migrate Spark client to dotnet core 3

This reverts commit 3fa699b4c9 because of
log spam

.gitignore

@@ -34,3 +34,4 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
+CMakeDeps.cmake

.vscode/launch.json

@@ -46,7 +46,7 @@
             "sourceFileMap": {
                 "/home/bts/spark/": "${workspaceRoot}"
             }
-        },
+        },     
         {
             "name": "(gdb) Launch",
             "type": "cppdbg",
@@ -345,12 +345,11 @@
             "name": ".NET Core Remote Launch",
             "type": "coreclr",
             "request": "launch",
-            "program": "/usr/bin/dotnet",
+            "program": "sparkcmd",
             "args": [
-                "sparkcmd.dll",
                 "test",
-                "test_join_create_and_takeout_market"
             ],
+            "env": {"LD_LIBRARY_PATH" : "."},
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/server",
             "pipeTransport": {
@@ -361,11 +360,11 @@
                 "debuggerPath": "/home/bts/vsdbg/vsdbg",
                 "pipeCwd": "${workspaceRoot}",
                 "quoteArgs": true
-            },
+            },           
             "sourceFileMap": {
                 "/home/bts/spark/": "${workspaceRoot}"
             },
             "justMyCode": false
-        },
+        },               
     ]
 }

CMakeLists.txt

@@ -48,6 +48,7 @@ else ()
   add_subdirectory(doc/user)
   add_subdirectory(src/sdk)
   add_subdirectory(src/data_files)
+  add_subdirectory(src/client)
 
   add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
@@ -59,7 +60,17 @@ 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
     COMMENT "Creating server runtime layout"
+    DEPENDS sparkd data_files_dir spark_client_dir
     DEPENDS sparkd data_files_dir)  
 
   add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
+  
+if(${CMAKE_BUILD_TYPE} STREQUAL "Debug")
+   add_custom_command(TARGET server_layout POST_BUILD
+      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.1/linux-x64/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
+else()
+   add_custom_command(TARGET server_layout POST_BUILD
+      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.1/linux-x64/publish/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
+endif()
+      
 endif()

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

@@ -71,12 +71,12 @@ The first step is to start the spark_sdk Docker container with the examples dire
 
 Windows Command Prompt:
 {% clipable() %}
-docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
+docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
 {% end %}
 
 **Powershell** / Linux / Mac:
 {% clipable() %}
-docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
+docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
 {% end %}
 
 ### Attach

doc/user/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+set(sources /home/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)

spark_client.core.sln

@@ -0,0 +1,95 @@
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.29609.76
+MinimumVisualStudioVersion = 15.0.26124.0
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
+EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\sparkcmd\sparkcmd.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
+EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|x64 = Debug|x64
+		MinSizeRel|x64 = MinSizeRel|x64
+		Release|x64 = Release|x64
+		RelWithDebInfo|x64 = RelWithDebInfo|x64
+	EndGlobalSection
+	# The dotnet (core) build cli does not support c++ projects.
+	# Until this changes, c++ projects/solutions must be built with msbuild.
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.ActiveCfg = Debug|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.Build.0 = Debug|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.Build.0 = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.ActiveCfg = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.Debug|x64.ActiveCfg = Debug|x64
+		# {8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.Debug|x64.Build.0 = Debug|x64
+		{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		# {8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.Release|x64.ActiveCfg = Release|x64
+		# {8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.Release|x64.Build.0 = Release|x64
+		{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		# {8C03E81A-6981-3441-BF6C-6ECE7F0482E4}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
+		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
+		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.Build.0 = Release|x64
+		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x64.ActiveCfg = Release|x64
+		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x64.Build.0 = Release|x64
+		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.ActiveCfg = Debug|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.Build.0 = Debug|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.Build.0 = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.Build.0 = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.ActiveCfg = Debug|x64
+		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.Build.0 = Debug|x64
+		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.MinSizeRel|x64.Build.0 = Release|x64
+		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.ActiveCfg = Release|x64
+		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.Build.0 = Release|x64
+		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.Debug|x64.ActiveCfg = Debug|x64
+		# {23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.Debug|x64.Build.0 = Debug|x64
+		{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		# {23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.Release|x64.ActiveCfg = Release|x64
+		# {23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.Release|x64.Build.0 = Release|x64
+		{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		# {23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.ActiveCfg = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.Build.0 = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.Build.0 = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.ActiveCfg = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
+	EndGlobalSection
+	GlobalSection(Performance) = preSolution
+		HasPerformanceSessions = true
+	EndGlobalSection
+EndGlobal

spark_client.sln

@@ -1,10 +1,10 @@
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 15
-VisualStudioVersion = 15.0.27130.2024
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.29609.76
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{3335AAF0-489D-359D-8305-9B7A44E2C760}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{8C03E81A-6981-3441-BF6C-6ECE7F0482E4}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
@@ -12,235 +12,81 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\spar
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{2256015B-E7D5-3614-8F39-814CA68A4444}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
-	ProjectSection(ProjectDependencies) = postProject
-		{3335AAF0-489D-359D-8305-9B7A44E2C760} = {3335AAF0-489D-359D-8305-9B7A44E2C760}
-	EndProjectSection
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
+	ProjectSection(ProjectDependencies) = postProject
+		{8C03E81A-6981-3441-BF6C-6ECE7F0482E4} = {8C03E81A-6981-3441-BF6C-6ECE7F0482E4}
+	EndProjectSection
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_fix", "src\client\spark_fix\spark_fix.csproj", "{D8031C13-7BEA-430A-BB60-40927D15CFC3}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|Any CPU = Debug|Any CPU
 		Debug|x64 = Debug|x64
-		Debug|x86 = Debug|x86
-		MinSizeRel|Any CPU = MinSizeRel|Any CPU
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-		MinSizeRel|x86 = MinSizeRel|x86
-		Release|Any CPU = Release|Any CPU
 		Release|x64 = Release|x64
-		Release|x86 = Release|x86
-		RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
 		RelWithDebInfo|x64 = RelWithDebInfo|x64
-		RelWithDebInfo|x86 = RelWithDebInfo|x86
 	EndGlobalSection
 	GlobalSection(ProjectConfigurationPlatforms) = postSolution
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-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.ActiveCfg = Debug|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.Build.0 = Debug|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x86.ActiveCfg = Debug|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x86.Build.0 = Debug|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.Build.0 = Debug|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x86.Build.0 = Debug|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|Any CPU.Build.0 = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.ActiveCfg = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x86.ActiveCfg = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x86.Build.0 = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|Any CPU.ActiveCfg = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|Any CPU.Build.0 = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
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-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.ActiveCfg = Debug|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.Build.0 = Debug|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x86.ActiveCfg = Debug|x64
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-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.Build.0 = Release|x64
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+		{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{23CC41FA-C9CE-3B77-BED8-71C058B05C4F}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.ActiveCfg = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.Build.0 = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.Build.0 = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.ActiveCfg = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

src/client/CMakeLists.txt

@@ -0,0 +1,19 @@
+
+cmake_minimum_required(VERSION 3.5)
+project(spark_client)
+include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
+
+file(GLOB_RECURSE spark_client_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.cs)
+file(GLOB_RECURSE spark_client_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.csproj)
+file(GLOB_RECURSE spark_ui_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.cs)
+file(GLOB_RECURSE spark_ui_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.csproj)
+list(REMOVE_ITEM spark_ui_sources ${spark_client_sources} )
+list(REMOVE_ITEM spark_ui_csproj ${spark_client_csproj} )
+
+add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/../
+   COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh
+   ARGS ${CMAKE_BUILD_TYPE} ${CMAKE_BINARY_DIR}
+   COMMENT "Building sparkcmd in netcore3"
+   DEPENDS libspark ${spark_client_sources} ${spark_client_csproj} ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh)
+
+   add_custom_target(spark_client_dir ALL DEPENDS ${CMAKE_BINARY_DIR}/../)   

src/client/Directory.Build.props

@@ -5,6 +5,7 @@
     <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
     <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
     <Externals>$(SparkRoot)\externals\windows</Externals>
+    <Externals Condition=" '$(OS)' != 'Windows_NT' ">$(SparkRoot)/externals/linux</Externals>
     <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
     <ErrorReport>None</ErrorReport>
     <Prefer32Bit>False</Prefer32Bit>
@@ -19,20 +20,25 @@
     <OutputPath>$(BaseOutputPath)\bin</OutputPath>
     <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
     <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
+    <BaseIntermediateOutputPath Condition=" '$(OS)' != 'Windows_NT' ">$(BaseOutputPath)\linuxobj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
+    <IntermediateOutputPath Condition=" '$(OS)' != 'Windows_NT' ">$(BaseOutputPath)\linuxobj\$(MSBuildProjectName)</IntermediateOutputPath>
     <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
 </PropertyGroup>
 
+
 <Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />
 
 <ItemGroup>
     <AvailableItemName Include="Proto2">
-        <Targets>CompileProto3</Targets>
+        <Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto2</Targets>
+        <Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto2Linux</Targets>
     </AvailableItemName>
     <AvailableItemName Include="Proto3">
-        <Targets>CompileProto3</Targets>
+        <Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto3</Targets>
+        <Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto3Linux</Targets>
     </AvailableItemName>
     <AvailableItemName Include="Proto3Excel">
-        <Targets>CompileProto3Excel</Targets>
+        <Targets Condition=" '$(OS)' == 'Windows_NT' ">CompileProto3Excel</Targets>
     </AvailableItemName>    
 </ItemGroup>
 
@@ -43,6 +49,14 @@
     <protogen>$(Externals)\bin\protogen.exe</protogen>
 </PropertyGroup>
 
+<PropertyGroup Label="ProtoBuf" Condition=" '$(OS)' != 'Windows_NT' ">
+    <ProtocPluginBase>$(SparkRoot)/src/lib/api/service_compiler</ProtocPluginBase>
+    <ProtoInclude>$(Externals)/include</ProtoInclude>
+    <protoc>$(Externals)/bin/protoc</protoc>
+    <protoc_rename>$(Externals)/bin/lowercase_files.sh</protoc_rename>
+    <protogen>$(Externals)/bin/protogen</protogen>
+</PropertyGroup>
+
 <ItemDefinitionGroup>
     <Proto2>
     </Proto2>

src/client/Directory.Build.targets

@@ -3,7 +3,7 @@
 
 
 <Target Name="CompileProto2" 
-    Condition="'@(Proto2)'!=''"
+    Condition="'@(Proto2)'!='' AND '$(OS)' == 'Windows_NT' "
     Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
     Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
     AfterTargets="PreBuildEvent">
@@ -28,7 +28,7 @@
     passes wipes out the additional compile includes that we add.
 -->
 <Target Name="CompileProto3" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3)'!=''"
+    Condition="'@(Proto3)'!=''  AND '$(OS)' == 'Windows_NT' "
     Inputs="$(protoc);
     %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
     $(ProtocPluginBase)\templates\c#\client.pb.cs;
@@ -58,7 +58,7 @@
 </Target>
 
 <Target Name="CompileProto3Excel" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3Excel)'!=''"
+    Condition="'@(Proto3Excel)'!='' AND '$(OS)' == 'Windows_NT' "
     Inputs="$(protoc);
     %(Proto3Excel.Identity);$(ProtocPluginBase)\plugin.py;
     $(ProtocPluginBase)\templates\excel\excel.pb.cs;"
@@ -82,12 +82,74 @@
     </ItemGroup>
 </Target>
 
+
+<Target Name="CompileProto2Linux" 
+    Condition="'@(Proto2)'!='' AND '$(OS)' != 'Windows_NT' "
+    Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
+    Outputs="$(GenDir)/proto2/%(Proto2.filename).cs"
+    AfterTargets="PreBuildEvent">
+    <PropertyGroup>
+        <SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
+        <SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
+        <WorkingDirectory>$(GenDir)/proto2</WorkingDirectory>
+    </PropertyGroup>
+    <MakeDir Directories="$(WorkingDirectory)" />
+    <Copy SourceFiles="%(Proto2.FullPath)" DestinationFolder="$(WorkingDirectory)" SkipUnchangedFiles="True" UseHardLinksIfPossible="True" />
+    <Error Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive" Condition="!Exists($(protogen))" />
+    <Message Importance="High" Text="Doing Proto2 %(proto2.filename)" />
+    <Exec Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)/include"
+          WorkingDirectory="$(WorkingDirectory)" />
+    <ItemGroup>
+        <Compile Include="$(WorkingDirectory)/%(Proto2.filename).cs" />
+    </ItemGroup>
+</Target>
+
+<Target Name="CompileProto3Linux" AfterTargets="GetAssemblyVersion"
+    Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' "
+    Inputs="$(protoc);
+    %(Proto3.Identity);$(ProtocPluginBase)/plugin.py;
+    $(ProtocPluginBase)/templates/c#/client.pb.cs;
+    $(ProtocPluginBase)/templates/c#/server.pb.cs;
+    $(ProtocPluginBase)/templates/c#/immutable.pb.cs;"
+    Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
+    <MakeDir Directories="%(Proto3.OutBase)" />
+    <MakeDir Directories="$(IntermediateOutputPath)/gen" />
+   
+    <Message Importance="High" Text="Generating service %(Proto3.FileName)" />
+    <Exec Command="
+       PYTHONPATH=$(Externals)/python $(protoc) \
+       %(Proto3.FullPath) \
+       --error_format=gcc \
+       --proto_path=$(protoinc):$(SourceRoot) \
+       --plugin=&apos;protoc-gen-service=$(ProtocPluginBase)/plugin.py&apos; \
+       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) \
+       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
+      WorkingDirectory="%(relativedir)" />    
+      
+    <!-- <Exec Command="$(protoc_rename) %(Proto3.OutBase)"  />    -->
+            
+    <ItemGroup>
+       <Compile Include="%(Proto3.OutCS)" />
+       <Compile Include="%(Proto3.OutCSClient)" />
+       <Compile Include="%(Proto3.OutCSServer)" />
+       <Compile Include="%(Proto3.OutCSImmutable)" />
+    </ItemGroup>
+</Target>
+
+<!-- <Target Name="RenameProto3Linux" AfterTargets="CompileProto3Linux"
+   Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' ">
+   <Move SourceFiles="$(OutBase)\Apicore.cs" DestinationFiles="$(OutBase)\apicore.cs" />  
+   <Move SourceFiles="$(OutBase)\Apioptions.cs" DestinationFiles="$(OutBase)\apioptions.cs" />  
+   <Move SourceFiles="$(OutBase)\Co2.cs" DestinationFiles="$(OutBase)\co2.cs" />  
+</Target> -->
+
+
 <Target Name="AfterClean" AfterTargets="Clean">
     <Delete Files="%(Proto3.OutCS)" />
     <Delete Files="%(Proto3.OutCSClient)" />
     <Delete Files="%(Proto3.OutCSServer)" />
     <Delete Files="%(Proto3.OutCSImmutable)" />
-    <Delete Files="$(GenDir)\proto2\*" />
+    <Delete Files="$(GenDir)/proto2/*" />
     <Delete Files="%(Proto3Excel.OutCSExcel)" />
 </Target>
 

src/client/build_spark_dotnetcore.sh

@@ -0,0 +1,14 @@
+#!/bin/bash
+
+#$1 = Debug / Release (CMAKE_BUILD_TYPE), $2 = CMAKE_BINARY_DIR
+cd "$(dirname "$0")"
+echo $PWD dotnet build -c $1 ./sparkcmd/
+dotnet build -c $1 -o $2/../$1/bin/netcoreapp3.1/linux-x64 ./sparkcmd/ 
+
+if [ "$1" == "Release" ]
+then
+   dotnet publish -c $1 -o $2/../$1/bin/netcoreapp3.1/linux-x64 ./sparkcmd/ 
+   ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.1/linux-x64/publish
+fi
+
+ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.1/linux-x64

src/client/spark/App.xaml

@@ -2,7 +2,7 @@
              xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
              xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
              xmlns:local="clr-namespace:mbts.ui.shell"
-             xmlns:sys="clr-namespace:System;assembly=mscorlib"
+             xmlns:sys="clr-namespace:System;assembly=System.Runtime"
              xmlns:converters="clr-namespace:mbts.ui.converters">
    <Application.Resources>
       <ResourceDictionary>

src/client/spark/Images/Vector/Icons.xaml

@@ -3,7 +3,7 @@
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
   xmlns:mbts="clr-namespace:mbts.ui"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
 
   <sys:String x:Key="{x:Static mbts:Icons.AttachAlgosKey}">

src/client/spark/Modules/Spreader/ExecutionStrategyEditor.xaml

@@ -6,7 +6,7 @@
                     xmlns:c="clr-namespace:mbts.ui.controls"
                     xmlns:cv="clr-namespace:mbts.ui.converters"
                     xmlns:usp="clr-namespace:mbts.ui.spark"
-                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
+                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/Converters.xaml"/>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>

src/client/spark/Modules/Spreader/ParameterSectionView.xaml

@@ -4,7 +4,7 @@
                     xmlns:c="clr-namespace:mbts.ui.controls"
                     xmlns:cv="clr-namespace:mbts.ui.converters"
                     xmlns:usp="clr-namespace:mbts.ui.spark"
-                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
+                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
   <cv:ValueMap x:Key="EmptyStringVisibilityConverter" Default="{u:Visibility Visible}">
     <cv:KeyValue Key="{x:Static sys:String.Empty}" Value="{u:Visibility Collapsed}"/>
     <cv:KeyValue Key="{x:Null}" Value="{u:Visibility Collapsed}"/>

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketDistance/QuoteInsideMarketDistanceTowardModel.cs

@@ -5,7 +5,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteInsideMarketDistanceTowardModel : RowModelBase<uint> {
-         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
+         readonly Dictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
 
          public override string display_name { get; } = "Toward Distance";
          public override string help_text { get; } = string.Empty;
@@ -21,7 +21,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.id] = value;
+            _value_store[leg_tup.SecurityKey] = value;
             if (_get_inside_market_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance)
                inside_market_distance.OnTowardDistance = value;
          }
@@ -33,7 +33,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.id);
+            _value_store.GetValueOrDefault(leg_tup.SecurityKey);
       }
    }
 }

src/client/spark/Modules/Trading/AlgoStudio/AlgoStudioView.xaml

@@ -11,7 +11,7 @@
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
   xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   u:StateManager.VisualState="{Binding selected_definition.algo_root, Converter={x:Static usp:AlgoStudioView.EditPaneVisualStateConverter}}"
   Background="{StaticResource CommonBackground}"
 >

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

@@ -11,7 +11,7 @@
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
   xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <UserControl.Resources>
     <ResourceDictionary>

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

@@ -9,7 +9,7 @@
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
   xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <UserControl.Resources>
     <ResourceDictionary>

src/client/spark/Modules/Trading/Ladder/View/LadderSettingsView.xaml

@@ -9,7 +9,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   xmlns:scm="clr-namespace:System.ComponentModel;assembly=WindowsBase"
   TextElement.FontSize="{x:Static u:FontSizes.Small}"
 >

src/client/spark/Modules/Trading/Ladder/View/LadderView.xaml

@@ -9,7 +9,7 @@
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
   xmlns:converters="clr-namespace:mbts.ui.converters"
   xmlns:txt="clr-namespace:mbts.ui.utility.text"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   Height="600"
   Width="420"
   Background="{x:Static mbts:BTSColors.common_background_brush}"

src/client/spark/Modules/Trading/ManualFills/ManualFillRowEditor.xaml

@@ -6,7 +6,7 @@
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   FocusVisualStyle="{x:Null}"
 >
   <UserControl.Resources>

src/client/spark/Modules/Trading/OrderBook/MiniOrderBook/MiniOrderBookView.xaml

@@ -10,7 +10,7 @@
              xmlns:c="clr-namespace:mbts.ui.controls"
              xmlns:usp="clr-namespace:mbts.ui.spark"
              xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-             xmlns:sys="clr-namespace:System;assembly=mscorlib"
+             xmlns:sys="clr-namespace:System;assembly=System.Runtime"
              xmlns:order="clr-namespace:bts.api.orderman;assembly=spark_api"
              mc:Ignorable="d"
              MaxHeight="240"

src/client/spark/Modules/Trading/OrderBook/View/OrderBookGridView.xaml

@@ -8,7 +8,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   InactiveSelectionOpacity="0.3"
 >
   <c:DIYGrid.Resources>

src/client/spark/Modules/Trading/OrderBook/View/OrderBookToolBar.xaml

@@ -1,7 +1,5 @@
 <ResourceDictionary
   xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:ie="http://schemas.microsoft.com/expression/2010/interactions"
-  xmlns:i="http://schemas.microsoft.com/expression/2010/interactivity"
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:ob="clr-namespace:bts.shell.orderbook"
   xmlns:sp="clr-namespace:mbts.spark"
@@ -432,11 +430,11 @@
                     BorderBrush="{u:BTSColor UI.Button.normal_border}"
                     Background="{StaticResource ControlBackground}"
                   >
-                    <i:Interaction.Triggers>
+                    <!--<i:Interaction.Triggers>
                       <i:EventTrigger EventName="MouseLeave">
                         <ie:ChangePropertyAction TargetName="OverflowPopup" PropertyName="IsOpen" Value="False"/>
                       </i:EventTrigger>
-                    </i:Interaction.Triggers>
+                    </i:Interaction.Triggers>-->
                     <StackPanel Orientation="Vertical">
                       <MenuItem
                         c:RadioButtonGroupManager.Manager="{Binding Path='(c:RadioButtonGroupManager.Manager)', RelativeSource={RelativeSource AncestorType=ToolBar}}"

src/client/spark/Modules/Trading/OrderBook/View/OrderBookView.xaml

@@ -11,7 +11,7 @@
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:ut="clr-namespace:mbts.ui.utilities"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   xmlns:ob="clr-namespace:bts.shell.orderbook"
   Grid.Row="0"
   FocusManager.IsFocusScope="True"

src/client/spark/Modules/Trading/OrderBook/View/OrderParamsPanel.xaml

@@ -5,7 +5,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <cv:MultiValueConverterPipe x:Key="CalculatorButtonsVisualStateConverter">
     <cv:BooleanNoneConverter/>

src/client/spark/Modules/Trading/PNL/View/PNLView.xaml

@@ -9,7 +9,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   FocusManager.IsFocusScope="True"
   Background="{StaticResource CommonBackground}"
 >

