rakurai excanges should automatically work on sim

Too long for Windows to clone externals (at least for the Windows Server
box running jenkins)

.env

@@ -29,6 +29,9 @@
 #     tools/deploy.sh --help
 #
 
+### Host/Runtime ###
+TZ=Etc/UTC
+
 ### Sparkd ###
 # The internal image for sparkd to use. For more info, view:
 #   src/server/sparkd/Dockerfile
@@ -38,6 +41,9 @@ SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
 # Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
 # Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
 # SPARKD__DATA_DIR=/home/bts/sparkdata/data
+# Mount volume or dir to "/md_recording" inside the docker. Defaults to volume
+# "sparkd_md_recording_<config_port>" (e.g., sparkd_md_recording_8000).
+# SPARKD__MD_RECORDING_DIR=/home/bts/md_recording
 SPARKD__SOURCE_DIR=install/sparkd-release-gcc
 SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
 SPARKD__CONFIG_PORT=8000
@@ -45,6 +51,8 @@ SPARKD__QUICKBUS_PORT=8001
 SPARKD__SIM_FIX_PORT=8002
 SPARKD__SHM_SIZE=4gb
 SPARKD__PYTHON_REQUIREMENTS=requirements.txt
+SPARKD__SPARKD_ENTRYPOINT=src/app_sparkd/sparkd-entrypoint.sh
+SPARKD__MAIN_ENTRYPOINT=./sparkd-entrypoint.sh
 
 ### PubSubServer ###
 PUBSUB__CONFIG_DIR=src/DataStreamSuite/PubSubServer/Configurations/Development

Spark.Api.Server.sln

@@ -51,6 +51,10 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\B
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{BC277499-8215-4F9F-B9AB-07B6391110BF}"
 EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "client", "client", "{70E3DCF5-A3C3-45A0-8F18-B01B2D446532}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_command_bridge", "src\client\spark_command_bridge\spark_command_bridge.csproj", "{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|x64 = Debug|x64
@@ -571,6 +575,30 @@ Global
 		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
 		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
 		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|x64.ActiveCfg = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|x64.Build.0 = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|Any CPU.Build.0 = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|x86.ActiveCfg = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Debug|x86.Build.0 = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|x64.ActiveCfg = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|x64.Build.0 = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|Any CPU.ActiveCfg = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|Any CPU.Build.0 = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|x86.ActiveCfg = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.MinSizeRel|x86.Build.0 = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|x64.ActiveCfg = Release|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|x64.Build.0 = Release|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|Any CPU.ActiveCfg = Release|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|Any CPU.Build.0 = Release|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|x86.ActiveCfg = Release|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.Release|x86.Build.0 = Release|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|x64.ActiveCfg = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|x64.Build.0 = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|Any CPU.Build.0 = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|x86.ActiveCfg = Debug|x64
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED}.RelWithDebInfo|x86.Build.0 = Debug|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -592,6 +620,8 @@ Global
 		{385C4948-E080-56A6-E29E-8B0F4913175C} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
 		{43FB297B-7A4D-4835-A878-E6DF345B580C} = {385C4948-E080-56A6-E29E-8B0F4913175C}
 		{BC277499-8215-4F9F-B9AB-07B6391110BF} = {385C4948-E080-56A6-E29E-8B0F4913175C}
+		{70E3DCF5-A3C3-45A0-8F18-B01B2D446532} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
+		{9CD13227-B4D7-45BC-B1C5-1D2ECD2E3AED} = {70E3DCF5-A3C3-45A0-8F18-B01B2D446532}
 	EndGlobalSection
 	GlobalSection(ExtensibilityGlobals) = postSolution
 		SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}

cmake/InitPythonModule.cmake

@@ -40,7 +40,13 @@ function(init_python_module)
   add_custom_command(
     OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
     DEPENDS ${_name} ${module_proj}
-    COMMAND PYTHONPATH=${CMAKE_CURRENT_BINARY_DIR} pybind11-stubgen --numpy-array-use-type-var --ignore-invalid-expressions '.*' ${_name}_module
+    COMMAND
+      ${CMAKE_COMMAND} -E env
+      "PYTHONPATH=${CMAKE_CURRENT_BINARY_DIR}"
+      ${Python3_EXECUTABLE} -m pybind11_stubgen
+      --numpy-array-use-type-var
+      --ignore-invalid-expressions '.*'
+      ${_name}_module
     COMMENT "Generating py stubs"
   )
   add_custom_target(

compose.yaml

@@ -2,6 +2,7 @@ services:
   sparkd:
     volumes:
       - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
     build:
       dockerfile: src/app_sparkd/Dockerfile
       args:
@@ -9,24 +10,38 @@ services:
         - SOURCE_DIR=${SPARKD__SOURCE_DIR}
         - CONFIG_DIR=${SPARKD__CONFIG_DIR}
         - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
     shm_size: "${SPARKD__SHM_SIZE:-512mb}"
-    command: >
-      sh -c "
-        echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/sparkd/data
-        if [ -e "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" ]; then
-          mv "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
-        fi
-        if [ -e "/home/bts/.local/share/bts/conf/.env.local" ]; then
-          echo 'Sourcing /home/bts/.local/share/bts/conf/.env.local'
-          set -a
-          . /home/bts/.local/share/bts/sparkd/conf/.env.local
-          set +a
-        fi
-        if [ -d /home/bts/.local/share/bts/sparkd/conf/plugins ]; then
-          echo 'Copying /home/bts/.local/share/bts/sparkd/conf/plugins to runtime dir (/home/bts/bin)'
-          cp -r /home/bts/.local/share/bts/sparkd/conf/plugins /home/bts/bin/
-        fi
-        ./sparkd run"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    ports:
+      - "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
+      - "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
+      - "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
+      - 8008:8008
+      - 8080:8080
+      - 9443:9443
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
+    deploy:
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-4gb}"
+
+  sparkd-shell:
+    volumes:
+      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
+    build:
+      dockerfile: docker/images/bluetradingsystems/linux_shell/Dockerfile
+      args:
+        - IMAGE=${SPARKD__IMAGE}
+        - SOURCE_DIR=${SPARKD__SOURCE_DIR}
+        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
+        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
+    shm_size: "${SPARKD__SHM_SIZE:-512mb}"
+    command: "do sleep 1; done"
     env_file:
       - .env
       - ${SPARKD__CONFIG_DIR}/.env
@@ -42,6 +57,7 @@ services:
   sparkd-symbols:
     volumes:
       - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
       - ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
     build:
       dockerfile: src/app_sparkd/Dockerfile
@@ -50,26 +66,8 @@ services:
         - SOURCE_DIR=${SPARKD__SOURCE_DIR}
         - CONFIG_DIR=${SPARKD__CONFIG_DIR}
         - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
     shm_size: "${SPARKD__SHM_SIZE:-512mb}"
-    command: >
-      sh -c "
-        echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/sparkd
-        if [ -e "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" ]; then
-          mv "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
-        fi
-        ls -alh /home/bts/.local/share/bts/sparkd/conf/
-        cat /home/bts/.local/share/bts/sparkd/conf/.env.local
-        if [ -e "/home/bts/.local/share/bts/sparkd/conf/.env.local" ]; then
-          echo 'Sourcing /home/bts/.local/share/bts/sparkd/conf/.env.local'
-          set -a
-          . /home/bts/.local/share/bts/sparkd/conf/.env.local
-          set +a
-        fi
-        if [ -d /home/bts/.local/share/bts/sparkd/conf/plugins ]; then
-          echo 'Copying /home/bts/.local/share/bts/sparkd/conf/plugins to runtime dir (/home/bts/bin)'
-          cp -r /home/bts/.local/share/bts/sparkd/conf/plugins /home/bts/bin/
-        fi
-        ./sparkd run"
     env_file:
       - .env
       - ${SPARKD__CONFIG_DIR}/.env
@@ -77,6 +75,36 @@ services:
       - "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
       - "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
       - "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
+      - 8008:8008
+      - 8080:8080
+      - 9443:9443
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
+    deploy:
+      restart_policy:
+        condition: any
+        delay: 3s
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-4gb}"
+  sparkd-multicast:
+    volumes:
+      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
+      - ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
+    build:
+      dockerfile: src/app_sparkd/Dockerfile
+      args:
+        - IMAGE=${SPARKD__IMAGE}
+        - SOURCE_DIR=${SPARKD__SOURCE_DIR}
+        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
+        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
+    shm_size: "${SPARKD__SHM_SIZE:-2048mb}"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    network_mode: "host"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
     deploy:
       restart_policy:
         condition: any
@@ -84,7 +112,6 @@ services:
       resources:
         limits:
           memory: "${SPARKD__MEMORY:-4gb}"
-
   sparkd-tail:
     image: bluetradingsystems/linux_dotnet8
     volumes:
@@ -195,3 +222,6 @@ volumes:
     name: "md_publisher_22019"
   historic_md:
     name: "historic_md"
+  md_recording:
+    name: "sparkd_md_recording_${SPARKD__CONFIG_PORT:-8000}"
+    external: true

docker/images/bluetradingsystems/linux_dotnet8/Dockerfile

@@ -8,6 +8,7 @@ RUN apt-get update && apt-get install -y ca-certificates
 RUN apt-get update && apt-get install -y libssh2-1-dev
 RUN apt-get update && apt-get install -y software-properties-common
 RUN apt-get update && apt-get install -y sudo
+RUN apt-get update && apt-get install -y tzdata
 
 # GCC
 ARG gcc_major=13
@@ -18,6 +19,13 @@ RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
 RUN apt-get update \
   && apt-get install -y dotnet8
 
+RUN apt-get update && apt-get install -y libpq-dev
+RUN apt-get update && apt-get install -y libsodium-dev
+RUN apt-get update && apt-get install -y fish
+RUN apt-get update && apt-get install -y less
+RUN apt-get update && apt-get install -y vim
+
+
 RUN locale-gen en_US.UTF-8
 
 ARG docker_user="bts"

docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile

@@ -98,7 +98,7 @@ RUN apt-get update && apt-get install -y libpcap0.8-dev
 RUN apt-get update && apt-get -y install libzstd-dev
 
 # Rakurai
-ARG RAKURAI_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/rakurai-dex-connector_0.0.5_amd64.deb"
+ARG RAKURAI_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/rakurai-dex-connector_0.0.12_amd64.deb"
 RUN --mount=type=secret,id=bitbucket_access_token \
   set -eux \
     && apt-get update \

docker/images/bluetradingsystems/linux_shell/Dockerfile

@@ -0,0 +1,11 @@
+FROM ubuntu:24.04
+
+ARG DEBIAN_FRONTEND=noninteractive
+
+RUN apt-get update && apt-get install -y \
+  fish \
+  less \
+  vim
+
+USER bts
+WORKDIR /home/bts

spark_client.sln

@@ -1,433 +1,306 @@
 
 Microsoft Visual Studio Solution File, Format Version 12.00
 # Visual Studio Version 17
-VisualStudioVersion = 17.3.32922.545
-MinimumVisualStudioVersion = 15.0.26124.0
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
-EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}"
-EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}"
-EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}"
-EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{51C40BA9-F226-4A35-939D-1ED6F5FF7299}"
-EndProject
+VisualStudioVersion = 17.0.31903.59
+MinimumVisualStudioVersion = 10.0.40219.1
 Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
 EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{684863A1-3396-4D31-A731-C0725CF07F4E}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{45292808-4EF3-4D4A-B3F5-B75C42EE5870}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{28A26DF7-5F7A-43A2-A548-B55FEBCC3958}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{7543386A-5EBA-4AF0-9E0F-35657B58557D}"
+EndProject
 Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{C13A5ABD-F739-4BE8-A2FE-511E989A5B43}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{90A48718-F6A7-4747-97EA-89632B451008}"
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+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}.Debug|x64.Build.0 = Debug|Any CPU
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}.Debug|x86.Build.0 = Debug|Any CPU
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}.Release|Any CPU.Build.0 = Release|Any CPU
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}.Release|x64.ActiveCfg = Release|Any CPU
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}.Release|x64.Build.0 = Release|Any CPU
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}.Release|x86.ActiveCfg = Release|Any CPU
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}.Release|x86.Build.0 = Release|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Debug|x64.Build.0 = Debug|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Debug|x86.Build.0 = Debug|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Release|Any CPU.Build.0 = Release|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Release|x64.ActiveCfg = Release|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Release|x64.Build.0 = Release|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Release|x86.ActiveCfg = Release|Any CPU
+		{B6070F41-8759-448B-B56D-A7D15D489569}.Release|x86.Build.0 = Release|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Debug|x64.Build.0 = Debug|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Debug|x86.Build.0 = Debug|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Release|Any CPU.Build.0 = Release|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Release|x64.ActiveCfg = Release|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Release|x64.Build.0 = Release|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Release|x86.ActiveCfg = Release|Any CPU
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449}.Release|x86.Build.0 = Release|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Debug|x64.Build.0 = Debug|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Debug|x86.Build.0 = Debug|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Release|Any CPU.Build.0 = Release|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Release|x64.ActiveCfg = Release|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Release|x64.Build.0 = Release|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Release|x86.ActiveCfg = Release|Any CPU
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}.Release|x86.Build.0 = Release|Any CPU
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Debug|Any CPU.Build.0 = Debug|x64
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Debug|x64.ActiveCfg = Debug|x64
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Debug|x64.Build.0 = Debug|x64
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Debug|x86.ActiveCfg = Debug|x64
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Debug|x86.Build.0 = Debug|x64
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Release|Any CPU.ActiveCfg = Release|x64
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Release|Any CPU.Build.0 = Release|x64
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+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Release|x64.Build.0 = Release|x64
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Release|x86.ActiveCfg = Release|x64
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Release|x86.Build.0 = Release|x64
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+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Debug|Any CPU.Build.0 = Debug|x64
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+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Debug|x64.Build.0 = Debug|x64
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Debug|x86.ActiveCfg = Debug|x64
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Debug|x86.Build.0 = Debug|x64
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|Any CPU.ActiveCfg = Release|x64
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|Any CPU.Build.0 = Release|x64
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|x64.ActiveCfg = Release|x64
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|x64.Build.0 = Release|x64
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|x86.ActiveCfg = Release|x64
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Release|x86.Build.0 = Release|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|Any CPU.Build.0 = Debug|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|x64.ActiveCfg = Debug|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|x64.Build.0 = Debug|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|x86.ActiveCfg = Debug|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Debug|x86.Build.0 = Debug|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|Any CPU.ActiveCfg = Release|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|Any CPU.Build.0 = Release|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x64.ActiveCfg = Release|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x64.Build.0 = Release|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x86.ActiveCfg = Release|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x86.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
 	EndGlobalSection
 	GlobalSection(NestedProjects) = preSolution
+		{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
+		{684863A1-3396-4D31-A731-C0725CF07F4E} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
+		{45292808-4EF3-4D4A-B3F5-B75C42EE5870} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
+		{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
+		{28A26DF7-5F7A-43A2-A548-B55FEBCC3958} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
+		{7543386A-5EBA-4AF0-9E0F-35657B58557D} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
 		{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
-		{1A5B8C5D-BADC-457E-819F-0050C44FE4D3} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
-		{2A0FBDE0-D870-4567-85BD-F7793A5862C6} = {1A5B8C5D-BADC-457E-819F-0050C44FE4D3}
-	EndGlobalSection
-	GlobalSection(ExtensibilityGlobals) = postSolution
-		SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
-	EndGlobalSection
-	GlobalSection(Performance) = preSolution
-		HasPerformanceSessions = true
+		{C13A5ABD-F739-4BE8-A2FE-511E989A5B43} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{F7C6F079-67BA-4899-9B43-D3F8C121D264} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{ECBAA198-EC93-4174-8156-BDA5F5E95042} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{B6070F41-8759-448B-B56D-A7D15D489569} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
+		{42C014A0-00C5-0620-8552-38912E891A7F} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3} = {42C014A0-00C5-0620-8552-38912E891A7F}
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
 	EndGlobalSection
 EndGlobal

src/DataStreamSuite/BooleanExpressions/Arguments/ArgumentComparer.cs

@@ -15,18 +15,21 @@ static class ArgumentComparer {
       }
       var obj1 = value1.GetValue(env);
       var obj2 = value2.GetValue(env);
-      if (obj1 is null) {
-         if (obj2 is null) {
+      if (isNullLike(obj1)) {
+         if (isNullLike(obj2)) {
             return 0;
          }
          return -1;
       }
-      if (obj2 is null) {
+      if (isNullLike(obj2)) {
          return 1;
       }
-      return compareObjs(obj1, obj2);
+      return compareObjs(obj1!, obj2!);
    }
 
