Update externals

tools: Try to organize the script soup that is the tools dir
tools: Move git-related scripts into 'git' dir
2022-08-02 22:23:18 -04:00 · 2022-07-01 18:06:22 -05:00 · 2022-07-01 18:06:22 -05:00 · 2022-07-01 18:06:22 -05:00 · 2022-07-01 18:06:22 -05:00 · 2022-07-01 18:06:22 -05:00
284 changed files with 19706 additions and 14756 deletions
@@ -0,0 +1,28 @@
+[settings]
+os=Windows
+compiler='Visual Studio'
+build_type=Debug
+arch=x86_64
+compiler.version=17
+compiler.runtime=MTd
+
+[options]
+boost:without_graph=True
+boost:without_iostreams=True
+boost:without_json=True
+boost:without_log=True
+boost:without_math=True
+boost:without_nowide=True
+boost:without_program_options=True
+boost:without_python=True
+boost:without_random=True
+boost:without_serialization=True
+boost:without_test=True
+boost:without_timer=True
+boost:without_wave=True
+boost:layout=system
+boost:multithreading=True
+
+[build_requires]
+
+[env]
@@ -0,0 +1,28 @@
+[settings]
+os=Windows
+compiler='Visual Studio'
+build_type=Release
+arch=x86_64
+compiler.version=17
+compiler.runtime=MT
+
+[options]
+boost:without_graph=True
+boost:without_iostreams=True
+boost:without_json=True
+boost:without_log=True
+boost:without_math=True
+boost:without_nowide=True
+boost:without_program_options=True
+boost:without_python=True
+boost:without_random=True
+boost:without_serialization=True
+boost:without_test=True
+boost:without_timer=True
+boost:without_wave=True
+boost:layout=system
+boost:multithreading=True
+
+[build_requires]
+
+[env]
@@ -3,10 +3,16 @@
  "isRoot": true,
  "tools": {
    "dotnet-format": {
-      "version": "5.1.225507",
+      "version": "5.1.250801",
      "commands": [
        "dotnet-format"
      ]
+    },
+    "protobuf-net.protogen": {
+      "version": "3.1.17",
+      "commands": [
+        "protogen"
+      ]
    }
  }
 }
@@ -50,3 +50,5 @@ trace_data/
 *.tmp/*
 /.venv*/*
 .cache/
+src/web/api/tsconfig.*.g.json
+.conan/windows/install/*
@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.5)
+cmake_minimum_required(VERSION 3.12)
 project(spark)

 if(WIN32)
@@ -7,73 +7,45 @@ else()
  set(platform "linux")
 endif()

-set(EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
-set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
+set(
+  EXTERNALS_ROOT
+  "${CMAKE_SOURCE_DIR}/externals/${platform}"
+  CACHE
+  STRING
+  "External dependencies root folder (should contain folders: lib, bin, include")
 set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
 set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
 set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
+set(TOOLS "${CMAKE_SOURCE_DIR}/tools")
 set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
 set(BUILD_WEB ON CACHE BOOL "Build the web server")

+include(${CMAKE_SOURCE_DIR}/.conan/${platform}/install/debug/conanbuildinfo.cmake)
+set(CONAN_SYSTEM_INCLUDES ON)
+conan_basic_setup()
+
 include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
 link_directories(${SPARK_LIB})

 if(WIN32)
-  # flags
-  set(
-    CMAKE_CXX_FLAGS
-    "${CMAKE_CXX_FLAGS} \
-    /MP \
-    /WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
-    /bigobj \
-    /DCURL_STATICLIB \
-    /D_WINSOCK_DEPRECATED_NO_WARNINGS \
-    /D__TBB_NO_IMPLICIT_LINKAGE \
-    /DBOOST_ALL_NO_LIB \
-    /std:c++17 \
-    /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
-  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
-  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
-  set(
-    CMAKE_SHARED_LINKER_FLAGS_RELEASE
-    "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} \
-    /DEBUG \
-    /OPT:REF \
-    /OPT:ICF \
-    /LTCG")
-
  # subdirs
  add_subdirectory(src/lib)
+  add_custom_command(
+    OUTPUT ${CMAKE_BINARY_DIR}/Directory.Build.Props
+    COMMAND cp ARGS ${TOOLS}/cpp.build.props ${CMAKE_BINARY_DIR}/Directory.Build.Props
+    DEPENDS ${TOOLS}/cpp.build.props
+    COMMENT "Copy cpp.build.props -> Directory.Build.Props")
+  add_custom_target(client_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/Directory.Build.Props)
 else()
-  # make sparkd look for libspark.so in its directory
-  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
-  set(CMAKE_INSTALL_RPATH ".")
-  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install/${CMAKE_BUILD_TYPE}/sparkd")
  add_compile_definitions(SPARK_ENABLE_CCAPI)
  add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
  add_compile_definitions(CCAPI_ENABLE_LOG_WARN)

-  # flags
-  set(
-    CMAKE_CXX_FLAGS_DEBUG
-    "${CMAKE_CXX_FLAGS_DEBUG} \
-    -fPIC \
-    -Wall \
-    -pedantic \
-    -Wextra \
-    -Werror \
-    -Wno-missing-braces \
-    -Wno-ignored-qualifiers \
-    --std=c++17 -fdiagnostics-color")
-  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
-  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
-  set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
-
  # subdirs
  add_subdirectory(src/server/sparkd)
  add_subdirectory(src/lib)
-  if (BUILD_WEB)
+  if(BUILD_WEB)
    add_subdirectory(src/web)
  endif()
  add_subdirectory(doc/user)
@@ -90,9 +62,9 @@ else()
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
    COMMAND
-      ln ARGS -sf
-      ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
-      ${CMAKE_BINARY_DIR}/server
+    ln ARGS -sf
+    ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
+    ${CMAKE_BINARY_DIR}/server
    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
    COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
    COMMENT "Creating server runtime layout"
@@ -0,0 +1,224 @@
+{
+  "version": 4,
+  "cmakeMinimumRequired": {
+    "major": 3,
+    "minor": 23,
+    "patch": 0
+  },
+
+  "configurePresets": [
+    {
+      "name": "spark",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Windows"
+      },
+      "generator": "Visual Studio 17 2022",
+      "binaryDir": "${sourceDir}/build",
+      "cacheVariables": {
+        "CMAKE_CXX_FLAGS": "/MP /WX /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++17 /D_WIN32_WINNT=0x0600",
+        "CMAKE_CXX_FLAGS_DEBUG": "/MTd",
+        "CMAKE_CXX_FLAGS_RELEASE": "/MT",
+        "CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/DEBUG /OPT:REF /OPT:ICF /LTCG",
+        "CONAN_COMPILER": "Visual Studio",
+        "CONAN_COMPILER_VERSION": "17",
+        "EXTERNALS_ROOT": "${sourceDir}/externals/windows"
+      }
+    },
+
+    {
+      "name": "sparkd",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Linux"
+      },
+      "hidden": true,
+      "generator": "Ninja",
+      "binaryDir": "${sourceDir}/build/${presetName}",
+      "cacheVariables": {
+        "platform": "",
+        "CMAKE_BUILD_WITH_INSTALL_RPATH": {
+          "type": "BOOL",
+          "value": "ON"
+        },
+        "CMAKE_INSTALL_RPATH": ".",
+        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
+        "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
+        "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
+        "CMAKE_C_COMPILER": "cc",
+        "CMAKE_CXX_STANDARD": "17",
+        "WEB_TSCONFIG_NAME": "${presetName}",
+        "BUILD_SDK": {
+          "type": "BOOL",
+          "value": "OFF"
+        },
+        "BUILD_WEB": {
+          "type": "BOOL",
+          "value": "ON"
+        }
+      }
+    },
+
+    {
+      "name": "sparkd-dev",
+      "hidden": true,
+      "inherits": "sparkd",
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Debug",
+        "CMAKE_CXX_FLAGS_DEBUG": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++17 -fdiagnostics-color",
+        "CMAKE_EXPORT_COMPILE_COMMANDS": {
+          "type": "BOOL",
+          "value": "ON"
+        }
+      }
+    },
+
+    {
+      "name": "sparkd-prod",
+      "hidden": true,
+      "inherits": "sparkd",
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Release",
+        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++17 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3"
+      }
+    },
+
+    {
+      "name": "sparkd-dev-clang",
+      "inherits": "sparkd-dev",
+      "displayName": "Development (clang)",
+      "description": "Debug build compiled w/ clang",
+      "cacheVariables": {
+        "CMAKE_CXX_COMPILER": "clang++"
+      }
+    },
+
+    {
+      "name": "sparkd-dev-gcc",
+      "inherits": "sparkd-dev",
+      "displayName": "Development (gcc)",
+      "description": "Debug build compiled w/ gcc",
+      "cacheVariables": {
+        "CMAKE_CXX_COMPILER": "g++"
+      }
+    },
+
+    {
+      "name": "sparkd-prod-clang",
+      "inherits": "sparkd-prod",
+      "displayName": "Production (clang)",
+      "description": "Release build compiled w/ clang",
+      "cacheVariables": {
+        "CMAKE_CXX_COMPILER": "clang++"
+      }
+    },
+
+    {
+      "name": "sparkd-prod-gcc",
+      "inherits": "sparkd-prod",
+      "displayName": "Production (gcc)",
+      "description": "Release build compiled w/ gcc",
+      "cacheVariables": {
+        "CMAKE_CXX_COMPILER": "g++"
+      }
+    },
+
+    {
+      "name": "sparkd-publish",
+      "inherits": "sparkd",
+      "displayName": "Publish",
+      "description": "Publish build compiled w/ gcc and ready to ship",
+      "cacheVariables": {
+        "CMAKE_CXX_COMPILER": "g++"
+      }
+    }
+  ],
+
+  "buildPresets": [
+    {
+      "name": "spark",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Windows"
+      },
+      "hidden": true,
+      "jobs": 4
+    },
+
+    {
+      "name": "spark-dev",
+      "displayName": "Development",
+      "inherits": "spark",
+      "configurePreset": "spark",
+      "configuration": "Debug"
+    },
+
+    {
+      "name": "spark-prod",
+      "displayName": "Production",
+      "inherits": "spark",
+      "configurePreset": "spark",
+      "configuration": "Release"
+    },
+
+    {
+      "name": "sparkd",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Linux"
+      },
+      "hidden": true,
+      "jobs": 4,
+      "targets": [
+        "data_files_dir",
+        "doc_manual_bundle",
+        "install",
+        "libspark",
+        "rapidjson_project",
+        "server_layout",
+        "sparkd",
+        "web_ui_bundle"
+      ]
+    },
+
+    {
+      "name": "sparkd-dev-clang",
+      "configurePreset": "sparkd-dev-clang",
+      "displayName": "Development (clang)",
+      "inherits": "sparkd"
+    },
+
+    {
+      "name": "sparkd-dev-gcc",
+      "configurePreset": "sparkd-dev-gcc",
+      "displayName": "Development (gcc)",
+      "inherits": "sparkd"
+    },
+
+    {
+      "name": "sparkd-prod-clang",
+      "configurePreset": "sparkd-prod-clang",
+      "displayName": "Production (clang)",
+      "inherits": "sparkd"
+    },
+
+    {
+      "name": "sparkd-prod-gcc",
+      "configurePreset": "sparkd-prod-gcc",
+      "displayName": "Production (gcc)",
+      "inherits": "sparkd"
+    },
+
+    {
+      "name": "sparkd-publish",
+      "configurePreset": "sparkd-publish",
+      "displayName": "Publish",
+      "inherits": "sparkd",
+      "targets": "install"
+    }
+  ]
+}
@@ -1,6 +1,4 @@
-set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
 set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
-set(PROTOBUF_STATIC_LIB "libprotobuf")

