added log to chec user input

Otherwise it doesn't evaluate the command string properly

docker/sparkd/dev/Dockerfile

@@ -0,0 +1,135 @@
+FROM ubuntu:latest
+
+ARG DEBIAN_FRONTEND=noninteractive
+ENV TZ=America/New_York
+
+# light deps (should be quick to download/install)
+RUN apt-get update && apt-get install -y \
+    ca-certificates \
+    curl \
+    gnupg \
+    liblttng-ust-dev \
+    libpcap0.8-dev \
+    locales \
+    ninja-build \
+    software-properties-common \
+    sqlite3 \
+    tzdata
+
+# clang
+RUN apt-get update && apt-get install -y \
+    clang-13 \
+    clang-format-13 \
+    clangd-13 \
+    clang-15 \
+    clang-format-15 \
+    clangd-15
+
+# g++
+RUN apt-get update && apt-get install -y \
+    g++-11 \
+    g++-12
+
+# python
+RUN apt-get update && apt-get install -y \
+    python3-pip \
+    python3-venv \
+    && python3 -m pip install --upgrade pip
+
+# dotnet
+RUN apt-get update && apt-get install -y \
+    dotnet7
+
+# ssh
+RUN apt-get update && apt-get install -y \
+    libssh2-1-dev \
+    openssh-server
+
+# cmake
+RUN \
+    curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
+    | gpg --dearmor - | tee /etc/apt/trusted.gpg.d/kitware.gpg > /dev/null \
+    && apt-add-repository "deb https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
+    && apt-get update \
+    && apt-get install -y cmake
+
+# node
+ARG node_major=18
+RUN mkdir -p /etc/apt/keyrings \
+    && curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
+    | gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
+    && echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
+    | tee /etc/apt/sources.list.d/nodesource.list \
+    && apt-get update \
+    && apt-get install -y nodejs
+
+# ccache is done here so that ccache sees clang++ installed, not clang-10
+RUN apt-get update && apt-get install -y \
+    ccache 
+
+# emumba (light deps)
+RUN apt-get update && apt-get install -y \
+    build-essential \
+    doxygen \
+    python3-sphinx \
+    graphviz \
+    libgtest-dev \
+    libssl-dev \
+    rapidjson-dev \
+    zlib1g-dev \
+    pkg-config
+
+# emumba (boost)
+RUN apt-get update && apt-get install -y \
+    libboost-filesystem-dev \
+    libboost-program-options-dev \
+    libboost-test-dev \
+    libboost-date-time-dev
+
+# dev utils
+RUN apt-get update && apt-get install -y \ 
+    fish \
+    git-all \
+    sudo \
+    vim \
+    wget
+
+# set up default executables (update-alternatives)
+RUN \
+    update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-13 100; \
+    update-alternatives --install /usr/bin/clang clang /usr/bin/clang-13 100; \
+    update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-13 100; \
+    update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-13 100; \
+    update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-11 100; \
+    update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-11 100
+
+# Add compiler symlinks for ccache 
+RUN \
+    ln -s /usr/bin/ccache /usr/local/bin/clang; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang-13; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++-13; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang-15; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++-15; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc-11; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++-11; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc-12; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++-12
+
+RUN locale-gen en_US.UTF-8
+
+ARG docker_user="bts"
+ARG docker_uid="1000"
+ARG docker_pass="bts"
+
+RUN \
+    groupadd -g "$docker_uid" "$docker_user" \
+    && useradd \
+    -m \
+    -u "$docker_uid" \
+    -g "$docker_uid" \
+    -G sudo \
+    --password "$(openssl passwd -1 "$docker_pass")" \
+    "$docker_user"

