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

Merge branch 'master' of bitbucket.org:bluetradesys/spark into dotnet
remove externals sharing
2020-01-08 17:25:30 -05:00 · 2020-01-08 17:24:55 -05:00 · 2020-01-08 17:08:49 -05:00 · 2019-12-31 12:39:54 -05:00 · 2019-12-31 10:44:32 -05:00 · 2019-12-31 10:07:55 -05:00
142 changed files with 353 additions and 92497 deletions
@@ -34,3 +34,4 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
+CMakeDeps.cmake
@@ -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
-        },
+        },               
    ]
 }
@@ -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/netcoreapp3.0/linux-x64/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
+else()
+   add_custom_command(TARGET server_layout POST_BUILD
+      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.0/linux-x64/publish/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
+endif()
+      
 endif()
@@ -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)
@@ -23,8 +23,6 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\sp
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_fix", "src\client\spark_fix\spark_fix.csproj", "{D8031C13-7BEA-430A-BB60-40927D15CFC3}"
-EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -221,26 +219,6 @@ Global
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.ActiveCfg = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.Build.0 = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x86.ActiveCfg = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|Any CPU.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x86.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -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 ${CMAKE_BINARY_DIR}/../)   
@@ -5,6 +5,7 @@
    <SparkRoot>$([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>
@@ -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>

@@ -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/netcoreapp3.0/linux-x64 ./sparkcmd/ 
+
+if [ "$1" == "Release" ]
+then
+   dotnet publish -c $1 -o $2/../$1/bin/netcoreapp3.0/linux-x64 ./sparkcmd/ 
+   ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.0/linux-x64/publish
+fi
+
+ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.0/linux-x64
@@ -9,6 +9,7 @@
    <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
    <Configurations>Debug;Release</Configurations>
    <Platforms>x64</Platforms>
+    <RuntimeIdentifiers>win7-x64</RuntimeIdentifiers>
    <PlatformTarget>AnyCPU</PlatformTarget>
    <LanguageTargets>$(MSBuildExtensionsPath)\$(VisualStudioVersion)\Bin\Microsoft.CSharp.targets</LanguageTargets>
    <ApplicationIcon>logo.ico</ApplicationIcon>
@@ -3,5 +3,4 @@ using System.Runtime.CompilerServices;
 [assembly: InternalsVisibleTo("spark_core")]
 [assembly: InternalsVisibleTo("sparkcmd")]
 [assembly: InternalsVisibleTo("spark_test")]
-[assembly: InternalsVisibleTo("spark_fix")]