src/client/spark/Orders/OrderModificationControl.xaml

@@ -6,7 +6,7 @@
              xmlns:cv="clr-namespace:mbts.ui.converters"
              xmlns:usp="clr-namespace:mbts.ui.spark"
              xmlns:uag="clr-namespace:mbts.ui.spark.algo"
-             xmlns:sys="clr-namespace:System;assembly=mscorlib">
+             xmlns:sys="clr-namespace:System;assembly=System.Runtime">
   <UserControl.Resources>
     <ResourceDictionary>
       <ResourceDictionary.MergedDictionaries>

src/client/spark/Orders/OrderModificationDialog.xaml

@@ -4,7 +4,7 @@
         xmlns:u="clr-namespace:mbts.ui"
         xmlns:cv="clr-namespace:mbts.ui.converters"
         xmlns:usp="clr-namespace:mbts.ui.spark"
-        xmlns:sys="clr-namespace:System;assembly=mscorlib"
+        xmlns:sys="clr-namespace:System;assembly=System.Runtime"
         u:WindowStyle.SizeToContent="WidthAndHeight"
         u:WindowStyle.TitleContent="{Binding bbo, Mode=OneWay}"
         Style="{StaticResource BTSWindowTitleTemplate}">

src/client/spark/Orders/OrderTicket.xaml

@@ -4,7 +4,7 @@
         xmlns:msys="clr-namespace:bts.api;assembly=spark_api"
         xmlns:u="clr-namespace:mbts.ui"
         xmlns:usp="clr-namespace:mbts.ui.spark"
-        xmlns:sys="clr-namespace:System;assembly=mscorlib"
+        xmlns:sys="clr-namespace:System;assembly=System.Runtime"
         u:WindowStyle.SizeToContent="WidthAndHeight"
         u:WindowStyle.TitleContent="{Binding bbo, Mode=OneWay}"
         Style="{StaticResource BTSWindowTitleTemplate}">

src/client/spark/Predicates/View/Primitive/StringIgnoreCaseView.xaml

@@ -4,7 +4,7 @@
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Colors.xaml"/>

src/client/spark/Properties/Resources.Designer.cs

@@ -19,7 +19,7 @@ namespace bts.Properties {
     // class via a tool like ResGen or Visual Studio.
     // To add or remove a member, edit your .ResX file then rerun ResGen
     // with the /str option, or rebuild your VS project.
-    [global::System.CodeDom.Compiler.GeneratedCodeAttribute("System.Resources.Tools.StronglyTypedResourceBuilder", "15.0.0.0")]
+    [global::System.CodeDom.Compiler.GeneratedCodeAttribute("System.Resources.Tools.StronglyTypedResourceBuilder", "16.0.0.0")]
     [global::System.Diagnostics.DebuggerNonUserCodeAttribute()]
     [global::System.Runtime.CompilerServices.CompilerGeneratedAttribute()]
     internal class Resources {
@@ -59,34 +59,7 @@ namespace bts.Properties {
                 resourceCulture = value;
             }
         }
-
-        /// <summary>
-        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
-        /// </summary>
-        internal static System.IO.UnmanagedMemoryStream reload_1911 {
-            get {
-                return ResourceManager.GetStream("reload_1911", resourceCulture);
-            }
-        }
-
-        /// <summary>
-        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
-        /// </summary>
-        internal static System.IO.UnmanagedMemoryStream cash_register_purchase {
-            get {
-                return ResourceManager.GetStream("cash_register_purchase", resourceCulture);
-            }
-        }
-
-        /// <summary>
-        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
-        /// </summary>
-        internal static System.IO.UnmanagedMemoryStream powerup {
-            get {
-                return ResourceManager.GetStream("powerup", resourceCulture);
-            }
-        }
-
+        
         /// <summary>
         ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
         /// </summary>
@@ -99,9 +72,18 @@ namespace bts.Properties {
         /// <summary>
         ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
         /// </summary>
-        internal static System.IO.UnmanagedMemoryStream whistle {
+        internal static System.IO.UnmanagedMemoryStream cash_register_purchase {
             get {
-                return ResourceManager.GetStream("whistle", resourceCulture);
+                return ResourceManager.GetStream("cash_register_purchase", resourceCulture);
+            }
+        }
+        
+        /// <summary>
+        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
+        /// </summary>
+        internal static System.IO.UnmanagedMemoryStream game_over_arcade {
+            get {
+                return ResourceManager.GetStream("game_over_arcade", resourceCulture);
             }
         }
         
@@ -123,15 +105,6 @@ namespace bts.Properties {
             }
         }
         
-        /// <summary>
-        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
-        /// </summary>
-        internal static System.IO.UnmanagedMemoryStream game_over_arcade {
-            get {
-                return ResourceManager.GetStream("game_over_arcade", resourceCulture);
-            }
-        }
-        
         /// <summary>
         ///   Looks up a localized resource of type System.Byte[].
         /// </summary>
@@ -151,5 +124,32 @@ namespace bts.Properties {
                 return ((byte[])(obj));
             }
         }
+        
+        /// <summary>
+        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
+        /// </summary>
+        internal static System.IO.UnmanagedMemoryStream powerup {
+            get {
+                return ResourceManager.GetStream("powerup", resourceCulture);
+            }
+        }
+        
+        /// <summary>
+        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
+        /// </summary>
+        internal static System.IO.UnmanagedMemoryStream reload_1911 {
+            get {
+                return ResourceManager.GetStream("reload_1911", resourceCulture);
+            }
+        }
+        
+        /// <summary>
+        ///   Looks up a localized resource of type System.IO.UnmanagedMemoryStream similar to System.IO.MemoryStream.
+        /// </summary>
+        internal static System.IO.UnmanagedMemoryStream whistle {
+            get {
+                return ResourceManager.GetStream("whistle", resourceCulture);
+            }
+        }
     }
 }

src/client/spark/Properties/Resources.resx

@@ -118,34 +118,34 @@
     <value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </resheader>
   <assembly alias="System.Windows.Forms" name="System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089" />
-  <data name="game_sound_correct" type="System.Resources.ResXFileRef, System.Windows.Forms">
-    <value>..\Sounds\game_sound_correct.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
-  </data>
-  <data name="Grab" type="System.Resources.ResXFileRef, System.Windows.Forms">
-    <value>..\Images\Cursors\Grab.cur;System.Byte[], mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
-  </data>
-  <data name="Grabbing" type="System.Resources.ResXFileRef, System.Windows.Forms">
-    <value>..\Images\Cursors\Grabbing.cur;System.Byte[], mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
-  </data>
-  <data name="whistle" type="System.Resources.ResXFileRef, System.Windows.Forms">
-    <value>..\Sounds\whistle.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
-  </data>
   <data name="bell_counter" type="System.Resources.ResXFileRef, System.Windows.Forms">
     <value>..\Sounds\bell_counter.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </data>
-  <data name="powerup" type="System.Resources.ResXFileRef, System.Windows.Forms">
-    <value>..\Sounds\powerup.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
-  </data>
   <data name="cash_register_purchase" type="System.Resources.ResXFileRef, System.Windows.Forms">
     <value>..\Sounds\cash_register_purchase.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </data>
   <data name="game_over_arcade" type="System.Resources.ResXFileRef, System.Windows.Forms">
     <value>..\Sounds\game_over_arcade.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </data>
+  <data name="game_sound_correct" type="System.Resources.ResXFileRef, System.Windows.Forms">
+    <value>..\Sounds\game_sound_correct.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </data>
   <data name="game_sound_wrong" type="System.Resources.ResXFileRef, System.Windows.Forms">
     <value>..\Sounds\game_sound_wrong.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </data>
+  <data name="Grab" type="System.Resources.ResXFileRef, System.Windows.Forms">
+    <value>..\Images\Cursors\Grab.cur;System.Byte[], mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </data>
+  <data name="Grabbing" type="System.Resources.ResXFileRef, System.Windows.Forms">
+    <value>..\Images\Cursors\Grabbing.cur;System.Byte[], mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </data>
+  <data name="powerup" type="System.Resources.ResXFileRef, System.Windows.Forms">
+    <value>..\Sounds\powerup.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </data>
   <data name="reload_1911" type="System.Resources.ResXFileRef, System.Windows.Forms">
     <value>..\Sounds\reload_1911.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
   </data>
+  <data name="whistle" type="System.Resources.ResXFileRef, System.Windows.Forms">
+    <value>..\Sounds\whistle.wav;System.IO.MemoryStream, mscorlib, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </data>
 </root>

src/client/spark/Spark.csproj

@@ -1,55 +1,48 @@
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk.WindowsDesktop">
+
   <PropertyGroup>
-    <TargetFramework>net471</TargetFramework>
+    <TargetFramework>netcoreapp3.1</TargetFramework>
+    <Platforms>x64</Platforms>
+    <Platform>x64</Platform>
+    <OutputType>WinExe</OutputType>
+    <RuntimeIdentifier>win7-x64</RuntimeIdentifier>
     <Authors>Blue Trading Systems</Authors>
     <Company>Blue Trading Systems</Company>
     <Product>Spark</Product>
     <Description>Advanced Derivatives Trading</Description>
     <ApplicationManifest>spark.manifest</ApplicationManifest>
     <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
-    <Configurations>Debug;Release</Configurations>
-    <Platforms>x64</Platforms>
-    <PlatformTarget>AnyCPU</PlatformTarget>
-    <LanguageTargets>$(MSBuildExtensionsPath)\$(VisualStudioVersion)\Bin\Microsoft.CSharp.targets</LanguageTargets>
-    <ApplicationIcon>logo.ico</ApplicationIcon>
-    <OutputType>WinExe</OutputType>
-    <StartupObject>mbts.ui.shell.App</StartupObject>
     <RootNamespace>bts</RootNamespace>
-    <LangVersion>7.2</LangVersion>
-    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
-    <WarningsAsErrors />
-    <Version>1.0.0</Version>
+    <UseWPF>true</UseWPF>
+    <UseWindowsForms>true</UseWindowsForms>
+    <WarningsAsErrors>true</WarningsAsErrors>
+    <TreatWarningsAsErrors />
+    <GenerateProgramFile>false</GenerateProgramFile>
+    <Configurations>Debug;Release</Configurations>
   </PropertyGroup>
+
   <ItemGroup>
+    <PackageReference Include="Google.Protobuf" Version="3.11.2" />
+    <PackageReference Include="IronPython" Version="2.7.9" />
+    <PackageReference Include="NAudio" Version="1.9.0" />
+    <PackageReference Include="Newtonsoft.Json" Version="12.0.3" />
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="16.4.0" />
+    <PackageReference Include="NUnit" Version="3.12.0" />
+    <PackageReference Include="NUnit3TestAdapter" Version="3.15.1" />
+    <PackageReference Include="System.ComponentModel.Composition" Version="4.7.0" />
+    <PackageReference Include="System.Composition.AttributedModel" Version="1.4.0" />
+    <FrameworkReference Remove="Microsoft.WindowsDesktop.App" />
+    <PackageReference Include="System.Reactive.Linq" Version="4.3.1" />
+    <FrameworkReference Update="Microsoft.WindowsDesktop.App" />
+    <PackageReference Include="protobuf-net" Version="2.4.4" />
+    <PackageReference Include="System.Reactive.Interfaces" Version="4.3.1" />
     <ProjectReference Include="../spark_api/spark_api.csproj" />
     <ProjectReference Include="../spark_core/spark_core.csproj" />
-    <Reference Include="PresentationCore" />
-    <Reference Include="PresentationFramework" />
-    <Reference Include="PresentationFramework.Aero" />
-    <Reference Include="System.Windows.Forms" />
-    <Reference Include="System.Xaml" />
-    <Reference Include="WindowsBase" />
-    <Reference Include="Microsoft.CSharp" />
-    <Reference Include="System.ComponentModel.Composition" />
-    <PackageReference Include="Google.Protobuf" Version="3.6.1" />
-    <PackageReference Include="IronPython" Version="2.7.7" />
-    <PackageReference Include="NAudio" Version="1.8.4" />
-    <PackageReference Include="Newtonsoft.Json" Version="10.0.3" />
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="15.0.0" />
-    <PackageReference Include="NUnit" Version="3.10.1" />
-    <PackageReference Include="NUnit3TestAdapter" Version="3.8.0" />
-    <PackageReference Include="System.Reactive" Version="3.1.1" />
-    <PackageReference Include="protobuf-net" Version="2.3.2" />
-    <PackageReference Include="System.Windows.Interactivity.WPF" Version="2.0.20525" />
-    <PackageReference Include="WPFTextBoxAutoComplete" Version="1.0.5" />
   </ItemGroup>
   <ItemGroup>
-    <ApplicationDefinition Include="App.xaml" Generator="MSBuild:Compile" />
-    <Page Include="**\*.xaml" Exclude="App.xaml" SubType="Designer" Generator="MSBuild:Compile" />
-    <Compile Update="**\*.xaml.cs" SubType="Designer" DependentUpon="%(Filename)" />
-    <Proto3 Include="core\Settings\UISettings.proto" />
     <Resource Include="**\*.ico" />
     <Resource Include="**\*.png" />
+    <Proto3 Include="core\Settings\UISettings.proto" />
     <ConfigDefaults Include="../../lib/config/defaults/*.conf" />
   </ItemGroup>
   <ItemGroup>
@@ -59,8 +52,17 @@
     <Content Include="logo.ico" />
   </ItemGroup>
   <ItemGroup>
-    <EmbeddedResource Include="Sounds\game_sound_correct.wav" />
-    <EmbeddedResource Include="Sounds\whistle.wav" />
+    <Compile Update="Properties\Resources.Designer.cs">
+      <DesignTime>True</DesignTime>
+      <AutoGen>True</AutoGen>
+      <DependentUpon>Resources.resx</DependentUpon>
+    </Compile>
   </ItemGroup>
-  <Target Name="diagnostic" AfterTargets="PreBuildEvent" />
+  <ItemGroup>
+    <EmbeddedResource Update="Properties\Resources.resx">
+      <Generator>ResXFileCodeGenerator</Generator>
+      <LastGenOutput>Resources.Designer.cs</LastGenOutput>
+    </EmbeddedResource>
+  </ItemGroup>
+
 </Project>

src/client/spark/core/Diagnostics/ShellDiagnosticsServiceServer.cs

@@ -147,15 +147,8 @@ namespace bts.api.diagnostic {
          }
       }
 
-      public override Task<ScriptResultMessage> run(ScriptLines request) {
-
-         var tcs = new TaskCompletionSource<ScriptResultMessage>();
-         void ret(ScriptResultMessage r) {
-            tcs.TrySetResult(r);
-         }
-
-         _dispatcher.BeginInvoke(() => {
-
+      public override Task<ScriptResultMessage> run(ScriptLines request) =>
+         _dispatcher.InvokeAsync(() => {
             // append lines to _pending
             foreach (var line in request.Lines) {
                _pending.AppendLine(line);
@@ -171,23 +164,18 @@ namespace bts.api.diagnostic {
                // If 'complete' run code
                case ScriptCodeParseResult.Complete:
                   _pending.Clear();
-                  ret(run_code(code));
-                  break;
+                  //ret(run_code(code));
+                  return run_code(code);
                // if 'invalid' return error
                case ScriptCodeParseResult.Invalid:
                   Console.WriteLine("Invalid");
                   _pending.Clear();
-                  ret(new ScriptResultMessage { Res = ScriptResult.Invalid, Message = code.GetCode() });
-                  break;
+                  return new ScriptResultMessage { Res = ScriptResult.Invalid, Message = code.GetCode() };
                // otherwise continue buffering
                default:
                   Console.WriteLine("Incomplete");
-                  ret(new ScriptResultMessage { Res = ScriptResult.Incomplete });
-                  break;
+                  return new ScriptResultMessage { Res = ScriptResult.Incomplete };
             }
-         });
-
-         return tcs.Task;
-      }
+         }).Task;
    }
 }

src/client/spark/core/ShellInterface/UserSettings/NotificationSettingsView.xaml

@@ -8,7 +8,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   FocusManager.IsFocusScope="True"
   u:WindowStyle.SizeToContent="WidthAndHeight"
   Background="{StaticResource CommonBackground}"

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

@@ -1,23 +1,15 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
+using System.Threading.Tasks;
+
+namespace System.Windows.Threading {
+   public static class DispatcherHelper {
+      public static void Ignore(this DispatcherOperation dispatcher_operation) { }
 
-namespace System.Windows.Threading
-{
-   public static class DispatcherHelper
-   {
       #region Easy Invoke
 
       public static void Invoke(this Dispatcher d, Action action) {
          d.Invoke(action);
       }
 
-      public static void BeginInvoke(this Dispatcher d, Action action) {
-         d.BeginInvoke(action);
-      }
-
       public static void Invoke<T>(this Dispatcher d, Action<T> action, T arg1) {
          d.Invoke(action, arg1);
       }

src/client/spark/view/Controls/DIYGrid/Settings/Animation/CellAnimationView.xaml

@@ -3,7 +3,7 @@
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>

src/client/spark/view/Controls/DIYGrid/Settings/Animation/RowAnimationView.xaml

@@ -3,7 +3,7 @@
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>

src/client/spark/view/Controls/DIYGrid/Settings/Animation/SoundAnimationView.xaml

@@ -3,7 +3,7 @@
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>

src/client/spark/view/Controls/DIYGrid/Settings/GridSettingsView.xaml

@@ -11,7 +11,7 @@
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:ut="clr-namespace:mbts.ui.utilities"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <UserControl.Resources>
     <ResourceDictionary>

src/client/spark/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml

@@ -4,7 +4,7 @@
                     xmlns:c="clr-namespace:mbts.ui.controls"
                     xmlns:usp="clr-namespace:mbts.ui.spark"
                     xmlns:msp="clr-namespace:mbts.spark"
-                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
+                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>
     <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/DoubleMinMaxFilterControl.xaml"/>

src/client/spark/view/Controls/DialogSkirts/DialogSkirt.xaml

@@ -3,7 +3,7 @@
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/Buttons.xaml"/>

src/client/spark/view/Controls/LogViewer.xaml

@@ -4,7 +4,7 @@
              xmlns:u="clr-namespace:mbts.ui"
              xmlns:converters="clr-namespace:mbts.ui.converters"
              xmlns:controls="clr-namespace:mbts.ui.controls"
-             xmlns:sys="clr-namespace:System;assembly=mscorlib">
+             xmlns:sys="clr-namespace:System;assembly=System.Runtime">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/Converters.xaml"/>
   </ResourceDictionary.MergedDictionaries>

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

@@ -8,7 +8,7 @@
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Controls/TickUpDown/TickUpDown.xaml"/>

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

@@ -6,7 +6,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Controls/Popup/PopupControl.xaml"/>

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

@@ -6,7 +6,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:uag="clr-namespace:mbts.ui.spark.algo"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <!--Primitives--> 
   <sys:Double x:Key="TickUpDownMinWidth">37</sys:Double>

src/client/spark/view/Controls/TickFactorsPicker/TickFactorsPicker.xaml

@@ -5,7 +5,7 @@
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:txt="clr-namespace:mbts.ui.utility.text"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/ComboBoxes.xaml"/>

src/client/spark/view/Controls/Time/DateTimePeriodProviderView.xaml

@@ -4,7 +4,7 @@
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   xmlns:proto="clr-namespace:bts.proto"
 >
   <ResourceDictionary.MergedDictionaries>

src/client/spark/view/Controls/Time/DateTimePicker.xaml

@@ -3,7 +3,7 @@
                     xmlns:u="clr-namespace:mbts.ui"
                     xmlns:c="clr-namespace:mbts.ui.controls"
                     xmlns:cv="clr-namespace:mbts.ui.converters"
-                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
+                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Colors.xaml"/>
   </ResourceDictionary.MergedDictionaries>

src/client/spark/view/Controls/Time/DateTimeProviderView.xaml

@@ -4,7 +4,7 @@
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   xmlns:proto="clr-namespace:bts.proto"
 >
   <ResourceDictionary.MergedDictionaries>

src/client/spark/view/Controls/Time/TimeSpanControl.xaml

@@ -4,7 +4,7 @@
                     xmlns:c="clr-namespace:mbts.ui.controls"
                     xmlns:cv="clr-namespace:mbts.ui.converters"
                     xmlns:txt="clr-namespace:mbts.ui.utility.text"
-                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
+                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Colors.xaml"/>
   </ResourceDictionary.MergedDictionaries>

src/client/spark/view/Controls/ToolBar/ToolBar.xaml

@@ -1,13 +1,9 @@
 <ResourceDictionary
   xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
   xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:ie="http://schemas.microsoft.com/expression/2010/interactions"
-  xmlns:i="http://schemas.microsoft.com/expression/2010/interactivity"
   xmlns:u="clr-namespace:mbts.ui"
-  xmlns:c="clr-namespace:mbts.ui.controls"
   xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <!--Primitive Constants-->
   <sys:Double x:Key="VerticalPush1">4</sys:Double>
@@ -194,11 +190,11 @@
                     BorderBrush="{u:BTSColor UI.Button.normal_border}"
                     Background="{x:Static u:BTSColors.common_background_brush}"
                   >
-                    <i:Interaction.Triggers>
+                    <!--<i:Interaction.Triggers>
                       <i:EventTrigger EventName="MouseLeave">
                         <ie:ChangePropertyAction TargetName="OverflowPopup" PropertyName="IsOpen" Value="False"/>
                       </i:EventTrigger>
-                    </i:Interaction.Triggers>
+                    </i:Interaction.Triggers>-->
                     <ToolBarOverflowPanel x:Name="PART_ToolBarOverflowPanel"/>
                   </Border>
                 </Popup>

src/client/spark/view/DragDrop/DragDropHelper.cs

@@ -288,7 +288,7 @@ namespace mbts.ui {
                if (selector != null) {
                   selector.Dispatcher.BeginInvoke(() => {
                      selector.SelectedItem = src;
-                  });
+                  }).Ignore();
                }
 
                new_window.Activate();

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

@@ -1,52 +1,54 @@
-// from https://gist.github.com/ryanvs/8059757
+//// from https://gist.github.com/ryanvs/8059757
 
-using System;
-using System.Threading;
-using System.Windows;
-using System.Windows.Controls;
-using System.Windows.Controls.Primitives;
-using System.Windows.Interactivity;
+/// This class was commented out during the migration to .NET Core 3,
+/// bc it derives from a type defined in an assembly, System.Interactivity, that is incompatible w/ .NET Core 3.
+//using System;
+//using System.Threading;
+//using System.Windows;
+//using System.Windows.Controls;
+//using System.Windows.Controls.Primitives;
+//using System.Windows.Interactivity;
 
