build: Clean up client CMake

These were used to make code migration smoother (to the new lib_system and lib_domain)

* spark/algorithm/TryCatch.h -> system/algorithm/try_catch.h
* spark/core/BoolName.h -> system/bool_name.h
* spark/core/EnumMacros.h -> system/enum_macros.h
* spark/core/FMT.h -> system/FMT.h
* spark/core/FMT_IMPL.h -> system/FMT_IMPL.h
* spark/core/TimeSpan.h -> system/time_span.h
* spark/core/TimeStamp.h -> system/time_stamp.h
* spark/domain/Price.h -> domain/price.h
* spark/io/JsonReader.h -> system/json/json_reader.h
* spark/io/JsonDumper.h -> system/json/json_dumper.h

.gitattributes

@@ -1,3 +1,4 @@
 *.cmd text=auto eol=crlf
 *.cs text=auto eol=crlf
 *.sh text=auto eol=lf
+*.py text=auto eol=lf

.vscode/launch.json

@@ -198,20 +198,61 @@
     },
     {
       "name": "Sparkd",
-      "type": "coreclr",
+      "type": "cppdbg",
       "request": "launch",
       "preLaunchTask": "Build Sparkd (Debug | Clang)",
       "program": "",
       "linux": {
-        "program": "sparkd",
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
       },
       "args": [
         "run"
       ],
-      "cwd": "build/sparkd-debug-clang/server",
+      "cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
       "stopAtEntry": false,
-      "console": "integratedTerminal"
-    }
+      "externalConsole": false,
+      "MIMode": "gdb",
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "-enable-pretty-printing",
+          "ignoreFailures": true
+        },
+        {
+          "description": "Set Disassembly Flavor to Intel",
+          "text": "-gdb-set disassembly-flavor intel",
+          "ignoreFailures": true
+        }
+      ]
+    },
+    {
+      "name": "Sparkd (Skip Build)",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
+      },
+      "args": [
+        "test-py-md-provider"
+      ],
+      "cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
+      "stopAtEntry": false,
+      "externalConsole": false,
+      "MIMode": "gdb",
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "-enable-pretty-printing",
+          "ignoreFailures": true
+        },
+        {
+          "description": "Set Disassembly Flavor to Intel",
+          "text": "-gdb-set disassembly-flavor intel",
+          "ignoreFailures": true
+        }
+      ]
+    },
   ],
   "inputs": [
     {

CMakeLists.txt

@@ -1,5 +1,5 @@
 cmake_minimum_required(VERSION 3.12)
-project(spark)
+project(spark_root)
 set(CMAKE_CXX_STANDARD 20)
 
 if(WIN32)
@@ -18,10 +18,10 @@ set(
 # SHARED_MEMORY_PREFIX serves as a kind of namespace so multiple applications
 # can run simultaneously without fighting over the same shm files (e.g., sparkd,
 # api server, etc.).
-set(SHARED_MEMORY_PREFIX "bts" CACHE STRING "Prefix to use when creating shared memory files")
-set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
-set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
-set(SPARK_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
+set(SHARED_MEMORY_PREFIX "\${BTS_SHARED_MEMORY_PREFIX}" CACHE STRING "Prefix to use when creating shared memory files")
+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(EXPORT_MD_CONSUMER OFF CACHE BOOL "Export (extern) C functions for MD consumer interop")
@@ -33,25 +33,18 @@ else()
   set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
 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(SHARED_MEMORY_PREFIX="${SHARED_MEMORY_PREFIX}")
-add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
-if(DEFINED APP_DATA_DIR_OVERRIDE)
-  add_compile_definitions(APP_DATA_DIR_OVERRIDE="${APP_DATA_DIR_OVERRIDE}")
+if(DEFINED APP_DATA_DIR)
+  add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
 endif()
 add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
 if(WIN32)
   # subdirs
-  add_subdirectory(src/lib)
+  add_subdirectory(src/lib_spark)
 else()
-  # make sparkd look for libspark.so in its directory
-  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
-  set(CMAKE_INSTALL_RPATH ".")
-  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install")
-  set(SPARK_INSTALL_PREFIX "${CMAKE_INSTALL_PREFIX}/$<CONFIG>")
-
   if(BUILD_SPARKD)
     # Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
     # read by their code). We override some below.
@@ -111,10 +104,13 @@ else()
 
   # subdirs
   if (BUILD_SPARKD)
-    add_subdirectory(src/server/sparkd)
+    add_subdirectory(src/lib_system)
+    add_subdirectory(src/lib_domain)
+    add_subdirectory(src/lib_python_md)
+    add_subdirectory(src/app_sparkd)
     add_subdirectory(src/data_files)
   endif()
-  add_subdirectory(src/lib)
+  add_subdirectory(src/lib_spark)
   if (BUILD_ADMIN_WEB_APP)
     add_subdirectory(src/Spark.Admin.WebApp)
   endif()
@@ -124,32 +120,4 @@ else()
   if(BUILD_SDK)
     add_subdirectory(src/sdk)
   endif()
-
-  if(BUILD_SPARKD)
-    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}/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 "${SPARK_INSTALL_PREFIX}/bin")
-    install(
-      FILES
-      "${SPARK_LIB}/libACE-5.7.5.so"
-      "${SPARK_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
-      DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
-  endif()
 endif()

CMakePresets.json

@@ -20,8 +20,6 @@
         "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": {
-        "APP_DATA_DIR": "${dollar}{APPDATA}/bts",
-        "APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_DATA_DIR}",
         "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",
@@ -35,8 +33,7 @@
         "EXPORT_MD_CONSUMER": {
           "type": "BOOL",
           "value": "ON"
-        },
-        "SHARED_MEMORY_PREFIX": "spark"
+        }
       }
     },
 
@@ -52,15 +49,9 @@
       "binaryDir": "${sourceDir}/build/${presetName}",
       "cacheVariables": {
         "platform": "",
-        "APP_DATA_DIR": "${dollar}{HOME}/sparkdata",
-        "APP_DATA_DIR_OVERRIDE": "${dollar}{SPARKD_DATA_DIR}",
-        "CMAKE_BUILD_WITH_INSTALL_RPATH": {
-          "type": "BOOL",
-          "value": "ON"
-        },
         "CMAKE_CXX_STANDARD": "20",
-        "CMAKE_INSTALL_RPATH": ".",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}/sparkd",
+        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
+        "CMAKE_PREFIX_PATH": "${sourceDir}/cmake/;${sourceDir}/.venv/lib/python3.10/site-packages/pybind11/share/cmake/pybind11",
         "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
         "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
         "BUILD_SDK": {
@@ -70,8 +61,7 @@
         "BUILD_ADMIN_WEB_APP": {
           "type": "BOOL",
           "value": "ON"
-        },
-        "SHARED_MEMORY_PREFIX": "sparkd"
+        }
       }
     },
 
@@ -152,11 +142,7 @@
     {
       "name": "spark-api-server-windows",
       "inherits": "spark",
-      "displayName": "Spark Api Server (Windows)",
-      "cacheVariables": {
-        "APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_API_SERVER_DATA_DIR}",
-        "SHARED_MEMORY_PREFIX": "spark_api_server"
-      }
+      "displayName": "Spark Api Server (Windows)"
     },
 
     {
@@ -165,7 +151,6 @@
       "displayName": "Spark Api Server (Linux)",
       "generator": "Ninja Multi-Config",
       "cacheVariables": {
-        "APP_DATA_DIR_OVERRIDE": "${dollar}{SPARK_API_SERVER_DATA_DIR}",
         "BUILD_ADMIN_WEB_APP": {
           "type": "BOOL",
           "value": "OFF"
@@ -178,9 +163,12 @@
         "CMAKE_CXX_COMPILER": "clang++",
         "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
         "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
+        "CMAKE_EXPORT_COMPILE_COMMANDS": {
+          "type": "BOOL",
+          "value": "ON"
+        },
         "CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf",
-        "DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0",
+        "DOTNET_BINARY_DIR": "${sourceDir}/build/Spark.Api.Server/$<CONFIG>/bin/net7.0",
         "EXPORT_MD_CONSUMER": {
           "type": "BOOL",
           "value": "ON"
@@ -218,11 +206,8 @@
       "description": "Data Stream utils ported over from Edge",
       "binaryDir": "${sourceDir}/build/${presetName}",
       "cacheVariables": {
-        "APP_DATA_DIR": "${dollar}{APPDATA}/bts/DataStream",
-        "APP_DATA_DIR_OVERRIDE": "${dollar}{DATA_STREAM_DATA_DIR}",
         "CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
-        "DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
-        "SHARED_MEMORY_PREFIX": "data_stream"
+        "DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows"
       }
     },
 
@@ -238,8 +223,6 @@
       "inherits": "sparkd",
       "generator": "Ninja Multi-Config",
       "cacheVariables": {
-        "APP_DATA_DIR": "${dollar}{HOME}/.local/share/DataStream",
-        "APP_DATA_DIR_OVERRIDE": "${dollar}{DATA_STREAM_DATA_DIR}",
         "BUILD_ADMIN_WEB_APP": {
           "type": "BOOL",
           "value": "OFF"
@@ -256,14 +239,13 @@
         "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",
         "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",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
         "CONFIG_DEFAULTS_PATH": "config/profiles/default/*.conf;config/profiles/data_stream/*.conf",
+        "CONFIG_PROFILES": "default;data_stream",
         "DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net8.0",
         "EXPORT_MD_CONSUMER": {
           "type": "BOOL",
           "value": "ON"
-        },
-        "SHARED_MEMORY_PREFIX": "data_stream"
+        }
       }
     }
   ],
@@ -302,16 +284,7 @@
         "lhs": "${hostSystemName}",
         "rhs": "Linux"
       },
-      "hidden": true,
-      "targets": [
-        "data_files_dir",
-        "admin_web_app_bundle",
-        "install",
-        "libspark",
-        "rapidjson_project",
-        "server_layout",
-        "sparkd"
-      ]
+      "hidden": true
     },
 
     {
@@ -321,6 +294,14 @@
       "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",

cmake/ExportToParent.cmake

@@ -0,0 +1,5 @@
+macro(export_to_parent)
+  foreach(var IN ITEMS ${ARGN})
+    set(${var} ${${var}} PARENT_SCOPE)
+  endforeach()
+endmacro()

cmake/InitLibrary.cmake

@@ -0,0 +1,66 @@
+include_guard(DIRECTORY)
+include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/TernaryOperator.cmake)
+
+function(init_library)
+  set(_options SHARED STATIC)
+  set(_one_value_args SOURCE_DIR)
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+
+  if (_ARGS_SHARED AND _ARGS_STATIC)
+    message(FATAL_ERROR "Invalid args passed to init_library: cannot specify STATIC and SHARED")
+  endif()
+
+  set_ternary(_source_dir _ARGS_SOURCE_DIR _ARGS_SOURCE_DIR ${PROJECT_NAME})
+  # Glob cpp sources
+  file(
+    GLOB_RECURSE ${PROJECT_NAME}_SOURCES
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    ${_source_dir}/*.cpp
+  )
+  # Note: cpp files inside 'tests' dir(s) are considered tests.
+  # Remove tests from main sources, and add them to test sources
+  foreach(item ${${PROJECT_NAME}_SOURCES})
+    if(${item} MATCHES "tests/*.cpp")
+      list(REMOVE_ITEM ${PROJECT_NAME}_SOURCES ${item})
+      list(APPEND ${PROJECT_NAME}_TEST_SOURCES ${item})
+    endif()
+  endforeach()
+
+  export_to_parent(
+    ${PROJECT_NAME}_SOURCES
+    ${PROJECT_NAME}_TEST_SOURCES
+  )
+
+  # Add main library
+  if (_ARGS_STATIC)
+    add_library(${PROJECT_NAME} STATIC ${${PROJECT_NAME}_SOURCES})
+  elseif(_ARGS_SHARED)
+    add_library(${PROJECT_NAME} SHARED ${${PROJECT_NAME}_SOURCES})
+  else()
+    add_library(${PROJECT_NAME} ${${PROJECT_NAME}_SOURCES})
+  endif()
+
+  target_include_directories(
+    ${PROJECT_NAME}
+    PUBLIC
+      $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
+      $<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
+  )
+  target_link_directories(
+    ${PROJECT_NAME}
+    PUBLIC
+      $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
+      $<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
+  )
+
+  # Add tests executable (if there are any)
+  if (${PROJECT_NAME}_TEST_SOURCES)
+    add_executable(${PROJECT_NAME}-tests ${${PROJECT_NAME}_TEST_SOURCES})
+    target_link_libraries(${PROJECT_NAME}-tests PRIVATE ${PROJECT_NAME})
+    # Catch2
+    find_package(Catch2 CONFIG REQUIRED COMPONENTS Catch2WithMain)
+    target_link_libraries(${PROJECT_NAME}-tests PRIVATE Catch2::Catch2WithMain)
+  endif()
+endfunction()

