build: Port build_sparkd.py over from development branch

fix build (sparkd): Fix typo BUILD_ADMIN_WEB_APP -> BUILD_WEB
fix build (sparkd): Use vcpkg toolchain
2024-08-30 15:29:59 +00:00 · 2024-08-30 15:29:36 +00:00 · 2024-08-30 15:28:59 +00:00 · 2024-08-30 15:26:42 +00:00 · 2024-08-30 15:21:32 +00:00 · 2024-08-30 14:44:49 +00:00
147 changed files with 3615 additions and 1113 deletions
@@ -0,0 +1,129 @@
+FROM ubuntu:22.04
+
+ARG DEBIAN_FRONTEND=noninteractive
+
+# Note installations that take a while (more than 10s)
+
+RUN apt-get update
+RUN apt-get install -y ca-certificates
+RUN apt-get install -y ccache
+RUN apt-get install -y curl
+RUN apt-get install -y fish
+RUN apt-get install -y gdb
+# git-all: ~250s
+RUN apt-get install -y git-all
+RUN apt-get install -y gnupg
+# liblttng-ust-dev: ~30s
+RUN apt-get install -y liblttng-ust-dev
+RUN apt-get install -y libssh2-1-dev
+RUN apt-get install -y locales
+RUN apt-get install -y ninja-build
+# openssh-server: ~40s
+RUN apt-get install -y openssh-server
+RUN apt-get install -y pkg-config
+RUN apt-get install -y software-properties-common
+RUN apt-get install -y sudo
+RUN apt-get install -y tzdata
+RUN apt-get install -y vim
+RUN apt-get install -y zip
+
+# Python: ~30s
+RUN apt-get install -y \
+   python3-pip \
+   python3-venv \
+   && python3 -m pip install --upgrade pip
+
+# GCC
+ARG gcc_major=13
+RUN \
+   add-apt-repository ppa:ubuntu-toolchain-r/test \
+   && apt-get update \
+   && apt-get install -y g++-$gcc_major
+
+# Clang
+ARG clang_major=17
+RUN \
+   curl -fsSL https://apt.llvm.org/llvm-snapshot.gpg.key 2> /dev/null \
+   | gpg --dearmor - \
+   | tee /usr/share/keyrings/llvm-snapshot.gpg > /dev/null \
+   && echo "deb [signed-by=/usr/share/keyrings/llvm-snapshot.gpg] http://apt.llvm.org/$(lsb_release -cs)/ llvm-toolchain-$(lsb_release -cs)-$clang_major main" \
+   | tee -a "/etc/apt/sources.list.d/llvm.list" \
+   && apt-get update \
+   && apt-get install -y \
+   clang-$clang_major \
+   clang-format-$clang_major \
+   clangd-$clang_major
+
+# CMake
+RUN \
+   curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
+   | gpg --dearmor - \
+   | tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
+   && echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
+   | tee /etc/apt/sources.list.d/kitware.list > /dev/null \
+   && apt-get update \
+   && apt-get install -y cmake
+
+# Dotnet
+RUN apt-get update && apt-get install -y dotnet7
+
+# Node
+ARG node_major=18
+RUN mkdir -p /etc/apt/keyrings \
+   && curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
+   | gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
+   && echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
+   | tee /etc/apt/sources.list.d/nodesource.list \
+   && apt-get update \
+   && apt-get install -y nodejs
+
+# Emumba (deps)
+RUN apt-get update && apt-get -y install rapidjson-dev
+# Emumba
+COPY emumba /emumba
+RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
+    && rm -r /emumba
+
+# Pcap
+RUN apt-get update && apt-get install -y libpcap0.8-dev
+
+RUN apt-get update && apt-get install -y \
+    docker.io \
+    docker-compose \
+    docker-compose-v2
+
+# Set up default executables (update-alternatives)
+RUN \
+   update-alternatives --install /usr/bin/clang clang /usr/bin/clang-$clang_major 100; \
+   update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-$clang_major 100; \
+   update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-$clang_major 100; \
+   update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-$clang_major 100; \
+   update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-$gcc_major 100; \
+   update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-$gcc_major 100
+
+# Add compiler symlinks for ccache 
+RUN \
+   ln -s /usr/bin/ccache /usr/local/bin/clang; \
+   ln -s /usr/bin/ccache /usr/local/bin/clang++; \
+   ln -s /usr/bin/ccache /usr/local/bin/clang-$clang_major; \
+   ln -s /usr/bin/ccache /usr/local/bin/clang++-$clang_major; \
+   ln -s /usr/bin/ccache /usr/local/bin/gcc; \
+   ln -s /usr/bin/ccache /usr/local/bin/g++
+
+RUN locale-gen en_US.UTF-8
+
+ARG docker_user="bts"
+ARG docker_uid="1000"
+ARG docker_pass="bts"
+
+RUN \
+   groupadd -g "$docker_uid" "$docker_user" \
+   && useradd \
+   -m \
+   -u "$docker_uid" \
+   -g "$docker_uid" \
+   -G sudo \
+   --password "$(openssl passwd -1 "$docker_pass")" \
+   "$docker_user"
+
+RUN usermod -aG docker "$docker_user"
@@ -0,0 +1,43 @@
+{
+  "dockerFile": "Dockerfile",
+  // Creates local dir to mount to HOME in docker 
+  "initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
+  "hostRequirements": {
+    "memory": "4gb",
+    "storage": "6gb"
+  },
+  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
+  "containerUser": "bts",
+  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
+  "workspaceFolder": "/home/bts/spark",
+  "updateRemoteUserUID": true,
+  "shutdownAction": "none",
+  // Note: If running multiple containers on the same host, each must use a
+  // unique set of ports. Usually we just add 1000 to each port as needed. For
+  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
+  "runArgs": [
+    "--shm-size",
+    "2gb",
+    "--network",
+    "host"
+  ],
+  "mounts": [
+    "source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind",
+    "source=/var/run/docker.sock,target=/var/run/docker.sock,type=bind"
+  ],
+  "customizations": {
+    "vscode": {
+      "settings": {
+        "clangd.arguments": [
+          "--compile-commands-dir=${workspaceFolder}/build/clang/debug"
+        ]
+      },
+      "extensions": [
+        "eamodio.gitlens",
+        "llvm-vs-code-extensions.vscode-clangd",
+        "ms-vscode.cmake-tools",
+        "ms-vscode.cpptools"
+      ]
+    }
+  }
+}
@@ -0,0 +1,4 @@
+#!/usr/bin/env bash
+
+this_dir="$(realpath "$(dirname "$(readlink -f "${BASH_SOURCE[0]}")")")"
+sudo dpkg -i "$this_dir/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
@@ -0,0 +1,4 @@
+*.cmd text=auto eol=crlf
+*.cs text=auto eol=crlf
+*.sh text=auto eol=lf
+*.py text=auto eol=lf
@@ -42,7 +42,7 @@ trace_data/
 /.ignore
 *.rej
 .clangd/
-*CMakeDeps.cmake
+*CMakeDeps*.cmake
 /sniper.ipynb
 /src/.clang-format
 /src/server/sparkd/cmds/spartan/analysis/.ipynb_checkpoints
@@ -51,3 +51,4 @@ trace_data/
 /.venv*/*
 .cache/
 src/web/api/tsconfig.*.g.json
+**/.devcontainer
@@ -1,9 +1,6 @@
 [submodule "externals"]
 	path = externals
-	url = git@bitbucket.org:bluetradesys/externals.git
-[submodule "docker/linux"]
-	path = docker/linux
-	url = git@bitbucket.org:bluetradesys/linux_docker.git
-[submodule "docker/windows"]
-	path = docker/windows
-	url = git@bitbucket.org:bluetradesys/windows_docker.git
+	url = https://bitbucket.org/bluetradesys/externals.git
+[submodule "vcpkg"]
+	path = vcpkg
+	url = https://github.com/microsoft/vcpkg.git
@@ -1,5 +1,6 @@
 cmake_minimum_required(VERSION 3.12)
 project(spark)
+set(CMAKE_CXX_STANDARD 20)

 if(WIN32)
  set(platform "windows")
@@ -13,16 +14,24 @@ set(
  CACHE
  STRING
  "External dependencies root folder (should contain folders: lib, bin, include")
-set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
-set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
-set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
-set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
+set(EXTERNALS_BIN "${EXTERNALS_ROOT}/bin")
+set(EXTERNALS_INCLUDE "${EXTERNALS_ROOT}/include")
+set(EXTERNALS_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
+set(BUILD_DOCS OFF CACHE BOOL "Build documentation")
 set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
-set(BUILD_WEB ON CACHE BOOL "Build the web server")
+set(EXPORT_MD_CONSUMER OFF CACHE BOOL "Export (extern) C functions for MD consumer interop")
+if (WIN32)
+  set(BUILD_SPARKD OFF CACHE BOOL "Build sparkd")
+  set(BUILD_WEB OFF CACHE BOOL "Build the web server")
+else()
+  set(BUILD_SPARKD ON CACHE BOOL "Build sparkd")
+  set(BUILD_WEB ON CACHE BOOL "Build the web server")
+endif()

-include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
-link_directories(${SPARK_LIB})
+include_directories(BEFORE SYSTEM ${EXTERNALS_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
+link_directories(${EXTERNALS_LIB})

+add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
 if(WIN32)
  # flags
  set(
@@ -50,10 +59,6 @@ if(WIN32)
  # subdirs
  add_subdirectory(src/lib)
 else()
-  # make sparkd look for libspark.so in its directory
-  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
-  set(CMAKE_INSTALL_RPATH ".")
-  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install/${CMAKE_BUILD_TYPE}/sparkd")
  add_compile_definitions(SPARK_ENABLE_CCAPI)
  add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
@@ -77,37 +82,18 @@ else()
  set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")

  # subdirs
-  add_subdirectory(src/server/sparkd)
+  if (BUILD_SPARKD)
+    add_subdirectory(src/server/sparkd)
+    add_subdirectory(src/data_files)
+  endif()
  add_subdirectory(src/lib)
  if (BUILD_WEB)
    add_subdirectory(src/web)
  endif()
-  add_subdirectory(doc/user)
+  if(BUILD_DOCS)
+    add_subdirectory(doc/user)
+  endif()
  if(BUILD_SDK)
    add_subdirectory(src/sdk)
  endif()
-  add_subdirectory(src/data_files)
-
-  add_custom_command(
-    OUTPUT ${CMAKE_BINARY_DIR}/server
-    COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
-    COMMAND
-      ln ARGS -sf
-      ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
-      ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
-    COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
-    COMMENT "Creating server runtime layout"
-    DEPENDS sparkd data_files_dir)
-
-  add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
-
-  install(DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins" DESTINATION bin)
-  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
-  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
-  install(FILES "${CMAKE_SOURCE_DIR}/externals/src/emumba/sparkd.lic" DESTINATION bin)
 endif()
@@ -0,0 +1,216 @@
+{
+  "version": 4,
+  "cmakeMinimumRequired": {
+    "major": 3,
+    "minor": 23,
+    "patch": 0
+  },
+
+  "configurePresets": [
+    {
+      "name": "spark",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Windows"
+      },
+      "generator": "Visual Studio 17 2022",
+      "binaryDir": "${sourceDir}/build/${presetName}",
+      "environment": {
+        "SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++20 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600"
+      },
+      "cacheVariables": {
+        "CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
+        "CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
+        "CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
+        "CMAKE_CXX_STANDARD": "20",
+        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
+        "CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
+        "CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
+        "CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
+        "EXTERNALS_ROOT": "${sourceDir}/externals/windows",
+        "CONFIG_DEFAULTS_PATH": "config/defaults/*.conf",
+        "DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
+        "EXPORT_MD_CONSUMER": {
+          "type": "BOOL",
+          "value": "ON"
+        }
+      }
+    },
+
+    {
+      "name": "sparkd",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Linux"
+      },
+      "hidden": true,
+      "generator": "Ninja",
+      "binaryDir": "${sourceDir}/build/${presetName}",
+      "cacheVariables": {
+        "platform": "",
+        "CMAKE_CXX_STANDARD": "20",
+        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
+        "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
+        "CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
+        "CONFIG_DEFAULTS_PATH": "config/defaults/*.conf",
+        "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
+        "BUILD_SDK": {
+          "type": "BOOL",
+          "value": "OFF"
+        },
+        "BUILD_WEB": {
+          "type": "BOOL",
+          "value": "ON"
+        }
+      }
+    },
+
+    {
+      "name": "sparkd-debug",
+      "inherits": "sparkd",
+      "hidden": true,
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Debug",
+        "CMAKE_EXPORT_COMPILE_COMMANDS": {
+          "type": "BOOL",
+          "value": "ON"
+        },
+        "CCAPI_LOG_LEVEL": "Info"
+      }
+    },
+
+    {
+      "name": "sparkd-release",
+      "inherits": "sparkd",
+      "hidden": true,
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Release",
+        "CCAPI_LOG_LEVEL": "Warn"
+      }
+    },
+
+    {
+      "name": "sparkd-debug-clang",
+      "inherits": "sparkd-debug",
+      "displayName": "Sparkd (Debug | Clang)",
+      "description": "Debug build compiled w/ clang",
+      "cacheVariables": {
+        "CMAKE_C_COMPILER": "clang",
+        "CMAKE_CXX_COMPILER": "clang++",
+        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG"
+      }
+    },
+
+    {
+      "name": "sparkd-debug-gcc",
+      "inherits": "sparkd-debug",
+      "displayName": "Sparkd (Debug | Gcc)",
+      "description": "Debug build compiled w/ gcc",
+      "cacheVariables": {
+        "CMAKE_C_COMPILER": "gcc",
+        "CMAKE_CXX_COMPILER": "g++",
+        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -Wno-stringop-overread -DDEBUG"
+      }
+    },
+
+    {
+      "name": "sparkd-release-clang",
+      "inherits": "sparkd-release",
+      "displayName": "Sparkd (Release | Clang)",
+      "description": "Release build compiled w/ clang",
+      "cacheVariables": {
+        "CMAKE_C_COMPILER": "clang",
+        "CMAKE_CXX_COMPILER": "clang++",
+        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3"
+      }
+    },
+
+    {
+      "name": "sparkd-release-gcc",
+      "inherits": "sparkd-release",
+      "displayName": "Sparkd (Release | Gcc)",
+      "description": "Release build compiled w/ gcc",
+      "cacheVariables": {
+        "CMAKE_C_COMPILER": "gcc",
+        "CMAKE_CXX_COMPILER": "g++",
+        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-stringop-overflow --std=c++20 -fdiagnostics-color -Wno-stringop-overread -Wno-maybe-uninitialized -fno-omit-frame-pointer -DNDEBUG -O3"
+      }
+    }
+  ],
+
+  "buildPresets": [
+    {
+      "name": "spark",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Windows"
+      },
+      "hidden": true
+    },
+
+    {
+      "name": "spark-debug",
+      "displayName": "Spark (Debug)",
+      "inherits": "spark",
+      "configurePreset": "spark",
+      "configuration": "Debug"
+    },
+
+    {
+      "name": "spark-release",
+      "displayName": "Spark (Release)",
+      "inherits": "spark",
+      "configurePreset": "spark",
+      "configuration": "Release"
+    },
+
+    {
+      "name": "sparkd",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Linux"
+      },
+      "hidden": true
+    },
+
+    {
+      "name": "sparkd-debug-clang",
+      "configurePreset": "sparkd-debug-clang",
+      "displayName": "Sparkd (Debug | Clang)",
+      "inherits": "sparkd"
+    },
+
+    {
+      "name": "sparkd-debug-clang-j6",
+      "configurePreset": "sparkd-debug-clang",
+      "displayName": "Sparkd (Debug | Clang | jobs=6)",
+      "inherits": "sparkd",
+      "jobs": 6
+    },
+
+    {
+      "name": "sparkd-debug-gcc",
+      "configurePreset": "sparkd-debug-gcc",
+      "displayName": "Sparkd (Debug | Gcc)",
+      "inherits": "sparkd"
+    },
+
+    {
+      "name": "sparkd-release-clang",
+      "configurePreset": "sparkd-release-clang",
+      "displayName": "Sparkd (Release | Clang)",
+      "inherits": "sparkd"
+    },
+
+    {
+      "name": "sparkd-release-gcc",
+      "configurePreset": "sparkd-release-gcc",
+      "displayName": "Sparkd (Release | Gcc)",
+      "inherits": "sparkd"
+    }
+  ]
+}
@@ -0,0 +1,39 @@
+include(${CMAKE_SOURCE_DIR}/cmake/PackBasic.cmake)
+include(GNUInstallDirs)
+
+function(install_basic)
+  set(_options)
+  set(_one_value_args)
+  set(_multi_value_args HEADERS)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  if (_ARGS_HEADERS)
+    set(${PROJECT_NAME}_HEADERS ${_ARGS_HEADERS})
+  else()
+    file(
+      GLOB_RECURSE ${PROJECT_NAME}_HEADERS
+      RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+      *.h
+    )
+  endif()
+
+  target_sources(${PROJECT_NAME}
+    PUBLIC
+      FILE_SET HEADERS FILES ${${PROJECT_NAME}_HEADERS})
+
+  install(
+    TARGETS ${PROJECT_NAME}
+    EXPORT ${PROJECT_NAME}Targets
+    RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR}
+    LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
+    ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
+    FILE_SET HEADERS DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}
+  )
+
+  install(
+    EXPORT ${PROJECT_NAME}Targets
+    FILE ${PROJECT_NAME}Targets.cmake
+    NAMESPACE ${PROJECT_NAME}::
+    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME})
+
+  pack_basic()
+endfunction()
@@ -0,0 +1,36 @@
+include(CMakePackageConfigHelpers)
+
+function(pack_basic)
+  find_package(Git QUIET)
+
+  if(GIT_FOUND)
+    execute_process(
+      COMMAND ${GIT_EXECUTABLE} describe --tags --always --dirty
+      WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
+      OUTPUT_VARIABLE PROJECT_VERSION
+      OUTPUT_STRIP_TRAILING_WHITESPACE
+    )
+  endif()
+
+  if(NOT GIT_FOUND OR PROJECT_VERSION STREQUAL "")
+    set(PROJECT_VERSION "0.0.0")
+  endif()
+
+  write_basic_package_version_file(
+    "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}ConfigVersion.cmake"
+    VERSION ${PROJECT_VERSION}
+    COMPATIBILITY AnyNewerVersion
+  )
+
+  configure_package_config_file(
+    "${CMAKE_CURRENT_SOURCE_DIR}/Config.cmake.in"
+    "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}Config.cmake"
+    INSTALL_DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME}
+  )
+
+  install(
+    FILES
+      "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}Config.cmake"
+      "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}ConfigVersion.cmake"
+    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME})
+endfunction()
@@ -0,0 +1,12 @@
+function(print_list var)
+  set(CMAKE_MESSAGE_INDENT "")
+  set(_var_str "")
+  foreach(item IN LISTS ${var})
+    set(_var_str "${_var_str}\n  ${item}")
+  endforeach()
+  if ("${ARGN}" STREQUAL "VERBOSE")
+    message(VERBOSE "***${var}:${_var_str}")
+  else()
+    message("***${var}:${_var_str}")
+  endif()
+endfunction()
@@ -1,5 +1,5 @@
-set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
-set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
+set(Protobuf_PROTOC_EXECUTABLE "${EXTERNALS_BIN}/protoc")
+set(PROTOBUF_INCLUDE_DIRS "${EXTERNALS_INCLUDE}")
 set(PROTOBUF_STATIC_LIB "libprotobuf")