+   static bool isNullLike(object? value) =>
+      value is null || DBNull.Value.Equals(value);
+
    static int compareObjs(object obj1, object obj2) {
       try {
          var typ1 = obj1.GetType();

src/DataStreamSuite/DataStream/BlueOrb/TimeSeriesStream.cs

@@ -15,7 +15,7 @@ namespace bts.BlueOrb {
       private int _size = 0;
 
       public TimeSeriesStream(ViewStream stream)
-         : this(stream, Int32.MaxValue) { }
+         : this(stream, 1000) { }
 
       public TimeSeriesStream(ViewStream stream, int size) {
          _stream = stream;
@@ -44,7 +44,7 @@ namespace bts.BlueOrb {
             ar.setValue("id", _id++);
             _table.add_row(ar);
          }
-         var dp_out =  BlueDataUtility.build_dp(_table, myLastValue as DataPacket);
+         var dp_out = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
          myFireEvent(dp_out);
       }
    }

src/DataStreamSuite/DataStream/Primitives/Distinct/DistinctRowEvaluator.cs

@@ -14,10 +14,8 @@ namespace BCG
 		public DistinctRowEvaluator(string colMapExpression, string[] columnNames)
          : base (colMapExpression, null, columnNames) {}
 
-
-      public override IBlueRow evaluate (DataPacket packet)
-      {
-         myOutputTable = myOutputTable == null ? new GroupByOutputTable (packet.schema) : myOutputTable;
+      public override IBlueRow? evaluate(IDataPacket packet) {
+         myOutputTable ??= new GroupByOutputTable(packet.Schema);
          string hashString = GroupByStream.getRepString (packet, myGroupByCols);
          if (packet.newRows.Count == 0)
             //if there are no rows for this group we remove the group from the output table

src/DataStreamSuite/DataStream/Primitives/GroupBy/GroupByEvaluator.cs

@@ -42,7 +42,7 @@ namespace BCG
          return retVal;
       }
 
-      public abstract IBlueRow evaluate (DataPacket dp) ;
+      public abstract IBlueRow? evaluate(IDataPacket dp);
       #endregion
 
       #region Helper methods

src/DataStreamSuite/DataStream/Primitives/GroupBy/GroupByStream.cs

@@ -8,12 +8,13 @@ namespace BCG {
    internal class GroupByStream : MethodDrivenStream {
       private class MyFuncGroupByEvaluator : IGroupByEvaluator {
          private string[] _groupby_cols;
-         private Func<DataPacket, IBlueRow> _groupby_func;
-         public MyFuncGroupByEvaluator(IEnumerable<string> groupby_cols, Func<DataPacket, IBlueRow> groupby_func) {
+         readonly Func<IDataPacket, IBlueRow> _groupby_func;
+         public MyFuncGroupByEvaluator(IEnumerable<string> groupby_cols, Func<IDataPacket, IBlueRow> groupby_func) {
             _groupby_cols = groupby_cols.ToArray();
             _groupby_func = groupby_func;
          }
-         public IBlueRow evaluate(DataPacket packet) { return _groupby_func(packet); }
+         public IBlueRow evaluate(IDataPacket packet) =>
+            _groupby_func(packet);
 
          public string[] groupByColumns { get { return _groupby_cols; } }
 
@@ -32,7 +33,7 @@ namespace BCG {
       private IBlueTableSchema myOutputSchema;
       private int myIdGenerator = 0;
 
-      public GroupByStream(ViewStream stream, IEnumerable<string> groupby_cols, Func<DataPacket, IBlueRow> groupby_func)
+      public GroupByStream(ViewStream stream, IEnumerable<string> groupby_cols, Func<IDataPacket, IBlueRow> groupby_func)
          : this(stream, new MyFuncGroupByEvaluator(groupby_cols, groupby_func)) { }
 
       public GroupByStream(ViewStream stream, IGroupByEvaluator groupByEvaluator)
@@ -187,11 +188,11 @@ namespace BCG {
          }
       }
 
-      public static string getRepString(DataPacket dp, string[] colNames) {
+      public static string getRepString(IDataPacket dp, string[] colNames) {
          return BlueDataUtility.rowToString(getRepRow(dp), colNames);
       }
 
-      public static IBlueRow getRepRow(DataPacket dp) {
+      public static IBlueRow getRepRow(IDataPacket dp) {
          if (dp.newRows.Count > 0)
             return BlueDataUtility.extractRow(dp.newRows, 0);
          else if (dp.addedRows.Count > 0)

src/DataStreamSuite/DataStream/Primitives/GroupBy/IGroupByEvaluator.cs

@@ -1,5 +1,3 @@
-using System;
-
 namespace BCG
 {
    /// <summary>
@@ -14,7 +12,7 @@ namespace BCG
       /// deletetion) and the added and deletedRows being the increments. If a group has
       /// to be totally removed then a null should be returned
       /// </summary>
-      IBlueRow evaluate (DataPacket packet);
+      IBlueRow? evaluate(IDataPacket packet);
 
       /// <summary>
       /// Returns the columns (belonging to the original schema) on which this IGroupByEvaluator

src/DataStreamSuite/DataStream/Primitives/GroupBy/MaxGroupByEvaluator.cs

@@ -14,9 +14,8 @@ namespace BCG {
         public MaxGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
            : base(colMapEpression, outputCol, groupByCols) { }
 
-        public override IBlueRow evaluate(DataPacket dp) {
-            myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) :
-               myOutputTable;
+        public override IBlueRow? evaluate(IDataPacket dp) {
+            myOutputTable ??= new GroupByOutputTable(dp.Schema);
             string hashString = BlueDataUtility.rowToString(GroupByStream.getRepRow(dp), myGroupByCols);
             IBlueRow currMaxRow = myOutputTable.getRow(hashString);
             IBlueRow maxRow = BlueDataUtility.computeMaxRow(dp.deletedRows, myOutputColumn);

src/DataStreamSuite/DataStream/Primitives/GroupBy/MinGroupByEvaluator.cs

@@ -1,7 +1,3 @@
-using System;
-
-using BCG.Utilities;
-
 namespace BCG {
     public class MinGroupByEvaluator : MaxGroupByEvaluator {
         public MinGroupByEvaluator(string outputCol, string[] groupByCols)
@@ -10,8 +6,8 @@ namespace BCG {
         public MinGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols) :
            base(colMapEpression, outputCol, groupByCols) { }
 
-        public override IBlueRow evaluate(DataPacket dp) {
-            myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
+        public override IBlueRow? evaluate(IDataPacket dp) {
+            myOutputTable ??= new GroupByOutputTable(dp.Schema);
             string stringRep = BlueDataUtility.rowToString(GroupByStream.getRepRow(dp), myGroupByCols);
             IBlueRow currMinRow = myOutputTable.getRow(stringRep);
             IBlueRow minRow = BlueDataUtility.computeMinRow(dp.deletedRows, myOutputColumn);

src/DataStreamSuite/DataStream/Primitives/GroupBy/SumGroupByEvaluator.cs

@@ -1,5 +1,3 @@
-using System;
-
 namespace BCG {
     /// <summary>
     /// Computes the sum for a given column
@@ -10,8 +8,8 @@ namespace BCG {
         public SumGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
            : base(colMapEpression, outputCol, groupByCols) { }
 
-        public override IBlueRow evaluate(DataPacket dp) {
-            myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
+        public override IBlueRow evaluate(IDataPacket dp) {
+            myOutputTable ??= new GroupByOutputTable(dp.Schema);
 
             IBlueRow sumRow = BlueDataUtility.computeSum(dp.newRows, myOutputColumn);
             return sumRow;
@@ -33,7 +31,7 @@ namespace BCG {
 
         #region IGroupByEvaluator Members
 
-        public IBlueRow evaluate(DataPacket packet) { return BlueDataUtility.computeSum(packet.newRows, myOutputCols); }
+        public IBlueRow evaluate(IDataPacket packet) => BlueDataUtility.computeSum(packet.newRows, myOutputCols);
 
         public string[] groupByColumns { get { return myGroupByCols; } }
 
@@ -51,9 +49,8 @@ namespace BCG {
         public SumGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
            : base(colMapEpression, outputCol, groupByCols) { }
 
-        public override IBlueRow evaluate(DataPacket dp) {
-            myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
-
+        public override IBlueRow evaluate(IDataPacket dp) {
+            myOutputTable ??= new GroupByOutputTable(dp.Schema);
             IBlueRow sumRow = BlueDataUtility.computeSum<T>(dp.newRows, myOutputColumn);
             return sumRow;
         }
@@ -68,7 +65,7 @@ namespace BCG {
 
         #region IGroupByEvaluator Members
 
-        public IBlueRow evaluate(DataPacket packet) { return BlueDataUtility.computeSum<T>(packet.newRows, myOutputCols); }
+        public IBlueRow evaluate(IDataPacket packet) => BlueDataUtility.computeSum<T>(packet.newRows, myOutputCols);
 
         public string[] groupByColumns { get { return myGroupByCols; } }
 

src/DataStreamSuite/DataStream/Primitives/Map/GlobalMapStream.cs

@@ -2,6 +2,8 @@ using BCG;
 
 using MongoDB.Driver.Core.WireProtocol.Messages;
 
+using Spark.Core.Diagnostics;
+
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -37,7 +39,7 @@ namespace bts {
       }
 
       void _handle_stream_update(object dp_obj) {
-         DataPacket dp = dp_obj as DataPacket;
+         var dp = ExceptionAssert.Argument.Is<IDataPacket>(dp_obj);
          IDictionary<int, List<IBlueRow>> groups = !String.IsNullOrEmpty(_group_by_col) ?
          BlueDataUtility.group_together(dp.newRows, new string[] { _group_by_col })
          :

src/DataStreamSuite/DataStreamCore/ViewStreamDatabase.cs

@@ -117,6 +117,9 @@ namespace BCG {
                      addWorker(op.w);
                   else
                      removeWorker(op.w);
+            }
+            catch (InvalidOperationException ex) {
+               bts.Log.Gen.error($"ViewStreamDatabase worker collection was modified during enumeration: {ex}");
             } finally {
                _pending_worker_ops.Clear();
                _is_worker_call_in_progress = false;

src/DataStreamSuite/DataStreamPublisher/Services/DataStreamPublisherService.cs

@@ -8,11 +8,11 @@ using Bts.DataStreamCore;
 using Bts.DataStreamExpressions;
 using Bts.PubSub;
 
+using global::Spark.Core.Disposables;
+
 using Microsoft.Extensions.Hosting;
 using Microsoft.Extensions.Options;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Collections.Generic;
 using System.Linq;

src/DataStreamSuite/DataStreamQueryAnalyzer/Program.cs

@@ -8,6 +8,7 @@ using Bts.PubSub.Services;
 using Microsoft.Extensions.DependencyInjection;
 using Microsoft.Extensions.Hosting;
 
+using Spark.Api.MarketData;
 using Spark.Api.Services;
 using Spark.Core.Services;
 

src/DataStreamSuite/DataStreamTests/TestDriverStream.cs

@@ -5,7 +5,7 @@ using BCG.Utilities.General;
 
 using Bts.DataStreamCore;
 
-using Spark.Core.Collections;
+using global::Spark.Core.Collections;
 
 public class TestDriverStream : ViewStream, IWorker {
    readonly IBlueTableSchema schema;

src/DataStreamSuite/SharedStreams/BlueOrb/CrossExchangeSymbolMatcherStream.cs

@@ -1,5 +1,7 @@
 namespace bts.BlueOrb {
     using System;
+    using System.Collections.Generic;
+    using System.IO;
 
     using BCG;
 
