fix build: Trivial changes to fix emumba_deribit build

* Use "Unix Makefiles" generator when building websocket-library.
  - Ninja tries to build things in parallel, and doesn't build the
    ExternalProject dependencies in the right order. Consequently, the
    websocket-library build fails because it can't find "libspdlog.a".

* Replace a few leftover SPDLOG_ERROR macros w/ LOG_ERROR (the latter
  logs in our system, not spdlog).

.config/dotnet-tools.json

@@ -9,7 +9,7 @@
       ]
     },
     "fable": {
-      "version": "4.0.6",
+      "version": "4.24.0",
       "commands": [
         "fable"
       ]
@@ -27,4 +27,4 @@
       ]
     }
   }
-}
+}

.vscode/launch.json

@@ -31,7 +31,24 @@
       "type": "cppdbg",
       "request": "launch",
       "program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
-      "args": ["run"],
+      "args": [
+        "run"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
+      "environment": [],
+      "externalConsole": false,
+      "MIMode": "gdb",
+    },
+    {
+      "name": "spreader tests2",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
+      "args": [
+        "test",
+        "[spreader2]"
+      ],
       "stopAtEntry": false,
       "cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
       "environment": [],
@@ -110,20 +127,104 @@
     },
     {
       "name": "Sparkd",
-      "type": "coreclr",
+      "type": "cppdbg",
       "request": "launch",
-      "preLaunchTask": "Build Sparkd (Debug | Clang)",
       "program": "",
       "linux": {
-        "program": "sparkd",
-      },
-      "args": [
-        "run"
-      ],
-      "cwd": "build/sparkd-debug-clang/server",
-      "stopAtEntry": false,
-      "console": "integratedTerminal"
-    }
+        "preLaunchTask": "Build Sparkd (Debug)",
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
+        "args": [
+          "run"
+        ],
+        "stopAtEntry": false,
+        "cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
+        "environment": [],
+        "externalConsole": false,
+        "MIMode": "gdb",
+        "setupCommands": [
+          {
+            "description": "Enable pretty-printing for gdb",
+            "text": "-enable-pretty-printing",
+            "ignoreFailures": true
+          }
+        ]
+      }
+    },
+    {
+      "name": "Sparkd (Skip Build)",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
+        "args": [
+          "run"
+        ],
+        "stopAtEntry": false,
+        "cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
+        "environment": [],
+        "externalConsole": false,
+        "MIMode": "gdb",
+        "setupCommands": [
+          {
+            "description": "Enable pretty-printing for gdb",
+            "text": "-enable-pretty-printing",
+            "ignoreFailures": true
+          }
+        ]
+      }
+    },
+    {
+      "name": "Sparkd Test",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "preLaunchTask": "Build Sparkd (Debug)",
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
+        "args": [
+          "test",
+          "${input:sparkdTest}",
+        ],
+        "stopAtEntry": false,
+        "cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
+        "environment": [],
+        "externalConsole": false,
+        "MIMode": "gdb",
+        "setupCommands": [
+          {
+            "description": "Enable pretty-printing for gdb",
+            "text": "-enable-pretty-printing",
+            "ignoreFailures": true
+          }
+        ]
+      }
+    },
+    {
+      "name": "Sparkd Test (Skip Build)",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/server/sparkd",
+        "args": [
+          "test",
+          "${input:sparkdTest}",
+        ],
+        "stopAtEntry": false,
+        "cwd": "${workspaceFolder}/build/sparkd-debug-clang/server",
+        "environment": [],
+        "externalConsole": false,
+        "MIMode": "gdb",
+        "setupCommands": [
+          {
+            "description": "Enable pretty-printing for gdb",
+            "text": "-enable-pretty-printing",
+            "ignoreFailures": true
+          }
+        ]
+      }
+    },
   ],
   "inputs": [
     {
@@ -154,5 +255,10 @@
       "description": "Config Server URL",
       "default": "http://localhost:8000/config",
     },
+    {
+      "id": "sparkdTest",
+      "type": "promptString",
+      "description": "Test to run",
+    },
   ]
-}
+}

CMakeLists.txt

@@ -1,5 +1,6 @@
 cmake_minimum_required(VERSION 3.12)
 project(spark)
+include(GNUInstallDirs)
 set(CMAKE_CXX_STANDARD 20)
 
 if(WIN32)
@@ -87,9 +88,15 @@ else()
     add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
 
     # ** Binance USDS Futures **
-    add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://dapi.binance.com")
-    add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
-    add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
+    add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://fapi.binance.com")
+    add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/fapi/v1/exchangeInfo")
+    add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/fapi/v1/ticker/24hr")
+    add_compile_definitions(BINANCE_USDS_FUTURES_USER_DATA_PATH="/api/v3/userDataStream")
+
+    # ** Binance Coin Futures **
+    add_compile_definitions(CCAPI_BINANCE_COIN_FUTURES_URL_REST_BASE="https://dapi.binance.com")
+    add_compile_definitions(BINANCE_COIN_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
+    add_compile_definitions(BINANCE_COIN_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
 
     # ** Deribit **
     add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
@@ -109,6 +116,8 @@ else()
 
   # subdirs
   if (BUILD_SPARKD)
+    add_subdirectory(src/lib_binance_execution)
+    add_subdirectory(src/lib_deribit_emumba)
     add_subdirectory(src/server/sparkd)
     add_subdirectory(src/data_files)
   endif()
@@ -145,11 +154,14 @@ else()
 
     install(
       DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins"
-      DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
+      DESTINATION "${CMAKE_INSTALL_BINDIR}")
     install(
       FILES
       "${SPARK_LIB}/libACE-5.7.5.so"
       "${SPARK_LIB}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0"
-      DESTINATION "${SPARK_INSTALL_PREFIX}/bin")
+      "${SPARK_LIB}/libonixs-fix-engine.so.4.10.1"
+      "${SPARK_LIB}/libonixs-fix-engine.so.4"
+      "${SPARK_LIB}/libonixs-fix-engine.so"
+      DESTINATION "${CMAKE_INSTALL_BINDIR}")
   endif()
 endif()

CMakePresets.json

@@ -61,7 +61,7 @@
         },
         "CMAKE_CXX_STANDARD": "20",
         "CMAKE_INSTALL_RPATH": ".",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}/sparkd",
+        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
         "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
         "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
         "BUILD_SDK": {
@@ -302,16 +302,7 @@
         "lhs": "${hostSystemName}",
         "rhs": "Linux"
       },
-      "hidden": true,
-      "targets": [
-        "data_files_dir",
-        "admin_web_app_bundle",
-        "install",
-        "libspark",
-        "rapidjson_project",
-        "server_layout",
-        "sparkd"
-      ]
+      "hidden": true
     },
 
     {

cmake/ProtobufGenerateFs.cmake

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

cmake/ProtobufGenerateJs.cmake

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

cmake/SymLink.cmake

@@ -0,0 +1,49 @@
+include_guard(DIRECTORY)
+include(${CMAKE_SOURCE_DIR}/cmake/TernaryOperator.cmake)
+
+function(sym_link_dir)
+  set(_options)
+  set(_one_value_args TARGET_NAME SOURCE DEST COMMENT)
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  add_custom_command(
+    OUTPUT ${_ARGS_DEST}
+    COMMAND ln ARGS -sf ${_ARGS_SOURCE} ${_ARGS_DEST}
+  )
+  set_ternary(_comment _ARGS_COMMENT "${_ARGS_COMMENT}" "linking dir ${_ARGS_SOURCE} -> ${_ARGS_DEST}")
+  add_custom_target(
+    ${_ARGS_TARGET_NAME} ALL
+    DEPENDS ${_ARGS_DEST}
+    COMMENT "${_comment}"
+  )
+endfunction()
+
+function(sym_link_file)
+  set(_options)
+  set(_one_value_args SOURCE DEST INSTALL_DEST)
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  file(
+    CREATE_LINK
+      ${_ARGS_SOURCE}
+      ${_ARGS_DEST}
+    SYMBOLIC
+  )
+  if (DEFINED _ARGS_INSTALL_DEST)
+    install(
+      FILES
+      ${_ARGS_SOURCE}
+      DESTINATION ${_ARGS_INSTALL_DEST}
+    )
+  endif()
+endfunction()
+
+function(sym_link_local_lib LIB_NAME)
+  set(_lib_file_name "${CMAKE_SHARED_LIBRARY_PREFIX}${LIB_NAME}.so")
+  file(
+    CREATE_LINK
+      "${CMAKE_BINARY_DIR}/src/lib_${LIB_NAME}/${_lib_file_name}"
+      "${CMAKE_CURRENT_BINARY_DIR}/${_lib_file_name}"
+    SYMBOLIC
+  )
+endfunction()

cmake/TernaryOperator.cmake

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

cmake_modules/websocket-libraryConfig.cmake

@@ -0,0 +1,25 @@
+include(ExternalProject)
+
+if(NOT TARGET websocket-library_project)
+ExternalProject_Add(websocket-library_project 
+    GIT_REPOSITORY https://fintech.websocket:h_ubh-4dsWRB569wwKyg@gitlab.com/cryptoexchanges1/websocket-client-using-epoll.git
+    GIT_TAG enhancement/config-ssl
+    CMAKE_ARGS 
+              -DCMAKE_INSTALL_PREFIX=${CMAKE_CURRENT_BINARY_DIR}/websocket-library 
+              -DCMAKE_BUILD_TYPE=Release
+              -DLOG_LEVEL=INFO
+              -DENABLE_ENCRYPTION=True
+)
+endif()
+
+ExternalProject_Get_Property(websocket-library_project BINARY_DIR)
+ExternalProject_Get_Property(websocket-library_project SOURCE_DIR)
+
+set(websocket-library_INCLUDE_DIR ${SOURCE_DIR}/include) 
+set(websocket-library_LIB_DIR ${BINARY_DIR}/src) 
+
+add_library(websocket-library STATIC IMPORTED)
+
+set_property(TARGET websocket-library PROPERTY IMPORTED_LOCATION ${websocket-library_LIB_DIR}/libemumba-websocket-library.a)
+add_dependencies(websocket-library websocket-library_project)
+install(FILES ${websocket-library_LIB_DIR}/libemumba-websocket-library.a DESTINATION ${CMAKE_INSTALL_LIBDIR})

src/Spark.Admin.WebApp/CMakeLists.txt

@@ -1,56 +1,42 @@
-cmake_minimum_required(VERSION 3.5)
+cmake_minimum_required(VERSION 3.10)
 project(Spark.Admin.WebApp)
 
+include(GNUInstallDirs)
 include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
-include(${CMAKE_SOURCE_DIR}/cmake/Protobuf.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/SymLink.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateJs.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateFs.cmake)
 
-# dependencies
-set(PROTO_GLOBS
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_PROTO_SOURCES
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
   ../lib/api/*.proto
   ../lib/api/services/*.proto
   ../lib/domain_model/*.proto
   ../lib/sparkproto/*.proto
   ../lib/md/protos/*.proto
   ../../externals/linux/include/google/protobuf/descriptor.proto
-  ../../externals/linux/include/google/protobuf/timestamp.proto)
+  ../../externals/linux/include/google/protobuf/timestamp.proto
+)
 
-file(
-  GLOB_RECURSE _proto_rel_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  ${PROTO_GLOBS})
-
-file(
-  GLOB_RECURSE _proto_abs_SOURCES
-  ${PROTO_GLOBS})
-
-file(
-  GLOB_RECURSE _ts_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  src/*.ts)
-
-file(
-  GLOB_RECURSE _fs_SOURCES
-  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  src/*.fs)
+add_custom_command(
+  OUTPUT ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+  COMMAND npm install --include=dev
+  DEPENDS ${CMAKE_CURRENT_SOURCE_DIR}/package.json
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+)
 
 set(_tools ${CMAKE_SOURCE_DIR}/tools)
 set(_quiet_exec ${_tools}/quiet_exec.sh)
 set(_venv_exec ${_tools}/venv_exec.sh)
 set(_tools_py ${CMAKE_SOURCE_DIR}/tools/py)
 
-# The tsconfig file is generated as a function of the cmake build type, and
-# binary dir. Depending on the build type, it extends either
-# 'tsconfig.debug.json' or 'tsconfig.release.json'.
 set(_tsconfig_base "${CMAKE_CURRENT_SOURCE_DIR}/tsconfig.$<IF:$<CONFIG:Debug>,debug,release>.json")
-set(WEBPACK_MODE $<IF:$<CONFIG:Debug>,"development","production">)
 set(_tsconfig "${CMAKE_CURRENT_BINARY_DIR}/tsconfig.json")
 
 set(_venv_python ${CMAKE_SOURCE_DIR}/.venv/bin/python)
 set(_gen_tsconfig_py ${_tools_py}/gen_tsconfig.py)
 set(_build_admin_web_app_py ${_tools_py}/build_admin_web_app.py)
-
-set(_gen_tsconfig_deps ${_venv_exec} ${_venv_python} ${_gen_tsconfig_py} ${_tsconfig_base})
-
 set(_build_admin_web_app_deps
   ${_quiet_exec}
   ${_venv_exec}
@@ -60,49 +46,142 @@ set(_build_admin_web_app_deps
   ${CMAKE_CURRENT_SOURCE_DIR}/webpack.config.js
   ${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/templates/fs/fable.fs
   ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
-  ${_proto_rel_SOURCES}
+  ${${PROJECT_NAME}_PROTO_SOURCES}
   ${_api_ts_SOURCES}
   ${_ui_fs_SOURCES}
   ${_tsconfig})
 
 update_deps_file("${_build_admin_web_app_deps}")
 
-function(npm_install path)
-  add_custom_command(
-    OUTPUT ${path}/package-lock.json
-    COMMAND "npm" ARGS "install" "--include=dev"
-    DEPENDS ${path}/package.json
-    WORKING_DIRECTORY ${path}
-    COMMENT "Run 'npm install' in ${path}")
-endfunction()
-
-npm_install(${CMAKE_CURRENT_SOURCE_DIR})
-
 add_custom_command(
   OUTPUT ${_tsconfig}
   COMMAND ${_venv_exec}
   ARGS
-  ${_venv_python}
-  ${_gen_tsconfig_py}
-  --config-base ${_tsconfig_base}
-  --config-out ${_tsconfig}
-  --build-out ${CMAKE_CURRENT_BINARY_DIR}
-  DEPENDS ${_gen_tsconfig_deps})
+    ${_venv_python}
+    ${_gen_tsconfig_py}
+    --config-base ${_tsconfig_base}
+    --config-out ${_tsconfig}
+    --build-out ${CMAKE_CURRENT_BINARY_DIR}
+  DEPENDS
+    ${_venv_exec}
+    ${_venv_python}
+    ${_gen_tsconfig_py}
+    ${_tsconfig_base}
+    ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+)
+
+protobuf_generate_js(
+  TARGET_NAME generate_js_protos
+  PROTO_INCLUDE_DIRS
+    ..
+    ../../externals/linux/include
+  PROTO_SOURCES ${${PROJECT_NAME}_PROTO_SOURCES}
+  OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/proto.js
+)
+
+protobuf_generate_fs(
+  TARGET_NAME generate_fs_protos
+  PROTO_INCLUDE_DIRS
+    ..
+    ../../externals/linux/include
+  PROTO_SOURCES ${${PROJECT_NAME}_PROTO_SOURCES}
+  OUT_DIR ${CMAKE_CURRENT_BINARY_DIR}/fable
+)
+
+# Each input file maps to multiple output files with different extensions
+# (js, js.map, d.ts, fs). Transpile ts -> d.ts (and js), then d.ts -> fs.
+# Who knew front-end development could be so complicated? `\_(=_=)_/`
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_TS_SOURCES
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  src/*.ts
+)
+set(${PROJECT_NAME}_JS_PROTOS)
+set(${PROJECT_NAME}_TS_PROTOS)
+set(${PROJECT_NAME}_FS_PROTOS)
+foreach(_ts_source ${${PROJECT_NAME}_TS_SOURCES})
+  get_filename_component(_ts_source_we ${_ts_source} NAME_WE)
+  set(_prefix ${CMAKE_CURRENT_BINARY_DIR}/${_ts_source_we})
+  list(APPEND ${PROJECT_NAME}_JS_PROTOS ${_prefix}.js ${_prefix}.js.map)
+  list(APPEND ${PROJECT_NAME}_TS_PROTOS ${_prefix}.d.ts ${_prefix}.d.ts.map)
+  list(APPEND ${PROJECT_NAME}_FS_PROTOS ${_prefix}.fs)
+  add_custom_command(
+    OUTPUT ${_prefix}.fs
+    WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+    COMMAND npx --no-install ts2fable ${_prefix}.d.ts ${_prefix}.fs
+    DEPENDS ${_prefix}.d.ts
+  )
+endforeach()
 
 add_custom_command(
-  OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/bundle.js
-  COMMAND ${_quiet_exec}
-  ARGS
-  ${_venv_exec}
-  ${_venv_python}
-  ${_build_admin_web_app_py}
-  --protos ${_proto_abs_SOURCES}
-  --tsconfig ${_tsconfig}
-  --mode ${WEBPACK_MODE}
-  --output-dir ${CMAKE_CURRENT_BINARY_DIR}
-  COMMENT "Building Spark.Admin.WebApp"
-  DEPENDS ${_build_admin_web_app_deps})
+  OUTPUT
+    ${${PROJECT_NAME}_JS_PROTOS}
+    ${${PROJECT_NAME}_TS_PROTOS}
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+  COMMAND npx
+    --no-install tsc
+    -p ${_tsconfig}
+  DEPENDS
+    ${_tsconfig}
+    ${CMAKE_CURRENT_BINARY_DIR}/proto.js
+)
+add_custom_target(
+  transpile_type_script
+  ALL
+  DEPENDS
+    ${${PROJECT_NAME}_JS_PROTOS}
+    ${${PROJECT_NAME}_TS_PROTOS}
+)
+add_custom_target(generate_fsts_stubs ALL DEPENDS ${${PROJECT_NAME}_FS_PROTOS})
 
-add_custom_target(admin_web_app_bundle ALL DEPENDS ${CMAKE_CURRENT_BINARY_DIR}/bundle.js)
+sym_link_dir(
+  TARGET_NAME link_webapp_public
+  SOURCE ${CMAKE_CURRENT_SOURCE_DIR}/public
+  DEST ${CMAKE_CURRENT_BINARY_DIR}/public
+)
+sym_link_dir(
+  TARGET_NAME link_webapp_root
+  SOURCE ${CMAKE_CURRENT_BINARY_DIR}
+  DEST ${CMAKE_SOURCE_DIR}/build/Spark.Admin.WebApp
+)
+
+file(
+  GLOB_RECURSE ${PROJECT_NAME}_FS_SOURCES
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  src/*.fs
+)
+add_custom_command(
+  OUTPUT
+    ${CMAKE_CURRENT_BINARY_DIR}/bundle.js
+    $<$<CONFIG:DEBUG>:${CMAKE_CURRENT_BINARY_DIR}/bundle.js.map>
+  WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}/src
+  COMMAND dotnet restore
+  COMMAND dotnet tool restore
+  COMMAND export SPARK_ADMIN_WEB_APP_OUTPUT_DIR=${CMAKE_CURRENT_BINARY_DIR}
+  COMMAND dotnet fable -o ${CMAKE_CURRENT_BINARY_DIR} --verbose
+  COMMAND npm run build -- --mode $<IF:$<CONFIG:Debug>,"development","production">
+  DEPENDS
+    ${${PROJECT_NAME}_FS_SOURCES}
+    ${${PROJECT_NAME}_FS_PROTOS}
+    ${CMAKE_CURRENT_SOURCE_DIR}/src/Spark.Admin.WebApp.fsproj
+)
+add_custom_target(
+  bundle_spark_admin_webapp ALL
+  DEPENDS
+    ${CMAKE_CURRENT_BINARY_DIR}/bundle.js
+    $<$<CONFIG:DEBUG>:${CMAKE_CURRENT_BINARY_DIR}/bundle.js.map>
+  COMMENT "Bundling Spark.Admin.WebApp"
+)
+
+# Exclude 'public' dir because it is a symlink
+install(
+  DIRECTORY "${CMAKE_CURRENT_BINARY_DIR}"
+  DESTINATION "${CMAKE_INSTALL_BINDIR}"
+  PATTERN "public" EXCLUDE
+)
+# Install actual (non-symlinked) 'public' dir
+install(
+  DIRECTORY "${CMAKE_CURRENT_SOURCE_DIR}/public"
+  DESTINATION "${CMAKE_INSTALL_BINDIR}/${PROJECT_NAME}"
+)
 
-install(DIRECTORY "${CMAKE_CURRENT_BINARY_DIR}" DESTINATION "${SPARK_INSTALL_PREFIX}/bin")

src/Spark.Admin.WebApp/package.json

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

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

@@ -17,7 +17,7 @@ type Tab =
   | PositionManagementTab
   | MarginTab
 
-let venues = [| Venue.BINANCE; Venue.BinanceUs; Venue.BinanceUsdsFutures; Venue.CBOE; Venue.COINBASE; Venue.DERIBIT; Venue.GLBX; Venue.ICE; Venue.TAIFEX; Venue.SIM; |]
+let venues = [| Venue.BINANCE; Venue.BinanceUs; Venue.BinanceUsdsFutures; Venue.CBOE; Venue.COINBASE; Venue.DERIBIT; Venue.OKX; Venue.GLBX; Venue.ICE; Venue.TAIFEX; Venue.SIM; |]
 
 let securityTypes = [| SecurityType.SPOT; SecurityType.FUTURE; SecurityType.OPTION; SecurityType.SPREAD; |]
 
@@ -74,6 +74,11 @@ type TaifexExchangeField =
   | Origin of CustomerOrFirm
   | ClearingAccount of string
 
+type OkxExchangeField =
+  | CTI of CTICode
+  | Origin of CustomerOrFirm
+  | ClearingAccount of string
+
 type SIMExchangeField =
   | CTI of CTICode
   | Origin of CustomerOrFirm

src/client/spark/Modules/Market/MarketView/MarketViewView.xaml.cs

@@ -6,6 +6,7 @@ using mbts.ui.controls;
 using mbts.ui.converters;
 using mbts.ui.extensions;
 
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Reactive.Linq;
@@ -127,7 +128,11 @@ namespace mbts.ui.spark {
             size,
             Observable.Return(calc_buttons));
 
-         _show_popup(ticket_vm, new OrderTicketHeader { bbo = ticket_vm.bbo }, resources);
+         _show_popup(
+            ticket_vm,
+            new OrderTicketHeader { bbo = ticket_vm.bbo },
+            resources,
+            view => Behavior.SetAutoFocusTargetProvider(view, AutoFocusTargetProvider.TypeProvider(typeof(TextBox), view)));
       }
 
       void _show_popup(object content, object header) {
@@ -136,7 +141,7 @@ namespace mbts.ui.spark {
          _show_popup(content, header, resources);
       }
 
-      void _show_popup(object content, object header, ResourceDictionary resources) {
+      void _show_popup(object content, object header, ResourceDictionary resources, Action<HeaderedContentControl> init_view = null) {
          var view = new HeaderedContentControl {
             DataContext = content,
             Content = content,
@@ -146,6 +151,7 @@ namespace mbts.ui.spark {
             Resources = resources ?? new AuxiliaryDataResources()
          };
          view.Style = view.Resources[AuxiliaryDataResources.PopupChildStyleKey] as Style;
+         init_view?.Invoke(view);
          _popup_man.show(view);
       }
 

src/client/spark/Modules/Market/MarketView/MarketViewWindow.cs

@@ -10,6 +10,8 @@ using bts.view;
 
 using mbts.persist;
 using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.extensions;
 using mbts.ui.settings;
 using mbts.ui.spark;
 using mbts.ui.utility;
@@ -27,12 +29,18 @@ using System.Collections.Immutable;
 using System.Collections.Specialized;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading;
 using System.Windows;
+using System.Windows.Input;
+using System.Windows.Threading;
 
 namespace mbts.spark {
    class MarketViewWindow : SparkWindow<MarketViewSettings>, ISharedWindow, ISlowMeasureContentSize {
       const string _window_type = "MarketView", _window_type_display_name = "Market View";
 
+      static int _window_id_counter = 0;
+
+      readonly string _window_id = $"{_window_type}_{Interlocked.Increment(ref _window_id_counter)}";
       readonly OrdersModel _orders_model;
       readonly ISecurityMetadataStore _sec_meta_store;
       readonly IPositionModel _position_model;
@@ -122,7 +130,7 @@ namespace mbts.spark {
          Log.notnull(_state);
          _menu_display_vm = new SparkMenuDisplayVM();
          _menu_display_vm.load_from(_state.menu_display);
-         var update_securities_cmd = SparkCommands.change_securities_callback(_window_type_display_name);
+         var update_securities_cmd = SparkCommands.change_securities_callback(_window_id);
          var security_md_map_src = Observable.Create<IReadOnlyDictionary<uint, SecurityMD>>(o => {
             IDisposable sub = null;
             _security_criteria_changed += on_security_criteria_changed;
@@ -286,7 +294,32 @@ namespace mbts.spark {
          }
       }
 
-      protected override void OnParentViewCreated(SparkWindowView parent_view) =>
+      protected override void OnParentViewCreated(SparkWindowView parent_view) {
          _menu_display_vm.safe_bind_to_view(parent_view);
+         ui.WindowStyle.AddWinFormsHostChangedHandler(parent_view, OnWinFormsHostChanged);
+
+         void OnWinFormsHostChanged(object sender, RoutedPropertyChangedEventArgs<WPFPanel> e) {
+            // If this window is "activated" by the user clicking on a popup window (such as an
+            // order ticket), it never receives keyboard focus (seems like a bug in Windows). As a
+            // workaround we explicitly focus the view when the parent WPFPanel gets focus. If the
+            // user clicks on the popup a second time, it should get keyboard focus.
+            if (e.OldValue is not null) {
+               e.OldValue.GotFocus -= OnGotFocus;
+            }
+            if (e.NewValue is not null) {
+               e.NewValue.GotFocus += OnGotFocus;
+            }
+
+            void OnGotFocus(object sender, EventArgs e) =>
+               _view.Dispatcher.InvokeAsync(StealFocus, DispatcherPriority.Send);
+
+            void StealFocus() {
+               if (_view.IsVisible) {
+                  Log.Ui.info($"MarketViewWindow. Stealing focus from WPFPanel");
+                  _view.Focus();
+               }
+            }
+         }
+      }
    }
 }

src/client/spark/Modules/Market/TimeAndSales/TimeAndSalesWindow.cs

@@ -24,6 +24,7 @@
    using System.Diagnostics.CodeAnalysis;
    using System.Linq;
    using System.Reactive.Linq;
+   using System.Threading;
    using System.Windows;
 
    class TimeAndSalesWindow : SparkWindow<TimeAndSalesSettings>, ISharedWindow {
@@ -35,7 +36,9 @@
       const double _VERTICAL_SCROLLBAR_OVERLAP = 9;
 
       static readonly TimeSpan _trade_poll_interval = TimeSpan.FromSeconds(0.4);
+      static int _window_id_counter = 0;
 
+      readonly string _window_id = $"{WINDOW_TYPE_NAME}_{Interlocked.Increment(ref _window_id_counter)}";
       [DisallowNull]
       readonly MDConsumer _consumer;
       [DisallowNull]
@@ -133,7 +136,7 @@
             }
             return result;
          });
-         var update_securities_cmd = SparkCommands.change_securities_callback(WINDOW_DISPLAY_NAME);
+         var update_securities_cmd = SparkCommands.change_securities_callback(_window_id);
          var security_criteria_changed = new Action<SecurityCriteria>(sc => { });
 
          SparkCommand toggle_is_paused_cmd = null;

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/AlgoEditorGridView.xaml

@@ -314,6 +314,12 @@
             <TextBlock Text="{Binding param.display_value, Converter={StaticResource DoubleTextConverter}}"/>
           </DataTemplate>
         </usp:AlgoParamTemplateSelector.DoubleTemplate>
+        <!--Nullable Double-->
+        <usp:AlgoParamTemplateSelector.NullableDoubleTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding param.display_value, Converter={StaticResource DoubleTextConverter}}"/>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableDoubleTemplate>
         <!--Enum-->
         <usp:AlgoParamTemplateSelector.EnumTemplate>
           <DataTemplate>
@@ -435,6 +441,20 @@
             </c:TickUpDownDouble>
           </DataTemplate>
         </usp:AlgoParamTemplateSelector.DoubleTemplate>
+        <!--Nullable Double-->
+        <usp:AlgoParamTemplateSelector.NullableDoubleTemplate>
+          <DataTemplate>
+            <c:TickUpDownNullableDouble x:Name="tick_up_down" Focusable="False" HorizontalAlignment="Stretch" Value="{Binding param.display_value, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
+              <c:TickUpDownNullableDouble.CommandBindings>
+                <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
+              </c:TickUpDownNullableDouble.CommandBindings>
+              <c:TickUpDownNullableDouble.InputBindings>
+                <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
+                <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
+              </c:TickUpDownNullableDouble.InputBindings>
+            </c:TickUpDownNullableDouble>
+          </DataTemplate>
+        </usp:AlgoParamTemplateSelector.NullableDoubleTemplate>
         <!--Enum-->
         <usp:AlgoParamTemplateSelector.EnumTemplate>
           <DataTemplate>

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/AlgoParamTemplateSelector.cs

@@ -33,6 +33,7 @@ namespace mbts.ui.spark {
       public DataTemplate UIntTemplate { get; set; }
       public DataTemplate NullableUIntTemplate { get; set; }
       public DataTemplate DoubleTemplate { get; set; }
+      public DataTemplate NullableDoubleTemplate { get; set; }
       public DataTemplate EnumTemplate { get; set; }
       public DataTemplate NullableEnumTemplate { get; set; }
       public DataTemplate StringTemplate { get; set; }
@@ -52,6 +53,7 @@ namespace mbts.ui.spark {
          IAlgoParamVM pvm = item as IAlgoParamVM ?? (item as AlgoParamRowVM)?.param;
          if (pvm != null) {
             if (pvm is IAlgoParamVM<double>) return DoubleTemplate;
+            if (pvm is IAlgoParamVM<double?>) return NullableDoubleTemplate;
             if (pvm is IAlgoParamVM<int>) return IntTemplate;
             if (pvm is IAlgoParamVM<int?>) return NullableIntTemplate;
             if (pvm is IAlgoParamVM<uint>) return UIntTemplate;

src/client/spark/Modules/Trading/Ladder/View/LadderGridHost.cs

@@ -62,6 +62,7 @@ namespace mbts.spark {
       readonly RefValueContainer<IEnumerable<VolumeAtPriceLevelImmutable>> _volume_container = new();
 
       IDisposable _settings_sub, _volume_sub, _tick_sub, _fair_value_lines_sub, _vm_sub;
+      readonly ThrottledAction _scroll_to_tick_log_throttle = new(TimeSpan.FromSeconds(5));
       readonly SingleValuePump<ScrollViewer> _scroll_viewer_source;
 
       ScrollViewer _scroll_viewer {
@@ -452,8 +453,8 @@ namespace mbts.spark {
 
       public bool scroll_to_tick(long tick) {
          if (tick > int.MaxValue) {
-            Log.Ui.error(
-               $"Unable to scroll to tick {tick} because it exceeds int.MaxValue");
+            _scroll_to_tick_log_throttle.Execute(() =>
+               Log.Ui.error($"Unable to scroll to tick {tick} because it exceeds int.MaxValue"));
             return false;
          }
          return scroll_to_tick((int)tick);

src/client/spark/Modules/Trading/Ladder/View/LadderRender.cs

@@ -79,13 +79,6 @@ namespace mbts.spark {
       public static int index_of(IList<double> prices, double price, IComparer<double> comparer, bool relative_idx) {
          for (int i = 1; i < prices.Count; i++) {
             Log.assert(prices[i - 1] > prices[i]);
-            var c = comparer.Compare(prices[i - 1], prices[i]);
-            if (c >= 0) {
-               c = comparer.Compare(prices[i - 1], prices[i]);
-            } else {
-               c = comparer.Compare(prices[i - 1], prices[i]);
-            }
-            Log.assert(c < 0);
          }
          var idx = CollectionHelper.binary_search(prices, price, comparer);
          if (relative_idx && idx < 0) {
@@ -254,8 +247,8 @@ namespace mbts.spark {
                var price = ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
                // prices are in descending order, so get diff from curr_price - price
                var tick_diff = spec.tickdiff(curr_price, price).assert_value();
-               checked {
-                  curr_index += (int)tick_diff;
+               if (!MathUtils.try_increment(ref curr_index, tick_diff)) {
+                  continue;
                }
                curr_price = price;
                if (curr_index >= 0 && curr_index < prices.Count) {

src/client/spark/Modules/Trading/PNL/Data/PNLData.cs

@@ -289,7 +289,8 @@ namespace bts.shell.pnl {
 
       public AccountTuple account => new(account_id, account_name);
       public string symbol => security?.pnl_symbol() ?? string.Empty;
-      public DateTime expiration => security?.earliest_expiration() ?? DateTime.MinValue;
+      public DateTime expiration =>
+         security?.normal_expirations()?.MinOrDefault(DateTime.MinValue) ?? DateTime.MinValue;
       public double effective_cpp => override_cpp ?? default_cpp;
 