 function(Protobuf_Generate_Cpp SRCS HDRS)
  set(${SRCS})
@@ -106,8 +104,9 @@ function(Service_Compiler_Generate_Cpp SRCS HDRS)
               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
-        COMMAND
-          "PYTHONPATH=${SPARK_PYTHON}" ${Protobuf_PROTOC_EXECUTABLE} ARGS
+        COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
+        ARGS
+          ${Protobuf_PROTOC_EXECUTABLE}
          --cpp_out=${CMAKE_BINARY_DIR}/src
          --plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py
          --service_out=lang=cpp,make_file_name=${ABS_FIL}:${CMAKE_BINARY_DIR}/src
@@ -0,0 +1,16 @@
+from conans import ConanFile
+
+
+class SparkCryptoConan(ConanFile):
+    name = "spark_crypto"
+    version = "0.1"
+    author = "Blue Trading Solutions"
+    topics = (
+        "crypto", "trading", "options", "futures", "derivatives", "api",
+        "risk", "volatility", "finance")
+    requires = [
+        "boost/1.79.0", "catch2/3.0.1", "cmake/3.23.2", "fmt/8.1.1",
+        "libcurl/7.83.1", "nlohmann_json/3.10.5", "openssl/1.1.1o",
+        "protobuf/3.21.1", "onetbb/2021.3.0", "zlib/1.2.12"
+    ]
+    generators = ("cmake", "virtualenv")
@@ -0,0 +1,40 @@
+import os
+import subprocess
+import argparse
+
+
+def _exit(code=0, msg=None):
+    if msg is not None:
+        print(msg)
+    exit(code)
+
+
+def _literal_linesep():
+    ls = os.linesep
+    if ls == '\r\n':
+        return r'\r\n'
+    if ls == '\n':
+        return r'\n'
+    return ls
+
+
+def _get_arg_parser():
+    parser = argparse.ArgumentParser(description='Build spark_client.sln')
+    parser.add_argument('input', nargs='?', help='The CMakeDeps file to dump')
+    return parser
+
+
+def _main():
+    parser = _get_arg_parser()
+    args = parser.parse_args()
+    cmd_args = ['sed', fr"'s/;/{_literal_linesep()}/g'", args.input]
+    return subprocess.run(cmd_args)
+
+
+if __name__ == '__main__':
+    try:
+        res = _main()
+        if res.returncode != 0:
+            _exit(1, str(res))
+    except Exception as e:
+        _exit(1, str(e))
@@ -1,17 +1,39 @@
 astroid==2.7.3
 autopep8==1.5.7
+bottle==0.12.21
+certifi==2022.6.15
 cffi==1.14.6
+charset-normalizer==2.1.0
 colorama==0.4.4
+conan==1.50.0
+fasteners==0.17.3
+gitdb==4.0.9
+idna==3.3
 isort==5.9.3
+Jinja2==3.1.2
 lazy-object-proxy==1.6.0
+MarkupSafe==2.1.1
 mccabe==0.6.1
+node-semver==0.6.1
+patch-ng==1.17.4
 platformdirs==2.3.0
+pluginbase==1.0.1
 protobuf==3.19.1
 pybars3==0.9.7
 pycodestyle==2.7.0
 pycparser==2.20
+Pygments==2.12.0
+PyJWT==2.4.0
 pylint==2.10.2
 PyMeta3==0.5.1
+python-dateutil==2.8.2
+PyYAML==6.0
+requests==2.28.1
+six==1.16.0
+smmap==5.0.0
+termcolor==1.1.0
 toml==0.10.2
+tqdm==4.64.0
+urllib3==1.26.9
 wrapt==1.12.1
 yapf==0.31.0
@@ -1,41 +0,0 @@
-
-Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 15
-VisualStudioVersion = 15.0.26730.10
-MinimumVisualStudioVersion = 10.0.40219.1
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
-EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
-EndProject
-Global
-	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|x64 = Debug|x64
-		MinSizeRel|x64 = MinSizeRel|x64
-		Release|x64 = Release|x64
-		RelWithDebInfo|x64 = RelWithDebInfo|x64
-	EndGlobalSection
-	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.ActiveCfg = Debug|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.Build.0 = Debug|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.Build.0 = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.Build.0 = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
-		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
-		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{502FD050-679A-3B50-B438-098500700919}.Release|x64.ActiveCfg = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.Release|x64.Build.0 = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-	EndGlobalSection
-	GlobalSection(SolutionProperties) = preSolution
-		HideSolutionNode = FALSE
-	EndGlobalSection
-	GlobalSection(ExtensibilityGlobals) = postSolution
-		SolutionGuid = {6A7249D7-B40C-4656-9347-60072D0B8FDB}
-	EndGlobalSection
-EndGlobal
@@ -1,10 +1,10 @@
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio Version 16
-VisualStudioVersion = 16.0.30114.105
+# Visual Studio Version 17
+VisualStudioVersion = 17.2.32616.157
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
@@ -12,15 +12,15 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\spar
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}"
-EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
 	ProjectSection(ProjectDependencies) = postProject
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40} = {9FA60215-26AF-3EB7-AB89-D4F4B126EF40}
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25} = {FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}
 	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "client_layout", "build\client_layout.vcxproj", "{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|x64 = Debug|x64
@@ -37,14 +37,14 @@ Global
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Debug|x64.ActiveCfg = Debug|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Debug|x64.Build.0 = Debug|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.ActiveCfg = Release|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.Build.0 = Release|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.ActiveCfg = Debug|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.Build.0 = Debug|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.ActiveCfg = Release|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.Build.0 = Release|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.ActiveCfg = Release|x64
@@ -69,14 +69,6 @@ Global
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.Build.0 = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Debug|x64.ActiveCfg = Debug|x64
-		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Debug|x64.Build.0 = Debug|x64
-		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Release|x64.ActiveCfg = Release|x64
-		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Release|x64.Build.0 = Release|x64
-		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.ActiveCfg = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.Build.0 = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|x64.ActiveCfg = Release|x64
@@ -93,6 +85,14 @@ Global
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.Debug|x64.ActiveCfg = Debug|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.Debug|x64.Build.0 = Debug|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.Release|x64.ActiveCfg = Release|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.Release|x64.Build.0 = Release|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{7BD9B47C-9AEA-3F81-B8E4-73C74C1932A9}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -29,8 +29,8 @@

  <PropertyGroup Label="ProtoBuf">
    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
-    <protoc>$(Externals)\bin\protoc.exe</protoc>
-    <protogen>$(Externals)\bin\protogen.exe</protogen>
+    <protoc>protoc</protoc>
+    <protogen>dotnet protogen</protogen>
  </PropertyGroup>

  <ItemDefinitionGroup>
@@ -3,7 +3,7 @@
  <Target
      Name="CompileProto2"
      Condition="'@(Proto2)'!=''"
-      Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)"
+      Inputs="$(MSBuildProjectFile);%(Proto2.FullPath)"
      Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
      AfterTargets="PreBuildEvent">
    <PropertyGroup>
@@ -17,9 +17,6 @@
        DestinationFolder="$(WorkingDirectory)"
        SkipUnchangedFiles="True"
        UseHardLinksIfPossible="True" />
-    <Error
-        Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive"
-        Condition="!Exists($(protogen))" />
    <Exec
        Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)\include"
        WorkingDirectory="$(WorkingDirectory)" />
@@ -37,7 +34,7 @@
      Name="CompileProto3"
      AfterTargets="GetAssemblyVersion"
      Condition="'@(Proto3)'!=''"
-      Inputs="$(protoc);
+      Inputs="
    %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
    $(ProtocPluginBase)\templates\c#\client.pb.cs;
    $(ProtocPluginBase)\templates\c#\server.pb.cs;
@@ -52,7 +49,7 @@
    <Exec Command="set PYTHONPATH=$(SparkRoot)\.venv\Scripts\python" />
    <Exec
        Command="
-       $(SparkRoot)\tools\build_protos.cmd ^
+       $(protoc) ^
       %(Proto3.FullPath) ^
       --error_format=msvs ^
       --proto_path=$(SourceRoot) ^
@@ -117,10 +117,10 @@ namespace mbts.spark {
            }
            Log.Ui.info($"VolSurfaceUsageList name_to_ids count: {name_to_ids.Count}");
            var vs_usage = mbts.config.Configuration.get<bts.config.toggles.VolSurfaceUsage>();
-            Log.Ui.info($"VolSurfaceUsageList vs_usage acount: {vs_usage.vol_surface_usage.Count}");
-            foreach (var u in vs_usage.vol_surface_usage) {
-               string option_name = u.option_name;
-               string vs_name = u.vs_name;
+            Log.Ui.info($"VolSurfaceUsageList vs_usage acount: {vs_usage.VolSurfaceUsages.Count}");
+            foreach (var u in vs_usage.VolSurfaceUsages) {
+               string option_name = u.OptionName;
+               string vs_name = u.VsName;
               int vs_key;
               if (name_to_ids.TryGetValue(vs_name, out vs_key)) {
                  ulist.UsageList.Add(new VolSurfaceUsageEntry() {
@@ -20,7 +20,7 @@ namespace mbts.spark {
      [ImportingConstructor]
      public AlgoProviderFactory(IAlgoStudioModel studio_model, DynamicOrderHelper dynamic_helper, ISecurityAuxiliaryDataModel security_auxiliary_model) {
         var from_conf = config.Configuration.get<bts.config.AlgoTypeRuleSet>();
-         if (from_conf.rules.Count == 0) {
+         if (from_conf.Rules.Count == 0) {
            // There seems to be a config race bug, where the returned config values are empty, despite having entries in spark.conf.
            // [John]I've only noticed it happen when attached to the debugger,
            // but best to have a contingency plan in place anyways, to prevent any chance of regression.
@@ -108,7 +108,7 @@ namespace mbts.spark {
              .Select(t => _get_type_data(t))
              .Concat(dynamic_helper.dynamic_types.Select(dt => _get_type_data(AlgoType.Dynamic, dt)))
              .ToListLazy();
-            var conf_sets = from_conf.rules.Select(r => _to_security_algo_set(r, dynamic_helper, algo_type_data)).ToList();
+            var conf_sets = from_conf.Rules.Select(r => _to_security_algo_set(r, dynamic_helper, algo_type_data)).ToList();
            security_algo_provider = new AlgoProvider(conf_sets.Select(tup => tup.standard).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
            attachable_algo_provider = new AttachableAlgoProvider(conf_sets.Select(tup => tup.attachable).ToList(), studio_model, dynamic_helper, security_auxiliary_model);
         }
@@ -128,9 +128,9 @@ namespace mbts.spark {
         context == null ?
            new SecurityCriteriaClause() :
            new SecurityCriteriaClause(
-               exchanges: context.exchanges?.Select(EnumHelper.parse<Venue>)?.ToArray(),
-               security_types: context.security_types?.Select(EnumHelper.parse<Security.ContractOneofCase>)?.Select(t => t.security_type())?.ToArray(),
-               symbols: context.symbols?.ToArray());
+               exchanges: context.Exchanges?.Select(EnumHelper.parse<Venue>)?.ToArray(),
+               security_types: context.SecurityTypes?.Select(EnumHelper.parse<Security.ContractOneofCase>)?.Select(t => t.security_type())?.ToArray(),
+               symbols: context.Symbols?.ToArray());

      static (SecurityAlgoTypeSetImmutable standard, SecurityAlgoTypeSetImmutable attachable) _to_security_algo_set(
         bts.config.AlgoTypeRule rule,
@@ -141,24 +141,24 @@ namespace mbts.spark {
         var dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
         var attachable_factory_types = ImmutableHashSet<AlgoType>.Empty.ToBuilder();
         var attachable_dynamic_types = ImmutableHashSet<string>.Empty.ToBuilder();
-         foreach (var a in rule.algos) {
-            if (Enum.TryParse(a.name, out AlgoType sys_algo) && sys_algo != AlgoType.Composite && sys_algo != AlgoType.Dynamic) {
-               on_sys_match(sys_algo, a.is_attachable);
-            } else if (dynamic_helper.try_parse(a.name, out var dyn_type)) {
-               on_dyn_match(dyn_type, a.is_attachable);
+         foreach (var a in rule.Algos) {
+            if (Enum.TryParse(a.Name, out AlgoType sys_algo) && sys_algo != AlgoType.Composite && sys_algo != AlgoType.Dynamic) {
+               on_sys_match(sys_algo, a.IsAttachable);
+            } else if (dynamic_helper.try_parse(a.Name, out var dyn_type)) {
+               on_dyn_match(dyn_type, a.IsAttachable);
            } else {
               foreach (var (name, factory, dynamic) in algo_type_data) {
-                  if (Regex.Match(name, a.name).Success) {
+                  if (Regex.Match(name, a.Name).Success) {
                     switch (factory) {
                        case AlgoType.None:
                        case AlgoType.Composite:
                           // unexpected, but no need to crash
                           continue;
                        case AlgoType.Dynamic:
-                           on_dyn_match(dynamic, a.is_attachable);
+                           on_dyn_match(dynamic, a.IsAttachable);
                           break;
                        default:
-                           on_sys_match(factory, a.is_attachable);
+                           on_sys_match(factory, a.IsAttachable);
                           break;
                     }
                  }
@@ -168,13 +168,13 @@ namespace mbts.spark {
         return (
            // standard
            new SecurityAlgoTypeSetImmutable(
-               _to_clause(rule.context),
+               _to_clause(rule.Context),
               new AlgoTypeSetImmutable(
                  factory_types.ToImmutable(),
                  dynamic_types.ToImmutable())),
            // attachable
            new SecurityAlgoTypeSetImmutable(
-               _to_clause(rule.context),
+               _to_clause(rule.Context),
            new AlgoTypeSetImmutable(
               attachable_factory_types.ToImmutable(),
               attachable_dynamic_types.ToImmutable())));
@@ -37,7 +37,7 @@ namespace bts.ui {
         Window about = Application.LoadComponent(new Uri("/view/Shell/About.xaml", UriKind.Relative)) as Window;
         enable_crash_on_dblclick(about);
         if (about != null) {
-            about.DataContext = new { Version = Configuration.get<bts.config.System>().version, User = _user };
+            about.DataContext = new { Version = Configuration.get<bts.config.System>().Version, User = _user };
            about.Topmost = true;
            about.CommandBindings.Add(new CommandBinding(ApplicationCommands.Close, (a, b) => about.Close()));
            about.CommandBindings.Add(new CommandBinding(ApplicationCommands.Open, (arg, e) => {
@@ -49,7 +49,7 @@ namespace bts {
            ss,
            user,
            security_metadata,
-            TimeSpan.FromMilliseconds(Configuration.get<RelayOptions>().naggle_ms),
+            TimeSpan.FromMilliseconds(Configuration.get<RelayOptions>().NaggleMs),
            TimeSpan.FromSeconds(1)) { }