-namespace mbts.ui
-{
-   internal class DropDownButtonBehavior : Behavior<Button> {
-      private long attachedCount;
-      private bool isContextMenuOpen;
+//namespace mbts.ui
+//{
+//   internal class DropDownButtonBehavior : Behavior<Button> {
+//      private long attachedCount;
+//      private bool isContextMenuOpen;
 
-      protected override void OnAttached() {
-         base.OnAttached();
-         AssociatedObject.AddHandler(Button.ClickEvent, new RoutedEventHandler(AssociatedObject_Click), true);
-      }
+//      protected override void OnAttached() {
+//         base.OnAttached();
+//         AssociatedObject.AddHandler(Button.ClickEvent, new RoutedEventHandler(AssociatedObject_Click), true);
+//      }
 
-      void AssociatedObject_Click(object sender, System.Windows.RoutedEventArgs e) {
-         Button source = sender as Button;
-         if (source != null && source.ContextMenu != null) {
-            // Only open the ContextMenu when it is not already open. If it is already open,
-            // when the button is pressed the ContextMenu will lose focus and automatically close.
-            if (!isContextMenuOpen) {
-               source.ContextMenu.AddHandler(ContextMenu.ClosedEvent, new RoutedEventHandler(ContextMenu_Closed), true);
-               Interlocked.Increment(ref attachedCount);
-               // If there is a drop-down assigned to this button, then position and display it 
-               source.ContextMenu.PlacementTarget = source;
-               source.ContextMenu.Placement = PlacementMode.Bottom;
-               source.ContextMenu.IsOpen = true;
-               isContextMenuOpen = true;
-            }
-         }
-      }
+//      void AssociatedObject_Click(object sender, System.Windows.RoutedEventArgs e) {
+//         Button source = sender as Button;
+//         if (source != null && source.ContextMenu != null) {
+//            // Only open the ContextMenu when it is not already open. If it is already open,
+//            // when the button is pressed the ContextMenu will lose focus and automatically close.
+//            if (!isContextMenuOpen) {
+//               source.ContextMenu.AddHandler(ContextMenu.ClosedEvent, new RoutedEventHandler(ContextMenu_Closed), true);
+//               Interlocked.Increment(ref attachedCount);
+//               // If there is a drop-down assigned to this button, then position and display it 
+//               source.ContextMenu.PlacementTarget = source;
+//               source.ContextMenu.Placement = PlacementMode.Bottom;
+//               source.ContextMenu.IsOpen = true;
+//               isContextMenuOpen = true;
+//            }
+//         }
+//      }
 
-      protected override void OnDetaching() {
-         base.OnDetaching();
-         AssociatedObject.RemoveHandler(Button.ClickEvent, new RoutedEventHandler(AssociatedObject_Click));
-      }
+//      protected override void OnDetaching() {
+//         base.OnDetaching();
+//         AssociatedObject.RemoveHandler(Button.ClickEvent, new RoutedEventHandler(AssociatedObject_Click));
+//      }
 
-      void ContextMenu_Closed(object sender, RoutedEventArgs e) {
-         isContextMenuOpen = false;
-         var contextMenu = sender as ContextMenu;
-         if (contextMenu != null) {
-            contextMenu.RemoveHandler(ContextMenu.ClosedEvent, new RoutedEventHandler(ContextMenu_Closed));
-            Interlocked.Decrement(ref attachedCount);
-         }
-      }
-   }
-}
+//      void ContextMenu_Closed(object sender, RoutedEventArgs e) {
+//         isContextMenuOpen = false;
+//         var contextMenu = sender as ContextMenu;
+//         if (contextMenu != null) {
+//            contextMenu.RemoveHandler(ContextMenu.ClosedEvent, new RoutedEventHandler(ContextMenu_Closed));
+//            Interlocked.Decrement(ref attachedCount);
+//         }
+//      }
+//   }
+//}

src/client/spark/view/Resources/ComboBoxes.xaml

@@ -3,7 +3,7 @@
     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:sys="clr-namespace:System;assembly=mscorlib"
+		xmlns:sys="clr-namespace:System;assembly=System.Runtime"
     xmlns:control="clr-namespace:mbts.ui.controls">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Controls/MultiSelectDropDown.xaml" />

src/client/spark/view/Resources/Common.xaml

@@ -1,7 +1,7 @@
 <ResourceDictionary xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
                     xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
                     xmlns:u="clr-namespace:mbts.ui"
-                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
+                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
   <Color x:Key="OptionMark.MouseOver.Background.Color">#FFF3F9FF</Color>
   <Color x:Key="OptionMark.MouseOver.Border.Color">#FF5593FF</Color>
   <Color x:Key="OptionMark.MouseOver.Glyph.Color">#FF212121</Color>

src/client/spark/view/Resources/Converters.xaml

@@ -4,7 +4,7 @@
                     xmlns:u="clr-namespace:mbts.ui"
                     xmlns:cv="clr-namespace:mbts.ui.converters"
                     xmlns:uspcv="clr-namespace:mbts.ui.spark.converters"
-                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
+                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
   <cv:BooleanOrConverter x:Key="OrConverter" />
   <cv:BooleanAndConverter x:Key="AndConverter" />
   <cv:NotConverter x:Key="NotConverter" />

src/client/spark/view/Resources/DataTemplates.xaml

@@ -2,7 +2,7 @@
                     xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
                     xmlns:u="clr-namespace:mbts.ui"
                     xmlns:c="clr-namespace:mbts.ui.controls"
-                    xmlns:sys="clr-namespace:System;assembly=mscorlib">
+                    xmlns:sys="clr-namespace:System;assembly=System.Runtime">
   <ResourceDictionary.MergedDictionaries>
     <ResourceDictionary Source="/view/Resources/Converters.xaml" />
   </ResourceDictionary.MergedDictionaries>

src/client/spark/view/Resources/DefinedColors.xaml

@@ -4,6 +4,6 @@
     xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
     xmlns:mbts="clr-namespace:mbts.ui"
 		xmlns:ui="clr-namespace:mbts.ui"
-		xmlns:sys="clr-namespace:System;assembly=mscorlib"
+		xmlns:sys="clr-namespace:System;assembly=System.Runtime"
     xmlns:control="clr-namespace:mbts.ui.controls">
 </ResourceDictionary>

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

@@ -7,8 +7,7 @@
   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"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   x:Name="_login_view"
   Width="520"
   Height="230"
@@ -151,7 +150,6 @@
 
         <TextBox
           x:Name="_username"
-          autocomplete:AutoCompleteBehavior.AutoCompleteItemsSource="{Binding KnownUsers}"
           HorizontalAlignment="Stretch"
           Text="{Binding Name, UpdateSourceTrigger=PropertyChanged}"
         >

src/client/spark/view/Shell/Settings/Global/GlobalAlertsView.xaml

@@ -10,7 +10,7 @@
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:stg="clr-namespace:mbts.ui.settings"
   xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
 >
   <Grid>
     <Grid.Resources>

src/client/spark/view/Shell/Settings/ShellSettingsDialog.xaml

@@ -10,7 +10,7 @@
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:usp="clr-namespace:mbts.ui.spark"
   xmlns:scm="clr-namespace:System.ComponentModel;assembly=WindowsBase"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  xmlns:sys="clr-namespace:System;assembly=System.Runtime"
   u:WindowStyle.AllowResize="True"
   u:WindowStyle.SizeToContent="WidthAndHeight"
   u:WindowStyle.TitleContent="{Binding}"

src/client/spark/view/Shell/Settings/ShellSettingsDialogVM.cs

@@ -266,7 +266,7 @@ namespace mbts.spark {
          Window choose_name_dialog(string title, ProfileVM target, Action<ProfileVM, string> commit) {
             var text_box = new TextBox { Width = 160, Margin = new Thickness(8, 0, 0, 0), Text = target?.name ?? string.Empty };
             Behavior.SetFocusOnLoaded(text_box, true);
-            WPFTextBoxAutoComplete.AutoCompleteBehavior.SetAutoCompleteItemsSource(text_box, skip_local.Select(vm => vm.name).ToList());
+            //WPFTextBoxAutoComplete.AutoCompleteBehavior.SetAutoCompleteItemsSource(text_box, skip_local.Select(vm => vm.name).ToList());
             // panel
             var panel = new StackPanel { Orientation = Orientation.Horizontal, Margin = new Thickness(8) };
             panel.Children.Add(new TextBlock { Text = "Name:", VerticalAlignment = VerticalAlignment.Center });

src/client/spark/view/Shell/Workspaces/WorkspacesDialogView.xaml

@@ -6,7 +6,7 @@
              xmlns:local="clr-namespace:mbts.ui.shell"
              mc:Ignorable="d" 
              xmlns:controls="clr-namespace:mbts.ui.controls"
-             xmlns:sys="clr-namespace:System;assembly=mscorlib"
+             xmlns:sys="clr-namespace:System;assembly=System.Runtime"
              xmlns:ui="clr-namespace:mbts.ui"
              Width="250"
              MaxHeight="700"

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_fix")]
 

src/client/spark_api/publish.cmd

@@ -0,0 +1,2 @@
+dotnet pack
+dotnet nuget push

src/client/spark_api/security/SecurityFormatter.cs

@@ -3,7 +3,7 @@ using System.Collections.Generic;
 using static bts.api.Security;
 
 namespace bts.api {
-   public struct FutureLeg {
+   struct FutureLeg {
       public readonly Venue exchange;
       public readonly string symbol, exchange_desc;
       public readonly FutureContractImmutable future;

src/client/spark_api/security/SecurityHelper.cs

@@ -4,7 +4,7 @@ using System.Linq;
 using static bts.api.Security;
 
 namespace bts.api {
-   public static class SecurityHelper {
+   internal static class SecurityHelper {
       public static IEnumerable<FutureLeg> get_flat_future_legs(SecurityImmutable sec) {
          switch (sec.ContractCase) {
             case ContractOneofCase.Spread: return _get_flat_future_legs(sec.Spread.Legs, 1);

src/client/spark_api/spark_api.csproj

@@ -1,35 +1,33 @@
-<Project Sdk="Microsoft.NET.Sdk">
+<Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
-    <TargetFrameworks>netstandard2.0</TargetFrameworks>
+    <TargetFrameworks>net48;netcoreapp3.1</TargetFrameworks>
+    <Platforms>x64</Platforms>
+    <Platform>x64</Platform>
     <Authors>Blue Trading Systems</Authors>
     <Company>Blue Trading Systems</Company>
     <Product>Spark</Product>
     <Description />
     <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
-    <Platforms>x64</Platforms>
-    <PlatformTarget>AnyCPU</PlatformTarget>
     <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
     <WarningsAsErrors />
     <Version>1.0.0</Version>
-    <LangVersion>7.2</LangVersion>
+    <Configurations>Debug;Release</Configurations>
   </PropertyGroup>
   
   <ItemGroup>
-    <PackageReference Include="Google.Protobuf" Version="3.6.1" />
-    <PackageReference Include="System.Collections.Immutable" Version="1.5.0" />
-    <PackageReference Include="System.Reactive" Version="3.1.1" />
+    <PackageReference Include="Google.Protobuf" Version="3.11.2" />
+    <PackageReference Include="System.Collections.Immutable" Version="1.7.0" />
+    <PackageReference Include="System.Reactive" Version="4.3.1" />
   </ItemGroup>
 
   <ItemGroup>
     <Proto3 Include="**/*.proto" />
     <Proto3 Include="../../lib/api/*.proto" />
     <Proto3 Include="../../lib/api/services/*.proto" />
-    <!--Proto3 Remove="../../lib/api/services/MarketDataRelay.proto" /-->
-    <Proto3 Include="../../lib/md/protos/co2.proto" />
+    <Proto3 Include="../../lib/md/protos/Co2.proto" />
     <Proto3 Include="../../lib/domain_model/Security.proto" />
     <Proto3 Include="../../lib/sparkproto/SparkProtos.proto" />
     <Proto3 Update="../../lib/api/services/OutOfProcessURLListener.proto">
-      <!-- <CompileOptions>internal_access:</CompileOptions> -->
     </Proto3>
   </ItemGroup>
 </Project>

src/client/spark_api/utils/BTSNativeMethods.cs

@@ -28,5 +28,8 @@ namespace bts.utils
 
       [DllImport("libspark")]
       public static extern bool initialize_nothrow(StringBuilder buffer, int length);
+
+      //public static string bts_data_path()
+      //use mbts.config.Configuration.get<bts.config.System>().data_path;
    }
 }

src/client/spark_api/utils/Log.cs

@@ -36,7 +36,6 @@ namespace bts {
       Plugin,
       Sdk,
       Http,
-      Fix
       // Please keep this list in sync with logging.h/logging.cpp
    }
    
@@ -103,10 +102,9 @@ namespace bts {
       internal static Logger Assert => new Logger(Subsystem.Assert);
       internal static Logger Ui => new Logger(Subsystem.Ui);
       internal static Logger Testing => new Logger(Subsystem.Testing);
-      internal static Logger DataFlow => new Logger(Subsystem.DataFlow);      
+      internal static Logger DataFlow => new Logger(Subsystem.DataFlow);
       public static Logger Sdk => new Logger(Subsystem.Sdk);
       public static Logger Http => new Logger(Subsystem.Http);
-      internal static Logger FIX => new Logger(Subsystem.Fix);
 
       internal static void log_at(this Logger logger, Level level, string message) {
          switch (level) {

src/client/spark_core/Collections/Extensions/DictionaryExtensions.cs

@@ -75,12 +75,6 @@ namespace System.Collections.Generic {
       }
 
       #region GetValueOrDefault
-      public static TValue GetValueOrDefault<TKey, TValue>(this IReadOnlyDictionary<TKey, TValue> dictionary, TKey key) =>
-         dictionary.TryGetValue(key, out TValue result) ? result : default;
-
-      public static TValue GetValueOrDefault<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key) =>
-         dictionary.TryGetValue(key, out TValue result) ? result : default;
-
       public static TValue GetValueOrDefault<TKey, TValue>(this IDictionary<TKey, TValue> dictionary, TKey key, TValue default_value) =>
          dictionary.TryGetValue(key, out TValue result) ? result : default_value;
 

src/client/spark_core/Collections/Extensions/EnumerableExtensions.cs

@@ -607,13 +607,6 @@ namespace System.Collections.Generic {
             yield return ConvertUtils.try_convert<TResult>(obj);
       }
 
-      public static IEnumerable<(T1, T2)> Zip<T1, T2>(this IEnumerable<T1> source, IEnumerable<T2> other) {
-         using (var sen = source.GetEnumerator())
-         using (var oen = other.GetEnumerator())
-            while (sen.MoveNext() && oen.MoveNext())
-               yield return (sen.Current, oen.Current);
-      }
-
       struct EnumerableCount<T> {
          readonly ICollection<T> _collection;
          readonly IReadOnlyCollection<T> _ro_collection;

src/client/spark_core/TestRunner/TestRunner.cs

@@ -70,10 +70,13 @@ namespace bts.test {
          psi.RedirectStandardOutput = true;
          psi.RedirectStandardError = true;
          psi.UseShellExecute = false;
-
+ 
          try{
             var p = Process.Start(psi);
             p.WaitForExit((int)time_out.TotalMilliseconds);
+            var errorlevel = p.ExitCode;
+            string stdout = p.StandardOutput.ReadToEnd();
+            string stderr = p.StandardError.ReadToEnd();
             if (p.HasExited) {
                return 0;
             }

src/client/spark_core/admin/AdminModelWrapper.cs

@@ -1,64 +0,0 @@
-using bts;
-using bts.api.admin;
-using System;
-using System.Collections.Generic;
-using System.Linq;
-
-namespace bts.api.core
-{
-   public class AdminModelWrapper
-   {
-      readonly AdminDataImmutable? _admin_data;
-      public AdminDataImmutable? admin_data => _admin_data;
-      readonly string _user_name;
-      readonly List<BTSAccountImmutable> _allowed_accounts;
-      readonly Dictionary<string, string> _allowed_account_dict = new Dictionary<string, string>();
-      public AdminModelWrapper(AdminDataImmutable? admin_data = null, string user_name = null)
-      {
-         _admin_data = admin_data;
-         _user_name = user_name ?? string.Empty;
-         _allowed_accounts = search_admin(u => u.Name == _user_name).Where(x =>
-         {
-              return (x.Item2 != null && x.Item2.HasPermissions) || (x.Item3 != null && x.Item3.HasPermissions);
-         }).Select(xx => xx.Item1).ToList();
-         foreach (var val in _allowed_accounts)
-            _allowed_account_dict[val.Name] = val.Name;
-      }
-      public IEnumerable<BTSAccountImmutable> viewable_accounts()
-      {
-         return _allowed_accounts;
-      }
-      public bool can_view_account(string account)
-      {
-         return _allowed_account_dict.ContainsKey(account) || _user_name.ToLower().Equals("bts");
-      }
-
-      IEnumerable<Tuple<BTSAccountImmutable, TradingPermissionUnit, AdminPermissionUnit>> 
-         search_admin(Func<BTSUserImmutable, bool> predicate)
-      {
-         var rv = new List<Tuple<BTSAccountImmutable, TradingPermissionUnit, AdminPermissionUnit>>();
-         if (_admin_data.HasValue)
-         {
-            var users = _admin_data.Value.Users.Where(predicate);
-            if (users != null && users.Count() == 1)
-            {
-               var user = users.ElementAt(0);
-               if (user.HasUserData && user.UserData.HasAccountPermissions)
-               {
-                  foreach (var kv in user.UserData.AccountPermissions.AccountPermissions)
-                  {
-                     var account_id = kv.Key;
-                     var accounts = _admin_data.Value.Accounts.Where(a => a.Id == account_id);
-                     if (accounts != null && accounts.Count() == 1)
-                     {
-                        var account = accounts.ElementAt(0);
-                        rv.Add(Tuple.Create(account, kv.Value.TradingPermission, kv.Value.AdminPermission));
-                     }
-                  }
-               }
-            }
-         }
-         return rv;
-      }
-   }
-}

src/client/spark_core/admin/PermissionFilters.cs

@@ -1,64 +0,0 @@
-using bts;
-using bts.api;
-using bts.api.core;
-using bts.api.orderman;
-using bts.api.position;
-using bts.spark;
-using System;
-using System.Collections.Generic;
-using System.Collections.Immutable;
-using System.Collections.Specialized;
-using System.Linq;
-using System.Reactive.Concurrency;
-using System.Reactive.Linq;
-
-namespace bts.api.core
-{
-   public static class PermissionFilters
-   {
-      public static IObservable<Update<PositionUnitImmutable, int>> 
-         PermissionFilter(this IObservable<Update<PositionUnitImmutable, int>> source, IObservable<AdminModelWrapper> am)
-      {
-         var pred = Observable.Create<Func<PositionUnitImmutable, bool>>(observer =>
-         {
-            return am.Subscribe(x =>
-            {
-               Func<PositionUnitImmutable, bool> filter = (z => x.can_view_account(z.Account));
-               observer.OnNext(filter);
-            });
-         });
-
-         return source.Filter(pred);
-      }
-
-      public static IObservable<Update<OrderRecordImmutable, uint>> 
-         PermissionFilter(this IObservable<Update<OrderRecordImmutable, uint>> source, IObservable<AdminModelWrapper> am)
-      {
-         var pred = Observable.Create<Func<OrderRecordImmutable, bool>>(observer =>
-        {
-           return am.Subscribe(x =>
-           {
-               Func<OrderRecordImmutable, bool> filter = (z => x.can_view_account(z.Def.Account ?? string.Empty));
-               observer.OnNext(filter);
-           });
-        });
-
-         return source.Filter(pred);
-      }
-
-      public static IObservable<Update<FillImmutable, string>> 
-         PermissionFilter(this IObservable<Update<FillImmutable, string>> source, IObservable<AdminModelWrapper> am)
-      {
-         var pred = Observable.Create<Func<FillImmutable, bool>>(observer =>
-        {
-           return am.Subscribe(x =>
-           {
-               Func<FillImmutable, bool> filter = (z => x.can_view_account(z.Account));
-               observer.OnNext(filter);
-           });
-        });
-
-         return source.Filter(pred);
-      }
-   }
-}

src/client/spark_core/spark_core.csproj

@@ -1,20 +1,20 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
   <PropertyGroup>
-    <TargetFramework>netstandard2.0</TargetFramework>
-    <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
+    <TargetFramework>netcoreapp3.1</TargetFramework>
     <Platforms>x64</Platforms>
-    <PlatformTarget>AnyCPU</PlatformTarget>
+    <Platform>x64</Platform>
+    <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
     <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
     <WarningsAsErrors />
     <Version>1.0.0</Version>
-    <LangVersion>7.2</LangVersion>
+    <Configurations>Debug;Release</Configurations>
   </PropertyGroup>
 
   <ItemGroup>
     <ProjectReference Include="../spark_api/spark_api.csproj" />
-    <PackageReference Include="System.Reactive" Version="3.1.1" />
-    <PackageReference Include="protobuf-net" Version="2.3.2" />
+    <PackageReference Include="System.Reactive" Version="4.3.1" />
+    <PackageReference Include="protobuf-net" Version="2.4.4" />
   </ItemGroup>
 
   <ItemGroup>

src/client/spark_core/utils/GlobalExtensions.cs

@@ -66,6 +66,7 @@ namespace mbts {
             }
          }
       }
+
       public static void sync_with_models<T, TModel>(this IList<T> target, IEnumerable<TModel> models, Func<TModel, T> add_factory, Func<T, TModel, T> update_factory) {
          var model_list = models as IList<TModel> ?? models.ToList();
          if (model_list.Count == 0) {

src/client/spark_excel/packages.config

@@ -1,5 +0,0 @@
-<?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/spark_excel.csproj

@@ -1,59 +1,51 @@
 <Project Sdk="Microsoft.NET.Sdk">
   <PropertyGroup>
   
-    <TargetFrameworks>net471</TargetFrameworks>
+    <TargetFramework>net48</TargetFramework>
+    <Platforms>x64</Platforms>
+    <Platform>x64</Platform>
     <OutputType>Library</OutputType>
-    <!-- <GeneratePackageOnBuild>true</GeneratePackageOnBuild>
     <IncludeSource>true</IncludeSource>
     <IncludeSymbols>true</IncludeSymbols>
-    <TargetsForTfmSpecificBuildOutput>$(TargetsForTfmSpecificBuildOutput);CopyProjectReferencesToPackage</TargetsForTfmSpecificBuildOutput> -->
+    <TargetsForTfmSpecificBuildOutput>$(TargetsForTfmSpecificBuildOutput);CopyProjectReferencesToPackage</TargetsForTfmSpecificBuildOutput>
     
