fix: Dispose subscription in TopOfBookQuoter demo

Also rename props in PascalCase

src/DataStreamSuite/SharedStreams/Business/MarketData/PriceStatsStream.cs

@@ -80,7 +80,7 @@ namespace BCG {
             int id = Convert.ToInt32(skey);
             PriceStats pstats = kv.Value;
             var today = DateTime.Now.Date;
-            IBlueRow r = new BlueRow(_pstats_scheam, id, skey, pstats.security.ToString(), today, pstats.open, pstats.close, pstats.settlement);
+            IBlueRow r = new BlueRow(_pstats_scheam, id, skey, pstats.Security.ToString(), today, pstats.Open, pstats.Close, pstats.Settlement);
             new_state.addRow(r);
          }
          DataPacket dp;

src/cs/Bts.Spark.Api/MarketData/MarketDataClient.cs

@@ -29,7 +29,7 @@ using System.Reactive.Subjects;
 using System.Threading;
 using System.Threading.Tasks;
 
-public class MarketDataClient : IMarketDataClient {
+public class MarketDataClient : IMarketDataClient, IDisposable {
    readonly ISubject<MDConsumer> mdConsumerSrc = new ReplaySubject<MDConsumer>(1);
    readonly IObservable<ConcurrentDictionary<uint, SecurityMD>> securitiesSrc;
    readonly List<IDisposable> _resources = new();
@@ -195,7 +195,7 @@ public class MarketDataClient : IMarketDataClient {
             PollStats);
 
          uint GetSecId(PriceStats stats) =>
-            stats.security.Id;
+            stats.Security.Id;
 
          TableUpdate<PriceStats, uint> PollStats(TableUpdate<PriceStats, uint> table, long _) {
             var bd = table.ToBuilder();
@@ -229,7 +229,7 @@ public class MarketDataClient : IMarketDataClient {
             PollTickers);
 
          uint GetSecId(PriceTicker ticker) =>
-            ticker.security.Id;
+            ticker.Security.Id;
 
          TableUpdate<PriceTicker, uint> PollTickers(TableUpdate<PriceTicker, uint> table, long _) {
             var bd = table.ToBuilder();
@@ -243,6 +243,9 @@ public class MarketDataClient : IMarketDataClient {
       }
    }
 
+   ~MarketDataClient() =>
+      Dispose();
+
    public void Dispose() {
       GC.SuppressFinalize(this);
       isDisposed = true;

src/cs/Bts.Spark.Api/MarketData/PollablePriceTicker.cs

@@ -16,8 +16,10 @@ class PollablePriceTicker {
    PriceTicker ticker;
    ulong volume;
 
-   public PollablePriceTicker(SecurityMD securityMd) =>
+   public PollablePriceTicker(SecurityMD securityMd) {
       this.securityMd = securityMd;
+      ticker = mkTicker();
+   }
 
    public PriceTicker ToTicker() =>
       ticker;

src/cs/Bts.Spark.Api/MarketData/PriceStats.cs

@@ -2,46 +2,20 @@
 namespace Spark.Api.MarketData {
    using bts.api;
 
-   using System;
-
    /// <summary>
    /// Price/trade statistics for a particular security (slow moving)
    /// </summary>
-   public readonly struct PriceStats : IEquatable<PriceStats>, IJsonFormatter<PriceStats> {
-      public PriceStats(SecurityImmutable security, double open, double close, double settlement) {
-         this.security = security;
-         this.open = open;
-         this.close = close;
-         this.settlement = settlement;
-      }
-
-      public SecurityImmutable security { get; }
-      public double open { get; }
-      public double close { get; }
-      public double settlement { get; }
-
-      public bool Equals(PriceStats other) =>
-         security.Equals(other.security) &&
-         open.Equals(other.open) &&
-         close.Equals(other.close) &&
-         settlement.Equals(other.settlement);
-
-      public override bool Equals(object? obj) =>
-         obj is PriceStats other && Equals(other);
-
-      public override int GetHashCode() =>
-         HashCode.Combine(security.Id, open, close, settlement);
-
-      public static bool operator ==(PriceStats left, PriceStats right) =>
-         left.Equals(right);
-
-      public static bool operator !=(PriceStats left, PriceStats right) =>
-         !(left == right);
+   public readonly record struct PriceStats(
+      SecurityImmutable Security,
+      double Open,
+      double Close,
+      double Settlement
+   ) : IJsonFormatter<PriceStats> {
       public static System.Object ToJsonObj(PriceStats obj) => new {
-         open = obj.open,
-         close = obj.close,
-         settlement = obj.settlement,
-         security = obj.security.Exchange.ToString() + "." + obj.security.ToString()
+         open = obj.Open,
+         close = obj.Close,
+         settlement = obj.Settlement,
+         security = obj.Security.Exchange.ToString() + "." + obj.Security.ToString()
       };
    }
 }

src/cs/Bts.Spark.Api/MarketData/PriceTicker.cs

@@ -3,106 +3,35 @@ namespace Spark.Api.MarketData {
    using bts.api;
    using bts.api.domain;
 