cmake/InitSharedLibrary.cmake

@@ -0,0 +1,55 @@
+function(init_shared_library)
+  include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
+  set(source_dir)
+  if (${ARGC} EQUAL 0)
+    set(source_dir ${PROJECT_NAME})
+  elseif(${ARGC} GREATER 1)
+    message(FATAL_ERROR "init_shared_library received invalid arguments. Usage: init_shared_library(<OPTIONAL:source_dir>)")
+  else()
+    set(source_dir ${ARGV})
+  endif()
+
+  # Glob cpp sources
+  file(
+    GLOB_RECURSE ${PROJECT_NAME}_SOURCES
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    ${source_dir}/*.cpp
+  )
+  # Note: cpp files inside 'tests' dir(s) are considered tests.
+  # Remove tests from main sources, and add them to test sources
+  foreach(item ${${PROJECT_NAME}_SOURCES})
+    if(${item} MATCHES "tests/*.cpp")
+      list(REMOVE_ITEM ${PROJECT_NAME}_SOURCES ${item})
+      list(APPEND ${PROJECT_NAME}_TEST_SOURCES ${item})
+    endif()
+  endforeach()
+
+  export_to_parent(
+    ${PROJECT_NAME}_SOURCES
+    ${PROJECT_NAME}_TEST_SOURCES
+  )
+
+  # Add main library
+  add_library(${PROJECT_NAME} SHARED ${${PROJECT_NAME}_SOURCES})
+  target_include_directories(
+    ${PROJECT_NAME}
+    PUBLIC
+      $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
+      $<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
+  )
+  target_link_directories(
+    ${PROJECT_NAME}
+    PUBLIC
+      $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
+      $<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
+  )
+
+  # Add tests executable (if there are any)
+  if (${PROJECT_NAME}_TEST_SOURCES)
+    add_executable(${PROJECT_NAME}-tests ${${PROJECT_NAME}_TEST_SOURCES})
+    target_link_libraries(${PROJECT_NAME}-tests PRIVATE ${PROJECT_NAME})
+    # Catch2
+    find_package(Catch2 CONFIG REQUIRED COMPONENTS Catch2WithMain)
+    target_link_libraries(${PROJECT_NAME}-tests PRIVATE Catch2::Catch2WithMain)
+  endif()
+endfunction(init_shared_library)

cmake/InstallBasicConfig.cmake

@@ -0,0 +1,30 @@
+include(${CMAKE_SOURCE_DIR}/cmake/PackBasic.cmake)
+include(GNUInstallDirs)
+
+function(install_basic_config)
+  file(
+    GLOB_RECURSE ${PROJECT_NAME}_HEADERS
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    *.h)
+
+  target_sources(${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()

cmake/PackBasic.cmake

@@ -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()

cmake/Protobuf.cmake

@@ -1,145 +0,0 @@
-set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
-set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
-set(PROTOBUF_STATIC_LIB "libprotobuf")
-
-function(Protobuf_Generate_Cpp SRCS HDRS)
-  set(${SRCS})
-  set(${HDRS})
-
-  foreach(FIL ${ARGN})
-    get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
-    get_filename_component(FIL_WE ${FIL} NAME_WE)
-    get_filename_component(FIL_DIR ${FIL} DIRECTORY)
-    if(FIL_DIR)
-      set(FIL_WE "${FIL_DIR}/${FIL_WE}")
-    endif()
-
-    list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
-    list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
-
-    add_custom_command(
-      OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
-             "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
-      COMMAND
-        ${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src -I
-        ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
-      DEPENDS ${ABS_FIL}
-      COMMENT "Running C++ protocol buffer compiler on ${FIL}"
-      VERBATIM)
-  endforeach()
-
-  set_source_files_properties(${${SRCS}} ${${HDRS}} PROPERTIES GENERATED TRUE)
-
-  # remove some warnings from protobuf generated files
-  if(WIN32)
-    set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
-                                                      "/wd4309 /wd4838")
-  else()
-    set_source_files_properties(
-      ${${SRCS}}
-      PROPERTIES
-        COMPILE_FLAGS
-        "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
-    )
-  endif()
-
-  set(${SRCS}
-      ${${SRCS}}
-      PARENT_SCOPE)
-  set(${HDRS}
-      ${${HDRS}}
-      PARENT_SCOPE)
-endfunction()
-
-function(Service_Compiler_Generate_Cpp SRCS HDRS)
-  set(${SRCS})
-  set(${HDRS})
-
-  foreach(FIL ${ARGN})
-    get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
-    get_filename_component(FIL_WE ${FIL} NAME_WE)
-    get_filename_component(FIL_DIR ${FIL} DIRECTORY)
-    if(FIL_DIR)
-      set(FIL_WE "${FIL_DIR}/${FIL_WE}")
-    endif()
-
-    list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
-    list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
-
-    list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc")
-    list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h")
-
-    list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc")
-    list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h")
-
-    set(TEMPLATES
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.cc
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.h
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.cc
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.h
-    )
-
-    if(WIN32)
-      add_custom_command(
-        OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
-        COMMAND SET PYTHONPATH=${SPARK_PYTHON}
-        COMMAND ${CMAKE_SOURCE_DIR}/.venv/Scripts/activate.bat
-        COMMAND
-          ${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src
-          --plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.cmd
-          --service_out=lang=cpp:${CMAKE_BINARY_DIR}/src -I
-          ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
-        DEPENDS ${ABS_FIL} ${TEMPLATES}
-                ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
-        COMMENT "Running C++ service compiler on ${FIL}"
-        VERBATIM)
-    else()
-      add_custom_command(
-        OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
-        COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
-        ARGS
-          ${Protobuf_PROTOC_EXECUTABLE}
-          --cpp_out=${CMAKE_BINARY_DIR}/src
-          --plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py
-          --service_out=lang=cpp,make_file_name=${ABS_FIL}:${CMAKE_BINARY_DIR}/src
-          -I ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
-        DEPENDS ${ABS_FIL} ${TEMPLATES}
-                ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
-        COMMENT "Running C++ service compiler on ${FIL}"
-        VERBATIM)
-    endif()
-
-  endforeach()
-
-  # remove some warnings from protobuf generated files
-  if(WIN32)
-    set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
-                                                      "/wd4309 /wd4838")
-  else()
-    set_source_files_properties(
-      ${${SRCS}}
-      PROPERTIES
-        COMPILE_FLAGS
-        "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
-    )
-  endif()
-
-  set(${SRCS}
-      ${${SRCS}}
-      PARENT_SCOPE)
-  set(${HDRS}
-      ${${HDRS}}
-      PARENT_SCOPE)
-
-endfunction()
-

cmake/ProtobufGenerateCpp.cmake

@@ -0,0 +1,67 @@
+include_guard(GLOBAL)
+
+function(protobuf_generate_cpp)
+  set(_options)
+  set(_one_value_args CXX_SOURCES CXX_HEADERS CXX_OUT_DIR PROTOC)
+  set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+
+  if (NOT DEFINED _ARGS_PROTOC)
+    set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
+  endif()
+  set(${_ARGS_CXX_SOURCES})
+  set(${_ARGS_CXX_HEADERS})
+
+  set(_proto_include_cli_args)
+  foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
+    list(APPEND _proto_include_cli_args -I ${_dir})
+  endforeach()
+
+  foreach(_fil ${_ARGS_PROTO_SOURCES})
+    get_filename_component(_abs_fil ${_fil} ABSOLUTE)
+    get_filename_component(_fil_we ${_fil} NAME_WE)
+    get_filename_component(_fil_dir ${_fil} DIRECTORY)
+    if(_fil_dir)
+      set(_fil_we "${_fil_dir}/${_fil_we}")
+    endif()
+    list(APPEND ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc")
+    list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h")
+    add_custom_command(
+      OUTPUT
+        "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc"
+        "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h"
+      COMMAND
+        ${_ARGS_PROTOC}
+      ARGS
+        --cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${_abs_fil}
+      DEPENDS ${_abs_fil}
+      COMMENT "Running C++ protocol buffer compiler on ${_fil}"
+      VERBATIM
+    )
+  endforeach()
+
+  set_source_files_properties(
+    ${${_ARGS_CXX_SOURCES}}
+    ${${_ARGS_CXX_HEADERS}}
+    PROPERTIES
+      GENERATED TRUE
+  )
+
+  # remove some warnings from protobuf generated files
+  if(WIN32)
+    set_source_files_properties(
+      ${${_ARGS_CXX_SOURCES}}
+      PROPERTIES
+        COMPILE_FLAGS "/wd4309 /wd4838"
+    )
+  else()
+    set_source_files_properties(
+      ${${_ARGS_CXX_SOURCES}}
+      PROPERTIES
+        COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
+    )
+  endif()
+
+  set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
+  set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
+endfunction()

cmake/ProtobufGenerateFs.cmake

@@ -0,0 +1,49 @@
+include_guard(DIRECTORY)
+
+function(protobuf_generate_fs)
+  set(_options)
+  set(_one_value_args TARGET_NAME OUT_DIR PROTOC)
+  set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+
+  if (NOT DEFINED _ARGS_TARGET_NAME)
+    set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_fs_protos")
+  endif()
+  if (NOT DEFINED _ARGS_PROTOC)
+    set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
+  endif()
+
+  set(_proto_include_cli_args)
+  foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
+    list(APPEND _proto_include_cli_args -I ${_dir})
+  endforeach()
+
+  set(_outputs)
+  foreach(_proto_source ${_ARGS_PROTO_SOURCES})
+    # get_filename_component(_abs_proto_source ${_proto_source} ABSOLUTE)
+    get_filename_component(_proto_source_we ${_proto_source} NAME_WE)
+    # get_filename_component(_proto_source_dir ${_proto_source} DIRECTORY)
+    list(APPEND _outputs ${_ARGS_OUT_DIR}/${_proto_source_we}.fable.fs)
+  endforeach()
+
+  set(_venv_exec ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh)
+  set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.py)
+  set(_template_fs ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/fs/fable.fs)
+  add_custom_command(
+    OUTPUT ${_outputs}
+    WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+    COMMAND ${_venv_exec}
+      ${_ARGS_PROTOC}
+      --plugin=protoc-gen-service=${_plugin_py}
+      --service_out=lang=fs,strip_out_path=1:${_ARGS_OUT_DIR}
+      ${_proto_include_cli_args}
+      ${_ARGS_PROTO_SOURCES}
+    DEPENDS
+      ${_venv_exec}
+      ${_plugin_py}
+      ${_template_fs}
+      ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+      ${_ARGS_PROTO_SOURCES}
+  )
+  add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS "${_outputs}")
+endfunction()

cmake/ProtobufGenerateJs.cmake

@@ -0,0 +1,33 @@
+include_guard(DIRECTORY)
+
+function(protobuf_generate_js)
+  set(_options)
+  set(_one_value_args TARGET_NAME OUTPUT)
+  set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+
+  if (NOT DEFINED _ARGS_TARGET_NAME)
+    set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_js_protos")
+  endif()
+
+  set(_proto_include_cli_args)
+  foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
+    list(APPEND _proto_include_cli_args -p ${_dir})
+  endforeach()
+
+  add_custom_command(
+    OUTPUT ${_ARGS_OUTPUT}
+    WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+    COMMAND npx
+      --no-install pbjs
+      -t json-module
+      -w commonjs
+      -o ${_ARGS_OUTPUT}
+      ${_proto_include_cli_args}
+      ${_ARGS_PROTO_SOURCES}
+    DEPENDS
+      ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+      ${_ARGS_PROTO_SOURCES}
+  )
+  add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS ${_ARGS_OUTPUT})
+endfunction()

cmake/SymLink.cmake

@@ -0,0 +1,51 @@
+include_guard(DIRECTORY)
+include(${CMAKE_SOURCE_DIR}/cmake/TernaryOperator.cmake)
+
+function(sym_link_dir)
+  set(_options)
+  set(_one_value_args TARGET_NAME SOURCE DEST COMMENT)
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  add_custom_command(
+    OUTPUT ${_ARGS_DEST}
+    COMMAND ln ARGS -sf ${_ARGS_SOURCE} ${_ARGS_DEST}
+  )
+  set_ternary(_comment _ARGS_COMMENT "${_ARGS_COMMENT}" "linking dir ${_ARGS_SOURCE} -> ${_ARGS_DEST}")
+  add_custom_target(
+    ${_ARGS_TARGET_NAME} ALL
+    DEPENDS ${_ARGS_DEST}
+    COMMENT "${_comment}"
+  )
+endfunction()
+
+function(sym_link_file)
+  set(_options)
+  set(_one_value_args TARGET_NAME SOURCE DEST INSTALL_DEST)
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  add_custom_command(
+    OUTPUT ${_ARGS_DEST}
+    COMMAND ln ARGS -s ${_ARGS_SOURCE} ${_ARGS_DEST}
+  )
+  add_custom_target(
+    ${_ARGS_TARGET_NAME} ALL
+    DEPENDS ${_ARGS_DEST}
+  )
+  if (DEFINED _ARGS_INSTALL_DEST)
+    install(
+      FILES
+      ${_ARGS_SOURCE}
+      DESTINATION ${_ARGS_INSTALL_DEST}
+    )
+  endif()
+endfunction()
+
+function(sym_link_local_lib LIB_NAME)
+  set(_lib_file_name "${CMAKE_SHARED_LIBRARY_PREFIX}${LIB_NAME}.so")
+  file(
+    CREATE_LINK
+      "${CMAKE_BINARY_DIR}/src/lib_${LIB_NAME}/${_lib_file_name}"
+      "${CMAKE_CURRENT_BINARY_DIR}/${_lib_file_name}"
+    SYMBOLIC
+  )
+endfunction()

cmake/TernaryOperator.cmake

@@ -0,0 +1,9 @@
+include_guard(GLOBAL)
+
+macro(set_ternary RESULT CONDITION TRUE_VALUE FALSE_VALUE)
+  if(${CONDITION})
+    set(${RESULT} ${TRUE_VALUE})
+  else()
+    set(${RESULT} ${FALSE_VALUE})
+  endif()
+endmacro()

compose.yaml

@@ -42,11 +42,27 @@ services:
       dockerfile: src/DataStreamSuite/Bts.DataStreamWebApp.Server/Dockerfile
     command: [ "./Bts.DataStreamWebApp.Server" ]
     environment:
-      - ASPNETCORE_HTTP_PORT=8080
-      - ASPNETCORE_HTTPS_PORT=8443
       - ASPNETCORE_ENVIRONMENT=Staging
 