       /// Market/Calc

src/client/spark/Orders/OrdersModel.cs

@@ -398,7 +398,7 @@
             $"Expected rounded qty to be real, non-negative.  " +
             $"qty: {qty}; rounded_qty: {rounded_qty}; display: {display})");
          var iqty = Math.Floor(rounded_qty);
-         return ((uint)iqty, new() { Fraction = Math.Round(rounded_qty - iqty, 2) });
+         return ((uint)iqty, new() { Fraction = Math.Round(rounded_qty - iqty, 6) });
       }
 
       private CustomOrderDefinitionImmutable? _create_custom_def_for_stop_and_stop_limit(OrderRecordImmutable order, ref double stop_price) {

src/client/spark/view/Controls/DataGridEx/Filters/IAutoFocusTargetProvider.cs

@@ -20,13 +20,23 @@ namespace mbts.ui {
    }
 
    public static class AutoFocusTargetProvider {
-      public static IAutoFocusTargetProvider<T> TypeProvider<T>(FrameworkElement root, bool focus, bool focus_keyboard, bool release_keyboard, bool capture_mouse, bool release_mouse) where T : FrameworkElement =>
-         new AnonymousProvider<T>(() => root.descendants_of_type<T>().FirstOrDefault(), focus, focus_keyboard, release_keyboard, capture_mouse, release_mouse);
-
-      public static IAutoFocusTargetProvider TypeProvider(Type type, FrameworkElement root, bool focus, bool focus_keyboard, bool release_keybobard, bool capture_mouse, bool release_mouse) =>
+      public static IAutoFocusTargetProvider TypeProvider(
+         Type type,
+         FrameworkElement root,
+         bool focus = true,
+         bool focus_keyboard = false,
+         bool release_keyboard = true,
+         bool capture_mouse = false,
+         bool release_mouse = true) =>
          new AnonymousProvider<FrameworkElement>(
-            () => root.visual_children_where(el => type.IsAssignableFrom(el.GetType())).Cast<FrameworkElement>().FirstOrDefault(),
-            focus, focus_keyboard, release_keybobard, capture_mouse, release_mouse);
+            () => root.visual_children_where(el => type.IsAssignableFrom(el.GetType()))
+               .Cast<FrameworkElement>()
+               .FirstOrDefault(),
+            focus,
+            focus_keyboard,
+            release_keyboard,
+            capture_mouse,
+            release_mouse);
 
       private class AnonymousProvider<T> : IAutoFocusTargetProvider<T> where T : FrameworkElement {
          readonly Func<T> _get_target;

src/client/spark/view/Extensions/WPFAttachedBehavior.cs

@@ -1,248 +1,264 @@
-using bts.utils;
-
-using mbts.utils;
-
-using Spark.Core.Disposables;
-using Spark.ViewModel.Commands;
-
-using System;
-using System.Windows;
-using System.Windows.Controls;
-using System.Windows.Controls.Primitives;
-using System.Windows.Data;
-using System.Windows.Input;
-
-namespace mbts.ui {
-   static class Behavior {
-      #region CloseWindow
-      public static readonly DependencyProperty CloseWindowProperty = DependencyProperty.RegisterAttached("CloseWindow", typeof(bool), typeof(Behavior),
-         new PropertyMetadata(false, (d, dpc_args) => {
-            var button = d as Button;
-            if (button != null && (bool)dpc_args.NewValue) {
-               RoutedEventHandler close_window = (sender, e) => {
-                  var window = button.find_ancestor_of_type<Window>();
-                  if (window != null)
-                     window.Close();
-               };
-               button.Click += close_window;
-               IDisposable dispose = Disposable.Create(() => {
-                  button.Click -= close_window;
-                  close_window = null;
-               });
-               IDisposable early_dispose = button.ObserveProperty(CloseWindowProperty, (sender, e) => {
-                  if (!GetCloseWindow(button))
-                     Disposable.dispose(ref dispose);
-               });
-               DisposeExtensions.attach_to_disposer(button, dispose);
-               DisposeExtensions.attach_to_disposer(button, early_dispose);
-            }
-         }));
-      public static bool GetCloseWindow(Button obj) { return (bool)obj.GetValue(CloseWindowProperty); }
-      public static void SetCloseWindow(Button obj, bool value) { obj.SetValue(CloseWindowProperty, value); }
-      #endregion
-
-      #region AnimatedScrollViewerVerticalOffset
-      static double GetAnimatedScrollViewerVerticalOffset(DependencyObject obj) =>
-         (double)obj.GetValue(AnimatedScrollViewerVerticalOffsetProperty);
-
-      public static void SetAnimatedScrollViewerVerticalOffset(DependencyObject obj, double value) =>
-         obj.SetValue(AnimatedScrollViewerVerticalOffsetProperty, value);
-
-      public static readonly DependencyProperty AnimatedScrollViewerVerticalOffsetProperty =
-          DependencyProperty.RegisterAttached("AnimatedScrollViewerVerticalOffset", typeof(double), typeof(Behavior), new PropertyMetadata(0.0, scroll_changed));
-
-      static void scroll_changed(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         ScrollViewer target = d as ScrollViewer;
-         if (target != null) {
-            target.ScrollToVerticalOffset((double)e.NewValue);
-         }
-      }
-      #endregion
-
-      #region AutoFocusTargetProvider
-      public static readonly DependencyProperty AutoFocusTargetProviderProperty = DependencyProperty.RegisterAttached("AutoFocusTargetProvider", typeof(bool),
-         typeof(Behavior), new PropertyMetadata(OnAutoFocusTargetProviderChanged));
-
-      static void OnAutoFocusTargetProviderChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         if (e.NewValue is IAutoFocusTargetProvider aftp) {
-            var el = ExceptionAssert.Argument.Is<FrameworkElement>(d, nameof(d));
-            d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, new AutoFocusTargetProviderLifeDependency(el, aftp));
-         } else
-            d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, null);
-      }
-
-      public static bool GetAutoFocusTargetProvider(DependencyObject d) => (bool)d.GetValue(AutoFocusTargetProviderProperty);
-      public static void SetAutoFocusTargetProvider(DependencyObject d, bool value) => d.SetValue(AutoFocusTargetProviderProperty, value);
-      #endregion
-
-      #region AutoFocusTargetProviderLifeDependency (ReadOnly)
-      static readonly DependencyPropertyKey AutoFocusTargetProviderLifeDependencyPropertyKey = DependencyProperty.RegisterAttachedReadOnly("AutoFocusTargetProviderLifeDependency",
-         typeof(FrameworkElementLifeDependency), typeof(Behavior), new PropertyMetadata(FrameworkElementLifeDependencyHelper.DisposeOldInitializeNew));
-
-      public static readonly DependencyProperty AutoFocusTargetProviderLifeDependencyProperty = AutoFocusTargetProviderLifeDependencyPropertyKey.DependencyProperty;
-
-      public static FrameworkElementLifeDependency GetAutoFocusTargetProviderLifeDependency(DependencyObject d) => d.GetValue(AutoFocusTargetProviderLifeDependencyProperty) as FrameworkElementLifeDependency;
-      public static void SetAutoFocusTargetProviderLifeDependency(DependencyObject d, FrameworkElementLifeDependency value) => d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, value);
-
-      class AutoFocusTargetProviderLifeDependency : FrameworkElementLifeDependency {
-         readonly IAutoFocusTargetProvider _focus_target_provider;
-
-         public AutoFocusTargetProviderLifeDependency(FrameworkElement root, IAutoFocusTargetProvider focus_target_provider) : base(root) =>
-            _focus_target_provider = focus_target_provider;
-
-         protected override void OnLoaded() {
-            var el = _focus_target_provider.Target;
-            if (el != null) {
-               if (_focus_target_provider.Focus)
-                  el.Focus();
-               if (_focus_target_provider.FocusKeyboard)
-                  Keyboard.Focus(el);
-               if (_focus_target_provider.CaptureMouse)
-                  el.CaptureMouse();
-            }
-         }
-
-         protected override void OnUnloaded() {
-            var el = _focus_target_provider.Target;
-            if (el != null) {
-               if (_focus_target_provider.ReleaseKeyboard) {
-                  ReferenceEquals(Keyboard.FocusedElement, el);
-                  Keyboard.ClearFocus();
-               }
-               if (_focus_target_provider.ReleaseMouse)
-                  el.ReleaseMouseCapture();
-            }
-         }
-      }
-      #endregion
-
-      #region EatMouseDown
-      public static readonly DependencyProperty EatMouseDownProperty =
-         DependencyProperty.RegisterAttached("EatMouseDown", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnEatMouseDownChanged));
-
-      static void OnEatMouseDownChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         var el = (FrameworkElement)d;
-         if ((bool)e.NewValue) el.MouseDown += _eat_mouse_down;
-         else el.MouseDown -= _eat_mouse_down;
-      }
-
-      static void _eat_mouse_down(object sender, MouseButtonEventArgs e) =>
-         e.Handled = true;
-
-      public static bool GetEatMouseDown(DependencyObject d) => (bool)d.GetValue(EatMouseDownProperty);
-      public static void SetEatMouseDown(DependencyObject d, bool value) => d.SetValue(EatMouseDownProperty, value);
-      #endregion
-
-      #region DisablePaste
-      public static readonly DependencyProperty DisablePasteProperty = DependencyProperty.RegisterAttached(
-         "DisablePaste", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnDisablePasteChanged));
-
-      static void OnDisablePasteChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         if ((bool)e.NewValue)
-            DataObject.AddPastingHandler(d, _disable_paste_pasting_handler);
-         else DataObject.RemovePastingHandler(d, _disable_paste_pasting_handler);
-      }
-      static void _disable_paste_pasting_handler(object sender, DataObjectPastingEventArgs e) => e.CancelCommand();
-
-      public static bool GetDisablePaste(DependencyObject d) => (bool)d.GetValue(DisablePasteProperty);
-      public static void SetDisablePaste(DependencyObject d, bool value) => d.SetValue(DisablePasteProperty, value);
-      #endregion
-
-      public static readonly DependencyProperty BindingUpdateGroupsProperty =
-         DependencyProperty.RegisterAttached("BindingUpdateGroups", typeof(BindingUpdateGroupCollection), typeof(Behavior), new PropertyMetadata(null));
-
-      public static BindingUpdateGroupCollection GetBindingUpdateGroups(DependencyObject d) => d.GetValue(BindingUpdateGroupsProperty) as BindingUpdateGroupCollection;
-      public static void SetBindingUpdateGroups(DependencyObject d, BindingUpdateGroupCollection value) => d.SetValue(BindingUpdateGroupsProperty, value);
-
-      #region AutoRaiseCanExecuteChanged
-      public static readonly DependencyProperty AutoRaiseCanExecuteChangedProperty =
-         DependencyProperty.RegisterAttached("AutoRaiseCanExecuteChanged", typeof(bool), typeof(Behavior),
-            new PropertyMetadata(false, (d, e) => {
-               if ((bool)e.NewValue) {
-                  BindingOperations.SetBinding(d, AutoCommandProperty, new Binding(nameof(ButtonBase.Command)) { Source = d, Mode = BindingMode.OneWay });
-                  BindingOperations.SetBinding(d, AutoCommandParameterProperty, new Binding(nameof(ButtonBase.CommandParameter)) { Source = d, Mode = BindingMode.OneWay });
-               } else {
-                  BindingOperations.ClearBinding(d, AutoCommandProperty);
-                  BindingOperations.ClearBinding(d, AutoCommandParameterProperty);
-               }
-            }));
-
-      public static bool GetAutoRaiseCanExecuteChanged(DependencyObject d) => (bool)d.GetValue(AutoRaiseCanExecuteChangedProperty);
-      public static void SetAutoRaiseCanExecuteChanged(DependencyObject d, bool value) => d.SetValue(AutoRaiseCanExecuteChangedProperty, value);
-
-      /// Do not bind directly to <see cref="AutoCommandProperty"/> (used internally by <see cref="AutoRaiseCanExecuteChangedProperty"/>
-      public static readonly DependencyProperty AutoCommandProperty =
-         DependencyProperty.RegisterAttached("AutoCommand", typeof(ICommand), typeof(Behavior), new PropertyMetadata(null, _try_raise_can_execute));
-
-      public static ICommand GetAutoCommand(DependencyObject d) => d.GetValue(AutoCommandProperty) as ICommand;
-      public static void SetAutoCommand(DependencyObject d, ICommand value) => d.SetValue(AutoCommandProperty, value);
-
-      /// Do not bind directly to <see cref="AutoCommandParameterProperty"/> (used internally by <see cref="AutoRaiseCanExecuteChangedProperty"/>
-      public static readonly DependencyProperty AutoCommandParameterProperty =
-         DependencyProperty.RegisterAttached("AutoCommandParameter", typeof(object), typeof(Behavior), new PropertyMetadata(null, _try_raise_can_execute));
-
-      public static object GetAutoCommandParameter(DependencyObject d) => d.GetValue(AutoCommandParameterProperty);
-      public static void SetAutoCommandParameter(DependencyObject d, object value) => d.SetValue(AutoCommandParameterProperty, value);
-
-      static void _try_raise_can_execute(DependencyObject d, DependencyPropertyChangedEventArgs e) =>
-            (d.GetValue(ButtonBase.CommandProperty) as IRaiseCanExecuteChangedCommand)?.RaiseCanExecuteChanged();
-      #endregion
-
-      #region FocusOnLoaded
-      public static readonly DependencyProperty FocusOnLoadedProperty =
-         DependencyProperty.RegisterAttached("FocusOnLoaded", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnFocusOnLoadedChanged));
-
-      static void OnFocusOnLoadedChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         var target = (FrameworkElement)d;
-         if ((bool)e.NewValue) target.Loaded += _target_Loaded;
-         else target.Loaded -= _target_Loaded;
-      }
-
-      static void _target_Loaded(object sender, RoutedEventArgs e) {
-         var target = (FrameworkElement)sender;
-         Keyboard.Focus(target);
-      }
-      public static bool GetFocusOnLoaded(DependencyObject d) => (bool)d.GetValue(FocusOnLoadedProperty);
-      public static void SetFocusOnLoaded(DependencyObject d, bool value) => d.SetValue(FocusOnLoadedProperty, value);
-      #endregion
-
-      #region MirrorLayout
-      static readonly DependencyProperty[] _layout_props = new[] {
-         FrameworkElement.HeightProperty,
-         FrameworkElement.WidthProperty,
-         FrameworkElement.MarginProperty,
-         Control.PaddingProperty,
-         FrameworkElement.HorizontalAlignmentProperty,
-         Control.HorizontalContentAlignmentProperty,
-         FrameworkElement.VerticalAlignmentProperty,
-         Control.VerticalContentAlignmentProperty
-      };
-
-      public static readonly DependencyProperty MirrorLayoutForProperty =
-         DependencyProperty.RegisterAttached("MirrorLayoutFor", typeof(FrameworkElement), typeof(Behavior),
-            new PropertyMetadata(OnMirrorLayoutForChanged));
-
-      static void OnMirrorLayoutForChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         var target = new LazyCast<FrameworkElement, DependencyObject>(d);
-         if (e.OldValue is FrameworkElement old_src) {
-            target.value.clear_bindings(_layout_props);
-         }
-         if (e.NewValue is FrameworkElement new_src) {
-            target.value.bind(FrameworkElement.WidthProperty, new_src, FrameworkElement.ActualWidthProperty);
-            target.value.bind(FrameworkElement.HeightProperty, new_src, FrameworkElement.ActualHeightProperty);
-            target.value.bind(FrameworkElement.MarginProperty, new_src, FrameworkElement.MarginProperty);
-            target.value.bind(FrameworkElement.HorizontalAlignmentProperty, new_src, FrameworkElement.HorizontalAlignmentProperty);
-            target.value.bind(FrameworkElement.VerticalAlignmentProperty, new_src, FrameworkElement.VerticalAlignmentProperty);
-            if (target.value is Control && new_src is Control) {
-               target.value.bind(Control.PaddingProperty, new_src, Control.PaddingProperty);
-               target.value.bind(Control.HorizontalContentAlignmentProperty, new_src, Control.HorizontalContentAlignmentProperty);
-               target.value.bind(Control.VerticalContentAlignmentProperty, new_src, Control.VerticalContentAlignmentProperty);
-            }
-         }
-      }
-
-      public static FrameworkElement GetMirrorLayoutFor(DependencyObject d) => d.GetValue(MirrorLayoutForProperty) as FrameworkElement;
-      public static void SetMirrorLayoutFor(DependencyObject d, FrameworkElement value) => d.SetValue(MirrorLayoutForProperty, value);
-      #endregion
-   }
-}
+using bts.utils;
+
+using mbts.utils;
+
+using Spark.Core.Disposables;
+using Spark.ViewModel.Commands;
+
+using System;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
+using System.Windows.Data;
+using System.Windows.Input;
+
+namespace mbts.ui {
+   static class Behavior {
+      #region CloseWindow
+      public static readonly DependencyProperty CloseWindowProperty = DependencyProperty.RegisterAttached("CloseWindow", typeof(bool), typeof(Behavior),
+         new PropertyMetadata(false, (d, dpc_args) => {
+            var button = d as Button;
+            if (button != null && (bool)dpc_args.NewValue) {
+               RoutedEventHandler close_window = (sender, e) => {
+                  var window = button.find_ancestor_of_type<Window>();
+                  if (window != null)
+                     window.Close();
+               };
+               button.Click += close_window;
+               IDisposable dispose = Disposable.Create(() => {
+                  button.Click -= close_window;
+                  close_window = null;
+               });
+               IDisposable early_dispose = button.ObserveProperty(CloseWindowProperty, (sender, e) => {
+                  if (!GetCloseWindow(button))
+                     Disposable.dispose(ref dispose);
+               });
+               DisposeExtensions.attach_to_disposer(button, dispose);
+               DisposeExtensions.attach_to_disposer(button, early_dispose);
+            }
+         }));
+      public static bool GetCloseWindow(Button obj) { return (bool)obj.GetValue(CloseWindowProperty); }
+      public static void SetCloseWindow(Button obj, bool value) { obj.SetValue(CloseWindowProperty, value); }
+      #endregion
+
+      #region AnimatedScrollViewerVerticalOffset
+      static double GetAnimatedScrollViewerVerticalOffset(DependencyObject obj) =>
+         (double)obj.GetValue(AnimatedScrollViewerVerticalOffsetProperty);
+
+      public static void SetAnimatedScrollViewerVerticalOffset(DependencyObject obj, double value) =>
+         obj.SetValue(AnimatedScrollViewerVerticalOffsetProperty, value);
+
+      public static readonly DependencyProperty AnimatedScrollViewerVerticalOffsetProperty =
+          DependencyProperty.RegisterAttached("AnimatedScrollViewerVerticalOffset", typeof(double), typeof(Behavior), new PropertyMetadata(0.0, scroll_changed));
+
+      static void scroll_changed(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         ScrollViewer target = d as ScrollViewer;
+         if (target != null) {
+            target.ScrollToVerticalOffset((double)e.NewValue);
+         }
+      }
+      #endregion
+
+      #region AutoFocusTargetProvider
+      public static readonly DependencyProperty AutoFocusTargetProviderProperty = DependencyProperty.RegisterAttached(
+         "AutoFocusTargetProvider", typeof(IAutoFocusTargetProvider), typeof(Behavior), new PropertyMetadata(OnAutoFocusTargetProviderChanged));
+
+      static void OnAutoFocusTargetProviderChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if (e.NewValue is IAutoFocusTargetProvider aftp) {
+            var el = ExceptionAssert.Argument.Is<FrameworkElement>(d, nameof(d));
+            d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, new AutoFocusTargetProviderLifeDependency(el, aftp));
+         } else
+            d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, null);
+      }
+
+      public static IAutoFocusTargetProvider GetAutoFocusTargetProvider(DependencyObject d) =>
+         d.GetValue(AutoFocusTargetProviderProperty) as IAutoFocusTargetProvider;
+
+      public static void SetAutoFocusTargetProvider(DependencyObject d, IAutoFocusTargetProvider value) =>
+         d.SetValue(AutoFocusTargetProviderProperty, value);
+      #endregion
+
+      #region AutoFocusTargetProviderLifeDependency (ReadOnly)
+      static readonly DependencyPropertyKey AutoFocusTargetProviderLifeDependencyPropertyKey = DependencyProperty.RegisterAttachedReadOnly("AutoFocusTargetProviderLifeDependency",
+         typeof(FrameworkElementLifeDependency), typeof(Behavior), new PropertyMetadata(FrameworkElementLifeDependencyHelper.DisposeOldInitializeNew));
+
+      public static readonly DependencyProperty AutoFocusTargetProviderLifeDependencyProperty = AutoFocusTargetProviderLifeDependencyPropertyKey.DependencyProperty;
+
+      public static FrameworkElementLifeDependency GetAutoFocusTargetProviderLifeDependency(DependencyObject d) => d.GetValue(AutoFocusTargetProviderLifeDependencyProperty) as FrameworkElementLifeDependency;
+      public static void SetAutoFocusTargetProviderLifeDependency(DependencyObject d, FrameworkElementLifeDependency value) => d.SetValue(AutoFocusTargetProviderLifeDependencyPropertyKey, value);
+
+      class AutoFocusTargetProviderLifeDependency : FrameworkElementLifeDependency {
+         readonly IAutoFocusTargetProvider _focus_target_provider;
+
+         public AutoFocusTargetProviderLifeDependency(FrameworkElement root, IAutoFocusTargetProvider focus_target_provider) : base(root) =>
+            _focus_target_provider = focus_target_provider;
+
+         protected override void OnLoaded() {
+            var el = _focus_target_provider.Target;
+            if (el != null) {
+               if (_focus_target_provider.Focus) {
+                  var fs = FocusManager.GetFocusScope(el);
+                  if (fs is not null) {
+                     FocusManager.SetFocusedElement(fs, el);
+                     if (fs is UIElement fsUiEl) {
+                        fsUiEl.Focus();
+                     } else if (fs is IInputElement fsInputEl) {
+                        Keyboard.Focus(fsInputEl);
+                     } else {
+                        el.Focus();
+                     }
+                  } else {
+                     el.Focus();
+                  }
+               }
+               if (_focus_target_provider.FocusKeyboard)
+                  Keyboard.Focus(el);
+               if (_focus_target_provider.CaptureMouse)
+                  el.CaptureMouse();
+            }
+         }
+
+         protected override void OnUnloaded() {
+            var el = _focus_target_provider.Target;
+            if (el != null) {
+               if (_focus_target_provider.ReleaseKeyboard) {
+                  ReferenceEquals(Keyboard.FocusedElement, el);
+                  Keyboard.ClearFocus();
+               }
+               if (_focus_target_provider.ReleaseMouse)
+                  el.ReleaseMouseCapture();
+            }
+         }
+      }
+      #endregion
+
+      #region EatMouseDown
+      public static readonly DependencyProperty EatMouseDownProperty =
+         DependencyProperty.RegisterAttached("EatMouseDown", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnEatMouseDownChanged));
+
+      static void OnEatMouseDownChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         var el = (FrameworkElement)d;
+         if ((bool)e.NewValue) el.MouseDown += _eat_mouse_down;
+         else el.MouseDown -= _eat_mouse_down;
+      }
+
+      static void _eat_mouse_down(object sender, MouseButtonEventArgs e) =>
+         e.Handled = true;
+
+      public static bool GetEatMouseDown(DependencyObject d) => (bool)d.GetValue(EatMouseDownProperty);
+      public static void SetEatMouseDown(DependencyObject d, bool value) => d.SetValue(EatMouseDownProperty, value);
+      #endregion
+
+      #region DisablePaste
+      public static readonly DependencyProperty DisablePasteProperty = DependencyProperty.RegisterAttached(
+         "DisablePaste", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnDisablePasteChanged));
+
+      static void OnDisablePasteChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if ((bool)e.NewValue)
+            DataObject.AddPastingHandler(d, _disable_paste_pasting_handler);
+         else DataObject.RemovePastingHandler(d, _disable_paste_pasting_handler);
+      }
+      static void _disable_paste_pasting_handler(object sender, DataObjectPastingEventArgs e) => e.CancelCommand();
+
+      public static bool GetDisablePaste(DependencyObject d) => (bool)d.GetValue(DisablePasteProperty);
+      public static void SetDisablePaste(DependencyObject d, bool value) => d.SetValue(DisablePasteProperty, value);
+      #endregion
+
+      public static readonly DependencyProperty BindingUpdateGroupsProperty =
+         DependencyProperty.RegisterAttached("BindingUpdateGroups", typeof(BindingUpdateGroupCollection), typeof(Behavior), new PropertyMetadata(null));
+
+      public static BindingUpdateGroupCollection GetBindingUpdateGroups(DependencyObject d) => d.GetValue(BindingUpdateGroupsProperty) as BindingUpdateGroupCollection;
+      public static void SetBindingUpdateGroups(DependencyObject d, BindingUpdateGroupCollection value) => d.SetValue(BindingUpdateGroupsProperty, value);
+
+      #region AutoRaiseCanExecuteChanged
+      public static readonly DependencyProperty AutoRaiseCanExecuteChangedProperty =
+         DependencyProperty.RegisterAttached("AutoRaiseCanExecuteChanged", typeof(bool), typeof(Behavior),
+            new PropertyMetadata(false, (d, e) => {
+               if ((bool)e.NewValue) {
+                  BindingOperations.SetBinding(d, AutoCommandProperty, new Binding(nameof(ButtonBase.Command)) { Source = d, Mode = BindingMode.OneWay });
+                  BindingOperations.SetBinding(d, AutoCommandParameterProperty, new Binding(nameof(ButtonBase.CommandParameter)) { Source = d, Mode = BindingMode.OneWay });
+               } else {
+                  BindingOperations.ClearBinding(d, AutoCommandProperty);
+                  BindingOperations.ClearBinding(d, AutoCommandParameterProperty);
+               }
+            }));
+
+      public static bool GetAutoRaiseCanExecuteChanged(DependencyObject d) => (bool)d.GetValue(AutoRaiseCanExecuteChangedProperty);
+      public static void SetAutoRaiseCanExecuteChanged(DependencyObject d, bool value) => d.SetValue(AutoRaiseCanExecuteChangedProperty, value);
+
+      /// Do not bind directly to <see cref="AutoCommandProperty"/> (used internally by <see cref="AutoRaiseCanExecuteChangedProperty"/>
+      public static readonly DependencyProperty AutoCommandProperty =
+         DependencyProperty.RegisterAttached("AutoCommand", typeof(ICommand), typeof(Behavior), new PropertyMetadata(null, _try_raise_can_execute));
+
+      public static ICommand GetAutoCommand(DependencyObject d) => d.GetValue(AutoCommandProperty) as ICommand;
+      public static void SetAutoCommand(DependencyObject d, ICommand value) => d.SetValue(AutoCommandProperty, value);
+
+      /// Do not bind directly to <see cref="AutoCommandParameterProperty"/> (used internally by <see cref="AutoRaiseCanExecuteChangedProperty"/>
+      public static readonly DependencyProperty AutoCommandParameterProperty =
+         DependencyProperty.RegisterAttached("AutoCommandParameter", typeof(object), typeof(Behavior), new PropertyMetadata(null, _try_raise_can_execute));
+
+      public static object GetAutoCommandParameter(DependencyObject d) => d.GetValue(AutoCommandParameterProperty);
+      public static void SetAutoCommandParameter(DependencyObject d, object value) => d.SetValue(AutoCommandParameterProperty, value);
+
+      static void _try_raise_can_execute(DependencyObject d, DependencyPropertyChangedEventArgs e) =>
+            (d.GetValue(ButtonBase.CommandProperty) as IRaiseCanExecuteChangedCommand)?.RaiseCanExecuteChanged();
+      #endregion
+
+      #region FocusOnLoaded
+      public static readonly DependencyProperty FocusOnLoadedProperty =
+         DependencyProperty.RegisterAttached("FocusOnLoaded", typeof(bool), typeof(Behavior), new PropertyMetadata(false, OnFocusOnLoadedChanged));
+
+      static void OnFocusOnLoadedChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         var target = (FrameworkElement)d;
+         if ((bool)e.NewValue) target.Loaded += _target_Loaded;
+         else target.Loaded -= _target_Loaded;
+      }
+
+      static void _target_Loaded(object sender, RoutedEventArgs e) {
+         var target = (FrameworkElement)sender;
+         Keyboard.Focus(target);
+      }
+      public static bool GetFocusOnLoaded(DependencyObject d) => (bool)d.GetValue(FocusOnLoadedProperty);
+      public static void SetFocusOnLoaded(DependencyObject d, bool value) => d.SetValue(FocusOnLoadedProperty, value);
+      #endregion
+
+      #region MirrorLayout
+      static readonly DependencyProperty[] _layout_props = new[] {
+         FrameworkElement.HeightProperty,
+         FrameworkElement.WidthProperty,
+         FrameworkElement.MarginProperty,
+         Control.PaddingProperty,
+         FrameworkElement.HorizontalAlignmentProperty,
+         Control.HorizontalContentAlignmentProperty,
+         FrameworkElement.VerticalAlignmentProperty,
+         Control.VerticalContentAlignmentProperty
+      };
+
+      public static readonly DependencyProperty MirrorLayoutForProperty =
+         DependencyProperty.RegisterAttached("MirrorLayoutFor", typeof(FrameworkElement), typeof(Behavior),
+            new PropertyMetadata(OnMirrorLayoutForChanged));
+
+      static void OnMirrorLayoutForChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         var target = new LazyCast<FrameworkElement, DependencyObject>(d);
+         if (e.OldValue is FrameworkElement old_src) {
+            target.value.clear_bindings(_layout_props);
+         }
+         if (e.NewValue is FrameworkElement new_src) {
+            target.value.bind(FrameworkElement.WidthProperty, new_src, FrameworkElement.ActualWidthProperty);
+            target.value.bind(FrameworkElement.HeightProperty, new_src, FrameworkElement.ActualHeightProperty);
+            target.value.bind(FrameworkElement.MarginProperty, new_src, FrameworkElement.MarginProperty);
+            target.value.bind(FrameworkElement.HorizontalAlignmentProperty, new_src, FrameworkElement.HorizontalAlignmentProperty);
+            target.value.bind(FrameworkElement.VerticalAlignmentProperty, new_src, FrameworkElement.VerticalAlignmentProperty);
+            if (target.value is Control && new_src is Control) {
+               target.value.bind(Control.PaddingProperty, new_src, Control.PaddingProperty);
+               target.value.bind(Control.HorizontalContentAlignmentProperty, new_src, Control.HorizontalContentAlignmentProperty);
+               target.value.bind(Control.VerticalContentAlignmentProperty, new_src, Control.VerticalContentAlignmentProperty);
+            }
+         }
+      }
+
+      public static FrameworkElement GetMirrorLayoutFor(DependencyObject d) => d.GetValue(MirrorLayoutForProperty) as FrameworkElement;
+      public static void SetMirrorLayoutFor(DependencyObject d, FrameworkElement value) => d.SetValue(MirrorLayoutForProperty, value);
+      #endregion
+   }
+}