@@ -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;
@@ -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);
@@ -25,7 +25,7 @@
    <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">
@@ -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;
   }
 }
@@ -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) {
@@ -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;
            }
@@ -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;
-      }
-   }
-}
@@ -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);
-      }
-   }
-}
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
-    <TargetFramework>netstandard2.0</TargetFramework>
+    <TargetFrameworks>netstandard2.0</TargetFrameworks>
    <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
    <Platforms>x64</Platforms>
    <PlatformTarget>AnyCPU</PlatformTarget>
@@ -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) {
@@ -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;
-
-      }
-   }
-}
-
@@ -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;
-      }
-   }
-}
@@ -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;
-      }
-   }
-}
@@ -1,2 +0,0 @@
-using System.Runtime.CompilerServices;
-
@@ -1,2 +0,0 @@
-# BTS Spark FIX Adapter
-
@@ -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;         
-      }      
-
-   }
-}
@@ -1,8 +0,0 @@
-using System;
-
-namespace bts.fix
-{
-   interface IFIXSession : QuickFix.IApplication
-   {
-   }
-}
@@ -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.4.49=15635=D49=SPARK56=CLIENT134=150=3073797=Y52=20000809-20:20:5011=900010081=ACC A21=255=SIM:CLZ854=138=440=259=044=7460=20000809-18:20:32207=SIM10=045   
-   
-   order for 4 lot CLZ8-CLH9
-   8=FIX.4.49=15635=D49=SPARK56=CLIENT134=150=3073797=Y52=20000809-20:20:5011=900010081=ACC A21=255=SIM:CLZ8-CLH954=138=440=259=044=7460=20000809-18:20:32207=SIM10=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);
-         }
-      }
-   }
-}
@@ -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);
-      }
-   }
-}
@@ -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
-
@@ -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>
@@ -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>
@@ -1,313 +0,0 @@
-<?xml version='1.0' encoding='UTF-8'?>
-<fix type='FIXT' major='1' minor='1' servicepack='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='SenderLocationID' required='N'/>
-    <field name='TargetSubID' required='N'/>
-    <field name='TargetLocationID' required='N'/>
-    <field name='OnBehalfOfSubID' required='N'/>
-    <field name='OnBehalfOfLocationID' required='N'/>
-    <field name='DeliverToSubID' required='N'/>
-    <field name='DeliverToLocationID' required='N'/>
-    <field name='PossDupFlag' required='N'/>
-    <field name='PossResend' required='N'/>
-    <field name='SendingTime' required='Y'/>
-    <field name='OrigSendingTime' required='N'/>
-    <field name='XmlDataLen' required='N'/>
-    <field name='XmlData' required='N'/>
-    <field name='MessageEncoding' required='N'/>
-    <field name='LastMsgSeqNumProcessed' required='N'/>
-    <component name='HopGrp' required='N'/>
-    <field name='ApplVerID' required='N'/>
-    <field name='CstmApplVerID' required='N'/>
-  </header>
-  <trailer>
-    <field name='SignatureLength' required='N'/>
-    <field name='Signature' required='N'/>
-    <field name='CheckSum' required='Y'/>
-  </trailer>
-  <messages>
-    <message msgcat='admin' msgtype='0' name='Heartbeat'>
-      <field name='TestReqID' required='N'/>
-    </message>
-    <message msgcat='admin' msgtype='1' name='TestRequest'>
-      <field name='TestReqID' required='Y'/>
-    </message>
-    <message msgcat='admin' msgtype='2' name='ResendRequest'>
-      <field name='BeginSeqNo' required='Y'/>
-      <field name='EndSeqNo' required='Y'/>
-    </message>
-    <message msgcat='admin' msgtype='3' name='Reject'>
-      <field name='RefSeqNum' required='Y'/>
-      <field name='RefTagID' required='N'/>
-      <field name='RefMsgType' required='N'/>
-      <field name='SessionRejectReason' required='N'/>
-      <field name='Text' required='N'/>
-      <field name='EncodedTextLen' required='N'/>
-      <field name='EncodedText' required='N'/>
-    </message>
-    <message msgcat='admin' msgtype='4' name='SequenceReset'>
-      <field name='GapFillFlag' required='N'/>
-      <field name='NewSeqNo' required='Y'/>
-    </message>
-    <message msgcat='admin' msgtype='5' name='Logout'>
-      <field name='Text' required='N'/>
-      <field name='EncodedTextLen' required='N'/>
-      <field name='EncodedText' required='N'/>
-    </message>
-    <message msgcat='admin' msgtype='A' name='Logon'>
-      <field name='EncryptMethod' required='Y'/>
-      <field name='HeartBtInt' required='Y'/>
-      <field name='RawDataLength' required='N'/>
-      <field name='RawData' required='N'/>
-      <field name='ResetSeqNumFlag' required='N'/>
-      <field name='NextExpectedMsgSeqNum' required='N'/>
-      <field name='MaxMessageSize' required='N'/>
-      <field name='TestMessageIndicator' required='N'/>
-      <field name='Username' required='N'/>
-      <field name='Password' required='N'/>
-      <field name='DefaultApplVerID' required='Y'/>
-      <component name='MsgTypeGrp' required='N'/>
-    </message>
-  </messages>
-  <components>
-    <component name='HopGrp'>
-      <group name='NoHops' required='N'>
-        <field name='HopCompID' required='N'/>
-        <field name='HopSendingTime' required='N'/>
-        <field name='HopRefID' required='N'/>
-      </group>
-    </component>
-    <component name='MsgTypeGrp'>
-      <group name='NoMsgTypes' required='N'>
-        <field name='RefMsgType' required='N'/>
-        <field name='MsgDirection' required='N'/>
-        <field name='RefApplVerID' required='N'/>
-        <field name='RefCstmApplVerID' required='N'/>
-      </group>
-    </component>
-  </components>
-  <fields>
-    <field name='BeginSeqNo' number='7' type='SEQNUM'/>
-    <field name='BeginString' number='8' type='STRING'/>
-    <field name='BodyLength' number='9' type='LENGTH'/>
-    <field name='CheckSum' number='10' type='STRING'/>
-    <field name='EndSeqNo' number='16' type='SEQNUM'/>
-    <field name='MsgSeqNum' number='34' type='SEQNUM'/>
-    <field number='35' name='MsgType' type='STRING'>
-      <value enum='0' description='HEARTBEAT'/>
-      <value enum='1' description='TEST_REQUEST'/>
-      <value enum='2' description='RESEND_REQUEST'/>
-      <value enum='3' description='REJECT'/>
-      <value enum='4' description='SEQUENCE_RESET'/>
-      <value enum='5' description='LOGOUT'/>
-      <value enum='6' description='INDICATION_OF_INTEREST'/>
-      <value enum='7' description='ADVERTISEMENT'/>
-      <value enum='8' description='EXECUTION_REPORT'/>
-      <value enum='9' description='ORDER_CANCEL_REJECT'/>
-      <value enum='A' description='LOGON'/>
-      <value enum='B' description='NEWS'/>
-      <value enum='C' description='EMAIL'/>
-      <value enum='D' description='ORDER_SINGLE'/>
-      <value enum='E' description='ORDER_LIST'/>
-      <value enum='F' description='ORDER_CANCEL_REQUEST'/>
-      <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST'/>
-      <value enum='H' description='ORDER_STATUS_REQUEST'/>
-      <value enum='J' description='ALLOCATION_INSTRUCTION'/>
