Merge branch 'trade_analysis' of bitbucket.org:bluetradesys/spark into trade_analysis

Ladder recenter no kb

.gitignore

@@ -1,5 +1,7 @@
 nohup.out
 build/
+build
+cme_data/
 cmake-build-debug/
 .idea/
 .dir-locals.el
@@ -34,3 +36,5 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
+/build
+/analysis_data

.vscode/launch.json

@@ -46,7 +46,7 @@
             "sourceFileMap": {
                 "/home/bts/spark/": "${workspaceRoot}"
             }
-        },
+        },     
         {
             "name": "(gdb) Launch",
             "type": "cppdbg",
@@ -98,6 +98,46 @@
             "externalConsole": true,
             "requireExactSource": false
         },
+            {
+         "name": "sparkcmd Launch",
+         "type": "clr",
+         "request": "launch",
+         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+         "args": [
+            "historical",
+            "--rstart", "11/20/2019",
+            "--rend", "11/29/2019",
+            "--rsymbol", "NG",
+            "--rsecuritytype", "Synthetic",
+            "--post_process_db", "NG_201911_W4",
+            "--post_process_db_host", "bigblue",
+         ],
+         "cwd": "${workspaceRoot}",
+         "stopAtEntry": false,
+         "externalConsole": true,
+         "requireExactSource": false
+      },  
+      {
+         "name": "sparkcmd simulation",
+         "type": "clr",
+         "request": "launch",
+         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+         "args": [
+            "historical",
+            "--rstart", "11/26/2019",
+            "--rend", "11/26/2019",
+            "--rsymbol", "ZN",
+            "--rsecuritytype", "Synthetic",
+            "--algo_security", "ZNH0;ZNZ9-ZNH0;ZNZ9",
+            "--algo_type", "RoundTrip",
+            "--algo_params", "size=10;tick_size=0.015625,0.0078125,0.015625;hedge_factors=1,1,-1",
+            "--skip_preanalysis", "true",         
+         ],
+         "cwd": "${workspaceRoot}",
+         "stopAtEntry": false,
+         "externalConsole": true,
+         "requireExactSource": false
+      },       
         {
             "name": "Excel Launch",
             "type": "clr",
@@ -131,6 +171,18 @@
             "request": "attach",
             "processId": "${command:pickProcess}"
         },
+        {
+            "name": ".NET Framework Attach",
+            "type": "clr",
+            "request": "attach",
+            "processId": "${command:pickProcess}"
+        },
+         {
+            "name": ".NET Core Attach",
+            "type": "coreclr",
+            "request": "attach",
+            "processId": "${command:pickProcess}"
+         },        
         {
             "name": "Spreader Tests",
             "type": "cppdbg",
@@ -342,15 +394,19 @@
             "justMyCode": true
         },
         {
-            "name": ".NET Core Remote Launch",
+            "name": "sparkcmd vsdbg (c#)",
             "type": "coreclr",
             "request": "launch",
-            "program": "/usr/bin/dotnet",
+            "program": "sparkcmd",
             "args": [
-                "sparkcmd.dll",
-                "test",
-                "test_join_create_and_takeout_market"
+            "historical",
+            "--rstart", "11/20/2019",
+            "--rend", "11/20/2019",
+            "--rsymbol", "CL",
+            "--rsecuritytype", "Spread",
+            "--post_process_db", "mbo_history",
             ],
+            "env": {"LD_LIBRARY_PATH" : "."},
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/server",
             "pipeTransport": {
@@ -361,11 +417,77 @@
                 "debuggerPath": "/home/bts/vsdbg/vsdbg",
                 "pipeCwd": "${workspaceRoot}",
                 "quoteArgs": true
-            },
+            },           
             "sourceFileMap": {
                 "/home/bts/spark/": "${workspaceRoot}"
             },
             "justMyCode": false
-        },
+        },                  
+         {
+            "name": "sparkcmd gdb (c++)",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/server/sparkcmd",
+            "args": [
+            "historical",
+            "--rstart", "10/21/2019",
+            "--rend", "10/21/2019",
+            "--rsymbol", "CL",
+            "--rsecuritytype", "Future",
+            "--algo_security", "CLX9",
+            "--algo_type", "TWAP",
+            "--algo_params", "'size=100;profit_ticks=1;tick_size=1,1,1;;hedge_factors=1,1,-1'",
+            "--skip_preanalysis", "true",
+            ],   
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+               "engineLogging": false
+            },
+            "setupCommands": [
+               {
+                  "description": "Enable pretty-printing for gdb",
+                  "text": "enable pretty-printer",
+                  "ignoreFailures": true
+               },
+               {
+                  "description": "Skip STL",
+                  "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+                  "ignoreFailures": true
+               },
+               {
+                  "description": "LD LIBRARY",
+                  "text": "set env LD_LIBRARY_PATH=.",
+                  "ignoreFailures": false
+               }
+            ],
+            "pipeTransport": {
+               "pipeCwd": "${workspaceRoot}",
+               "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+               "pipeArgs": [
+                  "bts@sparkvm"
+               ],
+               "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+               "/home/bts/spark/": "${workspaceRoot}"
+            }
+         },
+         {
+            "name": "Jupyter notebook",
+            "type": "coreclr",
+            "request": "launch",
+            "program": "jupyter",
+            "args": ["notebook", "--notebook-dir=c:\\code\\bts\\spark\\src\\client\\spark_historical\\Notebooks"],
+            "cwd": "${workspaceFolder}",
+            "stopAtEntry": false,
+            "console": "internalConsole",
+            
+         },
+         
     ]
 }

CMakeLists.txt

@@ -48,6 +48,7 @@ else ()
   add_subdirectory(doc/user)
   add_subdirectory(src/sdk)
   add_subdirectory(src/data_files)
+  add_subdirectory(src/client)
 
   add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
@@ -58,9 +59,17 @@ else ()
     COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
-    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
     COMMENT "Creating server runtime layout"
-    DEPENDS sparkd data_files_dir)  
+    DEPENDS sparkd data_files_dir spark_client_dir)  
 
   add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
+  
+if(${CMAKE_BUILD_TYPE} STREQUAL "Debug")
+   add_custom_command(TARGET server_layout POST_BUILD
+      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.0/linux-x64/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
+else()
+   add_custom_command(TARGET server_layout POST_BUILD
+      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.0/linux-x64/publish/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
+endif()
+      
 endif()

doc/api/.gitignore

@@ -0,0 +1 @@
+public 

doc/api/config.toml

@@ -0,0 +1,15 @@
+# The URL the site will be built for
+base_url = "https://api.bluetradesys.com"
+
+title = "BTS Spark API"
+description = "Documentation for the BTS Spark API"
+
+compile_sass = true
+
+highlight_code = true
+highlight_theme = "kronuz"
+insert_anchor_links = true
+build_search_index = true
+
+[extra]
+author = "Blue Trading Systems"

doc/api/content/_index.md

@@ -0,0 +1,5 @@
++++
+title = "BTS Spark API"
++++
+
+This is index

doc/api/content/client/_index.md

@@ -0,0 +1,7 @@
++++
+title="Client API"
+template="client.html"
+sort_by="weight"
++++
+
+

doc/api/content/client/getting-started/_index.md

@@ -0,0 +1,7 @@
++++
+title="Getting Started"
+template="client.html"
+sort_by="weight"
+weight = 1
++++ 
+

doc/api/content/client/getting-started/install.md

@@ -0,0 +1,9 @@
++++
+title = "Install Prerequisites"
+template="client.html"
+weight = 1
++++
+
+## Coming Soon
+
+* Install .net core

doc/api/content/server/_index.md

@@ -0,0 +1,25 @@
++++
+title="Algo API"
+template="documentation.html"
+redirect_to = "server/getting-started/overview/"
+sort_by="weight"
++++ 
+
+Getting Started
+- Install (docker, editor)
+- Downloading
+- Write your first algo
+- Testing
+
+Reference
+- Subscriptions
+- Child Orders
+- Detaching
+- Attaching
+- ...
+
+Samples
+- Iceberg
+- Pro-rata
+
+

doc/api/content/server/getting-started/_index.md

@@ -0,0 +1,7 @@
++++
+title="Getting Started"
+template="documentation.html"
+sort_by="weight"
+weight = 1
++++ 
+

doc/api/content/server/getting-started/development.md

@@ -0,0 +1,138 @@
++++
+title = "Development"
+weight = 3
++++
+
+# Visual Studio Code
+
+In this section we're going to use the Remote - Containers feature of <a href="https://code.visualstudio.com/" target="_blank">Visual Studio Code<i class="fa fa-fw fa-window-restore" aria-hidden="true"></i></a> to simplify the development experience. If you are using a different editor skip to the <a href="#other-editors">other editor</a> section below.
+
+## Remote - Containers
+
+The Visual Studio Code Remote containers extension allows it to run a complete development environment inside the Spark SDK Docker container.  The editor UI runs as a thin client on your desktop and connects to a headless instance running inside the Spark SDK Docker environment.  This configuration allows us to ship a pre-configured set of [Tasks](https://code.visualstudio.com/Docs/editor/tasks) for building and testing your code.
+
+Start Visual Studio Code and click on the puzzle piece icon on the left-hand side to open the extensions panel. Use the search box at the top to find the "Remote - Containers" extension and install it.
+
+<img src="../vscode_remote_containers.png" width="640" />
+
+## Into the Code
+
+Open the examples/algo_template directory using the File->Open Folder menu option. If you opted to add it to your path during install, you could run `code .` from your command prompt.
+
+When the workspace opens, you should see a notification offering to let you re-open the workspace inside the container.
+
+<img src="../vscode_notification.png" width="480" />
+
+The first time you open the workspace inside the container it will take a few seconds to configure the spark_sdk docker container.  While the workspace is open in Visual Studio Code the docker image will also be running in the background.  The container will stop automatically when you close the editor.
+
+Open algo_template.cpp from the file browser on the left or by pressing ctrl-p and typing the name.  Each Algo is a standard C++ class which implements **IAlgoOrder**.  Placing your cursor on IAlgoOrder and pressing F12 will take you to the IAlgoOrder.h header file where you can browse the API.  To learn more about how an Algo is instantiated see the [Algo Initialization](/server/ref/initialization).
+
+## Compiling
+
+To build press "Ctrl+Shift+B".  You should see the build output at the bottom of your screen.  If the build was successful the resulting algo_template.so will be automatically copied to the plugins directory where it will be loaded by the Spark server process on start.
+
+<img src="../compiled.png" width="640" />
+
+## Debugging
+
+To debug your Algo set a breakpoint (F9) and open the Debug panel (Ctrl+Shift+D) and choose "(gdb) Launch".  This will launch the Spark Server inside the container with the debugger attached.  
+
+<img src="../gdb_launch.png" width="380" />
+
+With sparkd running you can launch the Spark Client (spark_client.cmd) and it will connect to the running server.  Log in with the user "bts" and no password and open a ladder.  You can now select your Algo on the order type dropdown and activate it by clicking on a price on the ladder.
+
+<img src="../myalgo.png" width="150" />
+
+While sparkd is running you can also access the Spark Server Admin interface on [http://localhost:9000](http://localhost:9000).  Use the same "bts" login to access the admin interface. Here you can manage user and account permissions and risk limits.
+
+## Starting Spark Server
+
+To start the Spark Server without attaching a debugger press "Ctrl+Shift+P" and select "Tasks: Run Task" and then "Start Sparkd" and "Never scan task output"  This will open a new terminal where you can see any messages logged with the **Sdk** subsystem as well as any warnings or errors.  To stop the Spark server simply kill the terminal (trash can icon) or run the "Stop Sparkd" task.
+
+## Next Steps
+
+If you would like to understand more about how Docker is working behind the scenes continue to the [next section](#other-editors).  Otherwise, continue to [Algo Registration](/server/ref/registration) to learn how Algos are registered with the Spark.
+
+<hr>
+
+# Other Editors
+
+In this section you will be more exposed to the details of how Docker works and how to compile and test your Algo using the command line. 
+
+## Docker
+
+Spark Server is built and runs only on Linux so you need a Linux development environment to effectively develop plug-ins for it. Docker lets you take the spark_sdk.img disk image and run it inside a virtual Linux machine running on your Windows desktop. 
+
+First, some terminology.  A Docker "image" is a disk image containing a complete filesystem. The spark_sdk.img file you imported earlier is an image.  A Docker "container" is what you get when you get when you attach this image to a running Linux system.  You can connect to a running container and use it to run commands like the C++ compiler or the Spark server.  Directories from your local filesystem can be mapped into the Docker container when it starts so you can easily share files.
+
+### Start
+
+The first step is to start the spark_sdk Docker container with the examples directory mapped so we can compile the examples inside the container. In your command prompt cd to the *examples* directory that you unzipped from the spark_sdk.zip file.  Then run the following command to start the container.
+
+Windows Command Prompt:
+{% clipable() %}
+docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
+{% end %}
+
+**Powershell** / Linux / Mac:
+{% clipable() %}
+docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
+{% end %}
+
+### Attach
+
+The container will remain as long as this prompt is open.  You can attach an additional to the running container with the following command:
+{% clipable() %}
+docker exec -it spark_sdk bash
+{% end %}
+
+## Compiling
+
+Let's look at the algo_template sample first.  All of the samples are laid out similarly with a `build.sh` script for compiling.  As long as you are running build.sh inside the spark Docker container, it automatically copies the build output to /sparkbin/plugins/ where it needs to be to get loaded by the Spark server.
+
+```
+bts@spark_sdk:/examples$ cd algo_template/
+bts@spark_sdk:/examples/algo_template$ ./build.sh
+algo_template.so copied to /sparkbin/plugins/
+Restart sparkd to see changes.
+```
+
+## Starting Spark Server
+
+To start the Spark server `cd /sparkbin/` and run `./sparkd run`.  Press Ctrl+C to stop it.
+```
+bts@spark_sdk:/sparkbin$ ./sparkd run
+2019-10-25 16:21:09.383626|262552152803600|Gen|Warn |1  |main|132 |Run.cpp:53 |dev|
+------------------------------------ Sparkd launched --------------------------------
+```
+
+You will see any Sdk log messages as well as any log messages at or above Warning level from other parts of the system.  If you need additional diagnostic information more details logs are stored in /sparkdata/data/logging/log.  These logs will be automatically deleted when you stop the Docker container.
+
+With sparkd running you can launch the Spark Client (spark_client.cmd) and it will connect to the running server.  Log in with the user "bts" and no password and open a ladder.  You can now select your Algo on the order type dropdown and activate it by clicking on a price on the ladder.
+
+<img src="../myalgo.png" width="150" />
+
+While sparkd is running you can also access the Spark Server Admin interface on [http://localhost:9000](http://localhost:9000).  Use the same "bts" login to access the admin interface. Here you can manage user and account permissions and risk limits.
+
+## Debugging
+
+You can debug your algo using gdb from the bash command prompt.  
+
+```bts@spark_sdk:/sparkbin$ gdb --args ./sparkd run
+GNU gdb (Ubuntu 8.1-0ubuntu3) 8.1.0.20180409-git
+Copyright (C) 2018 Free Software Foundation, Inc.
+...
+Reading symbols from ./sparkd...done.
+(gdb) break algo_template.cpp:45
+No source file named algo_template.cpp.
+Make breakpoint pending on future shared library load? (y or [n]) y
+Breakpoint 1 (algo_template.cpp:45) pending.
+(gdb) run
+Starting program: /sparkbin/sparkd run
+```
+
+If your editor supports debugging over the ssh protocol you can start sshd from inside the container.
+
+## Next
+
+Continue to [Algo Registration](/server/ref/registration) to learn how Algos are registered with the Spark.

doc/api/content/server/getting-started/download.md

@@ -0,0 +1,79 @@
++++
+title = "Download SDK"
+weight = 2
++++
+
+## Request Access 🔑
+
+To start using the Server SDK you will need to request access though our sales department.  Please email <a href="mailto:info@bluetradesys.com">info@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
+
+## Download
+
+Download the latest SDK image here: [spark_sdk.zip](https://api.bluetradesys.com/download/spark_sdk.zip)
+
+Unzip that folder into a working directory. Inside you should see something like this:
+
+```
+spark_sdk.img
+client/
+spark_client.cmd
+examples/
+```
+
+## Import 
+
+Import the spark_sdk image into docker using the `docker load` command.
+{% clipable() %}
+docker load < spark_sdk.img
+{% end %}
+
+<div class="info">
+<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
+<strong>If you see this error it means Docker Desktop is not running:</strong>
+
+
+error during connect: Get http://%2F%2F.%2Fpipe%2Fdocker_engine/v1.40/images/json: open //./pipe/docker_engine: The system cannot find the file specified. In the default daemon configuration on Windows, the docker client must be run elevated to connect. This error may also indicate that the docker daemon is not running.
+</div>
+
+Confirm that the import worked by running `docker images` which should list the new image.
+```
+c:\bts> docker images
+REPOSITORY                          TAG            IMAGE ID            CREATED             SIZE
+bluetradingsystems/spark_sdk        latest         e2be89436e73        4 hours ago         3.89GB
+```
+
+<!-- 
+## Run 
+
+Start the docker container by running
+```
+docker run -d -v %CD%:/work --name spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 8000:8000 -p 8001:8001 -p 8008:8008 bluetradingsytems/spark_sdk
+```
+<div class="linux">
+<i class="fa fa-linux fa-fw" aria-hidden="true"></i>
+If you are using Linux or Mac replace <strong>%CD%</strong> with <strong>$PWD</strong>.
+</div>
+
+The first time you invoke `docker run` you may be prompted to "share" your filesystem with Docker.  This usually works fine but if you run into trouble, see <a href="">Docker Desktop for Windows tips</a> on avoiding common problems.
+
+## Success 🎉
+Docker is now running the spark SDK image.  If you are on Windows or Mac it is running inside a virtual Linux machine. You can see that is is running by typing `docker ps` to list running docker containers.  If you restart the Docker Desktop application you will need to start the spark_sdk image again using `docker start spark_sdk`.
+
+You should now be able to access an admin interface at http://localhost:8008/ which will let you stop and start the spark server process. 
+-->
+
+## Update
+
+To update your Spark SDK simply download an unzip a new [spark_sdk.zip](https://api.bluetradesys.com/download/spark_sdk.zip) and use `docker load < spark_sdk.img` to overwrite the old image with the new one.
+
+To preserve the old image so you can go back to it later run `docker tag spark_sdk spark_sdk:your_custom_tag` before loading the new SDK image.
+
+<!--
+Then stop, remove and restart spark_sdk.
+```
+c:\bts> docker stop spark_sdk
+c:\bts> docker rm spark_sdk
+c:\bts> docker run -d -v %cd%:/sdk --name spark_sdk bluetradingsytems/spark_sdk
+
+``` -->
+

doc/api/content/server/getting-started/install.md

@@ -0,0 +1,57 @@
++++
+title = "Install Prerequisites"
+weight = 1
++++
+
+These instructions assume you are using Microsoft Windows but you should be able to follow them on a Linux or Mac with minor modifications.  
+
+{% linux() %}
+When there is a significant difference on non-Windows platforms it will be called out in a box like this one.
+{% end %}
+{% info() %}
+Tips or solutions to common problems will be highlighted in a box like this.
+{% end %}
+
+The minimum hardware requirements for using the SDK are:
+- **12 GB** RAM (preferably 16 GB or more)
+- 4 CPU cores
+- 20 GB free hard disk space
+
+The Spark SDK uses a tool called Docker to distribute all of the tools you need to build and test your trading algorithm ("Algo").  Once you have Docker installed you can download and import the Spark SDK image and be ready to start developing your Algo in a few minutes. 
+
+## Docker
+
+Download and install <a href="https://www.docker.com/products/docker-desktop" target="_blank">Docker Desktop for Windows/Mac. <i class="fa fa-fw fa-window-restore" aria-hidden="true"></i></a>
+
+<div class="linux">
+<i class="fa fa-linux fa-fw" aria-hidden="true"></i>
+If you are using Linux follow the <a href="https://docs.docker.com/install/#supported-platforms">official install instructions for Docker for your distribution.</a>
+</div>
+
+During the install Docker may ask you to enable virtualization support and reboot.
+
+Once Docker Desktop is installed and running it will create an icon in your system tray area that looks like the Docker logo.  
+![](../docker_tray.png)
+
+Right click on the tray icon and choose 'Settings' and choose the 'Advanced' tab.
+
+Ensure that the docker image has 8192 MB of memory and at least 2 cores.  Memory that you assign to the docker image will not be available to Windows/Mac while Docker is running. CPU cores are shared with the host OS.  Since you are going to use this image to compile your Algo it makes sense to allow Docker to use all available cores.
+
+<img src="../docker_config.png" width="640" >
+
+## Sharing
+
+You need to give Docker access to the Windows drive where your source code is kept. 
+
+Open Settings -> Shared Drives and check the drive where you intend to keep your Algo source code.
+
+<div class="info">
+<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
+If you run into trouble with drive sharing, see <a href="https://code.visualstudio.com/docs/remote/troubleshooting#_docker-desktop-for-windows-tips">Docker Desktop for Windows tips</a> on avoiding common problems.
+</div>
+
+## Editor
+
+The Server SDK includes a complete configuration for C++ development with the <a href="https://code.visualstudio.com/" target="_blank">Visual Studio Code <i class="fa fa-fw fa-window-restore" aria-hidden="true"></i></a> editor.  If you are a new to C++ development on a Linux system we recommend you give this a try as it's the easiest way to get up and running quickly. Of course, If you have a different editor that you prefer we fully support that as well.
+
+

