Add guard before unsigned fill math

.gitignore

@@ -1,36 +1,35 @@
-nohup.out
-build/
-cmake-build-debug/
-.idea/
-.dir-locals.el
-*.pyc
-.vscode/*
-!.vscode/*.json
-.vs
-obj/
-*.csproj.user
-*.vspx
-*.psess
-msbuild.log
-*.orig
-vcxproj.user
-src/client/spark/Properties/launchSettings.json
-compile_commands.json
-.cquery_cached_index/
-src/client/sparkcmd/Properties/launchSettings.json
-node_modules
-paket-files
-project.lock.json
-src/server/sparkd/orderman/perf_analysis/data
-src/server/sparkd/orderman/perf_analysis/logs/
-src/server/sparkd/orderman/perf_analysis/trace_data/
-.fake
-*.fsx.lock
-*.code-workspace
-src/lib/orderman/perf_analysis/logs/latency_data/
-trace_data/
-/src/lib/orderman/perf_analysis/last_pretty_log.csv
-/src/lib/orderman/perf_analysis/log.csv
-/doc/user/public/*
-.ionide/*
-src/web/ui/.ionide/symbolCache.db
+nohup.out
+build/
+cmake-build-debug/
+.idea/
+.dir-locals.el
+*.pyc
+.vscode/*
+!.vscode/*.json
+.vs
+obj/
+*.csproj.user
+*.vspx
+*.psess
+msbuild.log
+*.orig
+vcxproj.user
+src/client/spark/Properties/launchSettings.json
+compile_commands.json
+.cquery_cached_index/
+src/client/sparkcmd/Properties/launchSettings.json
+node_modules
+paket-files
+project.lock.json
+src/server/sparkd/orderman/perf_analysis/data
+src/server/sparkd/orderman/perf_analysis/logs/
+src/server/sparkd/orderman/perf_analysis/trace_data/
+.fake
+*.fsx.lock
+*.code-workspace
+src/lib/orderman/perf_analysis/logs/latency_data/
+trace_data/
+/src/lib/orderman/perf_analysis/last_pretty_log.csv
+/src/lib/orderman/perf_analysis/log.csv
+/doc/user/public/*
+.ionide 

.vscode/launch.json

@@ -44,7 +44,6 @@
                 "debuggerPath": "/usr/bin/gdb"
             },
             "sourceFileMap": {
-                "/home/bts/spark/build/ninja_debug/sdk/examples" : "${workspaceRoot}/src/sdk/examples", 
                 "/home/bts/spark/": "${workspaceRoot}"
             }
         },
@@ -105,7 +104,7 @@
             "request": "launch",
             "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
             "args": [
-                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64.xll"
+                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
             ],
             "cwd": "${workspaceRoot}",
             "stopAtEntry": false,
@@ -250,7 +249,7 @@
             "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
             "args": [
                 "test",
-                "[algo]"
+                "SingleWriterConcurrentVector"
             ],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/server/",

CMakeLists.txt

@@ -59,7 +59,6 @@ else ()
     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/
-    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/excel_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
     COMMENT "Creating server runtime layout"
     DEPENDS sparkd data_files_dir)  
 

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

@@ -1,11 +1,11 @@
 +++
-title = "Basic Algos"
-weight = 1
+title = "BTS Basic Algos"
+weight = 10
 sort_by = "weight"
 insert_anchor_links = "right"
-aliases = ["./bts_spark/Algos/"]
 +++
 
+
 ## Lean
 
 The goal of the lean order is to watch the opposite-inside market size and cross when that size goes below the threshold (this also implies a cross if that size goes to zero and the market trades away from you) If the market trades toward you, you can opt into several different behaviors
@@ -43,13 +43,4 @@ An OCO order creates a relationship between a child order and a 'stop' or 'other
 Composing this order with Cover simulates scalping functionality
 
 ##### Parameters
-  * Stop Ticks - ticks below or above main order to place stop / other order
-
-## Splitter
-The splitter is useful for pro-rata markets where you want to vary your exposure independent of the order quantity that you want to fill.  The splitter will complete when the number of fills reaches or exceeds the order quantity but it will put exposed_qty total size on the market. Splitter favors order size over queue position.
-
-If exposed_qty is set to 0 the splitter will continue to exist in the Order Book but will cancel all of its child orders.  This makes it a useful building block for custom algos that need to implement a 'paused' state.
-
-##### Parameters
-  * exposed_qty - The total quantity to expose on the market.
-  * max_order_qty - The maximum size of a single order.
+  * Stop Ticks - ticks below or above main order to place stop / other order

doc/user/content/release_notes/_index.md

@@ -4,67 +4,11 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
-## 2.7.2
-### User Visible Changes
-  - Changed the login dialog to avoid leaking workspace names from other users. 
-  - Added new Splitter algo. From the manual: The splitter is useful
-    for pro-rata markets where you want to vary your exposure
-    independent of the order quantity that you want to fill.  The
-    splitter will complete when the number of fills reaches or exceeds
-    the order quantity but it will put exposed_qty total size on the
-    market. Splitter favors order size over queue position.
-### Internal Changes
-  - Made spark more resilient to lack of connectivity to the CME web site for downloading of templates. 
-  
-## 2.7.1
-### User Visible Changes
-  - Fixed some issues with the Cover algo, where in some circumstances
-    it would erroneously cancel launched hedges on completion.
-	
-## 2.7.0
-### User Visible Changes
-  - Allowed algos to process "in-flight" fills while shutting down
-  - Changed the cover algo to continue to hedge while shutting down
-### API Changes
-  - Changed the API so that algos do not fully terminate until all
-    their children are terminated. Algos that are in the process of
-    shutting down in response to a complete or cancel call will still
-    receive child updates, which they can use to calculate and report
-    an accurate fill count (during this shutdown stage algos cannot
-    create, cancel or update children). A new IAlgoServices method,
-    is_shutting_down(), can be used to determine if an algo is
-    shutting down.
-
-## 2.6.2
-### User Visible Changes
-  - Fixed an issue in the ladder where in some cases the mini order book could not be brought up from a badge
-  - Fixed a rare race condition that could lead to erroneous limit enforcement
-  - Fixed an issue with the margin limits where an error could occur if an account name with more than 12 chars was used  
-
-## 2.6.1
-### User Visible Changes
-  - Fixed an issue in the ladder where an error could occur when trying to change ladder settings for the first time
-  
-## 2.6.0
-### User Visible Changes
-  - 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
-  - Address a rare issue that could lead to an error report on UI exit
-  - Added margin risk limits
-  - Added the "Offset" algo. Offset prices a child algo at a parameterizable distance from the top of the book
-  - Avoided switching the current account and order type on open ladders when limits are changed 
-### Internal Changes
-  - Ensure that admin logins are always allowed to login, regardless of keycode status.
-  
 ## 2.5.0
-### User Visible Changes
-  - Added loss limit risk check
+### User Visible Settings
   - 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 volumn column
 ## 2.4.0
 ### User Visible Settings
   - In the ladder, changed the last trade column to accumulate successive trades at the same price
@@ -224,7 +168,7 @@ insert_anchor_links = "right"
   - 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
@@ -347,7 +291,7 @@ insert_anchor_links = "right"
   - The zoom slider can be enabled from Ladder Form -> Settings button -> Left Pane tab -> check Zoom Slider checkbox
   - The zoom functionality can also be performed via hotkey and mouse wheel combinations
     - Zoom In = CTRL + Mouse wheel up
-    - Zoom Out = CTRL + Mouse wheel down␍
+    - Zoom Out = CTRL + Mouse wheel down
     - Reset zoom = CTRL + Mouse wheel click or double click on the zoom slider
 ### Exchange simulator
   - Improved the exchange simulator to track real market data more closely
@@ -452,8 +396,7 @@ insert_anchor_links = "right"
   - This is configurable from a ladder's settings as well
 ### Customized settings in all windows
  - All windows now contain a settings page where grid settings (font color, size, etc) are applied
- - These settings can be saved on a per-window basis or as a Default for newly-launched windows
-
+ - These settings can be saved on a per-window basis or as a Default for newly-launched windows␍
 
 ## 1.3.1 Through 1.3.4
 

src/client/spark/Modules/Trading/AlgoStudio/VM/AlgoDefinitionVM.cs

@@ -51,9 +51,6 @@ namespace mbts.spark {
       readonly Property<AlgoFormats> _selected_format;
       readonly EnumMaskInt32<AlgoEditingPermissions> _permissions_mask = new EnumMaskInt32<AlgoEditingPermissions>();
 
-      mbts.ui.spark.AlgoContentTemplateSelector.OrderKind IAlgoSelector.order_kind => 
-         new mbts.ui.spark.AlgoContentTemplateSelector.OrderKind(string.Empty, string.Empty);
-
       int? _favorite_index;
       Brush _badge_fill;
       Snapshot? _committed;

src/client/spark/Modules/Trading/Ladder/LadderSettings.cs

@@ -339,7 +339,6 @@ namespace mbts.spark {
                zoom_slider_visible = false,
                zoom_factor = _default_zoom_factor,
                net_change = NetChangeTerms.None,
-               mini_ob = new LadderMiniOrderBookSettings(bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general),
             };
             rv.row_height = LadderRender.measure_row_height(rv);
             return rv;

src/client/spark/Modules/Trading/Ladder/LadderWindowFactory.cs

@@ -113,7 +113,7 @@ namespace bts.shell {
                });
             });
             // vm
-            vm = LadderVM.create(_bus, model, LadderSettings.sanitize(last_value ?? _settings_hub.current.ladder), settings_source);
+            vm = LadderVM.create(_bus, model, last_value ?? _settings_hub.current.ladder, settings_source);
             vm.settings_invalidated += on_settings_invalidated;
             vm.order_properties_vm.open_algo_popup_on_select = _ladder_conf.open_algo_popup_on_select;
             vm.order_properties_vm.use_algo_param_grid = _ladder_conf.use_algo_param_grid;

src/client/spark/Modules/Trading/Ladder/VM/LadderSettingsVM.cs

@@ -363,9 +363,7 @@ namespace mbts.spark {
          } else {
             clone = SparkUtils.clone_proto(_current);
 #pragma warning disable CS0612 // Type or member is obsolete
-            clone.mini_ob = new LadderMiniOrderBookSettings(_current.mini_ob.value != null ? 
-               mini_ob.create().with(sorting_criterion: _current.mini_ob.value.sorting_criterion) :
-               mini_ob.create());
+            clone.mini_ob = new LadderMiniOrderBookSettings(mini_ob.create().with(sorting_criterion: _current.mini_ob.value.sorting_criterion));
 #pragma warning restore CS0612 // Type or member is obsolete
          }
          clone.badge_style = badge_style;

src/client/spark/Modules/Trading/Ladder/VM/LadderVMContainer.cs

@@ -51,7 +51,7 @@ namespace mbts.spark {
                LadderVM.create_readonly(_bus,
                   new LadderModel(security_md.Value, _model, _model.mbo_service,
                   new Func<OrderSecurity, bool>(osec => _selected_order_tree.Contains(osec.order.Key))),
-                  Observable.Return(LadderSettings.sanitize(LadderSettings.Default))) : null);
+                  Observable.Return(LadderSettings.Default)) : null);
          RaisePropertyChanged(nameof(value));
       }
    }

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

@@ -67,8 +67,7 @@ namespace mbts.spark {
       NativePriceSize _last_trade;
       Func<NativePriceSize, string> _fmt_size = MDDisplayHelper.get_formatter_nps(MarketSizeDisplay.get_default());
       int _old_tooltip_row = int.MaxValue;
-      NativePriceSize? _old_last_trade;
-      string _direction_arrow = string.Empty;
+      double _old_last_trade_price = 0.0;
       bool _tooltips_are_hooked_up = false;
       ToolTip tooltip_view = new ToolTip();
       IDisposable _parameterized_order_popup;
@@ -694,14 +693,12 @@ namespace mbts.spark {
                   // At any rate, we need this part hiding the tooltip so that we don't leave random tooltips around
                   // and we have to reset to old row so that when we go back to what could be our preivous row, the tooltip gets drawn again
                   //System.Diagnostics.Debug.WriteLine("   Tooltip - Volume is 0");
-                  _old_tooltip_row = int.MaxValue;
                   _hide_tool_tip();
                   //_old_tooltip_row = Int32.MaxValue;
                }
             }
          } else {
             //System.Diagnostics.Debug.WriteLine("   Tooltip - not over Volume column");
-            _old_tooltip_row = int.MaxValue;
             _hide_tool_tip();
          }
       }
@@ -864,43 +861,21 @@ namespace mbts.spark {
       void _refresh_volume_at_price() {
          if (!_settings.volume_column.general.show)
             return;
-
-         // if the last trade has a new size then we need to explicitly
-         // mark the volume container as dirty because there is a chance
-         // we have arrived here off a size change and not a volume change
-         // or a random change, like applying new settings
-         bool last_trade_size_changed = _old_last_trade.HasValue ? _last_trade.size != _old_last_trade.Value.size : true;
-         if (last_trade_size_changed && _settings.volume_column.show_ltq) {
-            _volume_container.mark_dirty();
-         }
          var vapls = _volume_container.read_new_value();
          if (vapls != null) {
             Log.assert_d(_price_list != null);
-            var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
-            LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column, last_index, _get_last_arrow_string());
-            _old_last_trade = _last_trade;
-         }
-
-         string _get_last_arrow_string() {
-            // if _old_last_trade doesn't have a value, this is the first time the ladder has been launched
-            // and so the direction should be drawn without an arrow since there is no basis for comparison
-            if (!_old_last_trade.HasValue) {
-               _direction_arrow = string.Empty;
-               // if the Lasts are different then we need to reformat the direction arrow in some fashion
-            } else if (_old_last_trade != _last_trade) {
-               var ltp = _last_trade.price;
-               if (MathUtils.epsilon_equals(ltp, _old_last_trade.Value.price)) {
-                  // update on the same price, so size must be different
-                  _direction_arrow = string.Empty;
-               } else if (ltp > _old_last_trade.Value.price) {
-                  _direction_arrow = "▲";
-               } else {
-                  _direction_arrow = "▼";
-               }
-            } 
-            // regardless of if we've arrived here via a new Last (and new direction arrow)
-            // or we're reusing the old one, this format bit is the same
-            return $"{_direction_arrow} {_last_trade.size} ";
+            var ltp = _last_trade.price;
+            var last_index = LadderRender.index_of(_price_list, ltp, _price_comparer);
+            string direction_arrow = string.Empty;
+            if (MathUtils.epsilon_equals(ltp, _old_last_trade_price)) {
+               // do nothing if in here b/c direction_arrow already string.empty
+            } else if (ltp > _old_last_trade_price) {
+               direction_arrow = "▲";
+            } else {
+               direction_arrow = "▼";
+            }
+            LadderRender.render_volumes(_volume_vis_tup.visual, _volume_vis_tup.glyph_context, _price_list, vapls, _settings.row_height, security.ContractSpec, _settings.volume_column, last_index, _last_trade, direction_arrow);
+            _old_last_trade_price = ltp;
          }
       }
 

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

@@ -196,7 +196,8 @@ namespace mbts.spark {
         ContractSpecificationImmutable spec,
         VolumeColumnSettings settings,
         int last_index,
-        string last_size_and_direction
+        NativePriceSize last_trade, 
+        string direction_arrow
         ) {
          if (!data.Any()) {
             _clear_visual(dv);
@@ -215,16 +216,16 @@ namespace mbts.spark {
          Brush total_brush = null;
          if (settings.total.bars.result.HasValue) {
             total_brush = new SolidColorBrush(settings.total.bars.result.Value);
-         } else if (components.Count == 0 && !settings.show_ltq) {
+         } else if (components.Count == 0) {
             _clear_visual(dv);
             return;
          }
          // inflate the max so that the graph never fills the available space
          double max = data.Max(v => v.Volume) * 1.1;
+         Brush text_brush = settings.general.foreground.rgb_brush();
          _render_cells(dv, row_height, data.Select(d => (d.Price, d)), settings.general, prices, spec, render_cell);
          /// local methods
          void render_cell(DrawingContext dc, int r, VolumeAtPriceLevelImmutable vap) {
-            Brush text_brush = settings.general.foreground.rgb_brush();
             double y = row_height * r;
             var last_trade_here = r == last_index;
 
@@ -258,8 +259,7 @@ namespace mbts.spark {
             }
             if (settings.show_ltq && last_trade_here) {
                numbers_text.Clear();
-               numbers_text.Add(last_size_and_direction);
-               text_brush = BTSCoreColors.white;
+               numbers_text.Add($"{direction_arrow} {last_trade.size} ");
             }
             if (numbers_text.Count > 0) {
                string str = string.Join("/", numbers_text);

src/client/spark/Modules/Trading/OrderBook/OrderBookVM.cs

@@ -994,13 +994,11 @@ namespace mbts.spark {
             var join = config.Configuration.get<bts.config.JoinAttachUIOptions>();
             var lean = config.Configuration.get<bts.config.LeanAttachUIOptions>();
             var top = config.Configuration.get<bts.config.TopAttachUIOptions>();
-            var offset = config.Configuration.get<bts.config.OffsetAttachUIOptions>();
             _algo_type_conf = new Dictionary<CustomOrderDefinition.CustomOneofCase, (bool, bool)> {
                { CustomOrderDefinition.CustomOneofCase.Cover, (cover.show_price, cover.show_quantity) },
                { CustomOrderDefinition.CustomOneofCase.Join, (join.show_price, join.show_quantity) },
                { CustomOrderDefinition.CustomOneofCase.Lean, (lean.show_price, lean.show_quantity) },
-               { CustomOrderDefinition.CustomOneofCase.Top, (top.show_price, top.show_quantity) },
-               { CustomOrderDefinition.CustomOneofCase.Offset, (offset.show_price, offset.show_quantity) }
+               { CustomOrderDefinition.CustomOneofCase.Top, (top.show_price, top.show_quantity) }
             };
          }
 

src/client/spark/Modules/Trading/OrderBook/Settings/OrderBookFilterStates.cs

@@ -144,7 +144,7 @@ namespace bts.shell.orderbook {
          pb.add_discrete_values(fs.symbols, o => o.security?.Symbol);
          // numeric
          pb.add_numeric(fs.qty, o => o.order.quantity());
-         pb.add_price(fs.price, o => o.order.price(), o => o.security);
+         pb.add_numeric(fs.price, o => o.order.price());
          pb.add_numeric(fs.qty_filled, o => o.order.filled());
          pb.add_numeric(fs.avg_price, o => o.order.avg_price());
          pb.add_numeric(fs.last_price, o => o.order.last_price());

src/client/spark/Orders/OrderDataHelper.cs

@@ -26,11 +26,7 @@ namespace mbts.spark.utilities {
       public readonly Func<CustomOrderDefinition, CustomOrderDefinition> get_child;
       public readonly Action<CustomOrderDefinition, CustomOrderDefinition> assign_child;
 
-      public ChildAlgoData(string name, Func<IMessage, CustomOrderDefinition> get_child_from_impl, 
-                           Action<IMessage, CustomOrderDefinition> assign_child_to_impl, 
-                           Func<CustomOrderDefinition, CustomOrderDefinition> get_child, 
-                           Action<CustomOrderDefinition, CustomOrderDefinition> assign_child) 
-      {
+      public ChildAlgoData(string name, Func<IMessage, CustomOrderDefinition> get_child_from_impl, Action<IMessage, CustomOrderDefinition> assign_child_to_impl, Func<CustomOrderDefinition, CustomOrderDefinition> get_child, Action<CustomOrderDefinition, CustomOrderDefinition> assign_child) {
          this.name = name;
          this.get_child = get_child;
          this.assign_child = assign_child;
@@ -216,7 +212,6 @@ namespace mbts.spark.utilities {
       public TriggerOrderDefinition trigger_order() => OrderDataHelper.Defaults.TriggerOrderDefinition();
       public DynamicOrderDefinition dynamic_order() => OrderDataHelper.Defaults.DynamicOrderDefinition();
       public SpreaderOrderDefinition spreader_order() => OrderDataHelper.Defaults.SpreaderOrderDefinition();
-      public SplitterOrderDefinition splitter_order() => OrderDataHelper.Defaults.SplitterOrderDefinition();
       public SpreaderOrderDefinition spreader_order(SecurityImmutable security, ExecutionStrategyImmutable strategy) =>
          new SpreaderOrderDefinition {
             Security = security.CloneToMutable(),
@@ -247,12 +242,8 @@ namespace mbts.spark.utilities {
             case CustomOrderDefinition.CustomOneofCase.Offset: rv.Offset = offset_order(); break;
             case CustomOrderDefinition.CustomOneofCase.Trigger: rv.Trigger = trigger_order(); break;
             case CustomOrderDefinition.CustomOneofCase.Spreader: rv.Spreader = spreader_order(); break;
-            case CustomOrderDefinition.CustomOneofCase.Splitter: rv.Splitter = splitter_order(); break;
             case CustomOrderDefinition.CustomOneofCase.Dynamic: rv.Dynamic = dynamic_order(); break;
                //case CustomOrderDefinition.CustomOneofCase.QueueHolder: rv.QueueHolder = queue_holder_order(); break;
-            default:
-               OrderTypeVMFactory.GenericOrderFactory.setup_generic_custom_order(rv, order_type);
-               break;            
          }
          return rv;
       }
@@ -278,7 +269,6 @@ namespace mbts.spark.utilities {
             case CustomOrderDefinition.CustomOneofCase.Offset: return new OrderMetadata { KeyBinding = "O", Color = BTSColors.Orders.off_order };
             case CustomOrderDefinition.CustomOneofCase.Trigger: return new OrderMetadata { KeyBinding = "T", Color = BTSColors.Orders.trigger_order };
             case CustomOrderDefinition.CustomOneofCase.Spreader: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.spreader_order };
-            // case CustomOrderDefinition.CustomOneofCase.Splitter: return new OrderMetadata { KeyBinding = "", Color = BTSColors.orange.rgb_color() };
             case CustomOrderDefinition.CustomOneofCase.Dynamic: return new OrderMetadata { KeyBinding = "", Color = BTSColors.Orders.top_order };
             case CustomOrderDefinition.CustomOneofCase.None: goto default;
             //case CustomOrderDefinition.CustomOneofCase.QueueHolder: return new OrderMetadata { KeyBinding = "Q", Color = BTSColors.purple.rgb_color() };
@@ -599,8 +589,9 @@ namespace mbts.spark.utilities {
                new AlgoStructureKey(defi.CustomCase)));
 
       public static readonly CustomOrderDefinition.CustomOneofCase[]
-
-         // exchange_order_types are the types which can be submitted on an exchange security
+         // The following standard types are not yet ready for production use:
+         // CustomOrderDefinition.CustomOneofCase.Tick,
+         // CustomOrderDefinition.CustomOneofCase.Dynamic,
          exchange_order_types = new[] {
             CustomOrderDefinition.CustomOneofCase.Market,
             CustomOrderDefinition.CustomOneofCase.Limit,
@@ -611,32 +602,24 @@ namespace mbts.spark.utilities {
             CustomOrderDefinition.CustomOneofCase.Lean,
             CustomOrderDefinition.CustomOneofCase.Join,
             CustomOrderDefinition.CustomOneofCase.Cover,
-            CustomOrderDefinition.CustomOneofCase.Top,
-            CustomOrderDefinition.CustomOneofCase.Offset,
-            CustomOrderDefinition.CustomOneofCase.Splitter,
-            CustomOrderDefinition.CustomOneofCase.Scratch,
-            CustomOrderDefinition.CustomOneofCase.Prorata,
+            CustomOrderDefinition.CustomOneofCase.Top
          },
+         // The following spreader types are not yet ready for production use:
+         // CustomOrderDefinition.CustomOneofCase.Dynamic,
          spreader_order_types = new[] {
             CustomOrderDefinition.CustomOneofCase.Spreader,
             CustomOrderDefinition.CustomOneofCase.Iceberg,
             CustomOrderDefinition.CustomOneofCase.Lean,
             CustomOrderDefinition.CustomOneofCase.Join,
-            CustomOrderDefinition.CustomOneofCase.Cover, 
-            CustomOrderDefinition.CustomOneofCase.Top,
-            CustomOrderDefinition.CustomOneofCase.Splitter,
-            CustomOrderDefinition.CustomOneofCase.Scratch,
-            CustomOrderDefinition.CustomOneofCase.Prorata,
+            CustomOrderDefinition.CustomOneofCase.Cover,
+            CustomOrderDefinition.CustomOneofCase.Top
          },
          attachable_order_types = new[] {
             CustomOrderDefinition.CustomOneofCase.Iceberg,
             CustomOrderDefinition.CustomOneofCase.Lean,
             CustomOrderDefinition.CustomOneofCase.Join,
             CustomOrderDefinition.CustomOneofCase.Cover,
-            CustomOrderDefinition.CustomOneofCase.Top,
-            CustomOrderDefinition.CustomOneofCase.Offset,
-            CustomOrderDefinition.CustomOneofCase.Scratch,
-            CustomOrderDefinition.CustomOneofCase.Prorata,
+            CustomOrderDefinition.CustomOneofCase.Top
          },
          outright_order_types = new[] {
             CustomOrderDefinition.CustomOneofCase.Market,
@@ -732,7 +715,7 @@ namespace mbts.spark.utilities {
                !b.HasChild);
 
          public static bool top_equals(TopOrderDefinitionImmutable a, TopOrderDefinitionImmutable b) =>
-            a.TicksOff == b.TicksOff &&
+            a.WatchLevelTickOffset == b.WatchLevelTickOffset &&
             (a.HasTopThreshold ?
                b.HasTopThreshold && quantity_measure_equals(a.TopThreshold, b.TopThreshold) :
                !b.HasTopThreshold) &&
@@ -923,7 +906,7 @@ namespace mbts.spark.utilities {
                      add_component(_get_hash(_get_tick_child(tick)));
                      break;
                   case CustomOrderDefinition.CustomOneofCase.Top:
-                     add_component(def.Top.TicksOff.GetHashCode());
+                     add_component(def.Top.WatchLevelTickOffset.GetHashCode());
                      add_component(def.Top.HasTopThreshold ? def.Top.TopThreshold.GetHashCode() : 0);
                      add_component(_get_top_child(def.Top).GetHashCode());
                      break;
@@ -1022,9 +1005,6 @@ namespace mbts.spark.utilities {
                case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Trigger: rv.Trigger = TriggerOrderDefinition(); break;
                case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Spreader: rv.Spreader = SpreaderOrderDefinition(); break;
                case bts.api.orderman.CustomOrderDefinition.CustomOneofCase.Dynamic: rv.Dynamic = DynamicOrderDefinition(); break;
-               default:
-                  OrderTypeVMFactory.GenericOrderFactory.setup_generic_custom_order(rv, order_type);
-                  break;
             }
             return rv;
          }
@@ -1050,9 +1030,6 @@ namespace mbts.spark.utilities {
          public static TriggerOrderDefinition TriggerOrderDefinition() => new TriggerOrderDefinition { Child = CustomOrderDefinition(), TriggerCondition = new TriggerCondition(), TriggerAction = new TriggerAction(), };
          public static DynamicOrderDefinition DynamicOrderDefinition() => new DynamicOrderDefinition();
          public static SpreaderOrderDefinition SpreaderOrderDefinition() => new SpreaderOrderDefinition { ExecutionStrategy = new ExecutionStrategy() };
-
-         public static SplitterOrderDefinition SplitterOrderDefinition() => new SplitterOrderDefinition();
       }
    }
-   
 }

src/client/spark/Orders/OrderPropertiesEditorVM.cs

@@ -105,18 +105,13 @@ namespace mbts.spark {
          var inline_account_src = order_properties.AggregateLatest(
             model.factory.subscribe_accounts(),
             (last, change, cache) => convert_inline_account(change.New.account, cache),
-            (last, props, change) => convert_inline_account(props.account, change.New, false),
+            (last, props, change) => convert_inline_account(props.account, change.New),
             () => new InlineUserProperty<AccountTuple>(),
             new InlineOrderProperties(),
             DictionaryHelper.empty<uint, string>());
-         // Note that with the .Where on the account_tuples, we will ignore any
-         // updates for which all accounts have been removed.
-         // This was a safer change than changing SelectorProperty's IEnumberable.OnNext
-         // so that it would not reset the selected item on server reboots; i.e. this
-         // change only affects this IObservable.
          _accounts = backing(
             nameof(selected_account),
-            model.factory.subscribe_account_tuples().Where(items => items.Any()),
+            model.factory.subscribe_account_tuples(),
             inline_account_src,
             a => new AccountTuple?(a),
             () => accounts.Cast<AccountTuple?>().FirstOrDefault(),
@@ -268,18 +263,9 @@ namespace mbts.spark {
                   break;
             }
          }
-         //
-         //  Regarding the 3rd parameter, force_override_from_inline_property:
-         //    When using an InlineUserProperty, in the context of assigning a default vs selected item,
-         //    there is somewhat of a conflict between the IObserver<InlineUserProperty<TItem>> and the 
-         //    IObserver<IEnumerable<TItem>> OnNext methods.  This 3rd paramter provides yet another override
-         //    to say if the force_override should come from the inline property or if the force_override should
-         //    be disbled, by way of the immediate return in ViewModelBase._try_auto_select when force_override
-         //    is false.  Our intent is then accomplished because we are no longer attempting to set a default/
-         //    selected item when the account_tuples potentially changes
-         InlineUserProperty<AccountTuple> convert_inline_account(InlineUserProperty<uint> account_id, IReadOnlyDictionary<uint, string> account_map, bool force_override_from_inline_property = true) =>
+         InlineUserProperty<AccountTuple> convert_inline_account(InlineUserProperty<uint> account_id, IReadOnlyDictionary<uint, string> account_map) =>
             account_id.has_value && account_map.TryGetValue(account_id.value, out string name) ?
-               new InlineUserProperty<AccountTuple>(new AccountTuple(account_id.value, name), force_override_from_inline_property ? account_id.force_override : false) :
+               new InlineUserProperty<AccountTuple>(new AccountTuple(account_id.value, name), account_id.force_override) :
                new InlineUserProperty<AccountTuple>();
       }
 

src/client/spark/Orders/OrderTypeVMs/DynamicOrderHelper.cs

@@ -71,7 +71,6 @@ namespace mbts.spark {
                   case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef: param.AsOrderDef = new CustomOrderDefinition(); break;
                   case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: param.AsString = string.Empty; break;
                   case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: param.AsUint32 = 0u; break;
-                  case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveQuantity: param.AsQuantity = new bts.spark.QuantityMeasure(); break;
                }
                break;
             case DynamicOrderTypeDescriptor.DescriptorOneofCase.Structure: param.AsStruct = new DynamicOrderStruct(); break;
@@ -88,16 +87,5 @@ namespace mbts.spark {
          }
          param.AsEnumerated.EnumValue = value ?? string.Empty;
       }
-
-      internal static bts.spark.QuantityMeasureImmutable? get_quantity_value(DynamicOrderParam param) 
-      {
-         return new bts.spark.QuantityMeasureImmutable(param?.AsQuantity);
-      }
-      internal static void set_quantity_value(DynamicOrderParam param, bts.spark.QuantityMeasureImmutable? value)
-      {
-         if (param == null)
-            return;
-         param.AsQuantity = value?.CloneToMutable();
-      }
    }
 }

src/client/spark/Orders/OrderTypeVMs/DynamicOrderParamVM.cs

@@ -1,7 +1,6 @@
 using bts.api.orderman;
 using Google.Protobuf.Reflection;
 using mbts.ui.shell;
-using bts.spark;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -26,7 +25,7 @@ namespace mbts.spark {
       protected DynamicOrderParamVM(DynamicOrderParamDescriptor descriptor)
          : this(descriptor, DynamicOrderHelper.init_param(descriptor)) { }
 
-      private DynamicOrderParamVM(DynamicOrderParamDescriptor descriptor, DynamicOrderParam param) {
+      protected DynamicOrderParamVM(DynamicOrderParamDescriptor descriptor, DynamicOrderParam param) {
          this.descriptor = descriptor;
          _param = param;
       }
@@ -117,41 +116,4 @@ namespace mbts.spark {
       void _sync_elements() =>
          elements.sync_with(_get_elements(descriptor));
    }
-
-
-   class DynamicOrderQuantityVM : DynamicOrderParamVM, IDynamicOrderParamVM<QuantityMeasureImmutable?>
-   {
-      static readonly FieldDescriptor _field_desc = DynamicOrderParam.Descriptor.FindFieldByNumber(DynamicOrderParam.AsQuantityFieldNumber);
-      public DynamicOrderQuantityVM(DynamicOrderParamDescriptor descriptor)
-         : base(descriptor) { }
-
-      QuantityMeasureImmutable? IDynamicOrderParamVM<QuantityMeasureImmutable?>.value { get => quantity; set => quantity= value; }
-      public QuantityMeasureImmutable? quantity 
-      {
-         get => DynamicOrderHelper.get_quantity_value(param);
-         set 
-         {
-            var orig = quantity;
-            DynamicOrderHelper.set_quantity_value(param, value);
-            if (quantity != orig)
-               RaisePropertyChanged();
-         }
-      }      
-
-      public IObservable<QuantityMeasureImmutable?> subscribe_value() 
-      {
-         return Observable.Create<QuantityMeasureImmutable?>(o =>
-         {
-            PropertyChanged += on_prop_changed;
-            return Disposable.Create(() => PropertyChanged -= on_prop_changed);
-            void on_prop_changed(object sender, PropertyChangedEventArgs e) =>
-               o.OnNext(quantity);
-         });
-      }
-
-      protected override void on_param_changed()
-      {
-         RaisePropertyChanged(nameof(quantity));
-      }
-   }   
 }

src/client/spark/Orders/OrderTypeVMs/DynamicOrderTemplateSelector.cs

@@ -19,7 +19,6 @@ namespace mbts.ui.spark
       public DataTemplate UIntTemplate { get; set; }
       public DataTemplate StringTemplate { get; set; }
       public DataTemplate OrderDefTemplate { get; set; }
-      public DataTemplate QuantityMeasureTemplate { get; set; }
 
       public DataTemplate EnumTemplate { get; set; }
 
@@ -40,7 +39,6 @@ namespace mbts.ui.spark
                         case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: return UIntTemplate;
                         case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: return StringTemplate;
                         case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveOrderDef: return OrderDefTemplate;
-                        case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveQuantity: return QuantityMeasureTemplate;
                         default: return null;
                      }
                   }

src/client/spark/Orders/OrderTypeVMs/DynamicOrderVM.cs

@@ -5,7 +5,6 @@ using mbts.collections;
 using mbts.spark.utilities;
 using mbts.ui.utility;
 using mbts.utils;
-using bts.spark;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -47,13 +46,10 @@ namespace mbts.spark {
          protected override void on_model_internal() =>
             _sync_dynamic_params();
 