      public MDDaemon(
@@ -33,7 +33,7 @@ namespace bts.shell {

      [ImportingConstructor]
      public OrderTicketDaemon(IBus bus, OrdersModel model, UserSettingsHub settings_hub, ErrorReporter error_reporter)
-         : this(bus, model, settings_hub, error_reporter, Configuration.get<bts.config.OrderTicketOptions>().close_on_send) { }
+         : this(bus, model, settings_hub, error_reporter, Configuration.get<bts.config.OrderTicketOptions>().CloseOnSend) { }

      public OrderTicketDaemon(IBus bus, OrdersModel model, UserSettingsHub settings_hub, ErrorReporter error_reporter, bool close_on_send) {
         _bus = bus;
@@ -21,7 +21,7 @@ namespace mbts.ui {
      [ImportingConstructor]
      public RecenterDaemon(IBus bus) {
         _bus = bus;
-         _time_to_center = TimeSpan.FromSeconds(config.Configuration.get<bts.config.LadderKnobs>().seconds_to_recenter);
+         _time_to_center = TimeSpan.FromSeconds(config.Configuration.get<bts.config.LadderKnobs>().SecondsToRecenter);
         _last_recenter = DateTime.UtcNow;

         _dispose = _bus.subscribe(SparkTags.RequestRecenterLadder).Subscribe(_ => trigger_recenter(SparkTags.RecenterLadderNow));
@@ -24,7 +24,7 @@ namespace bts.perf {
      [ImportingConstructor]
      public ShellLatencyDaemon(ShellLatencyService service, Lazy<UserTuple> user) {
         _service = service;
-         _version = Configuration.get<bts.config.System>().version;
+         _version = Configuration.get<bts.config.System>().Version;
         _username = user.Value.name;
         _hostname = Environment.MachineName;

@@ -49,32 +49,32 @@ namespace bts.perf {

      async void _forever_ping_host(Ping pinger) {
         var config = Configuration.get<bts.config.ShellPingOptions>();
-         string server_ip = Configuration.get<bts.config.System>().config_ip;
-         int delay = config.workloop_milliseconds_interval;
+         string server_ip = Configuration.get<bts.config.System>().ConfigIp;
+         int delay = config.WorkloopMillisecondsInterval;
         int _current_missed_ping_count = 0;

-         if (config.shell_ping_is_enabled && pinger != null) {
+         if (config.ShellPingIsEnabled && pinger != null) {
            while (true) {
               try {
                  await Task.Delay(delay);
-                  var response = await pinger.SendPingAsync(server_ip, config.timeout_milliseconds_threshold);
+                  var response = await pinger.SendPingAsync(server_ip, config.TimeoutMillisecondsThreshold);
                  if (response.Status == IPStatus.Success) {
                     _current_missed_ping_count = 0;
-                     if (response.RoundtripTime > config.logging_milliseconds_threshold) {
+                     if (response.RoundtripTime > config.LoggingMillisecondsThreshold) {
                        Log.Ui.warn($"Ping response not received in a timely manner:\n" +
                           $"\tAddress:\t{response.Address}\n" +
                           $"\tRoundTrip:\t{response.RoundtripTime} ms");
                     }
                     // potentially reset delay to initial work period (no-op otherwise)
-                     delay = config.workloop_milliseconds_interval;
+                     delay = config.WorkloopMillisecondsInterval;
                  } else {
                     _current_missed_ping_count++;
-                     delay = _get_exp_delay(_current_missed_ping_count, config.workloop_milliseconds_interval, config.maximum_backoff_milliseconds);
+                     delay = _get_exp_delay(_current_missed_ping_count, config.WorkloopMillisecondsInterval, config.MaximumBackoffMilliseconds);
                     Log.Ui.warn($"Ping was not successful. Ping response: {response.Status}. Missed ping count: {_current_missed_ping_count}. Backing off for {delay} milliseconds.");
                  }
               } catch (PingException e) {
                  _current_missed_ping_count++;
-                  delay = _get_exp_delay(_current_missed_ping_count, config.workloop_milliseconds_interval, config.maximum_backoff_milliseconds);
+                  delay = _get_exp_delay(_current_missed_ping_count, config.WorkloopMillisecondsInterval, config.MaximumBackoffMilliseconds);
                  Log.Ui.error($"Ping exception. {e}\nBacking off for {delay} milliseconds.");
               }
            } // end while
@@ -28,7 +28,7 @@ namespace bts.shell {
         }
      }
      bool check_version() {
-         string current = Configuration.get<bts.config.System>().version;
+         string current = Configuration.get<bts.config.System>().Version;
         if (!string.IsNullOrWhiteSpace(current) && current != "private") {
            using (var key = Registry.CurrentUser.CreateSubKey(@"Software\BTS")) {
               var value = key.GetValue("version");
@@ -31,7 +31,7 @@

      public override string window_type => WINDOW_TYPE;
      string ISharedWindow.thread_id =>
-         config.Configuration.get<bts.config.MultiThreadedWindows>().vol_surface ? "VolSurface" : null;
+         config.Configuration.get<bts.config.MultiThreadedWindows>().VolSurface ? "VolSurface" : null;

      public int vs_id => _startup_data.id;
      public string vs_name { get; }
@@ -65,7 +65,7 @@ namespace mbts.spark {
         _settings_hub = settings_hub;
         _settings_manager = settings_hub.create_mview_settings_manager(state.grid);
         Icon.Freeze();
-         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().market_view ? "MarketView" : null;
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().MarketView ? "MarketView" : null;
         _dispose = Disposable.Create(() => {
            Disposable.dispose(ref _subscriptions);
            _vm.Dispose();
@@ -42,7 +42,7 @@

      public override Task<IShellWindow> load(TimeAndSalesSettings state) {
         var conf = Configuration.get<bts.config.TimeAndSalesOptions>();
-         var thread_id = Configuration.get<bts.config.MultiThreadedWindows>().time_and_sales ?
+         var thread_id = Configuration.get<bts.config.MultiThreadedWindows>().TimeAndSales ?
            TimeAndSalesWindow.WINDOW_TYPE_NAME : null;
         var settings_man = new WindowSettingsManager<GridSettings>(
            _settings_hub, state.grid, s => s.time_and_sales_grid, (s, g) => s.with(time_and_sales: g));
@@ -52,7 +52,7 @@
            _consumer,
            state,
            settings_man,
-            conf.can_pause_updates,
+            conf.CanPauseUpdates,
            _security_auxiliary_model.get_display_quantity_divisor,
            thread_id);
         return Task.FromResult<IShellWindow>(win);
@@ -32,7 +32,7 @@ namespace bts.ui {
            SparkCommands.ShowGlobalAlerts,
            SparkCommands.ShowWorkspaces
         };
-         if (Configuration.get<bts.config.toggles.ToastNotifications>().enabled) {
+         if (Configuration.get<bts.config.toggles.ToastNotifications>().Enabled) {
            actions_list.Add(SparkCommands.ShowSettings);
         }
         actions = actions_list;
@@ -26,9 +26,9 @@ namespace bts {
      static bool _is_hidden(IShellModule module) {
         var props = Configuration.get<IShellModuleProps>();
         string name = module.GetType().Name;
-         foreach (var p in props.module) {
-            if (p.name.ToLower() == name.ToLower()) {
-               return !p.visible;
+         foreach (var p in props.Modules) {
+            if (p.Name.ToLower() == name.ToLower()) {
+               return !p.Visible;
            }
         }
         return false;
@@ -42,7 +42,7 @@ namespace mbts.spark {
         _state = state;
         _settings_manager = settings_manager;
         Icon.Freeze();
-         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().synthetic_management ?
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().SyntheticManagement ?
            "SyntheticManagement" : null;
         _dispose = Disposable.Create(() => {
            Disposable.dispose(ref _vm);
@@ -44,8 +44,8 @@ namespace bts.shell {
            string uristr = uri.ToString();
            string http_base =
               "http://{0}:{1}/".fmt(
-                  Configuration.get<bts.config.System>().config_host,
-                  Configuration.get<bts.config.System>().config_port);
+                  Configuration.get<bts.config.System>().ConfigHost,
+                  Configuration.get<bts.config.System>().ConfigPort);
            string temp = uristr;
            if (uristr.StartsWith("bts://m/")) {
               temp = uristr.Replace("bts://m/", http_base + "docs/");
@@ -94,7 +94,7 @@ namespace bts.shell {
            emulation_key = Microsoft.Win32.Registry.CurrentUser.CreateSubKey(ke_name);
         }

-         var process_name = Configuration.get<bts.config.System>().process_name;
+         var process_name = Configuration.get<bts.config.System>().ProcessName;
         emulation_key.SetValue(process_name, 11001); // IE11
      }
      #endregion
@@ -43,7 +43,7 @@ namespace mbts.spark {
         : base(NAME, bus, factory, SparkCommands.ShowAlgoStudio.icon) {
         _model = model;
         _state = state;
-         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().algo_studio ? "AlgoStudio" : null;
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().AlgoStudio ? "AlgoStudio" : null;
         _dispose = Disposable.Create(_dispose_core);
      }