docker/sparkd/dev/README.md

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

docker/sparkd/dev/bashrc

@@ -0,0 +1,123 @@
+# ~/.bashrc: executed by bash(1) for non-login shells.
+# see /usr/share/doc/bash/examples/startup-files (in the package bash-doc)
+# for examples
+
+# If not running interactively, don't do anything
+case $- in
+    *i*) ;;
+      *) return;;
+esac
+
+# don't put duplicate lines or lines starting with space in the history.
+# See bash(1) for more options
+HISTCONTROL=ignoreboth
+
+# append to the history file, don't overwrite it
+shopt -s histappend
+
+# for setting history length see HISTSIZE and HISTFILESIZE in bash(1)
+HISTSIZE=1000
+HISTFILESIZE=2000
+
+# check the window size after each command and, if necessary,
+# update the values of LINES and COLUMNS.
+shopt -s checkwinsize
+
+# If set, the pattern "**" used in a pathname expansion context will
+# match all files and zero or more directories and subdirectories.
+#shopt -s globstar
+
+# make less more friendly for non-text input files, see lesspipe(1)
+[ -x /usr/bin/lesspipe ] && eval "$(SHELL=/bin/sh lesspipe)"
+
+# set variable identifying the chroot you work in (used in the prompt below)
+if [ -z "${debian_chroot:-}" ] && [ -r /etc/debian_chroot ]; then
+    debian_chroot=$(cat /etc/debian_chroot)
+fi
+
+# set a fancy prompt (non-color, unless we know we "want" color)
+case "$TERM" in
+    xterm-color|*-256color) color_prompt=yes;;
+esac
+
+# uncomment for a colored prompt, if the terminal has the capability; turned
+# off by default to not distract the user: the focus in a terminal window
+# should be on the output of commands, not on the prompt
+#force_color_prompt=yes
+
+if [ -n "$force_color_prompt" ]; then
+    if [ -x /usr/bin/tput ] && tput setaf 1 >&/dev/null; then
+	# We have color support; assume it's compliant with Ecma-48
+	# (ISO/IEC-6429). (Lack of such support is extremely rare, and such
+	# a case would tend to support setf rather than setaf.)
+	color_prompt=yes
+    else
+	color_prompt=
+    fi
+fi
+
+if [ "$color_prompt" = yes ]; then
+    PS1='${debian_chroot:+($debian_chroot)}\[\033[01;32m\]\u@\h\[\033[00m\]:\[\033[01;34m\]\w\[\033[00m\]\$ '
+else
+    PS1='${debian_chroot:+($debian_chroot)}\u@\h:\w\$ '
+fi
+unset color_prompt force_color_prompt
+
+# If this is an xterm set the title to user@host:dir
+case "$TERM" in
+xterm*|rxvt*)
+    PS1="\[\e]0;${debian_chroot:+($debian_chroot)}\u@\h: \w\a\]$PS1"
+    ;;
+*)
+    ;;
+esac
+
+# enable color support of ls and also add handy aliases
+if [ -x /usr/bin/dircolors ]; then
+    test -r ~/.dircolors && eval "$(dircolors -b ~/.dircolors)" || eval "$(dircolors -b)"
+    alias ls='ls --color=auto'
+    #alias dir='dir --color=auto'
+    #alias vdir='vdir --color=auto'
+
+    alias grep='grep --color=auto'
+    alias fgrep='fgrep --color=auto'
+    alias egrep='egrep --color=auto'
+fi
+
+# colored GCC warnings and errors
+#export GCC_COLORS='error=01;31:warning=01;35:note=01;36:caret=01;32:locus=01:quote=01'
+
+# some more ls aliases
+alias ll='ls -alF'
+alias la='ls -A'
+alias l='ls -CF'
+
+# Add an "alert" alias for long running commands.  Use like so:
+#   sleep 10; alert
+alias alert='notify-send --urgency=low -i "$([ $? = 0 ] && echo terminal || echo error)" "$(history|tail -n1|sed -e '\''s/^\s*[0-9]\+\s*//;s/[;&|]\s*alert$//'\'')"'
+
+# Alias definitions.
+# You may want to put all your additions into a separate file like
+# ~/.bash_aliases, instead of adding them here directly.
+# See /usr/share/doc/bash-doc/examples in the bash-doc package.
+
+if [ -f ~/.bash_aliases ]; then
+    . ~/.bash_aliases
+fi
+
+# enable programmable completion features (you don't need to enable
+# this, if it's already enabled in /etc/bash.bashrc and /etc/profile
+# sources /etc/bash.bashrc).
+if ! shopt -oq posix; then
+  if [ -f /usr/share/bash-completion/bash_completion ]; then
+    . /usr/share/bash-completion/bash_completion
+  elif [ -f /etc/bash_completion ]; then
+    . /etc/bash_completion
+  fi
+fi
+
+if [[ ! -v XDG_CONFIG_HOME ]]; then
+  export XDG_CONFIG_HOME="$HOME/.config"
+fi
+
+export PATH="$HOME/.local/bin:$PATH"

docker/sparkd/dev/config.fish

@@ -0,0 +1,25 @@
+if ! set -q XDG_CONFIG_HOME
+    set -g XDG_CONFIG_HOME "$HOME/.config"
+end
+set fish_config_home $XDG_CONFIG_HOME/fish
+if test -f "$fish_config_home/aliases.fish"
+    source "$fish_config_home/aliases.fish"
+end
+# enable general colors and case insensitive search in 'less'
+set -x LESS "$LESS -R -Q -I"
+set -x LC_ALL en_US.UTF-8
+# enable syntax highlighting in 'less'
+# set highlight color scheme in 'less' (fg)(bg)
+set -g LESS_TERMCAP_md (tput bold)(tput setaf 36)
+set -g LESS_TERMCAP_me (tput sgr0)
+set -g LESS_TERMCAP_so (tput setaf 232)(tput setab 49)
+
+set -q TERM
+if test $status != 0; or test $TERM = 'xterm'
+    set -g TERM 'xterm-256color'
+end
+
+# Fix impossible-to-see navy blue command text color
+set fish_color_command F8F8F2
+
+set -g PATH "$HOME/.local/bin" "$PATH"

docker/sparkd/dev/devcontainer.json

@@ -0,0 +1,32 @@
+{
+  "image": "bluetradingsystems/sparkd-dev:latest",
+  "initializeCommand": "${localWorkspaceFolder}/docker/sparkd/dev/devcontainer_initialize.sh",
+  "hostRequirements": {
+    "memory": "4gb",
+    "storage": "6gb"
+  },
+  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
+  "containerUser": "bts",
+  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
+  "workspaceFolder": "/home/bts/spark",
+  "updateRemoteUserUID": true,
+  "shutdownAction": "none",
+  // Note: If running multiple containers on the same host, each must use a
+  // unique set of ports. Usually we just add 1000 to each port as needed. For
+  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
+  "runArgs": [
+    "--shm-size",
+    "2gb",
+    "-p",
+    "8000:8000",
+    "-p",
+    "8001:8001",
+    "-p",
+    "8002:8002",
+    "-p",
+    "8003:8003"
+  ],
+  "mounts": [
+    "source=${localEnv:HOME}/.sparkd-dev/mounts/sparkd-dev,target=/home/bts,type=bind"
+  ]
+}

docker/sparkd/dev/devcontainer_initialize.sh

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

docker/sparkd/dev/devcontainer_post_create.sh

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

docker/sparkd/dev/set_user.sh

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

docker/sparkd/dev/start_docker.sh

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

docker/sparkd/docker_shell.sh

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

docker/sparkd/start_docker.sh

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

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

@@ -14,7 +14,7 @@ namespace mbts.spark {
    class VolSurfaceAdvancedSettingsEditorVM : ViewModelBase {
       readonly VolSurfaceAdvancedSettings _settings;
 