-      <value enum='K' description='LIST_CANCEL_REQUEST'/>
-      <value enum='L' description='LIST_EXECUTE'/>
-      <value enum='M' description='LIST_STATUS_REQUEST'/>
-      <value enum='N' description='LIST_STATUS'/>
-      <value enum='P' description='ALLOCATION_INSTRUCTION_ACK'/>
-      <value enum='Q' description='DONT_KNOW_TRADE'/>
-      <value enum='R' description='QUOTE_REQUEST'/>
-      <value enum='S' description='QUOTE'/>
-      <value enum='T' description='SETTLEMENT_INSTRUCTIONS'/>
-      <value enum='V' description='MARKET_DATA_REQUEST'/>
-      <value enum='W' description='MARKET_DATA_SNAPSHOT_FULL_REFRESH'/>
-      <value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH'/>
-      <value enum='Y' description='MARKET_DATA_REQUEST_REJECT'/>
-      <value enum='Z' description='QUOTE_CANCEL'/>
-      <value enum='a' description='QUOTE_STATUS_REQUEST'/>
-      <value enum='b' description='MASS_QUOTE_ACKNOWLEDGEMENT'/>
-      <value enum='c' description='SECURITY_DEFINITION_REQUEST'/>
-      <value enum='d' description='SECURITY_DEFINITION'/>
-      <value enum='e' description='SECURITY_STATUS_REQUEST'/>
-      <value enum='f' description='SECURITY_STATUS'/>
-      <value enum='g' description='TRADING_SESSION_STATUS_REQUEST'/>
-      <value enum='h' description='TRADING_SESSION_STATUS'/>
-      <value enum='i' description='MASS_QUOTE'/>
-      <value enum='j' description='BUSINESS_MESSAGE_REJECT'/>
-      <value enum='k' description='BID_REQUEST'/>
-      <value enum='l' description='BID_RESPONSE'/>
-      <value enum='m' description='LIST_STRIKE_PRICE'/>
-      <value enum='n' description='XML_MESSAGE'/>
-      <value enum='o' description='REGISTRATION_INSTRUCTIONS'/>
-      <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE'/>
-      <value enum='q' description='ORDER_MASS_CANCEL_REQUEST'/>
-      <value enum='r' description='ORDER_MASS_CANCEL_REPORT'/>
-      <value enum='s' description='NEW_ORDER_CROSS'/>
-      <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST'/>
-      <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST'/>
-      <value enum='v' description='SECURITY_TYPE_REQUEST'/>
-      <value enum='w' description='SECURITY_TYPES'/>
-      <value enum='x' description='SECURITY_LIST_REQUEST'/>
-      <value enum='y' description='SECURITY_LIST'/>
-      <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST'/>
-      <value enum='AA' description='DERIVATIVE_SECURITY_LIST'/>
-      <value enum='AB' description='NEW_ORDER_MULTILEG'/>
-      <value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE'/>
-      <value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST'/>
-      <value enum='AE' description='TRADE_CAPTURE_REPORT'/>
-      <value enum='AF' description='ORDER_MASS_STATUS_REQUEST'/>
-      <value enum='AG' description='QUOTE_REQUEST_REJECT'/>
-      <value enum='AH' description='RFQ_REQUEST'/>
-      <value enum='AI' description='QUOTE_STATUS_REPORT'/>
-      <value enum='AJ' description='QUOTE_RESPONSE'/>
-      <value enum='AK' description='CONFIRMATION'/>
-      <value enum='AL' description='POSITION_MAINTENANCE_REQUEST'/>
-      <value enum='AM' description='POSITION_MAINTENANCE_REPORT'/>
-      <value enum='AN' description='REQUEST_FOR_POSITIONS'/>
-      <value enum='AO' description='REQUEST_FOR_POSITIONS_ACK'/>
-      <value enum='AP' description='POSITION_REPORT'/>
-      <value enum='AQ' description='TRADE_CAPTURE_REPORT_REQUEST_ACK'/>
-      <value enum='AR' description='TRADE_CAPTURE_REPORT_ACK'/>
-      <value enum='AS' description='ALLOCATION_REPORT'/>
-      <value enum='AT' description='ALLOCATION_REPORT_ACK'/>
-      <value enum='AU' description='CONFIRMATION_ACK'/>
-      <value enum='AV' description='SETTLEMENT_INSTRUCTION_REQUEST'/>
-      <value enum='AW' description='ASSIGNMENT_REPORT'/>
-      <value enum='AX' description='COLLATERAL_REQUEST'/>
-      <value enum='AY' description='COLLATERAL_ASSIGNMENT'/>
-      <value enum='AZ' description='COLLATERAL_RESPONSE'/>
-      <value enum='BA' description='COLLATERAL_REPORT'/>
-      <value enum='BB' description='COLLATERAL_INQUIRY'/>
-      <value enum='BC' description='NETWORK_STATUS_REQUEST'/>
-      <value enum='BD' description='NETWORK_STATUS_RESPONSE'/>
-      <value enum='BE' description='USER_REQUEST'/>
-      <value enum='BF' description='USER_RESPONSE'/>
-      <value enum='BG' description='COLLATERAL_INQUIRY_ACK'/>
-      <value enum='BH' description='CONFIRMATION_REQUEST'/>
-      <value enum='BI' description='TRADING_SESSION_LIST_REQUEST'/>
-      <value enum='BJ' description='TRADING_SESSION_LIST'/>
-      <value enum='BK' description='SECURITY_LIST_UPDATE_REPORT'/>
-      <value enum='BL' description='ADJUSTED_POSITION_REPORT'/>
-      <value enum='BM' description='ALLOCATION_INSTRUCTION_ALERT'/>
-      <value enum='BN' description='EXECUTION_ACKNOWLEDGEMENT'/>
-      <value enum='BO' description='CONTRARY_INTENTION_REPORT'/>
-      <value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT'/>
-    </field>
-    <field name='NewSeqNo' number='36' type='SEQNUM'/>
-    <field name='PossDupFlag' number='43' type='BOOLEAN'/>
-    <field name='RefSeqNum' number='45' type='SEQNUM'/>
-    <field name='SenderCompID' number='49' type='STRING'/>
-    <field name='SenderSubID' number='50' type='STRING'/>
-    <field name='SendingTime' number='52' type='UTCTIMESTAMP'/>
-    <field name='TargetCompID' number='56' type='STRING'/>
-    <field name='TargetSubID' number='57' type='STRING'/>
-    <field name='Text' number='58' type='STRING'/>
-    <field name='Signature' number='89' type='DATA'/>
-    <field name='SecureDataLen' number='90' type='LENGTH'/>
-    <field name='SecureData' number='91' type='DATA'/>
-    <field name='SignatureLength' number='93' type='LENGTH'/>
-    <field name='RawDataLength' number='95' type='LENGTH'/>
-    <field name='RawData' number='96' type='DATA'/>
-    <field name='PossResend' number='97' type='BOOLEAN'/>
-    <field name='EncryptMethod' number='98' type='INT'>
-      <value description='NONE_OTHER' enum='0'/>
-      <value description='PKCS' enum='1'/>
-      <value description='DES' enum='2'/>
-      <value description='PKCS_DES' enum='3'/>
-      <value description='PGP_DES' enum='4'/>
-      <value description='PGP_DES_MD5' enum='5'/>
-      <value description='PEM_DES_MD5' enum='6'/>
-    </field>
-    <field name='HeartBtInt' number='108' type='INT'/>
-    <field name='TestReqID' number='112' type='STRING'/>
-    <field name='OnBehalfOfCompID' number='115' type='STRING'/>
-    <field name='OnBehalfOfSubID' number='116' type='STRING'/>
-    <field name='OrigSendingTime' number='122' type='UTCTIMESTAMP'/>
-    <field name='GapFillFlag' number='123' type='BOOLEAN'/>
-    <field name='DeliverToCompID' number='128' type='STRING'/>
-    <field name='DeliverToSubID' number='129' type='STRING'/>
-    <field name='ResetSeqNumFlag' number='141' type='BOOLEAN'/>
-    <field name='SenderLocationID' number='142' type='STRING'/>
-    <field name='TargetLocationID' number='143' type='STRING'/>
-    <field name='OnBehalfOfLocationID' number='144' type='STRING'/>
-    <field name='DeliverToLocationID' number='145' type='STRING'/>
-    <field name='XmlDataLen' number='212' type='LENGTH'/>
-    <field name='XmlData' number='213' type='DATA'/>
-    <field number='347' name='MessageEncoding' type='STRING'>