@@ -74,12 +74,12 @@ namespace mbts.spark {
         _commands.Add(new SparkCommandCommand("Add Algo", Icons.AddBoxes, _vm.add_definition_cmd));
         _commands.Add(new SparkCommandCommand("Clone Algo", Icons.CopyBoxes, _vm.clone_selected_definition_cmd));
         _commands.Add(new SparkCommandCommand("Save Algo", Icons.DiskFile, _vm.save_cmd) {
-            show_in_toolbar = _ui_configuration.can_save_specific
+            show_in_toolbar = _ui_configuration.CanSaveSpecific
         });
         _commands.Add(new SparkCommandCommand("Save All", Icons.Disk, ObservantAsyncCommand.create(_vm.save_all, out var save_all_observer)));
         _resources.Add(_vm.subscribe_dirty().OnDispatcher().Subscribe(save_all_observer));
         // undo/redo
-         if (_ui_configuration.can_undo_redo) {
+         if (_ui_configuration.CanUndoRedo) {
            // undo
            var undo_cmd = new ObservantCommand(() => _vm.selected_definition?.try_undo());
            var undo_spark_cmd = new SparkCommandCommand("Undo", Icons.UndoCircular, undo_cmd);
@@ -17,10 +17,10 @@ namespace mbts.spark {
   static class AlgoStudioModelUtils {
      public static IReadOnlyDictionary<object, object> get_dynamic_resources(bts.config.AlgoStudioOptions ui_configuration) =>
         new Dictionary<object, object> {
-            { AlgoStudioWindow.ShowAlgoToolBarRenameDefinitionKey, ui_configuration.can_modify_definition_name && ui_configuration.show_algo_toolbar_rename },
-            { AlgoStudioWindow.ShowAlgoToolBarSaveDefinitionKey, ui_configuration.can_modify_definition_values && ui_configuration.show_algo_toolbar_save },
-            { AlgoStudioWindow.ShowAlgoToolBarRevertDefinitionKey, ui_configuration.show_algo_toolbar_revert },
-            { AlgoStudioWindow.ShowAlgoToolBarUndoRedoDefinitionKey, ui_configuration.show_algo_toolbar_undo_redo }
+            { AlgoStudioWindow.ShowAlgoToolBarRenameDefinitionKey, ui_configuration.CanModifyDefinitionName && ui_configuration.ShowAlgoToolbarRename },
+            { AlgoStudioWindow.ShowAlgoToolBarSaveDefinitionKey, ui_configuration.CanModifyDefinitionValues && ui_configuration.ShowAlgoToolbarSave },
+            { AlgoStudioWindow.ShowAlgoToolBarRevertDefinitionKey, ui_configuration.ShowAlgoToolbarRevert },
+            { AlgoStudioWindow.ShowAlgoToolBarUndoRedoDefinitionKey, ui_configuration.ShowAlgoToolbarUndoRedo }
         };
   }
 }
@@ -65,9 +65,9 @@ namespace mbts.spark {
         _permissions_mask.mask = init_permissions;
         _permissions_mask.raw = init_permissions;
         var resources = new CompositeDisposable();
-         if (!model.algo_model.ui_configuration.can_modify_definition_values)
+         if (!model.algo_model.ui_configuration.CanModifyDefinitionValues)
            editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditValues | AlgoEditingPermissions.AllowSaveValues);
-         if (!model.algo_model.ui_configuration.can_modify_definition_structure)
+         if (!model.algo_model.ui_configuration.CanModifyDefinitionStructure)
            editing_permissions_mask ^= (AlgoEditingPermissions.AllowEditStructure | AlgoEditingPermissions.AllowSaveStructure);
         key = def_data.key;
         algos_view = ObservableAutoWrapper.create_sorted_wrapper(_algo_roots, AlgoCollectionHelper.algo_vm_comparer);
@@ -128,7 +128,7 @@ namespace mbts.spark {
               case AlgoKey.Mode.Persisted:
                  _metadata = new AlgoDefinitionMetadata(key);
                  resources.Add(model.algo_model.metadata_service.subscribe_metadata(key).OnDispatcher().Subscribe(_on_metadata));
-                  _edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, conf.can_modify_definition_name ? VisualStateNames.Name.Active : VisualStateNames.Name.CannotRenameDefinition);
+                  _edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, conf.CanModifyDefinitionName ? VisualStateNames.Name.Active : VisualStateNames.Name.CannotRenameDefinition);
                  break;
               case AlgoKey.Mode.Factory:
                  _edit_pane_vs_model.set_state(VisualStateNames.Name.GroupName, VisualStateNames.Name.Inactive);
@@ -37,7 +37,7 @@ namespace mbts.spark {
         _orders_model = orders_model;
         _state = state;
         _settings_manager = settings_manager;
-         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().fills ? "Fills" : null;
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().Fills ? "Fills" : null;
         _dispose = Disposable.Create(() => {
            Disposable.dispose(ref _vm);
            if (_commands != null) {
@@ -515,7 +515,7 @@ namespace mbts.spark {

      static LadderSettings() {
         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
-         mimic_tt = knobs.mimic_tt;
+         mimic_tt = knobs.MimicTt;
      }

      // Default proto constructor
@@ -58,7 +58,7 @@
         _sec_meta_store = sec_meta_store;
         _ladder_conf = new LadderConfig(
            Configuration.get<bts.config.LadderKnobs>(),
-            Configuration.get<bts.config.MultiThreadedWindows>().ladder);
+            Configuration.get<bts.config.MultiThreadedWindows>().Ladder);
         _thread_id_provider = ShellWindowThreadIDFactory.create(_window_type, _ladder_conf.ladders_on_threads);
         _mbo = mbo;
         _dispose = Disposable.Create(
@@ -117,10 +117,10 @@
      public readonly TimeSpan security_timeout;

      public LadderConfig(bts.config.LadderKnobs knobs, bool ladders_on_threads) {
-         max_open_ladders = knobs.max_open_ladders;
-         open_algo_popup_on_select = knobs.open_algo_popup_on_select;
-         use_algo_param_grid = knobs.use_algo_param_grid;
-         security_timeout = TimeSpan.FromSeconds(Math.Max(15, knobs.security_timeout_secs));
+         max_open_ladders = knobs.MaxOpenLadders;
+         open_algo_popup_on_select = knobs.OpenAlgoPopupOnSelect;
+         use_algo_param_grid = knobs.UseAlgoParamGrid;
+         security_timeout = TimeSpan.FromSeconds(Math.Max(15, knobs.SecurityTimeoutSecs));
         this.ladders_on_threads = ladders_on_threads;
      }
   }
@@ -101,16 +101,16 @@ namespace mbts.spark {

      static LadderGridHost() {
         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
-         _show_scrollbar = knobs.show_scrollbar;
-         _lighten_market_cells = knobs.lighten_market_cells;
-         _initial_row_count = (int)knobs.scrollable_tick_window_size;
+         _show_scrollbar = knobs.ShowScrollbar;
+         _lighten_market_cells = knobs.LightenMarketCells;
+         _initial_row_count = (int)knobs.ScrollableTickWindowSize;
         // For market cell backgrounds, 0 means null.  Note that the full
         // range of colors can still be expressed, as zero is merely one of
         // 2^24 possible representations of 'transparent.'
-         if (knobs.bid_market_cell_background != 0)
-            _bid_market_cell_background = knobs.bid_market_cell_background.argb_color();
-         if (knobs.ask_market_cell_background != 0)
-            _ask_market_cell_background = knobs.ask_market_cell_background.argb_color();
+         if (knobs.BidMarketCellBackground != 0)
+            _bid_market_cell_background = knobs.BidMarketCellBackground.argb_color();
+         if (knobs.AskMarketCellBackground != 0)
+            _ask_market_cell_background = knobs.AskMarketCellBackground.argb_color();
      }

      public LadderGridHost() {
@@ -27,7 +27,7 @@ namespace mbts.spark {

      static LadderView() {
         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
-         MimicTT = knobs.mimic_tt;
+         MimicTT = knobs.MimicTt;
      }

      public static bool MimicTT { get; }
@@ -130,8 +130,8 @@ namespace bts.shell {
         }

         public static ManualFillsConfig read() => new ManualFillsConfig(
-            mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().manual_fills ? window_type : null,
-            mbts.config.Configuration.get<bts.config.ManualFillsOptions>().modal_transactions);
+            mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().ManualFills ? window_type : null,
+            mbts.config.Configuration.get<bts.config.ManualFillsOptions>().ModalTransactions);
      }

      static class CommandGroups {
@@ -1260,7 +1260,7 @@ namespace mbts.spark {
            _background_converter = new AnonymousMultiValueConverter<bool, OrderStatus, Brush>(
               (selected, status) => selected || status != OrderStatus.Working ? Brushes.Transparent : BTSColors.Orders.working_order_background_brush);

-         static readonly bool _animate_child_order_rows = mbts.config.Configuration.get<bts.config.OrderBookOptions>().animate_child_order_rows;
+         static readonly bool _animate_child_order_rows = mbts.config.Configuration.get<bts.config.OrderBookOptions>().AnimateChildOrderRows;

         public static BindingBase _get_background_binding() {
            var mb = new MultiBinding { Converter = _background_converter };
@@ -1014,11 +1014,11 @@ namespace mbts.spark {
            var top = config.Configuration.get<bts.config.TopAttachUIOptions>();
            var offset = config.Configuration.get<bts.config.OffsetAttachUIOptions>();
            _algo_type_conf = new Dictionary<CustomOrderDefinition.CustomOneofCase, (bool, bool)> {
-               { CustomOrderDefinition.CustomOneofCase.Cover, (cover.show_price, cover.show_quantity) },
-               { CustomOrderDefinition.CustomOneofCase.Join, (join.show_price, join.show_quantity) },
-               { CustomOrderDefinition.CustomOneofCase.Lean, (lean.show_price, lean.show_quantity) },
-               { CustomOrderDefinition.CustomOneofCase.Top, (top.show_price, top.show_quantity) },
-               { CustomOrderDefinition.CustomOneofCase.Offset, (offset.show_price, offset.show_quantity) }
+               { CustomOrderDefinition.CustomOneofCase.Cover, (cover.ShowPrice, cover.ShowQuantity) },
+               { CustomOrderDefinition.CustomOneofCase.Join, (join.ShowPrice, join.ShowQuantity) },
+               { CustomOrderDefinition.CustomOneofCase.Lean, (lean.ShowPrice, lean.ShowQuantity) },
+               { CustomOrderDefinition.CustomOneofCase.Top, (top.ShowPrice, top.ShowQuantity) },
+               { CustomOrderDefinition.CustomOneofCase.Offset, (offset.ShowPrice, offset.ShowQuantity) }
            };
         }

@@ -67,7 +67,7 @@ namespace mbts.spark {
         _state = state;
         _settings_manager = settings_manager;
         _can_edit_specific_algo_params = can_edit_specific_algo_params;
-         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().order_book ? "OrderBook" : null;
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().OrderBook ? "OrderBook" : null;
         _dispose = Disposable.Create(() => {
            Disposable.dispose(_thread_init_resources);
            Disposable.dispose(ref _attachment_exit_sub);
@@ -35,7 +35,7 @@ namespace bts.shell {
         ISecurityMetadataStore sec_meta_store,
         UserSettingsHub settings_hub) : base(owner, "SparkOrderBookWindow") {
         var raw_config = Configuration.get<bts.config.OrderBookOptions>();
-         _config = new OrderBookConfig(raw_config.can_edit_specific_algo_params);
+         _config = new OrderBookConfig(raw_config.CanEditSpecificAlgoParams);
         _bus = bus;
         _notification_service = notification_service;
         _notification_service_data_cache = notification_service_data_cache;
@@ -70,7 +70,7 @@ namespace mbts.spark {
            var bg_binding = new MultiBinding();
            bg_binding.Bindings.Add(new Binding(nameof(OrderBookRowVM.status)));
            bg_binding.Bindings.Add(new Binding(nameof(ListBoxItem.IsSelected)) { RelativeSource = new RelativeSource(RelativeSourceMode.FindAncestor, typeof(ListBoxItem), 1) });
-            double overlay_opacity = config.Configuration.get<bts.config.OrderBookOptions>().status_color_opacity_when_selected;
+            double overlay_opacity = config.Configuration.get<bts.config.OrderBookOptions>().StatusColorOpacityWhenSelected;
            if (overlay_opacity > 0.1 && overlay_opacity < 0.9) {
               bg_binding.Converter = ValueConverter.create<OrderStatus, bool, Brush>((status, is_selected) => {
                  var color = _status_color(status);
@@ -61,7 +61,7 @@ namespace bts.shell {
         _position_model = position_model;
         _sec_meta_store = sec_meta_store;
         _pnl_conf = new PNLConfig(Configuration.get<bts.config.PNLOptions>());
-         _thread_id_provider = ShellWindowThreadIDFactory.create(_window_type, Configuration.get<bts.config.MultiThreadedWindows>().pnl);
+         _thread_id_provider = ShellWindowThreadIDFactory.create(_window_type, Configuration.get<bts.config.MultiThreadedWindows>().Pnl);
         _dispose = bus.subscribe(SparkTags.ShowPNLTag).OnDispatcher().Subscribe(_show);
      }

@@ -308,8 +308,8 @@ namespace bts.shell {
            show_pause_resume;

         public PNLConfig(bts.config.PNLOptions options) {
-            enable_animations = options.enable_animations;
-            show_pause_resume = options.show_pause_resume;
+            enable_animations = options.EnableAnimations;
+            show_pause_resume = options.ShowPauseResume;
         }
      }

@@ -51,7 +51,7 @@ namespace Spark.Trading {
         IWindowSettingsManager<GridSettings> settings_manager,
         UserTuple user)
         : base("Reconcile Report", bus, save, Icons.Reports) {
-         thread_id = Configuration.get<bts.config.MultiThreadedWindows>().reconcile_report ?
+         thread_id = Configuration.get<bts.config.MultiThreadedWindows>().ReconcileReport ?
            WINDOW_TYPE_NAME : null;
         _position_model = position_model;
         _security_metadata = security_metadata;
@@ -26,7 +26,7 @@ namespace BCG
         Right
      }

-      private readonly bool _is_remoted = mbts.config.Configuration.get<bts.config.System>().is_remote_app;
+      private readonly bool _is_remoted = mbts.config.Configuration.get<bts.config.System>().IsRemoteApp;

      [Category("Grid Lines")]
      [DisplayName("Row Seperator Line Color")]
@@ -21,7 +21,7 @@ namespace BCG {
         Down
      }