-  pingtest:
+  api-server:
+    profiles:
+      - api-server
+    depends_on:
+      - sparkd
+    ports:
+      - 8008:8008
+      - 9443:9443
+    build:
+      dockerfile: src/client/spark_api_server/Dockerfile
+    command: [ "./spark_api_server", "run" ]
+    environment:
+      - ASPNETCORE_ENVIRONMENT=Staging
+
+  sparkd-ping-test:
+    depends_on:
+      - sparkd
+    profiles:
+      - ping-test
     build:
       context: .
       dockerfile_inline: |

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

@@ -53,7 +53,7 @@ The status callback is called when the market for this security opens, closes, o
 // Subscribe to security trading status
 void IAlgoServices::subscribe_status(SecurityKey);
 // You implement
-virtual void on_status(SecurityKey, co2::TradingStatus) override;
+virtual void on_status(SecurityKey, domain::protobufs::TradingStatus) override;
 ```
 
 # Child Orders

src/DataStreamSuite/Bts.DataStreamWebApp.Client/.env.development

@@ -1 +1 @@
-VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:8443/ws
+VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:443

src/DataStreamSuite/Bts.DataStreamWebApp.Client/.env.production

@@ -1 +1 @@
-VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:8443/ws
+VITE_DATASTREAM_WEBSOCKET_URL=wss://localhost:443

src/DataStreamSuite/Bts.DataStreamWebApp.Client/.eslintrc.cjs

@@ -12,6 +12,18 @@ module.exports = {
   settings: { react: { version: '18.3.1' } },
   plugins: ['react-refresh'],
   rules: {
+    "import/order": [
+      "error",
+      {
+        "groups": [
+          "builtin",
+          "external",
+          "internal",
+          ["parent", "sibling", "index"]
+        ],
+        "newlines-between": "always"
+      }
+    ],
     'react-refresh/only-export-components': [
       'warn',
       { allowConstantExport: true },

src/DataStreamSuite/Bts.DataStreamWebApp.Client/package-lock.json

@@ -32,6 +32,7 @@
         "@types/react-dom": "^18.3.0",
         "@vitejs/plugin-react": "^4.3.1",
         "eslint": "^8.57.0",
+        "eslint-plugin-import": "^2.29.1",
         "eslint-plugin-react": "^7.34.2",
         "eslint-plugin-react-hooks": "^4.6.2",
         "eslint-plugin-react-refresh": "^0.4.7",
@@ -3178,6 +3179,12 @@
       "integrity": "sha512-/kYRxGDLWzHOB7q+wtSUQlFrtcdUccpfy+X+9iMBpHK8QLLhx2wIPYuS5DYtR9Wa/YlZAbIovy7qVdB1Aq6Lyw==",
       "dev": true
     },
+    "node_modules/@types/json5": {
+      "version": "0.0.29",
+      "resolved": "https://registry.npmjs.org/@types/json5/-/json5-0.0.29.tgz",
+      "integrity": "sha512-dRLjCWHYg4oaA77cxO64oO+7JwCwnIzkZPdrrC71jQmQtlhM556pwKo5bUzqvZndkVbeFLIIi+9TC40JNF5hNQ==",
+      "dev": true
+    },
     "node_modules/@types/parse-json": {
       "version": "4.0.2",
       "resolved": "https://registry.npmjs.org/@types/parse-json/-/parse-json-4.0.2.tgz",
@@ -3492,6 +3499,26 @@
         "url": "https://github.com/sponsors/ljharb"
       }
     },
+    "node_modules/array.prototype.findlastindex": {
+      "version": "1.2.5",
+      "resolved": "https://registry.npmjs.org/array.prototype.findlastindex/-/array.prototype.findlastindex-1.2.5.tgz",
+      "integrity": "sha512-zfETvRFA8o7EiNn++N5f/kaCw221hrpGsDmcpndVupkPzEc1Wuf3VgC0qby1BbHs7f5DVYjgtEU2LLh5bqeGfQ==",
+      "dev": true,
+      "dependencies": {
+        "call-bind": "^1.0.7",
+        "define-properties": "^1.2.1",
+        "es-abstract": "^1.23.2",
+        "es-errors": "^1.3.0",
+        "es-object-atoms": "^1.0.0",
+        "es-shim-unscopables": "^1.0.2"
+      },
+      "engines": {
+        "node": ">= 0.4"
+      },
+      "funding": {
+        "url": "https://github.com/sponsors/ljharb"
+      }
+    },
     "node_modules/array.prototype.flat": {
       "version": "1.3.2",
       "resolved": "https://registry.npmjs.org/array.prototype.flat/-/array.prototype.flat-1.3.2.tgz",
@@ -4306,6 +4333,121 @@
         "url": "https://opencollective.com/eslint"
       }
     },
+    "node_modules/eslint-import-resolver-node": {
+      "version": "0.3.9",
+      "resolved": "https://registry.npmjs.org/eslint-import-resolver-node/-/eslint-import-resolver-node-0.3.9.tgz",
+      "integrity": "sha512-WFj2isz22JahUv+B788TlO3N6zL3nNJGU8CcZbPZvVEkBPaJdCV4vy5wyghty5ROFbCRnm132v8BScu5/1BQ8g==",
+      "dev": true,
+      "dependencies": {
+        "debug": "^3.2.7",
+        "is-core-module": "^2.13.0",
+        "resolve": "^1.22.4"
+      }
+    },
+    "node_modules/eslint-import-resolver-node/node_modules/debug": {
+      "version": "3.2.7",
+      "resolved": "https://registry.npmjs.org/debug/-/debug-3.2.7.tgz",
+      "integrity": "sha512-CFjzYYAi4ThfiQvizrFQevTTXHtnCqWfe7x1AhgEscTz6ZbLbfoLRLPugTQyBth6f8ZERVUSyWHFD/7Wu4t1XQ==",
+      "dev": true,
+      "dependencies": {
+        "ms": "^2.1.1"
+      }
+    },
+    "node_modules/eslint-import-resolver-node/node_modules/resolve": {
+      "version": "1.22.8",
+      "resolved": "https://registry.npmjs.org/resolve/-/resolve-1.22.8.tgz",
+      "integrity": "sha512-oKWePCxqpd6FlLvGV1VU0x7bkPmmCNolxzjMf4NczoDnQcIWrAF+cPtZn5i6n+RfD2d9i0tzpKnG6Yk168yIyw==",
+      "dev": true,
+      "dependencies": {
+        "is-core-module": "^2.13.0",
+        "path-parse": "^1.0.7",
+        "supports-preserve-symlinks-flag": "^1.0.0"
+      },
+      "bin": {
+        "resolve": "bin/resolve"
+      },
+      "funding": {
+        "url": "https://github.com/sponsors/ljharb"
+      }
+    },
+    "node_modules/eslint-module-utils": {
+      "version": "2.8.1",
+      "resolved": "https://registry.npmjs.org/eslint-module-utils/-/eslint-module-utils-2.8.1.tgz",
+      "integrity": "sha512-rXDXR3h7cs7dy9RNpUlQf80nX31XWJEyGq1tRMo+6GsO5VmTe4UTwtmonAD4ZkAsrfMVDA2wlGJ3790Ys+D49Q==",
+      "dev": true,
+      "dependencies": {
+        "debug": "^3.2.7"
+      },
+      "engines": {
+        "node": ">=4"
+      },
+      "peerDependenciesMeta": {
+        "eslint": {
+          "optional": true
+        }
+      }
+    },
+    "node_modules/eslint-module-utils/node_modules/debug": {
+      "version": "3.2.7",
+      "resolved": "https://registry.npmjs.org/debug/-/debug-3.2.7.tgz",
+      "integrity": "sha512-CFjzYYAi4ThfiQvizrFQevTTXHtnCqWfe7x1AhgEscTz6ZbLbfoLRLPugTQyBth6f8ZERVUSyWHFD/7Wu4t1XQ==",
+      "dev": true,
+      "dependencies": {
+        "ms": "^2.1.1"
+      }
+    },
+    "node_modules/eslint-plugin-import": {
+      "version": "2.29.1",
+      "resolved": "https://registry.npmjs.org/eslint-plugin-import/-/eslint-plugin-import-2.29.1.tgz",
+      "integrity": "sha512-BbPC0cuExzhiMo4Ff1BTVwHpjjv28C5R+btTOGaCRC7UEz801up0JadwkeSk5Ued6TG34uaczuVuH6qyy5YUxw==",
+      "dev": true,
+      "dependencies": {
+        "array-includes": "^3.1.7",
+        "array.prototype.findlastindex": "^1.2.3",
+        "array.prototype.flat": "^1.3.2",
+        "array.prototype.flatmap": "^1.3.2",
+        "debug": "^3.2.7",
+        "doctrine": "^2.1.0",
+        "eslint-import-resolver-node": "^0.3.9",
+        "eslint-module-utils": "^2.8.0",
+        "hasown": "^2.0.0",
+        "is-core-module": "^2.13.1",
+        "is-glob": "^4.0.3",
+        "minimatch": "^3.1.2",
+        "object.fromentries": "^2.0.7",
+        "object.groupby": "^1.0.1",
+        "object.values": "^1.1.7",
+        "semver": "^6.3.1",
+        "tsconfig-paths": "^3.15.0"
+      },
+      "engines": {
+        "node": ">=4"
+      },
+      "peerDependencies": {
+        "eslint": "^2 || ^3 || ^4 || ^5 || ^6 || ^7.2.0 || ^8"
+      }
+    },
+    "node_modules/eslint-plugin-import/node_modules/debug": {
+      "version": "3.2.7",
+      "resolved": "https://registry.npmjs.org/debug/-/debug-3.2.7.tgz",
+      "integrity": "sha512-CFjzYYAi4ThfiQvizrFQevTTXHtnCqWfe7x1AhgEscTz6ZbLbfoLRLPugTQyBth6f8ZERVUSyWHFD/7Wu4t1XQ==",
+      "dev": true,
+      "dependencies": {
+        "ms": "^2.1.1"
+      }
+    },
+    "node_modules/eslint-plugin-import/node_modules/doctrine": {
+      "version": "2.1.0",
+      "resolved": "https://registry.npmjs.org/doctrine/-/doctrine-2.1.0.tgz",
+      "integrity": "sha512-35mSku4ZXK0vfCuHEDAwt55dg2jNajHZ1odvF+8SSr82EsZY4QmXfuWso8oEd8zRhVObSN18aM0CjSdoBX7zIw==",
+      "dev": true,
+      "dependencies": {
+        "esutils": "^2.0.2"
+      },
+      "engines": {
+        "node": ">=0.10.0"
+      }
+    },
     "node_modules/eslint-plugin-react": {
       "version": "7.34.2",
       "resolved": "https://registry.npmjs.org/eslint-plugin-react/-/eslint-plugin-react-7.34.2.tgz",
@@ -5603,6 +5745,15 @@
         "node": "*"
       }
     },
+    "node_modules/minimist": {
+      "version": "1.2.8",
+      "resolved": "https://registry.npmjs.org/minimist/-/minimist-1.2.8.tgz",
+      "integrity": "sha512-2yyAR8qBkN3YuheJanUpWC5U3bb5osDywNB8RzDVlDwDHbocAJveqqj1u8+SVD7jkWT4yvsHCpWqqWqAxb0zCA==",
+      "dev": true,
+      "funding": {
+        "url": "https://github.com/sponsors/ljharb"
+      }
+    },
     "node_modules/ms": {
       "version": "2.1.2",
       "resolved": "https://registry.npmjs.org/ms/-/ms-2.1.2.tgz",
@@ -5731,6 +5882,20 @@
         "url": "https://github.com/sponsors/ljharb"
       }
     },
+    "node_modules/object.groupby": {
+      "version": "1.0.3",
+      "resolved": "https://registry.npmjs.org/object.groupby/-/object.groupby-1.0.3.tgz",
+      "integrity": "sha512-+Lhy3TQTuzXI5hevh8sBGqbmurHbbIjAi0Z4S63nthVLmLxfbj4T54a4CfZrXIrt9iP4mVAPYMo/v99taj3wjQ==",
+      "dev": true,
+      "dependencies": {
+        "call-bind": "^1.0.7",
+        "define-properties": "^1.2.1",
+        "es-abstract": "^1.23.2"
+      },
+      "engines": {
+        "node": ">= 0.4"
+      }
+    },
     "node_modules/object.hasown": {
       "version": "1.1.4",
       "resolved": "https://registry.npmjs.org/object.hasown/-/object.hasown-1.1.4.tgz",
@@ -6584,6 +6749,15 @@
         "node": ">=8"
       }
     },
+    "node_modules/strip-bom": {
+      "version": "3.0.0",
+      "resolved": "https://registry.npmjs.org/strip-bom/-/strip-bom-3.0.0.tgz",
+      "integrity": "sha512-vavAMRXOgBVNF6nyEEmL3DBK19iRpDcoIwW+swQ+CbGiu7lju6t+JklA1MHweoWtadgt4ISVUsXLyDq34ddcwA==",
+      "dev": true,
+      "engines": {
+        "node": ">=4"
+      }
+    },
     "node_modules/strip-json-comments": {