-      <value enum='ISO-2022-JP' description='ISO_2022_JP'/>
-      <value enum='EUC-JP' description='EUC_JP'/>
-      <value enum='SHIFT_JIS' description='SHIFT_JIS'/>
-      <value enum='UTF-8' description='UTF_8'/>
-    </field>
-    <field name='EncodedTextLen' number='354' type='LENGTH'/>
-    <field name='EncodedText' number='355' type='DATA'/>
-    <field name='LastMsgSeqNumProcessed' number='369' type='SEQNUM'/>
-    <field name='RefTagID' number='371' type='INT'/>
-    <field name='RefMsgType' number='372' type='STRING'/>
-    <field name='SessionRejectReason' number='373' type='INT'>
-      <value description='INVALID_TAG_NUMBER' enum='0'/>
-      <value description='REQUIRED_TAG_MISSING' enum='1'/>
-      <value description='SENDINGTIME_ACCURACY_PROBLEM' enum='10'/>
-      <value description='INVALID_MSGTYPE' enum='11'/>
-      <value description='XML_VALIDATION_ERROR' enum='12'/>
-      <value description='TAG_APPEARS_MORE_THAN_ONCE' enum='13'/>
-      <value description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' enum='14'/>
-      <value description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' enum='15'/>
-      <value description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' enum='16'/>
-      <value description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' enum='17'/>
-      <value description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' enum='2'/>
-      <value description='UNDEFINED_TAG' enum='3'/>
-      <value description='TAG_SPECIFIED_WITHOUT_A_VALUE' enum='4'/>
-      <value description='VALUE_IS_INCORRECT' enum='5'/>
-      <value description='INCORRECT_DATA_FORMAT_FOR_VALUE' enum='6'/>
-      <value description='DECRYPTION_PROBLEM' enum='7'/>
-      <value description='SIGNATURE_PROBLEM' enum='8'/>
-      <value description='COMPID_PROBLEM' enum='9'/>
-      <value description='OTHER' enum='99'/>
-    </field>
-    <field name='MaxMessageSize' number='383' type='LENGTH'/>
-    <field name='NoMsgTypes' number='384' type='NUMINGROUP'/>
-    <field name='MsgDirection' number='385' type='CHAR'>
-      <value description='RECEIVE' enum='R'/>
-      <value description='SEND' enum='S'/>
-    </field>
-    <field name='TestMessageIndicator' number='464' type='BOOLEAN'/>
-    <field name='Username' number='553' type='STRING'/>
-    <field name='Password' number='554' type='STRING'/>
-    <field name='NoHops' number='627' type='NUMINGROUP'/>
-    <field name='HopCompID' number='628' type='STRING'/>
-    <field name='HopSendingTime' number='629' type='UTCTIMESTAMP'/>
-    <field name='HopRefID' number='630' type='SEQNUM'/>
-    <field name='NextExpectedMsgSeqNum' number='789' type='SEQNUM'/>
-    <field name='ApplVerID' number='1128' type='STRING'>
-      <value description='FIX27' enum='0'/>
-      <value description='FIX30' enum='1'/>
-      <value description='FIX40' enum='2'/>
-      <value description='FIX41' enum='3'/>
-      <value description='FIX42' enum='4'/>
-      <value description='FIX43' enum='5'/>
-      <value description='FIX44' enum='6'/>
-      <value description='FIX50' enum='7'/>
-      <value description='FIX50SP1' enum='8'/>
-      <value description='FIX50SP2' enum='9'/>
-    </field>
-    <field name='CstmApplVerID' number='1129' type='STRING'/>
-    <field name='RefApplVerID' number='1130' type='STRING'/>
-    <field name='RefCstmApplVerID' number='1131' type='STRING'/>
-    <field name='DefaultApplVerID' number='1137' type='STRING'/>
-  </fields>
-</fix>
@@ -1,6 +1,13 @@
 <Project Sdk="Microsoft.NET.Sdk">
  <PropertyGroup>
-    <TargetFrameworks>netcoreapp2.1;net471</TargetFrameworks>
+    <TargetFrameworks>net471</TargetFrameworks>
+    <RuntimeIdentifiers>win7-x64</RuntimeIdentifiers>
+    
+    <TargetFrameworks Condition = " '$(OS)' != 'Windows_NT' ">netcoreapp3.0</TargetFrameworks>
+    <RuntimeIdentifier Condition = " '$(OS)' != 'Windows_NT' ">linux-x64</RuntimeIdentifier>
+    <PublishTrimmed>true</PublishTrimmed>
+    <PublishSingleFile>true</PublishSingleFile>
+
    <OutputType>Exe</OutputType>
    <GeneratePackageOnBuild Condition="$(Configuration) == 'Release' or $(Configuration) == 'Release'">true</GeneratePackageOnBuild>
    <PackageOutputPath>$(OutputPath)\net471</PackageOutputPath>
@@ -1,8 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
-    <TargetFramework>netstandard2.0</TargetFramework>
-    
+    <TargetFrameworks>netstandard2.0</TargetFrameworks>
    <Platform>x64</Platform>
    <PlatformTarget>x64</PlatformTarget>
  </PropertyGroup>
@@ -1,58 +0,0 @@
-using System;
-using System.Linq;
-using CommandLine;
-
-using bts.fix;
-
-namespace bts 
-{
-   [Verb("fix", HelpText = "Fix command")]
-   public class FIXCommandOptions
-   {
-      [Option('f', "config", Required = true)]
-      public string config_file { get; set; }
-
-      [Option('i', "initiator", Default = false, Required = false)]
-      public bool initiator{ get; set; }
-
-      [Option('w', "http", Required = false)]
-      public string http{ get; set; }
-
-      [Option('o', "order_session", Default = false, Required = false)]
-      public bool order_session{ get; set; }
-
-      [Option('d', "dropcopy_only", Default = false, Required = false)]
-      public bool dropcopy_only { get; set; }
-   }
-      
-   public class FIXCommand 
-   {      
-      public static int Run(FIXCommandOptions opt) 
-      {
-         if (opt.order_session)
-         {
-            Console.WriteLine("Starting FIX ORDERS Acceptor using " + opt.config_file);
-            if(!string.IsNullOrEmpty(opt.http))
-               Console.WriteLine(" Http server " + opt.http);
-            return FixInit.start_acceptor(opt.config_file, true, (string.IsNullOrEmpty(opt.http) ? null : opt.http));
-         }
-         else if (opt.dropcopy_only)
-         {
-            Console.WriteLine("Starting FIX DROP Acceptor using " + opt.config_file);
-            if (!string.IsNullOrEmpty(opt.http))
-               Console.WriteLine(" Http server " + opt.http);
-            return FixInit.start_acceptor(opt.config_file, false, (string.IsNullOrEmpty(opt.http) ? null : opt.http));
-         }
-         else if (opt.initiator)
-         {
-            Console.WriteLine("Initiator not supported yet");
-            return -1;
-         }
-         string[] args = Parser.Default.FormatCommandLine(opt).Split(' ');
-         var res = Parser.Default.ParseArguments<FIXCommandOptions>(args);
-         var help = CommandLine.Text.HelpText.AutoBuild(res, h => h, r => r).ToString();
-         Console.WriteLine(help);
-         return -1;
-      }
-   }
-}
@@ -44,8 +44,7 @@ namespace sparkcmd {
            SettingsManagerOptions,
            TestCommandOptions,
            OrderStressOptions,
-            MBOCommandOptions,
-            FIXCommandOptions
+            MBOCommandOptions
             >(BTS.remove_config_arg(args))
         .MapResult<
               ConfigcheckOptions,
@@ -56,7 +55,6 @@ namespace sparkcmd {
               TestCommandOptions,
               OrderStressOptions,
               MBOCommandOptions,
-               FIXCommandOptions,
               int>(
            Configcheck.Run,
            ScriptClientCommand.Run,
@@ -66,7 +64,6 @@ namespace sparkcmd {
            TestCommand.Run,
            OrderStress.Run,
            MBOCommand.Run,
-            FIXCommand.Run,
            errors => 1);
      }
   }
@@ -2,8 +2,13 @@