-      private readonly bool _is_remoted = mbts.config.Configuration.get<bts.config.System>().is_remote_app;
+      private readonly bool _is_remoted = mbts.config.Configuration.get<bts.config.System>().IsRemoteApp;
      private readonly PerfStatsLogger _recorder = new PerfStatsLogger();
      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
      private System.ComponentModel.Container components = null;
@@ -350,4 +350,4 @@ namespace BCG {
      }
      #endregion
   }
-}
+}
@@ -56,8 +56,8 @@ namespace mbts.ui {
         SoundNotificationPlayer _sound_player;
         Dispatcher _dispatcher;
         bool
-            _sound_notifications_enabled = Configuration.get<bts.config.toggles.SoundNotifications>().enabled,
-            _toast_notifications_enabled = Configuration.get<bts.config.toggles.ToastNotifications>().enabled;
+            _sound_notifications_enabled = Configuration.get<bts.config.toggles.SoundNotifications>().Enabled,
+            _toast_notifications_enabled = Configuration.get<bts.config.toggles.ToastNotifications>().Enabled;

         [ImportingConstructor]
         public Notifier(IBus bus, UserSettingsHub settings_hub) {
@@ -77,7 +77,7 @@ namespace mbts.ui {
                  if (_disposer.has_dispose_started)
                     return;
                  _sound_player = SoundNotificationPlayer.create();
-                  if (Configuration.get<bts.config.toggles.ToastNotifications>().enabled) {
+                  if (Configuration.get<bts.config.toggles.ToastNotifications>().Enabled) {
                     _toast_controller = new ToastNotificationController(bus);
                     _settings_sub = settings_hub.subscribe_default_settings().StartWith(settings_hub.current).OnDispatcher().Subscribe(s => {
                        if (s == null || _disposer.has_dispose_started)
@@ -36,7 +36,7 @@

   [Export]
   class OrdersModel : IDisposable {
-      public static readonly bool piq_enabled = Configuration.get<bts.config.toggles.PlacementInQueue>().enabled;
+      public static readonly bool piq_enabled = Configuration.get<bts.config.toggles.PlacementInQueue>().Enabled;
      public readonly MarketDataAuxiliaryModel md_auxiliary_model;
      public readonly ISecurityAuxiliaryDataModel security_auxiliary_model;

@@ -32,7 +32,7 @@
   class OrderSentEventPredicate : IEquatable<OrderSentEventPredicate> {
      static readonly int _type_hash = typeof(OrderSentEventPredicate).GetHashCode();
      // arbitrary short time period (can override in config)
-      static readonly TimeSpan _stale_order_threshold = TimeSpan.FromSeconds(config.Configuration.get<bts.config.OrderAlerts>().stale_order_threshold_seconds);
+      static readonly TimeSpan _stale_order_threshold = TimeSpan.FromSeconds(config.Configuration.get<bts.config.OrderAlerts>().StaleOrderThresholdSeconds);

      public enum PredicateTypeOneofCase {
         [Description("(any order)")]
@@ -30,7 +30,7 @@ namespace mbts.ui.settings {
   }

   static class PredicateVMWrapper {
-      static readonly bool _toast_notifications_enabled_global = Configuration.get<bts.config.toggles.ToastNotifications>().enabled;
+      static readonly bool _toast_notifications_enabled_global = Configuration.get<bts.config.toggles.ToastNotifications>().Enabled;

      public static ITemplatedPropertyWrapperVM<TSource> wrap_child_oneof<TSource, TChild, TChildOneof>(
         Func<TSource, TChild> get, Action<TSource, TChild> set, Func<TChild, TChildOneof> get_child_oneof, Dictionary<TChildOneof, ITemplatedPropertyWrapperVM<TChild>> oneof_vms)
@@ -29,7 +29,7 @@ namespace mbts.analytics {
         IBus bus, ISaveWindow<ComboReportSettings> save,
         ComboReportSettings settings)
         : base(settings.id.ToString(), bus, save, Icons.Reports) {
-         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().combo_report ?
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().ComboReport ?
            "Combo" : null;
         _settings = settings;
         _dispose = Disposable.Create(() => (_vm, _model));
@@ -34,7 +34,7 @@ namespace mbts.analytics {
         ISaveWindow<SlideReportSettings> save,
         SlideReportSettings settings)
         : base(settings.id.ToString(), bus, save, Icons.Reports) {
-         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().slide_report ? "Slide" : null;
+         thread_id = config.Configuration.get<bts.config.MultiThreadedWindows>().SlideReport ? "Slide" : null;
         _settings = settings;
         _dispose = Disposable.Create(() => Disposable.dispose(ref _vm));
      }
@@ -28,9 +28,9 @@ namespace mbts.spark {

      public SecurityAuxiliaryDataModel() {
         var sym_config = Configuration.get<bts.config.SymbolUIConfiguration>();
-         var sym_config_items = Configuration.get<bts.config.SymbolUIConfiguration>().items;
+         var sym_config_items = Configuration.get<bts.config.SymbolUIConfiguration>().Items;
         foreach (var item in sym_config_items)
-            _auxiliary_data[item.symbol] = new SecurityAuxiliaryData(item.display_quantity_divisor);
+            _auxiliary_data[item.Symbol] = new SecurityAuxiliaryData(item.DisplayQuantityDivisor);
      }

      public SecurityAuxiliaryData? get_auxiliary_data(SecurityImmutable security) =>
@@ -88,7 +88,7 @@
      }

      public override void CreateShell(ShellModel model) {
-         if (Configuration.get<bts.config.ShellRenderMode>().software_only) {
+         if (Configuration.get<bts.config.ShellRenderMode>().SoftwareOnly) {
            System.Windows.Media.RenderOptions.ProcessRenderMode = System.Windows.Interop.RenderMode.SoftwareOnly;
         }

@@ -202,7 +202,7 @@ namespace mbts.ui.native {
      private static extern bool SetWorkArea_SystemParametersInfo(SPI action, uint zero, Win32Rect param, uint winini);

      public static void SetWorkArea(Rect workarea) {
-         var dpi_ratio = config.Configuration.get<bts.config.System>().dpi_ratio;
+         var dpi_ratio = config.Configuration.get<bts.config.System>().DpiRatio;
         workarea = new Rect(workarea.Left * dpi_ratio, workarea.Top * dpi_ratio, (workarea.Right - workarea.Left) * dpi_ratio, (workarea.Bottom - workarea.Top) * dpi_ratio);
         //const uint SPIF_SENDWININICHANGE = 2;
         const uint SPIF_UPDATEINIFILE = 1;
@@ -220,7 +220,7 @@ namespace mbts.ui.native {
      // Get the work area for monitor where the specified window is currently.
      // The work area is the area of the window not covered by the task bar or a docked shell
      public static Rect GetWorkArea(IntPtr window) {
-         var dpi_ratio = config.Configuration.get<bts.config.System>().dpi_ratio;
+         var dpi_ratio = config.Configuration.get<bts.config.System>().DpiRatio;
         IntPtr monitor = MonitorFromWindow(window, MONITOR_DEFAULTONNEAREST);
         MONITORINFO info = new MONITORINFO();
         info.cbSize = Marshal.SizeOf(info);
@@ -28,13 +28,13 @@ namespace mbts.spark {
      // i.e. 21:30 UTC corresponds to 16:30 Central (4:30 PM), but only during *CDT*
      // CDT it UTC -5
      // CST is UTC -6
-      static readonly int sod_hh = (int)config.Configuration.get<bts.config.SODTime>().sod_hh;
-      static readonly int sod_mm = (int)config.Configuration.get<bts.config.SODTime>().sod_mm;
+      static readonly int sod_hh = (int)config.Configuration.get<bts.config.SODTime>().SodHh;
+      static readonly int sod_mm = (int)config.Configuration.get<bts.config.SODTime>().SodMm;
      static readonly TimeZoneInfo central_tzi = TimeZoneInfo.FindSystemTimeZoneById(cst_id);

      static MarketSchedule() {
         var cme_schedule = config.Configuration.get<bts.md.CMETradingSchedule>();
-         _cme_gen_open_hrs = cme_schedule?.gen_open_hour ?? 8.5;
+         _cme_gen_open_hrs = cme_schedule?.GenOpenHour ?? 8.5;
      }
      // for object initializers
      public MarketSchedule() { }
@@ -24,7 +24,7 @@ namespace mbts.ui.dpi {
      public static readonly float fdpi_ratio;

      static HighDpiExtensions() {
-         dpi_ratio = Configuration.get<bts.config.System>().dpi_ratio;
+         dpi_ratio = Configuration.get<bts.config.System>().DpiRatio;
         pixel_unit = 1.0 / dpi_ratio;
         fdpi_ratio = (float)dpi_ratio;
      }
@@ -8,7 +8,7 @@ using System.Windows.Input;

 namespace mbts.ui {
   class ScrollViewerCorrector {
-      static readonly bool _fix_nested_scrolling_enabled = mbts.config.Configuration.get<bts.config.toggles.FixNestedScrolling>().enabled;
+      static readonly bool _fix_nested_scrolling_enabled = mbts.config.Configuration.get<bts.config.toggles.FixNestedScrolling>().Enabled;
      static List<MouseWheelEventArgs> _reentrancy_list => ThreadStaticActivator<ReentrancyList>.instance;

      public static readonly DependencyProperty FixNestedScrollingProperty =
@@ -9,7 +9,7 @@ using System.Windows.Media;

 namespace mbts.ui {
   static class WindowExtensions {
-      static readonly bool _ensure_onscreen_with_work_area_rect = config.Configuration.get<bts.config.toggles.EnsureOnScreenWithWorkAreaRect>().enabled;
+      static readonly bool _ensure_onscreen_with_work_area_rect = config.Configuration.get<bts.config.toggles.EnsureOnScreenWithWorkAreaRect>().Enabled;

      public static Rect bounds(this Window window) {
         return new Rect(window.Left, window.Top, window.ActualWidth, window.ActualHeight);
@@ -77,7 +77,7 @@
            .WithParts(types)
            .WithDefaultConventions(rules);

-         string plugin_path = Configuration.get<bts.config.System>().data_path + "/plugins/";
+         string plugin_path = Configuration.get<bts.config.System>().DataPath + "/plugins/";
         if (Directory.Exists(plugin_path)) {
            var assemblies = Directory.GetFiles(plugin_path, "*.dll")
                   .Select(AssemblyLoadContext.Default.LoadFromAssemblyPath);
@@ -127,7 +127,7 @@ namespace mbts.ui.shell {
      }

      public async void save_workspace_periodically() {
-         TimeSpan interval = TimeSpan.FromSeconds(Configuration.get<bts.config.ShellSettingsConfig>().save_timer);
+         TimeSpan interval = TimeSpan.FromSeconds(Configuration.get<bts.config.ShellSettingsConfig>().SaveTimer);
         await Task.Delay(interval);
         while (!_closing) {
            var workspace = await get_workspace_async();
@@ -153,7 +153,7 @@ namespace mbts.ui.shell {

      private static string local_workspace_path() {
         var system = Configuration.get<bts.config.System>();
-         return @"{0}/{1}/{2}".fmt(system.data_path, WORKSPACE_NAMESPACE, "recover_workspace");
+         return @"{0}/{1}/{2}".fmt(system.DataPath, WORKSPACE_NAMESPACE, "recover_workspace");
      }
      private static void save_workspace_locally(WorkspaceDefinition workspace) {
         string path = local_workspace_path();
@@ -129,7 +129,7 @@ namespace mbts.spark {
      #region static
      public static readonly MBOSecurityQueryImmutable default_query = (MBOSecurityQueryImmutable)
         new MBOSecurityQuery {
-            Limit = Configuration.get<bts.config.LadderKnobs>().max_mbo_orders
+            Limit = Configuration.get<bts.config.LadderKnobs>().MaxMboOrders
         };
      #endregion
   }
@@ -14,8 +14,8 @@ namespace mbts.spark {

      static WorkLoop() {
         var timer_params = config.Configuration.get<bts.config.LadderKnobs>();
-         default_priority = Enum.TryParse(timer_params.priority, true, out DispatcherPriority p) ? p : DispatcherPriority.ApplicationIdle;
-         default_interval = TimeSpan.FromMilliseconds(timer_params.interval_ms);
+         default_priority = Enum.TryParse(timer_params.Priority, true, out DispatcherPriority p) ? p : DispatcherPriority.ApplicationIdle;
+         default_interval = TimeSpan.FromMilliseconds(timer_params.IntervalMs);
      }