-   using Spark.Core.Collections;
-
-   using System;
-
    /// <summary>
    /// Price/trade statistics for a particular security (fast moving)
    /// </summary>
-   public readonly struct PriceTicker : IEquatable<PriceTicker>, IJsonFormatter<PriceTicker> {
-      public PriceTicker(
-         SecurityImmutable security,
-         TickDisplaySettingsImmutable quantity_display,
-         double high,
-         double low,
-         double volume,
-         double bid,
-         double bid_quantity,
-         double ask,
-         double ask_quantity,
-         double mark,
-         double last,
-         double last_quantity
-      ) {
-         this.security = security;
-         this.quantity_display = quantity_display;
-         this.high = high;
-         this.low = low;
-         this.volume = volume;
-         this.bid = bid;
-         this.bid_quantity = bid_quantity;
-         this.ask = ask;
-         this.ask_quantity = ask_quantity;
-         this.mark = mark;
-         this.last = last;
-         this.last_quantity = last_quantity;
-      }
-
-      public SecurityImmutable security { get; }
-      public TickDisplaySettingsImmutable quantity_display { get; }
-      public double high { get; }
-      public double low { get; }
-      public double volume { get; }
-      public double bid { get; }
-      public double bid_quantity { get; }
-      public double ask { get; }
-      public double ask_quantity { get; }
-      public double mark { get; }
-      public double last { get; }
-      public double last_quantity { get; }
-
-      public bool Equals(PriceTicker other) =>
-         security.Equals(other.security) &&
-         quantity_display.Equals(other.quantity_display) &&
-         high.Equals(other.high) &&
-         low.Equals(other.low) &&
-         volume.Equals(other.volume) &&
-         bid.Equals(other.bid) &&
-         bid_quantity.Equals(other.bid_quantity) &&
-         ask.Equals(other.ask) &&
-         ask_quantity.Equals(other.ask_quantity) &&
-         mark.Equals(other.mark) &&
-         last.Equals(other.last) &&
-         last_quantity.Equals(other.last_quantity);
-
-      public override bool Equals(object? obj) =>
-         obj is PriceTicker other && Equals(other);
-
-      public override int GetHashCode() =>
-         new HashCode()
-            .with_values(new int[] {
-               security.Id.GetHashCode(),
-               high.GetHashCode(),
-               low.GetHashCode(),
-               volume.GetHashCode(),
-               bid.GetHashCode(),
-               bid_quantity.GetHashCode(),
-               ask.GetHashCode(),
-               ask_quantity.GetHashCode(),
-               mark.GetHashCode(),
-               last.GetHashCode(),
-               last_quantity.GetHashCode()
-            })
-            .ToHashCode();
-
-      public static bool operator ==(PriceTicker left, PriceTicker right) =>
-         left.Equals(right);
-
-      public static bool operator !=(PriceTicker left, PriceTicker right) =>
-         !(left == right);
+   public readonly record struct PriceTicker (
+         SecurityImmutable Security,
+         TickDisplaySettingsImmutable QuantityDisplay,
+         double High,
+         double Low,
+         double Volume,
+         double Bid,
+         double BidQuantity,
+         double Ask,
+         double AskQuantity,
+         double Mark,
+         double Last,
+         double LastQuantity
+      ) : IJsonFormatter<PriceTicker> {
       public static System.Object ToJsonObj(PriceTicker obj) => new {
-         security = obj.security.Exchange.ToString() + "." + obj.security.ToString(),
-         high = obj.high,
-         low = obj.low,
-         volume = obj.volume,
-         bid = obj.bid,
-         bid_quantity = obj.bid_quantity,
-         ask = obj.ask,
-         ask_quantity = obj.ask_quantity,
-         mark = obj.mark,
-         last = obj.last,
-         last_quantity = obj.last_quantity
+         security = obj.Security.Exchange.ToString() + "." + obj.Security.ToString(),
+         high = obj.High,
+         low = obj.Low,
+         volume = obj.Volume,
+         bid = obj.Bid,
+         bid_quantity = obj.BidQuantity,
+         ask = obj.Ask,
+         ask_quantity = obj.AskQuantity,
+         mark = obj.Mark,
+         last = obj.Last,
+         last_quantity = obj.LastQuantity
       };
    }
 }

src/cs/Bts.Spark.Sdk.Demo/TopOfBookQuoter.cs

@@ -139,7 +139,7 @@ class TopOfBookQuoter : IHostedService {
          // Send a new order for this security.
          async void SendOrder() {
             logger.LogInformation("Sending order. {side} {security} {quantity} @ {price}", orderId, bk.Security, orderQty, orderPrice);
-            var res = await sparkClient.CreateLimitOrder(config.Account!, bk.SecurityId, Side.Buy, orderQty, orderPrice);
+            var res = await sparkClient.CreateLimitOrder(config.Account!, bk.SecurityId, Side.Buy, orderQty, orderPrice, null);
             if (res.ErrorCode == bts.api.orderman.OrderError.Ok) {
                logger.LogDebug("Sent order. id: {orderId}, security: {security}", orderId, bk.Security);
             } else {
@@ -151,6 +151,7 @@ class TopOfBookQuoter : IHostedService {
 