-      public VolSurfaceAdvancedSettingsEditorVM(VolSurfaceAdvancedSettings settings, string vs_name, Action<VolSurfaceAdvancedSettings> commit) {
+      public VolSurfaceAdvancedSettingsEditorVM(VolSurfaceAdvancedSettings settings, string vs_name) {
          _settings = settings;
          _settings.theo_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Absolute;
          _settings.slide_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Percentage;
@@ -23,7 +23,7 @@ namespace mbts.spark {
          if (_settings.precomputed_theo_handles == null)
             _settings.precomputed_theo_handles = new List<double>();
          vol_surface_name = vs_name;
-         this.commit = new DelegateCommand(() => request_commit?.Invoke(ProtobufSerializationHelper.clone(_settings)));
+         commit = new DelegateCommand(() => request_commit?.Invoke(ProtobufSerializationHelper.clone(_settings)));
       }
 
       public event Action<VolSurfaceAdvancedSettings> request_commit;

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

@@ -121,21 +121,24 @@ namespace mbts.spark {
             if (settings == null) {
                return null;
             }
-            // return new VolSurfaceAdvancedSettingsEditor {
-            //    DataContext = new VolSurfaceAdvancedSettingsEditorVM(
-            //       VolSurfaceUtilityFunctions.clone_proto(settings.advanced_settings),
-            //       settings.core_settings.vol_surface_name,
-            //       advanced_settings => {
-            //          var current_settings = _get_volsurface_settings();
-            //          if (current_settings == null) BTSMessageBox.Show("Error changing settings", "VS Settings", System.Windows.MessageBoxButton.OK, System.Windows.MessageBoxImage.Error, true, true, true);
-            //          else {
-            //             current_settings.advanced_settings = advanced_settings;
-            //             _model.set_candidate_settings(current_settings);
-            //          }
-            //       }
-            //    )
-            // };
-            return null;
+            var vm = new VolSurfaceAdvancedSettingsEditorVM(
+               VolSurfaceUtilityFunctions.clone_proto(settings.advanced_settings),
+               settings.core_settings.vol_surface_name);
+            vm.request_commit += commit_advanced_settings;
+            return new VolSurfaceAdvancedSettingsEditor {
+               DataContext = vm
+            };
+
+            async void commit_advanced_settings(VolSurfaceAdvancedSettings value) {
+               var current_settings = await _get_volsurface_settings();
+               if (current_settings == null) {
+                  BTSMessageBox.Show("Error changing settings", "VS Settings");
+               }
+               else {
+                  current_settings.advanced_settings = value;
+                  _model.set_candidate_settings(current_settings);
+               }
+            }
          }
 
          Window? mk_grid_settings_win() {

src/client/spark/Analytics/Core/Settings/VolSurfaceAdvancedSettings.cs

@@ -9,26 +9,34 @@ namespace mbts.analytics
    [ProtoBuf.ProtoContract(Name = "VolSurfaceAdvancedSettings")]
    public class VolSurfaceAdvancedSettings
    {
+      public static VolSurfaceAdvancedSettings Default =>
+         new() {
+            number_of_cashed_saved_days = double.NaN,
+            precomputed_theo_handles = new(0),
+            theo_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Absolute,
+            precomputed_slide_handles = new(0),
+            slide_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Percentage,
+            publish_from_client = false,
+            publish_from_client_user = string.Empty,
+            strike_normalization_axis = VolSurfaceEnums.VolCurveStrikeAxis.RawStrike,
+         };
+
       [ProtoBuf.ProtoMember(1)]
-      [System.ComponentModel.DefaultValue(Double.NaN)]
       public double number_of_cashed_saved_days;
       
       [ProtoBuf.ProtoMember(10)]      
       public List<double> precomputed_theo_handles;
       
       [ProtoBuf.ProtoMember(15)]
-      [System.ComponentModel.DefaultValue(VolSurfaceEnums.GeneralChangeMeasure.Absolute)]
       public VolSurfaceEnums.GeneralChangeMeasure theo_handle_measure;
       
       [ProtoBuf.ProtoMember(20)]      
       public List<double> precomputed_slide_handles;
       
       [ProtoBuf.ProtoMember(25)]
-      [System.ComponentModel.DefaultValue(VolSurfaceEnums.GeneralChangeMeasure.Percentage)]
       public VolSurfaceEnums.GeneralChangeMeasure slide_handle_measure;
 
       [ProtoBuf.ProtoMember(30)]
-      //[System.ComponentModel.DefaultValue(false)]
       public bool publish_from_client;
 
       [ProtoBuf.ProtoMember(40)]
@@ -38,5 +46,11 @@ namespace mbts.analytics
       [ProtoBuf.ProtoMember(50)]
       [System.ComponentModel.DefaultValue(VolSurfaceEnums.VolCurveStrikeAxis.RawStrike)]
       public VolSurfaceEnums.VolCurveStrikeAxis strike_normalization_axis;
+      
+      public void ensure_no_nulls() {
+         precomputed_theo_handles ??= new(0);
+         precomputed_slide_handles ??= new(0);
+         publish_from_client_user ??= string.Empty;
+      }
    }
 }

src/client/spark/Analytics/Core/Settings/VolSurfaceSettings.cs

@@ -25,7 +25,8 @@ namespace mbts.analytics {
             volpath_settings = new(),
             safety_limits = new(),
          },
-         polynomial_model_settings = new()
+         polynomial_model_settings = new(),
+         advanced_settings = VolSurfaceAdvancedSettings.Default
       };
 