     <Authors>Blue Trading Systems</Authors>
     <Company>Blue Trading Systems</Company>
     <Product>Spark</Product>
     <Description />
     <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
-    <Platforms>x64</Platforms>
-    <PlatformTarget>AnyCPU</PlatformTarget>
     <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
     <WarningsAsErrors />
     <Version>1.0.0</Version>
   </PropertyGroup>
   
   <ItemGroup>
-    <PackageReference Include="Google.Protobuf" Version="3.6.1" />
-    <PackageReference Include="System.Reactive" Version="3.1.1" />
-    <PackageReference Include="System.Reactive.PlatformServices" Version="3.1.1" />
-	 <PackageReference Include="NUnit" Version="3.10.1" />  
-    <PackageReference Include="Newtonsoft.Json" Version="10.0.3" />
+    <PackageReference Include="Google.Protobuf" Version="3.11.2" />
+    <PackageReference Include="Microsoft.CSharp" Version="4.7.0" />
+    <PackageReference Include="System.Configuration.ConfigurationManager" Version="4.7.0" />
+    <PackageReference Include="System.Data.DataSetExtensions" Version="4.5.0" />
+    <PackageReference Include="System.Net.Http" Version="4.3.4" />
+    <PackageReference Include="System.Reactive" Version="4.3.1" />
+    <PackageReference Include="System.Reactive.PlatformServices" Version="4.3.1" />
+    <PackageReference Include="NUnit" Version="3.12.0" />  
+    <PackageReference Include="Newtonsoft.Json" Version="12.0.3" />
     <PackageReference Include="System.Linq.Dynamic" Version="1.0.7" />
     
-    <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" />      
-  </ItemGroup>
-  
-  <ItemGroup>    
-    <Reference Include="System" />
-    <Reference Include="System.Core" />
-    <Reference Include="System.Configuration" />
-    <Reference Include="System.Xml.Linq" />
-    <Reference Include="System.Data.DataSetExtensions" />
-    <Reference Include="Microsoft.CSharp" />
-    <Reference Include="System.Data" />
-    <Reference Include="System.Net.Http" />
-    <Reference Include="System.Xml" />      
+    <PackageReference Include="ExcelDna.AddIn" Version="1.0.0" />
+    <PackageReference Include="ExcelDna.Integration" Version="1.0.0" />
+    <PackageReference Include="ExcelDna.IntelliSense" Version="1.1.0" />
+    <PackageReference Include="ExcelDna.Registration" Version="0.34.7" />
+    <PackageReference Include="System.Runtime" Version="4.3.1" />
+    <PackageReference Include="System.Xml.Linq" Version="3.5.21022.801" />
   </ItemGroup>
 
   <ItemGroup>
     <None Include="spark_excel-AddIn.dna" />
-    <None Include="packages.config" />
     <None Include="Properties\ExcelDna.Build.props" />
   </ItemGroup>  
   
   <ItemGroup>
-    <ProjectReference Include="../spark_api/spark_api.csproj"/>
+    <ProjectReference Include="../spark_api/spark_api.csproj" />
   </ItemGroup>
   
   <ItemGroup>
@@ -62,21 +54,8 @@
   </ItemGroup>
   
   <ItemGroup>
-    <None Include="spark_excel_example_2019.xlsm"><CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory></None>  
-  </ItemGroup>
-  
-  <!-- <Target Name="CopyProjectReferencesToPackage" DependsOnTargets="ResolveReferences">
-    <ItemGroup>
-      <BuildOutputInPackage Include="@(ReferenceCopyLocalPaths->WithMetadataValue('ReferenceSourceTarget', 'ProjectReference'))" />
-      <BuildOutputInPackage Include="$(OutputPath)..\net471\libspark.dll"/>
-    </ItemGroup>
-  </Target>  
-   -->
-  
-  <!-- <Import Project="$(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"/>
-  <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>  
+    <None Include="spark_excel_example_2019.xlsm">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+    </None>
+  </ItemGroup> 
 </Project>

src/client/spark_fix/FixInit.cs

@@ -1,61 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-
-using QuickFix;
-using QuickFix.Fields;
-
-namespace bts.fix
-{
-   public class FixInit
-   {
-      static FixInit()
-      {
-         AppDomain.CurrentDomain.UnhandledException += CurrentDomain_UnhandledException;
-      }
-
-      static void CurrentDomain_UnhandledException(object sender, UnhandledExceptionEventArgs e)
-      {
-         var exception = e.ExceptionObject as Exception;
-         Log.FIX.error($"Unhandled Exception: {e.ExceptionObject} {exception?.StackTrace}");
-         if (e.IsTerminating)
-         {
-            Log.system_is_crashing("Unhandled exception", e.ExceptionObject);
-         }
-      }
-      
-      public static int start_acceptor(string settings_file, bool orders_allowed, string http_address = null)
-      {
-         SessionSettings settings = new SessionSettings(settings_file);
-         IApplication app = new FixRouter( (th, sess) =>
-         {
-            if(orders_allowed)
-               return new OrderSession(th, sess);
-            else
-               return new DropCopySession(th, sess);
-         });
-         IMessageStoreFactory storeFactory = new FileStoreFactory(settings);
-         ILogFactory logFactory = new FileLogFactory(settings);
-         IAcceptor acceptor = new ThreadedSocketAcceptor(app, storeFactory, settings, logFactory);
-
-         acceptor.Start();
-         HttpServer srv = null;
-         if (!string.IsNullOrEmpty(http_address))
-         {
-            if(!http_address.StartsWith("http"))
-               http_address = "http://127.0.0.1:5080/";
-            srv = new HttpServer(http_address, settings);
-            srv.Start();
-         }
-         Console.WriteLine("press <q> to quit");
-         while (Console.Read() != 'q') { }
-         acceptor.Stop();
-         if(srv != null)
-            srv.Stop();
-         return 0;
-
-      }
-   }
-}
-

src/client/spark_fix/FixRouter.cs

@@ -1,231 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Collections.Concurrent;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Reactive.Concurrency;
-using System.Text;
-
-using QuickFix;
-using QuickFix.Fields;
-
-using bts.api;
-using bts.api.core;
-using bts.api.orderman;
-using bts.api.user;
-using bts.md;
-using bts.api.admin;
-
-using security_key = System.UInt32;
-
-namespace bts.fix
-{
-   interface IFixRouter
-   {
-      IEnumerable<SecurityImmutable> get_securities();
-      SecurityImmutable? lookup(security_key key);
-      SecurityImmutable? lookup(string desc);
-
-      void send(Message mess, SessionID sess);
-      void send_session_reject(SessionID sess, string text, Message refmessage = null);
-      void send_biz_reject(SessionID sess, string text, Message refmessage, int reason_code = 0);
-   }
-
-   class FixRouter : QuickFix.MessageCracker, IFIXSession, IFixRouter
-   {
-      readonly ConcurrentDictionary<SessionID, QuickFix.IApplication> _sessions = new ConcurrentDictionary<SessionID, IApplication>();
-      readonly Func<IFixRouter, SessionID, IApplication> _factory;
-      readonly MarketDataClient _md = new MarketDataClient();
-      readonly object _lock = new object();
-
-      public FixRouter(Func<IFixRouter, SessionID, IApplication> factory)
-      {
-         _factory = factory;
-      }
-
-      IApplication session(SessionID sessionID)
-      {
-         IApplication app;
-         if (!_sessions.TryGetValue(sessionID, out app))
-         {
-            app = _factory(this, sessionID);
-            _sessions[sessionID] = app;
-         }
-         return app;
-      }
-
-      public void send(Message mess, SessionID sess)
-      {
-         lock (_lock)
-         {
-            try
-            {
-               Session.SendToTarget(mess, sess);
-            }
-            catch (SessionNotFound)
-            {
-               Log.assert(false, "session not found " + sess);
-            }
-            catch (Exception ex)
-            {
-               Log.FIX.error(sess.ToString() + " " + ex.Message + " " + sess);
-            }
-         }
-      }
-
-      public void send_session_reject(SessionID sess, string text, Message refmessage = null)
-      {
-         QuickFix.FIX44.Reject rej = null;
-         if (refmessage != null && refmessage.Header.IsSetField(Tags.MsgSeqNum))
-            rej = new QuickFix.FIX44.Reject(new QuickFix.Fields.RefSeqNum(refmessage.Header.GetInt(Tags.MsgSeqNum)));
-         else
-            rej = new QuickFix.FIX44.Reject();
-         rej.Text = new Text(text);
-         send(rej, sess);
-      }
-
-      public void send_biz_reject(SessionID sess, string text, Message refmessage, int reason_code = 0)
-      {
-         QuickFix.FIX44.BusinessMessageReject rej = new QuickFix.FIX44.BusinessMessageReject();
-
-         rej.RefMsgType = new QuickFix.Fields.RefMsgType(refmessage.Header.GetString(Tags.MsgType));
-         rej.RefSeqNum = new QuickFix.Fields.RefSeqNum(refmessage.Header.GetInt(Tags.MsgSeqNum));
-         rej.BusinessRejectReason = new QuickFix.Fields.BusinessRejectReason(reason_code);
-         rej.Text = new Text(text);
-         send(rej, sess);
-      }      
-
-      void handle_session_exception(Exception ex, SessionID sessionID, Message message = null)
-      {
-         string msg = "==ERROR in session " + sessionID.ToString() + "== ";
-         msg += message?.GetType().Name ?? string.Empty;
-         msg += ex?.ToString() ?? string.Empty;
-         if(!string.IsNullOrEmpty(ex.StackTrace))
-            msg += Environment.NewLine + ex.StackTrace;
-
-         bts.Log.FIX.error(msg);
-         Console.WriteLine(msg);
-         //now shut this fucker down
-         try
-         {
-            var sess = Session.LookupSession(sessionID);
-            if(sess != null)
-               sess.Disconnect(msg);
-         }
-         catch { }
-      }
-
-      void handle_field_not_found(FieldNotFoundException ex, SessionID sess, Message message)
-      {
-         if(ex.Field > 0)
-            send_biz_reject(sess, $"Field {ex.Field} was expected but not found", message, 5 );
-         //QF does not include the tag number....
-         //throw new FieldNotFoundException($"Field {ex.Field} was expected but not found", ex);
-         else
-            throw ex;
-      }
-
-      public void FromAdmin(Message message, SessionID sessionID)
-      {
-         try
-         {
-            session(sessionID).FromAdmin(message, sessionID);
-         }
-         catch (FieldNotFoundException ex) { handle_field_not_found(ex, sessionID, message); }
-         catch (UnsupportedMessageType) { throw; }
-         catch (IncorrectTagValue) { throw; }
-         catch (Exception ex) { handle_session_exception(ex, sessionID, message); }
-      }
-
-      public void FromApp(Message message, SessionID sessionID)
-      {
-         try
-         {
-            session(sessionID).FromApp(message, sessionID);
-         }
-         catch (FieldNotFoundException ex) { handle_field_not_found(ex, sessionID, message); }
-         catch (UnsupportedMessageType) { throw; }
-         catch (IncorrectTagValue) { throw; }
-         catch (Exception ex) { handle_session_exception(ex, sessionID, message); }
-      }
-
-      public void OnCreate(SessionID sessionID)
-      {
-         try
-         {
-            session(sessionID).OnCreate(sessionID);    
-         }
-         catch (Exception ex)
-         {
-            handle_session_exception(ex, sessionID);
-         }      
-      }
-
-      public void OnLogon(SessionID sessionID)
-      {
-         try
-         {
-            session(sessionID).OnLogon(sessionID);
-         }
-         catch (Exception ex)
-         {
-            handle_session_exception(ex, sessionID);
-         }
-      }
-
-      public void OnLogout(SessionID sessionID)
-      {
-         try
-         {
-            //TODO stackoverflow?
-            session(sessionID).OnLogout(sessionID);
-         }
-         catch (Exception ex)
-         {
-            handle_session_exception(ex, sessionID);
-         }
-      }
-
-      public void ToAdmin(Message message, SessionID sessionID)
-      {
-         try
-         {
-            session(sessionID).ToAdmin(message, sessionID);
-         }
-         catch (FieldNotFoundException ex) { handle_field_not_found(ex, sessionID, message); }
-         catch (UnsupportedMessageType) {  throw; }
-         catch (IncorrectTagValue) { throw; }
-         catch (Exception ex) { handle_session_exception(ex, sessionID, message); }
-      }
-
-      public void ToApp(Message message, SessionID sessionID)
-      {
-         try
-         {
-            session(sessionID).ToApp(message, sessionID);
-         }
-         catch (FieldNotFoundException ex) { handle_field_not_found(ex, sessionID, message); }
-         catch (UnsupportedMessageType) { throw; }
-         catch (IncorrectTagValue) { throw; }
-         catch (Exception ex) { handle_session_exception(ex, sessionID, message); }
-      }
-
-      IEnumerable<SecurityImmutable> IFixRouter.get_securities()
-      {
-         return _md.securities;
-      }
-
-      SecurityImmutable? IFixRouter.lookup(uint key)
-      {
-         return _md.lookup(key);
-      }
-
-      SecurityImmutable? IFixRouter.lookup(string desc)
-      {
-         if (_md.lookup_security_key_from_desc(desc, out uint key))
-            return _md.lookup(key);
-         else
-            return null;
-      }
-   }
-}

