fix: build was broken, spark.dll being used by another process

Native assets (libspark.dll/so) are copied to the outdir for local
builds, and packed in nupkg files for sdk releases. The dest path in the
package is different from the path in the outdir, so we configured
Copy/Pack as separate msbuild items. However, both had the same
Include="@(NativeWindows/LinuxAsset)", so Pack="false" in the Copy item
was overriding Pack="true" in the Pack item.

.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

.vscode/launch.json

@@ -183,11 +183,10 @@
       "windows": {
         "program": "PubSubServer.exe",
       },
-      "args": [
-        "--config",
-        "${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
-      ],
       "cwd": "build/Debug/bin/net8.0",
+      "env": {
+        "DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
+      },
       "stopAtEntry": false,
       "console": "integratedTerminal"
     },
@@ -214,7 +213,7 @@
       "type": "coreclr",
       "request": "launch",
       "program": "",
-      "preLaunchTask": "Build Api Server (Debug)",
+      "preLaunchTask": "Build Spark Sdk (Debug)",
       "windows": {
         "program": "Bts.Spark.Sdk.Demo.exe",
       },
@@ -449,14 +448,15 @@
       "default": "Local",
     },
     {
-      "id": "pubSubServerConfig",
+      "id": "pubSubServerEnvironment",
       "type": "pickString",
-      "description": "PubSub Configuration",
+      "description": "PubSubServer Configuration",
       "options": [
-        "PubSubServer",
-        "SimpleEchoClient",
+        "Development",
+        "EchoServer",
+        "Local",
       ],
-      "default": "PubSubServer",
+      "default": "Development",
     },
     {
       "id": "sdkDemoEnvironment",

compose.yaml

@@ -2,6 +2,7 @@ services:
   sparkd:
     volumes:
       - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
     build:
       dockerfile: src/app_sparkd/Dockerfile
       args:
@@ -9,24 +10,35 @@ services:
         - SOURCE_DIR=${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}"
+    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 +54,7 @@ services:
   sparkd-symbols:
     volumes:
       - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
       - ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
     build:
       dockerfile: src/app_sparkd/Dockerfile
@@ -50,26 +63,8 @@ services:
         - SOURCE_DIR=${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
       - ${SPARKD__CONFIG_DIR}/.env
@@ -77,6 +72,7 @@ services:
       - "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
       - "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
       - "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
     deploy:
       restart_policy:
         condition: any
@@ -84,7 +80,65 @@ services:
       resources:
         limits:
           memory: "${SPARKD__MEMORY:-4gb}"
-
+  sparkd-multicast:
+    environment:
+      - TZ=America/Chicago
+    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:-8192mb}"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    network_mode: "host"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
+    deploy:
+      restart_policy:
+        condition: any
+        delay: 3s
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-16gb}"
+  
+  
+  sparkd-multicast-cert:
+    environment:
+      - TZ=America/Chicago
+    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:-8192mb}"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    network_mode: "host"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
+    deploy:
+      restart_policy:
+        condition: any
+        delay: 3s
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-16gb}"
+  
   sparkd-tail:
     image: bluetradingsystems/linux_dotnet8
     volumes:
@@ -195,3 +249,6 @@ 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 +19,11 @@ 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 gdb
+RUN apt-get update && apt-get install -y fish
+RUN apt-get update && apt-get install -y vim
+RUN apt-get update && apt-get install -y less
+
 RUN locale-gen en_US.UTF-8
 
 ARG docker_user="bts"