  <PropertyGroup>
    <OutputType>Exe</OutputType>
-    <TargetFrameworks>net471;netcoreapp2.1</TargetFrameworks>
-    <RuntimeIdentifiers>win7-x64;ubuntu.16.04-x64</RuntimeIdentifiers>
+    <TargetFramework>net471</TargetFramework>
+    
+    <TargetFramework Condition = " '$(OS)' != 'Windows_NT' ">netcoreapp3.0</TargetFramework>
+    <RuntimeIdentifier Condition = " '$(OS)' != 'Windows_NT' ">linux-x64</RuntimeIdentifier>
+    <PublishTrimmed>true</PublishTrimmed>
+    <PublishSingleFile>true</PublishSingleFile>
+    
    <Authors>Blue Trading Systems</Authors>
    <Company>Blue Trading Systems</Company>
    <Product>Spark</Product>
@@ -17,9 +22,7 @@
    <ProjectReference Include="../spark_api/spark_api.csproj" />
    <!--<ProjectReference Include="..\spark\Spark.csproj" />-->
    <ProjectReference Include="..\spark_core\spark_core.csproj" />
-    <ProjectReference Include="..\spark_fix\spark_fix.csproj" />
    <ProjectReference Include="..\spark_test\spark_test.csproj" />
-    <ProjectReference Include="../spark_fix/spark_fix.csproj" />
    <!--<Proto3 Include="**/*.proto" />-->
  </ItemGroup>