-         protected override IEnumerable<ChildAlgoData> get_selector_datum() 
-         {
-            var data = OrderDataHelper.get_child_algo_data(new CustomOrderDefinition {
+         protected override IEnumerable<ChildAlgoData> get_selector_datum() =>
+            OrderDataHelper.get_child_algo_data(new CustomOrderDefinition {
                Dynamic = model?.dynamic_helper?.create_def(dyn_type) ?? new DynamicOrderDefinition()
             });
-            return data;
-         }
 
          void _sync_dynamic_params() {
             if (model != null) {
@@ -74,14 +70,9 @@ namespace mbts.spark {
                   switch (descriptor.ParamType.Primitive) {
                      case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveBool: return mk<bool?, bool>(DynamicOrderParam.AsBoolFieldNumber, v => v, v => v.GetValueOrDefault());
                      case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveDouble: return mk<double, double>(DynamicOrderParam.AsDoubleFieldNumber, v => v, v => v, double.NaN);
-                     case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: return mk<int?, int>(DynamicOrderParam.AsInt32FieldNumber, v => v, v => v.GetValueOrDefault());
+                     case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveInt: return mk<uint?, uint>(DynamicOrderParam.AsInt32FieldNumber, v => v, v => v.GetValueOrDefault());
                      case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveUint: return mk<uint?, uint>(DynamicOrderParam.AsUint32FieldNumber, v => v, v => v.GetValueOrDefault());
                      case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveString: return mk<string, string>(DynamicOrderParam.AsStringFieldNumber, v => v, v => v);
-                     case DynamicOrderPrimitiveDescriptor.DynamicOrderPrimitiveQuantity: 
-                     {
-                        var qm = new DynamicOrderQuantityVM(descriptor);
-                        return attached(qm, DynamicOrderHelper.get_quantity_value, DynamicOrderHelper.set_quantity_value, new QuantityMeasure { Ratio = 1.0, Absolute = 1 });
-                     }
                      default: throw ExceptionBuilder.Argument.unexpected_case(descriptor.ParamType.Primitive, nameof(descriptor));
                   }
                case DynamicOrderTypeDescriptor.DescriptorOneofCase.Enumerated:
@@ -106,19 +97,11 @@ namespace mbts.spark {
                   mdef => mdef.OrderParams.TryGetValue(pvm.descriptor.ParamName, out DynamicOrderParam p) ? selector(p) : default_value,
                   (mdef, v) => assign_to_param(mdef.OrderParams.GetOrAdd(pvm.descriptor.ParamName, pn => new DynamicOrderParam()), v),
                   () => pvm.value,
-                  v => pvm.value = set_value_not_null_string(v),
+                  v => pvm.value = v,
                   pvm.subscribe_value(),
                   default_value);
                return pvm;
             }
-
-            T set_value_not_null_string<T>(T val)
-            {
-               if (typeof(T) == typeof(string) && val == null)
-                  return (T)(object)string.Empty;
-               else
-                  return val;
-            }            
          }
       }
    }

src/client/spark/Orders/OrderTypeVMs/GenericOrderHelper.cs

@@ -1,56 +0,0 @@
-
-using bts.api;
-using bts.api.orderman;
-using bts.utils;
-using Google.Protobuf;
-using Google.Protobuf.Reflection;
-using mbts.ui.utility;
-using mbts.utils;
-using System;
-using System.Collections.Generic;
-using System.ComponentModel.Composition;
-using System.Linq;
-using System.Reactive.Linq;
-
-namespace mbts.spark 
-{
-   [Export]   
-   class GenericOrderHelper
-   {
-      [ImportingConstructor]
-      private GenericOrderHelper(OrderService order_service)
-      {
-      }
-
-      internal static string get_enumerated_value(IMessage message, FieldDescriptor fd) 
-      {
-         var ev = fd.Accessor.GetValue(message);
-         return ev.ToString();
-      }
-      internal static void set_enumerated_value(IMessage message, FieldDescriptor fd, string value) 
-      {
-         if (message == null) 
-         {
-            return;
-         } 
-         var ev = fd.EnumType.Values.First(x => x.Name == value)?.Number;
-         if(ev.HasValue)
-            fd.Accessor.SetValue(message, ev.Value);
-      }
-
-      internal static bts.spark.QuantityMeasureImmutable? get_quantity_value(IMessage message, FieldDescriptor fd) 
-      {
-         var qm = (bts.spark.QuantityMeasure)fd.Accessor.GetValue(message);
-         if(qm != null)
-            return new bts.spark.QuantityMeasureImmutable(qm);
-         else
-            return null;
-      }
-      internal static void set_quantity_value(IMessage message, FieldDescriptor fd, bts.spark.QuantityMeasureImmutable? value)
-      {
-         if (message == null)
-            return;
-         fd.Accessor.SetValue(message, value?.CloneToMutable());
-      }
-   }
-}

src/client/spark/Orders/OrderTypeVMs/GenericOrderParamVM.cs

@@ -1,183 +0,0 @@
-using bts.api.orderman;
-using Google.Protobuf.Reflection;
-using mbts.ui.shell;
-using bts.spark;
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.ComponentModel;
-using System.Linq;
-using System.Reactive.Linq;
-using Google.Protobuf;
-
-namespace mbts.spark 
-{
-   interface IGenericOrderParamVM 
-   {
-      FieldDescriptor descriptor { get; }      
-      Google.Protobuf.IMessage message { get; set; }
-   }
-
-   interface IGenericOrderParamVM<T> : IGenericOrderParamVM 
-   {
-      T value { get; set; }
-      IObservable<T> subscribe_value();
-   }
-
-   abstract class GenericOrderParamVM<TMutable> : DisposableViewModelBase, IGenericOrderParamVM
-      where TMutable : class, IMessage, new() 
-   {
-      TMutable _message;
-
-      protected GenericOrderParamVM(FieldDescriptor descriptor)
-      {
-         _message = new TMutable();
-         this.descriptor = descriptor;
-      }
-
-      public FieldDescriptor descriptor { get; set; }
-      public Google.Protobuf.IMessage message 
-      {
-         get => _message;
-         set 
-         {
-            _message = (TMutable)value;
-            on_param_changed();
-         }
-      }
-
-      protected abstract void on_param_changed();
-   }
-
-   class GenericOrderParamVM<TMutable, TView, TModel> : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<TView>
-      where TMutable : class, IMessage, new()
-   {
-      readonly Func<TModel, TView> _convert;
-      readonly Func<TView, TModel> _convert_back;
-      TView _value;
-
-      public GenericOrderParamVM(FieldDescriptor field_descriptor, Func<TModel, TView> convert, Func<TView, TModel> convert_back) : 
-         base(field_descriptor) 
-      {
-         _convert = convert;
-         _convert_back = convert_back;
-      }
-
-      public TView value 
-      {
-         get => _value;
-         set 
-         {
-            this.descriptor.Accessor.SetValue(this.message, _convert_back(_value = value));
-            RaisePropertyChanged();
-         }
-      }
-
-      public IObservable<TView> subscribe_value() =>
-         Observable.Create<TView>(o => 
-         {
-            PropertyChanged += on_prop_changed;
-            return Disposable.Create(() => PropertyChanged -= on_prop_changed);
-            void on_prop_changed(object sender, PropertyChangedEventArgs e) =>
-               o.OnNext(value);
-         });
-
-      protected override void on_param_changed() 
-      {
-         _value = _convert(ConvertUtils.try_convert<TModel>(this.descriptor.Accessor.GetValue(this.message)));
-         RaisePropertyChanged(nameof(value));
-      }
-   }
-
-   class GenericOrderEnumeratedVM<TMutable> : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<string>
-      where TMutable : class, IMessage, new()   
-   {
-      public GenericOrderEnumeratedVM(FieldDescriptor descriptor)
-         : base(descriptor)
-      {
-         elements = new ObservableCollection<string>(_get_elements(descriptor));
-      }
-
-      public ObservableCollection<string> elements { get; }
-
-      public string selected_element 
-      {
-         get => GenericOrderHelper.get_enumerated_value(message, descriptor);
-         set 
-         {
-            var orig = selected_element;
-            GenericOrderHelper.set_enumerated_value(message, descriptor, value);
-            if (selected_element != orig)
-               RaisePropertyChanged();
-         }
-      }
-      string IGenericOrderParamVM<string>.value { get => selected_element; set => selected_element = value; }
-
-      IObservable<string> IGenericOrderParamVM<string>.subscribe_value() =>
-         Observable.Create<string>(o => 
-         {
-            PropertyChanged += on_prop_changed;
-            return Disposable.Create(() => PropertyChanged -= on_prop_changed);
-            void on_prop_changed(object sender, PropertyChangedEventArgs e) =>
-               o.OnNext(selected_element);
-         });
-
-      protected override void on_param_changed() 
-      {
-         _sync_elements();
-         RaisePropertyChanged(nameof(selected_element));
-      }
-
-      static IEnumerable<string> _get_elements(FieldDescriptor descriptor) 
-      {
-         if(descriptor.FieldType == Google.Protobuf.Reflection.FieldType.Enum)
-         {
-            return descriptor.EnumType.Values.Select(x => x.Name);
-         }
-         else
-            return Enumerable.Empty<string>();
-      }
-
-      void _sync_elements() 
-      {
-         elements.sync_with(_get_elements(descriptor));
-      }
-   }
-
-
-   class GenericOrderQuantityVM<TMutable> : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<QuantityMeasureImmutable?>
-      where TMutable : class, IMessage, new()
-   {
-      public GenericOrderQuantityVM(FieldDescriptor descriptor)
-         : base(descriptor) { }
-
-      QuantityMeasureImmutable? IGenericOrderParamVM<QuantityMeasureImmutable?>.value { get => quantity; set => quantity= value; }
-      public QuantityMeasureImmutable? quantity 
-      {
-         get => GenericOrderHelper.get_quantity_value(message, descriptor);
-         set 
-         {
-            var orig = quantity;
-            GenericOrderHelper.set_quantity_value(message, descriptor, value);
-            if (quantity != orig)
-               RaisePropertyChanged();
-         }
-      }      
-
-      public IObservable<QuantityMeasureImmutable?> subscribe_value() 
-      {
-         return Observable.Create<QuantityMeasureImmutable?>(o =>
-         {
-            PropertyChanged += on_prop_changed;
-            return Disposable.Create(() => PropertyChanged -= on_prop_changed);
-            void on_prop_changed(object sender, PropertyChangedEventArgs e) =>
-               o.OnNext(quantity);
-         });
-      }
-
-      protected override void on_param_changed()
-      {
-         RaisePropertyChanged(nameof(quantity));
-      }
-   }   
-}

src/client/spark/Orders/OrderTypeVMs/GenericOrderTemplateSelector.cs

@@ -1,67 +0,0 @@
-
-using bts.api.orderman;
-using mbts.spark;
-using mbts.ui.converters;
-using mbts.ui.utilities;
-using System.Collections.Generic;
-using System.ComponentModel;
-using System.Linq;
-using System.Windows;
-using System.Windows.Controls;
-using System.Windows.Data;
-
-namespace mbts.ui.spark
-{
-   class GenericOrderParamTemplateSelector : DataTemplateSelector
-   {
-      public DataTemplate BoolTemplate { get; set; }
-      public DataTemplate DoubleTemplate { get; set; }
-      public DataTemplate IntTemplate { get; set; }
-      public DataTemplate UIntTemplate { get; set; }
-      public DataTemplate StringTemplate { get; set; }
-      public DataTemplate OrderDefTemplate { get; set; }
-      public DataTemplate QuantityMeasureTemplate { get; set; }
-
-      public DataTemplate EnumTemplate { get; set; }
-
-      public override DataTemplate SelectTemplate(object item, DependencyObject container)
-      {
-         var vm = item as IGenericOrderParamVM;
-         if (vm != null)
-            return select_template(vm.descriptor);
-         return null;
-      }
-
-      public DataTemplate select_template(Google.Protobuf.Reflection.FieldDescriptor descriptor)
-      {
-         switch (descriptor.FieldType)
-         {
-            case Google.Protobuf.Reflection.FieldType.Bool:
-               return BoolTemplate;
-            case Google.Protobuf.Reflection.FieldType.Float:                  
-            case Google.Protobuf.Reflection.FieldType.Double:
-               return DoubleTemplate;
-            case Google.Protobuf.Reflection.FieldType.Int32:
-            case Google.Protobuf.Reflection.FieldType.Int64:
-               return IntTemplate;
-            case Google.Protobuf.Reflection.FieldType.UInt32:
-            case Google.Protobuf.Reflection.FieldType.UInt64:
-               return UIntTemplate;
-            case Google.Protobuf.Reflection.FieldType.String:
-               return StringTemplate;
-            case Google.Protobuf.Reflection.FieldType.Enum:
-               return EnumTemplate;
-            case Google.Protobuf.Reflection.FieldType.Message:
-            {
-               if(descriptor.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName)
-                  return QuantityMeasureTemplate;
-               else if (descriptor.MessageType.FullName == typeof(bts.api.orderman.CustomOrderDefinition).FullName)
-                  return OrderDefTemplate;
-            }
-            break;
-            default: return null;               
-         }
-         return null;
-      }
-   }   
-}

src/client/spark/Orders/OrderTypeVMs/GenericOrderVM.cs

@@ -1,177 +0,0 @@
-
-using bts;
-using bts.api.orderman;
-using bts.collections;
-using mbts.collections;
-using mbts.spark.utilities;
-using mbts.ui.utility;
-using mbts.utils;
-using bts.spark;
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.ComponentModel;
-using System.Linq;
-using System.Reactive.Linq;
-
-
-using Google.Protobuf;
-using Google.Protobuf.Reflection;
-using bts.api;
-using AlgoType = bts.api.orderman.CustomOrderDefinition.CustomOneofCase;
-
-namespace mbts.spark 
-{
-   static partial class OrderTypeVMFactory 
-   {
-      internal class GenericOrderFactory
-      {
-         static public IAlgoVM create_vm(AlgoKey key, AlgoType algo_type, string display_name, AlgoEditingPermissions editing_permissions)
-         {
-            var prop = typeof(CustomOrderDefinition).GetProperty(algo_type.ToString(),
-               System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.Public);
-            var rt = prop.PropertyType;
-
-            var propi = typeof(CustomOrderDefinitionImmutable).GetProperty(algo_type.ToString(),
-               System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.Public);
-            var rti = propi.PropertyType;
-
-            var vmt = typeof(GenericOrderVM<,>);
-            Type[] typeargs = { rt, rti };
-            var makevm = vmt.MakeGenericType(typeargs);
-            object vm = Activator.CreateInstance(makevm, key, algo_type, display_name, editing_permissions);
-            return (IAlgoVM)vm;
-         }
-         static public void setup_generic_custom_order(CustomOrderDefinition custom, CustomOrderDefinition.CustomOneofCase type)
-         {
-            var prop = typeof(CustomOrderDefinition).GetProperty(type.ToString(),
-               System.Reflection.BindingFlags.Instance | System.Reflection.BindingFlags.Public);
-            var rt = prop.PropertyType;
-            var rtt = Activator.CreateInstance(rt);
-            
-            var ci = rt.GetProperties().Where(x => x.PropertyType == typeof(CustomOrderDefinition));
-            foreach(var cid in ci)
-               cid.SetValue(rtt, new CustomOrderDefinition { Limit = new LimitOrderDefinition() });
-            prop.SetValue(custom, rtt);
-         }
-      }      
-      
-      class GenericOrderVM<TMutable, TImmutable> : OrderTypeVMBase<TMutable, TImmutable>
-         where TMutable : class, IMessage, new() where TImmutable : struct, IImmutableMessage
-      {         
-         readonly ObservableKeyedCollection<GenericOrderParamVM<TMutable>, string> _parameters =
-            new ObservableKeyedCollection<GenericOrderParamVM<TMutable>, string>(vm => vm.descriptor.Name);
-         readonly AlgoType _algo_type;
-
-         public GenericOrderVM(AlgoKey key, AlgoType algo_type, string display_name, AlgoEditingPermissions editing_permissions)
-            : base(key, display_name, editing_permissions) 
-         {
-            _algo_type = algo_type;
-            _parameters = new ObservableKeyedCollection<GenericOrderParamVM<TMutable>, string>(vm => vm.descriptor.Name);
-            _resources.AddRange(
-               ObservableAutoWrapper.connect_item_hooks(_parameters, p =>
-               {
-                  p.PropertyChanged += on_param_prop_changed;
-                  return Disposable.Create(() => 
-                  {
-                     p.PropertyChanged -= on_param_prop_changed;
-                     remove_property(p.descriptor.Name);
-                     p.Dispose();
-                  });
-               }, true));
-            void on_param_prop_changed(object sender, PropertyChangedEventArgs e) => raise_definition_changed();
-            _sync_generic_params();
-            sync_selectors();
-         }
-
-         public string algo_type => _algo_type.ToString();
-         public override string abbreviation => 
-            model == null ? display_name : model.factory.abbreviate_algo(new OneOf<CustomOrderDefinition.CustomOneofCase, string>(_algo_type));
-         public override AlgoDisplayGroup group => AlgoDisplayGroup.API;
-         public ObservableCollection<GenericOrderParamVM<TMutable>> parameters => _parameters;
-
-         protected override void on_model_internal() 
-         {
-            _sync_generic_params();
-         }
-
-         void _sync_generic_params()
-         {
-            if (model != null)
-            {               
-               Google.Protobuf.Reflection.MessageDescriptor desc = new TMutable().Descriptor;               
-               _parameters.SyncWithDictionary(
-                  desc.Fields.InDeclarationOrder().Where(_is_value_param_desc).ToDictionary(p => p.Name), _mk_param_vm);
-            }
-         }
-         static bool _is_value_param_desc(FieldDescriptor desc)
-         {
-            return (desc.FieldType != Google.Protobuf.Reflection.FieldType.Message || 
-               _is_quantity_measure_desc(desc));
-         }
-
-         static bool _is_quantity_measure_desc(FieldDescriptor desc)
-         {
-            return desc.FieldType == Google.Protobuf.Reflection.FieldType.Message &&
-               desc.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName;
-         }
-
-         protected override IEnumerable<ChildAlgoData> get_selector_datum() 
-         {
-            var v = OrderDataHelper.get_child_algo_data(_algo_type);
-            return v;
-         }
-
-         GenericOrderParamVM<TMutable> _mk_param_vm(FieldDescriptor descriptor) 
-         {
-            ExceptionAssert.Argument.NotNull(descriptor, nameof(descriptor));
-
-            if (descriptor.FieldType == FieldType.Message && 
-                descriptor.MessageType.FullName == typeof(bts.spark.QuantityMeasure).FullName)
-            {
-               var qm = new GenericOrderQuantityVM<TMutable>(descriptor);
-               return attached(qm, GenericOrderHelper.get_quantity_value, GenericOrderHelper.set_quantity_value, new QuantityMeasure { Ratio = 1.0, Absolute = 1 });
-            }
-            else if(descriptor.FieldType == FieldType.Enum)
-            {
-               var pvm = new GenericOrderEnumeratedVM<TMutable>(descriptor);
-               attached(pvm, GenericOrderHelper.get_enumerated_value, GenericOrderHelper.set_enumerated_value);
-               return pvm;
-            }
-            else if (descriptor.FieldType == FieldType.Bool)
-               return mk<bool?, bool>(descriptor, v => v, v => v.GetValueOrDefault());
-            else if (descriptor.FieldType == FieldType.Double || descriptor.FieldType == FieldType.Float)
-               return mk<double, double>(descriptor, v => v, v => v, double.NaN);
-            else if (descriptor.FieldType == FieldType.Int32)
-               return mk<int?, int>(descriptor, v => v, v => v.GetValueOrDefault());
-            else if (descriptor.FieldType == FieldType.UInt32)
-               return mk<uint?, uint>(descriptor, v => v, v => v.GetValueOrDefault());
-            else if (descriptor.FieldType == FieldType.String)
-               return mk<string, string>(descriptor, v => v, v => v);
-            else
-               return null;
-         }
-         GenericOrderParamVM<TMutable, TView, TModel> mk<TView, TModel>(FieldDescriptor fdesc, Func<TModel, TView> convert, Func<TView, TModel> convert_back, TView default_value = default)
-         {
-            var pvm = new GenericOrderParamVM<TMutable, TView, TModel>(fdesc, convert, convert_back);
-            return attached<TView, GenericOrderParamVM<TMutable, TView, TModel>>(pvm, get_from_param, assign_to_param, default_value);
-
-            TView get_from_param(IMessage param, FieldDescriptor fd) => convert(ConvertUtils.try_convert<TModel>(fdesc.Accessor.GetValue(param)));
-            void assign_to_param(IMessage param, FieldDescriptor fd, TView value) => fdesc.Accessor.SetValue(param, convert_back(value));
-         }
-
-         TParam attached<T, TParam>(TParam pvm, Func<IMessage, FieldDescriptor, T> selector, Action<IMessage, FieldDescriptor, T> assign_to_param, T default_value = default) where TParam : GenericOrderParamVM<TMutable>, IGenericOrderParamVM<T>
-         {
-            add_property<T>(
-               pvm.descriptor.Name,
-               mdef => mdef != null ? selector(mdef, pvm.descriptor) : default_value,
-               (mdef, v) => assign_to_param(mdef, pvm.descriptor, v),
-               () => pvm.value,
-               v => pvm.value = v,
-               pvm.subscribe_value(),
-               default_value);
-            return pvm;
-         }         
-      }
-   }
-}

src/client/spark/Orders/OrderTypeVMs/IOrderTypeVM.cs

@@ -92,7 +92,6 @@ namespace mbts.spark {
       IReadOnlyObservableCollection<IAlgoVM> algos_view { get; }
       IAlgoVM selected_algo { get; set; }
       void load_algo_data(IReadOnlyDictionary<AlgoKey, AlgoData> algo_data, AlgoKey? default_algo);
-      mbts.ui.spark.AlgoContentTemplateSelector.OrderKind order_kind {get;}
    }
 
    static class OrderTypeVMExtensions {

src/client/spark/Orders/OrderTypeVMs/OrderTypeVMFactory.cs

@@ -57,14 +57,6 @@ namespace mbts.spark {
       public static IAlgoVM iceberg(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new IcebergOrderVM(key, display_name, editing_permissions);
       public static IAlgoVM spreader(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions) => new SpreaderOrderVM(key, display_name, editing_permissions);
       public static IAlgoVM dynamic(AlgoKey key, string display_name, string dynamic_type, AlgoEditingPermissions editing_permissions) => new DynamicOrderVM(key, dynamic_type, display_name, editing_permissions);
-      public static IAlgoVM splitter(AlgoKey key, string display_name, AlgoEditingPermissions permissions) => 
-         new SplitterAlgoVM(key, display_name, permissions);
-      
-      public static IAlgoVM generic(AlgoKey key, string display_name, 
-                                    AlgoType algo_type, AlgoEditingPermissions editing_permissions)
-      {
-         return GenericOrderFactory.create_vm(key, algo_type, display_name, editing_permissions);
-      }
 
       public static IAlgoVM create(AlgoData def_data, AlgoEditingPermissions editing_permissions = default_editing_permissions, bool is_expanded = false) {
          if (def_data.value.CustomCase == AlgoType.Composite) {
@@ -96,9 +88,8 @@ namespace mbts.spark {
             case AlgoType.Iceberg: vm = iceberg(key, name, editing_permissions); break;
             case AlgoType.Spreader: vm = spreader(key, name, editing_permissions); break;
             case AlgoType.Dynamic: vm = dynamic(key, name, name, editing_permissions); break;
-            case AlgoType.Splitter: vm = splitter(key,name,editing_permissions); break;
             case AlgoType.None: vm = new DefaultAlgoVM(); break;
-            default: vm = generic(key, name, algo_type, editing_permissions); break;
+            default: throw new NotImplementedException();
          }
          vm.is_expanded = is_expanded && vm.can_expand;
          return vm;
@@ -959,8 +950,6 @@ namespace mbts.spark {
 
          public string id { get; }
          public string display_name { get; }
-         public mbts.ui.spark .AlgoContentTemplateSelector.OrderKind order_kind => 
-            new mbts.ui.spark.AlgoContentTemplateSelector.OrderKind(display_name, string.Empty);
          public bool is_enabled { get; set; } = true;
 
          public bool initialized { get; private set; }

src/client/spark/Orders/OrderTypeVMs/SplitterAlgoVM.cs

@@ -1,24 +0,0 @@
-using bts.api.orderman;
-using mbts.ui.shell;
-
-namespace mbts.spark
-{
-   static partial class OrderTypeVMFactory {
-      class SplitterAlgoVM : OrderTypeVMBase<SplitterOrderDefinition, SplitterOrderDefinitionImmutable>
-      {
-         readonly Property<uint> _clip, _exposed;
-
-         public SplitterAlgoVM(AlgoKey id, string display_name, AlgoEditingPermissions editing_permissions) 
-            : base(id, display_name, editing_permissions)
-         {
-            _clip = add_property<uint>(nameof(max_order_qty), SplitterOrderDefinition.MaxOrderQtyFieldNumber);
-            _exposed = add_property<uint>(nameof(exposed), SplitterOrderDefinition.ExposedQtyFieldNumber);
-
-         }
-
-         public uint max_order_qty { get => _clip.Value; set => _clip.set(value); }
-         public uint exposed { get => _exposed.Value; set => _exposed.set(value); }
-      }
-   }
-
-}

src/client/spark/Orders/OrderTypeVMs/TopOrderVM.cs

@@ -5,16 +5,13 @@ using TopDefi = bts.api.orderman.TopOrderDefinitionImmutable;
 namespace mbts.spark {
    static partial class OrderTypeVMFactory {
       class TopOrderVM : OrderTypeVMBase<TopDef, TopDefi> {
-         readonly Property<uint?> _ticks_off;
          readonly Property<QuantityMeasureImmutable?> _top_threshold;
 
          public TopOrderVM(AlgoKey key, string display_name, AlgoEditingPermissions editing_permissions)
             : base(key, display_name, editing_permissions) {
-            _ticks_off = add_nullable_property<uint>(nameof(ticks_off), TopDef.TicksOffFieldNumber);
             _top_threshold = add_property<QuantityMeasure, QuantityMeasureImmutable>(nameof(top_threshold), TopDef.TopThresholdFieldNumber, new QuantityMeasureImmutable(new QuantityMeasure { Ratio = 1.0, Absolute = 1 }));
          }
 
-         public uint? ticks_off { get => _ticks_off.Value; set => _ticks_off.set(value); }
          public QuantityMeasureImmutable? top_threshold { get => _top_threshold.Value; set => _top_threshold.set(value); }
       }
    }

src/client/spark/core/Utility/ViewModelBase.cs

@@ -820,11 +820,6 @@ namespace mbts.ui.shell {
 
          void _try_auto_select() {
             if (_is_user_selected_item) {
-               // if we have a user-selected item and the _desired_item for which we might want to set as the selected item
-               // isn't force_override, then no change
-               if (!_desired_item.force_override) {
-                  return;
-               }
                if (desired_item_valid() && _desired_item.force_override && _try_match_item(_desired_item.value, out TValue match)) {
                   _set_selected_item(match, SelectionReason.SettingsMandatedSelection);
                   return;

src/client/spark/view/Controls/DIYGrid/Columns/ColumnPredicateBuilder.cs

@@ -37,51 +37,6 @@ namespace mbts.spark.filters {
             _predicates.Add(impl);
             bool impl(TRow o) => max.CompareTo(selector(o)) >= 0;
          }
-      }
-
-      // this is a copy of add_numeric except we do a tick_equals comparsion
-      // if the ticks are not equals, then it falls back to a regular double comparison
-      //
-      // if the SecurityImmutable? doesn't have a value
-      // then we fallback to double comparison
-      public void add_price(DoubleMinMaxState value, Func<TRow, double> selector, Func<TRow, SecurityImmutable?> si_selector) {
-         if (value == null)
-            return;
-         if (value.minimum.active) {
-            var min = value.minimum.value.Value;
-            if (value.maximum.active) {
-               var max = value.maximum.value.Value;
-               _predicates.Add(impl);
-               bool impl(TRow o) {
-                  var v = selector(o);
-                  var si = si_selector(o);
-                  if (si.HasValue) {
-                     return si.Value.ContractSpec.compare_tick_fallback_to_double(min, v) <= 0 &&
-                        si.Value.ContractSpec.compare_tick_fallback_to_double(max, v) >= 0;
-                  }
-                  return min.CompareTo(v) <= 0 && max.CompareTo(v) >= 0;
-               }
-            } else {
-               _predicates.Add(impl);
-               bool impl(TRow o) {
-                  var si = si_selector(o);
-                  if (si.HasValue) {
-                     return si.Value.ContractSpec.compare_tick_fallback_to_double(min, selector(o)) <= 0;
-                  }
-                  return min.CompareTo(selector(o)) <= 0;
-               }
-            }
-         } else if (value.maximum.active) {
-            var max = value.maximum.value.Value;
-            _predicates.Add(impl);
-            bool impl(TRow o) {
-               var si = si_selector(o);
-               if (si.HasValue) {
-                  return si.Value.ContractSpec.compare_tick_fallback_to_double(max, selector(o)) >= 0;
-               }
-               return max.CompareTo(selector(o)) >= 0;
-            }
-         }
       }
 