src/client/spark/view/Resources/WindowStyle.xaml.cs

@@ -1,348 +1,371 @@
-using bts;
-
-using mbts.ui.native;
-
-using System;
-using System.Runtime.InteropServices;
-using System.Windows;
-using System.Windows.Input;
-using System.Windows.Interop;
-
-namespace mbts.ui {
-   public partial class WindowStyle : ResourceDictionary {
-      // 'Top' is 0 because the window's TitleContent overlaps the top-resize-border.
-      public static readonly Thickness NegativeResizeBorderThickness = new Thickness(-5, 0, -5, -5);
-
-      public static readonly ExecutedRoutedEventHandler
-         CloseWindowExecutedHandler = WindowCallbackHelper.safe_command_executed_handler(w => w.Close(), "closing"),
-         HideWindowExecutedHandler = WindowCallbackHelper.safe_command_executed_handler(w => w.Visibility = Visibility.Hidden, "hiding"),
-         MinimizeWindowExecutedHandler = WindowCallbackHelper.command_executed_handler(w => w.WindowState = WindowState.Minimized),
-         MaximizeWindowExecutedHandler = WindowCallbackHelper.command_executed_handler(w => w.WindowState = w.WindowState == WindowState.Maximized ? WindowState.Normal : WindowState.Maximized);
-
-      #region UnsafeWindow
-      // UnsafeWindow is described as 'Unsafe' because the window may be on a different dispatcher than the DependencyObject target. 
-      public static readonly DependencyProperty UnsafeWindowProperty =
-         DependencyProperty.RegisterAttached("UnsafeWindow", typeof(Window), typeof(WindowStyle), new PropertyMetadata(OnUnsafeWindowChanged));
-
-      static void OnUnsafeWindowChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         if (d is UIElement el)
-            el.RaiseEvent(new RoutedPropertyChangedEventArgs<Window>(e.OldValue as Window, e.NewValue as Window, UnsafeWindowChangedEvent));
-      }
-
-      public static Window GetUnsafeWindow(DependencyObject d) => d.GetValue(UnsafeWindowProperty) as Window;
-      public static void SetUnsafeWindow(DependencyObject d, Window value) => d.SetValue(UnsafeWindowProperty, value);
-      #endregion
-
-      #region UnsafeWindowChanged (Event)
-      internal static readonly RoutedEvent UnsafeWindowChangedEvent = EventManager.RegisterRoutedEvent("UnsafeWindowChanged", RoutingStrategy.Direct, typeof(RoutedPropertyChangedEventHandler<Window>), typeof(WindowStyle));
-
-      internal static void AddUnsafeWindowChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<Window> handler) =>
-         el.AddHandler(UnsafeWindowChangedEvent, handler);
-
-      internal static void RemoveUnsafeWindowChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<Window> handler) =>
-         el.RemoveHandler(UnsafeWindowChangedEvent, handler);
-      #endregion
-
-      static class WindowCallbackHelper {
-         public static ExecutedRoutedEventHandler safe_command_executed_handler(Action<Window> action, string action_name) =>
-            (s, e) => _safe_execute_on_window(s, action, action_name);
-
-         public static ExecutedRoutedEventHandler command_executed_handler(Action<Window> action) =>
-            (s, e) => _execute_on_window(s, action);
-
-         public static RoutedEventHandler routed_event_handler(Action<Window> action) =>
-            (s, e) => _execute_on_window(s, action);
-
-         static void _execute_on_window(object sender, Action<Window> action) {
-            if (_get_host_window(sender) is Window window)
-               action(window);
-         }
-
-         static void _safe_execute_on_window(object sender, Action<Window> action, string action_name) {
-            try {
-               _execute_on_window(sender, action);
-            } catch (Exception err) {
-               Log.Ui.warn($"Exception {action_name} window : {err}");
-            }
-         }
-
-         static Window _get_host_window(object sender) =>
-            sender is Window w ? w : sender is DependencyObject d ? Window.GetWindow(d) : null;
-      }
-
-      #region Attached properties to control the style b/c the default Window properties are lame
-
-      #region Close button
-      public static bool GetShowCloseButton(DependencyObject obj) {
-         return (bool)obj.GetValue(ShowCloseButtonProperty);
-      }
-      public static void SetShowCloseButton(DependencyObject obj, bool value) {
-         obj.SetValue(ShowCloseButtonProperty, value);
-      }
-      public static readonly DependencyProperty ShowCloseButtonProperty =
-          DependencyProperty.RegisterAttached("ShowCloseButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(true));
-      #endregion
-
-      #region Minimize Button
-      public static bool GetShowMinimizeButton(DependencyObject obj) {
-         return (bool)obj.GetValue(ShowMinimizeButtonProperty);
-      }
-      public static void SetShowMinimizeButton(DependencyObject obj, bool value) {
-         obj.SetValue(ShowMinimizeButtonProperty, value);
-      }
-      public static readonly DependencyProperty ShowMinimizeButtonProperty =
-          DependencyProperty.RegisterAttached("ShowMinimizeButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(true));
-      #endregion
-
-      #region Maximize Button
-
-      public static bool GetShowMaximizeButton(DependencyObject obj) {
-         return (bool)obj.GetValue(ShowMaximizeButtonProperty);
-      }
-      public static void SetShowMaximizeButton(DependencyObject obj, bool value) {
-         obj.SetValue(ShowMaximizeButtonProperty, value);
-      }
-      public static readonly DependencyProperty ShowMaximizeButtonProperty =
-          DependencyProperty.RegisterAttached("ShowMaximizeButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false));
-      #endregion
-
-      #region AllowResize
-      public static bool GetAllowResize(DependencyObject obj) {
-         return (bool)obj.GetValue(AllowResizeProperty);
-      }
-      public static void SetAllowResize(DependencyObject obj, bool value) {
-         obj.SetValue(AllowResizeProperty, value);
-      }
-      public static readonly DependencyProperty AllowResizeProperty =
-          DependencyProperty.RegisterAttached("AllowResize", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false, (s, e) => {
-             var wnd = s as Window;
-             if (wnd != null) {
-                if ((bool)e.NewValue == true) {
-                   wnd.ResizeMode = ResizeMode.CanResize;
-                } else {
-                   wnd.ResizeMode = ResizeMode.NoResize;
-                }
-             }
-          }));
-      #endregion
-
-      #region IsNonClientArea Inherited property
-
-      public static bool GetIsNonClientArea(DependencyObject obj) {
-         return (bool)obj.GetValue(IsNonClientAreaProperty);
-      }
-
-      public static void SetIsNonClientArea(DependencyObject obj, bool value) {
-         obj.SetValue(IsNonClientAreaProperty, value);
-      }
-
-      public static readonly DependencyProperty IsNonClientAreaProperty =
-          DependencyProperty.RegisterAttached("IsNonClientArea", typeof(bool), typeof(WindowStyle), new FrameworkPropertyMetadata(false, FrameworkPropertyMetadataOptions.Inherits));
-      #endregion
-
-      #region [Custom]SizeToContent property (some additional logic is needed to avoid ugly black border margins on the edge of the window)
-
-      public static readonly DependencyProperty SizeToContentProperty = DependencyProperty.RegisterAttached("SizeToContent", typeof(SizeToContent), typeof(WindowStyle), new PropertyMetadata(SizeToContent.Manual, OnSizeToContentChanged));
-      private static void OnSizeToContentChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         SizeToContent old_val = (SizeToContent)e.OldValue;
-         SizeToContent new_val = (SizeToContent)e.NewValue;
-         Window w = (Window)d;
-         if (old_val != SizeToContent.Manual) {
-            if (new_val == SizeToContent.Manual) w.ContentRendered -= InvalidateVisualOnContentRendered;
-         } else w.ContentRendered += InvalidateVisualOnContentRendered;
-         w.SizeToContent = new_val;
-      }
-      private static void InvalidateVisualOnContentRendered(object sender, EventArgs e) { ((Window)sender).InvalidateVisual(); }
-      public static SizeToContent GetSizeToContent(Window w) { return (SizeToContent)w.GetValue(SizeToContentProperty); }
-      public static void SetSizeToContent(Window w, SizeToContent value) { w.SetValue(SizeToContentProperty, value); }
-
-      #endregion
-
-      #region TitleContent
-      public static readonly DependencyProperty TitleContentProperty = DependencyProperty.RegisterAttached("TitleContent", typeof(object), typeof(WindowStyle), new PropertyMetadata(null));
-      public static object GetTitleContent(DependencyObject d) { return d.GetValue(TitleContentProperty); }
-      public static void SetTitleContent(DependencyObject d, object value) { d.SetValue(TitleContentProperty, value); }
-      #endregion
-
-      #region TitleContentTemplate
-      public static readonly DependencyProperty TitleContentTemplateProperty = DependencyProperty.RegisterAttached("TitleContentTemplate", typeof(DataTemplate), typeof(WindowStyle), new PropertyMetadata(null));
-      public static DataTemplate GetTitleContentTemplate(DependencyObject d) { return d.GetValue(TitleContentTemplateProperty) as DataTemplate; }
-      public static void SetTitleContentTemplate(DependencyObject d, DataTemplate value) { d.SetValue(TitleContentTemplateProperty, value); }
-      #endregion
-
-      #region DisposeVMOnClose
-      public static readonly DependencyProperty DisposeVMOnCloseProperty = DependencyProperty.RegisterAttached("DisposeVMOnClose", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false, OnDisposeVMOnCloseChanged));
-      private static void OnDisposeVMOnCloseChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         var target = d as Window;
-         target?.SetValue(DisposeVMOnCloseHandlerWrapperPropertyKey, (bool)e.NewValue ? new DisposeVMOnCloseHandlerWrapper(target) : null);
-      }
-      public static bool GetDisposeVMOnClose(DependencyObject d) { return (bool)d.GetValue(DisposeVMOnCloseProperty); }
-      public static void SetDisposeVMOnClose(DependencyObject d, bool value) { d.SetValue(DisposeVMOnCloseProperty, value); }
-
-      private static readonly DependencyPropertyKey DisposeVMOnCloseHandlerWrapperPropertyKey = DependencyProperty.RegisterAttachedReadOnly("DisposeVMOnCloseHandlerWrapper", typeof(IDisposable), typeof(WindowStyle), new PropertyMetadata(null, FrameworkElementLifeDependencyHelper.DisposeOld));
-      internal static readonly DependencyProperty DisposeVMOnCloseHandlerWrapperProperty = DisposeVMOnCloseHandlerWrapperPropertyKey.DependencyProperty;
-      internal static IDisposable GetDisposeVMOnCloseHandlerWrapper(Window w) { return w.GetValue(DisposeVMOnCloseHandlerWrapperProperty) as IDisposable; }
-      private static void SetDisposeVMOnCloseHandlerWrapper(Window w, IDisposable value) { w.SetValue(DisposeVMOnCloseHandlerWrapperProperty, value); }
-
-      private class DisposeVMOnCloseHandlerWrapper : IDisposable {
-         public DisposeVMOnCloseHandlerWrapper(Window target) { (_target = target).Closed += _target_Closed; }
-         private readonly Window _target;
-         private void _target_Closed(object sender, EventArgs e) { (_target.DataContext as IDisposable)?.Dispose(); }
-         public void Dispose() { _target.Closed -= _target_Closed; }
-      }
-      #endregion
-
-      #endregion
-
-      private void style_loaded(object sender, RoutedEventArgs _) {
-         if (sender is DependencyObject) {
-            var window = Window.GetWindow(((DependencyObject)sender));
-            if (window != null) {
-               if (WindowStyle.GetAllowResize(window)) {
-                  set_resize_window_events(sender as FrameworkElement, window);
-               } else {
-                  // Simpler dragmove interaction
-                  var border = (FrameworkElement)sender;
-                  border.MouseLeftButtonDown += (s, e) => {
-                     if (Mouse.LeftButton == MouseButtonState.Pressed) {
-                        window.DragMove();
-                     }
-                  };
-               }
-
-               // Handle Close command automagically
-               if (window.CommandBindings.Count == 0) {
-                  window.CommandBindings.Add(new CommandBinding(SystemCommands.CloseWindowCommand, CloseWindowExecutedHandler));
-                  window.CommandBindings.Add(new CommandBinding(SystemCommands.MinimizeWindowCommand, MinimizeWindowExecutedHandler));
-                  window.CommandBindings.Add(new CommandBinding(SystemCommands.MaximizeWindowCommand, MaximizeWindowExecutedHandler));
-               }
-            }
-         }
-      }
-
-      private static void set_resize_window_events(FrameworkElement border, Window window) {
-         HookWndProc(window);
-         Log.assert(border != null);
-         var restore_on_move = false;
-         border.MouseLeftButtonDown += (s, e) => {
-            FrameworkElement fe = e.OriginalSource as FrameworkElement;
-            if (fe != null && (bool)fe.GetValue(WindowStyle.IsNonClientAreaProperty)) {
-               if (e.ClickCount == 2) {
-                  toggle_max(window);
-               } else {
-                  if (window.WindowState == WindowState.Maximized) { restore_on_move = true; }
-                  if (Mouse.LeftButton == MouseButtonState.Pressed) {
-                     window.DragMove();
-                  }
-               }
-            }
-         };
-         border.MouseLeftButtonUp += (s, e) => restore_on_move = false;
-         border.MouseMove += (s, e) => {
-            if (restore_on_move && window.WindowState == WindowState.Maximized && Mouse.LeftButton == MouseButtonState.Pressed) {
-               window.WindowState = WindowState.Normal;
-               window.Top = 0;
-               if (Mouse.LeftButton == MouseButtonState.Pressed) {
-                  window.DragMove();
-               }
-            }
-         };
-      }
-
-      private static void toggle_max(Window window) {
-         if (window.WindowState == WindowState.Maximized) {
-            window.WindowState = WindowState.Normal;
-         } else {
-            window.WindowState = WindowState.Maximized;
-         }
-      }
-
-
-
-      private static void HookWndProc(Window window) {
-         HwndSource source = PresentationSource.FromVisual(window) as HwndSource;
-         if (source != null) {
-            source.AddHook(new HwndSourceHook(WndProc));
-         }
-      }
-      private static void UnhookWndProc(Window window) {
-         HwndSource source = PresentationSource.FromVisual(window) as HwndSource;
-         if (source != null) {
-            source.RemoveHook(new HwndSourceHook(WndProc));
-         }
-      }
-
-      private static IntPtr WndProc(IntPtr hwnd, int msg, IntPtr wparam, IntPtr lparam, ref bool handled) {
-         WM wmsg = (WM)msg;
-         if (WM.NCHITTEST == wmsg /*|| WM.MOUSEMOVE == wmsg*/) {
-            Thickness t = new Thickness(6);
-            // Get the mouse coordinates in screen space
-            short x = (short)lparam.ToInt32();
-            short y = (short)(lparam.ToInt32() >> 16);
-            // Get the window bounds in screen coords
-            Win32Rect w;
-            NativeMethods.GetWindowRect(hwnd, out w);
-            // Assume that mouse position is inside the window
-            bool left = x < (w.Left + t.Left);
-            bool right = x > (w.Right - t.Right);
-            bool top = y < (w.Top + t.Top);
-            bool bottom = y > (w.Bottom - t.Bottom);
-
-            //  A  B  C
-            //  D     E
-            //  F  G  H
-
-            HT ret = HT.CLIENT;
-            if (top) {
-               if (left) ret = HT.TOPLEFT; // A
-               else if (right) ret = HT.TOPRIGHT; // C
-               else ret = HT.TOP; // B
-            } else if (bottom) {
-               if (left) ret = HT.BOTTOMLEFT; // F
-               else if (right) ret = HT.BOTTOMRIGHT; // H
-               else ret = HT.BOTTOM; // G
-            } else {
-               if (left) ret = HT.LEFT; // D
-               if (right) ret = HT.RIGHT; // E
-            }
-
-            handled = true;
-            return new IntPtr((int)ret);
-         } else if (wmsg == WM.NCCALCSIZE) {
-            handled = true;
-         } else if (wmsg == WM.NCPAINT) {
-            handled = true;
-         } else if (wmsg == WM.NCACTIVATE) {
-            handled = true;
-            return NativeMethods.DefWindowProc(hwnd, msg, wparam, new IntPtr(-1));
-         } else if (wmsg == WM.ERASEBKGND) {
-            handled = true;
-         } else if (wmsg == WM.GETMINMAXINFO) {
-            SetMinMaxInfo(hwnd, lparam);
-            handled = true;
-         }
-
-         return IntPtr.Zero;
-      }
-
-      private static void SetMinMaxInfo(IntPtr hwnd, IntPtr lparam) {
-         var mminfo = (MINMAXINFO)Marshal.PtrToStructure(lparam, typeof(MINMAXINFO));
-
-         var hmonitor = NativeMethods.MonitorFromWindow(hwnd, NativeMethods.MONITOR_DEFAULTONNEAREST);
-         if (hmonitor != IntPtr.Zero) {
-            MONITORINFO minfo = new MONITORINFO();
-            minfo.cbSize = Marshal.SizeOf(minfo);
-            NativeMethods.GetMonitorInfo(hmonitor, ref minfo);
-            var rc_monitor = minfo.rcMonitor;
-            var rc_work = minfo.rcWork;
-            mminfo.ptMaxPosition.x = Math.Abs(rc_work.Left - rc_monitor.Left);
-            mminfo.ptMaxPosition.y = Math.Abs(rc_work.Top - rc_monitor.Top);
-            mminfo.ptMaxSize.x = Math.Abs(rc_work.Right - rc_work.Left);
-            mminfo.ptMaxSize.y = Math.Abs(rc_work.Bottom - rc_work.Top);
-
-            Marshal.StructureToPtr(mminfo, lparam, true);
-         }
-      }
-
-   }
-}
+using bts;
+
+using mbts.ui.native;
+
+using System;
+using System.Runtime.InteropServices;
+using System.Windows;
+using System.Windows.Input;
+using System.Windows.Interop;
+
+namespace mbts.ui {
+   public partial class WindowStyle : ResourceDictionary {
+      // 'Top' is 0 because the window's TitleContent overlaps the top-resize-border.
+      public static readonly Thickness NegativeResizeBorderThickness = new Thickness(-5, 0, -5, -5);
+
+      public static readonly ExecutedRoutedEventHandler
+         CloseWindowExecutedHandler = WindowCallbackHelper.safe_command_executed_handler(w => w.Close(), "closing"),
+         HideWindowExecutedHandler = WindowCallbackHelper.safe_command_executed_handler(w => w.Visibility = Visibility.Hidden, "hiding"),
+         MinimizeWindowExecutedHandler = WindowCallbackHelper.command_executed_handler(w => w.WindowState = WindowState.Minimized),
+         MaximizeWindowExecutedHandler = WindowCallbackHelper.command_executed_handler(w => w.WindowState = w.WindowState == WindowState.Maximized ? WindowState.Normal : WindowState.Maximized);
+
+      #region UnsafeWindow
+      // UnsafeWindow is described as 'Unsafe' because the window may be on a different dispatcher than the DependencyObject target. 
+      public static readonly DependencyProperty UnsafeWindowProperty =
+         DependencyProperty.RegisterAttached("UnsafeWindow", typeof(Window), typeof(WindowStyle), new PropertyMetadata(OnUnsafeWindowChanged));
+
+      static void OnUnsafeWindowChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if (d is UIElement el)
+            el.RaiseEvent(new RoutedPropertyChangedEventArgs<Window>(e.OldValue as Window, e.NewValue as Window, UnsafeWindowChangedEvent));
+      }
+
+      public static Window GetUnsafeWindow(DependencyObject d) => d.GetValue(UnsafeWindowProperty) as Window;
+      public static void SetUnsafeWindow(DependencyObject d, Window value) => d.SetValue(UnsafeWindowProperty, value);
+      #endregion
+
+      #region UnsafeWindowChanged (Event)
+      internal static readonly RoutedEvent UnsafeWindowChangedEvent = EventManager.RegisterRoutedEvent("UnsafeWindowChanged", RoutingStrategy.Direct, typeof(RoutedPropertyChangedEventHandler<Window>), typeof(WindowStyle));
+
+      internal static void AddUnsafeWindowChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<Window> handler) =>
+         el.AddHandler(UnsafeWindowChangedEvent, handler);
+
+      internal static void RemoveUnsafeWindowChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<Window> handler) =>
+         el.RemoveHandler(UnsafeWindowChangedEvent, handler);
+      #endregion
+
+      #region WinFormsHost
+      public static readonly DependencyProperty WinFormsHostProperty =
+         DependencyProperty.RegisterAttached("WinFormsHost", typeof(WPFPanel), typeof(WindowStyle), new PropertyMetadata(OnWinFormsHostChanged));
+
+      static void OnWinFormsHostChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         if (d is UIElement el)
+            el.RaiseEvent(new RoutedPropertyChangedEventArgs<WPFPanel>(e.OldValue as WPFPanel, e.NewValue as WPFPanel, WinFormsHostChangedEvent));
+      }
+
+      public static WPFPanel GetWinFormsHost(DependencyObject d) => d.GetValue(WinFormsHostProperty) as WPFPanel;
+      public static void SetWinFormsHost(DependencyObject d, WPFPanel value) => d.SetValue(WinFormsHostProperty, value);
+      #endregion
+
+      #region WinFormsHostChanged (Event)
+      internal static readonly RoutedEvent WinFormsHostChangedEvent = EventManager.RegisterRoutedEvent("WinFormsHostChanged", RoutingStrategy.Direct, typeof(RoutedPropertyChangedEventHandler<WPFPanel>), typeof(WindowStyle));
+
+      internal static void AddWinFormsHostChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<WPFPanel> handler) =>
+         el.AddHandler(WinFormsHostChangedEvent, handler);
+
+      internal static void RemoveWinFormsHostChangedHandler(UIElement el, RoutedPropertyChangedEventHandler<WPFPanel> handler) =>
+         el.RemoveHandler(WinFormsHostChangedEvent, handler);
+      #endregion
+
+      static class WindowCallbackHelper {
+         public static ExecutedRoutedEventHandler safe_command_executed_handler(Action<Window> action, string action_name) =>
+            (s, e) => _safe_execute_on_window(s, action, action_name);
+
+         public static ExecutedRoutedEventHandler command_executed_handler(Action<Window> action) =>
+            (s, e) => _execute_on_window(s, action);
+
+         public static RoutedEventHandler routed_event_handler(Action<Window> action) =>
+            (s, e) => _execute_on_window(s, action);
+
+         static void _execute_on_window(object sender, Action<Window> action) {
+            if (_get_host_window(sender) is Window window)
+               action(window);
+         }
+
+         static void _safe_execute_on_window(object sender, Action<Window> action, string action_name) {
+            try {
+               _execute_on_window(sender, action);
+            } catch (Exception err) {
+               Log.Ui.warn($"Exception {action_name} window : {err}");
+            }
+         }
+
+         static Window _get_host_window(object sender) =>
+            sender is Window w ? w : sender is DependencyObject d ? Window.GetWindow(d) : null;
+      }
+
+      #region Attached properties to control the style b/c the default Window properties are lame
+
+      #region Close button
+      public static bool GetShowCloseButton(DependencyObject obj) {
+         return (bool)obj.GetValue(ShowCloseButtonProperty);
+      }
+      public static void SetShowCloseButton(DependencyObject obj, bool value) {
+         obj.SetValue(ShowCloseButtonProperty, value);
+      }
+      public static readonly DependencyProperty ShowCloseButtonProperty =
+          DependencyProperty.RegisterAttached("ShowCloseButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(true));
+      #endregion
+
+      #region Minimize Button
+      public static bool GetShowMinimizeButton(DependencyObject obj) {
+         return (bool)obj.GetValue(ShowMinimizeButtonProperty);
+      }
+      public static void SetShowMinimizeButton(DependencyObject obj, bool value) {
+         obj.SetValue(ShowMinimizeButtonProperty, value);
+      }
+      public static readonly DependencyProperty ShowMinimizeButtonProperty =
+          DependencyProperty.RegisterAttached("ShowMinimizeButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(true));
+      #endregion
+
+      #region Maximize Button
+
+      public static bool GetShowMaximizeButton(DependencyObject obj) {
+         return (bool)obj.GetValue(ShowMaximizeButtonProperty);
+      }
+      public static void SetShowMaximizeButton(DependencyObject obj, bool value) {
+         obj.SetValue(ShowMaximizeButtonProperty, value);
+      }
+      public static readonly DependencyProperty ShowMaximizeButtonProperty =
+          DependencyProperty.RegisterAttached("ShowMaximizeButton", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false));
+      #endregion
+
+      #region AllowResize
+      public static bool GetAllowResize(DependencyObject obj) {
+         return (bool)obj.GetValue(AllowResizeProperty);
+      }
+      public static void SetAllowResize(DependencyObject obj, bool value) {
+         obj.SetValue(AllowResizeProperty, value);
+      }
+      public static readonly DependencyProperty AllowResizeProperty =
+          DependencyProperty.RegisterAttached("AllowResize", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false, (s, e) => {
+             var wnd = s as Window;
+             if (wnd != null) {
+                if ((bool)e.NewValue == true) {
+                   wnd.ResizeMode = ResizeMode.CanResize;
+                } else {
+                   wnd.ResizeMode = ResizeMode.NoResize;
+                }
+             }
+          }));
+      #endregion
+
+      #region IsNonClientArea Inherited property
+
+      public static bool GetIsNonClientArea(DependencyObject obj) {
+         return (bool)obj.GetValue(IsNonClientAreaProperty);
+      }
+
+      public static void SetIsNonClientArea(DependencyObject obj, bool value) {
+         obj.SetValue(IsNonClientAreaProperty, value);
+      }
+
+      public static readonly DependencyProperty IsNonClientAreaProperty =
+          DependencyProperty.RegisterAttached("IsNonClientArea", typeof(bool), typeof(WindowStyle), new FrameworkPropertyMetadata(false, FrameworkPropertyMetadataOptions.Inherits));
+      #endregion
+
+      #region [Custom]SizeToContent property (some additional logic is needed to avoid ugly black border margins on the edge of the window)
+
+      public static readonly DependencyProperty SizeToContentProperty = DependencyProperty.RegisterAttached("SizeToContent", typeof(SizeToContent), typeof(WindowStyle), new PropertyMetadata(SizeToContent.Manual, OnSizeToContentChanged));
+      private static void OnSizeToContentChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         SizeToContent old_val = (SizeToContent)e.OldValue;
+         SizeToContent new_val = (SizeToContent)e.NewValue;
+         Window w = (Window)d;
+         if (old_val != SizeToContent.Manual) {
+            if (new_val == SizeToContent.Manual) w.ContentRendered -= InvalidateVisualOnContentRendered;
+         } else w.ContentRendered += InvalidateVisualOnContentRendered;
+         w.SizeToContent = new_val;
+      }
+      private static void InvalidateVisualOnContentRendered(object sender, EventArgs e) { ((Window)sender).InvalidateVisual(); }
+      public static SizeToContent GetSizeToContent(Window w) { return (SizeToContent)w.GetValue(SizeToContentProperty); }
+      public static void SetSizeToContent(Window w, SizeToContent value) { w.SetValue(SizeToContentProperty, value); }
+
+      #endregion
+
+      #region TitleContent
+      public static readonly DependencyProperty TitleContentProperty = DependencyProperty.RegisterAttached("TitleContent", typeof(object), typeof(WindowStyle), new PropertyMetadata(null));
+      public static object GetTitleContent(DependencyObject d) { return d.GetValue(TitleContentProperty); }
+      public static void SetTitleContent(DependencyObject d, object value) { d.SetValue(TitleContentProperty, value); }
+      #endregion
+
+      #region TitleContentTemplate
+      public static readonly DependencyProperty TitleContentTemplateProperty = DependencyProperty.RegisterAttached("TitleContentTemplate", typeof(DataTemplate), typeof(WindowStyle), new PropertyMetadata(null));
+      public static DataTemplate GetTitleContentTemplate(DependencyObject d) { return d.GetValue(TitleContentTemplateProperty) as DataTemplate; }
+      public static void SetTitleContentTemplate(DependencyObject d, DataTemplate value) { d.SetValue(TitleContentTemplateProperty, value); }
+      #endregion
+
+      #region DisposeVMOnClose
+      public static readonly DependencyProperty DisposeVMOnCloseProperty = DependencyProperty.RegisterAttached("DisposeVMOnClose", typeof(bool), typeof(WindowStyle), new PropertyMetadata(false, OnDisposeVMOnCloseChanged));
+      private static void OnDisposeVMOnCloseChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         var target = d as Window;
+         target?.SetValue(DisposeVMOnCloseHandlerWrapperPropertyKey, (bool)e.NewValue ? new DisposeVMOnCloseHandlerWrapper(target) : null);
+      }
+      public static bool GetDisposeVMOnClose(DependencyObject d) { return (bool)d.GetValue(DisposeVMOnCloseProperty); }
+      public static void SetDisposeVMOnClose(DependencyObject d, bool value) { d.SetValue(DisposeVMOnCloseProperty, value); }
+
+      private static readonly DependencyPropertyKey DisposeVMOnCloseHandlerWrapperPropertyKey = DependencyProperty.RegisterAttachedReadOnly("DisposeVMOnCloseHandlerWrapper", typeof(IDisposable), typeof(WindowStyle), new PropertyMetadata(null, FrameworkElementLifeDependencyHelper.DisposeOld));
+      internal static readonly DependencyProperty DisposeVMOnCloseHandlerWrapperProperty = DisposeVMOnCloseHandlerWrapperPropertyKey.DependencyProperty;
+      internal static IDisposable GetDisposeVMOnCloseHandlerWrapper(Window w) { return w.GetValue(DisposeVMOnCloseHandlerWrapperProperty) as IDisposable; }
+      private static void SetDisposeVMOnCloseHandlerWrapper(Window w, IDisposable value) { w.SetValue(DisposeVMOnCloseHandlerWrapperProperty, value); }
+
+      private class DisposeVMOnCloseHandlerWrapper : IDisposable {
+         public DisposeVMOnCloseHandlerWrapper(Window target) { (_target = target).Closed += _target_Closed; }
+         private readonly Window _target;
+         private void _target_Closed(object sender, EventArgs e) { (_target.DataContext as IDisposable)?.Dispose(); }
+         public void Dispose() { _target.Closed -= _target_Closed; }
+      }
+      #endregion
+
+      #endregion
+
+      private void style_loaded(object sender, RoutedEventArgs _) {
+         if (sender is DependencyObject) {
+            var window = Window.GetWindow(((DependencyObject)sender));
+            if (window != null) {
+               if (WindowStyle.GetAllowResize(window)) {
+                  set_resize_window_events(sender as FrameworkElement, window);
+               } else {
+                  // Simpler dragmove interaction
+                  var border = (FrameworkElement)sender;
+                  border.MouseLeftButtonDown += (s, e) => {
+                     if (Mouse.LeftButton == MouseButtonState.Pressed) {
+                        window.DragMove();
+                     }
+                  };
+               }
+
+               // Handle Close command automagically
+               if (window.CommandBindings.Count == 0) {
+                  window.CommandBindings.Add(new CommandBinding(SystemCommands.CloseWindowCommand, CloseWindowExecutedHandler));
+                  window.CommandBindings.Add(new CommandBinding(SystemCommands.MinimizeWindowCommand, MinimizeWindowExecutedHandler));
+                  window.CommandBindings.Add(new CommandBinding(SystemCommands.MaximizeWindowCommand, MaximizeWindowExecutedHandler));
+               }
+            }
+         }
+      }
+
+      private static void set_resize_window_events(FrameworkElement border, Window window) {
+         HookWndProc(window);
+         Log.assert(border != null);
+         var restore_on_move = false;
+         border.MouseLeftButtonDown += (s, e) => {
+            FrameworkElement fe = e.OriginalSource as FrameworkElement;
+            if (fe != null && (bool)fe.GetValue(WindowStyle.IsNonClientAreaProperty)) {
+               if (e.ClickCount == 2) {
+                  toggle_max(window);
+               } else {
+                  if (window.WindowState == WindowState.Maximized) { restore_on_move = true; }
+                  if (Mouse.LeftButton == MouseButtonState.Pressed) {
+                     window.DragMove();
+                  }
+               }
+            }
+         };
+         border.MouseLeftButtonUp += (s, e) => restore_on_move = false;
+         border.MouseMove += (s, e) => {
+            if (restore_on_move && window.WindowState == WindowState.Maximized && Mouse.LeftButton == MouseButtonState.Pressed) {
+               window.WindowState = WindowState.Normal;
+               window.Top = 0;
+               if (Mouse.LeftButton == MouseButtonState.Pressed) {
+                  window.DragMove();
+               }
+            }
+         };
+      }
+
+      private static void toggle_max(Window window) {
+         if (window.WindowState == WindowState.Maximized) {
+            window.WindowState = WindowState.Normal;
+         } else {
+            window.WindowState = WindowState.Maximized;
+         }
+      }
+
+
+
+      private static void HookWndProc(Window window) {
+         HwndSource source = PresentationSource.FromVisual(window) as HwndSource;
+         if (source != null) {
+            source.AddHook(new HwndSourceHook(WndProc));
+         }
+      }
+      private static void UnhookWndProc(Window window) {
+         HwndSource source = PresentationSource.FromVisual(window) as HwndSource;
+         if (source != null) {
+            source.RemoveHook(new HwndSourceHook(WndProc));
+         }
+      }
+
+      private static IntPtr WndProc(IntPtr hwnd, int msg, IntPtr wparam, IntPtr lparam, ref bool handled) {
+         WM wmsg = (WM)msg;
+         if (WM.NCHITTEST == wmsg /*|| WM.MOUSEMOVE == wmsg*/) {
+            Thickness t = new Thickness(6);
+            // Get the mouse coordinates in screen space
+            short x = (short)lparam.ToInt32();
+            short y = (short)(lparam.ToInt32() >> 16);
+            // Get the window bounds in screen coords
+            Win32Rect w;
+            NativeMethods.GetWindowRect(hwnd, out w);
+            // Assume that mouse position is inside the window
+            bool left = x < (w.Left + t.Left);
+            bool right = x > (w.Right - t.Right);
+            bool top = y < (w.Top + t.Top);
+            bool bottom = y > (w.Bottom - t.Bottom);
+
+            //  A  B  C
+            //  D     E
+            //  F  G  H
+
+            HT ret = HT.CLIENT;
+            if (top) {
+               if (left) ret = HT.TOPLEFT; // A
+               else if (right) ret = HT.TOPRIGHT; // C
+               else ret = HT.TOP; // B
+            } else if (bottom) {
+               if (left) ret = HT.BOTTOMLEFT; // F
+               else if (right) ret = HT.BOTTOMRIGHT; // H
+               else ret = HT.BOTTOM; // G
+            } else {
+               if (left) ret = HT.LEFT; // D
+               if (right) ret = HT.RIGHT; // E
+            }
+
+            handled = true;
+            return new IntPtr((int)ret);
+         } else if (wmsg == WM.NCCALCSIZE) {
+            handled = true;
+         } else if (wmsg == WM.NCPAINT) {
+            handled = true;
+         } else if (wmsg == WM.NCACTIVATE) {
+            handled = true;
+            return NativeMethods.DefWindowProc(hwnd, msg, wparam, new IntPtr(-1));
+         } else if (wmsg == WM.ERASEBKGND) {
+            handled = true;
+         } else if (wmsg == WM.GETMINMAXINFO) {
+            SetMinMaxInfo(hwnd, lparam);
+            handled = true;
+         }
+
+         return IntPtr.Zero;
+      }
+
+      private static void SetMinMaxInfo(IntPtr hwnd, IntPtr lparam) {
+         var mminfo = (MINMAXINFO)Marshal.PtrToStructure(lparam, typeof(MINMAXINFO));
+
+         var hmonitor = NativeMethods.MonitorFromWindow(hwnd, NativeMethods.MONITOR_DEFAULTONNEAREST);
+         if (hmonitor != IntPtr.Zero) {
+            MONITORINFO minfo = new MONITORINFO();
+            minfo.cbSize = Marshal.SizeOf(minfo);
+            NativeMethods.GetMonitorInfo(hmonitor, ref minfo);
+            var rc_monitor = minfo.rcMonitor;
+            var rc_work = minfo.rcWork;
+            mminfo.ptMaxPosition.x = Math.Abs(rc_work.Left - rc_monitor.Left);
+            mminfo.ptMaxPosition.y = Math.Abs(rc_work.Top - rc_monitor.Top);
+            mminfo.ptMaxSize.x = Math.Abs(rc_work.Right - rc_work.Left);
+            mminfo.ptMaxSize.y = Math.Abs(rc_work.Bottom - rc_work.Top);
+
+            Marshal.StructureToPtr(mminfo, lparam, true);
+         }
+      }
+
+   }
+}