      /// <summary>
@@ -47,7 +47,7 @@ namespace mbts.ui.utility {

      static Int32Rect screen_size() {
         var config = Configuration.get<bts.config.System>();
-         var dpi = config.dpi_ratio;
+         var dpi = config.DpiRatio;
         return new Int32Rect(
                       (int)(SystemParameters.VirtualScreenLeft * dpi),
                       (int)(SystemParameters.VirtualScreenTop * dpi),
@@ -106,7 +106,7 @@ namespace bts.test {
            port = (uint)((IPEndPoint)listener.LocalEndpoint).Port;
            listener.Stop();
         }
-         var cfg = new config.QuickbusNodeCfg() { my_port = port };
+         var cfg = new config.QuickbusNodeCfg() { MyPort = port };
         var stream = new MemoryStream();
         ProtoBuf.Serializer.Serialize(stream, cfg);
         IntPtr qbus = ApiNativeMethods.api_create_quickbus(stream.ToArray(), stream.Length);
@@ -115,4 +115,4 @@ namespace bts.test {

      #endregion
   }
-}
+}
@@ -11,7 +11,7 @@ using bts.support;
 namespace mbts
 {
   public static class LogUtil {
-      private static string log_path = Path.Combine(Configuration.get<bts.config.System>().data_path, "logging", "log");
+      private static string log_path = Path.Combine(Configuration.get<bts.config.System>().DataPath, "logging", "log");



@@ -135,9 +135,9 @@ namespace bts.tests.utils {

         var prts = mbts.config.Configuration.get<bts.config.Ports>();
         Console.WriteLine("\n\n\n\n\n\n\n\n\n\n");
-         Console.WriteLine("config_port: " + prts.config_port);
-         Console.WriteLine("qbus_port: " + prts.qbus_port);
-         Console.WriteLine("glbx_sim_fix_port: " + prts.glbx_sim_fix_port);
+         Console.WriteLine("config_port: " + prts.ConfigPort);
+         Console.WriteLine("qbus_port: " + prts.QbusPort);
+         Console.WriteLine("glbx_sim_fix_port: " + prts.GlbxSimFixPort);
         Console.WriteLine("\n\n\n\n\n\n\n\n\n\n");

         var ctx = new ServiceContext();
@@ -258,4 +258,4 @@ namespace bts.tests.utils {
         return md_result != null;
      }
   }
-}
+}
@@ -124,7 +124,7 @@ namespace bts {
            ConsoleEx.WriteLine("Invalid Credentials", ConsoleColor.Red);
         }

-         if (Configuration.get<config.DeploymentType>().type.ToUpper() == "PROD") {
+         if (Configuration.get<config.DeploymentType>().Type.ToUpper() == "PROD") {
            ConsoleEx.WriteLine("Refusing to run on production system", ConsoleColor.Red);
            return -1;
         }
@@ -165,4 +165,4 @@ namespace bts {
      }
   }

-}
+}
@@ -97,26 +97,10 @@ endif()
 # lib
 if(WIN32)
  add_library(libspark SHARED ${SparkLib_Sources} ${PROTO_SRCS} ${SERVICE_COMPILER_SRCS})
-else()
-  add_library(libspark SHARED ${SparkLib_Sources} ${PROTO_SRCS} ${SERVICE_COMPILER_SRCS})
-endif()
-
-# include paths
-target_include_directories(
-   libspark PUBLIC
-   ${CMAKE_SOURCE_DIR}/src/server/sparkd/cmds/spartan
-   ${CMAKE_SOURCE_DIR}/src
-   ${CMAKE_BINARY_DIR}/src)
-
-if(WIN32)
  target_link_libraries(
    libspark
    libcurl
-    debug
-    fmtd
-    optimized
-    fmt
-    libtbb
+    debug tbb_debug
    libboost_system
    libboost_thread
    libboost_filesystem
@@ -124,12 +108,11 @@ if(WIN32)
    libboost_chrono
    libboost_date_time
    libboost_atomic
-    libprotobuf
-    libprotoc
-    libssl
-    libcrypto
-    crypt32)
+    debug libprotobufd optimized libprotobuf
+    debug libprotocd optimized libprotoc
+    ${CONAN_LIBS})
 else()
+  add_library(libspark SHARED ${SparkLib_Sources} ${PROTO_SRCS} ${SERVICE_COMPILER_SRCS})
  target_link_libraries(
    libspark
    protobuf
@@ -162,10 +145,11 @@ else()
    -static-libgcc
    -static-libstdc++
    -pthread)
-
  install(TARGETS libspark DESTINATION bin)
 endif()

-if(WIN32)
-  include(${CMAKE_SOURCE_DIR}/tools/vs_filters.cmake)
-endif()
+# include paths
+target_include_directories(
+   libspark PUBLIC
+   ${CMAKE_SOURCE_DIR}/src
+   ${CMAKE_BINARY_DIR}/src)
@@ -13,7 +13,7 @@
 #include "lib/config/protos/quickbus_cfg.pb.h"
 #include "lib/config/protos/system.pb.h"

-#ifdef WIN32
+#ifdef _WIN32
 #include <excpt.h>
 #endif

@@ -59,7 +59,7 @@ CAPI Quickbus *api_create_quickbus(const char *qbconfig, long length) {
 }

 CAPI void api_destroy_quickbus(Quickbus *qbus) {
-#ifndef WIN32
+#ifndef _WIN32
   if (qbus != nullptr) {
      delete qbus;
   }
@@ -68,7 +68,7 @@ CAPI void api_destroy_quickbus(Quickbus *qbus) {

 CAPI void api_post(
    Quickbus &qbus, const std::function<void()> &callback, uint64_t delayms) {
-   qbus.post(callback, delayms);
+   qbus.post(callback, static_cast<std::uint32_t>(delayms));
 }

 std::string base_topic(const char *type_name, const char *service_qualifier) {
@@ -202,7 +202,7 @@ void safe_call_subscription_callback(
    void *extra) {
   safe_call_fn([&]() {
      if (updates.size() > 0)
-         cb(type, &updates[0], updates.size(), extra);
+         cb(type, &updates[0], static_cast<int>(updates.size()), extra);
      else
         cb(type, nullptr, 0, extra);
   });
@@ -260,7 +260,7 @@ CAPI TableSubscription api_client_subscribe(
                bupdates[x].type = static_cast<StreamUpdate::Type>(update.type);
                bupdates[x].key = update.key.value();
                const auto &val = update.value->value();
-                bupdates[x].buffer_len = val.size();
+                bupdates[x].buffer_len = static_cast<int>(val.size());
                bupdates[x].buffer = val.c_str();
             }
             safe_call_subscription_callback(
@@ -113,7 +113,9 @@ class ClientChannel {
                                 changed_items;
                             std::vector<int> added_keys, changed_keys,
                                 removed_keys;
-                             for (size_t x = 0; x < change_count; ++x) {
+                             for (std::size_t x = 0;
+                                  x < static_cast<std::size_t>(change_count);
+                                  ++x) {
                                const StreamUpdate &change = changes[x];
                                switch (change.type) {
                                case StreamUpdate::REMOVE:
@@ -30,8 +30,8 @@ void QuickbusClientChannel::send_core(
   };
   OnReply *heap_on_response = new OnReply(move(on_response));
   api_client_send(
-       _pclient, request_envalope.c_str(), request_envalope.size(), trampoline,
-       heap_on_response);
+       _pclient, request_envalope.c_str(),
+       static_cast<int>(request_envalope.size()), trampoline, heap_on_response);
 }

 ClientChannel::Unsubscribe QuickbusClientChannel::subscribe_core(
@@ -42,9 +42,10 @@ struct ServerChannel::ServerChannelImpl {
      size_t header_length = request_buffer[0];
      assert(request_length >= header_length);
      RequestHeader header;
-      if (header.ParsePartialFromArray(request_buffer + 1, header_length - 1)) {
+      if (header.ParsePartialFromArray(request_buffer + 1, static_cast<int>(header_length) - 1)) {
         google::protobuf::io::ArrayInputStream stream(
-             request_buffer + header_length, request_length - header_length);
+             request_buffer + header_length,
+             static_cast<int>(request_length - header_length));
         _server.dispatch(
             header, stream, [=](const uint8_t *buffer, size_t length) {
                ReplyHandler *handler = callback;
@@ -24,7 +24,7 @@ module {{name}} =
    {{#if is_empty}}
 type {{name}} = unit
    {{else}}
-[<Pojo>]
+
 type {{name}} =
    {
        {{#each field}}
@@ -72,7 +72,7 @@ type I{{name}} =
    abstract member subscribe_{{name}} : qualifier:string -> callback:(StreamUtils.IUpdate<{{output_type_full}}>->unit) -> System.IDisposable
    {{else}}
    // {{comment}}
-    abstract member {{name}}: {{input_type_full}} -> Fable.Import.JS.Promise<{{output_type_full}}>
+    abstract member {{name}}: {{input_type_full}} -> JS.Promise<{{output_type_full}}>
    {{/if}}
    {{/each}}

@@ -93,10 +93,12 @@ void PositionUtilities::apply_manual_fill(

 void PositionUtilities::total_position(
    const PositionUnit &p, uint32_t &total_long, uint32_t &total_short) {
-   total_long = p.sod().long_pos() + p.day().long_pos() +
-                p.admin_day().long_pos() + p.admin_sod().long_pos();
-   total_short = p.sod().short_pos() + p.day().short_pos() +
-                 p.admin_day().short_pos() + p.admin_sod().short_pos();
+   total_long = static_cast<std::uint32_t>(
+       p.sod().long_pos() + p.day().long_pos() + p.admin_day().long_pos() +
+       p.admin_sod().long_pos());
+   total_short = static_cast<std::uint32_t>(
+       p.sod().short_pos() + p.day().short_pos() + p.admin_day().short_pos() +
+       p.admin_sod().short_pos());
 }

 PositionEntry PositionUtilities::add_positions(
@@ -150,4 +152,4 @@ double PositionUtilities::compute_pnl_entry(
 }

 } // namespace position
-} // namespace bts
+} // namespace bts
@@ -95,7 +95,7 @@ bool ConfigValueQueue::can_process(const std::string &source) {
   for (size_t x = 0; x < len; ++x) {
      // If there is a destination assignment underneath the source path
      // Then we cannot copy the value yet
-      const string &dest = _vals[x].dest_key;
+      const std::string &dest = _vals[x].dest_key;
      if (dest.compare(0, source.size(), source) == 0) {
         if (dest.size() <= source.size() || dest[source.size()] == '.') {
            return false;
@@ -156,7 +156,7 @@ void ConfigValueQueue::assign(
      } else if (field->type() == proto::FieldDescriptor::Type::TYPE_BOOL) {
         reflection->SetBool(message, field, value_to_bool(value));
      } else {
-         string error = "Invalid type conversion in assignment to " +
+         std::string error = "Invalid type conversion in assignment to " +
                        message->GetTypeName() + "." + field->name();
         throw ConfigurationException(error.c_str());
      }
@@ -227,7 +227,7 @@ void ConfigValueQueue::assign_value_to_field(
   case FieldDescriptor::TYPE_FIXED32:
   case FieldDescriptor::TYPE_INT32:
      if (value.which() == ValueType::string) {
-         lexical_assign<int, string>(MY_ARGS);
+         lexical_assign<int, std::string>(MY_ARGS);
      } else {
         assign<int, double>(MY_ARGS);
      }
@@ -241,9 +241,9 @@ void ConfigValueQueue::assign_value_to_field(
   case FieldDescriptor::TYPE_STRING:
      if (value.which() == ValueType::integer ||
          value.which() == ValueType::real) {
-         lexical_assign<string, double>(MY_ARGS);
+         lexical_assign<std::string, double>(MY_ARGS);
      } else {
-         assign<string>(MY_ARGS);
+         assign<std::string>(MY_ARGS);
      }
      break;
   case FieldDescriptor::TYPE_MESSAGE:
@@ -257,7 +257,7 @@ void ConfigValueQueue::assign_value_to_field(
            int size = reflection->FieldSize(*message, field);
            const EnumDescriptor *enum_type = field->enum_type();
            const EnumValueDescriptor *enum_value =
-                enum_type->FindValueByName(boost::get<string>(value));
+                enum_type->FindValueByName(boost::get<std::string>(value));
            reflection->AddEnum(message, field, enum_value);
            if (index != size) {
               for (int i = index; i < size; ++i) {
@@ -270,7 +270,7 @@ void ConfigValueQueue::assign_value_to_field(
      } else {
         const EnumDescriptor *enum_type = field->enum_type();
         const EnumValueDescriptor *enum_value =
-             enum_type->FindValueByName(boost::get<string>(value));
+             enum_type->FindValueByName(boost::get<std::string>(value));
         set_field(message, reflection, field, enum_value, index);
         if (field->is_repeated()) {
            bump_indexes(message, field, 1);
@@ -29,7 +29,7 @@
 #include "lib/config_defaults.h"
 #include "lib/config_proto_files.h"