doc/api/content/server/getting-started/overview.md

@@ -0,0 +1,44 @@
++++
+title = "Overview"
+weight = 0
++++
+
+Using the **Spark Server SDK**, users can create new order types ("Algos"). In this case, users implement the new functionality in C++, producing a shared library that is loaded at run time by our Spark Server.
+
+If you are interested in accessing Spark server remotely, please see the [Spark Client SDK](/client/).
+
+## Speed
+
+The Spark platform offers a sub-10 microsecond socket to socket response times for algorithmic trading.  With the **Spark Server SDK**, you can create your order types in high-performance C++ and load them into the Spark server. 
+
+Since your order is running inside the Spark Server, there is virtually no overhead allowing your algorithm to take full advantage of the speed Spark offers. Hosting a high-performance language like C++ directly in the Spark server process allows it to respond to the market thousands of times faster than an Algo built using a proprietary drag and drop tool.
+
+
+## Easy to Get Started
+
+If you are not actively developing with C++, it can be time-consuming to set up a complete development environment from scratch.  That is why we provide a full development environment out of the box with [Docker](https://docker.io) so you can download and try the Server SDK quickly and easily. 
+
+Docker works across Windows, macOS, and Linux, so you don't need to change your development environment to try the Spark API. Docker also ensures that all of the dependencies you need are packaged together in one image, so you know it will work out of the box, no matter the platform.
+
+## Implementation
+
+Creating a new Algo begins with implementing a standard C++ class derived from IAlgoOrder. Start from the [algo_template](/server/samples/template) example to get going quickly.
+
+The first call your new Algo receives is [do_before_launch](/server/ref/initialization#before-launch), which is an opportunity to validate parameters and allocate any long-lived resources needed during execution.  Next, it receives either [do_launch](/server/ref/initialization#launch-launch-attached) in the case of a new order or [do_launch_attached](/server/ref/initialization#launch-launch-attached) if the order is attaching to an existing order.
+
+The Algo receives a reference to [IAlgoServices](/server/ref/subscriptions/), which is how it calls out to the Spark system.  It will use [IAlgoServices](/server/ref/subscriptions/) to subscribe to market events, launch and control child orders, and communicate its state to the larger Spark system.
+
+## Fully Integrated
+
+When a Spark Server plugin is loaded, it registers its exposed Algos with the Spark Server though the [init_spark_plugin](/server/ref/registration) callback.  This callback allows the Algo to describe the parameters it expects so they can be automatically entered in the [Spark Client](https://www.bluetradingsystems.com/bts-spark/).
+
+<img src="../myalgo.png" width="150" />
+<img src="../paramsui.png" width="460" />
+
+Compose your Algo with out of the box Algos in the [Spark Algo Studio](https://www.bluetradingsystems.com/news/155-bts-algo-studio-provides-algo-library-with-customization-functionality) to create new functionality on the fly.
+
+<img src="../algostudio.png" width="548" /><br />
+<img src="../iced_algo.png" width="460" />
+
+
+

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

@@ -0,0 +1,7 @@
++++
+title="Reference"
+template="documentation.html"
+sort_by="weight"
+weight = 2
++++ 
+

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

@@ -0,0 +1,8 @@
++++
+title = "Questions"
+weight = 40
++++
+
+## I need to make a call that might take a few seconds. What is the best way to do this?
+
+Create a background thread in [do_before_launch](/server/ref/initialization#before-launch) or [do_launch](/server/ref/initialization#launch-launch-attached) to do the work.  Use [on_timer](/server/ref/subscriptions#timer) to poll until the result is available.

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

@@ -0,0 +1,97 @@
++++
+title = "Initialization"
+weight = 10
++++
+
+Each Algo derives from IAlgoOrder and overrides virtual methods to receive callbacks from the Spark system.
+
+
+## Before Launch
+
+When an order is activated by a user or by another Algo, the first call it receives is do_before_launch.  This call happens outside of the latency-sensitive path, so it's the place to validate parameters and set up data structures that the Algo might need.
+
+This call returns an OrderOpResult, which allows it to fail and return an error message to its creator.  If a user created this order, this message is displayed in the [Activity Log](https://www.bluetradingsystems.com/docs/bts_spark/Help/#activity-log) and across the bottom of the ladder.
+
+Every SDK Algo is a "Dynamic" Algo since it's parameters are defined during [registration](/server/ref/registration/). Use the `get_if<T>` helper to retrieve a named parameter from the `order_params` collection as a `std::option<T>`.  If a parameter has a valid default value you can use `std::option::value_or(...)` to set default values for missing parameters.  If a parameter *must* exist or must be within a certain valid range, return an error to the caller.
+
+```cpp
+OrderOpResult MyAlgo::do_before_launch(IBeforeLaunchAlgoServices& serv) {
+   auto& def = serv.definition();
+   auto& params = def.custom_def().dynamic().order_params();
+   auto mqi = get_if<uint32_t>(params, "Min Quantity");
+   if (!mqi || mqi.value() == 0)
+      return OrderOpResult{
+          ORDER_ERROR_INVALID_ORDER_DEFINITON,
+          "Min Quantity parameter must be defined and non zero"};
+}
+```
+
+<div class="info">
+<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
+The parameters are defined during <a href="/server/ref/registration/">registration</a> by the <a href="/server/ref/registration/#dynamicorderdescriptor">DynamicOrderDescriptor</a>.
+</div>
+
+### IBeforeLaunchAlgoServices
+
+IBeforeLaunchAlgoServices is passed to `do_before_launch` and allows the Algo to query its environment.
+
+```cpp
+class IBeforeLaunchAlgoServices {
+ public:
+   // The OrderDefinition for this algo
+   virtual api::orderman::OrderDefinition const &definition() const = 0;
+
+   // The security this algo is paramterized with (also available from
+   // definition())
+   virtual api::Security const &security() const = 0;
+
+   // The unique order key for this algo
+   virtual OrderKey order_key() const = 0;
+
+   // The parent key for this algo's parent or null_order_key() if the
+   // algo does not have a parent
+   virtual OrderKey parent_order_key() const = 0;
+
+   // The security identified by k or nullptr if no such security exists
+   virtual api::Security const *lookup_security(SecurityKey k) const = 0;
+
+   // Wheter this algo is being attached to an existing order.
+   // If an algo does not support attaching it can return an error 
+   // if is_attaching() == true from do_before_launch.
+   virtual bool is_attaching() const = 0;
+
+   // Build a child template that can later can be used to quickly
+   // launch child orders. The reserve parameter indicates how many
+   // orders should be created ahead of time, before they are
+   // launched. This is usefull to remove the relatively expensive
+   // order creation operation to a background thread.
+   virtual ChildTemplate &
+   make_child_template(api::orderman::OrderDefinition const &child_def,
+                       size_t reserve = 1) = 0;
+
+   // Get the current time
+   virtual TimeStamp get_time() const;
+};
+```
+
+
+## Launch / Launch Attached
+
+Depending on the state of `is_attaching()` the next call will either be `do_launch` or `do_launch_attached`.  The only difference is that in `do_launch_attached` the existing OrderKey and ChildState are provided.
+
+`do_launch` and `do_launch_attached` are in the latency-sensitive path and should not do more work than needed.  These functions get a reference to `IAlgoServices`, which is a superset of the functionality available on `IBeforeLaunchAlgoServices`.  Most Algos should store a pointer or reference to this object for managing child orders (it has a stable address).
+
+Now is the time to use `IAlgoServices` to subscribe to market events that are relevant to your Algo and create any child orders that need to exist at the start of your Algo. You can safely call IAlgoServices from any `IAlgoOrder` callback.
+
+To learn more about subscribing to events see [subscriptions](/server/ref/subscriptions).
+
+### Things to do in the launch callback
+☑ Store a reference to IAlgoServices  
+☑ Subscribe to relevant market events  
+☑ Launch a child order?
+
+
+## Update
+
+If the user or parent Algo changes the order parameters (price, size, or the custom parameters defined during registration), Spark calls the `do_update` callback with the new parameters.  It is up to the Algo to decide how to apply the new parameters to update the running state.  It can do this by canceling, changing, or adding new child orders. 
+

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

@@ -0,0 +1,88 @@
++++
+title = "Child Orders"
+weight = 30
++++
+
+Every Algo must, at some point, launch a child order to be useful. Each child order can be another Algo or regular exchange order.  When the child order is updated or filled, those changes are also sent to the parent.
+
+
+# Templates
+
+Since launching a child order is one of the most latency-sensitive things an Algo can do, the Server SDK enables you to create a child template.  An order template prepares an order based on a known OrderDefinition and gets it ready to send on a background thread.  When the Algo determines it is time to send the order, it only needs to provide the price and quantity to complete and send the order.  If an Algo expects to send multiple child orders, it can reserve more than one.  Preparing a child template is typically done in [do_before_launch](http://127.0.0.1:1111/server/ref/initialization/#before-launch) callback.
+
+```cpp
+virtual ChildTemplate& 
+    IBeforeLaunchAlgoServices::make_child_template(
+        api::orderman::OrderDefinition const &child_def,
+        size_t reserve = 1);
+```
+
+# Launch
+
+IAlgoServices provides two overloads for launching child orders.  By default, launching a child order automatically subscribes the Algo to its state changes.
+
+Launch a child order from a template if you have one prepared. This is the fastest option.
+```cpp
+OrderKey IAlgoServices::launch_child(ChildTemplate&, Price, Quantity, bool subscribe = true);
+```
+Launch a child order by constructing an OrderDefinition as needed.
+```cpp
+OrderKey launch_child(OrderDefinition const &, Price, Quantity, bool subscribe = true);
+```
+
+When a child is launched its `OrderKey` is returned to the caller.  This ID can be used to update, cancel, or detach the child order.
+
+## Update
+
+To update an existing child order, call update_child and pass an Update.  The Update type lets you change the price, size or the entire OrderDefinition. You only need to specify the fields that you intend to update so only set the price() field if that is what you are changing.
+
+```cpp
+void IAlgoServices::update_child(OrderKey child, api::orderman::Update const &);
+```
+
+## Cancel
+
+To cancel an existing child order call `cancel_child`.  When the order is canceled you will receive an update though the `on_child_change` callback.
+
+```cpp
+void IAlgoServices::cancel_child(OrderKey child);
+```
+
+## Detach
+
+The lifetime of a child order is tied to its parent.  If a parent is canceled or completed child orders are automatically stopped as well.  If the Algo needs to launch an order that will continue after the Algo ends use `detach_child` to sever the connection.  This order hierarchy can be viewed in the Spark [Order Book](https://www.bluetradingsystems.com/docs/bts_spark/Trading/#order-book).
+
+```cpp
+void IAlgoServices::detach_child(OrderKey child);
+```
+To detach all children at once use `detach_all_children`.
+
+```cpp
+void IAlgoServices::detach_all_children();
+```
+
+# Child Updated
+
+When a child order is updated the parent receives the `on_child_change` callback with an updated ChildState object.
+
+```cpp
+void on_child_change(OrderKey, ChildState const &) override;
+
+struct ChildState {
+   Price price;
+   Quantity quantity;
+   Quantity total_fills;
+   Price avg_price;
+   Quantity last_fills;
+   Price last_price;
+   ChildStatus status;
+   Quantity fills_at_attach_time;
+};
+```
+
+<!--
+To talk about:
+- updating fills (update_fill_state)
+- handling child finished (unexpected cancel)
+-->
+

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

@@ -0,0 +1,92 @@
++++
+title = "Registration"
+weight = 1
++++
+
+When Spark Server starts, it loads all plugins listed in the /sparkbin/plugins directory and calls an exported function named `init_spark_plugin` which must have the following signature.
+
+```cpp
+extern "C" void init_spark_plugin(bts::SparkServices &serv) { }
+```
+
+The `init_spark_plugin` function registers the Algo with a DynamicOrderDescriptor. Once registered, the Algo appears in the [Spark ladder](https://www.bluetradingsystems.com/docs/bts_spark/Trading/#ladder) and the [Algo Studio](https://www.bluetradingsystems.com/docs/bts_spark/Trading/#algo-studio).
+
+To register an Algo call `register_dynamic_algo_order` on the provided bts::SparkServices instance. This function takes the DynamicOrderDescriptor and a function that is called to construct the IAlgoOrder. A single init_spark_plugin can call register_dynamic_algo_order multiple times to register multiple Algos.
+
+The DynamicOrderDescriptor must have a dynamic_order_type (name), or the registration will fail.
+
+```cpp
+   DynamicOrderDescriptor desc;
+   desc.set_dynamic_order_type("My Algo");
+   auto result = 
+      serv.register_dynamic_algo_order(
+       desc, []() { return std::make_unique<MyAlgo>(); });
+   if (result != bts::AlgoRegistrationResult::SUCCESS) {
+       // Algo failed to register
+   }
+```
+
+
+## DynamicOrderDescriptor
+
+The DynamicOrderDescriptor describes the type of parameters that the Algo accepts.  These inputs can come either from the user manually entering them or from a parent Algo.  Spark Algos are composable, so one Algo can activate another.  See [Child Orders](/server/ref/orders) for more on how to activate custom order types as child orders.
+
+Add parameters to the DynamicOrderDescriptor by calling `add_param_desc()` and setting the name and parameter type.
+
+```cpp
+   *desc.add_param_desc() = param_bool("Enable Feature");
+   *desc.add_param_desc() = param_uint32("Feature Quantity");
+```
+
+The above parameters look like this when rendered in the Spark ladder.
+
+<img src="../paramsui.png" width="460" />
+
+And like this when viewed in the Spark order book.
+
+<img src="../orderbook_truncated.png" width="988" />
+
+Each descriptor can be one of the following types:
+```
+// Primitive
+int32
+uint32
+double
+string
+bool
+// Complex
+Order
+Array
+Struct
+```
+
+**Currently the Spark UI only renders parameters with primitive types.**  The complex types can only be provided by a parent order.
+
+### Order
+
+This parameter type indicates that another order type parameterizes this Algo. When the Algo needs to create a child order, it can use this parameter type to create a custom order type instead of defaulting to a limit order.
+
+For example, an Algo might be designed to wait for a specific market condition before putting in an order.  Instead of placing a limit order when the condition is met, the user can specify that it should an IceBerg order.  The Algo doesn't need special logic to handle different child order types.
+
+### Array
+
+An array parameter is a collection of the same type of parameter.  If your Algo needed to behave differently depending on a table of prices, you could send that list in though an array parameter.
+```cpp
+    *desc.add_param_desc() = 
+        param_array("Price Points", 
+            param_double("unused").param_type());
+```
+
+### Struct
+
+A struct parameter is a set of named parameter types similar to the entire DynamicOrderDescriptor.  The struct parameter type can be combined with the array type to handle tabular data.
+
+```cpp
+    *desc.add_param_desc() = 
+        param_array("Step Table", 
+            param_struct("", {
+                param_uint32("Market Quantity"),
+                param_uint32("Order Quantity")
+            }).param_type());
+```
+

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

@@ -0,0 +1,69 @@
++++
+title = "Subscriptions"
+weight = 20
++++
+
+An Algo exists to observe changes in the market and respond to them. When the Algo is [launched](1/server/ref/initialization/#launch-launch-attached) it uses IAlgoServices to subscribe to the events it needs to operate.  Each subscribe call is paired with a matching unsubscribe call, which takes the same argument to unsubscribe.
+
+# Book
+
+Subscribe to book updates for the specified security call use subscribe_book and unsubscribe book.
+```cpp
+// Subscribe to book updates for the specified security
+void IAlgoServices::subscribe_book(SecurityKey);
+void IAlgoServices::unsubscribe_book(SecurityKey);
+
+// You implement
+virtual void on_book(SecurityKey, Book const &) override;
+```
+Get the `SecurityKey` of the current security using:
+```cpp
+services.subscribe_book(SecurityKey(algo_services().security().id()));
+```
+If your Algo needs to subscribe to other securities, their keys must be passed in as parameters.
+
+
+To get the details of a security use
+```cpp
+api::Security const* IBeforeLaunchAlgoServices::lookup_security(SecurityKey k) const = 0;
+```
+
+# Timer
+To handle time-based logic, an Algo can subscribe to a common timer event that is invoked once every 10 milliseconds.  Use the TimeStamp class from `bts_chrono.h` to efficiently handle time calculations.
+```cpp
+// Subscribe to a periodic 10ms timer
+void IAlgoServices::subscribe_timer();
+// You implement
+virtual void on_timer() override;
+```
+
+# Ticker
+The status callback is called when the market for this security opens, closes, or has some other state transition.
+```cpp
+// Subscribe to trade ticker
+void IAlgoServices::subscribe_ticker(SecurityKey);
+// You implement
+void on_ticker(SecurityKey, TradeVector const&) override;
+```
+
+# Trading Status
+
+The status callback is called when the market for this security opens, closes, or has some other state transition.
+```cpp
+// Subscribe to security trading status
+void IAlgoServices::subscribe_status(SecurityKey);
+// You implement
+virtual void on_status(SecurityKey, co2::TradingStatus) override;
+```
+
+# Child Orders
+
+When an Algo launches a child order, it is subscribed to the changes on that child automatically.  If the Algo unsubscribes from those changes, it can re-subscribe using this method.
+
+```cpp
+// Subscribe to child order updates for the specified child order.
+void IAlgoServices::subscribe_child_change(OrderKey);
+// You implement
+virtual void on_child_change(OrderKey, ChildState const &) override;
+```
+

doc/api/content/server/samples/_index.md

@@ -0,0 +1,7 @@
++++
+title="Samples"
+template="documentation.html"
+sort_by="weight"
+weight = 3
++++ 
+