       [ProtoMember(10)]
@@ -79,6 +80,8 @@ namespace mbts.analytics {
          if (core_settings.time_settings == null) {
             core_settings.time_settings = new VolSurfaceTimeSettings();
          }
+         advanced_settings ??= VolSurfaceAdvancedSettings.Default;
+         advanced_settings.ensure_no_nulls();
          return this;
       }
    }

src/client/spark/Analytics/Pricing/VolSurfaceInterpGreeksProducer.cs

@@ -40,10 +40,8 @@ namespace mbts.analytics {
       /// last computed min/max driver for each exp
       private IDictionary<VolSurfaceExpiration, Tuple<double, double>>
       _computed_driver_range_map = new Dictionary<VolSurfaceExpiration, Tuple<double, double>>();
-      private readonly IEnumerable<double> _default_abs_moves =
-         new double[] { 300, -200, -125, -100, -75, -50, -25, 0, 25, 50, 75, 100, 125, 200, 300 };
+      private readonly IEnumerable<double> _default_abs_moves =  config.Configuration.get<bts.config.VolSurface>().default_abs_moves;
       private readonly double _cushion_percentage = 25.0;
-
       public event
       Action<IDictionary<VolSurfaceExpiration, IEnumerable<Theos>>, double, double> on_theos =
          (o, vt, tt) => { };
@@ -52,7 +50,7 @@ namespace mbts.analytics {
          (o, vt, tt) => { };
 
       public VolSurfaceInterpGreeksProducer(int vs_id) {
-         Log.Gen.info($"VolSurfaceInterpGreeksProducer.cons vs_id: {vs_id}");
+        Log.Gen.info($"VolSurfaceInterpGreeksProducer.cons vs_id: {vs_id}, _default_abs_moves: {string.Join(", ", _default_abs_moves)}");
          _vs_id = vs_id;
       }
 
@@ -72,7 +70,7 @@ namespace mbts.analytics {
       }
 
       public void set_vol_data(VolSurfaceInput vs_input) {
-         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_vol_data vs_id: {_vs_id}");
+         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_vol_data vs_id: {_vs_id} precomputed_theo_handles?: {string.Join(", ", (vs_input?.surface_settings?.advanced_settings?.precomputed_theo_handles).empty_if_null())}");
          _vs_input = vs_input != null ? VolSurfaceUtilityFunctions.clone_proto(vs_input) : null;
          _compute_and_fire(InputType.Vol);
       }

src/client/spark/Modules/Analytics/VolSurface/View/VolSurfaceAdvancedSettingsEditor.xaml

@@ -0,0 +1,58 @@
+<Window
+  x:Class="mbts.ui.shell.VolSurfaceAdvancedSettingsEditor"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  Title="{Binding vol_surface_name, StringFormat='{}Advanced Settings \&apos;{0}\&apos;'}"
+  Style="{StaticResource BTSDialog}"
+  SizeToContent="WidthAndHeight"
+  TextElement.FontSize="10">
+  <StackPanel>
+    <Grid Margin="5" Grid.IsSharedSizeScope="True">
+      <Grid.RowDefinitions>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <Grid.ColumnDefinitions>
+        <ColumnDefinition Width="Auto" SharedSizeGroup="label"/>
+        <ColumnDefinition Width="*"/>
+      </Grid.ColumnDefinitions>
+      <GroupBox Grid.ColumnSpan="2" Padding="3">
+        <GroupBox.Header>
+          <TextBlock Text="Theos" FontWeight="Bold"/>
+        </GroupBox.Header>
+        <Grid>
+          <Grid.RowDefinitions>
+            <RowDefinition Height="Auto"/>
+            <RowDefinition Height="Auto"/>
+          </Grid.RowDefinitions>
+          <Grid.ColumnDefinitions>
+            <ColumnDefinition Width="Auto" SharedSizeGroup="label"/>
+            <ColumnDefinition Width="Auto"/>
+          </Grid.ColumnDefinitions>
+          <c:RadioButtonsControl Grid.ColumnSpan="2" Margin="0,0,0,5" ItemsSource="{Binding general_change_measures}" SelectedItem="{Binding theo_handle_measure}" IsEnabled="False"/>
+          <TextBlock Grid.Row="1" Text="Precomputed Handles" VerticalAlignment="Center"/>
+          <TextBox
+            x:Name="PART_Handles"
+            Validation.ErrorTemplate="{x:Null}"
+            Grid.Row="1"
+            Grid.Column="1"
+            Width="160"
+            Margin="5,0,0,0"
+            Text="{Binding precomputed_theo_handles, Converter={x:Static cv:EnumerableDoubleStringConverter.Instance}}" />
+        </Grid>
+      </GroupBox>
+      <TextBlock Visibility="Collapsed" Grid.Row="1" VerticalAlignment="Center" Margin="5,0,0,0" Text="Num Cash Saved Days" />
+      <c:TickUpDownDouble Visibility="Collapsed" Grid.Row="1" Grid.Column="1" HorizontalAlignment="Stretch" Margin="14,5,5,5" Value="{Binding number_of_cash_saved_days}"/>
+      <TextBlock Grid.Row="2" VerticalAlignment="Center" Margin="5,0,0,0" Text="Strike Normalization Axis"/>
+      <ComboBox Grid.Row="2" Grid.Column="1" HorizontalAlignment="Stretch" Margin="14,5,5,5" ItemsSource="{Binding strike_normalization_axes}" SelectedValue="{Binding selected_strike_normalization_axis}"/>
+      <CheckBox Grid.Row="3" Margin="7,0,0,0" Content="Publish From Client" IsChecked="{Binding publish_from_client}"/>
+    </Grid>
+    <c:DialogSkirtOKCancel OKCommand="{Binding commit}" />
+  </StackPanel>
+</Window>

src/client/spark/Modules/Analytics/VolSurface/View/VolSurfaceAdvancedSettingsEditor.xaml.cs