src/client/spark_fix/HttpServer.cs

@@ -1,585 +0,0 @@
-using System;
-using System.IO;
-using System.Net;
-using System.Text;
-using System.Threading;
-using System.Web;
-using QuickFix;
-
-namespace bts.fix
-{
-   public class HttpServer : IDisposable
-   {
-      private readonly HttpListener _httpListener;
-      private Thread _connectionThread;
-      private Boolean _running, _disposed;
-      private readonly SessionSettings _sessionSettings;
-      private StringBuilder _sbHtmlHeader;
-
-
-      public HttpServer(string prefix, SessionSettings settings)
-      {
-         if (!HttpListener.IsSupported)
-         {
-            // Requires at least a Windows XP with Service Pack 2
-            throw new NotSupportedException(
-                "The Http Server cannot run on this operating system.");
-         }
-
-         _httpListener = new HttpListener();
-         _httpListener.Prefixes.Add(prefix);
-         _sessionSettings = settings;
-      }
-
-      public void Start()
-      {
-         if (!_httpListener.IsListening)
-         {
-            _httpListener.Start();
-            _running = true;
-            // Use a thread to listen to the Http requests
-            _connectionThread = new Thread(ConnectionThreadStart);
-            _connectionThread.Start();
-         }
-      }
-
-      public void Stop()
-      {
-         if (_httpListener.IsListening)
-         {
-            _running = false;
-            _httpListener.Stop();
-         }
-      }
-
-      private void ConnectionThreadStart()
-      {
-         try
-         {
-            while (_running)
-            {
-               // Grab the context and pass it to the processor methods to handle it
-               HttpListenerContext context = _httpListener.GetContext();
-               HttpListenerRequest request = context.Request;
-               HttpListenerResponse response = context.Response;
-               string responseString;
-
-               _sbHtmlHeader = new StringBuilder(@"<HEAD><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>");
-               _sbHtmlHeader.AppendFormat(@"<CENTER>[<A HREF='/'>HOME</A>]&nbsp;[<A HREF='{0}'>RELOAD</A>]</CENTER><HR/></HEADER><BODY>", request.Url.OriginalString);
-
-               switch (request.Url.AbsolutePath)
-               {
-                  case "/":
-                     responseString = ProcessRoot(request);
-                     break;
-                  case "/session":
-                     responseString = SessionDetails(request);
-                     break;
-                  case "/resetSession":
-                     responseString = ResetSession(request);
-                     break;
-                  case "/resetSessions":
-                     responseString = ResetSessions(request);
-                     break;
-                  case "/refreshSession":
-                     responseString = RefreshSession(request);
-                     break;
-                  case "/refreshSessions":
-                     responseString = RefreshSessions(request);
-                     break;
-                  case "/enableSessions":
-                     responseString = EnableSessions(request);
-                     break;
-                  case "/disableSessions":
-                     responseString = DisableSessions(request);
-                     break;
-                  default:
-                     responseString = ProcessRoot(request);
-                     break;
-               }
-
-               byte[] buffer = Encoding.UTF8.GetBytes(responseString);
-               response.ContentLength64 = buffer.Length;
-               Stream output = response.OutputStream;
-               output.Write(buffer, 0, buffer.Length);
-               output.Close();
-            }
-         }
-         catch (HttpListenerException)
-         {
-            Console.WriteLine("HTTP server was shut down.");
-         }
-      }
-
-      private string DisableSessions(HttpListenerRequest request)
-      {
-         bool confirm = false;
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               foreach (SessionID session in _sessionSettings.GetSessions())
-               {
-                  Session sessionDetails = Session.LookupSession(session);
-                  sessionDetails.Logout();
-               }
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL={0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", "/");
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='{0}'>Sessions</A> have been disabled</h2></CENTER>", "/");
-         }
-         else
-         {
-            sbHtmlPageBody.Append("<CENTER><h2>Are you sure you want to disable all sessions ?</h2></CENTER>");
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}?confirm=1'>YES, disable sessions</A>]&nbsp;[<A HREF='/'>NO, do not disable sessions</A>]</CENTER>", request.Url.OriginalString);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-      private string EnableSessions(HttpListenerRequest request)
-      {
-         bool confirm = false;
-         string urlOriginalString = request.Url.OriginalString;
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               foreach (SessionID session in _sessionSettings.GetSessions())
-               {
-                  Session sessionDetails = Session.LookupSession(session);
-                  sessionDetails.Logon();
-               }
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL={0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", "/");
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='{0}'>Sessions</A> have been enabled</h2></CENTER>", "/");
-         }
-         else
-         {
-            sbHtmlPageBody.Append("<CENTER><h2>Are you sure you want to enable all sessions ?</h2></CENTER>");
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}?confirm=1'>YES, enable sessions</A>]&nbsp;[<A HREF='/'>NO, do not enable sessions</A>]</CENTER>", urlOriginalString);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-      private string RefreshSession(HttpListenerRequest request)
-      {
-         SessionID sessionId = new SessionID(request.QueryString["beginstring"], request.QueryString["sendercompid"], request.QueryString["targetcompid"]);
-         Session sessionDetails = Session.LookupSession(sessionId);
-         if (sessionDetails == null) throw new Exception("Session not found");
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-         bool confirm = false;
-         string urlOriginalString = request.Url.OriginalString;
-
-         string url = "/session?" + GetParameterList(urlOriginalString);
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               sessionDetails.Refresh();
-               url = RemoveQueryStringByKey(urlOriginalString, "confirm");
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL=/session?{0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", GetParameterList(urlOriginalString));
-            sbHtmlPageBody.AppendFormat(@"<CENTER>[<A HREF='/'>HOME</A>]&nbsp;[<A HREF='{0}'>RELOAD</A>]</CENTER><HR/></HEAD><BODY>", urlOriginalString);
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='/session?{0}'>{1}</A> has been refreshed</h2></CENTER>", GetParameterList(url), sessionId);
-         }
-         else
-         {
-            sbHtmlPageBody.AppendFormat("<CENTER><h2>Are you sure you want to refresh session <A HREF='{0}'>{1}</A>?</h2></CENTER>", url, sessionId);
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}&confirm=1'>YES, refresh session</A>]&nbsp;[<A HREF='{0}'>NO, do not refresh session</A>]</CENTER>", url);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-      private string RefreshSessions(HttpListenerRequest request)
-      {
-         bool confirm = false;
-         string urlOriginalString = request.Url.OriginalString;
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               foreach (SessionID session in _sessionSettings.GetSessions())
-               {
-                  Session sessionDetails = Session.LookupSession(session);
-                  sessionDetails.Refresh();
-               }
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL={0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", "/");
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='{0}'>Sessions</A> have been refreshed</h2></CENTER>", "/");
-         }
-         else
-         {
-            sbHtmlPageBody.Append("<CENTER><h2>Are you sure you want to refresh all sessions ?</h2></CENTER>");
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}?confirm=1'>YES, refresh sessions</A>]&nbsp;[<A HREF='/'>NO, do not refresh sessions</A>]</CENTER>", urlOriginalString);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-      private string ResetSessions(HttpListenerRequest request)
-      {
-         bool confirm = false;
-         string urlOriginalString = request.Url.OriginalString;
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               foreach (SessionID session in _sessionSettings.GetSessions())
-               {
-                  Session sessionDetails = Session.LookupSession(session);
-                  sessionDetails.Reset("Reset from WebInterface");
-               }
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL={0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", "/");
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='{0}'>Sessions</A> have been reset</h2></CENTER>", "/");
-         }
-         else
-         {
-            sbHtmlPageBody.Append("<CENTER><h2>Are you sure you want to reset all sessions ?</h2></CENTER>");
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}?confirm=1'>YES, reset sessions</A>]&nbsp;[<A HREF='/'>NO, do not reset sessions</A>]</CENTER>", urlOriginalString);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-      private string ResetSession(HttpListenerRequest request)
-      {
-         SessionID sessionId = new SessionID(request.QueryString["beginstring"], request.QueryString["sendercompid"], request.QueryString["targetcompid"]);
-         Session sessionDetails = Session.LookupSession(sessionId);
-         if (sessionDetails == null) throw new Exception("Session not found");
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         bool confirm = false;
-         string urlOriginalString = request.Url.OriginalString;
-
-         string url = "/session?" + GetParameterList(urlOriginalString);
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               sessionDetails.Reset("Reset from WebInterface");
-               url = RemoveQueryStringByKey(urlOriginalString, "confirm");
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL=/session?{0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", GetParameterList(urlOriginalString));
-            sbHtmlPageBody.AppendFormat(@"<CENTER>[<A HREF='/'>HOME</A>]&nbsp;[<A HREF='{0}'>RELOAD</A>]</CENTER><HR/></HEAD><BODY>", urlOriginalString);
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='/session?{0}'>{1}</A> has been reset</h2></CENTER>", GetParameterList(url), sessionId);
-         }
-         else
-         {
-            sbHtmlPageBody.AppendFormat("<CENTER><h2>Are you sure you want to reset session <A HREF='{0}'>{1}</A>?</h2></CENTER>", url, sessionId);
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}&confirm=1'>YES, reset session</A>]&nbsp;[<A HREF='{0}'>NO, do not reset session</A>]</CENTER>", url);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-
-      private string ProcessRoot(HttpListenerRequest request)
-      {
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         //Session count
-         sbHtmlPageBody.AppendFormat("<CENTER><b><i>{0} Sessions managed by QuickFIX</b></i></CENTER><HR/>", _sessionSettings.GetSessions().Count);
-
-         //session management links
-         sbHtmlPageBody.AppendFormat(@"<CENTER><A HREF='/resetSessions{0}'>RESET</A>&nbsp;<A HREF='/refreshSessions'>REFRESH</A>&nbsp;<A HREF='/enableSessions'>ENABLE</A>&nbsp;<A HREF='/disableSessions'>DISABLE</A></CENTER><HR/></HEADER><BODY>", GetParameterList(request.Url.OriginalString));
-
-         //Start the table generation
-         sbHtmlPageBody.Append("<table id=\"sessionlist\" style=\"border-width:1; padding:2; width:100%\">");
-
-         sbHtmlPageBody.Append("<tr>");
-         sbHtmlPageBody.Append(AddCell("Session", true));
-         sbHtmlPageBody.Append(AddCell("Type", true));
-         sbHtmlPageBody.Append(AddCell("Enabled", true));
-         sbHtmlPageBody.Append(AddCell("Session Time", true));
-         sbHtmlPageBody.Append(AddCell("Logged On", true));
-         sbHtmlPageBody.Append(AddCell("Next Incoming", true));
-         sbHtmlPageBody.Append(AddCell("Next Outgoing", true));
-         sbHtmlPageBody.Append("</tr>");
-
-         foreach (SessionID session in _sessionSettings.GetSessions())
-         {
-            Session sessionDetails = Session.LookupSession(session);
-            sbHtmlPageBody.Append("<tr>");
-            sbHtmlPageBody.Append(AddCell(String.Format(
-                "<a href=\"session?BeginString={0}&SenderCompID={1}&TargetCompID={2}\">{0}:{1}->{2}</a>",
-                session.BeginString, session.SenderCompID, session.TargetCompID)));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.IsInitiator ? "initiator" : "acceptor"));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.IsEnabled ? "yes" : "no"));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.IsSessionTime ? "yes" : "no"));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.IsLoggedOn ? "yes" : "no"));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.NextTargetMsgSeqNum.ToString()));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.NextSenderMsgSeqNum.ToString()));
-            sbHtmlPageBody.Append("</tr>");
-         }
-
-         sbHtmlPageBody.Append("</table>");
-         return sbHtmlPageBody.ToString();
-      }
-
-      public string SessionDetails(HttpListenerRequest request)
-      {
-         SessionID sessionId = new SessionID(request.QueryString["beginstring"], request.QueryString["sendercompid"], request.QueryString["targetcompid"]);
-         Session sessionDetails = Session.LookupSession(sessionId);
-         if (sessionDetails == null) throw new Exception("Session not found");
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         string url = request.Url.OriginalString;
-         string urlOriginalString = request.Url.OriginalString;
-
-         if (request.QueryString["enabled"] != null)
-         {
-            if (!Convert.ToBoolean(request.QueryString["enabled"]))
-               sessionDetails.Logout();
-            else
-               sessionDetails.Logon();
-
-            url = RemoveQueryStringByKey(urlOriginalString, "Enabled");
-         }
-
-         if (request.QueryString["next incoming"] != null)
-         {
-            int value = Convert.ToInt16(request.QueryString["next incoming"]);
-            sessionDetails.NextTargetMsgSeqNum = value <= 0 ? 1 : value;
-            url = RemoveQueryStringByKey(urlOriginalString, "next incoming");
-         }
-
-         if (request.QueryString["Next Outgoing"] != null)
-         {
-            int value = Convert.ToInt16(request.QueryString["Next Outgoing"]);
-            sessionDetails.NextSenderMsgSeqNum = value <= 0 ? 1 : value;
-            url = RemoveQueryStringByKey(urlOriginalString, "Next Outgoing");
-         }
-
-         if (request.QueryString["SendRedundantResendRequests"] != null)
-         {
-            sessionDetails.SendRedundantResendRequests = Convert.ToBoolean(request.QueryString["SendRedundantResendRequests"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "SendRedundantResendRequests");
-         }
-
-         if (request.QueryString["CheckCompId"] != null)
-         {
-            sessionDetails.CheckCompID = Convert.ToBoolean(request.QueryString["CheckCompId"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "CheckCompId");
-         }
-
-         if (request.QueryString["CheckLatency"] != null)
-         {
-            sessionDetails.CheckLatency = Convert.ToBoolean(request.QueryString["CheckLatency"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "CheckLatency");
-         }
-
-         if (request.QueryString["MaxLatency"] != null)
-         {
-            int value = Convert.ToInt16(request.QueryString["MaxLatency"]);
-            sessionDetails.MaxLatency = value <= 0 ? 1 : value;
-            url = RemoveQueryStringByKey(urlOriginalString, "MaxLatency");
-         }
-
-         if (request.QueryString["LogonTimeout"] != null)
-         {
-            int value = Convert.ToInt16(request.QueryString["LogonTimeout"]);
-            sessionDetails.LogonTimeout = value <= 0 ? 1 : value;
-            url = RemoveQueryStringByKey(urlOriginalString, "LogonTimeout");
-         }
-
-         if (request.QueryString["LogoutTimeout"] != null)
-         {
-            int value = Convert.ToInt16(request.QueryString["LogoutTimeout"]);
-            sessionDetails.LogoutTimeout = value <= 0 ? 1 : value;
-            url = RemoveQueryStringByKey(urlOriginalString, "LogoutTimeout");
-         }
-
-         if (request.QueryString["ResetOnLogon"] != null)
-         {
-            sessionDetails.ResetOnLogon = Convert.ToBoolean(request.QueryString["ResetOnLogon"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "ResetOnLogon");
-         }
-
-         if (request.QueryString["ResetOnLogout"] != null)
-         {
-            sessionDetails.ResetOnLogout = Convert.ToBoolean(request.QueryString["ResetOnLogout"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "ResetOnLogout");
-         }
-
-         if (request.QueryString["ResetOnDisconnect"] != null)
-         {
-            sessionDetails.ResetOnDisconnect = Convert.ToBoolean(request.QueryString["ResetOnDisconnect"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "ResetOnDisconnect");
-         }
-
-         if (request.QueryString["RefreshOnLogon"] != null)
-         {
-            sessionDetails.RefreshOnLogon = Convert.ToBoolean(request.QueryString["RefreshOnLogon"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "RefreshOnLogon");
-         }
-
-         if (request.QueryString["MillisecondsInTimestamp"] != null)
-         {
-            sessionDetails.MillisecondsInTimeStamp = Convert.ToBoolean(request.QueryString["MillisecondsInTimestamp"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "MillisecondsInTimestamp");
-         }
-
-         if (request.QueryString["PersistMessages"] != null)
-         {
-            sessionDetails.PersistMessages = Convert.ToBoolean(request.QueryString["PersistMessages"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "PersistMessages");
-         }
-
-
-         sbHtmlPageBody.AppendFormat(@"<CENTER>{0}</CENTER><HR/>", sessionId);
-         sbHtmlPageBody.AppendFormat(@"<CENTER>[<A HREF='/resetSession?{0}'>RESET</A>]&nbsp;[<A HREF='/refreshSession?{0}'>REFRESH</A>]</CENTER><HR/></HEADER><BODY>", GetParameterList(urlOriginalString));
-
-         sbHtmlPageBody.Append("<table id=\"session_details\" style=\"border-width:1; padding:2; width:100%\">");
-
-         sbHtmlPageBody.Append(AddRow("Enabled", sessionDetails.IsEnabled, url));
-         sbHtmlPageBody.Append(AddRow("ConnectionType", sessionDetails.IsInitiator ? "initiator" : "acceptor"));
-         sbHtmlPageBody.Append(AddRow("SessionTime", sessionDetails.IsSessionTime));
-         sbHtmlPageBody.Append(AddRow("LoggedOn", sessionDetails.IsLoggedOn));
-         sbHtmlPageBody.Append(AddRow("Next Incoming", sessionDetails.NextTargetMsgSeqNum, url));
-         sbHtmlPageBody.Append(AddRow("Next Outgoing", sessionDetails.NextSenderMsgSeqNum, url));
-         sbHtmlPageBody.Append(AddRow("SendRedundantResendRequests", sessionDetails.SendRedundantResendRequests, url));
-         sbHtmlPageBody.Append(AddRow("CheckCompId", sessionDetails.CheckCompID, url));
-         sbHtmlPageBody.Append(AddRow("CheckLatency", sessionDetails.CheckLatency, url));
-         sbHtmlPageBody.Append(AddRow("MaxLatency", sessionDetails.MaxLatency, url));
-         sbHtmlPageBody.Append(AddRow("LogonTimeout", sessionDetails.LogonTimeout, url));
-         sbHtmlPageBody.Append(AddRow("LogoutTimeout", sessionDetails.LogoutTimeout, url));
-         sbHtmlPageBody.Append(AddRow("ResetOnLogon", sessionDetails.ResetOnLogon, url));
-         sbHtmlPageBody.Append(AddRow("ResetOnLogout", sessionDetails.ResetOnLogout, url));
-         sbHtmlPageBody.Append(AddRow("ResetOnDisconnect", sessionDetails.ResetOnDisconnect, url));
-         sbHtmlPageBody.Append(AddRow("RefreshOnLogon", sessionDetails.RefreshOnLogon, url));
-         sbHtmlPageBody.Append(AddRow("MillisecondsInTimestamp", sessionDetails.MillisecondsInTimeStamp, url));
-         sbHtmlPageBody.Append(AddRow("PersistMessages", sessionDetails.PersistMessages, url));
-
-         sbHtmlPageBody.Append("</table>");
-         return sbHtmlPageBody.ToString();
-      }
-
-      public static string RemoveQueryStringByKey(string url, string key)
-      {
-         var uri = new Uri(url);
-
-         // this gets all the query string key value pairs as a collection
-         var newQueryString = HttpUtility.ParseQueryString(uri.Query);
-
-         // this removes the key if exists
-         newQueryString.Remove(key);
-
-         // this gets the page path from root without QueryString
-         string pagePathWithoutQueryString = uri.GetLeftPart(UriPartial.Path);
-
-         return newQueryString.Count > 0
-             ? $"{pagePathWithoutQueryString}?{newQueryString}"
-             : pagePathWithoutQueryString;
-      }
-
-      public static string GetParameterList(string url)
-      {
-         return HttpUtility.ParseQueryString((new Uri(url).Query)).ToString();
-      }
-
-      private static string AddRow(string colName, bool value, string url = "")
-      {
-         string valueAsStr = value ? "yes" : "no";
-         string innerHtml = url.Length > 0
-             ? $"<a href=\" {url}&{colName}={!value} \">toggle</a>"
-             : "";
-         return AddRow(colName, valueAsStr, innerHtml);
-      }
-
-      private static string AddRow(string colName, int value, string url = "")
-      {
-         string innerHtml = $"<a href=\" {url}&{colName}={value - 10} \"> << </a>" +
-                            $"<a href=\" {url}&{colName}={value - 1} \"> < </a>" +
-                            " | " +
-                            $"<a href=\" {url}&{colName}={value + 1} \"> > </a>" +
-                            $"<a href=\" {url}&{colName}={value + 10} \"> >> </a>";
-         return AddRow(colName, value.ToString(), innerHtml);
-      }
-      private static string AddRow(string colName, string value, string innerHtml = "")
-      {
-         StringBuilder row = new StringBuilder();
-         row.Append("<tr>");
-         row.Append(AddCell(colName));
-         row.Append(AddCell(value));
-         row.Append(AddCell(innerHtml));
-         row.Append("</tr>");
-         return row.ToString();
-      }
-
-      private static string AddCell(string cellContent, bool header = false)
-      {
-         string entryType = header ? "th" : "td";
-         return "<" + entryType + " align=\"left\">" + cellContent + "</" + entryType + ">";
-      }
-
-      public virtual void Dispose()
-      {
-         Dispose(true);
-         GC.SuppressFinalize(this);
-      }
-
-      private void Dispose(bool disposing)
-      {
-         if (_disposed)
-         {
-            return;
-         }
-         if (disposing)
-         {
-            if (_running)
-            {
-               Stop();
-            }
-            if (_connectionThread != null)
-            {
-               _connectionThread.Abort();
-               _connectionThread = null;
-            }
-         }
-         _disposed = true;
-      }
-   }
-}

src/client/spark_fix/Properties/AssemblyAttributes.cs

@@ -1,2 +0,0 @@
-using System.Runtime.CompilerServices;
-

src/client/spark_fix/README.md

@@ -1,2 +0,0 @@
-# BTS Spark FIX Adapter
-

src/client/spark_fix/session/DropCopySession.cs

@@ -1,269 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Reactive.Concurrency;
-using System.Text;
-
-using QuickFix;
-using QuickFix.Fields;
-
-using bts.api;
-using bts.api.core;
-using bts.api.orderman;
-using bts.api.user;
-using bts.api.admin;
-using System.Collections.Concurrent;
-using System.Runtime.CompilerServices;
-
-namespace bts.fix
-{
-   class DropCopySession : SessionBase
-   {
-      protected IDisposable _fillsdisp;
-      protected IDisposable _ordersdisp;
-      protected static Lazy<OrderService> _orderservice = new Lazy<OrderService>(() => bts.api.Locator.locate<OrderService>(), true);
-
-      protected readonly ConcurrentDictionary<uint, OrderRecordImmutable> _order_cache = new ConcurrentDictionary<uint, OrderRecordImmutable>();
-      protected readonly ConcurrentDictionary<uint, string> _fix_clorderids = new ConcurrentDictionary<uint, string>();
-      public DropCopySession(IFixRouter router, SessionID sess) : base(router, sess)
-      {
-      }
-
-      override public void OnLogon(SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         var msg = sessionID.ToString() + " Logged on";
-         log_info(msg);
-
-         subscribe_fills_and_orders(sessionID);
-      }
-      override public void OnLogout(SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         var msg = sessionID.ToString() + " Logged out";
-         log_info(msg);
-
-         if (_ordersdisp != null)
-            _ordersdisp.Dispose();
-         if (_fillsdisp != null)
-            _fillsdisp.Dispose();
-      }      
-
-      override public void FromApp(Message message, SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         MsgType type = Message.IdentifyType(message.ToString());
-         switch (type.getValue())
-         {
-            case MsgType.ORDER_STATUS_REQUEST:
-            case MsgType.SECURITYDEFINITIONREQUEST:
-               log_info("IN: " + message);
-               Crack(message, sessionID);
-               break;
-            default:
-               log_info("UNSUPPORTED MESSAGE IN: " + type.getValue());
-               throw new UnsupportedMessageType();
-         }
-      }
-
-      virtual public void OnMessage(QuickFix.FIX44.OrderStatusRequest req, SessionID s)
-      {
-         uint oid = uint.Parse(req.OrderID.getValue());
-         if (_order_cache.TryGetValue(oid, out OrderRecordImmutable order))
-         {
-            var ostat = build_order_status(s, order);
-            ostat.OrdStatusReqID = new OrdStatusReqID(req.OrdStatusReqID.getValue());
-            _router.send(ostat, s);
-         }
-      }
-
-      virtual public void OnMessage(QuickFix.FIX44.SecurityDefinitionRequest req, SessionID s)
-      {
-         if (req.SecurityRequestType.getValue() == SecurityRequestType.REQUEST_LIST_SECURITIES)
-         {
-            var secs = _router.get_securities();
-            if (req.IsSetSymbol())
-               secs = secs.Where(x => x.Symbol.ToLower() == req.Symbol.getValue().ToLower());
-            if (req.IsSetSecurityType())
-               secs = secs.Where(x => security_types_equal(x.security_type(), req.SecurityType));
-            if (req.IsSetSecurityExchange())
-               secs = secs.Where(x => exchanges_equal(x.Exchange, req.SecurityExchange));
-
-            var def = new QuickFix.FIX44.SecurityDefinition(req.SecurityReqID,
-                                                            new SecurityResponseID(Guid.NewGuid().ToString()),
-                                                            new SecurityResponseType(SecurityResponseType.LIST_OF_SECURITIES_RETURNED_PER_REQUEST));
-            _router.send(def, s);
-         }
-         else
-            throw new IncorrectTagValue(req.SecurityRequestType.Tag);
-      }
-
-
-
-      virtual protected void subscribe_fills_and_orders(SessionID sessionID)
-      {
-         var scheduler = TaskPoolScheduler.Default;
-         var interval = TimeSpan.FromMilliseconds(500);
-         var on_orders = _orderservice.Value.subscribei_orders().Naggle(interval, scheduler).PermissionFilter(_adminobservable).Table().Cache();
-         var on_fills = _orderservice.Value.subscribei_fills().Naggle(interval, scheduler).PermissionFilter(_adminobservable).Table().Cache();
-
-         _ordersdisp = on_orders.Subscribe(o =>
-         {
-            foreach (var order in o.added)
-            {
-               var ostat = build_order_status(sessionID, order);
-               _order_cache[order.Key] = order;
-               _router.send(ostat, sessionID);
-            }
-            foreach (var order in o.changed)
-            {
-               var ostat = build_order_status(sessionID, order, true);
-               _router.send(ostat, sessionID);
-            }
-         });
-
-         _fillsdisp = on_fills.Subscribe(f =>
-         {
-            foreach (var fill in f.added)
-            {
-               var fi = build_fill(sessionID, fill);
-               _router.send(fi, sessionID);
-            }
-            foreach (var fill in f.changed)
-            {
-               var fi = build_fill(sessionID, fill, true);
-               _router.send(fi, sessionID);
-            }
-         });
-      }
-
-
-      virtual protected void process_order_state(in OrderStateImmutable state, ref uint filled, ref uint leaves, ref double avgprx,
-                                                 ref QuickFix.Fields.OrdStatus fstatus, ref NativeOrderStateImmutable? native, FillImmutable? fill = null)
-      {
-         filled = state.FilledQuantity;
-         leaves = state.Quantity - state.FilledQuantity;
-         avgprx = state.AvgPrice;
-         fstatus = translate_status(state, ref native);         
-      }
-
-      protected bts.api.SecurityImmutable? resolve_execution_report_security(bts.api.SecurityImmutable? sec, QuickFix.FIX44.ExecutionReport report)
-      {
-         report.SecurityExchange = convert_exchange(sec.Value.Exchange);
-         var sectype = sec.Value.security_type();
-         report.SecurityType = convert_security_type(sectype);
-         if (sec.Value.HasGlbx)
-            report.SecurityDesc = new SecurityDesc(sec.Value.Glbx.SecurityDesc);
-
-         switch (sectype)
-         {
-            case bts.api.SecurityType.Future:
-               report.MaturityMonthYear = new MaturityMonthYear(sec.Value.EarliestExpiration().ToString("yyyyMMdd"));
-               break;
-            case bts.api.SecurityType.Spread: //TODO this is not quite right for spreads of spreads            
-               var leg = sec.Value.Spread.Legs.OrderBy(x => x.Security.EarliestExpiration()).First();
-               report.MaturityMonthYear = new MaturityMonthYear(leg.Security.EarliestExpiration().ToString("yyyyMMdd"));
-               break;
-            default:
-               throw new UnsupportedMessageType();               
-         }
-         return sec;
-      }
-
-      virtual protected QuickFix.FIX44.ExecutionReport build_fill(SessionID sess, in FillImmutable fill, bool change = false)
-      {
-         var exec = new QuickFix.Fields.ExecType(QuickFix.Fields.ExecType.PARTIAL_FILL);
-         QuickFix.Fields.OrdStatus status = new QuickFix.Fields.OrdStatus();
-         uint filled = 0; uint leaves = 0; double prx = 0.0;
-         OrderRecordImmutable order;  NativeOrderStateImmutable? native = null;
-         if (_order_cache.TryGetValue(fill.OrderKey, out order))
-         {
-            process_order_state(order.State, ref filled, ref leaves, ref prx, ref status, ref native);
-            if(Convert.ToDouble(order.State.Quantity) == fill.LastShares)
-               exec = new QuickFix.Fields.ExecType(QuickFix.Fields.ExecType.FILL);
-         }
-         if (change)
-            exec = new QuickFix.Fields.ExecType(QuickFix.Fields.ExecType.TRADE_CORRECT);
-
-         var sec = _router.lookup(fill.SecurityKey);
-         QuickFix.FIX44.ExecutionReport report = new QuickFix.FIX44.ExecutionReport(
-             new OrderID(fill.OrderKey.ToString()),
-             new ExecID(fill.FillKey.ToString()), 
-             exec,
-             status,
-             new Symbol(sec?.Symbol ?? string.Empty),
-             new QuickFix.Fields.Side(fill.Side == bts.api.Side.Buy ? QuickFix.Fields.Side.BUY : QuickFix.Fields.Side.SELL),
-             new LeavesQty(leaves),
-             new CumQty(filled),
-             new AvgPx(Convert.ToDecimal(prx)));
-             
-         report.Account = new Account(fill.Account);
-         report.LastQty = new LastQty(Convert.ToDecimal(fill.LastShares));
-         report.LastPx = new LastPx(Convert.ToDecimal(fill.LastPrice));
-         var ts = fill.HasTimestamp ? fill.Timestamp.ToDateTime() : DateTime.MinValue;
-         report.TransactTime = new TransactTime(ts, true);
-         report.TradeDate = new TradeDate(ts.ToString("yyyyMMdd"));
-         sec = resolve_execution_report_security(sec, report);
-         if (native.HasValue && !string.IsNullOrEmpty(native.Value.ExchangeOrderId))
-            report.SecondaryOrderID = new SecondaryOrderID(native.Value.ExchangeOrderId);
-
-         if (sec.HasValue && sec.Value.security_type() == bts.api.SecurityType.Spread || 
-             sec.Value.security_type() == bts.api.SecurityType.Synthetic)
-         {
-            if (fill.FillKind == bts.api.orderman.Fill.Types.FillKind.Leg)
-               report.MultiLegReportingType = new MultiLegReportingType('2');
-            else
-               report.MultiLegReportingType = new MultiLegReportingType('3');
-         }
-         return report;
-      }
-
-      virtual protected QuickFix.FIX44.ExecutionReport build_order_status(SessionID sess, in OrderRecordImmutable order, bool change = false)
-      {
-         var exec = new QuickFix.Fields.ExecType(QuickFix.Fields.ExecType.NEW);
-         if (_order_cache.TryGetValue(order.Key, out OrderRecordImmutable _))
-            exec = new QuickFix.Fields.ExecType(QuickFix.Fields.ExecType.ORDER_STATUS);
-            
-         QuickFix.Fields.OrdStatus status = new QuickFix.Fields.OrdStatus();         
-         uint filled = 0; uint leaves = 0; double prx = 0.0;  NativeOrderStateImmutable? native = null;
-         process_order_state(order.State, ref filled, ref leaves, ref prx, ref status, ref native);
-
-         var sec = _router.lookup(order.Def.SecurityKey);
-         QuickFix.FIX44.ExecutionReport report = new QuickFix.FIX44.ExecutionReport(
-             new OrderID(order.Key.ToString()),
-             new ExecID("0"),
-             exec,
-             status,
-             new Symbol(sec?.Symbol ?? string.Empty),
-             new QuickFix.Fields.Side(order.Def.Side == bts.api.Side.Buy ? QuickFix.Fields.Side.BUY : QuickFix.Fields.Side.SELL),
-             new LeavesQty(leaves),
-             new CumQty(filled),
-             new AvgPx(Convert.ToDecimal(prx)));
-
-         report.Account = new Account(order.Def.Account);
-         report.OrderQty = new OrderQty(order.State.Quantity);
-         report.Price = new Price(Convert.ToDecimal(order.State.Price));
-         report.TimeInForce = new QuickFix.Fields.TimeInForce((char)order.Def.TimeInForce);
-         var ts = order.State.LastChange.ToDateTime();
-         report.TransactTime = new TransactTime(ts, true);
-         if(!string.IsNullOrEmpty(order.State.LastMsg))
-            report.Text = new Text(order.State.LastMsg);
-
-         sec = resolve_execution_report_security(sec, report);
-         if (native.HasValue)
-         {
-            report.OrdType = new OrdType((char)native.Value.NativeType);        
-            if(!string.IsNullOrEmpty(native.Value.ExchangeOrderId))
-               report.SecondaryOrderID = new SecondaryOrderID(native.Value.ExchangeOrderId);            
-         }
-         //TODO Big race here, we need a correlation id of some sort
-         if (_fix_clorderids.TryGetValue(order.Key, out string clorderid))
-         {
-            report.ClOrdID = new ClOrdID(clorderid);
-         }
-         return report;         
-      }      
-
-   }
-}