src/client/spark/view/Shell/ViewModels/ShellWindowVM.cs

@@ -1,241 +1,242 @@
-namespace mbts.ui.shell {
-   using bts;
-
-   using Spark.Core;
-   using Spark.Core.Async;
-   using Spark.Core.Disposables;
-
-   using System;
-   using System.Reactive.Linq;
-   using System.Runtime.InteropServices;
-   using System.Windows;
-   using System.Windows.Controls;
-   using System.Windows.Input;
-   using System.Windows.Media;
-   using System.Windows.Threading;
-
-   public class ShellWindowVM : DisposableViewModelBase {
-      readonly IWindowManager _window_manager;
-      readonly Property<bool> _edit_mode;
-      readonly Property<string> _title;
-      readonly Property<string> _title_override;
-      readonly Property<bool> _has_custom_title;
-
-      IShellWindow _model;
-      UIElement _ui;
-      ShellWindowUI _document;
-      HwndContentHost _hwnd_host;
-      FloatingWindow _owner;
-      ImageSource _icon;
-      ICommand _close_command;
-      ICommand _rename_command;
-      ICommand _unrename_command;
-
-      public ShellWindowVM(IShellWindow model, IWindowManager wm, IShellThreadFactory threads, string host = null) {
-         Log.assert(model != null);
-         _model = model;
-         _model.IconChanged += on_icon_changed;
-         _window_manager = wm;
-         host_id = (model as ITabAffineWindow)?.tab_group ?? host ?? string.Empty;
-
-         // init Dispatcher
-         var stf = (ShellThreadFactory)threads;
-         if (IsShared) {
-            Dispatcher = stf.get_dispatcher((ISharedWindow)model);
-         } else if (IsSlow) {
-            Dispatcher = stf.create_dispatcher((ISlowWindow)model);
-         } else {
-            Dispatcher = Dispatcher.CurrentDispatcher;
-         }
-
-         _edit_mode = backing(nameof(EditMode), false);
-
-         _title_override = backing<string>(nameof(TitleOverride));
-         _title = backing(
-            nameof(Title),
-            _model.observe_title()
-            .CombineLatest(
-               _title_override.observe_current(true),
-               (title, title_override) => (title, title_override))
-            .Select(t => t.title_override ?? t.title)
-            .OnDispatcher());
-         _has_custom_title = backing(
-            nameof(HasCustomTitle),
-            _title_override.observe_current(true).Select(t => !t.is_null_or_white_space()).OnDispatcher());
-
-         model.on_shell_window_vm(this);
-
-         _dispose = Disposable.Create(() => {
-            _model.IconChanged -= on_icon_changed;
-            if (IsShared) {
-               // Shared threads continue running
-               Dispatcher.Invoke(() => Disposable.dispose(ref _model));
-            } else if (IsSlow) {
-               // Terminating the background thread will dispose the model on that thread
-               Log.Ui.info("Beginning asyncronous dispose of slow window {0} .".fmt(_model.GetType().ToString()));
-               Dispatcher.BeginInvokeShutdown(DispatcherPriority.Background);
-            } else {
-               Disposable.dispose(ref _model);
-            }
-            _ui = null;
-            Disposable.dispose(ref _hwnd_host);
-         });
-
-         void on_icon_changed() {
-            _icon = null;
-            RaisePropertyChanged(nameof(Icon));
-         }
-      }
-
-      public AsyncEvent<(object sender, ShellWindowVM e)> Closing { get; } = new();
-
-      public string host_id { get; set; }
-      public string OwnerName => _model.Owner?.name ?? string.Empty;
-      public IShellWindow Model => _model;
-      public Dispatcher Dispatcher { get; }
-
-      // title
-      public string Title => _title.Value;
-      public string TitleOverride {
-         get => _title_override.Value;
-         set {
-            _title_override.Value = value;
-            _edit_mode.set(false);
-         }
-      }
-      public bool HasCustomTitle => _has_custom_title.Value;
-
-      public ImageSource Icon =>
-         _icon ??= _model.Icon ?? _model.Owner?.icon;
-
-      public bool EditMode => _edit_mode.Value;
-      public double InitialWidth { get; private set; }
-      public double InitialHeight { get; private set; }
-
-      public UIElement AppContent =>
-         _ui ??= _create_contents();
-
-      public bool IsSlow => _model is ISlowWindow;
-      public bool IsShared => _model is ISharedWindow;
-      public bool HasTabAffinity => _model is ITabAffineWindow;
-
-      public ICommand rename_command =>
-         _rename_command ??= new DelegateCommand(_begin_rename);
-
-      public ICommand unrename_command =>
-         _unrename_command ??= new DelegateCommand(() => TitleOverride = string.Empty);
-
-      public ICommand CloseCommand =>
-         _close_command ??= new DelegateCommand(_begin_close);
-
-      internal FloatingWindow owner {
-         get => _owner;
-         set {
-            if (Set(ref _owner, value)) {
-               _try_set_wpf_bus();
-            }
-         }
-      }
-
-      public IObservable<string> observe_title() =>
-         _title.observe_current(true);
-
-      void _begin_rename() {
-         if (string.IsNullOrEmpty(TitleOverride)) {
-            _title_override.Value = Title;
-         }
-         _edit_mode.set(true);
-      }
-
-      async void _begin_close(object sender) {
-         if (_window_manager is null) {
-            return;
-         }
-         if (!_window_manager.contains(_model)) {
-            return;
-         }
-         await Closing?.InvokeAsync((sender, this));
-         // Removing the window will cause this object to be Disposed
-         // Which will terminate the background thread
-         // Which will dispose the model (on that thread)
-         await _window_manager.remove(_model);
-      }
-
-      UIElement _create_contents() {
-         string error_text = null;
-
-         Dispatcher.Invoke(() => {
-            // Executes possibly on background thread
-            try {
-               _document = _model.GetContent();
-            } catch (Exception ex) {
-               error_text = ex.Message;
-               Log.Ui.error($"Error getting window contents: {ex}");
-            }
-         }, DispatcherPriority.Send);
-
-         if (_document == null && string.IsNullOrEmpty(error_text)) {
-            error_text = $"No content for window {_model.GetType()}";
-         }
-
-         // If there's an error draw a big red X
-         if (!error_text.is_null_or_empty()) {
-            _document = new ShellWindowUI(new TextBlock() {
-               HorizontalAlignment = HorizontalAlignment.Center,
-               VerticalAlignment = VerticalAlignment.Center,
-               Foreground = Brushes.Red,
-               Text = error_text
-            });
-            _model = new ErrorShellWindow {
-               Content = _document,
-               Icon = _model.Icon,
-               Title = $"Error: {_model.GetType()}"
-            };
-            RaisePropertyChanged("Title");
-         }
-
-         Log.assert(_document != null);
-         return _document.content.Match(on_wpf_element, on_handle_ref);
-
-         UIElement on_wpf_element(UIElement element) {
-            if (IsSlow || IsShared) {
-               // Create a WPFPanel (a Winforms window), then attach it with the HwndContentHost.
-               // This gives the document content a separate thread affinity from the shell window,
-               // and lets the win32 layer handle the thread boundary.
-               var retval = Dispatcher.Invoke(() => {
-                  var interop_window = new WPFPanel(element);
-                  return new HandleRef(interop_window, interop_window.Handle);
-               }, DispatcherPriority.Send);
-               _hwnd_host = new HwndContentHost(retval);
-               InitialHeight = _hwnd_host.InitialHeight;
-               InitialWidth = _hwnd_host.InitialWidth;
-               return _hwnd_host;
-            }
-            if (element is FrameworkElement fe) {
-               InitialHeight = fe.Height;
-               InitialWidth = fe.Width;
-               fe.Height = fe.Width = double.NaN;
-            }
-            return element;
-         }
-
-         UIElement on_handle_ref(HandleRef handle_ref) {
-            _hwnd_host = new HwndContentHost(handle_ref);
-            InitialHeight = _hwnd_host.Height;
-            InitialWidth = _hwnd_host.Width;
-            return _hwnd_host;
-         }
-      }
-
-      void _try_set_wpf_bus() {
-         if (_owner is null) {
-            return;
-         }
-         _document.content.try_match(on_wpf_element);
-
-         void on_wpf_element(UIElement element) =>
-            element.Dispatcher.InvokeAsync(() =>
-               ui.WindowStyle.SetUnsafeWindow(element, _owner));
-      }
-   }
-}
+namespace mbts.ui.shell {
+   using bts;
+
+   using Spark.Core;
+   using Spark.Core.Async;
+   using Spark.Core.Disposables;
+
+   using System;
+   using System.Reactive.Linq;
+   using System.Runtime.InteropServices;
+   using System.Windows;
+   using System.Windows.Controls;
+   using System.Windows.Input;
+   using System.Windows.Media;
+   using System.Windows.Threading;
+
+   public class ShellWindowVM : DisposableViewModelBase {
+      readonly IWindowManager _window_manager;
+      readonly Property<bool> _edit_mode;
+      readonly Property<string> _title;
+      readonly Property<string> _title_override;
+      readonly Property<bool> _has_custom_title;
+
+      IShellWindow _model;
+      UIElement _ui;
+      ShellWindowUI _document;
+      HwndContentHost _hwnd_host;
+      FloatingWindow _owner;
+      ImageSource _icon;
+      ICommand _close_command;
+      ICommand _rename_command;
+      ICommand _unrename_command;
+
+      public ShellWindowVM(IShellWindow model, IWindowManager wm, IShellThreadFactory threads, string host = null) {
+         Log.assert(model != null);
+         _model = model;
+         _model.IconChanged += on_icon_changed;
+         _window_manager = wm;
+         host_id = (model as ITabAffineWindow)?.tab_group ?? host ?? string.Empty;
+
+         // init Dispatcher
+         var stf = (ShellThreadFactory)threads;
+         if (IsShared) {
+            Dispatcher = stf.get_dispatcher((ISharedWindow)model);
+         } else if (IsSlow) {
+            Dispatcher = stf.create_dispatcher((ISlowWindow)model);
+         } else {
+            Dispatcher = Dispatcher.CurrentDispatcher;
+         }
+
+         _edit_mode = backing(nameof(EditMode), false);
+
+         _title_override = backing<string>(nameof(TitleOverride));
+         _title = backing(
+            nameof(Title),
+            _model.observe_title()
+            .CombineLatest(
+               _title_override.observe_current(true),
+               (title, title_override) => (title, title_override))
+            .Select(t => t.title_override ?? t.title)
+            .OnDispatcher());
+         _has_custom_title = backing(
+            nameof(HasCustomTitle),
+            _title_override.observe_current(true).Select(t => !t.is_null_or_white_space()).OnDispatcher());
+
+         model.on_shell_window_vm(this);
+
+         _dispose = Disposable.Create(() => {
+            _model.IconChanged -= on_icon_changed;
+            if (IsShared) {
+               // Shared threads continue running
+               Dispatcher.Invoke(() => Disposable.dispose(ref _model));
+            } else if (IsSlow) {
+               // Terminating the background thread will dispose the model on that thread
+               Log.Ui.info("Beginning asyncronous dispose of slow window {0} .".fmt(_model.GetType().ToString()));
+               Dispatcher.BeginInvokeShutdown(DispatcherPriority.Background);
+            } else {
+               Disposable.dispose(ref _model);
+            }
+            _ui = null;
+            Disposable.dispose(ref _hwnd_host);
+         });
+
+         void on_icon_changed() {
+            _icon = null;
+            RaisePropertyChanged(nameof(Icon));
+         }
+      }
+
+      public AsyncEvent<(object sender, ShellWindowVM e)> Closing { get; } = new();
+
+      public string host_id { get; set; }
+      public string OwnerName => _model.Owner?.name ?? string.Empty;
+      public IShellWindow Model => _model;
+      public Dispatcher Dispatcher { get; }
+
+      // title
+      public string Title => _title.Value;
+      public string TitleOverride {
+         get => _title_override.Value;
+         set {
+            _title_override.Value = value;
+            _edit_mode.set(false);
+         }
+      }
+      public bool HasCustomTitle => _has_custom_title.Value;
+
+      public ImageSource Icon =>
+         _icon ??= _model.Icon ?? _model.Owner?.icon;
+
+      public bool EditMode => _edit_mode.Value;
+      public double InitialWidth { get; private set; }
+      public double InitialHeight { get; private set; }
+
+      public UIElement AppContent =>
+         _ui ??= _create_contents();
+
+      public bool IsSlow => _model is ISlowWindow;
+      public bool IsShared => _model is ISharedWindow;
+      public bool HasTabAffinity => _model is ITabAffineWindow;
+
+      public ICommand rename_command =>
+         _rename_command ??= new DelegateCommand(_begin_rename);
+
+      public ICommand unrename_command =>
+         _unrename_command ??= new DelegateCommand(() => TitleOverride = string.Empty);
+
+      public ICommand CloseCommand =>
+         _close_command ??= new DelegateCommand(_begin_close);
+
+      internal FloatingWindow owner {
+         get => _owner;
+         set {
+            if (Set(ref _owner, value)) {
+               _try_set_wpf_bus();
+            }
+         }
+      }
+
+      public IObservable<string> observe_title() =>
+         _title.observe_current(true);
+
+      void _begin_rename() {
+         if (string.IsNullOrEmpty(TitleOverride)) {
+            _title_override.Value = Title;
+         }
+         _edit_mode.set(true);
+      }
+
+      async void _begin_close(object sender) {
+         if (_window_manager is null) {
+            return;
+         }
+         if (!_window_manager.contains(_model)) {
+            return;
+         }
+         await Closing?.InvokeAsync((sender, this));
+         // Removing the window will cause this object to be Disposed
+         // Which will terminate the background thread
+         // Which will dispose the model (on that thread)
+         await _window_manager.remove(_model);
+      }
+
+      UIElement _create_contents() {
+         string error_text = null;
+
+         Dispatcher.Invoke(() => {
+            // Executes possibly on background thread
+            try {
+               _document = _model.GetContent();
+            } catch (Exception ex) {
+               error_text = ex.Message;
+               Log.Ui.error($"Error getting window contents: {ex}");
+            }
+         }, DispatcherPriority.Send);
+
+         if (_document == null && string.IsNullOrEmpty(error_text)) {
+            error_text = $"No content for window {_model.GetType()}";
+         }
+
+         // If there's an error draw a big red X
+         if (!error_text.is_null_or_empty()) {
+            _document = new ShellWindowUI(new TextBlock() {
+               HorizontalAlignment = HorizontalAlignment.Center,
+               VerticalAlignment = VerticalAlignment.Center,
+               Foreground = Brushes.Red,
+               Text = error_text
+            });
+            _model = new ErrorShellWindow {
+               Content = _document,
+               Icon = _model.Icon,
+               Title = $"Error: {_model.GetType()}"
+            };
+            RaisePropertyChanged("Title");
+         }
+
+         Log.assert(_document != null);
+         return _document.content.Match(on_wpf_element, on_handle_ref);
+
+         UIElement on_wpf_element(UIElement element) {
+            if (IsSlow || IsShared) {
+               // Create a WPFPanel (a Winforms window), then attach it with the HwndContentHost.
+               // This gives the document content a separate thread affinity from the shell window,
+               // and lets the win32 layer handle the thread boundary.
+               var retval = Dispatcher.Invoke(() => {
+                  var interop_window = new WPFPanel(element);
+                  element.SetCurrentValue(ui.WindowStyle.WinFormsHostProperty, interop_window);
+                  return new HandleRef(interop_window, interop_window.Handle);
+               }, DispatcherPriority.Send);
+               _hwnd_host = new HwndContentHost(retval);
+               InitialHeight = _hwnd_host.InitialHeight;
+               InitialWidth = _hwnd_host.InitialWidth;
+               return _hwnd_host;
+            }
+            if (element is FrameworkElement fe) {
+               InitialHeight = fe.Height;
+               InitialWidth = fe.Width;
+               fe.Height = fe.Width = double.NaN;
+            }
+            return element;
+         }
+
+         UIElement on_handle_ref(HandleRef handle_ref) {
+            _hwnd_host = new HwndContentHost(handle_ref);
+            InitialHeight = _hwnd_host.Height;
+            InitialWidth = _hwnd_host.Width;
+            return _hwnd_host;
+         }
+      }
+
+      void _try_set_wpf_bus() {
+         if (_owner is null) {
+            return;
+         }
+         _document.content.try_match(on_wpf_element);
+
+         void on_wpf_element(UIElement element) =>
+            element.Dispatcher.InvokeAsync(() =>
+               ui.WindowStyle.SetUnsafeWindow(element, _owner));
+      }
+   }
+}

src/client/spark_api/security/SecurityExtensions.cs

@@ -1,5 +1,6 @@
 namespace bts.api {
    using System;
+   using System.Collections.Generic;
    using System.Linq;
    using System.Reflection.Metadata.Ecma335;
 
@@ -36,6 +37,15 @@ namespace bts.api {
          };
       }
 
+      public static IEnumerable<DateTime> normal_expirations(this SecurityImmutable security) =>
+         security.ContractCase switch {
+            Security.ContractOneofCase.Future => new[] { security.Future.expiration_date() },
+            Security.ContractOneofCase.Option => new[] { security.Option.expiration_date() },
+            Security.ContractOneofCase.Spread => security.Spread.Legs.SelectMany(l => l.Security.normal_expirations()),
+            Security.ContractOneofCase.Synthetic => security.Synthetic.Legs.SelectMany(l => l.Security.normal_expirations()),
+            _ => Enumerable.Empty<DateTime>()
+         };
+
       public static ProductImmutable product(this SecurityImmutable security) =>
          new(new() {
             Exchange = security.Exchange,
@@ -59,13 +69,7 @@ namespace bts.api {
          new((int)future.ExpirationYear, (int)future.ExpirationMonth, (int)future.ExpirationDay);
 
       internal static DateTime earliest_expiration(this SecurityImmutable security) =>
-         security.ContractCase switch {
-            Security.ContractOneofCase.Synthetic => security.Synthetic.Legs.First().Security.earliest_expiration(),
-            Security.ContractOneofCase.Spread => security.Spread.Legs.First().Security.earliest_expiration(),
-            Security.ContractOneofCase.Future => security.Future.expiration_date(),
-            Security.ContractOneofCase.Option => security.Option.expiration_date(),
-            _ => throw new NotImplementedException(),
-         };
+         security.normal_expirations().Min();
 
       public static double strike(this SecurityImmutable security) =>
          security.HasOption ? security.Option.Strike : double.NaN;
@@ -105,6 +109,7 @@ namespace bts.api {
             Security.ExchangeDataOneofCase.Deribit => security.Deribit.SecurityDesc,
             Security.ExchangeDataOneofCase.Ftx => security.Ftx.SecurityDesc,
             Security.ExchangeDataOneofCase.Binance => security.Binance.SecurityDesc,
+            Security.ExchangeDataOneofCase.BinanceCoinFutures => security.BinanceCoinFutures.SecurityDesc,
             Security.ExchangeDataOneofCase.BinanceUs => security.BinanceUs.SecurityDesc,
             Security.ExchangeDataOneofCase.BinanceUsdsFutures => security.BinanceUsdsFutures.SecurityDesc,
             Security.ExchangeDataOneofCase.Coinbase => security.Coinbase.SecurityDesc,
@@ -151,12 +156,13 @@ namespace bts.api {
             domain.Venue.Deribit => Venue.Deribit,
             domain.Venue.Ftx => Venue.Ftx,
             domain.Venue.Binance => Venue.Binance,
+            domain.Venue.BinanceCoinFutures => Venue.BinanceCoinFutures,
             domain.Venue.BinanceUs => Venue.BinanceUs,
             domain.Venue.BinanceUsdsFutures => Venue.BinanceUsdsFutures,
             domain.Venue.Glbx => Venue.Glbx,
             domain.Venue.Coinbase => Venue.Coinbase,
             domain.Venue.Okx => Venue.Okx,
-                        domain.Venue.Cboe => Venue.Cboe,
+            domain.Venue.Cboe => Venue.Cboe,
             domain.Venue.Taifex => Venue.Taifex,
 
 
@@ -171,6 +177,7 @@ namespace bts.api {
             Venue.Deribit => domain.Venue.Deribit,
             Venue.Ftx => domain.Venue.Ftx,
             Venue.Binance => domain.Venue.Binance,
+            Venue.BinanceCoinFutures => domain.Venue.BinanceCoinFutures,
             Venue.BinanceUs => domain.Venue.BinanceUs,
             Venue.BinanceUsdsFutures => domain.Venue.BinanceUsdsFutures,
             Venue.Coinbase => domain.Venue.Coinbase,

src/client/spark_api/security/SecurityFormatter.cs

@@ -162,7 +162,7 @@
          return leg.signed_quantity() switch {
             1.0 => sec_str,
             -1.0 => $"-{sec_str}",
-            _ => ""
+            _ => $"{leg.signed_quantity()}{sec_str}",
          };
       }
 
@@ -172,7 +172,7 @@
          return leg.signed_quantity() switch {
             1.0 => $"+{sec_str}",
             -1.0 => $"-{sec_str}",
-            _ => $"{leg.signed_quantity():+0;-0}{sec_str}",
+            _ => $"{leg.signed_quantity():+0.######;-0.######}{sec_str}",
          };
       }
    }

src/client/spark_core/ThrottledAction.cs

@@ -0,0 +1,31 @@
+#nullable enable
+namespace bts;
+
+using System;
+
+public class ThrottledAction {
+   readonly TimeSpan interval;
+   readonly bool measureEndToNextStart;
+   DateTime lastInvokedTime = DateTime.MinValue;
+
+   public ThrottledAction(TimeSpan interval, bool measureEndToNextStart = true) {
+      this.interval = interval;
+      this.measureEndToNextStart = measureEndToNextStart;
+   }
+
+   public bool Execute(Action action) {
+      var now = DateTime.Now;
+      var elapsed = now - lastInvokedTime;
+      if (elapsed < interval) {
+         return false;
+      }
+      if (measureEndToNextStart) {
+         action();
+         lastInvokedTime = DateTime.Now;
+      } else {
+         lastInvokedTime = now;
+         action();
+      }
+      return true;
+   }
+}

src/client/spark_core/utils_api/MathUtils.cs

@@ -50,6 +50,30 @@ namespace bts.utils {
       public static bool is_nan<T>(T value) where T : INumber<T> =>
          NormalNumericOps<T>.is_nan(value);
 
+      public static bool can_increment<T>(T value, T addend) where T : INumber<T>, IMinMaxValue<T> {
+         if (value > T.Zero != addend > T.Zero) {
+            return true;
+         }
+         if (value > T.Zero) {
+            return addend < T.MaxValue - value;
+         }
+         if (value < T.Zero) {
+            return addend > T.MinValue - value;
+         }
+         return true;
+      }
+
+      public static bool try_increment<T>(ref T value, T addend) where T : INumber<T>, IMinMaxValue<T> {
+         if (can_increment(value, addend)) {
+            value += addend;
+            return true;
+         }
+         return false;
+      }
+
+      public static bool try_increment(ref int value, long addend) =>
+         addend <= int.MaxValue && addend >= int.MinValue && try_increment(ref value, (int)addend);
+
       public static float gcd(IEnumerable<float> nums) =>
          gcd<float, NumericCastConverter>(nums);
 

src/data_files/CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.5)
+cmake_minimum_required(VERSION 3.10)
 project(data_files)
 
 include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)

src/lib/CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.5)
+cmake_minimum_required(VERSION 3.10)
 project(libspark)
 set(CMAKE_SHARED_LIBRARY_PREFIX "")
 include(GNUInstallDirs)

src/lib/api/md/BinanceCoinFuturesMarketDataConfig.proto

@@ -0,0 +1,34 @@
+syntax = "proto3";
+
+import "lib/api/domain/SecurityCriteria.proto";
+import "lib/api/core/RegexFormatting.proto";
+
+package bts.api.md;
+
+option csharp_namespace = "bts.api.md";
+option cc_enable_arenas = true;
+
+message BinanceCoinFuturesMarketDataConfig {
+  uint32 num_depth_levels = 1;
+  uint32 depth_throttle_ms = 2;
+  bts.api.domain.SecurityCriteria security_criteria = 3;
+  // Market data isn't subscribed for securities listed here (even if they are
+  // included by 'security_criteria'). There are some securities that don't
+  // fit into our system just yet, such as 'BTCBIDR', which trades in prices
+  // larger than our cpp 'domain::Price' class supports.
+  repeated string excluded_securities = 4;
+
+  // The list of instruments at Binance is obtained via an 'exchangeInfo' http
+  // rest request. In the corresponding response, each instrument has a 'pair'
+  // field, which is analgous to a security desc in our system (a unique
+  // human-readable string representation of the security). For some
+  // instruments, the string representation used in the market depth request is
+  // slightly different.
+  //
+  // 'depth_symbol_mappings' is a list of regex find/replace patterns to
+  // apply (to the 'pair' field) when subscribing to depth.
+  repeated bts.api.core.RegexFormatting security_desc_formattings = 5;
+
+  string url_rest_base = 6;
+  string url_ws_base = 7;
+}

src/lib/api/md/BinanceUsdsFuturesMarketDataConfig.proto

@@ -1,7 +1,6 @@
 syntax = "proto3";
 
 import "lib/api/domain/SecurityCriteria.proto";
-import "lib/api/core/RegexFormatting.proto";
 
 package bts.api.md;
 