    public Task StopAsync(CancellationToken cancellationToken) {
       logger.LogInformation("RequoteTopOfBookDemo stopping");
+      Disposable.Dispose(ref subscription);
       logger.LogInformation("RequoteTopOfBookDemo stopped");
       return Task.CompletedTask;
    }

src/cs/Bts.Spark.Sdk/AuthenticatedSimpleSparkClient.cs

@@ -91,6 +91,12 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
    public IObservable<IList<TradeInfo>> Trades(SecurityCriteria? securityCriteria) =>
       simpleClient?.Trades(securityCriteria) ?? simpleClientSubject.Take(1).Select(c => c.Trades(securityCriteria)).FlattenSeries();
 
+   public IObservable<TableUpdate<PriceStats, uint>> PriceStats(SecurityCriteria? securityCriteria) =>
+      simpleClient?.PriceStats(securityCriteria) ?? simpleClientSubject.Take(1).Select(c => c.PriceStats(securityCriteria)).FlattenSeries();
+
+   public IObservable<TableUpdate<PriceTicker, uint>> PriceTicker(SecurityCriteria? securityCriteria) =>
+      simpleClient?.PriceTicker(securityCriteria) ?? simpleClientSubject.Take(1).Select(c => c.PriceTicker(securityCriteria)).FlattenSeries();
+
    public Task<Response> CreateOrder(OrderDefinition orderDef, double quantity, double price) =>
       orderOp(cli => cli.CreateOrder(orderDef, quantity, price));
 

src/cs/Bts.Spark.Sdk/ExecutionFacadeSimpleSparkClient.cs

@@ -4,6 +4,7 @@ using bts.api;
 using bts.api.core;
 using bts.api.orderman;
 
+using global::Spark.Api.MarketData;
 using global::Spark.Api.Orders;
 
 using mbts.spark;
@@ -41,6 +42,12 @@ public class ExecutionFacadeSimpleSparkClient : ISimpleSparkClient {
    public IObservable<IList<TradeInfo>> Trades(SecurityCriteria? securityCriteria) =>
       sparkClient.Trades(securityCriteria);
 
+   public IObservable<TableUpdate<PriceStats, uint>> PriceStats(SecurityCriteria? securityCriteria) =>
+      sparkClient.PriceStats(securityCriteria);
+
+   public IObservable<TableUpdate<PriceTicker, uint>> PriceTicker(SecurityCriteria? securityCriteria) =>
+      sparkClient.PriceTicker(securityCriteria);
+
    public Task<Response> CreateOrder(OrderDefinition orderDef, double quantity, double price) {
       logger.LogInformation("CreateOrder {account} {tag} {securityId} {side} {quantity} @ {price}", orderDef.Account, orderDef.Tag, orderDef.SecurityKey, orderDef.Side, quantity, price);
       return Task.FromResult(facadeResponse());

src/cs/Bts.Spark.Sdk/ISimpleSparkClient.cs

@@ -4,6 +4,7 @@ using bts.api;
 using bts.api.core;
 using bts.api.orderman;
 
+using global::Spark.Api.MarketData;
 using global::Spark.Api.Orders;
 
 using mbts.spark;
@@ -15,6 +16,8 @@ public interface ISimpleSparkClient {
    IObservable<TableUpdate<SecurityImmutable, uint>> Securities(SecurityCriteria? securityCriteria);
    IObservable<TableUpdate<BookRecord, uint>> Books(SecurityCriteria? securityCriteria);
    IObservable<IList<TradeInfo>> Trades(SecurityCriteria? securityCriteria);
+   IObservable<TableUpdate<PriceStats, uint>> PriceStats(SecurityCriteria? securityCriteria);
+   IObservable<TableUpdate<PriceTicker, uint>> PriceTicker(SecurityCriteria? securityCriteria);
 
    // Orders, Positions, and Pnl
    IObservable<TableUpdate<OrderRecordTupleWithRoot, uint>> Orders(string? account, SecurityCriteria? securityCriteria);

src/cs/Bts.Spark.Sdk/SimpleSparkClient.cs

@@ -249,6 +249,12 @@ public class SimpleSparkClient : ISimpleSparkClient, IDisposable {
             : Observable.Return<PositionRecord?>(null))
          .FlattenSeries();
 
+   public IObservable<TableUpdate<PriceStats, uint>> PriceStats(SecurityCriteria? securityCriteria) =>
+      mdClient.PriceStats(securityCriteria);
+
+   public IObservable<TableUpdate<PriceTicker, uint>> PriceTicker(SecurityCriteria? securityCriteria) =>
+      mdClient.PriceTicker(securityCriteria);
+
    public IObservable<IList<TradeInfo>> Trades(SecurityCriteria? securityCriteria) {
       var tradesSource = mdClient.Trades();
       if (securityCriteria?.is_defined() ?? false) {