doc/api/content/server/samples/join.md

@@ -0,0 +1,354 @@
++++
+title = "Join"
+weight = 10
++++
+
+
+Join starts working N ticks away from the market (usually) and then watches for the opposite inside to become same side inside market; if there is then enough size on that market, it will join.
+
+<div class="info">
+<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
+This sample is part of the Server SDK examples included in the <a href="/server/getting-started/download/">spark_sdk.zip download</a>. 
+</div>
+
+```cpp
+#include "spark/lib/config/config.h"
+#include "spark/lib/config/protos/system.pb.h"
+#include "spark/lib/domain_model/Security.h"
+#include "spark/lib/orderman/orders/server/IAlgoOrder.h"
+#include "spark/lib/orderman/orders/server/IAlgoServices.h"
+#include "spark/lib/plugin/SparkServices.h"
+
+#include "spark/lib/orderman/order_factory/IOrderFactory.h"
+#include "spark/lib/orderman/orderman_utils/Book.h"
+#include "spark/lib/orderman/orderman_utils/orderman_utils.h"
+#include "spark/lib/utils/PBUtils.h"
+
+using namespace bts::api::orderman;
+using namespace bts::orderman;
+
+namespace bts {
+namespace order_example {
+
+// Join starts working N ticks away from the market (usually) and then
+// watches for the opposite inside to become same side inside market;
+// if there is then enough size on that market, it will join.
+class DynamicJoin : public IAlgoOrder {
+ public:
+   DynamicJoin();
+   ~DynamicJoin();
+
+   OrderOpResult do_before_launch(IBeforeLaunchAlgoServices &) override;
+   void do_launch(IAlgoServices &) override;
+   void do_launch_attached(IAlgoServices &, OrderKey, ChildState) override;
+   void do_update(api::orderman::Update const &) override;
+   void on_book(SecurityKey, Book const &) override;
+   void on_child_change(OrderKey, ChildState const &) override;
+
+ private:
+   enum class Status;
+   struct PImpl;
+   std::unique_ptr<PImpl> me;
+
+   IAlgoServices &algo_services() const;
+   void try_to_join();
+};
+
+// The three stages our algo goes through. We start by waiting to
+// observe the book for our security (WAITING_FOR_MD). Once we have a
+// book we use it to derive our target price and we continue to
+// monitor the book to see if we should join the market
+// (WAITING_TO_JOIN). Once the size and price constraints are met we
+// jump to the target price (JOINED). We remain in the JOINED state
+// until our order is filled or canceled.
+enum class DynamicJoin::Status { WAITING_FOR_MD, WAITING_TO_JOIN, JOINED };
+
+// All state information needed for this algo
+struct DynamicJoin::PImpl {
+   IAlgoServices *algo_services;
+   Quantity min_quantity_to_join;
+   Status status = Status::WAITING_FOR_MD;
+   OrderKey child_key = null_order_key();
+   ChildTemplate *child_template = nullptr;
+   Book book_at_inception;
+   Book last_book;
+};
+
+DynamicJoin::DynamicJoin() : me(new PImpl()) {}
+DynamicJoin::~DynamicJoin() {}
+IAlgoServices &DynamicJoin::algo_services() const { return *me->algo_services; }
+
+// This is called outside of the latency sensitive path
+// once. Expensive initialization should be done here, rather than 
+// in do_launch()
+OrderOpResult DynamicJoin::do_before_launch(IBeforeLaunchAlgoServices &serv) {
+   auto &def = serv.definition();
+   bts_assert(def.has_custom_def());
+   bts_assert(def.custom_def().has_dynamic());
+
+   // Validate our parameters, returning an error if we find a
+   // problem.  If an error is returned here the order will be
+   // abandoned.
+   auto &params = def.custom_def().dynamic().order_params();
+   auto mqi = get_if<uint32_t>(params, "Min Quantity");
+   if (!mqi || mqi.value() == 0) {
+      return OrderOpResult{
+          ORDER_ERROR_INVALID_ORDER_DEFINITON,
+          "Min Quantity parameter must be defined and non zero"};
+   }
+
+   me->min_quantity_to_join = Quantity(mqi.value());
+
+   if (!serv.is_attaching()) {
+      // If we are not attaching, create a child template so we can
+      // quickly launch our child when the time comes.
+
+      // We will be sending a limit order with the same side,
+      // security, trader, account, etc, as this algo order, so just
+      // copy our definition to the child definition to start with.
+      auto child_def = def;
+      // Now add a limit order component to mark our child as a limit
+      // order. Limit orders do not require any extra parameters
+      // beyond those already inherited from this algo order
+      // (i.e. beyond what we obtained through serv.definition()) so
+      // we can just use a default constructed LimitOrderDefinition.
+      *child_def.mutable_custom_def()->mutable_limit() = LimitOrderDefinition{};
+      // Now just build the child template and cache it for future use
+      me->child_template = &(serv.make_child_template(child_def));
+   } else {
+      // If we are attaching to an existing order then we do not need
+      // to spawn a new child, so there is no need to setup a child
+      // template
+   }
+
+   // All is good, return a default constructed OrderOpResult which
+   // indicates success.
+   return {};
+}
+
+// Called in the latency sensitive path, once, when the algo is first
+// launched.
+void DynamicJoin::do_launch(IAlgoServices &services) {
+   // Cache our algo services
+   me->algo_services = &services;
+
+   LOG(OrderMan, Diag, "Lauching DynamicJoin k: {} ",
+       algo_services().order_key().value());
+
+   // Launch our child order
+   me->child_key =
+       services.launch_child(*me->child_template, algo_services().price(),
+                             algo_services().quantity());
+
+   // Subscribe to market data
+   services.subscribe_book(SecurityKey(algo_services().security().id()));
+}
+
+// Called in the latency sensitive path, once, when the algo is first
+// launched. In this case the algo is provided with an existing order
+// it is now responsible for managing.
+void DynamicJoin::do_launch_attached(IAlgoServices &services,
+                                     OrderKey attached_order, ChildState st) {
+   // The order was launched and attached to an existing order, with
+   // key 'attached_order' and current state 'st'
+
+   // Cache our algo services
+   me->algo_services = &services;
+
+   LOG(OrderMan, Diag,
+       "Lauching DynamicJoin k: {} Attached to existing order: {}",
+       algo_services().order_key().value(), attached_order.value());
+
+   // Cache the key of the attached order we will be managing
+   me->child_key = attached_order;
+
+   // Subscribe to market data
+   services.subscribe_book(SecurityKey(services.security().id()));
+
+   // Simulate a child change so we can update our own state to
+   // reflect that of the child order we attached to. From this point
+   // forward there is no distinction between an algo instance that
+   // spawned a new child order and one that attached to an existing
+   // order.
+   on_child_change(attached_order, st);
+}
+
+// Called when a human (or a supervising algo) updates a parameter for
+// this algo. The implementation validates the update and depending on
+// the validation outcome either applies the update or terminates the
+// algo.
+void DynamicJoin::do_update(api::orderman::Update const &update) {
+   LOG(OrderMan, Diag, "DynamicJoin k: {} receiving update: {}",
+       algo_services().order_key().value(), utils::pb::to_string(update));
+
+   // Validate update
+   if (update.quantity() == 0) {
+      // An invalid update has been detected so we terminate the
+      // algo, signaling an error. Any child orders launched by
+      // this algo will also be terminated.
+      algo_services().terminate_error("Invalid update");
+      return;
+   }
+
+   // Updates have two parts, a standard part consisting of price and
+   // size and present in all updates, and an optional part that is
+   // specific to the algo in question. Below we check for the
+   // existance of this optional part and validate if present.
+   bool has_new_min_qty = false;
+   if (update.has_custom()) {
+      auto &params = update.custom().dynamic().order_params();
+      auto mqi = params.find("Min Quantity");
+
+      if (mqi == params.end() || mqi->second.as_uint32() == 0) {
+         algo_services().terminate_error(
+             "Minimum quantity to join must be greater than 0");
+         return;
+      }
+      has_new_min_qty = true;
+      me->min_quantity_to_join = Quantity(mqi->second.as_uint32());
+   }
+
+   // Update is good, forward it to our child
+   Update child_update;
+   child_update.set_price(update.price());
+   child_update.set_quantity(update.quantity());
+   algo_services().update_child(me->child_key, child_update);
+
+   // Try to join again if conditions changed
+   if (me->status == Status::WAITING_TO_JOIN && has_new_min_qty)
+      try_to_join();
+}
+
+// Called when the book for the specified security has changed
+void DynamicJoin::on_book(SecurityKey, Book const &b) {
+
+   // Cache the book, so we can reffer to it in the event of a
+   // parameter change that might allow us to join
+   me->last_book = b;
+
+   LOG(OrderMan, Diag, "DynamicJoin order {} on book. BID: {}@{} ASK: {}@{}",
+       algo_services().order_key().value(), b.side(api::SIDE_BUY)[0].size(),
+       b.side(api::SIDE_BUY)[0].price(), b.side(api::SIDE_SELL)[0].size(),
+       b.side(api::SIDE_SELL)[0].price());
+
+   switch (me->status) {
+   case Status::WAITING_FOR_MD: {
+
+      auto other_side =
+          securities::other_side(algo_services().definition().side());
+      auto &other_side_top = me->last_book.side(other_side)[0];
+
+      if (other_side_top.size() > 0) {
+         // First time we get the opposite side market, we will use
+         // this price as the target price for the join
+         me->status = Status::WAITING_TO_JOIN;
+         me->book_at_inception = b;
+         LOG(OrderMan, Diag,
+             "JoinOrder order {} receiving first book: {} Target: {}",
+             algo_services().order_key().value(),
+             me->min_quantity_to_join.value(), other_side_top.price());
+         try_to_join();
+      }
+   } break;
+   case Status::JOINED:
+      // Nothing to do at this point
+      break;
+   case Status::WAITING_TO_JOIN:
+      // Check if we reached the target and join if so
+      try_to_join();
+      break;
+   }
+}
+
+// Given the current book, our target price and our min quantity
+// parameter, join if appropriate
+void DynamicJoin::try_to_join() {
+   bts_assert(me->status == Status::WAITING_TO_JOIN);
+
+   auto my_side = algo_services().definition().side();
+   auto other_side = securities::other_side(my_side);
+   auto &my_side_psz = me->last_book.side(my_side)[0];
+   auto &opposite_at_inception_psz = me->book_at_inception.side(other_side)[0];
+
+   if (my_side_psz.size() &&
+       my_side_psz.size() >= me->min_quantity_to_join.value() &&
+       securities::is_equal_or_better(
+           my_side, Price(my_side_psz.price()),
+           Price(opposite_at_inception_psz.price()))) {
+
+      // Time to update our child to join the market
+      Update child_update;
+      child_update.set_price(my_side_psz.price());
+      child_update.set_quantity(algo_services().quantity().value());
+      algo_services().update_child(me->child_key, child_update);
+      me->status = Status::JOINED;
+
+      LOG(OrderMan, Diag, "DynamicJoin order {} joined: {}@{}",
+          algo_services().order_key().value(),
+          algo_services().quantity().value(), my_side_psz.price());
+
+   } else {
+      LOG(OrderMan, Diag,
+          "JoinOrder order {} still waiting to join. Order: {}@{} Top of "
+          "the book: {}@{} Target: {}@{}",
+          algo_services().order_key().value(),
+          algo_services().quantity().value(), algo_services().price().value(),
+          my_side_psz.size(), my_side_psz.price(),
+          me->min_quantity_to_join.value(), opposite_at_inception_psz.price());
+   }
+}
+
+// Our child reported a change:
+void DynamicJoin::on_child_change(OrderKey, ChildState const &st) {
+   // Our fill quantity and price is always a reflection of our
+   // child's state
+   algo_services().update_fill_state(st.total_fills, st.last_price);
+
+   switch (st.status) {
+   case ChildStatus::WORKING:
+      // Child order is still working, nothing to do
+      return;
+   case ChildStatus::COMPLETED:
+      // Child order completed, we should also complete
+      algo_services().complete();
+      return;
+   case ChildStatus::CANCELED:
+      // Child order unexpectedly canceled, signal an error and
+      // terminate
+      algo_services().terminate_error("Unexpected child cancel");
+      return;
+   }
+}
+
+// This is called by the spark daemon at startup. In this call we
+// describe our algo's parameters and register a factory function to
+// create an instance of the algo.
+extern "C" void init_spark_plugin(bts::SparkServices &serv) {
+   using namespace bts;
+
+   DynamicOrderDescriptor join_desc;
+
+   // Start by naming our order type
+   join_desc.set_dynamic_order_type("dyn join");
+
+   // Now add a single unsigned int parameter, Min Quantity, that will
+   // determine the minimum quantity that must exist in the book in
+   // order for us to join the market.
+   *join_desc.add_param_desc() = param_uint32("Min Quantity");
+
+   // Associate the descriptor with a builder function and register
+   // that with the Spark server.
+   auto result = 
+      serv.register_dynamic_algo_order(
+       join_desc, []() { return std::make_unique<DynamicJoin>(); });
+
+   if (result != bts::AlgoRegistrationResult::SUCCESS) {
+      // The join_desc has errors
+      // Check the error log for more details
+   }
+}
+
+} // namespace order_example
+} // namespace bts
+
+```

doc/api/content/server/samples/template.md

@@ -0,0 +1,146 @@
++++
+title = "Template"
+weight = 5
++++
+
+A mostly blank Algo template that can be used as a jump-start for developing a new Algo.
+
+<div class="info">
+<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
+This sample is part of the Server SDK examples included in the <a href="/server/getting-started/download/">spark_sdk.zip download</a>. 
+</div>
+
+```cpp
+#include "spark/lib/config/config.h"
+#include "spark/lib/config/protos/system.pb.h"
+#include "spark/lib/domain_model/Security.h"
+#include "spark/lib/orderman/orders/algo/IAlgoOrder.h"
+#include "spark/lib/orderman/orders/algo/IAlgoServices.h"
+#include "spark/lib/plugin/SparkServices.h"
+
+#include "spark/lib/orderman/order_factory/IOrderFactory.h"
+#include "spark/lib/orderman/orderman_utils/Book.h"
+#include "spark/lib/orderman/orderman_utils/orderman_utils.h"
+#include "spark/lib/utils/PBUtils.h"
+
+using namespace bts::api::orderman;
+using namespace bts::orderman;
+
+namespace bts {
+namespace order_example {
+
+// MyAlgo is a blank IAlgoOrder which you can copy when starting a new Algo
+class MyAlgo : public IAlgoOrder {
+ public:
+   MyAlgo();
+   ~MyAlgo();
+
+   OrderOpResult do_before_launch(IBeforeLaunchAlgoServices &) override;
+   void do_launch(IAlgoServices &) override;
+   void do_launch_attached(IAlgoServices &, OrderKey, ChildState) override;
+   void do_update(api::orderman::Update const &) override;
+   void on_book(SecurityKey, Book const &) override;
+   void on_child_change(OrderKey, ChildState const &) override;
+
+ private:
+   IAlgoServices* algo_services;
+   ChildTemplate *child_template = nullptr;
+   OrderKey child_key = null_order_key();
+};
+
+
+MyAlgo::MyAlgo() : algo_services(nullptr) {}
+MyAlgo::~MyAlgo() {}
+
+// This is called outside of the latency sensitive path. 
+// Expensive initialization should be done here, rather than in do_launch()
+OrderOpResult MyAlgo::do_before_launch(IBeforeLaunchAlgoServices &serv) {
+   LOG(Sdk,Info, "MyAlgo: do_before_launch");
+   // If we are not attaching, create a child template so we can
+   // quickly launch our child when the time comes.
+   if (!serv.is_attaching()) {
+      // We will be sending a limit order with the same side,
+      // security, trader, account, etc, as this algo order, so just
+      // copy our definition to the child definition to start with.
+      auto child_def = serv.definition();
+      // Now add a limit order component to mark our child as a limit
+      // order. Limit orders do not require any extra parameters
+      // beyond those already inherited from this algo order
+      // (i.e. beyond what we obtained through serv.definition()) so
+      // we can just use a default constructed LimitOrderDefinition.
+      *child_def.mutable_custom_def()->mutable_limit() = LimitOrderDefinition{};
+      // Now just build the child template and cache it for future use
+      child_template = &(serv.make_child_template(child_def));
+   }
+   // Default constructed result is successful
+   return {};
+}
+
+// Called in the latency sensitive path, once, when the algo is first launched. 
+// If the Algo is attaching to an existing order do_launch_attached is called instead.
+void MyAlgo::do_launch(IAlgoServices &services) {
+   algo_services = &services;
+   // Subscribe to book updates for this security
+   services.subscribe_book(SecurityKey(services.security().id()));
+   // Launch a child limit order
+   child_key = 
+      services.launch_child(*child_template, services.price(), services.quantity());
+   LOG(Sdk,Info, "MyAlgo: do_launch");
+}
+
+// Called in the latency sensitive path, once, when the algo is first
+// launched. In this case the algo is provided with an existing order
+// it is now responsible for managing.
+void MyAlgo::do_launch_attached(IAlgoServices &services,
+                                OrderKey attached_order, ChildState st) {
+   algo_services = &services;
+   // Subscribe to book updates for this security
+   services.subscribe_book(SecurityKey(services.security().id()));
+   // Keep track of the child key
+   child_key = attached_order;
+   LOG(Sdk,Info, "MyAlgo: do_launch_attached");
+}
+
+// Called when a human (or a supervising algo) updates a parameter for
+// this algo. The implementation validates the update and depending on
+// the validation outcome either applies the update or terminates the algo.
+void MyAlgo::do_update(api::orderman::Update const &update) {
+}
+
+// Called when the book for the specified security has changed
+void MyAlgo::on_book(SecurityKey, Book const &b) {
+}
+
+// Our child reported a change
+void MyAlgo::on_child_change(OrderKey, ChildState const &st) {
+}
+
+// This is called by the spark daemon at startup. In this call we
+// describe our algo's parameters and register a factory function to
+// create an instance of the algo.
+extern "C" void init_spark_plugin(bts::SparkServices &serv) {
+   using namespace bts;
+
+   DynamicOrderDescriptor desc;
+
+   // Start by naming our order type
+   desc.set_dynamic_order_type("My Algo");
+
+   *desc.add_param_desc() = param_bool("Enable Feature");
+   *desc.add_param_desc() = param_uint32("Feature Quantity");
+
+   // Associate the descriptor with a builder function and register
+   // that with the Spark server.
+   auto result = 
+      serv.register_dynamic_algo_order(
+       desc, []() { return std::make_unique<MyAlgo>(); });
+
+   if (result != bts::AlgoRegistrationResult::SUCCESS) {
+      // The desc has errors
+      // Check the error log (/sparkdata/data/logging/log) for more details
+   }
+}
+
+} // namespace order_example
+} // namespace bts
+```

doc/api/deploy_to_web.sh

@@ -0,0 +1,9 @@
+#/bin/bash
+
+# ../../externals/linux/bin/zola/zola build
+zola.exe build
+
+rsync -avzL public/ bts@api.bluetradesys.com:/data/sdk/public/
+
+rm -rf ./public/
+

doc/api/sass/_base.scss

@@ -0,0 +1,97 @@
+html, body {
+  font-size: 16px;
+  height: 100%;
+}
+
+body {
+  font-family: "Source Sans Pro", "Open Sans","Helvetica Neue",Helvetica,Arial,sans-serif;
+  line-height: 1.6;
+  // from http://www.heropatterns.com
+  background-color: #0072a2;
+  background-image: url("data:image/svg+xml,%3Csvg xmlns='http://www.w3.org/2000/svg' width='100' height='100' viewBox='0 0 100 100'%3E%3Cg fill-rule='evenodd'%3E%3Cg fill='%234b4b4b' fill-opacity='0.4'%3E%3Cpath opacity='.5' d='M96 95h4v1h-4v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4h-9v4h-1v-4H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15v-9H0v-1h15V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h9V0h1v15h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9h4v1h-4v9zm-1 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm9-10v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm9-10v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm9-10v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-10 0v-9h-9v9h9zm-9-10h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9zm10 0h9v-9h-9v9z'/%3E%3Cpath d='M6 5V0H5v5H0v1h5v94h1V6h94V5H6z'/%3E%3C/g%3E%3C/g%3E%3C/svg%3E");
+
+  color: $foreground;
+
+  // for sticky footer
+  display: flex;
+  flex-direction: column;
+  min-height: 100vh;
+}
+
+a {
+  color: $link-color;
+  text-decoration: none;
+  cursor: pointer;
+  border-bottom: 1px solid rgba(0, 124, 188, 0.25);
+
+  &:hover {
+    border-bottom: 1px solid $link-color;
+  }
+
+  &:visited {
+    color: $link-color;
+  }
+
+  // totally taken from stripe
+  &.button {
+    outline: none;
+    white-space: nowrap;
+    display: inline-block;
+    height: 40px;
+    line-height: 40px;
+    padding: 0 14px;
+    box-shadow: 0 4px 6px rgba(50, 50, 93, 0.11), 0 1px 3px rgba(0, 0, 0, 0.08);
+    background: #fff;
+    border-radius: 4px;
+    font-size: 15px;
+    font-weight: 600;
+    text-transform: uppercase;
+    letter-spacing: .025em;
+    color: #191919;
+    text-decoration: none;
+    transition: all .15s ease;
+    border-bottom: none;
+
+    &:hover {
+      transform: translateY(-1px);
+      text-decoration: none;
+      box-shadow: 0 7px 14px rgba(50, 50, 93, 0.1), 0 3px 6px rgba(0, 0, 0, 0.08);
+    }
+
+    &:active {
+      background-color: #f6f9fc;
+      transform: translateY(1px);
+    }
+  }
+
+  &.white {
+    color: white;
+    border-bottom-color: rgba(255, 255, 255, 0.25);
+
+    &:hover {
+      border-bottom-color: white;
+    }
+
+    &:visited {
+      color: white;
+    }
+  }
+}
+
+pre {
+  padding: 1rem;
+  overflow: auto;
+}
+
+p code, li code {
+  // color: #e6e1dc;
+  // background-color: #383838;
+  color: #191919;
+  background-color: #f5f5f5;
+  white-space: pre-wrap;
+  padding: 3px;
+  border-radius: 3px;
+  font-size: 0.85rem;
+  font-family: monospace;
+  // box-shadow: 0 1px 3px rgba(0,0,0,.1), 0 1px 1px rgba(0,0,0,.1), 0 2px 1px -1px rgba(0,0,0,.12);
+}