@@ -1 +0,0 @@
-set(sources files/cert_secure_logon.txt;files/futures.coconut.xz;files/onixs_ice/ConnectivityConfiguration.APITest.xml;files/onixs_ice/ConnectivityConfiguration.PerfTest.xml;files/onixs_ice/ConnectivityConfiguration.Production.xml;files/perf_trace/compiled.css;files/perf_trace/index.html;files/perf_trace/jquery-3.3.1.min.js;files/perf_trace/main.js;files/perf_trace/perf_log.sql;files/perf_trace/perf_trace_analysis.sql;files/perf_trace/plotly-latest.min.js)
@@ -1,41 +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
-UseDataDictionary=Y
-ResetOnLogon=Y
-ResetOnLogout=Y
-ResetOnDisconnect=Y
-HeartBtInt=30
-LogonTimeout=30
-FileLogPath=data_files/fix/log/
-FileStorePath=data_files/fix/store/
-
-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=SPARKFIX
-TargetCompID=CLIENT1
-DataDictionary=data_files/fix/spec/fix/FIX44.xml
-
-[SESSION]
-BeginString=FIX.4.4
-SenderCompID=SPARKFIX
-TargetCompID=CLIENT2
-DataDictionary=data_files/fix/spec/fix/FIX44.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>
@@ -1,313 +0,0 @@
-<?xml version='1.0' encoding='UTF-8'?>
-<fix type='FIXT' major='1' minor='1' servicepack='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='SenderLocationID' required='N'/>
-    <field name='TargetSubID' required='N'/>
-    <field name='TargetLocationID' required='N'/>
-    <field name='OnBehalfOfSubID' required='N'/>
-    <field name='OnBehalfOfLocationID' required='N'/>
-    <field name='DeliverToSubID' required='N'/>
-    <field name='DeliverToLocationID' required='N'/>
-    <field name='PossDupFlag' required='N'/>
-    <field name='PossResend' required='N'/>
-    <field name='SendingTime' required='Y'/>
-    <field name='OrigSendingTime' required='N'/>
-    <field name='XmlDataLen' required='N'/>
-    <field name='XmlData' required='N'/>
-    <field name='MessageEncoding' required='N'/>
-    <field name='LastMsgSeqNumProcessed' required='N'/>
-    <component name='HopGrp' required='N'/>
-    <field name='ApplVerID' required='N'/>
-    <field name='CstmApplVerID' required='N'/>
-  </header>
-  <trailer>
-    <field name='SignatureLength' required='N'/>
-    <field name='Signature' required='N'/>
-    <field name='CheckSum' required='Y'/>
-  </trailer>
-  <messages>
-    <message msgcat='admin' msgtype='0' name='Heartbeat'>
-      <field name='TestReqID' required='N'/>
-    </message>
-    <message msgcat='admin' msgtype='1' name='TestRequest'>
-      <field name='TestReqID' required='Y'/>
-    </message>
-    <message msgcat='admin' msgtype='2' name='ResendRequest'>
-      <field name='BeginSeqNo' required='Y'/>
-      <field name='EndSeqNo' required='Y'/>
-    </message>
-    <message msgcat='admin' msgtype='3' name='Reject'>
-      <field name='RefSeqNum' required='Y'/>
-      <field name='RefTagID' required='N'/>
-      <field name='RefMsgType' required='N'/>
-      <field name='SessionRejectReason' required='N'/>
-      <field name='Text' required='N'/>
-      <field name='EncodedTextLen' required='N'/>
-      <field name='EncodedText' required='N'/>
-    </message>
-    <message msgcat='admin' msgtype='4' name='SequenceReset'>
-      <field name='GapFillFlag' required='N'/>
-      <field name='NewSeqNo' required='Y'/>
-    </message>
-    <message msgcat='admin' msgtype='5' name='Logout'>
-      <field name='Text' required='N'/>
-      <field name='EncodedTextLen' required='N'/>
-      <field name='EncodedText' required='N'/>
-    </message>
-    <message msgcat='admin' msgtype='A' name='Logon'>
-      <field name='EncryptMethod' required='Y'/>
-      <field name='HeartBtInt' required='Y'/>
-      <field name='RawDataLength' required='N'/>
-      <field name='RawData' required='N'/>
-      <field name='ResetSeqNumFlag' required='N'/>
-      <field name='NextExpectedMsgSeqNum' required='N'/>
-      <field name='MaxMessageSize' required='N'/>
-      <field name='TestMessageIndicator' required='N'/>
-      <field name='Username' required='N'/>
-      <field name='Password' required='N'/>
-      <field name='DefaultApplVerID' required='Y'/>
-      <component name='MsgTypeGrp' required='N'/>
-    </message>
-  </messages>
-  <components>
-    <component name='HopGrp'>
-      <group name='NoHops' required='N'>
-        <field name='HopCompID' required='N'/>
-        <field name='HopSendingTime' required='N'/>
-        <field name='HopRefID' required='N'/>
-      </group>
-    </component>
-    <component name='MsgTypeGrp'>
-      <group name='NoMsgTypes' required='N'>
-        <field name='RefMsgType' required='N'/>
-        <field name='MsgDirection' required='N'/>
-        <field name='RefApplVerID' required='N'/>
-        <field name='RefCstmApplVerID' required='N'/>
-      </group>
-    </component>
-  </components>
-  <fields>
-    <field name='BeginSeqNo' number='7' type='SEQNUM'/>
-    <field name='BeginString' number='8' type='STRING'/>
-    <field name='BodyLength' number='9' type='LENGTH'/>
-    <field name='CheckSum' number='10' type='STRING'/>
-    <field name='EndSeqNo' number='16' type='SEQNUM'/>
-    <field name='MsgSeqNum' number='34' type='SEQNUM'/>
-    <field number='35' name='MsgType' type='STRING'>
-      <value enum='0' description='HEARTBEAT'/>
-      <value enum='1' description='TEST_REQUEST'/>
-      <value enum='2' description='RESEND_REQUEST'/>
-      <value enum='3' description='REJECT'/>
-      <value enum='4' description='SEQUENCE_RESET'/>
-      <value enum='5' description='LOGOUT'/>
-      <value enum='6' description='INDICATION_OF_INTEREST'/>
-      <value enum='7' description='ADVERTISEMENT'/>
-      <value enum='8' description='EXECUTION_REPORT'/>
-      <value enum='9' description='ORDER_CANCEL_REJECT'/>
-      <value enum='A' description='LOGON'/>
-      <value enum='B' description='NEWS'/>
-      <value enum='C' description='EMAIL'/>
-      <value enum='D' description='ORDER_SINGLE'/>
-      <value enum='E' description='ORDER_LIST'/>
-      <value enum='F' description='ORDER_CANCEL_REQUEST'/>
-      <value enum='G' description='ORDER_CANCEL_REPLACE_REQUEST'/>
-      <value enum='H' description='ORDER_STATUS_REQUEST'/>
-      <value enum='J' description='ALLOCATION_INSTRUCTION'/>
-      <value enum='K' description='LIST_CANCEL_REQUEST'/>
-      <value enum='L' description='LIST_EXECUTE'/>
-      <value enum='M' description='LIST_STATUS_REQUEST'/>
-      <value enum='N' description='LIST_STATUS'/>
-      <value enum='P' description='ALLOCATION_INSTRUCTION_ACK'/>
-      <value enum='Q' description='DONT_KNOW_TRADE'/>
-      <value enum='R' description='QUOTE_REQUEST'/>
-      <value enum='S' description='QUOTE'/>
-      <value enum='T' description='SETTLEMENT_INSTRUCTIONS'/>
-      <value enum='V' description='MARKET_DATA_REQUEST'/>
-      <value enum='W' description='MARKET_DATA_SNAPSHOT_FULL_REFRESH'/>
-      <value enum='X' description='MARKET_DATA_INCREMENTAL_REFRESH'/>
-      <value enum='Y' description='MARKET_DATA_REQUEST_REJECT'/>
-      <value enum='Z' description='QUOTE_CANCEL'/>
-      <value enum='a' description='QUOTE_STATUS_REQUEST'/>
-      <value enum='b' description='MASS_QUOTE_ACKNOWLEDGEMENT'/>
-      <value enum='c' description='SECURITY_DEFINITION_REQUEST'/>
-      <value enum='d' description='SECURITY_DEFINITION'/>
-      <value enum='e' description='SECURITY_STATUS_REQUEST'/>
-      <value enum='f' description='SECURITY_STATUS'/>
-      <value enum='g' description='TRADING_SESSION_STATUS_REQUEST'/>
-      <value enum='h' description='TRADING_SESSION_STATUS'/>
-      <value enum='i' description='MASS_QUOTE'/>
-      <value enum='j' description='BUSINESS_MESSAGE_REJECT'/>
-      <value enum='k' description='BID_REQUEST'/>
-      <value enum='l' description='BID_RESPONSE'/>
-      <value enum='m' description='LIST_STRIKE_PRICE'/>
-      <value enum='n' description='XML_MESSAGE'/>
-      <value enum='o' description='REGISTRATION_INSTRUCTIONS'/>
-      <value enum='p' description='REGISTRATION_INSTRUCTIONS_RESPONSE'/>
-      <value enum='q' description='ORDER_MASS_CANCEL_REQUEST'/>
-      <value enum='r' description='ORDER_MASS_CANCEL_REPORT'/>
-      <value enum='s' description='NEW_ORDER_CROSS'/>
-      <value enum='t' description='CROSS_ORDER_CANCEL_REPLACE_REQUEST'/>
-      <value enum='u' description='CROSS_ORDER_CANCEL_REQUEST'/>
-      <value enum='v' description='SECURITY_TYPE_REQUEST'/>
-      <value enum='w' description='SECURITY_TYPES'/>
-      <value enum='x' description='SECURITY_LIST_REQUEST'/>
-      <value enum='y' description='SECURITY_LIST'/>
-      <value enum='z' description='DERIVATIVE_SECURITY_LIST_REQUEST'/>
-      <value enum='AA' description='DERIVATIVE_SECURITY_LIST'/>
-      <value enum='AB' description='NEW_ORDER_MULTILEG'/>
-      <value enum='AC' description='MULTILEG_ORDER_CANCEL_REPLACE'/>