 function(Protobuf_Generate_Cpp SRCS HDRS)
@@ -0,0 +1,141 @@
+FROM ubuntu:latest
+
+ARG DEBIAN_FRONTEND=noninteractive
+ENV TZ=America/New_York
+
+# light deps (should be quick to download/install)
+RUN apt-get update && apt-get install -y \
+    ca-certificates \
+    curl \
+    gnupg \
+    liblttng-ust-dev \
+    libpcap0.8-dev \
+    locales \
+    ninja-build \
+    software-properties-common \
+    sqlite3 \
+    tzdata
+
+# clang
+RUN apt-get update && apt-get install -y \
+    clang-13 \
+    clang-format-13 \
+    clangd-13 \
+    clang-15 \
+    clang-format-15 \
+    clangd-15
+
+# g++
+RUN apt-get update && apt-get install -y \
+    g++-11 \
+    g++-12
+
+# python
+RUN apt-get update && apt-get install -y \
+    python3-pip \
+    python3-venv \
+    && python3 -m pip install --upgrade pip
+
+# dotnet
+RUN apt-get update && apt-get install -y \
+    dotnet7
+
+# ssh
+RUN apt-get update && apt-get install -y \
+    libssh2-1-dev \
+    openssh-server
+
+# cmake
+RUN \
+    curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
+    | gpg --dearmor - \
+    | tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
+    && echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
+    | tee /etc/apt/sources.list.d/kitware.list > /dev/null \
+    && apt-get update \
+    && rm /usr/share/keyrings/kitware-archive-keyring.gpg \
+    && apt-get install -y kitware-archive-keyring \
+    && echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs)-rc main" \
+    | tee -a /etc/apt/sources.list.d/kitware.list >/dev/null \
+    && apt-get install -y cmake
+
+# node
+ARG node_major=18
+RUN mkdir -p /etc/apt/keyrings \
+    && curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
+    | gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
+    && echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
+    | tee /etc/apt/sources.list.d/nodesource.list \
+    && apt-get update \
+    && apt-get install -y nodejs
+
+# ccache is done here so that ccache sees clang++ installed, not clang-10
+RUN apt-get update && apt-get install -y \
+    ccache 
+
+# emumba (light deps)
+RUN apt-get update && apt-get install -y \
+    build-essential \
+    doxygen \
+    python3-sphinx \
+    graphviz \
+    libgtest-dev \
+    libssl-dev \
+    rapidjson-dev \
+    zlib1g-dev \
+    pkg-config
+
+# emumba (boost)
+RUN apt-get update && apt-get install -y \
+    libboost-filesystem-dev \
+    libboost-program-options-dev \
+    libboost-test-dev \
+    libboost-date-time-dev
+
+# dev utils
+RUN apt-get update && apt-get install -y \ 
+    fish \
+    git-all \
+    sudo \
+    vim \
+    wget
+
+# set up default executables (update-alternatives)
+RUN \
+    update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-13 100; \
+    update-alternatives --install /usr/bin/clang clang /usr/bin/clang-13 100; \
+    update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-13 100; \
+    update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-13 100; \
+    update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-11 100; \
+    update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-11 100
+
+# Add compiler symlinks for ccache 
+RUN \
+    ln -s /usr/bin/ccache /usr/local/bin/clang; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang-13; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++-13; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang-15; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++-15; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc-11; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++-11; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc-12; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++-12
+
+RUN locale-gen en_US.UTF-8
+
+ARG docker_user="bts"
+ARG docker_uid="1000"
+ARG docker_pass="bts"
+
+RUN \
+    groupadd -g "$docker_uid" "$docker_user" \
+    && useradd \
+    -m \
+    -u "$docker_uid" \
+    -g "$docker_uid" \
+    -G sudo \
+    --password "$(openssl passwd -1 "$docker_pass")" \
+    "$docker_user"
@@ -0,0 +1,64 @@
+[dev containers]: https://code.visualstudio.com/docs/devcontainers/containers
+[dev containers ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode-remote.remote-containers
+[docker repo sparkd-dev]: https://hub.docker.com/repository/docker/bluetradingsystems/sparkd-dev/general
+# Sparkd Dev Container
+## How to create a VS Code [Dev Container][dev containers]
+
+1. Make sure the **[Dev Containers][dev containers ext]** extension is installed
+1. Make sure your Docker image is up to date
+   ```
+   docker pull bluetradingsystems/sparkd-dev:latest
+   ```
+1. Copy **devcontainer.json** from this folder to **$workspaceFolder/.devcontainer/**.
+
+1. In the VS Code Command Palette, run **Dev Containers: Reopen in Container**
+
+---
+## How to create a Sparkd Container in the terminal (without VS Code)
+
+1. Make sure your Docker image is up to date
+   ```
+   docker pull bluetradingsystems/sparkd-dev:latest
+   ```
+2. Start the container
+   ```
+   # Replace <cont_name> with a name for the container. The container's
+   # "$HOME" dir will be mounted to "$HOME/.sparkd-dev/mounts/<cont_name> on
+   # the host
+   
+   ./start_docker.sh --container <cont_name> --mount-existing
+   ```
+   * *Replace <cont_name> with a name for the container*
+   * *The container's `$HOME` dir will be mounted to
+   `$HOME/.sparkd-dev/mounts<cont_name>` on the host*<br>
+   * *Run: `./start_docker.sh --help` to see additional options*
+3. *(Optional) Attach VS Code to the running container.*<br>
+Run **Dev Containers: Attach to Running Container** from the command palette,
+then select your container in the dropdown
+
+---
+## How to update the Docker image
+
+1. Change the image by modifying the Dockerfile (don't tag arbitrary
+  images on your machine and push them to our repo on Docker Hub)
+
+1. After modifying the Dockerfile, (re)build the image
+   ```
+   # Run in this dir
+   docker build -t bluetradingsystems/sparkd-dev:latest .
+   ```
+   ***Note:** Your docker login must have write permissions to push to the
+   [sparkd-dev][docker repo sparkd-dev] repository*
+
+2. Commit the changes to Dockerfile in git
+
+3. Push the new image to Docker Hub
+
+   ```
+   docker push bluetradingsystems/sparkd-dev:latest
+   ```
+   ***Note:** The image doesn't have to be on Docker Hub, we can simply build
+   it from scratch on our local machines (with the Dockerfile). However, this
+   takes time. It is significantly quicker to download a prebuilt image, so we
+   store it on a remote repository to save time when setting up a new dev
+   machine.*
@@ -0,0 +1,123 @@
+# ~/.bashrc: executed by bash(1) for non-login shells.
+# see /usr/share/doc/bash/examples/startup-files (in the package bash-doc)
+# for examples
+
+# If not running interactively, don't do anything
+case $- in
+    *i*) ;;
+      *) return;;
+esac
+
+# don't put duplicate lines or lines starting with space in the history.
+# See bash(1) for more options
+HISTCONTROL=ignoreboth
+
+# append to the history file, don't overwrite it
+shopt -s histappend
+
+# for setting history length see HISTSIZE and HISTFILESIZE in bash(1)
+HISTSIZE=1000
+HISTFILESIZE=2000
+
+# check the window size after each command and, if necessary,
+# update the values of LINES and COLUMNS.
+shopt -s checkwinsize
+
+# If set, the pattern "**" used in a pathname expansion context will
+# match all files and zero or more directories and subdirectories.
+#shopt -s globstar
+
+# make less more friendly for non-text input files, see lesspipe(1)
+[ -x /usr/bin/lesspipe ] && eval "$(SHELL=/bin/sh lesspipe)"
+
+# set variable identifying the chroot you work in (used in the prompt below)
+if [ -z "${debian_chroot:-}" ] && [ -r /etc/debian_chroot ]; then
+    debian_chroot=$(cat /etc/debian_chroot)
+fi
+
+# set a fancy prompt (non-color, unless we know we "want" color)
+case "$TERM" in
+    xterm-color|*-256color) color_prompt=yes;;
+esac
+
+# uncomment for a colored prompt, if the terminal has the capability; turned
+# off by default to not distract the user: the focus in a terminal window
+# should be on the output of commands, not on the prompt
+#force_color_prompt=yes
+
+if [ -n "$force_color_prompt" ]; then
+    if [ -x /usr/bin/tput ] && tput setaf 1 >&/dev/null; then
+	# We have color support; assume it's compliant with Ecma-48
+	# (ISO/IEC-6429). (Lack of such support is extremely rare, and such
+	# a case would tend to support setf rather than setaf.)
+	color_prompt=yes
+    else
+	color_prompt=
+    fi
+fi
+
+if [ "$color_prompt" = yes ]; then
+    PS1='${debian_chroot:+($debian_chroot)}\[\033[01;32m\]\u@\h\[\033[00m\]:\[\033[01;34m\]\w\[\033[00m\]\$ '
+else
+    PS1='${debian_chroot:+($debian_chroot)}\u@\h:\w\$ '
+fi
+unset color_prompt force_color_prompt
+
+# If this is an xterm set the title to user@host:dir
+case "$TERM" in
+xterm*|rxvt*)
+    PS1="\[\e]0;${debian_chroot:+($debian_chroot)}\u@\h: \w\a\]$PS1"
+    ;;
+*)
+    ;;
+esac
+
+# enable color support of ls and also add handy aliases
+if [ -x /usr/bin/dircolors ]; then
+    test -r ~/.dircolors && eval "$(dircolors -b ~/.dircolors)" || eval "$(dircolors -b)"
+    alias ls='ls --color=auto'
+    #alias dir='dir --color=auto'
+    #alias vdir='vdir --color=auto'
+
+    alias grep='grep --color=auto'
+    alias fgrep='fgrep --color=auto'
+    alias egrep='egrep --color=auto'
+fi
+
+# colored GCC warnings and errors
+#export GCC_COLORS='error=01;31:warning=01;35:note=01;36:caret=01;32:locus=01:quote=01'
+
+# some more ls aliases
+alias ll='ls -alF'
+alias la='ls -A'
+alias l='ls -CF'
+
+# Add an "alert" alias for long running commands.  Use like so:
+#   sleep 10; alert
+alias alert='notify-send --urgency=low -i "$([ $? = 0 ] && echo terminal || echo error)" "$(history|tail -n1|sed -e '\''s/^\s*[0-9]\+\s*//;s/[;&|]\s*alert$//'\'')"'
+
+# Alias definitions.
+# You may want to put all your additions into a separate file like
+# ~/.bash_aliases, instead of adding them here directly.
+# See /usr/share/doc/bash-doc/examples in the bash-doc package.
+
+if [ -f ~/.bash_aliases ]; then
+    . ~/.bash_aliases
+fi
+
+# enable programmable completion features (you don't need to enable
+# this, if it's already enabled in /etc/bash.bashrc and /etc/profile
+# sources /etc/bash.bashrc).
+if ! shopt -oq posix; then
+  if [ -f /usr/share/bash-completion/bash_completion ]; then
+    . /usr/share/bash-completion/bash_completion
+  elif [ -f /etc/bash_completion ]; then
+    . /etc/bash_completion
+  fi
+fi
+
+if [[ ! -v XDG_CONFIG_HOME ]]; then
+  export XDG_CONFIG_HOME="$HOME/.config"
+fi
+
+export PATH="$HOME/.local/bin:$PATH"
@@ -0,0 +1,25 @@
+if ! set -q XDG_CONFIG_HOME
+    set -g XDG_CONFIG_HOME "$HOME/.config"
+end
+set fish_config_home $XDG_CONFIG_HOME/fish
+if test -f "$fish_config_home/aliases.fish"
+    source "$fish_config_home/aliases.fish"
+end
+# enable general colors and case insensitive search in 'less'
+set -x LESS "$LESS -R -Q -I"
+set -x LC_ALL en_US.UTF-8
+# enable syntax highlighting in 'less'
+# set highlight color scheme in 'less' (fg)(bg)
+set -g LESS_TERMCAP_md (tput bold)(tput setaf 36)
+set -g LESS_TERMCAP_me (tput sgr0)
+set -g LESS_TERMCAP_so (tput setaf 232)(tput setab 49)
+
+set -q TERM
+if test $status != 0; or test $TERM = 'xterm'
+    set -g TERM 'xterm-256color'
+end
+
+# Fix impossible-to-see navy blue command text color
+set fish_color_command F8F8F2
+
+set -g PATH "$HOME/.local/bin" "$PATH"
@@ -0,0 +1,33 @@
+{
+  "image": "bluetradingsystems/sparkd-dev:latest",
+  // Creates local dir to mount to HOME in docker 
+  "initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
+  "hostRequirements": {
+    "memory": "4gb",
+    "storage": "6gb"
+  },
+  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
+  "containerUser": "bts",
+  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
+  "workspaceFolder": "/home/bts/spark",
+  "updateRemoteUserUID": true,
+  "shutdownAction": "none",
+  // Note: If running multiple containers on the same host, each must use a
+  // unique set of ports. Usually we just add 1000 to each port as needed. For
+  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
+  "runArgs": [
+    "--shm-size",
+    "2gb",
+    "-p",
+    "8000:8000",
+    "-p",
+    "8001:8001",
+    "-p",
+    "8002:8002",
+    "-p",
+    "8003:8003"
+  ],
+  "mounts": [
+    "source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind"
+  ]
+}
@@ -0,0 +1,33 @@
+#!/usr/bin/env bash
+
+this_dir="$(realpath "$(dirname "${BASH_SOURCE[0]}")")"
+repo_dir="$(cd "$this_dir" && git rev-parse --show-toplevel)"
+tools_dir="$repo_dir/tools"
+gen_tag="GENERATED BY $(basename "${BASH_SOURCE[0]}")"
+
+function copy_if_not_exist() {
+  src="$1"
+  dest="$2"
+  if [[ ! -e "$src" ]]; then
+    echo "Unable to copy $src to $dest. Source file doesn't exist"
+    exit 1
+  fi
+  if [[ ! -e "$dest" ]]; then
+    cp "$src" "$dest"
+  fi
+}
+
+# Init bashrc
+echo "Initializing bashrc"
+copy_if_not_exist "$this_dir/bashrc" "$HOME/.bashrc"
+
+# Init fish config
+echo "Initializing fish config"
+fish_cfg_dir="$HOME/.config/fish/"
+mkdir -p "$fish_cfg_dir"
+exec "$tools_dir/write_tag_block.sh" \
+  --tag "$gen_tag" \
+  --replace \
+  --in-place \
+  --file "$fish_cfg_dir/config.fish" \
+  --text "$(cat "$this_dir/config.fish")"
@@ -0,0 +1,250 @@
+#!/usr/bin/env bash
+
+function _exit() {
+  if [[ "$#" -gt 1 ]]; then
+    # When there are multiple args, the last arg is the exit code.
+    echo "${@:1:($# - 1)}"
+    exit "${@: -1}"
+  fi
+  echo "$1"
+  exit 0
+}
+
+help_text="\
+Add or update a user's uid
+
+This script is intended to be run in a Docker container as a means to obtain
+file permissions in mounted directories owned by the specified UID.
+
+Usage: set_user.sh [OPTIONS] USER UID
+
+Positionals:
+  USER               The name of the user
+
+Options:
+  --user USER        The name of the user (defaults to 'bts')
+  --uid UID          The new uid to give USER (defaults to '1000')
+  --group GROUP      The primary group to give USER (defaults to USER)
+  --gid GID          The primary gid to give USER (defaults to UID)
+  --pass PASSWORD    The password to give USER (defaults to USER, only applies
+                     if USER hasn't been created yet) 
+  --modify-existing  Update UID/GID even if USER already exists
+  -h,--help          Print this help message and exit
+
+"
+
+function _add_group() {
+  if [[ "$#" -ne 2 ]]; then
+    _exit "'_add_group' requires exactly 2 args (group, gid). Received $#." 1
+  fi
+  local group="$1"
+  local gid="$2"
+  # Check if gid already exists
+  local existing_group=""
+  existing_group="$(getent group "$gid" | cut -d : -f 1)"
+  if [[ -n "$existing_group" ]]; then
+    if [[ "$existing_group" != "$group" ]]; then
+      echo "\
+The gid '$gid' is already in use by group '$existing_group' (will not rename \
+the group)"
+    fi
+    return
+  fi
+
+  # Check if group with same name already exists
+  local existing_gid=""
+  existing_gid="$(getent group "$group" | cut -d : -f 3)"
+  if [[ -n "$existing_gid" ]]; then
+    # The group already exists. Only modify if --modify-existing was specified.
+    if [[ "$modify_existing" -eq 0 ]]; then
+      _exit "\
+The group '$group' already exists with gid '$existing_gid'.
+Specify --modify-existing to change the gid anyways." 1
+    fi
+    echo "Changing gid for group '$group' from '$existing_gid' to '$gid'"
+    groupmod -g "$gid" "$group"
+  else
+    # The group doesn't exist. Add it
+    echo "Adding group '$group:$gid'"
+    groupadd -g "$gid" "$group"
+  fi
+}
+
+function _add_user() {
+  local user="$1"
+  local uid="$2"
+  local group="$3"
+  local gid="$4"
+  local pass="$5"
+  if [[ "$#" -ne 5 ]]; then
+    _exit "'_add_user' requires exactly 5 args (user, uid, group, gid, pass). \
+Received $#." 1
+  fi
+
+  # Check if uid is being used by another user
+  local existing_user=""
+  existing_user="$(getent passwd "$uid" | cut -d : -f 1)"
+  if [[ -n "$existing_user" ]]; then
+    if [[ "$existing_user" != "$user" ]]; then
+      _exit "The uid '$uid' is already in use by user '$existing_user'." 1
+    fi
+
+    echo "The user '$user' already has the specified uid '$uid'."
+    # Modify gid if necessary
+    local existing_gid=""
+    existing_gid="$(id -g "$user" 2> /dev/null)"
+    if [[ "$existing_gid" = "$gid" ]]; then
+      echo "The user '$user' already has the specified gid '$gid'."
+      return
+    fi
+
+    if [[ "$modify_existing" -eq 0 ]]; then
+      _exit "\
+The user '$user' is associated with the primary group '$existing_gid'.
+Specify --modify-existing to change the gid anyways." 1
+    fi
+
+    echo "Changing primary group for '$user' from '$existing_gid' to '$gid'."
+    usermod -g "$gid" "$user"
+    return
+  fi
+
+  # Check if user with same name already exists
+  local existing_uid=""
+  existing_uid="$(id -u "$user" 2> /dev/null)"
+  if [[ -n "$existing_uid" ]]; then
+    if [[ "$existing_uid" = "$uid" ]]; then
+      _exit "The user '$user' already has the specified uid '$uid'" 0
+    fi
+
+    if [[ "$modify_existing" -eq 0 ]]; then
+      _exit "\
+User '$user' already exists with uid '$existing_uid'.
+Specify --modify-existing to change the uid anyways." 1
+    fi
+
+    echo "Changing uid for user '$user' from '$existing_uid' to '$uid'"
+    if ! usermod -u "$uid" -g "$gid" "$user"; then
+      _exit "usermod exited with code $?" 1
+    fi
+    return
+  fi
+