@@ -10,7 +12,14 @@ namespace bts.BlueOrb {
 
    [LiveMarketDataStream]
     public class CrossExchangeSymbolMatcherStream : ViewStream {
-        public CrossExchangeSymbolMatcherStream([MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler) {
+        const string CanonicalSymbolColumn = "canonical_symbol";
+        readonly CrossExchangeSymbolAliasResolver symbolAliasResolver;
+
+        public CrossExchangeSymbolMatcherStream([MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler)
+            : this(mdClient, scheduler, null) { }
+
+        public CrossExchangeSymbolMatcherStream([MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler, string? symbolAliasConfigFile) {
+            symbolAliasResolver = CrossExchangeSymbolAliasResolver.Load(ResolveSymbolAliasConfigFile(symbolAliasConfigFile));
             ViewStream r;
             ViewStream okx_usdc;
             ViewStream okx_usdt;
@@ -24,6 +33,9 @@ namespace bts.BlueOrb {
             r = new InstrumentsStream(mdClient, scheduler);
             r = new DateTimeExpanstionStream(r,
                                               "expiration");
+            r = new MapStream(r,
+                              _add_canonical_symbol_schema,
+                              _add_canonical_symbol_row);
             okx_usdc = new FilterStream(r,
                                          "venue='Okx' and sec~='USDC'");
             okx_usdc = new AddColumnsStream(okx_usdc,
@@ -63,7 +75,7 @@ namespace bts.BlueOrb {
                                       r,
                                       "");
             r = new FilterStream(r,
-                                  "left_venue!=right_venue and left_symbol=right_symbol and left_cur=right_cur and left_sec_type=right_sec_type");
+                                  "left_venue!=right_venue and left_canonical_symbol=right_canonical_symbol and left_cur=right_cur and left_sec_type=right_sec_type");
             perps = new FilterStream(r,
                                       "left_expiration_year=2100 and right_expiration_year=2100");
             perps = new FilterStream(perps,
@@ -78,5 +90,127 @@ namespace bts.BlueOrb {
 
             mySetRealSource(r);
         }
+
+        static string ResolveSymbolAliasConfigFile(string? symbolAliasConfigFile) {
+            if (!string.IsNullOrWhiteSpace(symbolAliasConfigFile)) {
+                return symbolAliasConfigFile;
+            }
+
+            var home = Environment.GetEnvironmentVariable("HOME");
+            if (!string.IsNullOrWhiteSpace(home)) {
+                var sparkdConf = Path.Combine(home, ".local", "share", "bts", "sparkd", "conf", "cross_exchange_symbol_aliases.conf");
+                if (File.Exists(sparkdConf)) {
+                    return sparkdConf;
+                }
+            }
+
+            var appData = Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData);
+            if (!string.IsNullOrWhiteSpace(appData)) {
+                var appDataConf = Path.Combine(appData, "bts", "conf", "cross_exchange_symbol_aliases.conf");
+                if (File.Exists(appDataConf)) {
+                    return appDataConf;
+                }
+            }
+
+            return !string.IsNullOrWhiteSpace(home)
+                ? Path.Combine(home, ".local", "share", "bts", "sparkd", "conf", "cross_exchange_symbol_aliases.conf")
+                : "cross_exchange_symbol_aliases.conf";
+        }
+
+        IBlueTableSchema _add_canonical_symbol_schema(IBlueTableSchema schema) =>
+            BlueDataUtility.add_column(schema, CanonicalSymbolColumn, typeof(string));
+
+        IBlueRow _add_canonical_symbol_row(IBlueRow row) {
+            var rv = new MutableBlueRow(_add_canonical_symbol_schema(row.schema), row);
+            rv.setValue(CanonicalSymbolColumn, symbolAliasResolver.Canonicalize(row.get<string>("symbol")));
+            return rv;
+        }
+    }
+
+    public sealed class CrossExchangeSymbolAliasResolver {
+        static readonly System.Text.RegularExpressions.Regex TokenRegex =
+            new(@"[A-Za-z0-9]+|[^A-Za-z0-9]+", System.Text.RegularExpressions.RegexOptions.Compiled);
+
+        readonly IReadOnlyDictionary<string, string> aliases;
+
+        CrossExchangeSymbolAliasResolver(IReadOnlyDictionary<string, string> aliases) =>
+            this.aliases = aliases;
+
+        public static CrossExchangeSymbolAliasResolver Load(string configFilePath) {
+            if (!File.Exists(configFilePath)) {
+                Log.Gen.warn($"CrossExchangeSymbolMatcherStream alias config not found: {configFilePath}");
+                return new CrossExchangeSymbolAliasResolver(new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase));
+            }
+
+            var aliases = new Dictionary<string, string>(StringComparer.OrdinalIgnoreCase);
+            foreach (var rawLine in File.ReadLines(configFilePath)) {
+                var line = StripComments(rawLine).Trim();
+                if (line.Length == 0) {
+                    continue;
+                }
+
+                if (!TryParseAlias(line, out var alias, out var canonical)) {
+                    Log.Gen.warn($"CrossExchangeSymbolMatcherStream skipping invalid alias line: '{rawLine}'");
+                    continue;
+                }
+
+                aliases[NormalizeToken(alias)] = NormalizeToken(canonical);
+            }
+
+            return new CrossExchangeSymbolAliasResolver(aliases);
+        }
+
+        public string Canonicalize(string? symbol) {
+            if (string.IsNullOrWhiteSpace(symbol)) {
+                return string.Empty;
+            }
+
+            var rv = new System.Text.StringBuilder(symbol.Length);
+            foreach (System.Text.RegularExpressions.Match match in TokenRegex.Matches(symbol)) {
+                var token = match.Value;
+                if (IsToken(token)) {
+                    var normalized = NormalizeToken(token);
+                    rv.Append(aliases.TryGetValue(normalized, out var canonical) ? canonical : normalized);
+                } else {
+                    rv.Append(token);
+                }
+            }
+            return rv.ToString();
+        }
+
+        static bool TryParseAlias(string line, out string alias, out string canonical) {
+            var match = System.Text.RegularExpressions.Regex.Match(line, @"^(?<alias>.+?)\s*(?:=|:|->)\s*(?<canonical>.+)$");
+            if (match.Success) {
+                alias = match.Groups["alias"].Value.Trim();
+                canonical = match.Groups["canonical"].Value.Trim();
+                return alias.Length > 0 && canonical.Length > 0;
+            }
+
+            var parts = line.Split((char[]?)null, StringSplitOptions.RemoveEmptyEntries);
+            if (parts.Length == 2) {
+                alias = parts[0];
+                canonical = parts[1];
+                return true;
+            }
+
+            alias = string.Empty;
+            canonical = string.Empty;
+            return false;
+        }
+
+        static string StripComments(string line) {
+            var commentIdx = line.IndexOf('#');
+            var slashIdx = line.IndexOf("//", StringComparison.Ordinal);
+            if (slashIdx >= 0 && (commentIdx < 0 || slashIdx < commentIdx)) {
+                commentIdx = slashIdx;
+            }
+            return commentIdx >= 0 ? line[..commentIdx] : line;
+        }
+
+        static bool IsToken(string token) =>
+            token.Length > 0 && char.IsLetterOrDigit(token[0]);
+
+        static string NormalizeToken(string token) =>
+            token.Trim().ToUpperInvariant();
     }
 }

src/DataStreamSuite/SharedStreams/BlueOrb/FeeAdjustedCrossExchangeArbDiscoveryStream.cs

@@ -0,0 +1,31 @@
+namespace bts.BlueOrb {
+   using BCG;
+   using Bts.DataStreamCore;
+   using Bts.PubSub;
+   using Spark.Api.MarketData;
+
+   [LiveMarketDataStream]
+   public class FeeAdjustedCrossExchangeArbDiscoveryStream : ViewStream {
+      public FeeAdjustedCrossExchangeArbDiscoveryStream(
+         [MarketDataClientParam] IMarketDataClient mdClient,
+         IWorkScheduler scheduler) {
+         ViewStream r = new CrossExchangeArbDiscoveryStream(mdClient, scheduler);
+         r = new AddColumnsStream(r, "fee:0.0002");
+         r = new AddColumnsStream(r, "capital_available:100000");
+         r = new MathStream(r, """
+            left_leg_cost = left_bid_price*left_bid_qty*left_cpp;
+            right_leg_cost = right_bid_price*right_bid_qty*right_cpp;
+            total_cost = left_leg_cost + right_leg_cost;
+            total_fees = total_cost * fee;
+            fee_adjusted_arb = arb-total_fees;
+            possible_arb = fee_adjusted_arb*(Min(capital_available,total_cost)/total_cost);
+            """);
+         r = new FilterStream(r, "arb>0");
+         r = new TimeSeriesStream(r);
+         r = new ProjectStream(r,
+            "spread_name, left_sec_name,left_venue,right_sec_name,right_venue,arb, fee_adjusted_arb, timestamp");
+
+         mySetRealSource(r);
+      }
+   }
+}

src/DataStreamSuite/SharedStreams/BlueOrb/MarketData/BookSchemaBuilder.cs

@@ -5,10 +5,9 @@ using BCG;
 using bts.api;
 using bts.md;
 
-using Bts.DataStream;
 using Bts.DataStreamCore;
 
-using Spark.Api.MarketData;
+using global::Spark.Api.MarketData;
 
 public class BookSchemaBuilder {
    public int NumLevels { get; set; } = 5;

src/DataStreamSuite/SharedStreams/BlueOrb/WellKnownColumns.cs

@@ -2,7 +2,7 @@ namespace Bts.SharedStreams;
 
 using bts.api;
 
-using Spark.Api.Orders;
+using global::Spark.Api.Orders;
 
 public static class WellKnownColumns {
    public static (string Name, Type Type) AskNotional => (WellKnownColumnNames.AskNotional, typeof(double));

src/Directory.Build.props

@@ -17,7 +17,7 @@
     <ShowMissingItemTypes>false</ShowMissingItemTypes>
     <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
     <EnablePreviewFeatures>true</EnablePreviewFeatures>
-    <LangVersion>11</LangVersion>
+    <LangVersion>12</LangVersion>
     <UseProjectRefs Condition="'$(UseProjectRefs)' == ''">true</UseProjectRefs>
     <SparkVersion Condition="'$(SparkVersion)' == ''">3.2.0-preview</SparkVersion>
     <Version>$(SparkVersion)</Version>

src/Directory.Build.targets

@@ -187,4 +187,32 @@
       Name="Test"
       DependsOnTargets="Build"></Target>
 
+  <ItemGroup Condition="Exists('@(NativeWindowsAsset)')">
+    <Content Include="@(NativeWindowsAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>%(FileName)%(Extension)</TargetPath>
+      <Pack>false</Pack>
+    </Content>
+    <Content Include="@(NativeWindowsAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>runtimes/win-x64/native/%(FileName)%(Extension)</TargetPath>
+      <Pack>true</Pack>
+      <PackagePath>runtimes/win-x64/native</PackagePath>
+    </Content>
+  </ItemGroup>
+
+  <ItemGroup Condition="Exists('@(NativeLinuxAsset)')">
+    <Content Include="@(NativeLinuxAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>%(FileName)%(Extension)</TargetPath>
+      <Pack>false</Pack>
+    </Content>
+    <Content Include="@(NativeLinuxAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>runtimes/linux-x64/native/%(FileName)%(Extension)</TargetPath>
+      <Pack>true</Pack>
+      <PackagePath>runtimes/linux-x64/native</PackagePath>
+    </Content>
+  </ItemGroup>
+
 </Project>

src/Spark.Admin.WebApp/src/Accounts/Types.fs

@@ -17,7 +17,9 @@ type Tab =
   | PositionManagementTab
   | MarginTab
 
-let venues = [| Venue.BINANCE; Venue.BinanceUs; Venue.BinanceUsdsFutures; Venue.BYBIT; Venue.CBOE; Venue.COINBASE; Venue.DERIBIT; Venue.GATEIO; Venue.OKX; Venue.GLBX; Venue.ICE; Venue.TAIFEX; Venue.TWSE; Venue.SIM; |]
+// BEGIN GENERATED ADMIN VENUES
+let venues = [| Venue.BINANCE; Venue.BinanceUs; Venue.BinanceUsdsFutures; Venue.BYBIT; Venue.CBOE; Venue.COINBASE; Venue.DERIBIT; Venue.GATEIO; Venue.GLBX; Venue.ICE; Venue.OKX; Venue.ORCA; Venue.PHOENIX; Venue.RAYDIUM; Venue.SIM; Venue.TAIFEX; Venue.TWSE; |]
+// END GENERATED ADMIN VENUES
 
 let securityTypes = [| SecurityType.SPOT; SecurityType.FUTURE; SecurityType.OPTION; SecurityType.SPREAD; |]
 
@@ -94,6 +96,16 @@ type OkxExchangeField =
   | Origin of CustomerOrFirm
   | ClearingAccount of string
 
+type OrcaExchangeField =
+  | CTI of CTICode
+  | Origin of CustomerOrFirm
+  | ClearingAccount of string
+
+type RaydiumExchangeField =
+  | CTI of CTICode
+  | Origin of CustomerOrFirm
+  | ClearingAccount of string
+
 type SIMExchangeField =
   | CTI of CTICode
   | Origin of CustomerOrFirm

src/Spark.Admin.WebApp/src/Accounts/View.fs

@@ -801,8 +801,11 @@ let venueToString (venue:bts.api.Venue) =
     | bts.api.Venue.GATEIO -> "GATEIO"
     | bts.api.Venue.FTX -> "FTX"
     | bts.api.Venue.OKX -> "OKX"
+    | bts.api.Venue.ORCA -> "ORCA"
+    | bts.api.Venue.RAYDIUM -> "RAYDIUM"
     | bts.api.Venue.TAIFEX -> "TAIFEX"
     | bts.api.Venue.TWSE -> "TWSE"
+    | value -> sprintf "%O" value
 
 let exchange_display expirationNameList =
   let s = sprintf "%O" expirationNameList.product.exchange

src/app_sparkd/CMakeLists.txt

@@ -37,6 +37,45 @@ protobuf_generate_cpp(
 )
 add_executable(sparkd ${${PROJECT_NAME}_SOURCES} ${${PROJECT_NAME}_PROTO_CXX_SOURCES})
 
+find_package(PkgConfig REQUIRED)
+pkg_check_modules(
+  emumba-deribit-connector-library
+  REQUIRED
+  IMPORTED_TARGET
+  emumba-deribit-connector
+)
+pkg_check_modules(
+  rakurai-dex-connector-library
+  REQUIRED
+  IMPORTED_TARGET
+  rakurai-dex-connector
+)
+# Rakurai's static dex SDK uses hidapi's libudev backend. Keep this explicit so
+# existing CMake build trees also pick up the dependency when the connector's
+# pkg-config metadata changes between package versions.
+find_library(RAKURAI_UDEV_LIBRARY NAMES udev libudev.so.1 REQUIRED)
+
+# The Rakurai package currently publishes a bare `udev` dependency. Minimal
+# runtime images only contain libudev.so.1, so replace that entry with the
+# resolved library while preserving its position after Rakurai's static SDK.
+get_target_property(
+  RAKURAI_LINK_LIBRARIES
+  PkgConfig::rakurai-dex-connector-library
+  INTERFACE_LINK_LIBRARIES
+)
+set(RAKURAI_RESOLVED_LINK_LIBRARIES)
+foreach(RAKURAI_LINK_LIBRARY IN LISTS RAKURAI_LINK_LIBRARIES)
+  if(RAKURAI_LINK_LIBRARY STREQUAL "udev" OR RAKURAI_LINK_LIBRARY STREQUAL "-ludev")
+    list(APPEND RAKURAI_RESOLVED_LINK_LIBRARIES ${RAKURAI_UDEV_LIBRARY})
+  else()
+    list(APPEND RAKURAI_RESOLVED_LINK_LIBRARIES ${RAKURAI_LINK_LIBRARY})
+  endif()
+endforeach()
+set_property(
+  TARGET PkgConfig::rakurai-dex-connector-library
+  PROPERTY INTERFACE_LINK_LIBRARIES ${RAKURAI_RESOLVED_LINK_LIBRARIES}
+)
+
 # include paths
 target_include_directories(
   sparkd
@@ -44,11 +83,9 @@ target_include_directories(
     $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
     $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>/include
     $<BUILD_INTERFACE:${emumba-deribit-connector-library_INCLUDE_DIRS}>
+    $<BUILD_INTERFACE:${rakurai-dex-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)
@@ -127,7 +164,8 @@ target_link_libraries(
   python_interop
   python_interop_module
   databento::databento
-  ${emumba-deribit-connector-library_LIBRARIES}
+  PkgConfig::emumba-deribit-connector-library
+  PkgConfig::rakurai-dex-connector-library
   tbb
   quickfix
   benchmark
@@ -140,6 +178,11 @@ target_link_libraries(
   -static-libstdc++
   -pthread)
 