       "version": "3.1.1",
       "resolved": "https://registry.npmjs.org/strip-json-comments/-/strip-json-comments-3.1.1.tgz",
@@ -6677,6 +6851,30 @@
         "node": ">=4"
       }
     },
+    "node_modules/tsconfig-paths": {
+      "version": "3.15.0",
+      "resolved": "https://registry.npmjs.org/tsconfig-paths/-/tsconfig-paths-3.15.0.tgz",
+      "integrity": "sha512-2Ac2RgzDe/cn48GvOe3M+o82pEFewD3UPbyoUHHdKasHwJKjds4fLXWf/Ux5kATBKN20oaFGu+jbElp1pos0mg==",
+      "dev": true,
+      "dependencies": {
+        "@types/json5": "^0.0.29",
+        "json5": "^1.0.2",
+        "minimist": "^1.2.6",
+        "strip-bom": "^3.0.0"
+      }
+    },
+    "node_modules/tsconfig-paths/node_modules/json5": {
+      "version": "1.0.2",
+      "resolved": "https://registry.npmjs.org/json5/-/json5-1.0.2.tgz",
+      "integrity": "sha512-g1MWMLBiz8FKi1e4w0UyVL3w+iJceWAFBAaBnnGKOpNa5f8TLktkbre1+s6oICydWAm+HRUGTmI+//xv2hvXYA==",
+      "dev": true,
+      "dependencies": {
+        "minimist": "^1.2.0"
+      },
+      "bin": {
+        "json5": "lib/cli.js"
+      }
+    },
     "node_modules/tslib": {
       "version": "2.6.3",
       "resolved": "https://registry.npmjs.org/tslib/-/tslib-2.6.3.tgz",

src/DataStreamSuite/Bts.DataStreamWebApp.Client/package.json

@@ -34,6 +34,7 @@
     "@types/react-dom": "^18.3.0",
     "@vitejs/plugin-react": "^4.3.1",
     "eslint": "^8.57.0",
+    "eslint-plugin-import": "^2.29.1",
     "eslint-plugin-react": "^7.34.2",
     "eslint-plugin-react-hooks": "^4.6.2",
     "eslint-plugin-react-refresh": "^0.4.7",

src/DataStreamSuite/Bts.DataStreamWebApp.Client/vite.config.js

@@ -1,5 +1,5 @@
 import { fileURLToPath, URL } from 'node:url';
-import { defineConfig } from 'vite';
+import { defineConfig, loadEnv } from 'vite';
 import plugin from '@vitejs/plugin-react';
 import fs from 'fs';
 import path from 'path';
@@ -29,13 +29,12 @@ if (!fs.existsSync(certFilePath) || !fs.existsSync(keyFilePath)) {
   }
 }
 
-const target = env.ASPNETCORE_HTTPS_PORT
-  ? `https://localhost:${env.ASPNETCORE_HTTPS_PORT}`
-  : env.ASPNETCORE_URLS
-    ? env.ASPNETCORE_URLS.split(';')[0]
-    : 'https://localhost:8443';
-
 export default defineConfig(({ $$command, mode, $$isSsrBuild, $$isPreview }) => {
+  const target = env.ASPNETCORE_HTTPS_PORT
+    ? `https://localhost:${env.ASPNETCORE_HTTPS_PORT}`
+    : env.ASPNETCORE_URLS
+      ? env.ASPNETCORE_URLS.split(';')[0]
+      : 'https://localhost:8443';
   return {
     plugins: [plugin()],
     resolve: {

src/DataStreamSuite/Bts.DataStreamWebApp.Server/Dockerfile

@@ -3,5 +3,5 @@ FROM bluetradingsystems/linux_dotnet7
 RUN dotnet dev-certs https --trust
 COPY --chown=bts:bts "build/Release/bin/net7.0/linux-x64/publish" "bin"
 COPY --chown=bts:bts "build/Bts.DataStreamWebApp.Client/production/dist" "bin/wwwroot"
-COPY --chown=bts:bts "src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf" ".local/share/DataStream/conf/spark.conf"
+COPY --chown=bts:bts "src/DataStreamSuite/Bts.DataStreamWebApp.Server/spark.conf" ".local/share/bts/Bts.DataStreamWebApp.Server/conf/spark.conf"
 WORKDIR "/home/bts/bin"

src/DataStreamSuite/DataStreamPublisher/Dockerfile

@@ -9,5 +9,5 @@ RUN apt-get update \
 
 USER bts
 COPY --chown=bts:bts "build/Release/bin/net7.0/linux-x64/publish" "bin"
-COPY --chown=bts:bts "src/DataStreamSuite/DataStreamPublisher/spark.conf" ".local/share/DataStream/conf/spark.conf"
+COPY --chown=bts:bts "src/DataStreamSuite/DataStreamPublisher/spark.conf" ".local/share/bts/DataStreamPublisher/conf/spark.conf"
 WORKDIR "/home/bts/bin"

src/DataStreamSuite/PubSubServer/Dockerfile

@@ -1,5 +1,5 @@
 FROM bluetradingsystems/linux_dotnet7
 
 COPY --chown=bts:bts "build/Release/bin/net7.0/linux-x64/publish" "bin"
-COPY --chown=bts:bts "src/DataStreamSuite/PubSubServer/spark.conf" ".local/share/DataStream/conf/spark.conf"
+COPY --chown=bts:bts "src/DataStreamSuite/PubSubServer/spark.conf" ".local/share/bts/PubSubServer/conf/spark.conf"
 WORKDIR "/home/bts/bin"

src/DataStreamSuite/temp3.sh

@@ -0,0 +1,33 @@
+#!/bin/bash
+
+# Define the bash array
+# values=("value1" "value2" "value3")
+values=$(dotnet sln DataStreamSuite.sln list | tail +3)
+
+# Function to get the key for a value
+get_key() {
+  local value=$1
+  # Replace this with your actual logic to get the key
+  echo "key_for_$value"
+}
+
+# Function to get the JSON array of child values for a value
+get_children() {
+  local value=$1
+  # Replace this with your actual logic to get the JSON array of child values
+  echo '["child1", "child2", "child3"]'
+}
+
+# Create an empty JSON object
+json_object="{}"
+
+# Iterate through the array and construct the JSON object
+for value in ${values[@]}; do
+  key=$(get_key "$value")
+  children=$(get_children "$value")
+  json_object=$(echo "$json_object" | jq --arg key "$key" --argjson children "$children" '. + {($key): $children}')
+done
+
+# Print the final JSON object
+echo "$json_object"
+

src/Spark.Admin.WebApp/CMakeLists.txt

@@ -1,56 +1,43 @@
 cmake_minimum_required(VERSION 3.5)
 project(Spark.Admin.WebApp)
 
+include(GNUInstallDirs)
 include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
-include(${CMAKE_SOURCE_DIR}/cmake/Protobuf.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/SymLink.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateJs.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateFs.cmake)
 
-# dependencies
-set(PROTO_GLOBS
-  ../lib/api/*.proto
-  ../lib/api/services/*.proto
-  ../lib/domain_model/*.proto
-  ../lib/sparkproto/*.proto
-  ../lib/md/protos/*.proto
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_PROTO_SOURCES
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  ../lib_domain/domain/protobufs/*.proto
+  ../lib_spark/spark/api/*.proto
+  ../lib_spark/spark/api/services/*.proto
+  ../lib_spark/spark/domain_model/*.proto
+  ../lib_spark/spark/sparkproto/*.proto
+  ../lib_spark/spark/md/protos/*.proto
   ../../externals/linux/include/google/protobuf/descriptor.proto
-  ../../externals/linux/include/google/protobuf/timestamp.proto)
+  ../../externals/linux/include/google/protobuf/timestamp.proto
+)
 
-file(
-  GLOB_RECURSE _proto_rel_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  ${PROTO_GLOBS})
-
-file(
-  GLOB_RECURSE _proto_abs_SOURCES
-  ${PROTO_GLOBS})
-
-file(
-  GLOB_RECURSE _ts_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  src/*.ts)
-
-file(
-  GLOB_RECURSE _fs_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  src/*.fs)
+add_custom_command(
+  OUTPUT ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+  COMMAND npm install --include=dev
+  DEPENDS ${CMAKE_CURRENT_SOURCE_DIR}/package.json
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+)
 
 set(_tools ${CMAKE_SOURCE_DIR}/tools)
 set(_quiet_exec ${_tools}/quiet_exec.sh)
 set(_venv_exec ${_tools}/venv_exec.sh)
 set(_tools_py ${CMAKE_SOURCE_DIR}/tools/py)
 
-# The tsconfig file is generated as a function of the cmake build type, and
-# binary dir. Depending on the build type, it extends either
-# 'tsconfig.debug.json' or 'tsconfig.release.json'.
 set(_tsconfig_base "${CMAKE_CURRENT_SOURCE_DIR}/tsconfig.$<IF:$<CONFIG:Debug>,debug,release>.json")
-set(WEBPACK_MODE $<IF:$<CONFIG:Debug>,"development","production">)
 set(_tsconfig "${CMAKE_CURRENT_BINARY_DIR}/tsconfig.json")
 
 set(_venv_python ${CMAKE_SOURCE_DIR}/.venv/bin/python)
 set(_gen_tsconfig_py ${_tools_py}/gen_tsconfig.py)
 set(_build_admin_web_app_py ${_tools_py}/build_admin_web_app.py)
-
-set(_gen_tsconfig_deps ${_venv_exec} ${_venv_python} ${_gen_tsconfig_py} ${_tsconfig_base})
-
 set(_build_admin_web_app_deps
   ${_quiet_exec}
   ${_venv_exec}
@@ -58,51 +45,135 @@ set(_build_admin_web_app_deps
   ${_build_admin_web_app_py}
   ${CMAKE_CURRENT_SOURCE_DIR}/src/Spark.Admin.WebApp.fsproj
   ${CMAKE_CURRENT_SOURCE_DIR}/webpack.config.js
-  ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/templates/fs/fable.fs
+  ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/fs/fable.fs
   ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
-  ${_proto_rel_SOURCES}
+  ${${PROJECT_NAME}_PROTO_SOURCES}
   ${_api_ts_SOURCES}
   ${_ui_fs_SOURCES}
   ${_tsconfig})
 
 update_deps_file("${_build_admin_web_app_deps}")
 
-function(npm_install path)
-  add_custom_command(
-    OUTPUT ${path}/package-lock.json
-    COMMAND "npm" ARGS "install" "--include=dev"
-    DEPENDS ${path}/package.json
-    WORKING_DIRECTORY ${path}
-    COMMENT "Run 'npm install' in ${path}")
-endfunction()
-
-npm_install(${CMAKE_CURRENT_SOURCE_DIR})
-
 add_custom_command(
   OUTPUT ${_tsconfig}
   COMMAND ${_venv_exec}
   ARGS
-  ${_venv_python}
-  ${_gen_tsconfig_py}
-  --config-base ${_tsconfig_base}
-  --config-out ${_tsconfig}
-  --build-out ${CMAKE_CURRENT_BINARY_DIR}
-  DEPENDS ${_gen_tsconfig_deps})
+    ${_venv_python}
+    ${_gen_tsconfig_py}
+    --config-base ${_tsconfig_base}
+    --config-out ${_tsconfig}
+    --build-out ${CMAKE_CURRENT_BINARY_DIR}
+  DEPENDS
+    ${_venv_exec}
+    ${_venv_python}
+    ${_gen_tsconfig_py}
+    ${_tsconfig_base}
+    ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+)
+
+protobuf_generate_js(
+  TARGET_NAME generate_js_protos
+  PROTO_INCLUDE_DIRS
+    ../lib_domain
+    ../lib_spark
+    ../../externals/linux/include
+  PROTO_SOURCES ${${PROJECT_NAME}_PROTO_SOURCES}
+  OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/proto.js
+)
+
+protobuf_generate_fs(
+  TARGET_NAME generate_fs_protos
+  PROTO_INCLUDE_DIRS
+    ../lib_domain
+    ../lib_spark
+    ../../externals/linux/include
+  PROTO_SOURCES ${${PROJECT_NAME}_PROTO_SOURCES}
+  OUT_DIR ${CMAKE_CURRENT_BINARY_DIR}/fable
+)
+
+# Each input file maps to multiple output files with different extensions
+# (js, js.map, d.ts, fs). Transpile ts -> d.ts (and js), then d.ts -> fs.
+# Who knew front-end development could be so complicated? `\_(=_=)_/`
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_TS_SOURCES
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  src/*.ts
+)
+set(${PROJECT_NAME}_JS_PROTOS)
+set(${PROJECT_NAME}_TS_PROTOS)
+set(${PROJECT_NAME}_FS_PROTOS)
+foreach(_ts_source ${${PROJECT_NAME}_TS_SOURCES})
+  get_filename_component(_ts_source_we ${_ts_source} NAME_WE)