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}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{F7C6F079-67BA-4899-9B43-D3F8C121D264}"
 EndProject
-Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{1A5B8C5D-BADC-457E-819F-0050C44FE4D3}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{2A0FBDE0-D870-4567-85BD-F7793A5862C6}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{ECBAA198-EC93-4174-8156-BDA5F5E95042}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{B6070F41-8759-448B-B56D-A7D15D489569}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{B2D721AB-920C-4CD6-8DBF-6778A115A449}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "client", "client", "{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "spark", "spark", "{42C014A0-00C5-0620-8552-38912E891A7F}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark", "src\client\spark\Spark.csproj", "{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{2B8243FF-60C6-4607-8AAE-7762D29B0A48}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|x64 = Debug|x64
 		Debug|Any CPU = Debug|Any CPU
+		Debug|x64 = Debug|x64
 		Debug|x86 = Debug|x86
-		MinSizeRel|x64 = MinSizeRel|x64
-		MinSizeRel|Any CPU = MinSizeRel|Any CPU
-		MinSizeRel|x86 = MinSizeRel|x86
-		Release|x64 = Release|x64
 		Release|Any CPU = Release|Any CPU
+		Release|x64 = Release|x64
 		Release|x86 = Release|x86
-		RelWithDebInfo|x64 = RelWithDebInfo|x64
-		RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
-		RelWithDebInfo|x86 = RelWithDebInfo|x86
 	EndGlobalSection
 	GlobalSection(ProjectConfigurationPlatforms) = postSolution
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+		{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
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}.Release|x64.ActiveCfg = Release|x64
+		{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
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Debug|Any CPU.Build.0 = Debug|x64
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}.Debug|x64.ActiveCfg = Debug|x64
+		{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/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/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/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 +187,24 @@
       Name="Test"
       DependsOnTargets="Build"></Target>
 
+  <Target Name="CopyNativeAssetsToOutput" AfterTargets="Build">
+    <Copy SourceFiles="@(NativeWindowsAsset)" DestinationFolder="$(OutDir)" SkipUnchangedFiles="True" Condition="Exists('%(NativeWindowsAsset.FullPath)')" />
+    <Copy SourceFiles="@(NativeLinuxAsset)" DestinationFolder="$(OutDir)" SkipUnchangedFiles="True" Condition="Exists('%(NativeLinuxAsset.FullPath)')" />
+  </Target>
+
+  <ItemGroup>
+    <Content Include="@(NativeWindowsAsset)"
+             Condition="Exists('@(NativeWindowsAsset)')"
+             Link="%(NativeWindowsAsset.FileName)%(NativeWindowsAsset.Extension)"
+             CopyToOutputDirectory="PreserveNewest"
+             Pack="true"
+             PackagePath="runtimes/win-x64/native/" />
+    <Content Include="@(NativeLinuxAsset)"
+             Condition="Exists('@(NativeLinuxAsset)')"
+             Link="%(NativeLinuxAsset.FileName)%(NativeLinuxAsset.Extension)"
+             CopyToOutputDirectory="PreserveNewest"
+             Pack="true"
+             PackagePath="runtimes/linux-x64/native/" />
+  </ItemGroup>
+
 </Project>

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 +38,7 @@ 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
 
 USER "root"
 RUN apt-get update && apt-get install -y liblttng-ust-dev
@@ -47,6 +51,7 @@ 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/ophir_cert_live_wb/.env

@@ -0,0 +1,10 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_cert_live_wb
+SPARKD__DATA_DIR=/home/wedbushprod/9000/sparkdata/data
+SPARKD__IMAGE=sparkd_symbols
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_cert_live_wb/requirements.txt
+SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/9000/sparkdata/conf
+SPARKD__SHM_SIZE=8g
+SPARKD__MEMORY=16g
+SPARKD__CONFIG_PORT=9000
+SPARKD__QUICKBUS_PORT=9001
+SPARKD__SIM_FIX_PORT=9002

src/app_sparkd/configurations/ophir_cert_live_wb/spark.conf

@@ -0,0 +1,140 @@
+DeploymentType {
+  value {
+    type: "dev"
+  }
+}
+PublisherOptions {
+   value {
+      network_interface_a: 'ens65f1'
+      network_interface_b: 'ens65f0'
+      #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
+      #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 {
+      name: "maw_004_64"
+      venue: VENUE_GLBX
+      socket_connect_host_ip: "69.50.112.177"
+      socket_connect_port: 44040
+      sender_compid: "MAW004"
+      target_compid: "CME"
+      target_subid: "64"
+      cme_market_segment_id: 64
+      start_time: "00:10:00"
+      end_time: "23:55:00"
+      start_day: "sunday"
+      end_day: "friday"
+      seconds_between_hbs: 15
+      sender_subid: "BTS"
+      seconds_to_pause: 2
+      max_connection_attempts: 100
+      use_ilink3: true
+    }
+  }
+}
+OrdermanCfg {
+  value {
+    executor {
+      thread_name: "oman_orders"
+      poll: true 
+      hosted_actor: "MDSource"
+      hosted_actor: "OrderManager"
+      hosted_actor: "ExecutionGateway"
+    }
+    executor {
+      thread_name: "oman_slow"
+            poll: false 
+      hosted_actor: "*"
+    }
+    fallback_cust_order_handling_inst: "Y"
+  }
+}
+NotSimExecution {
+  value {
+    entries {
+      venue: VENUE_GLBX
+    }
+  }
+}
+Ports {
+   value {
+      config_port: 9000
+      qbus_port: 9001
+      glbx_sim_fix_port: 9002
+      ice_sim_fix_port: 9003
+      replicator_port: 9080
+   }
+}