@@ -0,0 +1,11 @@
+namespace mbts.ui.shell {
+   using System.Windows;
+
+   /// <summary>
+   /// Interaction logic for VolSurfaceAdvancedSettingsEditor.xaml
+   /// </summary>
+   partial class VolSurfaceAdvancedSettingsEditor : Window {
+      public VolSurfaceAdvancedSettingsEditor() =>
+         InitializeComponent();
+   }
+}

src/lib/config/defaults/vol_surface_config.conf

@@ -0,0 +1,22 @@
+VolSurface {
+    value {
+        default_abs_moves: -600
+        default_abs_moves: -300
+        default_abs_moves: -200
+        default_abs_moves: -125
+        default_abs_moves: -100 
+        default_abs_moves: -75
+        default_abs_moves: -50
+        default_abs_moves: -25 
+        default_abs_moves: 0
+        default_abs_moves: 25 
+        default_abs_moves: 50 
+        default_abs_moves: 75 
+        default_abs_moves: 100
+        default_abs_moves: 125
+        default_abs_moves: 200
+        default_abs_moves: 300
+        default_abs_moves: 600
+
+    }
+}

src/lib/config/protos/vol_surface_config.proto

@@ -0,0 +1,6 @@
+syntax = 'proto2';
+package bts.config;
+
+message VolSurface {
+    repeated double default_abs_moves = 1;
+}

src/lib/orderman/orders/algo/algo_orders/RegisterDorman.cpp

@@ -300,6 +300,9 @@ extern "C" void init_execution_tester_plugin(bts::SparkServices &srv) {
 extern "C" void init_task_eye_plugin(bts::SparkServices &srv) {
    DynamicOrderDescriptor tasking_eye_algo;
    tasking_eye_algo.set_dynamic_order_type("Tasking Eye");
+   // if this is set to true, it waits for the existance of Signal File
+   *tasking_eye_algo.add_param_desc() = param_bool("Wait For Signal");
+   *tasking_eye_algo.add_param_desc() = param_string("Signal File");
    *tasking_eye_algo.add_param_desc() = param_string("Account");
    *tasking_eye_algo.add_param_desc() = param_double("Edge");
    *tasking_eye_algo.add_param_desc() = param_double("Shot Size");

src/lib/orderman/orders/algo/algo_orders/TaskingEyeAlgo.cpp

@@ -23,10 +23,17 @@
 #include "lib/utils/bts_assert.h"
 #include <bits/stdint-uintn.h>
 #include <boost/algorithm/string.hpp>
+#include <chrono>
+#include <elf.h>
+#include <filesystem>
 #include <google/protobuf/timestamp.pb.h>
 #include <google/protobuf/util/time_util.h>
+#include <iostream>
 #include <optional>
+#include <sstream>
 #include <string>
+#include <thread>
+#include <tuple>
 #include <unordered_map>
 
 using namespace bts::api::orderman;
@@ -69,6 +76,11 @@ double eps = 0.0000001;
 bool eq(double d1, double d2) { return std::abs(d1 - d2) < eps; }
 bool greater_then_eq(double d1, double d2) { return eq(d1, d2) || d2 > d1; }
 
+void sleep_log() {
+   return;
+   std::this_thread::sleep_for(std::chrono::seconds(5));
+}
+
 // Returns the number of shots that are within the Shots Window
 size_t n_recent_shots(
     const std::vector<TEAShot> &shots, uint64_t window_nanos) {
@@ -100,7 +112,91 @@ bool in_flight_orders(const std::vector<TEAShot> &shots) {
    return false;
 }
 
-std::set<SecurityKey> parse_securities(const std::string &secs) {
+// returns the securities that match the criteria from the 2nd - 8th arg
+std::set<SecurityKey> match_securities(
+    const std::vector<api::Security const *> &secs,
+    api::Venue venue,
+    const std::string &symbol,
+    uint32_t exp_month,
+    uint32_t exp_day,
+    uint32_t exp_yr,
+    std::tuple<double, double> strike_range,
+    api::PutOrCall cp) {
+   std::set<SecurityKey> rv = {};