       public void add_regex(string str, Func<TRow, string> selector) {

src/client/spark/view/Controls/Order/AlgoContentTemplateSelector.xaml

@@ -489,8 +489,6 @@
             </VisualStateGroup>
           </VisualStateManager.VisualStateGroups>
           <Grid.RowDefinitions>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
             <RowDefinition Height="Auto"/>
             <RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
             <RowDefinition Height="*"/>
@@ -505,14 +503,9 @@
             <c:HelpButton Margin="{StaticResource Margin.LP1}" ToolTip="If the order is at the top of book, the quantity remaining below which the order will be canceled."/>
           </StackPanel>
           <uag:QuantityMeasureControl x:Name="PART_TopThreshold_QuantityMeasureControl" Grid.Column="2" QuantityMeasure="{Binding top_threshold}"/>
-	  <StackPanel Grid.Row="2" Orientation="Horizontal">
-	  <TextBlock>Ticks Off</TextBlock>
-	  <c:HelpButton Margin="{StaticResource Margin.LP1}" ToolTip="Maximum distance the order can be from the top of the book or 0 for any distance"/>
-	  </StackPanel>
-	  <c:TickUpDownUInt Grid.Row="2" Grid.Column="2" Value="{Binding ticks_off}" />
           <uag:AlgoPickerNodeView
             x:Name="PART_Child_AlgoPickerNodeView"
-            Grid.Row="4"
+            Grid.Row="2"
             Grid.ColumnSpan="3"
             ItemsSource="{Binding children_vm.child.algos_view}"
             SelectedItem="{Binding children_vm.child.selected_algo}"
@@ -1014,37 +1007,6 @@
         </Grid>
       </DataTemplate>
     </usp:AlgoContentTemplateSelector.SpreaderTemplate>
-    <usp:AlgoContentTemplateSelector.SplitterTemplate>
-      <DataTemplate>
-        <Grid x:Name="ContentRoot">
-          <Grid.RowDefinitions>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
-            <RowDefinition Height="*"/>
-          </Grid.RowDefinitions>
-          <Grid.ColumnDefinitions>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}" MaxWidth="{Binding Source={StaticResource HorizontalPush1}}"/>
-            <ColumnDefinition Width="*"/>
-          </Grid.ColumnDefinitions>
-          <TextBlock Grid.Row="0" Grid.Column="0" HorizontalAlignment="Left" VerticalAlignment="Center" Margin="{StaticResource Margin.LP3}">Expose Quantity</TextBlock>
-          <c:TickUpDownUInt Grid.Column="2" HorizontalAlignment="Stretch" Value="{Binding exposed}"/>
-          <TextBlock Grid.Row="1" Grid.Column="0" HorizontalAlignment="Left" VerticalAlignment="Center" Margin="{StaticResource Margin.LP3}">Max Order Quantity</TextBlock>
-          <c:TickUpDownUInt Grid.Row="1" Grid.Column="2" HorizontalAlignment="Stretch" Value="{Binding max_order_qty}"/>
-          <uag:AlgoPickerNodeView
-            x:Name="PART_Child_AlgoPickerNodeView"
-            Grid.Row="3"
-            Grid.ColumnSpan="3"
-            ItemsSource="{Binding children_vm.child.algos_view}"
-            SelectedItem="{Binding children_vm.child.selected_algo}"
-            ContentTemplateSelector="{DynamicResource AlgoTemplateSelector}"
-            OrderKind="{x:Static usp:AlgoContentTemplateSelector.ChildKind}"
-            OrderKindTemplate="{StaticResource OrderKindTemplate}"
-          />
-        </Grid>
-      </DataTemplate>      
-    </usp:AlgoContentTemplateSelector.SplitterTemplate>
     <usp:AlgoContentTemplateSelector.DynamicOrderTemplate>
       <DataTemplate>
         <Grid Grid.IsSharedSizeScope="True">
@@ -1171,30 +1133,6 @@
                     </Grid>
                   </DataTemplate>
                 </usp:DynamicOrderParamTemplateSelector.EnumTemplate>
-                  <usp:DynamicOrderParamTemplateSelector.QuantityMeasureTemplate>
-                     <DataTemplate>
-                        <Grid>
-                           <Grid.ColumnDefinitions>
-                           <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
-                           <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
-                           <ColumnDefinition Width="*"/>
-                           </Grid.ColumnDefinitions>
-                           <TextBlock VerticalAlignment="Center" 
-                             Text="{Binding descriptor.ParamName, Converter={x:Static ut:DisplayNameHelper.SnakeToTitleCaseConverter}}"/>
-                           <uag:QuantityMeasureControl  
-                             Grid.Column="2" Focusable="False" HorizontalAlignment="Stretch" 
-                             QuantityMeasure="{Binding quantity, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
-                           <uag:QuantityMeasureControl.CommandBindings>
-                              <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
-                           </uag:QuantityMeasureControl.CommandBindings>
-                           <uag:QuantityMeasureControl.InputBindings>
-                              <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
-                              <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
-                           </uag:QuantityMeasureControl.InputBindings>
-                           </uag:QuantityMeasureControl>
-                        </Grid>               
-                     </DataTemplate>
-                  </usp:DynamicOrderParamTemplateSelector.QuantityMeasureTemplate>
               </usp:DynamicOrderParamTemplateSelector>
             </ItemsControl.ItemTemplateSelector>
           </ItemsControl>
@@ -1215,175 +1153,5 @@
         </Grid>
       </DataTemplate>
     </usp:AlgoContentTemplateSelector.DynamicOrderTemplate>
-    <usp:AlgoContentTemplateSelector.GenericOrderTemplate>
-      <DataTemplate>
-        <Grid Grid.IsSharedSizeScope="True">
-          <Grid.RowDefinitions>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
-            <RowDefinition Height="*"/>
-          </Grid.RowDefinitions>
-          <Grid.ColumnDefinitions>
-            <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
-            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
-            <ColumnDefinition Width="*"/>
-          </Grid.ColumnDefinitions>
-          <ItemsControl Grid.ColumnSpan="3" ItemsSource="{Binding parameters}" IsTabStop="False">
-            <ItemsControl.ItemContainerStyle>
-              <Style>
-                <Setter Property="Control.Margin" Value="{StaticResource Margin.TP1}"/>
-              </Style>
-            </ItemsControl.ItemContainerStyle>
-            <ItemsControl.ItemTemplateSelector>
-              <usp:GenericOrderParamTemplateSelector>
-                <usp:GenericOrderParamTemplateSelector.BoolTemplate>
-                  <DataTemplate>
-                    <Grid>
-                      <Grid.ColumnDefinitions>
-                        <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
-                        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
-                        <ColumnDefinition Width="*"/>
-                      </Grid.ColumnDefinitions>
-                      <TextBlock VerticalAlignment="Center" Text="{Binding descriptor.Name, Converter={x:Static ut:DisplayNameHelper.SnakeToTitleCaseConverter}}"/>
-                      <CheckBox
-                        Grid.Column="2"
-                        HorizontalAlignment="Stretch"
-                        IsEnabled="{Binding DataContext.editing_permissions, RelativeSource={RelativeSource AncestorType=ItemsControl}, Converter={StaticResource CanEditValuesConverter}}"
-                        IsChecked="{Binding value, UpdateSourceTrigger=PropertyChanged}"
-                      />
-                    </Grid>
-                  </DataTemplate>
-                </usp:GenericOrderParamTemplateSelector.BoolTemplate>
-                <usp:GenericOrderParamTemplateSelector.DoubleTemplate>
-                  <DataTemplate>
-                    <Grid>
-                      <Grid.ColumnDefinitions>
-                        <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
-                        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
-                        <ColumnDefinition Width="*"/>
-                      </Grid.ColumnDefinitions>
-                      <TextBlock VerticalAlignment="Center" Text="{Binding descriptor.Name, Converter={x:Static ut:DisplayNameHelper.SnakeToTitleCaseConverter}}"/>
-                      <c:TickUpDownDouble
-                        Grid.Column="2"
-                        IsEnabled="{Binding DataContext.editing_permissions, RelativeSource={RelativeSource AncestorType=ItemsControl}, Converter={StaticResource CanEditValuesConverter}}"
-                        Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"
-                      />
-                    </Grid>
-                  </DataTemplate>
-                </usp:GenericOrderParamTemplateSelector.DoubleTemplate>
-                <usp:GenericOrderParamTemplateSelector.IntTemplate>
-                  <DataTemplate>
-                    <Grid>
-                      <Grid.ColumnDefinitions>
-                        <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
-                        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
-                        <ColumnDefinition Width="*"/>
-                      </Grid.ColumnDefinitions>
-                      <TextBlock VerticalAlignment="Center" Text="{Binding descriptor.Name, Converter={x:Static ut:DisplayNameHelper.SnakeToTitleCaseConverter}}"/>
-                      <c:TickUpDownInt
-                        Grid.Column="2"
-                        IsEnabled="{Binding DataContext.editing_permissions, RelativeSource={RelativeSource AncestorType=ItemsControl}, Converter={StaticResource CanEditValuesConverter}}"
-                        Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"
-                      />
-                    </Grid>
-                  </DataTemplate>
-                </usp:GenericOrderParamTemplateSelector.IntTemplate>
-                <usp:GenericOrderParamTemplateSelector.UIntTemplate>
-                  <DataTemplate>
-                    <Grid>
-                      <Grid.ColumnDefinitions>
-                        <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
-                        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
-                        <ColumnDefinition Width="*"/>
-                      </Grid.ColumnDefinitions>
-                      <TextBlock VerticalAlignment="Center" Text="{Binding descriptor.Name, Converter={x:Static ut:DisplayNameHelper.SnakeToTitleCaseConverter}}"/>
-                      <c:TickUpDownUInt
-                        Grid.Column="2"
-                        IsEnabled="{Binding DataContext.editing_permissions, RelativeSource={RelativeSource AncestorType=ItemsControl}, Converter={StaticResource CanEditValuesConverter}}"
-                        Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"
-                      />
-                    </Grid>
-                  </DataTemplate>
-                </usp:GenericOrderParamTemplateSelector.UIntTemplate>
-                <usp:GenericOrderParamTemplateSelector.StringTemplate>
-                  <DataTemplate>
-                    <Grid>
-                      <Grid.ColumnDefinitions>
-                        <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
-                        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
-                        <ColumnDefinition Width="*"/>
-                      </Grid.ColumnDefinitions>
-                      <TextBlock VerticalAlignment="Center" Text="{Binding descriptor.Name, Converter={x:Static ut:DisplayNameHelper.SnakeToTitleCaseConverter}}"/>
-                      <TextBox
-                        Grid.Column="2"
-                        HorizontalAlignment="Stretch"
-                        IsEnabled="{Binding DataContext.editing_permissions, RelativeSource={RelativeSource AncestorType=ItemsControl}, Converter={StaticResource CanEditValuesConverter}}"
-                        Text="{Binding value, UpdateSourceTrigger=PropertyChanged}"
-                      />
-                    </Grid>
-                  </DataTemplate>
-                </usp:GenericOrderParamTemplateSelector.StringTemplate>
-                <usp:GenericOrderParamTemplateSelector.EnumTemplate>
-                  <DataTemplate>
-                    <Grid>
-                      <Grid.ColumnDefinitions>
-                        <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
-                        <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
-                        <ColumnDefinition Width="*"/>
-                      </Grid.ColumnDefinitions>
-                      <TextBlock VerticalAlignment="Center" Text="{Binding descriptor.Name, Converter={x:Static ut:DisplayNameHelper.SnakeToTitleCaseConverter}}"/>
-                      <ComboBox
-                        Grid.Column="2"
-                        IsEnabled="{Binding DataContext.editing_permissions, RelativeSource={RelativeSource AncestorType=ItemsControl}, Converter={StaticResource CanEditValuesConverter}}"
-                        ItemsSource="{Binding elements}"
-                        SelectedItem="{Binding selected_element}"
-                      />
-                    </Grid>
-                  </DataTemplate>
-                </usp:GenericOrderParamTemplateSelector.EnumTemplate>
-                  <usp:GenericOrderParamTemplateSelector.QuantityMeasureTemplate>
-                     <DataTemplate>
-                        <Grid>
-                           <Grid.ColumnDefinitions>
-                           <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
-                           <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
-                           <ColumnDefinition Width="*"/>
-                           </Grid.ColumnDefinitions>
-                           <TextBlock VerticalAlignment="Center" 
-                             Text="{Binding descriptor.Name, Converter={x:Static ut:DisplayNameHelper.SnakeToTitleCaseConverter}}"/>
-                           <uag:QuantityMeasureControl  
-                             Grid.Column="2" Focusable="False" HorizontalAlignment="Stretch" 
-                             QuantityMeasure="{Binding quantity, UpdateSourceTrigger=PropertyChanged}" ArrowKeyTickModifiers="Ctrl">
-                           <uag:QuantityMeasureControl.CommandBindings>
-                              <CommandBinding Command="{x:Static u:NavigationHelper.MoveFocusCommand}" Executed="{x:Static u:NavigationHelper.KeyboardMoveFocusExecuted}"/>
-                           </uag:QuantityMeasureControl.CommandBindings>
-                           <uag:QuantityMeasureControl.InputBindings>
-                              <KeyBinding Key="Up" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Up}"/>
-                              <KeyBinding Key="Down" Command="{x:Static u:NavigationHelper.MoveFocusCommand}" CommandParameter="{x:Static FocusNavigationDirection.Down}"/>
-                           </uag:QuantityMeasureControl.InputBindings>
-                           </uag:QuantityMeasureControl>
-                        </Grid>               
-                     </DataTemplate>
-                  </usp:GenericOrderParamTemplateSelector.QuantityMeasureTemplate>
-              </usp:GenericOrderParamTemplateSelector>
-            </ItemsControl.ItemTemplateSelector>
-          </ItemsControl>
-          <ItemsControl Grid.Row="2" Grid.ColumnSpan="3" ItemsSource="{Binding child_algo_selectors_view}" IsTabStop="False">
-            <ItemsControl.ItemTemplate>
-              <DataTemplate>
-                <uag:AlgoPickerNodeView
-                  ItemsSource="{Binding algos_view}"
-                  SelectedItem="{Binding selected_algo}"
-                  CanEditStructure="{Binding DataContext.editing_permissions, Converter={StaticResource CanEditStructureConverter}, RelativeSource={RelativeSource AncestorType=ItemsControl}}"
-                  ContentTemplateSelector="{DynamicResource AlgoTemplateSelector}"
-                  OrderKind="{Binding order_kind}"
-                  OrderKindTemplate="{StaticResource OrderKindTemplate}"
-                />
-              </DataTemplate>
-            </ItemsControl.ItemTemplate>
-          </ItemsControl>
-        </Grid>
-      </DataTemplate>
-    </usp:AlgoContentTemplateSelector.GenericOrderTemplate>    
   </usp:AlgoContentTemplateSelector>
 </ResourceDictionary> 

src/client/spark/view/Controls/Order/AlgoContentTemplateSelector.xaml.cs

@@ -43,10 +43,8 @@ namespace mbts.ui.spark {
       public DataTemplate GLBXIcebergOrderTemplate { get; set; }
       public DataTemplate IcebergOrderTemplate { get; set; }
       public DataTemplate SpreaderTemplate { get; set; }
-      public DataTemplate SplitterTemplate { get; set; }
       public DataTemplate DynamicOrderTemplate { get; set; }
       public DataTemplate DefaultOrderTemplate { get; set; }
-      public DataTemplate GenericOrderTemplate { get; set; }
 
       public override DataTemplate SelectTemplate(object item, DependencyObject container) {
          if (item is IDynamicAlgoVMImpl) {
@@ -68,9 +66,7 @@ namespace mbts.ui.spark {
                case CustomOrderDefinition.CustomOneofCase.GlbxIceberg: return GLBXIcebergOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Iceberg: return IcebergOrderTemplate;
                case CustomOrderDefinition.CustomOneofCase.Spreader: return SpreaderTemplate;
-               case CustomOrderDefinition.CustomOneofCase.Splitter: return SplitterTemplate;
                case CustomOrderDefinition.CustomOneofCase.Dynamic: return DynamicOrderTemplate;
-               default: return GenericOrderTemplate;
             }
          }
          return null;

src/client/spark/view/Shell/Login/LoginView.xaml

@@ -1,265 +1,143 @@
-<Window
-  x:Class="mbts.ui.shell.LoginView"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:ui="clr-namespace:mbts.ui"
-  xmlns:uicore="clr-namespace:mbts.ui"
-  xmlns:shell="clr-namespace:mbts.ui.shell"
-  xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:converters="clr-namespace:mbts.ui.converters"
-  xmlns:autocomplete="clr-namespace:WPFTextBoxAutoComplete;assembly=WPFTextBoxAutoComplete"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
-  x:Name="_login_view"
-  Width="460"
-  Height="254"
-  WindowStyle="None"
-  ResizeMode="NoResize"
-  WindowStartupLocation="CenterScreen"
-  MouseDown="Window_MouseDown"
->
-  <ui:StateManager.Groups>
-    <ui:StateGroupsManager>
-      <ui:StateDefinitionCollection>
-        <ui:StateDefinition State="{Binding DataContext.login_status, Source={ui:DirectReference _login_view}, Converter={x:Static shell:LoginView.LoginStatusVisualStateConverter}}"/>
-        <ui:StateDefinition State="{Binding DataContext.SelectedWorkspace, Source={ui:DirectReference _login_view}, Converter={x:Static shell:LoginView.WorkspaceVisualStateConverter}}"/>
-      </ui:StateDefinitionCollection>
-    </ui:StateGroupsManager>
-  </ui:StateManager.Groups>
-  <Window.Resources>
-    <ResourceDictionary>
-      <sys:Double x:Key="LoginControlPaddingLeft">40</sys:Double>
-      <sys:Double x:Key="LoginControlPaddingTop">10</sys:Double>
-      <sys:Double x:Key="LoginControlPaddingRight">22</sys:Double>
-      <converters:BooleanToVisibilityConverter x:Key="InverseBoolToVisibility" VisibilityForFalse="Visible" VisibilityForTrue="Collapsed"/>
-      <converters:StringToBrushConverter x:Key="ErrorStringToBrush"/>
-      <converters:NullToVisibilityConverter x:Key="NullToVisibilityConverter" VisibilityForNull="Hidden"/>
-    </ResourceDictionary>
-  </Window.Resources>
+<Window xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+        xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
+        x:Class="mbts.ui.shell.LoginView"
+        xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
+        xmlns:ui="clr-namespace:mbts.ui"
+        xmlns:uicore="clr-namespace:mbts.ui"
+        xmlns:converters="clr-namespace:mbts.ui.converters"
+        xmlns:autocomplete="clr-namespace:WPFTextBoxAutoComplete;assembly=WPFTextBoxAutoComplete"
+        mc:Ignorable="d" MouseDown="Window_MouseDown"
+        Width="500" Height="309" WindowStyle="None" ResizeMode="NoResize" WindowStartupLocation="CenterScreen"
+        ui:StateManager.VisualState="{Binding VisualState}">
+   <Window.Resources>
+      <ResourceDictionary>
+         <converters:BooleanToVisibilityConverter x:Key="InverseBoolToVisibility" VisibilityForFalse="Visible" VisibilityForTrue="Collapsed" />
+         <converters:StringToBrushConverter x:Key="ErrorStringToBrush" />
+         <converters:NullToVisibilityConverter x:Key="NullToVisibilityConverter" VisibilityForNull="Hidden"  />
+      </ResourceDictionary>
+   </Window.Resources>
 
-  <Window.Background>
-    <StaticResource ResourceKey="CommonBackground"/>
-  </Window.Background>
+   <Window.Background>
+      <StaticResource ResourceKey="CommonBackground"/>
+   </Window.Background>
 
-  <VisualStateManager.VisualStateGroups>
-    <VisualStateGroup Name="{x:Static GroupName, MemberType={ui:Nested shell:LoginView.VisualStateNames.LoginStatus}}">
-      <VisualState Name="{x:Static Initializing, MemberType={ui:Nested shell:LoginView.VisualStateNames.LoginStatus}}"/>
-      <VisualState Name="{x:Static Ready, MemberType={ui:Nested shell:LoginView.VisualStateNames.LoginStatus}}">
-        <Storyboard>
-          <DoubleAnimation Storyboard.TargetName="_login_controls" Storyboard.TargetProperty="Opacity" From="0" To="1" Duration="0:0:0.5"/>
-          <BooleanAnimationUsingKeyFrames Storyboard.TargetName="_login_controls" Storyboard.TargetProperty="IsHitTestVisible">
-            <DiscreteBooleanKeyFrame KeyTime="0:0:0" Value="True" />
-          </BooleanAnimationUsingKeyFrames>
-        </Storyboard>
-      </VisualState>
-      <VisualState Name="{x:Static Error, MemberType={ui:Nested shell:LoginView.VisualStateNames.LoginStatus}}">
-        <Storyboard>
-          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="_error_control" Storyboard.TargetProperty="Visibility">
-            <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
-          </ObjectAnimationUsingKeyFrames>
-          <DoubleAnimation Storyboard.TargetName="_error_control" Storyboard.TargetProperty="Opacity" From="0" To="1" Duration="0:0:0.5"/>
-        </Storyboard>
-      </VisualState>
-      <VisualState Name="{x:Static Loading, MemberType={ui:Nested shell:LoginView.VisualStateNames.LoginStatus}}">
-        <Storyboard>
-          <DoubleAnimation Storyboard.TargetName="_login_controls" Storyboard.TargetProperty="Opacity" From="1" To="0" Duration="0:0:0.5"/>
-          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="_loading_control" Storyboard.TargetProperty="Visibility">
-            <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
-          </ObjectAnimationUsingKeyFrames>
-          <DoubleAnimation Storyboard.TargetName="_loading_control" Storyboard.TargetProperty="Opacity" From="0" To="1" Duration="0:0:0.5" BeginTime="0:0:0.5"/>
-          <DoubleAnimation Storyboard.TargetName="_login_button" Storyboard.TargetProperty="Opacity" From="1" To="0" Duration="0:0:0.5"/>
-          <DoubleAnimation Storyboard.TargetName="_cancel_button" Storyboard.TargetProperty="Opacity" From="1" To="0" Duration="0:0:0.5"/>
-          <BooleanAnimationUsingKeyFrames Storyboard.TargetName="_dialog_skirt" Storyboard.TargetProperty="IsHitTestVisible">
-            <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-          </BooleanAnimationUsingKeyFrames>
-          <BooleanAnimationUsingKeyFrames Storyboard.TargetName="_dialog_skirt" Storyboard.TargetProperty="IsHitTestVisible">
-            <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-          </BooleanAnimationUsingKeyFrames>
-        </Storyboard>
-      </VisualState>
-      <VisualState Name="{x:Static Rejected, MemberType={ui:Nested shell:LoginView.VisualStateNames.LoginStatus}}">
-        <Storyboard>
-          <DoubleAnimation Storyboard.TargetName="_login_controls" Storyboard.TargetProperty="Opacity" To="1" Duration="0"/>
-          <BooleanAnimationUsingKeyFrames Storyboard.TargetName="_login_controls" Storyboard.TargetProperty="IsHitTestVisible">
-            <DiscreteBooleanKeyFrame KeyTime="0:0:0" Value="True" />
-          </BooleanAnimationUsingKeyFrames>
-          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="_username" Storyboard.TargetProperty="BorderBrush">
-            <DiscreteObjectKeyFrame KeyTime="0:0:0" Value="{x:Static Brushes.Red}"/>
-          </ObjectAnimationUsingKeyFrames>
-          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="_password" Storyboard.TargetProperty="BorderBrush">
-            <DiscreteObjectKeyFrame KeyTime="0:0:0" Value="{x:Static Brushes.Red}"/>
-          </ObjectAnimationUsingKeyFrames>
-          <ObjectAnimationUsingKeyFrames Storyboard.TargetName="_reject_message" Storyboard.TargetProperty="Visibility">
-            <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Visible}"/>
-          </ObjectAnimationUsingKeyFrames>
-        </Storyboard>
-      </VisualState>
-    </VisualStateGroup>
-    <VisualStateGroup Name="{x:Static GroupName, MemberType={ui:Nested shell:LoginView.VisualStateNames.Workspace}}">
-      <VisualState Name="{x:Static Active, MemberType={ui:Nested shell:LoginView.VisualStateNames.Workspace}}"/>
-      <VisualState Name="{x:Static Inactive, MemberType={ui:Nested shell:LoginView.VisualStateNames.Workspace}}">
-        <Storyboard>
-          <BooleanAnimationUsingKeyFrames Storyboard.TargetName="_resume_workspace_checkbox" Storyboard.TargetProperty="(ToggleButton.IsChecked)">
-            <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-          </BooleanAnimationUsingKeyFrames>
-          <BooleanAnimationUsingKeyFrames Storyboard.TargetName="_resume_workspace_checkbox" Storyboard.TargetProperty="(UIElement.IsEnabled)">
-            <DiscreteBooleanKeyFrame KeyTime="0" Value="False"/>
-          </BooleanAnimationUsingKeyFrames>
-        </Storyboard>
-      </VisualState>
-    </VisualStateGroup>
-  </VisualStateManager.VisualStateGroups>
+   <VisualStateManager.VisualStateGroups>
+      <VisualStateGroup x:Name="CommonStates">
+         <VisualState x:Name="Normal" />
+         <VisualState x:Name="LoginState">
+            <Storyboard>
+               <DoubleAnimation Storyboard.TargetName="_login_controls" Storyboard.TargetProperty="Opacity" From="0" To="1" Duration="0:0:0.5" />
+               <BooleanAnimationUsingKeyFrames Storyboard.TargetName="_login_controls" Storyboard.TargetProperty="IsHitTestVisible">
+                  <DiscreteBooleanKeyFrame KeyTime="0:0:0" Value="True" />
+               </BooleanAnimationUsingKeyFrames>
+            </Storyboard>
+         </VisualState>
+         <VisualState x:Name="ErrorState">
+            <Storyboard>
+               <DoubleAnimation Storyboard.TargetName="_error_control" Storyboard.TargetProperty="Opacity" From="0" To="1" Duration="0:0:0.5" />
+            </Storyboard>
+         </VisualState>
+         <VisualState x:Name="Loading">
+            <Storyboard>
+               <DoubleAnimation Storyboard.TargetName="_login_controls" Storyboard.TargetProperty="Opacity" From="1" To="0" Duration="0:0:0.5" />
+               <DoubleAnimation Storyboard.TargetName="_loading_control" Storyboard.TargetProperty="Opacity" From="0" To="1" Duration="0:0:0.5" BeginTime="0:0:0.5" />
+               <BooleanAnimationUsingKeyFrames Storyboard.TargetName="login_button" Storyboard.TargetProperty="IsEnabled" >
+                  <DiscreteBooleanKeyFrame KeyTime="0:0:0" Value="False" />
+               </BooleanAnimationUsingKeyFrames>
+               <BooleanAnimationUsingKeyFrames Storyboard.TargetName="cancel_button" Storyboard.TargetProperty="IsEnabled" >
+                  <DiscreteBooleanKeyFrame KeyTime="0:0:0" Value="False" />
+               </BooleanAnimationUsingKeyFrames>
+            </Storyboard>
+         </VisualState>
+      </VisualStateGroup>
+      <VisualStateGroup x:Name="LoginError">
+         <VisualState x:Name="BadPassword">
+            <Storyboard>
+               <ObjectAnimationUsingKeyFrames Storyboard.TargetName="_password" Storyboard.TargetProperty="BorderBrush" >
+                  <DiscreteObjectKeyFrame KeyTime="0:0:0" Value="{x:Static Brushes.Red}" />
+               </ObjectAnimationUsingKeyFrames>
+            </Storyboard>
+         </VisualState>
+      </VisualStateGroup>
+   </VisualStateManager.VisualStateGroups>
 
-  <Border BorderBrush="{x:Static uicore:BTSColors.form_border_brush}" BorderThickness="1">
-    <Grid ClipToBounds="True">
-      <Grid.ColumnDefinitions>
-        <ColumnDefinition Width="*"/>
-        <ColumnDefinition Width="*"/>
-      </Grid.ColumnDefinitions>
-      <Grid.RowDefinitions>
-        <RowDefinition Height="*"/>
-        <RowDefinition Height="Auto"/>
-      </Grid.RowDefinitions>
+   <Border BorderBrush="{x:Static uicore:BTSColors.form_border_brush}" BorderThickness="1">
+      <Grid ClipToBounds="True">
+         <Grid.ColumnDefinitions>
+            <ColumnDefinition Width="*" />
+            <ColumnDefinition Width="*" />
+         </Grid.ColumnDefinitions>
 
-      <!-- Login details -->
-      <Grid
-        x:Name="_login_controls"
-        Grid.Column="1"
-        HorizontalAlignment="Stretch"
-        VerticalAlignment="Center"
-        Opacity="0"
-        IsHitTestVisible="False"
-      >
-        <Grid.Margin>
-          <Thickness Left="{StaticResource LoginControlPaddingLeft}" Top="30" Right="{StaticResource LoginControlPaddingRight}"/>
-        </Grid.Margin>
-        <Grid.RowDefinitions>
-          <RowDefinition/>
-          <RowDefinition Height="{Binding Source={StaticResource LoginControlPaddingTop}}"/>
-          <!-- User -->
-          <RowDefinition/>
-          <RowDefinition Height="{Binding Source={StaticResource LoginControlPaddingTop}}"/>
-          <!-- Workspace -->
-          <RowDefinition/>
-          <RowDefinition Height="{Binding Source={StaticResource LoginControlPaddingTop}}"/>
-          <!-- Pass -->
-          <RowDefinition/>
-          <RowDefinition Height="{Binding Source={StaticResource LoginControlPaddingTop}}"/>
-          <!-- message -->
-          <RowDefinition/>
-          <!-- buttons -->
-        </Grid.RowDefinitions>
+         <!-- Login details -->
+         <Grid Grid.Column="1" VerticalAlignment="Center" HorizontalAlignment="Center" x:Name="_login_controls" Opacity="0" IsHitTestVisible="False">
+            <Grid.RowDefinitions>
+               <RowDefinition /> <!-- User -->
+               <RowDefinition /> <!-- Workspace -->
+               <RowDefinition /> <!-- Pass -->
+               <RowDefinition Height="Auto" /> <!-- message -->
+               <RowDefinition /><!-- buttons -->
+            </Grid.RowDefinitions>
+            <Grid.ColumnDefinitions>
+               <ColumnDefinition />
+               <ColumnDefinition />
+            </Grid.ColumnDefinitions>
 
-        <TextBox
-          x:Name="_username"
-          autocomplete:AutoCompleteBehavior.AutoCompleteItemsSource="{Binding KnownUsers}"
-          HorizontalAlignment="Stretch"
-          Text="{Binding Name, UpdateSourceTrigger=PropertyChanged}"
-        >
-        </TextBox>
-        <!--Password-->
-        <PasswordBox
-          x:Name="_password"
-          Grid.Row="2"
-          HorizontalAlignment="Stretch"
-          VerticalAlignment="Center"
-          Style="{DynamicResource PasswordBoxStyle1}"
-          PasswordChanged="_passwordChanged"
-        >
-          <PasswordBox.BorderBrush>
-            <LinearGradientBrush EndPoint="0,20" MappingMode="Absolute" StartPoint="0,0">
-              <GradientStop Color="#ABADB3" Offset="0.05"/>
-              <GradientStop Color="#E2E3EA" Offset="0.07"/>
-              <GradientStop Color="#E3E9EF" Offset="1"/>
-            </LinearGradientBrush>
-          </PasswordBox.BorderBrush>
-        </PasswordBox>
-        <TextBlock
-          x:Name="_pw_mark" 
-          Grid.Row="2"
-          HorizontalAlignment="Left"
-          VerticalAlignment="Center"
-          Margin="4,0,0,0"
-          IsHitTestVisible="False"
-          Opacity="0.5" 
-          Text="Password"
-          Visibility="{Binding IsFocused, Converter={StaticResource InverseBoolToVisibility}, ElementName=_password}"
-        />
+            <TextBox
+              Grid.ColumnSpan="2"
+              autocomplete:AutoCompleteBehavior.AutoCompleteItemsSource="{Binding KnownUsers}"
+              Margin="10"
+              Width="160"
+              Text="{Binding Name, UpdateSourceTrigger=PropertyChanged}"
+            />
+            <ComboBox ItemsSource="{Binding Workspaces}" Grid.Row="1" Grid.ColumnSpan="2" Margin="10" SelectedItem="{Binding SelectedWorkspace, Mode=TwoWay}" Width="160" MaxWidth="160" />
 
-        <CheckBox x:Name="_resume_workspace_checkbox" Grid.Row="4" HorizontalAlignment="Left" IsChecked="{Binding resume_workspace}" IsEnabled="True" ToolTip="{Binding SelectedWorkspace}">
-          Load last workspace
-        </CheckBox>
+            <PasswordBox Grid.Row="2" Margin="10" MinWidth="120" Grid.ColumnSpan="2" x:Name="_password" PasswordChanged="_passwordChanged" Style="{DynamicResource PasswordBoxStyle1}" Width="160">
+               <PasswordBox.BorderBrush>
+                  <LinearGradientBrush EndPoint="0,20" MappingMode="Absolute" StartPoint="0,0">
+                     <GradientStop Color="#ABADB3" Offset="0.05"/>
+                     <GradientStop Color="#E2E3EA" Offset="0.07"/>
+                     <GradientStop Color="#E3E9EF" Offset="1"/>
+                  </LinearGradientBrush>
+               </PasswordBox.BorderBrush>
+            </PasswordBox>
+            <TextBlock Text="Password" Grid.Row="2" Grid.ColumnSpan="2" Margin="15,10,10,10" Opacity="0.5" 
+                       IsHitTestVisible="False" HorizontalAlignment="Left" x:Name="_pw_mark" 
+                       Visibility="{Binding IsFocused, Converter={StaticResource InverseBoolToVisibility}, ElementName=_password}" />
 
-        <TextBlock
-          x:Name="_reject_message"
-          Grid.Row="6"
-          HorizontalAlignment="Center"
-          VerticalAlignment="Center"
-          Text="{Binding WarningMessage}"
-          Foreground="Firebrick"
-          FontWeight="Bold"
-          TextWrapping="Wrap"
-          Visibility="Hidden"
-        />
+            <Button Content="Cancel" x:Name="cancel_button" Grid.Row="4" Grid.Column="0" MinWidth="60" Margin="10" IsCancel="True" Command="{Binding CancelCommand}" />
+            <Button Content="Login" x:Name="login_button" Grid.Row="4" Grid.Column="1" MinWidth="60" Margin="10" IsDefault="True" Command="{Binding LoginCommand}" />
+
+            <!-- Background="{StaticResource CommonBackground}"-->
+            <Border  Grid.Row="3" Grid.ColumnSpan="2" Visibility="{Binding WarningMessage, Converter={StaticResource NullToVisibilityConverter}}">
+               <TextBlock Text="{Binding WarningMessage}"  HorizontalAlignment="Center" Foreground="Firebrick" FontWeight="Bold" TextWrapping="Wrap" Margin="5" MaxWidth="160" />
+            </Border>
+         </Grid>
+
+         <!-- Fatal error display -->
+         <StackPanel Grid.Column="1" VerticalAlignment="Center" HorizontalAlignment="Center" x:Name="_error_control" Margin="10" Opacity="0" Visibility="{Binding ErrorMessage, Converter={StaticResource NullToVisibilityConverter}}">
+            <TextBlock Text="The application is currently unavailable."  FontWeight="Bold" TextWrapping="Wrap" Margin="0,0,0,10" />
+            <TextBlock TextWrapping="Wrap">
+               <Run>Please call BTS Support at </Run>
+               <Run FontWeight="Bold">(919) 913-0860</Run>
+               <Run>or email</Run>
+               <Hyperlink CommandParameter="mailto:support@bluetradingsystems.com" Command="{Binding EmailCommand}">support@bluetradingsystems.com</Hyperlink>
+            </TextBlock>
+            <TextBlock Text="Error Details:" Margin="0,10,0,0" />
+            <TextBlock Text="{Binding ErrorMessage}" TextWrapping="Wrap" Margin="5" />
+         </StackPanel>
+         
+         <!-- Loading -->
+         <StackPanel Grid.Column="1" HorizontalAlignment="Center" VerticalAlignment="Center" x:Name="_loading_control" IsHitTestVisible="False" Opacity="0">
+            <ui:BusySpinner  Width="64" Height="64" />
+            <TextBlock Text="Loading..." HorizontalAlignment="Center" />
+         </StackPanel>
+
+         <!-- logo -->
+         <Image Grid.ColumnSpan="2" HorizontalAlignment="Left" Source="/Images/Icons/BTS.png" Width="220" Stretch="Uniform" SnapsToDevicePixels="True" RenderOptions.BitmapScalingMode="HighQuality" x:Name="_logo" Margin="32,0,0,0" />
+         
+
+         <Button Grid.ColumnSpan="2" HorizontalAlignment="Right" VerticalAlignment="Top" Margin="5" Command="{Binding CancelCommand}" Style="{StaticResource RoundCloseButton}" />
       </Grid>
-      <!-- Fatal error display -->
-      <StackPanel
-        x:Name="_error_control"
-        Grid.Column="1"
-        VerticalAlignment="Center"
-        HorizontalAlignment="Center"
-        Visibility="Hidden"
-        Opacity="0"
-      >
-        <TextBlock Text="The application is currently unavailable."  FontWeight="Bold" TextWrapping="Wrap" Margin="0,0,0,10" />
-        <TextBlock TextWrapping="Wrap">
-          <Run>Please call BTS Support at </Run>
-          <Run FontWeight="Bold">(919) 913-0860</Run>
-          <Run>or email</Run>
-          <Hyperlink CommandParameter="mailto:support@bluetradingsystems.com" Command="{Binding EmailCommand}">support@bluetradingsystems.com</Hyperlink>
-        </TextBlock>
-        <TextBlock Text="Error Details:" Margin="0,10,0,0" />
-        <TextBlock Text="{Binding ErrorMessage}" TextWrapping="Wrap" Margin="5" />
-      </StackPanel>
-
-      <!-- Loading -->
-      <StackPanel
-        x:Name="_loading_control"
-        Grid.Column="1"
-        HorizontalAlignment="Center"
-        VerticalAlignment="Center"
-        IsHitTestVisible="False"
-        Opacity="0"
-        Visibility="Hidden"
-      >
-        <ui:BusySpinner  Width="64" Height="64"/>
-        <TextBlock Text="Loading..." HorizontalAlignment="Center"/>
-      </StackPanel>
-
-      <!-- logo -->
-      <Image
-        x:Name="_logo"
-        RenderOptions.BitmapScalingMode="HighQuality"
-        HorizontalAlignment="Left"
-        VerticalAlignment="Top"
-        Margin="32,0,0,0"
-        Width="220"
-        Source="/Images/Icons/BTS.png"
-        Stretch="Uniform"
-        SnapsToDevicePixels="True"
-      />
-      <Button Grid.Column="1" HorizontalAlignment="Right" VerticalAlignment="Top" Margin="5" Command="{Binding CancelCommand}" Style="{StaticResource RoundCloseButton}"/>
-      <c:DialogSkirt x:Name="_dialog_skirt" Grid.Row="1" Grid.ColumnSpan="2" HorizontalAlignment="Stretch" VerticalAlignment="Bottom">
-        <c:DialogSkirt.RightItems>
-          <x:Array Type="{x:Type Button}">
-            <Button x:Name="_login_button" Width="60" Margin="10" IsDefault="True" IsHitTestVisible="True" Command="{Binding LoginCommand}">
-              Login
-            </Button>
-            <Button x:Name="_cancel_button" Width="60" Margin="10" IsCancel="True" IsHitTestVisible="True" Command="{Binding CancelCommand}">
-              Cancel
-            </Button>
-          </x:Array>
-        </c:DialogSkirt.RightItems>
-      </c:DialogSkirt>
-    </Grid>
-  </Border>
-</Window>
+   </Border>
+</Window>

src/client/spark/view/Shell/Login/LoginView.xaml.cs

@@ -1,43 +1,15 @@
-using bts;
-using mbts.ui.converters;
-using mbts.ui.native;
-using mbts.utils;
-using System;
+using System;
 using System.Linq;
 using System.Windows;
-using System.Windows.Data;
 using System.Windows.Input;
 using System.Windows.Interop;
 using System.Windows.Media.Imaging;
+using mbts.ui.native;
+using bts;
 
 namespace mbts.ui.shell {
-   public partial class LoginView : Window {
-      public enum LoginStatus {
-         Initializing,
-         Ready,
-         Error,
-         Rejected,
-         LoggingIn
-      }
-
-      public static IValueConverter WorkspaceVisualStateConverter =>
-         ValueConverter.create<string, string>(workspace =>
-            !string.IsNullOrEmpty(workspace) && workspace != LoginViewModel.NEW_WORKSPACE_NAME ?
-            VisualStateNames.Workspace.Active :
-            VisualStateNames.Workspace.Inactive);
-
-      public static IValueConverter LoginStatusVisualStateConverter =>
-         ValueConverter.create<LoginStatus, string>(status => {
-            switch (status) {
-               case LoginStatus.Initializing: return VisualStateNames.LoginStatus.Initializing;
-               case LoginStatus.Ready: return VisualStateNames.LoginStatus.Ready;
-               case LoginStatus.LoggingIn: return VisualStateNames.LoginStatus.Loading;
-               case LoginStatus.Rejected: return VisualStateNames.LoginStatus.Rejected;
-               case LoginStatus.Error: return VisualStateNames.LoginStatus.Error;
-               default: throw ExceptionBuilder.Argument.unexpected_case(status, nameof(status));
-            }
-         });
-
+   public partial class LoginView : Window
+   {
       public LoginView(LoginViewModel model) {
          this.DataContext = model;
          if (model is IRequestViewClose) {
@@ -93,24 +65,6 @@ namespace mbts.ui.shell {
          return IntPtr.Zero;
       }
 