src/client/spark_fix/session/IFIXSession.cs

@@ -1,8 +0,0 @@
-using System;
-
-namespace bts.fix
-{
-   interface IFIXSession : QuickFix.IApplication
-   {
-   }
-}

src/client/spark_fix/session/OrderSession.cs

@@ -1,167 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-
-using QuickFix;
-using QuickFix.Fields;
-
-using bts.api;
-using bts.api.orderman;
-
-namespace bts.fix
-{
-   /* Some test fix
-   order for 4 lot CLZ8 
-   8=FIX.4.4
9=156
35=D
49=SPARK
56=CLIENT1
34=1
50=30737
97=Y
52=20000809-20:20:50
11=90001008
1=ACC A
21=2
55=SIM:CLZ8
54=1
38=4
40=2
59=0
44=74
60=20000809-18:20:32
207=SIM
10=045
   
-   
-   order for 4 lot CLZ8-CLH9
-   8=FIX.4.4
9=156
35=D
49=SPARK
56=CLIENT1
34=1
50=30737
97=Y
52=20000809-20:20:50
11=90001008
1=ACC A
21=2
55=SIM:CLZ8-CLH9
54=1
38=4
40=2
59=0
44=74
60=20000809-18:20:32
207=SIM
10=045

-   
-    */
-
-   class OrderSession : DropCopySession
-   {
-      public OrderSession(IFixRouter router, SessionID sess) : base(router, sess)
-      {
-      }
-
-      override public void FromApp(Message message, SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         MsgType type = Message.IdentifyType(message.ToString());
-         switch (type.getValue())
-         {
-            case MsgType.ORDER_STATUS_REQUEST: //handled in DropCopySession
-            case MsgType.SECURITYDEFINITIONREQUEST: //handled in DropCopySession
-
-            case MsgType.NEWORDERSINGLE:
-            case MsgType.ORDERCANCELREPLACEREQUEST:
-            case MsgType.ORDERCANCELREQUEST:
-               log_info("IN: " + message);
-               Crack(message, sessionID);
-               break;
-            default:
-               log_info("UNSUPPORTED MESSAGE IN: " + type.getValue());
-               throw new UnsupportedMessageType();
-         }
-      }
-
-      virtual public void OnMessage(QuickFix.FIX44.OrderCancelRequest cancel, SessionID s)
-      {
-         var id = cancel.OrderID.getValue();
-         if(!uint.TryParse(id, out uint key))
-            throw new IncorrectTagValue(cancel.OrderID.Tag);            
-         var resp = _orderservice.Value.cancel_order(new Cancel { OrderKey = key });
-         if (resp.ErrorCode != OrderError.Ok)
-         {
-            send_cancel_reject(s, "Cancel Rejected: " + resp.ErrorCode.ToString() + " - " + resp.Msg, cancel);
-         }
-      }
-
-      virtual public void OnMessage(QuickFix.FIX44.OrderCancelReplaceRequest replace, SessionID s)
-      {
-         var id = replace.OrderID.getValue();
-         if (!uint.TryParse(id, out uint key))
-            throw new IncorrectTagValue(replace.OrderID.Tag);
-         double price = Convert.ToDouble(replace.Price.getValue());
-         uint sz = Convert.ToUInt32(Math.Abs(replace.OrderQty.getValue()));
-         var resp = _orderservice.Value.update_order(new Update
-         {
-            OrderKey = key,
-            Price = price,
-            Quantity = sz,
-         });
-         if (resp.ErrorCode != OrderError.Ok)
-         {
-            send_cancel_reject(s, "Cancel Rejected: " + resp.ErrorCode.ToString() + " - " + resp.Msg, replace);
-         }
-      }
-
-      virtual public void OnMessage(QuickFix.FIX44.NewOrderSingle create, SessionID s)
-      {
-         Venue ven = convert_exchange(create.SecurityExchange);
-         if (ven == bts.api.Venue.Unset)
-            throw new IncorrectTagValue(create.SecurityExchange.Tag);
-
-         var sec = _router.lookup(create.Symbol.getValue());
-         if (!sec.HasValue)
-            sec = _router.lookup(create.SecurityDesc.getValue());
-         if (!sec.HasValue)
-            throw new IncorrectTagValue(create.SecurityDesc.Tag);
-
-         OrderDefinition def = null;
-         try
-         {
-            string manual = "Y";
-            if(create.IsSetField(Tags.ManualOrderIndicator))
-               manual = create.GetField(Tags.ManualOrderIndicator);
-            def = new OrderDefinition()
-            {
-               Account = create.Account.getValue(),
-               AccountId = lookup_account(create.Account.getValue()),
-               SecurityKey = sec.Value.Id,
-               Side = (api.Side)(int)create.Side.getValue(),
-               TimeInForce = (api.orderman.TimeInForce)(int)create.TimeInForce.getValue(),
-               User = _user_name,
-               UserId = lookup_user(_user_name),
-               ManualOrderIndicator = manual == "Y" ?  bts.api.orderman.ManualOrderIndicator.Yes : bts.api.orderman.ManualOrderIndicator.No,
-            };
-         }
-         catch
-         {
-            throw new IncorrectTagValue(create.TimeInForce.Tag);
-         }
-
-         set_ordertype(def, create, out bool price_req);
-         Create cr = new Create();
-         cr.NewOrder = def;
-         try
-         {
-            if (price_req)
-               cr.Price = Convert.ToDouble(create.Price.getValue());
-         }
-         catch
-         {
-            throw new IncorrectTagValue(create.Price.Tag);
-         }
-         try
-         {
-            cr.Quantity = Convert.ToUInt32(Math.Abs(create.OrderQty.getValue()));
-         }
-         catch
-         {
-            throw new IncorrectTagValue(create.OrderQty.Tag);
-         }
-         var resp = _orderservice.Value.create_order(cr);
-         if (resp.ErrorCode != OrderError.Ok)
-         {
-            _router.send_biz_reject(s, "Order Rejected: " + resp.ErrorCode.ToString() + " - " + resp.Msg, create);
-         }
-      }
-
-      private void set_ordertype(OrderDefinition def, QuickFix.FIX44.NewOrderSingle req, out bool price_req)
-      {
-         price_req = false;
-         switch (req.OrdType.getValue())
-         {
-            case '1':
-               def.CustomDef = new CustomOrderDefinition { Market = new MarketOrderDefinition() };
-               break;
-            case '2':
-               def.CustomDef = new CustomOrderDefinition { Limit = new LimitOrderDefinition() };
-               price_req = true;
-               break;
-            case '3':
-               def.CustomDef = new CustomOrderDefinition { Stop = new StopOrderDefinition() {StopPrice = Convert.ToDouble(req.StopPx.getValue()) } };
-               break;
-            case '4':
-               def.CustomDef = new CustomOrderDefinition { StopLimit = new StopLimitOrderDefinition() { StopPrice = Convert.ToDouble(req.StopPx.getValue()) } };
-               price_req = true;
-               break;
-            default:
-               throw new IncorrectTagValue(req.OrdType.Tag);
-         }
-      }
-   }
-}

src/client/spark_fix/session/SessionBase.cs

@@ -1,361 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Reactive.Concurrency;
-using System.Text;
-using System.Collections.Concurrent;
-using System.Runtime.CompilerServices;
-
-using QuickFix;
-using QuickFix.Fields;
-
-using mbts;
-using bts.api;
-using bts.api.core;
-using bts.api.orderman;
-using bts.api.user;
-using bts.api.admin;
-
-
-namespace bts.fix
-{
-   abstract class SessionBase : QuickFix.MessageCracker, IFIXSession
-   {      
-      protected static AuthService _authservice = bts.api.Locator.locate<AuthService>();      
-      protected static Lazy<AdminService> _adminservice = new Lazy<AdminService>(() => bts.api.Locator.locate<AdminService>(), true);
-      protected static Lazy<bts.metrics.ShellLatencyService> _latencyservice = 
-         new Lazy<bts.metrics.ShellLatencyService>(() => bts.api.Locator.locate<bts.metrics.ShellLatencyService>(), true);
-
-      protected string _user_name;
-      protected AuthToken _token;
-
-      protected IDisposable _admindisp;
-      protected IObservable<AdminModelWrapper> _adminobservable;
-      protected AdminDataImmutable? _admin_data;      
-
-      protected readonly IFixRouter _router;
-      protected readonly SessionID _sess;
-      
-      public SessionBase(IFixRouter router, SessionID sess)
-      {
-         _router = router;
-         _sess = sess;
-
-         _clockdisp = _latencyservice.Value.subscribe_clock().Subscribe(x =>
-         {
-            var t = x.all.FirstOrDefault();
-            if(t != null)
-               _clock = t.Timestamp;
-         });
-
-         _adminobservable = _adminservice.Value.subscribei_admin_data().Select(x =>
-         {
-            return new AdminModelWrapper(x.all.TryFirst(), _user_name);
-         });
-         _admindisp = _adminobservable.Subscribe(x => _admin_data = x.admin_data);         
-      }
-
-      abstract public void FromApp(Message message, SessionID sessionID);
-      abstract public void OnLogon(SessionID sessionID); //subscribe to your stuff 
-      abstract public void OnLogout(SessionID sessionID); //unsub
-      
-      virtual public void ToApp(Message message, SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         log_info("OUT: " + message);
-      }
-
-      readonly IDisposable _clockdisp; ulong _clock = 0;
-      virtual public void FromAdmin(Message message, SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-
-         MsgType type = Message.IdentifyType(message.ToString());
-         switch (type.getValue())
-         {
-            case MsgType.LOGON:
-               {
-                  try
-                  {
-                     QuickFix.FIX44.Logon msg = (QuickFix.FIX44.Logon)message;
-                     _user_name = msg.Username.getValue();
-                     string pass = string.Empty;
-                     if(msg.IsSetPassword())
-                        pass = msg.Password.getValue();
-                     var resp = _authservice.authenticate_login(new AuthenticateLoginRequest { 
-                                                                Login = msg.Username.getValue(), Password = pass});
-                     if (resp != null && resp.IsValid)
-                        _token = resp.Token;
-                     else
-                        throw new RejectLogon("Logon rejected " + resp?.Reason ?? string.Empty);
-                  }
-                  catch (RejectLogon)
-                  {
-                     throw;
-                  }
-                  catch (Exception ex)
-                  {
-                     throw new RejectLogon("Logon rejected " + ex.ToString());
-                  }
-               }
-               break;
-            case MsgType.HEARTBEAT:
-               {
-                  QuickFix.FIX44.Heartbeat hb = (QuickFix.FIX44.Heartbeat)message;
-                  handle_heartbeat(hb, sessionID);
-               }
-               break;               
-            default:
-               log_info("ADMININ: " + message);
-               break;
-         }
-      }
-
-      async protected void handle_heartbeat(QuickFix.FIX44.Heartbeat hb, SessionID sessionID)
-      {
-         var resp = await _latencyservice.Value.report_async(new bts.metrics.Report { HostName = "BTSFIX_" + sessionID.ToString(), 
-                                                                                      Timestamp = _clock, User = _user_name });
-         if (resp.success)
-            _router.send(hb, sessionID);         
-      }
-
-      virtual public void ToAdmin(Message message, SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         log_info("ADMINOUT: " + message);
-      }
-
-      virtual public void OnCreate(SessionID sessionID)
-      {
-         log_info("CREATE");
-      }
-
-      virtual public void OnMessage(QuickFix.FIX44.BusinessMessageReject n, SessionID s)
-      {
-         //Log.assert(false, "biz reject wtf " + n.EncodedText.getValue());
-         Log.FIX.warn(_sess.ToString() + " Business Reject " + n.BusinessRejectReason.getValue() + " " + n.Text.getValue());
-      }
-      virtual public void OnMessage(QuickFix.FIX44.News n, SessionID s)
-      {
-         log_info("news " + n.EncodedHeadline.getValue());
-      }      
-
-
-      protected void log_info(string message, [CallerFilePath] string file = "", [CallerLineNumber] int line = 0)
-      {
-         Log.FIX.info(_sess.ToString() + " " + message, file, line);
-      }
-
-      protected void log_error(string message, [CallerFilePath] string file = "", [CallerLineNumber] int line = 0)
-      {
-         Log.FIX.error(_sess.ToString() + " " + message, file, line);
-      }
-
-      protected void send_cancel_reject(SessionID sess, string text, Message refmessage)
-      {
-         QuickFix.FIX44.OrderCancelReject rej = new QuickFix.FIX44.OrderCancelReject();
-         if (refmessage is QuickFix.FIX44.OrderCancelRequest cancel)
-         {
-            if (cancel.IsSetClOrdID())
-               rej.SetField(cancel.ClOrdID);
-            if (cancel.IsSetOrigClOrdID())
-               rej.SetField(cancel.OrigClOrdID);
-            if (cancel.IsSetOrderID())
-               rej.SetField(cancel.OrderID);
-            rej.CxlRejResponseTo = new CxlRejResponseTo('1');
-            rej.Text = new Text(text);
-            _router.send(rej, sess);
-         }
-         else if (refmessage is QuickFix.FIX44.OrderCancelReplaceRequest replace)
-         {
-            if (replace.IsSetClOrdID())
-               rej.SetField(replace.ClOrdID);
-            if (replace.IsSetOrigClOrdID())
-               rej.SetField(replace.OrigClOrdID);
-            if (replace.IsSetOrderID())
-               rej.SetField(replace.OrderID);
-            rej.CxlRejResponseTo = new CxlRejResponseTo('2');
-            rej.Text = new Text(text);
-            _router.send(rej, sess);
-         }
-         else 
-            throw new UnsupportedMessageType();
-
-      }      
-
-      protected bool security_types_equal(bts.api.SecurityType btstype, QuickFix.Fields.SecurityType fixtype)
-      {
-         return btstype == convert_security_type(fixtype);
-      }
-
-      protected QuickFix.Fields.SecurityType convert_security_type(bts.api.SecurityType btstype)
-      {
-         switch (btstype)
-         {
-            case bts.api.SecurityType.Future:
-               return new QuickFix.Fields.SecurityType("FUT");
-            case bts.api.SecurityType.Option:
-               return new QuickFix.Fields.SecurityType("OPT");
-            case bts.api.SecurityType.Spread:
-               return new QuickFix.Fields.SecurityType("MLEG");
-            case bts.api.SecurityType.Stock:
-               return new QuickFix.Fields.SecurityType("CS");
-            case bts.api.SecurityType.Synthetic:
-               return new QuickFix.Fields.SecurityType("SYNTH");
-            default:
-               return new QuickFix.Fields.SecurityType();
-         }
-      }
-
-      protected bts.api.SecurityType convert_security_type(QuickFix.Fields.SecurityType fixtype)
-      {
-         switch (fixtype.getValue())
-         {
-            case "FUT":
-               return bts.api.SecurityType.Future;
-            case "OPT":
-               return bts.api.SecurityType.Option;
-            case "MLEG":
-               return bts.api.SecurityType.Spread;
-            case "CS":
-               return bts.api.SecurityType.Stock;
-            case "SYNTH":
-               return bts.api.SecurityType.Synthetic;
-            default:
-               return bts.api.SecurityType.Unset;
-         }
-      }
-
-      protected bool exchanges_equal(bts.api.Venue btstype, QuickFix.Fields.SecurityExchange fixtype)
-      {
-         return btstype == convert_exchange(fixtype);
-      }
-
-      protected QuickFix.Fields.SecurityExchange convert_exchange(bts.api.Venue btstype)
-      {
-         switch (btstype)
-         {
-            case bts.api.Venue.Bts:
-               return new QuickFix.Fields.SecurityExchange("BTS");
-            case bts.api.Venue.Cboe:
-               return new QuickFix.Fields.SecurityExchange("XCBO");
-            case bts.api.Venue.Cboecfe:
-               return new QuickFix.Fields.SecurityExchange("XCBF");
-            case bts.api.Venue.Glbx:
-               return new QuickFix.Fields.SecurityExchange("XCME");
-            case bts.api.Venue.Ice:
-               return new QuickFix.Fields.SecurityExchange("IEPA");
-            case bts.api.Venue.Sim:
-               return new QuickFix.Fields.SecurityExchange("SIM");
-            default:
-               return new QuickFix.Fields.SecurityExchange();
-         }
-      }
-
-      protected bts.api.Venue convert_exchange(QuickFix.Fields.SecurityExchange fixtype)
-      {
-         switch (fixtype.getValue())
-         {
-            case "BTS":
-               return bts.api.Venue.Bts;
-            case "XCBO":
-               return bts.api.Venue.Cboe;
-            case "XCBF":
-               return bts.api.Venue.Cboecfe;
-            case "GLBX":
-            case "XCME":
-            case "XCBT":
-            case "XCEC":
-            case "XNYM":
-               return bts.api.Venue.Glbx;
-            case "IEPA":
-            case "IFUS":
-            case "IFEU":
-            case "IFLL":
-               return bts.api.Venue.Ice;
-            case "SIM":
-               return bts.api.Venue.Sim;
-            default:
-               return bts.api.Venue.Unset;
-         }
-      }      
-
-      protected QuickFix.Fields.OrdStatus translate_status(in bts.api.orderman.OrderStateImmutable state, 
-                                                           ref bts.api.orderman.NativeOrderStateImmutable? native)
-      {
-         native = null;
-         if (state.HasMarket && state.Market.HasNativeState && state.Market.NativeState.NativeStatus != NativeOrderStatus.Unacknowledged)
-         {
-            native = state.Market.NativeState;
-            return new OrdStatus((char)native?.NativeStatus);
-         }
-         else if (state.HasLimit && state.Limit.HasNativeState && state.Limit.NativeState.NativeStatus != NativeOrderStatus.Unacknowledged)
-         {
-            native = state.Limit.NativeState;
-            return new OrdStatus((char)native?.NativeStatus);
-         }
-         else if (state.HasStop && state.Stop.HasNativeState && state.Stop.NativeState.NativeStatus != NativeOrderStatus.Unacknowledged)
-         {
-            native = state.Stop.NativeState;
-            return new OrdStatus((char)native?.NativeStatus);
-         }
-         else if (state.HasStopLimit && state.StopLimit.HasNativeState && state.StopLimit.NativeState.NativeStatus != NativeOrderStatus.Unacknowledged)
-         {
-            native = state.StopLimit.NativeState;
-            return new OrdStatus((char)native?.NativeStatus);
-         }
-         else
-         {
-            switch (state.Status)
-            {
-               case OrderStatus.Canceled:
-                  return new OrdStatus(OrdStatus.CANCELED);
-               case OrderStatus.Completed:
-                  return new OrdStatus(OrdStatus.FILLED);
-               case OrderStatus.Disconnected:
-                  return new OrdStatus(OrdStatus.STOPPED);
-               case OrderStatus.Error:
-                  return new OrdStatus(OrdStatus.REJECTED);
-               case OrderStatus.Inactive:
-                  return new OrdStatus(OrdStatus.PENDING_NEW);
-               case OrderStatus.PendingWorking:
-                  return new OrdStatus(OrdStatus.PENDING_NEW);
-               case OrderStatus.RejectedBySpark:
-                  return new OrdStatus(OrdStatus.REJECTED);
-               case OrderStatus.Working:
-                  {
-                     if (state.FilledQuantity < state.Quantity)
-                        return new OrdStatus(OrdStatus.PARTIALLY_FILLED);
-                     else
-                        return new OrdStatus(OrdStatus.NEW);
-                  }
-               default:
-                  return new OrdStatus();
-            }
-         }
-      }
-
-      protected uint lookup_account(string acct)
-      {
-         if (_admin_data.HasValue)
-         {
-            var ac = _admin_data.Value.Accounts.Where(x => x.Name == acct).TryFirst();
-            if(ac.HasValue)
-               return ac.Value.Id;
-         }
-         throw new IncorrectTagValue(new Account().Tag);
-      }
-      
-      protected uint lookup_user(string user)
-      {
-         if (_admin_data.HasValue)
-         {
-            var ac = _admin_data.Value.Users.Where(x => x.Name == user).TryFirst();
-            if (ac.HasValue)
-               return ac.Value.Id;
-         }
-         throw new IncorrectTagValue(new Username().Tag);
-      }
-   }
-}