-      <value enum='AD' description='TRADE_CAPTURE_REPORT_REQUEST'/>
-      <value enum='AE' description='TRADE_CAPTURE_REPORT'/>
-      <value enum='AF' description='ORDER_MASS_STATUS_REQUEST'/>
-      <value enum='AG' description='QUOTE_REQUEST_REJECT'/>
-      <value enum='AH' description='RFQ_REQUEST'/>
-      <value enum='AI' description='QUOTE_STATUS_REPORT'/>
-      <value enum='AJ' description='QUOTE_RESPONSE'/>
-      <value enum='AK' description='CONFIRMATION'/>
-      <value enum='AL' description='POSITION_MAINTENANCE_REQUEST'/>
-      <value enum='AM' description='POSITION_MAINTENANCE_REPORT'/>
-      <value enum='AN' description='REQUEST_FOR_POSITIONS'/>
-      <value enum='AO' description='REQUEST_FOR_POSITIONS_ACK'/>
-      <value enum='AP' description='POSITION_REPORT'/>
-      <value enum='AQ' description='TRADE_CAPTURE_REPORT_REQUEST_ACK'/>
-      <value enum='AR' description='TRADE_CAPTURE_REPORT_ACK'/>
-      <value enum='AS' description='ALLOCATION_REPORT'/>
-      <value enum='AT' description='ALLOCATION_REPORT_ACK'/>
-      <value enum='AU' description='CONFIRMATION_ACK'/>
-      <value enum='AV' description='SETTLEMENT_INSTRUCTION_REQUEST'/>
-      <value enum='AW' description='ASSIGNMENT_REPORT'/>
-      <value enum='AX' description='COLLATERAL_REQUEST'/>
-      <value enum='AY' description='COLLATERAL_ASSIGNMENT'/>
-      <value enum='AZ' description='COLLATERAL_RESPONSE'/>
-      <value enum='BA' description='COLLATERAL_REPORT'/>
-      <value enum='BB' description='COLLATERAL_INQUIRY'/>
-      <value enum='BC' description='NETWORK_STATUS_REQUEST'/>
-      <value enum='BD' description='NETWORK_STATUS_RESPONSE'/>
-      <value enum='BE' description='USER_REQUEST'/>
-      <value enum='BF' description='USER_RESPONSE'/>
-      <value enum='BG' description='COLLATERAL_INQUIRY_ACK'/>
-      <value enum='BH' description='CONFIRMATION_REQUEST'/>
-      <value enum='BI' description='TRADING_SESSION_LIST_REQUEST'/>
-      <value enum='BJ' description='TRADING_SESSION_LIST'/>
-      <value enum='BK' description='SECURITY_LIST_UPDATE_REPORT'/>
-      <value enum='BL' description='ADJUSTED_POSITION_REPORT'/>
-      <value enum='BM' description='ALLOCATION_INSTRUCTION_ALERT'/>
-      <value enum='BN' description='EXECUTION_ACKNOWLEDGEMENT'/>
-      <value enum='BO' description='CONTRARY_INTENTION_REPORT'/>
-      <value enum='BP' description='SECURITY_DEFINITION_UPDATE_REPORT'/>
-    </field>
-    <field name='NewSeqNo' number='36' type='SEQNUM'/>
-    <field name='PossDupFlag' number='43' type='BOOLEAN'/>
-    <field name='RefSeqNum' number='45' type='SEQNUM'/>
-    <field name='SenderCompID' number='49' type='STRING'/>
-    <field name='SenderSubID' number='50' type='STRING'/>
-    <field name='SendingTime' number='52' type='UTCTIMESTAMP'/>
-    <field name='TargetCompID' number='56' type='STRING'/>
-    <field name='TargetSubID' number='57' type='STRING'/>
-    <field name='Text' number='58' type='STRING'/>
-    <field name='Signature' number='89' type='DATA'/>
-    <field name='SecureDataLen' number='90' type='LENGTH'/>
-    <field name='SecureData' number='91' type='DATA'/>
-    <field name='SignatureLength' number='93' type='LENGTH'/>
-    <field name='RawDataLength' number='95' type='LENGTH'/>
-    <field name='RawData' number='96' type='DATA'/>
-    <field name='PossResend' number='97' type='BOOLEAN'/>
-    <field name='EncryptMethod' number='98' type='INT'>
-      <value description='NONE_OTHER' enum='0'/>
-      <value description='PKCS' enum='1'/>
-      <value description='DES' enum='2'/>
-      <value description='PKCS_DES' enum='3'/>
-      <value description='PGP_DES' enum='4'/>
-      <value description='PGP_DES_MD5' enum='5'/>
-      <value description='PEM_DES_MD5' enum='6'/>
-    </field>
-    <field name='HeartBtInt' number='108' type='INT'/>
-    <field name='TestReqID' number='112' type='STRING'/>
-    <field name='OnBehalfOfCompID' number='115' type='STRING'/>
-    <field name='OnBehalfOfSubID' number='116' type='STRING'/>
-    <field name='OrigSendingTime' number='122' type='UTCTIMESTAMP'/>
-    <field name='GapFillFlag' number='123' type='BOOLEAN'/>
-    <field name='DeliverToCompID' number='128' type='STRING'/>
-    <field name='DeliverToSubID' number='129' type='STRING'/>
-    <field name='ResetSeqNumFlag' number='141' type='BOOLEAN'/>
-    <field name='SenderLocationID' number='142' type='STRING'/>
-    <field name='TargetLocationID' number='143' type='STRING'/>
-    <field name='OnBehalfOfLocationID' number='144' type='STRING'/>
-    <field name='DeliverToLocationID' number='145' type='STRING'/>
-    <field name='XmlDataLen' number='212' type='LENGTH'/>
-    <field name='XmlData' number='213' type='DATA'/>
-    <field number='347' name='MessageEncoding' type='STRING'>
-      <value enum='ISO-2022-JP' description='ISO_2022_JP'/>
-      <value enum='EUC-JP' description='EUC_JP'/>
-      <value enum='SHIFT_JIS' description='SHIFT_JIS'/>
-      <value enum='UTF-8' description='UTF_8'/>
-    </field>
-    <field name='EncodedTextLen' number='354' type='LENGTH'/>
-    <field name='EncodedText' number='355' type='DATA'/>
-    <field name='LastMsgSeqNumProcessed' number='369' type='SEQNUM'/>
-    <field name='RefTagID' number='371' type='INT'/>
-    <field name='RefMsgType' number='372' type='STRING'/>
-    <field name='SessionRejectReason' number='373' type='INT'>
-      <value description='INVALID_TAG_NUMBER' enum='0'/>
-      <value description='REQUIRED_TAG_MISSING' enum='1'/>
-      <value description='SENDINGTIME_ACCURACY_PROBLEM' enum='10'/>
-      <value description='INVALID_MSGTYPE' enum='11'/>
-      <value description='XML_VALIDATION_ERROR' enum='12'/>
-      <value description='TAG_APPEARS_MORE_THAN_ONCE' enum='13'/>
-      <value description='TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER' enum='14'/>
-      <value description='REPEATING_GROUP_FIELDS_OUT_OF_ORDER' enum='15'/>
-      <value description='INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP' enum='16'/>
-      <value description='NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER' enum='17'/>
-      <value description='TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE' enum='2'/>
-      <value description='UNDEFINED_TAG' enum='3'/>
-      <value description='TAG_SPECIFIED_WITHOUT_A_VALUE' enum='4'/>
-      <value description='VALUE_IS_INCORRECT' enum='5'/>
-      <value description='INCORRECT_DATA_FORMAT_FOR_VALUE' enum='6'/>
-      <value description='DECRYPTION_PROBLEM' enum='7'/>
-      <value description='SIGNATURE_PROBLEM' enum='8'/>
-      <value description='COMPID_PROBLEM' enum='9'/>
-      <value description='OTHER' enum='99'/>
-    </field>
-    <field name='MaxMessageSize' number='383' type='LENGTH'/>
-    <field name='NoMsgTypes' number='384' type='NUMINGROUP'/>
-    <field name='MsgDirection' number='385' type='CHAR'>
-      <value description='RECEIVE' enum='R'/>
-      <value description='SEND' enum='S'/>
-    </field>
-    <field name='TestMessageIndicator' number='464' type='BOOLEAN'/>
-    <field name='Username' number='553' type='STRING'/>
-    <field name='Password' number='554' type='STRING'/>
-    <field name='NoHops' number='627' type='NUMINGROUP'/>
-    <field name='HopCompID' number='628' type='STRING'/>
-    <field name='HopSendingTime' number='629' type='UTCTIMESTAMP'/>
-    <field name='HopRefID' number='630' type='SEQNUM'/>
-    <field name='NextExpectedMsgSeqNum' number='789' type='SEQNUM'/>
-    <field name='ApplVerID' number='1128' type='STRING'>
-      <value description='FIX27' enum='0'/>
-      <value description='FIX30' enum='1'/>
-      <value description='FIX40' enum='2'/>
-      <value description='FIX41' enum='3'/>
-      <value description='FIX42' enum='4'/>
-      <value description='FIX43' enum='5'/>
-      <value description='FIX44' enum='6'/>
-      <value description='FIX50' enum='7'/>
-      <value description='FIX50SP1' enum='8'/>
-      <value description='FIX50SP2' enum='9'/>
-    </field>
-    <field name='CstmApplVerID' number='1129' type='STRING'/>
-    <field name='RefApplVerID' number='1130' type='STRING'/>
-    <field name='RefCstmApplVerID' number='1131' type='STRING'/>
-    <field name='DefaultApplVerID' number='1137' type='STRING'/>
-  </fields>
-</fix>
@@ -1 +0,0 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orLine truncated
@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;Line truncated
+set(sources api/Apicore.proto;api/Apigateway.proto;api/Apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/Co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;Line truncated
@@ -142,4 +142,4 @@ if (WIN32)
  include(${CMAKE_SOURCE_DIR}/tools/vs_filters.cmake)
 endif()