+  set(_prefix ${CMAKE_CURRENT_BINARY_DIR}/${_ts_source_we})
+  list(APPEND ${PROJECT_NAME}_JS_PROTOS ${_prefix}.js ${_prefix}.js.map)
+  list(APPEND ${PROJECT_NAME}_TS_PROTOS ${_prefix}.d.ts ${_prefix}.d.ts.map)
+  list(APPEND ${PROJECT_NAME}_FS_PROTOS ${_prefix}.fs)
+  add_custom_command(
+    OUTPUT ${_prefix}.fs
+    WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+    COMMAND npx --no-install ts2fable ${_prefix}.d.ts ${_prefix}.fs
+    DEPENDS ${_prefix}.d.ts
+  )
+endforeach()
 
 add_custom_command(
-  OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/bundle.js
-  COMMAND ${_quiet_exec}
-  ARGS
-  ${_venv_exec}
-  ${_venv_python}
-  ${_build_admin_web_app_py}
-  --protos ${_proto_abs_SOURCES}
-  --tsconfig ${_tsconfig}
-  --mode ${WEBPACK_MODE}
-  --output-dir ${CMAKE_CURRENT_BINARY_DIR}
-  COMMENT "Building Spark.Admin.WebApp"
-  DEPENDS ${_build_admin_web_app_deps})
+  OUTPUT
+    ${${PROJECT_NAME}_JS_PROTOS}
+    ${${PROJECT_NAME}_TS_PROTOS}
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+  COMMAND npx
+    --no-install tsc
+    -p ${_tsconfig}
+  DEPENDS
+    ${_tsconfig}
+    ${CMAKE_CURRENT_BINARY_DIR}/proto.js
+)
+add_custom_target(
+  transpile_type_script
+  ALL
+  DEPENDS
+    ${${PROJECT_NAME}_JS_PROTOS}
+    ${${PROJECT_NAME}_TS_PROTOS}
+)
+add_custom_target(generate_fsts_stubs ALL DEPENDS ${${PROJECT_NAME}_FS_PROTOS})
 
-add_custom_target(admin_web_app_bundle ALL DEPENDS ${CMAKE_CURRENT_BINARY_DIR}/bundle.js)
+sym_link_dir(
+  TARGET_NAME link_webapp_public
+  SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/public
+  DEST ${CMAKE_CURRENT_BINARY_DIR}/public
+)
+sym_link_dir(
+  TARGET_NAME link_webapp_root
+  SOURCE ${CMAKE_CURRENT_BINARY_DIR}
+  DEST ${CMAKE_SOURCE_DIR}/build/Spark.Admin.WebApp
+)
 
-install(DIRECTORY "${CMAKE_CURRENT_BINARY_DIR}" DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_FS_SOURCES
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  src/*.fs
+)
+add_custom_command(
+  OUTPUT
+    ${CMAKE_CURRENT_BINARY_DIR}/bundle.js
+    $<$<CONFIG:DEBUG>:${CMAKE_CURRENT_BINARY_DIR}/bundle.js.map>
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}/src
+  COMMAND dotnet restore
+  COMMAND dotnet tool restore
+  COMMAND export SPARK_ADMIN_WEB_APP_OUTPUT_DIR=${CMAKE_CURRENT_BINARY_DIR}
+  COMMAND dotnet fable -o ${CMAKE_CURRENT_BINARY_DIR}
+  COMMAND npm run build -- --mode $<IF:$<CONFIG:Debug>,"development","production">
+  DEPENDS
+    ${${PROJECT_NAME}_FS_SOURCES}
+    ${${PROJECT_NAME}_FS_PROTOS}
+    ${CMAKE_CURRENT_SOURCE_DIR}/src/Spark.Admin.WebApp.fsproj
+)
+add_custom_target(
+  bundle_spark_admin_webapp ALL
+  DEPENDS
+    ${CMAKE_CURRENT_BINARY_DIR}/bundle.js
+    $<$<CONFIG:DEBUG>:${CMAKE_CURRENT_BINARY_DIR}/bundle.js.map>
+  COMMENT "Bundling Spark.Admin.WebApp"
+)
+
+install(DIRECTORY "${CMAKE_CURRENT_BINARY_DIR}" DESTINATION "${CMAKE_INSTALL_BINDIR}")

src/Spark.Admin.WebApp/package-lock.json

@@ -40,7 +40,7 @@
         "ts-loader": "^9.4.2",
         "tsutils": "^3.21.0",
         "typescript": "^4.9.5",
-        "webpack-cli": "^5.0.1",
+        "webpack-cli": "^5.1.4",
         "webpack-dev-server": "^4.11.1",
         "ws": "^8.12.1"
       }
@@ -3048,9 +3048,9 @@
       }
     },
     "node_modules/@webpack-cli/configtest": {
-      "version": "2.0.1",
-      "resolved": "https://registry.npmjs.org/@webpack-cli/configtest/-/configtest-2.0.1.tgz",
-      "integrity": "sha512-njsdJXJSiS2iNbQVS0eT8A/KPnmyH4pv1APj2K0d1wrZcBLw+yppxOy4CGqa0OxDJkzfL/XELDhD8rocnIwB5A==",
+      "version": "2.1.1",
+      "resolved": "https://registry.npmjs.org/@webpack-cli/configtest/-/configtest-2.1.1.tgz",
+      "integrity": "sha512-wy0mglZpDSiSS0XHrVR+BAdId2+yxPSoJW8fsna3ZpYSlufjvxnP4YbKTCBZnNIcGN4r6ZPXV55X4mYExOfLmw==",
       "dev": true,
       "engines": {
         "node": ">=14.15.0"
@@ -3061,9 +3061,9 @@
       }
     },
     "node_modules/@webpack-cli/info": {
-      "version": "2.0.1",
-      "resolved": "https://registry.npmjs.org/@webpack-cli/info/-/info-2.0.1.tgz",
-      "integrity": "sha512-fE1UEWTwsAxRhrJNikE7v4EotYflkEhBL7EbajfkPlf6E37/2QshOy/D48Mw8G5XMFlQtS6YV42vtbG9zBpIQA==",
+      "version": "2.0.2",
+      "resolved": "https://registry.npmjs.org/@webpack-cli/info/-/info-2.0.2.tgz",
+      "integrity": "sha512-zLHQdI/Qs1UyT5UBdWNqsARasIA+AaF8t+4u2aS2nEpBQh2mWIVb8qAklq0eUENnC5mOItrIB4LiS9xMtph18A==",
       "dev": true,
       "engines": {
         "node": ">=14.15.0"
@@ -3074,9 +3074,9 @@
       }
     },
     "node_modules/@webpack-cli/serve": {
-      "version": "2.0.1",
-      "resolved": "https://registry.npmjs.org/@webpack-cli/serve/-/serve-2.0.1.tgz",
-      "integrity": "sha512-0G7tNyS+yW8TdgHwZKlDWYXFA6OJQnoLCQvYKkQP0Q2X205PSQ6RNUj0M+1OB/9gRQaUZ/ccYfaxd0nhaWKfjw==",
+      "version": "2.0.5",
+      "resolved": "https://registry.npmjs.org/@webpack-cli/serve/-/serve-2.0.5.tgz",
+      "integrity": "sha512-lqaoKnRYBdo1UgDX8uF24AfGMifWK19TxPmM5FHc2vAGxrJ/qtyUyFBWoY1tISZdelsQ5fBcOusifo5o5wSJxQ==",
       "dev": true,
       "engines": {
         "node": ">=14.15.0"
@@ -16853,17 +16853,17 @@
       }
     },
     "node_modules/webpack-cli": {
-      "version": "5.0.1",
-      "resolved": "https://registry.npmjs.org/webpack-cli/-/webpack-cli-5.0.1.tgz",
-      "integrity": "sha512-S3KVAyfwUqr0Mo/ur3NzIp6jnerNpo7GUO6so51mxLi1spqsA17YcMXy0WOIJtBSnj748lthxC6XLbNKh/ZC+A==",
+      "version": "5.1.4",
+      "resolved": "https://registry.npmjs.org/webpack-cli/-/webpack-cli-5.1.4.tgz",
+      "integrity": "sha512-pIDJHIEI9LR0yxHXQ+Qh95k2EvXpWzZ5l+d+jIo+RdSm9MiHfzazIxwwni/p7+x4eJZuvG1AJwgC4TNQ7NRgsg==",
       "dev": true,
       "dependencies": {
         "@discoveryjs/json-ext": "^0.5.0",
-        "@webpack-cli/configtest": "^2.0.1",
-        "@webpack-cli/info": "^2.0.1",
-        "@webpack-cli/serve": "^2.0.1",
+        "@webpack-cli/configtest": "^2.1.1",
+        "@webpack-cli/info": "^2.0.2",
+        "@webpack-cli/serve": "^2.0.5",
         "colorette": "^2.0.14",
-        "commander": "^9.4.1",
+        "commander": "^10.0.1",
         "cross-spawn": "^7.0.3",
         "envinfo": "^7.7.3",
         "fastest-levenshtein": "^1.0.12",
@@ -16898,12 +16898,12 @@
       }
     },
     "node_modules/webpack-cli/node_modules/commander": {
-      "version": "9.5.0",
-      "resolved": "https://registry.npmjs.org/commander/-/commander-9.5.0.tgz",
-      "integrity": "sha512-KRs7WVDKg86PWiuAqhDrAQnTXZKraVcCc6vFdL14qrZ/DcWwuRo7VoiYXalXO7S5GKpqYiVEwCbgFDfxNHKJBQ==",
+      "version": "10.0.1",
+      "resolved": "https://registry.npmjs.org/commander/-/commander-10.0.1.tgz",
+      "integrity": "sha512-y4Mg2tXshplEbSGzx7amzPwKKOCGuoSRP/CjEdwwk0FOGlUbq6lKuoyDZTNZkmxHdJtp54hdfY/JUrdL7Xfdug==",
       "dev": true,
       "engines": {
-        "node": "^12.20.0 || >=14"
+        "node": ">=14"
       }
     },
     "node_modules/webpack-dev-middleware": {
@@ -19534,23 +19534,23 @@
       }
     },
     "@webpack-cli/configtest": {
-      "version": "2.0.1",
-      "resolved": "https://registry.npmjs.org/@webpack-cli/configtest/-/configtest-2.0.1.tgz",
-      "integrity": "sha512-njsdJXJSiS2iNbQVS0eT8A/KPnmyH4pv1APj2K0d1wrZcBLw+yppxOy4CGqa0OxDJkzfL/XELDhD8rocnIwB5A==",
+      "version": "2.1.1",
+      "resolved": "https://registry.npmjs.org/@webpack-cli/configtest/-/configtest-2.1.1.tgz",
+      "integrity": "sha512-wy0mglZpDSiSS0XHrVR+BAdId2+yxPSoJW8fsna3ZpYSlufjvxnP4YbKTCBZnNIcGN4r6ZPXV55X4mYExOfLmw==",
       "dev": true,
       "requires": {}
     },
     "@webpack-cli/info": {
-      "version": "2.0.1",
-      "resolved": "https://registry.npmjs.org/@webpack-cli/info/-/info-2.0.1.tgz",
-      "integrity": "sha512-fE1UEWTwsAxRhrJNikE7v4EotYflkEhBL7EbajfkPlf6E37/2QshOy/D48Mw8G5XMFlQtS6YV42vtbG9zBpIQA==",
+      "version": "2.0.2",
+      "resolved": "https://registry.npmjs.org/@webpack-cli/info/-/info-2.0.2.tgz",
+      "integrity": "sha512-zLHQdI/Qs1UyT5UBdWNqsARasIA+AaF8t+4u2aS2nEpBQh2mWIVb8qAklq0eUENnC5mOItrIB4LiS9xMtph18A==",
       "dev": true,
       "requires": {}
     },
     "@webpack-cli/serve": {
-      "version": "2.0.1",
-      "resolved": "https://registry.npmjs.org/@webpack-cli/serve/-/serve-2.0.1.tgz",
-      "integrity": "sha512-0G7tNyS+yW8TdgHwZKlDWYXFA6OJQnoLCQvYKkQP0Q2X205PSQ6RNUj0M+1OB/9gRQaUZ/ccYfaxd0nhaWKfjw==",
+      "version": "2.0.5",
+      "resolved": "https://registry.npmjs.org/@webpack-cli/serve/-/serve-2.0.5.tgz",
+      "integrity": "sha512-lqaoKnRYBdo1UgDX8uF24AfGMifWK19TxPmM5FHc2vAGxrJ/qtyUyFBWoY1tISZdelsQ5fBcOusifo5o5wSJxQ==",
       "dev": true,
       "requires": {}
     },
@@ -30033,17 +30033,17 @@
       }
     },
     "webpack-cli": {
-      "version": "5.0.1",
-      "resolved": "https://registry.npmjs.org/webpack-cli/-/webpack-cli-5.0.1.tgz",
-      "integrity": "sha512-S3KVAyfwUqr0Mo/ur3NzIp6jnerNpo7GUO6so51mxLi1spqsA17YcMXy0WOIJtBSnj748lthxC6XLbNKh/ZC+A==",
+      "version": "5.1.4",
+      "resolved": "https://registry.npmjs.org/webpack-cli/-/webpack-cli-5.1.4.tgz",
+      "integrity": "sha512-pIDJHIEI9LR0yxHXQ+Qh95k2EvXpWzZ5l+d+jIo+RdSm9MiHfzazIxwwni/p7+x4eJZuvG1AJwgC4TNQ7NRgsg==",
       "dev": true,
       "requires": {
         "@discoveryjs/json-ext": "^0.5.0",
-        "@webpack-cli/configtest": "^2.0.1",
-        "@webpack-cli/info": "^2.0.1",
-        "@webpack-cli/serve": "^2.0.1",
+        "@webpack-cli/configtest": "^2.1.1",
+        "@webpack-cli/info": "^2.0.2",
+        "@webpack-cli/serve": "^2.0.5",
         "colorette": "^2.0.14",
-        "commander": "^9.4.1",
+        "commander": "^10.0.1",
         "cross-spawn": "^7.0.3",
         "envinfo": "^7.7.3",
         "fastest-levenshtein": "^1.0.12",
@@ -30054,9 +30054,9 @@
       },
       "dependencies": {
         "commander": {
-          "version": "9.5.0",
-          "resolved": "https://registry.npmjs.org/commander/-/commander-9.5.0.tgz",
-          "integrity": "sha512-KRs7WVDKg86PWiuAqhDrAQnTXZKraVcCc6vFdL14qrZ/DcWwuRo7VoiYXalXO7S5GKpqYiVEwCbgFDfxNHKJBQ==",
+          "version": "10.0.1",
+          "resolved": "https://registry.npmjs.org/commander/-/commander-10.0.1.tgz",
+          "integrity": "sha512-y4Mg2tXshplEbSGzx7amzPwKKOCGuoSRP/CjEdwwk0FOGlUbq6lKuoyDZTNZkmxHdJtp54hdfY/JUrdL7Xfdug==",