@@ -9,6 +8,13 @@ option csharp_namespace = "bts.api.md";
 option cc_enable_arenas = true;
 
 message BinanceUsdsFuturesMarketDataConfig {
+  message Subscription {
+    string symbol = 1;
+    string pair = 2;
+    string contract_type = 3;
+    string base_asset = 4;
+    string quote_asset = 5;
+  }
   uint32 num_depth_levels = 1;
   uint32 depth_throttle_ms = 2;
   bts.api.domain.SecurityCriteria security_criteria = 3;
@@ -17,17 +23,7 @@ message BinanceUsdsFuturesMarketDataConfig {
   // fit into our system just yet, such as 'BTCBIDR', which trades in prices
   // larger than our cpp 'domain::Price' class supports.
   repeated string excluded_securities = 4;
-
-  // The list of instruments at Binance is obtained via an 'exchangeInfo' http
-  // rest request. In the corresponding response, each instrument has a 'pair'
-  // field, which is analgous to a security desc in our system (a unique
-  // human-readable string representation of the security). For some
-  // instruments, the string representation used in the market depth request is
-  // slightly different.
-  //
-  // 'depth_symbol_mappings' is a list of regex find/replace patterns to
-  // apply (to the 'pair' field) when subscribing to depth.
-  repeated bts.api.core.RegexFormatting security_desc_formattings = 5;
+  repeated Subscription subscriptions = 8;
 
   string url_rest_base = 6;
   string url_ws_base = 7;

src/lib/api/md/MarketDataConfig.proto

@@ -2,6 +2,7 @@ syntax = "proto3";
 
 import "lib/api/md/FTXMarketDataConfig.proto";
 import "lib/api/md/BinanceMarketDataConfig.proto";
+import "lib/api/md/BinanceCoinFuturesMarketDataConfig.proto";
 import "lib/api/md/BinanceUsMarketDataConfig.proto";
 import "lib/api/md/CoinbaseMarketDataConfig.proto";
 import "lib/api/md/BinanceUsdsFuturesMarketDataConfig.proto";
@@ -21,6 +22,7 @@ package bts.api.md;
 message MarketDataConfig {
   repeated FTXMarketDataConfig ftx = 1;
   repeated BinanceMarketDataConfig binance = 2;
+  repeated BinanceCoinFuturesMarketDataConfig binance_coin_futures = 11;
   repeated BinanceUsdsFuturesMarketDataConfig binance_usds_futures = 3;
   repeated BinanceUsMarketDataConfig binance_us = 4;
   repeated DeribitMarketDataConfig deribit = 5;

src/lib/api/md/MarketDataRecordingConfig.proto

@@ -9,7 +9,9 @@ option cc_enable_arenas = true;
 // Config to control the recording of the market data for an exchange.
 // This config is part of MarketDataConfig.proto
 message MarketDataRecordingConfig {
-   uint32 num_of_seconds_to_run = 10;
+   uint32 num_of_seconds_to_run_file_writer=12;
+   uint32 num_of_seconds_to_run_db_writer=13;
    bts.api.Venue venue = 20;
    uint32 n_book_levels = 30;
+   uint32 batch_size = 40;
 }

src/lib/api/service_helpers/AdminServiceUtils.cpp

@@ -66,6 +66,7 @@ bool AdminServiceUtils::has_exchange(
    case api::Venue::VENUE_DERIBIT: // TODO
    case api::Venue::VENUE_FTX:
    case api::Venue::VENUE_BINANCE:
+   case api::Venue::VENUE_BINANCE_COIN_FUTURES:
    case api::Venue::VENUE_BINANCE_US:
    case api::Venue::VENUE_COINBASE:
    case api::Venue::VENUE_BINANCE_USDS_FUTURES:
@@ -185,6 +186,7 @@ AdminServiceUtils::resolve_connection(
    case api::Venue::VENUE_FTX:
    case api::Venue::VENUE_OKX:
    case api::Venue::VENUE_BINANCE:
+   case api::Venue::VENUE_BINANCE_COIN_FUTURES:
    case api::Venue::VENUE_BINANCE_US:
    case api::Venue::VENUE_COINBASE:
    case api::Venue::VENUE_TAIFEX:
@@ -454,6 +456,7 @@ std::string AdminServiceUtils::find_account_exchange_account(
    case api::Venue::VENUE_DERIBIT: // TODO
    case api::Venue::VENUE_FTX:     // TODO
    case api::Venue::VENUE_BINANCE: // TODO
+   case api::Venue::VENUE_BINANCE_COIN_FUTURES:
    case api::Venue::VENUE_BINANCE_US:
    case api::Venue::VENUE_COINBASE:
    case api::Venue::VENUE_BINANCE_USDS_FUTURES:
@@ -580,6 +583,21 @@ bts::api::orderman::RoutingRecord AdminServiceUtils::get_routing_record(
       out_result.set_is_success(true);
       return rv;
    }
+   case api::VENUE_OKX: {
+      rv.set_session("okx_1");
+      rv.set_account(account_ptr->name());
+      rv.set_operator_id(user_ptr->name());
+      // AdminServiceUtils::ExchangeSubAccountResolver resolver;
+      // auto sub_acc_ptr = resolver.find_entry(&sec, account_ptr->name(), true);
+      // if (!sub_acc_ptr) {
+      //    out_result.set_is_success(false);
+      //    out_result.set_error_text("Could not resolve sub account");
+      //    return rv;
+      // }
+      // rv.set_account_code(sub_acc_ptr->exchange_subaccount());
+      out_result.set_is_success(true);
+      return rv;
+   }
    case api::Venue::VENUE_DERIBIT: {
       rv.set_session("deribit_1");
       rv.set_account(account_ptr->name());
@@ -749,12 +767,18 @@ bts::api::orderman::RoutingRecord AdminServiceUtils::get_routing_record(
       out_result.set_is_success(true);
       return rv;
    }
+   case api::VENUE_BINANCE_USDS_FUTURES: {
+      rv.set_session("binance_usds_futures_1");
+      rv.set_account(account_ptr->name());
+      rv.set_account(user_ptr->name());
+      out_result.set_is_success(true);
+      return rv;
+   }
    case api::VENUE_FTX:     // TODO
    case api::VENUE_BINANCE: // TODO
+   case api::VENUE_BINANCE_COIN_FUTURES:
    case api::VENUE_BINANCE_US:
    case api::Venue::VENUE_COINBASE:
-   case api::VENUE_BINANCE_USDS_FUTURES:
-   case api::VENUE_OKX:
    case api::Venue::VENUE_UNSET:
    case api::Venue::VENUE_BTS:
    case api::Venue::VENUE_CBOECFE:
@@ -1145,6 +1169,7 @@ std::string AdminServiceUtils::find_user_exchange_id(
    case api::Venue::VENUE_DERIBIT: // TODO
    case api::Venue::VENUE_FTX:     // TODO
    case api::Venue::VENUE_BINANCE: // TODO
+   case api::Venue::VENUE_BINANCE_COIN_FUTURES:
    case api::Venue::VENUE_BINANCE_US:
    case api::Venue::VENUE_COINBASE:
    case api::Venue::VENUE_BINANCE_USDS_FUTURES:
@@ -1180,6 +1205,7 @@ std::string AdminServiceUtils::find_user_company_id(
    case api::Venue::VENUE_DERIBIT:
    case api::Venue::VENUE_FTX:     // TODO
    case api::Venue::VENUE_BINANCE: // TODO
+   case api::Venue::VENUE_BINANCE_COIN_FUTURES:
    case api::Venue::VENUE_BINANCE_US:
    case api::Venue::VENUE_COINBASE:
    case api::Venue::VENUE_BINANCE_USDS_FUTURES:

src/lib/api/service_helpers/AdminServiceUtils.h

@@ -41,6 +41,18 @@ class AdminServiceUtils {
          }
          return nullptr;
       }
+
+      bts::config::toggles::ExchangeSubAccountUnit const *find_entry(
+          const std::string &account, bool is_internal_account) {
+         for (const auto &esa : exch_sub_accounts.accounts()) {
+            const auto &a = is_internal_account ? esa.bts_account_name()
+                                                : esa.exchange_subaccount();
+            if (a == account) {
+               return &esa;
+            }
+         }
+         return nullptr;
+      }
    };
    ////////////////////////////////////////////
    // connection accessors ////////////////////

src/lib/cmake/GetLinuxClientSources.cmake

@@ -74,11 +74,6 @@ function(get_cpp_sources dest)
     expression/ParserExceptions.cpp
     expression/Value.cpp
     expression/tests/expression_parser_tests.cpp
-    io/http/CurlHandle.cpp
-    io/http/HTTPClient.cpp
-    io/http/HTTPHeaders.cpp
-    io/http/HTTPRequest.cpp
-    io/http/HTTPResponse.cpp
     logging/LoggerHub.cpp
     logging/Sink.cpp
     logging/logging.cpp

src/lib/config/profiles/default/SecurityMetadataCollection.conf

@@ -4,6 +4,7 @@ SecurityMetadataCollection {
       scope {
         clauses {
           symbols: "BTC"
+          symbols: "ETH"
           security_types: SECURITY_TYPE_FUTURE
           security_types: SECURITY_TYPE_SPREAD
           venues: VENUE_BINANCE
@@ -13,11 +14,11 @@ SecurityMetadataCollection {
       value {
         quantity_display {
           tick_factors {
-            tick_base: 1
-            tick_unit: 10
+            tick_base: 1000
+            tick_unit: 1
           }
           display_multiplier: NaN
-          show_decimal_part: false
+          show_decimal_part: true
           pad_with_leading_zeros: true
           show_zero_integer: true
           nan_text: ""

src/lib/config/profiles/default/jetfix.conf

@@ -4028,6 +4028,10 @@ JetFIX {
          name: "deribit_1"
          venue: VENUE_DERIBIT
       }
+      connection {
+         name: "okx_1"
+         venue: VENUE_OKX
+      }
       # CME EXECUTION NEEDS TO BE UPDATED, probably below
       # connection {
       #    name: "onixs_sim"

src/lib/config/profiles/default/symbols.conf

@@ -19,6 +19,11 @@ SymbolLists {
       symbol: "BTC"
       symbol: "ETH"
     }
+    list {
+      key: "BINANCE_COIN_FUTURES"
+      symbol: "BTC"
+      symbol: "ETH"
+    }
     list {
       key: "TAIFEX"
       symbol: "QFFH"
@@ -140,6 +145,11 @@ Symbols {
       spot: @SymbolLists.list[BINANCE].symbol
       spread: @SymbolLists.list[BINANCE].symbol
     }
+    venues {
+      name: "VENUE_BINANCE_COIN_FUTURES"
+      future: @SymbolLists.list[BINANCE_COIN_FUTURES].symbol
+      spread: @SymbolLists.list[BINANCE_COIN_FUTURES].symbol
+    }
     venues {
       name: "VENUE_BINANCE_US"
       spot: @SymbolLists.list[BINANCE_US].symbol

src/lib/config/profiles/md_dev/market_data_config.conf

@@ -13,6 +13,19 @@ MarketDataConfig {
       }
     }
 
+    binance_coin_futures {
+      num_depth_levels: 5
+      url_rest_base: "https://testnet.binancefuture.com"
+      url_ws_base: "wss://dstream.binance.com"
+      security_criteria {
+        clauses {
+          security_types: SECURITY_TYPE_FUTURE
+          symbols: "BTC"
+          symbols: "ETH"
+        }
+      }
+    }
+
     binance_us {
       num_depth_levels: 5
       url_rest_base: "https://api.binance.us"

src/lib/config/profiles/md_prod/market_data_config.conf

@@ -13,6 +13,19 @@ MarketDataConfig {
       }
     }
 
+    binance_coin_futures {
+      num_depth_levels: 5
+      url_rest_base: "https://dapi.binance.com"
+      url_ws_base: "wss://dstream.binance.com"
+      security_criteria {
+        clauses {
+          security_types: SECURITY_TYPE_FUTURE
+          symbols: "BTC"
+          symbols: "ETH"
+        }
+      }
+    }
+
     binance_usds_futures {
       num_depth_levels: 5
       url_rest_base: "https://dapi.binance.com"

src/lib/core/TimeSpan.h

@@ -28,6 +28,9 @@ class TimeSpan {
    static constexpr TimeSpan from_micros(std::int64_t value);
    static constexpr TimeSpan from_millis(std::int64_t value);
    static constexpr TimeSpan from_seconds(std::int64_t value);
+   static constexpr TimeSpan from_minutes(std::int64_t value);
+   static constexpr TimeSpan from_hours(std::int64_t value);
+   static constexpr TimeSpan from_days(std::int64_t value);
    static TimeSpan from_posix_duration(boost::posix_time::time_duration t);
    static TimeSpan from_iso_string(const std::string &iso_string);
 
@@ -53,6 +56,8 @@ constexpr bool operator<(TimeSpan lhs, TimeSpan rhs) noexcept;
 constexpr bool operator<=(TimeSpan lhs, TimeSpan rhs) noexcept;
 constexpr bool operator>(TimeSpan lhs, TimeSpan rhs) noexcept;
 constexpr bool operator>=(TimeSpan lhs, TimeSpan rhs) noexcept;
+constexpr TimeSpan operator-(TimeSpan lhs, TimeSpan rhs) noexcept;
+constexpr TimeSpan operator+(TimeSpan lhs, TimeSpan rhs) noexcept;
 
 std::ostream &operator<<(std::ostream &out, const TimeSpan &ts) noexcept;
 
@@ -83,6 +88,21 @@ constexpr TimeSpan TimeSpan::from_seconds(std::int64_t value) {
    return TimeSpan{value * nanos_per_second};
 }
 
+constexpr TimeSpan TimeSpan::from_minutes(std::int64_t value) {
+   constexpr const auto nanos_per_minute = 60'000'000'000;
+   return TimeSpan{value * nanos_per_minute};
+}
+
+constexpr TimeSpan TimeSpan::from_hours(std::int64_t value) {
+   constexpr const auto nanos_per_hour = 3'600'000'000'000;
+   return TimeSpan{value * nanos_per_hour};
+}
+
+constexpr TimeSpan TimeSpan::from_days(std::int64_t value) {
+   constexpr const auto nanos_per_day = 86'400'000'000'000;
+   return TimeSpan{value * nanos_per_day};
+}
+
 constexpr std::int64_t TimeSpan::nanos() const { return ticks_; }
 
 constexpr std::int64_t TimeSpan::micros() const { return ticks_ / 1'000; }
@@ -130,6 +150,14 @@ constexpr bool operator>=(TimeSpan lhs, TimeSpan rhs) noexcept {
    return lhs.nanos() >= rhs.nanos();
 }
 
+constexpr TimeSpan operator-(TimeSpan lhs, TimeSpan rhs) noexcept {
+   return TimeSpan{lhs.nanos() - rhs.nanos()};
+}
+
+constexpr TimeSpan operator+(TimeSpan lhs, TimeSpan rhs) noexcept {
+   return TimeSpan{lhs.nanos() + rhs.nanos()};
+}
+
 } // namespace bts::core
 
 FMT_IMPL(bts::core::TimeSpan, t, "{}", t.to_iso_string());

src/lib/core/TimeStamp.cpp

@@ -5,12 +5,19 @@
 namespace bts::core {
 
 using std::uint32_t;
+using std::uint8_t;
 
-static bool is_valid_ymd(uint32_t year, uint32_t month, uint32_t day) {
+static bool is_valid_ymd(uint32_t year, uint8_t month, uint8_t day) {
    return year >= 1970 && month >= 1 && month <= 12 && day >= 1 && day <= 31;
 }
 
-TimeStamp::TimeStamp(uint32_t year, uint32_t month, uint32_t day) {
+TimeStamp::TimeStamp(
+    uint32_t year,
+    uint8_t month,
+    uint8_t day,
+    uint8_t hour,
+    uint8_t minute,
+    uint8_t second) {
    bts_assert_msgf(
        is_valid_ymd(year, month, day), "Invalid timestamp {}/{}/{} (y/m/d)",
        year, month, day);
@@ -18,6 +25,9 @@ TimeStamp::TimeStamp(uint32_t year, uint32_t month, uint32_t day) {
    date.tm_year = year - 1900;
    date.tm_mon = month - 1;
    date.tm_mday = day;
+   date.tm_hour = hour;
+   date.tm_min = minute;
+   date.tm_sec = second;
    auto time = std::chrono::system_clock::from_time_t(mktime(&date));
    auto duration = time.time_since_epoch();
    value_ =
@@ -25,7 +35,7 @@ TimeStamp::TimeStamp(uint32_t year, uint32_t month, uint32_t day) {
 }
 
 bool TimeStamp::from_ymd(
-    std::uint32_t year, std::uint32_t month, std::uint32_t day, TimeStamp *result) {
+    uint32_t year, uint8_t month, uint8_t day, TimeStamp *result) {
    if (!is_valid_ymd(year, month, day)) {
       return false;
    }

src/lib/core/TimeStamp.h

@@ -8,7 +8,6 @@
 #include <boost/date_time/posix_time/posix_time_duration.hpp>
 #include <boost/date_time/posix_time/ptime.hpp>
 #include <boost/date_time/time.hpp>
-#include <chrono>
 #include <cstdint>
 #include <fmt/format.h>
 #include <limits>
@@ -16,6 +15,9 @@
 
 namespace bts::core {
 
+#define VALID_YMD(year, month, day)                                            \
+   (year >= 1970 && month >= 1 && month <= 12 && day >= 1 && day <= 31)
+
 /**
  * @brief Represents time as nano-seconds since the unix epoch (Jan 1, 1970)
  */
@@ -23,8 +25,14 @@ struct TimeStamp {
  public:
    constexpr TimeStamp() = default;
    explicit constexpr TimeStamp(std::uint64_t value);
-   // constructs a TimeStamp from a UTC date
-   explicit TimeStamp(uint32_t year, uint32_t month, uint32_t day);
+   TimeStamp(std::uint32_t year, std::uint8_t month, std::uint8_t day);
+   TimeStamp(
+       std::uint32_t year,
+       std::uint8_t month,
+       std::uint8_t day,
+       std::uint8_t hour,
+       std::uint8_t minute,
+       std::uint8_t second);
 
    static constexpr TimeStamp min();
    static constexpr TimeStamp max();
@@ -36,10 +44,33 @@ struct TimeStamp {
    static constexpr TimeStamp from_seconds(std::int64_t value);
    static TimeStamp from_ptime(boost::posix_time::ptime t);
    static TimeStamp from_iso_string(const std::string &iso_string);
+
+   // Constructs a TimeStamp from a UTC date
+   static TimeStamp from_ymd(
+       std::uint32_t year, std::uint8_t month, std::uint8_t day);
+
    static bool from_ymd(
        std::uint32_t year,
-       std::uint32_t month,
-       std::uint32_t day,
+       std::uint8_t month,
+       std::uint8_t day,
+       TimeStamp *result);
+
+   static TimeStamp from_ymdhms(
+       std::uint32_t year,
+       std::uint8_t month,
+       std::uint8_t day,
+       std::uint8_t hour,
+       std::uint8_t minute,
+       std::uint8_t second);
+
+   // Constructs a TimeStamp from a UTC date
+   static bool from_ymdhms(
+       std::uint32_t year,
+       std::uint8_t month,
+       std::uint8_t day,
+       std::uint8_t hour,
+       std::uint8_t minute,
+       std::uint8_t second,
        TimeStamp *result);
 
    constexpr std::uint64_t nanos() const;
@@ -50,8 +81,11 @@ struct TimeStamp {
    constexpr double total_millis() const;
    constexpr double total_seconds() const;
 
-   constexpr std::int64_t to_int64();
-   inline void to_date(uint32_t &year, uint32_t &month, uint32_t &day);
+   constexpr std::int64_t to_int64() const;
+   std::int64_t to_date_int() const;
+   void to_date(uint32_t &year, uint32_t &month, uint32_t &day) const;
+   // Gets a TimeStamp representing this date at midnight.
+   TimeStamp date() const;
    constexpr boost::posix_time::ptime to_ptime() const;
    std::string to_iso_string() const;
    // current epoch ns
@@ -82,7 +116,9 @@ constexpr bool operator>=(TimeStamp lhs, TimeStamp rhs) noexcept;
 
 constexpr TimeSpan operator-(TimeStamp lhs, TimeStamp rhs) noexcept;
 constexpr TimeStamp operator-(TimeStamp lhs, TimeSpan rhs) noexcept;
+TimeStamp &operator-=(TimeStamp &lhs, TimeSpan rhs) noexcept;
 constexpr TimeStamp operator+(TimeStamp lhs, TimeSpan rhs) noexcept;
+TimeStamp &operator+=(TimeStamp &lhs, TimeSpan rhs) noexcept;
 
 std::ostream &operator<<(std::ostream &out, const TimeStamp &ts) noexcept;
 
@@ -92,6 +128,10 @@ std::ostream &operator<<(std::ostream &out, const TimeStamp &ts) noexcept;
 
 constexpr TimeStamp::TimeStamp(std::uint64_t value) : value_(value) {}
 
+inline TimeStamp::TimeStamp(
+    std::uint32_t year, std::uint8_t month, std::uint8_t day)
+    : TimeStamp(year, month, day, 0, 0, 0) {}
+
 constexpr TimeStamp TimeStamp::min() { return TimeStamp{0}; }
 
 constexpr TimeStamp TimeStamp::max() {
@@ -144,13 +184,21 @@ constexpr double TimeStamp::total_seconds() const {
    return static_cast<double>(value_) / 1000'000'000;
 }
 
-constexpr std::int64_t TimeStamp::to_int64() {
+constexpr std::int64_t TimeStamp::to_int64() const {
    bts_assert(
        value_ <=
        static_cast<std::int64_t>(std::numeric_limits<std::int64_t>::max()));
    return static_cast<std::int64_t>(value_);
 }
-void TimeStamp::to_date(uint32_t &year, uint32_t &month, uint32_t &day) {
+
+inline std::int64_t TimeStamp::to_date_int() const {
+   std::uint32_t y, m, d;
+   to_date(y, m, d);
+   return y << 6 | m << 4 | d;
+}
+
+inline void TimeStamp::to_date(
+    uint32_t &year, uint32_t &month, uint32_t &day) const {
    std::uint64_t epoch_secs = value_ / (1000 * 1000 * 1000);
    time_t ts_tt(epoch_secs);
    struct tm *ptm = gmtime(&ts_tt);
@@ -159,6 +207,12 @@ void TimeStamp::to_date(uint32_t &year, uint32_t &month, uint32_t &day) {
    day = ptm->tm_mday;
 }
 
+inline TimeStamp TimeStamp::date() const {
+   std::uint32_t y, m, d;
+   to_date(y, m, d);
+   return from_ymd(y, m, d);
+}
+
 constexpr boost::posix_time::ptime TimeStamp::to_ptime() const {
    constexpr const auto nanos_per_sec = 1'000'000'000;
    constexpr const auto nanos_per_micro = 1'000;
@@ -170,6 +224,36 @@ constexpr boost::posix_time::ptime TimeStamp::to_ptime() const {
           boost::posix_time::microseconds(nanos_rem / nanos_per_micro);
 }
 
+inline TimeStamp TimeStamp::from_ymd(
+    std::uint32_t year, std::uint8_t month, std::uint8_t day) {
+   return {year, month, day, 0, 0, 0};
+}
+
+inline TimeStamp TimeStamp::from_ymdhms(
+    std::uint32_t year,
+    std::uint8_t month,
+    std::uint8_t day,
+    std::uint8_t hour,
+    std::uint8_t minute,
+    std::uint8_t second) {
+   return {year, month, day, hour, minute, second};
+}
+
+inline bool TimeStamp::from_ymdhms(
+    std::uint32_t year,
+    std::uint8_t month,
+    std::uint8_t day,
+    std::uint8_t hour,
+    std::uint8_t minute,
+    std::uint8_t second,
+    TimeStamp *result) {
+   if (!VALID_YMD(year, month, day)) {
+      return false;
+   }
+   *result = TimeStamp{year, month, day, hour, minute, second};
+   return true;
+}
+
 constexpr bool operator==(TimeStamp lhs, TimeStamp rhs) noexcept {
    return lhs.nanos() == rhs.nanos();
 }
@@ -202,10 +286,20 @@ constexpr TimeStamp operator-(TimeStamp lhs, TimeSpan rhs) noexcept {
    return TimeStamp{lhs.nanos() - rhs.nanos()};
 }
 
+inline TimeStamp &operator-=(TimeStamp &lhs, TimeSpan rhs) noexcept {
+   lhs = lhs - rhs;
+   return lhs;
+}
+
 constexpr TimeStamp operator+(TimeStamp lhs, TimeSpan rhs) noexcept {
    return TimeStamp{lhs.nanos() + rhs.nanos()};
 }
 
+inline TimeStamp &operator+=(TimeStamp &lhs, TimeSpan rhs) noexcept {
+   lhs = lhs + rhs;
+   return lhs;
+}
+
 } // namespace bts::core
 
 FMT_IMPL(bts::core::TimeStamp, t, "{}", t.to_iso_string());

src/lib/domain/Book.h

@@ -43,8 +43,6 @@ class BookT {
 
    void reset_merged_quantity();
    void reset_n_orders();
-   template <class Container>
-   void apply_changes(Side side, const Container &changes);
 
    /**
     * Removes price levels of the non-dominant side that cross the dominant
@@ -203,12 +201,6 @@ bool BookT<BS>::is_sorted() const {
    return Side::forboth([&](Side s) { return operator[](s).is_sorted(s); });
 }
 
-template <class BS>
-template <class Container>
-void BookT<BS>::apply_changes(Side side, const Container &changes) {
-   _books[static_cast<std::size_t>(side.value)].apply_changes(side, changes);
-}
-
 template <class BS>
 void from_json(const nlohmann::json &j, BookT<BS> &book) {
    io::JsonReader jr{&j};

src/lib/domain/DomainSecurityUtils.cpp

@@ -33,6 +33,8 @@ api::domain::Venue DomainSecurityUtils::convert(bts::api::Venue venue) {
       return DOMAIN_VENUE(SIM);
    case bts::api::Venue::VENUE_BINANCE:
       return DOMAIN_VENUE(BINANCE);
+   case bts::api::Venue::VENUE_BINANCE_COIN_FUTURES:
+      return DOMAIN_VENUE(BINANCE_COIN_FUTURES);
    case bts::api::Venue::VENUE_BINANCE_US:
       return DOMAIN_VENUE(BINANCE_US);
    case bts::api::VENUE_BINANCE_USDS_FUTURES:
@@ -65,6 +67,8 @@ bts::api::Venue DomainSecurityUtils::convert(api::domain::Venue venue) {
       return api::Venue::VENUE_FTX;
    case DOMAIN_VENUE(BINANCE):
       return api::Venue::VENUE_BINANCE;
+   case DOMAIN_VENUE(BINANCE_COIN_FUTURES):
+      return api::Venue::VENUE_BINANCE_COIN_FUTURES;
    case DOMAIN_VENUE(BINANCE_US):
       return api::Venue::VENUE_BINANCE_US;
    case DOMAIN_VENUE(BINANCE_USDS_FUTURES):
@@ -166,8 +170,6 @@ std::string DomainSecurityUtils::get_exchange_id(const bts::api::Security &s) {
 bool DomainSecurityUtils::get_security_desc(
     const bts::api::Security &security, std::string &desc) {
    switch (security.ExchangeData_case()) {
-   case bts::api::Security::ExchangeDataCase::EXCHANGEDATA_NOT_SET:
-      bts_assert(false);
    case bts::api::Security::ExchangeDataCase::kCboe:
       desc = security.cboe().security_desc();
       break;
@@ -189,6 +191,9 @@ bool DomainSecurityUtils::get_security_desc(
    case bts::api::Security::ExchangeDataCase::kBinance:
       desc = security.binance().security_desc();
       break;
+   case bts::api::Security::ExchangeDataCase::kBinanceCoinFutures:
+      desc = security.binance_coin_futures().security_desc();
+      break;
    case bts::api::Security::ExchangeDataCase::kBinanceUs:
       desc = security.binance_us().security_desc();
       break;
@@ -205,6 +210,10 @@ bool DomainSecurityUtils::get_security_desc(
       desc = security.ftx().security_desc();
       break;
    default:
+      if (security.has_synthetic()) {
+         desc = security.synthetic().name();
+         break;
+      }
       return false;
    }
    return true;

src/lib/domain/Price.h

@@ -3,6 +3,7 @@
 #include "Side.h"
 #include "lib/core/FMT_IMPL.h"
 #include "lib/io/JsonReader.h"
+#include "lib/utils/bts_array_size.h"
 #include "lib/utils/bts_assert.h"
 
 #include <cmath>
@@ -33,6 +34,22 @@
 
 namespace bts::domain {
 
+static const double powers_10[] = {
+    1E-20, 1E-19, 1E-18, 1E-17, 1E-16, 1E-15, 1E-14, 1E-13, 1E-12, 1E-11, 1E-10,
+    1E-9,  1E-8,  1E-7,  1E-6,  1E-5,  1E-4,  1E-3,  1E-2,  1E-1,  1E0,   1E1,
+    1E2,   1E3,   1E4,   1E5,   1E6,   1E7,   1E8,   1E9,   1E10,  1E11,  1E12,
+    1E13,  1E14,  1E15,  1E16,  1E17,  1E18,  1E19,  1E20};
+static const int max_abs_power_10 = BTS_ARRAYSIZE(powers_10) / 2;
+inline double pow10(int power) {
+   const int offset = power + max_abs_power_10;
+   const int powers_10_sz = BTS_ARRAYSIZE(powers_10);
+   bts_assert_d(offset >= 0 && offset < powers_10_sz);
+   if (offset >= 0 && offset < powers_10_sz) {
+      return powers_10[offset];
+   }
+   return std::numeric_limits<double>::quiet_NaN();
+}
+
 class Price {
  public:
    Price() = default;
@@ -120,6 +137,40 @@ class Price {
    constexpr Price &operator*=(Price factor) noexcept;
    constexpr Price &operator/=(Price factor) noexcept;
 
+   constexpr bool operator==(double factor) const noexcept;
+   constexpr bool operator!=(double factor) const noexcept;
+   constexpr bool operator<(double factor) const noexcept;
+   constexpr bool operator<=(double factor) const noexcept;
+   constexpr bool operator>(double factor) const noexcept;
+   constexpr bool operator>=(double factor) const noexcept;
+
+   constexpr Price operator+(double factor) const noexcept;
+   constexpr Price operator-(double factor) const noexcept;
+   constexpr Price operator*(double factor) const noexcept;
+   constexpr Price operator/(double factor) const noexcept;
+
+   constexpr Price &operator+=(double factor) noexcept;
+   constexpr Price &operator-=(double factor) noexcept;
+   constexpr Price &operator*=(double factor) noexcept;
+   constexpr Price &operator/=(double factor) noexcept;
+
+   constexpr bool operator==(std::int32_t factor) const noexcept;
+   constexpr bool operator!=(std::int32_t factor) const noexcept;
+   constexpr bool operator<(std::int32_t factor) const noexcept;
+   constexpr bool operator<=(std::int32_t factor) const noexcept;
+   constexpr bool operator>(std::int32_t factor) const noexcept;
+   constexpr bool operator>=(std::int32_t factor) const noexcept;
+
+   constexpr Price operator+(std::int32_t factor) const noexcept;
+   constexpr Price operator-(std::int32_t factor) const noexcept;
+   constexpr Price operator*(std::int32_t factor) const noexcept;
+   constexpr Price operator/(std::int32_t factor) const noexcept;
+
+   constexpr Price &operator+=(std::int32_t factor) noexcept;
+   constexpr Price &operator-=(std::int32_t factor) noexcept;
+   constexpr Price &operator*=(std::int32_t factor) noexcept;
+   constexpr Price &operator/=(std::int32_t factor) noexcept;
+
    constexpr bool operator==(std::int64_t factor) const noexcept;
    constexpr bool operator!=(std::int64_t factor) const noexcept;
    constexpr bool operator<(std::int64_t factor) const noexcept;
@@ -431,7 +482,8 @@ inline void to_json(nlohmann::json &j, const Price &price) {
       if (is_nan() || factor.is_nan()) {                                       \
          return nan();                                                         \
       }                                                                        \
-      return Price{_mantissa op factor._mantissa};                             \
+      return Price{_mantissa op static_cast<std::int64_t>(                     \
+          factor._mantissa * pow10(factor.exponent() - exponent()))};          \
    }
 
 // NOLINTNEXTLINE
@@ -440,7 +492,103 @@ inline void to_json(nlohmann::json &j, const Price &price) {
       if (factor.is_nan()) {                                                   \
          _mantissa = nan()._mantissa;                                          \
       } else if (!is_nan()) {                                                  \
-         _mantissa op factor._mantissa;                                        \
+         _mantissa op static_cast<std::int64_t>(                               \
+             factor._mantissa * pow10(factor.exponent() - exponent()));        \
+      }                                                                        \
+      return *this;                                                            \
+   }
+
+// NOLINTNEXTLINE
+#define PRICE_DOUBLE_COMPARISON(op, nan_part)                                  \
+   constexpr bool Price::operator op(double factor) const noexcept {           \
+      return nan_part _mantissa op factor;                                     \
+   }
+
+// NOLINTNEXTLINE
+#define PRICE_DOUBLE_BIN_OP(op)                                                \
+   constexpr Price Price::operator op(double factor) const noexcept {          \
+      if (is_nan() || std::isnan(factor)) {                                    \
+         return nan();                                                         \
+      }                                                                        \
+      return Price{static_cast<std::int64_t>(_mantissa op factor)};            \
+   }
+
+// NOLINTNEXTLINE
+#define PRICE_DOUBLE_EXP_BIN_OP(op)                                            \
+   constexpr Price Price::operator op(double factor) const noexcept {          \
+      if (is_nan() || std::isnan(factor)) {                                    \
+         return nan();                                                         \
+      }                                                                        \
+      return Price{_mantissa op static_cast<std::int64_t>(                     \
+          factor * pow10(-exponent()))};                                       \
+   }
+
+// NOLINTNEXTLINE
+#define PRICE_DOUBLE_BIN_REF_OP(op)                                            \
+   constexpr Price &Price::operator op(double factor) noexcept {               \
+      if (!is_nan()) {                                                         \
+         if (std::isnan(factor)) {                                             \
+            *this = nan();                                                     \
+         } else {                                                              \
+            _mantissa op factor;                                               \
+         }                                                                     \
+      }                                                                        \
+      return *this;                                                            \
+   }
+
+// NOLINTNEXTLINE
+#define PRICE_DOUBLE_EXP_BIN_REF_OP(op)                                        \
+   constexpr Price &Price::operator op(double factor) noexcept {               \
+      if (!is_nan()) {                                                         \
+         if (std::isnan(factor)) {                                             \
+            *this = nan();                                                     \
+         } else {                                                              \
+            _mantissa op factor *pow10(-exponent());                           \
+         }                                                                     \
+      }                                                                        \
+      return *this;                                                            \
+   }
+
+// NOLINTNEXTLINE
+#define PRICE_INT32_COMPARISON(op, nan_part)                                   \
+   constexpr bool Price::operator op(std::int32_t factor) const noexcept {     \
+      return nan_part _mantissa op static_cast<std::int64_t>(                  \
+          factor * pow10(-exponent()));                                        \
+   }
+
+// NOLINTNEXTLINE
+#define PRICE_INT32_BIN_OP(op)                                                 \
+   constexpr Price Price::operator op(std::int32_t factor) const noexcept {    \
+      if (is_nan()) {                                                          \
+         return *this;                                                         \
+      }                                                                        \
+      return Price{_mantissa op static_cast<std::int64_t>(                     \
+          factor * pow10(-exponent()))};                                       \
+   }
+
+#define PRICE_INT32_EXP_BIN_OP(op)                                             \
+   constexpr Price Price::operator op(std::int32_t factor) const noexcept {    \
+      if (is_nan()) {                                                          \
+         return *this;                                                         \
+      }                                                                        \
+      return Price{_mantissa op static_cast<std::int64_t>(                     \
+          factor * pow10(-exponent()))};                                       \
+   }
+
+// NOLINTNEXTLINE
+#define PRICE_INT32_BIN_REF_OP(op)                                             \
+   constexpr Price &Price::operator op(std::int32_t factor) noexcept {         \
+      if (!is_nan()) {                                                         \
+         _mantissa op factor;                                                  \
+      }                                                                        \
+      return *this;                                                            \
+   }
+
+// NOLINTNEXTLINE
+#define PRICE_INT32_EXP_BIN_REF_OP(op)                                         \
+   constexpr Price &Price::operator op(std::int32_t factor) noexcept {         \
+      if (!is_nan()) {                                                         \
+         _mantissa op static_cast<std::int64_t>(factor * pow10(-exponent()));  \
       }                                                                        \
       return *this;                                                            \
    }
@@ -460,6 +608,15 @@ inline void to_json(nlohmann::json &j, const Price &price) {
       return Price{_mantissa op factor};                                       \
    }
 