+  # The user doesn't exist. Add it
+  echo "Adding user '$user:$uid' (group='$group:$gid', password='$pass')"
+  useradd -m -u "$uid" -g "$gid" -G sudo --password "$(openssl passwd -1 "$pass")" "$user"
+}
+
+function _update_fish_dir_perms() {
+  local user="$1"
+  local uid="$2"
+  local gid="$3"
+  # When a fish shell session starts, a temp dir named '/tmp/fish.<user>' is
+  # created with the user's current uid/gid. If such a dir exists for the
+  # specified USER, make sure the uid/gid match the new values.
+  fish_dir="/tmp/fish.$user"
+  if [[ -d "$fish_dir" ]]; then
+    perms="$uid:$gid"
+    existing_perms="$(stat -c %u:%g "$fish_dir")"
+    if [[ "$existing_perms" != "$perms" ]]; then
+      echo "Changing uid:gid for dir '$fish_dir' from '$existing_perms' to '$perms'"
+      chown -R "$perms" "$fish_dir"
+    fi
+  fi
+}
+
+user=""
+group=""
+pass=""
+declare -i uid=0
+declare -i gid=0
+declare -i modify_existing=0
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    --user)
+      if [[ -z "$2" ]]; then
+        _exit "USER (--user) must be non-empty" 1
+      elif [[ "$2" = "root" ]]; then
+        _exit "USER (--user) cannot be 'root'" 1
+      fi
+      user="$2"
+      shift 2
+      ;;
+    --group)
+      if [[ -z "$2" ]]; then
+        _exit "GROUP (--group) must be non-empty" 1
+      elif [[ "$2" = "root" ]]; then
+        _exit "GROUP (--group) cannot be 'root'" 1
+      fi
+      group="$2"
+      shift 2
+      ;;
+    --uid)
+      if [[ -z "$2" ]]; then
+        _exit "UID (--uid) must be non-empty" 1
+      fi
+      uid="$2"
+      shift 2
+      ;;
+    --gid)
+      if [[ -z "$2" ]]; then
+        _exit "GID (--gid) must be non-empty" 1
+      fi
+      gid="$2"
+      shift 2
+      ;;
+    --pass)
+      if [[ -z "$2" ]]; then
+        _exit "PASS (--pass) must be non-empty" 1
+      fi
+      pass="$2"
+      shift 2
+      ;;
+    --modify-existing)
+      modify_existing=1
+      shift 1
+      ;;
+    -h)
+      ;&
+    --help)
+      _exit "$help_text" 0
+      ;;
+    *)
+      if [[ -z "$1" ]]; then
+        _exit "Invalid positional argument '$1'" 1
+      elif [[ -z "$user" ]]; then
+        user="$1"
+      elif [[ -z "$uid" ]]; then
+        uid="$1"
+      else
+        _exit "Unexpected argument '$1'" 1
+      fi
+      shift 1
+      ;;
+  esac
+done
+
+if [[ -z "$user" ]]; then
+  user="bts"
+fi
+
+if [[ $uid -eq 0 ]]; then
+  uid=1000
+fi
+
+# In general, a user's primary group/gid matches the user's name/uid.
+# If group/gid args weren't specified, set them to name/uid.
+if [[ -z "$group" ]]; then
+  group="$user"
+fi
+if [[ $gid -eq 0 ]]; then
+  gid=$uid
+fi
+if [[ -z "$pass" ]]; then
+  pass="$user"
+fi
+
+_add_group "$group" "$gid"
+_add_user "$user" "$uid" "$group" "$gid" "$pass"
+_update_fish_dir_perms "$user" "$uid" "$gid"
@@ -0,0 +1,230 @@
+#!/usr/bin/env bash
+
+function _exit() {
+  if [[ "$#" -gt 1 ]]; then
+    # When there are multiple args, the last arg is the exit code.
+    echo "${@:1:($# - 1)}"
+    exit "${@: -1}"
+  fi
+  echo "$1"
+  exit 0
+}
+
+help_text="\
+Start a docker dev container
+Usage: start_docker.sh [OPTIONS] image container
+
+Positionals:
+  image             The image to instantiate
+  container         The name for the container
+
+Options:
+  -u,--user USER      The user to add in the container (defaults to 'bts')
+  -p,--pass PASS      The password for USER in the container (defaults to USER)
+  -i,--image IMAGE    The image to instantiate (defaults to 'bluetradingsystems/sparkd-dev:latest')
+  -c,--container CONT The name for the container
+  -m,--mount MOUNT    The name for the folder (outside the container) to create/mount to the home
+                      directory in the container. Mount folders are added here: $mount_prefix
+  --mount-existing    Mount the specified dir even if it already exists
+  --port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
+                      specified multiple times.
+  -h,--help           Print this help message and exit
+
+"
+
+mount_prefix="$HOME/.sparkd-dev/mounts"
+declare docker_user=""
+declare docker_pass=""
+declare image_name=""
+declare cont_name=""
+declare mount_name=""
+declare -i mount_existing=0
+declare -a port_mappings=()
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    -u)
+      ;&
+    --user)
+      if [[ -z "$2" ]]; then
+        _exit "User (-u,--user) must be non-empty" 1
+      fi
+      docker_user="$2"
+      shift 2
+      ;;
+    -p)
+      ;&
+    --pass)
+      if [[ -z "$2" ]]; then
+        _exit "Password (-p,--pass) must be non-empty" 1
+      fi
+      docker_pass="$2"
+      shift 2
+      ;;
+    -i)
+      ;&
+    --image)
+      if [[ -n "$image_name" ]]; then
+        _exit "Unexpected argument '$1'" 1
+      elif [[ -z "$2" ]]; then
+        _exit "Image (-i,--image) must be non-empty" 1
+      fi
+      image_name="$2"
+      shift 2
+      ;;
+    -c)
+      ;&
+    --container)
+      if [[ -n "$cont_name" ]]; then
+        _exit "Unexpected argument '$1'" 1
+      elif [[ -z "$2" ]]; then
+        _exit "Container (-c,--container) must be non-empty" 1
+      fi
+      cont_name="$2"
+      shift 2
+      ;;
+    --port)
+      # Parse port(s) arg, and append the result to 'port_mappings'
+      # Note: port(s) may be specified in bracketed notation:
+      #   [a:b,c:d,...,y:z]
+      next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
+      if [[ "${#port_mappings[@]}" -gt 0 ]]; then
+        next_ports=" $next_ports"
+      fi
+      port_mappings+=("$next_ports")
+      shift 2
+      ;;
+    -m)
+      ;&
+    --mount)
+      if [[ -z "$2" ]]; then
+        echo "Mount (-m,--mount) must be non-empty"
+      fi
+      mount_name="$2"
+      shift 2
+      ;;
+    --mount-existing)
+      mount_existing=1
+      shift 1
+      ;;
+    -h)
+      ;&
+    --help)
+      _exit "$help_text" 0
+      ;;
+    *)
+      if [[ -z "$1" ]]; then
+        _exit "Invalid positional argument '$1'" "$help_text" 1
+      elif [[ -z "$image_name" ]]; then
+        image_name="$1"
+      elif [[ -z "$cont_name" ]]; then
+        cont_name="$1"
+      else
+        _exit "Unexpected argument '$1'" "$help_text" 1
+      fi
+      shift 1
+      ;;
+  esac
+done
+
+
+if [[ -z "$image_name" ]]; then
+  image_name="bluetradingsystems/sparkd-dev:latest"
+fi
+
+host_name="$(hostname)"
+if [[ -n "$cont_name" ]]; then
+  host_name="$host_name.$cont_name"
+fi
+
+if [[ -z "$mount_name" ]]; then
+  mount_name="$cont_name"
+fi
+
+if [[ -z "$mount_name" && -z "$cont_name" ]]; then
+  _exit "Please specify mount (-m,--mount) and/or container (-c,--container)" 1
+fi
+
+if [[ -z "$docker_user" ]]; then
+  docker_user="bts"
+fi
+
+if [[ "$docker_user" = "root" ]]; then
+  _exit "USER (--user) cannot be 'root'" 1
+fi
+
+cont_home="/home/$docker_user"
+home_src="$mount_prefix/$mount_name"
+home_tgt="$cont_home"
+this_dir="$(dirname "$(realpath "${BASH_SOURCE[0]}")")"
+repo_src="$(cd "$this_dir" && git rev-parse --show-toplevel)"
+repo_tgt="$cont_home/spark"
+working_dir="$cont_home"
+
+if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
+  # Don't overwrite existing dir (might be mounted in another container)
+  _exit "Mount dir '$home_src' already exists (use --mount-existing to mount \
+an existing directory)" 1
+fi
+
+mkdir -p "$home_src"
+
+if [[ "${#port_mappings[@]}" -eq 0 ]]; then
+  port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
+fi
+
+# Adapt port_mappings into args for `docker run` by prepending "-p " to each
+# item
+declare -a docker_port_args=()
+for port_mapping in "${port_mappings[@]}"; do
+  docker_port_args+=("-p $port_mapping")
+done
+
+echo "Starting container '$cont_name'
+image_name  : $image_name
+cont_name   : $cont_name
+home_src    : $home_src
+home_tgt    : $home_tgt
+repo_src    : $repo_src
+repo_tgt    : $repo_tgt
+working dir : $working_dir
+ports       : ${port_mappings[*]}
+"
+
+# DON'T wrap $docker_port_args in quotes. We want bash to split args by
+# whitespace
+docker run \
+  --net bridge \
+  -h "$host_name" \
+  -e "TZ=America/New_York" \
+  --cap-add=SYS_PTRACE \
+  --security-opt seccomp=unconfined \
+  --name "$cont_name" \
+  -v "$home_src:$home_tgt" \
+  -v "$repo_src:$repo_tgt" \
+  -w "$working_dir" \
+  ${docker_port_args[*]} \
+  --shm-size=4024m \
+  -t \
+  -i \
+  -d \
+  -e DISPLAY="$DISPLAY" \
+  "$image_name"
+
+# Add user w/ same uid and gid as the current user outside of docker, so the
+# user inside the docker has file permissions in the mounted dir.
+docker_group="$docker_user"
+docker_uid="$(id -u "$USER")"
+docker_gid="$(id -g "$USER")"
+if [[ -z "$docker_pass" ]]; then
+  docker_pass="$docker_user"
+fi
+docker exec -u root -it "$cont_name" "$repo_tgt/docker/sparkd/dev/set_user.sh" \
+--user "$docker_user" \
+--uid "$docker_uid" \
+--group "$docker_group" \
+--gid "$docker_gid" \
+--pass "$docker_pass"
+
+# Run same script VS Code runs to initialize the container
+docker exec -u "$docker_user" -it "$cont_name" "$repo_tgt/docker/sparkd/dev/devcontainer_post_create.sh"
@@ -0,0 +1,64 @@
+#!/usr/bin/env bash
+
+function print_help_and_exit() {
+  cat <<EOF
+Open a shell inside the docker container
+Usage: docker_shell.sh [OPTIONS] [CONTAINER]
+
+Options:
+  -u,--user         The user to login with in the container (defaults to the current user)
+  -c,--container    The container name (may also be specified as positional arg)
+  -h,--help         Print this help message and exit
+
+EOF
+  exit "$1"
+}
+
+
+declare docker_user=""
+declare cont_name=""
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    -u)
+      ;&
+    --user)
+      if [[ -z "$2" ]]; then
+        echo "User (-u,--user) must be non-empty"
+        print_help_and_exit 1
+      fi
+      docker_user="$2"
+      shift 2
+      ;;
+    -h)
+      ;&
+    --help)
+      print_help_and_exit 0
+      ;;
+    -c)
+      ;&
+    --container)
+      shift 1
+      ;&
+    *)
+      if [[ ! -z "$cont_name" ]]; then
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      fi
+      cont_name="$1"
+      shift 1
+      ;;
+  esac
+done
+
+
+if [[ -z "$cont_name" ]]; then
+  echo "Please specify the container ([-c,--container])"
+  print_help_and_exit 1
+fi
+
+if [[ -z "$docker_user" ]]; then
+  docker_user="$USER"
+fi
+
+docker exec -u "$docker_user" -it "$cont_name" bash
@@ -0,0 +1,233 @@
+#!/usr/bin/env bash
+
+mount_prefix="$HOME/.spark-dev/mounts"
+
+function print_help_and_exit() {
+  cat <<EOF
+Start a docker dev container
+Usage: start_docker.sh [OPTIONS] image container
+
+Positionals:
+  image             The image to instantiate
+  container         The name for the container
+
+Options:
+  -u,--user USER      The user to add in the container (defaults to the current user)
+  -p,--pass PASS      The password for USER in the container (defaults to USER)
+  -i,--image IMAGE    The image to instantiate
+  -c,--container CONT The name for the container
+  -m,--mount MOUNT    The name for the folder (outside the container) to create/mount to the home
+                      directory in the container. Mount folders are added here: $mount_prefix
+  --mount-existing    Mount the specified dir even if it already exists
+  --port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
+                      specified multiple times.
+  -h,--help           Print this help message and exit
+
+EOF
+  exit "$1"
+}
+
+
+declare docker_user=""
+declare docker_pass=""
+declare image_name=""
+declare cont_name=""
+declare mount_name=""
+declare -i mount_existing=0
+declare -a port_mappings=()
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    -u)
+      ;&
+    --user)
+      if [[ -z "$2" ]]; then
+        echo "User (-u,--user) must be non-empty"
+        print_help_and_exit 1
+      fi
+      docker_user="$2"
+      shift 2
+      ;;
+    -p)
+      ;&
+    --pass)
+      if [[ -z "$2" ]]; then
+        echo "Password (-p,--pass) must be non-empty"
+        print_help_and_exit 1
+      fi
+      docker_pass="$2"
+      shift 2
+      ;;
+    -i)
+      ;&
+    --image)
+      if [[ -n "$image_name" ]]; then
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      elif [[ -z "$2" ]]; then
+        echo "Image (-i,--image) must be non-empty"
+        print_help_and_exit 1
+      fi
+      image_name="$2"
+      shift 2
+      ;;
+    -c)
+      ;&
+    --container)
+      if [[ -n "$cont_name" ]]; then
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      elif [[ -z "$2" ]]; then
+        echo "Container (-c,--container) must be non-empty"
+        print_help_and_exit 1
+      fi
+      cont_name="$2"
+      shift 2
+      ;;
+    --port)
+      # Parse port(s) arg, and append the result to 'port_mappings'
+      # Note: port(s) may be specified in bracketed notation:
+      #   [a:b,c:d,...,y:z]
+      next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
+      if [[ "${#port_mappings[@]}" -gt 0 ]]; then
+        next_ports=" $next_ports"
+      fi
+      port_mappings+=("$next_ports")
+      shift 2
+      ;;
+    -m)
+      ;&
+    --mount)
+      if [[ -z "$2" ]]; then
+        echo "Mount (-m,--mount) must be non-empty"
+      fi
+      mount_name="$2"
+      shift 2
+      ;;
+    --mount-existing)
+      mount_existing=1
+      shift 1
+      ;;
+    -h)
+      ;&
+    --help)
+      print_help_and_exit 0
+      ;;
+    *)
+      if [[ -z "$1" ]]; then
+        echo "Invalid positional argument '$1'"
+        print_help_and_exit 1
+      elif [[ -z "$image_name" ]]; then
+        image_name="$1"
+      elif [[ -z "$cont_name" ]]; then
+        cont_name="$1"
+      else
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      fi
+      shift 1
+      ;;
+  esac
+done
+
+
+if [[ -z "$image_name" ]]; then
+  image_name="bluetradingsystems/spark-crypto-dev"
+fi
+
+host_name="$(hostname)"
+if [[ -n "$cont_name" ]]; then
+  host_name="$host_name.$cont_name"
+fi
+
+if [[ -z "$mount_name" ]]; then
+  mount_name="$cont_name"
+fi
+
+if [[ -z "$mount_name" && -z "$cont_name" ]]; then
+  echo "Please specify mount (-m,--mount) and/or container (-c,--container)"
+  print_help_and_exit 1
+fi
+
+if [[ -z "$docker_user" ]]; then
+  docker_user="$USER"
+fi
+
+home_src=$mount_prefix/$mount_name
+home_tgt=$HOME
+repo_src=$(git rev-parse --show-superproject-working-tree)
+repo_tgt=$HOME/$(basename "$repo_src")
+working_dir=$HOME
+
+if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
+  # Don't overwrite existing dir (might be mounted in another container)
+  echo "Mount dir '$home_src' already exists (use --mount-existing to mount an existing directory)"
+  print_help_and_exit 1
+fi
+
+mkdir -p "$home_src"
+
+if [[ "${#port_mappings[@]}" -eq 0 ]]; then
+  port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
+fi
+
+# Adapt port_mappings into args for `docker run` by prepending "-p " to each
+# item
+declare -a docker_port_args=()
+for port_mapping in "${port_mappings[@]}"; do
+  docker_port_args+=("-p $port_mapping")
+done
+
+echo "Starting container '$cont_name'
+image_name  : $image_name
+cont_name   : $cont_name
+home_src    : $home_src
+home_tgt    : $home_tgt
+repo_src    : $repo_src
+repo_tgt    : $repo_tgt
+working dir : $working_dir
+ports       : ${port_mappings[*]}
+"
+
+# DON'T wrap $docker_port_args in quotes. We want bash to split args by
+# whitespace
+docker run \
+  --net bridge \
+  -h "$host_name" \
+  -e "TZ=America/New_York" \
+  --cap-add=SYS_PTRACE \
+  --security-opt seccomp=unconfined \
+  --name "$cont_name" \
+  -v "$home_src:$home_tgt" \
+  -v "$repo_src:$repo_tgt" \
+  -w "$working_dir" \
+  ${docker_port_args[*]} \
+  --shm-size=4024m \
+  -t \
+  -i \
+  -d \
+  -e DISPLAY="$DISPLAY" \
+  "$image_name" \
+  bash
+
+# Add user w/ same uid and gid as the current user outside of docker, so the
+# user inside the docker has file permissions in the mounted dir.
+docker_group="$docker_user"
+docker_user_uid="$(id -u "$USER")"
+docker_user_gid="$(id -g "$USER")"
+
+echo "Adding user in container '$cont_name'
+name : $docker_user
+uid  : $docker_user_uid
+gid  : $docker_user_gid"
+
+if [[ -z "$docker_pass" ]]; then
+  docker_pass="$docker_user"
+  echo "Giving user '$docker_user' a secure password: $docker_pass"
+fi
+
+docker exec -u root -it "$cont_name" groupadd -g "$docker_user_gid" "$docker_group"
+docker exec -u root -it "$cont_name" useradd -u "$docker_user_uid" -g "$docker_user_gid" "$docker_user"
+docker exec -u root -it "$cont_name" usermod --password "$(openssl passwd -1 "$docker_pass")" "$docker_user"
+docker exec -u root -it "$cont_name" usermod -aG sudo "$docker_user"
+docker exec -u root -it "$cont_name" "$repo_tgt/externals/src/emumba/install_emumba-deribit-connector.sh"
@@ -4,8 +4,6 @@ VisualStudioVersion = 17.3.32922.545
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{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
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\sparkcmd\sparkcmd.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
@@ -13,9 +11,6 @@ EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
-	ProjectSection(ProjectDependencies) = postProject
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25} = {FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}
-	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
@@ -14,7 +14,7 @@ namespace mbts.spark {
   class VolSurfaceAdvancedSettingsEditorVM : ViewModelBase {
      readonly VolSurfaceAdvancedSettings _settings;

