 ways:
-         -  Single left clicking on either the Bid Qty, Bid Price, Ask Price,
-            or Ask Qty which will bring up an order ticket pre-populated with
-            either the Bid or Ask price and volume.
-         -  Highlighting a single security and clicking on the order ticket
-            ![](image23.png) icon
-            on the left-hand browser window of the market view
-         -  Highlighting a single security and right clicking bringing up the
-            menu options to launch an order ticket.
-
--  Launch a ladder for 1 security
-    -  This is done 1 of 2 ways:
-          -  You can double-click on any security in the market view, besides
-             the Bid Qty, Bid Price, Ask Price, or Ask Qty columns to launch a
-             ladder for that Security.
-          -  Highlighting a single security and right clicking bringing up the
-             menu options to launch a ladder.
-
--  Launching multiple ladders
-    -  This is done 1 of 2 ways:
-          -  If you hold down the Ctrl key and select multiple securities, you
-             can then click on the ladder icon  on the left hand side to bring
-             up the selected ladders all at once.
-          -  Highlighting multiple securities and right clicking to bring up
-             the menu options to launch a ladder.
-
--  Launching a Fills window for 1 or many securities
-
-      -  This is done by either highlighting 1 or many securities and then
-         clicking on the Fills icon
-         ![](image20.png) on
-         the left-hand side to bring up a fill window for the selected
-         securities.  
-
-         -  Please note - If there haven’t been any fills for the day in that
-            particular security, an empty fill window will be displayed
-
--  Launching Time and Sales for 1 or many securities
-
-      -  This is accomplished by highlighting 1 or many securities and then
-         clicking on the time and sales icon
-         ![](image49.png) on
-         the left-hand side
-
--  Launching the synthetic window to create a synthetic product
-
-      -  This is accomplished by highlighting either 1 or 2 securities and
-         clicking on the Synthetic icon
-         ![](image34.png) on
-         the lower left-hand side
-
-         -  Please note - If only 1 security is chosen, a create synthetic
-            window will appear, and you will be required to add another leg from
-            that window to create the synthetic
-
-## Time and Sales
-
-<div>
-    <iframe width="560" height="315" src="https://www.youtube.com/embed/nEkSGacjt0s" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
-</div>
-
--  Provides a display of real-time fills as they happen for 1 or many
-    securities
--  You can create multiple time and sale windows and customize the
-    security selection to fit your needs
--  All time and sales are in brought up as tabs and can be combined
-    with all other windows within BTS
--  On launching a security browser will appear, allowing you to choose
-    the products you would like to view.
-
-![](time_and_sales.png)
-
--  From time and sales, you can launch the same items as the market
-    view with the exception of a launching the synthetic window to
-    create a synthetic product
--  From the settings icon ![](settings_icon.png) you can customize the time and sales modifying grid; the colors of the aggressor, status of trades coming in, as well as font sizes and which columns to see.