+# Both vendor static connector archives currently export the same global
+# `print_books` symbol. Allow that duplicate so sparkd can link until the
+# upstream packages make the symbol internal or rename it.
+target_link_options(${PROJECT_NAME} PRIVATE -Wl,--allow-multiple-definition)
+
 # Onixs
 target_link_libraries(
   ${PROJECT_NAME}

src/app_sparkd/Dockerfile

@@ -2,12 +2,14 @@ ARG IMAGE="sparkd"
 ARG CONFIG_DIR="src/app_sparkd/configurations/dev"
 ARG SOURCE_DIR="install/sparkd-release-gcc"
 ARG PYTHON_REQUIREMENTS="requirements.txt"
+ARG SPARKD_ENTRYPOINT="src/app_sparkd/sparkd-entrypoint.sh"
 
 # sparkd_base
 FROM bluetradingsystems/linux_dotnet8 AS sparkd_base
 ARG CONFIG_DIR
 ARG SOURCE_DIR
 ARG PYTHON_REQUIREMENTS
+ARG SPARKD_ENTRYPOINT
 
 USER "root"
 RUN apt-get update && apt-get install -y liblttng-ust-dev
@@ -21,6 +23,7 @@ RUN pip3 install -r "/home/bts/bin/requirements.txt"
 USER "bts"
 COPY --chown=bts:bts "${SOURCE_DIR}" "."
 COPY --chown=bts:bts "${CONFIG_DIR}" "/home/bts/.local/share/bts/sparkd/conf"
+COPY --chown=bts:bts "${SPARKD_ENTRYPOINT}" "/home/bts/bin/sparkd-entrypoint.sh"
 WORKDIR "/home/bts/bin"
 
 # sparkd
@@ -35,6 +38,10 @@ COPY --chown=bts:bts "${MD_RECORDING_DIR}" "/home/bts/.local/share/bts/sparkd/da
 FROM bluetradingsystems/linux_dotnet8 AS sparkd_symbols
 ARG SOURCE_DIR
 ARG PYTHON_REQUIREMENTS="requirements.txt"
+ARG SPARKD_ENTRYPOINT
+
+ENV DOTNET_ENVIRONMENT=Development
+RUN dotnet dev-certs https --trust
 
 USER "root"
 RUN apt-get update && apt-get install -y liblttng-ust-dev
@@ -47,6 +54,7 @@ RUN pip3 install -r "/home/bts/bin/requirements.txt"
 
 USER "bts"
 COPY --chown=bts:bts "${SOURCE_DIR}" "."
+COPY --chown=bts:bts "${SPARKD_ENTRYPOINT}" "/home/bts/bin/sparkd-entrypoint.sh"
 WORKDIR "/home/bts/bin"
 
 # selected image

src/app_sparkd/configurations/dex_dev/.env

@@ -0,0 +1,3 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dex_dev
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/dex_dev/requirements.txt
+SPARKD__SHM_SIZE=2gb

src/app_sparkd/configurations/dex_dev/README.txt

@@ -0,0 +1,2 @@
+* Connects to raydium and orca for dex
+* Execution is SIM

src/app_sparkd/configurations/dex_dev/config.json

@@ -0,0 +1,22 @@
+{
+    "app_logging": {
+        "severity": "trace",
+        "file": false,
+        "console": true
+    },
+    "dex": [
+        {
+            "id": "orca_clmm",
+            "pool_ids": ["Czfq3xZZDmsdGdUyrNLtRhGc47cXcZtLG4crryfu44zE", "4HppGTweoGQ8ZZ6UcCgwJKfi5mJD9Dqwy6htCpnbfBLW"
+            ]
+        }
+    ],
+    "cluster_mode": false,
+    "wallet_pub": "HFru3Rc3Rf6UjZtrYPsBSKvmq5uyha2DWefV77rFXU64",
+    "wallet_pvt": [168,123,234,72,218,209,180,225,42,193,240,65,11,15,105,91,95,255,231,214,188,119,90,45,119,144,177,207,203,245,250,27,241,137,138,138,103,247,64,134,70,212,107,134,75,97,87,167,53,32,169,108,75,126,254,17,213,216,74,14,245,28,231,161],
+    "md_server_uri_1": "ws://185.191.117.159:8130",
+    "node_oms_uri_1": "ws://185.191.117.159:8133",
+    "md_server_uri_2": "ws://189.1.171.199:8130",
+    "node_oms_uri_2": "ws://189.1.171.199:8133",
+    "core": 1
+}

src/app_sparkd/configurations/dex_dev/orca_1.json

@@ -0,0 +1,6 @@
+{
+  "account": "DEX_DEV",
+  "operator_id": "DEX_DEV",
+  "json_conf_file_name": "config.json",
+  "default_priority_fee": 1000
+}

src/app_sparkd/configurations/dex_dev/raydium_1.json

@@ -0,0 +1,6 @@
+{
+  "account": "DEX_DEV",
+  "operator_id": "DEX_DEV",
+  "json_conf_file_name": "config.json",
+  "default_priority_fee": 1000
+}

src/app_sparkd/configurations/dex_dev/requirements.txt

@@ -0,0 +1,5 @@
+numpy==2.2.6
+pybit==5.11.0
+requests==2.31.0
+websocket-client==1.8.0
+websockets==15.0.1

src/app_sparkd/configurations/dex_dev/spark.conf

@@ -0,0 +1,76 @@
+
+JetFIX {
+  value {
+    connection {
+      name: "orca_1"
+      venue: VENUE_ORCA
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+    connection {
+      name: "okx_1"
+      venue: VENUE_OKX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+PublisherOptions {
+  value {
+    network_interface: "0.0.0.0"
+    heartbeat_ms: 5000
+    heartbeat_boot_seconds: 60
+    skip_options: true
+    hot_initial: 1024
+    hot_growth: 1024
+    cold_initial: 8192
+    cold_growth: 2048
+    channel_prefix: ""
+    disable_heartbeat: true
+  }
+}
+MarketDataConfig {
+  value {
+    dex {
+      venue: VENUE_ORCA
+      num_depth_levels: 10
+      json_conf_file_name: "config.json"
+      security_criteria {
+        clauses {
+          security_types: SECURITY_TYPE_SPOT
+          symbols: @SymbolLists.list[Binance].symbol
+          name_regexps: "USDC|USDT$"
+        }
+      }
+    }
+    okx {
+       num_depth_levels: 5
+       url_rest_base: "https://www.okx.com"
+       url_ws_base: "wss://ws.okx.com:8443"
+       security_criteria {
+         clauses {
+           security_types: SECURITY_TYPE_SPOT
+           symbols: @SymbolLists.list[Okx].symbol
+         }
+       }
+       is_application_ping_pong_enabled: true
+       application_ping_interval_ms: 20000
+       application_pong_timeout_ms: 10000
+       is_protocol_ping_pong_enabled: true
+       protocol_ping_interval_ms: 60000
+       protocol_pong_timeout_ms: 30000
+     }
+    dex {
+      venue: VENUE_RAYDIUM
+      num_depth_levels: 10
+      json_conf_file_name: "config.json"
+      security_criteria {
+        clauses {
+          security_types: SECURITY_TYPE_SPOT
+          symbols: @SymbolLists.list[Binance].symbol
+          name_regexps: "USDC|USDT$"
+        }
+      }
+    }
+  }
+}

src/app_sparkd/configurations/dex_dev/symbols.conf

@@ -0,0 +1,84 @@
+SymbolLists {
+  value {
+    list {
+      key: "Binance"
+      symbol: "SOL"
+      symbol: "USDC"
+      #symbol: "BNB"
+      symbol: "BTC"
+      #symbol: "DOGE"
+      #symbol: "EIGEN"
+      symbol: "ETH"
+      symbol: "XRP"
+    }
+    list {
+      key: "ORCA"
+      #symbol: "AAVE"
+      #symbol: "AVAX"
+      #symbol: "BNB"
+      symbol: "BTC"
+      symbol: "USDC"
+      symbol: "SOL"
+      symbol: "ETH"
+      symbol: "XRP"
+    }
+    list {
+      key: "RAYDIUM"
+      symbol: "SOL"
+      symbol: "USDC"
+      symbol: "ETH"
+      symbol: "BTC"
+      symbol: "XRP"
+    }
+    list {
+      key: "PHOENIX"
+      symbol: "SOL"
+    }
+    list {
+      key: "BinanceUsdsFutures"
+      symbol: "SOL"
+      symbol: "BTC"
+      symbol: "USDC"
+      symbol: "ETH"
+      symbol: "XRP"
+    }
+    list {
+      key: "Okx"
+      symbol: "SOL"
+      symbol: "USDC"
+      symbol: "BTC"
+      symbol: "ETH"
+      symbol: "XRP"
+    }
+  }
+}
+
+Symbols {
+  value {
+   # venues {
+   #   name: "VENUE_BINANCE"
+   #   spot: @SymbolLists.list[Binance].symbol
+  #  }
+    #venues {
+    #  name: "VENUE_BINANCE_USDS_FUTURES"
+    #  future: @SymbolLists.list[BinanceUsdsFutures].symbol
+    #}
+    venues {
+      name: "VENUE_ORCA"
+      spot: @SymbolLists.list[ORCA].symbol
+    }
+#    venues {
+#      name: "VENUE_RAYDIUM"
+#      spot: @SymbolLists.list[RAYDIUM].symbol
+#    }
+    venues {
+      name: "VENUE_PHOENIX"
+      future: @SymbolLists.list[PHOENIX].symbol
+    }
+    venues {
+      name: "VENUE_OKX"
+      spot: @SymbolLists.list[Okx].symbol
+     # future: @SymbolLists.list[Okx].symbol
+    }
+  }
+}

src/app_sparkd/configurations/ophir_sim_live_wb/.env

@@ -0,0 +1,5 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim_live_wb
+SPARKD__DATA_DIR=/home/wedbushprod/8000/sparkdata/data
+SPARKD__IMAGE=sparkd_symbols
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim_live_wb/requirements.txt
+SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/8000/sparkdata/conf

src/app_sparkd/configurations/ophir_sim_live_wb/requirements.txt

@@ -0,0 +1,5 @@
+numpy==2.2.6
+pybit==5.11.0
+requests==2.31.0
+websocket-client==1.8.0
+websockets==15.0.1

src/app_sparkd/configurations/ophir_sim_live_wb/spark.conf

@@ -0,0 +1,116 @@
+JetFIX {
+  value {
+    connection {
+      name: "glbx_1"
+      venue: VENUE_GLBX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+
+PublisherOptions {
+   value {
+      network_interface_a: 'enp193s0f0np0'
+      network_interface_b: 'enp193s0f0np0'
+      #these get overriden if not entered here
+      heartbeat_ms: 5000
+      heartbeat_boot_seconds: 60
+      skip_options: false
+      hot_initial: 1024
+      hot_growth: 1024
+      cold_initial: 8192
+      cold_growth: 2048
+      channel_prefix: ""
+      disable_heartbeat: false
+   }
+}
+
+CMEOptions {
+  value {
+    feed_engine {
+      name: "mdp3feed"
+      spin_time: 0
+      channels_per_thread: 3
+      data_wait: 10
+      udp_socket_buffer_size: 268435456
+    }
+    channel {
+      id: "*"
+      feed_engine: "mdp3feed"
+      use_tcp_replay: false
+      recovery_queue_size: 640000
+      lost_packet_wait_timeout_ms: 10
+      onixs_log_mode: CME_ONIXS_LOG_MODE_UNSPECIFIED:q
+      #max_gap_recovery_cache_size: 4
+      use_natural_refresh: false
+      join_snapshot_on_gap: false
+    }
+  }
+}
+
+Logging {
+  value {
+    initial_queue_size: 120001
+    max_queue_growth: 4
+    console {
+      default_level: "Info"
+      subsystem {
+        name: "md"
+        level: "Info"
+      }
+      subsystem {
+        name: "OrderMan"
+        level: "Info"
+      }
+    }
+  }
+}
+
+MarketDataConfig {
+  value {
+    glbx {
+       unique_check_value: 15
+       use_databento: false
+    }
+    recording{
+       venue: VENUE_GLBX
+       num_of_seconds_to_run_file_writer: 300
+       num_of_seconds_to_run_db_writer : 0
+       n_book_levels: 10 
+       batch_size: 100 #for the db writer
+       enable_book_recording: true
+       enable_trade_recording:  true
+       enable_bbo_recording: false
+       enable_tbbo_recording:  false
+       enable_misc_recording: true
+   }
+  }
+}
+
+# JetFIX {
+#    value {
+#     #connection: @JetFIXSimConnection.sim
+#     connection {
+#     name: "mlx_004_54"
+#     venue: VENUE_GLBX
+#     socket_connect_host_ip: "69.50.112.191"
+#     socket_connect_port: 42876
+#     sender_compid: "MLX004"
+#     target_compid: "CME"
+#     target_subid: "54"
+#     cme_market_segment_id: 54
+#     start_time: "00:10:00"
+#     end_time: "23:55:00"
+#     start_day: "sunday"
+#     end_day: "friday"
+#     seconds_between_hbs: 30
+#     sender_subid: "BTS"
+#     use_ilink3: true
+#   #   raw_data: "S4PMA"
+#   #   auto_fix_seq_num: true
+#   }
+#    }
+# }
+
+

src/app_sparkd/configurations/ophir_sim_live_wb/symbols.conf

@@ -0,0 +1,61 @@
+SymbolLists {
+  value {
+    list {
+      key: "GlbxFutures"
+      symbol: "ES"
+    }
+    list {
+      key: "GlbxOptions"
+      symbol: "E1A"
+      symbol: "E1B"
+      symbol: "E1C"
+      symbol: "E1D"
+      symbol: "E2A"
+      symbol: "E2B"
+      symbol: "E2C"
+      symbol: "E2D"
+      symbol: "E3A"
+      symbol: "E3B"
+      symbol: "E3C"
+      symbol: "E3D"
+      symbol: "E4A"
+      symbol: "E4B"
+      symbol: "E4C"
+      symbol: "E4D"
+      symbol: "E5A"
+      symbol: "E5B"
+      symbol: "E5C"
+      symbol: "E5D"
+      symbol: "EW1"
+      symbol: "EW2"
+      symbol: "EW3"
+      symbol: "EW4"
+      symbol: "ESH9"
+      symbol: "ESZ6"
+      symbol: "ESH0"
+      symbol: "ESM6"
+      symbol: "ESZ7"
+      symbol: "ESH6"
+      symbol: "ESM7"
+      symbol: "ESZ8"
+      symbol: "ESH7"
+      symbol: "ESH8"
+      symbol: "ESU6"
+      symbol: "ESZ5"
+      symbol: "ESZ9"
+      symbol: "E1D"
+      symbol: "ESZ5"
+      symbol: "ES"
+    }
+  }
+}
+
+Symbols {
+  value {
+    venues {
+        name: "VENUE_GLBX"
+        future: @SymbolLists.list[GlbxFutures].symbol
+        option: @SymbolLists.list[GlbxOptions].symbol
+    }
+  }
+}

src/app_sparkd/configurations/ophir_sim_replay/.env

@@ -0,0 +1,4 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim_replay
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim_replay/requirements.txt
+TZ=America/Chicago
+SPARKD__MD_RECORDING_DIR=/home/wedbushprod/8000/md_recording