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

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

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

      [ProtoBuf.ProtoMember(30)]
-      //[System.ComponentModel.DefaultValue(false)]
      public bool publish_from_client;

      [ProtoBuf.ProtoMember(40)]
@@ -38,5 +46,11 @@ namespace mbts.analytics
      [ProtoBuf.ProtoMember(50)]
      [System.ComponentModel.DefaultValue(VolSurfaceEnums.VolCurveStrikeAxis.RawStrike)]
      public VolSurfaceEnums.VolCurveStrikeAxis strike_normalization_axis;
+      
+      public void ensure_no_nulls() {
+         precomputed_theo_handles ??= new(0);
+         precomputed_slide_handles ??= new(0);
+         publish_from_client_user ??= string.Empty;
+      }
   }
 }
@@ -25,7 +25,8 @@ namespace mbts.analytics {
            volpath_settings = new(),
            safety_limits = new(),
         },
-         polynomial_model_settings = new()
+         polynomial_model_settings = new(),
+         advanced_settings = VolSurfaceAdvancedSettings.Default
      };

      [ProtoMember(10)]
@@ -79,6 +80,8 @@ namespace mbts.analytics {
         if (core_settings.time_settings == null) {
            core_settings.time_settings = new VolSurfaceTimeSettings();
         }
+         advanced_settings ??= VolSurfaceAdvancedSettings.Default;
+         advanced_settings.ensure_no_nulls();
         return this;
      }
   }
@@ -40,10 +40,8 @@ namespace mbts.analytics {
      /// last computed min/max driver for each exp
      private IDictionary<VolSurfaceExpiration, Tuple<double, double>>
      _computed_driver_range_map = new Dictionary<VolSurfaceExpiration, Tuple<double, double>>();
-      private readonly IEnumerable<double> _default_abs_moves =
-         new double[] { 300, -200, -125, -100, -75, -50, -25, 0, 25, 50, 75, 100, 125, 200, 300 };
+      private readonly IEnumerable<double> _default_abs_moves =  config.Configuration.get<bts.config.VolSurface>().default_abs_moves;
      private readonly double _cushion_percentage = 25.0;
-
      public event
      Action<IDictionary<VolSurfaceExpiration, IEnumerable<Theos>>, double, double> on_theos =
         (o, vt, tt) => { };
@@ -52,7 +50,7 @@ namespace mbts.analytics {
         (o, vt, tt) => { };

      public VolSurfaceInterpGreeksProducer(int vs_id) {
-         Log.Gen.info($"VolSurfaceInterpGreeksProducer.cons vs_id: {vs_id}");
+        Log.Gen.info($"VolSurfaceInterpGreeksProducer.cons vs_id: {vs_id}, _default_abs_moves: {string.Join(", ", _default_abs_moves)}");
         _vs_id = vs_id;
      }

@@ -72,7 +70,7 @@ namespace mbts.analytics {
      }

      public void set_vol_data(VolSurfaceInput vs_input) {
-         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_vol_data vs_id: {_vs_id}");
+         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_vol_data vs_id: {_vs_id} precomputed_theo_handles?: {string.Join(", ", (vs_input?.surface_settings?.advanced_settings?.precomputed_theo_handles).empty_if_null())}");
         _vs_input = vs_input != null ? VolSurfaceUtilityFunctions.clone_proto(vs_input) : null;
         _compute_and_fire(InputType.Vol);
      }
@@ -0,0 +1,58 @@
+<Window
+  x:Class="mbts.ui.shell.VolSurfaceAdvancedSettingsEditor"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  Title="{Binding vol_surface_name, StringFormat='{}Advanced Settings \&apos;{0}\&apos;'}"
+  Style="{StaticResource BTSDialog}"
+  SizeToContent="WidthAndHeight"
+  TextElement.FontSize="10">
+  <StackPanel>
+    <Grid Margin="5" Grid.IsSharedSizeScope="True">
+      <Grid.RowDefinitions>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <Grid.ColumnDefinitions>
+        <ColumnDefinition Width="Auto" SharedSizeGroup="label"/>
+        <ColumnDefinition Width="*"/>
+      </Grid.ColumnDefinitions>
+      <GroupBox Grid.ColumnSpan="2" Padding="3">
+        <GroupBox.Header>
+          <TextBlock Text="Theos" FontWeight="Bold"/>
+        </GroupBox.Header>
+        <Grid>
+          <Grid.RowDefinitions>
+            <RowDefinition Height="Auto"/>
+            <RowDefinition Height="Auto"/>
+          </Grid.RowDefinitions>
+          <Grid.ColumnDefinitions>
+            <ColumnDefinition Width="Auto" SharedSizeGroup="label"/>
+            <ColumnDefinition Width="Auto"/>
+          </Grid.ColumnDefinitions>
+          <c:RadioButtonsControl Grid.ColumnSpan="2" Margin="0,0,0,5" ItemsSource="{Binding general_change_measures}" SelectedItem="{Binding theo_handle_measure}" IsEnabled="False"/>
+          <TextBlock Grid.Row="1" Text="Precomputed Handles" VerticalAlignment="Center"/>
+          <TextBox
+            x:Name="PART_Handles"
+            Validation.ErrorTemplate="{x:Null}"
+            Grid.Row="1"
+            Grid.Column="1"
+            Width="160"
+            Margin="5,0,0,0"
+            Text="{Binding precomputed_theo_handles, Converter={x:Static cv:EnumerableDoubleStringConverter.Instance}}" />
+        </Grid>
+      </GroupBox>
+      <TextBlock Visibility="Collapsed" Grid.Row="1" VerticalAlignment="Center" Margin="5,0,0,0" Text="Num Cash Saved Days" />
+      <c:TickUpDownDouble Visibility="Collapsed" Grid.Row="1" Grid.Column="1" HorizontalAlignment="Stretch" Margin="14,5,5,5" Value="{Binding number_of_cash_saved_days}"/>
+      <TextBlock Grid.Row="2" VerticalAlignment="Center" Margin="5,0,0,0" Text="Strike Normalization Axis"/>
+      <ComboBox Grid.Row="2" Grid.Column="1" HorizontalAlignment="Stretch" Margin="14,5,5,5" ItemsSource="{Binding strike_normalization_axes}" SelectedValue="{Binding selected_strike_normalization_axis}"/>
+      <CheckBox Grid.Row="3" Margin="7,0,0,0" Content="Publish From Client" IsChecked="{Binding publish_from_client}"/>
+    </Grid>
+    <c:DialogSkirtOKCancel OKCommand="{Binding commit}" />
+  </StackPanel>
+</Window>
@@ -0,0 +1,11 @@
+namespace mbts.ui.shell {
+   using System.Windows;
+
+   /// <summary>
+   /// Interaction logic for VolSurfaceAdvancedSettingsEditor.xaml
+   /// </summary>
+   partial class VolSurfaceAdvancedSettingsEditor : Window {
+      public VolSurfaceAdvancedSettingsEditor() =>
+         InitializeComponent();
+   }
+}
@@ -218,10 +218,14 @@ namespace mbts.spark {
         background = buy_sell_background_fill_color;
         hoverbackground = _mk_hover_bg_brush(dark, _darkbg, 0);

-         (_num_root_orders, _filled, _quantity) = _root_nodes
-            .Select(n => (1u, n.filled_quantity(), n.quantity()))
-            .Sum();
-
+         _num_root_orders = 0;
+         _filled = 0;
+         _quantity = 0;
+         foreach (var n in _root_nodes) {
+            _num_root_orders++;
+            _filled += n.filled_quantity();
+            _quantity += n.quantity();
+         }
         if (_num_root_orders == 1) {
            var order = _root_nodes.First();
            border = _owner.model.order_gateway.factory.get_metadata(order).Color.rgb_brush();
@@ -87,7 +87,7 @@ namespace mbts.spark {
         length = _initial_row_count,
      };
      LadderPriceList _pending_price_list = null;
-      IComparer<double> _price_comparer;
+      IComparer<double> _price_comparer = MathUtils.epsilon_comparer.reverse();
      double _last_origin_price;
      readonly MarketBreakLines _mkt_break_lines;
      NativePriceSize _last_trade;
@@ -190,13 +190,24 @@ namespace mbts.analytics {
         }
      }

-      void _compute_swipe_sum() =>
-         (swipe_sum_puts, swipe_sum_calls, swipe_sum_net) = _visible_selected_cells
-            .SelectMany(tup =>
-               tup.exps.Select(exp => {
-                  var (p, c, n) = tup.row.get_cell_values(exp);
-                  return (p.if_nan(0), c.if_nan(0), n.if_nan(0));
-               }))
-            .Sum();
+      void _compute_swipe_sum() {
+         swipe_sum_puts = 0;
+         swipe_sum_calls = 0;
+         swipe_sum_net = 0;
+         foreach (var (row, exps) in _visible_selected_cells) {
+            foreach (var exp in exps) {
+               var (p, c, n) = row.get_cell_values(exp);
+               if (!p.is_nan()) {
+                  swipe_sum_puts += p;
+               }
+               if (!c.is_nan()) {
+                  swipe_sum_calls += c;
+               }
+               if (!n.is_nan()) {
+                  swipe_sum_net += n;
+               }
+            }
+         }
+      }
   }
 }
@@ -1,4 +1,5 @@
 <Project Sdk="Microsoft.NET.Sdk">
+
  <PropertyGroup>
    <TargetFramework>net7.0-windows</TargetFramework>
    <UseWPF>true</UseWPF>
@@ -21,33 +22,39 @@
    <RootNamespace>bts</RootNamespace>
    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
    <WarningsAsErrors />
-    <Version>$(major).$(minor).$(patch)</Version>
-    <Version Condition="'$(version)'=='..'">1.0.0</Version>
  </PropertyGroup>
+
  <ItemGroup>
+    <PackageReference Include="CommandLineParser" Version="2.9.1" />
+    <PackageReference Include="GitVersion.MsBuild" Version="5.12.0">
+      <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
+      <PrivateAssets>all</PrivateAssets>
+    </PackageReference>
+    <PackageReference Include="Google.Protobuf" Version="3.24.3" />
+    <PackageReference Include="IronPython" Version="3.4.1" />
    <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.2.0" />
+    <PackageReference Include="NAudio" Version="2.0.1" />
+    <PackageReference Include="NUnit" Version="3.13.3" />
+    <PackageReference Include="NUnit3TestAdapter" Version="4.2.1" />
+    <PackageReference Include="Newtonsoft.Json" Version="13.0.1" />
+    <PackageReference Include="OxyPlot.Core" Version="2.1.2" />
+    <PackageReference Include="OxyPlot.Wpf" Version="2.1.2" />
+    <PackageReference Include="protobuf-net" Version="3.2.26" />
    <PackageReference Include="System.Composition" Version="7.0.0-preview.2.22152.2" />
    <PackageReference Include="System.Composition.AttributedModel" Version="7.0.0-preview.2.22152.2" />
    <PackageReference Include="System.Composition.Hosting" Version="7.0.0-preview.2.22152.2" />
    <PackageReference Include="System.Composition.TypedParts" Version="7.0.0-preview.2.22152.2" />
-    <PackageReference Include="System.Reactive.Core" Version="5.0.0" />
-    <PackageReference Include="System.Reactive.Interfaces" Version="5.0.0" />
-    <PackageReference Include="System.Reactive.Linq" Version="5.0.0" />
-    <PackageReference Include="System.Reactive.PlatformServices" Version="5.0.0" />
-    <PackageReference Include="CommandLineParser" Version="2.9.1" />
-    <ProjectReference Include="../spark_api/spark_api.csproj" />
-    <ProjectReference Include="../spark_core/spark_core.csproj" />
-    <PackageReference Include="Google.Protobuf" Version="3.21.4" />
-    <PackageReference Include="IronPython" Version="2.7.12" />
-    <PackageReference Include="NAudio" Version="2.0.1" />
-    <PackageReference Include="Newtonsoft.Json" Version="13.0.1" />
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.2.0" />
-    <PackageReference Include="NUnit" Version="3.13.3" />
-    <PackageReference Include="NUnit3TestAdapter" Version="4.2.1" />
-    <PackageReference Include="System.Reactive" Version="5.0.0" />
-    <PackageReference Include="protobuf-net" Version="3.1.17" />
-    <PackageReference Include="OxyPlot.Core" Version="2.1.2" />
-    <PackageReference Include="OxyPlot.Wpf" Version="2.1.2" />
+    <PackageReference Include="System.Reactive" Version="6.0.0" />
+    <PackageReference Include="System.Reactive.Core" Version="6.0.0" />
+    <PackageReference Include="System.Reactive.Interfaces" Version="6.0.0" />
+    <PackageReference Include="System.Reactive.Linq" Version="6.0.0" />
+    <PackageReference Include="System.Reactive.PlatformServices" Version="6.0.0" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <ProjectReference Include="..\spark_api\spark_api.csproj" />
+    <ProjectReference Include="..\spark_core\spark_core.csproj" />
  </ItemGroup>

  <ItemGroup>
@@ -55,15 +62,20 @@
    <Resource Include="**/*.png" />
    <ConfigDefaults Include="../../lib/config/defaults/*.conf" />
  </ItemGroup>
+
  <ItemGroup>
    <Resource Remove="logo.ico" />
  </ItemGroup>
+
  <ItemGroup>
    <Content Include="logo.ico" />
  </ItemGroup>
+
  <ItemGroup>
    <EmbeddedResource Include="Sounds/game_sound_correct.wav" />
    <EmbeddedResource Include="Sounds/whistle.wav" />
  </ItemGroup>
+
  <Target Name="diagnostic" AfterTargets="PreBuildEvent" />
+
 </Project>
@@ -14,6 +14,9 @@ namespace mbts.spark {
      uint _bid_size, _ask_size;
      ulong _time;