src/client/spark_fix/spark_fix.cfg

@@ -1,42 +0,0 @@
-#http://www.quickfixengine.org/quickfix/doc/html/configuration.html
-#https://www.onixs.biz/fix-dictionary.html
-
-[DEFAULT]
-ConnectionType=acceptor
-SocketAcceptPort=5001
-SocketReuseAddress=Y
-StartTime=00:00:00
-EndTime=00:00:00
-FileLogPath=log
-UseDataDictionary=Y
-ResetOnLogon=Y
-ResetOnLogout=Y
-ResetOnDisconnect=Y
-
-HeartBtInt=30
-LogonTimeout=30
-
-SSLEnable=N
-# SSLEnable=Y
-# # It is recommended to install the certificate and refer to it by name instead of using filename + password
-# SSLCertificate=QuickFixn-TestServer.pfx
-# SSLCertificatePassword=QuickFixn-TestServer
-# # For production refer to certificate by name instead: SSLCertificate=CN=QuickFixn-TestServer
-# SSLCACertificate=QuickFixn-TestCA.cer
-# SSLCheckCertificateRevocation=N
-
-
-[SESSION]
-BeginString=FIX.4.4
-SenderCompID=SPARK
-TargetCompID=CLIENT1
-FileStorePath=store
-DataDictionary=./spec/fix/FIX44.xml
-
-[SESSION]
-BeginString=FIX.4.4
-SenderCompID=SPARK
-TargetCompID=CLIENT2
-FileStorePath=store
-DataDictionary=./spec/fix/FIX44.xml
-

src/client/spark_fix/spark_fix.csproj

@@ -1,41 +0,0 @@
-<Project Sdk="Microsoft.NET.Sdk">
-  <PropertyGroup>  
-    <TargetFrameworks>netstandard2.0</TargetFrameworks>
-    
-    <Authors>Blue Trading Systems</Authors>
-    <Company>Blue Trading Systems</Company>
-    <Product>Spark</Product>
-    <Description />
-    <Platforms>x64</Platforms>
-    <PlatformTarget>AnyCPU</PlatformTarget>
-    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
-    <WarningsAsErrors />
-    <LangVersion>7.2</LangVersion>
-    <Version>1.0.0</Version>
-  </PropertyGroup>
-  
-  <ItemGroup>
-    <PackageReference Include="Google.Protobuf" Version="3.6.1" />
-    <PackageReference Include="System.Reactive" Version="3.1.1" />
-    <PackageReference Include="System.Reactive.PlatformServices" Version="3.1.1" />
-	 <PackageReference Include="NUnit" Version="3.10.1" />  
-    
-    <PackageReference Include="QuickFix.Net.NETCore" Version="1.8.1" />     
-    <PackageReference Include="QuickFix.Net.NETCore.FIX44" Version="1.8.1" />         
-  </ItemGroup>
-
-  <ItemGroup> 
-    <ProjectReference Include="../spark_api/spark_api.csproj"/>
-    <ProjectReference Include="../spark_core/spark_core.csproj"/>
-  </ItemGroup>
-  
-  <Target Name="copy_fix" AfterTargets="PostBuildEvent"  >
-    <Copy SourceFiles="./spark_fix.cfg" DestinationFolder="$(OutputPath)\" SkipUnchangedFiles="true" />
-    <Copy SourceFiles="./spec/fix/FIX44.xml" DestinationFolder="$(OutputPath)/spec/fix/" SkipUnchangedFiles="true" />
-  </Target>  
-  
-  <Target Name="copy_fix471" AfterTargets="PostBuildEvent"  >
-    <Copy SourceFiles="./spark_fix.cfg" DestinationFolder="$(OutputPath)/../net471" SkipUnchangedFiles="true" />
-    <Copy SourceFiles="./spec/fix/FIX44.xml" DestinationFolder="$(OutputPath)/../net471/spec/fix/" SkipUnchangedFiles="true" />
-  </Target>  
-</Project>