           "dev": true
         }
       }

src/Spark.Admin.WebApp/package.json

@@ -42,7 +42,7 @@
     "ts-loader": "^9.4.2",
     "tsutils": "^3.21.0",
     "typescript": "^4.9.5",
-    "webpack-cli": "^5.0.1",
+    "webpack-cli": "^5.1.4",
     "webpack-dev-server": "^4.11.1",
     "ws": "^8.12.1"
   }

src/Spark.Admin.WebApp/src/Spark.Admin.WebApp.fsproj

@@ -33,6 +33,7 @@
     <Compile Include="$(API)/fable/timestamp.fable.fs" />
     <Compile Include="$(API)/fable/apicore.fable.fs" />
     <Compile Include="$(API)/fable/apioptions.fable.fs" />
+    <Compile Include="$(API)/fable/aggressor_side.fable.fs" />
     <Compile Include="$(API)/fable/Security.fable.fs" />
     <Compile Include="$(API)/fable/SparkProtos.fable.fs" />
     <Compile Include="$(API)/fable/HelloService.fable.fs" />

src/app_sparkd/CMakeLists.txt

@@ -0,0 +1,158 @@
+cmake_minimum_required(VERSION 3.5)
+project(sparkd)
+
+include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateCpp.cmake)
+include(GNUInstallDirs)
+
+if (NOT DEFINED PROJECT_VERSION)
+  set(PROJECT_VERSION 1.0.0)
+endif()
+
+# dependencies
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_PROTO_SOURCES
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  *.proto
+)
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_SOURCES
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  *.cpp
+)
+update_deps_file("${${PROJECT_NAME}_PROTO_SOURCES};${${PROJECT_NAME}_SOURCES}")
+
+protobuf_generate_cpp(
+  CXX_SOURCES ${PROJECT_NAME}_PROTO_CXX_SOURCES
+  CXX_HEADERS ${PROJECT_NAME}_PROTO_CXX_HEADERS
+  CXX_OUT_DIR ${CMAKE_CURRENT_BINARY_DIR}/include
+  PROTO_INCLUDE_DIRS
+    ${EXTERNALS_INCLUDE}
+    ${CMAKE_SOURCE_DIR}/src/lib_spark
+    ${CMAKE_CURRENT_SOURCE_DIR}
+  PROTO_SOURCES
+    ${${PROJECT_NAME}_PROTO_SOURCES}
+)
+add_executable(sparkd ${${PROJECT_NAME}_SOURCES} ${${PROJECT_NAME}_PROTO_CXX_SOURCES})
+
+# include paths
+target_include_directories(
+  sparkd
+  PUBLIC
+    $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
+    $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>/include
+    $<BUILD_INTERFACE:${emumba-deribit-connector-library_INCLUDE_DIRS}>
+)
+
+find_package(PkgConfig REQUIRED)
+pkg_check_modules(emumba-deribit-connector-library REQUIRED emumba-deribit-connector)
+
+# This dir contains rapidjsonConfig.cmake
+list(APPEND CMAKE_PREFIX_PATH ${CMAKE_CURRENT_SOURCE_DIR}/cmake_modules)
+find_package(rapidjson REQUIRED)
+target_include_directories(
+  ${PROJECT_NAME} SYSTEM
+  PUBLIC
+    $<BUILD_INTERFACE:${rapidjson_INCLUDE_DIR}> 
+)
+add_dependencies(${PROJECT_NAME} rapidjson_project)
+
+# deribit-demo log level
+if(NOT DEFINED DERIBIT_DEMO_LOG_LEVEL)
+  add_definitions(-DSPDLOG_ACTIVE_LEVEL=0)
+  message("-- Building of DERIBIT_DEMO_LOG_LEVEL=TRACE")
+elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "TRACE")
+  add_definitions(-DSPDLOG_ACTIVE_LEVEL=0)
+  message("-- Building of DERIBIT_DEMO_LOG_LEVEL=TRACE")
+elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "DEBUG")
+  add_definitions(-DSPDLOG_ACTIVE_LEVEL=1)
+  message("-- Building of DERIBIT_DEMO_LOG_LEVEL=DEBUG")
+elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "INFO")
+  add_definitions(-DSPDLOG_ACTIVE_LEVEL=2)
+  message("-- Building of DERIBIT_DEMO_LOG_LEVEL=INFO")
+elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "WARN")
+  add_definitions(-DSPDLOG_ACTIVE_LEVEL=3)
+  message("-- Building of DERIBIT_DEMO_LOG_LEVEL=WARN")
+elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "ERROR")
+  add_definitions(-DSPDLOG_ACTIVE_LEVEL=4)
+  message("-- Building of DERIBIT_DEMO_LOG_LEVEL=ERROR")
+elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "CRITICAL")
+  add_definitions(-DSPDLOG_ACTIVE_LEVEL=5)
+  message("-- Building of DERIBIT_DEMO_LOG_LEVEL=CRITICAL")
+elseif(DERIBIT_DEMO_LOG_LEVEL STREQUAL "OFF")
+  add_definitions(-DSPDLOG_ACTIVE_LEVEL=6)
+  message("-- Building of DERIBIT_DEMO_LOG_LEVEL=OFF")
+else()
+  add_definitions(-DSPDLOG_ACTIVE_LEVEL=0)
+  message("-- Building of DERIBIT_DEMO_LOG_LEVEL=TRACE")
+endif()
+
+target_link_directories(
+  ${PROJECT_NAME} PUBLIC
+  $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
+  $<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
+)
+
+# Set RPATH so sparkd knows where to find our shared libs (e.g., libspark).
+# The dirs are relative to sparkd's path, represented by "$ORIGIN".
+set_target_properties(
+  ${PROJECT_NAME} PROPERTIES
+  BUILD_RPATH "$ORIGIN/../lib_spark;$ORIGIN/../lib_python_md"
+  INSTALL_RPATH "$ORIGIN/../${CMAKE_INSTALL_LIBDIR}"
+)
+
+# Python interop (for python md providers)
+add_dependencies(${PROJECT_NAME}
+  python_md
+  python_md_module
+  python_md_providers
+  copy_python_md_providers
+)
+include(${CMAKE_SOURCE_DIR}/cmake/SymLink.cmake)
+
+sym_link_local_lib(python_md)
+sym_link_file(
+  TARGET_NAME link_python_md_module
+  SOURCE ${CMAKE_BINARY_DIR}/src/lib_python_md/python_md_module.cpython-310-x86_64-linux-gnu.so
+  DEST ${CMAKE_CURRENT_BINARY_DIR}/python_md_module.cpython-310-x86_64-linux-gnu.so
+  INSTALL_DEST ${CMAKE_INSTALL_BINDIR}/
+)
+get_target_property(providers python_md_providers INTERFACE_PYTHON_SCRIPTS_DIR)
+sym_link_dir(
+  TARGET_NAME link_python_md_providers
+  SOURCE ${providers}
+  DEST ${CMAKE_CURRENT_BINARY_DIR}/python_md_providers
+)
+
+target_link_libraries(
+  sparkd
+  system
+  python_md
+  python_md_module
+  spark
+  ${emumba-deribit-connector-library_LIBRARIES}
+  ssl
+  cryptopp
+  tbb
+  onixs-cmemdh-all-4.8.0
+  OnixS.IceImpactMulticastPriceFeedHandlerCpp
+  ACE
+  quickfix
+  benchmark
+  Common++
+  Packet++
+  Pcap++
+  lttng-ust
+  -lpcap
+  -static-libgcc
+  -static-libstdc++
+  -pthread)
+
+include(${CMAKE_SOURCE_DIR}/cmake/InstallBasicConfig.cmake)
+install_basic_config()
+install(
+  FILES
+    "${EXTERNALS_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
+    "${EXTERNALS_LIB}/libACE-5.7.5.so"
+  DESTINATION ${CMAKE_INSTALL_LIBDIR}
+)

src/app_sparkd/Config.cmake.in

@@ -0,0 +1,5 @@
+@PACKAGE_INIT@
+
+include("${CMAKE_CURRENT_LIST_DIR}/sparkdTargets.cmake")
+
+check_required_components(sparkd)

src/app_sparkd/sparkd/Dockerfile

@@ -6,5 +6,5 @@ RUN apt-get update \
 
 USER "bts"
 COPY --chown=bts:bts "install/Release/bin" "bin"
-COPY --chown=bts:bts "src/server/sparkd/spark.current.conf" "sparkdata/conf/spark.conf"
+COPY --chown=bts:bts "src/server/sparkd/spark.current.conf" ".local/share/bts/sparkd/conf/spark.conf"
 WORKDIR "/home/bts/bin"

src/app_sparkd/sparkd/algo/AlgoDefinitionServiceServer.h

@@ -1,16 +1,16 @@
 #pragma once
 
-#include "lib/api/public/ServiceContext.h"
-#include "lib/api/services/AlgoDefinitionService.server.pb.h"
-#include "lib/api/services/OrderService.client.pb.h"
-#include "lib/api/services/OrderService.pb.h"
-#include "lib/logging/logging.h"
-#include "lib/persistence/IStore.h"
-#include "lib/persistence/SqliteStore.h"
-#include "lib/utils/PBUtils.h"
-#include "lib/utils/TimeStamp.h"
-#include "lib/utils/bts_assert.h"
-#include "lib/utils/bts_no_copy.h"
+#include "spark/api/public/ServiceContext.h"
+#include "spark/api/services/AlgoDefinitionService.server.pb.h"
+#include "spark/api/services/OrderService.client.pb.h"
+#include "spark/api/services/OrderService.pb.h"
+#include "spark/logging/logging.h"
+#include "spark/persistence/IStore.h"
+#include "spark/persistence/SqliteStore.h"
+#include "spark/utils/PBUtils.h"
+#include "spark/utils/TimeStamp.h"
+#include "spark/utils/bts_assert.h"
+#include "spark/utils/bts_no_copy.h"
 #include <memory>
 
 #include <boost/tokenizer.hpp>

src/app_sparkd/sparkd/analytics/AnalyticsServiceServer.cpp

@@ -1,21 +1,19 @@
 #include "AnalyticsServiceServer.h"
-#include "lib/api/apicore.pb.h"
-#include "lib/api/services/AnalyticsService.pb.h"
-#include "lib/api/services/AnalyticsService.server.pb.h"
-#include "lib/api/services/ShellLatencyService.pb.h"
-#include "lib/logging/logging.h"
-#include "lib/persistence/IStore.h"
-#include "lib/persistence/SqliteStore.h"
-#include "lib/utils/PBUtils.h"
-#include "lib/utils/Puid.h"
-#include "lib/utils/TimeStamp.h"
-#include "lib/utils/bts_assert.h"
-#include "server/sparkd/algo/AlgoDefinitionServiceServer.h"
+#include "spark/api/apicore.pb.h"
+#include "spark/api/services/AnalyticsService.pb.h"
+#include "spark/api/services/AnalyticsService.server.pb.h"
+#include "spark/logging/logging.h"
+#include "spark/persistence/IStore.h"
+#include "spark/persistence/SqliteStore.h"
+#include "spark/utils/PBUtils.h"
+#include "spark/utils/TimeStamp.h"
+#include "spark/utils/bts_assert.h"
+#include "sparkd/algo/AlgoDefinitionServiceServer.h"
+
 #include <boost/algorithm/string.hpp>
 #include <boost/tokenizer.hpp>
 #include <chrono>
 #include <cstdint>
-#include <locale>
 #include <memory>
 #include <string>
 #include <tuple>

src/app_sparkd/sparkd/analytics/AnalyticsServiceServer.h

@@ -1,7 +1,7 @@
 #pragma once
 
-#include "lib/api/services/AnalyticsService.server.pb.h"
-#include "lib/utils/bts_no_copy.h"
+#include "spark/api/services/AnalyticsService.server.pb.h"
+#include "spark/utils/bts_no_copy.h"
 
 namespace bts {
 namespace api {

src/app_sparkd/sparkd/cmds/AdminReport.cpp

@@ -1,13 +1,13 @@
 #include "AdminReport.h"
 
-#include "lib/api/public/ServiceContext.h"
-#include "lib/config/config.h"
-#include "lib/config/protos/logging.pb.h"
-#include "lib/logging/logging.h"
-#include "lib/quickbus/quickbus.h"
+#include "spark/api/public/ServiceContext.h"
+#include "spark/config/config.h"
+#include "spark/config/protos/logging.pb.h"
+#include "spark/logging/logging.h"
+#include "spark/quickbus/quickbus.h"
 
-#include "lib/api/service_helpers/AdminServiceUtils.h"
-#include "lib/api/services/AdminService.client.pb.h"
+#include "spark/api/service_helpers/AdminServiceUtils.h"
+#include "spark/api/services/AdminService.client.pb.h"
 
 #include <algorithm>
 #include <boost/algorithm/string.hpp>

src/app_sparkd/sparkd/cmds/AutoCert.cpp

@@ -1,12 +1,12 @@
 #include "AutoCert.h"
-#include "lib/utils/PBUtils.h"
+#include "spark/utils/PBUtils.h"
 
-#include "lib/jetfix/common/InMsgBuffer.h"
-#include "lib/utils/bts_chrono.h"
-#include "lib/utils/datetime.h"
+#include "spark/jetfix/common/InMsgBuffer.h"