doc/api/sass/_docs.scss

@@ -0,0 +1,96 @@
+.documentation {
+  padding: 3rem;
+  display: flex;
+
+  &__sidebar {
+    margin-right: 2rem;
+
+    ul {
+      padding-left: 0;
+      list-style: none;
+    }
+
+    > ul {
+      > li {
+        margin-bottom: 1rem;
+      }
+
+      .documentation__sidebar__title {
+        font-size: 1.25rem;
+        font-weight: bold;
+      }
+
+      ul {
+        margin-top: 0.25rem;
+
+        li {
+          border-left: 1px solid $background;
+          padding-left: 0.75rem;
+          padding-top: 0.25rem;
+          padding-bottom: 0.25rem;
+        }
+
+        li.active a {
+          font-weight: bold;
+          border-bottom: 1px solid $link-color;
+        }
+      }
+    }
+
+  }
+
+  &__content {
+    width: 60%;
+    // Same as the anchor absolute left to not overlap
+    margin-left: 2rem;
+
+    h1, h2, h3, h4, h5, h6 {
+      .zola-anchor {
+        font-size: 1.25rem;
+        visibility: hidden;
+        margin-left: -2rem;
+        text-decoration: none;
+        border-bottom-color: transparent;
+        cursor: pointer;
+      }
+
+      &:hover {
+        .zola-anchor {
+          visibility: visible;
+        }
+      }
+    }
+
+    blockquote {
+      border-left: 10px solid black;
+      padding: 0.25rem 0.5rem;
+      margin-left: 0;
+      font-style: italic;
+    }
+  }
+
+  iframe {
+    width: 100%;
+    min-height: 400px;
+  }
+}
+
+
+@media only screen and (max-width: 1000px) {
+  .documentation {
+    flex-direction: column;
+    padding: 2rem;
+
+    &__content {
+      width: 100%;
+      margin-left: 0;
+    }
+
+    &__sidebar {
+      border-top: 1px solid $background;
+      order: 1;
+      margin-right: 0;
+      margin-top: 1rem;
+    }
+  }
+}

doc/api/sass/_header.scss

@@ -0,0 +1,33 @@
+header {
+  .header__logo {
+    border-bottom: none;
+  }
+
+  nav a {
+    margin-right: 2rem;
+  }
+
+  .header__logo {
+    font-size: 2rem;
+    font-weight: bold;
+
+    &:hover {
+      text-decoration: none;
+    }
+  }
+}
+
+@media only screen and (max-width: 1000px) {
+  header {
+    padding: 1rem 0;
+
+    nav {
+      text-align: center;
+    }
+
+    .header__logo {
+      // to force menu links to be on a line below
+      display: block;
+    }
+  }
+}

doc/api/sass/_index.scss

@@ -0,0 +1,71 @@
+.inverted-colours {
+  background: $foreground;
+  color: $background;
+}
+
+.hero {
+  width: 60%;
+  margin: 0 auto;
+  margin-top: 2rem;
+  margin-bottom: 4rem;
+  text-align: center;
+
+  &__tagline {
+    margin-bottom: 2rem;
+  }
+}
+
+.disabled {
+  opacity: 0.5;
+}
+
+.selling-points {
+  padding: 3rem;
+
+  &__content {
+    display: flex;
+    flex-wrap: wrap;
+  }
+}
+
+.selling-point {
+  // 2 selling points per row on desktop
+  width: 50%;
+  padding: 2rem;
+  padding-top: 1rem;
+}
+
+.selling-header {
+  width: 100%;
+  padding: 1rem;
+  padding-top: 0rem;
+  display: flex;
+  align-items: center;
+  justify-content: center;
+  img {
+    align-self: center;
+    max-width: 70%;
+  }
+}
+
+// and 1 on mobile
+@media only screen and (max-width: 1000px) {
+  .hero {
+    width: 90%;
+    margin-top: 2rem;
+    margin-bottom: 4rem;
+  }
+
+  .selling-points {
+    padding: 2rem;
+  }
+
+  .selling-point {
+    width: 100%;
+    padding: 1rem;
+
+    h2 {
+      text-align: center;
+    }
+  }
+}

doc/api/sass/_layout.scss

@@ -0,0 +1,43 @@
+header {
+  padding: 2rem 3rem;
+}
+
+.container {
+  max-width: 1000px;
+  margin: 0 auto;
+}
+
+@media only screen and (max-width: 1000px)  {
+  .container {
+    max-width: 90%;
+  }
+}
+
+.content {
+  flex-grow: 1;
+
+  &--reversed {
+    background: $foreground;
+    color: $background;
+  }
+}
+
+.linux {
+  padding: 25px 15px;
+  background: #eff0f1;
+  border-radius: 5px;
+  border: 1px solid #0072a2;
+}
+
+.info {
+  padding: 25px 15px;
+  background: #ffffe0;
+  border-radius: 5px;
+  border: 1px solid #383838;
+}
+
+
+footer {
+  text-align: center;
+  padding: 2rem 3rem;
+}

doc/api/sass/_normalize.scss

@@ -0,0 +1,447 @@
+/*! normalize.css v7.0.0 | MIT License | github.com/necolas/normalize.css */
+
+/* Document
+   ========================================================================== */
+
+/**
+ * 1. Correct the line height in all browsers.
+ * 2. Prevent adjustments of font size after orientation changes in
+ *    IE on Windows Phone and in iOS.
+ */
+
+html {
+  line-height: 1.15; /* 1 */
+  -ms-text-size-adjust: 100%; /* 2 */
+  -webkit-text-size-adjust: 100%; /* 2 */
+}
+
+/* Sections
+   ========================================================================== */
+
+/**
+ * Remove the margin in all browsers (opinionated).
+ */
+
+body {
+  margin: 0;
+}
+
+/**
+ * Add the correct display in IE 9-.
+ */
+
+article,
+aside,
+footer,
+header,
+nav,
+section {
+  display: block;
+}
+
+/**
+ * Correct the font size and margin on `h1` elements within `section` and
+ * `article` contexts in Chrome, Firefox, and Safari.
+ */
+
+h1 {
+  font-size: 2em;
+  margin: 0.67em 0;
+}
+
+/* Grouping content
+   ========================================================================== */
+
+/**
+ * Add the correct display in IE 9-.
+ * 1. Add the correct display in IE.
+ */
+
+figcaption,
+figure,
+main { /* 1 */
+  display: block;
+}
+
+/**
+ * Add the correct margin in IE 8.
+ */
+
+figure {
+  margin: 1em 40px;
+}
+
+/**
+ * 1. Add the correct box sizing in Firefox.
+ * 2. Show the overflow in Edge and IE.
+ */
+
+hr {
+  box-sizing: content-box; /* 1 */
+  height: 0; /* 1 */
+  overflow: visible; /* 2 */
+}
+
+/**
+ * 1. Correct the inheritance and scaling of font size in all browsers.
+ * 2. Correct the odd `em` font sizing in all browsers.
+ */
+
+pre {
+  font-family: monospace, monospace; /* 1 */
+  font-size: 1em; /* 2 */
+}
+
+/* Text-level semantics
+   ========================================================================== */
+
+/**
+ * 1. Remove the gray background on active links in IE 10.
+ * 2. Remove gaps in links underline in iOS 8+ and Safari 8+.
+ */
+
+a {
+  background-color: transparent; /* 1 */
+  -webkit-text-decoration-skip: objects; /* 2 */
+}
+
+/**
+ * 1. Remove the bottom border in Chrome 57- and Firefox 39-.
+ * 2. Add the correct text decoration in Chrome, Edge, IE, Opera, and Safari.
+ */
+
+abbr[title] {
+  border-bottom: none; /* 1 */
+  text-decoration: underline; /* 2 */
+  text-decoration: underline dotted; /* 2 */
+}
+
+/**
+ * Prevent the duplicate application of `bolder` by the next rule in Safari 6.
+ */
+
+b,
+strong {
+  font-weight: inherit;
+}
+
+/**
+ * Add the correct font weight in Chrome, Edge, and Safari.
+ */
+
+b,
+strong {
+  font-weight: bolder;
+}
+
+/**
+ * 1. Correct the inheritance and scaling of font size in all browsers.
+ * 2. Correct the odd `em` font sizing in all browsers.
+ */
+
+code,
+kbd,
+samp {
+  font-family: monospace, monospace; /* 1 */
+  font-size: 1em; /* 2 */
+}
+
+/**
+ * Add the correct font style in Android 4.3-.
+ */
+
+dfn {
+  font-style: italic;
+}
+
+/**
+ * Add the correct background and color in IE 9-.
+ */
+
+mark {
+  background-color: #ff0;
+  color: #000;
+}
+
+/**
+ * Add the correct font size in all browsers.
+ */
+
+small {
+  font-size: 80%;
+}
+
+/**
+ * Prevent `sub` and `sup` elements from affecting the line height in
+ * all browsers.
+ */
+
+sub,
+sup {
+  font-size: 75%;
+  line-height: 0;
+  position: relative;
+  vertical-align: baseline;
+}
+
+sub {
+  bottom: -0.25em;
+}
+
+sup {
+  top: -0.5em;
+}
+
+/* Embedded content
+   ========================================================================== */
+
+/**
+ * Add the correct display in IE 9-.
+ */
+
+audio,
+video {
+  display: inline-block;
+}
+
+/**
+ * Add the correct display in iOS 4-7.
+ */
+
+audio:not([controls]) {
+  display: none;
+  height: 0;
+}
+
+/**
+ * Remove the border on images inside links in IE 10-.
+ */
+
+img {
+  border-style: none;
+}
+
+/**
+ * Hide the overflow in IE.
+ */
+
+svg:not(:root) {
+  overflow: hidden;
+}
+
+/* Forms
+   ========================================================================== */
+
+/**
+ * 1. Change the font styles in all browsers (opinionated).
+ * 2. Remove the margin in Firefox and Safari.
+ */
+
+button,
+input,
+optgroup,
+select,
+textarea {
+  font-family: sans-serif; /* 1 */
+  font-size: 100%; /* 1 */
+  line-height: 1.15; /* 1 */
+  margin: 0; /* 2 */
+}
+
+/**
+ * Show the overflow in IE.
+ * 1. Show the overflow in Edge.
+ */
+
+button,
+input { /* 1 */
+  overflow: visible;
+}
+
+/**
+ * Remove the inheritance of text transform in Edge, Firefox, and IE.
+ * 1. Remove the inheritance of text transform in Firefox.
+ */
+
+button,
+select { /* 1 */
+  text-transform: none;
+}
+
+/**
+ * 1. Prevent a WebKit bug where (2) destroys native `audio` and `video`
+ *    controls in Android 4.
+ * 2. Correct the inability to style clickable types in iOS and Safari.
+ */
+
+button,
+html [type="button"], /* 1 */
+[type="reset"],
+[type="submit"] {
+  -webkit-appearance: button; /* 2 */
+}
+
+/**
+ * Remove the inner border and padding in Firefox.
+ */
+
+button::-moz-focus-inner,
+[type="button"]::-moz-focus-inner,
+[type="reset"]::-moz-focus-inner,
+[type="submit"]::-moz-focus-inner {
+  border-style: none;
+  padding: 0;
+}
+
+/**
+ * Restore the focus styles unset by the previous rule.
+ */
+
+button:-moz-focusring,
+[type="button"]:-moz-focusring,
+[type="reset"]:-moz-focusring,
+[type="submit"]:-moz-focusring {
+  outline: 1px dotted ButtonText;
+}
+
+/**
+ * Correct the padding in Firefox.
+ */
+
+fieldset {
+  padding: 0.35em 0.75em 0.625em;
+}
+
+/**
+ * 1. Correct the text wrapping in Edge and IE.
+ * 2. Correct the color inheritance from `fieldset` elements in IE.
+ * 3. Remove the padding so developers are not caught out when they zero out
+ *    `fieldset` elements in all browsers.
+ */
+
+legend {
+  box-sizing: border-box; /* 1 */
+  color: inherit; /* 2 */
+  display: table; /* 1 */
+  max-width: 100%; /* 1 */
+  padding: 0; /* 3 */
+  white-space: normal; /* 1 */
+}
+
+/**
+ * 1. Add the correct display in IE 9-.
+ * 2. Add the correct vertical alignment in Chrome, Firefox, and Opera.
+ */
+
+progress {
+  display: inline-block; /* 1 */
+  vertical-align: baseline; /* 2 */
+}
+
+/**
+ * Remove the default vertical scrollbar in IE.
+ */
+
+textarea {
+  overflow: auto;
+}
+
+/**
+ * 1. Add the correct box sizing in IE 10-.
+ * 2. Remove the padding in IE 10-.
+ */
+
+[type="checkbox"],
+[type="radio"] {
+  box-sizing: border-box; /* 1 */
+  padding: 0; /* 2 */
+}
+
+/**
+ * Correct the cursor style of increment and decrement buttons in Chrome.
+ */
+
+[type="number"]::-webkit-inner-spin-button,
+[type="number"]::-webkit-outer-spin-button {
+  height: auto;
+}
+
+/**
+ * 1. Correct the odd appearance in Chrome and Safari.
+ * 2. Correct the outline style in Safari.
+ */
+
+[type="search"] {
+  -webkit-appearance: textfield; /* 1 */
+  outline-offset: -2px; /* 2 */
+}
+
+/**
+ * Remove the inner padding and cancel buttons in Chrome and Safari on macOS.
+ */
+
+[type="search"]::-webkit-search-cancel-button,
+[type="search"]::-webkit-search-decoration {
+  -webkit-appearance: none;
+}
+
+/**
+ * 1. Correct the inability to style clickable types in iOS and Safari.
+ * 2. Change font properties to `inherit` in Safari.
+ */
+
+::-webkit-file-upload-button {
+  -webkit-appearance: button; /* 1 */
+  font: inherit; /* 2 */
+}
+
+/* Interactive
+   ========================================================================== */
+
+/*
+ * Add the correct display in IE 9-.
+ * 1. Add the correct display in Edge, IE, and Firefox.
+ */
+
+details, /* 1 */
+menu {
+  display: block;
+}
+
+/*
+ * Add the correct display in all browsers.
+ */
+
+summary {
+  display: list-item;
+}
+
+/* Scripting
+   ========================================================================== */
+
+/**
+ * Add the correct display in IE 9-.
+ */
+
+canvas {
+  display: inline-block;
+}
+
+/**
+ * Add the correct display in IE.
+ */
+
+template {
+  display: none;
+}
+
+/* Hidden
+   ========================================================================== */
+
+/**
+ * Add the correct display in IE 10-.
+ */
+
+[hidden] {
+  display: none;
+}

doc/api/sass/_search.scss

@@ -0,0 +1,47 @@
+.search-container {
+  display: inline-block;
+  position: relative;
+  width: 300px;
+
+  input {
+    width: 100%;
+    padding: 0.5rem;
+  }
+}
+
+.search-results {
+  display: none;
+  position: absolute;
+  background: white;
+  color: black;
+  padding: 1rem;
+  box-shadow: 2px 2px 2px 0 rgba(0, 0, 0, 0.5);
+  max-height: 500px;
+  overflow: auto;
+  width: 150%;
+  right: 0;
+
+  &__items {
+    list-style: none;
+  }
+
+  li {
+    margin-top: 1rem;
+    border-bottom: 1px solid #ccc;
+    font-size: 0.9rem;
+
+    &:first-of-type {
+      margin-top: 0;
+    }
+  }
+
+  &__item {
+    margin-bottom: 1rem;
+
+    a {
+      font-size: 1.2rem;
+      display: inline-block;
+      margin-bottom: 0.5rem;
+    }
+  }
+}

doc/api/sass/_themes.scss

@@ -0,0 +1,79 @@
+
+.themes-container {
+  padding: 3rem;
+  width: 80%;
+  margin: 0 auto;
+
+  img {
+    max-width: 100%;
+  }
+}
+
+@media only screen and (max-width: 1000px)  {
+  .themes-container {
+    width: 100%;
+    margin: 0 1rem;
+  }
+}
+
+.themes {
+  display: flex;
+  flex-wrap: wrap;
+  justify-content: space-between;
+
+  .theme {
+    width: 45%;
+    text-decoration: none;
+    cursor: pointer;
+    margin-bottom: 2rem;
+    border-bottom: none;
+    box-shadow: 0 1px 2px rgba(0, 0, 0, 0.4);
+    padding: 10px;
+
+    img {
+      width: 100%;
+      height: 90%;
+    }
+
+    span {
+      display: block;
+      text-align: center;
+      font-size: 1.1rem;
+    }
+  }
+}
+
+.theme-info {
+  display: flex;
+  align-items: flex-start;
+
+  .thumb {
+    box-shadow: 0 1px 2px rgba(0, 0, 0, 0.07);
+    width: 400px;
+    margin-right: 2rem;
+  }
+
+  h1, p {
+    margin: 0;
+  }
+
+  padding: 1rem;
+}
+
+
+@media only screen and (max-width: 1000px)  {
+  .themes .theme {
+    width: 100%;
+  }
+}
+
+@media only screen and (max-width: 1000px)  {
+  .theme-info {
+    flex-direction: column;
+    align-items: center;
+
+    img {
+      margin-bottom: 1rem;
+    }
+  }
+}

doc/api/sass/site.scss

@@ -0,0 +1,19 @@
+@charset "utf-8";
+
+@import "normalize";
+
+*, *:before, *:after {
+  box-sizing: border-box;
+}
+
+$background: #191919;
+$foreground: white;
+$link-color: #007CBC;
+
+@import "base";
+@import "layout";
+@import "header";
+@import "index";
+@import "docs";
+@import "themes";
+@import "search";