+      public BBOVM() =>
+         _dispose = Disposable.Create(() => Disposable.dispose(ref _md_poll));
+
      public SecurityImmutable? security => _security_md?.security;
      public SecurityMD? security_md {
         get => _security_md;
@@ -63,7 +63,11 @@ namespace mbts {
         if (ticks_per_base.is_int()) {
            return true;
         }
-         return tick.tick_unit > tick.tick_base && tick.tick_base == 1;
+         // The Log10 check accounts for [non-perp] futures at Deribit, which use TickFactors 25/10
+         // (e.g., 10.0, 12.5, 15.0, etc.). It was added 11/02/2023, when it replaced the
+         // commented out line below.
+         // return tick.tick_unit > tick.tick_base && tick.tick_base == 1;
+         return tick.tick_unit > tick.tick_base && Math.Log10(tick.tick_base).is_int();
      }

      public static bool is_valid(this RegionalTickFactors regional_tick) =>
@@ -667,7 +671,8 @@ namespace mbts {
         if (negate) {
            value = -value;
         }
-         var text = core_impl();
+         var text = tick.tick_unit == 25 && tick.tick_base == 10 ?
+            deribit_future_impl() : core_impl();
         if (!settings.show_zero_integer) {
            // Hide the integer if its zero.  This could be better optimized,
            // but speed shouldn't be an issue, so it doesn't seem worth the time/effort.
@@ -721,6 +726,37 @@ namespace mbts {
               return "Overflow";
            }
         }
+
+         string deribit_future_impl() {
+            try {
+               // TODO: Replace this hack with a suitable long term solution
+               //
+               // The hack: [non-perp] futures at Deribit tick in units of '2.5' (e.g., 10.0, 12.5,
+               // 15.0, etc.). However, this battle-tested impl is predicated on the tick base being
+               // a multiple of the tick unit. So, to avoid changing key battle-tested logic, let's
+               // do the following:
+               //    1) Round the value to the nearest multiple of '2.5' (the tick size)
+               //    2) Format the rounded value with normal tick factors (unit 5, base 10),
+               //       (ticks of the sort this method was designed to expect).
+               var tuf = tick.tick_unit_frac<T>();
+               var total_ticks = value / tuf;
+               long total_ticks_l = NumericCastConverter<T, long>.convert(value / tuf);
+               var rounded_total_ticks = NumericCastConverter<long, T>.convert(total_ticks_l);
+               var rem = value - (rounded_total_ticks * tuf);
+               var unit_rem = rem / tuf;
+               Log.assert(unit_rem <= T.One && unit_rem >= T.Zero);
+               // Check if unit_rem closer to T.One, or T.Zero. Round accordingly
+               if (T.One - unit_rem <= unit_rem - T.Zero) {
+                  // round up
+                  rounded_total_ticks++;
+               }
+               var rounded_val = tuf * rounded_total_ticks;
+               return _format_tick(new TickFactors(10, 5), rounded_val, settings);
+            } catch (OverflowException ex) {
+               Log.Ui.warn($"Arithmetic overflow exception in format_tick (tick:{tick}, value:{value}):{ex}");
+               return "Overflow";
+            }
+         }
      }

      static T _round_tick<T>(T tick_unit_frac, T input) where T : IFloatingPointIeee754<T> =>
@@ -134,8 +134,20 @@ namespace bts.data.ticks {
      static TickFactors _inflate_to_base(TickFactors tick_factors, double new_base) =>
         new TickFactors(new_base, tick_factors.tick_unit * new_base / tick_factors.tick_base);

-      static bool _check_tick_size(double tick_size) =>
-         tick_size > 0 && (tick_size <= 0.5 || MathUtils.is_int(tick_size));
+      static bool _check_tick_size(double tick_size) {
+         if (!tick_size.is_real_positive()) {
+            return false;
+         }
+         if (tick_size <= 0.5 || tick_size.is_int()) {
+            return true;
+         }
+         // Check if tick size represents quarters (i.e., `tick_size=0.25 * 10^c` for some int c).
+         // Note: this check is designed specifically to support (non-perp) futures at Deribit
+         if (Math.Log10(tick_size / 0.25).is_int()) {
+            return true;
+         }
+         return false;
+      }

      struct SpecKey : IEquatable<SpecKey> {
         public readonly uint denominator, display_digits;
@@ -209,6 +209,17 @@ namespace mbts.spark {
      }

      public static decimal round_to_tick(decimal tick_size, decimal value) {
+         if (tick_size == (decimal)2.5) {
+            // This is a special case for [non-perp] futures at Deribit, which tick in 25/10
+            // (unit/base). While this code looks harmless enough, and should work for all ticks in
+            // theory, let's be extra safe and only apply the change to a specific case (when
+            // tick_size == 2.5).
+            // Note: Making the ticks code work for such a wide range of tick factors was no easy
+            // task, and involved overcoming a plethora of obscure rounding errors along the way.
+            var n_ticks = value / tick_size;
+            var simple_round = tick_size * n_ticks;
+            return simple_round;
+         }
         decimal intpart = (long)value;
         decimal floatpart = value % 1;
         floatpart = ((int)(floatpart / tick_size)) * tick_size;
@@ -293,6 +304,11 @@ namespace mbts.spark {
         if (!tf.low_tick.Equals(tf.high_tick) || !tf.is_valid() || tf.low_tick.is_integer())
            return null;
         var ticks_per_dollar = (uint)(tf.low_tick.tick_base / tf.low_tick.tick_unit);
+         // Note: this check was introduced specifically to account for [non-perp] Futures at
+         // Deribit, which use TickFactors 25/10 (e.g., 10.0, 12.5, 15.0, etc.).
+         if (ticks_per_dollar == 0) {
+            return null;
+         }
         // if ticks_per_row is greater than ticks_per_dollar, round to a multiple of ticks_per_dollar
         if (ticks_per_row > ticks_per_dollar) {
            return (uint)(ticks_per_dollar * Math.Floor((double)(ticks_per_row / ticks_per_dollar)));
@@ -1 +0,0 @@
-set(sources api/analytics/ExpirationDriver.proto;api/analytics/TimeWeightedInterpolatedDriver.proto;api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/domain/Currency.proto;api/domain/SecurityCriteria.proto;api/domain/SecurityCriteriaClause.proto;api/domain/SecurityExpiration.proto;api/domain/SecurityMetadata.proto;api/domain/SecurityMetadataCollection.proto;api/domain/SecurityMetadataItem.proto;api/domain/SecurityType.proto;api/domain/TickDisplaySettings.proto;api/domain/TickFactors.proto;api/domain/Venue.proto;api/io/URL.proto;api/md/MarketDataSubscriptionParams.proto;api/md/binance/BinanceDepthStreamParams.proto;api/md/binance/BinanceMarketDataSubscriptionParams.proto;api/md/deribit/DeribitMarketDataSubscriptionParams.proto;api/md/ftx/FTXDepthStreamParams.proto;api/md/ftx/FTXMarketDataSubscriptionParams.proto;api/md/glbx/GlbxMarketDataSubscriptionParams.proto;api/md/huobi/HuobiMarketDataSubscriptionParams.proto;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/AnalyticsService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MarketDataService.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;communincation/websockets/tests/WebsocketSyncClientTests.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/SecurityMetadataCollection.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/algo_types.proto;config/protos/cme_reference_data.proto;config/protos/exchange_sim_cfg.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/market_data.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/ports.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spartan.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/symbols.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/protos/ui.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain/AggressorSide.cpp;domain/NewOrder.cpp;domain/OrderDefinition.cpp;domain/OrderStatus.cpp;domain/OrderUpdate.cpp;domain/Side.cpp;domain/TimeInForce.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;io/QueryParams.cpp;io/URL.cpp;io/http/CurlHandle.cpp;io/http/HTTPClient.cpp;io/http/HTTPHeaders.cpp;io/http/HTTPRequest.cpp;io/http/HTTPResponse.cpp;io/websocket/WebsocketClient.cpp;io/websocket/WebsocketClientConfiguration.cpp;io/websocket/WebsocketError.cpp;io/websocket/WebsocketMessage.cpp;io/websocket/WebsocketSSLClientInternal.cpp;io/websocket/tests/WebsocketClientTests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGatLine truncated
@@ -1 +0,0 @@
-set(sources api/analytics/ExpirationDriver.proto;api/analytics/TimeWeightedInterpolatedDriver.proto;api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/domain/Currency.proto;api/domain/SecurityCriteria.proto;api/domain/SecurityCriteriaClause.proto;api/domain/SecurityExpiration.proto;api/domain/SecurityMetadata.proto;api/domain/SecurityMetadataCollection.proto;api/domain/SecurityMetadataItem.proto;api/domain/SecurityType.proto;api/domain/TickDisplayRule.proto;api/domain/TickDisplaySettings.proto;api/domain/TickFactors.proto;api/domain/Venue.proto;api/io/URL.proto;api/md/MarketDataSubscriptionParams.proto;api/md/binance/BinanceDepthStreamParams.proto;api/md/binance/BinanceMarketDataSubscriptionParams.proto;api/md/deribit/DeribitMarketDataSubscriptionParams.proto;api/md/ftx/FTXDepthStreamParams.proto;api/md/ftx/FTXMarketDataSubscriptionParams.proto;api/md/glbx/GlbxMarketDataSubscriptionParams.proto;api/md/huobi/HuobiMarketDataSubscriptionParams.proto;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/AnalyticsService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MarketDataService.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/SecurityMetadataCollection.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/algo_types.proto;config/protos/cme_reference_data.proto;config/protos/exchange_sim_cfg.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/market_data.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/ports.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spartan.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/symbols.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/protos/ui.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;io/QueryParams.cpp;io/URL.cpp;io/http/CurlHandle.cpp;io/http/HTTPClient.cpp;io/http/HTTPHeaders.cpp;io/http/HTTPRequest.cpp;io/http/HTTPResponse.cpp;io/websocket/WebsocketClient.cpp;io/websocket/WebsocketClientConfiguration.cpp;io/websocket/WebsocketError.cpp;io/websocket/WebsocketMessage.cpp;io/websocket/WebsocketSSLClientInternal.cpp;io/websocket/tests/WebsocketClientTests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/CCApiDepthWalker.cpp;md/CCApiListenerAdaptor.cpp;md/CCApiRequestor.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MarketDataLine truncated
@@ -1,170 +1,84 @@
 cmake_minimum_required(VERSION 3.5)
 project(libspark)
 set(CMAKE_SHARED_LIBRARY_PREFIX "")
+include(GNUInstallDirs)
 include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
 include(${CMAKE_SOURCE_DIR}/cmake/Protobuf.cmake)
+include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GenerateDefaultConfig.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/PrintList.cmake)

-# DEPENDENCIES
-file(
-  GLOB_RECURSE Config_Protos
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  config/protos/*.proto
-  api/domain/SecurityMetadataCollection.proto)
-file(
-  GLOB_RECURSE Service_Protos
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  api/services/*.proto)
-file(
-  GLOB_RECURSE NonConfig_Protos
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  *.proto)
-list(REMOVE_ITEM NonConfig_Protos ${Service_Protos} ${Config_Protos})
-file(
-  GLOB_RECURSE Conf_Defaults
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  config/defaults/*.conf)
+if (DEFINED DOTNET_BINARY_DIR OR DEFINED DOTNET_WINDOWS_BINARY_DIR)
+  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/AddCopyBinariesTarget.cmake)
+endif()

 if(WIN32)
-  file(
-    GLOB_RECURSE SparkLib_Sources
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    api/*.cpp
-    config/*.cpp
-    domain_model/*.cpp
-    expression/*.cpp
-    logging/*.cpp
-    io/*.cpp
-    md/*.cpp
-    os/*.cpp
-    quickbus/*.cpp
-    sparkproto/*.cpp
-    testing/*.cpp
-    utils/*.cpp)
+  if(BUILD_SPARKD)
+    message(FATAL_ERROR "Cannot build sparkd on Windows (Please set BUILD_SPARKD to False)")
+  endif()
+
+  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetWindowsClientSources.cmake)
+  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetWindowsClientLinkLibraries.cmake)
+elseif(${BUILD_SPARKD})
+  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetLinuxServerSources.cmake)
+  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetLinuxServerLinkLibraries.cmake)
 else()
-  file(
-    GLOB_RECURSE SparkLib_Sources
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    *.cpp)
+  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetLinuxClientSources.cmake)
+  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetLinuxClientLinkLibraries.cmake)
 endif()

-update_deps_file("${SparkLib_Sources};${Config_Protos};${Service_Protos};${NonConfig_Protos};${Conf_Defaults}")
-# END DEPENDENCIES
+# Cpp sources
+set(${PROJECT_NAME}_Sources)
+get_cpp_sources(${PROJECT_NAME}_Sources)
+print_list(${PROJECT_NAME}_Sources VERBOSE)

-protobuf_generate_cpp(PROTO_SRCS PROTO_HDRS ${NonConfig_Protos} ${Config_Protos})
-service_compiler_generate_cpp(SERVICE_COMPILER_SRCS SERVICE_COMPILER_HDRS ${Service_Protos})
+# Proto sources 
+get_proto_sources(_cfg_protos _non_cfg_protos _service_protos _cfg_defaults)
+print_list(_cfg_protos VERBOSE)
+print_list(_non_cfg_protos VERBOSE)
+print_list(_service_protos VERBOSE)
+print_list(_cfg_defaults VERBOSE)

-# generate list of config protos
-set(config_proto_file ${CMAKE_CURRENT_BINARY_DIR}/config_proto_files.h)
+update_deps_file("${${PROJECT_NAME}_Sources};${_cfg_protos};${_service_protos};${_non_cfg_protos};${_cfg_defaults}")

-# generate a string with the current config files
-set(config_proto_str "const char * config_proto_files[] = {  // generated file\n")
-foreach(protopath ${Config_Protos})
-  get_filename_component(protoname ${protopath} NAME)
-  string(APPEND config_proto_str "\"${protoname}\",\n")
-endforeach(protopath)
-string(APPEND config_proto_str "} ;\n")
+# Generate proto cpp
+message(STATUS "Generating proto cpp")
+protobuf_generate_cpp(_proto_srcs _proto_hdrs ${_non_cfg_protos} ${_cfg_protos})
+service_compiler_generate_cpp(SERVICE_COMPILER_SRCS SERVICE_COMPILER_HDRS ${_service_protos})
+message(STATUS "Generating default config")
+generate_default_config(_cfg_protos _cfg_defaults)
+add_library(${PROJECT_NAME} SHARED ${${PROJECT_NAME}_Sources} ${_proto_srcs} ${SERVICE_COMPILER_SRCS})

-# compare with file and if there is any difference update the file
-set(old_config_proto_str "")
-if(EXISTS "${config_proto_file}")
-  file(READ "${config_proto_file}" old_config_proto_str)
-endif()
-if(NOT old_config_proto_str STREQUAL config_proto_str)
-  file(WRITE "${config_proto_file}" "${config_proto_str}")
-endif()
-
-# generate static defaults
-set(config_defaults_file ${CMAKE_CURRENT_BINARY_DIR}/config_defaults.h)
-# Defaults cannot be a single string because the compiler complains about a string longer than 65k
-set(config_defaults_str "const char * config_static_defaults[] = { ")
-foreach(cfg_file_path ${Conf_Defaults})
-  file(READ ${cfg_file_path} cfg_file_content)
-  string(REPLACE "\"" "\\\"" cfg_file_content_escaped ${cfg_file_content})
-  string(REPLACE "\n" ";" cfg_lines ${cfg_file_content_escaped})
-  foreach(line ${cfg_lines})
-    string(APPEND config_defaults_str "\n  \"${line}\",")
-  endforeach(line)
-endforeach(cfg_file_path)
-string(APPEND config_defaults_str "};")
-set(old_defaults_str "")
-if(EXISTS ${config_defaults_file})
-  file(READ ${config_defaults_file} old_defaults_str)
-endif()
-if(NOT config_defaults_str STREQUAL old_defaults_str)
-  file(WRITE "${config_defaults_file}" "${config_defaults_str}")
-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
-   ${CMAKE_BINARY_DIR}/src)
+  ${PROJECT_NAME} PUBLIC
+  $<BUILD_INTERFACE:${CMAKE_SOURCE_DIR}/src>
+  $<BUILD_INTERFACE:${CMAKE_BINARY_DIR}/src>
+  $<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
+)

-if(WIN32)
-  target_link_libraries(
-    libspark
-    libcurl
-    debug
-    fmtd
-    optimized
-    fmt
-    libtbb
-    libboost_system
-    libboost_thread
-    libboost_filesystem
-    libboost_regex
-    libboost_chrono
-    libboost_date_time
-    libboost_atomic
-    libprotobuf
-    libprotoc
-    libssl
-    libcrypto
-    crypt32)
-else()
-  target_link_libraries(
-    libspark
-    protobuf
-    double-conversion
-    boost_system
-    boost_thread
-    boost_filesystem
-    boost_regex
-    boost_chrono
-    boost_date_time
-    boost_atomic
-    SQLiteCpp
-    sqlite3
-    curl
-    uuid
-    ssl
-    crypto
-    fmt
-    tbb
-    cryptopp
-    pugixml
-    lttng-ust
-    Pcap++
-    Packet++
-    Common++
-    ssh2
-    -lrt
-    -ldl
-    -lpcap
-    -static-libgcc
-    -static-libstdc++
-    -pthread)
+get_link_libraries(_link_libs)
+print_list(_link_libs VERBOSE)
+target_link_libraries(${PROJECT_NAME} ${_link_libs})

-  install(TARGETS libspark DESTINATION bin)
+# Copy binaries to Dotnet build dirs (for csprojs that depend on libspark)
+if (DEFINED DOTNET_BINARY_DIR)
+  add_copy_binaries_target(
+    copy_to_dotnet_binary_dir
+    "${DOTNET_BINARY_DIR}"
+    "Copy ${PROJECT_NAME} bins to Dotnet build dir")
 endif()

 if(WIN32)
-  include(${CMAKE_SOURCE_DIR}/tools/vs_filters.cmake)
+  include(${CMAKE_SOURCE_DIR}/cmake/vs_filters.cmake)
 endif()
+
+foreach(_hdr ${_proto_hdrs})
+  file(RELATIVE_PATH _relative_path ${CMAKE_CURRENT_BINARY_DIR}/protobufs ${_hdr})
+  install(FILES ${_hdr} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/${_relative_path})
+endforeach()
+include(${CMAKE_SOURCE_DIR}/cmake/InstallBasic.cmake)
+file(
+  GLOB_RECURSE _hdrs
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  *.h
+)
+install_basic(HEADERS ${_hdrs})
@@ -0,0 +1,5 @@
+@PACKAGE_INIT@
+
+include("${CMAKE_CURRENT_LIST_DIR}/@PROJECT_NAME@Targets.cmake")
+
+check_required_components(@PROJECT_NAME@)
@@ -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;
   }
@@ -186,7 +186,7 @@ CAPI void api_client_send(
    void *extra) {
   LOG(Api, Diag, "send rpc {}", ((int64_t)buffer));
   std::string strbuf(buffer, buffer_length);
-   qbus::RPCRequest request(move(strbuf));
+   qbus::RPCRequest request(std::move(strbuf));
   api_client_send_internal(
       pclient, std::move(request), cb, rpc_connect_timeout_ms(), extra);
 }
@@ -60,7 +60,7 @@ CAPI void api_server_call_callback(
       reinterpret_cast<qbus::ReplyHandler **>(ppvhandler);
   std::string reply_buffer((const char *)buffer, (size_t)length);
   qbus::RPCReplyPtr replyptr =
-       std::make_shared<qbus::RPCReply>(move(reply_buffer));
+       std::make_shared<qbus::RPCReply>(std::move(reply_buffer));
   (**pphandler)(replyptr);
   delete (*pphandler);
   *pphandler = nullptr;
@@ -72,7 +72,7 @@ class ClientChannel {
                       response_buffer + header_size,
                       response_size - header_size);
                   if (response->ParseFromZeroCopyStream(&data_stream)) {
-                      on_response(Result<Response>(move(response)));
+                      on_response(Result<Response>(std::move(response)));
                      return;
                   }
                } else {
@@ -88,12 +88,12 @@ class ClientChannel {
   rxcpp::observable<RawUpdate<std::shared_ptr<T>>>
   subscribe(int method_id, const char *method, const std::string &qualifier) {
      return rxcpp::observable<>::create<RawUpdate<std::shared_ptr<T>>>(
-          [=](rxcpp::subscriber<RawUpdate<std::shared_ptr<T>>> observer) {
+          [=, this](rxcpp::subscriber<RawUpdate<std::shared_ptr<T>>> observer) {
             StreamAccessRequest request;
             request.set_qualifier(qualifier);
             send<StreamAccessRequest, StreamAccessResponse>(
                 method_id, request,
-                 [=](const Result<StreamAccessResponse> &response) {
+                 [=, this](const Result<StreamAccessResponse> &response) {
                    // There is a race on server startup. If the server is not
                    // yet we can't return a dead stream if (!response) {
                    //    observer.on_error(
@@ -28,7 +28,7 @@ void QuickbusClientChannel::send_core(
      (*on_response)(buffer, length);
      delete on_response;
   };
-   OnReply *heap_on_response = new OnReply(move(on_response));
+   OnReply *heap_on_response = new OnReply(std::move(on_response));
   api_client_send(
       _pclient, request_envalope.c_str(), request_envalope.size(), trampoline,
       heap_on_response);
@@ -11,8 +11,8 @@ using namespace rxcpp::operators;
 {{#each service}}