src/app_sparkd/configurations/ophir_demo/.env

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

src/app_sparkd/configurations/ophir_demo/symbols.conf

@@ -1,8 +0,0 @@
-Symbols {
-  value {
-    venues {
-      name: "VENUE_GLBX"
-      future: "ES"
-    }
-  }
-}

src/app_sparkd/configurations/ophir_prod_live_wb/.env

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

src/app_sparkd/configurations/ophir_prod_live_wb/spark.conf

@@ -0,0 +1,152 @@
+DeploymentType {
+  value {
+    type: "prod"
+  }
+}
+PublisherOptions {
+   value {
+      network_interface_a: 'enp193s0f0np0'
+      network_interface_b: 'enp193s0f1np1'
+      #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
+      #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 {
+      name: "u6p_7qb_54"
+      venue: VENUE_GLBX
+      socket_connect_host_ip: "205.209.201.97"
+      socket_connect_port: 10979
+      sender_compid: "U6P7QB"
+      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: 15
+      sender_subid: "BTS"
+      seconds_to_pause: 1
+      max_order_msgs_per_window: 300
+      max_connection_attempts: 2
+      use_ilink3: true
+    }
+   connection {
+      name: "u6p_7qb_64"
+      venue: VENUE_GLBX
+      socket_connect_host_ip: "205.209.201.1"
+      socket_connect_port: 10979
+      sender_compid: "U6P7QB"
+      target_compid: "CME"
+      target_subid: "64"
+      cme_market_segment_id: 64
+      start_time: "00:10:00"
+      end_time: "23:55:00"
+      start_day: "sunday"
+      end_day: "friday"
+      seconds_between_hbs: 15
+      sender_subid: "BTS"
+      seconds_to_pause: 1
+      max_connection_attempts: 2
+      max_order_msgs_per_window: 300
+      use_ilink3: true
+    }
+  }
+}
+OrdermanCfg {
+  value {
+    executor {
+      thread_name: "oman_orders"
+      poll: true 
+      hosted_actor: "MDSource"
+      hosted_actor: "OrderManager"
+      hosted_actor: "ExecutionGateway"
+    }
+    executor {
+      thread_name: "oman_slow"
+            poll: false 
+      hosted_actor: "*"
+    }
+    fallback_cust_order_handling_inst: "Y"
+  }
+}
+NotSimExecution {
+  value {
+    entries {
+      venue: VENUE_GLBX
+    }
+  }
+}

src/app_sparkd/configurations/ophir_prod_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/.env

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

src/app_sparkd/configurations/ophir_sim/spark.conf

@@ -1,104 +0,0 @@
-JetFIX {
-  value {
-    connection {
-      name: "glbx_1"
-      venue: VENUE_GLBX
-      max_order_msgs_per_window: 300
-      window_duration_msecs: 1000
-    }
-  }
-}
-
-PublisherOptions {
-   value {
-      network_interface_a: 'ens3f0np0'
-      network_interface_b: 'ens3f1np1'
-      #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_REGULAR
-      #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
-    }
-  }
-}
-
-# 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_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

@@ -24,38 +24,9 @@ PublisherOptions {
   }
 }
 
-Logging {
-  value {
-    initial_queue_size: 120001
-    max_queue_growth: 4
-    console {
-      default_level: "Info"
-      subsystem {
-        name: "md"
-        level: "Warn"
-      }
-      subsystem {
-        name: "OrderMan"
-        level: "Info"
-      }
-    }
-    file {
-      default_level: "Info"
-      subsystem {
-        name: "OrderMan"
-        level: "Diag"
-      }
-      subsystem {
-        name: "Http"
-        level: "Diag"
-      }
-    }
-  }
-}
-
 MarketDataConfig {
   value {
-    replay {
+   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 +1,55 @@
+#!/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"
+sudo -n chown -R bts:bts "$data_root"
+load_env "$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/execution/execution_gateway_provider.cpp