+   double strike_min = std::get<0>(strike_range);
+   double strike_max = std::get<1>(strike_range);
+   for (const auto &s : secs) {
+      if (s->exchange() == venue && s->has_option() && s->symbol() == symbol) {
+         const auto &oc = s->option();
+         if (oc.call_put() == cp && oc.strike() >= strike_min &&
+             oc.strike() <= strike_max && oc.expiration_year() == exp_yr &&
+             oc.expiration_month() == exp_month &&
+             oc.expiration_day() == exp_day)
+            rv.insert(SecurityKey(s->id()));
+      }
+   }
+   return rv;
+}
+
+// Parses the sec expressed as text in the secs string.
+// the format is symbol:exp:call/put:strike range, ex
+// BTC:08/14/2023:Call:25000-30000
+std::set<SecurityKey> parse_securities_from_range(
+    const std::string &secs,
+    const std::vector<api::Security const *> &sec_vec) {
+   LOG(OrderMan, Info,
+       "TaskingEyeAlgo::parse_securities_from_range secs: {} sec_vec: {}", secs,
+       sec_vec.size());
+   sleep_log();
+   if (secs.empty())
+      return {};
+   auto parse_exp = [](const std::string &exp_str) {
+      LOG(OrderMan, Info,
+          "TaskingEyeAlgo::parse_securities_from_range parse_exp exp: {}",
+          exp_str);
+      std::vector<std::string> exp_parts;
+      boost::split(exp_parts, exp_str, boost::is_any_of("/"));
+      LOG(OrderMan, Info,
+          "TaskingEyeAlgo::parse_securities_from_range exp_parts: {}",
+          exp_parts.size());
+      uint32_t mm = static_cast<std::uint32_t>(std::stoul(exp_parts[0]));
+      uint32_t dd = static_cast<std::uint32_t>(std::stoul(exp_parts[1]));
+      uint32_t yy = static_cast<std::uint32_t>(std::stoul(exp_parts[2]));
+      LOG(OrderMan, Info,
+          "TaskingEyeAlgo::parse_securities_from_range {} mm: {} dd: {} yy: {}",
+          mm, dd, yy);
+      return std::tuple<uint32_t, uint32_t, uint32_t>(mm, dd, yy);
+   };
+   auto parse_strike_range = [](const std::string &strike_range_str) {
+      std::vector<std::string> strike_parts;
+      boost::split(strike_parts, strike_range_str, boost::is_any_of("-"));
+      double k_min = std::stod(strike_parts[0]);
+      double k_max = std::stod(strike_parts[1]);
+      return std::tuple<double, double>(k_min, k_max);
+   };
+   std::vector<std::string> parts;
+   boost::split(parts, secs, boost::is_any_of(":"));
+   const std::string &symbol = parts[0];
+   const std::string &exp_str = parts[1];
+   const std::string &cp_str = parts[2];
+   const auto &strike_range_str = parts[3];
+   LOG(OrderMan, Info,
+       "TaskingEyeAlgo::parse_securities_from_range symbol: {} exp: {} cp: {} "
+       "stike_range: {}",
+       symbol, exp_str, cp_str, strike_range_str);
+   // debugging
+   sleep_log();
+   auto [mm, dd, yy] = parse_exp(exp_str);
+   auto strike_range = parse_strike_range(strike_range_str);
+   api::PutOrCall cp = (cp_str[0] == 'C' || cp_str[0] == 'c')
+                           ? api::PutOrCall::PUTORCALL_CALL
+                           : api::PutOrCall::PUTORCALL_PUT;
+
+   return match_securities(
+       sec_vec, api::Venue::VENUE_DERIBIT, symbol, mm, dd, yy, strike_range,
+       cp);
+}
+std::set<SecurityKey> parse_securities_from_keys(const std::string &secs) {
    std::set<SecurityKey> rv = {};
    std::vector<std::string> parts;
    boost::split(parts, secs, boost::is_any_of(","));
@@ -113,10 +209,34 @@ std::set<SecurityKey> parse_securities(const std::string &secs) {
    return rv;
 }
 