-      public static class VisualStateNames {
-         public static class LoginStatus {
-            public const string GroupName = nameof(LoginStatus);
-            public static readonly string
-               Initializing = $"{GroupName}{nameof(Initializing)}",
-               Ready = $"{GroupName}{nameof(Ready)}",
-               Loading = $"{GroupName}{nameof(Loading)}",
-               Rejected = $"{GroupName}{nameof(Rejected)}",
-               Error = $"{GroupName}{nameof(Error)}";
-         }
-
-         public static class Workspace {
-            public const string GroupName = nameof(Workspace);
-
-            public static readonly string
-               Active = $"{GroupName}{VisualStates.Active}",
-               Inactive = $"{GroupName}{VisualStates.Inactive}";
-         } 
-      }
    }
-}
+
+}

src/client/spark/view/Shell/Login/LoginViewModel.cs

@@ -2,15 +2,16 @@
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Input;
 using System.Windows.Threading;
-using LoginStatus = mbts.ui.shell.LoginView.LoginStatus;
 
-namespace mbts.ui.shell {
+namespace mbts.ui.shell
+{
    public class LoginViewModel : ViewModelBase, IRequestViewClose
    {
-      public const string NEW_WORKSPACE_NAME = "New workspace...";
       private LoginModel _model;
       private Dispatcher _dispatcher;
       public LoginViewModel(LoginModel model, Dispatcher disp) {
@@ -41,7 +42,7 @@ namespace mbts.ui.shell {
       void _model_Ready() {
          _dispatcher.BeginInvoke(() => {
             if (!_model.HasFatalError) {
-               login_status = LoginStatus.Ready;
+               this.VisualState = "LoginState";
                load_username();
                if (!string.IsNullOrEmpty(_name))
                   KnownUsers.Add(_name);
@@ -49,21 +50,16 @@ namespace mbts.ui.shell {
             }
             else {
                ErrorMessage = _model.ErrorMessage;
-               login_status = LoginStatus.Error;
+               VisualState = "ErrorState";
             }
          });
       }
 
-      LoginStatus _login_status;
-      public LoginStatus login_status { get => _login_status; private set => Set(ref _login_status, value); }
+      private string _vstate = "Normal";
+      public string VisualState { get { return _vstate; } set { _vstate = value; RaisePropertyChanged("VisualState"); } }
 
       /// <see cref="KnownUsers"/> should only contain the user-name of the last login (if none exists, it should be empty).
       public ObservableCollection<string> KnownUsers { get; } = new ObservableCollection<string>();
-      bool _resume_workspace = true;
-      public bool resume_workspace {
-         get => _resume_workspace;
-         set => Set(ref _resume_workspace, value);
-      }
       private string _name;
       public string Name { 
          get { return _name; } 
@@ -86,7 +82,7 @@ namespace mbts.ui.shell {
       public string SelectedWorkspace { get; set; }
       private async void update_workspaces(string name) {
          Workspaces.Clear();
-         Workspaces.Add(NEW_WORKSPACE_NAME);
+         Workspaces.Add("New workspace...");
          SelectedWorkspace = Workspaces.First();
          if (_model.try_get_user(name, out var user)) {
             var to_add = await _model.workspaces_for(user);
@@ -140,13 +136,15 @@ namespace mbts.ui.shell {
 
       private async void OnLogin(object arg) {
          save_selection();
-         string selected_workspace = _resume_workspace && SelectedWorkspace != NEW_WORKSPACE_NAME ?
-            SelectedWorkspace : null;
+         string selected_workspace = SelectedWorkspace;
+         if (selected_workspace == "New workspace...") {
+            selected_workspace = null;
+         }
          var result = await _model.do_login(Name, selected_workspace, Password);
-         if (result.success) { login_status = LoginStatus.LoggingIn; }
+         if (result.success) { VisualState = "Loading"; }
          if (!result.success && !string.IsNullOrEmpty(result.reason)) {
             WarningMessage = result.reason;
-            login_status = LoginStatus.Rejected;
+            VisualState = "BadPassword";
          }
          else if (!string.IsNullOrEmpty(result.reason)) {
             // Login was successful but we have a message for the user

src/client/spark/view/Spark/Core/TickUtils.cs

@@ -128,9 +128,6 @@ namespace mbts.spark {
       public static IEqualityComparer<double> tick_equality_comparer(this ContractSpecificationImmutable contract) =>
          EqualityComparer.Create((double a, double b) => tick_equals(contract, a, b), x => MathUtils.RoundFractionalUnits(x, contract.LowTick));
 
-      public static int compare_tick_fallback_to_double(this ContractSpecificationImmutable contract, double x, double y) =>
-         tick_equals(contract, x, y) ? 0 : x.CompareTo(y);
-
       public static double round_to_tick(this ContractSpecificationImmutable spec, double value) {
          double intpart = (long)value;
          double floatpart = value % 1;

src/client/spark/view/Utility/StateManager.cs

@@ -253,18 +253,15 @@ namespace mbts.ui {
             sd.StateChanged += on_state_changed;
             return Disposable.Create(() => sd.StateChanged -= on_state_changed);
             void on_state_changed(string oldval, string newval) => transition(newval);
-            void transition(string state) {
+            async void transition(string state) {
                version++;
                if (target.IsLoaded)
                   StateManager.GoToState(target, state);
                else {
                   int v = version;
-                  target.Loaded += on_loaded;
-                  void on_loaded(object sender, RoutedEventArgs e) {
-                     target.Loaded -= on_loaded;
-                     if (v == version)
-                        StateManager.GoToState(target, state);
-                  }
+                  await target.LoadedAsync();
+                  if (v == version)
+                     StateManager.GoToState(target, state);
                }
             }
          });

src/client/spark_api/Co2/MDConsumerHandle.cs

@@ -253,13 +253,14 @@ namespace mbts.co2 {
          }
       }
 
-      [StructLayout(LayoutKind.Sequential, Size = 704)]
+      [StructLayout(LayoutKind.Sequential, Size = 712)]
       internal struct ColdEntry {
          public int exchange_status;
          // Last trade
          public AtomicPriceSize last_trade;
          public ulong total_volume;
          public utils.LLDateTime last_trade_time;
+         private AggressorSide last_side; 
 
          //// Settlement
          public UInt64 misc_timestamp;

src/client/spark_api/Properties/AssemblyAttributes.cs

@@ -3,5 +3,4 @@ using System.Runtime.CompilerServices;
 [assembly: InternalsVisibleTo("spark_core")]
 [assembly: InternalsVisibleTo("sparkcmd")]
 [assembly: InternalsVisibleTo("spark_test")]
-[assembly: InternalsVisibleTo("spark_excel")]
 

src/client/spark_api/md/MarketDataClient.cs

@@ -223,7 +223,7 @@ namespace bts.md
       {
          if (!timeout.HasValue)
          {
-            timeout = TimeSpan.FromHours(24);
+            timeout = TimeSpan.FromMilliseconds(10000);
          }
          CancellationTokenSource src = new CancellationTokenSource(timeout.Value);
          SecurityImmutable? security = await Task.Run<SecurityImmutable?>(async () =>
@@ -234,8 +234,6 @@ namespace bts.md
                sec = find_security(filter);
                if (sec == null)
                   await Task.Delay(500);
-               if(src.IsCancellationRequested)
-                  break;
             }
             while (sec == null);
             return sec;

src/client/spark_excel/algogen/CellRef.cs

@@ -1,300 +0,0 @@
-using System;
-using System.Diagnostics;
-using System.Text;
-using bts.excel.extensions;
-
-namespace bts.excel
-{
-   /// <summary>
-   /// Defines a reference to some Cell instance, whether it exists or not.
-   /// </summary>
-   /// <remarks>
-   /// Static methods are provided for conversion of column names etc.
-   /// </remarks>
-   public sealed class CellRef : IComparable, IComparable<CellRef>
-   {
-      public CellRef(ExcelDna.Integration.ExcelReference rref) : this(rref.GetSheetName(), 
-         (rref.ColumnFirst + 1, rref.RowFirst + 1) )
-      {         
-      }
-      
-      /// <summary>
-      /// Constructor for the class: CellRef
-      /// </summary>
-      /// <param name="sheetName">Name of the sheet where the cell belongs.</param>
-      /// <param name="coordinate">Coordinate (column, row) for the cell in the sheet.</param>
-      public CellRef(string sheetName, (int col1, int row1) coordinate)
-      {
-         SheetName = sheetName;
-         SimpleSheetName = simple_sheet_name(SheetName);
-         Coordinate = coordinate;
-         LocalAddress = ConvertCoordToAddress(coordinate);
-      }
-      
-      static string simple_sheet_name(string sn)
-      {
-         int open = sn.IndexOf('[');
-         int close = sn.IndexOf(']', open + 1);
-         var ssn = sn.Substring(0, open) + sn.Substring(close + 1);
-         ssn = stringize_workbook(ssn);
-         return ssn;
-      }
-
-      public static string stringize_workbook(string ssn)
-      {
-         ssn = ssn.Replace("[", "").Replace("]", "_").Replace(".", "_");
-         return ssn;
-      }
-
-      public string named_range { get; set;}
-      
-      /// <summary>
-      /// Maximum number of rows, to e compatible with Excel.
-      /// </summary>
-      private const int MaxRows = 1048576;
-
-      /// <summary>
-      /// Maximum number of columns, to be compatible with Excel.
-      /// </summary>
-      private const int MaxColumns = 16384;
-
-      // NOTE: Worksheet and workbook specifications and limits
-      // http://office.microsoft.com/en-gb/excel-help/excel-specifications-and-limits-HP010342495.aspx
-      //
-      //      Worksheet size: 1,048,576 rows by 16,384 columns.
-      //          * 1048575 is the highest number representable in 20 bits.
-      //          * 16383 is the highest number representable in 14 bits. That leaves 2 spare bits in a 16-bit word.
-      //      Column width: 255 characters (I'm not sure what the real significance of this is).
-      //      Total number of characters that a cell can contain: 32,767 characters
-      //          * 32766 is the highest number representable in 15 bits. That leaves 1 spare bit in a 16-bit word.
-      //        
-
-      /// <summary>
-      /// Name of the sheet where the cell belongs.
-      /// </summary>
-      /// <remarks>
-      /// All cells belong to some Sheet instance, so this name must never be null or empty.
-      /// </remarks>
-      public string SheetName { get; }
-      public string SimpleSheetName { get; }
-
-      /// <summary>
-      /// Coordinate (column, row) for the cell in the sheet.
-      /// </summary>
-      public (int col1, int row1) Coordinate { get; }
-
-      public CellRef Offset(int columnOffset, int rowOffset)
-      {
-         return new CellRef(SheetName, (Column + columnOffset, Row + rowOffset));
-      }
-
-      public int Column => Coordinate.col1;
-
-      public int Row => Coordinate.row1;
-
-      public string LocalAddress { get; internal set; }
-
-      #region Address conversion
-
-      /// <summary>
-      /// Converts a column identifier, using letters, to a column number.
-      /// </summary>
-      /// <param name="columnName">Column identifier using letters.</param>
-      /// <returns>Column number.</returns>
-      /// <exception cref="ArgumentOutOfRangeException">When column number exceeds maximum.</exception>
-      public static int ConvertToColumnNumber(string columnName)
-      {
-         var number = 0;
-         var pow = 1;
-         for (var i = columnName.Length - 1; i >= 0; i--)
-         {
-            number += (columnName[i] - 'A' + 1) * pow;
-            pow *= 26;
-         }
-
-         if (number > MaxColumns)
-         {
-            throw new ArgumentOutOfRangeException(nameof(columnName),
-                "Column number from columnName exceeds maximum");
-         }
-
-         return number;
-      }
-
-      /// <summary>
-      /// Converts a column number to a column identifier using letters.
-      /// </summary>
-      /// <param name="columnNumber">Column number.</param>
-      /// <returns>Column identifier using letters.</returns>
-      /// <exception cref="ArgumentOutOfRangeException">When column number is invalid.</exception>
-      public static string ConvertToColumnName(int columnNumber)
-      {
-         if (columnNumber < 1 || columnNumber > MaxColumns)
-         {
-            throw new ArgumentOutOfRangeException(nameof(columnNumber),
-                "Invalid column number");
-         }
-
-         var dividend = columnNumber;
-         var columnName = string.Empty;
-         while (dividend > 0)
-         {
-            var modulo = (dividend - 1) % 26;
-            columnName = Convert.ToChar(65 + modulo) + columnName;
-            dividend = (dividend - modulo) / 26;
-         }
-
-         return columnName;
-      }
-
-      /// <summary>
-      /// Converts an address, like "A1", to a cell coordinate.
-      /// </summary>
-      /// <param name="address">Cell address, like "A1".</param>
-      /// <returns>Coordinate of cell on sheet.</returns>
-      /// <exception cref="ArgumentNullException">When address argument is null.</exception>
-      /// <exception cref="ArgumentException">When address is invalid.</exception>
-      public static (int col1, int row1) ConvertAddressToCoord(string address)
-      {
-         if (address == null)
-         {
-            throw new ArgumentNullException(nameof(address));
-         }
-
-         address = address.Replace("$", string.Empty);
-         address = address.ToUpper();
-
-         var letters = new StringBuilder();
-         foreach (var c in address)
-         {
-            if (c < 'A' || c > 'Z')
-            {
-               break;
-            }
-            letters.Append(c);
-         }
-
-         if (letters.Length == 0 || letters.Length > 3)
-         {
-            throw new ArgumentException(
-                "Column name requires 1 to 3 letters",
-                nameof(address));
-         }
-
-         var numbers = address.Substring(letters.Length);
-         if (numbers.Length == 0)
-         {
-            throw new ArgumentException("Row number is required", nameof(address));
-         }
-
-         Debug.Assert(letters.Length + numbers.Length == address.Length);
-
-         var row1 = int.Parse(numbers);
-         var col1 = ConvertToColumnNumber(letters.ToString());
-
-         return (col1, row1);
-      }
-
-      /// <summary>
-      /// Convert cell coordinate to cell address, like "A1".
-      /// </summary>
-      /// <param name="coordinate">Coordinate of cell on sheet.</param>
-      /// <param name="absolute">Provide absolute address, like "$A$1".</param>
-      /// <returns>Cell address, like "A1", or optionally like "$A$1".</returns>
-      /// <exception cref="ArgumentOutOfRangeException"></exception>
-      public static string ConvertCoordToAddress((int col1, int row1) coordinate, bool absolute = false)
-      {
-         if (coordinate.row1 < 1 || coordinate.row1 > MaxRows ||
-             coordinate.col1 < 1 || coordinate.col1 > MaxColumns)
-         {
-            throw new ArgumentOutOfRangeException(nameof(coordinate),
-                "Invalid coordinate");
-         }
-
-         var (col1, row1) = coordinate;
-         return absolute
-             ? $"${ConvertToColumnName(col1)}${row1}"
-             : $"{ConvertToColumnName(col1)}{row1}";
-      }
-
-      #endregion
-
-      #region IComparable
-
-      public int CompareTo(CellRef other)
-      {
-         if (other == null) return -1;
-         return string.Compare(ToString(), other.ToString(),
-             StringComparison.Ordinal);
-      }
-
-      public int CompareTo(object obj)
-      {
-         if (obj.GetType() != GetType()) return -1;
-         return CompareTo((CellRef)obj);
-      }
-
-      #endregion
-
-      #region HashCode & Equals
-
-      /// <returns>Unique key</returns>
-      public override string ToString()
-      {
-         return to_name();
-      }
-      
-      public string to_address()
-      {
-         if (!string.IsNullOrEmpty(SheetName))
-            return $"'{SheetName}'!{LocalAddress}";
-         else
-            return $"{LocalAddress}";
-      }
-
-      public string to_name()
-      {
-         if(!string.IsNullOrEmpty(named_range))
-            return named_range;
-         else
-         {
-            if (!string.IsNullOrEmpty(SheetName))
-            {
-               return $"{SimpleSheetName}_{LocalAddress}".ToLowerInvariant();
-            }
-            else
-               return $"{LocalAddress}".ToLowerInvariant();
-         }
-      }      
-      
-      public string r1_c1_include_sheet()
-      {
-         if (!string.IsNullOrEmpty(SheetName))
-            return $"'{SimpleSheetName}'!R{this.Row}C{this.Column}";
-         else
-            return $"R{this.Row}C{this.Column}";
-      }
-
-      public string r1_c1()
-      {
-         return $"R{this.Row}C{this.Column}";
-      }
-
-      public override int GetHashCode()
-      {
-         return ToString().GetHashCode();
-      }
-
-      public override bool Equals(object obj)
-      {
-         if (obj == null) return false;
-
-         if (obj != null && !(obj is CellRef))
-            throw new ArgumentException("Object must be of type CellRef.");
-
-         return GetHashCode().Equals(obj.GetHashCode());
-      }
-
-      #endregion
-   }
-}

src/client/spark_excel/algogen/CodeParts.cs

@@ -1,127 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Collections.Concurrent;
-using System.Linq;
-using spark_excel.grammar;
-using Antlr4.Runtime;
-
-using ExcelDna.Integration;
-using bts.excel.extensions;
-
-namespace bts.excel
-{
-   public interface IParameters
-   {
-      IReadOnlyDictionary<string, string> algo_params { get; }
-      void register_algo_parameter(string type, string name);
-      void unregister_algo_parameter(string name);
-
-      IReadOnlyDictionary<string, string> special_params { get; }
-      void register_special_parameter(string alias, string name);
-      void unregister_special_parameter(string name);      
-   }
-   
-   public interface IDefinitionVisitor 
-   {
-      void add_def(string def);
-      void map_def(string def, string mapped);
-      List<string> get_defs();
-            
-
-      IReadOnlyDictionary<string, string> order_setups {get;}
-      void register_order_setup(string setup, string attach);
-
-      void add_dual_definition(string code);
-      List<string> get_dual_definitions();
-
-      void add_dual_impl(string code);
-      List<string> get_dual_impls();
-
-      void register_algo_parameter(string type, string name);
-   }
-   
-   public class CodeParts : IDefinitionVisitor, IParameters
-   {
-      List<string> _defs = new List<string>();
-      ConcurrentDictionary<string, string> _def_map = new ConcurrentDictionary<string, string>();
-      ConcurrentDictionary<string, string> _order_setups = new ConcurrentDictionary<string, string>();
-      List<string> _dual_defs = new List<string>();
-      List<string> _dual_blocks = new List<string>();
-
-      ConcurrentDictionary<string, string> _algo_params = new ConcurrentDictionary<string, string>();
-      ConcurrentDictionary<string, string> _special_params = new ConcurrentDictionary<string, string>();
-
-      public CodeParts()
-      {
-      }
-
-      public string function_name { get; set; }
-      public string function_impl { get; set; }
-
-      public void add_def(string def)
-      {
-         _defs.Add(def);
-      }
-
-      public void map_def(string def, string mapped)
-      {
-         _def_map[def] = mapped;
-      }
-
-      public List<string> get_defs()
-      {
-         var list = _defs.Distinct();
-         List<string> defs = new List<string>();
-         foreach (var d in list)
-            defs.Add(_def_map.TryGetValue(d, out string mapped) ? mapped : d);
-         return defs;
-      }      
-
-      public IReadOnlyDictionary<string, string> order_setups => _order_setups;
-      public void register_order_setup(string setup, string attach)
-      {
-         _order_setups[attach] = setup;
-      }
-
-      public void add_dual_impl(string code)
-      {
-         _dual_blocks.Add(code);
-      }
-
-      public List<string> get_dual_impls()
-      {
-         return _dual_blocks;
-      }
-
-      public void add_dual_definition(string code)
-      {
-         _dual_defs.Add(code);
-      }
-
-      public List<string> get_dual_definitions()
-      {
-         return _dual_defs;
-      }
-
-
-      public IReadOnlyDictionary<string, string> algo_params => _algo_params;
-      public void register_algo_parameter(string type, string name)
-      {
-         _algo_params[name] = string.IsNullOrEmpty(type) ? "double" : type;
-      }
-      public void unregister_algo_parameter(string name)
-      {
-         _algo_params.TryRemove(name, out _);
-      }
-
-      public IReadOnlyDictionary<string, string> special_params => _special_params;
-      public void register_special_parameter(string alias, string name)
-      {
-         _special_params[alias] = name;
-      }
-      public void unregister_special_parameter(string name)
-      {
-         _special_params.TryRemove(name, out _);
-      }      
-   }
-}

src/client/spark_excel/algogen/ErrorValue.cs

@@ -1,104 +0,0 @@
-using System;
-
-namespace bts.excel
-{
-   public class ErrorValue : IComparable, IComparable<ErrorValue>
-   {
-      private enum ErrorType
-      {
-         Null,
-         Div0,
-         Value,
-         Ref,
-         Name,
-         Num,
-         NA
-      }
-
-      public static ErrorValue Null => new ErrorValue(ErrorType.Null);
-      public static ErrorValue Div0 => new ErrorValue(ErrorType.Div0);
-      public static ErrorValue Value => new ErrorValue(ErrorType.Value);
-      public static ErrorValue Ref => new ErrorValue(ErrorType.Ref);
-      public static ErrorValue Name => new ErrorValue(ErrorType.Name);
-      public static ErrorValue Num => new ErrorValue(ErrorType.Num);
-      public static ErrorValue NA => new ErrorValue(ErrorType.NA);
-
-      private const string HashNull = "#NULL!";
-      private const string HashDiv0 = "#DIV/0!";
-      private const string HashValue = "#VALUE!";
-      private const string HashRef = "#REF!";
-      private const string HashName = "#NAME?";
-      private const string HashNum = "#NUM!";
-      private const string HashNA = "#N/A";
-
-      private readonly ErrorType _errorType;
-
-      public ErrorValue(string token)
-          : this(GetErrorType(token))
-      { }
-
-      private ErrorValue(ErrorType errorType)
-      {
-         _errorType = errorType;
-      }
-
-      private static ErrorType GetErrorType(string token)
-      {
-         switch (token)
-         {
-            case HashNull: return ErrorType.Null;
-            case HashDiv0: return ErrorType.Div0;
-            case HashValue: return ErrorType.Value;
-            case HashRef: return ErrorType.Ref;
-            case HashName: return ErrorType.Name;
-            case HashNum: return ErrorType.Num;
-            case HashNA: return ErrorType.NA;
-            default: throw new Exception("Unrecongised error token");
-         }
-      }
-
-      public static bool IsErrorToken(string token)
-      {
-         switch (token)
-         {
-            case HashNull:
-            case HashDiv0:
-            case HashValue:
-            case HashRef:
-            case HashName:
-            case HashNum:
-            case HashNA:
-               return true;
-            default:
-               return false;
-         }
-      }
-
-      public override string ToString()
-      {
-         switch (_errorType)
-         {
-            case ErrorType.Null: return HashNull;
-            case ErrorType.Div0: return HashDiv0;
-            case ErrorType.Value: return HashValue;
-            case ErrorType.Ref: return HashRef;
-            case ErrorType.Name: return HashName;
-            case ErrorType.Num: return HashNum;
-            case ErrorType.NA: return HashNA;
-            default: throw new Exception("Unexpected condition");
-         }
-      }
-
-      public int CompareTo(ErrorValue other)
-      {
-         if (other == null) return -1;
-         return _errorType.CompareTo(other._errorType);
-      }
-
-      public int CompareTo(object obj)
-      {
-         if (obj.GetType() != GetType()) return -1;
-         return CompareTo(obj as ErrorValue);
-      }
-   }
-}

src/client/spark_excel/algogen/ExcelHelpers.cs

@@ -1,105 +0,0 @@
-using System;
-using System.Collections.Generic;
-using ExcelDna.Integration;
-using Microsoft.Office.Interop.Excel;
-
-namespace bts.excel
-{
-   public static class RangeHelper
-   {
-      public static ExcelReference RangeToExcelReference(Range range)
-
-      {
-
-         return new ExcelReference(range.Row - 1,
-                                 range.Row - 1 + range.Rows.Count - 1,
-                                 range.Column - 1,
-                                 range.Column - 1 + range.Columns.Count - 1,
-                                 range.Worksheet.Name);
-
-      }
-      public static Range ReferenceToRange(ExcelReference xlref)
-      {
-         var app = ExcelDnaUtil.Application as Microsoft.Office.Interop.Excel.Application;
-         var refText = (string)XlCall.Excel(XlCall.xlfReftext, xlref, true);
-         var range = app.Range[refText];
-         return range;
-      }
-   }
-
-   // Select an ExcelReference (perhaps on another sheet) allowing changes to be made there.
-   // On clean-up, resets all the selections and the active sheet.
-   // Should not be used if the work you are going to do will switch sheets, amke new sheets etc.
-   public class ExcelSelectionHelper : XlCall, IDisposable
-   {
-      object oldSelectionOnActiveSheet;
-      object oldActiveCellOnActiveSheet;
-
-      object oldSelectionOnRefSheet;
-      object oldActiveCellOnRefSheet;
-
-      public ExcelSelectionHelper(ExcelReference refToSelect)
-      {
-         // Remember old selection state on the active sheet
-         oldSelectionOnActiveSheet = Excel(xlfSelection);
-         oldActiveCellOnActiveSheet = Excel(xlfActiveCell);
-
-         // Switch to the sheet we want to select
-         string refSheet = (string)Excel(xlSheetNm, refToSelect);
-         Excel(xlcWorkbookSelect, new object[] { refSheet });
-
-         // record selection and active cell on the sheet we want to select
-         oldSelectionOnRefSheet = Excel(xlfSelection);
-         oldActiveCellOnRefSheet = Excel(xlfActiveCell);
-
-         // make the selection
-         Excel(xlcFormulaGoto, refToSelect);
-      }
-
-      public void Dispose()
-      {
-         // Reset the selection on the target sheet
-         Excel(xlcSelect, oldSelectionOnRefSheet, oldActiveCellOnRefSheet);
-
-         // Reset the sheet originally selected
-         string oldActiveSheet = (string)Excel(xlSheetNm, oldSelectionOnActiveSheet);
-         Excel(xlcWorkbookSelect, new object[] { oldActiveSheet });
-
-         // Reset the selection in the active sheet (some bugs make this change sometimes too)
-         Excel(xlcSelect, oldSelectionOnActiveSheet, oldActiveCellOnActiveSheet);
-      }
-   }
-
-   public class ExcelEchoOffHelper : XlCall, IDisposable
-   {
-      object oldEcho;
-
-      public ExcelEchoOffHelper()
-      {
-         oldEcho = Excel(xlfGetWorkspace, 40);
-         Excel(xlcEcho, false);
-      }
-
-      public void Dispose()
-      {
-         Excel(xlcEcho, oldEcho);
-      }
-   }
-
-   public class ExcelCalculationManualHelper : XlCall, IDisposable
-   {
-      object oldCalculationMode;
-
-      public ExcelCalculationManualHelper()
-      {
-         oldCalculationMode = Excel(xlfGetDocument, 14);
-         Excel(xlcOptionsCalculation, 3);
-      }
-
-      public void Dispose()
-      {
-         Excel(xlcOptionsCalculation, oldCalculationMode);
-      }
-   }
-
-}

src/client/spark_excel/algogen/Expression.cs

@@ -1,26 +0,0 @@
-
-using spark_excel.grammar;
-
-namespace bts.excel
-{
-   public interface IExpression
-   {
-      object evaluate();
-   }
-   internal class Expression<T> : IExpression
-   {
-      private readonly ExcelFormulaParser.ExprContext _context;
-      private readonly IExcelFormulaVisitor<T> _visitor;
-
-      public Expression(ExcelFormulaParser.ExprContext context, IExcelFormulaVisitor<T> visitor)
-      {
-         _context = context;
-         _visitor = visitor;
-      }
-
-      public object evaluate()
-      {
-         return _context.Accept(_visitor);
-      }
-   }
-}