doc/api/static/images/logo.svg

@@ -0,0 +1,2 @@
+<?xml version="1.0" encoding="UTF-8"?>
+<svg enable-background="new 0 0 523.438 166.055" version="1.1" viewBox="0 0 523.44 166.06" xmlns="http://www.w3.org/2000/svg"><path d="m297.43 153.29c-18.051-6.698-91.506-40.523-160.87-72.832-69.291-32.28-134.17-62.929-134.17-62.929-2.082-0.983-2.971-3.466-1.987-5.549 0.981-2.079 3.466-2.97 5.548-1.988 0.037 0.02 16.216 7.661 41.09 19.354 24.874 11.695 58.412 27.425 93.046 43.557 69.192 32.242 143.09 66.232 160.25 72.574 20.188 7.443 37.922 12.204 80.113 12.239 30.434 0 73.407-2.559 138.44-8.568 2.288-0.211 4.319 1.474 4.531 3.765 0.208 2.29-1.478 4.324-3.771 4.536-65.152 6.014-108.31 8.602-139.2 8.605h-0.423c-42.393-1e-3 -61.964-5.092-82.59-12.764z" fill="#B3B3B3"/><path d="m45.824 145.9v-138.39h101.28c27.03 0 44.924 12.184 44.924 35.789 0 17.513-8.947 26.27-19.226 29.506 12.564 3.996 21.702 15.039 21.702 31.22 0 25.319-17.516 41.88-44.545 41.88h-104.13zm41.692-60.155v-20.37h59.774c13.707 0 20.179-4.758 20.179-16.751 0-14.658-11.613-16.943-29.507-16.943h-67.96v90.234h70.052c17.325 0 29.889-4.759 29.889-18.276 0-11.423-7.423-17.894-20.939-17.894h-61.488z" fill="#0086BF"/><path d="m149.96 153.4h-104.13v-7.502h7.501-7.501v7.502h-7.504v-153.4h108.78c14.604 0.018 27.473 3.236 37.154 10.583 9.724 7.301 15.384 19.035 15.273 32.71 0.018 10.01-2.623 18.337-7.222 24.554-1.308 1.779-2.755 3.368-4.306 4.774 2.395 1.964 4.557 4.235 6.422 6.792 4.847 6.626 7.594 15.107 7.58 24.606 0.044 14.363-5.105 27.096-14.494 35.896-9.347 8.809-22.486 13.486-37.463 13.486-0.028 1e-3 -0.058 1e-3 -0.088 1e-3zm0-15.007c12.016-0.018 21.114-3.62 27.266-9.402 6.125-5.814 9.736-14.02 9.777-24.973-0.015-6.687-1.835-11.817-4.698-15.757-2.875-3.934-6.891-6.753-11.775-8.315l-22.267-7.085c-0.322 7e-3 -0.645 0.011-0.97 0.012h-52.271v5.367h53.988c7.892 0 15.036 1.876 20.422 6.475 5.429 4.589 8.092 11.651 8.015 18.922 0.016 4.524-1.103 8.88-3.35 12.497-2.236 3.632-5.46 6.38-9.02 8.3-7.172 3.825-15.677 4.938-25.019 4.979h-77.553v-105.24h75.46c6.958 0.014 13.253 0.288 19.035 1.724 5.677 1.383 11.425 4.37 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d="m45.824 145.9v-138.39h101.27c6Line truncated

doc/api/static/search.js

@@ -0,0 +1,180 @@
+function debounce(func, wait) {
+  var timeout;
+
+  return function () {
+    var context = this;
+    var args = arguments;
+    clearTimeout(timeout);
+
+    timeout = setTimeout(function () {
+      timeout = null;
+      func.apply(context, args);
+    }, wait);
+  };
+}
+
+// Taken from mdbook
+// The strategy is as follows:
+// First, assign a value to each word in the document:
+//  Words that correspond to search terms (stemmer aware): 40
+//  Normal words: 2
+//  First word in a sentence: 8
+// Then use a sliding window with a constant number of words and count the
+// sum of the values of the words within the window. Then use the window that got the
+// maximum sum. If there are multiple maximas, then get the last one.
+// Enclose the terms in <b>.
+function makeTeaser(body, terms) {
+  var TERM_WEIGHT = 40;
+  var NORMAL_WORD_WEIGHT = 2;
+  var FIRST_WORD_WEIGHT = 8;
+  var TEASER_MAX_WORDS = 30;
+
+  var stemmedTerms = terms.map(function (w) {
+    return elasticlunr.stemmer(w.toLowerCase());
+  });
+  var termFound = false;
+  var index = 0;
+  var weighted = []; // contains elements of ["word", weight, index_in_document]
+
+  // split in sentences, then words
+  var sentences = body.toLowerCase().split(". ");
+
+  for (var i in sentences) {
+    var words = sentences[i].split(" ");
+    var value = FIRST_WORD_WEIGHT;
+
+    for (var j in words) {
+      var word = words[j];
+
+      if (word.length > 0) {
+        for (var k in stemmedTerms) {
+          if (elasticlunr.stemmer(word).startsWith(stemmedTerms[k])) {
+            value = TERM_WEIGHT;
+            termFound = true;
+          }
+        }
+        weighted.push([word, value, index]);
+        value = NORMAL_WORD_WEIGHT;
+      }
+
+      index += word.length;
+      index += 1;  // ' ' or '.' if last word in sentence
+    }
+
+    index += 1;  // because we split at a two-char boundary '. '
+  }
+
+  if (weighted.length === 0) {
+    return body;
+  }
+
+  var windowWeights = [];
+  var windowSize = Math.min(weighted.length, TEASER_MAX_WORDS);
+  // We add a window with all the weights first
+  var curSum = 0;
+  for (var i = 0; i < windowSize; i++) {
+    curSum += weighted[i][1];
+  }
+  windowWeights.push(curSum);
+
+  for (var i = 0; i < weighted.length - windowSize; i++) {
+    curSum -= weighted[i][1];
+    curSum += weighted[i + windowSize][1];
+    windowWeights.push(curSum);
+  }
+
+  // If we didn't find the term, just pick the first window
+  var maxSumIndex = 0;
+  if (termFound) {
+    var maxFound = 0;
+    // backwards
+    for (var i = windowWeights.length - 1; i >= 0; i--) {
+      if (windowWeights[i] > maxFound) {
+        maxFound = windowWeights[i];
+        maxSumIndex = i;
+      }
+    }
+  }
+
+  var teaser = [];
+  var startIndex = weighted[maxSumIndex][2];
+  for (var i = maxSumIndex; i < maxSumIndex + windowSize; i++) {
+    var word = weighted[i];
+    if (startIndex < word[2]) {
+      // missing text from index to start of `word`
+      teaser.push(body.substring(startIndex, word[2]));
+      startIndex = word[2];
+    }
+
+    // add <em/> around search terms
+    if (word[1] === TERM_WEIGHT) {
+      teaser.push("<b>");
+    }
+    startIndex = word[2] + word[0].length;
+    teaser.push(body.substring(word[2], startIndex));
+
+    if (word[1] === TERM_WEIGHT) {
+      teaser.push("</b>");
+    }
+  }
+  teaser.push("…");
+  return teaser.join("");
+}
+
+function formatSearchResultItem(item, terms) {
+  return '<div class="search-results__item">'
+  + `<a href="${item.ref}">${item.doc.title}</a>`
+  + `<div>${makeTeaser(item.doc.body, terms)}</div>`
+  + '</div>';
+}
+
+function initSearch() {
+  var $searchInput = document.getElementById("search");
+  var $searchResults = document.querySelector(".search-results");
+  var $searchResultsItems = document.querySelector(".search-results__items");
+  var MAX_ITEMS = 10;
+
+  var options = {
+    bool: "AND",
+    fields: {
+      title: {boost: 2},
+      body: {boost: 1},
+    }
+  };
+  var currentTerm = "";
+  var index = elasticlunr.Index.load(window.searchIndex);
+
+  $searchInput.addEventListener("keyup", debounce(function() {
+    var term = $searchInput.value.trim();
+    if (term === currentTerm || !index) {
+      return;
+    }
+    $searchResults.style.display = term === "" ? "none" : "block";
+    $searchResultsItems.innerHTML = "";
+    if (term === "") {
+      return;
+    }
+
+    var results = index.search(term, options);
+    if (results.length === 0) {
+      $searchResults.style.display = "none";
+      return;
+    }
+
+    currentTerm = term;
+    for (var i = 0; i < Math.min(results.length, MAX_ITEMS); i++) {
+      var item = document.createElement("li");
+      item.innerHTML = formatSearchResultItem(results[i], term.split(" "));
+      $searchResultsItems.appendChild(item);
+    }
+  }, 150));
+}
+
+
+if (document.readyState === "complete" ||
+    (document.readyState !== "loading" && !document.documentElement.doScroll)
+) {
+  initSearch();
+} else {
+  document.addEventListener("DOMContentLoaded", initSearch);
+}

doc/api/templates/client.html

@@ -0,0 +1,31 @@
+{% extends "index.html" %}
+
+{% block extra_nav_class %}{% endblock extra_nav_class %}
+{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
+
+{% block content %}
+{% set section = get_section(path="client/_index.md") %}
+<div class="documentation">
+    <aside class="documentation__sidebar">
+        <ul>
+        {% for p in section.subsections %}
+            {% set subsection = get_section(path=p) %}
+            <li>
+                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
+                <ul>
+                    {% for page in subsection.pages %}
+                        <li class="{% if current_path == page.path %}active{% endif %}">
+                            <a href="{{page.permalink}}">{{page.title}}</a>
+                        </li>
+                    {% endfor %}
+                </ul>
+            </li>
+        {% endfor %}
+        </ul>
+    </aside>
+    <div class="documentation__content">
+        {% block doc_content %}
+        {% endblock doc_content %}
+    </div>
+</div>
+{% endblock content %}

doc/api/templates/documentation.html

@@ -0,0 +1,36 @@
+{% extends "index.html" %}
+
+{% block extra_nav_class %}{% endblock extra_nav_class %}
+{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
+
+{% block content %}
+{%if page.extra.section %}
+{% set section = get_section(path="{{page.extra.section}}/_index.md") %}
+{% else %}
+{% set section = get_section(path="server/_index.md") %}
+{% endif %}
+<div class="documentation">
+    <aside class="documentation__sidebar">
+        <ul>
+        {% for p in section.subsections %}
+            {% set subsection = get_section(path=p) %}
+            <li>
+                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
+                <ul>
+                    {% for page in subsection.pages %}
+                        <li class="{% if current_path == page.path %}active{% endif %}">
+                            <a href="{{page.permalink}}">{{page.title}}</a>
+                        </li>
+                    {% endfor %}
+                </ul>
+            </li>
+        {% endfor %}
+        </ul>
+    </aside>
+    <div class="documentation__content">
+        {% block doc_content %}
+        {% endblock doc_content %}
+        {% block next_link %} {% endblock next_link %}
+    </div>
+</div>
+{% endblock content %}

doc/api/templates/index.html

@@ -0,0 +1,101 @@
+<!DOCTYPE html>
+<html lang="en-gb">
+    <head>
+        <meta charset="UTF-8">
+        <meta http-equiv="X-UA-Compatible" content="IE=edge">
+        <meta name="apple-mobile-web-app-capable" content="yes">
+        <link href="https://fonts.googleapis.com/css?family=Source+Sans+Pro:300,400,600" rel="stylesheet" />
+        <meta name="viewport" content="width=device-width, initial-scale=1">
+        <meta name="description" content="{% block description %}{{ config.description }}{% endblock description %}">
+        <meta name="keywords" content="Futures, Options, Derivatives, Trade, Trading, Professional, options trading, futures trading, Software, API, SDK" />
+        <meta name="rights" content="© Blue Trading Systems" />
+        <meta name="author" content="{{ config.extra.author }}">
+        <title>{% block title %}{{ config.title }}{% endblock title %}</title>
+        <link rel="stylesheet" href="{{ get_url(path="site.css") }}"/>
+        <link rel="icon" href="{{ get_url(path="favicon.ico") }}">
+        <link rel="stylesheet" href="https://stackpath.bootstrapcdn.com/font-awesome/4.7.0/css/font-awesome.min.css">
+    </head>
+    <body>
+
+        <header>
+            <nav class="{% block extra_nav_class %}container{% endblock extra_nav_class %}">
+                <a class="header__logo white" href="{{ config.base_url }}">
+                    <img width="100" src="/images/logo.svg">
+                </a>
+                <a class="white" href="{{ get_url(path="@/server/_index.md") }}" class="nav-link">Server SDK</a>
+                <a class="white" href="{{ get_url(path="@/client/_index.md") }}" class="nav-link">Client SDK</a>
+                <a class="white" href="https://www.bluetradingsystems.com/bts-spark" class="nav-link">About Spark</a>
+
+                <div class="search-container">
+                    <input id="search" type="search" placeholder="🔎 Search">
+
+                    <div class="search-results">
+                        <div class="search-results__items"></div>
+                    </div>
+                </div>
+            </nav>
+        </header>
+
+        <div class="content {% block extra_content_class %}{% endblock extra_content_class %}">
+            {% block content %}
+                <div class="hero">
+                    <h1>Spark SDK</h1>
+                    <p class="hero__tagline">
+                        Spark consists of a client UI 
+                        (<a class="white" href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>), 
+                        a high-performance professional futures front end, connected via our proprietary protocol over TCP to our Spark Server, which in turn connects to execution venues via their native protocols.
+                        Use the Spark SDK to extend Spark Server with your custom Algos, then use the Client SDK to launch and control them.
+                    </p>
+                </div>
+
+                <div class="inverted-colours selling-points">
+                    <div class="selling-points__content container">
+                        <div class="selling-header">
+                            <img src="/images/API.png" width="100%" />
+                        </div>
+                        <div class="selling-point">
+                            <h2>
+                                Server SDK 
+                                <i class="fa fa-tachometer" aria-hidden="true"></i>
+                            </h2>
+                            <p>
+                                Leverage the ultra-low latency Spark C++ API to develop and run your custom Algo.  Have your first sub-10 microsecond trading algorithm running in under an hour.
+                            </p>
+                            <a href="{{ get_url(path="@/server/_index.md") }}" class="button">Get started</a>
+                        </div>
+
+                        <div class="selling-point disabled">
+                            <h2>
+                                Client SDK
+                                <i class="fa fa-gamepad" aria-hidden="true"></i>
+                            </h2>
+                            <p>
+                                The Spark client SDK allows you to integrate spark with your existing ecosystem. The Spark Client is built entirely on this simple, powerful API.
+                            </p>
+                            <a href="" class="button" disabled>Get started</a>
+                        </div>
+                        
+                        <!-- <div class="selling-point disabled">
+                            <h2>
+                                Microsoft Excel
+                                <i class="fa fa-table" aria-hidden="true"></i>
+                            </h2>
+                            <p>
+                                More of your business is built on excel than probably should be. Continue this worrying trend with the Spark Excel API.
+                            </p>
+                            <a href="" class="button" disabled>Get started</a>
+                        </div> -->
+                    </div>
+                </div>
+
+            {% endblock content %}
+        </div>
+        <footer>
+            © Blue Trading Systems
+        </footer>
+
+        <script type="text/javascript" src="{{ get_url(path="elasticlunr.min.js") }}"></script>
+        <script type="text/javascript" src="{{ get_url(path="search_index.en.js") }}"></script>
+        <script type="text/javascript" src="{{ get_url(path="search.js") }}"></script>
+    </body>
+</html>

doc/api/templates/page.html

@@ -0,0 +1,25 @@
+{% extends "documentation.html" %}
+
+{% block title %}{{ page.title }} | {{ super() }} {% endblock title %}
+{% block doc_content %}
+    <h1>{{page.title}}</h1>
+    {{page.content | safe}}
+{% endblock doc_content %}
+
+{% block next_link %}
+<p>
+    {% if page.lighter %}
+        <a href="{{ page.lighter.permalink }}">
+            <i class="fa fa-chevron-left fa-fw" aria-hidden="true"></i>
+            Previous
+        </a>
+    {% endif %}
+    &nbsp;
+    {% if page.heavier %}
+        <a href="{{ page.heavier.permalink }}">
+            Next
+            <i class="fa fa-chevron-right fa-fw" aria-hidden="true"></i>
+        </a>
+    {% endif %}
+</p>
+{% endblock next_link %}

doc/api/templates/shortcodes/clipable.html

@@ -0,0 +1,15 @@
+<pre 
+   {% if background %}
+   style="background-color:{{background}};"
+   {% else %}
+   style="background-color:#383838;"
+   {% endif %}
+   >
+<span 
+   {% if color %}
+   style="color:{{color}};"
+   {% else %}
+   style="color:#e6e1dc;"
+   {% endif %}
+><a onclick="navigator.clipboard.writeText('{{body}}')"><i class="fa fa-clipboard fa-underline" style="color: white; text-decoration: none;"></i></a> {{body}}</span>
+</pre>

doc/api/templates/shortcodes/gallery.html

@@ -0,0 +1,7 @@
+{% for asset in page.assets -%}
+  {%- if asset is matching("[.](jpg|png)$") -%}
+    <a href="{{ get_url(path=asset) | safe }}" target="_blank">
+      <img src="{{ resize_image(path=asset, width=240, height=180, op="fill", format="auto") | safe }}" />
+    </a>
+  {%- endif %}
+{%- endfor %}

doc/api/templates/shortcodes/info.html

@@ -0,0 +1,4 @@
+<div class="info">
+<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
+    {{body}}
+</div>

doc/api/templates/shortcodes/linux.html

@@ -0,0 +1,4 @@
+<div class="linux">
+    <i class="fa fa-linux fa-fw" aria-hidden="true"></i>
+    {{body}}
+</div>

doc/api/templates/shortcodes/resize_image.html

@@ -0,0 +1 @@
+<img src="{{ resize_image(path=path, width=width, height=height, op=op) }}" />

doc/user/content/bts_spark/Glossary/_index.md

@@ -3,10 +3,6 @@ title = "Glossary of Terms"
 weight = 9
 sort_by = "weight"
 insert_anchor_links = "right"
-
-
-[extra]
-page_description = "Definitions of common terms used in BTS Spark and this manual"
 +++
 
 

doc/user/content/bts_spark/Help/_index.md

@@ -3,12 +3,12 @@ title = "Help"
 weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
-
-[extra]
-page_description = "Report a problem or find the activity log from the Help module in BTS Spark"
 +++
 
-{{ youtube(id="yGQfr_puT3w") }}
+
+<div>
+   <iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
 
 ## Report a Problem
    If there is any issue at all, you can click here
@@ -18,14 +18,14 @@ page_description = "Report a problem or find the activity log from the Help modu
    send, BTS will get an alert of everything you submitted and will be
    in contact with you shortly.
 
-{{ image(name="image58.png", alt="screenshot") }}
+![](image58.png)
 
 ## About Spark
    Upon launching this, you will see an info window
    which will list what version you are running as well as who is
    currently logged in.
 
-{{ image(name="about_spark.png", alt="screenshot") }}
+![](about_spark.png)
 
 ## Activity log
    This is an overall log viewer which will show
@@ -34,4 +34,4 @@ page_description = "Report a problem or find the activity log from the Help modu
    messages in a text box in the right top corner.
 
  
-{{ image(name="image39.png", alt="screenshot") }}
+![](image39.png)

doc/user/content/bts_spark/Launcher/_index.md

@@ -1,15 +1,15 @@
 +++
-title = "Launcher"
+title = "Module Launcher"
 weight = 2
 sort_by = "weight"
 insert_anchor_links = "right"
-
-[extra]
-page_description = "The basics of the BTS Spark launcher and user interface"
 +++
 
 
-{{ youtube(id="OxVqQBKFIDw") }}
+
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/OxVqQBKFIDw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
 
 -  The module launcher is the first item that will come up after
     logging in to Spark.
@@ -18,7 +18,7 @@ page_description = "The basics of the BTS Spark launcher and user interface"
     each module
 -  It appears like the following:
 
-{{ image(name="image38.png", alt="screenshot") }}
+![](image38.png)
 
 -  If you right-click anywhere on the launcher you can modify
     various display settings including:
@@ -29,7 +29,7 @@ page_description = "The basics of the BTS Spark launcher and user interface"
       -  Ability to exit the front end, this can also be done by simply clicking the “X” on the top right of this window or by clicking on exit from this options window
 -  These options are all displayed like the following:
 
-{{ image(name="image68.png", alt="screenshot") }}
+![](image68.png)
 
 ## Spark User interface
 

doc/user/content/bts_spark/Logging-In-to-the-System/_index.md

@@ -3,21 +3,17 @@ title = "Logging in to the system"
 weight = 1
 sort_by = "weight"
 insert_anchor_links = "right"
-
-[extra]
-page_description = "How to log into BTS Spark"
 +++
 
 
 The shortcut icon will appear on your desktop like below:
 
-{{ image(name="image64.png", alt="BTS icon") }}
+![](image64.png)
 
 Simply double click or single click and hit enter to launch the
     login screen:
 
-{{ image(name="image3.png", alt="login screen") }}
-
+![](image3.png)
 
 Choose your username from the drop down, choose your initial
     workspace, enter your password, and click Login

doc/user/content/bts_spark/Market/_index.md

@@ -3,22 +3,22 @@ title = "Market"
 weight = 4
 sort_by = "weight"
 insert_anchor_links = "right"
-
-[extra]
-page_description = "The BTS Spark Market module contains the Market View and Time and Sales windows"
 +++
 
 
+
 -  This is one of the main items on the module launcher
 -  When hovering over it, it will show 2 different modules which can
     be launched from it, market view and then, time and sales
+-  It appears like the below:
 
-
-{{ image(name="image53.png", alt="screenshot") }}
+![](image53.png)
 
 ## Market View
 
-{{ youtube(id="Y54S1uscT_g") }}
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/Y54S1uscT_g" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
 
 -  This provides a grid of outright, spread, and synthetic products
     showing real-time market data all in one place
@@ -29,7 +29,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
 -  You choose which products you would like to view upon launching it,
     the security browser will appear as shown below:
 
-{{ image(name="image21.png", alt="security picker") }}
+![](image21.png)
 
 -  Click on individual securities that you wish to view and click add,
     they will then show up in the selected securities window below.  If
@@ -45,13 +45,13 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
 -  Below is an example of an outright, spread, all futures, and
     synthetic chosen:
 
-{{ image(name="image14.png", alt="screenshot") }}
+![](image14.png)
 
 -  Clicking OK will bring up the Market View with the selected
     securities you have chosen, in this example, it appears like the
     following:
 
-{{ image(name="market_view.png", alt="screenshot") }}
+![](market_view.png)
 
 -  Once a market view is launched and you are viewing data, you can
     customize the view further by the following:
@@ -61,19 +61,19 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
       -  Filtering - by hovering over the column header, a filtering box
          will appear like below:
 
-      {{ image(name="image66.png", alt="screenshot") }}
+      ![](image66.png)
 
       -  All columns let you sort by that columns minimum and maximum
          information in a box that appears like the following:
 
-      {{ image(name="image24.png", alt="screenshot") }}
+      ![](image24.png)
 
       -  Specifically for the securities column, there is a search box that
          will appear by bringing up the filtering box, which enables users to
          type the security in which they are looking for.  This appears like
          the following:
 
-{{ image(name="image11.png", alt="screenshot") }}
+![](image11.png)
 
 -  Besides viewing the market data, you can do a lot within the market
     view by utilizing the icons to the left of the main window, these
@@ -88,7 +88,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
 
 -  Change securities
 
-      -  Click on the settings icon {{ image(name="change_securities.png", alt="screenshot") }} which will launch the market view security selection.  You can add or remove Securities you have already selected and are shown in the market view.
+      -  Click on the settings icon ![](change_securities.png) which will launch the market view security selection.  You can add or remove Securities you have already selected and are shown in the market view.
 