@@ -109,7 +109,8 @@ struct ExecutionGatewayProvider::PImpl {
          return make_gw<ICEExecutionGateway>(conn, conn, *l, o);
       case api::VENUE_GLBX:
          if (conn.use_ilink3()) {
-            make_gw<ilink3::GLBXiLink3ExecutionGateway>(conn, conn, *l, o);
+            return make_gw<ilink3::GLBXiLink3ExecutionGateway>(
+                conn, conn, *l, o);
          }
          return make_gw<GLBXExecutionGateway>(conn, conn, *l, o);
       case api::VENUE_DERIBIT:

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/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"
@@ -141,5 +141,6 @@ 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>

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

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

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

@@ -1,7 +1,7 @@
 #include "FTXMarket.h"
 #include "spark/api/domain/Venue.pb.h"
-#include "spark/core/TableFormatter.h"
 #include "spark/domain/Security.h"
+#include "spark/format/table.h"
 #include "spark/io/JsonReader.h"
 #include "spark/logging/logging.h"
 #include "spark/utils/bts_fatal.h"
@@ -19,8 +19,9 @@ namespace bts::md::ftx {
 #define SEC_TYPE(x) bts::api::domain::SECURITY_TYPE_##x
 
 using bts::api::domain::Venue;
-using bts::core::TableFormatter;
 using bts::domain::Security;
+using bts::format::format_table_kv_rows;
+using bts::format::detail::TableSchemaBuilder;
 using bts::io::JsonReader;
 using std::ostream;
 using std::string;
@@ -163,7 +164,7 @@ void from_json(const nlohmann::json &j, FTXMarket &mkt) {
 }
 
 ostream &operator<<(ostream &out, const FTXMarket &mkt) noexcept {
-   core::TableFormatter::SchemaBuilder<FTXMarket> schema;
+   TableSchemaBuilder<FTXMarket> schema;
    schema.add("name", [](const auto &s) { return s.name; });
    schema.add("base_currency", [](const auto &s) { return s.base_currency; });
    schema.add("quote_currency", [](const auto &s) { return s.quote_currency; });
@@ -194,7 +195,7 @@ ostream &operator<<(ostream &out, const FTXMarket &mkt) noexcept {
       return s.large_order_threshold;
    });
    schema.add("is_etf_market", [](const auto &s) { return s.is_etf_market; });
-   TableFormatter::format_record(out, mkt, schema.result);
+   format_table_kv_rows(out, mkt, schema.result);
    return out;
 }
 

src/app_sparkd/sparkd/md/ftx/FTXMessageType.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/ftx/FTXSecurityType.h

@@ -1,7 +1,7 @@
 #pragma once
 
 #include "spark/api/domain/SecurityType.pb.h"
-#include "spark/core/EnumMacros.h"
+#include "spark/core/enum_macros.h"
 #include "spark/core/FMT_IMPL.h"
 