src/client/spark_excel/algogen/Generator.cs

@@ -1,286 +0,0 @@
-using System;
-using System.Collections.Concurrent;
-using System.IO;
-using System.Reflection;
-using ExcelDna.Integration;
-using spark_excel.grammar;
-
-using Antlr4.Runtime;
-using System.Collections.Generic;
-using System.Linq;
-
-namespace bts.excel
-{
-   internal class ExcelFormulaErrorListener : BaseErrorListener
-   {
-      public bool IsValid { get; private set; } = true;
-      public string offendingSymbol { get; private set;}
-      public int line { get; private set; }
-      public int charPositionInLine { get; private set; }
-      public string msg { get; private set; }
-      public RecognitionException exception { get; private set;}
-
-      public override void SyntaxError(IRecognizer recognizer, IToken offendingSymbol, int line, int charPositionInLine, string msg, RecognitionException e)
-      {
-         IsValid = false;
-         this.offendingSymbol = offendingSymbol.Text;
-         this.line = line;
-         this.charPositionInLine = charPositionInLine;
-         this.msg = msg;
-         this.exception = e;
-      }
-   }
-
-   public class Generator
-   {
-      readonly IParameters _globals = new CodeParts();
-      public IParameters globals => _globals;
-      
-      public string bts_generate_algo_class(string algoname, IEnumerable<CodeParts> functions, string[] filepaths = null)
-      {
-         var ass = Assembly.GetExecutingAssembly();
-         var resources = ass.GetManifestResourceNames();
-         var res = $"{ass.GetName().Name}.ExcelAlgoTemplate.cpp";
-
-         using (Stream stream = ass.GetManifestResourceStream(res))
-         {
-            using (StreamReader reader = new StreamReader(stream))
-            {               
-               string cpp = reader.ReadToEnd();
-               //cpp = cpp.Replace("#define __AlgoName__", "//#define __#AlgoName__");
-               cpp = cpp.Replace("#define __FunctionDefs__", "//#define __#FunctionDefs__");
-               cpp = cpp.Replace("#define __FunctionCalls__", "//#define __#FunctionCalls__");
-               cpp = cpp.Replace("#define __FunctionImpls__", "//#define __#FunctionImpls__");
-
-               cpp = cpp.Replace("#define __DualDefs__", "//#define __#DualDefs__");
-               cpp = cpp.Replace("#define __DualImpls__", "//#define __#DualImpls__");
-
-               cpp = cpp.Replace("#define __ParameterDefs__", "//#define __#ParameterDefs__");
-               cpp = cpp.Replace("#define __ParameterLaunches__", "//#define __#ParameterLaunches__");
-               cpp = cpp.Replace("#define __ParameterUpdates__", "//#define __#ParameterUpdates__");
-               cpp = cpp.Replace("#define __ParameterSetups__", "//#define __#ParameterSetups__");
-               cpp = cpp.Replace("#define __OrderSetups__", "//#define __#OrderSetups__");
-               cpp = cpp.Replace("#define __OrderAttaches__", "//#define __#OrderAttaches__");               
-               cpp = cpp.Replace("__Remove__", string.Empty);               
-               cpp = cpp.Replace("__AlgoName__", algoname);
-               
-               string funcdefs = string.Join(Environment.NewLine, functions.Select(x => $"   void {x.function_name}();"));
-               cpp = cpp.Replace("__FunctionDefs__", "//__FunctionDefs__" + Environment.NewLine + funcdefs);
-
-               string funccalls = string.Join(Environment.NewLine, functions.Select(x => "   " + x.function_name + "();" ));
-               cpp = cpp.Replace("__FunctionCalls__", "//__FunctionCalls__" + Environment.NewLine + funccalls);
-
-               string funcimpls = string.Join(Environment.NewLine, functions.Select(x => x.function_impl.Replace("__AlgoName__", algoname) ));
-               cpp = cpp.Replace("__FunctionImpls__", "//__FunctionImpls__" + Environment.NewLine + funcimpls);
-
-               string dualdefs = string.Join(Environment.NewLine, functions.SelectMany(x => x.get_dual_definitions().Select( xx => xx.Replace("__AlgoName__::", "") ) ).Distinct());
-               cpp = cpp.Replace("__DualDefs__", "//__DualDefs__" + Environment.NewLine + dualdefs);
-
-               string dualimpls = string.Join(Environment.NewLine, functions.SelectMany(x => x.get_dual_impls().Select(xx => xx.Replace("__AlgoName__", algoname))).Distinct());
-               cpp = cpp.Replace("__DualImpls__", "//__DualImpls__" + Environment.NewLine + dualimpls);
-
-               //__ParameterDefs__
-               string globalparamdefs = string.Join(Environment.NewLine, globals.algo_params.Select( kv => "   " + kv.Value + " " + kv.Key + ";"));
-               string localparamdefs = string.Join(Environment.NewLine, functions.SelectMany(x => x.algo_params).Select(kv => "   " + kv.Value + " " + kv.Key + ";"));
-               cpp = cpp.Replace("__ParameterDefs__", 
-                                 "//__ParameterDefs__" + Environment.NewLine + globalparamdefs + Environment.NewLine + localparamdefs);
-
-               //__ParameterLaunches__
-               {
-                  List<string> launches = new List<string>();
-                  foreach (var kv in globals.algo_params)
-                  {
-                     string launch = $@"
-auto {kv.Key}_param = params.find(""{kv.Key}"");
-if ( {kv.Key}_param  == params.end() )
-   return OrderOpResult{{ ORDER_ERROR_INVALID_ORDER_DEFINITON,""{kv.Key} parameter must be defined""}};
-me->{kv.Key} = {kv.Key}_param->second.{get_as(kv.Key, kv.Value)}();
-";
-                     launches.Add(launch);
-                  }            
-                  string paramlaunch = string.Join(Environment.NewLine, launches);
-                  cpp = cpp.Replace("__ParameterLaunches__", "//__ParameterLaunches__" + Environment.NewLine + paramlaunch);      
-               }
-
-               //__ParameterUpdates__
-               {
-                  List<string> updates = new List<string>();
-                  foreach(var kv in globals.algo_params)
-                  {
-                     string update = $@"
-auto {kv.Key}_param = params.find(""{kv.Key}"");
-if ( {kv.Key}_param  == params.end() )
-{{
-   algo_services().terminate_error(""Can't find parameter {kv.Key} "");
-   return;
-}}      
-me->{kv.Key} = {kv.Key}_param->second.{get_as(kv.Key, kv.Value)}();
-";
-                     updates.Add(update);
-                  }
-                  string paramupdates = string.Join(Environment.NewLine, updates);
-                  cpp = cpp.Replace("__ParameterUpdates__", "//__ParameterUpdates__" + Environment.NewLine + paramupdates);
-               }
-
-               //__ParameterSetups__
-               {
-                  List<string> setups = new List<string>(); 
-                  setups.Add($@"
-DynamicOrderDescriptor algo_desc;
-algo_desc.set_dynamic_order_type(""{algoname}"");
-                  ");
-                  foreach (var kv in globals.algo_params)
-                  {
-                     string setup = $@"
-auto {kv.Key}_param = algo_desc.add_param_desc();
-{kv.Key}_param->set_param_name(""{kv.Key}"");
-{kv.Key}_param->mutable_param_type()->set_primitive({get_param_type_enum(kv.Key, kv.Value)});
-";
-                     setups.Add(setup);
-                  }
-                  setups.Add($@"
-serv.register_dynamic_algo_order(algo_desc, []() {{ return std::make_unique<{algoname}>(); }});
-   ");
-                  string paramsetups = string.Join(Environment.NewLine, setups);
-                  cpp = cpp.Replace("__ParameterSetups__", "//__ParameterSetups__" + Environment.NewLine + paramsetups);
-               }
-
-               //__OrderSetups__
-               {
-                  var setups = functions.SelectMany(x => x.order_setups.Values.SelectMany(xx => xx.Split(new[]{'\r','\n'})));                  
-                  string ordersetups = string.Join(Environment.NewLine, setups.Distinct());
-                  cpp = cpp.Replace("__OrderSetups__", "//__OrderSetups__" + Environment.NewLine + ordersetups);
-               }
-               //__OrderAttaches__
-               {
-                  var attach = functions.SelectMany(x => x.order_setups.Keys);
-                  string orderattach = string.Join(Environment.NewLine, attach);
-                  cpp = cpp.Replace("__OrderAttaches__", "//__OrderAttaches__" + Environment.NewLine + orderattach);
-               }
-
-               string cppname = string.Empty;
-               if(filepaths != null && filepaths.Length > 0)
-                  try_write_file_fullpath(filepaths, cpp);
-               else
-                  try_write_file(algoname + ".cpp", cpp);          
-               return cppname;
-            }
-         }         
-      }
-
-      static private string get_as(string paramname, string paramtype)
-      {
-         switch (paramtype.ToLower())
-         {
-            case "int":
-               return "as_int32";
-            case "uint":
-               return "as_uint32";
-            case "double":
-               return "as_double";
-            case "string":
-               return "as_string";
-            case "bool":
-               return "as_bool";
-            case "order":
-            case "orderdef":
-               return "as_order_def";
-            default:
-               throw new ArgumentException("unknown type " + paramname + " " + paramtype);
-         }
-      }      
-      
-      static private string get_param_type_enum(string paramname, string paramtype)
-      {
-         switch(paramtype.ToLower())
-         {
-            case "int":
-               return "DYNAMIC_ORDER_PRIMITIVE_INT";
-            case "uint":
-               return "DYNAMIC_ORDER_PRIMITIVE_UINT";
-            case "double":
-               return "DYNAMIC_ORDER_PRIMITIVE_DOUBLE";
-            case "string":
-               return "DYNAMIC_ORDER_PRIMITIVE_STRING";
-            case "bool":
-               return "DYNAMIC_ORDER_PRIMITIVE_BOOL";
-            case "order":
-            case "orderdef":
-               return "DYNAMIC_ORDER_PRIMITIVE_ORDER_DEF";
-            default:
-               throw new ArgumentException("unknown type " + paramname + " " + paramtype);
-         }
-      }
-            
-      //[ExcelFunction(IsMacroType = true, IsThreadSafe = false)]
-      //we can't call this as a UDF or the array / selectspecial thing doesn't always work 
-      public CodeParts bts_generate_function_code(ExcelReference rref, ref string function_name)
-      {
-         var formula = XlCall.Excel(XlCall.xlfGetCell, 41, rref);
-
-         var antlrstream = new AntlrInputStream(formula.ToString());
-         var lexer = new ExcelFormulaLexer(antlrstream);
-         var tokens = new CommonTokenStream(lexer);
-         var parser = new ExcelFormulaParser(tokens);
-
-         var error_listener = new ExcelFormulaErrorListener();
-         //parser.RemoveErrorListeners();
-         parser.AddErrorListener(error_listener);
-         var parsetree = parser.main();
-
-         if (!error_listener.IsValid)
-         {
-            try_write_file(function_name, error_listener.offendingSymbol + error_listener.msg + error_listener.exception?.ToString());
-            throw new Exception(error_listener.offendingSymbol +  error_listener.msg, error_listener.exception);
-         }
-
-         CodeParts defs = new CodeParts();
-         GeneratorVisitor visitor = new GeneratorVisitor(rref, defs, globals);
-         object val = visitor.VisitMain(parsetree);
-         
-         if(string.IsNullOrEmpty(function_name))
-            function_name = new CellRef(rref).to_name();
-         
-         string ret = string.Empty;
-         ret += Environment.NewLine;
-         ret += $"void __AlgoName__::{function_name}() {Environment.NewLine}{{{Environment.NewLine}";
-         defs.get_defs().ForEach(x => ret += "   " + x + Environment.NewLine);
-         ret += " " + val.ToString() + " ;";
-         ret += $"{Environment.NewLine} }}";
-         defs.function_impl = ret;
-         defs.function_name = function_name;         
-         try_write_file(function_name + ".function", ret);
-         return defs;
-      }
-      
-      static string try_write_file(string filename, string text)
-      {
-         string fname = string.Empty;
-         try
-         {
-            fname = $"{Environment.GetFolderPath(Environment.SpecialFolder.UserProfile)}\\{filename}";            
-            using(System.IO.StreamWriter file = new System.IO.StreamWriter(fname))
-            {
-               file.WriteLine(text);
-            }            
-         }
-         catch {}
-         return fname;
-      }
-
-      static void try_write_file_fullpath(string[] filename, string text)
-      {
-         try
-         {
-            foreach(string fname in filename)
-            {
-               using (System.IO.StreamWriter file = new System.IO.StreamWriter(fname))         
-               {
-                  file.WriteLine(text);
-               }
-            }
-         }
-         catch { }
-      }      
-   }
-}

src/client/spark_excel/algogen/GeneratorVisitor.cs

@@ -1,366 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Collections.Concurrent;
-using System.Linq;
-using spark_excel.grammar;
-using Antlr4.Runtime;
-
-using ExcelDna.Integration;
-using bts.excel.extensions;
-
-namespace bts.excel
-{
-
-   public class GeneratorVisitor : ExcelFormulaBaseVisitor<object>
-   {      
-      ExcelReference _orig_ref, _current_ref;
-      functions.lib.FunctionLibrary _library;
-      ExcelFormulaErrorListener _error_listener = new ExcelFormulaErrorListener();
-      IDefinitionVisitor _defs;
-      IParameters _params;
-      string _document_name;
-      public GeneratorVisitor(ExcelReference rref, IDefinitionVisitor defs, IParameters parameters, bool include_setups = true)
-      {
-         _current_ref = _orig_ref = rref;
-         _library = new functions.lib.FunctionLibrary(include_setups);
-         _defs = defs;
-         _params = parameters;
-         
-         var cref = new CellRef(rref);
-         _document_name  = (string)XlCall.Excel(XlCall.xlfGetDocument, 88, cref.SheetName);
-      }
-
-
-      #region Context visitors overrides
-
-      public override object VisitBoolean(ExcelFormulaParser.BooleanContext context)
-      {
-         var expr = context.BOOLEAN();
-         return expr.ToString().ToLower();
-      }
-      
-      public override object VisitName(ExcelFormulaParser.NameContext context)
-      {
-         var name = context.GetText();
-         
-         var lookup = name;
-         if(!lookup.Contains("!"))
-            lookup = "!" + lookup;
-         object value = XlCall.Excel(XlCall.xlfGetName, lookup);
-         if(value != null && !(value is ExcelError))
-         {
-            string[] par = value.ToString().Split(new[] {'=', 'R', 'C'}, StringSplitOptions.RemoveEmptyEntries);
-            int r = int.Parse(par[0]) - 1;
-            int c = int.Parse(par[1]) - 1;
-            var rref = new ExcelReference(r, r, c, c, _orig_ref.GetSheetName());
-            process_cell(rref, out _);
-         }
-         return name;
-      }
-      
-      public override object VisitMain(ExcelFormulaParser.MainContext context)
-      {
-         return context.expr().Accept(this);
-      }
-
-      public override object VisitMulDiv(ExcelFormulaParser.MulDivContext context)
-      {
-         var expr = context.expr();
-
-         var arg1 = expr[0].Accept(this);
-         if (arg1 is ErrorValue)
-            return arg1;
-
-         var arg2 = expr[1].Accept(this);
-         if (arg2 is ErrorValue)
-            return arg2;
-
-         string code = $"{arg1} {context.op.Text} {arg2}";
-         return code;
-      }
-
-      public override object VisitAddSub(ExcelFormulaParser.AddSubContext context)
-      {
-         var expr = context.expr();
-
-         var arg1 = expr[0].Accept(this);
-         if (arg1 is ErrorValue)
-            return arg1;
-
-         var arg2 = expr[1].Accept(this);
-         if (arg2 is ErrorValue)
-            return arg2;
-
-         string code = $"{arg1} {context.op.Text} {arg2}";
-         return code;
-      }
-
-      public override object VisitPercentage(ExcelFormulaParser.PercentageContext context)
-      {
-         var expr = context.expr();
-
-         var arg1 = expr.Accept(this);
-         if (arg1 is ErrorValue)
-            return arg1;
-
-         return $"( {arg1} / 100.0 )";
-      }
-
-      public override object VisitRelational(ExcelFormulaParser.RelationalContext context)
-      {
-         var expr = context.expr();
-
-         var arg1 = expr[0].Accept(this);
-         if (arg1 is ErrorValue)
-            return arg1;
-
-         var arg2 = expr[1].Accept(this);
-         if (arg2 is ErrorValue)
-            return arg2;
-
-         return $"{arg1} {context.op.Text} {arg2}";
-      }      
-
-
-      public override object VisitError(ExcelFormulaParser.ErrorContext context)
-      {
-         return new ErrorValue(context.GetText());
-      }
-
-      public override object VisitString(ExcelFormulaParser.StringContext context)
-      {
-         var str = context.GetText();
-         return $"std::string({str})";
-      }
-
-      public override object VisitUnary(ExcelFormulaParser.UnaryContext context)
-      {
-         var expr = context.expr();
-         if(context.sign.Text == "-")
-            return "-" + expr.Accept(this);
-         else
-            return expr.Accept(this);
-      }
-
-      public override object VisitFunction(ExcelFormulaParser.FunctionContext context)
-      {
-         var name = context.name.Text;
-
-         ExcelReference current = _orig_ref;
-         var expr = context.expr();
-         var args = new IExpression[expr.Length];
-         for (var i = 0; i < expr.Length; i++)
-            args[i] = new Expression<object>(expr[i], this);
-         return _library.call_function(name, args, _defs, current);
-      }
-
-      public override object VisitParenthesis(ExcelFormulaParser.ParenthesisContext context)
-      {
-         return context.expr().Accept(this);
-      }
-
-      public override object VisitNumber(ExcelFormulaParser.NumberContext context)
-      {
-         var num = context.GetText();
-         if(double.TryParse(num, out double res))
-            return res.ToString("0.0############");
-         return num;
-      }
-
-      public override object VisitConcatenate(ExcelFormulaParser.ConcatenateContext context)
-      {
-         var expr = context.expr();
-
-         var arg1 = "std::to_string(" + expr[0].Accept(this) + ")";
-         var arg2 = "std::to_string(" + expr[1].Accept(this) + ")";
-         return $"{arg1}+{arg2}";
-      }
-
-      public override object VisitRange(ExcelFormulaParser.RangeContext context)
-      {
-         var rng = context.rng();
-         return rng.Accept(this);
-      }
-
-      public override object VisitRangeList(ExcelFormulaParser.RangeListContext context)
-      {
-         var result = new List<RangeRef>();
-
-         foreach (var range in context.rng())
-         {
-            var obj = range.Accept(this);
-
-            switch (obj)
-            {
-               case ErrorValue err:
-                  result.Add(null);
-                  break;
-               case RangeRef rangeRef:
-                  result.Add(rangeRef);
-                  break;
-               case null:
-                  result.Add(null);
-                  break;
-               default:
-                  throw new ArgumentOutOfRangeException($"Unexpected type: {obj.GetType()}");
-            }
-         }
-
-         return result;
-      }
-
-      public override object VisitRangeRef(ExcelFormulaParser.RangeRefContext context)
-      {
-         var obj = context.@ref().Accept(this);
-
-         switch (obj)
-         {
-            case ErrorValue _:
-               return obj;
-            case CellRef start:
-               var (column, row) = CellRef.ConvertAddressToCoord(context.end.Text);
-               var rng = new RangeRef(start, column, row);
-               
-               if(rng.IsOneCell())
-               {
-                  var rref = new ExcelReference(row - 1, row - 1, column - 1, column - 1, rng.SheetName);
-                  process_cell(rref, out _);
-               }
-               else
-               {                  
-                  var initdef = $@"
-   auto range_init = [](auto& initval, int nrows, int ncols) 
-   {{
-      Range< std::decay_t<decltype((initval))> > rng(nrows, ncols);
-      rng(0,0) = initval;
-      return rng;
-   }};";
-                     _defs.add_def(initdef);    
-                  var loaddef = $@"
-   auto range_set = [](auto& range, auto& val, int r, int c) 
-   {{
-      range(r,c) = val;
-   }};";                   
-                     _defs.add_def(loaddef);
-                     var vec = rng.get_all_cells();
-                     if(vec.Count  > 0)
-                     {                         
-                        for(int i = 0; i < vec.Count; i++)
-                        {
-                           int r = (vec[i].Row-1) - (vec[0].Row-1);
-                           int c = (vec[i].Column-1) - (vec[0].Column-1);
-                           var rref = new ExcelReference(vec[i].Row-1, vec[i].Row-1, vec[i].Column-1, vec[i].Column-1, vec[i].SheetName);
-                           var cellref = process_cell(rref, out _);
-                           if(i == 0)
-                           {
-                              string init = $"auto&& {rng.to_name()} = range_init({cellref.ToString()}, {rng.NumRows()}, {rng.NumCols()}); " ;
-                              _defs.add_def(init);
-                           }
-                           else
-                           {
-                              string next = $"range_set({rng.to_name()}, {cellref.ToString()}, {r}, {c}); ";
-                              _defs.add_def(next);
-                           }
-                        }
-                     }
-                  }
-               return rng;
-            case null:
-               return null;
-            default:
-               throw new ArgumentOutOfRangeException($"Unexpected type: {obj.GetType()}");
-         }
-      }
-
-      public override object VisitCell(ExcelFormulaParser.CellContext context)
-      {
-         return context.@ref().Accept(this);
-      }
-
-      public override object VisitCellList(ExcelFormulaParser.CellListContext context)
-      {
-         var result = new List<CellRef>();
-         foreach (var @ref in context.@ref())
-         {
-            var obj = @ref.Accept(this);
-            switch (obj)
-            {
-               case ErrorValue _:
-                  // TODO: Warn that error has been replaced with null here?
-                  result.Add(null);
-                  break;
-               case CellRef cellRef:
-                  result.Add(cellRef);
-                  break;
-               case null:
-                  result.Add(null);
-                  break;
-               default:
-                  throw new ArgumentOutOfRangeException($"Unexpected type: {obj.GetType()}");
-            }
-         }
-
-         return result;
-      }      
-
-      public override object VisitCellRef(ExcelFormulaParser.CellRefContext context)
-      {
-         var colRow = context.colRow.Text;
-         var (col1, row1) = CellRef.ConvertAddressToCoord(colRow);
-         var sheetname = context.sheet?.Text ?? _orig_ref.GetSheetName();
-
-         var rref = new ExcelReference(row1 - 1, row1 - 1, col1 - 1, col1 - 1, sheetname);
-         return process_cell(rref, out _);
-      }
-
-      private object process_cell(ExcelReference rref, out string def)
-      {
-         _current_ref = rref;         
-         var cellref = new CellRef(rref);
-         string r1c1 = cellref.r1_c1();
-         
-         var formula = XlCall.Excel(XlCall.xlfGetCell, 41, rref);
-         var formstring = formula.ToString();
-         if (string.IsNullOrEmpty(formstring))
-            formstring = "0.0";
-         if (!formstring.StartsWith("="))
-            formstring = "=" + formstring;
-
-         var cellname = XlCall.Excel(XlCall.xlfGetDef, r1c1, cellref.SheetName);
-         bool named = false;
-         if (!(cellname is ExcelError))
-         {
-            named = true;
-            cellref.named_range = cellname.ToString();
-         }
-
-         var antlrstream = new AntlrInputStream(formstring);
-         var lexer = new ExcelFormulaLexer(antlrstream);
-         var tokens = new CommonTokenStream(lexer);
-         var parser = new ExcelFormulaParser(tokens);
-         parser.AddErrorListener(_error_listener);
-         var parsetree = parser.main();
-         if (!_error_listener.IsValid)
-            throw new Exception(_error_listener.offendingSymbol + _error_listener.msg, _error_listener.exception);
-         else
-         {            
-            def = $"auto&& {cellref.ToString()} = {new GeneratorVisitor(rref, _defs, _params).VisitMain(parsetree)} ;";
-            _defs.add_def(def);
-            if (named && _params.algo_params.ContainsKey(cellref.named_range))
-            {
-               _defs.map_def(def, $"auto&& {cellref.named_range} = me->{cellref.named_range};");
-            }
-            if (named && _params.special_params.ContainsKey(cellref.named_range))
-            {
-               string realname = cellref.named_range;
-               _params.special_params.TryGetValue(cellref.named_range, out realname);
-               _defs.map_def(def, $"auto&& {cellref.named_range} = get_{realname}();");
-            }
-         }
-         return cellref;
-      }
-
-
-      #endregion
-   }
-}

src/client/spark_excel/algogen/RangeRef.cs

@@ -1,179 +0,0 @@
-using System.Collections.Generic;
-using System.Diagnostics;
-
-namespace bts.excel
-{
-   public class RangeRef
-   {
-      public RangeRef(CellRef start, CellRef end)
-      {
-         Start = start;
-         End = end;
-      }
-      
-      public string named_range { get; set;}
-
-      public RangeRef(CellRef start, int endColumn, int endRow)
-          : this(start, new CellRef(start.SheetName, (endColumn, endRow)))
-      { }
-
-      public RangeRef Offset(int columnOffset, int rowOffset)
-      {
-         var start = Start.Offset(columnOffset, rowOffset);
-         var end = End.Offset(columnOffset, rowOffset);
-         return new RangeRef(start, end);
-      }
-      
-      public (int col, int row) compute_indexes(int col, int row)
-      {
-         return (col - Start.Column, row - Start.Row);
-      }
-      
-      public CellRef Start { get; }
-
-      public CellRef End { get; }
-
-      public override string ToString()
-      {
-         return to_name();
-      }
-      
-      public string SheetName => Start.SheetName;
-      public string SimpleSheetName => Start.SimpleSheetName;
-
-      public string to_address()
-      {
-         return string.Format("'{0}'!{1}:{2}",
-             SheetName,
-             CellRef.ConvertCoordToAddress((Start.Column, Start.Row)),
-             CellRef.ConvertCoordToAddress((End.Column, End.Row)));
-      }
-
-      public string to_name()
-      {
-         if (!string.IsNullOrEmpty(named_range))
-            return named_range;
-         else
-         {
-            return string.Format("{0}_{1}_{2}",
-                Start.SimpleSheetName,
-                CellRef.ConvertCoordToAddress((Start.Column, Start.Row)),
-                CellRef.ConvertCoordToAddress((End.Column, End.Row)));
-         }
-      }
-
-      public string r1_c1()
-      {
-         return $"{Start.r1_c1()}:{End.r1_c1()}";
-      }
-
-      public bool IsVector()
-      {
-         return IsSingleRow() || IsSingleColumn();
-      }
-
-      public bool IsOneCell()
-      {
-         return IsSingleRow() && IsSingleColumn();
-      }
-
-      internal List<CellRef> get_all_cells()
-      {
-         var result = new List<CellRef>();
-         var sheetName = Start.SheetName;
-         var numRows = NumRows();
-         var lastRow = Start.Row + numRows - 1;
-
-         for (var row = Start.Row; row <= lastRow; row++)
-         {
-            var numCols = NumCols();
-            var lastCol = Start.Column + numCols - 1;            
-            for (var col = Start.Column; col <= lastCol; col++)
-            {
-               result.Add(new CellRef(sheetName, (col, row)));
-            }
-         }      
-         return result;   
-      }
-
-      internal CellRef[,] cell_matrix_col_row()
-      {
-         var numCols = NumCols();
-         var numRows = NumRows();
-         var result = new CellRef[numCols, numRows];
-         var sheetName = Start.SheetName;
-
-         var lastCol = Start.Column + numCols - 1;
-         var lastRow = Start.Row + numRows - 1;
-         int c = 0;
-         for (var col = Start.Column; col <= lastCol; col++)
-         {
-            int r = 0;
-            for (var row = Start.Row; row <= lastRow; row++)
-            {
-               result[c, r++] = new CellRef(sheetName, (col, row));
-            }
-            c++; //it's haunting me
-         }
-         return result;
-      }
-
-      internal List<CellRef> GetVector()
-      {
-         Debug.Assert(IsVector());
-
-         var result = new List<CellRef>();
-
-         if (IsSingleColumn())
-         {
-            var col = Start.Column;
-            var sheetName = Start.SheetName;
-            var numRows = NumRows();
-            var lastRow = Start.Row + numRows - 1;
-            for (var row = Start.Row; row <= lastRow; row++)
-            {
-               result.Add(new CellRef(sheetName, (col, row)));
-            }
-         }
-         else
-         {
-            Debug.Assert(IsSingleRow());
-
-            var row = Start.Row;
-            var sheetName = Start.SheetName;
-            var numCols = NumCols();
-            var lastCol = Start.Column + numCols - 1;
-            for (var col = Start.Column; col <= lastCol; col++)
-            {
-               result.Add(new CellRef(sheetName, (col, row)));
-            }
-         }
-
-         return result;
-      }
-
-      public bool IsSingleColumn()
-      {
-         Debug.Assert(Start.SheetName == End.SheetName);
-         return Start.Column == End.Column;
-      }
-
-      public bool IsSingleRow()
-      {
-         Debug.Assert(Start.SheetName == End.SheetName);
-         return Start.Row == End.Row;
-      }
-
-      public int NumRows()
-      {
-         Debug.Assert(Start.SheetName == End.SheetName);
-         return End.Row - Start.Row + 1;
-      }
-
-      public int NumCols()
-      {
-         Debug.Assert(Start.SheetName == End.SheetName);
-         return End.Column - Start.Column + 1;
-      }
-   }
-}

src/client/spark_excel/algogen/functions/FunctionLibrary.cs

@@ -1,124 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.Linq;
-using bts.excel.functions;
-using ExcelDna.Registration;
-using ExcelDna.Integration;
-using System.Reflection;
-
-namespace bts.excel.functions.lib
-{
-   public interface IFunction
-   {
-      object function(IExpression[] args, IDefinitionVisitor dv, ExcelReference containing_cell);
-   }
-   public class FunctionLibrary
-   {
-      private readonly Dictionary<string, IFunction> _functions =
-          new Dictionary<string, IFunction>(StringComparer.OrdinalIgnoreCase);
-      private readonly Dictionary<string, SparkAlgoCodeAttribute> _dnafunctions =
-          new Dictionary<string, SparkAlgoCodeAttribute>(StringComparer.OrdinalIgnoreCase);
-
-      public FunctionLibrary(bool include_setups)
-      {
-         add_functions(Logical.functions);
-         add_functions(Mathematics.functions);
-         add_functions(Stat.functions);
-         if(include_setups)
-            add_function(nameof(sparkalgo_setup_order), new sparkalgo_setup_order());
-
-         var dna = ExcelRegistration.GetExcelFunctions(); string fn = string.Empty;
-         foreach (var xl in dna)
-         {
-            foreach(var att in xl.CustomAttributes)
-            {
-               if(att is SparkAlgoCodeAttribute ac)
-                  _dnafunctions[xl.FunctionAttribute.Name] = ac;
-            }
-         }
-      }
-
-      public bool is_defined(string name) => _functions.ContainsKey(name) || _dnafunctions.ContainsKey(name);
-
-      public void add_function(string name, IFunction function)
-      {
-         _functions.Add(name, function);
-      }
-
-      public void add_functions(Dictionary<string, IFunction> delegates)
-      {
-         foreach (var f in delegates)
-            _functions.Add(f.Key, f.Value);
-      }
-
-      public object call_function(string name, IExpression[] args, IDefinitionVisitor dv, ExcelReference containing_cell)
-      {
-         object code = string.Empty;
-         if(string.IsNullOrEmpty(name) || string.IsNullOrWhiteSpace(name))
-            return code;
-         if (_functions.TryGetValue(name, out IFunction func))
-            code = func.function(args, dv, containing_cell);
-         else 
-            code = bts_function_or_throw(name, args, dv, containing_cell);
-         return code;         
-      }
-
-      object bts_function_or_throw(string name, IExpression[] args, IDefinitionVisitor dv, ExcelReference containing_cell)
-      {
-         SparkAlgoCodeAttribute att = null;
-         if (_dnafunctions.TryGetValue(name, out att))         
-         {
-            if (!string.IsNullOrEmpty(att.dual_definition))
-               dv.add_dual_definition(att.dual_definition);
-            if (!string.IsNullOrEmpty(att.dual_impl))
-               dv.add_dual_impl(att.dual_impl);
-            if(!string.IsNullOrEmpty(att.replacement_call))
-            {
-               return att.replacement_call;
-            }
-            else
-            {
-               object[] param = args.Select(x => x.evaluate()).ToArray();
-               string function_call = $"{name} ( "; int z = 0;
-               foreach (var p in param)
-                  function_call += p.ToString() + (z++ < param.Length - 1 ? ", " : "");
-               function_call += ")";
-               return modify_if_array_formula(function_call, containing_cell);
-            }
-         }
-         throw new NotSupportedException("Function " + name + " not currently supported by algogen");
-      }
-
-      internal bool is_array_formula(ExcelReference containing_cell)
-      {
-         bool is_array_formula = (bool)XlCall.Excel(XlCall.xlfGetCell, 49, containing_cell);
-         return is_array_formula;
-      }
-
-      internal object modify_if_array_formula(object code, ExcelReference containing_cell)
-      {
-         if(!is_array_formula(containing_cell))
-            return code;
-         using (var ech = new ExcelEchoOffHelper())
-         {
-            using (var calc = new ExcelCalculationManualHelper())
-            {
-               using (var sel = new ExcelSelectionHelper(containing_cell))
-               {
-                  lock(this)
-                  {
-                     var formula = XlCall.Excel(XlCall.xlfGetCell, 41, containing_cell);
-                     var c = new CellRef(containing_cell);
-                     var a = XlCall.Excel(XlCall.xlcSelectSpecial, 6);
-                     ExcelReference array = (ExcelReference)XlCall.Excel(XlCall.xlfSelection);
-                     code += $"({containing_cell.RowFirst - array.RowFirst},{containing_cell.ColumnFirst - array.ColumnFirst})";
-                  }
-               }
-            }
-         }
-         return code;
-      }
-
-   }
-}

src/client/spark_excel/algogen/functions/bts/SparkAlgoCodeAttribute.cs

@@ -1,20 +0,0 @@
-using System;
-
-namespace bts.excel
-{
-   [AttributeUsage(AttributeTargets.Method, Inherited = false, AllowMultiple = false)]
-   public class SparkAlgoCodeAttribute : Attribute
-   {
-      public string dual_definition;
-      public string dual_impl;
-      public string replacement_call;
-
-      public SparkAlgoCodeAttribute()
-      {
-         //nulls ok
-      }
-   }
-
-
-}
-         