 -  Launch an order ticket
       -  This is done 1 of 3 ways:
@@ -96,7 +96,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
             or Ask Qty which will bring up an order ticket pre-populated with
             either the Bid or Ask price and volume.
          -  Highlighting a single security and clicking on the order ticket
-            {{ image(name="image23.png", alt="screenshot") }} icon
+            ![](image23.png) icon
             on the left-hand browser window of the market view
          -  Highlighting a single security and right clicking bringing up the
             menu options to launch an order ticket.
@@ -121,7 +121,7 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
 
       -  This is done by either highlighting 1 or many securities and then
          clicking on the Fills icon
-         {{ image(name="image20.png", alt="screenshot") }} on
+         ![](image20.png) on
          the left-hand side to bring up a fill window for the selected
          securities.  
 
@@ -132,14 +132,14 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
 
       -  This is accomplished by highlighting 1 or many securities and then
          clicking on the time and sales icon
-         {{ image(name="image49.png", alt="screenshot") }} on
+         ![](image49.png) on
          the left-hand side
 
 -  Launching the synthetic window to create a synthetic product
 
       -  This is accomplished by highlighting either 1 or 2 securities and
          clicking on the Synthetic icon
-         {{ image(name="image34.png", alt="screenshot") }} on
+         ![](image34.png) on
          the lower left-hand side
 
          -  Please note - If only 1 security is chosen, a create synthetic
@@ -148,7 +148,9 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
 
 ## Time and Sales
 
-{{ youtube(id="nEkSGacjt0s") }}
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/nEkSGacjt0s" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
 
 -  Provides a display of real-time fills as they happen for 1 or many
     securities
@@ -159,9 +161,9 @@ page_description = "The BTS Spark Market module contains the Market View and Tim
 -  On launching a security browser will appear, allowing you to choose
     the products you would like to view.
 
-{{ image(name="time_and_sales.png", alt="screenshot") }}
+![](time_and_sales.png)
 
 -  From time and sales, you can launch the same items as the market
     view with the exception of a launching the synthetic window to
     create a synthetic product
--  From the settings icon {{ image(name="settings_icon.png", alt="screenshot") }} you can customize the time and sales modifying grid; the colors of the aggressor, status of trades coming in, as well as font sizes and which columns to see.
+-  From the settings icon ![](settings_icon.png) you can customize the time and sales modifying grid; the colors of the aggressor, status of trades coming in, as well as font sizes and which columns to see.

doc/user/content/bts_spark/My-Windows/_index.md

@@ -3,13 +3,13 @@ title = "My Windows"
 weight = 7
 sort_by = "weight"
 insert_anchor_links = "right"
-
-[extra]
-page_description = "Name and load windows with the My Windows module in BTS Spark"
 +++
 
 
-{{ youtube(id="pjm1JJ9Q3jM") }}
+
+<div>
+   <iframe width="560" height="315" src="https://www.youtube.com/embed/pjm1JJ9Q3jM" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
 
 This is the housing of the windows that you have manually named and
 creates a place where you can quickly and easily launch windows
@@ -20,18 +20,18 @@ click on any tab and the “Add to My Windows” menu will appear.  If you
 click on Add to My Windows, it will give you the ability to type in a
 text box on the tab itself.
 
-{{ image(name="image16.png", alt="screenshot") }}
+![](image16.png)
 
 Once you have named the tab, click enter to get out of the editing view
 of the text box.  Once that is done, it will display that name for that
 tab moving forward, which will be displayed within the My Windows
 section of the module launcher.
 
-{{ image(name="image15.png", alt="screenshot") }}
+![](image15.png)
 
 Right-clicking on a tab that has already had its default title modified
 will show the following which will allow you to rename the modified
 title or remove it from the My Windows, which will then restore the
 default standard title.
 
-{{ image(name="image37.png", alt="screenshot") }}
+![](image37.png)

doc/user/content/bts_spark/Settings/_index.md

@@ -3,13 +3,12 @@ title = "Settings"
 weight = 8
 sort_by = "weight"
 insert_anchor_links = "right"
-
-
-[extra]
-page_description = "The BTS Spark Settings module and workspaces management"
 +++
 
-{{ youtube(id="yGQfr_puT3w") }}
+
+<div>
+   <iframe width="560" height="315" src="https://www.youtube.com/embed/yGQfr_puT3w" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
 
 ## Workspaces
 
@@ -17,7 +16,7 @@ This is where your workspaces can be saved or switched
 to pre-saved ones that you have created.  If you click on the
 Settings module, the Workspaces
 
-{{ image(name="image9.png", alt="screenshot") }}
+![](image9.png)
 
 Once the Workspace menu is launched you can save your current workspace
 by typing in a name in the text box and clicking save.  This will save
@@ -27,4 +26,4 @@ switching to it from the workspace launcher later on.
 You can also delete workspaces by clicking on the “X” to the right of
 the saved workspace from the workspace menu.
 
-{{ image(name="image51.png", alt="screenshot") }}
+![](image51.png)

doc/user/content/bts_spark/Spreader/_index.md

@@ -3,33 +3,47 @@ title = "Spreader"
 weight = 6
 sort_by = "weight"
 insert_anchor_links = "right"
-[extra]
-page_description = "How to create and edit synthetic spreads in BTS Spark's spreader"
 +++
 
 {{ youtube(id="RZU9Wj0cETo") }}
-{{ youtube(id="XEZpuPAgMC0") }}
-{{ youtube(id="EVFK2yNQFS4") }}
-{{ youtube(id="d5ywlHen6yo") }}
-{{ youtube(id="Mmw8PNJA0Dw") }}
-{{ youtube(id="QK-bBSH6Rc0") }}
 
--  Launching the spreader from the launcher will bring up the
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/XEZpuPAgMC0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/EVFK2yNQFS4" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/d5ywlHen6yo" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+<div>
+<iframe width="560" height="315" src="https://www.youtube.com/embed/Mmw8PNJA0Dw" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/QK-bBSH6Rc0" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
+
+-  Launching the spreader from the module launcher will bring up the
     synthetic management browser which appears like below:
 
-{{ image(name="image35.png", alt="screenshot") }}
+![](image35.png)
 
 -  From this window, it will show any synthetics that you have already
     created as well as various other options of both managing the
     synthetics and other tasks all from the left-hand side pane within
     the window, including:
 
-    -  Adding a new synthetic {{ image(name="image8.png", alt="screenshot") }}
-    -  Removing a synthetic {{ image(name="image13.png", alt="screenshot") }}
-    -  Changing a synthetic {{ image(name="image55.png", alt="screenshot") }}
-    -  Cloning a synthetic {{ image(name="image28.png", alt="screenshot") }}
-    -  Launching a ladder of a highlighted synthetic {{ image(name="image7.png", alt="screenshot") }}
-    -  Launching an order book of selected synthetic {{ image(name="image43.png", alt="screenshot") }}
+    -  Adding a new synthetic ![](image8.png)
+    -  Removing a synthetic ![](image13.png)
+    -  Changing a synthetic ![](image55.png)
+    -  Cloning a synthetic ![](image28.png)
+    -  Launching a ladder of a highlighted synthetic ![](image7.png)
+    -  Launching an order book of selected synthetic ![](image43.png)
 
 
 
@@ -49,7 +63,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
 -  An empty synthetic browser will look like below without any legs
     chosen:
 
-{{ image(name="image31.png", alt="screenshot") }}
+![](image31.png)
 
 -  Clicking on Add Leg on the top right of the window will launch the
     security browser, which will allow you to choose the first leg
@@ -63,13 +77,13 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
         name your synthetic product.  By default, it will auto-populate
         based on the symbols you have chosen:
 
-    {{ image(name="image29.png", alt="screenshot") }}
+    ![](image29.png)
 
     -  You can click into the text box to the right of the name and
         customize the name to be whatever you would like, we’ll call this
         ES\_CAL:
 
-    {{ image(name="image19.png", alt="screenshot") }}
+    ![](image19.png)
 
     -  Also included on this row are what ticks you would like this to be
         priced in as well as the format of the pricing
@@ -78,7 +92,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
         as the option to add additional legs through the add leg box to the
         right of the symbols:
 
-    {{ image(name="image18.png", alt="screenshot") }}
+    ![](image18.png)
 
     -  The following rows are all part of the main parameters which can
         all be modified according to the traders style of designing the
@@ -90,14 +104,14 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
         details of how that parameter functions.  Below is an example of the
         throttle details displayed:
 
-    {{ image(name="image56.png", alt="screenshot") }}
+    ![](image56.png)
 
     -  Main parameters - these are the top 4 rows in the Create Synthetic
         window which all synthetics will be required to have set.
          Everything below these can be customized to a trader's needs, however, the top 4 are the main foundational aspects used for the calculation of
         the synthetic:
 
-    {{ image(name="image10.png", alt="screenshot") }}
+    ![](image10.png)
 
     -  Quantity - This is the number of contracts of the security you
         would like to be included in the calculation of the synthetic as
@@ -125,7 +139,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
         displayed and click on such will display further details on how this
         parameter is used:
 
-    {{ image(name="image72.png", alt="screenshot") }}
+    ![](image72.png)
 
     -  Quote
 
@@ -134,7 +148,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
             by defining a region on either side of the working quote order,
             inside which quote updates will not be sent:
 
-    {{ image(name="image6.png", alt="screenshot") }}
+    ![](image6.png)
 
     -  Pre-Hedge
 
@@ -147,7 +161,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
             more than the threshold defined.  The hedge order will pay up by the
             “Payup Ticks” as defined per leg.
 
-    {{ image(name="image54.png", alt="screenshot") }}
+    ![](image54.png)
 
     -  Post-Hedge
 
@@ -158,7 +172,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
             opposite inside market, it is re-priced to cross the opposite inside
             market as defined by “cross ticks”
 
-        {{ image(name="image70.png", alt="screenshot") }}
+        ![](image70.png)
 
         -  Time Based Cross - Basically the same as Ticks Away Cross,
             however, this is based on time (in ms) on when to automatically cross
@@ -167,7 +181,7 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
             away from the opposite inside market, it is re-priced to cross the
             opposite inside market as defined by “cross ticks”
 
-        {{ image(name="image40.png", alt="screenshot") }}
+        ![](image40.png)
 
         -  Size Based Cross - similar to ticks and time based cross, but based
             on size instead.  If you define a threshold of the opposite inside
@@ -175,3 +189,5 @@ page_description = "How to create and edit synthetic spreads in BTS Spark's spre
             the market.  If a legged hedge order’s price gets X amount of
             “ticks” away from the opposite inside market, it is re-priced to
             cross the opposite inside market as defined by “cross ticks”
+
+        ![](image76.png)

doc/user/content/bts_spark/Trading/OrderTypes/index.md

@@ -4,10 +4,6 @@ weight = 1
 sort_by = "weight"
 insert_anchor_links = "right"
 aliases = ["./bts_spark/Algos/"]
-
-
-[extra]
-page_description = "Definitions of the Algos built into BTS Spark and their parameters"
 +++
 
 ## Lean

doc/user/content/bts_spark/Trading/_index.md

@@ -3,9 +3,6 @@ title = "Trading"
 weight = 5
 sort_by = "weight"
 insert_anchor_links = "right"
-
-[extra]
-page_description = "BTS Spark's Trading module, including The Order Book, Fills, P&L, Ladder, Order Ticket, and Algo Studio"
 +++
 
 
@@ -13,11 +10,13 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
     Order Book, Fills, P&L, Ladder, and Order Ticket
 -  It appears like below:
 
-{{ image( name = "image44.png", alt = "screenshot") }}
+![](image44.png)
 
 ## Order Book
 
-{{ youtube(id="ygMFkjBBGeU") }}
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/ygMFkjBBGeU" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
 
 -  This provides a list of all orders a user has placed, by default it
     will display only working orders
@@ -27,7 +26,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
     other windows within BTS
 -  Appears like the following:
 
-{{ lightbox( name = "image5.png", alt = "screenshot") }}
+![](image5.png)
 
 -  You can sort all columns by single left clicking on the column
     header which will sort in either descending or ascending order, an
@@ -35,14 +34,14 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
      Below is a display of the security column sorting in descending
     fashion.
 
-{{ image( name = "image60.png", alt = "screenshot") }}
+![](image60.png)
 
 -  Filtering can occur, by hovering over any column header which will
     display a “Filter” box.  Clicking on this will then display the
     available components which can be filtered, below is an example of
     clicking on the securities column
 
-{{ image( name = "image52.png", alt = "screenshot") }}
+![](image52.png)
 
 -  If the column is displaying time base information, a special style
     box will appear when clicking on the filtering box providing more
@@ -54,45 +53,49 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
     -  Since Open
     -  A specific user-defined period of time
 
-{{ image( name = "image25.png", alt = "screenshot") }}
+![](image25.png)
 
 -  The left-hand box within an order book provides users with further
     functionality to quickly perform various tasks with live orders as
-    well as launch other modules.
-    {{ image(name="spark_menu_order_book.png", alt="the spark menu in the order book", pull="right") }}
+    well as launch other modules.  It appears like the below:
 
-    -  {{ icon(name="image48.png", alt="Fills icon") }} Fills -
+    ![](spark_menu_order_book.png)
+
+    -  ![](image48.png)Fills -
         clicking on this will launch a fills window
-    -  {{ icon(name="image57.png", alt = "modify icon") }} Modify -
+    -  ![](image57.png) Modify -
         clicking on this will launch an order ticket for a live order
         highlighted in the Order Book.
-    -  {{ icon(name="image73.png", alt = "cancel selected icon")}} Cancel
+    -  ![](image73.png)Cancel
         selected - clicking on this will cancel the selected orders you have
         highlighted in the order book.  You can choose more than one by
         holding hold the Ctrl key when clicking on each row of orders
-    -  {{ icon(name="image74.png", alt = "cancel buys icon")}} Cancel
+    -  ![](image74.png)Cancel
         buys - clicking on this will cancel all the buy orders you have in
         the order book
-    -  {{ icon(name="image33.png", alt = "cancel all icon")}} Cancel
+    -  ![](image33.png)Cancel
         sells - clicking on this will cancel all the sell orders you have in
         the order book
-    -  {{ icon(name="image2.png", alt = "cancel all icon")}} Cancel
+    -  ![](image2.png)Cancel
         all - clicking on this will cancel all working orders you have the
         order book
-    -  {{ icon(name = "recreate_icon.png", alt = "screenshot") }} Recreate - clicking this will recreate already cancelled orders, sending them back to market with the same price and quantity as they were previously at before being cancelled.
-    -  {{ image( name = "collapse_all_icon.png", alt = "screenshot") }} Collapse all - This will collapse all trees inside the order book to show only the top level of the order.
-    -  {{ icon( name = "expand_all_icon.png", alt = "screenshot") }} Expand all - This will expand to show everything inside the order book.
-    -  {{ icon( name = "settings_icon.png", alt = "screenshot") }} Settings - This launches the settings for the orderbook.
-    -  The  mini orderbook is integrated into the ladder
-
-        - Middle click (click the mouse wheel) on a working order to display the mini orderbook
-        - From here, you can change the price and quantity of any working order
-        {{ image( name = "mini_orderbook.png", alt = "screenshot") }}
+    -  ![](recreate_icon.png) Recreate - clicking this will recreate already cancelled orders, sending them back to market with the same price and quantity as they were previously at before being cancelled.
+    -  ![](collapse_all_icon.png) Collapse all - This will collapse all trees inside the order book to show only the top level of the order.
+    -  ![](expand_all_icon.png) Expand all - This will expand to show everything inside the order book.
+    -  ![](settings_icon.png) Settings - This launches the settings for the orderbook.
+    -  Furthermore, there is a “floating” or “mini orderbook” feature as well
+       integrated within the ladder itself.
+            - To access this, you need to center click with your mouse wheel over
+              working orders on the ladder.
+            - From here, you can change the price and quantity of any working order
+              within the mini orderbook straight from the window
+            - This looks like below:
+            ![](mini_orderbook.png)
 
 ## Fills
 
 -  This provides a list of all fills a user has had for a given time
-    period, by default it will open up with “since open” time frame
+    period, by default it will open up with “since open” timeframe
     selected showing you fills on the day thus far
 -  You can create multiple fill windows, filtered however you
     like
@@ -103,7 +106,9 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
 
 ## P&amp;L
 
-{{ youtube(id="xj6cEQ6By34") }}
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/xj6cEQ6By34" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
 
 -  This provides a running ledger of a users account(s) profit and
     loss, broken down per symbol
@@ -120,18 +125,20 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
 -  This is accomplished on the top bar, which when clicked on, displays
     the choices for calculation, this appears like below:
 
-    {{ image( name = "pnl_calculation.png", alt = "screenshot") }}
+    ![](pnl_calculation.png)
 
 
 -  Below is an example P&L window showing a user’s multiple accounts and
     various positions in each:
 
-{{ image( name = "pnl_window.png", alt = "screenshot") }}
+![](pnl_window.png)
 
 
 ## Ladder
 
-{{ youtube(id="Q0qsyc1nvYo") }}
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/Q0qsyc1nvYo" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
 
 -  The ladder was designed to be the most logically produced ladder on
     the market, engineered and designed by professional traders for
@@ -142,12 +149,12 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
     market with a single click
 -  Below is an example ladder:
 
-{{ image( name = "ladder.png", alt = "screenshot") }}
+![](ladder.png)
 
 -  The ladder consists of 2 major parts, the Ladder itself and the
     information and control section on the left-hand side
 
--  The information section on the left contains the following: &nbsp; {{ image( name = "image1.png", alt = "screenshot") }}
+-  The information section on the left contains the following: &nbsp; ![](image1.png)
       -  Day - showing the current price of the security on the day
       -  High - showing the high price of the security on the day
       -  Low - showing the low price of the security on the day
@@ -160,7 +167,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
 -  The control section right underneath the information section on the
     left-hand side offers the following:
 
-{{ image( name = "image62.png", alt = "screenshot") }}
+![](image62.png)
 
 -  The account in which the orders will flow into when trading this
     security
@@ -195,7 +202,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
             the stop price, by clicking on the “&lt;” to bring up the stop price
             option:
 
-      {{ image( name = "image61.png", alt = "screenshot") }}
+      ![](image61.png)
 
       -  Iceberg
 
@@ -206,7 +213,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
             quantity.  You will need to define what type of order that will
             be used for the child order to be sent.
 