src/app_sparkd/configurations/ophir_sim_replay/requirements.txt

@@ -0,0 +1 @@
+requests==2.31.0

src/app_sparkd/configurations/ophir_sim_replay/spark.conf

@@ -0,0 +1,33 @@
+JetFIX {
+  value {
+    connection {
+      name: "glbx_1"
+      venue: VENUE_GLBX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+
+PublisherOptions {
+  value {
+    network_interface: "0.0.0.0"
+    heartbeat_ms: 5000
+    heartbeat_boot_seconds: 60
+    skip_options: true
+    hot_initial: 1024
+    hot_growth: 1024
+    cold_initial: 8192
+    cold_growth: 2048
+    channel_prefix: ""
+    disable_heartbeat: true
+  }
+}
+
+MarketDataConfig {
+  value {
+   replay {
+      venue: VENUE_GLBX
+    }
+  }
+}

src/app_sparkd/configurations/ophir_sim_replay/symbols.conf

@@ -0,0 +1,46 @@
+SymbolLists {
+  value {
+    list {
+      key: "GlbxFutures"
+      symbol: "ES"
+    }
+    list {
+      key: "GlbxOptions"
+      symbol: "E1A"
+      symbol: "E1B"
+      symbol: "E1C"
+      symbol: "E1D"
+      symbol: "E2A"
+      symbol: "E2B"
+      symbol: "E2C"
+      symbol: "E2D"
+      symbol: "E3A"
+      symbol: "E3B"
+      symbol: "E3C"
+      symbol: "E3D"
+      symbol: "E4A"
+      symbol: "E4B"
+      symbol: "E4C"
+      symbol: "E4D"
+      symbol: "E5A"
+      symbol: "E5B"
+      symbol: "E5C"
+      symbol: "E5D"
+      symbol: "ES"
+      symbol: "EW1"
+      symbol: "EW2"
+      symbol: "EW3"
+      symbol: "EW4"
+    }
+  }
+}
+
+Symbols {
+  value {
+    venues {
+        name: "VENUE_GLBX"
+        future: @SymbolLists.list[GlbxFutures].symbol
+        option: @SymbolLists.list[GlbxOptions].symbol
+    }
+  }
+}

src/app_sparkd/configurations/ophir_sim_replay_wb/.env

@@ -0,0 +1,9 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim_replay_wb
+SPARKD__DATA_DIR=/home/wedbushprod/9000/sparkdata/data
+SPARKD__IMAGE=sparkd_symbols
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim_replay_wb/requirements.txt
+SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/9000/sparkdata/conf
+SPARKD__MD_RECORDING_DIR=/home/wedbushprod/md_recording
+SPARKD__CONFIG_PORT=9000
+SPARKD__QUICKBUS_PORT=9001
+SPARKD__SIM_FIX_PORT=9002

src/app_sparkd/configurations/ophir_sim_replay_wb/requirements.txt

@@ -0,0 +1,5 @@
+numpy==2.2.6
+pybit==5.11.0
+requests==2.31.0
+websocket-client==1.8.0
+websockets==15.0.1

src/app_sparkd/configurations/ophir_sim_replay_wb/spark.conf

@@ -0,0 +1,46 @@
+JetFIX {
+  value {
+    connection {
+      name: "glbx_1"
+      venue: VENUE_GLBX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+
+Ports {
+   value {
+      config_port: 9000
+      qbus_port: 9001
+      glbx_sim_fix_port: 9002
+      ice_sim_fix_port: 9003
+   }
+}
+
+Logging {
+  value {
+    initial_queue_size: 120001
+    max_queue_growth: 4
+    console {
+      default_level: "Info"
+      subsystem {
+        name: "md"
+        level: "Info"
+      }
+      subsystem {
+        name: "OrderMan"
+        level: "Info"
+      }
+    }
+  }
+}
+
+MarketDataConfig {
+  value {
+     replay {
+      venue: VENUE_GLBX
+    }
+  }
+}
+

src/app_sparkd/configurations/ophir_sim_replay_wb/symbols.conf

@@ -0,0 +1,61 @@
+SymbolLists {
+  value {
+    list {
+      key: "GlbxFutures"
+      symbol: "ES"
+    }
+    list {
+      key: "GlbxOptions"
+      symbol: "E1A"
+      symbol: "E1B"
+      symbol: "E1C"
+      symbol: "E1D"
+      symbol: "E2A"
+      symbol: "E2B"
+      symbol: "E2C"
+      symbol: "E2D"
+      symbol: "E3A"
+      symbol: "E3B"
+      symbol: "E3C"
+      symbol: "E3D"
+      symbol: "E4A"
+      symbol: "E4B"
+      symbol: "E4C"
+      symbol: "E4D"
+      symbol: "E5A"
+      symbol: "E5B"
+      symbol: "E5C"
+      symbol: "E5D"
+      symbol: "EW1"
+      symbol: "EW2"
+      symbol: "EW3"
+      symbol: "EW4"
+      symbol: "ESH9"
+      symbol: "ESZ6"
+      symbol: "ESH0"
+      symbol: "ESM6"
+      symbol: "ESZ7"
+      symbol: "ESH6"
+      symbol: "ESM7"
+      symbol: "ESZ8"
+      symbol: "ESH7"
+      symbol: "ESH8"
+      symbol: "ESU6"
+      symbol: "ESZ5"
+      symbol: "ESZ9"
+      symbol: "E1D"
+      symbol: "ESZ5"
+      symbol: "ES"
+    }
+  }
+}
+
+Symbols {
+  value {
+    venues {
+        name: "VENUE_GLBX"
+        future: @SymbolLists.list[GlbxFutures].symbol
+        option: @SymbolLists.list[GlbxOptions].symbol
+    }
+  }
+}

src/app_sparkd/sparkd-entrypoint.sh

@@ -0,0 +1,58 @@
+#!/usr/bin/env bash
+
+init_timezone() {
+  tz="${1:-$TZ}"
+  zoneinfo_dir=/usr/share/zoneinfo
+  if [ -f "$zoneinfo_dir/$tz" -a "$(readlink -f /etc/localtime)" != "$zoneinfo_dir/$tz" ]; then
+    echo "Setting locales and timezone to $tz"
+    if [ -e /etc/localtime ]; then
+      sudo -n rm -f /etc/localtime
+    fi
+    sudo -n ln -snf "$zoneinfo_dir/$tz" /etc/localtime
+    echo $tz | sudo -n tee /etc/timezone > /dev/null
+  fi
+}
+
+load_env() {
+  f="$1"
+  if [ -e "$f" ]; then
+    echo "Sourcing $f"
+    set -a
+    . "$f"
+    set +a
+  fi
+}
+
+symlink() {
+  src="$1"
+  dst="$2"
+  if [ -L "$dst" ]; then
+    rm "$dst"
+  fi
+  ln -s "$src" "$dst"
+}
+
+roll_log() {
+  f="$1"
+  if [ -e "$f" ]; then
+    mv "$f" "${f}_$(date '+%Y%m%d-%H%M')"
+  fi
+}
+
+# Acquire sudo permission once for the script (needed for a few calls)
+echo bts | sudo -S -v
+data_root="${HOME:-/home/bts}/.local/share/bts/sparkd"
+api_server_data_root="${HOME:-/home/bts}/.local/share/bts/spark_api_server"
+sudo -n chown -R bts:bts "$data_root"
+sudo -n mkdir -p "$api_server_data_root"
+sudo -n chown -R bts:bts "$api_server_data_root"
+load_env "$data_root/conf/.env.local"
+init_timezone "$TZ"
+roll_log "$data_root/data/logging.sparkd/log"
+symlink "$data_root/conf/plugins" /home/bts/bin/plugins
+
+if  [ -e "/md_recording" -a ! -e "/home/bts/.local/share/bts/sparkd/data/md_recording" ]; then
+  symlink "/md_recording" /home/bts/.local/share/bts/sparkd/data/md_recording
+fi
+
+bash -c "${@:-./sparkd run}"

src/app_sparkd/sparkd/cmds/Run.cpp

@@ -17,7 +17,6 @@
 #include "spark/orderman/OrderServiceServer.h"
 #include "spark/orderman/events/TradeSummarySignalDispatcher.h"
 #include "spark/orderman/order_factory/DynamicOrderRegistry.h"
-#include "spark/os/os.h"
 #include "spark/os/spark_data_directory.h"
 #include "spark/persistence/PersistenceServiceServer.h"
 #include "spark/plugin/SparkServices.h"
@@ -32,6 +31,7 @@
 #include "sparkd/execution/execution_gateway_provider.h"
 #include "sparkd/http/WebServer.h"
 #include "sparkd/md/MarketDataAuxiliaryServiceServer.h"
+#include "sparkd/md/market_data_session.h"
 #include "sparkd/md/recording/MDRecorder.h"
 #include "sparkd/position/MarginServiceServer.h"
 #include "sparkd/position/PositionServiceServer.h"
@@ -46,6 +46,7 @@
 namespace bts::cmds {
 
 using bts::api::ServiceContext;
+using bts::md::MarketDataSession;
 using bts::md::MDClient;
 using bts::md::TradeSummarySignalDispatcher;
 using bts::metrics::MetricsContainer;
@@ -107,7 +108,7 @@ static void execute() {
    auto py_plugin_man = std::make_shared<python_interop::PluginManager>();
    // start work loop in background
    py_plugin_man->start_work_thread();
-   md::cmds::Run::run(py_plugin_man);
+   MarketDataSession md_session{py_plugin_man};
 
    api::synthetic::SyntheticSecurityService synthetic_service(sc);
    bts::md::MDClient mdclient(

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

@@ -1,11 +1,11 @@
 #include "DumpSecurity.h"
 #include "spark/api/domain/SecurityType.h"
 #include "spark/config/protos/market_data.pb.h"
-#include "spark/core/TableFormatter.h"
 #include "spark/domain_model/Security.h"
 #include "spark/domain_model/Security.pb.h"
 #include "spark/domain_model/SecurityType.h"
 #include "spark/domain_model/Venue.h"
+#include "spark/format/table.h"
 #include "spark/md/Diag/ShmDumper.h"
 #include "spark/md/SecurityDB.h"
 #include "spark/md/SymbolLoader.h"
@@ -23,7 +23,8 @@ using bts::api::SecurityType;
 using bts::api::SecurityType_Name;
 using bts::api::Venue;
 using bts::api::venue_parse_smart;
-using bts::core::TableFormatter;
+using bts::format::format_table;
+using bts::format::detail::TableSchema;
 using bts::md::securitytype_of;
 using bts::md::SymbolLoader;
 using bts::md::db::load_metadata;
@@ -69,7 +70,7 @@ void print_securities(function<bool(const Security &)> predicate) {
 
 void print_db_securities(function<bool(const Security &)> predicate) {
    vector<Security> secs;
-   const TableFormatter::Schema<Security> schema{
+   const TableSchema<Security> schema{
        make_tuple(
            "id", 12, [](const Security &s) { return std::to_string(s.id()); }),
        make_tuple(
@@ -93,7 +94,7 @@ void print_db_securities(function<bool(const Security &)> predicate) {
       secs.push_back(sec);
    };
    load_securities([](auto) { return true; }, on_sec);
-   TableFormatter::format(std::cout, secs, schema);
+   format_table(std::cout, secs, schema);
 }
 
 template <class T, class ParseT = function<bool(const string &, T *)>>

src/app_sparkd/sparkd/cmds/md/common/VenueOption.cpp

@@ -1,74 +1,34 @@
 #include "VenueOption.h"
 #include "spark/domain_model/Security.pb.h"
 
+#include <algorithm>
+#include <cctype>
+
 namespace bts::cmds::md {
 
-#define NAME_PAIR(val)                                                         \
-   { name(val), val }
-
 EnumOptionNames<api::Venue> VenueOption::names() {
-   return {
-       NAME_PAIR(api::VENUE_BTS),
-       NAME_PAIR(api::VENUE_GLBX),
-       NAME_PAIR(api::VENUE_ICE),
-       NAME_PAIR(api::VENUE_SIM),
-       NAME_PAIR(api::VENUE_SIMICE),
-       NAME_PAIR(api::VENUE_DERIBIT),
-       NAME_PAIR(api::VENUE_FTX),
-       NAME_PAIR(api::VENUE_BINANCE),
-       NAME_PAIR(api::VENUE_BINANCE_COIN_FUTURES),
-       NAME_PAIR(api::VENUE_BINANCE_US),
-       NAME_PAIR(api::VENUE_COINBASE),
-       NAME_PAIR(api::VENUE_BINANCE_USDS_FUTURES),
-       NAME_PAIR(api::VENUE_CBOE),
-       NAME_PAIR(api::VENUE_TAIFEX),
-       NAME_PAIR(api::VENUE_TWSE),
-       NAME_PAIR(api::VENUE_BYBIT),
-       NAME_PAIR(api::VENUE_GATEIO),
-       NAME_PAIR(api::VENUE_OKX)};
+   EnumOptionNames<api::Venue> result;
+   const auto *descriptor = api::Venue_descriptor();
+   for (int i = 0; i < descriptor->value_count(); ++i) {
+      const auto venue = static_cast<api::Venue>(descriptor->value(i)->number());
+      if (venue != api::VENUE_UNSET) {
+         result.emplace(name(venue), venue);
+      }
+   }
+   return result;
 }
 
 std::string VenueOption::name(api::Venue venue) {
-   switch (venue) {
-   case api::VENUE_BTS:
-      return "bts";
-   case api::VENUE_GLBX:
-      return "glbx";
-   case api::VENUE_ICE:
-      return "ice";
-   case api::VENUE_SIM:
-      return "sim";
-   case api::VENUE_SIMICE:
-      return "simice";
-   case api::VENUE_DERIBIT:
-      return "deribit";
-   case api::VENUE_FTX:
-      return "ftx";
-   case api::VENUE_BINANCE:
-      return "binance";
-   case api::VENUE_BINANCE_COIN_FUTURES:
-      return "binance_coin_futures";
-   case api::VENUE_BINANCE_US:
-      return "binance_us";
-   case api::VENUE_COINBASE:
-      return "coinbase";
-   case api::VENUE_BINANCE_USDS_FUTURES:
-      return "binance_usds_futures";
-   case api::VENUE_CBOE:
-      return "cboe";
-   case api::VENUE_OKX:
-      return "okx";
-   case api::VENUE_TAIFEX:
-      return "taifex";
-   case api::VENUE_TWSE:
-      return "twse";
-   case api::VENUE_BYBIT:
-      return "bybit";
-   case api::VENUE_GATEIO:
-      return "gateio";
-   default:
+   if (!api::Venue_IsValid(venue)) {
       return std::to_string(static_cast<int32_t>(venue));
    }
+   std::string result = api::Venue_Name(venue);
+   constexpr auto prefix_size = sizeof("VENUE_") - 1;
+   result.erase(0, prefix_size);
+   std::transform(result.begin(), result.end(), result.begin(), [](char value) {
+      return static_cast<char>(std::tolower(static_cast<unsigned char>(value)));
+   });
+   return result;
 }
 