+#define PRICE_INT64_EXP_BIN_OP(op)                                             \
+   constexpr Price Price::operator op(std::int64_t factor) const noexcept {    \
+      if (is_nan()) {                                                          \
+         return *this;                                                         \
+      }                                                                        \
+      return Price{_mantissa op(                                               \
+          factor * static_cast<std::int64_t>(pow10(-exponent())))};            \
+   }
+
 // NOLINTNEXTLINE
 #define PRICE_INT64_BIN_REF_OP(op)                                             \
    constexpr Price &Price::operator op(std::int64_t factor) noexcept {         \
@@ -469,6 +626,15 @@ inline void to_json(nlohmann::json &j, const Price &price) {
       return *this;                                                            \
    }
 
+// NOLINTNEXTLINE
+#define PRICE_INT64_EXP_BIN_REF_OP(op)                                         \
+   constexpr Price &Price::operator op(std::int64_t factor) noexcept {         \
+      if (!is_nan()) {                                                         \
+         _mantissa op static_cast<std::int64_t>(factor * pow10(-exponent()));  \
+      }                                                                        \
+      return *this;                                                            \
+   }
+
 PRICE_PRICE_COMPARISON(!=, is_nan() ||)
 PRICE_PRICE_COMPARISON(==, !is_nan() &&)
 PRICE_PRICE_COMPARISON(<, !is_nan() &&)
@@ -486,6 +652,40 @@ PRICE_PRICE_BIN_REF_OP(-=)
 PRICE_PRICE_BIN_REF_OP(*=)
 PRICE_PRICE_BIN_REF_OP(/=)
 
+PRICE_DOUBLE_COMPARISON(!=, is_nan() ||)
+PRICE_DOUBLE_COMPARISON(==, !is_nan() &&)
+PRICE_DOUBLE_COMPARISON(<, !is_nan() &&)
+PRICE_DOUBLE_COMPARISON(<=, !is_nan() &&)
+PRICE_DOUBLE_COMPARISON(>, !is_nan() &&)
+PRICE_DOUBLE_COMPARISON(>=, !is_nan() &&)
+
+PRICE_DOUBLE_EXP_BIN_OP(+)
+PRICE_DOUBLE_EXP_BIN_OP(-)
+PRICE_DOUBLE_BIN_OP(*)
+PRICE_DOUBLE_BIN_OP(/)
+
+PRICE_DOUBLE_EXP_BIN_REF_OP(+=)
+PRICE_DOUBLE_EXP_BIN_REF_OP(-=)
+PRICE_DOUBLE_BIN_REF_OP(*=)
+PRICE_DOUBLE_BIN_REF_OP(/=)
+
+PRICE_INT32_COMPARISON(!=, is_nan() ||)
+PRICE_INT32_COMPARISON(==, !is_nan() &&)
+PRICE_INT32_COMPARISON(<, !is_nan() &&)
+PRICE_INT32_COMPARISON(<=, !is_nan() &&)
+PRICE_INT32_COMPARISON(>, !is_nan() &&)
+PRICE_INT32_COMPARISON(>=, !is_nan() &&)
+
+PRICE_INT32_EXP_BIN_OP(+)
+PRICE_INT32_EXP_BIN_OP(-)
+PRICE_INT32_BIN_OP(*)
+PRICE_INT32_BIN_OP(/)
+
+PRICE_INT32_EXP_BIN_REF_OP(+=)
+PRICE_INT32_EXP_BIN_REF_OP(-=)
+PRICE_INT32_BIN_REF_OP(*=)
+PRICE_INT32_BIN_REF_OP(/=)
+
 PRICE_INT64_COMPARISON(!=, is_nan() ||)
 PRICE_INT64_COMPARISON(==, !is_nan() &&)
 PRICE_INT64_COMPARISON(<, !is_nan() &&)
@@ -493,13 +693,13 @@ PRICE_INT64_COMPARISON(<=, !is_nan() &&)
 PRICE_INT64_COMPARISON(>, !is_nan() &&)
 PRICE_INT64_COMPARISON(>=, !is_nan() &&)
 
-PRICE_INT64_BIN_OP(+)
-PRICE_INT64_BIN_OP(-)
+PRICE_INT64_EXP_BIN_OP(+)
+PRICE_INT64_EXP_BIN_OP(-)
 PRICE_INT64_BIN_OP(*)
 PRICE_INT64_BIN_OP(/)
 
-PRICE_INT64_BIN_REF_OP(+=)
-PRICE_INT64_BIN_REF_OP(-=)
+PRICE_INT64_EXP_BIN_REF_OP(+=)
+PRICE_INT64_EXP_BIN_REF_OP(-=)
 PRICE_INT64_BIN_REF_OP(*=)
 PRICE_INT64_BIN_REF_OP(/=)
 

src/lib/domain_model/Security.cpp

@@ -14,6 +14,7 @@ namespace securities {
 
 using bts::api::Security;
 using bts::api::Venue;
+using std::optional;
 
 api::SecurityType security_type(api::Security const &security) {
    return security_type(security.Contract_case());
@@ -37,7 +38,7 @@ api::SecurityType security_type(api::Security::ContractCase contract_case) {
    return api::SecurityType::SECURITYTYPE_UNSET;
 }
 
-boost::gregorian::date smallest_leg(
+std::optional<core::TimeStamp> smallest_leg(
     ::google::protobuf::RepeatedPtrField<::bts::api::ContractLeg> const &l) {
    bts_assert(l.size());
    auto smallest = expiration(l[0].security());
@@ -50,49 +51,59 @@ boost::gregorian::date smallest_leg(
    return smallest;
 }
 
-boost::gregorian::date expiration(api::Security const &security) {
+std::optional<core::TimeStamp> expiration(api::Security const &security) {
    switch (security.Contract_case()) {
-   case api::Security::kFuture:
-      return {
-          boost::gregorian::greg_year(security.future().expiration_year()),
-          boost::gregorian::greg_month(security.future().expiration_month()),
-          boost::gregorian::greg_day(security.future().expiration_day())};
-   case api::Security::kOption:
-      return {
-          boost::gregorian::greg_year(security.option().expiration_year()),
-          boost::gregorian::greg_month(security.option().expiration_month()),
-          boost::gregorian::greg_day(security.option().expiration_day())};
+   case api::Security::kFuture: {
+      const auto &fut = security.future();
+      core::TimeStamp exp;
+      if (core::TimeStamp::from_ymd(
+              fut.expiration_year(), fut.expiration_month(),
+              fut.expiration_day(), &exp)) {
+         return exp;
+      }
+      break;
+   }
+   case api::Security::kOption: {
+      const auto &opt = security.option();
+      core::TimeStamp exp;
+      if (core::TimeStamp::from_ymd(
+              opt.expiration_year(), opt.expiration_month(),
+              opt.expiration_day(), &exp)) {
+         return exp;
+      }
+      break;
+   }
    case api::Security::kSpread:
       return smallest_leg(security.spread().legs());
    case api::Security::kSynthetic:
       return smallest_leg(security.synthetic().legs());
    default:
-      return {};
+      break;
    }
+   return std::nullopt;
 }
 
 bool is_expired(
     api::Security const &security,
-    datetime::PTime const &now,
+    core::TimeStamp now,
     uint32_t sod_hh,
     uint32_t sod_mm) {
-   auto e = expiration(security);
-   if (e == boost::gregorian::date())
+   auto maybe_exp = expiration(security);
+   if (!maybe_exp) {
       return false;
-   else {
-      auto etime = datetime::PTime{
-          e, boost::posix_time::time_duration(sod_hh, sod_mm, 0)};
-      return etime < now;
    }
+   const auto exp = *maybe_exp;
+   return exp < now && (exp.date() + core::TimeSpan::from_hours(sod_hh) +
+                        core::TimeSpan::from_minutes(sod_mm)) < now;
 }
 
-bool is_expired(api::Security const &security, datetime::PTime const &now) {
+bool is_expired(api::Security const &security, core::TimeStamp now) {
    const auto &sod = config::get<config::SODTime>();
    return is_expired(security, now, sod.sod_hh(), sod.sod_mm());
 }
 
 bool is_expired(api::Security const &security) {
-   return is_expired(security, datetime::local_now());
+   return is_expired(security, core::TimeStamp::now());
 }
 
 void write_date_string(

src/lib/domain_model/Security.h

@@ -237,13 +237,13 @@ round_to_quote_price(api::Security const &sec, Price in, api::Side side) {
           raw_round_to_quote_price(p, sec.contract_spec().low_tick(), side));
 }
 
-boost::gregorian::date expiration(api::Security const &sec);
+std::optional<core::TimeStamp> expiration(api::Security const &sec);
 bool is_expired(api::Security const &security);
 // for testing
-bool is_expired(api::Security const &security, datetime::PTime const &now);
+bool is_expired(api::Security const &security, core::TimeStamp now);
 bool is_expired(
     api::Security const &security,
-    datetime::PTime const &now,
+    core::TimeStamp now,
     uint32_t sod_hh,
     uint32_t sod_mm);
 

src/lib/domain_model/Security.proto

@@ -15,6 +15,7 @@ enum Venue {
      VENUE_DERIBIT = 400;
      VENUE_FTX = 410;
      VENUE_BINANCE = 420;
+     VENUE_BINANCE_COIN_FUTURES = 425;
      VENUE_BINANCE_USDS_FUTURES = 430;
      VENUE_BINANCE_US = 440;
      VENUE_COINBASE = 450;
@@ -106,6 +107,11 @@ message BinanceExchangeData {
   string security_desc = 2;
 }
 
+message BinanceCoinFuturesExchangeData {
+  int64 exchange_id = 1;
+  string security_desc = 2;
+}
+
 message BinanceUsdsFuturesExchangeData {
   int64 exchange_id = 1;
   string security_desc = 2;
@@ -164,12 +170,20 @@ message OptionContract {
 message SpotContract{
 }
 
+// his tells the relationshio of a leg with thr previous leg
+enum PriceCalc {
+		ADD = 0;
+		MULT = 1;
+        Div = 2;
+	}
+
 message ContractLeg {
     Security security = 10;
     double quantity = 20;
     Side side = 30;
     double price_multiplier = 40;
     double leg_delta = 50;
+    PriceCalc price_calc = 60;
 }
 
 message SpreadContract {    
@@ -228,6 +242,7 @@ message Security {
        DeribitExchangeData deribit = 240;
        FTXExchangeData ftx = 250;
        BinanceExchangeData binance = 260;
+       BinanceCoinFuturesExchangeData binance_coin_futures = 265;
        BinanceUsdsFuturesExchangeData binance_usds_futures = 270;
        BinanceUsExchangeData binance_us = 280;
        CoinbaseExchangeData coinbase = 290;

src/lib/domain_model/SecurityType.h

@@ -1,15 +1,22 @@
 #pragma once
 
-#include "lib/domain_model/Security.pb.h"
-#include "lib/core/FMT_IMPL.h"
 #include "lib/core/EnumMacros.h"
+#include "lib/core/FMT_IMPL.h"
+#include "lib/domain_model/Security.pb.h"
 #include "lib/io/JsonReader.h"
 #include "lib/logging/logging.h"
+#include "lib/utils/string_utils.h"
 
 #include <nlohmann/json.hpp>
 
 namespace bts::api {
 
+/**
+ * Parses Venue from a string. Unlike `bts::api::SecurityType_Parse`, this implementation is case
+ * insensitive, and makes the 'SECURITYTYPE_' prefix optional.
+ */
+bool security_type_parse_smart(const std::string &str, SecurityType *result);
+
 PB_ENUM_FROM_JSON(SecurityType)
 PB_ENUM_TO_JSON(SecurityType)
 
@@ -19,6 +26,22 @@ std::ostream &operator<<(std::ostream &out, const SecurityType &type) noexcept;
 // Definition
 //////////////////////////////////////////////////
 
+inline bool security_type_parse_smart(
+    const std::string &str, SecurityType *result) {
+   if (SecurityType_Parse(str, result)) {
+      return true;
+   }
+   std::string s = bts::system::string_utils::copy_to_upper(str);
+   if (SecurityType_Parse(s, result)) {
+      return true;
+   }
+   const char *prefix = "SECURITYTYPE_";
+   if (!s.starts_with(prefix)) {
+      s.insert(0, prefix);
+   }
+   return SecurityType_Parse(s, result);
+}
+
 inline std::ostream &operator<<(
     std::ostream &out, const SecurityType &type) noexcept {
    out << SecurityType_Name(type);

src/lib/domain_model/Venue.h

@@ -5,11 +5,18 @@
 #include "lib/domain_model/Security.pb.h"
 #include "lib/io/JsonReader.h"
 #include "lib/logging/logging.h"
+#include "lib/utils/string_utils.h"
 
 #include <nlohmann/json.hpp>
 
 namespace bts::api {
 
+/**
+ * Parses Venue from a string. Unlike `bts::api::Venue_Parse`, this implementation is case
+ * insensitive, and makes the 'VENUE_' prefix optional.
+ */
+bool venue_parse_smart(const std::string &str, Venue *result);
+
 PB_ENUM_FROM_JSON(Venue)
 PB_ENUM_TO_JSON(Venue)
 
@@ -19,6 +26,21 @@ std::ostream &operator<<(std::ostream &out, Venue venue) noexcept;
 // Definition
 //////////////////////////////////////////////////
 
+inline bool venue_parse_smart(const std::string &str, Venue *result) {
+   if (Venue_Parse(str, result)) {
+      return true;
+   }
+   std::string s = bts::system::string_utils::copy_to_upper(str);
+   if (Venue_Parse(s, result)) {
+      return true;
+   }
+   const char *prefix = "VENUE_";
+   if (!s.starts_with(prefix)) {
+      s.insert(0, prefix);
+   }
+   return Venue_Parse(s, result);
+}
+
 inline std::ostream &operator<<(std::ostream &out, Venue venue) noexcept {
    out << Venue_Name(venue);
    return out;

src/lib/domain_model/common.h

@@ -116,4 +116,4 @@ using UserLogin = utils::ValueWrapper<struct UserLoginTag, std::string>;
 } // namespace bts
 
 FMT_IMPL(bts::Price, p, "{}", p.value());
-FMT_IMPL(bts::Quantity, q, "{}", q.value());
+FMT_IMPL(bts::Quantity, q, "{}", q.full_value());

src/lib/domain_model/tests/domain_tests.cpp

@@ -210,37 +210,22 @@ auto fut_text = "      id: 6\n"
 
 TEST_CASE("expiration_tests", "[security]") {
    SECTION("test_expiration_retrieval") {
-
-      using namespace boost::gregorian;
-
       auto spread = utils::pb::from_string<api::Security>(spread_txt);
-      REQUIRE(
-          securities::expiration(spread) ==
-          date(greg_year(2019), greg_month(1), greg_day(20)));
+      core::TimeStamp actual_exp = *securities::expiration(spread);
+      REQUIRE((actual_exp == core::TimeStamp{2019, 1, 20}));
       auto &leg = spread.spread().legs(1).security();
-      REQUIRE(
-          securities::expiration(leg) ==
-          date(greg_year(3020), greg_month(6), greg_day(19)));
+      actual_exp = *securities::expiration(leg);
+      REQUIRE((actual_exp == core::TimeStamp{3020, 6, 19}));
       REQUIRE(securities::is_expired(spread));
       REQUIRE(!securities::is_expired(leg));
    }
 
    SECTION("test_expiration_sod_boundary") {
-
-      using namespace boost::gregorian;
-
       auto fut = utils::pb::from_string<api::Security>(fut_text);
-      REQUIRE(securities::is_expired(
-          fut, datetime::make_ptime(2019, 1, 21, 0, 0, 0, 0), 16, 30));
-
-      REQUIRE(!securities::is_expired(
-          fut, datetime::make_ptime(2019, 1, 19, 0, 0, 0, 0), 16, 30));
-
-      REQUIRE(!securities::is_expired(
-          fut, datetime::make_ptime(2019, 1, 20, 16, 29, 0, 0), 16, 30));
-
-      REQUIRE(securities::is_expired(
-          fut, datetime::make_ptime(2019, 1, 20, 16, 31, 0, 0), 16, 30));
+      REQUIRE(securities::is_expired(fut, {2019, 1, 21}, 16, 30));
+      REQUIRE(!securities::is_expired(fut, {2019, 1, 19}, 16, 30));
+      REQUIRE(!securities::is_expired(fut, {2019, 1, 20, 16, 29, 0}, 16, 30));
+      REQUIRE(securities::is_expired(fut, {2019, 1, 20, 16, 31, 0}, 16, 30));
    }
 }
 

src/lib/io/http/CurlHandle.cpp

@@ -1,21 +0,0 @@
-#include "CurlHandle.h"
-#include <curl/curl.h>
-#include <stdexcept>
-
-namespace bts::http {
-
-CurlHandle::CurlHandle() {
-   const auto eCode = curl_global_init(CURL_GLOBAL_ALL);
-   if (eCode != CURLE_OK) {
-      throw std::runtime_error{"Error initializing libCURL"};
-   }
-}
-
-CurlHandle::~CurlHandle() { curl_global_cleanup(); }
-
-CurlHandle &CurlHandle::instance() {
-   static CurlHandle inst{};
-   return inst;
-}
-
-} // namespace bts::http

src/lib/io/http/CurlHandle.h

@@ -1,21 +0,0 @@
-#pragma once
-
-namespace bts::http {
-
-class CurlHandle {
- public:
-   static CurlHandle &instance();
-
-   CurlHandle(CurlHandle const &) = delete;
-   CurlHandle(CurlHandle &&) = delete;
-
-   CurlHandle &operator=(CurlHandle const &) = delete;
-   CurlHandle &operator=(CurlHandle &&) = delete;
-
-   ~CurlHandle();
-
- private:
-   CurlHandle();
-};
-
-} // namespace bts::http

src/lib/io/http/HTTPClient.cpp

@@ -1,55 +0,0 @@
-#include "HTTPClient.h"
-#include "HTTPRequest.h"
-#include "HTTPResponse.h"
-#include "lib/io/URL.h"
-#include "lib/logging/logging.h"
-#include <curl/curl.h>
-#include <fmt/format.h>
-
-namespace bts::io::http {
-
-static size_t write_data_(
-    void *ptr, size_t size, size_t nmemb, std::string *data) {
-   data->append((char *)ptr, size * nmemb);
-   return size * nmemb;
-}
-
-HTTPResponse HTTPClient::get(const HTTPRequest &request) {
-   auto *curl = curl_easy_init();
-   auto url_str = request.url().to_string();
-   // LOG(md, bts::Info, "do GET: {}", url_str);
-   curl_easy_setopt(curl, CURLOPT_URL, url_str.c_str());
-
-   struct curl_slist *request_headers = NULL;
-   for (const auto &[k, v] : request.headers()) {
-      request_headers = curl_slist_append(
-          request_headers, fmt::format("{}: {}", k, v).c_str());
-   }
-
-   std::string response_string;
-   std::string header_string;
-   std::string response_header_string;
-   curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, write_data_);
-   curl_easy_setopt(curl, CURLOPT_WRITEDATA, &response_string);
-   curl_easy_setopt(curl, CURLOPT_HEADERDATA, &header_string);
-
-   char *url;
-   long response_code;
-   double elapsed;
-   curl_easy_getinfo(curl, CURLINFO_RESPONSE_CODE, &response_code);
-   curl_easy_getinfo(curl, CURLINFO_TOTAL_TIME, &elapsed);
-   curl_easy_getinfo(curl, CURLINFO_EFFECTIVE_URL, &url);
-   // curl_easy_getinfo(curl, CURLINFO_HEADER_OUT, &response_header_string);
-
-   curl_easy_perform(curl);
-   curl_easy_cleanup(curl);
-   curl = NULL;
-   HTTPResponse response;
-   response.headers() = HTTPHeaders(response_header_string);
-   response.body() = std::move(response_string);
-   response.code() = response_code;
-   // LOG(md, bts::Info, "do GET: {}.  Received response:\n{}", url_str, response);
-   return response;
-}
-
-} // namespace bts::io::http

src/lib/io/http/HTTPClient.h

@@ -1,35 +0,0 @@
-#include <algorithm>
-#include <atomic>
-#include <cstddef> // std::size_t
-#include <cstdio>  // snprintf
-#include <cstdlib>
-#include <cstring> // strerror, strlen, memcpy, strcpy
-#include <ctime>
-#include <curl/curl.h>
-#include <fstream>
-#include <functional>
-#include <iostream>
-#include <memory> // std::unique_ptr
-#include <mutex>
-#include <sstream>
-#include <stdarg.h> // va_start, etc.
-#include <stdio.h>
-#include <stdlib.h>
-#include <string>
-#include <sys/stat.h>
-#include <sys/types.h>
-#include <unordered_map>
-#include <vector>
-
-namespace bts::io::http {
-
-class HTTPRequest;
-class HTTPResponse;
-
-class HTTPClient {
- public:
-   // HTTPClient(const std::string &url);
-   HTTPResponse get(const HTTPRequest &request);
-};
-
-} // namespace bts::io::http

src/lib/io/http/HTTPRequest.cpp

@@ -1,17 +0,0 @@
-#include "HTTPRequest.h"
-
-namespace bts::io::http {
-
-io::URL &HTTPRequest::url() { return url_; }
-
-const io::URL &HTTPRequest::url() const { return url_; }
-
-HTTPHeaders &HTTPRequest::headers() { return headers_; }
-
-const HTTPHeaders &HTTPRequest::headers() const { return headers_; }
-
-std::string &HTTPRequest::body() { return body_; }
-
-const std::string &HTTPRequest::body() const { return body_; }
-
-} // namespace bts::io::http

src/lib/io/http/HTTPRequest.h

@@ -1,26 +0,0 @@
-#pragma once
-#include "HTTPHeaders.h"
-#include "lib/io/URL.h"
-#include <string>
-#include <vector>
-
-namespace bts::io::http {
-
-class HTTPRequest {
- public:
-   io::URL &url();
-   const io::URL &url() const;
-
-   HTTPHeaders &headers();
-   const HTTPHeaders &headers() const;
-
-   std::string &body();
-   const std::string &body() const;
-
- private:
-   io::URL url_;
-   HTTPHeaders headers_;
-   std::string body_;
-};
-
-} // namespace bts::io::http

src/lib/io/http/HttpMethod.h

@@ -14,7 +14,9 @@ namespace bts::io::http {
 #define FOR_ALL_VALUES(per_value)                                            \
    per_value(HttpMethod, NONE)                                       \
    per_value(HttpMethod, GET)                                        \
-   per_value(HttpMethod, POST)
+   per_value(HttpMethod, POST)                                       \
+   per_value(HttpMethod, PUT)                                        \
+   per_value(HttpMethod, DELETE)
 // clang-format on
 
 /**

src/lib/io/http/curl_headers.h

@@ -0,0 +1,38 @@
+#pragma once
+
+#include <cstddef>
+#include <curl/curl.h>
+#include <string>
+#include <unordered_map>
+
+namespace bts::http {
+
+class CurlHeaders {
+ public:
+   CurlHeaders() = default;
+
+   explicit CurlHeaders(
+       const std::unordered_map<std::string, std::string> &items) {
+      for (const auto &[k, v] : items) {
+         append(k, v);
+      }
+   }
+
+   ~CurlHeaders() {
+      if (data_) {
+         curl_slist_free_all(data_);
+      }
+   }
+
+   void append(const std::string &key, const std::string &value) {
+      const std::string str = key + ": " + value;
+      data_ = curl_slist_append(data_, str.c_str());
+   }
+
+   curl_slist *data() { return data_; }
+
+ private:
+   curl_slist *data_ = NULL;
+};
+
+} // namespace bts::http

src/lib/io/http/curl_session.h

@@ -0,0 +1,28 @@
+#pragma once
+
+#include <atomic>
+#include <curl/curl.h>
+#include <curl/easy.h>
+
+namespace bts::http {
+
+struct CurlSession {
+   static inline std::atomic<int> ref_count = 0;
+   CURL *curl = nullptr;
+
+   CurlSession() {
+      if (++ref_count == 1) {
+         curl_global_init(CURL_GLOBAL_ALL);
+      }
+      curl = curl_easy_init();
+   }
+
+   ~CurlSession() {
+      curl_easy_cleanup(curl);
+      if (--ref_count == 0) {
+         curl_global_cleanup();
+      }
+   }
+};
+
+} // namespace bts::http

src/lib/io/http/http_client.cpp

@@ -0,0 +1,167 @@
+#include "http_client.h"
+#include "lib/io/JsonDumper.h"
+#include "lib/io/http/HttpMethod.h"
+#include "lib/io/http/curl_headers.h"
+#include "lib/io/http/curl_session.h"
+#include "lib/io/http/http_request.h"
+#include "lib/io/http/http_response.h"
+#include "lib/io/http/i_http_response.h"
+#include "lib/io/http/query_params.h"
+#include "lib/logging/logging.h"
+
+#include <curl/curl.h>
+#include <curl/easy.h>
+#include <string>
+
+namespace bts::http {
+
+using bts::io::JsonDumper;
+using nlohmann::json;
+using std::exception;
+using std::int64_t;
+using std::pair;
+using std::string;
+using std::tuple;
+using std::unordered_map;
+using std::vector;
+
+static size_t write_data(
+    void *ptr, size_t size, size_t nmemb, IHttpResponse *data) {
+   return data->write((char *)ptr, size, nmemb);
+}
+
+static size_t write_headers(
+    void *ptr, size_t size, size_t nmemb, IHttpResponse *data) {
+   return data->write_headers((char *)ptr, size, nmemb);
+}
+
+void HttpClient::get(
+    string url,
+    unordered_map<string, string> headers,
+    IHttpResponse *response) {
+   HttpRequest req;
+   req.url = std::move(url);
+   req.headers = std::move(headers);
+   req.method = io::http::HttpMethod::GET;
+   send(req, response);
+}
+
+void HttpClient::post(
+    string url,
+    string body,
+    unordered_map<string, string> headers,
+    IHttpResponse *response) {
+   HttpRequest req;
+   req.url = std::move(url);
+   req.body = std::move(body);
+   req.headers = std::move(headers);
+   req.method = io::http::HttpMethod::POST;
+   send(req, response);
+}
+
+void HttpClient::put(
+    string url,
+    string body,
+    unordered_map<string, string> headers,
+    IHttpResponse *response) {
+   HttpRequest req;
+   req.url = std::move(url);
+   req.body = std::move(body);
+   req.headers = std::move(headers);
+   req.method = io::http::HttpMethod::PUT;
+   send(req, response);
+}
+
+void HttpClient::del(
+    string url,
+    string body,
+    unordered_map<string, string> headers,
+    IHttpResponse *response) {
+   HttpRequest req;
+   req.url = std::move(url);
+   req.body = std::move(body);
+   req.headers = std::move(headers);
+   req.method = io::http::HttpMethod::DELETE;
+   send(req, response);
+}
+
+void HttpClient::send(const HttpRequest &req, IHttpResponse *response) {
+   LOG(Http, Info, "HttpClient::send. {}", JsonDumper::dump(req));
+   CurlSession session;
+   CURL *curl = session.curl;
+   CurlHeaders curl_headers{req.headers};
+   // Prepare req
+   curl_easy_setopt(curl, CURLOPT_FAILONERROR, true);
+   curl_easy_setopt(curl, CURLOPT_URL, req.url.c_str());
+   curl_easy_setopt(curl, CURLOPT_HTTPHEADER, curl_headers.data());
+   if (response != nullptr) {
+      curl_easy_setopt(curl, CURLOPT_HEADERFUNCTION, write_headers);
+      curl_easy_setopt(curl, CURLOPT_HEADERDATA, response);
+      curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, write_data);
+      curl_easy_setopt(curl, CURLOPT_WRITEDATA, response);
+   }
+   switch (req.method.value) {
+   case io::http::HttpMethod::GET:
+      curl_easy_setopt(curl, CURLOPT_HTTPGET, 1L);
+      break;
+   case io::http::HttpMethod::POST:
+      curl_easy_setopt(curl, CURLOPT_HTTPPOST, 1L);
+      curl_easy_setopt(curl, CURLOPT_POSTFIELDS, req.body.c_str());
+      curl_easy_setopt(curl, CURLOPT_POSTFIELDSIZE, req.body.size());
+      break;
+   case io::http::HttpMethod::PUT:
+      curl_easy_setopt(curl, CURLOPT_CUSTOMREQUEST, "PUT");
+      curl_easy_setopt(curl, CURLOPT_POSTFIELDS, req.body.c_str());
+      curl_easy_setopt(curl, CURLOPT_VERBOSE, 1L);
+      // curl_easy_setopt(curl, CURLOPT_POSTFIELDSIZE, req.body.size());
+      break;
+   case io::http::HttpMethod::DELETE:
+      curl_easy_setopt(curl, CURLOPT_CUSTOMREQUEST, "DELETE");
+      curl_easy_setopt(curl, CURLOPT_POSTFIELDS, req.body.c_str());
+      break;
+   case io::http::HttpMethod::NONE:
+   default:
+      break;
+   }
+   // Send it
+   CURLcode curl_code = curl_easy_perform(curl);
+   long response_code;
+   double elapsed;
+   char *effective_url = NULL;
+   curl_easy_getinfo(curl, CURLINFO_RESPONSE_CODE, &response_code);
+   curl_easy_getinfo(curl, CURLINFO_TOTAL_TIME, &elapsed);
+   curl_easy_getinfo(curl, CURLINFO_EFFECTIVE_URL, &effective_url);
+   const char *err = curl_easy_strerror(curl_code);
+   try {
+      response->write_result(response_code, string{err}, string{effective_url});
+   } catch (const exception &ex) {
+      LOG(Http, Error, "HttpClient::perform. IHttpResponse threw: {}",
+          string{ex.what()});
+   } catch (...) {
+      LOG(Http, Error, "HttpClient::perform. IHttpResponse threw unknown ex.");
+   }
+}
+
+tuple<string, string, int64_t> HttpClient::get_oauth_token(
+    const string &url, const string &client_id, const string &client_secret) {
+   LOG(Gen, Info, "Requesting oauth token from {}", url);
+   vector<pair<string, string>> query_params{
+       {"grant_type", "client_credentials"},
+       {"client_id", client_id},
+       {"client_secret", client_secret}};
+   HttpResponse res;
+   HttpClient::post(url, query_params_string(query_params), {}, &res);
+   LOG(Gen, Info, "Received oauth token:\n{}", JsonDumper::dump(res));
+   try {
+      const auto j = json::parse(res.body);
+      return {
+          j.at("access_token").get<string>(), j.at("token_type").get<string>(),
+          j.at("expires_in").get<int64_t>()};
+   } catch (const exception &e) {
+      LOG(Gen, Error, "Failed to parse oauth response json.{}\n{}",
+          string{e.what()}, res.body);
+   }
+   return {};
+}
+
+} // namespace bts::http

src/lib/io/http/http_client.h

@@ -0,0 +1,63 @@
+#pragma once
+
+#include "lib/io/http/http_request.h"
+#include "lib/io/http/i_http_response.h"
+
+#include <cstdint>
+#include <string>
+#include <tuple>
+#include <unordered_map>
+
+namespace bts::http {
+
+class HttpClient {
+ public:
+   /**
+    * Performs an http GET request
+    */
+   static void get(
+       std::string url,
+       std::unordered_map<std::string, std::string> headers,
+       IHttpResponse *response);
+
+   /**
+    * Performs an http POST request
+    */
+   static void post(
+       std::string url,
+       std::string body,
+       std::unordered_map<std::string, std::string> headers,
+       IHttpResponse *response);
+
+   /**
+    * Performs an http PUT request
+    */
+   static void put(
+       std::string url,
+       std::string body,
+       std::unordered_map<std::string, std::string> headers,
+       IHttpResponse *response);
+
+   /**
+    * Performs an http DELETE request
+    */
+   static void del(
+       std::string url,
+       std::string body,
+       std::unordered_map<std::string, std::string> headers,
+       IHttpResponse *response);
+
+   /**
+    * Requests an oauth access token
+    *
+    * @return tuple of: access token, token type, and seconds until expiration
+    */
+   static std::tuple<std::string, std::string, std::int64_t> get_oauth_token(
+       const std::string &url,
+       const std::string &client_id,
+       const std::string &client_secret);
+
+   static void send(const HttpRequest &req, IHttpResponse *res);
+};
+
+} // namespace bts::http