 // Constructor
-{{name}}::{{name}}(std::unique_ptr<bts::api::ClientChannel> pchannel) : _pchannel(move(pchannel)) {}
-{{name}}::{{name}}({{name}}&& other) : _pchannel(move(other._pchannel))  { }
+{{name}}::{{name}}(std::unique_ptr<bts::api::ClientChannel> pchannel) : _pchannel(std::move(pchannel)) {}
+{{name}}::{{name}}({{name}}&& other) : _pchannel(std::move(other._pchannel))  { }

 {{#each method}}
   {{#if server_streaming}}
@@ -92,7 +92,7 @@ void Authenticated{{name}}Base::dispatch(const bts::api::RequestHeader& header,
        return iter->second;
    };
    {{/unless}}
-    return [=](
+    return [=, this](
        const std::vector<{{output_type_cpp}}>* added, 
        const std::vector<{{output_type_cpp}}>* changed, 
        std::set<{{key_type.cpptype}}>* removed) mutable {
@@ -43,7 +43,7 @@ void HelloServiceServer::yell_hello(
   HelloResponse response;
   ShoutRequest sr;
   sr.set_msg("hello " + request.name());
-   _shouter.upper(sr, [=](Result<ShoutResponse> response) {
+   _shouter.upper(sr, [=, this](Result<ShoutResponse> response) {
      if (response.success()) {
         HelloResponse hr;
         hr.set_message(response.value()->msg());
@@ -0,0 +1,15 @@
+function(add_copy_binaries_target tgt_name dest_dir)
+  set(_dest_files)
+  foreach (_dest_dir ${dest_dir})
+    set(_dest_file ${_dest_dir}/${PROJECT_NAME}${CMAKE_SHARED_LIBRARY_SUFFIX})
+    list(APPEND _dest_files ${_dest_file})
+    add_custom_command(
+      OUTPUT ${_dest_file}
+      COMMAND ${CMAKE_COMMAND}
+      ARGS -E copy
+        ${CMAKE_CURRENT_BINARY_DIR}/$<CONFIG>/${PROJECT_NAME}${CMAKE_SHARED_LIBRARY_SUFFIX}
+        ${_dest_file}
+      DEPENDS ${PROJECT_NAME})
+  endforeach()
+  add_custom_target(${tgt_name} ALL DEPENDS ${_dest_files} COMMENT ${ARGN})
+endfunction()
@@ -0,0 +1,53 @@
+function(generate_default_config cfg_protos cfg_defaults)
+  # generate list of config protos
+  set(_cfg_proto_file ${CMAKE_CURRENT_BINARY_DIR}/config_proto_files.h)
+
+  # generate a string with the current config files
+  set(_cfg_proto_str "const char * config_proto_files[] = {  // generated file\n")
+
+  foreach(_proto_path ${${cfg_protos}})
+    get_filename_component(_proto_name ${_proto_path} NAME)
+    string(APPEND _cfg_proto_str "\"${_proto_name}\",\n")
+  endforeach(_proto_path)
+
+  string(APPEND _cfg_proto_str "} ;\n")
+
+  # compare with file and if there is any difference update the file
+  set(_old_cfg_proto_str "")
+
+  if(EXISTS "${_cfg_proto_file}")
+    file(READ "${_cfg_proto_file}" _old_cfg_proto_str)
+  endif()
+
+  if(NOT _old_cfg_proto_str STREQUAL _cfg_proto_str)
+    file(WRITE "${_cfg_proto_file}" "${_cfg_proto_str}")
+  endif()
+
+  # generate static defaults
+  set(_cfg_defaults_file ${CMAKE_CURRENT_BINARY_DIR}/config_defaults.h)
+
+  # Defaults cannot be a single string because the compiler complains about a
+  # string longer than 65k
+  set(_cfg_defaults_str "const char * config_static_defaults[] = { ")
+
+  foreach(_cfg_file_path ${${cfg_defaults}})
+    file(READ ${_cfg_file_path} _cfg_file_content)
+    string(REPLACE "\"" "\\\"" _cfg_file_content_escaped ${_cfg_file_content})
+    string(REPLACE "\n" ";" _cfg_lines ${_cfg_file_content_escaped})
+
+    foreach(_line ${_cfg_lines})
+      string(APPEND _cfg_defaults_str "\n  \"${_line}\",")
+    endforeach(_line)
+  endforeach(_cfg_file_path)
+
+  string(APPEND _cfg_defaults_str "};")
+  set(_old_cfg_defaults_str "")
+
+  if(EXISTS ${_cfg_defaults_file})
+    file(READ ${_cfg_defaults_file} _old_cfg_defaults_str)
+  endif()
+
+  if(NOT _cfg_defaults_str STREQUAL _old_cfg_defaults_str)
+    file(WRITE "${_cfg_defaults_file}" "${_cfg_defaults_str}")
+  endif()
+endfunction()
@@ -0,0 +1,23 @@
+function(get_link_libraries dest)
+  set(${dest}
+    curl
+    tbb
+    boost_system
+    boost_thread
+    boost_filesystem
+    boost_regex
+    boost_chrono
+    boost_date_time
+    boost_atomic
+    protobuf
+    protoc
+    ssl
+    crypto
+    debug fmtd
+    optimized fmt
+    cryptopp
+    SQLiteCpp
+    sqlite3
+    uuid
+    PARENT_SCOPE)
+endfunction()
@@ -0,0 +1,172 @@
+function(get_proto_sources cfg_srcs non_cfg_srcs service_srcs cfg_defaults)
+  file(
+    GLOB_RECURSE _cfg_srcs
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    config/protos/*.proto
+    api/domain/SecurityMetadataCollection.proto)
+  file(
+    GLOB_RECURSE _service_srcs
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    api/services/*.proto)
+  file(
+    GLOB_RECURSE _non_cfg_srcs
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    *.proto)
+  list(REMOVE_ITEM _non_cfg_srcs ${_service_srcs} ${_cfg_srcs})
+
+  file(
+    GLOB_RECURSE _cfg_defaults
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    ${CONFIG_DEFAULTS_PATH})
+
+  set(_cfg_defaults)
+
+  foreach(cfg_path ${CONFIG_DEFAULTS_PATH})
+    file(
+      GLOB_RECURSE cfg_files
+      RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+      ${cfg_path})
+    list(APPEND _cfg_defaults ${cfg_files})
+  endforeach()
+
+  set(${cfg_srcs} ${_cfg_srcs} PARENT_SCOPE)
+  set(${non_cfg_srcs} ${_non_cfg_srcs} PARENT_SCOPE)
+  set(${service_srcs} ${_service_srcs} PARENT_SCOPE)
+  set(${cfg_defaults} ${_cfg_defaults} PARENT_SCOPE)
+endfunction()
+
+function(get_cpp_sources dest)
+  set(${dest}
+    api/core/ApiClientInterop.cpp
+    api/core/ApiServerInterop.cpp
+    api/md/MarketDataConfigUtils.cpp
+    api/public/ApiServer.cpp
+    api/public/ClientChannel.cpp
+    api/public/QuickbusClientChannel.cpp
+    api/public/ServerChannel.cpp
+    api/public/ServiceContext.cpp
+    api/test/ApiTests.cpp
+    api/test/HelloServiceServer.cpp
+    config/ConfigDownloader.cpp
+    config/ConfigErrorCollector.cpp
+    config/ConfigPropertyEvaluator.cpp
+    config/ConfigQuerier.cpp
+    config/ConfigValueQueue.cpp
+    config/ConfigurationException.cpp
+    config/ConfigurationState.cpp
+    config/PreprocessInputStream.cpp
+    config/config.cpp
+    config/tests/HTTPServer.cpp
+    config/tests/config_ref_tests.cpp
+    config/tests/config_tests.cpp
+    config/text_format/text_format.cpp
+    core/TimeSpan.cpp
+    core/TimeStamp.cpp
+    domain/DomainSecurityUtils.cpp
+    domain/SecurityCriteria.cpp
+    domain/SecurityCriteriaClause.cpp
+    domain_model/Security.cpp
+    domain_model/SecurityTests.cpp
+    domain_model/sod.cpp
+    domain_model/tests/domain_tests.cpp
+    expression/BooleanGrammar.cpp
+    expression/ExpressionEvaluator.cpp
+    expression/ParserExceptions.cpp
+    expression/Value.cpp
+    expression/tests/expression_parser_tests.cpp
+    io/http/CurlHandle.cpp
+    io/http/HTTPClient.cpp
+    io/http/HTTPHeaders.cpp
+    io/http/HTTPRequest.cpp
+    io/http/HTTPResponse.cpp
+    logging/LoggerHub.cpp
+    logging/Sink.cpp
+    logging/logging.cpp
+    logging/tests/logging_tests.cpp
+    md/Diag/MDPeriodicDumper.cpp
+    md/Diag/ShmDumper.cpp
+    md/MBOProcessor.cpp
+    md/MBOServiceServer.cpp
+    md/MDClient.cpp
+    md/MDConsumer.cpp
+    md/MDConsumerHandle.cpp
+    md/MDConsumerInterop.cpp
+    md/MDProducer.cpp
+    md/MDProducerHandle.cpp
+    md/MemorySegmentUtils.cpp
+    md/PriceSize.cpp
+    md/Product.cpp
+    md/SecurityCache.cpp
+    md/SecurityDB.cpp
+    md/SecurityIDRecorder.cpp
+    md/SecurityMapper.cpp
+    md/SecurityMarketState.cpp
+    md/SecurityOracle.cpp
+    md/SecurityStore.cpp
+    md/SettlementRecorder.cpp
+    md/Shm/FixedSecurity.cpp
+    md/SyntheticSecurityService.cpp
+    md/cme/MDP3Utils.cpp
+    md/common.cpp
+    md/ice/ICEUtils.cpp
+    md/relay/QueryServer.cpp
+    md/relay/RelayClient.cpp
+    md/relay/RelayRecorder.cpp
+    md/service/MarketDataServiceServer.cpp
+    md/test/Co2ManagedTestHelper.cpp
+    md/test/Co2TestInstrument.cpp
+    md/test/mbo_tests.cpp
+    md/test/md2_tests.cpp
+    md/test/md_test_utils.cpp
+    md/test/synthetic_book_merge_tests.cpp
+    os/os.cpp
+    os/tests/os_tests.cpp
+    quickbus/core/LocalNode.cpp
+    quickbus/core/Quickbus.cpp
+    quickbus/core/SubscriptionID.cpp
+    quickbus/core/TableID.cpp
+    quickbus/message_model/Update.cpp
+    quickbus/message_model/merge_updates.cpp
+    quickbus/network/QBConnection.cpp
+    quickbus/network/QBConnectionManager.cpp
+    quickbus/network/endpoint_description.cpp
+    quickbus/pubsub/TablePublisher.cpp
+    quickbus/pubsub/TableSubscriber.cpp
+    quickbus/pubsub/tests/qb_pubsub_tests.cpp
+    quickbus/routing/INode.cpp
+    quickbus/routing/NodeID.cpp
+    quickbus/routing/Router.cpp
+    quickbus/rpc/RPCClient.cpp
+    quickbus/rpc/RPCServer.cpp
+    quickbus/rpc/RPCSessionID.cpp
+    quickbus/rpc/rpc_utils.cpp
+    quickbus/rpc/tests/qb_rpc_tests.cpp
+    quickbus/tests/quickbus_tests.cpp
+    testing/catch_test_runner.cpp
+    utils/AuthSessionManager.cpp
+    utils/AuthToken.cpp
+    utils/Dispatcher.cpp
+    utils/FileUtils.cpp
+    utils/GrowableSPSCQueue.cpp
+    utils/HTTPStream.cpp
+    utils/MathUtils.cpp
+    utils/PBUtils.cpp
+    utils/Puid.cpp
+    utils/SecureLogon.cpp
+    utils/SharedMemory.cpp
+    utils/Sqlite_utils.cpp
+    utils/Uuid.cpp
+    utils/datetime.cpp
+    utils/download.cpp
+    utils/file_utils.cpp
+    utils/init_spark_lib.cpp
+    utils/is_unittest_environment.cpp
+    utils/sftp.cpp
+    utils/stats.cpp
+    utils/tests/AuthTokenTests.cpp
+    utils/tests/IDGeneratorTests.cpp
+    utils/tests/MathUtilsTests.cpp
+    utils/tests/SingleWriterConcurrentVectorTests.cpp
+    utils/thread_manager.cpp
+    PARENT_SCOPE)
+endfunction()
@@ -0,0 +1,35 @@
+function(get_link_libraries dest)
+  find_package(fmt CONFIG REQUIRED)
+  set(${dest}
+    protobuf
+    double-conversion
+    boost_system
+    boost_thread
+    boost_filesystem
+    boost_regex
+    boost_chrono
+    boost_date_time
+    boost_atomic
+    SQLiteCpp
+    sqlite3
+    curl
+    uuid
+    ssl
+    crypto
+    fmt::fmt-header-only
+    tbb
+    cryptopp
+    pugixml
+    lttng-ust
+    Pcap++
+    Packet++
+    Common++
+    ssh2
+    -lrt
+    -ldl
+    -lpcap
+    -static-libgcc
+    -static-libstdc++
+    -pthread
+    PARENT_SCOPE)
+endfunction()
@@ -0,0 +1,39 @@
+function(get_proto_sources cfg_srcs non_cfg_srcs service_srcs cfg_defaults)
+  file(
+    GLOB_RECURSE _cfg_srcs
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    config/protos/*.proto
+    api/domain/SecurityMetadataCollection.proto
+    api/md/MarketDataConfig.proto)
+  file(
+    GLOB_RECURSE _service_srcs
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    api/services/*.proto)
+  file(
+    GLOB_RECURSE _non_cfg_srcs
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    *.proto)
+  list(REMOVE_ITEM _non_cfg_srcs ${_service_srcs} ${_cfg_srcs})
+
+  set(_cfg_defaults)
+  foreach(cfg_path ${CONFIG_DEFAULTS_PATH})
+    file(
+      GLOB_RECURSE cfg_files
+      RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+      ${cfg_path})
+    list(APPEND _cfg_defaults ${cfg_files})
+  endforeach()
+  
+  set(${cfg_srcs} ${_cfg_srcs} PARENT_SCOPE)
+  set(${non_cfg_srcs} ${_non_cfg_srcs} PARENT_SCOPE)
+  set(${service_srcs} ${_service_srcs} PARENT_SCOPE)
+  set(${cfg_defaults} ${_cfg_defaults} PARENT_SCOPE)
+endfunction()
+
+function(get_cpp_sources dest)
+  file(
+    GLOB_RECURSE _dest
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    *.cpp)
+  set(${dest} ${_dest} PARENT_SCOPE)
+endfunction()
@@ -0,0 +1,20 @@
+function(get_link_libraries dest)
+  find_package(fmt CONFIG REQUIRED)
+  set(${dest}
+    crypt32
+    fmt::fmt-header-only
+    libcrypto
+    libcurl
+    libboost_system
+    libboost_thread
+    libboost_filesystem
+    libboost_regex
+    libboost_chrono
+    libboost_date_time
+    libboost_atomic
+    libprotobuf
+    libprotoc
+    libssl
+    libtbb
+    PARENT_SCOPE)
+endfunction()
@@ -0,0 +1,162 @@
+function(get_proto_sources cfg_srcs non_cfg_srcs service_srcs cfg_defaults)
+  file(
+    GLOB_RECURSE _cfg_srcs
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    config/protos/*.proto
+    api/domain/SecurityMetadataCollection.proto)
+  file(
+    GLOB_RECURSE _service_srcs
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    api/services/*.proto)
+  file(
+    GLOB_RECURSE _non_cfg_srcs
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    *.proto)
+  list(REMOVE_ITEM _non_cfg_srcs ${_service_srcs} ${_cfg_srcs})
+
+  file(
+    GLOB_RECURSE _cfg_defaults
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    ${CONFIG_DEFAULTS_PATH})
+
+  set(_cfg_defaults)
+
+  foreach(cfg_path ${CONFIG_DEFAULTS_PATH})
+    file(
+      GLOB_RECURSE cfg_files
+      RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+      ${cfg_path})
+    list(APPEND _cfg_defaults ${cfg_files})
+  endforeach()
+
+  set(${cfg_srcs} ${_cfg_srcs} PARENT_SCOPE)
+  set(${non_cfg_srcs} ${_non_cfg_srcs} PARENT_SCOPE)
+  set(${service_srcs} ${_service_srcs} PARENT_SCOPE)
+  set(${cfg_defaults} ${_cfg_defaults} PARENT_SCOPE)
+endfunction()
+
+function(get_cpp_sources dest)
+  set(${dest}
+    api/core/ApiClientInterop.cpp
+    api/core/ApiServerInterop.cpp
+    api/public/ApiServer.cpp
+    api/public/ClientChannel.cpp
+    api/public/QuickbusClientChannel.cpp
+    api/public/ServerChannel.cpp
+    api/public/ServiceContext.cpp
+    api/test/ApiTests.cpp
+    api/test/HelloServiceServer.cpp
+    config/ConfigCheck.cpp
+    config/ConfigDownloader.cpp
+    config/ConfigErrorCollector.cpp
+    config/ConfigPropertyEvaluator.cpp
+    config/ConfigValueQueue.cpp
+    config/ConfigurationException.cpp
+    config/ConfigurationState.cpp
+    config/PreprocessInputStream.cpp
+    config/ConfigLog.cpp
+    config/config.cpp
+    config/tests/HTTPServer.cpp
+    config/tests/config_ref_tests.cpp
+    config/tests/config_tests.cpp
+    config/text_format/text_format.cpp
+    domain_model/Security.cpp
+    domain_model/SecurityTests.cpp
+    domain_model/sod.cpp
+    domain_model/tests/domain_tests.cpp
+    expression/BooleanGrammar.cpp
+    expression/ExpressionEvaluator.cpp
+    expression/ParserExceptions.cpp
+    expression/Value.cpp
+    expression/tests/expression_parser_tests.cpp
+    logging/LoggerHub.cpp
+    logging/Sink.cpp
+    logging/logging.cpp
+    logging/tests/logging_tests.cpp
+    md/Diag/MDPeriodicDumper.cpp
+    md/Diag/ShmDumper.cpp
+    md/MBOProcessor.cpp
+    md/MBOServiceServer.cpp
+    md/MDClient.cpp
+    md/MDConsumer.cpp
+    md/MDConsumerHandle.cpp
+    md/MDConsumerInterop.cpp
+    md/MDProducer.cpp
+    md/MDProducerHandle.cpp
+    md/MarketDataError.cpp
+    md/MarketDataGateway.cpp
+    md/MarketDataRegistrationFactory.cpp
+    md/MemorySegmentUtils.cpp
+    md/PlatformLoader.cpp
+    md/PriceSize.cpp
+    md/Product.cpp
+    md/SecurityCache.cpp
+    md/SecurityDB.cpp
+    md/SecurityMapper.cpp
+    md/SecurityMarketState.cpp
+    md/SecurityOracle.cpp
+    md/SecurityStore.cpp
+    md/Shm/FixedSecurity.cpp
+    md/SyntheticSecurityService.cpp
+    md/cme/MDP3Utils.cpp
+    md/common.cpp
+    md/ice/ICEUtils.cpp
+    md/relay/QueryServer.cpp
+    md/relay/RelayClient.cpp
+    md/relay/RelayRecorder.cpp
+    md/service/MarketDataServiceServer.cpp
+    md/test/Co2ManagedTestHelper.cpp
+    md/test/Co2TestInstrument.cpp
+    md/test/mbo_tests.cpp
+    md/test/md2_tests.cpp
+    md/test/md_test_utils.cpp
+    md/test/synthetic_book_merge_tests.cpp
+    os/os.cpp
+    os/tests/os_tests.cpp
+    quickbus/core/LocalNode.cpp
+    quickbus/core/Quickbus.cpp
+    quickbus/core/SubscriptionID.cpp
+    quickbus/core/TableID.cpp
+    quickbus/message_model/Update.cpp
+    quickbus/message_model/merge_updates.cpp
+    quickbus/network/QBConnection.cpp
+    quickbus/network/QBConnectionManager.cpp
+    quickbus/network/endpoint_description.cpp
+    quickbus/pubsub/TablePublisher.cpp
+    quickbus/pubsub/TableSubscriber.cpp
+    quickbus/pubsub/tests/qb_pubsub_tests.cpp
+    quickbus/routing/INode.cpp
+    quickbus/routing/NodeID.cpp
+    quickbus/routing/Router.cpp
+    quickbus/rpc/RPCClient.cpp
+    quickbus/rpc/RPCServer.cpp
+    quickbus/rpc/RPCSessionID.cpp
+    quickbus/rpc/rpc_utils.cpp
+    quickbus/rpc/tests/qb_rpc_tests.cpp
+    quickbus/tests/quickbus_tests.cpp
+    testing/catch_test_runner.cpp
+    utils/AuthSessionManager.cpp
+    utils/AuthToken.cpp
+    utils/Dispatcher.cpp
+    utils/FileUtils.cpp
+    utils/GrowableSPSCQueue.cpp
+    utils/HTTPStream.cpp
+    utils/MathUtils.cpp
+    utils/PBUtils.cpp
+    utils/Puid.cpp
+    utils/SecureLogon.cpp
+    utils/SharedMemory.cpp
+    utils/Uuid.cpp
+    utils/datetime.cpp
+    utils/download.cpp
+    utils/file_utils.cpp
+    utils/init_spark_lib.cpp
+    utils/is_unittest_environment.cpp
+    utils/sftp.cpp
+    utils/stats.cpp
+    utils/tests/AuthTokenTests.cpp
+    utils/tests/MathUtilsTests.cpp
+    utils/tests/SingleWriterConcurrentVectorTests.cpp
+    utils/thread_manager.cpp
+    PARENT_SCOPE)
+endfunction()
@@ -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
@@ -0,0 +1,22 @@
+VolSurface {
+    value {
+        default_abs_moves: -600
+        default_abs_moves: -300
+        default_abs_moves: -200
+        default_abs_moves: -125
+        default_abs_moves: -100 
+        default_abs_moves: -75
+        default_abs_moves: -50
+        default_abs_moves: -25 
+        default_abs_moves: 0
+        default_abs_moves: 25 
+        default_abs_moves: 50 
+        default_abs_moves: 75 
+        default_abs_moves: 100
+        default_abs_moves: 125
+        default_abs_moves: 200
+        default_abs_moves: 300
+        default_abs_moves: 600
+
+    }
+}
@@ -0,0 +1,6 @@
+syntax = 'proto2';
+package bts.config;
+
+message VolSurface {
+    repeated double default_abs_moves = 1;
+}
@@ -1,5 +1,11 @@
 #pragma once
+
 #include "lib/utils/ValueWrapper.h"
+
+#include <cstdint>
+
 namespace bts {
-using SecurityKey = utils::ValueWrapper<struct SecurityKeyTag, uint32_t>;
-}
+
+using SecurityKey = utils::ValueWrapper<struct SecurityKeyTag, std::uint32_t>;
+
+} // namespace bts
@@ -1,6 +1,6 @@
 #pragma once