-#ifdef WIN32
+#ifdef _WIN32
 #include <Winsock2.h>
 #include <d2d1.h>
 #else
@@ -566,7 +566,7 @@ void ConfigurationState::generate_all_config_proto(
                &bts_config_dp, config_message, message_desc, ++field_number);
         }
      } else {
-#ifdef WIN32
+#ifdef _WIN32
         // on linux the linker might throw away config protos that
         // are not used in sparkd. On windows we build a dll so that
         // should not happen
@@ -9,7 +9,7 @@
 #include "lib/expression/ParserExceptions.h"

 #include "HTTPServer.h"
-#include "catch/catch.hpp"
+#include <catch2/catch_test_macros.hpp>
 #include <iostream>
 #include <memory>

@@ -19,7 +19,7 @@

 #define URDL_HEADER_ONLY 1
 #define URDL_DISALE_SSL 1
-#include <catch/catch.hpp>
+#include <catch2/catch_test_macros.hpp>
 #include <urdl/test/http_server.hpp>
 #include <urdl/url.hpp>

@@ -99,11 +99,11 @@ class TextFormat {
       const UnknownFieldSet &unknown_fields, io::ZeroCopyOutputStream *output);

   // Like Print(), but outputs directly to a string.
-   static bool PrintToString(const Message &message, string *output);
+   static bool PrintToString(const Message &message, std::string *output);

   // Like PrintUnknownFields(), but outputs directly to a string.
   static bool PrintUnknownFieldsToString(
-       const UnknownFieldSet &unknown_fields, string *output);
+       const UnknownFieldSet &unknown_fields, std::string *output);

   // Outputs a textual representation of the value of the field supplied on
   // the message supplied. For non-repeated fields, an index of -1 must
@@ -113,7 +113,7 @@ class TextFormat {
       const Message &message,
       const FieldDescriptor *field,
       int index,
-       string *output);
+       std::string *output);

   // Class for those users which require more fine-grained control over how
   // a protobuffer message is printed out.
@@ -130,16 +130,16 @@ class TextFormat {
          const UnknownFieldSet &unknown_fields,
          io::ZeroCopyOutputStream *output) const;
      // Like TextFormat::PrintToString
-      bool PrintToString(const Message &message, string *output) const;
+      bool PrintToString(const Message &message, std::string *output) const;
      // Like TextFormat::PrintUnknownFieldsToString
      bool PrintUnknownFieldsToString(
-          const UnknownFieldSet &unknown_fields, string *output) const;
+          const UnknownFieldSet &unknown_fields, std::string *output) const;
      // Like TextFormat::PrintFieldValueToString
      void PrintFieldValueToString(
          const Message &message,
          const FieldDescriptor *field,
          int index,
-          string *output) const;
+          std::string *output) const;

      // Adjust the initial indent level of all output.  Each indent level is
      // equal to two spaces.
@@ -231,19 +231,19 @@ class TextFormat {
   // by Print().
   static bool Parse(io::ZeroCopyInputStream *input, Message *output);
   // Like Parse(), but reads directly from a string.
-   static bool ParseFromString(const string &input, Message *output);
+   static bool ParseFromString(const std::string &input, Message *output);

   // Like Parse(), but the data is merged into the given message, as if
   // using Message::MergeFrom().
   static bool Merge(io::ZeroCopyInputStream *input, Message *output);
   // Like Merge(), but reads directly from a string.
-   static bool MergeFromString(const string &input, Message *output);
+   static bool MergeFromString(const std::string &input, Message *output);

   // Parse the given text as a single field value and store it into the
   // given field of the given message. If the field is a repeated field,
   // the new value will be added to the end
   static bool ParseFieldValueFromString(
-       const string &input, const FieldDescriptor *field, Message *message);
+       const std::string &input, const FieldDescriptor *field, Message *message);

   // Interface that TextFormat::Parser can use to find extensions.
   // This class may be extended in the future to find more information
@@ -255,7 +255,7 @@ class TextFormat {
      // Try to find an extension of *message by fully-qualified field
      // name.  Returns NULL if no extension is known for this name or number.
      virtual const FieldDescriptor *
-      FindExtension(Message *message, const string &name) const = 0;
+      FindExtension(Message *message, const std::string &name) const = 0;
   };

   // For more control over parsing, use this class.
@@ -267,11 +267,11 @@ class TextFormat {
      // Like TextFormat::Parse().
      bool Parse(io::ZeroCopyInputStream *input, Message *output);
      // Like TextFormat::ParseFromString().
-      bool ParseFromString(const string &input, Message *output);
+      bool ParseFromString(const std::string &input, Message *output);
      // Like TextFormat::Merge().
      bool Merge(io::ZeroCopyInputStream *input, Message *output);
      // Like TextFormat::MergeFromString().
-      bool MergeFromString(const string &input, Message *output);
+      bool MergeFromString(const std::string &input, Message *output);

      void SetValueLookup(IDeferValueLookup *lookup) { lookup_ = lookup; }

@@ -292,7 +292,7 @@ class TextFormat {

      // Like TextFormat::ParseFieldValueFromString
      bool ParseFieldValueFromString(
-          const string &input, const FieldDescriptor *field, Message *output);
+          const std::string &input, const FieldDescriptor *field, Message *output);

    private:
      // Forward declaration of an internal class used to parse text
@@ -0,0 +1,136 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _IL3_SIDEREQ_H_
+#define _IL3_SIDEREQ_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  include <string_view>
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+
+#include <cstdint>
+#include <cstring>
+#include <iomanip>
+#include <limits>
+#include <ostream>
+#include <stdexcept>
+#include <sstream>
+#include <string>
+#include <vector>
+#include <tuple>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace il3 {
+
+class SideReq
+{
+public:
+    enum Value
+    {
+        Buy = static_cast<std::uint8_t>(1),
+        Sell = static_cast<std::uint8_t>(2),
+        NULL_VALUE = static_cast<std::uint8_t>(255)
+    };
+
+    static SideReq::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case static_cast<std::uint8_t>(1): return Buy;
+            case static_cast<std::uint8_t>(2): return Sell;
+            case static_cast<std::uint8_t>(255): return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum SideReq [E103]");
+    }
+
+    static const char *c_str(const SideReq::Value value)
+    {
+        switch (value)
+        {
+            case Buy: return "Buy";
+            case Sell: return "Sell";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum SideReq [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator << (
+        std::basic_ostream<CharT, Traits>& os, SideReq::Value m)
+    {
+        return os << SideReq::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -159,11 +159,11 @@ inline Price encode_exchange_price(api::Security const &sec, Price in) {
 inline double
 raw_round_to_quote_price(double raw_price, double tick_size, api::Side side) {
   double factor = 1000000000;
-   auto i_price = llround(factor * raw_price);
-   auto i_tick_size = llround(tick_size * factor);
+   std::int64_t i_price = llround(factor * raw_price);
+   std::int64_t i_tick_size = llround(tick_size * factor);

-   long new_i_price = 0;
-   long mod = i_price % i_tick_size;
+   std::int64_t new_i_price = 0;
+   std::int64_t mod = i_price % i_tick_size;

   if (mod == 0)
      // price is already a valid tick
@@ -1,4 +1,4 @@
-#include "catch/catch.hpp"
+#include <catch2/catch_test_macros.hpp>
 #include <iostream>
 #include <regex>

@@ -1,93 +1,93 @@
-#pragma once
-
-#ifndef WIN32
-#include <bits/stdint-uintn.h>
-#endif
-#include <cstdint>
-#include <string>
-
-#include "lib/domain_model/SecurityKey.h"
-#include "lib/utils/ValueWrapper.h"
-
-namespace bts {
-struct CQuantity {
-   double qty = 0;
-   constexpr static double err = 0.0000001;
-   CQuantity() {}
-   CQuantity(uint32_t whole_qty) : qty(whole_qty) {}
-   CQuantity(uint32_t int_qty, double fractional_qty)
-       : qty(int_qty + fractional_qty) {}
-   uint32_t value() const { return static_cast<uint32_t>(qty); }
-   double full_value() const { return qty; }
-   uint32_t int_part() { return static_cast<uint32_t>(qty); }
-   double fractional_part() { return full_value() - int_part(); }
-   static bool equal_d(double d1, double d2) {
-      return std::abs(d1 - d2) <= err;
-   }
-   static bool greater_d(double d1, double d2) { return d1 - d2 > err; }
-   static bool greater_eq_d(double d1, double d2) {
-      return equal_d(d1, d2) || greater_d(d1, d2);
-   }
-   static bool less_d(double d1, double d2) { return greater_d(d2, d1); }
-   static bool less_eq_d(double d1, double d2) {
-      return less_d(d1, d2) || equal_d(d1, d2);
-   }
-
-   static CQuantity u(uint32_t u) { return CQuantity(u); }
-   // CQuantity &operator=(uint32_t whole_qty) noexcept {
-   //    qty = whole_qty;
-   //    return *this;
-   // }
-   CQuantity &operator=(double full_qty) noexcept {
-      qty = full_qty;
-      return *this;
-   }
-   bool operator==(const CQuantity &rhs) const { return equal_d(qty, rhs.qty); }
-   bool operator==(uint32_t rhs) const {
-      return this->operator==(CQuantity{rhs});
-   }
-   bool operator!=(const CQuantity &rhs) const {
-      return !this->operator==(rhs);
-   }
-   bool operator!=(uint32_t &rhs) const { return this->operator!=(u(rhs)); }
-   bool operator>(const CQuantity &rhs) const {
-      return greater_d(qty, rhs.qty);
-   }
-   bool operator>(uint32_t rhs) const { return this->operator>(u(rhs)); }
-   bool operator>=(const CQuantity &rhs) const {
-      return greater_eq_d(qty, rhs.qty);
-   }
-   bool operator>=(uint32_t rhs) const { return this->operator>=(u(rhs)); }
-   bool operator<(const CQuantity &rhs) const { return less_d(qty, rhs.qty); }
-   bool operator<(uint32_t rhs) const { return this->operator<(u(rhs)); }
-   bool operator<=(const CQuantity &rhs) const {
-      return less_eq_d(qty, rhs.qty);
-   }
-   bool operator<=(uint32_t rhs) const { return this->operator<=(u(rhs)); }
-   CQuantity &operator+=(std::uint32_t inc) {
-      qty += inc;
-      return *this;
-   }
-   CQuantity &operator+=(const CQuantity inc) {
-      qty += inc.qty;
-      return *this;
-   }
-   CQuantity &operator-=(std::uint32_t inc) {
-      qty -= inc;
-      return *this;
-   }
-   CQuantity &operator-=(const CQuantity inc) {
-      qty -= inc.qty;
-      return *this;
-   }
-};
-
-inline std::ostream &operator<<(std::ostream &out, CQuantity const &qty) {
-   out << qty.full_value();
-   return out;
-}
-using Price = utils::ValueWrapper<struct OrderPriceTag, double>;
-// using Quantity = utils::ValueWrapper<struct QuantityTag, uint32_t>;
-using Quantity = CQuantity;
-using UserLogin = utils::ValueWrapper<struct UserLoginTag, std::string>;
-} // namespace bts
+#pragma once
+
+#ifndef _WIN32
+#include <bits/stdint-uintn.h>
+#endif
+#include <cstdint>
+#include <string>
+
+#include "lib/domain_model/SecurityKey.h"
+#include "lib/utils/ValueWrapper.h"
+
+namespace bts {
+struct CQuantity {
+   double qty = 0;
+   constexpr static double err = 0.0000001;
+   CQuantity() {}
+   CQuantity(uint32_t whole_qty) : qty(whole_qty) {}
+   CQuantity(uint32_t int_qty, double fractional_qty)
+       : qty(int_qty + fractional_qty) {}
+   uint32_t value() const { return static_cast<uint32_t>(qty); }
+   double full_value() const { return qty; }
+   uint32_t int_part() { return static_cast<uint32_t>(qty); }
+   double fractional_part() { return full_value() - int_part(); }
+   static bool equal_d(double d1, double d2) {
+      return std::abs(d1 - d2) <= err;
+   }
+   static bool greater_d(double d1, double d2) { return d1 - d2 > err; }
+   static bool greater_eq_d(double d1, double d2) {
+      return equal_d(d1, d2) || greater_d(d1, d2);
+   }
+   static bool less_d(double d1, double d2) { return greater_d(d2, d1); }
+   static bool less_eq_d(double d1, double d2) {
+      return less_d(d1, d2) || equal_d(d1, d2);
+   }
+
+   static CQuantity u(uint32_t u) { return CQuantity(u); }
+   // CQuantity &operator=(uint32_t whole_qty) noexcept {
+   //    qty = whole_qty;
+   //    return *this;
+   // }
+   CQuantity &operator=(double full_qty) noexcept {
+      qty = full_qty;
+      return *this;
+   }
+   bool operator==(const CQuantity &rhs) const { return equal_d(qty, rhs.qty); }
+   bool operator==(uint32_t rhs) const {
+      return this->operator==(CQuantity{rhs});
+   }
+   bool operator!=(const CQuantity &rhs) const {
+      return !this->operator==(rhs);
+   }
+   bool operator!=(uint32_t &rhs) const { return this->operator!=(u(rhs)); }
+   bool operator>(const CQuantity &rhs) const {
+      return greater_d(qty, rhs.qty);
+   }
+   bool operator>(uint32_t rhs) const { return this->operator>(u(rhs)); }
+   bool operator>=(const CQuantity &rhs) const {
+      return greater_eq_d(qty, rhs.qty);
+   }
+   bool operator>=(uint32_t rhs) const { return this->operator>=(u(rhs)); }
+   bool operator<(const CQuantity &rhs) const { return less_d(qty, rhs.qty); }
+   bool operator<(uint32_t rhs) const { return this->operator<(u(rhs)); }
+   bool operator<=(const CQuantity &rhs) const {
+      return less_eq_d(qty, rhs.qty);
+   }
+   bool operator<=(uint32_t rhs) const { return this->operator<=(u(rhs)); }
+   CQuantity &operator+=(std::uint32_t inc) {
+      qty += inc;
+      return *this;
+   }
+   CQuantity &operator+=(const CQuantity inc) {
+      qty += inc.qty;
+      return *this;
+   }
+   CQuantity &operator-=(std::uint32_t inc) {
+      qty -= inc;
+      return *this;
+   }
+   CQuantity &operator-=(const CQuantity inc) {
+      qty -= inc.qty;
+      return *this;
+   }
+};
+
+inline std::ostream &operator<<(std::ostream &out, CQuantity const &qty) {
+   out << qty.full_value();
+   return out;
+}
+using Price = utils::ValueWrapper<struct OrderPriceTag, double>;
+// using Quantity = utils::ValueWrapper<struct QuantityTag, uint32_t>;
+using Quantity = CQuantity;
+using UserLogin = utils::ValueWrapper<struct UserLoginTag, std::string>;
+} // namespace bts
@@ -1,11 +1,10 @@
-
 #include "../Security.h"
-#include "catch/catch.hpp"
 #include "lib/domain_model/Security.h"
 #include "lib/utils/PBUtils.h"
 #include "lib/utils/datetime.h"
 #include <boost/date_time/gregorian/gregorian.hpp>
 #include <boost/date_time/posix_time/posix_time.hpp>
+#include <catch2/catch_test_macros.hpp>