 } // namespace bts::cmds::md

src/app_sparkd/sparkd/execution/execution_gateway_provider.cpp

@@ -4,6 +4,7 @@
 #include "binance/spots/spots_gateway.h"
 #include "binance/usds_futures/usds_futures_gateway.h"
 #include "okx_execution/okx_execution_gateway.h"
+#include "sparkd/execution/rakurai/rakurai_execution_gateway.h"
 #include "onixs_fix/OnixFIXAdapter.h"
 #include "python_interop/plugin_manager.h"
 #include "spark/api/domain/Venue.h"
@@ -119,6 +120,18 @@ struct ExecutionGatewayProvider::PImpl {
              conn, conn.venue(), std::make_unique<OnixFIXAdapter>(o), o);
       case api::VENUE_OKX:
          return make_gw<OkxExecutionGateway>(conn, o);
+      case api::VENUE_ORCA:
+      case api::VENUE_RAYDIUM: {
+         auto cfg_j = load_config_json(conn.name());
+         bts_assert_msgf(
+             cfg_j,
+             "Failed to load execution gateway config. name: {}",
+             conn.name());
+         auto cfg = cfg_j->get<rakurai::GatewayConfig>();
+         cfg.expand_env();
+         return make_gw<rakurai::RakuraiExecutionGateway>(
+             conn, o, std::move(cfg), conn);
+      }
       case api::VENUE_BINANCE: {
          auto cfg =
              parse_config_json<binance::GatewayConfig>(conn.name());

src/app_sparkd/sparkd/execution/py_execution_gateway_adapter.cpp

@@ -23,7 +23,7 @@
 #include "spark/api/services/native_order_type.h"
 #include "spark/api/services/time_in_force.h"
 #include "spark/config/protos/jetfix.pb.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/core/start_stop_state_machine.h"
 #include "spark/domain/tick_utils.h"
 #include "spark/domain_model/Security.h"