-#ifndef WIN32
+#ifndef _WIN32
 #include <bits/stdint-uintn.h>
 #endif
 #include <cstdint>
@@ -1,6 +1,7 @@
 #pragma once
+
+#include <cstdint>
 #include <ostream>
-#include <string>
 #include <vector>

 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

@@ -4,6 +4,7 @@
 #include <fmt/ostream.h>
 #include <iostream>
 #include <type_traits>
+#include <vector>

 namespace bts {
 namespace log {
@@ -12,7 +13,12 @@ template <class Tuple, std::size_t... Is>
 std::string format_tuple(
    const char *msg_template, Tuple const &t, std::index_sequence<Is...>) {
   try {
-      return fmt::format(msg_template, std::get<Is>(t)...);
+      using ctx = fmt::format_context;
+      std::vector<fmt::basic_format_arg<ctx>> fmt_args;
+      (fmt_args.push_back(fmt::detail::make_arg<ctx>(std::get<Is>(t))), ...);
+      return fmt::vformat(
+          msg_template,
+          fmt::basic_format_args<ctx>(fmt_args.data(), fmt_args.size()));
   } catch (fmt::format_error const &e) {
      return fmt::format(
          "Bad log message template: '{}' Error: '{}'", msg_template, e.what());
@@ -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);
@@ -136,7 +136,8 @@ boost::filesystem::path log_cache_file_path() {
 LoggingConfigPoller::LoggingConfigPoller(
    bts::config::Logging const &cfg,
    bts::config::ThreadGroupCfg const &thread_cfg)
-    : _poller(utils::Dispatcher::background(), 1000, [=]() { poll_once(); }),
+    : _poller(
+          utils::Dispatcher::background(), 1000, [=, this]() { poll_once(); }),
      _last_ts(std::time(nullptr)), _log_cache_file(log_cache_file_path()),
      _done(false) {
   init(cfg, thread_cfg);
@@ -4,6 +4,8 @@
 #include "lib/utils/bts_chrono.h"
 #include "lib/logging/logging.h"

+#include <fmt/chrono.h>
+
 namespace bts {
 int logging_tests;

@@ -1,9 +1,15 @@
 #pragma once
+
 #include "lib/utils/ValueWrapper.h"
-namespace bts {
-namespace md {
+
+#include <cstdint>
+
+namespace bts::md {
+
 using ExchangeOrderKey =
-    utils::ValueWrapper<struct ExchangeOrderKeyTag, uint64_t>;
-using SparkOrderKey = utils::ValueWrapper<struct SparkOrderKeyTag, uint64_t>;
-} // namespace md
-} // namespace bts
+    utils::ValueWrapper<struct ExchangeOrderKeyTag, std::uint64_t>;
+
+using SparkOrderKey =
+    utils::ValueWrapper<struct SparkOrderKeyTag, std::uint64_t>;
+
+} // namespace bts::md
@@ -1,6 +1,12 @@
 #pragma once
+
 #include "lib/utils/ValueWrapper.h"
+
+#include <cstdint>
+
 namespace bts {
+
 using ExchangeSecurityKey =
-    utils::ValueWrapper<struct ExchangeSecurityKeyTag, uint64_t>;
-}
+    utils::ValueWrapper<struct ExchangeSecurityKeyTag, std::uint64_t>;
+
+} // namespace bts
@@ -76,8 +76,8 @@ struct MBOProcessorImpl {
   MBOProcessorImpl()
       : pool(2048, 512), snapshots(), running(true),
         last_pool_print(utils::TimeStamp::invalid()),
-         thread(
-             threading::make_thread("MBO", [=]() { process_incremental(); })) {
+         thread(threading::make_thread(
+             "MBO", [=, this]() { process_incremental(); })) {
      if (config::get<config::toggles::MBOStats>().enabled()) {
         last_pool_print = utils::TimeStamp::now();
      }
@@ -4,9 +4,11 @@
 #include "MDProducerHandle.h"
 #include "lib/domain_model/Security.h"
 #include "lib/domain_model/SecurityKey.h"
+#include "lib/utils/OSTREAM_FMT_IMPL.h"
 #include "lib/utils/TimeStamp.h"

 #include <btree/map.h>
+#include <fmt/format.h>

 #include <map>
 #include <memory>
@@ -169,3 +171,5 @@ class MBOProcessor {
 namespace std {
 std::ostream &operator<<(std::ostream &os, const bts::md::inc::Update &);
 }
+
+OSTREAM_FMT_IMPL(bts::md::inc::Update);
@@ -36,7 +36,7 @@ class HandleIndex {
   HandleIndex(md::MDClient &client)
       : _client(client), _sub(0), _consumer(std::nullopt), index() {
      _sub = _client.on_consumer().subscribe(
-          [=](const MDConsumer &c) { on_consumer(c); });
+          [=, this](const MDConsumer &c) { on_consumer(c); });
      on_consumer(_client.current_consumer());
   }

@@ -256,7 +256,7 @@ MBOServiceServer::MBOServiceServer(
   // make publishers ✔
   // subscribe to orders => stash active orders dict
   _me->orders_sub =
-       _me->orders.subscribe_orders().subscribe([=](const auto &update) {
+       _me->orders.subscribe_orders().subscribe([=, this](const auto &update) {
          // api thread
          const auto &added = update.added();
          const auto &changed = update.changed();
@@ -441,9 +441,9 @@ class SyntheticConsumerInst {
         }
         add_snapshot(snapshot);
         _security_sub = _ss->on_securities().subscribe(
-             [=](const api::Security &sec) { add_security(sec); });
+             [=, this](const api::Security &sec) { add_security(sec); });
         _meta_sub = _ss->on_metadata().subscribe(
-             [=](const synthetic::Metadata &m) { on_metadata(m); });
+             [=, this](const synthetic::Metadata &m) { on_metadata(m); });
      }
   }

@@ -640,8 +640,9 @@ class MDConsumerImpl {

      if (ss != nullptr) {
         _sci = std::make_shared<SyntheticConsumerInst>(
-             ss,
-             [=](const set<security_key> &keys) { return get_handles(keys); });
+             ss, [=, this](const set<security_key> &keys) {
+                return get_handles(keys);
+             });
      }

      // Add the SecurityCache to on_security so it can cache discovered
@@ -783,7 +784,7 @@ class MDConsumerImpl {
      // recurse to find details
      map<security_key, SecurityPtr> leg_map;
      for (auto &leg : fill_leg_details(legs, depth + 1)) {
-         leg_map.insert(make_pair(leg->id(), move(leg)));
+         leg_map.insert(make_pair(leg->id(), std::move(leg)));
      }

      //
@@ -1,4 +1,4 @@
-#ifdef _WIN32
+#if defined(EXPORT_MD_CONSUMER)
 #include "MDConsumer.h"
 #include "SecurityCache.h"
 #include "UserSymbol.h"
@@ -134,7 +134,7 @@ MDProducer::MDProducer(Platform platform, MDProducerFlags flags)
    : _mutex(new std::mutex()), _producers(), _id_recorder(),
      _platform(platform), _flags(flags),
      _smapper(flags & MDProducerFlags::SecurityMapper) {}
-#ifndef WIN32
+#ifndef _WIN32
 MDProducer::MDProducer(
    Platform platform, SecurityIDRecorder recorder, MDProducerFlags flags)
    : _mutex(new std::mutex()), _producers(),
@@ -173,7 +173,7 @@ MDProducerImpl &MDProducer::get_producer(
   } else {
      newp.reset(new MDProducerImpl(symbol, type, exchange, _platform, _flags));
   }
-   _producers.push_back(move(newp));
+   _producers.push_back(std::move(newp));
   return *_producers.back();
 }

@@ -1,6 +1,9 @@
 #pragma once
+
 #include "lib/core/ValueWrapper.h"

+#include <cstdint>
+
 namespace bts::md {

 using MarketDataListenerID =
@@ -1,6 +1,6 @@
 #pragma once
 #include "lib/domain_model/Security.pb.h"
-#include "lib/utils/optional.h"
+#include <optional>
 #include <string>

 namespace bts {
@@ -10,4 +10,4 @@ std::string product_to_string(const api::Product &);
 std::optional<api::Product> string_to_product(const std::string &);

 } // namespace api
-} // namespace bts
+} // namespace bts
@@ -1,6 +1,6 @@
 #include "SecurityDB.h"
 #include "lib/logging/logging.h"
-#ifndef WIN32
+#ifndef _WIN32

 #include <SQLiteCpp/SQLiteCpp.h>
 #include <sqlite/sqlite3.h>
@@ -1,5 +1,5 @@
 #include "lib/domain_model/Security.h"
-#ifndef WIN32
+#ifndef _WIN32
 #include "SecurityIDRecorder.h"

 #include "lib/config/config.h"
@@ -46,7 +46,7 @@ struct SecurityIDRecorderState {

   void run(utils::Dispatcher &dispatcher) {
      timer = std::make_unique<utils::DispatcherTimer>(
-          dispatcher, 200, [=]() { do_work(); });
+          dispatcher, 200, [=, this]() { do_work(); });
      timer->start();
   }
   void do_work() {
@@ -210,7 +210,6 @@ void SecurityIDRecorderState::work_handles() {
   Security security;
   MDProducerHandle handle;
   vector<MDProducerHandle> retry;
-   int count = 0;
   while (pending_handle.try_pop(handle)) {
      security.Clear();
      // if a spread does not have all of its legs we need to wait
@@ -220,7 +219,6 @@ void SecurityIDRecorderState::work_handles() {
         retry.push_back(handle);
      } else {
         convert_security(handle.security(), &security);
-         ++count;
         assign_key(security, [handle](const api::Security &security) mutable {
            handle.set_key(security.id());
         });
@@ -254,7 +252,7 @@ void SecurityIDRecorderState::work_db() {

      // If we're unable to create a descriptor try again later
      if (descriptor == "") {
-         defer.push_back(move(temp));
+         defer.push_back(std::move(temp));
         continue;
      }

@@ -262,10 +260,10 @@ void SecurityIDRecorderState::work_db() {
      if (key != invalid_security_key) {
         temp->security.set_id(key);
         temp->callback(temp->security);
-         existing_securities.push_back(move(temp));
+         existing_securities.push_back(std::move(temp));
      } else {
         // always push in parallel
-         new_entries.push_back(move(temp));
+         new_entries.push_back(std::move(temp));
         new_descriptors.push_back(descriptor);
         ++count;
         // Limit the amount of time we spend writing to sqlite during startup
@@ -279,7 +277,7 @@ void SecurityIDRecorderState::work_db() {
   for (auto &d : defer) {
      LOG(md, Info, "SecurityIDRecorderState::work_db work.push d: {}",
          bts::securities::descriptor(d->security));
-      work.push(move(d));
+      work.push(std::move(d));
   }

   if (!new_entries.empty()) {
@@ -1,5 +1,5 @@
 #pragma once
-#ifndef WIN32
+#ifndef _WIN32
 #include "MDProducerHandle.h"
 #include "common.h"

@@ -1,4 +1,4 @@
-#ifndef WIN32
+#ifndef _WIN32
 #include "SettlementRecorder.h"
 #include "lib/config/config.h"
 #include "lib/config/protos/system.pb.h"
@@ -18,6 +18,9 @@ using SecurityKey = utils::ValueWrapper<struct SecurityKeyTag, uint32_t>;
 using ExchangeKey = utils::ValueWrapper<struct ExchangeKeyTag, uint64_t>;

 GCC_DIAG_OFF("-Weffc++") // No Virtual Destructors by design
+#ifndef __clang__
+GCC_DIAG_OFF("-Wstringop-truncation")
+#endif

 #define STRING_PROPERTY(NAME)                                                  \
   const char *NAME() const { return _##NAME; }                                \
@@ -1,4 +1,4 @@
-#ifndef WIN32
+#ifndef _WIN32
 #include "SyntheticSecurityService.h"