src/client/spark_excel/algogen/functions/bts/SparkAlgoFunctions.cs

@@ -1,270 +0,0 @@
-using System;
-using System.Collections.Concurrent;
-using System.Linq;
-using System.Collections.Generic;
-using System.Reflection;
-using System.Text.RegularExpressions;
-using ExcelDna.Integration;
-using bts.api;
-using ExcelDna.Registration.Utils;
-using System.Reactive.Linq;
-using bts.md;
-
-using MD = bts.excel.rtd.MDSubscribe;
-
-namespace bts.excel
-{
-   public class SparkAlgoFunctions
-   {
-      static ConcurrentDictionary<string, object> _cache = new ConcurrentDictionary<string, object>();
-      
-      [ExcelFunction(IsMacroType = true)]
-      static public object sparkalgo_register_parameter([ExcelArgument(AllowReference = true)] object parameter, string type)
-      {
-         ExcelReference par = (ExcelReference)parameter;
-         string sheetname = (string)XlCall.Excel(XlCall.xlSheetNm, par);
-         var cellref = new CellRef(sheetname, (par.ColumnFirst + 1, par.RowFirst + 1));
-         string r1c1 = cellref.r1_c1();
-         var cellname = XlCall.Excel(XlCall.xlfGetDef, r1c1, sheetname);
-         if (!(cellname is ExcelError))
-         {
-            BTSRibbon.globals.register_algo_parameter(type ?? "double", cellname.ToString());
-            return true;
-         }
-         else
-            return $"{ErrorValue.Name}, please make algo parameters named ranges";
-      }
-
-      [ExcelFunction(IsMacroType = true)]
-      static public object sparkalgo_unregister_parameter(string parameter)
-      {
-         if(!string.IsNullOrEmpty(parameter))
-         {
-            BTSRibbon.globals.unregister_algo_parameter(parameter);
-            return true;
-         }
-         else
-            return $"{ErrorValue.Name}, no parameter named " + parameter;
-      }
-
-      //See ExcelAlgoTemplate.cpp __AlgoName__ class def
-      [ExcelFunction(IsMacroType = true)]
-      static public object sparkalgo_register_user_parameter([ExcelArgument(AllowReference = true)] object parameter)
-      {
-         return sparkalgo_register_special_parameter(parameter, "user");
-      }
-      [ExcelFunction(IsMacroType = true)]
-      static public object sparkalgo_register_account_parameter([ExcelArgument(AllowReference = true)] object parameter)
-      {
-         return sparkalgo_register_special_parameter(parameter, "account");
-      }
-      [ExcelFunction(IsMacroType = true)]
-      static public object sparkalgo_register_side_parameter([ExcelArgument(AllowReference = true)] object parameter)
-      {
-         return sparkalgo_register_special_parameter(parameter, "side");
-      }
-      [ExcelFunction(IsMacroType = true)]
-      static public object sparkalgo_register_price_parameter([ExcelArgument(AllowReference = true)] object parameter)
-      {
-         return sparkalgo_register_special_parameter(parameter, "price");
-      }
-      [ExcelFunction(IsMacroType = true)]
-      static public object sparkalgo_register_quantity_parameter([ExcelArgument(AllowReference = true)] object parameter)
-      {
-         return sparkalgo_register_special_parameter(parameter, "quantity");
-      }
-      [ExcelFunction(IsMacroType = true)]
-      static public object sparkalgo_register_tif_parameter([ExcelArgument(AllowReference = true)] object parameter)
-      {
-         return sparkalgo_register_special_parameter(parameter, "time_in_force");
-      }
-
-      [ExcelFunction(IsMacroType = true)]
-      static public object sparkalgo_register_special_parameter([ExcelArgument(AllowReference = true)] object parameter, string name)
-      {
-         ExcelReference par = (ExcelReference)parameter;
-         string sheetname = (string)XlCall.Excel(XlCall.xlSheetNm, par);
-         var cellref = new CellRef(sheetname, (par.ColumnFirst + 1, par.RowFirst + 1));
-         string r1c1 = cellref.r1_c1();
-         var cellname = XlCall.Excel(XlCall.xlfGetDef, r1c1, sheetname);
-         if (!(cellname is ExcelError))
-         {
-            if(string.IsNullOrEmpty(name))
-               name = cellname.ToString();
-            BTSRibbon.globals.register_special_parameter(cellname.ToString(), name);
-            return true;
-         }
-         else
-            return $"{ErrorValue.Name}, please make special parameters named ranges";
-      }
-
-      [ExcelFunction(IsMacroType = true)]
-      static public object sparkalgo_unregister_special_parameter(string parameter)
-      {
-         if (!string.IsNullOrEmpty(parameter))
-         {
-            BTSRibbon.globals.unregister_special_parameter(parameter);
-            return true;
-         }
-         else
-            return $"{ErrorValue.Name}, no special parameter named " + parameter;
-      }      
-
-      [ExcelFunction]
-      [SparkAlgoCode]
-      static public object sparkalgo_take_snapshot(string tag, object data)
-      {
-         object val;
-         if(!_cache.TryGetValue(tag, out val))
-         {
-            _cache[tag] = val = data;
-         }
-         return val;
-      }
-
-      [ExcelFunction()]
-      [SparkAlgoCode(
-         dual_definition = @"
-int sparkalgo_snapshot_switch(const std::string& name, int on_off);",
-         dual_impl = @"
-int __AlgoName__::sparkalgo_snapshot_switch(const std::string& name, int on_off)
-{
-   auto tag = name+""_switch"";
-   if(on_off)
-      return sparkalgo_take_snapshot(tag, on_off);
-   else 
-   {
-      auto it = me->snapshots.find(tag);
-      if(it == me->snapshots.end())
-         return on_off;
-      else
-         return std::get<int>(it->second);      
-   }
-}"
-      )]      
-      static public object sparkalgo_snapshot_switch(string tag, int on_off)
-      {
-         object val;
-         if (!_cache.TryGetValue(tag, out val) && on_off > 0)
-         {
-            _cache[tag] = val = on_off;
-         }
-         return val ?? 0;
-      }
-
-      [ExcelFunction(IsMacroType = true)]
-      static public void sparkalgo_reset_all_snapshots(object _)
-      {
-         _cache.Clear();
-      }
-
-      static public void sparkalgo_reset_all_snapshots_no_args()
-      {
-         _cache.Clear();
-      }
-
-      [ExcelFunction(IsMacroType = true)]
-      static public void sparkalgo_reset_snapshot(string tag)
-      {
-         _cache.TryRemove(tag, out object val);
-      }
-
-
-      [ExcelFunction(Category = "BTS", Description = "Resolve a security id from contract details")]
-      [SparkAlgoCode(
-         replacement_call = "sparkalgo_resolve_security_id()"
-      )]
-      public async static void sparkalgo_resolve_primary_security_id(
-         [ExcelArgument("Required. The specific contract, GCZ8 or ZNU8-ZNZ8, etc")] string contract,
-         [ExcelArgument("Required. The symbol, GC or ZN, etc")] string symbol,
-         [ExcelArgument("Optional. The type, Future or Spread, default = Future")] string security_type,
-         [ExcelArgument("Optional. The exchange, default = GLBX")] string exchange,
-         ExcelAsyncHandle handle)
-      {
-         exchange = string.IsNullOrEmpty(exchange) ? Security.ExchangeDataOneofCase.Glbx.ToString() : exchange;
-         Func<SecurityImmutable, bool> where = MD.md_where(contract, symbol, security_type, exchange, out Venue ven);
-         var md = bts.excel.rtd.MDSubscribe.market_data(ven);
-         try
-         {
-            SecurityImmutable? sec = await md.find_security_async(where, TimeSpan.FromSeconds(15));
-            if (sec != null && sec.HasValue)
-               handle.SetResult(sec.Value.Id);
-            else
-               handle.SetResult(0);
-         }
-         catch (Exception ex)
-         {
-            handle.SetException(ex);
-         }
-      }
-
-      [ExcelFunction(Category = "BTS", Description = "Resolve a security id from contract details")]
-      [SparkAlgoCode()]
-      public async static void sparkalgo_resolve_security_id(
-         [ExcelArgument("Required. The specific contract, GCZ8 or ZNU8-ZNZ8, etc")] string contract,
-         [ExcelArgument("Required. The symbol, GC or ZN, etc")] string symbol,
-         [ExcelArgument("Optional. The type, Future or Spread, default = Future")] string security_type,
-         [ExcelArgument("Optional. The exchange, default = GLBX")] string exchange,
-         ExcelAsyncHandle handle)
-      {
-         exchange = string.IsNullOrEmpty(exchange) ? Security.ExchangeDataOneofCase.Glbx.ToString() : exchange;
-         Func<SecurityImmutable, bool> where = MD.md_where(contract, symbol, security_type, exchange, out Venue ven);
-         var md = bts.excel.rtd.MDSubscribe.market_data(ven);
-         try
-         {
-            SecurityImmutable? sec = await md.find_security_async(where, TimeSpan.FromSeconds(15));
-            if (sec != null && sec.HasValue)
-               handle.SetResult(sec.Value.Id);
-            else
-               handle.SetResult(0);
-         }
-         catch (Exception ex)
-         {
-            handle.SetException(ex);
-         }
-      }      
-
-      [ExcelFunction(Category = "BTS", Description = "Subscribe to BTS Spark full depth market data by security_id")]
-      [SparkAlgoCode(
-         dual_definition = @"
-ExcelBookAccessor sparkalgo_md_book_id(SecurityKey sk);",
-         dual_impl = @"
-ExcelBookAccessor __AlgoName__::sparkalgo_md_book_id(SecurityKey sk)
-{
-   ExcelBookAccessor acc(me->last_book);
-   return acc;
-}"
-      )]
-      public static object sparkalgo_md_book_id([ExcelArgument("Required. The security_id")] long security_id)
-      {
-
-         var param = new object[] { security_id };
-         return ObservableRtdUtil.Observe(nameof(sparkalgo_md_book_id), param,
-                                          () => MD.md_observable_id(Convert.ToUInt32(security_id)).Select(data =>
-                                          {
-                                             var x = data.FirstOrDefault();
-                                             if (x != null && x is IMDBook upd)
-                                                return rtd.BookMDFormatter.format(upd);
-                                             return x;
-                                          }));
-      }
-      
-      [ExcelFunction(Category = "BTS")]
-      [SparkAlgoCode(
-         dual_impl = @"
-OrderKey __AlgoName__::sparkalgo_generate_local_orderid()
-{
-   static uint32_t id = 0;
-   return OrderKey( ++id );
-}"
-      )]         
-      public static object sparkalgo_generate_local_orderid(object dependency)
-      {
-         ExcelReference caller = XlCall.Excel(XlCall.xlfCaller) as ExcelReference;
-         CellRef rref = new CellRef(caller);
-         return rref.Row*1000 + rref.Column;
-      }
-
-
-   }
-}

src/client/spark_excel/algogen/functions/bts/sparkalgo_setup_order.cs

@@ -1,40 +0,0 @@
-using System;
-using spark_excel.grammar;
-using Antlr4.Runtime;
-using ExcelDna.Integration;
-
-namespace bts.excel.functions.lib
-{
-   public class sparkalgo_setup_order : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         CodeParts _parts = new CodeParts();
-         var gen = new GeneratorVisitor(containing_cell, _parts, BTSRibbon.globals, false);
-
-         var formula = XlCall.Excel(XlCall.xlfGetCell, 41, containing_cell);
-         
-         var antlrstream = new AntlrInputStream(formula.ToString());
-         var lexer = new ExcelFormulaLexer(antlrstream);
-         var tokens = new CommonTokenStream(lexer);
-         var parser = new ExcelFormulaParser(tokens);
-         
-         var parsetree = parser.main();         
-
-         var name = new CellRef(containing_cell).ToString();
-         var expr = gen.VisitMain(parsetree);
-
-         foreach (var dd in _parts.get_dual_definitions())
-            dv.add_dual_definition(dd);
-         foreach (var di in _parts.get_dual_impls())
-            dv.add_dual_impl(di);
-
-         string setup = string.Join(Environment.NewLine, _parts.get_defs());
-         setup += $"{Environment.NewLine} me->{name}_order_id = { expr.ToString() };";
-         dv.register_order_setup(setup, $"me->{name}_order_id = cache_attach(attached_order, st);");         
-         
-         dv.register_algo_parameter("OrderKey", name + "_order_id");
-         return "me->" + name + "_order_id";
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/ExcelFunctions.cs

@@ -1,55 +0,0 @@
-using System;
-using System.Collections.Generic;
-
-namespace bts.excel.functions.lib
-{
-   public static class Logical
-   {
-      public static Dictionary<string, IFunction> functions { get; }
-
-      static Logical()
-      {
-         functions = new Dictionary<string, IFunction>(StringComparer.OrdinalIgnoreCase)
-            {
-                {"AND", new And()},
-                {"IF", new If()},
-                {"IFERROR", new IfError()},
-                {"OR", new Or()},
-            };
-      }
-   }
-
-   public static class Mathematics
-   {
-      public static Dictionary<string, IFunction> functions { get; }
-
-      static Mathematics()
-      {
-         functions = new Dictionary<string, IFunction>(StringComparer.OrdinalIgnoreCase)
-            {
-                {"LN", new Ln()},
-                {"LOG", new Log()},
-                {"POWER", new Power()},
-                {"PI", new Pi()},
-                {"SQRT", new Sqrt()},
-                {"SUM", new Sum()},
-                {"SIN", new Sin()},
-            };
-      }
-   }
-
-   public static class Stat
-   {
-      public static Dictionary<string, IFunction> functions { get; }
-
-      static Stat()
-      {
-         functions = new Dictionary<string, IFunction>(StringComparer.OrdinalIgnoreCase)
-            {
-                {"AVERAGE", new Average()},
-                {"MAX", new Max()},
-                {"MIN", new Min()},
-            };
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/And.cs

@@ -1,32 +0,0 @@
-using System;
-
-namespace bts.excel.functions.lib
-{
-   public class And : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: AND(logical1, [logical2], ...)
-         // https://support.office.com/en-gb/article/AND-function-5f19b2e8-e1df-4408-897a-ce285a19e9d9
-
-         if (args.Length < 2)
-         {
-            throw new ArgumentException(
-                $"AND function requires at least 2 arguments, got {args.Length}",
-                nameof(args));
-         }
-
-         string code = "(";
-         foreach (var fx in args)
-         {
-            var arg = fx.evaluate();
-
-            if (arg is ErrorValue)
-               return arg;
-            code += arg + " && ";
-         }
-         code += "true)";
-         return code;
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/Average.cs

@@ -1,55 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-
-namespace bts.excel.functions.lib
-{
-   public class Average : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: Average(number1,[number2],...)
-         // https://support.office.com/en-GB/article/AVERAGE-function-047bac88-d466-426c-a32b-8f33eb960cf6
-
-         if (args.Length < 1)
-         {
-            throw new ArgumentException(
-                $"Average function takes at least 1 arguments, got {args.Length}",
-                nameof(args));
-         }
-
-         string name = "avg_" + new Random().Next(0, int.MaxValue);
-         var first = args[0].evaluate();
-         if(first is CellRef)
-         {            
-            string def = ($"auto {name} = 0.0;{Environment.NewLine}");
-            int count = 0;
-            foreach (var arg in args)
-            {
-               var argv = arg.evaluate();
-               if (arg is ErrorValue)
-                  return arg;
-               count++;
-               def += $"   {name} += {argv};{Environment.NewLine}";
-            }
-            if(count > 1) 
-               def += $"   {name} /= {count}";
-            dv.add_def(def);
-            return name;
-         }
-         else if (first is RangeRef)
-         {
-            string rng = first.ToString();
-            string loop = $@"
-   auto {rng}_avg = 0.0;
-   for(auto& {rng}_i : {rng} )
-      {rng}_avg += {rng}_i;
-   {rng}_avg /= {rng}.size();
-";
-            dv.add_def(loop);
-            return rng + "_avg";
-         }
-         return name;         
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/If.cs

@@ -1,35 +0,0 @@
-using System;
-
-namespace bts.excel.functions.lib
-{
-   public class If : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: IF(logical_test, value_if_true, [value_if_false])
-         // https://support.office.com/en-gb/article/IF-function-69aed7c9-4e8a-4755-a9bc-aa8bbff73be2
-
-         if (args.Length != 2 && args.Length != 3)
-         {
-            throw new ArgumentException(
-                "IF function takes 2 or 3 arguments",
-                nameof(args));
-         }
-
-         var arg = args[0].evaluate();
-         if (arg is ErrorValue)
-            return arg;
-
-         string code = string.Empty;
-         if (args.Length == 3)
-         {
-            code += $"( {arg} ? ({ args[1].evaluate() }) : ({args[2].evaluate()}) ) ";
-         }
-         else
-         {
-            code += $"( {arg} ? ({ args[1].evaluate() }) : false) ";
-         }
-         return code;
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/IfError.cs

@@ -1,32 +0,0 @@
-using System;
-namespace bts.excel.functions.lib
-{
-    public class IfError : IFunction
-    {
-        public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-        {
-            // Syntax: IFERROR(value, value_if_error)
-            // https://support.office.com/en-gb/article/IFERROR-function-c526fd07-caeb-47b8-8bb6-63f3e417f611
-
-            if (args.Length != 2)
-            {
-                throw new ArgumentException(
-                    "IFERROR function takes exactly 2 arguments",
-                    nameof(args));
-            }
-
-            try
-            {
-                var arg = args[0].evaluate();
-                if (arg is ErrorValue)
-                    return arg;
-
-                return arg;
-            }
-            catch (Exception)
-            {
-                return args[1].evaluate();
-            }
-        }        
-    }
-}

src/client/spark_excel/algogen/functions/excel/funcs/Ln.cs

@@ -1,26 +0,0 @@
-using System;
-
-namespace bts.excel.functions.lib
-{
-    public class Ln : IFunction
-    {
-        public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-        {
-            // Syntax: LN(number)
-            // https://support.office.com/en-gb/article/LN-function-81fe1ed7-dac9-4acd-ba1d-07a142c6118f
-
-            if (args.Length != 1)
-            {
-                throw new ArgumentException(
-                    $"LN function takes only 1 argument, got {args.Length}");
-            }
-
-            var arg = args[0].evaluate();
-            if (arg is ErrorValue)
-               return arg;
-
-            string code = $"log({arg})";
-            return code;
-        }        
-    }
-}

src/client/spark_excel/algogen/functions/excel/funcs/Log.cs

@@ -1,40 +0,0 @@
-using System;
-namespace bts.excel.functions.lib
-{
-   public class Log : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: LOG(number, [base])
-         // https://support.office.com/en-gb/article/LOG-function-4e82f196-1ca9-4747-8fb0-6c4a3abb3280
-
-         switch (args.Length)
-         {
-            case 1:
-               var arg = args[0].evaluate();
-               if (arg is ErrorValue)
-                  return arg;
-
-               string code = $"log10({arg})";
-               return code;
-
-            case 2:
-               var arg1 = args[0].evaluate();
-               if (arg1 is ErrorValue)
-                  return arg1;
-
-               var arg2 = args[1].evaluate();
-               if (arg2 is ErrorValue)
-                  return arg2;
-
-               string code2 = $"log({arg1}, {arg2})";
-               return code2;
-
-            default:
-               throw new ArgumentException(
-                   $"LOG function takes only 1 or 2 arguments, got {args.Length}",
-                   nameof(args));
-         }
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/Max.cs

@@ -1,35 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-
-namespace bts.excel.functions.lib
-{
-   public class Max : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: MAX(number1, [number2], ...)
-         // https://support.office.com/en-GB/article/MAX-function-e0012414-9ac8-4b34-9a47-73e662c08098
-
-         if (args.Length < 1)
-         {
-            throw new ArgumentException(
-                $"MAX function takes at least 1 arguments, got {args.Length}",
-                nameof(args));
-         }
-         
-         string code = $"std::max(\n";
-         foreach (var arg in args)
-         {
-            var argv = arg.evaluate();
-            if (argv is ErrorValue)
-               return argv;
-            
-            code += $"{argv},";
-         }
-         code += $"{ args[args.Length-1].evaluate()} );\n";
-
-         return code;
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/Min.cs

@@ -1,35 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-
-namespace bts.excel.functions.lib
-{
-   public class Min : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: MIN(number1, [number2], ...)
-         // https://support.office.com/en-GB/article/MIN-function-61635d12-920f-4ce2-a70f-96f202dcc152
-
-         if (args.Length < 1)
-         {
-            throw new ArgumentException(
-                $"MIN function takes at least 1 arguments, got {args.Length}",
-                nameof(args));
-         }
-
-         string code = $"std::min(\n";
-         foreach (var arg in args)
-         {
-            var argv = arg.evaluate();
-            if (argv is ErrorValue)
-               return argv;
-
-            code += $"{argv},";
-         }
-         code += $"{ args[args.Length - 1].evaluate()} );\n";
-
-         return code;
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/Or.cs

@@ -1,25 +0,0 @@
-using System;
-
-namespace bts.excel.functions.lib
-{
-   public class Or : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: OR(logical1, [logical2], ...)
-         // https://support.office.com/en-gb/article/OR-function-7d17ad14-8700-4281-b308-00b131e22af0
-
-         string code = "(";
-         foreach (var fx in args)
-         {
-            var arg = fx.evaluate();
-
-            if (arg is ErrorValue)
-               return arg;
-            code += arg + " || ";
-         }
-         code += "false)";
-         return code;
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/Pi.cs

@@ -1,22 +0,0 @@
-using System;
-
-namespace bts.excel.functions.lib
-{
-   public class Pi : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: PI()
-         // https://support.office.com/en-gb/article/PI-function-264199d0-a3ba-46b8-975a-c4a04608989b
-
-         if (args.Length != 0)
-         {
-            throw new ArgumentException(
-                $"PI function takes no arguments, got {args.Length}",
-                nameof(args));
-         }
-
-         return Math.PI.ToString();
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/Power.cs

@@ -1,30 +0,0 @@
-using System;
-
-namespace bts.excel.functions.lib
-{
-   public class Power : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: POWER(number, power)
-         // https://support.office.com/en-gb/article/POWER-function-d3f2908b-56f4-4c3f-895a-07fb519c362a
-
-         if (args.Length != 2)
-         {
-            throw new ArgumentException(
-                $"POWER function takes 2 arguments, got {args.Length}",
-                nameof(args));
-         }
-
-         var arg1 = args[0].evaluate();
-         if (arg1 is ErrorValue)
-            return arg1;
-
-         var arg2 = args[1].evaluate();
-         if (arg2 is ErrorValue)
-            return arg2;
-
-         return $"pow({arg1}, {arg2})";
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/Sin.cs

@@ -1,25 +0,0 @@
-using System;
-
-namespace bts.excel.functions.lib
-{
-   public class Sin : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: SIN(number)
-         // https://support.office.com/en-gb/article/SIN-function-654975c2-05c4-4831-9a24-2c65e4040fdf
-
-         if (args.Length != 1)
-         {
-            throw new ArgumentException(
-                $"Sin function takes only 1 argument, got {args.Length}");
-         }
-
-         var arg1 = args[0].evaluate();
-         if (arg1 is ErrorValue)
-            return arg1;
-
-         return $"sin({arg1})";
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/Sqrt.cs

@@ -1,25 +0,0 @@
-using System;
-
-namespace bts.excel.functions.lib
-{
-   public class Sqrt : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: SQRT(number)
-         // https://support.office.com/en-gb/article/SQRT-function-654975c2-05c4-4831-9a24-2c65e4040fdf
-
-         if (args.Length != 1)
-         {
-            throw new ArgumentException(
-                $"SQRT function takes only 1 argument, got {args.Length}");
-         }
-
-         var arg1 = args[0].evaluate();
-         if (arg1 is ErrorValue)
-            return arg1;
-
-         return $"sqrt({arg1})";
-      }
-   }
-}

src/client/spark_excel/algogen/functions/excel/funcs/Sum.cs

@@ -1,52 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-
-namespace bts.excel.functions.lib
-{
-   public class Sum : IFunction
-   {
-      public object function(IExpression[] args, IDefinitionVisitor dv, ExcelDna.Integration.ExcelReference containing_cell)
-      {
-         // Syntax: Average(number1,[number2],...)
-         // https://support.office.com/en-GB/article/AVERAGE-function-047bac88-d466-426c-a32b-8f33eb960cf6
-
-         if (args.Length < 1)
-         {
-            throw new ArgumentException(
-                $"Sum function takes at least 1 arguments, got {args.Length}",
-                nameof(args));
-         }
-
-         string name = "sum_" + new Random().Next(0, int.MaxValue);
-         var first = args[0].evaluate();
-         if (first is CellRef)
-         {
-            string def = ($"auto {name} = 0.0;{Environment.NewLine}");
-            int count = 0;
-            foreach (var arg in args)
-            {
-               var argv = arg.evaluate();
-               if (arg is ErrorValue)
-                  return arg;
-               count++;
-               def += $"   {name} += {argv};{Environment.NewLine}";
-            }
-            dv.add_def(def);
-            return name;
-         }
-         else if (first is RangeRef)
-         {
-            string rng = first.ToString();
-            string loop = $@"
-   auto {rng}_sum = 0.0;
-   for(auto& {rng}_i : {rng} )
-      {rng}_sum += {rng}_i;
-";
-            dv.add_def(loop);
-            return rng + "_sum";
-         }
-         return name;
-      }
-   }
-}

src/client/spark_excel/algogen/ribbon/BTSRibbon.cs

@@ -1,91 +0,0 @@
-using ExcelDna.Integration.CustomUI;
-using ExcelDna.Integration;
-using Excel = Microsoft.Office.Interop.Excel;
-using System.Runtime.InteropServices;
-using System.Windows.Forms;
-using System;
-using System.Collections.Generic;
-
-namespace bts.excel
-{
-   [ComVisible(true)]
-   public class BTSRibbon : ExcelRibbon
-   {
-      static readonly Generator _generator = new Generator();
-      static public IParameters globals => _generator.globals;
-      
-      public override string GetCustomUI(string RibbonID)
-      {
-         return @"
-            <customUI xmlns='http://schemas.microsoft.com/office/2006/01/customui'>
-            <ribbon>
-            <tabs>
-               <tab id='tab1' label='BTS'>
-                  <group id='group1' label='Algos'>
-                  <button id='button1' label='Build Algo From Selection' onAction='ribbon_generate_code'/>
-                  </group >
-               </tab>
-            </tabs>
-            </ribbon>
-         </customUI>";
-      }
-
-      public void ribbon_generate_code(IRibbonControl control)
-      {
-         //MessageBox.Show("Hello from control " + control.Id + " " + control.Context.ToString());
-         Excel.Application app = (Excel.Application)((dynamic)control.Context).Application;
-         app.GetType().InvokeMember("Run", System.Reflection.BindingFlags.InvokeMethod, null, 
-            app, new object[]{ nameof(bts_generate_algo_code) },  new System.Globalization.CultureInfo(1033));
-      }
-      
-      [ExcelCommand()]
-      static public void bts_generate_algo_code()
-      {
-         Excel.Application app = (Excel.Application)ExcelDnaUtil.Application;
-         var wind = new NativeWindow();
-         wind.AssignHandle(ExcelDnaUtil.WindowHandle);
-         //var r = app.ActiveCell.FunctionWizard();
-         try
-         {     
-            string document_name = string.Empty;    
-            List<CodeParts> functions = new List<CodeParts>();
-            // ExcelAsyncUtil.QueueAsMacro( () => 
-            MessageBox.Show(wind, "About to generate code, pretend you see a progress bar and click ok");
-            foreach(var cell in app.Selection as Excel.Range)
-            {
-               ExcelReference rref = RangeHelper.RangeToExcelReference(cell as Excel.Range);
-               var formula = XlCall.Excel(XlCall.xlfGetCell, 41, rref);
-               if(formula == null || string.IsNullOrEmpty(formula.ToString()))
-                  continue;
-               var cellref = new CellRef(rref);
-               document_name = (string)XlCall.Excel(XlCall.xlfGetDocument, 88, cellref.SheetName);
-
-               string fname = null;
-               var f = _generator.bts_generate_function_code(rref, ref fname);
-               functions.Add(f); 
-            }
-            if(functions.Count > 0)
-            {
-               //@"C:\code\bts\spark\build\ninja_debug\sdk\examples\excel_plugin_example.cpp",
-               string[] filepath = new [] {
-                  @"c:\code\bts\spark\src\sdk\examples\excel_plugin_example.cpp",
-                  
-               };
-               string fname = _generator.bts_generate_algo_class(CellRef.stringize_workbook( document_name ),
-                                                                 functions, filepath);
-               MessageBox.Show(wind, "Code Generation Succesful " + fname);
-            }               
-            else
-               MessageBox.Show(wind, "Nothing to do! Please select one or more 'Algo Sinks' and try again ");
-         }
-         catch (Exception ex)
-         {
-            MessageBox.Show(wind, ex.ToString());
-         }
-         finally
-         {
-            wind.ReleaseHandle();
-         }
-      }
-   }   
-}

src/client/spark_excel/extensions/ExcelDNAExtensions.cs

@@ -1,20 +0,0 @@
-
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using System.Reflection;
-using ExcelDna.Integration;
-
-namespace bts.excel.extensions
-{
-   public static class ExcelDNAExtensions
-   {
-      public static string GetSheetName(this ExcelReference rref)
-      {
-         string sheetname = (string)XlCall.Excel(XlCall.xlSheetNm, rref);
-         return sheetname;
-      }   
-   }
-}

src/client/spark_excel/extensions/OrderService_Excel.cs

@@ -2,7 +2,6 @@ using System;
 using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Linq;
-using System.Reactive.Linq;
 using ExcelDna.Integration;
 using ExcelDna.Integration.Rtd;
 using ExcelDna.Registration.Utils;
@@ -12,26 +11,14 @@ using bts.excel;
 using bts.excel.extensions;
 using bts.excel.rtd;
 using Newtonsoft.Json;
-using bts.api;
-using System.Threading.Tasks;
-using bts.utils;
+
 
 namespace bts.api.orderman
 {
-   public partial class OrderService_Excel
+   public partial class OrderService_Excel 
    {
       readonly static Lazy<user.AuthService> _users = new Lazy<user.AuthService>(() => Locator.locate<user.AuthService>(), true);
       readonly static Lazy<admin.AdminService> _admin = new Lazy<admin.AdminService>(() => Locator.locate<admin.AdminService>(), true);
-      static AsyncLazy<core.Result<AdminData>> _admin_data = new AsyncLazy<core.Result<AdminData>>(() => _admin.Value.get_admin_data_async(new VoidMessage()));
-
-      class OrderDef
-      {
-         public Create create;
-         public string order_type;
-         public core.Result<Response>? response;
-      }
-      static ConcurrentDictionary<long, OrderDef> _orders = new ConcurrentDictionary<long, OrderDef>();
-
 
       [ExcelFunction(Category = "BTS", Description = "Get All Accessible Accounts")]
       async public static void spark_get_accounts(string login_token, ExcelAsyncHandle handle)
@@ -43,7 +30,7 @@ namespace bts.api.orderman
             if (admin.success)
             {
                foreach (var acc in admin.value.Accounts)
-                  if (acc.IsPresent)
+                  if(acc.IsPresent)
                      accts.Add(acc.Name);
             }
             var res = Utilities.make_column_vector(accts.ToArray());
@@ -55,148 +42,96 @@ namespace bts.api.orderman
          }
       }
 
-      static Task<core.Result<Response>> cancel_order(long order_id)
+      [ExcelFunction(Category = "BTS", Description = "Cancel an Order by Order ID", IsMacroType = true)]
+      public static object spark_orderservice_cancel_order(long order_id)
       {
-         var resp = _service.Value.cancel_order_async(new Cancel() { OrderKey = Convert.ToUInt32(order_id) });
-         return resp;
+         var resp = _service.Value.cancel_order(new Cancel() { OrderKey = Convert.ToUInt32(order_id) });
+         return parse_response(resp);
       }
 
-      [ExcelFunction(Category = "BTS", Description = "Cancel an Order by Order ID")]
-      public static async void spark_orderservice_cancel_order(long order_id, ExcelAsyncHandle handle)
+      [ExcelFunction(Category = "BTS", Description = "Update an Order by Order ID", IsMacroType = true)]
+      public static object spark_orderservice_update_order(long order_id, double price, long quantity)
       {
-         try
-         {
-            var resp = await cancel_order(order_id);
-            handle.SetResult(parse_response(resp));
-         }
-         catch(Exception ex)
-         {
-            handle.SetException(ex);
-         }         
-      }
+         var resp = _service.Value.update_order(new Update() { OrderKey = Convert.ToUInt32(order_id), Price = price, Quantity = Convert.ToUInt32(quantity) });
+         return parse_response(resp);
+      }      
 
-      static Task<core.Result<Response>> update_order(long order_id, double price, long quantity, CustomOrderDefinition cust = null)
-      {
-         var resp = _service.Value.update_order_async(new Update()
-         {
-            OrderKey = Convert.ToUInt32(order_id),
-            Price = price,
-            Quantity = Convert.ToUInt32(quantity),
-            Custom = cust
-         });
-         return resp;
-      }
-
-      [ExcelFunction(Category = "BTS", Description = "Update an Order by Order ID")]
-      public static async void spark_orderservice_update_order(long order_id, double price, long quantity, ExcelAsyncHandle handle)
-      {
-         try
-         {
-            var resp = await update_order(order_id, price, quantity);
-            handle.SetResult(parse_response(resp));
-         }
-         catch (Exception ex)
-         {
-            handle.SetException(ex);
-         }
-      }
-
-
-      private async static Task<Create> create_order(long security_key, string user, string account, string side,
-                                               double price, long quantity, string time_in_force, 
-                                               string order_type, string order_params)
+      [ExcelFunction(Category = "BTS", Description = "Send an Order to Spark via security_key", IsMacroType = true)]
+      public static object spark_orderservice_send_order_key(
+         [ExcelArgument("Required. Only send the order if > last")] long local_order_id,
+         [ExcelArgument("Required. Security key")] long security_key,
+         [ExcelArgument("Required. Side BUY or SELL")] string side,
+         [ExcelArgument("Required. User")] string user,
+         [ExcelArgument("Required. Account")] string account,
+         [ExcelArgument("Required. Price")] double price,
+         [ExcelArgument("Required. Quantity")] long quantity,
+         [ExcelArgument("Required. OrderType (Limit, Stop, Stop_Limit, Iceberg) - Default Limit")] string order_type,
+         [ExcelArgument("OPTIONAL. Order Params JSON (\"stop_price\" : 51.88)")] string order_params = null,
+         
+         [ExcelArgument("OPTIONAL. (DAY,GTC,IOC) - Default DAY")] string time_in_force = null,
+         [ExcelArgument("OPTIONAL. (YES,NO) - Default YES")] string manual_order_indicator = null,
+         [ExcelArgument("OPTIONAL. (1,2,3,4) - Default 1")] string cti_code = null,
+         [ExcelArgument("OPTIONAL. (CUSTOMER,FIRM) - Default FIRM")] string customer_or_firm = null)
       {
+         if (local_order_id <= _local_order_id)
+            return "local_order_id must be greater than " + _local_order_id;
          Create cr = new Create();
          cr.NewOrder = new OrderDefinition()
          {
             SecurityKey = Convert.ToUInt32(security_key),
             Side = EnumParser.ToEnum<api.Side>(side),
             TimeInForce = time_in_force.ToEnum<TimeInForce>(TimeInForce.Day),
+            ManualOrderIndicator = manual_order_indicator.ToEnum<ManualOrderIndicator>(ManualOrderIndicator.Yes),
+            CtiCode = cti_code.ToEnum<CTICode>(CTICode.CtiCode1),
+            CustomerOrFirm = customer_or_firm.ToEnum<CustomerOrFirm>(CustomerOrFirm.Firm),
          };
          cr.Price = price;
-         cr.Quantity = Convert.ToUInt32(quantity);
-
-         var btsuser = await resolve_user(user);
-         if (btsuser == null)
-            throw new ArgumentException("Could not resolve user: " + user);
+         cr.Quantity = Convert.ToUInt32(quantity);         
+         
+         var btsuser = resolve_user(user);
+         if(btsuser == null)
+            return "Could not resolve user: " + user;
          cr.NewOrder.User = btsuser.Name;
          cr.NewOrder.UserId = btsuser.Id;
-         var btaccount = await resolve_account(account);
-         if (btaccount == null)
-            throw new ArgumentException("Could not resolve account: " + account);
+         var btaccount = resolve_account(account);
+         if(btaccount == null)
+            return "Could not resolve account: " + account;
          cr.NewOrder.Account = btaccount.Name;
          cr.NewOrder.AccountId = btaccount.Id;
-         if (string.IsNullOrEmpty(order_type))
-            order_type = "Limit";
          cr.NewOrder.CustomDef = custom_def(order_type, order_params);
-         if (cr.NewOrder.CustomDef == null || cr.NewOrder.CustomDef.CustomCase == CustomOrderDefinition.CustomOneofCase.None)
-            throw new ArgumentException("Could not parse order_type and/or order_params info");
-         return cr;
-      }      
-      
-      static Tuple<Create, Task<core.Result<Response>>> send_order(Create cr)
-      {
-         var resp = Tuple.Create(cr, _service.Value.create_order_async(cr));
-         return resp;
+         if(cr.NewOrder.CustomDef == null || cr.NewOrder.CustomDef.CustomCase == CustomOrderDefinition.CustomOneofCase.None)
+            return "Could not parse order_type and/or order_params info";
+
+         var resp = _service.Value.create_order(cr);
+         _local_order_id = local_order_id;
+         return parse_response(resp, true);
       }
 