src/app_sparkd/sparkd/execution/rakurai/rakurai_execution_gateway.cpp

@@ -0,0 +1,742 @@
+#include "sparkd/execution/rakurai/rakurai_execution_gateway.h"
+
+#include "spark/config/config.h"
+#include "spark/config/protos/system_config.pb.h"
+#include "spark/domain/DomainSecurityUtils.h"
+#include "spark/domain/Price.h"
+#include "spark/domain/Quantity.h"
+#include "spark/domain_model/Security.h"
+#include "spark/logging/logging.h"
+#include "spark/md/SecurityOracle.h"
+#include "spark/orderman/CancelOrderMsg.h"
+#include "spark/orderman/CancelReplaceOrderMsg.h"
+#include "spark/orderman/CreateOrderMsg.h"
+#include "spark/orderman/RFQMsg.h"
+#include "spark/orderman/events/NewAdminDataEvent.h"
+#include "spark/orderman/events/NewSecuritiesEvent.h"
+#include "spark/orderman/orderman_utils/CancelReject.h"
+#include "spark/orderman/orderman_utils/ExecutionReport.h"
+#include "spark/orderman/orderman_utils/orderman_common.h"
+#include "spark/utils/bts_assert.h"
+#include "sparkd/rakurai/RakuraiSharedRuntime.h"
+
+#include <boost/filesystem/path.hpp>
+
+#include <cmath>
+#include <cstdint>
+#include <deque>
+#include <limits>
+#include <memory>
+#include <mutex>
+#include <optional>
+#include <string>
+#include <unordered_map>
+#include <utility>
+#include <vector>
+
+namespace bts::orderman::rakurai {
+
+namespace {
+
+#define LOG_FN(level, fn, ...)                                                 \
+   LOG(OrderMan, level, "RakuraiExecutionGateway::" fn ". " __VA_ARGS__)
+#define WARN_FN(fn, ...) LOG_FN(Warn, fn, __VA_ARGS__)
+
+using ConnectorNewOrder = ::rakurai::dex_connector::order_entry::new_order;
+using ConnectorOrderState = ::rakurai::dex_connector::order_entry::order_state;
+using ConnectorSide = ::rakurai::dex_connector::order_entry::side;
+
+std::optional<std::string> extract_short_pool_id(const api::Security& security) {
+   std::string desc;
+   if (!domain::DomainSecurityUtils::get_security_desc(security, desc)) {
+      return std::nullopt;
+   }
+   const auto pos = desc.rfind('-');
+   if (pos == std::string::npos || pos + 1 >= desc.size()) {
+      return std::nullopt;
+   }
+   return desc.substr(pos + 1);
+}
+
+api::orderman::NativeOrderStatus to_order_status(ConnectorOrderState state) {
+   using Status = ::rakurai::dex_connector::data_types::txn_status_t;
+   switch (state.tx_status) {
+   case Status::accepted:
+      return api::orderman::NATIVE_ORDER_STATUS_NEW;
+   case Status::confirmed:
+      return state.is_pass ? api::orderman::NATIVE_ORDER_STATUS_FILLED
+                           : api::orderman::NATIVE_ORDER_STATUS_REJECTED;
+   case Status::failed:
+      return api::orderman::NATIVE_ORDER_STATUS_REJECTED;
+   case Status::pending:
+      return api::orderman::NATIVE_ORDER_STATUS_PENDING_NEW;
+   }
+   return api::orderman::NATIVE_ORDER_STATUS_UNDEFINED;
+}
+
+api::orderman::ExecType to_exec_type(ConnectorOrderState state) {
+   using Status = ::rakurai::dex_connector::data_types::txn_status_t;
+   switch (state.tx_status) {
+   case Status::accepted:
+      return api::orderman::EXEC_TYPE_NEW;
+   case Status::confirmed:
+      return state.is_pass ? api::orderman::EXEC_TYPE_FILL
+                           : api::orderman::EXEC_TYPE_REJECTED;
+   case Status::failed:
+      return api::orderman::EXEC_TYPE_REJECTED;
+   case Status::pending:
+      return api::orderman::EXEC_TYPE_PENDING_NEW;
+   }
+   return api::orderman::EXEC_TYPE_UNDEFINED;
+}
+
+std::string txn_status_name(
+    ::rakurai::dex_connector::data_types::txn_status_t status) {
+   using Status = ::rakurai::dex_connector::data_types::txn_status_t;
+   switch (status) {
+   case Status::accepted:
+      return "accepted";
+   case Status::confirmed:
+      return "confirmed";
+   case Status::failed:
+      return "failed";
+   case Status::pending:
+      return "pending";
+   }
+   return "unknown";
+}
+
+std::string json_for_log(const nlohmann::json& j) {
+   try {
+      return j.dump();
+   } catch (const std::exception& ex) {
+      return fmt::format("<json dump failed: {}>", ex.what());
+   }
+}
+
+} // namespace
+
+struct RakuraiExecutionGateway::PImpl {
+   struct ActiveOrder {
+      CreateOrderMsg create_msg;
+      trace::CorID cor_id;
+      std::array<std::uint8_t, 32> pool_id{};
+      double quantity_scale = 1.0;
+      std::uint64_t raw_quantity = 0;
+      std::uint64_t priority_fee = 0;
+      std::uint64_t client_id = 0;
+      std::uint64_t txn_id = 0;
+   };
+
+   struct BufferedReport {
+      std::shared_ptr<const ExecutionReport> report;
+      trace::CorID cor_id;
+   };
+
+   explicit PImpl(
+       md::SecurityOracle,
+       GatewayConfig cfg,
+       config::JetFIX_Connection jetfix_connection)
+       : config(std::move(cfg)),
+         jetfix_connection(std::make_shared<config::JetFIX_Connection>(
+             std::move(jetfix_connection))) {
+      config.expand_env();
+      venue = this->jetfix_connection->venue();
+      bts_assert(venue == api::VENUE_ORCA || venue == api::VENUE_RAYDIUM);
+      LOG_FN(
+          Info,
+          "ctor",
+          "session:{} venue:{} account:{} operator_id:{} json_conf_file_name:{} default_priority_fee:{} connector_config:{}",
+          this->jetfix_connection->name(),
+          api::Venue_Name(venue),
+          config.account,
+          config.operator_id,
+          config.json_conf_file_name,
+          config.default_priority_fee,
+          json_for_log(config.connector_config));
+   }
+
+   GatewayConfig config;
+   std::shared_ptr<config::JetFIX_Connection> jetfix_connection;
+   api::Venue venue = api::VENUE_UNSET;
+   std::mutex mutex;
+   std::unordered_map<OrderKey, ActiveOrder> active_orders;
+   std::unordered_map<std::uint64_t, OrderKey> client_id_to_order_key;
+   std::deque<OrderKey> pending_client_bindings;
+   std::deque<BufferedReport> buffered_reports;
+   std::size_t order_update_subscription_id = 0;
+   std::size_t status_subscription_id = 0;
+   bool started = false;
+   bool connected = false;
+   OnExeReport exe_report;
+   OnGwStatusChange gw_status_change;
+   OnCancelReject cancel_reject;
+   OnExchangePositionState exchange_position_state;
+   OnExchangeOpenOrdersState exchange_open_orders;
+
+   void start() {
+      {
+         std::lock_guard<std::mutex> lock(mutex);
+         if (started) {
+            LOG_FN(
+                Info, "start", "already started. venue:{}",
+                api::Venue_Name(venue));
+            return;
+         }
+         started = true;
+      }
+      LOG_FN(
+          Info,
+          "start",
+          "starting. session:{} venue:{} account:{} operator_id:{} json_conf_file_name:{} default_priority_fee:{}",
+          jetfix_connection->name(),
+          api::Venue_Name(venue),
+          config.account,
+          config.operator_id,
+          config.json_conf_file_name,
+          config.default_priority_fee);
+
+      auto& runtime = bts::rakurai::RakuraiSharedRuntime::instance();
+      order_update_subscription_id =
+          runtime.add_order_update_subscriber([this](ConnectorOrderState state) {
+             this->on_order_update(state);
+          });
+      status_subscription_id =
+          runtime.add_status_subscriber([this](bool is_connected_now) {
+             this->on_status_change(is_connected_now);
+          });
+
+      try {
+         if (!config.json_conf_file_name.empty()) {
+            const auto config_path =
+                boost::filesystem::path{
+                    config::get<config::SystemConfig>().config_path()} /
+                config.json_conf_file_name;
+            LOG_FN(
+                Info,
+                "start",
+                "ensuring shared runtime from file. path:{}",
+                config_path.string());
+            runtime.ensure_started_from_file(config_path.string());
+         } else {
+            LOG_FN(
+                Info,
+                "start",
+                "ensuring shared runtime from inline config. config:{}",
+                json_for_log(config.connector_config));
+            runtime.ensure_started_from_json(
+                config.connector_config, jetfix_connection->name());
+         }
+         LOG_FN(
+             Info,
+             "start",
+             "shared runtime start request submitted. order_update_sub_id:{} status_sub_id:{} connected_now:{}",
+             order_update_subscription_id,
+             status_subscription_id,
+             runtime.is_connected());
+      } catch (...) {
+         runtime.remove_order_update_subscriber(order_update_subscription_id);
+         runtime.remove_status_subscriber(status_subscription_id);
+         order_update_subscription_id = 0;
+         status_subscription_id = 0;
+         {
+            std::lock_guard<std::mutex> lock(mutex);
+            started = false;
+         }
+         throw;
+      }
+   }
+
+   void stop() {
+      LOG_FN(
+          Info,
+          "stop",
+          "stopping. order_update_sub_id:{} status_sub_id:{}",
+          order_update_subscription_id,
+          status_subscription_id);
+      auto& runtime = bts::rakurai::RakuraiSharedRuntime::instance();
+      if (order_update_subscription_id != 0) {
+         runtime.remove_order_update_subscriber(order_update_subscription_id);
+         order_update_subscription_id = 0;
+      }
+      if (status_subscription_id != 0) {
+         runtime.remove_status_subscriber(status_subscription_id);
+         status_subscription_id = 0;
+      }
+   }
+
+   void on_status_change(bool is_connected_now) {
+      LOG_FN(
+          Info,
+          "on_status_change",
+          "status update. venue:{} old_connected:{} new_connected:{} active_orders:{} pending_bindings:{} buffered_reports:{}",
+          api::Venue_Name(venue),
+          connected,
+          is_connected_now,
+          active_orders.size(),
+          pending_client_bindings.size(),
+          buffered_reports.size());
+      {
+         std::lock_guard<std::mutex> lock(mutex);
+         connected = is_connected_now;
+      }
+      if (gw_status_change) {
+         gw_status_change(is_connected_now);
+      }
+   }
+
+   void on_order_update(ConnectorOrderState order_state) {
+      std::lock_guard<std::mutex> lock(mutex);
+      LOG_FN(
+          Info,
+          "on_order_update",
+          "incoming order update. client_id:{} txn_id:{} txn_status:{} is_pass:{} active_orders:{} pending_bindings:{} mapped_clients:{}",
+          order_state.client_id,
+          order_state.txn_id,
+          txn_status_name(order_state.tx_status),
+          order_state.is_pass,
+          active_orders.size(),
+          pending_client_bindings.size(),
+          client_id_to_order_key.size());
+      auto key_it = client_id_to_order_key.find(order_state.client_id);
+      if (key_it == client_id_to_order_key.end()) {
+         if (pending_client_bindings.empty()) {
+            LOG_FN(
+                Warn,
+                "on_order_update",
+                "dropping order update with unknown client_id:{} because there are no pending client bindings",
+                order_state.client_id);
+            return;
+         }
+         const auto key = pending_client_bindings.front();
+         pending_client_bindings.pop_front();
+         client_id_to_order_key.emplace(order_state.client_id, key);
+         LOG_FN(
+             Info,
+             "on_order_update",
+             "bound client_id:{} to order_key:{}",
+             order_state.client_id,
+             key.value());
+         key_it = client_id_to_order_key.find(order_state.client_id);
+      }
+
+      auto order_it = active_orders.find(key_it->second);
+      if (order_it == active_orders.end()) {
+         LOG_FN(
+             Warn,
+             "on_order_update",
+             "dropping order update for client_id:{} mapped_order_key:{} because active order was not found",
+             order_state.client_id,
+             key_it->second.value());
+         return;
+      }
+
+      auto& active = order_it->second;
+      active.client_id = order_state.client_id;
+      active.txn_id = order_state.txn_id;
+      auto report = build_report_locked(active, order_state);
+      buffered_reports.push_back({std::move(report), active.cor_id});
+      LOG_FN(
+          Info,
+          "on_order_update",
+          "buffered execution report. order_key:{} client_id:{} txn_id:{} buffered_reports:{} order_status:{} exec_type:{}",
+          active.create_msg.key.value(),
+          active.client_id,
+          active.txn_id,
+          buffered_reports.size(),
+          api::orderman::NativeOrderStatus_Name(
+              buffered_reports.back().report->order_status),
+          api::orderman::ExecType_Name(buffered_reports.back().report->exec_type));
+
+      const auto order_status = buffered_reports.back().report->order_status;
+      if (order_status == api::orderman::NATIVE_ORDER_STATUS_FILLED ||
+          order_status == api::orderman::NATIVE_ORDER_STATUS_REJECTED) {
+         LOG_FN(
+             Info,
+             "on_order_update",
+             "removing terminal active order. order_key:{} client_id:{} status:{}",
+             active.create_msg.key.value(),
+             order_state.client_id,
+             api::orderman::NativeOrderStatus_Name(order_status));
+         client_id_to_order_key.erase(order_state.client_id);
+         active_orders.erase(order_it);
+      }
+   }
+
+   void send_create(const CreateOrderMsg& msg, trace::CorID cor_id) {
+      std::lock_guard<std::mutex> lock(mutex);
+      std::string security_desc = "<null>";
+      if (msg.security != nullptr) {
+         std::string desc;
+         if (domain::DomainSecurityUtils::get_security_desc(*msg.security, desc)) {
+            security_desc = std::move(desc);
+         } else {
+            security_desc = "<unresolved>";
+         }
+      }
+      LOG_FN(
+          Info,
+          "send_create",
+          "create request. order_key:{} venue:{} side:{} qty:{} price:{} tif:{} order_type:{} connected:{} security_present:{} desc:{}",
+          msg.key.value(),
+          api::Venue_Name(msg.venue()),
+          api::Side_Name(msg.side),
+          msg.quantity.full_value(),
+          msg.price,
+          api::orderman::TimeInForce_Name(msg.time_in_force),
+          api::orderman::NativeOrderType_Name(msg.order_type),
+          connected,
+          msg.security != nullptr,
+          security_desc);
+      if (msg.security == nullptr) {
+         enqueue_reject_locked(msg, cor_id, "Rakurai order missing security");
+         return;
+      }
+      if (msg.venue() != venue) {
+         enqueue_reject_locked(
+             msg,
+             cor_id,
+             fmt::format(
+                 "Rakurai gateway venue mismatch. expected:{} actual:{}",
+                 api::Venue_Name(venue),
+                 api::Venue_Name(msg.venue())));
+         return;
+      }
+      if (msg.order_type != api::orderman::NATIVE_ORDER_TYPE_MARKET) {
+         enqueue_reject_locked(
+             msg,
+             cor_id,
+             "Rakurai DEX gateway currently supports market orders only");
+         return;
+      }
+      if (!connected) {
+         enqueue_reject_locked(
+             msg, cor_id, "Rakurai execution session is not connected");
+         return;
+      }
+
+      const auto short_pool_id = extract_short_pool_id(*msg.security);
+      if (!short_pool_id.has_value()) {
+         enqueue_reject_locked(
+             msg, cor_id, "Unable to derive Rakurai pool alias from security");
+         return;
+      }
+
+      const auto metadata =
+          bts::rakurai::RakuraiSharedRuntime::instance().find_pool_metadata(
+              venue, *short_pool_id);
+      if (!metadata.has_value()) {
+         LOG_FN(
+             Warn,
+             "send_create",
+             "pool metadata missing. venue:{} short_pool_id:{}",
+             api::Venue_Name(venue),
+             *short_pool_id);
+         enqueue_reject_locked(
+             msg,
+             cor_id,
+             "Rakurai pool metadata not available yet; wait for pool definitions");
+         return;
+      }
+
+      const auto raw_qty_f =
+          msg.quantity.full_value() * metadata->quantity_scale;
+      if (!std::isfinite(raw_qty_f) || raw_qty_f <= 0.0) {
+         enqueue_reject_locked(
+             msg, cor_id, "Rakurai order quantity must be positive");
+         return;
+      }
+
+      ConnectorNewOrder order;
+      order.order_def.pool_id = metadata->security.pool_id;
+      order.order_def.dex = metadata->security.venue;
+      order.order_def.order_side =
+          msg.side == api::SIDE_BUY ? ConnectorSide::buy : ConnectorSide::sell;
+      order.qty = static_cast<std::uint64_t>(std::llround(raw_qty_f));
+      order.priority_fee = config.default_priority_fee;
+      LOG_FN(
+          Info,
+          "send_create",
+          "launching new order. order_key:{} short_pool_id:{} raw_qty:{} priority_fee:{} dex:{} quantity_scale:{}",
+          msg.key.value(),
+          *short_pool_id,
+          order.qty,
+          order.priority_fee,
+          static_cast<int>(metadata->security.venue),
+          metadata->quantity_scale);
+
+      try {
+         bts::rakurai::RakuraiSharedRuntime::instance().launch_new_order(order);
+      } catch (const std::exception& ex) {
+         WARN_FN(
+             "send_create",
+             "launch_new_order threw. order_key:{} reason:{}",
+             msg.key.value(),
+             std::string(ex.what()));
+         enqueue_reject_locked(msg, cor_id, ex.what());
+         return;
+      }
+
+      active_orders.emplace(
+          msg.key,
+          ActiveOrder{
+              msg,
+              cor_id,
+              metadata->security.pool_id,
+              metadata->quantity_scale,
+              order.qty,
+              order.priority_fee});
+      pending_client_bindings.push_back(msg.key);
+      LOG_FN(
+          Info,
+          "send_create",
+          "create request accepted locally. order_key:{} active_orders:{} pending_bindings:{}",
+          msg.key.value(),
+          active_orders.size(),
+          pending_client_bindings.size());
+   }
+
+   void send_cancel_reject(OrderKey key, const std::string& reason) {
+      WARN_FN(
+          "send_cancel_reject",
+          "cancel reject. order_key:{} reason:{}",
+          key.value(),
+          reason);
+      if (cancel_reject) {
+         cancel_reject({key, CancelRejectReason::Other, reason});
+      }
+   }
+
+   std::shared_ptr<const ExecutionReport> build_report_locked(
+       const ActiveOrder& active,
+       ConnectorOrderState state) const {
+      auto report = std::make_shared<ExecutionReport>();
+      report->account_name = account_name_for(active.create_msg);
+      report->operator_id = operator_id_for(active.create_msg);
+      report->order_key = active.create_msg.key;
+      report->msg_seq_num = 0;
+      report->security = active.create_msg.security;
+      report->leg_security = nullptr;
+      report->side = active.create_msg.side;
+      report->time_in_force = active.create_msg.time_in_force;
+      report->order_type = active.create_msg.order_type;
+      report->manual_order_indicator = active.create_msg.manual_order_indicator;
+      report->exchange = venue;
+      report->cfg = jetfix_connection.get();
+      report->exchange_order_id = ExchangeOrderID64(
+          active.client_id != 0 ? active.client_id : state.txn_id);
+      report->quantity = active.create_msg.quantity;
+      report->price = active.create_msg.price;
+      report->stop_price = active.create_msg.stop_px;
+      report->max_show = active.create_msg.display_quantity;
+      report->transact_time =
+          ExchangeTimeStamp64(static_cast<std::uint64_t>(datetime::unix_nano_now()));
+      report->exec_type = to_exec_type(state);
+      report->order_status = to_order_status(state);
+      report->filled_quantity =
+          report->order_status == api::orderman::NATIVE_ORDER_STATUS_FILLED
+              ? active.create_msg.quantity
+              : Quantity(0.0f);
+      report->last_shares = report->filled_quantity;
+      report->last_price = active.create_msg.price;
+      report->avg_price = active.create_msg.price;
+      report->msg = fmt::format(
+          "Rakurai txn_status={} txn_id={} pass={}",
+          txn_status_name(state.tx_status),
+          state.txn_id,
+          state.is_pass);
+      LOG_FN(
+          Info,
+          "build_report_locked",
+          "built report. order_key:{} client_id:{} txn_id:{} exec_type:{} order_status:{} message:{}",
+          active.create_msg.key.value(),
+          active.client_id,
+          state.txn_id,
+          api::orderman::ExecType_Name(report->exec_type),
+          api::orderman::NativeOrderStatus_Name(report->order_status),
+          report->msg);
+      return report;
+   }
+
+   void enqueue_reject_locked(
+       const CreateOrderMsg& msg,
+       trace::CorID cor_id,
+       const std::string& reason) {
+      auto report = std::make_shared<ExecutionReport>();
+      report->account_name = account_name_for(msg);
+      report->operator_id = operator_id_for(msg);
+      report->order_key = msg.key;
+      report->msg_seq_num = 0;
+      report->security = msg.security;
+      report->leg_security = nullptr;
+      report->side = msg.side;
+      report->time_in_force = msg.time_in_force;
+      report->order_type = msg.order_type;
+      report->manual_order_indicator = msg.manual_order_indicator;
+      report->exchange = venue;
+      report->cfg = jetfix_connection.get();
+      report->exchange_order_id = ExchangeOrderID64(0);
+      report->quantity = msg.quantity;
+      report->filled_quantity = Quantity(0.0f);
+      report->last_shares = Quantity(0.0f);
+      report->price = msg.price;
+      report->stop_price = msg.stop_px;
+      report->max_show = msg.display_quantity;
+      report->last_price = Price(std::numeric_limits<double>::quiet_NaN());
+      report->avg_price = Price(std::numeric_limits<double>::quiet_NaN());
+      report->transact_time =
+          ExchangeTimeStamp64(static_cast<std::uint64_t>(datetime::unix_nano_now()));
+      report->exec_type = api::orderman::EXEC_TYPE_REJECTED;
+      report->order_status = api::orderman::NATIVE_ORDER_STATUS_REJECTED;
+      report->msg = reason;
+      buffered_reports.push_back({std::move(report), cor_id});
+      WARN_FN(
+          "enqueue_reject_locked",
+          "buffered reject. order_key:{} reason:{} buffered_reports:{}",
+          msg.key.value(),
+          reason,
+          buffered_reports.size());
+   }
+
+   AccountName account_name_for(const CreateOrderMsg& msg) const {
+      const auto account = msg.routing_record != nullptr &&
+                                   !msg.routing_record->account().empty()
+                               ? msg.routing_record->account()
+                               : config.account;
+      AccountName result;
+      result->copy_from(account);
+      return result;
+   }
+
+   OperatorID operator_id_for(const CreateOrderMsg& msg) const {
+      const auto operator_id =
+          msg.routing_record != nullptr &&
+                  !msg.routing_record->operator_id().empty()
+              ? msg.routing_record->operator_id()
+              : config.operator_id;
+      OperatorID result;
+      orderman::to_array(operator_id, &result.value());
+      return result;
+   }
+};
+
+RakuraiExecutionGateway::RakuraiExecutionGateway(
+    md::SecurityOracle sec_oracle,
+    GatewayConfig config,
+    config::JetFIX_Connection jetfix_connection)
+    : me_(std::make_unique<PImpl>(
+          std::move(sec_oracle),
+          std::move(config),
+          std::move(jetfix_connection))) {}
+
+RakuraiExecutionGateway::~RakuraiExecutionGateway() { me_->stop(); }
+
+void RakuraiExecutionGateway::start() { me_->start(); }
+
+void RakuraiExecutionGateway::dispatch_incoming_fix_messages() {
+   std::deque<PImpl::BufferedReport> reports;
+   {
+      std::lock_guard<std::mutex> lock(me_->mutex);
+      reports.swap(me_->buffered_reports);
+   }
+
+   if (!reports.empty()) {
+   LOG_FN(
+        Info,
+        "dispatch_incoming_fix_messages",
+        "dispatching buffered reports. count:{} has_callback:{}",
+        reports.size(),
+        me_->exe_report != nullptr);
+   }
+   if (!me_->exe_report) {
+      return;
+   }
+
+   for (auto& buffered : reports) {
+      LOG_FN(
+          Info,
+          "dispatch_incoming_fix_messages",
+          "publishing execution report. order_key:{} exec_type:{} order_status:{} msg:{}",
+          buffered.report->order_key.value(),
+          api::orderman::ExecType_Name(buffered.report->exec_type),
+          api::orderman::NativeOrderStatus_Name(buffered.report->order_status),
+          buffered.report->msg);
+      me_->exe_report(std::move(buffered.report), buffered.cor_id);
+   }
+}
+
+void RakuraiExecutionGateway::on_securities(
+    const mercury::Update<NewSecuritiesEvent>& update) {
+   LOG_FN(
+       Info,
+       "on_securities",
+       "received securities update. type:{} has_events:{} count:{}",
+       static_cast<int>(update.event_type),
+       update.events != nullptr,
+       update.events != nullptr ? update.events->size() : 0);
+}
+
+void RakuraiExecutionGateway::on_admin_data(
+    const mercury::Update<NewAdminDataEvent>& update) {
+   LOG_FN(
+       Info,
+       "on_admin_data",
+       "received admin data update. type:{} has_events:{} count:{}",
+       static_cast<int>(update.event_type),
+       update.events != nullptr,
+       update.events != nullptr ? update.events->size() : 0);
+}
+
+void RakuraiExecutionGateway::send_fix(const jetfix::OutFIXPtr&, trace::CorID) {
+   WARN_FN("send_fix", "FIX transport is not supported for Rakurai");
+}
+
+void RakuraiExecutionGateway::send_msgs(
+    std::vector<OrderMsg> const& msgs,
+    trace::CorID cor_id) {
+   LOG_FN(
+       Info,
+       "send_msgs",
+       "received outbound message batch. count:{}",
+       msgs.size());
+   for (const auto& msg : msgs) {
+      std::visit(
+          [&](const auto& order_msg) {
+             using T = std::decay_t<decltype(order_msg)>;
+             if constexpr (std::is_same_v<T, CreateOrderMsg>) {
+                me_->send_create(order_msg, cor_id);
+             } else if constexpr (std::is_same_v<T, CancelOrderMsg>) {
+                me_->send_cancel_reject(
+                    order_msg.key,
+                    "Rakurai DEX gateway does not support order cancel");
+             } else if constexpr (std::is_same_v<T, CancelReplaceOrderMsg>) {
+                me_->send_cancel_reject(
+                    order_msg.create_fields.key,
+                    "Rakurai DEX gateway does not support order replace");
+             } else if constexpr (std::is_same_v<T, RFQMsg>) {
+                WARN_FN("send_msgs", "RFQ is not supported for Rakurai");
+             }
+          },
+          msg);
+   }
+}
+
+OnExeReport& RakuraiExecutionGateway::on_exe_report() { return me_->exe_report; }
+
+OnGwStatusChange& RakuraiExecutionGateway::on_gw_status_change() {
+   return me_->gw_status_change;
+}
+
+OnCancelReject& RakuraiExecutionGateway::on_cancel_reject() {
+   return me_->cancel_reject;
+}
+
+OnExchangePositionState& RakuraiExecutionGateway::on_exchange_position_state() {
+   return me_->exchange_position_state;
+}
+
+OnExchangeOpenOrdersState& RakuraiExecutionGateway::on_exchange_open_orders() {
+   return me_->exchange_open_orders;
+}
+
+} // namespace bts::orderman::rakurai