 #include "lib/api/public/ServiceContext.h"
@@ -43,7 +43,7 @@ SyntheticSecurityService::SyntheticSecurityService(api::ServiceContext &context)
   // load securities
   std::set<md::UserSymbol> symbols;
   md::get_system_md_symbols(api::VENUE_BTS, api::SECURITYTYPE_UNSET, symbols);
-   md::db::load_securities(symbols, [=](const api::Security &security) {
+   md::db::load_securities(symbols, [=, this](const api::Security &security) {
      if (security.Contract_case() == api::Security::kSynthetic) {
         auto key = SecurityKey(security.id());
         _me->synthetics.insert(std::make_pair(key, security));
@@ -1,7 +1,6 @@
 #pragma once

 #include "lib/md/coconut2.h"
-#include "lib/utils/optional.h"
 #include <set>
 #include <string>
 #include <vector>
@@ -98,17 +98,19 @@ struct MDConsumerGroup {
             {"exch", Venue_Name(symbol.exchange()).substr(6) /*VENUE_*/});
         stats.publish(std::make_shared<metrics::LazyCounterMetricL>(
             "spark_md_book_updates",
-             [=]() { return channel.direct_count() + channel.implied_count(); },
+             [=, this]() {
+                return channel.direct_count() + channel.implied_count();
+             },
             labels));
         stats.publish(std::make_shared<metrics::LazyCounterMetricL>(
             "spark_md_security_count",
-             [=]() { return channel.security_count(); }, labels));
+             [=, this]() { return channel.security_count(); }, labels));
         stats.publish(std::make_shared<metrics::LazyCounterMetricL>(
-             "spark_md_trade_count", [=]() { return channel.trade_count(); },
-             labels));
+             "spark_md_trade_count",
+             [=, this]() { return channel.trade_count(); }, labels));
         stats.publish(std::make_shared<metrics::LazyCounterMetricD>(
             "spark_md_gap_count",
-             [=]() {
+             [=, this]() {
                auto g = channel.gap_count();
                return g == 0 ? os::nan() : g;
             },
@@ -231,7 +233,7 @@ class QueryServerImpl : public IQueryServer {
      _groups.shrink_to_fit();

      _sub = client.on_consumer().subscribe(
-          [=](const MDConsumer &c) { handle_recovery(c); });
+          [=, this](const MDConsumer &c) { handle_recovery(c); });
      subscribe_securities();
   }
   QueryServerImpl(const QueryServerImpl &) = delete;
@@ -586,7 +588,7 @@ struct MDRelayServer : bts::co2::AuthenticatedMarketDataRelayBase {
       const MDRequest &request,
       const std::function<void(const MDReply &)> &reply) override {
      TimeStamp start = TimeStamp::now();
-      _threadpool.post([=]() {
+      _threadpool.post([=, this]() {
         google::protobuf::Arena arena;
         MDReply *preply =
             google::protobuf::Arena::CreateMessage<MDReply>(&arena);
@@ -633,7 +635,7 @@ struct MDRelayServer : bts::co2::AuthenticatedMarketDataRelayBase {
       const api::VoidMessage &,
       const std::function<void(const ExpirationNameListReply &)> &reply)
       override {
-      _threadpool.post([=]() {
+      _threadpool.post([=, this]() {
         google::protobuf::Arena arena;
         ExpirationNameListReply *preply =
             google::protobuf::Arena::CreateMessage<ExpirationNameListReply>(
@@ -647,7 +649,7 @@ struct MDRelayServer : bts::co2::AuthenticatedMarketDataRelayBase {
       const api::AuthToken &,
       const SecurityKeyList &keys,
       const std::function<void(const api::SecurityList &)> &reply) override {
-      _threadpool.post([=]() {
+      _threadpool.post([=, this]() {
         google::protobuf::Arena arena;
         api::SecurityList *preply =
             google::protobuf::Arena::CreateMessage<api::SecurityList>(&arena);
@@ -279,7 +279,7 @@ class RelayClient {
      }
      _rpc.requestmd(
          _request,
-          [=](const api::Result<MDReply> &r) {
+          [=, this](const api::Result<MDReply> &r) {
             receive_md(r);
             cont();
          },
@@ -292,7 +292,7 @@ class RelayClient {
         _writer.write(*result.value(), &has_new_security);
         // If the reply included and we have a consumer have it scan them
         if (has_new_security && _pconsumer) {
-            scan_securities_thread().post([=]() {
+            scan_securities_thread().post([=, this]() {
               auto count = _pconsumer->scan_securities(true);
               LOG(md, Info, "Discovered {} securities.", count);
            });
@@ -335,11 +335,11 @@ struct RelayScheduler {
   void run() {
      if (running) {
         utils::TimeStamp start = utils::TimeStamp::now();
-         _client.request_md([=]() {
+         _client.request_md([=, this]() {
            int64_t elapsed_ms =
                (utils::TimeStamp::now() - start).milliseconds();
            int64_t delay = (_interval - elapsed_ms) / speed_factor;
-            _ctx.post([=]() { run(); }, std::max(delay, (int64_t)0));
+            _ctx.post([=, this]() { run(); }, std::max(delay, (int64_t)0));
         });
      }
   }
@@ -165,7 +165,7 @@ class Co2Tests {
          "}");
   }

-#ifndef WIN32
+#ifndef _WIN32
   void test_security_id_recorder(const std::string &db_name) {
      // Verify callbacks happen after work complete
      auto db1 = sqlite::open_db(db_name.c_str());
@@ -1037,7 +1037,7 @@ class Co2Tests {
      REQUIRE(security_count == 5);
   }

-#ifndef WIN32
+#ifndef _WIN32
   void test_settlement_recorder() {
      using namespace datetime;
      security_key k1 = 401, k2 = 402;
@@ -1136,7 +1136,7 @@ TEST_CASE("CO2Tests", "[md]") {

   co2_tests->setup();

-#ifndef WIN32
+#ifndef _WIN32
   SECTION("test_security_id_recorder") {
      co2_tests->test_security_id_recorder(":memory:");
      co2_tests->test_security_id_recorder("file::memory:?cache=shared");
@@ -1175,7 +1175,7 @@ TEST_CASE("CO2Tests", "[md]") {
   SECTION("test_retry_unresolved_spread") {
      co2_tests->test_retry_unresolved_spread();
   }
-#ifndef WIN32
+#ifndef _WIN32
   SECTION("test_settlement_recorder") {
      co2_tests->test_settlement_recorder();
   }
@@ -1238,7 +1238,7 @@ struct Co2IndexTests {
         temp->security.mutable_glbx()->set_exchange_id(id);
         temp->exchange_id = id;
         temp->handle.key(count);
-         index.add_security(id, move(temp));
+         index.add_security(id, std::move(temp));
      }
   }

@@ -1,4 +1,4 @@
-#ifndef WIN32
+#ifndef _WIN32
 #include "OnixsUtils.h"
 #include "lib/config/config.h"
 #include "lib/config/protos/market_data.pb.h"
@@ -1,6 +1,6 @@
 #pragma once
 #include "boost/filesystem.hpp"
-#include "lib/utils/optional.h"
+#include <optional>

 namespace bts {
 namespace md {
@@ -31,13 +31,12 @@ void BookUtils::change_unit_qty(
    int unit_qty) {
   //
   bts_assert(unit_qty > 0);
-   int mlev = 0, mlev_qty_used = 0;
+   int mlev_qty_used = 0;
   std::vector<md::PriceSize> unit_lev_span;
   for (uint32_t i = 0; i < book_in.size();) {
      int mlev_qty_rem = book_in[i].size() - mlev_qty_used;
      if (mlev_qty_rem == 0) {
         mlev_qty_used = 0;
-         mlev++;
         i++;
         continue;
      }
@@ -49,7 +48,6 @@ void BookUtils::change_unit_qty(
         } else {
            unit_lev_span.emplace_back(book_in[i].int_price(), mlev_qty_rem);
            mlev_qty_used = 0;
-            mlev++;
            i++;
         }
      } else {
Author	SHA1	Message	Date
John Colvin	2e42edc399	build: Port build_sparkd.py over from development branch	2024-08-30 15:29:59 +00:00
John Colvin	a8b560475a	fix build (sparkd): Fix typo BUILD_ADMIN_WEB_APP -> BUILD_WEB	2024-08-30 15:29:36 +00:00
John Colvin	bee0f950ba	fix build (sparkd): Use vcpkg toolchain	2024-08-30 15:28:59 +00:00
John Colvin	6f1dc66172	fix build: Fix sparkd rpath and include dirs * Qualify sparkd include dirs w/ BUILD_INTERFACE - INTERFACE_INCLUDE_DIRECTORIES cannot be prefixed in the source dir (cmake doesn't allow it)	2024-08-30 15:26:42 +00:00
John Colvin	647737cd14	fix add emumba lic and install script	2024-08-30 15:21:32 +00:00
John Colvin	d41ba5643d	fix build: Include <cstdint> in a few places	2024-08-30 14:44:49 +00:00
John Colvin	22cbdcebae	fix address trivial werrors	2024-08-30 14:43:33 +00:00
John Colvin	634e24bd37	fix build: Remove erroneous file(GLOB_RECURSE) call	2024-08-30 14:42:44 +00:00
John Colvin	6697185376	build (sparkd): Update fmt to 10.2.1	2024-08-30 14:42:17 +00:00
John Colvin	d21dc56c6b	fix build: Update fmt integration w/ spartan logger The previous impl broke when we updated fmt to 10.2.1	2024-08-30 14:41:41 +00:00
John Colvin	fe5ff75855	fix build: Add a few includes, suppress some werrors Not sure how this slipped through the cracks, but I'm guessing the build broke when we upgraded the cpp compilers (to clang 17 and gcc 13). * Include <cstdint> in a few places * Suppress -Wstringop-overflow in sparkd-gcc-release build * Change const char * param to explicit std::string for proper type deduction in call to 'std::make_tuple'. For some reason, the gcc build was failing with an array-bounds werror (changing the arg fixed it).	2024-08-29 17:32:59 +00:00
John Colvin	ad0a1991b2	fix build: Make 'pragma once' the first line in Dispatcher.h Otherwise we get redefinition errors include caused by duplicate include.	2024-08-29 17:29:16 +00:00
John Colvin	375d349113	cleanup: Remove leftover CMakeDeps From web build	2024-08-29 17:20:16 +00:00
John Colvin	707914af16	fix build: Address trivial werrors after upgrading to C++ 20 All werrors were about implicit 'this' captures in lambdas	2024-08-29 16:24:05 +00:00
John Colvin	dd2da2a1f9	build: Benign changes to remove errors in clang 15	2024-08-29 16:19:56 +00:00
John Colvin	8bab682b5e	Add emumba lic and install script for devcontainer	2024-08-29 11:43:58 -04:00
John Colvin	3966a7886e	Change externals url from ssh to https style So we don't need ssh keys to clone it (the builtin credential manager makes https authentication safe/easy)	2024-08-29 11:12:53 -04:00
John Colvin	033bef4ab6	Add gitattributes to ensure proper line endings for various file types	2024-08-29 10:35:31 -04:00
John Colvin	18a5fd4b1d	fix build (client): Change 'WIN32' macros to '_WIN32' Not sure exactly how this broke, but the WIN32 macro is no longer defined.	2024-08-29 10:25:34 -04:00
John Colvin	6dce2fcde1	refactor: Remove redundant optional.h It was from a time when Windows std didn't provide the 'optional' header	2024-08-29 10:24:22 -04:00
John Colvin	933faf93c1	Update externals We removed some deps that are now managed by vcpkg	2024-08-29 10:16:55 -04:00
John Colvin	8b73367805	Set up devcontainer for sparkd With config from development branch	2024-08-29 10:15:53 -04:00
John Colvin	6d69adb891	Port build configuration over from development branch It's cleaner here, and makes transitioning between branches easier. The new build_spark.py uses cmake --preset and dotnet build.	2024-08-29 10:15:53 -04:00
John Colvin	aee8ee4033	build: Update nuget packages in Spark.csproj	2024-08-28 23:46:03 -04:00
John Colvin	dcc84567c6	fix build (spark client): Remove deps on preview features Namely, the 'Sum' extension function for an IEnumerable of tuples.	2024-08-28 23:45:33 -04:00
John Colvin	8c2e80097e	build (windows): Update to c++ 20	2024-08-28 23:45:02 -04:00
John Colvin	066c950e67	fix build (windows): Update libfmt to 10.2.1	2024-08-28 23:44:25 -04:00
John Colvin	238494989d	fix build: Remove unnecessary cpp files from win build	2024-08-28 23:44:19 -04:00
John Colvin	400318af23	build: Add vcpkg submodule	2024-08-28 23:44:07 -04:00
John Colvin	aec2b875cb	cleanup: Remove unused docker submodules	2024-08-28 23:43:39 -04:00
John Colvin	d810b1eee6	Copy 'write_tag_block.sh' over from development This script is used when we create the devcontainer	2024-01-12 11:55:13 -05:00
John Colvin	027942d206	devcontainer: Name mount dir w/ 'devcontainerId' To ensure it is unique on the main host (i.e., outside the container). Get rid of devcontainer_initialize.sh, all it did was run "mkdir". Something this trivial can be inlined in the devcontainer.json (less indirection this way).	2024-01-12 11:51:00 -05:00
John Colvin	81d07028f3	Gitignore the '.devcontainer' dir (not the json file) We actually do track a 'devcontainer.json' file (to keep as a template). We just don't keep it in the '.devcontainer' dir, for the same reason we don't track the '.vscode' dir: so devs can tailor it to their specific needs.	2024-01-12 11:50:58 -05:00
John Colvin	435a5af0a7	docker: Install kitware-archive-keyring to keep key in sync (for cmake)	2024-01-12 11:50:13 -05:00
John Colvin	d24becd052	fix: Ensure LadderGridHost's price_comparer isn't null Initialize it w/ reasonable default when LadderGridHost is constructed. Bugs (fixed): * Sometimes the OrderBook's ladder panel throws a null ref ex when the orders collection changes Cause: The orders collection changed callback references the ladder's price_comparer, which may be null since it isn't initialized until the DataContextChanged event fires (the relative order of these events is non-deterministic)	2023-11-02 14:15:58 -04:00
John Colvin	13251f5c06	fix: Add special-case tick logic for [non-perp] futs at Deribit Unlike any other securities supported by our system, these use TickFactors of 25/10 (e.g., 10.0, 12.5, 15.0, etc.)	2023-11-02 13:55:36 -04:00
John Colvin	03b9aaa0e8	fix: Dispose BBOVM's md poll loop Bugs (fixed): * Memory Leak! The md poll loop (instance var) in BBOVM is never disposed	2023-11-02 12:47:58 -04:00
Mohammad Arham	32d127fd84	added log to chec user input	2023-10-18 09:34:00 -07:00
John Colvin	3cb69c7520	fix build: Pass 'shell=true' to subprocess.run Otherwise it doesn't evaluate the command string properly	2023-10-17 13:50:38 -04:00
John Colvin	47e897d038	feat: Resurrect VolSurfaceAdvancedSettings	2023-10-17 13:50:38 -04:00
John Colvin	126ec169ea	refactor: Remove useless param	2023-10-17 13:49:13 -04:00
John Colvin	84953df12c	dev: Copy docker/sparkd dir from development branch So we can build prod in devcontainer	2023-10-17 13:34:23 -04:00
John Colvin	e8322183ec	Update externals to get emumba-deribit deb w/out LICENSE check	2023-10-17 13:33:01 -04:00
Mohammad Arham	30ba7ecd19	added logs for _default_abs_moves	2023-10-10 15:14:28 -07:00
Mohammad Arham	db6b34c6a8	changd default_abs_moves from hard coded to config	2023-10-05 23:17:02 -07:00
Taha Afzal	4dbafcab91	TaskingEye can shoot deep in the book as well	2023-08-18 05:44:12 +00:00
Taha Afzal	9fd7f8a0a6	Adding security list for TaskingEye Algo	2023-08-17 21:33:40 +00:00
				`@@ -1 +0,0 @@`
				set(sources api/analytics/ExpirationDriver.proto;api/analytics/TimeWeightedInterpolatedDriver.proto;api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/domain/Currency.proto;api/domain/SecurityCriteria.proto;api/domain/SecurityCriteriaClause.proto;api/domain/SecurityExpiration.proto;api/domain/SecurityMetadata.proto;api/domain/SecurityMetadataCollection.proto;api/domain/SecurityMetadataItem.proto;api/domain/SecurityType.proto;api/domain/TickDisplaySettings.proto;api/domain/TickFactors.proto;api/domain/Venue.proto;api/io/URL.proto;api/md/MarketDataSubscriptionParams.proto;api/md/binance/BinanceDepthStreamParams.proto;api/md/binance/BinanceMarketDataSubscriptionParams.proto;api/md/deribit/DeribitMarketDataSubscriptionParams.proto;api/md/ftx/FTXDepthStreamParams.proto;api/md/ftx/FTXMarketDataSubscriptionParams.proto;api/md/glbx/GlbxMarketDataSubscriptionParams.proto;api/md/huobi/HuobiMarketDataSubscriptionParams.proto;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/AnalyticsService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MarketDataService.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;communincation/websockets/tests/WebsocketSyncClientTests.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/SecurityMetadataCollection.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/algo_types.proto;config/protos/cme_reference_data.proto;config/protos/exchange_sim_cfg.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/market_data.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/ports.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spartan.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/symbols.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/protos/ui.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain/AggressorSide.cpp;domain/NewOrder.cpp;domain/OrderDefinition.cpp;domain/OrderStatus.cpp;domain/OrderUpdate.cpp;domain/Side.cpp;domain/TimeInForce.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;io/QueryParams.cpp;io/URL.cpp;io/http/CurlHandle.cpp;io/http/HTTPClient.cpp;io/http/HTTPHeaders.cpp;io/http/HTTPRequest.cpp;io/http/HTTPResponse.cpp;io/websocket/WebsocketClient.cpp;io/websocket/WebsocketClientConfiguration.cpp;io/websocket/WebsocketError.cpp;io/websocket/WebsocketMessage.cpp;io/websocket/WebsocketSSLClientInternal.cpp;io/websocket/tests/WebsocketClientTests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGatLine truncated