 namespace bts {
 namespace test {
@@ -4,8 +4,8 @@
 #include "lib/utils/bts_no_copy.h"

 #include <boost/config/warning_disable.hpp>
-#include <boost/spirit/include/phoenix_function.hpp>
-#include <boost/spirit/include/phoenix_operator.hpp>
+#include <boost/phoenix/function.hpp>
+#include <boost/phoenix/operator.hpp>
 #include <boost/spirit/include/qi.hpp>
 #include <boost/spirit/include/support_utree.hpp>

@@ -43,8 +43,6 @@
 #include <tuple>
 #include <utility>
 #include <vector>
-#include <websocketpp/client.hpp>
-#include <websocketpp/server.hpp>

 namespace bts::io::websocket {

@@ -41,8 +41,6 @@
 #include <tuple>
 #include <utility>
 #include <vector>
-#include <websocketpp/client.hpp>
-#include <websocketpp/server.hpp>

 namespace bts::io::websocket {

@@ -40,8 +40,6 @@
 #include <tuple>
 #include <utility>
 #include <vector>
-#include <websocketpp/client.hpp>
-#include <websocketpp/server.hpp>

 namespace bts::io::websocket {

@@ -1,4 +1,4 @@
-#ifndef WIN32
+#ifndef _WIN32
 #include "OutFIX.h"

 namespace bts {
@@ -1,4 +1,4 @@
-#ifndef WIN32
+#ifndef _WIN32
 #include "AsyncReader.h"

 #include "IConnection.h"
@@ -1,3 +1,3 @@
-#ifndef WIN32
+#ifndef _WIN32
 #include "IConnection.h"
 #endif
@@ -1,4 +1,4 @@
-#ifndef WIN32
+#ifndef _WIN32
 #include "JetFIXGateway.h"

 namespace bts {
@@ -34,7 +34,7 @@ struct LogRec {
 };
 GCC_DIAG_RESTORE()

-#ifndef WIN32
+#ifndef _WIN32
 // static_assert(sizeof(LogRec) == 256, "LogRec should be 128 bytes");
 #endif

@@ -13,7 +13,7 @@
 #include <fstream>
 #include <iostream>

-#ifndef WIN32
+#ifndef _WIN32
 #include <syslog.h>
 #endif

@@ -22,7 +22,7 @@ namespace log {

 struct InitSysLog {
   InitSysLog() {
-#ifndef WIN32
+#ifndef _WIN32
      openlog("spark", 0, LOG_USER);
 #endif
   }
@@ -72,7 +72,7 @@ Sink console_sink(LoggingConfig const &) {
 }

 Sink syslog_sink(LoggingConfig const &cfg) {
-#ifdef WIN32
+#ifdef _WIN32
   return null_sink();
 #else
   auto f = formatter(cfg);
@@ -1,8 +1,8 @@
-#include "catch/catch.hpp"
 #include "lib/config/config.h"
 #include "lib/config/protos/logging.pb.h"
 #include "lib/utils/bts_chrono.h"
 #include "lib/logging/logging.h"
+#include <catch2/catch_test_macros.hpp>

 namespace bts {
 int logging_tests;
@@ -100,8 +100,8 @@ class IntPrice {
   }

   IntPrice sign_extend(int8_t new_exponent) const {
-      int8_t delta = _exponent - new_exponent;
-      int64_t m = _mantissa * pow10(delta);
+      auto delta = static_cast<std::int8_t>(_exponent - new_exponent);
+      auto m = static_cast<std::int64_t>(_mantissa * pow10(delta));
      return {m, new_exponent};
   }

@@ -124,12 +124,12 @@ class IntPrice {
            return IntPrice();
         bts_assert_d(o.exponent() <= 0 && _exponent <= 0);
         if (o.exponent() < _exponent) {
-            int8_t delta = _exponent - o.exponent();
-            int64_t m = _mantissa * pow10(delta);
+            auto delta = static_cast<std::int8_t>(_exponent - o.exponent());
+            auto m = static_cast<std::int64_t>(_mantissa * pow10(delta));
            return {operation(m, o.mantissa()), o.exponent()};
         } else {
-            int8_t delta = o.exponent() - _exponent;
-            int64_t m = o.mantissa() * pow10(delta);
+            auto delta = static_cast<std::int8_t>(o.exponent() - _exponent);
+            auto m = static_cast<std::int64_t>(o.mantissa() * pow10(delta));
            return {operation(_mantissa, m), exponent()};
         }
      }
Author	SHA1	Message	Date
John Colvin	565343e7d2	Update externals	2022-08-02 22:23:18 -04:00
John Colvin	68a41ef89b	tools: Try to organize the script soup that is the tools dir	2022-07-01 18:06:22 -05:00
John Colvin	d9447ce7a1	tools: Move git-related scripts into 'git' dir	2022-07-01 18:06:22 -05:00
John Colvin	aca6988a76	tools: Remove unused scripts/files	2022-07-01 18:06:22 -05:00
John Colvin	2422bd0c63	tools: Rename dir cpp_helper -> cme The 'cpp' stands for 'cash-per-point' in this case. Renaming the dir 'cme' to avoid confusion, as 'cpp' usually means c++ in our line of work. Furthermore, the script only generates cash-per-points for CME symbols.	2022-07-01 18:06:22 -05:00
John Colvin	87d3cf16b7	chore: Update deprecated boost spirit/phoenix includes	2022-07-01 18:06:22 -05:00
John Colvin	a6c3ef3d16	refactor (client cpp): Upgrade catch test framework to catch2	2022-07-01 18:06:22 -05:00
John Colvin	99451eb3e7	Replace external deps w/ conan pkgs	2022-07-01 18:06:22 -05:00
John Colvin	8301fdccf4	build (client cpp): Configure cmake build w/ presets	2022-07-01 13:18:05 -05:00
John Colvin	8122e22c1b	build (client cpp): Remove ZERO_CHECK.vcxproj from spark_client.sln The new cmake generates ZERO_CHECK.proj instead, which doesn't need to be included in the sln	2022-07-01 13:18:05 -05:00
John Colvin	78fece194f	build (client cpp): Copy cpp Directory.Build.Props during cmake build	2022-07-01 13:18:05 -05:00
John Colvin	f5f01857d4	build (client): Remove unused option '--link-output-dir'	2022-07-01 13:18:05 -05:00
John Colvin	062eb531bd	build (sparkd): Shorten install prefix	2022-07-01 13:18:05 -05:00
John Colvin	91c0661657	chore: Consolidate if/else WIN32 logic in libspark CMakeLists	2022-07-01 13:18:05 -05:00
John Colvin	ddd51417a0	chore: Remove unnecessary websocketpp includes No websocketpp symbols are referenced anywhere. This dependency should be removed from externals	2022-07-01 13:18:05 -05:00
John Colvin	fd80914f15	chore: Remove unused sln, vcxproj files	2022-07-01 13:18:05 -05:00
John Colvin	e537d3ce51	build (win client cpp): Remove vs_filters.cmake	2022-07-01 13:18:05 -05:00
John Colvin	e6b1cbbe01	build (client cpp): Stop disabling compiler warnings	2022-07-01 13:18:05 -05:00
John Colvin	a20b92bdbd	fix build (cpp win): Use builtin memcpy Our custom impl, bts::os::memcpy, only works in linux. Note: The reason we have a custom memcpy impl is to disable a pesky warning about using memcpy for non-trivial copy assignment	2022-07-01 13:18:05 -05:00
John Colvin	5faedf45cc	chore: Remove custom optional.h (no longer needed) Now windows builtin includes provide optional	2022-07-01 13:18:05 -05:00
John Colvin	aad6d1b5e3	fix build (preemptive): Make numeric casts explicit	2022-07-01 13:18:05 -05:00
John Colvin	4692256751	fix build (win cpp): Change WIN32 macro to _WIN32	2022-07-01 13:18:04 -05:00
John Colvin	0eff4dcc86	fix build (gcc release): Include openssl files in global ns	2022-07-01 13:18:04 -05:00
John Colvin	245c22a040	webserver: Remove hardcoded 'sparkvm' host	2022-07-01 13:18:04 -05:00
John Colvin	b5bd976aa6	build: Update dotnet-format	2022-07-01 13:18:04 -05:00
John Colvin	6162c4b42f	build: Migrate web build to net6.0 Clean up the web build process a bit while we're at it * Add 'custom_commands' to run npm install in CMakeLists * Generate tsconfig files for CMake preset configurations * Rename local variables to _snake_case in CMakeLists	2022-07-01 13:18:04 -05:00
John Colvin	817ec73b3e	build: Replace setup_builds w/ CMakePresets.json Clean up CMakeLists a bit in the process: * Define more cmake vars in CMakePresets * Split linux/windows presets into separate files	2022-07-01 13:18:04 -05:00
John Colvin	e79e557e88	dev/gen: Add script to dump CMakeDeps in readable form	2022-07-01 13:10:45 -05:00
John Colvin	0c1698520b	build: Remove server/sparkd from libspark include path	2022-07-01 12:35:01 -05:00
John Colvin	6abec0c035	chore (linux build): Add benign changes to satisfy gcc11	2022-06-28 02:15:57 -04:00
johncolvin-og	f0021138e4	chore (linux build): Add benign changes to satisfy clang13	2022-06-28 02:15:57 -04:00
John Colvin	131f5e7465	build: Automate venv activation in server build	2022-06-28 02:15:57 -04:00
John Colvin	850d304590	build: Update cmake-min-version to 3.12 Several 'add_compile_definitions' calls were added to the root CMakeLists.txt as part of the ccapi_cpp lib integration (3.12 is the version in which that call was introduced)	2022-06-28 02:15:57 -04:00
John Colvin	0dfced02ef	Update docker/linux to get ccapi_cpp deps	2022-06-28 02:15:57 -04:00