src/lib/io/http/http_request.h

@@ -0,0 +1,53 @@
+#pragma once
+
+#include "lib/io/http/HttpMethod.h"
+
+#include <nlohmann/json.hpp>
+#include <string>
+#include <unordered_map>
+
+namespace bts::http {
+
+class HttpRequest {
+ public:
+   std::string url;
+   std::string body;
+   io::http::HttpMethod method;
+   std::unordered_map<std::string, std::string> headers;
+   
+   void reset();
+};
+
+//////////////////////////////////////////////////
+// Definition
+//////////////////////////////////////////////////
+
+inline void HttpRequest::reset() {
+   url.clear();
+   body.clear();
+   method = io::http::HttpMethod::NONE;
+   headers.clear();
+}
+
+inline void to_json(nlohmann::json &j, const HttpRequest &req) {
+   j["url"] = req.url;
+   j["body"] = req.body;
+   j["method"] = req.method.name();
+   nlohmann::json hdrs;
+   for (const auto &[k, v] : req.headers) {
+      hdrs[k] = v;
+   }
+   j["headers"] = hdrs;
+}
+
+inline void from_json(const nlohmann::json &j, HttpRequest &req) {
+   j.at("url").get_to(req.url);
+   j.at("body").get_to(req.body);
+   j.at("method").get_to(req.method);
+   const auto &hdrs = j.at("headers");
+   for (auto it = hdrs.begin(); it != hdrs.end(); it++) {
+      it->get_to(req.headers[it.key()]);
+   }
+}
+
+} // namespace bts::http

src/lib/io/http/http_response.h

@@ -0,0 +1,92 @@
+#pragma once
+
+#include "lib/core/FMT_IMPL.h"
+#include "lib/io/http/i_http_response.h"
+
+#include <cstddef>
+#include <nlohmann/json.hpp>
+#include <string>
+#include <unordered_map>
+
+namespace bts::http {
+
+/**
+ * Basic implementation of `IHttpResponse`, with some useful state.
+ */
+class HttpResponse : public IHttpResponse {
+ public:
+   std::string url;
+   std::unordered_map<std::string, std::string> headers;
+   std::string body;
+   std::int64_t code;
+   std::string errors;
+
+   std::size_t write(char *cstr, std::size_t sz, std::size_t n) override;
+   std::size_t write_headers(
+       char *cstr, std::size_t sz, std::size_t n) override;
+   void write_result(
+       std::int64_t code,
+       std::string &&errors,
+       std::string &&effective_url) override;
+   constexpr bool ok() const;
+
+   void reset();
+};
+
+void to_json(nlohmann::json &j, const HttpResponse &res);
+void from_json(const nlohmann::json &j, HttpResponse &res);
+
+std::ostream &operator<<(
+    std::ostream &out, const HttpResponse &response) noexcept;
+
+//////////////////////////////////////////////////
+// Definition
+//////////////////////////////////////////////////
+
+inline std::size_t HttpResponse::write(
+    char *cstr, std::size_t sz, std::size_t n) {
+   body.append(cstr, sz * n);
+   return sz * n;
+}
+
+inline std::size_t HttpResponse::write_headers(
+    char *cstr, std::size_t sz, std::size_t n) {
+   std::string str{cstr, sz * n};
+   const auto colon_idx = str.find(':');
+   if (colon_idx >= str.size()) {
+      headers[str] = {};
+   } else {
+      headers[str.substr(0, colon_idx)] =
+          str.substr(colon_idx + 1, str.size() - colon_idx - 1);
+   }
+   return sz * n;
+}
+
+inline void HttpResponse::write_result(
+    std::int64_t code, std::string &&errors, std::string &&effective_url) {
+   this->errors = errors;
+   this->code = code;
+   this->url = effective_url;
+}
+
+constexpr bool HttpResponse::ok() const { return code >= 200 && code < 300; }
+
+inline void HttpResponse::reset() {
+   url.clear();
+   headers.clear();
+   body.clear();
+   errors.clear();
+   code = 0;
+}
+
+NLOHMANN_DEFINE_TYPE_NON_INTRUSIVE(
+    HttpResponse, url, headers, body, code, errors);
+
+inline std::ostream &operator<<(
+    std::ostream &out, const HttpResponse &res) noexcept {
+   return out << nlohmann::json{res}.dump();
+}
+
+} // namespace bts::http
+
+FMT_IMPL(bts::http::HttpResponse, r, "{}", nlohmann::json{r}.dump());

src/lib/io/http/i_http_response.h

@@ -0,0 +1,36 @@
+#pragma once
+
+#include <cstddef>
+#include <cstdint>
+#include <string>
+
+namespace bts::http {
+
+/**
+ * Simple http response interface, modeled after cURL callbacks
+ */
+class IHttpResponse {
+ public:
+   virtual ~IHttpResponse() = default;
+
+   virtual std::size_t write(char *cstr, std::size_t sz, std::size_t n) = 0;
+   virtual std::size_t write_headers(char *cstr, std::size_t sz, std::size_t n);
+   virtual void write_result(
+       std::int64_t code, std::string &&errors, std::string &&effective_url);
+};
+
+//////////////////////////////////////////////////
+// Definition
+//////////////////////////////////////////////////
+
+inline std::size_t IHttpResponse::write_headers(
+    char * /*cstr*/, std::size_t sz, std::size_t n) {
+   return sz * n;
+}
+
+inline void IHttpResponse::write_result(
+    std::int64_t /*code*/,
+    std::string && /*errors*/,
+    std::string && /*effective_url*/) {}
+
+} // namespace bts::http

src/lib/io/http/query_params.h

@@ -0,0 +1,63 @@
+#pragma once
+
+#include "lib/core/FMT_IMPL.h"
+
+#include <algorithm>
+#include <string>
+#include <unordered_map>
+
+namespace bts::http {
+
+template <class Iter>
+inline std::string query_params_string(Iter first, Iter last) {
+   std::string rv;
+   for (auto it = first; it != last; it++) {
+      if (it->first.empty()) {
+         continue;
+      }
+      if (!rv.empty()) {
+         rv.append("&");
+      }
+      rv.append(it->first);
+      if (!it->second.empty()) {
+         rv.append("=");
+         rv.append(it->second);
+      }
+   }
+   return rv;
+}
+
+template <class Range>
+inline std::string query_params_string(Range &&range) {
+   return query_params_string(range.begin(), range.end());
+}
+
+class QueryParams : public std::unordered_map<std::string, std::string> {
+ public:
+   std::string to_string() const;
+};
+
+inline std::string QueryParams::to_string() const {
+   std::string rv;
+   auto it = begin();
+   if (it == end()) {
+      return "";
+   }
+   rv.append(it->first + "=" + it->second);
+   while (++it != end()) {
+      rv.append("&" + it->first + "=" + it->second);
+   }
+   return rv;
+}
+
+inline bool operator==(const QueryParams &lhs, const QueryParams &rhs) {
+   return std::equal(lhs.begin(), lhs.end(), rhs.begin(), rhs.end());
+}
+
+inline bool operator!=(const QueryParams &lhs, const QueryParams &rhs) {
+   return !(lhs == rhs);
+}
+
+} // namespace bts::http
+
+FMT_IMPL(bts::http::QueryParams, p, "{}", p.to_string());

src/lib/io/websocket/websocket_client.cpp

@@ -0,0 +1,410 @@
+#include "websocket_client.h"
+
+#include "lib/core/TimeSpan.h"
+#include "lib/core/TimeStamp.h"
+#include "lib/io/websocket/websocket_client_config.h"
+#include "lib/io/websocket/websocket_client_state.h"
+#include "lib/io/websocket/websocket_close_status.h"
+#include "lib/io/websocket/websocket_error_code.h"
+#include "lib/io/websocket/websocketpp_exception_formatter.h"
+#include "lib/logging/logging.h"
+#include "lib/utils/formatters/exception_formatter.h"
+
+#include <atomic>
+#include <exception>
+#include <fmt/format.h>
+#include <mutex>
+#include <nlohmann/json.hpp>
+#include <optional>
+#include <stdexcept>
+#include <string>
+#include <thread>
+#include <websocketpp/close.hpp>
+#include <websocketpp/common/connection_hdl.hpp>
+#include <websocketpp/common/memory.hpp>
+#include <websocketpp/common/system_error.hpp>
+#include <websocketpp/common/thread.hpp>
+#include <websocketpp/config/asio_client.hpp>
+#include <websocketpp/config/core_client.hpp>
+#include <websocketpp/roles/client_endpoint.hpp>
+
+namespace bts::websocket {
+
+struct WebsocketClientSnapshot {
+   int client_id;
+   WebsocketClientState state;
+   int version;
+};
+
+} // namespace bts::websocket
+
+FMT_IMPL(
+    bts::websocket::WebsocketClientSnapshot,
+    t,
+    "id: {}; state: {}; version: {}",
+    t.client_id,
+    t.state,
+    t.version);
+
+namespace bts::websocket {
+
+using namespace std::chrono_literals;
+
+using bts::core::TimeSpan;
+using bts::core::TimeStamp;
+using nlohmann::json;
+using std::lock_guard;
+using std::map;
+using std::mutex;
+using std::optional;
+using std::size_t;
+using std::string;
+using std::thread;
+using std::uint32_t;
+using websocketpp::config::asio_tls_client;
+
+using WebsocketppClient =
+    websocketpp::client<websocketpp::config::asio_tls_client>;
+using ConnectionHdl = websocketpp::connection_hdl;
+using ConnectionPtr = WebsocketppClient::connection_ptr;
+using MessageTypePtr = websocketpp::config::core_client::message_type::ptr;
+using SslContext = boost::asio::ssl::context;
+using State = WebsocketClientState;
+
+// ws endpoint http://markets.api.uat.cmegroup.com/marketdatastream/v1
+
+#define _ASSERT_MSGF(condition, ...)                                           \
+   bts_assert_msgf(condition, "WebsocketClient::" __VA_ARGS__)
+
+#define DIAG(...) LOG(Http, Diag, __VA_ARGS__)
+#define DIAG_FN(...) LOG(Http, Diag, "WebsocketClient::" __VA_ARGS__)
+#define INFO(...) LOG(Http, Info, __VA_ARGS__)
+#define INFO_FN(...) LOG(Http, Info, "WebsocketClient::" __VA_ARGS__)
+#define WARN(...) LOG(Http, Warn, __VA_ARGS__)
+#define WARN_FN(...) LOG(Http, Warn, "WebsocketClient::" __VA_ARGS__)
+#define ERROR(...) LOG(Http, Error, __VA_ARGS__)
+#define ERROR_FN(...) LOG(Http, Error, "WebsocketClient::" __VA_ARGS__)
+
+struct WebsocketClient::PImpl {
+   WebsocketClientConfig config;
+   WebsocketppClient client{};
+   WebsocketppClient::connection_ptr con;
+   optional<OpenHandler> open_handler;
+   optional<MessageHandler> message_handler;
+   optional<CloseHandler> close_handler;
+   size_t sub_id_counter{0};
+   string server_name;
+   optional<thread> io_thread;
+   int client_id{client_id_counter++};
+   mutex instance_mx;
+   State state;
+   int version = 0;
+
+   ~PImpl() {
+      if (io_thread) {
+         io_thread->join();
+      }
+   }
+
+   int set_state(State state) {
+      if (this->state == state) {
+         return version;
+      }
+      version++;
+      INFO(
+          "State changing from {} -> {}. id: {}; version: {}", this->state,
+          state, client_id, version);
+      this->state = state;
+      return version;
+   }
+
+   constexpr WebsocketClientSnapshot snapshot() const {
+      return {client_id, state, version};
+   }
+
+   void close(websocketpp::close::status::value code, std::string reason) {
+      lock_guard<mutex> lock{instance_mx};
+      INFO_FN(
+          "close. {}; code: {}; reason: {}", snapshot(),
+          WebsocketCloseStatus{code}, reason);
+      switch (state.value) {
+      case State::OPENING:
+         WARN_FN(
+             "close. Cannot close while websocket is still opening. {}",
+             snapshot());
+         // Wait until we get the 'open' callback, then initiate the close
+         set_state(State::WAITING_TO_CLOSE);
+         return;
+      case State::OPEN:
+         set_state(State::CLOSING);
+         break;
+      default:
+         return;
+      }
+      websocketpp::lib::error_code ec;
+      client.close(con->get_handle(), code, reason, ec);
+      if (ec) {
+         ERROR_FN(
+             "close. {}; code: {}; reason: {}; error: {}", snapshot(),
+             WebsocketCloseStatus{code}, reason, ec);
+      }
+   }
+
+   websocketpp::lib::error_code send_text(const string &text) {
+      INFO_FN("send_text. {}; text: {}", snapshot(), text);
+      websocketpp::lib::error_code ec;
+      client.send(con, text, websocketpp::frame::opcode::value::TEXT, ec);
+      if (ec) {
+         ERROR_FN("send_text. {}; text: {}; err: {}", snapshot(), text, ec);
+      }
+      return ec;
+   }
+
+   /**
+    * Connects to the websocket server
+    */
+   void connect(
+       const map<string, string> &headers, bool run_in_background = true) {
+      lock_guard<mutex> lock{instance_mx};
+      INFO_FN("connect. {}", snapshot());
+      switch (state.value) {
+      case State::IDLE:
+         break;
+      default:
+         WARN_FN("connect. Unexpected state. {}", snapshot());
+         return;
+      }
+      set_state(State::OPENING);
+      try {
+         init_logging();
+         init_handlers();
+         // Get connection
+         websocketpp::lib::error_code ec;
+         con = client.get_connection(config.url, ec);
+         if (ec) {
+            ERROR_FN("connect_no_timeout. {}; err: {}", snapshot(), ec);
+            return;
+         }
+         // Add headers
+         for (const auto &[k, v] : headers) {
+            con->append_header(k, v);
+         }
+         // Connect
+         client.connect(con);
+         if (run_in_background) {
+            bts_assert_msgf(
+                !io_thread, "Websocket io_thread already instantiated. {}",
+                snapshot());
+            io_thread = std::thread{[this]() { run(); }};
+            if (config.connect_timeout > core::TimeSpan::zero()) {
+               wait_for_connect(config.connect_timeout);
+            }
+         }
+      } catch (const std::exception &ex) {
+         ERROR_FN(
+             "connect_no_timeout. Failed to connect. {}; err: {}", snapshot(),
+             ex);
+         set_state(State::IDLE);
+         // Don't wait for connect
+         return;
+      }
+   }
+
+   void wait_for_connect(const TimeSpan timeout) {
+      INFO_FN("wait_for_connect. {}; timeout: {}", snapshot(), timeout);
+      const auto start = TimeStamp::now();
+      while (state == State::OPENING) {
+         const auto elapsed = TimeStamp::now() - start;
+         const auto rem = timeout - elapsed;
+         if (rem < TimeSpan::zero()) {
+            throw std::runtime_error{fmt::format(
+                "Timed out waiting for connection after {} secs. {}",
+                elapsed.total_seconds(), snapshot())};
+         }
+         WARN_FN(
+             "wait_for_connect. Still waiting. {}; timeout: {}; rem: {}",
+             snapshot(), timeout, rem);
+         std::this_thread::sleep_for(std::chrono::seconds(1));
+      }
+   }
+
+   void run() {
+      INFO("Websocket io thread begin. {}", snapshot());
+      try {
+         client.run();
+      } catch (const websocketpp::exception &ex) {
+         ERROR_FN(
+             "io_thread. Websocket io threw websocketpp::exception. {}; "
+             "err: {}",
+             snapshot(), ex);
+      } catch (const std::exception &ex) {
+         ERROR_FN(
+             "io_thread. Websocket io threw std::exception. {}; err: {}",
+             snapshot(), ex);
+      } catch (...) {
+         bts_assert_msgf(
+             false,
+             "io_thread. Websocket io threw unknown exception. Could "
+             "this have been thrown by a callback delegate? {}",
+             snapshot());
+      }
+      INFO("Websocket 'run' thread end. {}", snapshot());
+   }
+
+ private:
+   static std::atomic<int> client_id_counter;
+
+   auto on_tls_init(ConnectionHdl /*hdl*/) {
+      INFO_FN("on_tls_init. state: {}; version: {}", state, version);
+      auto result =
+          websocketpp::lib::make_shared<SslContext>(SslContext::sslv23_client);
+      result->set_verify_mode(boost::asio::ssl::verify_none);
+      return result;
+   }
+
+   void init_handlers() {
+      INFO_FN("init_handlers. state: {}; version: {}", state, version);
+      bts_assert(!io_thread);
+      client.init_asio();
+      client.set_message_handler(
+          [this](auto hdl, auto msg) { on_message(hdl, msg); });
+      client.set_open_handler([this](auto hdl) { on_open(hdl); });
+      client.set_ping_handler([](auto /*hdl*/, auto /*msg*/) {
+         LOG(Http, Info, "Received ping");
+         return true;
+      });
+      client.set_pong_timeout(0);
+      client.set_pong_handler([](auto /*hdl*/, auto /*msg*/) {
+         LOG(Http, Info, "Received pong");
+         return true;
+      });
+      client.set_tls_init_handler(
+          [this](auto hdl) { return on_tls_init(hdl); });
+      client.set_close_handler([this](auto hdl) { on_close(hdl); });
+      client.set_fail_handler([this](auto hdl) {
+         const auto ec = client.get_con_from_hdl(hdl)->get_ec();
+         ERROR_FN("fail_handler. {}; err: {}", snapshot(), ec.message());
+      });
+   }
+
+   void init_logging() {
+      INFO_FN("init_logging. {}", snapshot());
+      client.set_access_channels(websocketpp::log::alevel::all);
+      // client.clear_access_channels(websocketpp::log::alevel::frame_payload);
+      client.set_error_channels(websocketpp::log::elevel::all);
+   }
+
+   void on_open(ConnectionHdl hdl) {
+      lock_guard<mutex> lock{instance_mx};
+      INFO_FN("on_open. {}", snapshot());
+      const auto ec = client.get_con_from_hdl(hdl)->get_ec();
+      if (ec) {
+         ERROR_FN("on_open. {}; err: {}", snapshot(), ec.message());
+      }
+      switch (state.value) {
+      case State::OPENING:
+         break;
+      default:
+         WARN_FN("on_open. Unexpected state. {}", snapshot());
+         return;
+      }
+      set_state(State::OPEN);
+      if (open_handler) {
+         (*open_handler)(ec);
+      }
+   }
+
+   void on_message(ConnectionHdl /*hdl*/, MessageTypePtr msg) {
+      DIAG("on_message. {}", snapshot());
+      const auto &payload = msg->get_payload();
+      if (message_handler) {
+         (*message_handler)(payload);
+         return;
+      }
+      ERROR_FN(
+          "on_message. Message handler is null. {}; payload: \n{}", snapshot(),
+          payload);
+   }
+
+   void on_close(ConnectionHdl hdl) {
+      lock_guard<mutex> lock{instance_mx};
+      INFO_FN("on_close. {}", snapshot());
+      switch (state.value) {
+      case State::CLOSING:
+         break;
+      default:
+         WARN_FN("on_close. Unexpected state. {}", snapshot());
+         break;
+      }
+      set_state(State::IDLE);
+      const auto con = client.get_con_from_hdl(hdl);
+      const auto ec = con->get_ec();
+      if (ec) {
+         ERROR_FN(
+             "on_close. {}; local_code: {}; "
+             "local_reason: {}; remote_code: {}; remote_reason: {}; err: {}",
+             snapshot(), con->get_local_close_code(),
+             con->get_local_close_reason(), con->get_remote_close_code(),
+             con->get_remote_close_reason(), ec.message());
+      }
+      if (close_handler) {
+         (*close_handler)(ec);
+      }
+   }
+};
+
+WebsocketClient::WebsocketClient(WebsocketClientConfig config)
+    : me_(std::make_unique<PImpl>(std::move(config))) {}
+
+WebsocketClient::~WebsocketClient() {
+   me_->close(websocketpp::close::status::going_away, "");
+}
+
+std::atomic<int> WebsocketClient::PImpl::client_id_counter = 0;
+
+WebsocketClient::CloseHandler &WebsocketClient::open_handler() {
+   if (!me_->open_handler) {
+      me_->open_handler.emplace();
+   }
+   return *me_->open_handler;
+}
+
+WebsocketClient::MessageHandler &WebsocketClient::message_handler() {
+   if (!me_->message_handler) {
+      me_->message_handler.emplace();
+   }
+   return *me_->message_handler;
+}
+
+WebsocketClient::CloseHandler &WebsocketClient::close_handler() {
+   if (!me_->close_handler) {
+      me_->close_handler.emplace();
+   }
+   return *me_->close_handler;
+}
+
+void WebsocketClient::connect(
+    const std::map<std::string, std::string> &headers, bool run_in_background) {
+   me_->connect(headers, run_in_background);
+}
+
+void WebsocketClient::run() { me_->run(); }
+
+websocketpp::lib::error_code WebsocketClient::send_text(const string &text) {
+   return me_->send_text(text);
+}
+
+void WebsocketClient::disconnect() {
+   me_->close(
+       websocketpp::close::status::going_away,
+       "WebsocketClient::disconnect was called");
+}
+
+bool WebsocketClient::is_connected() const {
+   lock_guard<mutex> lock{me_->instance_mx};
+   return me_->state == State::OPEN;
+}
+
+void WebsocketClient::ping(const string &payload) { me_->con->ping(payload); }
+
+} // namespace bts::websocket

src/lib/io/websocket/websocket_client.h

@@ -0,0 +1,39 @@
+#pragma once
+
+#include "lib/io/websocket/websocket_client_config.h"
+#include "lib/utils/Delegate.h"
+
+#include <memory>
+#include <string>
+#include <websocketpp/config/core_client.hpp>
+#include <websocketpp/message_buffer/message.hpp>
+
+namespace bts::websocket {
+
+class WebsocketClient {
+ public:
+   explicit WebsocketClient(WebsocketClientConfig config);
+   ~WebsocketClient();
+
+   using OpenHandler = bts::core::Delegate<void(const std::error_code &)>;
+   using MessageHandler = bts::core::Delegate<void(const std::string &)>;
+   using CloseHandler = bts::core::Delegate<void(const std::error_code &)>;
+
+   void connect(
+       const std::map<std::string, std::string> &headers = {},
+       bool run_in_background = true);
+   void disconnect();
+   bool is_connected() const;
+   void run();
+   CloseHandler &open_handler();
+   MessageHandler &message_handler();
+   CloseHandler &close_handler();
+   websocketpp::lib::error_code send_text(const std::string &text);
+   void ping(const std::string &payload = "");
+
+ private:
+   struct PImpl;
+   std::unique_ptr<PImpl> me_;
+};
+
+} // namespace bts::websocket

src/lib/io/websocket/websocket_client_config.h

@@ -0,0 +1,13 @@
+#pragma once
+
+#include "lib/core/TimeSpan.h"
+
+namespace bts::websocket {
+
+struct WebsocketClientConfig {
+   std::string url;
+   core::TimeSpan connect_timeout;
+   core::TimeSpan pong_timeout;
+};
+
+} // namespace bts::websocket

src/lib/io/websocket/websocket_client_state.h

@@ -0,0 +1,25 @@
+#pragma once
+
+#include "lib/core/EnumMacros.h"
+#include "lib/core/FMT_IMPL.h"
+
+#include <nlohmann/json.hpp>
+
+namespace bts::websocket {
+
+// clang-format off
+#define FOR_ALL_VALUES(op)                    \
+  op(WebsocketClientState, IDLE)              \
+  op(WebsocketClientState, OPENING)           \
+  op(WebsocketClientState, OPEN)              \
+  op(WebsocketClientState, WAITING_TO_CLOSE)  \
+  op(WebsocketClientState, CLOSING)
+// clang-format on
+
+ENUM_CLASS_DEF(WebsocketClientState, FOR_ALL_VALUES);
+
+#undef FOR_ALL_VALUES
+
+} // namespace bts::websocket
+
+FMT_IMPL(bts::websocket::WebsocketClientState, s, "{}", s.name());

src/lib/io/websocket/websocket_close_status.h

@@ -0,0 +1,24 @@
+#pragma once
+
+#include "lib/core/FMT_IMPL.h"
+#include "lib/utils/ValueWrapper.h"
+
+#include <websocketpp/close.hpp>
+
+namespace bts::websocket {
+
+/**
+ * Simple wrapper to provide a means implement a custom formatter for
+ * `websocketpp::close::status::value` (an alias for a primitive numeric type)
+ */
+using WebsocketCloseStatus = utils::ValueWrapper<
+    struct WebsocketCloseStatusTag,
+    websocketpp::close::status::value>;
+
+} // namespace bts::websocket
+
+FMT_IMPL(
+    bts::websocket::WebsocketCloseStatus,
+    s,
+    "{}",
+    websocketpp::close::status::get_string(*s));

src/lib/io/websocket/websocket_error_code.h

@@ -0,0 +1,7 @@
+#pragma once
+
+#include "lib/core/FMT_IMPL.h"
+
+#include <websocketpp/common/system_error.hpp>
+
+FMT_IMPL(websocketpp::lib::error_code, ec, "{}", ec.message());

src/lib/io/websocket/websocketpp_exception_formatter.h

@@ -0,0 +1,7 @@
+#pragma once
+
+#include "lib/core/FMT_IMPL.h"
+
+#include <websocketpp/error.hpp>
+
+FMT_IMPL(websocketpp::exception, e, "{}", std::string{e.what()});

src/lib/md/IntPrice.h

@@ -78,12 +78,20 @@ class IntPrice {
       _exponent = temp._exponent;
       return *this;
    }
+   IntPrice &operator+=(double o) {
+      _mantissa += o * pow10(-_exponent);
+      return *this;
+   }
    IntPrice &operator-=(const IntPrice &o) {
       auto temp = *this - o;
       _mantissa = temp._mantissa;
       _exponent = temp._exponent;
       return *this;
    }
+   IntPrice &operator-=(double o) {
+      _mantissa -= o * pow10(-_exponent);
+      return *this;
+   }
    IntPrice operator-() { return IntPrice(-_mantissa, _exponent); }
    IntPrice operator*(const IntPrice &other) const {
       return op(other, [](int64_t m1, int64_t m2) { return m1 * m2; });
@@ -91,6 +99,9 @@ class IntPrice {
    IntPrice operator*(const int &other) const {
       return IntPrice(_mantissa * other, _exponent);
    }
+   IntPrice operator*(double v) const {
+      return IntPrice((int64_t)(_mantissa * v), _exponent);
+   }
    IntPrice &operator*=(const int &other) {
       _mantissa *= other;
       return *this;

src/lib/md/MDConsumer.cpp

@@ -439,6 +439,7 @@ class SyntheticConsumerInst {
    void add_security(const api::Security &sec) {
       Mutex::scoped_lock lock(_workmutex);
       if (_data.find(sec.id()) == _data.end()) {
+         LOG(md, Info, "MDConsumer::add_security. {}", sec);
          auto ptr = to_strategy(make_shared<api::Security>(sec));
          vector<IncompleteStrategy> vec;
          vec.push_back(ptr);
@@ -503,19 +504,23 @@ class SyntheticConsumerInst {
                if (iter != real_handles.end()) {
                   // real handle
                   legs.push_back(iter->second);
-               } else {
-                  auto iter2 = existing.find(leg_key);
-                  if (iter2 != existing.end()) {
-                     // existing synthetic handle
-                     legs.push_back(MDConsumerHandle(iter2->second));
-                  } else {
-                     auto iter3 = result.find(leg_key);
-                     if (iter3 != result.end()) {
-                        // new synthetic handle?
-                        legs.push_back(MDConsumerHandle(iter3->second));
-                     }
-                  }
+                  continue;
                }
+               auto iter2 = existing.find(leg_key);
+               if (iter2 != existing.end()) {
+                  // existing synthetic handle
+                  legs.push_back(MDConsumerHandle(iter2->second));
+                  continue;
+               }
+               auto iter3 = result.find(leg_key);
+               if (iter3 != result.end()) {
+                  // new synthetic handle?
+                  legs.push_back(MDConsumerHandle(iter3->second));
+                  continue;
+               }
+               LOG(md, Warn,
+                   "MDConsumer::get_synthetic_handles. Unresolved leg. id: {}",
+                   leg_key);
             }
             // If we found all the legs
             if (legs.size() ==

src/lib/md/MDConsumerHandle.cpp

@@ -124,7 +124,6 @@ struct DepthTraversal {
          levels[x].size = depth[x].size();
       }
    }
-#ifdef PRECISE_SYNTHETICS
    double available_size() const {
       double available = 0.0;
       auto cur = head;
@@ -160,38 +159,6 @@ struct DepthTraversal {
       }
       return price / size;
    }
-#else
-   double available_size() const {
-      double available = 0.0;
-      auto cur = head;
-      while (cur < levels.size() && available < 1) {
-         available += levels[cur].size / qty;
-         ++cur;
-      }
-      return available;
-   }
-   double consume(double size) {
-      bts_assert_d(size <= available_size());
-      double take = size * qty;
-      double price = 0.0;
-      while (take > 0) {
-         if (levels[head].size >= take) {
-            price = levels[head].price * price_mult;
-            levels[head].size -= take;
-            if (levels[head].size <= 0)
-               ++head;
-            break;
-         } else {
-            double available = levels[head].size;
-            price = levels[head].price * price_mult;
-            levels[head].size = 0;
-            ++head;
-            take -= available;
-         }
-      }
-      return price;
-   }
-#endif
 };
 
 void copy_synthetic_side(

src/lib/md/SecurityCache.cpp

@@ -1,7 +1,10 @@
 #include "SecurityCache.h"
 #include "SecurityDB.h"
 #include "lib/domain_model/Security.h"
+#include "lib/domain_model/Security.pb.h"
 #include "lib/logging/logging.h"
+#include "lib/md/security_type_index.h"
+#include "lib/md/venue_index.h"
 #include "lib/utils/Dispatcher.h"
 #include "lib/utils/LockBox.h"
 