-      {{ image( name = "image47.png", alt = "screenshot") }}
+      ![](image47.png)
 
       -  Time Box
 
@@ -226,9 +233,9 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
          -  Below are images of the type of time frame that can be used within
             the time box
 
-      {{ image( name = "image42.png", alt = "screenshot") }}
+      ![](image42.png)
                
-      {{ image( name = "image50.png", alt = "screenshot") }}
+      ![](image50.png)
 
     -  Lean
         -  This is a specialized algo order which allows the user to
@@ -237,14 +244,14 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
         -  “Cross” means to take an order working on the bid and 'cross' by
             buying into the asks.  This is often referred to as “paying up” as well
 
-            {{ image( name = "lean_algo_control.png", alt = "screenshot") }}
+            ![](lean_algo_control.png)
 
     -  Join
         -  This is a specialized algo order which allows the user to enter an
             order which will watch the opposite-inside market and join when the
             market flips and has at least threshold size as defined.
 
-            {{ image( name = "join_algo_control.png", alt = "screenshot") }}
+            ![](join_algo_control.png)
 
     -  Top
         -  This is a specialized algo order which allows the user to
@@ -252,14 +259,14 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
         -  If the order is on the market (current bid price) and the quantity
             on that bid price is below the top threshold defined the order will
             cancel and do nothing else
-            {{ image( name = "top_algo_control.png", alt = "screenshot") }}
+            ![](top_algo_control.png)
 
     - Offset
 
         - The goal of the offset order is to send your order X amount of ticks
             from where you actually place it on the ladder.  This is sometimes
             known as a "fat finger" safety.
-        {{ image( name = "offset_algo_control.png", alt = "screenshot") }}
+        ![](offset_algo_control.png)
 
     - OCO
 
@@ -269,26 +276,26 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
             of the fill. Composing this order with Cover simulates scalping
             functionality.
 
-            {{ image( name = "oco_algo_control.png", alt = "screenshot") }}
+            ![](oco_algo_control.png)
 
     - Cover
 
         - A Cover order’s purpose is to fire a hedge order (of any algo-type) in response to fills from it’s child order on the opposite side of the market N ticks away.
 
-            {{ image( name = "cover_algo_control.png", alt = "screenshot") }}
+            ![](cover_algo_control.png)
 
     - Trigger
 
         - The Trigger order is exactly as it sounds, where it will trigger an order based on conditions defined.
         - This order also has exit strategy built in where a user can define when the trigger order can auto-cancel based on time as well as price conditional.
 
-        {{ image( name = "trigger_algo_control.png", alt = "screenshot") }}
+        ![](trigger_algo_control.png)
 
 -  The middle of the control section is where you can click on
     predefined values to quickly populate the volume at which you wish
     to enter the market.
 
-{{ image( name = "image17.png", alt = "screenshot") }}
+![](image17.png)
 
 -  You can manually type in a quantity here as well
 -  Furthermore, if you have a value in the volume bar, you can
@@ -298,7 +305,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
 -  By having the auto clear box checked, it will bring the value back
     to zero after placing an order at the size chosen.
 
-{{ image( name = "image59.png", alt = "screenshot") }}
+![](image59.png)
 
 -   The bottom section of the control area of a ladder has 4 aspects
     to it
@@ -310,7 +317,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
     - Cancel All, which will cancel all orders on the ladder
     - Settings, which will launch the ladder settings window which
         appears like below
-    {{ image( name = "ladder_settings.PNG", alt = "screenshot") }}
+    ![](ladder_settings.png)
         - Fonts and Colors - This is where you can customize the overall main
             aspects of the ladder.
         - Market Break Lines - These are where can control the viewing of what
@@ -332,7 +339,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
 -  The other, main part of the ladder, is the ladder itself as
     displayed below
 
-{{ image( name = "ladder_main_part.png", alt = "screenshot") }}
+![](ladder_main_part.png)
 
 -  There are 5 main columns
 
@@ -349,7 +356,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
     -  To enter an order directly by clicking in the ladder, left click on either the bid or ask volume with a volume greater than 0 on the predefined value box on the left-hand section
     -  A badge will be displayed within the orders column of the value you have chosen and the quantity filled as displayed below
 
-    {{ image( name = "ladder_badges.png", alt = "screenshot") }}
+    ![](ladder_badges.png)
 
 -  To change the price level you wish to work the order, you can right-click and hold on the badge to move it up or down the ladder for the
     desired price
@@ -360,7 +367,9 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
 
 ##  Order Ticket
 
-{{ youtube(id="bdC5pZ6T35I") }}
+<div>
+    <iframe width="560" height="315" src="https://www.youtube.com/embed/bdC5pZ6T35I" frameborder="0" allow="accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
+</div>
 
 -  The order ticket was designed to provide another means other than
     the ladder to enter orders into the market
@@ -369,7 +378,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
     which security to populate
 -  The order ticket appears like below
 
-{{ image( name = "image27.png", alt = "screenshot") }}
+![](image27.png)
 
 -  On the top left, you have the price for the order as well as the
     volume
@@ -407,7 +416,7 @@ page_description = "BTS Spark's Trading module, including The Order Book, Fills,
 
 - This is all in place in a very user friendly GUI as shown below:
 
-{{ image( name = "algo_studio.png", alt = "screenshot") }}
+![](algo_studio.png)
 
 
 - There are 3 main areas of the Algo Studio:

doc/user/content/bts_spark/_index.md

@@ -3,9 +3,6 @@ title = "BTS Spark"
 weight = 1
 sort_by = "weight"
 insert_anchor_links = "right"
-
-[extra]
-page_description = "Documentation for Blue Trading Systems' BTS Spark"
 +++
 
 Click on the headings on the left to expand their contents. If you need specific information quickly use the Search button in the top right of this page.

doc/user/content/release_notes/_index.md

@@ -3,10 +3,18 @@ title = "Release notes"
 weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
-
-[extra]
-page_description = "Release notes for BTS Spark"
 +++
+## 2.14.0
+### User Visible Changes  
+  - All ladders can now be recentered by (shift or alt) + double clicking over the Price column in a ladder
+  - Added a Max Order Quantity setting to the Safety Checks tab on the Ladder settings. This setting allows for a user-defined maximum order quantity.
+  - Added a Price Display Format setting to the Market Price and Size Display tab on the Ladder settings. This setting allows for price levels in the ladder to be displayed without a decimal separator.
+  - Synthetic instrument creation with 3 legs no longer defaults to butterfly quantites
+### Bug Fixes
+  - Fixed an issue where market transition were not observed by IAlgoOrder
+  - Fixed a bug in error reporting
+  - Fixed a bug in the PnL window where specifying a certain grouping order would lead to a UI failure
+
 ## 2.13.0
 ### User Visible Changes  
   - Added the name of the spreader to the parent algo badge (for spreader child orders), in the fills, orderbook and floating orderbook windows
@@ -32,11 +40,11 @@ page_description = "Release notes for BTS Spark"
   - Fixed an issue that could cause erroneous fill account attribution in the event of a crash
 ### Internal Changes
   - Added support for tag 1031. Currently defaults to Y, can it be override through config.
-  - To facilitate support, allowed the bts user to view and edit algos from all other users
+  - To facilitate support, allowed the bts user to view and edit algos from all other users 
   - Improved system tests
   - Improved log messages in UI to include dispatcher thread name
   - Added support for Windows core dumps in the UI
-
+  
 ## 2.10.0
 ### User Visible Changes
   - Fills now include information about the algo that originated the fill
@@ -156,7 +164,7 @@ page_description = "Release notes for BTS Spark"
 
 ## 2.6.0
 ### User Visible Changes
-  - In the ladder made last trade more distinctive when overlaid on the volume column
+  - In the ladder made last trade more distinctive when overlayed on the volumn column
   - In the ladder, corrected display of volume tool tip
   - In the ladder, changed the consolidation of last trade to consider only the price ignoring aggressor changes
   - Added an option for the Top Algo to delete itself if within N ticks from top of book
@@ -173,11 +181,11 @@ page_description = "Release notes for BTS Spark"
   - Made algos, synthetics and user names private so that multiple users can share a single system privately.
   - Allowed the mini order book defaults for column widths to be changed from the mini order book
   - Allowed the mini order book to shrink to the minimum size that will be needed to display the selected columns
-  - Improved accuracy of the directional arrow when displaying last trades in the volume column
+  - Improved accuracy of the directional arrow when displaying last trades in the volumn column
 ## 2.4.0
 ### User Visible Settings
   - In the ladder, changed the last trade column to accumulate successive trades at the same price
-  - Fixed a bug in the order book where the right side ladder would display the top level order's security rather then current row's
+  - Fixed a bug in the order book where the right side ladder would display the top leve order's security rather then current row's
   - Added OK, Cancel buttons to the security picker for ladder profiles or sounds
   - Added ladder settings for the mini order book
   - Added a safety check to guard against unintentional market crosses
@@ -193,7 +201,7 @@ page_description = "Release notes for BTS Spark"
 ### User Visible Changes
   - Introduced multiple settings profiles for the ladder
      - This allows multiple standard configuration for the ladder, optionally with security specific variations
-  - Made Cover order more independent from its hedging children:
+  - Made Cover order more independent from its hedging chidren:
      - Cover continues to operate even if an hedging child is canceled
 	 - When a cover is canceled it will detach from any running hedging children, instead of canceling them
   - Changed Lean, Join and Cover algos to hide themselves in the ladder once they have completed their work
@@ -240,7 +248,7 @@ page_description = "Release notes for BTS Spark"
 
 ## 2.2.1
 ### User Visible Changes
-  - Fixed order book form exception when display a spreader order for which the legs were not present yet
+  - Fixed order book form exception when display a spreader order for whichs the legs were not present yet
 
 ## 2.1.1
 ### User Visible Changes
@@ -252,7 +260,7 @@ page_description = "Release notes for BTS Spark"
   - Added support for the GLBX Iceberg order type
   - Allowed quick algo param edits by middle-clicking on either the bid/ask columns or a "favorite" button
   - Added support for manual fills, either entered manually or imported from file. Manual fills are used only for P&L purposes, they have no impact on limits
-  - Allowed the LTQ and VAP values to be overlaid on the same ladder column
+  - Allowed the LTQ and VAP values to be overlayed on the same ladder column
   - Added day position information to the ladder
   - Added PIQ to the mini order book
   - Fixed a rare bug that could lead to server failure when requesting market data
@@ -333,7 +341,7 @@ page_description = "Release notes for BTS Spark"
   - Integrated stunnel into UI to make VPN setup unnecessary in unsecured environments.
 ## 1.5.7
 ### User Visible Changes
-  - New videos have been added to the manual describing the [Algo Studio](@/bts_spark/Trading/_index.md#algo-studio) and [Spreader](@/bts_spark/Spreader/_index.md)
+  - New videos have been added to the manual describing the [Algo Studio](./bts_spark/Trading/_index.md#algo-studio) and [Spreader](./bts_spark/Spreader/_index.md)
   - Fixed a bug that occasionally would cause windows to be position outside the visible screen on startup
   - Fixed a bug in the order book form that would occasionally cause the Recreate Order option to be unavailable
   - Added a confirmation step to Cancel All, Cancel Buys and Cancel Sells commands
@@ -409,7 +417,7 @@ page_description = "Release notes for BTS Spark"
   - Fixed a bug in handling of built-in bts to user that could lead to failure to login as bts in old systems
   - Improved market data subsystem to support security definition updates
   - Fixed a startup race in market data that could lead to data corruption on startup
-  - Increased default order price precision to 8 digits as required by some CME products
+  - Increased default order price precision to 8 digis as required by some CME products
 
 ## 1.4.11
 ### New Features
@@ -477,7 +485,7 @@ page_description = "Release notes for BTS Spark"
 
 ### Ladder Usability Improvements
   - Controls found in Left Pane of the ladder can now be hidden via the checkboxes found under Ladder Form -> Settings button -> Left Pane tab
-  - The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accommodate the entire form
+  - The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accomodate the entire form
   - The Left Pane can now grown and shrunk horizontally via the splitter between the left pane and the main ladder area
 ### Performance Improvements
   - Requoting and hedging latency has been reduced by up to 30%

doc/user/content/system_requirements/_index.md

@@ -3,9 +3,6 @@ title = "System Requirements"
 weight = 4
 sort_by = "weight"
 insert_anchor_links = "right"
-
-[extra]
-page_description = "Recommended and minimum systems requirements for BTS Spark"
 +++
 
 

doc/user/deploy_to_web.sh

@@ -1,20 +1,15 @@
 #/bin/bash
+#python -m mkdocs build -d site
 
 ./run_zola.sh build
 
-ssh bts@bluetradesys.com "rm -r /home/bts/bts_website/zola/content/docs"
-scp -r ./content bts@bluetradesys.com:/home/bts/bts_website/zola/content/docs
 scp -r ./public bts@bluetradesys.com:/home/bts/doc/
 
 ssh bts@bluetradesys.com  << EOF
-cd /home/bts/doc/
+cd doc
 sudo rm -r /var/www/documentation/*
 sudo mv ./public/* /var/www/documentation/
 
-cd /home/bts/bts_website/zola/
-./fix_links.sh
-./deploy.sh
-
 EOF
 
 rm -r public

doc/user/sass/_content.scss

@@ -1,4 +1,4 @@
-.page, .menu-open .page {
+.page {
   position: absolute;
   width: calc(100% - #{$sidebar-width});
   height: 100%;
@@ -7,24 +7,15 @@
   background: #f6f6f6;
   padding-bottom: 20px;
   transition: 0.5s;
-  left: $sidebar-width;
-
-  h1:hover .zola-anchor, h2:hover .zola-anchor, h3:hover .zola-anchor, h4:hover .zola-anchor, h5:hover .zola-anchor, h6:hover .zola-anchor {
-    visibility: visible;
-  }
 
   .zola-anchor {
     color: #4183c4;
-    padding-right: .5em;
-    margin-left: -1.5em;
+    padding-left: 10px;
     text-decoration: none;
     font-weight: initial;
-    float: left;
-    visibility: hidden;
 
     &:hover {
-      text-decoration: none;
-      visibility: visible;
+      text-decoration: underline;
     }
   }
 
@@ -164,13 +155,13 @@
   }
 }
 
-// @include min-screen(600px) {
-//   .page {
-//     left: $sidebar-width;
-//   }
-// }
+@include min-screen(600px) {
+  .page {
+    left: $sidebar-width;
+  }
+}
 
-.menu-closed .page {
+.page-without-menu {
   width: 100%;
   left: 0;
 

doc/user/sass/_header.scss

@@ -123,9 +123,27 @@
 
 .page__header {
   height: 50px;
-  position: fixed;
 
   .menu-icon {
+    height: 50px;
+    width: 50px;
+    font-size: 24px;
+    text-align: center;
+    float: left;
+    position: relative;
+    transition: background .5s;
+    cursor: pointer;
+
+    @include menu-icon();
+
+    &:hover {
+      span {
+        background-color: black;
+      }
+    }
+  }
+
+  .search-icon {
     height: 50px;
     width: 50px;
     display: inline-block;
@@ -138,50 +156,5 @@
     &:hover {
       color: black
     }
-
-    @include menu-icon();
-
-    &:hover {
-      span {
-        background-color: black;
-      }
-    }
   }
-
-  .search-icon, .font-icon {
-    height: 40px;
-    width: 40px;
-    display: inline-block;
-    text-align: center;
-    line-height: 40px;
-    color: rgba(0, 0, 0, 0.5);
-    cursor: pointer;
-    font-size: 2rem;
-
-    &:hover {
-      color: #eee;
-      background-color:#666;
-      border-radius: .2ex;
-    }
-  }
-
-
-  .font-icon{
-    display: inline-block;
-    // padding:0.6ex 1ex;
-    margin-left:1rem;
-    background:#333;
-    color:#eee;
-    border-radius: .2ex;
-
-  &:hover {
-    background:#666;
-  }
-  }
-
-}
-
-.dark-mode .font-icon{
-  background:#aaa;
-  color:#333;
 }

doc/user/sass/_navigation.scss

@@ -1,4 +1,4 @@
-.menu, .menu-open .menu {
+.menu {
   height: 100%;
   position: absolute;
   left: 0;
@@ -39,7 +39,7 @@
   }
 }
 
-.menu-closed .menu {
+.menu-hidden {
   width: 0;
 }
 
@@ -47,19 +47,4 @@
   .menu {
     width: 0;
   }
-
-  .menu-close-icon {
-    display: block;
-    padding:1ex;
-    font-size: 1.5em;
-    float:right;
-
-  }
-}
-
-@include min-screen(600px) {
-
-  .menu-close-icon {
-    display: none;
-  }
 }

doc/user/sass/book.scss

@@ -1,7 +1,6 @@
 @charset "utf-8";
 
 @import "normalize";
-@import "colorbox";
 
 * {
   box-sizing: border-box;
@@ -22,10 +21,6 @@ body {
   letter-spacing: 0.2px;
 }
 
-body.dark-mode .page{
-  background:#444;
-  color:#eee;
-}
 
 @mixin min-screen($min-width: $body-width) {
    @media screen and (min-width: $min-width) {
@@ -45,21 +40,9 @@ $sidebar-width: 300px;
 @import "content";
 @import "header";
 
-@media screen and (min-width: 1920px)
-{
-  // img.scaled-image {
-  //   transform: scale(0.666);
-  //   transform-origin: top left;
-  // }
-}
-
-.colorbox-inline img {
-  max-width: 100%;
-}
-
-.icon-image {
-  display:inline;
-  max-height: 1.4em;
+img {
+  transform: scale(0.666);
+  transform-origin: top left;
 }
 