-      [ExcelFunction(Category = "BTS", Description = "Send an Order to Spark via security_key")]
-      public static async void spark_orderservice_send_order_by_security_key(
-         [ExcelArgument("Required. Security key")] long security_key,         
-         [ExcelArgument("Required. User")] string user,
-         [ExcelArgument("Required. Account")] string account,
-         [ExcelArgument("Required. Side BUY or SELL")] string side,
-         [ExcelArgument("Required. Price")] double price,
-         [ExcelArgument("Required. Quantity")] long quantity,
-         [ExcelArgument("OPTIONAL. (DAY,GTC,IOC) - Default DAY")] string time_in_force,
-         [ExcelArgument("OPTIONAL. OrderType (Limit, Stop, Stop_Limit, Iceberg) - Default Limit")] string order_type,
-         [ExcelArgument("OPTIONAL. Order Params JSON (\"stop_price\" : 51.88)")] string order_params,         
-         ExcelAsyncHandle handle)
+      private static object parse_response(Response resp, bool show_vertically = false)
       {
-         try
-         {
-            Create cr = await create_order(security_key, user, account, side, price, quantity, order_type, order_params, time_in_force);
-            var order = send_order(cr);
-            var resp = await order.Item2;
-
-            handle.SetResult(parse_response(resp, true));
-         }
-         catch(Exception ex)
-         {
-            handle.SetException(ex);
-         }
-      }
-
-      private static object parse_response(core.Result<Response> resp, bool show_vertically = false)
-      {
-         object[,] response_cells = new JsonFormatter(resp.value).format(false);
-         if (show_vertically)
+         object[,] response_cells = new JsonFormatter(resp).format(false);
+         if(show_vertically)
             response_cells = bts.excel.Utilities.transpose_keep_dimension(response_cells);
          return response_cells;
       }
-      
-      async static Task<BTSUser> resolve_user(string username)
-      {
-         var admin = await _admin_data.Value;
-         if (!admin.success)
-            return null;
-         var user = admin.value.Users.FirstOrDefault(x => username != null ? x.Name.ToLowerInvariant() == username.ToLowerInvariant() : true);
+
+      static Lazy<AdminData> _admin_data = new Lazy<AdminData>(() => _admin.Value.get_admin_data(new VoidMessage()), true);
+      static BTSUser resolve_user(string username)
+      {         
+         var user = _admin_data.Value.Users.FirstOrDefault(x => username != null ? x.Name.ToLowerInvariant() == username.ToLowerInvariant() : true);
          return user;
       }
 
-      async static Task<BTSAccount> resolve_account(string acctname)
+      static BTSAccount resolve_account(string acctname)
       {
-         var admin = await _admin_data.Value;
-         if(!admin.success)
-            return null;
-         var acc = admin.value.Accounts.FirstOrDefault(x => x.Name.ToLowerInvariant() == acctname.ToLowerInvariant());
+         var acc = _admin_data.Value.Accounts.FirstOrDefault(x => x.Name.ToLowerInvariant() == acctname.ToLowerInvariant());
          return acc;
-      }
+      }      
 
       static CustomOrderDefinition custom_def(string order_type, string order_params)
       {
          var member = ReflectionExtensions.get_fields_or_properties(typeof(CustomOrderDefinition))
-            .Where(x => x.Name.ToLower() == order_type?.ToLower()).FirstOrDefault();
+            .Where(x => x.Name.ToLower() == order_type.ToLower()).FirstOrDefault();
          if (member != null)
          {
             var mi = member.member_type();
@@ -209,205 +144,42 @@ namespace bts.api.orderman
             return null;
       }
 
+      static long _local_order_id = 0;
 
-      [ExcelFunction(Category = "BTS", Description = "Setup Spark Order ")]
-      [SparkAlgoCode]
-      public async static void sparkalgo_setup_order(
-         [ExcelArgument("Required. Security Key")] long local_order_id,
-         [ExcelArgument("Required. Security Key")] long security_key,
+      [ExcelFunction(Category = "BTS", Description = "Send an Order to Spark via security_key", IsMacroType = true)]
+      public static object spark_orderservice_send_order(
+         [ExcelArgument("Required. Only send the order if > last")] long local_order_id,
+         [ExcelArgument("Required. Exchange (GLBX,SIM)")] string exchange,
+         [ExcelArgument("Required. Security Desc (ZNZ9 or ZNZ9-ZNH0)")] string security_desc,
+         [ExcelArgument("Required. Side BUY or SELL")] string side,
          [ExcelArgument("Required. User")] string user,
          [ExcelArgument("Required. Account")] string account,
-         [ExcelArgument("Required. Side BUY or SELL")] string side,
-         [ExcelArgument("OPTIONAL. (DAY,GTC,IOC) - Default DAY")] string time_in_force,
-         [ExcelArgument("OPTIONAL. OrderType (Limit, Stop, Stop_Limit, Iceberg) - Default Limit")] string order_type,
-         [ExcelArgument("OPTIONAL. Order Params JSON (\"stop_price\" : 51.88)")] string order_params,
-         ExcelAsyncHandle handle)
-      {
-         if (_orders.ContainsKey(local_order_id))
-            handle.SetResult(local_order_id);
-            // throw new ArgumentException("use a new local order id per order");            
-
-         Create cr = await create_order(security_key, user, account, side, double.NaN, 0, order_type, order_params, time_in_force);
-         _orders[local_order_id] = new OrderDef { create = cr, order_type = order_type, response = null};
-         handle.SetResult(local_order_id);
-      }
-
-      [ExcelFunction(Category = "BTS", Description = "Send or Modify or Cancel a Spark Order ")]
-      [SparkAlgoCode]
-      public async static void sparkalgo_send_or_update_order(
-         [ExcelArgument("Required. Local Order returned from sparkalgo_setup_order")] long local_order_id,
-         [ExcelArgument("Required. Only process inputs for the order if > 1")] long should_process_inputs,         
          [ExcelArgument("Required. Price")] double price,
          [ExcelArgument("Required. Quantity")] long quantity,
-         [ExcelArgument("OPTIONAL. Order Params JSON (\"stop_price\" : 51.88)")] string order_param_update,
-         ExcelAsyncHandle handle)
+         [ExcelArgument("Required. OrderType (Limit, Stop, Stop_Limit, Iceberg) - Default Limit")] string order_type,
+         [ExcelArgument("OPTIONAL. Order Params JSON (\"stop_price\" : 51.88)")] string order_params = null,
+        
+         [ExcelArgument("OPTIONAL. (DAY,GTC,IOC) - Default DAY")] string time_in_force = null,
+         [ExcelArgument("OPTIONAL. (YES,NO) - Default YES")] string manual_order_indicator = null,
+         [ExcelArgument("OPTIONAL. (1,2,3,4) - Default 1")] string cti_code = null,
+         [ExcelArgument("OPTIONAL. (CUSTOMER,FIRM) - Default FIRM")] string customer_or_firm = null)
       {
-         try
+         if (local_order_id <= _local_order_id)
+            return "local_order_id must be greater than " + _local_order_id;
+         Venue ven;
+         if (!Utilities.parse_venue(exchange, out ven))
+            return "Can't Parse Exchange: " + (exchange ?? string.Empty);
+
+         uint key;
+         if (MDSubscribe.market_data(ven).lookup_security_key_from_desc(security_desc, out key))
          {
-            if(should_process_inputs <= 0)
-            {
-               handle.SetResult(-1);
-               return;
-            }
-            if (_orders.TryGetValue(local_order_id, out OrderDef def))
-            {
-               if(!def.response.HasValue) //is new
-               {
-                  def.create.Price = price;
-                  def.create.Quantity = Convert.ToUInt32(quantity);
-                  var resp = await send_order(def.create).Item2;
-                  if(resp.success)
-                  {
-                     def.response = resp;
-                     handle.SetResult(resp.value.OrderKey);
-                     return;
-                  }
-                  else
-                  {
-                     handle.SetException(new Exception(resp.error_message));
-                     return;
-                  }
-               }
-               else //is working
-               {
-                  if (quantity > 0)
-                  {
-                     CustomOrderDefinition cust = null;
-                     if(!string.IsNullOrEmpty(order_param_update))
-                        cust = custom_def(def.order_type, order_param_update);
-                        
-                     if (def.create.Price != price || def.create.Quantity != Convert.ToUInt32(quantity) ||
-                        (cust != null && !cust.Equals(def.create.NewOrder.CustomDef)))
-                     {
-                        var resp = await update_order(def.response.Value.value.OrderKey, price, quantity, cust);
-                        if (resp.success && resp.value.ErrorCode == OrderError.Ok)
-                        {
-                           def.create.Price = price;
-                           def.create.Quantity = Convert.ToUInt32(quantity);
-                        }
-                        handle.SetResult(resp.value.OrderKey);
-                     }
-                     else
-                        handle.SetResult(def.response.Value.value.OrderKey);
-                     return;
-                  }
-                  else
-                  {
-                     var resp = await cancel_order(def.response.Value.value.OrderKey);
-                     if(resp.success)
-                        _orders.TryRemove(local_order_id, out _); //take out of working so we don't try to update it
-                     handle.SetResult(def.response.Value.value.OrderKey);
-                     return;
-                  }
-               }     
-            }
-            handle.SetResult(-1);
+            return spark_orderservice_send_order_key(local_order_id, (long)key, side, user, account, price, quantity, order_type, order_params,
+                                                     time_in_force, manual_order_indicator, cti_code, customer_or_firm);
          }
-         catch (Exception ex)
+         else
          {
-            handle.SetException(ex);
+            return "Can't find security desc " + security_desc;
          }
       }
-
-      enum ChildStatus { WORKING, COMPLETED, CANCELED };
-      class ChildState
-      {
-         public double price;
-         public uint quantity;
-         public uint total_fills;
-         public double avg_price;
-         public uint last_fills;
-         public double last_price;
-         public ChildStatus status;
-      };
-
-
-      [ExcelFunction(Category = "BTS", Description = "Receive Child Updates from Spark Order ")]
-      [SparkAlgoCode]
-      public static object sparkalgo_child_state([ExcelArgument("Required. Local Order from sparkalgo_setup_order")] long local_order_key, 
-                                                bool display_headers)
-      {
-         Func<bts.api.orderman.OrderRecord, bool> myorder = (x => 
-         {
-            if(_orders.TryGetValue(local_order_key, out OrderDef ord))
-            {
-               if(ord.response.HasValue && ord.response.Value.success)
-                  return ord.response.Value.value.OrderKey == x.Key;
-            }
-            return false;
-         });
-         var sub = _service.Value.subscribe_orders().SelectMany(x => x.all.Where(xx => myorder(xx)));
-         var obj = sub.Select(x => 
-         { 
-            var ch = new ChildState ();
-            ch.price = x.State.Price;
-            ch.quantity = x.State.Quantity;
-            ch.total_fills = x.State.FilledQuantity;
-            ch.avg_price = x.State.AvgPrice;
-            ch.last_fills = 0;
-            ch.last_price = x.State.LastPrice;
-            switch(x.State.Status)
-            {
-               case OrderStatus.Inactive:
-               case OrderStatus.Working:
-               case OrderStatus.PendingWorking:
-                  ch.status = ChildStatus.WORKING;
-                  break;
-               case OrderStatus.Canceled:
-               case OrderStatus.Disconnected:
-               case OrderStatus.Error:
-               case OrderStatus.RejectedBySpark:
-                  ch.status = ChildStatus.CANCELED;
-                  break;
-               default: 
-                  ch.status = ChildStatus.COMPLETED;
-                  break;
-            }            
-            return Utilities.transpose_keep_dimension( DataParser.scatter_data(ch, display_headers) );
-         });
-
-         return ObservableRtdUtil.Observe(nameof(sparkalgo_child_state),
-                                          new object[] { local_order_key, display_headers },
-                                          () => obj);               
-      }
-      
-      static System.Timers.Timer _timer = new System.Timers.Timer(1000);
-      [ExcelFunction(Category = "BTS", Description = "Receive Child Updates from Spark Order ")]
-      [SparkAlgoCode]
-      public static void sparkalgo_timer(ExcelAsyncHandle handle)
-      {
-         _timer.Elapsed += (x, e) => handle.SetResult(System.DateTime.Now);
-         _timer.Enabled = true;
-      }
-
-      [ExcelFunction(Category = "BTS", Description = "Opposite side ")]
-      [SparkAlgoCode(
-         dual_definition = @"
-bts::api::Side sparkalgo_other_side(bts::api::Side side);",
-         dual_impl = @"
-bts::api::Side __AlgoName__::sparkalgo_other_side(bts::api::Side side)
-{
-   return securities::other_side(side);   
-}"
-      )]
-      public static object sparkalgo_other_side(object side)
-      {
-         bts.api.Side the_side;
-         if (Enum.TryParse<bts.api.Side>("SIDE_" + side.ToString(), true, out the_side) ||
-             Enum.TryParse<bts.api.Side>(side.ToString(), true, out the_side))
-         {
-            switch (the_side)
-            {
-               case bts.api.Side.Buy:
-                  return bts.api.Side.Sell.ToString();
-               case bts.api.Side.Sell:
-                  return bts.api.Side.Buy.ToString();
-               default:
-                  return side.ToString();
-            }
-         }
-         else 
-            return ExcelErrorUtil.ToComError(ExcelError.ExcelErrorValue);
-      }     
    }
 }

src/client/spark_excel/grammar/C.g4

@@ -1,723 +0,0 @@
-/*
- [The "BSD licence"]
- Copyright (c) 2013 Sam Harwell
- All rights reserved.
- 
- Redistribution and use
- in source and binary forms, with or without
- modification, are permitted provided that the
- following conditions
- are met:
- 1. Redistributions of source code must retain the above copyright
- notice, this list of conditions and the following disclaimer.
- 2. Redistributions in binary form
- must reproduce the above copyright
- notice, this list of conditions and the following disclaimer in
- the
- documentation and/or other materials provided with the distribution.
- 3. The name of the
- author may not be used to endorse or promote products
- derived from this software without specific
- prior written permission.
- 
- THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR
- IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
- OF MERCHANTABILITY AND
- FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED.
- IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY
- DIRECT, INDIRECT,
- INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT
- NOT
- LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
- DATA, OR PROFITS; OR
- BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
- THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
- LIABILITY, OR TORT
- (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
- THIS
- SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
- */
-
-/** C 2011 grammar built from the C11 Spec */
-grammar C;
-
-primaryExpression:
-	Identifier
-	| Constant
-	| StringLiteral+
-	| '(' expression ')'
-	| genericSelection
-	| '__extension__'? '(' compoundStatement ')' // Blocks (GCC extension)
-	| '__builtin_va_arg' '(' unaryExpression ',' typeName ')'
-	| '__builtin_offsetof' '(' typeName ',' unaryExpression ')';
-
-genericSelection:
-	'_Generic' '(' assignmentExpression ',' genericAssocList ')';
-
-genericAssocList:
-	genericAssociation
-	| genericAssocList ',' genericAssociation;
-
-genericAssociation:
-	typeName ':' assignmentExpression
-	| 'default' ':' assignmentExpression;
-
-postfixExpression:
-	primaryExpression
-	| postfixExpression '[' expression ']'
-	| postfixExpression '(' argumentExpressionList? ')'
-	| postfixExpression '.' Identifier
-	| postfixExpression '->' Identifier
-	| postfixExpression '++'
-	| postfixExpression '--'
-	| '(' typeName ')' '{' initializerList '}'
-	| '(' typeName ')' '{' initializerList ',' '}'
-	| '__extension__' '(' typeName ')' '{' initializerList '}'
-	| '__extension__' '(' typeName ')' '{' initializerList ',' '}';
-
-argumentExpressionList:
-	assignmentExpression
-	| argumentExpressionList ',' assignmentExpression;
-
-unaryExpression:
-	postfixExpression
-	| '++' unaryExpression
-	| '--' unaryExpression
-	| unaryOperator castExpression
-	| 'sizeof' unaryExpression
-	| 'sizeof' '(' typeName ')'
-	| '_Alignof' '(' typeName ')'
-	| '&&' Identifier ; // GCC extension address of label
-
-unaryOperator: '&' | '*' | '+' | '-' | '~' | '!';
-
-castExpression:
-	'(' typeName ')' castExpression
-	| '__extension__' '(' typeName ')' castExpression
-	| unaryExpression
-	| DigitSequence ; // for
-
-multiplicativeExpression:
-	castExpression
-	| multiplicativeExpression '*' castExpression
-	| multiplicativeExpression '/' castExpression
-	| multiplicativeExpression '%' castExpression;
-
-additiveExpression:
-	multiplicativeExpression
-	| additiveExpression '+' multiplicativeExpression
-	| additiveExpression '-' multiplicativeExpression;
-
-shiftExpression:
-	additiveExpression
-	| shiftExpression '<<' additiveExpression
-	| shiftExpression '>>' additiveExpression;
-
-relationalExpression:
-	shiftExpression
-	| relationalExpression '<' shiftExpression
-	| relationalExpression '>' shiftExpression
-	| relationalExpression '<=' shiftExpression
-	| relationalExpression '>=' shiftExpression;
-
-equalityExpression:
-	relationalExpression
-	| equalityExpression '==' relationalExpression
-	| equalityExpression '!=' relationalExpression;
-
-andExpression:
-	equalityExpression
-	| andExpression '&' equalityExpression;
-
-exclusiveOrExpression:
-	andExpression
-	| exclusiveOrExpression '^' andExpression;
-
-inclusiveOrExpression:
-	exclusiveOrExpression
-	| inclusiveOrExpression '|' exclusiveOrExpression;
-
-logicalAndExpression:
-	inclusiveOrExpression
-	| logicalAndExpression '&&' inclusiveOrExpression;
-
-logicalOrExpression:
-	logicalAndExpression
-	| logicalOrExpression '||' logicalAndExpression;
-
-conditionalExpression:
-	logicalOrExpression (
-		'?' expression ':' conditionalExpression
-	)?;
-
-assignmentExpression:
-	conditionalExpression
-	| unaryExpression assignmentOperator assignmentExpression
-	| DigitSequence ; // for
-
-assignmentOperator:
-	'='
-	| '*='
-	| '/='
-	| '%='
-	| '+='
-	| '-='
-	| '<<='
-	| '>>='
-	| '&='
-	| '^='
-	| '|=';
-
-expression:
-	assignmentExpression
-	| expression ',' assignmentExpression;
-
-constantExpression: conditionalExpression;
-
-declaration:
-	declarationSpecifiers initDeclaratorList ';'
-	| declarationSpecifiers ';'
-	| staticAssertDeclaration;
-
-declarationSpecifiers: declarationSpecifier+;
-
-declarationSpecifiers2: declarationSpecifier+;
-
-declarationSpecifier:
-	storageClassSpecifier
-	| typeSpecifier
-	| typeQualifier
-	| functionSpecifier
-	| alignmentSpecifier;
-
-initDeclaratorList:
-	initDeclarator
-	| initDeclaratorList ',' initDeclarator;
-
-initDeclarator: declarator | declarator '=' initializer;
-
-storageClassSpecifier:
-	'typedef'
-	| 'extern'
-	| 'static'
-	| '_Thread_local'
-	| 'auto'
-	| 'register';
-
-typeSpecifier: (
-		'void'
-		| 'char'
-		| 'short'
-		| 'int'
-		| 'long'
-		| 'float'
-		| 'double'
-		| 'signed'
-		| 'unsigned'
-		| '_Bool'
-		| '_Complex'
-		| '__m128'
-		| '__m128d'
-		| '__m128i'
-	)
-	| '__extension__' '(' ('__m128' | '__m128d' | '__m128i') ')'
-	| atomicTypeSpecifier
-	| structOrUnionSpecifier
-	| enumSpecifier
-	| typedefName
-	| '__typeof__' '(' constantExpression ')' // GCC extension
-	| typeSpecifier pointer;
-
-structOrUnionSpecifier:
-	structOrUnion Identifier? '{' structDeclarationList '}'
-	| structOrUnion Identifier;
-
-structOrUnion: 'struct' | 'union';
-
-structDeclarationList:
-	structDeclaration
-	| structDeclarationList structDeclaration;
-
-structDeclaration:
-	specifierQualifierList structDeclaratorList? ';'
-	| staticAssertDeclaration;
-
-specifierQualifierList:
-	typeSpecifier specifierQualifierList?
-	| typeQualifier specifierQualifierList?;
-
-structDeclaratorList:
-	structDeclarator
-	| structDeclaratorList ',' structDeclarator;
-
-structDeclarator:
-	declarator
-	| declarator? ':' constantExpression;
-
-enumSpecifier:
-	'enum' Identifier? '{' enumeratorList '}'
-	| 'enum' Identifier? '{' enumeratorList ',' '}'
-	| 'enum' Identifier;
-
-enumeratorList: enumerator | enumeratorList ',' enumerator;
-
-enumerator:
-	enumerationConstant
-	| enumerationConstant '=' constantExpression;
-
-enumerationConstant: Identifier;
-
-atomicTypeSpecifier: '_Atomic' '(' typeName ')';
-
-typeQualifier: 'const' | 'restrict' | 'volatile' | '_Atomic';
-
-functionSpecifier: (
-		'inline'
-		| '_Noreturn'
-		| '__inline__' // GCC extension
-		| '__stdcall'
-	)
-	| gccAttributeSpecifier
-	| '__declspec' '(' Identifier ')';
-
-alignmentSpecifier:
-	'_Alignas' '(' typeName ')'
-	| '_Alignas' '(' constantExpression ')';
-
-declarator: pointer? directDeclarator gccDeclaratorExtension*;
-
-directDeclarator:
-	Identifier
-	| '(' declarator ')'
-	| directDeclarator '[' typeQualifierList? assignmentExpression? ']'
-	| directDeclarator '[' 'static' typeQualifierList? assignmentExpression ']'
-	| directDeclarator '[' typeQualifierList 'static' assignmentExpression ']'
-	| directDeclarator '[' typeQualifierList? '*' ']'
-	| directDeclarator '(' parameterTypeList ')'
-	| directDeclarator '(' identifierList? ')'
-	| Identifier ':' DigitSequence // bit field
-	| '(' typeSpecifier? pointer directDeclarator ')' ; // function pointer like: (__cdecl *f)
-
-gccDeclaratorExtension:
-	'__asm' '(' StringLiteral+ ')'
-	| gccAttributeSpecifier;
-
-gccAttributeSpecifier:
-	'__attribute__' '(' '(' gccAttributeList ')' ')';
-
-gccAttributeList:
-	gccAttribute (',' gccAttribute)*
-	| ; // empty
-
-gccAttribute:
-	~(
-		','
-		| '('
-		| ')'
-	) // relaxed def for "identifier or reserved word"
-	('(' argumentExpressionList? ')')?
-	| ; // empty
-
-nestedParenthesesBlock: (
-		~('(' | ')')
-		| '(' nestedParenthesesBlock ')'
-	)*;
-
-pointer:
-	'*' typeQualifierList?
-	| '*' typeQualifierList? pointer
-	| '^' typeQualifierList? // Blocks language extension
-	| '^' typeQualifierList? pointer ; // Blocks language extension
-
-typeQualifierList:
-	typeQualifier
-	| typeQualifierList typeQualifier;
-
-parameterTypeList: parameterList | parameterList ',' '...';
-
-parameterList:
-	parameterDeclaration
-	| parameterList ',' parameterDeclaration;
-
-parameterDeclaration:
-	declarationSpecifiers declarator
-	| declarationSpecifiers2 abstractDeclarator?;
-
-identifierList: Identifier | identifierList ',' Identifier;
-
-typeName: specifierQualifierList abstractDeclarator?;
-
-abstractDeclarator:
-	pointer
-	| pointer? directAbstractDeclarator gccDeclaratorExtension*;
-
-directAbstractDeclarator:
-	'(' abstractDeclarator ')' gccDeclaratorExtension*
-	| '[' typeQualifierList? assignmentExpression? ']'
-	| '[' 'static' typeQualifierList? assignmentExpression ']'
-	| '[' typeQualifierList 'static' assignmentExpression ']'
-	| '[' '*' ']'
-	| '(' parameterTypeList? ')' gccDeclaratorExtension*
-	| directAbstractDeclarator '[' typeQualifierList? assignmentExpression? ']'
-	| directAbstractDeclarator '[' 'static' typeQualifierList? assignmentExpression ']'
-	| directAbstractDeclarator '[' typeQualifierList 'static' assignmentExpression ']'
-	| directAbstractDeclarator '[' '*' ']'
-	| directAbstractDeclarator '(' parameterTypeList? ')' gccDeclaratorExtension*;
-
-typedefName: Identifier;
-
-initializer:
-	assignmentExpression
-	| '{' initializerList '}'
-	| '{' initializerList ',' '}';
-
-initializerList:
-	designation? initializer
-	| initializerList ',' designation? initializer;
-
-designation: designatorList '=';
-
-designatorList: designator | designatorList designator;
-
-designator: '[' constantExpression ']' | '.' Identifier;
-
-staticAssertDeclaration:
-	'_Static_assert' '(' constantExpression ',' StringLiteral+ ')' ';';
-
-statement:
-	labeledStatement
-	| compoundStatement
-	| expressionStatement
-	| selectionStatement
-	| iterationStatement
-	| jumpStatement
-	| ('__asm' | '__asm__') ('volatile' | '__volatile__') '(' (
-		logicalOrExpression (',' logicalOrExpression)*
-	)? (':' (logicalOrExpression (',' logicalOrExpression)*)?)* ')' ';';
-
-labeledStatement:
-	Identifier ':' statement
-	| 'case' constantExpression ':' statement
-	| 'default' ':' statement;
-
-compoundStatement: '{' blockItemList? '}';
-
-blockItemList: blockItem | blockItemList blockItem;
-
-blockItem: statement | declaration;
-
-expressionStatement: expression? ';';
-
-selectionStatement:
-	'if' '(' expression ')' statement ('else' statement)?
-	| 'switch' '(' expression ')' statement;
-
-iterationStatement:
-	While '(' expression ')' statement
-	| Do statement While '(' expression ')' ';'
-	| For '(' forCondition ')' statement;
-
-// | 'for' '(' expression? ';' expression? ';' forUpdate? ')' statement | For '(' declaration
-// expression? ';' expression? ')' statement
-
-forCondition:
-	forDeclaration ';' forExpression? ';' forExpression?
-	| expression? ';' forExpression? ';' forExpression?;
-
-forDeclaration:
-	declarationSpecifiers initDeclaratorList
-	| declarationSpecifiers;
-
-forExpression:
-	assignmentExpression
-	| forExpression ',' assignmentExpression;
-
-jumpStatement:
-	'goto' Identifier ';'
-	| 'continue' ';'
-	| 'break' ';'
-	| 'return' expression? ';'
-	| 'goto' unaryExpression ';' ; // GCC extension
-
-compilationUnit: translationUnit? EOF;
-
-translationUnit:
-	externalDeclaration
-	| translationUnit externalDeclaration;
-
-externalDeclaration:
-	functionDefinition
-	| declaration
-	| ';' ; // stray ;
-
-functionDefinition:
-	declarationSpecifiers? declarator declarationList? compoundStatement;
-
-declarationList: declaration | declarationList declaration;
-
-Auto: 'auto';
-Break: 'break';
-Case: 'case';
-Char: 'char';
-Const: 'const';
-Continue: 'continue';
-Default: 'default';
-Do: 'do';
-Double: 'double';
-Else: 'else';
-Enum: 'enum';
-Extern: 'extern';
-Float: 'float';
-For: 'for';
-Goto: 'goto';
-If: 'if';
-Inline: 'inline';
-Int: 'int';
-Long: 'long';
-Register: 'register';
-Restrict: 'restrict';
-Return: 'return';
-Short: 'short';
-Signed: 'signed';
-Sizeof: 'sizeof';
-Static: 'static';
-Struct: 'struct';
-Switch: 'switch';
-Typedef: 'typedef';
-Union: 'union';
-Unsigned: 'unsigned';
-Void: 'void';
-Volatile: 'volatile';
-While: 'while';
-
-Alignas: '_Alignas';
-Alignof: '_Alignof';
-Atomic: '_Atomic';
-Bool: '_Bool';
-Complex: '_Complex';
-Generic: '_Generic';
-Imaginary: '_Imaginary';
-Noreturn: '_Noreturn';
-StaticAssert: '_Static_assert';
-ThreadLocal: '_Thread_local';
-
-LeftParen: '(';
-RightParen: ')';
-LeftBracket: '[';
-RightBracket: ']';
-LeftBrace: '{';
-RightBrace: '}';
-
-Less: '<';
-LessEqual: '<=';
-Greater: '>';
-GreaterEqual: '>=';
-LeftShift: '<<';
-RightShift: '>>';
-
-Plus: '+';
-PlusPlus: '++';
-Minus: '-';
-MinusMinus: '--';
-Star: '*';
-Div: '/';
-Mod: '%';
-
-And: '&';
-Or: '|';
-AndAnd: '&&';
-OrOr: '||';
-Caret: '^';
-Not: '!';
-Tilde: '~';
-
-Question: '?';
-Colon: ':';
-Semi: ';';
-Comma: ',';
-
-Assign: '=';
-// '*=' | '/=' | '%=' | '+=' | '-=' | '<<=' | '>>=' | '&=' | '^=' | '|='
-StarAssign: '*=';
-DivAssign: '/=';
-ModAssign: '%=';
-PlusAssign: '+=';
-MinusAssign: '-=';
-LeftShiftAssign: '<<=';
-RightShiftAssign: '>>=';
-AndAssign: '&=';
-XorAssign: '^=';
-OrAssign: '|=';
-
-Equal: '==';
-NotEqual: '!=';
-
-Arrow: '->';
-Dot: '.';
-Ellipsis: '...';
-
-Identifier: IdentifierNondigit ( IdentifierNondigit | Digit)*;
-
-fragment IdentifierNondigit:
-	Nondigit
-	| UniversalCharacterName
-	; //|   // other implementation-defined characters...
-
-fragment Nondigit: [a-zA-Z_];
-
-fragment Digit: [0-9];
-
-fragment UniversalCharacterName:
-	'\\u' HexQuad
-	| '\\U' HexQuad HexQuad;
-
-fragment HexQuad:
-	HexadecimalDigit HexadecimalDigit HexadecimalDigit HexadecimalDigit;
-
-Constant:
-	IntegerConstant
-	| FloatingConstant
-	//|   EnumerationConstant
-	| CharacterConstant;
-
-fragment IntegerConstant:
-	DecimalConstant IntegerSuffix?
-	| OctalConstant IntegerSuffix?
-	| HexadecimalConstant IntegerSuffix?
-	| BinaryConstant;
-
-fragment BinaryConstant: '0' [bB] [0-1]+;
-
-fragment DecimalConstant: NonzeroDigit Digit*;
-
-fragment OctalConstant: '0' OctalDigit*;
-
-fragment HexadecimalConstant:
-	HexadecimalPrefix HexadecimalDigit+;
-
-fragment HexadecimalPrefix: '0' [xX];
-
-fragment NonzeroDigit: [1-9];
-
-fragment OctalDigit: [0-7];
-
-fragment HexadecimalDigit: [0-9a-fA-F];
-
-fragment IntegerSuffix:
-	UnsignedSuffix LongSuffix?
-	| UnsignedSuffix LongLongSuffix
-	| LongSuffix UnsignedSuffix?
-	| LongLongSuffix UnsignedSuffix?;
-
-fragment UnsignedSuffix: [uU];
-
-fragment LongSuffix: [lL];
-
-fragment LongLongSuffix: 'll' | 'LL';
-
-fragment FloatingConstant:
-	DecimalFloatingConstant
-	| HexadecimalFloatingConstant;
-
-fragment DecimalFloatingConstant:
-	FractionalConstant ExponentPart? FloatingSuffix?
-	| DigitSequence ExponentPart FloatingSuffix?;
-
-fragment HexadecimalFloatingConstant:
-	HexadecimalPrefix HexadecimalFractionalConstant BinaryExponentPart FloatingSuffix?
-	| HexadecimalPrefix HexadecimalDigitSequence BinaryExponentPart FloatingSuffix?;
-
-fragment FractionalConstant:
-	DigitSequence? '.' DigitSequence
-	| DigitSequence '.';
-
-fragment ExponentPart:
-	'e' Sign? DigitSequence
-	| 'E' Sign? DigitSequence;
-
-fragment Sign: '+' | '-';
-
-DigitSequence: Digit+;
-
-fragment HexadecimalFractionalConstant:
-	HexadecimalDigitSequence? '.' HexadecimalDigitSequence
-	| HexadecimalDigitSequence '.';
-
-fragment BinaryExponentPart:
-	'p' Sign? DigitSequence
-	| 'P' Sign? DigitSequence;
-
-fragment HexadecimalDigitSequence: HexadecimalDigit+;
-
-fragment FloatingSuffix: 'f' | 'l' | 'F' | 'L';
-
-fragment CharacterConstant:
-	'\'' CCharSequence '\''
-	| 'L\'' CCharSequence '\''
-	| 'u\'' CCharSequence '\''
-	| 'U\'' CCharSequence '\'';
-
-fragment CCharSequence: CChar+;
-
-fragment CChar: ~['\\\r\n] | EscapeSequence;
-
-fragment EscapeSequence:
-	SimpleEscapeSequence
-	| OctalEscapeSequence
-	| HexadecimalEscapeSequence
-	| UniversalCharacterName;
-
-fragment SimpleEscapeSequence: '\\' ['"?abfnrtv\\];
-
-fragment OctalEscapeSequence:
-	'\\' OctalDigit
-	| '\\' OctalDigit OctalDigit
-	| '\\' OctalDigit OctalDigit OctalDigit;
-
-fragment HexadecimalEscapeSequence: '\\x' HexadecimalDigit+;
-
-StringLiteral: EncodingPrefix? '"' SCharSequence? '"';
-
-fragment EncodingPrefix: 'u8' | 'u' | 'U' | 'L';
-
-fragment SCharSequence: SChar+;
-
-fragment SChar:
-	~["\\\r\n]
-	| EscapeSequence
-	| '\\\n' // Added line
-	| '\\\r\n' ; // Added line
-
-ComplexDefine: '#' Whitespace? 'define' ~[#]* -> skip;
-
-IncludeDirective:
-	'#' Whitespace? 'include' Whitespace? (
-		('"' ~[\r\n]* '"')
-		| ('<' ~[\r\n]* '>')
-	) Whitespace? Newline -> skip;
-
-// ignore the following asm blocks:
-/*
- asm
- {
- mfspr x, 286;
- }
- */
-AsmBlock: 'asm' ~'{'* '{' ~'}'* '}' -> skip;
-
-// ignore the lines generated by c preprocessor sample line : '#line 1 "/home/dm/files/dk1.h" 1'
-LineAfterPreprocessing: '#line' Whitespace* ~[\r\n]* -> skip;
-
-LineDirective:
-	'#' Whitespace? DecimalConstant Whitespace? StringLiteral ~[\r\n]* -> skip;
-
-PragmaDirective:
-	'#' Whitespace? 'pragma' Whitespace ~[\r\n]* -> skip;
-
-Whitespace: [ \t]+ -> skip;
-
-Newline: ( '\r' '\n'? | '\n') -> skip;
-
-BlockComment: '/*' .*? '*/' -> skip;
-
-LineComment: '//' ~[\r\n]* -> skip;