+#include "spark/utils/bts_chrono.h"
+#include "spark/utils/datetime.h"
 
-#include "lib/jetfix/codec/i32_toa.h"
-#include "lib/utils/SecureLogon.h"
+#include "spark/jetfix/codec/i32_toa.h"
+#include "spark/utils/SecureLogon.h"
 #include <boost/array.hpp>
 #include <boost/asio.hpp>
 #include <boost/filesystem.hpp>

src/app_sparkd/sparkd/cmds/CMECert.cpp

@@ -1,13 +1,13 @@
 #include "CMECert.h"
-#include "lib/logging/logging.h"
-#include "lib/orderman/ilink3/IL3Dispatcher.h"
-#include "lib/orderman/ilink3/IL3GW.h"
-#include "lib/orderman/ilink3/IL3Reactor.h"
-#include "lib/orderman/ilink3/ILink3Utils.h"
-#include "lib/os/os.h"
-#include "lib/utils/Dispatcher.h"
-#include "lib/utils/SecureLogon.h"
-#include "lib/utils/TimeStamp.h"
+#include "spark/logging/logging.h"
+#include "spark/orderman/ilink3/IL3Dispatcher.h"
+#include "spark/orderman/ilink3/IL3GW.h"
+#include "spark/orderman/ilink3/IL3Reactor.h"
+#include "spark/orderman/ilink3/ILink3Utils.h"
+#include "spark/os/os.h"
+#include "spark/utils/Dispatcher.h"
+#include "spark/utils/SecureLogon.h"
+#include "spark/utils/TimeStamp.h"
 #include <chrono>
 #include <fstream>
 #include <future>

src/app_sparkd/sparkd/cmds/ConfigCmd.cpp

@@ -1,6 +1,6 @@
 #include "ConfigCmd.h"
-#include "lib/config/ConfigQuerier.h"
-#include "lib/config/config.h"
+#include "spark/config/ConfigQuerier.h"
+#include "spark/config/config.h"
 
 namespace bts::cmds {
 

src/app_sparkd/sparkd/cmds/FIXSim.cpp

@@ -1,5 +1,5 @@
-#include "server/sparkd/cmds/FIXSim.h"
-#include "server/sparkd/exchange_sim/ExchangeSim.h"
+#include "sparkd/cmds/FIXSim.h"
+#include "sparkd/exchange_sim/ExchangeSim.h"
 
 namespace bts::cmds {
 

src/app_sparkd/sparkd/cmds/KeyCmd.cpp

@@ -1,18 +1,18 @@
 #include "KeyCmd.h"
 
-#include "lib/config/config.h"
-#include "lib/config/protos/keycode.pb.h"
-#include "lib/logging/logging.h"
-#include "lib/os/os.h"
-#include "lib/utils/AuthToken.h"
-#include "lib/utils/FileUtils.h"
-#include "lib/utils/bts_assert.h"
-#include "lib/utils/crypto/CryptoInit.h"
-#include "lib/utils/crypto/KeyCodeHelper.h"
-#include "lib/utils/crypto/PrivateKey.h"
-#include "lib/utils/crypto/PublicKey.h"
-#include "lib/utils/datetime.h"
-#include "lib/utils/helper_macros.h"
+#include "spark/config/config.h"
+#include "spark/config/protos/keycode.pb.h"
+#include "spark/logging/logging.h"
+#include "spark/os/os.h"
+#include "spark/utils/AuthToken.h"
+#include "spark/utils/FileUtils.h"
+#include "spark/utils/bts_assert.h"
+#include "spark/utils/crypto/CryptoInit.h"
+#include "spark/utils/crypto/KeyCodeHelper.h"
+#include "spark/utils/crypto/PrivateKey.h"
+#include "spark/utils/crypto/PublicKey.h"
+#include "spark/utils/datetime.h"
+#include "spark/utils/helper_macros.h"
 
 #include <boost/algorithm/string/replace.hpp>
 #include <boost/date_time/gregorian/gregorian.hpp>

src/app_sparkd/sparkd/cmds/ParseHistoricalFIX.cpp

@@ -1,10 +1,10 @@
 #include "ParseHistoricalFIX.h"
-#include "lib/jetfix/codec/FIXMsg.h"
-#include "lib/jetfix/codec/FIXParser.h"
-#include "lib/jetfix/codec/Fields.h"
-#include "lib/jetfix/codec/Group.h"
-#include "lib/jetfix/codec/MessageTypes.h"
-#include "lib/utils/bts_chrono.h"
+#include "spark/jetfix/codec/FIXMsg.h"
+#include "spark/jetfix/codec/FIXParser.h"
+#include "spark/jetfix/codec/Fields.h"
+#include "spark/jetfix/codec/Group.h"
+#include "spark/jetfix/codec/MessageTypes.h"
+#include "spark/utils/bts_chrono.h"
 
 #include <fstream>
 #include <unordered_map>

src/app_sparkd/sparkd/cmds/PrintHedgeOrders.cpp

@@ -1,7 +1,7 @@
-#include "server/sparkd/cmds/PrintHedgeOrders.h"
-#include "lib/api/services/OrderService.pb.h"
-#include "lib/persistence/SqliteStore.h"
-#include "lib/utils/PBUtils.h"
+#include "PrintHedgeOrders.h"
+#include "spark/api/services/OrderService.pb.h"
+#include "spark/persistence/SqliteStore.h"
+#include "spark/utils/PBUtils.h"
 
 namespace bts::cmds {
 

src/app_sparkd/sparkd/cmds/QuickTest.cpp

@@ -1,5 +1,5 @@
 #include "QuickTest.h"
-#include "lib/logging/logging.h"
+#include "spark/logging/logging.h"
 
 #include <thread>
 

src/app_sparkd/sparkd/cmds/Run.cpp

@@ -1,49 +1,42 @@
 #include "Run.h"
-#include "lib/api/public/ServiceContext.h"
-#include "lib/config/config.h"
-#include "lib/config/protos/ports.pb.h"
-#include "lib/config/protos/quickbus_cfg.pb.h"
-#include "lib/config/protos/toggles.pb.h"
-#include "lib/logging/logging.h"
-#include "lib/md/MBOProcessor.h"
-#include "lib/md/MBOServiceServer.h"
-#include "lib/md/MDClient.h"
-#include "lib/md/SyntheticSecurityService.h"
-#include "lib/md/relay/QueryServer.h"
-#include "lib/md/service/MarketDataServiceServer.h"
-#include "lib/metrics/metrics.h"
-#include "lib/metrics/system_metrics.h"
-#include "lib/orderman/OrderServiceServer.h"
-#include "lib/orderman/gateways/sim/SimExecutionGatewayFactory.h"
-#include "lib/orderman/order_factory/DynamicOrderRegistry.h"
-#include "lib/orderman/orders/algo/algo_orders/ProRataAlgo.h"
-#include "lib/orderman/orders/algo/algo_orders/ScratchAlgo.h"
-#include "lib/os/os.h"
-#include "lib/persistence/PersistenceServiceServer.h"
-#include "lib/plugin/SparkServices.h"
-#include "lib/plugin/plugin.h"
-#include "lib/quickbus/quickbus.h"
-#include "lib/tracing/PerfLog.h"
-#include "lib/utils/Dispatcher.h"
-#include "lib/utils/thread_manager.h"
+#include "spark/api/public/ServiceContext.h"
+#include "spark/config/config.h"
+#include "spark/config/protos/ports.pb.h"
+#include "spark/config/protos/quickbus_cfg.pb.h"
+#include "spark/logging/logging.h"
+#include "spark/md/MBOProcessor.h"
+#include "spark/md/MBOServiceServer.h"
+#include "spark/md/MDClient.h"
+#include "spark/md/SyntheticSecurityService.h"
+#include "spark/md/relay/QueryServer.h"
+#include "spark/md/service/MarketDataServiceServer.h"
+#include "spark/metrics/metrics.h"
+#include "spark/metrics/system_metrics.h"
+#include "spark/orderman/OrderServiceServer.h"
+#include "spark/orderman/events/TradeSummarySignalDispatcher.h"
+#include "spark/orderman/order_factory/DynamicOrderRegistry.h"
+#include "spark/persistence/PersistenceServiceServer.h"
+#include "spark/plugin/SparkServices.h"
+#include "spark/plugin/plugin.h"
+#include "spark/quickbus/core/Quickbus.h"
+#include "spark/tracing/PerfLog.h"
+#include "spark/utils/Dispatcher.h"
 #include "md/cmds/Run.h"
-#include "server/sparkd/algo/AlgoDefinitionServiceServer.h"
-#include "server/sparkd/analytics/AnalyticsServiceServer.h"
-#include "server/sparkd/http/WebServer.h"
-#include "server/sparkd/md/MarketDataAuxiliaryServiceServer.h"
-#include "server/sparkd/md/platforms/mdp3_onixs/TradeSummarySignalDispatcher.h"
-#include "server/sparkd/md/recording/MDRecorder.h"
-#include "server/sparkd/position/MarginServiceServer.h"
-#include "server/sparkd/position/PositionServiceServer.h"
-#include "server/sparkd/position/import/BasePositionServiceServer.h"
-#include "server/sparkd/position/import/MoneyFileServiceServer.h"
-#include "server/sparkd/subprocess/SubProcessRunner.h"
-#include "server/sparkd/support/ErrorReportService.h"
-#include "server/sparkd/support/ShellLatencyServer.h"
-#include "server/sparkd/user/AdminServiceServer.h"
-#include "server/sparkd/user/AuthServiceServer.h"
+#include "sparkd/algo/AlgoDefinitionServiceServer.h"
+#include "sparkd/analytics/AnalyticsServiceServer.h"
+#include "sparkd/http/WebServer.h"
+#include "sparkd/md/MarketDataAuxiliaryServiceServer.h"
+#include "sparkd/md/recording/MDRecorder.h"
+#include "sparkd/position/MarginServiceServer.h"
+#include "sparkd/position/PositionServiceServer.h"
+#include "sparkd/position/import/BasePositionServiceServer.h"
+#include "sparkd/position/import/MoneyFileServiceServer.h"
+#include "sparkd/subprocess/SubProcessRunner.h"
+#include "sparkd/support/ErrorReportService.h"
+#include "sparkd/support/ShellLatencyServer.h"
+#include "sparkd/user/AdminServiceServer.h"
+#include "sparkd/user/AuthServiceServer.h"
 
-#include <thread>
 
 namespace bts::cmds {
 

src/app_sparkd/sparkd/cmds/Span.cpp

@@ -1,17 +1,17 @@
 #include "Span.h"
 
-#include "server/sparkd/position/MarginServiceCore.h"
-#include "server/sparkd/position/Position.h"
-#include "server/sparkd/position/PositionAggregator.h"
+#include "sparkd/position/MarginServiceCore.h"
+#include "sparkd/position/Position.h"
+#include "sparkd/position/PositionAggregator.h"
 
-#include "lib/orderman/orderman_utils/orderman_common.h"
+#include "spark/orderman/orderman_utils/orderman_common.h"
 
-#include "lib/api/public/ServiceContext.h"
-#include "lib/api/services/AuthService.client.pb.h"
-#include "lib/config/config.h"
-#include "lib/domain_model/Security.pb.h"
-#include "lib/utils/Dispatcher.h"
-#include "lib/utils/helper_macros.h"
+#include "spark/api/public/ServiceContext.h"
+#include "spark/api/services/AuthService.client.pb.h"
+#include "spark/config/config.h"
+#include "spark/domain_model/Security.pb.h"
+#include "spark/utils/Dispatcher.h"
+#include "spark/utils/helper_macros.h"
 
 #include <condition_variable>
 #include <future>

src/app_sparkd/sparkd/cmds/TestPythonMdProviderCmd.cpp

@@ -0,0 +1,73 @@
+#include "TestPythonMdProviderCmd.h"
+#include "python_md/md_sink_impl.h"
+#include "python_md/py_md_executor.h"
+#include "spark/logging/logging.h"
+
+#include <pybind11/embed.h>
+#include <pybind11/pybind11.h>
+#include <string>
+#include <thread>
+
+using bts::md::py_interop::MdSinkImpl;
+using std::string;
+
+namespace bts::cmds {
+
+struct TestPythonMdProviderCmd::Args {
+   std::string py_md_provider;
+   std::vector<std::string> module_paths;
+};
+
+static void execute(
+    std::string py_md_provider, std::vector<std::string> module_paths) {
+   using namespace std::chrono_literals;
+   MdSinkImpl sink;
+   sink.set_securities_callback([](const auto &securities) {
+      LOG(md, Info, "Received securities: {}", securities.to_string());
+   });
+   sink.set_books_callback([](const auto &books) {
+      LOG(md, Info, "Received books: {}", books.to_string());
+   });
+   sink.set_trades_callback([](const auto &trades) {
+      LOG(md, Info, "Received trades: {}", trades.to_string());
+   });
+   try {
+      md::py_interop::PyMdExecutor py_md_exec{
+          std::move(py_md_provider), std::move(module_paths), &sink};
