THROWAWAY CODE: hardcoded es futures ticks

src/app_sparkd/sparkd/md/databento/DatabentoDataHandler.cpp

@@ -234,6 +234,14 @@ void DatabentoDatahandler::run(
 
       switch (sec_type) {
       case SEC_TYPE(FUTURE):
+         if (sec.venue() == api::domain::VENUE_GLBX && sec.security_common.symbol =="ES") {
+            sec.security_common.min_quantity_increment = 1;
+            sec.security_common.min_quantity = 1;
+            sec.security_common.price_ticks.push_back(10);
+            sec.security_common.price_ticks.push_back(0.25);
+            sec.security_common.price_ticks.push_back(0.25);
+            sec.security_common.cash_per_point = 50;
+         }
          sec.security.emplace<bts::domain::FutureSecurity>(expiration_time);
          break;
       case SEC_TYPE(OPTION): {

src/app_sparkd/sparkd/md/recording/MDRecorder.cpp

@@ -210,7 +210,7 @@ struct MDRecorder::PImpl {
        const bts::api::md::MarketDataRecordingConfig &recording_config)
        : venue(venue),
          settings(MDRecordingSettings{
-             recording_config.n_book_levels(),
+           10,
              static_cast<uint64_t>(std::max(recording_config.num_of_seconds_to_run_db_writer(),recording_config.num_of_seconds_to_run_file_writer())) *
                  1000 * 1000 * 1000,
                  static_cast<uint64_t>(recording_config.num_of_seconds_to_run_file_writer()) *
@@ -220,8 +220,8 @@ struct MDRecorder::PImpl {
              100000, 1000000000,recording_config.batch_size(),
              
              // Read recording toggles from config
-             recording_config.enable_book_recording(),
-             recording_config.enable_trade_recording(),
+           true,
+           true,
              recording_config.enable_bbo_recording(),
              recording_config.enable_tbbo_recording(),
              recording_config.enable_misc_recording()}),

src/app_sparkd/sparkd/md/recording/MDReplayer.cpp

@@ -160,11 +160,12 @@ void MDReplayer::_replay_file_once(const std::string &file_name) {
       } else {
          bts_assert(last_msg_ts != 0);
          int64_t this_msg_ts = rec_msg.timestamp();
-         bts_assert(this_msg_ts >= last_msg_ts);
+         if(this_msg_ts >= last_msg_ts){
          int64_t ts_diff = this_msg_ts - last_msg_ts;
          int64_t adjusted_ts = ts_diff / replay_speed;
          last_msg_ts = this_msg_ts;
          std::this_thread::sleep_for(std::chrono::nanoseconds(adjusted_ts));
+         }
          _replay_message(rec_msg);
       }
       log_progress(i);