 .back-button {
@@ -75,82 +58,4 @@ $sidebar-width: 300px;
 iframe {
   width:560px;
   height:315px;
-}
-
-.youtube-thumb {
-  margin-top:2em;
-  position:relative;
-  max-width:500px;
-}
-
-.youtube-overlay {
-  position:absolute;
-  width:8rem;
-  height:4.5rem;
-  line-height:4.5rem;
-  font-size: 2.5rem;
-  left:calc(50% - 4rem);
-  top:calc(50% - 2.25rem);
-  text-align:center;
-  opacity:.8;
-  background:#f68a28;
-  color:white;
-  border-radius: .3rem;
-}
-
-.youtube-overlay:hover {
-  background:#f68a28;
-  opacity:1;
-}
-
-.video-parent {
-  position: relative;
-  width: fit-content;
-}
-
-.video-parent:hover .play-pause, .video-parent.paused .play-pause {
-  display: block;
-}
-
-.play-pause {
-  display:none;
-  opacity:.7;
-  position:absolute;
-  width:8rem;
-  height:4.5rem;
-  line-height:4.5rem;
-  font-size: 2.5rem;
-  left:calc(50% - 4rem);
-  top:calc(50% - 2.25rem);
-  text-align:center;
-  background:#f68a28;
-  color:#fff;
-  border-radius: .3rem;
-  z-index:1000;
-}
-
-.play-pause:hover {
-  opacity: 0.9;
-}
-
-@media (hover: none) {
-  .play-pause {
-      display:block;
-  }
-
-  .video-parent.playing:hover .play-pause {
-      display:none;
-  }
-}
-
-.is-clearfix {
-  clear:both;
-}
-
-.is-pulled-left {
-  float: left;
-}
-
-.is-pulled-right {
-  float: right;
 }

doc/user/sass/colorbox.css

@@ -1,42 +0,0 @@
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-#cboxWrapper{max-width:none;}
-#cboxOverlay{position:fixed;width:100%;height:100%;}
-#cboxMiddleLeft, #cboxBottomLeft{clear:left;}
-#cboxContent{position:relative;}
-#cboxLoadedContent{overflow:auto;-webkit-overflow-scrolling:touch;}
-#cboxTitle{margin:0;}
-#cboxLoadingOverlay, #cboxLoadingGraphic{position:absolute;top:0;left:0;width:100%;height:100%;}
-#cboxPrevious, #cboxNext, #cboxClose, #cboxSlideshow{cursor:pointer;}
-.cboxPhoto{float:left;margin:auto;border:0;display:block;max-width:none;-ms-interpolation-mode:bicubic;}
-.cboxIframe{width:100%;height:100%;display:block;border:0;padding:0;margin:0;}
-#colorbox, #cboxContent, #cboxLoadedContent{box-sizing:content-box;-moz-box-sizing:content-box;-webkit-box-sizing:content-box;}
-#cboxOverlay{background:#000;opacity:0.9;filter:alpha(opacity = 90);}
-#colorbox{outline:0;}
-#cboxTopLeft{width:14px;height:14px;background:url(colorbox-images/controls.png) no-repeat 0 0;}
-#cboxTopCenter{height:14px;background:url(colorbox-images/border.png) repeat-x top left;}
-#cboxTopRight{width:14px;height:14px;background:url(colorbox-images/controls.png) no-repeat -36px 0;}
-#cboxBottomLeft{width:14px;height:43px;background:url(colorbox-images/controls.png) no-repeat 0 -32px;}
-#cboxBottomCenter{height:43px;background:url(colorbox-images/border.png) repeat-x bottom left;}
-#cboxBottomRight{width:14px;height:43px;background:url(colorbox-images/controls.png) no-repeat -36px -32px;}
-#cboxMiddleLeft{width:14px;background:url(colorbox-images/controls.png) repeat-y -175px 0;}
-#cboxMiddleRight{width:14px;background:url(colorbox-images/controls.png) repeat-y -211px 0;}
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-.cboxIframe{background:#fff;}
-#cboxError{padding:50px;border:1px solid #ccc;}
-#cboxLoadedContent{margin-bottom:5px;}
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-#cboxLoadingGraphic{background:url(colorbox-images/loading.gif) no-repeat center center;}
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-#cboxPrevious:hover{background-position:-51px 0px;}
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-#cboxClose:hover{background-position:-100px 0px;}
-.cboxSlideshow_on #cboxSlideshow{background-position:-125px 0px;right:27px;}
-.cboxSlideshow_on #cboxSlideshow:hover{background-position:-150px 0px;}
-.cboxSlideshow_off #cboxSlideshow{background-position:-150px -25px;right:27px;}
-.cboxSlideshow_off #cboxSlideshow:hover{background-position:-125px 0px;}

doc/user/static/book.js

@@ -1,19 +1,10 @@
 function initToggleMenu() {
-    $(".menu-icon").click(function (e) {
-        let body = $("body");
-        let mobile = window.innerWidth < 600;
-        let menu_closed = body.hasClass("menu-closed");
-        let menu_open = body.hasClass("menu-open");
-        let new_page = !(menu_closed || menu_open);
-
-        if((!mobile && (new_page || menu_open)) || mobile && menu_open) {
-            body.addClass("menu-closed");
-            body.removeClass("menu-open");
-        }
-        else {
-            body.removeClass("menu-closed");
-            body.addClass("menu-open");
-        }
+    var $menu = document.querySelector(".menu");
+    var $menuIcon = document.querySelector(".menu-icon");
+    var $page = document.querySelector(".page");
+    $menuIcon.addEventListener("click", function () {
+        $menu.classList.toggle("menu-hidden");
+        $page.classList.toggle("page-without-menu");
     });
 }
 function debounce(func, wait) {

doc/user/static/image.js

@@ -1,40 +1,11 @@
 
 $(document).ready(function() {
-    jQuery('a.thumbnail').colorbox({rel:'gal'});
-    jQuery('a.gallery_image').colorbox({rel:'gal'});
-    jQuery(".youtube").colorbox({iframe:true, innerWidth:'75%', innerHeight:'75%'});
-
-    jQuery(".font-icon").click(function (){
-        jQuery("body").toggleClass("dark-mode");
-        if(getCookie("dark-mode") === "true") {
-            setCookie("dark-mode", "false", 365);
-        }
-        else {
-            setCookie("dark-mode", "true", 365);
-        }
+    $("img").each(function(idx, elm){
+        $(elm).css("margin-bottom", elm.height * -0.333);
+    }).on("load", function(e){
+        $(e.target).css("margin-bottom", e.target.height * -0.333);
     });
 
-    if(getCookie("dark-mode") === "true") {
-        jQuery("body").toggleClass("dark-mode");
-    }
-
-    if(window.innerWidth >= 1920) {
-
-        // $("img.scaled-image").each(function(idx, elm){
-        //         $(elm).css("margin-bottom", elm.height * -0.333);
-        //     }).on("load", function(e){
-        //         $(e.target).css("margin-bottom", e.target.height * -0.333);
-        //     });
-        $("a.colorbox-inline").each(function(idx, elm){
-                let child = $(elm).children("img")[0];
-                let w = (child.naturalWidth * 0.666) + 1
-                let h = (child.naturalHeight * 0.666) + 1
-                $(elm).colorbox({inline: true, innerWidth: w, innerHeight: h, scrolling: false});
-            });
-    }
-    else {
-        jQuery("a.colorbox-inline").colorbox({inline:true});
-    }
     $(".back-button")
         .html("Go Back")
         .click(function(_) { window.history.back()});
@@ -43,29 +14,4 @@ $(document).ready(function() {
         console.log(navigator.userAgent);
         $(".search-icon").css("display", "none");
     }
-
-
 });
-
-function setCookie(cname, cvalue, exdays) {
-    var d = new Date();
-    d.setTime(d.getTime() + (exdays*24*60*60*1000));
-    var expires = "expires="+ d.toUTCString();
-    document.cookie = cname + "=" + cvalue + ";" + expires + ";path=/";
-}
-
-function getCookie(cname) {
-    var name = cname + "=";
-    var decodedCookie = decodeURIComponent(document.cookie);
-    var ca = decodedCookie.split(';');
-    for(var i = 0; i <ca.length; i++) {
-        var c = ca[i];
-        while (c.charAt(0) == ' ') {
-        c = c.substring(1);
-        }
-        if (c.indexOf(name) == 0) {
-            return c.substring(name.length, c.length);
-        }
-    }
-    return "";
-}

doc/user/static/jquery.colorbox-min.js

@@ -1,6 +0,0 @@
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-	Colorbox 1.6.3
-	license: MIT
-	http://www.jacklmoore.com/colorbox
-*/
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doc/user/static/scroll_actions.js

@@ -1,131 +0,0 @@
-jQuery(function($)
-{
-
-    // Default time delay before checking location
-    var call_back_delay = 500;
-
-    // Set some flags for tracking & execution
-    var scroll_timer = null;
-    var scroller = false; // indicate the user has begun scrolling
-
-    scroll_points_in_page = jQuery(".scroll_point");
-    video_screenshots = jQuery(".video-screenshot");
-    video_parents = jQuery(".video-parent");
-
-    var apply_video_click = function (video) {
-        $(video).click(function (e) {
-            var v = $(this)[0];
-            if(v.paused) {
-                v.play();
-                $(v).attr("data-paused", "false");
-            }
-            else {
-                v.pause();
-                $(v).attr("data-paused", "true");
-            }
-        });
-    }
-
-    for(var i = 0; i < video_parents.length; i++) {
-        let video_with_event = $(video_parents[i]).children("video")[0];
-        let play_icon = $($(video_parents[i]).children(".play-pause")[0]).children("i");
-        let parent = $(video_parents[i]);
-
-        parent.addClass("playing");
-
-        video_with_event.onpause = function () {
-            parent.addClass("paused");
-            parent.removeClass("playing");
-            play_icon.addClass("fa-play");
-            play_icon.removeClass("fa-pause");
-        }
-        video_with_event.onplay = function () {
-            parent.removeClass("paused");
-            parent.addClass("playing");
-            play_icon.removeClass("fa-play");
-            play_icon.addClass("fa-pause");
-        }
-
-    }
-
-    for(var i = 0; i < video_screenshots.length; i++) {
-        apply_video_click(video_screenshots[i]);
-    }
-
-    $(".play-pause").click(function (e) { $(this).next("video").click();});
-
-
-    // Check the location and track user
-      function track_location()
-      {
-         view_bottom = $(window).height() + $(window).scrollTop();// the bottom of the visible area
-
-         // loop through the scroll points and send events for any within the visible part of the page
-         for(var i = 0; i < scroll_points_in_page.length; i++)
-         {
-               check_scroll_point(scroll_points_in_page[i]);
-         }
-         for(var i = 0; i < video_screenshots.length; i++)
-         {
-               video_screenshots_play_pause(video_screenshots[i]);
-         }
-
-    }
-
-
-
-    var check_scroll_point = function(current_value)
-    {
-        var current_object = $(current_value);
-
-        if (view_bottom >= current_object.offset().top && $(window).scrollTop() <= current_object.offset().top && (current_object.attr("hit") === undefined || current_object.attr("hit") === null))
-        {
-            if (!debug_mode)
-            {
-                ga('send', 'event', current_object.attr("data-eventCategory") + "_scroll_points", "in_view", current_object.attr("data-eventLabel"));
-            }
-            else
-            {
-                console.log(current_object.attr("data-eventCategory") + "_scroll_points, " + current_object.attr("data-eventLabel"));
-            }
-
-            $("[data-eventLabel='" + current_object.attr("data-eventLabel")+ "']").attr("hit", "1"); // after the point has been hit don't count it again
-        }
-
-    }
-
-    var video_screenshots_play_pause = function(current_value)
-    {
-        var current_object = $(current_value);
-        var video_middle = current_object.offset().top + (current_object.height() / 2);
-        var video_on_screen = view_bottom > video_middle && video_middle > $(window).scrollTop();
-
-        if (
-            window.innerWidth > 600
-            && video_on_screen
-            && current_value.paused
-            && current_object.attr("data-paused") === "false"
-            )
-        {
-            current_value.play();
-        }
-        else if (!current_value.paused && !video_on_screen) {
-            current_value.pause();
-        }
-
-    }
-
-    // Track the scrolling and track location
-   $(".page").scroll(function()
-   {
-      if (scroll_timer) {
-         clearTimeout(scroll_timer);
-      }
-
-        // Use a buffer so we don't call track_location too often.
-      scroll_timer = setTimeout(track_location, call_back_delay);
-
-   });
-
-
-});

doc/user/templates/anchor-link.html

@@ -1 +0,0 @@
-<a class="zola-anchor" href="#{{ id }}" aria-label="Anchor link for: {{ id }}"><i class="fas fa-link"></i></a>

doc/user/templates/index.html

@@ -5,12 +5,9 @@
         <meta http-equiv="content-type" content="text/html; charset=utf-8">
         <link href="https://fonts.googleapis.com/css?family=Source+Sans+Pro:300,400,600" rel="stylesheet" />
         <meta name="viewport" content="width=device-width, initial-scale=1.0, maximum-scale=1">
+        <meta name="keywords" content="Futures, Options, Derivatives, Trade, Trading, Professional, options trading, futures trading, Software" />
         <meta name="rights" content="© Blue Trading Systems" />
-
-        <!-- <meta name="keywords" content="Futures, Derivatives, Trade, Trading, Trader, Professional, futures trading, Software" />
-        <meta name="description" content="Documentation for Blue Trading Systems' BTS Spark" /> -->
-        {% block meta %}
-        {% endblock meta %}
+        <meta name="description" content="Documentation for Blue Trading Systems' BTS Spark" />
 
         <title>{% block title %}{{ config.title }}{% endblock title %}</title>
 
@@ -39,8 +36,12 @@
 
             }
         </script>
-        <script src="https://kit.fontawesome.com/93aca32d82.js"></script>
 
+        <script
+            src="https://code.jquery.com/jquery-3.3.1.min.js"
+            integrity="sha256-FgpCb/KJQlLNfOu91ta32o/NMZxltwRo8QtmkMRdAu8="
+            crossorigin="anonymous"></script>
+        <script type="text/javascript" src="{{ get_url(path="image.js") | safe }}"></script>
         {% block js %}
 
         {% endblock js %}
@@ -59,9 +60,6 @@
             {% block before_menu %}
             {% endblock before_menu %}
             <nav role="navigation">
-                <div class="menu-icon menu-close-icon">
-                    <i class="fas fa-arrow-left"></i>
-                </div>
                 <ul>
                     {% block menu %}
                         {% set index = get_section(path="_index.md") %}
@@ -118,14 +116,14 @@
 
         <div class="page">
             <div class="page__header">
-                <span class="menu-icon">
-                    <i class="fas fa-bars"></i>
-                </span>
+                <div class="menu-icon">
+                    <span></span>
+                    <span></span>
+                    <span></span>
+                </div>
                 {% if config.build_search_index %}
-                <span class="search-icon"><i class="fas fa-search"></i></span>
+                <span class="search-icon">🔎</span>
                 {% endif %}
-                <span class="font-icon"><i class="fas fa-font"></i></span>
-
             </div>
 
             <div class="page__content">
@@ -156,19 +154,11 @@
         </div>
 
         {% block js_body %}
-            <script
-                src="https://code.jquery.com/jquery-3.3.1.min.js"
-                integrity="sha256-FgpCb/KJQlLNfOu91ta32o/NMZxltwRo8QtmkMRdAu8="
-                crossorigin="anonymous"></script>
-                <script type="text/javascript" src="{{ get_url(path="jquery.colorbox-min.js") | safe }}"></script>
-            <script type="text/javascript" src="{{ get_url(path="image.js") | safe }}"></script>
-            <script type="text/javascript" src="{{ get_url(path="scroll_actions.js") | safe }}"></script>
             {% if config.build_search_index %}
             <script type="text/javascript" src="{{ get_url(path="elasticlunr.min.js") | safe }}"></script>
             <script type="text/javascript" src="{{ get_url(path="search_index.en.js") | safe }}"></script>
             {% endif %}
             <script type="text/javascript" src="{{ get_url(path="book.js") | safe }}"></script>
-
         {% endblock js_body %}
     </body>
 

doc/user/templates/page.html

@@ -1,13 +1,5 @@
 {% extends "index.html" %}
 
-{% block meta %}
-    {% if page.extra.page_description %}
-        <meta name="description" content="{{ page.extra.page_description }}" />
-    {% else %}
-        <meta name="description" content="{{ page.title }} Documentation for Blue Trading Systems' BTS Spark" />
-    {% endif %}
-{% endblock meta %}
-
 {% block title %}{{ page.title }} &bull; {{ config.title }}{% endblock title %}
 
 {% block content %}

doc/user/templates/section.html

@@ -1,13 +1,5 @@
 {% extends "index.html" %}
 
-{% block meta %}
-    {% if section.extra.page_description %}
-        <meta name="description" content="{{ section.extra.page_description }}" />
-    {% else %}
-        <meta name="description" content="{{ section.title }} Documentation for Blue Trading Systems' BTS Spark" />
-    {% endif %}
-{% endblock meta %}
-
 {% block title %}{{ section.title }} &bull; {{ config.title }}{% endblock title %}
 
 {% block content %}

doc/user/templates/shortcodes/clear.html

@@ -1 +0,0 @@
-<div style="clear:both;"></div>

doc/user/templates/shortcodes/icon.html

@@ -1,17 +0,0 @@
-{% if class %}
-        {% set cls = class %}
-{% else %}
-        {% set cls = "" %}
-{% endif %}
-
-{% if page %}
-        {% set context = page %}
-{% elif section %}
-        {% set context = section %}
-{% endif %}
-
-<img
-    class="icon-image {{cls}}"
-    src="{{name}}"
-    alt="{{alt}}"
-    />

doc/user/templates/shortcodes/image.html

@@ -1,34 +0,0 @@
-{% if pull %}
-        {% if pull == "left" %}
-                {% set float = "is-pulled-left" %}
-        {% elif pull == "right" %}
-                {% set float = "is-pulled-right" %}
-        {% else %}
-        {% set float = "is-pulled-over-there" %}
-        {% endif %}
-{% else %}
-        {% set float = " " %}
-{% endif %}
-
-{% if class %}
-        {% set cls = class %}
-{% else %}
-        {% set cls = "" %}
-{% endif %}
-
-{% if page %}
-        {% set context = page %}
-{% elif section %}
-        {% set context = section %}
-{% endif %}
-
-{% set image_path = context.path ~ name %}
-{% set meta = get_image_metadata(path = image_path) %}
-{% set image_width = (meta.width * 0.666)%}
-
-<img
-    class="{{cls}} {{float}}"
-    style="width:{{image_width}}px;"
-    src="{{name}}"
-    alt="{{alt}}"
-    />

doc/user/templates/shortcodes/lightbox.html

@@ -1,52 +0,0 @@
-{% if pull %}
-        {% if pull == "left" %}
-                {% set float = "is-pulled-left" %}
-        {% elif pull == "right" %}
-                {% set float = "is-pulled-right" %}
-        {% else %}
-        {% set float = "is-pulled-over-there" %}
-        {% endif %}
-{% else %}
-        {% set float = " " %}
-{% endif %}
-
-{% if class %}
-        {% set cls = class %}
-{% else %}
-        {% set cls = "" %}
-{% endif %}
-
-{% if width %}
-        {% set wdth = width %}
-{% else %}
-        {% set wdth = "100%" %}
-{% endif %}
-
-{% if page %}
-        {% set context = page %}
-{% elif section %}
-        {% set context = section %}
-{% endif %}
-
-{% set image_path = context.path ~ name %}
-{% set meta = get_image_metadata(path = image_path) %}
-{% set image_width = (meta.width * 0.666)%}
-{% set id = name | replace(from=".", to="-") %}
-
-<a class="colorbox-inline" href="#{{id}}">
-    <img
-        class="{{cls}} {{float}}"
-        style="width: {{wdth}}; max-width:{{image_width}}"
-        src="{{name}}"
-        alt="{{alt}}"
-    />
-</a>
-
-<div id="colorbox-inline-content" style="display: none;">
-    <div id="{{id}}">
-        <img class = "" style="width:{{image_width}}; max-width:95vw; max-height:95vh; object-fit: scale-down"
-            src="{{name}}"
-            alt="{{alt}}"
-        />
-    </div>
-</div>

doc/user/templates/shortcodes/screen_recording.html

@@ -1,6 +0,0 @@
-<div class="video-parent">
-   <div class="play-pause"><i class="fas fa-play"></i></div>
-   <video class="video-screenshot" style="width: {{width}}; max-width:100%;" muted loop data-paused="false">
-       <source src="{{name}}" type="video/mp4">
-   </video>
-</div>

doc/user/templates/shortcodes/youtube.html

@@ -1,8 +0,0 @@
-<div {% if class %}class="{{class}}"{% endif %}>
-    <div class="embed-responsive embed-responsive-16by9 youtube-thumb">
-        <a class="gallery_image youtube cboxElement" href="https://www.youtube.com/embed/{{id}}" style="display:block;">
-            <img class="video_thumb" style="width:100%;" src="https://img.youtube.com/vi/{{id}}/0.jpg" alt="Video Thumbnail" />
-            <div class="youtube-overlay"><i class="fas fa-play"></i></div>
-        </a>
-    </div>
-</div>

ops_notes.txt

@@ -1,3 +1,7 @@
+2.14.0
+- Load Algos in libspark.so automatically (no symlink needed)
+- Specify commands to run when sparkd starts. These will automatically be killed when sparkd terminates if they are still running.
+
 1.5.7
 - Fixed Aggressor coloring and ladder high/low coloring in SIM
 

spark_client.sln

@@ -23,7 +23,14 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\sp
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
 EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_fix", "src\client\spark_fix\spark_fix.csproj", "{D8031C13-7BEA-430A-BB60-40927D15CFC3}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_historical", "src\client\spark_historical\spark_historical.csproj", "{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}"
+EndProject
 Global
+	GlobalSection(Performance) = preSolution
+		HasPerformanceSessions = true
+	EndGlobalSection
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
 		Debug|x64 = Debug|x64
@@ -219,6 +226,50 @@ Global
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.ActiveCfg = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.Build.0 = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x86.ActiveCfg = Debug|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|Any CPU.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x86.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.ActiveCfg = Release|x64
+		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.Build.0 = Release|x64
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