 #include <nlohmann/json.hpp>

src/app_sparkd/sparkd/md/market_data_session.cpp

@@ -0,0 +1,84 @@
+#include "market_data_session.h"
+#include "python_interop/plugin_manager.h"
+#include "spark/api/md/MarketDataConfig.pb.h"
+#include "spark/config/config.h"
+#include "spark/config/protos/market_data.pb.h"
+#include "spark/core/time_stamp.h"
+#include "spark/persistence/IDGenerator.h"
+#include "spark/utils/datetime.h"
+#include "spark/utils/thread_manager.h"
+#include "sparkd/cmds/md/cmds/Cleanup.h"
+#include "sparkd/md/MarketDataGateway.h"
+
+namespace bts::md {
+
+using bts::api::md::MarketDataConfig;
+using bts::cmds::md::cmds::Cleanup;
+using bts::core::TimeStamp;
+using bts::persistence::IDGenerator;
+using bts::threading::configure_current_thread;
+using std::shared_ptr;
+using std::thread;
+using std::this_thread::sleep_for;
+
+static void boot_sleep() {
+   auto conf = config::get<bts::md::MDBootDelayWindow>();
+   const auto *start = &conf.standard_start();
+   const auto *end = &conf.standard_end();
+   if (datetime::is_local_time_sunday()) {
+      start = &conf.sunday_start();
+      end = &conf.sunday_end();
+   }
+   int hh_start = 0, mm_start = 0, hh_end = 0, mm_end = 0;
+   sscanf(start->c_str(), "%i:%i", &hh_start, &mm_start);
+   sscanf(end->c_str(), "%i:%i", &hh_end, &mm_end);
+   int64_t sleep_secs =
+       datetime::is_local_time_between(hh_start, mm_start, hh_end, mm_end)
+           ? conf.delay_seconds()
+           : 2;
+   LOG(md, Info, R"([md_session_boot_sleep.json]{{ "dur": "{}s", "ts": {} }})",
+       sleep_secs, TimeStamp::now_ns());
+   sleep_for(std::chrono::seconds(sleep_secs));
+}
+
+struct MarketDataSession::PImpl {
+   volatile bool is_running = true;
+   thread run_thread;
+
+   PImpl(shared_ptr<python_interop::PluginManager> py_worker) {
+      LOG(md, Info, R"([md_session_starting.json]{{ "ts": {} }})",
+          TimeStamp::now_ns());
+      Cleanup::execute();
+      run_thread = thread([&]() {
+         configure_current_thread("MarketDataGateway");
+         LOG(md, Info, R"([md_session_started.json]{{ "ts": {} }})",
+             TimeStamp::now_ns());
+         MarketDataGateway gw{
+             config::get<MarketDataConfig>(), IDGenerator::instance_ptr(),
+             py_worker};
+         gw.start();
+         while (is_running) {
+            std::this_thread::sleep_for(std::chrono::seconds(1));
+         }
+         gw.stop();
+         LOG(md, Info, R"([md_session_stopped.json]{{ "ts": {} }})",
+             TimeStamp::now_ns());
+      });
+      boot_sleep();
+   }
+
+   ~PImpl() {
+      LOG(md, Info, R"([md_session_stopping.json]{{ "ts": {} }})",
+          TimeStamp::now_ns());
+      is_running = false;
+      run_thread.join();
+   }
+};
+
+MarketDataSession::MarketDataSession(
+    shared_ptr<python_interop::PluginManager> py_worker)
+    : me(std::make_unique<PImpl>(std::move(py_worker))) {}
+
+MarketDataSession::~MarketDataSession() = default;
+
+} // namespace bts::md

src/app_sparkd/sparkd/md/market_data_session.h

@@ -0,0 +1,19 @@
+#pragma once
+
+#include "python_interop/plugin_manager.h"
+
+#include <memory>
+
+namespace bts::md {
+
+class MarketDataSession {
+ public:
+   MarketDataSession(std::shared_ptr<python_interop::PluginManager> py_worker);
+   ~MarketDataSession();
+
+ private:
+   struct PImpl;
+   std::unique_ptr<PImpl> me;
+};
+
+} // namespace bts::md

src/app_sparkd/sparkd/md/okx/OkxInstrument.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "sparkd/md/okx/OkxInstrumentStatus.h"
 #include "sparkd/md/okx/OkxInstrumentType.h"
 

src/app_sparkd/sparkd/md/okx/OkxInstrumentStatus.h

@@ -1,7 +1,7 @@
 #pragma once
 
 #include "spark/algorithm/StringCaseConverter.h"
-#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/okx/OkxInstrumentStore.cpp

@@ -1,6 +1,6 @@
 #include "OkxInstrumentStore.h"
 #include "spark/api/domain/SecurityType.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/domain/Security.h"
 #include "spark/domain_model/Security.pb.h"
 #include "spark/logging/Common.h"

src/app_sparkd/sparkd/md/okx/OkxInstrumentType.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/okx/OkxMessageType.h

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

src/app_sparkd/sparkd/md/okx/OkxSide.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 "spark/domain/AggressorSide.h"
 #include "spark/domain/Side.h"

src/app_sparkd/sparkd/md/okx/OkxTicker.h

@@ -1,6 +1,6 @@
 #pragma once
 
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/domain/Price.h"
 #include "spark/domain/Quantity.h"
 #include "sparkd/md/okx/OkxInstrumentType.h"