src/client/spark_fix/spec/fix/FIX40.xml

@@ -1,828 +0,0 @@
-<fix major="4" minor="0">
-  <header>
-    <field name="BeginString" required="Y"/>
-    <field name="BodyLength" required="Y"/>
-    <field name="MsgType" required="Y"/>
-    <field name="SenderCompID" required="Y"/>
-    <field name="TargetCompID" required="Y"/>
-    <field name="OnBehalfOfCompID" required="N"/>
-    <field name="DeliverToCompID" required="N"/>
-    <field name="SecureDataLen" required="N"/>
-    <field name="SecureData" required="N"/>
-    <field name="MsgSeqNum" required="Y"/>
-    <field name="SenderSubID" required="N"/>
-    <field name="TargetSubID" required="N"/>
-    <field name="OnBehalfOfSubID" required="N"/>
-    <field name="DeliverToSubID" required="N"/>
-    <field name="PossDupFlag" required="N"/>
-    <field name="PossResend" required="N"/>
-    <field name="SendingTime" required="Y"/>
-    <field name="OrigSendingTime" required="N"/>
-  </header>
-  <trailer>
-    <field name="SignatureLength" required="N"/>
-    <field name="Signature" required="N"/>
-    <field name="CheckSum" required="Y"/>
-  </trailer>
-  <messages>
-    <message name="Heartbeat" msgtype="0" msgcat="admin">
-      <field name="TestReqID" required="N"/>
-    </message>
-    <message name="Logon" msgtype="A" msgcat="admin">
-      <field name="EncryptMethod" required="Y"/>
-      <field name="HeartBtInt" required="Y"/>
-      <field name="RawDataLength" required="N"/>
-      <field name="RawData" required="N"/>
-    </message>
-    <message name="TestRequest" msgtype="1" msgcat="admin">
-      <field name="TestReqID" required="Y"/>
-    </message>
-    <message name="ResendRequest" msgtype="2" msgcat="admin">
-      <field name="BeginSeqNo" required="Y"/>
-      <field name="EndSeqNo" required="Y"/>
-    </message>
-    <message name="Reject" msgtype="3" msgcat="admin">
-      <field name="RefSeqNum" required="Y"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="SequenceReset" msgtype="4" msgcat="admin">
-      <field name="GapFillFlag" required="N"/>
-      <field name="NewSeqNo" required="Y"/>
-    </message>
-    <message name="Logout" msgtype="5" msgcat="admin">
-      <field name="Text" required="N"/>
-    </message>
-    <message name="Advertisement" msgtype="7" msgcat="app">
-      <field name="AdvId" required="Y"/>
-      <field name="AdvTransType" required="Y"/>
-      <field name="AdvRefID" required="N"/>
-      <field name="Symbol" required="Y"/>
-      <field name="SymbolSfx" required="N"/>
-      <field name="SecurityID" required="N"/>
-      <field name="IDSource" required="N"/>
-      <field name="Issuer" required="N"/>
-      <field name="SecurityDesc" required="N"/>
-      <field name="AdvSide" required="Y"/>
-      <field name="Shares" required="Y"/>
-      <field name="Price" required="N"/>
-      <field name="Currency" required="N"/>
-      <field name="TransactTime" required="N"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="IndicationofInterest" msgtype="6" msgcat="app">
-      <field name="IOIid" required="Y"/>
-      <field name="IOITransType" required="Y"/>
-      <field name="IOIRefID" required="N"/>
-      <field name="Symbol" required="Y"/>
-      <field name="SymbolSfx" required="N"/>
-      <field name="SecurityID" required="N"/>
-      <field name="IDSource" required="N"/>
-      <field name="Issuer" required="N"/>
-      <field name="SecurityDesc" required="N"/>
-      <field name="Side" required="Y"/>
-      <field name="IOIShares" required="Y"/>
-      <field name="Price" required="N"/>
-      <field name="Currency" required="N"/>
-      <field name="ValidUntilTime" required="N"/>
-      <field name="IOIQltyInd" required="N"/>
-      <field name="IOIOthSvc" required="N"/>
-      <field name="IOINaturalFlag" required="N"/>
-      <field name="IOIQualifier" required="N"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="News" msgtype="B" msgcat="app">
-      <field name="OrigTime" required="N"/>
-      <field name="Urgency" required="N"/>
-      <field name="RelatdSym" required="N" repeating="Y"/>
-      <group name="LinesOfText" required="Y">
-        <field name="Text" required="Y"/>
-      </group>
-      <field name="RawDataLength" required="N"/>
-      <field name="RawData" required="N"/>
-    </message>
-    <message name="Email" msgtype="C" msgcat="app">
-      <field name="EmailType" required="Y"/>
-      <field name="OrigTime" required="N"/>
-      <field name="RelatdSym" required="N" repeating="Y"/>
-      <field name="OrderID" required="N"/>
-      <field name="ClOrdID" required="N"/>
-      <group name="LinesOfText" required="Y">
-        <field name="Text" required="Y"/>
-      </group>
-      <field name="RawDataLength" required="N"/>
-      <field name="RawData" required="N"/>
-    </message>
-    <message name="QuoteRequest" msgtype="R" msgcat="app">
-      <field name="QuoteReqID" required="Y"/>
-      <field name="Symbol" required="Y"/>
-      <field name="SymbolSfx" required="N"/>
-      <field name="SecurityID" required="N"/>
-      <field name="IDSource" required="N"/>
-      <field name="Issuer" required="N"/>
-      <field name="SecurityDesc" required="N"/>
-      <field name="PrevClosePx" required="N"/>
-      <field name="Side" required="N"/>
-      <field name="OrderQty" required="N"/>
-    </message>
-    <message name="Quote" msgtype="S" msgcat="app">
-      <field name="QuoteReqID" required="N"/>
-      <field name="QuoteID" required="Y"/>
-      <field name="Symbol" required="Y"/>
-      <field name="SymbolSfx" required="N"/>
-      <field name="SecurityID" required="N"/>
-      <field name="IDSource" required="N"/>
-      <field name="Issuer" required="N"/>
-      <field name="SecurityDesc" required="N"/>
-      <field name="BidPx" required="Y"/>
-      <field name="OfferPx" required="N"/>
-      <field name="BidSize" required="N"/>
-      <field name="OfferSize" required="N"/>
-      <field name="ValidUntilTime" required="N"/>
-    </message>
-    <message name="NewOrderSingle" msgtype="D" msgcat="app">
-      <field name="ClOrdID" required="Y"/>
-      <field name="ClientID" required="N"/>
-      <field name="ExecBroker" required="N"/>
-      <field name="Account" required="N"/>
-      <field name="SettlmntTyp" required="N"/>
-      <field name="FutSettDate" required="N"/>
-      <field name="HandlInst" required="Y"/>
-      <field name="ExecInst" required="N"/>
-      <field name="MinQty" required="N"/>
-      <field name="MaxFloor" required="N"/>
-      <field name="ExDestination" required="N"/>
-      <field name="ProcessCode" required="N"/>
-      <field name="Symbol" required="Y"/>
-      <field name="SymbolSfx" required="N"/>
-      <field name="SecurityID" required="N"/>
-      <field name="IDSource" required="N"/>
-      <field name="Issuer" required="N"/>
-      <field name="SecurityDesc" required="N"/>
-      <field name="PrevClosePx" required="N"/>
-      <field name="Side" required="Y"/>
-      <field name="LocateReqd" required="N"/>
-      <field name="OrderQty" required="Y"/>
-      <field name="OrdType" required="Y"/>
-      <field name="Price" required="N"/>
-      <field name="StopPx" required="N"/>
-      <field name="Currency" required="N"/>
-      <field name="IOIid" required="N"/>
-      <field name="QuoteID" required="N"/>
-      <field name="TimeInForce" required="N"/>
-      <field name="ExpireTime" required="N"/>
-      <field name="Commission" required="N"/>
-      <field name="CommType" required="N"/>
-      <field name="Rule80A" required="N"/>
-      <field name="ForexReq" required="N"/>
-      <field name="SettlCurrency" required="N"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="ExecutionReport" msgtype="8" msgcat="app">
-      <field name="OrderID" required="Y"/>
-      <field name="ClOrdID" required="N"/>
-      <field name="ClientID" required="N"/>
-      <field name="ExecBroker" required="N"/>
-      <field name="ListID" required="N"/>
-      <field name="ExecID" required="Y"/>
-      <field name="ExecTransType" required="Y"/>
-      <field name="ExecRefID" required="N"/>
-      <field name="OrdStatus" required="Y"/>
-      <field name="OrdRejReason" required="N"/>
-      <field name="Account" required="N"/>
-      <field name="SettlmntTyp" required="N"/>
-      <field name="FutSettDate" required="N"/>
-      <field name="Symbol" required="Y"/>
-      <field name="SymbolSfx" required="N"/>
-      <field name="SecurityID" required="N"/>
-      <field name="IDSource" required="N"/>
-      <field name="Issuer" required="N"/>
-      <field name="SecurityDesc" required="N"/>
-      <field name="Side" required="Y"/>
-      <field name="OrderQty" required="Y"/>
-      <field name="OrdType" required="N"/>
-      <field name="Price" required="N"/>
-      <field name="StopPx" required="N"/>
-      <field name="Currency" required="N"/>
-      <field name="TimeInForce" required="N"/>
-      <field name="ExpireTime" required="N"/>
-      <field name="ExecInst" required="N"/>
-      <field name="Rule80A" required="N"/>
-      <field name="LastShares" required="Y"/>
-      <field name="LastPx" required="Y"/>
-      <field name="LastMkt" required="N"/>
-      <field name="LastCapacity" required="N"/>
-      <field name="CumQty" required="Y"/>
-      <field name="AvgPx" required="Y"/>
-      <field name="TradeDate" required="N"/>
-      <field name="TransactTime" required="N"/>
-      <field name="ReportToExch" required="N"/>
-      <field name="Commission" required="N"/>
-      <field name="CommType" required="N"/>
-      <group name="NoMiscFees" required="N">
-        <field name="MiscFeeAmt" required="N"/>
-        <field name="MiscFeeCurr" required="N"/>
-        <field name="MiscFeeType" required="N"/>
-      </group>
-      <field name="NetMoney" required="N"/>
-      <field name="SettlCurrAmt" required="N"/>
-      <field name="SettlCurrency" required="N"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="DontKnowTrade" msgtype="Q" msgcat="app">
-      <field name="OrderID" required="N"/>
-      <field name="ExecID" required="N"/>
-      <field name="DKReason" required="Y"/>
-      <field name="Symbol" required="Y"/>
-      <field name="Side" required="Y"/>
-      <field name="OrderQty" required="Y"/>
-      <field name="LastShares" required="Y"/>
-      <field name="LastPx" required="Y"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="OrderCancelReplaceRequest" msgtype="G" msgcat="app">
-      <field name="OrderID" required="N"/>
-      <field name="ClientID" required="N"/>
-      <field name="ExecBroker" required="N"/>
-      <field name="OrigClOrdID" required="Y"/>
-      <field name="ClOrdID" required="Y"/>
-      <field name="ListID" required="N"/>
-      <field name="Account" required="N"/>
-      <field name="SettlmntTyp" required="N"/>
-      <field name="FutSettDate" required="N"/>
-      <field name="HandlInst" required="Y"/>
-      <field name="ExecInst" required="N"/>
-      <field name="MinQty" required="N"/>
-      <field name="MaxFloor" required="N"/>
-      <field name="ExDestination" required="N"/>
-      <field name="Symbol" required="Y"/>
-      <field name="SymbolSfx" required="N"/>
-      <field name="SecurityID" required="N"/>
-      <field name="IDSource" required="N"/>
-      <field name="Issuer" required="N"/>
-      <field name="SecurityDesc" required="N"/>
-      <field name="Side" required="Y"/>
-      <field name="OrderQty" required="Y"/>
-      <field name="OrdType" required="Y"/>
-      <field name="Price" required="N"/>
-      <field name="StopPx" required="N"/>
-      <field name="Currency" required="N"/>
-      <field name="TimeInForce" required="N"/>
-      <field name="ExpireTime" required="N"/>
-      <field name="Commission" required="N"/>
-      <field name="CommType" required="N"/>
-      <field name="Rule80A" required="N"/>
-      <field name="ForexReq" required="N"/>
-      <field name="SettlCurrency" required="N"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="OrderCancelRequest" msgtype="F" msgcat="app">
-      <field name="OrigClOrdID" required="Y"/>
-      <field name="OrderID" required="N"/>
-      <field name="ClOrdID" required="Y"/>
-      <field name="ListID" required="N"/>
-      <field name="CxlType" required="Y"/>
-      <field name="ClientID" required="N"/>
-      <field name="ExecBroker" required="N"/>
-      <field name="Symbol" required="Y"/>
-      <field name="SymbolSfx" required="N"/>
-      <field name="SecurityID" required="N"/>
-      <field name="IDSource" required="N"/>
-      <field name="Issuer" required="N"/>
-      <field name="SecurityDesc" required="N"/>
-      <field name="Side" required="Y"/>
-      <field name="OrderQty" required="Y"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="OrderCancelReject" msgtype="9" msgcat="app">
-      <field name="OrderID" required="Y"/>
-      <field name="ClOrdID" required="Y"/>
-      <field name="ClientID" required="N"/>
-      <field name="ExecBroker" required="N"/>
-      <field name="ListID" required="N"/>
-      <field name="CxlRejReason" required="N"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="OrderStatusRequest" msgtype="H" msgcat="app">
-      <field name="OrderID" required="N"/>
-      <field name="ClOrdID" required="Y"/>
-      <field name="ClientID" required="N"/>
-      <field name="ExecBroker" required="N"/>
-      <field name="Symbol" required="Y"/>
-      <field name="SymbolSfx" required="N"/>
-      <field name="Issuer" required="N"/>
-      <field name="SecurityDesc" required="N"/>
-      <field name="Side" required="Y"/>
-    </message>
-    <message name="Allocation" msgtype="J" msgcat="app">
-      <field name="AllocID" required="Y"/>
-      <field name="AllocTransType" required="Y"/>
-      <field name="RefAllocID" required="N"/>
-      <group name="NoOrders" required="Y">
-        <field name="ClOrdID" required="Y"/>
-        <field name="OrderID" required="N"/>
-        <field name="ListID" required="N"/>
-        <field name="WaveNo" required="N"/>
-      </group>
-      <group name="NoExecs" required="N">
-        <field name="ExecID" required="N"/>
-        <field name="LastShares" required="N"/>
-        <field name="LastPx" required="N"/>
-        <field name="LastMkt" required="N"/>
-      </group>
-      <field name="Side" required="Y"/>
-      <field name="Symbol" required="Y"/>
-      <field name="SymbolSfx" required="N"/>
-      <field name="SecurityID" required="N"/>
-      <field name="IDSource" required="N"/>
-      <field name="Issuer" required="N"/>
-      <field name="SecurityDesc" required="N"/>
-      <field name="Shares" required="Y"/>
-      <field name="AvgPx" required="Y"/>
-      <field name="Currency" required="N"/>
-      <field name="AvgPrxPrecision" required="N"/>
-      <field name="TradeDate" required="Y"/>
-      <field name="TransactTime" required="N"/>
-      <field name="SettlmntTyp" required="N"/>
-      <field name="FutSettDate" required="N"/>
-      <field name="NetMoney" required="N"/>
-      <group name="NoMiscFees" required="N">
-        <field name="MiscFeeAmt" required="N"/>
-        <field name="MiscFeeCurr" required="N"/>
-        <field name="MiscFeeType" required="N"/>
-      </group>
-      <field name="SettlCurrAmt" required="N"/>
-      <field name="SettlCurrency" required="N"/>
-      <field name="OpenClose" required="N"/>
-      <field name="Text" required="N"/>
-      <group name="NoAllocs" required="Y">
-        <field name="AllocAccount" required="Y"/>
-        <field name="AllocShares" required="Y"/>
-        <field name="ProcessCode" required="N"/>
-        <field name="ExecBroker" required="N"/>
-        <field name="ClientID" required="N"/>
-        <field name="Commission" required="N"/>
-        <field name="CommType" required="N"/>
-        <group name="NoDlvyInst" required="N">
-          <field name="BrokerOfCredit" required="N"/>
-          <field name="DlvyInst" required="N"/>
-        </group>
-      </group>
-    </message>
-    <message name="AllocationACK" msgtype="P" msgcat="app">
-      <field name="ClientID" required="N"/>
-      <field name="ExecBroker" required="N"/>
-      <field name="AllocID" required="Y"/>
-      <field name="TradeDate" required="Y"/>
-      <field name="TransactTime" required="N"/>
-      <field name="AllocStatus" required="Y"/>
-      <field name="AllocRejCode" required="N"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="NewOrderList" msgtype="E" msgcat="app">
-      <field name="ListID" required="Y"/>
-      <field name="WaveNo" required="N"/>
-      <field name="ListSeqNo" required="Y"/>
-      <field name="ListNoOrds" required="Y"/>
-      <field name="ListExecInst" required="N"/>
-      <field name="ClOrdID" required="Y"/>
-      <field name="ClientID" required="N"/>
-      <field name="ExecBroker" required="N"/>
-      <field name="Account" required="N"/>
-      <field name="SettlmntTyp" required="N"/>
-      <field name="FutSettDate" required="N"/>
-      <field name="HandlInst" required="Y"/>
-      <field name="ExecInst" required="N"/>
-      <field name="MinQty" required="N"/>
-      <field name="MaxFloor" required="N"/>
-      <field name="ExDestination" required="N"/>
-      <field name="ProcessCode" required="N"/>
-      <field name="Symbol" required="Y"/>
-      <field name="SymbolSfx" required="N"/>
-      <field name="SecurityID" required="N"/>
-      <field name="IDSource" required="N"/>
-      <field name="Issuer" required="N"/>
-      <field name="SecurityDesc" required="N"/>
-      <field name="PrevClosePx" required="N"/>
-      <field name="Side" required="Y"/>
-      <field name="LocateReqd" required="N"/>
-      <field name="OrderQty" required="Y"/>
-      <field name="OrdType" required="Y"/>
-      <field name="Price" required="N"/>
-      <field name="StopPx" required="N"/>
-      <field name="Currency" required="N"/>
-      <field name="TimeInForce" required="N"/>
-      <field name="ExpireTime" required="N"/>
-      <field name="Commission" required="N"/>
-      <field name="CommType" required="N"/>
-      <field name="Rule80A" required="N"/>
-      <field name="ForexReq" required="N"/>
-      <field name="SettlCurrency" required="N"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="ListStatus" msgtype="N" msgcat="app">
-      <field name="ListID" required="Y"/>
-      <field name="WaveNo" required="N"/>
-      <field name="NoRpts" required="Y"/>
-      <field name="RptSeq" required="Y"/>
-      <group name="NoOrders" required="Y">
-        <field name="ClOrdID" required="Y"/>
-        <field name="CumQty" required="Y"/>
-        <field name="CxlQty" required="Y"/>
-        <field name="AvgPx" required="Y"/>
-      </group>
-    </message>
-    <message name="ListExecute" msgtype="L" msgcat="app">
-      <field name="ListID" required="Y"/>
-      <field name="WaveNo" required="N"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="ListCancelRequest" msgtype="K" msgcat="app">
-      <field name="ListID" required="Y"/>
-      <field name="WaveNo" required="N"/>
-      <field name="Text" required="N"/>
-    </message>
-    <message name="ListStatusRequest" msgtype="M" msgcat="app">
-      <field name="ListID" required="Y"/>
-      <field name="WaveNo" required="N"/>
-      <field name="Text" required="N"/>
-    </message>
-  </messages>
-  <fields>
-    <field number="1" name="Account" type="STRING"/>
-    <field number="2" name="AdvId" type="INT"/>
-    <field number="3" name="AdvRefID" type="INT"/>
-    <field number="4" name="AdvSide" type="STRING">
-      <value enum="B" description="BUY"/>
-      <value enum="S" description="SELL"/>
-      <value enum="X" description="CROSS"/>
-      <value enum="T" description="TRADE"/>
-    </field>
-    <field number="5" name="AdvTransType" type="STRING">
-      <value enum="N" description="NEW"/>
-      <value enum="C" description="CANCEL"/>
-      <value enum="R" description="REPLACE"/>
-    </field>
-    <field number="6" name="AvgPx" type="FLOAT"/>
-    <field number="7" name="BeginSeqNo" type="INT"/>
-    <field number="8" name="BeginString" type="STRING"/>
-    <field number="9" name="BodyLength" type="INT"/>
-    <field number="10" name="CheckSum" type="STRING"/>
-    <field number="11" name="ClOrdID" type="STRING"/>
-    <field number="12" name="Commission" type="FLOAT"/>
-    <field number="13" name="CommType" type="STRING">
-      <value enum="1" description="PER_SHARE"/>
-      <value enum="2" description="PERCENTAGE"/>
-      <value enum="3" description="ABSOLUTE"/>
-    </field>
-    <field number="14" name="CumQty" type="INT"/>
-    <field number="15" name="Currency" type="STRING"/>
-    <field number="16" name="EndSeqNo" type="INT"/>
-    <field number="17" name="ExecID" type="INT"/>
-    <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
-      <value enum="1" description="NOT_HELD"/>
-      <value enum="2" description="WORK"/>
-      <value enum="3" description="GO_ALONG"/>
-      <value enum="4" description="OVER_THE_DAY"/>
-      <value enum="5" description="HELD"/>
-      <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
-      <value enum="7" description="STRICT_SCALE"/>
-      <value enum="8" description="TRY_TO_SCALE"/>
-      <value enum="9" description="STAY_ON_BIDSIDE"/>
-      <value enum="0" description="STAY_ON_OFFERSIDE"/>
-      <value enum="A" description="NO_CROSS"/>
-      <value enum="B" description="OK_TO_CROSS"/>
-      <value enum="C" description="CALL_FIRST"/>
-      <value enum="D" description="PERCENT_OF_VOLUME"/>
-      <value enum="E" description="DO_NOT_INCREASE_DNI"/>
-      <value enum="F" description="DO_NOT_REDUCE_DNR"/>
-      <value enum="G" description="ALL_OR_NONE_AON"/>
-      <value enum="I" description="INSTITUTIONS_ONLY"/>
-      <value enum="L" description="LAST_PEG"/>
-      <value enum="M" description="MIDPRICE_PEG"/>
-      <value enum="N" description="NONNEGOTIABLE"/>
-      <value enum="O" description="OPENING_PEG"/>
-      <value enum="P" description="MARKET_PEG"/>
-      <value enum="R" description="PRIMARY_PEG"/>
-      <value enum="S" description="SUSPEND"/>
-    </field>
-    <field number="19" name="ExecRefID" type="INT"/>
-    <field number="20" name="ExecTransType" type="STRING">
-      <value enum="0" description="NEW"/>
-      <value enum="1" description="CANCEL"/>
-      <value enum="2" description="CORRECT"/>
-      <value enum="3" description="STATUS"/>
-    </field>
-    <field number="21" name="HandlInst" type="STRING">
-      <value enum="1" description="AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION"/>
-      <value enum="2" description="AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK"/>
-      <value enum="3" description="MANUAL_ORDER_BEST_EXECUTION"/>
-    </field>
-    <field number="22" name="IDSource" type="STRING">
-      <value enum="1" description="CUSIP"/>
-      <value enum="2" description="SEDOL"/>
-      <value enum="3" description="QUIK"/>
-      <value enum="4" description="ISIN_NUMBER"/>
-      <value enum="5" description="RIC_CODE"/>
-    </field>
-    <field number="23" name="IOIid" type="INT"/>
-    <field number="24" name="IOIOthSvc" type="STRING"/>
-    <field number="25" name="IOIQltyInd" type="STRING">
-      <value enum="L" description="LOW"/>
-      <value enum="M" description="MEDIUM"/>
-      <value enum="H" description="HIGH"/>
-    </field>
-    <field number="26" name="IOIRefID" type="INT"/>
-    <field number="27" name="IOIShares" type="STRING"/>
-    <field number="28" name="IOITransType" type="STRING">
-      <value enum="N" description="NEW"/>
-      <value enum="C" description="CANCEL"/>
-      <value enum="R" description="REPLACE"/>
-    </field>
-    <field number="29" name="LastCapacity" type="STRING">
-      <value enum="1" description="AGENT"/>
-      <value enum="2" description="CROSS_AS_AGENT"/>
-      <value enum="3" description="CROSS_AS_PRINCIPAL"/>
-      <value enum="4" description="PRINCIPAL"/>
-    </field>
-    <field number="30" name="LastMkt" type="STRING"/>
-    <field number="31" name="LastPx" type="FLOAT"/>
-    <field number="32" name="LastShares" type="INT"/>
-    <field number="33" name="LinesOfText" type="INT"/>
-    <field number="34" name="MsgSeqNum" type="INT"/>
-    <field number="35" name="MsgType" type="STRING"/>
-    <field number="36" name="NewSeqNo" type="INT"/>
-    <field number="37" name="OrderID" type="STRING"/>
-    <field number="38" name="OrderQty" type="INT"/>
-    <field number="39" name="OrdStatus" type="STRING">
-      <value enum="0" description="NEW"/>
-      <value enum="1" description="PARTIALLY_FILLED"/>
-      <value enum="2" description="FILLED"/>
-      <value enum="3" description="DONE_FOR_DAY"/>
-      <value enum="4" description="CANCELED"/>
-      <value enum="5" description="REPLACED"/>
-      <value enum="6" description="PENDING_CANCELREPLACE"/>
-      <value enum="7" description="STOPPED"/>
-      <value enum="8" description="REJECTED"/>
-      <value enum="9" description="SUSPENDED"/>
-      <value enum="A" description="PENDING_NEW"/>
-      <value enum="B" description="CALCULATED"/>
-      <value enum="C" description="EXPIRED"/>
-    </field>
-    <field number="40" name="OrdType" type="STRING">
-      <value enum="1" description="MARKET"/>
-      <value enum="2" description="LIMIT"/>
-      <value enum="3" description="STOP"/>
-      <value enum="4" description="STOP_LIMIT"/>
-      <value enum="5" description="MARKET_ON_CLOSE"/>
-      <value enum="6" description="WITH_OR_WITHOUT"/>
-      <value enum="7" description="LIMIT_OR_BETTER"/>
-      <value enum="8" description="LIMIT_WITH_OR_WITHOUT"/>
-      <value enum="9" description="ON_BASIS"/>
-      <value enum="A" description="ON_CLOSE"/>
-      <value enum="B" description="LIMIT_ON_CLOSE"/>
-      <value enum="C" description="FOREX"/>
-      <value enum="D" description="PREVIOUSLY_QUOTED"/>
-      <value enum="E" description="PREVIOUSLY_INDICATED"/>
-      <value enum="P" description="PEGGED"/>
-    </field>
-    <field number="41" name="OrigClOrdID" type="STRING"/>
-    <field number="42" name="OrigTime" type="TIME"/>
-    <field number="43" name="PossDupFlag" type="STRING">
-      <value enum="Y" description="POSSIBLE_DUPLICATE"/>
-      <value enum="N" description="ORIGINAL_TRANSMISSION"/>
-    </field>
-    <field number="44" name="Price" type="FLOAT"/>
-    <field number="45" name="RefSeqNum" type="INT"/>
-    <field number="46" name="RelatdSym" type="STRING"/>
-    <field number="47" name="Rule80A" type="STRING">
-      <value enum="A" description="AGENCY_SINGLE_ORDER"/>
-      <value enum="D" description="PROGRAM_ORDER_INDEX_ARB_FOR_MEMBER_FIRMORG"/>
-      <value enum="C" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_MEMBER_FIRMORG"/>
-      <value enum="J" description="PROGRAM_ORDER_INDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
-      <value enum="K" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_INDIVIDUAL_CUSTOMER"/>
-      <value enum="U" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_AGENCY"/>
-      <value enum="Y" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_AGENCY"/>
-      <value enum="M" description="PROGRAM_ORDER_INDEX_ARB_FOR_OTHER_MEMBER"/>
-      <value enum="N" description="PROGRAM_ORDER_NONINDEX_ARB_FOR_OTHER_MEMBER"/>
-      <value enum="W" description="ALL_OTHER_ORDERS_AS_AGENT_FOR_OTHER_MEMBER"/>
-    </field>
-    <field number="48" name="SecurityID" type="STRING"/>
-    <field number="49" name="SenderCompID" type="STRING"/>
-    <field number="50" name="SenderSubID" type="STRING"/>
-    <field number="52" name="SendingTime" type="TIME"/>
-    <field number="53" name="Shares" type="INT"/>
-    <field number="54" name="Side" type="STRING">
-      <value enum="1" description="BUY"/>
-      <value enum="2" description="SELL"/>
-      <value enum="3" description="BUY_MINUS"/>
-      <value enum="4" description="SELL_PLUS"/>
-      <value enum="5" description="SELL_SHORT"/>
-      <value enum="6" description="SELL_SHORT_EXEMPT"/>
-    </field>
-    <field number="55" name="Symbol" type="STRING"/>
-    <field number="56" name="TargetCompID" type="STRING"/>
-    <field number="57" name="TargetSubID" type="STRING"/>
-    <field number="58" name="Text" type="STRING"/>
-    <field number="59" name="TimeInForce" type="STRING">
-      <value enum="0" description="DAY"/>
-      <value enum="1" description="GOOD_TILL_CANCEL"/>
-      <value enum="2" description="AT_THE_OPENING"/>
-      <value enum="3" description="IMMEDIATE_OR_CANCEL"/>
-      <value enum="4" description="FILL_OR_KILL"/>
-      <value enum="5" description="GOOD_TILL_CROSSING"/>
-      <value enum="6" description="GOOD_TILL_DATE"/>
-    </field>
-    <field number="60" name="TransactTime" type="TIME"/>
-    <field number="61" name="Urgency" type="STRING">
-      <value enum="0" description="NORMAL"/>
-      <value enum="1" description="FLASH"/>
-      <value enum="2" description="BACKGROUND"/>
-    </field>
-    <field number="62" name="ValidUntilTime" type="TIME"/>
-    <field number="63" name="SettlmntTyp" type="STRING">
-      <value enum="0" description="REGULAR"/>
-      <value enum="1" description="CASH"/>
-      <value enum="2" description="NEXT_DAY"/>
-      <value enum="3" description="TPLUS2"/>
-      <value enum="4" description="TPLUS3"/>
-      <value enum="5" description="TPLUS4"/>
-      <value enum="6" description="FUTURE"/>
-      <value enum="7" description="WHEN_ISSUED"/>
-      <value enum="8" description="SELLERS_OPTION"/>
-      <value enum="9" description="TPLUS5"/>
-    </field>
-    <field number="64" name="FutSettDate" type="DATE"/>
-    <field number="65" name="SymbolSfx" type="STRING"/>
-    <field number="66" name="ListID" type="STRING"/>
-    <field number="67" name="ListSeqNo" type="INT"/>
-    <field number="68" name="ListNoOrds" type="INT"/>
-    <field number="69" name="ListExecInst" type="STRING"/>
-    <field number="70" name="AllocID" type="INT"/>
-    <field number="71" name="AllocTransType" type="STRING">
-      <value enum="0" description="NEW"/>
-      <value enum="1" description="REPLACE"/>
-      <value enum="2" description="CANCEL"/>
-    </field>
-    <field number="72" name="RefAllocID" type="INT"/>
-    <field number="73" name="NoOrders" type="INT"/>
-    <field number="74" name="AvgPrxPrecision" type="INT"/>
-    <field number="75" name="TradeDate" type="DATE"/>
-    <field number="76" name="ExecBroker" type="STRING"/>
-    <field number="77" name="OpenClose" type="STRING"/>
-    <field number="78" name="NoAllocs" type="INT"/>
-    <field number="79" name="AllocAccount" type="STRING"/>
-    <field number="80" name="AllocShares" type="INT"/>
-    <field number="81" name="ProcessCode" type="STRING">
-      <value enum="0" description="REGULAR"/>
-      <value enum="1" description="SOFT_DOLLAR"/>
-      <value enum="2" description="STEPIN"/>
-      <value enum="3" description="STEPOUT"/>
-      <value enum="4" description="SOFTDOLLAR_STEPIN"/>
-      <value enum="5" description="SOFTDOLLAR_STEPOUT"/>
-      <value enum="6" description="PLAN_SPONSOR"/>
-    </field>
-    <field number="82" name="NoRpts" type="INT"/>
-    <field number="83" name="RptSeq" type="INT"/>
-    <field number="84" name="CxlQty" type="INT"/>
-    <field number="85" name="NoDlvyInst" type="INT"/>
-    <field number="86" name="DlvyInst" type="STRING"/>
-    <field number="87" name="AllocStatus" type="INT">
-      <value enum="0" description="ACCEPTED"/>
-      <value enum="1" description="REJECTED"/>
-      <value enum="2" description="PARTIAL_ACCEPT"/>
-      <value enum="3" description="RECEIVED"/>
-    </field>
-    <field number="88" name="AllocRejCode" type="INT">
-      <value enum="0" description="UNKNOWN_ACCOUNT"/>
-      <value enum="1" description="INCORRECT_QUANTITY"/>
-      <value enum="2" description="INCORRECT_AVERAGE_PRICE"/>
-      <value enum="3" description="UNKNOWN_EXECUTING_BROKER_MNEMONIC"/>
-      <value enum="4" description="COMMISSION_DIFFERENCE"/>
-      <value enum="5" description="UNKNOWN_ORDERID"/>
-      <value enum="6" description="UNKNOWN_LISTID"/>
-      <value enum="7" description="OTHER"/>
-    </field>
-    <field number="89" name="Signature" type="DATA"/>
-    <field number="90" name="SecureDataLen" type="INT"/>
-    <field number="91" name="SecureData" type="DATA"/>
-    <field number="92" name="BrokerOfCredit" type="STRING"/>
-    <field number="93" name="SignatureLength" type="INT"/>
-    <field number="94" name="EmailType" type="STRING">
-      <value enum="0" description="NEW"/>
-      <value enum="1" description="REPLY"/>
-      <value enum="2" description="ADMIN_REPLY"/>
-    </field>
-    <field number="95" name="RawDataLength" type="INT"/>
-    <field number="96" name="RawData" type="DATA"/>
-    <field number="97" name="PossResend" type="STRING"/>
-    <field number="98" name="EncryptMethod" type="INT">
-      <value enum="0" description="NONE_OTHER"/>
-      <value enum="1" description="PKCS"/>
-      <value enum="2" description="DES"/>
-      <value enum="3" description="PKCSDES"/>
-      <value enum="4" description="PGPDES"/>
-      <value enum="5" description="PGPDESMD5"/>
-      <value enum="6" description="PEMDESMD5"/>
-    </field>
-    <field number="99" name="StopPx" type="FLOAT"/>
-    <field number="100" name="ExDestination" type="STRING">
-      <value enum="0" description="NONE"/>
-      <value enum="4" description="POSIT"/>
-    </field>
-    <field number="102" name="CxlRejReason" type="INT">
-      <value enum="0" description="TOO_LATE_TO_CANCEL"/>
-      <value enum="1" description="UNKNOWN_ORDER"/>
-    </field>
-    <field number="103" name="OrdRejReason" type="INT">
-      <value enum="0" description="BROKER_OPTION"/>
-      <value enum="1" description="UNKNOWN_SYMBOL"/>
-      <value enum="2" description="EXCHANGE_CLOSED"/>
-      <value enum="3" description="ORDER_EXCEEDS_LIMIT"/>
-      <value enum="4" description="TOO_LATE_TO_ENTER"/>
-    </field>
-    <field number="104" name="IOIQualifier" type="STRING">
-      <value enum="X" description="CROSSING_OPPORTUNITY"/>
-      <value enum="O" description="AT_THE_OPEN"/>
-      <value enum="M" description="MORE_BEHIND"/>
-      <value enum="P" description="TAKING_A_POSITION"/>
-      <value enum="V" description="VERSUS"/>
-      <value enum="Q" description="CURRENT_QUOTE"/>
-      <value enum="C" description="AT_THE_CLOSE"/>
-      <value enum="S" description="PORTFOLIO_SHOWN"/>
-      <value enum="I" description="IN_TOUCH_WITH"/>
-      <value enum="W" description="INDICATION_WORKING_AWAY"/>
-      <value enum="A" description="ALL_OR_NONE"/>
-      <value enum="L" description="LIMIT"/>
-      <value enum="T" description="THROUGH_THE_DAY"/>
-    </field>
-    <field number="105" name="WaveNo" type="STRING"/>
-    <field number="106" name="Issuer" type="STRING"/>
-    <field number="107" name="SecurityDesc" type="STRING"/>
-    <field number="108" name="HeartBtInt" type="INT"/>
-    <field number="109" name="ClientID" type="STRING"/>
-    <field number="110" name="MinQty" type="INT"/>
-    <field number="111" name="MaxFloor" type="INT"/>
-    <field number="112" name="TestReqID" type="STRING"/>
-    <field number="113" name="ReportToExch" type="STRING">
-      <value enum="Y" description="YES"/>
-      <value enum="N" description="NO"/>
-    </field>
-    <field number="114" name="LocateReqd" type="STRING">
-      <value enum="Y" description="YES"/>
-      <value enum="N" description="NO"/>
-    </field>
-    <field number="115" name="OnBehalfOfCompID" type="STRING"/>
-    <field number="116" name="OnBehalfOfSubID" type="STRING"/>
-    <field number="117" name="QuoteID" type="STRING"/>
-    <field number="118" name="NetMoney" type="FLOAT"/>
-    <field number="119" name="SettlCurrAmt" type="FLOAT"/>
-    <field number="120" name="SettlCurrency" type="STRING"/>
-    <field number="121" name="ForexReq" type="STRING">
-      <value enum="Y" description="YES"/>
-      <value enum="N" description="NO"/>
-    </field>
-    <field number="122" name="OrigSendingTime" type="TIME"/>
-    <field number="123" name="GapFillFlag" type="STRING">
-      <value enum="Y" description="GAP_FILL_MESSAGE_MSGSEQNUM_FIELD_VALID"/>
-      <value enum="N" description="SEQUENCE_RESET_IGNORE_MSGSEQNUM"/>
-    </field>
-    <field number="124" name="NoExecs" type="INT"/>
-    <field number="125" name="CxlType" type="STRING">
-      <value enum="P" description="PARTIAL_CANCEL"/>
-      <value enum="F" description="FULL_REMAINING_QUANTITY"/>
-    </field>
-    <field number="126" name="ExpireTime" type="TIME"/>
-    <field number="127" name="DKReason" type="STRING">
-      <value enum="A" description="UNKNOWN_SYMBOL"/>
-      <value enum="B" description="WRONG_SIDE"/>
-      <value enum="C" description="QUANTITY_EXCEEDS_ORDER"/>
-      <value enum="D" description="NO_MATCHING_ORDER"/>
-      <value enum="E" description="PRICE_EXCEEDS_LIMIT"/>
-      <value enum="Z" description="OTHER" />
-    </field>
-    <field number="128" name="DeliverToCompID" type="STRING"/>
-    <field number="129" name="DeliverToSubID" type="STRING"/>
-    <field number="130" name="IOINaturalFlag" type="STRING">
-      <value enum="Y" description="NATURAL"/>
-      <value enum="N" description="NOT_NATURAL"/>
-    </field>
-    <field number="131" name="QuoteReqID" type="STRING"/>
-    <field number="132" name="BidPx" type="FLOAT"/>
-    <field number="133" name="OfferPx" type="FLOAT"/>
-    <field number="134" name="BidSize" type="INT"/>
-    <field number="135" name="OfferSize" type="INT"/>
-    <field number="136" name="NoMiscFees" type="INT"/>
-    <field number="137" name="MiscFeeAmt" type="FLOAT"/>
-    <field number="138" name="MiscFeeCurr" type="STRING"/>
-    <field number="139" name="MiscFeeType" type="STRING">
-      <value enum="1" description="REGULATORY"/>
-      <value enum="2" description="TAX"/>
-      <value enum="3" description="LOCAL_COMMISSION"/>
-      <value enum="4" description="EXCHANGE_FEES"/>
-      <value enum="5" description="STAMP"/>
-      <value enum="6" description="LEVY"/>
-      <value enum="7" description="OTHER"/>
-    </field>
-    <field number="140" name="PrevClosePx" type="FLOAT"/>
-  </fields>
-</fix>