@@ -13,9 +16,152 @@
 namespace bts {
 namespace md {
 
+using std::string;
+using std::unordered_map;
+
+struct SecurityCacheIndex {
+   btree::map<SecurityKey, SecurityPtr> cache;
+   btree::map<ExchangeSecurityKey, SecurityPtr> ex_cache;
+   VenueIndex<SecurityTypeIndex<unordered_map<string, uint32_t>>>
+       venue_type_ids;
+
+   const bts::api::Security *get_security(
+       api::Venue venue, const std::string &desc) {
+      auto id = get_id_(venue, desc);
+      auto sec_it = cache.find(SecurityKey{id});
+      if (sec_it == cache.end()) {
+         return nullptr;
+      }
+      return sec_it->second.get();
+   }
+
+   const bts::api::Security *get_security(
+       api::Venue venue, api::SecurityType type, const std::string &desc) {
+      auto id = get_id_(venue, type, desc);
+      auto sec_it = cache.find(SecurityKey{id});
+      if (sec_it == cache.end()) {
+         return nullptr;
+      }
+      return sec_it->second.get();
+   }
+
+   const Security *try_get_security(SecurityKey key) const {
+      auto iter = cache.find(key);
+      if (iter != cache.end()) {
+         return iter->second.get();
+      }
+      return (const api::Security *)nullptr;
+   }
+
+   const Security *try_get_security(ExchangeSecurityKey key) const {
+      auto iter = ex_cache.find(key);
+      if (iter != ex_cache.end()) {
+         return iter->second.get();
+      }
+      return (const api::Security *)nullptr;
+   }
+
+   std::vector<const Security *> get_securities(
+       api::Venue venue, api::SecurityType type, const std::string &name) {
+      std::vector<api::Security const *> result;
+      const bool all_types = type == api::SECURITYTYPE_UNSET;
+      const bool all_venues = venue == api::VENUE_UNSET;
+      const bool all_names = name.empty();
+      for (auto const &p : cache) {
+         const auto &s = *p.second;
+         if ((all_types ||
+              type == securities::security_type(s.Contract_case())) &&
+             (all_venues || venue == s.exchange()) &&
+             (all_names || name == securities::descriptor(s))) {
+            result.push_back(p.second.get());
+         }
+      }
+      return result;
+   }
+
+   std::vector<const Security *> get_securities(
+       std::function<bool(const Security &)> include) {
+      std::vector<api::Security const *> result;
+      for (auto const &p : cache) {
+         auto &s = *p.second;
+         if (include(s)) {
+            result.push_back(&s);
+         }
+      }
+      return result;
+   }
+
+   bool add_live_security(SecurityPtr security) {
+      bts_assert(security);
+      if (security->has_glbx()) {
+         ExchangeSecurityKey key(security->id());
+         ex_cache.insert(std::make_pair(key, security));
+      }
+      SecurityKey key(security->id());
+      // Insert but don't overwrite existing
+      auto result =
+          cache.insert(std::make_pair(SecurityKey(security->id()), security));
+      return result.second;
+   }
+
+   const Security *add_db_security(SecurityPtr security) {
+      bts_assert(security);
+      if (security->has_glbx()) {
+         ExchangeSecurityKey key(security->id());
+         ex_cache.insert(std::make_pair(key, security));
+      }
+      SecurityKey key(security->id());
+      auto it = cache.insert(std::make_pair(key, security));
+      const Security *active_sec = it.first->second.get();
+      // If the security was just added, active_sec is equal to security.
+      // If it was already present, it must be a recently inserted 'live'
+      // security and we should use it (instead of the db security).
+      venue_type_ids.get_or_add(security->exchange())
+          .get_or_add(bts::securities::security_type(*active_sec))
+          .try_emplace(
+              bts::securities::descriptor(*active_sec), active_sec->id());
+      return active_sec;
+   }
+
+ private:
+   std::uint32_t get_id_(api::Venue venue, const std::string &desc) {
+      auto id = get_id_(venue, api::SECURITYTYPE_SPOT, desc);
+      if (id != 0) {
+         return id;
+      }
+      id = get_id_(venue, api::SECURITYTYPE_FUTURE, desc);
+      if (id != 0) {
+         return id;
+      }
+      id = get_id_(venue, api::SECURITYTYPE_OPTION, desc);
+      if (id != 0) {
+         return id;
+      }
+      id = get_id_(venue, api::SECURITYTYPE_SPREAD, desc);
+      if (id != 0) {
+         return id;
+      }
+      id = get_id_(venue, api::SECURITYTYPE_SYNTHETIC, desc);
+      if (id != 0) {
+         return id;
+      }
+      return 0;
+   }
+
+   std::uint32_t get_id_(
+       api::Venue venue, api::SecurityType type, const std::string &desc) {
+      auto &type_store = venue_type_ids.get_or_add(venue);
+      auto &ids = type_store.get_or_add(type);
+      auto it = ids.find(desc);
+      if (it != ids.end()) {
+         return it->second;
+      }
+      return 0;
+   }
+};
+
 struct SecurityCacheImpl {
-   utils::LockBox<btree::map<SecurityKey, SecurityPtr>> cache;
-   utils::LockBox<btree::map<ExchangeSecurityKey, SecurityPtr>> ex_cache;
+   utils::LockBox<SecurityCacheIndex> cache;
    tbb::concurrent_queue<SecurityPtr> update_queue;
    void enqueue_update_db(const SecurityPtr &);
    void flush();
@@ -52,23 +198,13 @@ SecurityCache::SecurityCache() : _me(std::make_shared<SecurityCacheImpl>()) {}
 SecurityCache::~SecurityCache() {}
 
 const Security *SecurityCache::try_get_security(SecurityKey key) const {
-   return _me->cache.lock([key](btree::map<SecurityKey, SecurityPtr> &t) {
-      auto iter = t.find(key);
-      if (iter != t.end()) {
-         return iter->second.get();
-      }
-      return (const api::Security *)nullptr;
-   });
+   return _me->cache.lock(
+       [key](SecurityCacheIndex &t) { return t.try_get_security(key); });
 }
+
 const Security *SecurityCache::try_get_security(ExchangeSecurityKey key) const {
-   return _me->ex_cache.lock(
-       [key](btree::map<ExchangeSecurityKey, SecurityPtr> &t) {
-          auto iter = t.find(key);
-          if (iter != t.end()) {
-             return iter->second.get();
-          }
-          return (const api::Security *)nullptr;
-       });
+   return _me->cache.lock(
+       [key](SecurityCacheIndex &t) { return t.try_get_security(key); });
 }
 
 const Security *SecurityCache::get_security(SecurityKey key) {
@@ -79,62 +215,70 @@ const Security *SecurityCache::get_security(SecurityKey key) {
       if (security) {
          LOG(md, Info, "Loaded security from database: {} {}",
              security->symbol(), security->id());
-         return add_db_security(security);
+         return _me->cache.lock([&security](SecurityCacheIndex &cache) {
+            return cache.add_db_security(security);
+         });
       }
       return nullptr;
    }
    return result;
 }
 
+const Security *SecurityCache::get_security(
+    api::Venue venue, const std::string &name) {
+   return _me->cache.lock([venue, name](SecurityCacheIndex &cache) {
+      return cache.get_security(venue, name);
+   });
+}
+
+const Security *SecurityCache::get_security(
+    api::Venue venue, api::SecurityType type, const std::string &name) {
+   return _me->cache.lock([venue, type, name](SecurityCacheIndex &cache) {
+      return cache.get_security(venue, type, name);
+   });
+}
+
+std::vector<const Security *> SecurityCache::get_securities(
+    api::Venue venue, api::SecurityType type, const std::string &name) {
+   return _me->cache.lock([venue, type, &name](SecurityCacheIndex &cache) {
+      return cache.get_securities(venue, type, name);
+   });
+}
+
+std::vector<const Security *> SecurityCache::get_securities(
+    std::function<bool(const Security &)> include) {
+   std::vector<api::Security const *> result;
+   _me->cache.lock([&result, include](SecurityCacheIndex &cache) {
+      for (auto const &p : cache.cache) {
+         auto &s = *p.second;
+         if (include(s)) {
+            result.push_back(&s);
+         }
+      }
+   });
+   return result;
+}
+
 std::vector<api::Security const *> SecurityCache::get_securities() {
    std::vector<api::Security const *> result;
    result.reserve(100000);
 
-   _me->cache.lock([&result](auto &cache) {
-      for (auto const &p : cache) {
+   _me->cache.lock([&result](SecurityCacheIndex &cache) {
+      for (const auto &p : cache.cache) {
          result.push_back(p.second.get());
       }
    });
    return result;
 }
 
-const Security *SecurityCache::add_db_security(const SecurityPtr &security) {
-   bts_assert(security);
-   LOG(md, Info, "SecurityCache::add_db_security security: {}",
-       bts::securities::descriptor(*security));
-   if (security->has_glbx()) {
-      _me->ex_cache.lock([&security](auto &cache) {
-         ExchangeSecurityKey key(security->id());
-         cache.insert(std::make_pair(key, security));
-      });
-   }
-   return _me->cache.lock([&security](auto &cache) {
-      SecurityKey key(security->id());
-      auto result = cache.insert(std::make_pair(key, security));
-      // If result was inserted result.first->second is equal to security
-      // If the value was already present it must be a recently inserted 'live'
-      // security and we should use it
-      return result.first->second.get();
-   });
-}
-
 bool SecurityCache::add_live_security(const SecurityPtr &security) {
    bts_assert(security);
    LOG(md, Diag, "SecurityCache::add_live_security security: {}",
        bts::securities::descriptor(*security));
-   if (security->has_glbx()) {
-      _me->ex_cache.lock([&security](auto &cache) {
-         ExchangeSecurityKey key(security->id());
-         cache.insert(std::make_pair(key, security));
-      });
-   }
-   return _me->cache.lock([&](auto &cache) {
-      SecurityKey key(security->id());
-      // Insert but don't overwrite existing
-      auto result =
-          cache.insert(std::make_pair(SecurityKey(security->id()), security));
+   return _me->cache.lock([&](SecurityCacheIndex &cache) {
+      const bool is_new_sec = cache.add_live_security(security);
       _me->enqueue_update_db(security);
-      return result.second;
+      return is_new_sec;
    });
 }
 

src/lib/md/SecurityCache.h

@@ -23,6 +23,32 @@ class SecurityCache {
    // Load security from cache with fallback to database
    const Security *get_security(SecurityKey key);
 
+   /**
+    * Finds the first security with matching @p venue and @p name. Params that are
+    * empty/unset are ignored.
+    */
+   const Security *get_security(api::Venue venue, const std::string &name);
+
+   /**
+    * Finds the first security with matching @p venue @p type and @p name. Params that
+    * are empty/unset are ignored.
+    */
+   const Security *get_security(
+       api::Venue venue, api::SecurityType type, const std::string &name);
+
+   /**
+    * Finds all securities with matching @p venue @p type and @p name. Params that
+    * are empty/unset are ignored.
+    */
+   std::vector<const Security *> get_securities(
+       api::Venue venue, api::SecurityType type, const std::string &name);
+
+   /**
+    * Finds all securities where @p include returns true.
+    */
+   std::vector<const Security *> get_securities(
+       std::function<bool(const Security &)> include);
+
    // Load all securities from cache, no fallback to database
    std::vector<api::Security const *> get_securities();
 
@@ -33,7 +59,6 @@ class SecurityCache {
 
    // returns true if the cache was updated
    bool add_live_security(const SecurityPtr &security);
-   const Security *add_db_security(const SecurityPtr &security);
 
    void flush_to_disk();
 };

src/lib/md/SecurityDB.cpp

@@ -53,12 +53,10 @@ std::unique_ptr<SQLite::Database> open_db() {
    return db;
 }
 
-datetime::Date sec_expiration_cut_off() {
-   boost::gregorian::date_duration max_exp_age(
-       config::get<SecurityExpirationCutoff>().max_days_after_expiration());
-
-   auto pt = (datetime::now() - max_exp_age);
-   return datetime::Date(pt.date().year(), pt.date().month(), pt.date().day());
+core::TimeStamp sec_expiration_cut_off() {
+   return core::TimeStamp::now().date() -
+          core::TimeSpan::from_days(config::get<SecurityExpirationCutoff>()
+                                        .max_days_after_expiration());
 }
 
 size_t load_securities(
@@ -72,7 +70,8 @@ size_t load_securities(
    SQLite::Statement select_stmt(
        *db, "select key,symbol,venue,type,security_blob from securities where "
             "expiration > :exp");
-   select_stmt.bind(":exp", sec_expiration_cut_off().to_short());
+   select_stmt.bind(
+       ":exp", (long long)(sec_expiration_cut_off().to_date_int()));
 
    Security security;
    while (select_stmt.tryExecuteStep() == SQLITE_ROW) {
@@ -156,14 +155,14 @@ Result insert_or_replace(const std::vector<SecurityPtr> &securities) {
             insert.bind(3, psecurity->exchange());
             insert.bind(4, securitytype_of(*psecurity));
             insert.bind(5, buffer);
-            auto greg_date = securities::expiration(*psecurity);
-            if (greg_date == boost::gregorian::date()) {
-               insert.bind(6, datetime::Date(9999, 1, 1).to_short());
+            auto exp = securities::expiration(*psecurity);
+            if (!exp) {
+               const long long exp_int =
+                   std::numeric_limits<std::int64_t>::max();
+               insert.bind(6, exp_int);
             } else {
-               ushort year = greg_date.year();
-               ushort month = greg_date.month();
-               ushort day = greg_date.day();
-               insert.bind(6, datetime::Date(year, month, day).to_short());
+               const long long exp_int = exp->to_date_int();
+               insert.bind(6, exp_int);
             }
             insert.exec();
             insert.reset();

src/lib/md/SecurityDB.h

@@ -22,8 +22,6 @@ class Security;
 namespace md {
 namespace db {
 
-struct SecurityDB;
-
 // Loads securities matching the given filter for producers to pre-populate
 // security lists note: possible to use this to optimize initial memory layout?
 // sort by expiration?

src/lib/md/SecurityIDRecorder.cpp

@@ -55,7 +55,9 @@ static persistence::StoreRow get_row(
 
 static persistence::StoreRow get_row(
     const api::Security &s, const std::string &prefix = "") {
-   return get_row(s.exchange(), bts::securities::security_type(s), prefix);
+   return get_row(
+       s.exchange(), bts::securities::security_type(s),
+       securities::descriptor(s), prefix);
 }
 
 struct SecurityIdRequest {

src/lib/md/SecurityOracle.cpp

@@ -17,10 +17,30 @@ const api::Security *SecurityOracle::get_security(
    return _cache.try_get_security(key);
 }
 
+const api::Security *SecurityOracle::get_security(
+    api::Venue venue, const std::string &name) const {
+   return _cache.get_security(venue, name);
+}
+
+const api::Security *SecurityOracle::get_security(
+    api::Venue venue, api::SecurityType type, const std::string &name) const {
+   return _cache.get_security(venue, type, name);
+}
+
 std::vector<api::Security const *> SecurityOracle::get_securities() const {
    return _cache.get_securities();
 }
 
+std::vector<api::Security const *> SecurityOracle::get_securities(
+    api::Venue venue, api::SecurityType type, const std::string &name) const {
+   return _cache.get_securities(venue, type, name);
+}
+
+std::vector<api::Security const *> SecurityOracle::get_securities(
+    std::function<bool(const api::Security &)> include) const {
+   return _cache.get_securities(include);
+}
+
 void SecurityOracle::troubleshoot_log_all_securities() const {
    size_t sec_no = 0;
    for (const auto s : get_securities()) {

src/lib/md/SecurityOracle.h

@@ -20,6 +20,16 @@ class SecurityOracle {
    ~SecurityOracle();
    const api::Security *get_security(SecurityKey key) const;
    const api::Security *get_security(ExchangeSecurityKey key) const;
+   const api::Security *get_security(api::Venue venue, const std::string &name) const;
+   const api::Security *get_security(api::Venue venue, api::SecurityType type, const std::string &name) const;
+   /**
+    * Finds all securities where @p include returns true.
+    */
+   std::vector<const Security *> get_securities(
+       std::function<bool(const Security &)> include) const;
+   std::vector<api::Security const *> get_securities(
+    api::Venue venue, api::SecurityType type, const std::string &name) const;
+
    std::vector<api::Security const *> get_securities() const;
    // this iterates through all securities and simply logs them. Use it
    // ONLY for troubleshooting

src/lib/md/Shm/FixedSecurity.cpp

@@ -129,6 +129,11 @@ void convert_security(const FixedSecurity &source, Security *presult) {
       dest.mutable_binance()->set_security_desc(source.security_desc());
       dest.mutable_binance()->set_exchange_id(source.numeric_id);
       break;
+   case Venue::VENUE_BINANCE_COIN_FUTURES:
+      dest.mutable_binance_coin_futures()->set_security_desc(
+          source.security_desc());
+      dest.mutable_binance_coin_futures()->set_exchange_id(source.numeric_id);
+      break;
    case Venue::VENUE_BINANCE_US:
       dest.mutable_binance_us()->set_security_desc(source.security_desc());
       dest.mutable_binance_us()->set_exchange_id(source.numeric_id);
@@ -248,6 +253,8 @@ uint64_t exchange_id(const Security &security) {
       return security.ftx().exchange_id();
    case Security::ExchangeDataCase::kBinance:
       return security.binance().exchange_id();
+   case Security::ExchangeDataCase::kBinanceCoinFutures:
+      return security.binance_coin_futures().exchange_id();
    case Security::ExchangeDataCase::kBinanceUs:
       return security.binance_us().exchange_id();
    case Security::ExchangeDataCase::kCoinbase:
@@ -324,6 +331,10 @@ void convert_security(
       dest.numeric_id = src.binance().exchange_id();
       dest.security_desc(src.binance().security_desc());
       break;
+   case Security::ExchangeDataCase::kBinanceCoinFutures:
+      dest.numeric_id = src.binance_coin_futures().exchange_id();
+      dest.security_desc(src.binance_coin_futures().security_desc());
+      break;
    case Security::ExchangeDataCase::kBinanceUs:
       dest.numeric_id = src.binance_us().exchange_id();
       dest.security_desc(src.binance_us().security_desc());

src/lib/md/SymbolLoader.h

@@ -59,6 +59,10 @@ constexpr bool SymbolLoader::venue_has_synths(Venue venue) {
    case VENUE(SIMICE):
    case VENUE(ICE):
    case VENUE(GLBX):
+   case VENUE(BINANCE):
+   case VENUE(BINANCE_USDS_FUTURES):
+   case VENUE(DERIBIT):
+   case VENUE(OKX):
       return true;
    default:
       return false;

src/lib/md/cme/MDP3Utils.cpp

@@ -133,6 +133,9 @@ std::string to_str(const std::vector<T> &vec) {
 }
 const vector<CMEChannel> parse_channels(const vector<UserSymbol> &symbols) {
    LOG(md, Info, "parse_channels symbols: {}", FMT_JOIN(symbols, ", "));
+   if (symbols.empty()) {
+      return {};
+   }
    await_cme_config();
    vector<CMEChannel> result;
    bool skip_options = config::get<PublisherOptions>().skip_options();

src/lib/md/relay/QueryServer.cpp

@@ -179,6 +179,9 @@ struct MDConsumerGroup {
       case api::VENUE_BINANCE:
          this->mic = "BINANCE";
          break;
+      case api::VENUE_BINANCE_COIN_FUTURES:
+         this->mic = "BINANCE_COIN_FUTURES";
+         break;
       case api::VENUE_BINANCE_US:
          this->mic = "BINANCE_US";
          break;

src/lib/md/security_type_index.h

@@ -0,0 +1,61 @@
+#pragma once
+
+#include "lib/domain_model/Security.pb.h"
+#include "lib/utils/bts_assert.h"
+
+#include <optional>
+
+namespace bts::md {
+
+template <class T>
+class SecurityTypeIndex {
+   std::optional<T> spot;
+   std::optional<T> future;
+   std::optional<T> option;
+   std::optional<T> spread;
+   std::optional<T> synthetic;
+
+ public:
+   std::optional<T> &get(api::SecurityType type) { return get_(*this, type); }
+
+   const std::optional<T> &get(api::SecurityType type) const {
+      return get_(*this, type);
+   }
+
+   template <class... Args>
+   T &get_or_add(api::SecurityType type, Args... args) {
+      std::optional<T> &val = get_(*this, type);
+      if (!val) {
+         val.emplace(args...);
+      }
+      return *val;
+   }
+
+ private:
+   template <typename U, class... Args>
+   static auto &get_(U &self, api::SecurityType type) {
+      switch (type) {
+      case api::SECURITYTYPE_SPOT:
+         return self.spot;
+      case api::SECURITYTYPE_OPTION:
+         return self.option;
+      case api::SECURITYTYPE_FUTURE:
+         return self.future;
+      case api::SECURITYTYPE_SPREAD:
+         return self.spread;
+      case api::SECURITYTYPE_SYNTHETIC:
+         return self.synthetic;
+      case api::SECURITYTYPE_UNSET:
+      case api::SecurityType_INT_MIN_SENTINEL_DO_NOT_USE_:
+      case api::SecurityType_INT_MAX_SENTINEL_DO_NOT_USE_:
+      default:
+         bts_assert_msgf(
+             false, "SecurityType '{}' not present in VenueIndex",
+             api::SecurityType_Name(type));
+         static std::optional<T> default_rv;
+         return default_rv;
+      }
+   }
+};
+
+} // namespace bts::md

src/lib/md/venue_index.h

@@ -0,0 +1,88 @@
+#pragma once
+
+#include "lib/domain_model/Security.pb.h"
+#include "lib/utils/bts_assert.h"
+
+#include <optional>
+
+namespace bts::md {
+
+template <class T>
+class VenueIndex {
+   std::optional<T> binance;
+   std::optional<T> binance_coin_futures;
+   std::optional<T> binance_us;
+   std::optional<T> binance_usds_futures;
+   std::optional<T> bts;
+   std::optional<T> okx;
+   std::optional<T> deribit;
+   std::optional<T> cboe;
+   std::optional<T> cboecfe;
+   std::optional<T> glbx;
+   std::optional<T> ice;
+   std::optional<T> taifex;
+   std::optional<T> coinbase;
+
+ public:
+   std::optional<T> &get(api::Venue venue) { return get_(*this, venue); }
+
+   const std::optional<T> &get(api::Venue venue) const {
+      return get_(*this, venue);
+   }
+
+   template <class... Args>
+   T &get_or_add(api::Venue venue, Args... args) {
+      std::optional<T> &val = get_(*this, venue);
+      if (!val) {
+         val.emplace(args...);
+      }
+      return *val;
+   }
+
+ private:
+   template <typename U, class... Args>
+   static auto &get_(U &self, api::Venue venue) {
+      switch (venue) {
+      case api::VENUE_CBOE:
+         return self.cboe;
+      case api::VENUE_CBOECFE:
+         return self.cboecfe;
+      case api::VENUE_GLBX:
+         return self.glbx;
+      case api::VENUE_ICE:
+         return self.ice;
+      case api::VENUE_DERIBIT:
+         return self.deribit;
+      case api::VENUE_BINANCE:
+         return self.binance;
+      case api::VENUE_BINANCE_COIN_FUTURES:
+         return self.binance_coin_futures;
+      case api::VENUE_BINANCE_USDS_FUTURES:
+         return self.binance_usds_futures;
+      case api::VENUE_BINANCE_US:
+         return self.binance_us;
+      case api::VENUE_COINBASE:
+         return self.coinbase;
+      case api::VENUE_OKX:
+         return self.okx;
+      case api::VENUE_TAIFEX:
+         return self.taifex;
+      case api::VENUE_BTS:
+         return self.bts;
+      case api::VENUE_FTX:
+      case api::VENUE_SIM:
+      case api::VENUE_SIMICE:
+      case api::VENUE_UNSET:
+      case api::Venue_INT_MIN_SENTINEL_DO_NOT_USE_:
+      case api::Venue_INT_MAX_SENTINEL_DO_NOT_USE_:
+      default:
+         bts_assert_msgf(
+             false, "Venue '{}' not present in VenueIndex",
+             api::Venue_Name(venue));
+         static std::optional<T> default_rv;
+         return default_rv;
+      }
+   }
+};
+
+} // namespace bts::md

src/lib/orderman/OrderServiceServer.cpp

@@ -13,6 +13,7 @@
 #include "lib/logging/logging.h"
 #include "lib/md/MDClient.h"
 #include "lib/md/MDConsumer.h"
+#include "lib/md/UserSymbol.h"
 #include "lib/mercury/actors/Timer.h"
 #include "lib/mercury/executor/Executor.h"
 #include "lib/metrics/metrics.h"
@@ -24,16 +25,23 @@
 #include "lib/orderman/actors/SecuritySrc.h"
 #include "lib/orderman/actors/ServiceBridge.h"
 #include "lib/orderman/actors/order_manager/OrderManager.h"
+#include "lib/orderman/actors/order_manager/OrderServicesData.h"
+#include "lib/orderman/actors/order_manager/order_gateway_definition.h"
 #include "lib/orderman/events/ExchangePositionEvent.h"
 #include "lib/orderman/events/OrderOpResultEvent.h"
+#include "lib/orderman/gateways/execution_gateway_provider.h"
+#include "lib/orderman/gateways/i_execution_gateway_provider.h"
 #include "lib/orderman/order_factory/DynamicOrderRegistry.h"
 #include "lib/orderman/orderman_utils/ExchangeOpenOrders.h"
+#include "lib/orderman/orders/Order.h"
+#include "lib/os/spark_data_directory.h"
 #include "lib/plugin/SparkServices.h"
 #include "lib/plugin/plugin.h"
 #include "lib/utils/PBUtils.h"
 #include "lib/utils/bts_chrono.h"
 #include "lib/utils/thread_manager.h"
 #include "lib/utils/type_name.h"
+#include "lib_binance_execution/binance_execution/execution_gateway_provider.h"
 
 #include <bits/stdint-uintn.h>
 #include <boost/algorithm/string/predicate.hpp>
@@ -43,6 +51,8 @@
 
 namespace bts {
 namespace orderman {
+using std::unique_ptr;
+using std::vector;
 
 struct ActorThread {
    ActorThread(
@@ -126,10 +136,13 @@ struct OrderServiceServer::PImpl {
        const Exchange_open_ordersStatefulPublisher &open_orders_publisher,
        md::MDClient &mdc,
        DynamicOrderRegistry const &d,
+       std::vector<std::unique_ptr<IExecutionGatewayProvider>>
+           gateway_providers,
        metrics::MetricsContainer &stats,
        trace::PerfLog &log)
-       : context(ctx), service_bridge(), service_ready(false), known_orders(),
-         known_fills(), publish_orders(), publish_fills(),
+       : context(ctx), service_bridge(),
+         gateway_providers(std::move(gateway_providers)), service_ready(false),
+         known_orders(), known_fills(), publish_orders(), publish_fills(),
          exchange_pos_publisher(exchange_pos_publisher),
          open_orders_publisher(open_orders_publisher),
          admin_service(ctx.locate<api::admin::AdminService>()),
@@ -137,11 +150,15 @@ struct OrderServiceServer::PImpl {
          margin_service(ctx.locate<api::position::MarginService>()),
          md_consumer(mdc.current_consumer()), stats(stats),
          dyn_order_registry(d), log(log), in_flight_order_ops(),
-         current_req_op_id(0) {}
+         current_req_op_id(0) {
+      LOG(OrderMan, Info, "OrderServiceServer ctr. n_gateway_providers: {}",
+          this->gateway_providers.size());
+   }
 
    bts::api::ServiceContext &context;
    ServiceBridge *service_bridge;
 
+   std::vector<std::unique_ptr<IExecutionGatewayProvider>> gateway_providers;
    std::vector<std::unique_ptr<ActorThread>> actor_threads;
 
    std::atomic<bool> service_ready;
@@ -169,6 +186,7 @@ OrderServiceServer::OrderServiceServer(
     bts::api::ServiceContext &ctx,
     md::MDClient &mdc,
     DynamicOrderRegistry const &d,
+    std::vector<std::unique_ptr<IExecutionGatewayProvider>> gateway_providers,
     metrics::MetricsContainer &stats,
     trace::PerfLog &log,
     md::TradeSummarySignalDispatcher &tssd)
@@ -179,6 +197,7 @@ OrderServiceServer::OrderServiceServer(
           make_exchange_open_orders_stateful_publisher(),
           mdc,
           d,
+          std::move(gateway_providers),
           stats,
           log)) {
    LOG(md, Info, "OrderServiceServer cons t_id: {} t_name: {}",
@@ -209,7 +228,10 @@ OrderServiceServer::OrderServiceServer(
    bts_assert_msg(
        thread, "Could not find a configured thread for OrderManager. See "
                "the OrdermanCfg key");
-   thread->executor.spawn<OrderManager>(d, me->log, mdc.oracle());
+   {
+      thread->executor.spawn<OrderManager>(
+          d, me->log, mdc.oracle(), std::move(me->gateway_providers));
+   }
 
    // Timer
    thread = find_thread_for_actor("Timer", me->actor_threads);
@@ -404,7 +426,6 @@ void OrderServiceServer::create_order(
 void OrderServiceServer::cancel_order(
     const api::orderman::Cancel &cancel,
     const api::Response<api::orderman::Response> &r) {
-
    if (!me->service_ready) {
       api::orderman::Response response;
       response.set_order_key(cancel.order_key());
@@ -435,7 +456,6 @@ void OrderServiceServer::update_order(
 void OrderServiceServer::detach_order(
     const api::orderman::Detach &detach,
     const api::Response<api::orderman::Response> &r) {
-
    if (!me->service_ready) {
       api::orderman::Response response;
       response.set_order_key(detach.order_key());

src/lib/orderman/OrderServiceServer.h

@@ -5,6 +5,7 @@
 #include "lib/md/MDClient.h"
 #include "lib/mercury/actors/IPollableActor.h"
 #include "lib/orderman/events/ExchangeOpenOrdersEvent.h"
+#include "lib/orderman/gateways/i_execution_gateway_provider.h"
 #include <memory>
 
 namespace bts {
@@ -28,6 +29,8 @@ class OrderServiceServer : public api::orderman::OrderServiceBase {
        bts::api::ServiceContext &context,
        md::MDClient &,
        DynamicOrderRegistry const &,
+       std::vector<std::unique_ptr<IExecutionGatewayProvider>>
+           gateway_providers,
        metrics::MetricsContainer &,
        trace::PerfLog &,
        md::TradeSummarySignalDispatcher &);

src/lib/orderman/OrderServices.cpp

@@ -190,7 +190,7 @@ SessionServices &OrderServices::get_session_services(
    for (auto &s : _sessions)
       if (s.session_name() == for_session)
          return s;
-   bts_assert(false);
+   bts_assert_msgf(false, "No session named '{}'", for_session);
 }
 
 void OrderServices::unsubscribe_from_order_creation_reply(

src/lib/orderman/actors/order_manager/OrderManager.cpp

@@ -1,10 +1,15 @@
 #include "OrderManager.h"
 
+#include "lib/config/protos/jetfix.pb.h"
+#include "lib/core/FMT.h"
 #include "lib/jetfix/common/OutFIX.h"
 #include "lib/logging/logging.h"
+#include "lib/md/SecurityOracle.h"
 #include "lib/mercury/events/TimerEvent.h"
 #include "lib/orderman/OrderServices.h"
 #include "lib/orderman/actors/order_manager/OrderServicesData.h"
+#include "lib/orderman/actors/order_manager/order_gateway_definition.h"
+#include "lib/orderman/actors/order_manager/session_services_data.h"
 #include "lib/orderman/events/AccountPnLUpdateEvent.h"
 #include "lib/orderman/events/ExcessLiquidityUpdateEvent.h"
 #include "lib/orderman/events/ExchangeOpenOrdersEvent.h"
@@ -17,10 +22,13 @@
 #include "lib/orderman/events/StoredOrderEvent.h"
 #include "lib/orderman/events/TheoEvent.h"
 #include "lib/orderman/gateways/IExecutionGateway.h"
+#include "lib/orderman/gateways/i_execution_gateway_provider.h"
 #include "lib/orderman/order_factory/OrderFactory.h"
 #include "lib/orderman/orderman_utils/ExchangePosition.h"
 #include "lib/orderman/orders/Order.h"
 #include "lib/orderman/securities/ISecurityDB.h"
+#include "lib/os/spark_data_directory.h"
+#include "lib/tracing/PerfLog.h"
 #include "lib/utils/bts_assert.h"
 #include "lib/utils/inplace_function.h"
 #include "lib/utils/thread_manager.h"
@@ -42,13 +50,27 @@ enum class OrderManager::State {
    READY
 };
 
+static std::vector<OrderGatewayDefinition> create_gateways(
+    std::vector<std::unique_ptr<IExecutionGatewayProvider>> providers) {
+   std::vector<OrderGatewayDefinition> gws;
+   for (auto &p : providers) {
+      auto defs = p->create();
+      for (auto &def : defs) {
+         gws.push_back(std::move(def));
+      }
+   }
+   return gws;
+}
+
 struct OrderManager::PImpl {
    PImpl(
        OrderManager &owner,
        DynamicOrderRegistry const &b,
        trace::PerfLog &l,
-       md::SecurityOracle o)
-       : state(State::WAIT_ADMIN), services_data(owner, b, l, o) {}
+       md::SecurityOracle o,
+       std::vector<OrderGatewayDefinition> gateways)
+       : state(State::WAIT_ADMIN),
+         services_data(owner, b, l, o, std::move(gateways)) {}
 
    State state;
    std::unordered_map<OrderKey, Order *> orders;
@@ -61,8 +83,12 @@ struct OrderManager::PImpl {
 };
 
 OrderManager::OrderManager(
-    DynamicOrderRegistry const &b, trace::PerfLog &l, md::SecurityOracle o)
-    : me(new PImpl(*this, b, l, o)) {
+    DynamicOrderRegistry const &b,
+    trace::PerfLog &l,
+    md::SecurityOracle o,
+    std::vector<std::unique_ptr<IExecutionGatewayProvider>> gw_providers)
+    : me(std::make_unique<PImpl>(
+          *this, b, l, o, create_gateways(std::move(gw_providers)))) {
    LOG(OrderMan, Info, "OrderManager cons t_id: {} t_name: {}",
        os::get_thread_id(), os::get_thread_name());
    auto id_gen = &me->services_data.id_gen;
@@ -437,6 +463,14 @@ std::vector<jetfix::OutFIXPtr> &OrderManager::free_buffers(
 
 void OrderManager::init_order_services() {
    auto &log = me->services_data.log;
+   const std::string session_names = fmt::to_string(fmt::join(
+       me->services_data.sessions |
+           ranges::views::transform(
+               [](const std::unique_ptr<SessionServicesData> &s) {
+                  return s->session;
+               }),
+       ", "));
+   LOG(OrderMan, Info, "init_order_services. sessions: {}", session_names);
 
    for (auto &s : me->services_data.sessions) {
       auto gw_name = GatewayName(s->session);