+      LOG(md, Info, "Starting py md executor.");
+      py_md_exec.start();
+      LOG(md, Info, "Stopping py md executor.");
+      py_md_exec.stop();
+      int i = 0;
+      while (true) {
+         std::cout << "Sleep loop count " << ++i << std::endl;
+         std::this_thread::sleep_for(3s);
+      }
+   } catch (const std::exception &ex) {
+      LOG(md, Error, "Py md executor threw: {}", string{ex.what()});
+   }
+}
+
+TestPythonMdProviderCmd::TestPythonMdProviderCmd()
+    : CLI::App("Test python md provider plugin", "test-py-md-provider"),
+      args_(std::make_unique<Args>()) {
+   add_option(
+       "--provider", args_->py_md_provider,
+       "Python md provider plugin (py file)");
+   add_option(
+       "--module-path", args_->module_paths, "Module path for python plugin");
+   callback([this]() {
+      if (args_->py_md_provider.empty()) {
+         args_->py_md_provider = "md_provider_impl.MdProviderImpl";
+      }
+      if (args_->module_paths.empty()) {
+         args_->module_paths.push_back(".");
+         args_->module_paths.push_back("./python_md_providers");
+      }
+      execute(std::move(args_->py_md_provider), std::move(args_->module_paths));
+   });
+}
+
+TestPythonMdProviderCmd::~TestPythonMdProviderCmd() = default;
+
+} // namespace bts::cmds

src/app_sparkd/sparkd/cmds/TestPythonMdProviderCmd.h

@@ -0,0 +1,22 @@
+#pragma once
+
+#include <CLI11/CLI11.hpp>
+#include <memory>
+
+namespace bts::cmds {
+
+/**
+ * This command is designed to run a quick sanity check on Python md provider C++ interop.
+ * It instantiates a python md provider (in C++) and calls <provider>.start() with a dummy
+ * sink that prints updates to console, but does not write md to shared memory.
+ */
+struct TestPythonMdProviderCmd : public CLI::App {
+   TestPythonMdProviderCmd();
+   ~TestPythonMdProviderCmd();
+
+ private:
+   struct Args;
+   std::unique_ptr<Args> args_;
+};
+
+} // namespace bts::cmds

src/app_sparkd/sparkd/cmds/Web.cpp

@@ -1,28 +1,27 @@
 #include "Web.h"
-#include "lib/api/public/ServiceContext.h"
-#include "lib/api/services/MarketDataService.pb.h"
-#include "lib/api/services/SyntheticSecurityService.pb.h"
-#include "lib/config/config.h"
-#include "lib/config/protos/market_data.pb.h"
-#include "lib/config/protos/ports.pb.h"
-#include "lib/config/protos/quickbus_cfg.pb.h"
-#include "lib/md/MBOProcessor.h"
-#include "lib/md/MDClient.h"
-#include "lib/md/SyntheticSecurityService.h"
-#include "lib/md/relay/QueryServer.h"
-#include "lib/metrics/metrics.h"
-#include "lib/metrics/system_metrics.h"
-#include "lib/quickbus/quickbus.h"
-#include "lib/tracing/PerfLog.h"
-#include "lib/utils/Dispatcher.h"
-#include "lib/utils/thread_manager.h"
+#include "spark/api/public/ServiceContext.h"
+#include "spark/api/services/MarketDataService.pb.h"
+#include "spark/api/services/SyntheticSecurityService.pb.h"
+#include "spark/config/config.h"
+#include "spark/config/protos/market_data.pb.h"
+#include "spark/config/protos/ports.pb.h"
+#include "spark/config/protos/quickbus_cfg.pb.h"
+#include "spark/md/MBOProcessor.h"
+#include "spark/md/MDClient.h"
+#include "spark/md/SyntheticSecurityService.h"
+#include "spark/md/relay/QueryServer.h"
+#include "spark/metrics/metrics.h"
+#include "spark/metrics/system_metrics.h"
+#include "spark/quickbus/quickbus.h"
+#include "spark/tracing/PerfLog.h"
+#include "spark/utils/Dispatcher.h"
+#include "spark/utils/thread_manager.h"
 #include "md/cmds/Cleanup.h"
 #include "md/cmds/Run.h"
-#include "server/sparkd/exchange_sim/ExchangeSim.h"
-#include "server/sparkd/http/WebServer.h"
-#include "server/sparkd/md/platforms/mdp3_onixs/TradeSummarySignalDispatcher.h"
-#include "server/sparkd/user/AdminServiceServer.h"
-#include "server/sparkd/user/AuthServiceServer.h"
+#include "sparkd/exchange_sim/ExchangeSim.h"
+#include "sparkd/http/WebServer.h"
+#include "sparkd/user/AdminServiceServer.h"
+#include "sparkd/user/AuthServiceServer.h"
 #include <optional>
 #include <string>
 #include <vector>

src/app_sparkd/sparkd/cmds/common/Validators.cpp

@@ -1,5 +1,5 @@
 #include "Validators.h"
-#include "lib/utils/FileUtils.h"
+#include "spark/utils/FileUtils.h"
 #include <fmt/format.h>
 
 namespace bts::cmds {

src/app_sparkd/sparkd/cmds/crypto/DeribitDemo.cpp

@@ -1,13 +1,12 @@
 #include "DeribitDemo.h"
-#include "DeribitDemoConfiguration.h"
-#include "lib/logging/logging.h"
-#include "server/sparkd/cmds/crypto/DeribitDemoListener.h"
+#include "spark/logging/logging.h"
+#include "sparkd/cmds/crypto/DeribitDemoListener.h"
+
 #include <csignal>
 #include <emumba-deribit-connector/deribit_exception.h>
 #include <emumba-deribit-connector/deribit_handler.h>
 #include <emumba-deribit-connector/deribit_listener.h>
 #include <emumba-deribit-connector/trading_session_interface.h>
-#include <list>
 
 namespace bts::cmds {
 

src/app_sparkd/sparkd/cmds/crypto/DeribitDemoCmd.cpp

@@ -1,7 +1,7 @@
 #include "DeribitDemoCmd.h"
 #include "DeribitDemo.h"
-#include "lib/config/config.h"
-#include "lib/os/os.h"
+#include "spark/config/config.h"
+#include "spark/os/os.h"
 #include <CLI11/CLI11.hpp>
 #include <functional>
 #include <optional>

src/app_sparkd/sparkd/cmds/crypto/DeribitDemoConfiguration.cpp

@@ -1,6 +1,6 @@
 #include "DeribitDemoConfiguration.h"
 #include "RapidJsonReader.h"
-#include "lib/logging/logging.h"
+#include "spark/logging/logging.h"
 #include "rapidjson/istreamwrapper.h"
 #include <emumba-deribit-connector/deribit_utils.h>
 #include <fstream>

src/app_sparkd/sparkd/cmds/crypto/DeribitDemoConfiguration.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "lib/core/FMT_IMPL.h"
+#include "system/FMT_IMPL.h"
 
 #include <emumba-deribit-connector/deribit_utils.h>
 #include <iostream>

src/app_sparkd/sparkd/cmds/crypto/DeribitDemoListener.cpp

@@ -1,12 +1,12 @@
 // #include "DeribitDemoListener.h"
-// #include "lib/utils/UNUSED_PARAM.h"
-// #include "lib/utils/overloaded.h"
+// #include "spark/utils/UNUSED_PARAM.h"
+// #include "spark/utils/overloaded.h"
 // #include "rapidjson/istreamwrapper.h"
 // #include "rapidjson/ostreamwrapper.h"
 // #include "rapidjson/stringbuffer.h"
 // #include "rapidjson/writer.h"
-// #include "server/sparkd/cmds/crypto/DeribitDemoConfiguration.h"
-// #include "server/sparkd/cmds/spartan/utils/FileUtils.h"
+// #include "sparkd/cmds/crypto/DeribitDemoConfiguration.h"
+// #include "sparkd/cmds/spartan/utils/FileUtils.h"
 // #include <cassert>
 // #include <emumba-deribit-connector/deribit_exception.h>
 // #include <emumba-deribit-connector/deribit_utils.h>

src/app_sparkd/sparkd/cmds/crypto/LiveLadderDemo.cpp

@@ -1,9 +1,9 @@
 #include "LiveLadderDemo.h"
-#include "lib/api/md/MarketDataConfig.pb.h"
-#include "server/sparkd/md/MarketDataGateway.h"
-#include "server/sparkd/md/MarketDataRegistration.h"
-#include "server/sparkd/md/listeners/LiveLadderPrinter.h"
-#include <vector>
+#include "spark/api/md/MarketDataConfig.pb.h"
+#include "sparkd/md/MarketDataGateway.h"
+#include "sparkd/md/listeners/LiveLadderPrinter.h"
+
+#include <thread>
 
 namespace bts::cmds {
 

src/app_sparkd/sparkd/cmds/crypto/LiveLadderDemoCmd.cpp

@@ -1,11 +1,11 @@
 #ifdef SPARK_ENABLE_CCAPI
 #include "LiveLadderDemoCmd.h"
 #include "LiveLadderDemo.h"
-#include "lib/api/md/MarketDataConfig.pb.h"
-#include "lib/io/ProtoReader.h"
-#include "lib/logging/logging.h"
-#include "server/sparkd/cmds/common/Validators.h"
-#include "server/sparkd/cmds/crypto/LiveLadderDemo.h"
+#include "spark/api/md/MarketDataConfig.pb.h"
+#include "spark/io/ProtoReader.h"
+#include "spark/logging/logging.h"
+#include "sparkd/cmds/common/Validators.h"
+#include "sparkd/cmds/crypto/LiveLadderDemo.h"
 #include <CLI11/CLI11.hpp>
 #include <optional>
 

src/app_sparkd/sparkd/cmds/crypto/RapidJsonReader.h

@@ -1,5 +1,5 @@
 #pragma once
-#include "lib/utils/bts_assert.h"
+#include "spark/utils/bts_assert.h"
 #include <rapidjson/document.h>
 #include <string>
 

src/app_sparkd/sparkd/cmds/md/cmds/Channels.cpp

@@ -1,5 +1,5 @@
 #include "Channels.h"
-#include "lib/md/cme/MDP3Utils.h"
+#include "spark/md/cme/MDP3Utils.h"
 
 namespace bts::cmds::md::cmds {
 

src/app_sparkd/sparkd/cmds/md/cmds/Cleanup.cpp

@@ -1,9 +1,9 @@
 #include "Cleanup.h"
-#include "lib/config/config.h"
-#include "lib/config/protos/market_data.pb.h"
-#include "lib/logging/logging.h"
-#include "lib/md/ShmSegmentName.h"
-#include "lib/md/protos/co2.pb.h"
+#include "spark/config/config.h"
+#include "spark/config/protos/market_data.pb.h"
+#include "spark/logging/logging.h"
+#include "spark/md/ShmSegmentName.h"
+#include "spark/md/protos/co2.pb.h"
 #include <boost/filesystem.hpp>
 #include <string>
 

src/app_sparkd/sparkd/cmds/md/cmds/Dump.cpp

@@ -1,12 +1,12 @@
 #include "Dump.h"
 #include "../common/SecurityTypeOption.h"
 #include "../common/VenueOption.h"
-#include "lib/config/config.h"
-#include "lib/config/protos/market_data.pb.h"
-#include "lib/domain_model/Security.pb.h"
-#include "lib/md/Diag/ShmDumper.h"
-#include "lib/md/ShmSegmentName.h"
-#include "lib/md/protos/co2.pb.h"
+#include "spark/config/config.h"
+#include "spark/config/protos/market_data.pb.h"
+#include "spark/domain_model/Security.pb.h"
+#include "spark/md/Diag/ShmDumper.h"
+#include "spark/md/ShmSegmentName.h"
+#include "spark/md/protos/co2.pb.h"
 #include <boost/algorithm/string.hpp>
 #include <iostream>
 #include <map>

src/app_sparkd/sparkd/cmds/md/cmds/DumpSecurity.cpp

@@ -1,10 +1,10 @@
 #include "DumpSecurity.h"
-#include "lib/config/protos/market_data.pb.h"
-#include "lib/domain_model/Security.pb.h"
-#include "lib/md/Diag/ShmDumper.h"
-#include "lib/md/SecurityDB.h"
-#include "lib/md/SymbolLoader.h"
-#include "lib/md/UserSymbol.h"
+#include "spark/config/protos/market_data.pb.h"
+#include "spark/domain_model/Security.pb.h"
+#include "spark/md/Diag/ShmDumper.h"
+#include "spark/md/SecurityDB.h"
+#include "spark/md/SymbolLoader.h"
+#include "spark/md/UserSymbol.h"
 #include <unordered_set>
 #include <vector>
 

src/app_sparkd/sparkd/cmds/md/cmds/Record.cpp

@@ -1,5 +1,5 @@
 #include "Record.h"
-#include "lib/md/relay/RelayRecorder.h"
+#include "spark/md/relay/RelayRecorder.h"
 #include <boost/filesystem.hpp>
 
 namespace bts::cmds::md::cmds {