+std::set<SecurityKey> parse_securities(
+    const std::string &secs,
+    const std::vector<api::Security const *> &sec_vec) {
+   bts_assert(!secs.empty());
+   LOG(OrderMan, Info, "TaskingEyeAlgo::parse_securities sec: {}", secs);
+   sleep_log();
+   std::set<SecurityKey> rv = {};
+   if (secs.find("/") != std::string::npos &&
+       secs.find(":") != std::string::npos) {
+      rv = parse_securities_from_range(secs, sec_vec);
+   } else {
+      rv = parse_securities_from_keys(secs);
+   }
+   std::stringstream ss;
+   for (auto k : rv) {
+      ss << k << " ";
+   }
+   LOG(OrderMan, Info, "TaskingEyeAlgo::parse_securities sec: {} rv: {}", secs,
+       ss.str());
+   return rv;
+}
+
 struct TaskingEyeAlgo ::PImpl {
    IAlgoServices *service_ptr = nullptr;
    analytics::ITheoCalculator const *theo_calc = nullptr;
    TEAState state = TEAState::ACTIVE;
+   bool wait_for_signal = false;
+   std::string signal_file = "";
    double edge = 100000;
    double shot_size = 0;
    double target_qty = 0;
@@ -150,31 +270,62 @@ TaskingEyeAlgo::~TaskingEyeAlgo() {}
 OrderOpResult TaskingEyeAlgo::do_before_launch(
     IBeforeLaunchAlgoServices &serv) {
    auto is_data_valid = [&]() {
-      return greater_then_eq(0.1, me->shot_size) &&
-             greater_then_eq(1, me->target_qty) &&
-             greater_then_eq(1, me->max_shots_per_window) &&
-             greater_then_eq(1000000000, me->window_size_nanos) &&
-             me->side != api::SIDE_UNDEFINED;
+      bool rv = greater_then_eq(0.1, me->shot_size) &&
+                greater_then_eq(1, me->target_qty) &&
+                greater_then_eq(1, me->max_shots_per_window) &&
+                greater_then_eq(1000000000, me->window_size_nanos) &&
+                me->side != api::SIDE_UNDEFINED;
+      bool signal_correct = !me->wait_for_signal || !me->signal_file.empty();
+      rv = rv && signal_correct;
+      return rv;
    };
    LOG(OrderMan, Info,
        "TaskingEyeAlgo::do_before_launch order_key: {} security: {} "
        "definition: {}",
        serv.order_key().value(), utils::pb::to_string(serv.security()),
        utils::pb::to_string(serv.definition()));
+   sleep_log();
    auto &def = serv.definition();
    if (def.has_custom_def() && def.custom_def().has_dynamic()) {
       const auto &d_params = def.custom_def().dynamic().order_params();
+      auto wait_for_signal = get_if<bool>(d_params, "Wait For Signal");
+      me->wait_for_signal =
+          wait_for_signal.has_value() ? wait_for_signal.value() : false;
+      auto signal_file = get_if<std::string>(d_params, "Signal File");
+      me->signal_file = signal_file.has_value() ? signal_file.value() : "";
       me->edge = get_if<double>(d_params, "Edge").value();
+      LOG(OrderMan, Info, "TaskingEyeAlgo::do_before_launch edge: {}",
+          me->edge);
+      sleep_log();
       me->shot_size = get_if<double>(d_params, "Shot Size").value();
+      LOG(OrderMan, Info, "TaskingEyeAlgo::do_before_launch shot_size: {}",
+          me->shot_size);
+      sleep_log();
       me->target_qty = get_if<double>(d_params, "Target Quantity").value();
+      LOG(OrderMan, Info, "TaskingEyeAlgo::do_before_launch target_qty: {}",
+          me->target_qty);
+      sleep_log();
+      // TODO, make sure the side if right
       me->side = def.side();
       me->max_shots_per_window =
           get_if<uint32_t>(d_params, "Max Shots Per Window").value();
+      LOG(OrderMan, Info,
+          "TaskingEyeAlgo::do_before_launch max_shots_per_window: {}",
+          me->max_shots_per_window);
+      sleep_log();
       uint32_t window_size_secs =
           get_if<uint32_t>(d_params, "Window Size (secs)").value();
+      LOG(OrderMan, Info,
+          "TaskingEyeAlgo::do_before_launch window_size_secs: {}",
+          window_size_secs);
+      sleep_log();
       me->window_size_nanos = seconds_to_nanos(window_size_secs);
       auto sec_str = get_if<std::string>(d_params, "Securities").value();
-      auto parsed_secs = parse_securities(sec_str);
+      LOG(OrderMan, Info, "TaskingEyeAlgo::do_before_launch Securities: {}",
+          sec_str);
+      sleep_log();
+      auto parsed_secs = parse_securities(sec_str, serv.known_securities());
+      std::stringstream ss;
       std::vector<SecurityKey> final_secs;
       if (parsed_secs.empty()) {
          final_secs.push_back(SecurityKey{serv.security().id()});
@@ -186,18 +337,21 @@ OrderOpResult TaskingEyeAlgo::do_before_launch(
             auto ct = get_tea_child_template(serv, sec_key, me->side);
             me->sec_map.insert({sec_key, {ct}});
             LOG(OrderMan, Info,
-                "TaskingEyeAlgo::do_before_launch order_key: {} successfully "
+                "TaskingEyeAlgo::do_before_launch order_key: {} "
+                "successfully "
                 "created ChildTemplate for sec_key: {}",
                 serv.order_key(), sec_key);
          }
          LOG(OrderMan, Info,
-             "TaskingEyeAlgo::do_before_launch algo constructed order_key: {} "
-             "edge: {} shot_size: {} is_buy: {} target_qty: {} "
-             "max_shots_per_window: {} window_size_nanos: {}  n_secs: {}",
+             "TaskingEyeAlgo::do_before_launch algo constructed order_key: "
+             "{} "
+             "edge: {} shot_size: {} side: {} target_qty: {} "
+             "max_shots_per_window: {} window_size_nanos: {}  n_secs: {} "
+             "wait_for_signal: {} signal_file: {}",
              serv.order_key(), me->edge, me->shot_size,
-             me->side == api::SIDE_BUY, me->target_qty,
+             bts::api::Side_Name(me->side), me->target_qty,
              me->max_shots_per_window, me->window_size_nanos,
-             me->sec_map.size());
+             me->sec_map.size(), me->wait_for_signal, me->signal_file);
          return {};
       }
    }
@@ -213,7 +367,8 @@ void TaskingEyeAlgo::do_launch(IAlgoServices &serv) {
    for (const auto &kv : me->sec_map) {
       auto sec_key = kv.first;
       LOG(OrderMan, Info,
-          "TaskingEyeAlgo::do_before_launch subscribing book for sec_key: {}",
+          "TaskingEyeAlgo::do_before_launch subscribing book for sec_key: "
+          "{}",
           sec_key);
       me->service_ptr->subscribe_book(sec_key);
    }
@@ -315,9 +470,9 @@ void TaskingEyeAlgo::on_theos(
       if (!sec_data.driver_sec_key.has_value() ||
           sec_data.driver_sec_key->value() != driver.value()) {
          LOG(OrderMan, Info,
-             "TaskingEyeAlgo::on_theos order_key: {} subscribing to driver "
-             "sec_key: {}",
-             me->service_ptr->order_key(), driver.value());
+             "TaskingEyeAlgo::on_theos order_key: {} subscribing to driver for "
+             "sec_key: {} driver_key: {}",
+             me->service_ptr->order_key(), sec_key, driver.value());
          sec_data.driver_sec_key = SecurityKey(driver.value());
          sub_to_driver(SecurityKey(driver.value()));
       }
@@ -331,8 +486,14 @@ void TaskingEyeAlgo::on_position(PositionUpdate const &pu) {
 }
 