src/client/spark_excel/grammar/ExcelFormula.g4

@@ -1,93 +0,0 @@
-grammar ExcelFormula;
-
-/* Parser rules */
-main: '=' expr EOF;
-expr:
-	sign = ('+' | '-') expr						# Unary
-	| expr '%'									# Percentage
-	| <assoc=right> expr '^' expr				# Pow
-	| expr op = ('*' | '/') expr				# MulDiv
-	| expr op = ('+' | '-') expr				# AddSub
-	| expr '&' expr								# Concatenate
-	| expr op = ('=' | '<>') expr				# Equality
-	| expr op = ('<' | '>' | '<=' | '>=') expr	# Relational
-	| '(' expr ')'								# Parenthesis
-	| name = NAME '(' (expr (',' expr)*)? ')'	# Function
-	| rng										# Range
-	| rng (',' rng)+							# RangeList
-	| ref										# Cell
-	| ref (',' ref)+							# CellList
-	| BOOLEAN									# Boolean
-	| NUMBER									# Number
-	| NAME										# Name
-	| STRING									# String
-	| ERROR										# Error;
-ref: sheet = SHEET? colRow = COL_ROW # CellRef;
-rng: start = ref ':' end = COL_ROW # RangeRef;
-
-/* Lexer rules */
-COL_ROW: '$'? COL '$'? DIGIT+;
-STRING: '"' ~["]* '"';
-BOOLEAN: T R U E | F A L S E;
-NUMBER: FLOAT | DIGIT+;
-NAME: [a-zA-Z_\\] ([0-9a-zA-Z_.\\])*;
-ERROR:
-	E_NULL
-	| E_DIV0
-	| E_VALUE
-	| E_NAME
-	| E_NUM
-	| E_NA
-	| E_REF;
-E_NULL: '#' N U L L '!';
-E_DIV0: '#' D I V '/0';
-E_VALUE: '#' V A L U E '!';
-E_NAME: '#' N A M E '?';
-E_NUM: '#' N U M '!';
-E_NA: '#' N '/' A;
-E_REF: '#' R E F '!';
-SHEET:
-	SHEET_C+ '!'
-	| SHEET_C+ ':'+ SHEET_C+ '!'
-	| '\'' Q_SHEET_C+ '\'!'
-	| '\'' Q_SHEET_C+ ':' Q_SHEET_C+ '\'!';
-SPACE: (' ' | '\t' | '\r' | '\n' | '\u000C') -> skip;
-INVALID: .;
-
-/* Lexer fragments */
-fragment COL: [a-zA-Z]? [a-zA-Z]? [a-zA-Z]; // Max col is XFD
-fragment DIGIT: [0-9];
-fragment FLOAT: DIGIT+ '.' DIGIT+ EXPONENT? | DIGIT+ EXPONENT;
-fragment EXPONENT: E ('+'? | '-') DIGIT+;
-fragment FILE: '[' DIGIT+ ']' | '[' FILENAME_C+ ']';
-fragment WIN_PATH: [A-Z] ':\\' (FILENAME_C+ '\\')*;
-fragment FILENAME_C: ~["*[\]\\:/?<>|];
-fragment SHEET_C: ~['*[\]\\:/?<>();{}#"=&+^%,!\u2229\u222A \-];
-fragment Q_SHEET_C: ~['*[\]\\:/?];
-
-fragment A: ('a' | 'A');
-fragment B: ('b' | 'B');
-fragment C: ('c' | 'C');
-fragment D: ('d' | 'D');
-fragment E: ('e' | 'E');
-fragment F: ('f' | 'F');
-fragment G: ('g' | 'G');
-fragment H: ('h' | 'H');
-fragment I: ('i' | 'I');
-fragment J: ('j' | 'J');
-fragment K: ('k' | 'K');
-fragment L: ('l' | 'L');
-fragment M: ('m' | 'M');
-fragment N: ('n' | 'N');
-fragment O: ('o' | 'O');
-fragment P: ('p' | 'P');
-fragment Q: ('q' | 'Q');
-fragment R: ('r' | 'R');
-fragment S: ('s' | 'S');
-fragment T: ('t' | 'T');
-fragment U: ('u' | 'U');
-fragment V: ('v' | 'V');
-fragment W: ('w' | 'W');
-fragment X: ('x' | 'X');
-fragment Y: ('y' | 'Y');
-fragment Z: ('z' | 'Z');

src/client/spark_excel/packages.config

@@ -0,0 +1,5 @@
+<?xml version="1.0" encoding="utf-8"?>
+<packages>
+  <package id="ExcelDna.AddIn" version="0.34.6" targetFramework="net471" />
+  <package id="ExcelDna.Integration" version="0.34.6" targetFramework="net471" />
+</packages>

src/client/spark_excel/rtd/formatting/JsonFormatter.cs

@@ -13,8 +13,6 @@ namespace bts.excel.rtd
    class JsonFormatter : IExcelFormatter
    {
       private object _data;
-      static Google.Protobuf.JsonFormatter _protoformatter =
-         new Google.Protobuf.JsonFormatter(Google.Protobuf.JsonFormatter.Settings.Default.WithFormatDefaultValues(true));
       public JsonFormatter(object data)
       {
          _data = data;
@@ -83,7 +81,7 @@ namespace bts.excel.rtd
       {
          string json = null;
          if(data is IMessage imsg)
-            json = _protoformatter.Format(imsg);
+            json = Google.Protobuf.JsonFormatter.Default.Format(imsg);
          else
             json = JsonConvert.SerializeObject(data);
 

src/client/spark_excel/rtd/subscriptions/MDSubscribe.cs

@@ -48,50 +48,30 @@ namespace bts.excel.rtd
          MDSubscribe.market_data(ven).lookup_security_desc((uint)security_key, out string desc);
          return desc ?? string.Empty;
       }
-      
-      internal static Func<SecurityImmutable, bool> md_where(string contract, string symbol, string security_type, string exchange, out Venue ven)
+
+      static IObservable<IEnumerable<object>> md_observable(string contract, string symbol, string security_type, string exchange)
       {
          security_type = string.IsNullOrEmpty(security_type) ? SecurityType.Future.ToString() : security_type;
          exchange = string.IsNullOrEmpty(exchange) ? Security.ExchangeDataOneofCase.Glbx.ToString() : exchange;
          symbol = string.IsNullOrEmpty(symbol) ? contract.Substring(0, 2) : symbol;
 
+         Venue ven;
          SecurityType sectype;
          if (!Utilities.parse_venue(exchange, out ven))
-            throw new ArgumentException("Can't Parse Exchange: " + exchange ?? string.Empty);
+            return Observable.Return(new [] {"Can't Parse Exchange: " + exchange ?? string.Empty});
          if (!Utilities.parse_security_type(security_type, out sectype))
-            throw new ArgumentException("Can't Parse Security Type: " + security_type ?? string.Empty);
+            return Observable.Return(new [] {"Can't Parse Security Type: " + security_type ?? string.Empty});
          if (string.IsNullOrEmpty(symbol))
-            throw new ArgumentException("Can't Parse Symbol: " + symbol ?? string.Empty);
+            return Observable.Return(new []{"Can't Parse Symbol: " + symbol ?? string.Empty});
          if (string.IsNullOrEmpty(contract))
-            throw new ArgumentException("Can't Parse Contract: " + contract ?? string.Empty );
+            return Observable.Return(new []{"Can't Parse Contract: " + contract ?? string.Empty});
 
-         Venue ven_ = ven;
-         Func<SecurityImmutable, bool> where = (x => x.Exchange == ven_ && x.Symbol == symbol && 
-                                                x.security_type() == sectype && x.security_desc() == contract);
-         return where;
-      }
+         Func<SecurityImmutable, bool> where = (x => x.Exchange == ven && x.Symbol == symbol && x.security_type() == sectype &&
+                                                x.Glbx.SecurityDesc == contract);
 
-      internal static IObservable<IEnumerable<object>> md_observable(string contract, string symbol, string security_type, string exchange)
-      {
-         try
-         {
-            Func<SecurityImmutable, bool> where = md_where(contract, symbol, security_type, exchange, out Venue ven);
-            var stream = market_data(ven).subscribe_combined(where);
-            return stream;
-         }
-         catch(ArgumentException ex)
-         {
-            return Observable.Return(new[] { ex.Message });
-         }
-      }
-
-      internal static IObservable<IEnumerable<object>> md_observable_id(uint security_id)
-      {
-         Func<SecurityImmutable, bool> where = (x => x.Id == security_id);
-
-         var stream = _md.subscribe_combined(where);
+         var stream = market_data(ven).subscribe_combined(where);
          return stream;
-      }
+      }      
 
       [ExcelFunction(Category = "BTS", Description = "Subscribe to BTS Spark full depth market data")]
       public static object spark_md_book(
@@ -110,7 +90,16 @@ namespace bts.excel.rtd
                                                 return BookMDFormatter.format(upd);
                                              return x;
                                           }));
-      }      
+         // security_type = string.IsNullOrEmpty(security_type) ? SecurityType.Future.ToString() : security_type;
+         // exchange = string.IsNullOrEmpty(exchange) ? Security.ExchangeDataOneofCase.Glbx.ToString() : exchange;
+         // symbol = string.IsNullOrEmpty(symbol) ? contract.Substring(0, 2) : symbol;
+         // string[] topic = new[] { MDTopic.topic_type, MDTopic.book_request_type,
+         //                          contract, symbol, security_type, exchange};
+         // object val = XlCall.RTD(typeof(RTDServer).FullName, null, topic);
+         // return Subscribe.spark_unpack(val);
+      }
+
+   
 
       [ExcelFunction(Category = "BTS", Description = "Subscribe to BTS Spark top of book market data")]
       public static object spark_md_top_of_book(
@@ -185,6 +174,7 @@ namespace bts.excel.rtd
                                                 return TopicMDFormatter.format(upd, topic);
                                              return x;
                                           }));
-      }
+      }           
+      
    }
 }

src/client/spark_excel/spark_excel.csproj

@@ -15,12 +15,9 @@
     <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
     <Platforms>x64</Platforms>
     <PlatformTarget>AnyCPU</PlatformTarget>
-    <NoWarn>0108,3021</NoWarn>
     <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
     <WarningsAsErrors />
     <Version>1.0.0</Version>
-    <Antlr4UseCSharpGenerator>true</Antlr4UseCSharpGenerator>
-    <LangVersion>7.2</LangVersion>
   </PropertyGroup>
   
   <ItemGroup>
@@ -31,21 +28,10 @@
     <PackageReference Include="Newtonsoft.Json" Version="10.0.3" />
     <PackageReference Include="System.Linq.Dynamic" Version="1.0.7" />
     
-    <PackageReference Include="ExcelDna.AddIn" Version="1.0.0" />  
-    <PackageReference Include="ExcelDna.Integration" Version="1.0.0" />      
+    <PackageReference Include="ExcelDna.AddIn" Version="0.34.6" />  
+    <PackageReference Include="ExcelDna.Integration" Version="0.34.6" />      
     <PackageReference Include="ExcelDna.IntelliSense" Version="1.1.0" />      
     <PackageReference Include="ExcelDna.Registration" Version="0.34.7" />      
-    <PackageReference Include="ExcelDna.Interop" Version="14.0.1" />      
-    
-    <PackageReference Include="Antlr4" Version="4.6.6">
-       <PrivateAssets>all</PrivateAssets>
-       <IncludeAssets>runtime; build; native; contentfiles; analyzers</IncludeAssets>
-    </PackageReference>
-    <PackageReference Include="Antlr4.Runtime" Version="4.6.6" />
-    <PackageReference Include="Antlr4.CodeGenerator" Version="4.6.6">
-      <PrivateAssets>all</PrivateAssets>
-      <IncludeAssets>runtime; build; native; contentfiles; analyzers</IncludeAssets>
-    </PackageReference>    
   </ItemGroup>
   
   <ItemGroup>    
@@ -58,45 +44,27 @@
     <Reference Include="System.Data" />
     <Reference Include="System.Net.Http" />
     <Reference Include="System.Xml" />      
-    
-    <Reference Include="System.Windows.Forms" />      
   </ItemGroup>
 
   <ItemGroup>
     <None Include="spark_excel-AddIn.dna" />
     <None Include="packages.config" />
     <None Include="Properties\ExcelDna.Build.props" />
-    <None Include="$(IntermediateOutputPath)\*.cs" />
   </ItemGroup>  
   
   <ItemGroup>
     <ProjectReference Include="../spark_api/spark_api.csproj"/>
   </ItemGroup>
   
-  
-  <!-- <ItemGroup>
-      <Antlr4 Include="grammar/ExcelFormula.g4">
-         <Generator>MSBuild:Compile</Generator>
-         <CustomToolNamespace>bts.excel.grammar</CustomToolNamespace>
-         <Listener>True</Listener>
-         <Visitor>True</Visitor>
-      </Antlr4>  
-  </ItemGroup> -->
-  
   <ItemGroup>
     <Proto3Excel Include="**/*.proto" />
     <Proto3Excel Include="../../lib/api/services/*.proto" />
   </ItemGroup>
-    
+  
   <ItemGroup>
     <None Include="spark_excel_example_2018.xlsm"><CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory></None>  
   </ItemGroup>
   
-  <ItemGroup>
-    <EmbeddedResource Include="../../sdk/examples/ExcelAlgoTemplate.cpp" />
-  </ItemGroup>
-  
-  
   <!-- <Target Name="CopyProjectReferencesToPackage" DependsOnTargets="ResolveReferences">
     <ItemGroup>
       <BuildOutputInPackage Include="@(ReferenceCopyLocalPaths->WithMetadataValue('ReferenceSourceTarget', 'ProjectReference'))" />
@@ -106,9 +74,9 @@
    -->
   
   <!-- <Import Project="$(NuGetPackageRoot)\ExcelDna.AddIn\0.34.6\tools\ExcelDna.AddIn.targets" Condition="Exists('$(NuGetPackageRoot)\ExcelDna.AddIn\0.34.6\tools\ExcelDna.AddIn.targets')" /> -->
-  <!-- <Import Project="$(NuGetPackageRoot)\ExcelDna.AddIn\0.34.6\tools\ExcelDna.AddIn.targets"/>
+  <Import Project="$(NuGetPackageRoot)\ExcelDna.AddIn\0.34.6\tools\ExcelDna.AddIn.targets"/>
   <Target Name="EnsureExcelDnaTargetsImported" BeforeTargets="BeforeBuild" Condition="'$(ExcelDnaTargetsImported)' == ''">
     <Error Condition="!Exists('$(NuGetPackageRoot)\ExcelDna.AddIn\0.34.6\tools\ExcelDna.AddIn.targets') And ('$(RunExcelDnaBuild)' != '' And $(RunExcelDnaBuild))" Text="You are trying to build with ExcelDna, but the NuGet targets file that ExcelDna depends on is not available on this computer. This is probably because the ExcelDna package has not been committed to source control, or NuGet Package Restore is not enabled. Please enable NuGet Package Restore to download them. For more information, see http://go.microsoft.com/fwlink/?LinkID=317567." HelpKeyword="BCLBUILD2001" />
     <Error Condition="Exists('$(NuGetPackageRoot)\ExcelDna.AddIn\0.34.6\tools\ExcelDna.AddIn.targets') And ('$(RunExcelDnaBuild)' != '' And $(RunExcelDnaBuild))" Text="ExcelDna cannot be run because NuGet packages were restored prior to the build running, and the targets file was unavailable when the build started. Please build the project again to include these packages in the build. You may also need to make sure that your build server does not delete packages prior to each build. For more information, see http://go.microsoft.com/fwlink/?LinkID=317568." HelpKeyword="BCLBUILD2002" />
-  </Target>   -->
+  </Target>  
 </Project>

src/client/spark_sdk/README.md

@@ -73,10 +73,6 @@ Commands:
    order <exchange> <security_type> <symbol> <security_desc> <signed_quantity> [<price>]
 Arguments:
    --pump=<pump_interval_in_ms=100 default>
-   
-Example:
-   To print simulated market data to the screen:
-   spark_sdk.exe md SIM FUTURE ES SIM:ESU9 --user=bts
 ```
 
 * Check out sample code

src/client/spark_sdk/spark_sdk.csproj

@@ -61,7 +61,6 @@
      <None Include="$(OutputPath)\net471\spark_excel_example_2018.xlsm" pack="true" PackagePath=".\excel\spark_excel_example_2018.xlsm" />
      <None Include="$(OutputPath)\net471\spark_excel-addin64-packed.xll" pack="true" PackagePath=".\excel\spark_excel-addin64-packed.xll" />
      <None Include="$(OutputPath)\net471\spark_excel-addin64.dna" pack="true" PackagePath=".\excel\spark_excel-addin64.dna" />
-     <None Include="$(OutputPath)\net471\ExcelAlgoTemplate.cpp" pack="true" PackagePath=".\excel\ExcelAlgoTemplate.cpp" />
      <None Include="doc/**" pack="true" PackagePath=".\doc\" />
   </ItemGroup>
 
@@ -100,7 +99,6 @@
      <Copy SourceFiles="..\..\excel\spark_excel_example_2018.xlsm" DestinationFolder="$(OutputPath)\" SkipUnchangedFiles="true" />
      <Copy SourceFiles="..\..\excel\spark_excel-addin64-packed.xll" DestinationFolder="$(OutputPath)\" SkipUnchangedFiles="true" />
      <Copy SourceFiles="..\..\excel\spark_excel-addin64.dna" DestinationFolder="$(OutputPath)\" SkipUnchangedFiles="true" />
-     <Copy SourceFiles="..\..\excel\ExcelAlgoTemplate.cpp" DestinationFolder="$(OutputPath)\" SkipUnchangedFiles="true" />
    </Target>
 
 </Project>

src/client/spark_test/System/LimitsTests.cs

@@ -169,7 +169,7 @@ namespace bts.tests
          var second_short_order_def = create_order_def(second_sec.Id, Side.Sell, test_account, test_user);
 
          uint short_no_limit_order_key;
-         await Task.Delay(10000);
+
          Result<Response> short_no_limit_order_result = await OrderUtilities.send_order(_order_service, first_short_order_def, 50000, 7);
 
          short_no_limit_order_key = short_no_limit_order_result.value.OrderKey;

src/lib/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orderman/actors/MDSupplementarySource.cpp;orderman/actors/OrderStore.cpp;orderman/actors/SODPosition.cpp;orderman/actors/SecuritySrc.cpp;orderman/actors/ServiceBridge.cpp;orderman/actors/order_manager/OrderBuilder.cpp;orderman/actors/order_manager/OrderMLine truncated
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orderman/actors/MDSupplementarySource.cpp;orderman/actors/OrderStore.cpp;orderman/actors/SODPosition.cpp;orderman/actors/SecuritySrc.cpp;orderman/actors/ServiceBridge.cpp;orderman/actors/order_manager/OrderBuilder.cpp;orderman/actors/order_manager/OrderManager.cpp;orderman/actors/order_manager/OrderServices.cpp;orderman/actors/order_manLine truncated

src/lib/CMakeDeps_win.cmake

@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;utils/Puid.cpp;utils/SecureLogon.cpp;utils/SharedMemory.cpp;utils/Sqlite_utils.cpp;utils/Uuid.cpp;utils/crypto/CipherType.cpp;utils/crypto/CryptoInit.cpp;utils/crypto/Digest.cpp;utils/crypto/KeyCodeHelper.cpp;utils/crypto/PasswordCallback.cpp;utils/crypto/PrivateKey.cpp;utils/cryptoLine truncated
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;utils/Puid.cpp;utils/SecureLogon.cpp;utils/SharedMemory.cpp;utils/Sqlite_utils.cpp;utils/Uuid.cpp;utils/crypto/CipherType.cpp;utils/crypto/CryptoInit.cpp;utils/crypto/Digest.cpp;utils/crypto/KeyCodeHelper.cpp;utils/crypto/PasswordCallback.cpp;utils/crypto/PrivateKey.cpp;utils/crypto/PublicKey.cpp;utils/crypto/iostreambio.cpp;utils/datetime.cpp;utils/download.cpp;utLine truncated

src/lib/api/apicore.proto

@@ -50,7 +50,6 @@ message VoidMessage {}
 message BytesMessage {
 	bytes buffer = 1;
 }
-message ResultMessage {
-   bool success = 1;
-   string error_message = 2;
+message BoolResultMessage {
+	bool success = 1;
 }

src/lib/api/public/Update.h

@@ -27,12 +27,7 @@ namespace api {
          _removed_items(std::move(removed))
       {}
 
-      Update(const Update& other) : _all_items(other._all_items),
-                                    _added_items(other._added_items),
-                                    _changed_items(other._changed_items),
-                                    _removed_items(other._removed_items)
-      {}
-      
+      Update(const Update& other) = delete;
       Update(Update&& other) :
          _all_items(std::move(other._all_items)),
          _added_items(std::move(other._added_items)),
@@ -109,4 +104,4 @@ namespace api {
    }
 
 
-}}//namespace
+}}//namespace

src/lib/api/services/AdminService.proto

@@ -149,7 +149,6 @@ message BTSAccount{
    ExchangeAccountData exchange_account_data = 110;
    // extra parameters for risk enforcement
    RiskLimitEnforcement risk_limit_enforcement=120;
-   AccountLossLimit account_loss_limit = 130;
 }
 
 message RiskLimitEnforcement{   
@@ -191,11 +190,6 @@ message AccountExchangeConnections{
    repeated string exchange_connection_names = 20;
 }
 
-message AccountLossLimit{
-   bool enforce = 10;
-   uint32 total_loss_limit = 20;
-   // if we need per product we can add it here
-}
 /************************************************************************/
 /***************************Exchange Data********************************/
 /************************************************************************/
@@ -470,35 +464,22 @@ message FilteredAdminDataRequest { }
 service AdminService {
    option (bts.api.service_description) = "Provides a management interface to the user model";
    // account
-   rpc create_account (AccountCreateAPIArgument) returns (AdminServiceCreateAccountResult)
-      { option(skip_excel_generation) = true; };
-   rpc update_account (AccountUpdateAPIArgument) returns (AdminServiceOperationResult)
-      { option(skip_excel_generation) = true; };
-   rpc delete_account(IDAPIArgument) returns (AdminServiceOperationResult)
-      { option(skip_excel_generation) = true; };
+   rpc create_account (AccountCreateAPIArgument) returns (AdminServiceCreateAccountResult);
+   rpc update_account (AccountUpdateAPIArgument) returns (AdminServiceOperationResult);
+   rpc delete_account(IDAPIArgument) returns (AdminServiceOperationResult);
    // users
-   rpc create_user(UserCreateAPIArgument) returns (AdminServiceCreateEntityResult)
-      { option(skip_excel_generation) = true; };
-   rpc update_user(UserUpdateAPIArgument) returns (AdminServiceOperationResult)
-      { option(skip_excel_generation) = true; };   
-   rpc delete_user(IDAPIArgument) returns (AdminServiceOperationResult)
-      { option(skip_excel_generation) = true; };   
+   rpc create_user(UserCreateAPIArgument) returns (AdminServiceCreateEntityResult);
+   rpc update_user(UserUpdateAPIArgument) returns (AdminServiceOperationResult);
+   rpc delete_user(IDAPIArgument) returns (AdminServiceOperationResult);   
    // subscription
-   rpc admin_data(bts.api.VoidMessage) returns (stream AdminData)
-      { option(skip_excel_generation) = true; };   
-   rpc get_admin_data(bts.api.VoidMessage) returns (AdminData)
-      { option(skip_excel_generation) = true; };   
-   rpc get_filtered_admin_data(FilteredAdminDataRequest) returns (AdminData)
-      { option(skip_excel_generation) = true; };   
+   rpc admin_data(bts.api.VoidMessage) returns (stream AdminData);
+   rpc get_admin_data(bts.api.VoidMessage) returns (AdminData);
+   rpc get_filtered_admin_data(FilteredAdminDataRequest) returns (AdminData);
    // orders
-   rpc get_order_summary(bts.api.VoidMessage) returns (OrdersSummary)
-      { option(skip_excel_generation) = true; };   
-   rpc cancel_orders(OrderCancelRequest) returns (bts.api.VoidMessage)
-      { option(skip_excel_generation) = true; };   
+   rpc get_order_summary(bts.api.VoidMessage) returns (OrdersSummary);
+   rpc cancel_orders(OrderCancelRequest) returns (bts.api.VoidMessage);
    // reports
-   rpc md_entitlement_data(bts.api.VoidMessage) returns (stream MDEntitlementReportUnit)
-      { option(skip_excel_generation) = true; };   
+   rpc md_entitlement_data(bts.api.VoidMessage) returns (stream MDEntitlementReportUnit);
    // misc
-   rpc md_permissions_data(bts.api.VoidMessage) returns (stream UserSymbolMDPermissionUnit)
-      { option(skip_excel_generation) = true; };   
+   rpc md_permissions_data(bts.api.VoidMessage) returns (stream UserSymbolMDPermissionUnit);
 }

src/lib/api/services/MarginService.proto

@@ -1,67 +0,0 @@
-syntax="proto3";
-package bts.api.position;
-option csharp_namespace="bts.api.position";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
-import "lib/api/services/PositionService.proto";
-
-message MarginResult {
-   enum ResultStatus { NewValid = 0; CachedValid = 1; Error = 2; }
-   
-   string account = 10 [(bts.api.key)=true];    
-   ResultStatus status = 12;
-   string portfolio_id = 15; 
-   string settle_indicator = 20;
-   string settle_qualifier = 30;   
-   string as_of_time = 40;
-   string calculation_id = 50;   
-   
-   double opt_value = 100;
-   double nonopt_value = 110;
-   double maint_margin = 120;
-   double initial_margin = 130;
-}
-
-message ExcessLiquidityReport { 
-   string account = 10 [(bts.api.key)=true];    
-   uint32 account_id = 11;
-   double leverage_factor = 20;
-   double cash_balance = 30;
-   MarginResult margin_result = 40;
-   AccountPNL account_pnl = 50;
-   bool should_enforce_margin = 60;
-   double excess_liquidity = 100;   
-}
-
-
-message MarginRequest {
-   string account = 10;
-}
-
-message CashFactorUpdate {
-   string account = 10;
-   double leverage_factor = 20;
-}
-
-message CashBalanceUpdate {
-   string account = 10;
-   double cash_balance = 20;
-}
-
-message EnforceUpdate {
-   string account = 10;
-   bool should_enforce_margin = 20;
-}
-
-service MarginService {
-   option (bts.api.service_description) = "Provides CME Margin Information per account";
-
-   rpc get_margin(MarginRequest) returns (MarginResult);
-   rpc get_excess_liquidity_report(MarginRequest) returns (ExcessLiquidityReport);
-   rpc set_should_enforce_margin(EnforceUpdate) returns (bts.api.ResultMessage);
-   rpc set_cash_factor(CashFactorUpdate) returns (bts.api.ResultMessage);
-   rpc set_cash_balance(CashBalanceUpdate) returns (bts.api.ResultMessage);
-   
-   rpc margin_data(bts.api.VoidMessage) returns (stream MarginResult);
-   rpc excess_liquidity_report(bts.api.VoidMessage) returns (stream ExcessLiquidityReport);
-}

src/lib/api/services/OrderService.proto

@@ -102,8 +102,6 @@ message CustomOrderDefinition
     PricerOrderDefinition pricer = 26;
     CompositeOrderDefinition composite = 27;
     SplitterOrderDefinition   splitter = 29;
-    ScratchOrderDefinition scratch = 31;
-    ProRataOrderDefinition prorata = 32;
     
     DynamicOrderDefinition dynamic = 1000;
   }
@@ -163,8 +161,8 @@ message JoinOrderDefinition {
   CustomOrderDefinition child = 6;
 }
 message TopOrderDefinition {
+  uint32 watch_level_tick_offset = 1;
   spark.QuantityMeasure top_threshold = 2;
-  uint32 ticks_off = 3;
   CustomOrderDefinition child = 6;
 }
 message TriggerOrderDefinition {
@@ -213,23 +211,6 @@ message SplitterOrderDefinition {
   // uint32 target_qty      = 3;
   CustomOrderDefinition child = 10;
 }
-message ScratchOrderDefinition {
-   spark.QuantityMeasure scratch_threshold = 1;
-   uint32 chase_ticks = 2;
-   CustomOrderDefinition child = 10;
-}
-message ProRataOrderDefinition {
-   uint32 hedge_ticks = 1;
-   uint32 chase_ticks = 2;
-   spark.QuantityMeasure fill_limit = 5;
-   spark.QuantityMeasure stay_in_threshold = 6;
-   bool enable_scratch_on_overfill = 7;
-   bool enable_stay_in = 8;
-   
-   CustomOrderDefinition child = 10;
-   CustomOrderDefinition hedge = 20;
-   CustomOrderDefinition overfill_hedge = 30;
-}
 message DynamicOrderDefinition {
   string dynamic_order_type = 1;
   map<string, DynamicOrderParam> order_params = 2;
@@ -283,8 +264,6 @@ message OrderState {
     PricerOrderState pricer = 26;
     QueueHolderState queue_holder = 30;
     SplitterOrderState splitter = 31;
-    ScratchOrderState scratch = 32;
-    ProRataOrderState prorata = 33;
     
     DynamicOrderState dynamic = 255; // do not use anything bigger than 255, or things will break
   }
@@ -361,8 +340,6 @@ message CoverOrderState {}
 message OffsetOrderState {}
 message OCOOrderState {}
 message PricerOrderState {}
-message ScratchOrderState {}
-message ProRataOrderState {}
 message DynamicOrderState {}
 message QueueHolderState {}
 message SplitterOrderState {}
@@ -583,7 +560,6 @@ enum DynamicOrderPrimitiveDescriptor {
   DYNAMIC_ORDER_PRIMITIVE_STRING = 3;
   DYNAMIC_ORDER_PRIMITIVE_BOOL = 4;
   DYNAMIC_ORDER_PRIMITIVE_ORDER_DEF = 5;
-  DYNAMIC_ORDER_PRIMITIVE_QUANTITY = 6;
 }
 
 message DynamicOrderTypeDescriptor {
@@ -632,7 +608,6 @@ message DynamicOrderParam {
     DynamicOrderArray as_array = 7;
     DynamicOrderStruct as_struct = 8;
     DynamicOrderEnumerated as_enumerated = 9;
-    spark.QuantityMeasure as_quantity = 10;
   }
 }
 

src/lib/api/services/PositionService.proto

@@ -8,7 +8,6 @@ import "lib/domain_model/Security.proto";
 message PositionUnit{
    int32 record_id = 1 [(bts.api.key)=true];
    string account = 10;
-   uint32 account_id = 15;
    uint32 security_id = 20;
    double sod_long_pos = 30;
    double sod_long_avg_price = 40;
@@ -20,22 +19,6 @@ message PositionUnit{
    double day_short_avg_price = 100;   
 }
 
-message PNLUnit{
-   int32 record_id = 1 [(bts.api.key)=true];
-   PositionUnit pos = 10;
-   double cash_value = 20;   
-   double bid_price = 30;
-   double ask_price = 40;
-   double last_price = 50;
-   double settlement_price = 60;
-}
-
-message AccountPNL{
-   uint32 account_id = 1 [(bts.api.key)=true];
-   string account_name = 10;
-   double day_pnl = 20;
-}
-
 message ManualFill {
   int32 record_id = 1 [(bts.api.key)=true];
   uint32 security_key = 2;
@@ -70,6 +53,5 @@ service PositionService {
   // subscription
   rpc manual_fills(bts.api.VoidMessage) returns (stream ManualFill);
   rpc position_data(bts.api.VoidMessage) returns (stream PositionUnit);
-  rpc pnl_data(bts.api.VoidMessage) returns (stream PNLUnit);
-  rpc pnl_account_data(bts.api.VoidMessage) returns (stream AccountPNL);
+
 }

src/lib/config/defaults/MarketData.conf

@@ -9,13 +9,6 @@ MarketDataConfig {
    }
 }
 
-PublisherOptions {
-    rule: "DeploymentType.type == 'dev'"
-    value {
-        disable_heartbeat: true
-    }
-}
-
 PlatformMap {
     value {
         glbx_platform: "PLATFORM_MDP3ONIXS"