src/app_sparkd/sparkd/execution/rakurai/rakurai_execution_gateway.h

@@ -0,0 +1,76 @@
+#pragma once
+
+#include "spark/io/JsonReader.h"
+#include "spark/orderman/gateways/IExecutionGateway.h"
+#include "spark/os/os.h"
+
+#include <memory>
+#include <nlohmann/json.hpp>
+
+namespace bts::config {
+class JetFIX_Connection;
+}
+
+namespace bts::md {
+class SecurityOracle;
+}
+
+namespace bts::orderman::rakurai {
+
+struct GatewayConfig {
+   std::string account;
+   std::string operator_id;
+   std::string json_conf_file_name;
+   std::uint64_t default_priority_fee = 1000;
+   nlohmann::json connector_config;
+
+   void expand_env() {
+      bts::os::expand_env_in_place(account);
+      bts::os::expand_env_in_place(operator_id);
+      bts::os::expand_env_in_place(json_conf_file_name);
+   }
+};
+
+inline void from_json(const nlohmann::json& j, GatewayConfig& cfg) {
+   cfg.connector_config = j;
+
+   const bts::io::JsonReader jr{&j};
+   jr.read_or("account", cfg.account);
+   jr.read_or("operator_id", cfg.operator_id);
+   jr.read_or("json_conf_file_name", cfg.json_conf_file_name);
+   jr.read_or("default_priority_fee", cfg.default_priority_fee);
+}
+
+class RakuraiExecutionGateway : public IExecutionGateway {
+ public:
+   explicit RakuraiExecutionGateway(
+       bts::md::SecurityOracle sec_oracle,
+       GatewayConfig config,
+       bts::config::JetFIX_Connection jetfix_connection);
+   ~RakuraiExecutionGateway() override;
+
+   void start() override;
+   void dispatch_incoming_fix_messages() override;
+   void on_securities(
+       const bts::mercury::Update<bts::orderman::NewSecuritiesEvent>&)
+       override;
+   void on_admin_data(
+       const bts::mercury::Update<bts::orderman::NewAdminDataEvent>&) override;
+   void send_fix(const bts::jetfix::OutFIXPtr&, bts::trace::CorID) override;
+   void send_msgs(
+       std::vector<bts::orderman::OrderMsg> const&,
+       bts::trace::CorID) override;
+
+   bts::orderman::OnExeReport& on_exe_report() override;
+   bts::orderman::OnGwStatusChange& on_gw_status_change() override;
+   bts::orderman::OnCancelReject& on_cancel_reject() override;
+   bts::orderman::OnExchangePositionState&
+   on_exchange_position_state() override;
+   bts::orderman::OnExchangeOpenOrdersState& on_exchange_open_orders() override;
+
+ private:
+   struct PImpl;
+   std::unique_ptr<PImpl> me_;
+};
+
+} // namespace bts::orderman::rakurai

src/app_sparkd/sparkd/md/MarketDataGateway.cpp

@@ -4,7 +4,7 @@
 #include "spark/api/md/MarketDataConfig.pb.h"
 #include "spark/api/md/MarketDataConfigUtils.h"
 #include "spark/core/FMT.h"
-#include "spark/core/TimeSpan.h"
+#include "spark/core/time_span.h"
 #include "spark/domain/DomainSecurityUtils.h"
 #include "spark/domain/SecurityID.h"
 #include "spark/domain_model/Venue.h"
@@ -25,6 +25,7 @@
 #include "sparkd/md/ccapi/CCApiMarketDataProvider.h"
 #include "sparkd/md/databento/DatabentoMarketDataProvider.h"
 #include "sparkd/md/emumba/EmumbaMarketDataProvider.h"
+#include "sparkd/md/rakurai/RakuraiMarketDataProvider.h"
 #include "sparkd/md/taifex/TaifexMarketDataProvider.h"
 
 #include <bits/stdint-uintn.h>
@@ -81,6 +82,8 @@ struct MarketDataGateway::PImpl {
           std::make_unique<OnixsMarketDataProvider>(this->config));
       providers.push_back(std::make_unique<DatabentoMarketDataProvider>(
           this->config, this->sec_id_store));
+      providers.push_back(std::make_unique<RakuraiMarketDataProvider>(
+          this->config, this->sec_id_store));
       providers.push_back(std::make_unique<TaifexMarketDataProvider>(
           this->config, this->sec_id_store));
       providers.push_back(std::make_unique<PyMarketDataProvider>(
@@ -141,5 +144,6 @@ MarketDataGateway::MarketDataGateway(
 MarketDataGateway::~MarketDataGateway() = default;
 
 void MarketDataGateway::start() { me_->start(); }
+void MarketDataGateway::stop() { me_->stop(); }
 
 } // namespace bts::md

src/app_sparkd/sparkd/md/MarketDataGateway.h

@@ -29,6 +29,7 @@ class MarketDataGateway {
    ~MarketDataGateway();
 
    void start();
+   void stop();
 
  private:
    struct PImpl;

src/app_sparkd/sparkd/md/PyMarketDataSubscription.cpp

@@ -15,8 +15,8 @@
 #include "spark/api/domain/SecurityType.h"
 #include "spark/api/domain/Venue.h"
 #include "spark/api/md/PyMarketDataProviderConfig.pb.h"
-#include "spark/core/TimeSpan.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_span.h"
+#include "spark/core/time_stamp.h"
 #include "spark/domain/AggressorSide.h"
 #include "spark/domain/FutureSecurity.h"
 #include "spark/domain/Security.h"

src/app_sparkd/sparkd/md/binance/BinanceContractType.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/binance/BinanceFilterType.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/binance/BinanceInstrumentStatus.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/binance/BinanceMessageType.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/binance/BinanceMiniTickerEventType.h

@@ -15,7 +15,7 @@ namespace bts::md::binance {
  */
 class BinanceMiniTickerEventType {
    // Unlike most binance-related enums, this one isn't defined via macros (in
-   // EnumMacros.h). The macros assume the enum value names are identical to
+   // enum_macros.h). The macros assume the enum value names are identical to
    // their json field counter-parts. Unfortunately, one of the json fields for
    // this enum, '24hrMiniTicker', isn't a legal name in cpp.
  public:

src/app_sparkd/sparkd/md/binance/BinanceMiniTickerUpdate.cpp

@@ -1,6 +1,6 @@
 #ifdef SPARK_ENABLE_CCAPI
 #include "BinanceMiniTickerUpdate.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/domain/Price.h"
 #include "spark/domain/Quantity.h"
 #include "spark/domain/SecurityMarketDataStatistics.h"

src/app_sparkd/sparkd/md/binance/BinanceMiniTickerUpdate.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/domain/SecurityMarketDataStatistics.h"
 #include "sparkd/md/binance/BinanceMiniTickerEventType.h"
 

src/app_sparkd/sparkd/md/binance/BinanceOrderType.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/binance/BinancePermission.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/binance/BinancePriceStatistics.cpp

@@ -1,5 +1,5 @@
 #include "BinancePriceStatistics.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/domain/Price.h"
 #include "spark/domain/Quantity.h"
 #include "spark/domain/SecurityMarketDataStatistics.h"

src/app_sparkd/sparkd/md/binance/BinancePriceStatistics.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 
 #include <cstdint>
 #include <nlohmann/json.hpp>

src/app_sparkd/sparkd/md/binance/BinanceQuoteAsset.h

@@ -1,7 +1,7 @@
 #pragma once
 
 #include "spark/api/domain/Currency.pb.h"
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <boost/algorithm/string/case_conv.hpp>

src/app_sparkd/sparkd/md/binance_coin_futures/binance_coin_futures_contract_type.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/binance_coin_futures/binance_coin_futures_message_type.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/binance_us/BinanceUsMessageType.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/binance_us/BinanceUsPriceStatistics.cpp

@@ -1,5 +1,5 @@
 #include "BinanceUsPriceStatistics.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/domain/Price.h"
 #include "spark/domain/Quantity.h"
 #include "spark/domain/SecurityMarketDataStatistics.h"

src/app_sparkd/sparkd/md/binance_us/BinanceUsPriceStatistics.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 
 #include <cstdint>
 #include <nlohmann/json.hpp>

src/app_sparkd/sparkd/md/binance_usds_futures/BinanceUsdsFuturesContractType.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/binance_usds_futures/BinanceUsdsFuturesMessageType.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/ccapi/CCApiCorrelationID.h

@@ -1,8 +1,8 @@
 #pragma once
 
+#include "spark/algorithm/string/find.h"
+#include "spark/algorithm/string/join.h"
 #include "spark/core/FMT_IMPL.h"
-#include "spark/core/StringFinder.h"
-#include "spark/core/StringJoiner.h"
 #include "spark/utils/bts_assert.h"
 
 #include <boost/algorithm/string/split.hpp>
@@ -119,7 +119,7 @@ inline CCApiCorrelationID CCApiCorrelationID::from_string(
 template <class... Parts>
 inline CCApiCorrelationID CCApiCorrelationID::from_parts(Parts... parts) {
    // TODO: create the parts vector/string simultaneously (more efficient)
-   auto parts_str = core::StringJoiner::join(delimiter(), parts...);
+   auto parts_str = bts::algorithm::join(delimiter(), parts...);
    return from_string(parts_str);
 }
 
@@ -231,7 +231,7 @@ inline void CCApiCorrelationID::advance_(std::size_t len) {
       return;
    }
    cursor_ += len;
-   auto idx = core::StringFinder::find(str_, '.', len);
+   auto idx = bts::algorithm::find_nth(str_, '.', len);
    str_ = str_.substr(idx);
 }
 

src/app_sparkd/sparkd/md/ccapi/CCApiMessageLogger.cpp

@@ -1,6 +1,6 @@
 #include "CCApiMessageLogger.h"
-#include "spark/core/StringJoiner.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/algorithm/string/join.h"
+#include "spark/core/time_stamp.h"
 
 #include <fmt/format.h>
 #include <range/v3/view.hpp>
@@ -9,7 +9,7 @@
 
 namespace bts::md {
 
-using bts::core::StringJoiner;
+using bts::algorithm::join;
 using std::string;
 
 CCApiMessageLogger::CCApiMessageLogger(std::string name)
@@ -24,7 +24,7 @@ void CCApiMessageLogger::on_messages(
    auto msg_strs = msgs | ranges::views::transform([](const ccapi::Message *m) {
                       return m->toStringPretty();
                    });
-   auto msgs_str = StringJoiner::join(msg_strs.begin(), msg_strs.end(), "\n");
+   auto msgs_str = join(msg_strs.begin(), msg_strs.end(), "\n");
    LOG(md, Info, "Received CCApi messages. name: {}; corr_id: {}; msgs:\n{}",
        name_, corr_id, msgs_str);
 }

src/app_sparkd/sparkd/md/ccapi/CCApiTradeAdaptor.cpp

@@ -1,5 +1,5 @@
 #include "CCApiTradeAdaptor.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/domain/SecurityID.h"
 #include "spark/domain/TradeRecord.h"
 #include "spark/utils/bts_fatal.h"

src/app_sparkd/sparkd/md/coinbase/CoinbaseMessageType.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/coinbase/CoinbasePriceStatistics.cpp

@@ -1,5 +1,5 @@
 #include "CoinbasePriceStatistics.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/domain/Price.h"
 #include "spark/domain/Quantity.h"
 #include "spark/domain/SecurityMarketDataStatistics.h"

src/app_sparkd/sparkd/md/coinbase/CoinbasePriceStatistics.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 
 #include <cstdint>
 #include <nlohmann/json.hpp>

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

@@ -23,7 +23,7 @@
 #include "spark/logging/logging.h"
 #include "spark/md/IMarketDataListener.h"
 #include "spark/persistence/IDGenerator.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/utils/TimeStamp.h"
 #include "spark/utils/bts_assert.h"
 #include "spark/utils/bts_chrono.h"

src/app_sparkd/sparkd/md/deribit/DeribitCombo.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "sparkd/md/deribit/DeribitComboLeg.h"
 
 #include <cstdint>

src/app_sparkd/sparkd/md/deribit/DeribitInstrument.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "sparkd/md/deribit/DeribitInstrumentKind.h"
 
 #include <nlohmann/json_fwd.hpp>

src/app_sparkd/sparkd/md/deribit/DeribitInstrumentKind.h

@@ -3,7 +3,7 @@
 #include "spark/algorithm/StringCaseConverter.h"
 #include "spark/api/domain/SecurityType.pb.h"
 #include "spark/collections/HASH_IMPL.h"
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 #include "spark/domain_model/Security.pb.h"
 

src/app_sparkd/sparkd/md/deribit/DeribitInstrumentState.h

@@ -1,7 +1,7 @@
 #pragma once
 
 #include "spark/core/FMT_IMPL.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "sparkd/md/deribit/DeribitInstrumentStateType.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/deribit/DeribitInstrumentStateType.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/deribit/DeribitMessageType.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <fmt/format.h>

src/app_sparkd/sparkd/md/deribit/DeribitSubscription.cpp

@@ -6,7 +6,7 @@
 #include "spark/collections/Remove.h"
 #include "spark/collections/Transform.h"
 #include "spark/core/FMT.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/domain/Security.h"
 #include "spark/domain/SecurityCriteria.h"
 #include "spark/domain_model/Security.pb.h"

src/app_sparkd/sparkd/md/deribit/DeribitTradeAdaptor.cpp

@@ -1,5 +1,5 @@
 #include "DeribitTradeAdaptor.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/domain/AggressorSide.h"
 #include "spark/domain/SecurityID.h"
 #include "spark/domain/TradeRecord.h"

src/app_sparkd/sparkd/md/ftx/FTXFuture.cpp

@@ -1,8 +1,8 @@
 #include "FTXFuture.h"
 #include "spark/api/domain/Venue.pb.h"
-#include "spark/core/TableFormatter.h"
 #include "spark/domain/FutureSecurity.h"
 #include "spark/domain/Security.h"
+#include "spark/format/table.h"
 #include "spark/io/JsonReader.h"
 #include "spark/logging/logging.h"
 
@@ -14,9 +14,10 @@
 
 namespace bts::md::ftx {
 
-using bts::core::TableFormatter;
 using bts::domain::FutureSecurity;
 using bts::domain::Security;
+using bts::format::format_table_kv_rows;
+using bts::format::detail::TableSchemaBuilder;
 using bts::io::JsonReader;
 using std::string;
 using std::stringstream;
@@ -133,7 +134,7 @@ void from_json(const nlohmann::json &j, FTXFuture &fut) {
 
 string FTXFuture::to_string_pretty() const {
    stringstream out;
-   TableFormatter::SchemaBuilder<FTXFuture> schema;
+   TableSchemaBuilder<FTXFuture> schema;
    schema.add("ask", [](const auto &f) { return f.ask; });
    schema.add("bid", [](const auto &f) { return f.bid; });
    schema.add("change_1h", [](const auto &f) { return f.change_1h; });
@@ -165,7 +166,7 @@ string FTXFuture::to_string_pretty() const {
    schema.add("underlying", [](const auto &f) { return f.underlying; });
    schema.add("upper_bound", [](const auto &f) { return f.upper_bound; });
    schema.add("type", [](const auto &f) { return f.type; });
-   TableFormatter::format_record(out, *this, schema.result);
+   format_table_kv_rows(out, *this, schema.result);
    return out.str();
 }
 

src/app_sparkd/sparkd/md/ftx/FTXFuture.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "sparkd/md/ftx/FTXSecurityType.h"
 
 #include <nlohmann/json.hpp>