 void TaskingEyeAlgo::_evaluate_and_shoot() {
-   if (me->state != TEAState::ACTIVE)
+   if (me->state != TEAState::ACTIVE) {
+      LOG(OrderMan, Warn,
+          "TaskingEyeAlgo::_evaluate_and_shoot order_key: {} state is not "
+          "active state: {} ",
+          me->service_ptr->order_key(), me->state);
       return;
+   }
+
    auto max_shots_per_win_reached = [&]() {
       return n_recent_shots(me->shots, me->window_size_nanos) >=
              me->max_shots_per_window;
@@ -343,12 +504,36 @@ void TaskingEyeAlgo::_evaluate_and_shoot() {
             return true;
       return false;
    };
+   auto signal_condition_met = [&]() {
+      if (me->wait_for_signal) {
+         return std::filesystem::exists(me->signal_file);
+      } else
+         return true;
+   };
+   if (!signal_condition_met()) {
+      // Log ?
+      LOG(OrderMan, Warn,
+          "TaskingEyeAlgo::_evaluate_and_shoot order_key: {} Waiting for "
+          "Signal",
+          me->service_ptr->order_key());
+      return;
+   }
    for (auto &kv : me->sec_map) {
       auto sec_key = kv.first;
-      if (max_shots_per_win_reached())
+      if (max_shots_per_win_reached()) {
+         LOG(OrderMan, Warn,
+             "TaskingEyeAlgo::_evaluate_and_shoot order_key: {} "
+             "max_shots_per_win_reached",
+             me->service_ptr->order_key());
          return;
-      if (sec_has_active_order(sec_key))
+      }
+      if (sec_has_active_order(sec_key)) {
+         LOG(OrderMan, Warn,
+             "TaskingEyeAlgo::_evaluate_and_shoot sec_key: {} has working "
+             "order, skipping",
+             sec_key.value());
          continue;
+      }
       Price price;
       Quantity qty;
       if (_in_shooting_zone(sec_key, price, qty)) {
@@ -357,7 +542,8 @@ void TaskingEyeAlgo::_evaluate_and_shoot() {
          auto ch_ord_key =
              me->service_ptr->launch_child(*sec_data.order, price, qty);
          LOG(OrderMan, Info,
-             "TakingEyeAlgo::_evaluate_and_shoot ord_key: {} child_ord_key: {} "
+             "TakingEyeAlgo::_evaluate_and_shoot ord_key: {} child_ord_key: "
+             "{} "
              "price: {} qty: {}",
              me->service_ptr->order_key(), ch_ord_key, price, qty.full_value());
          me->shots.push_back(TEAShot{sec_key, ch_ord_key});
@@ -375,8 +561,13 @@ bool TaskingEyeAlgo::_in_shooting_zone(
    TEASecData const &sec_data = it->second;
    const md::PriceSize &driver_bid = sec_data.driver_book.bid().at(0);
    const md::PriceSize &driver_ask = sec_data.driver_book.ask().at(0);
-   if (eq(driver_bid.size(), 0) || eq(driver_ask.size(), 0))
+   if (eq(driver_bid.size(), 0) || eq(driver_ask.size(), 0)) {
+      LOG(OrderMan, Warn,
+          "TaskingEyeAlgo::_in_shooting_zone no driver for sec_key: {} "
+          "driver_bid_qty: {} driver_ask_qty: {}",
+          sec_key, driver_bid.size(), driver_ask.size());
       return false;
+   }
    // finding weighted mean (TODO change it to mark price later)
    double driver = (driver_bid.price() * driver_bid.size() +
                     driver_ask.price() * driver_ask.size()) /
@@ -386,31 +577,55 @@ bool TaskingEyeAlgo::_in_shooting_zone(
    // TODO normalize theo
    double theo = ptp.theo();
    theo = theo / driver;
-   if (me->side == api::SIDE_BUY) {
+   // auto analyze_buy =
+   auto analyze_buy = [&](const md::PriceSize &md_ask, double theo,
+                          size_t level, Price &price, Quantity &qty) -> bool {
       double ee_buy_pr = theo - me->edge;
-      const md::PriceSize &md_ask = sec_data.sec_book.ask().at(0);
-      LOG(OrderMan, Diag,
-          "TaskingEyeAlgo::_in_shooting_zone sec_key: {} driver: {} theo: {} "
-          "ee_price: {} md: {}/{}",
-          sec_key, driver, theo, ee_buy_pr, md_ask.price(), md_ask.size());
+      bool rv = false;
       if (greater_then_eq(1, md_ask.size()) &&
           greater_then_eq(md_ask.price(), ee_buy_pr)) {
          price = Price(md_ask.price());
-         qty = std::min(static_cast<double>(md_ask.size()), me->shot_size);
-         return true;
+         qty = me->shot_size;
+         rv = true;
       }
-   } else {
-      double ee_sell_pr = theo + me->edge;
-      const md::PriceSize &md_bid = sec_data.sec_book.bid().at(0);
       LOG(OrderMan, Diag,
-          "TaskingEyeAlgo::_in_shooting_zone sec_key: {} driver: {} theo: {} "
-          "ee_price: {} md: {}/{}",
-          sec_key, driver, theo, ee_sell_pr, md_bid.price(), md_bid.size());
+          "TaskingEyeAlgo::_in_shooting_zone::analyze_buy sec_key: {}  "
+          "theo: {} level: {}"
+          "ee_buy_pr: {} rv: {}",
+          sec_key, level, theo, ee_buy_pr, rv);
+      return rv;
+   };
+   auto analyze_sell = [&](const md::PriceSize &md_bid, double theo,
+                           size_t level, Price &price, Quantity &qty) -> bool {
+      double ee_sell_pr = theo + me->edge;
+      bool rv = false;
       if (greater_then_eq(1, md_bid.size()) &&
           greater_then_eq(ee_sell_pr, md_bid.price())) {
          price = Price(md_bid.price());
-         qty = std::min(static_cast<double>(md_bid.size()), me->shot_size);
-         return true;
+         qty = me->shot_size;
+         rv = true;
+      }
+      LOG(OrderMan, Diag,
+          "TaskingEyeAlgo::_in_shooting_zone::analyze_sell sec_key: {} theo:"
+          "{} level: {} ee_sell_pr: {} rv: {}",
+          sec_key, theo, level, ee_sell_pr, rv);
+      return rv;
+   };
+   if (me->side == api::SIDE_BUY) {
+      const auto &ask_book = sec_data.sec_book.ask();
+      for (int i = ask_book.size() - 1; i >= 0; i--) {
+         const auto &md_ask = ask_book.at(i);
+         if (analyze_buy(md_ask, theo, i, price, qty)) {
+            return true;
+         }
+      }
+   } else {
+      const auto &bid_book = sec_data.sec_book.bid();
+      for (int i = bid_book.size() - 1; i >= 0; i--) {
+         const md::PriceSize &md_bid = bid_book.at(i);
+         if (analyze_sell(md_bid, theo, i, price, qty)) {
+            return true;
+         }
       }
    }
    return false;

tools/py/build_spark.py

@@ -24,7 +24,8 @@ class VisualStudioContext:
     def configure_libspark(self, build_dir) -> subprocess.CompletedProcess:
         with CWD(build_dir):
             res = subprocess.run(
-                f'cmake.exe -G "Visual Studio {self.version} {self.year}" {SparkPaths.root()}'
+                f'cmake.exe -G "Visual Studio {self.version} {self.year}" {SparkPaths.root()}',
+                shell=True,
             )
             shutil.copy(
                 SparkPaths.tools().joinpath('cpp.build.props'),