- 
+ 
@@ -1,5 +1,5 @@
 syntax="proto3";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 package bts.api;
 option csharp_namespace="bts.api";

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.gateway;
 option csharp_namespace="bts.api.gateway";
-import "lib/api/apicore.proto";
+import "lib/api/Apicore.proto";

 message GatewayLogin {
    string username = 1;
@@ -6,6 +6,9 @@ option csharp_namespace="bts.api";
 extend google.protobuf.ServiceOptions {
 	string service_description = 8501;
 }
+extend google.protobuf.MessageOptions {
+	string protofix_message_type = 8505;
+}
 extend google.protobuf.MethodOptions {
   string method_description = 8503;
   bool skip_excel_generation = 8504;
@@ -8,7 +8,7 @@
 #include "../public/ServiceContext.h"
 #include "../public/Result.h"

-#include "lib/api/apicore.pb.h"
+#include "lib/api/Apicore.pb.h"
 #include "lib/config/protos/quickbus_cfg.pb.h"
 #include "lib/config/protos/system.pb.h"
 #include "lib/config/protos/Ports.pb.h"
@@ -1,7 +1,7 @@
 #pragma once

 #include "lib/utils/bts_export.h"
-#include "lib/api/apicore.pb.h"
+#include "lib/api/Apicore.pb.h"

 #include <string>
 #include <vector>
@@ -5,7 +5,7 @@
 #include "ApiUtils.h"
 #include "ServerChannel.h"
 #include "StatefulPublisher.h"
-#include "lib/api/apicore.pb.h"
+#include "lib/api/Apicore.pb.h"

 #include <google/protobuf/io/zero_copy_stream.h>
 #include <functional>
@@ -2,7 +2,7 @@

 #include "ApiException.h"

-#include "lib/api/apicore.pb.h"
+#include "lib/api/Apicore.pb.h"

 #include <memory>
 #include <assert.h>
@@ -2,7 +2,7 @@

 #include "../core/ApiClientInterop.h"
 #include "../core/ApiServerInterop.h"
-#include "lib/api/apicore.pb.h"
+#include "lib/api/Apicore.pb.h"

 namespace bts {
 namespace api {
@@ -2,6 +2,8 @@
 import os, sys
 from collections import namedtuple

+#open("/home/bts/data2", 'wb').write("a")
+
 DEBUG = 'DEBUG' in sys.argv

 # cd to scripts working directory
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.admin;
 option csharp_namespace="bts.api.admin";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 //import "google/protobuf/timestamp.proto";
 import "lib/domain_model/Security.proto";
 import "lib/api/services/OrderService.proto";
@@ -2,8 +2,8 @@ syntax="proto3";
 package bts.api.orderman.algo;
 option csharp_namespace="bts.api.orderman.algo";

-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 import "lib/api/services/OrderService.proto";
 import "google/protobuf/timestamp.proto";

@@ -2,8 +2,8 @@ syntax="proto3";
 package bts.api.orderman;
 option csharp_namespace="bts.api.orderman";

-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 import "lib/api/services/OrderService.proto";
 import "google/protobuf/timestamp.proto";

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.test;
 option csharp_namespace="bts.api.test";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";

 message EmptyRequest {}
 message UnitTestResult {
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.user;
 option csharp_namespace="bts.api.user";
-import "lib/api/apicore.proto";
-import "lib/api/apioptions.proto";
+import "lib/api/Apicore.proto";
+import "lib/api/Apioptions.proto";

 message OperatorID { string tag50 = 10; }

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 import "lib/api/services/PositionService.proto";

 message GMI_ParseResult {
@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.support;
 option csharp_namespace="bts.support";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 import "google/protobuf/timestamp.proto";

 message FileData {
@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.test;
 option csharp_namespace="bts.api.test";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";

 message HelloRequest {
   string name = 1;
@@ -2,8 +2,8 @@ syntax="proto3";
 package bts.md;
 option csharp_namespace="bts.md";
 option cc_enable_arenas=true;
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";

 message OrderPIQ {
  uint32 order_id = 1 [(bts.api.key)=true];
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 import "lib/api/services/PositionService.proto";

 message MarginResult {
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.md.auxiliary;
 option csharp_namespace="bts.api.md.auxiliary";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";

 message VolumeAtPriceLevel{
   int32 record_id = 1 [(bts.api.key)=true];
@@ -2,10 +2,10 @@ syntax="proto3";
 package bts.co2;
 option csharp_namespace="bts.co2";
 option cc_enable_arenas=true;
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 import "lib/domain_model/Security.proto";
-import "lib/md/protos/co2.proto";
+import "lib/md/protos/Co2.proto";

 message ProductListReply {
   repeated bts.api.Product products = 1;
@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 import "lib/api/services/MarginService.proto";

 message Money_ParseResult {
@@ -2,11 +2,11 @@ syntax="proto3";
 package bts.api.orderman;
 option csharp_namespace="bts.api.orderman";

-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";
 import "lib/domain_model/Security.proto";
 import "google/protobuf/timestamp.proto";
 import "lib/sparkproto/SparkProtos.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apicore.proto";

 service OrderService {
  option (bts.api.service_description)="Implements order management";
@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.browser;
 option csharp_namespace="bts.api.browser";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";

 message URIRequest {
    string uri = 1;
@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.persistence;
 option csharp_namespace="bts.api.persistence";
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";

 message Record {
  string key = 1 [(bts.api.key)=true];
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";
 import "lib/domain_model/Security.proto";
 import "google/protobuf/timestamp.proto";

@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.diagnostic;
 option csharp_namespace="bts.api.diagnostic";
-import "lib/api/apicore.proto";
-import "lib/api/apioptions.proto";
+import "lib/api/Apicore.proto";
+import "lib/api/Apioptions.proto";

 message ScriptLines {
    int32 id = 1;
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.metrics;
 option csharp_namespace="bts.metrics";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
+import "lib/api/Apioptions.proto";
+import "lib/api/Apicore.proto";

 message Tick {
    int32 key = 1 [(bts.api.key)=true];
@@ -3,8 +3,8 @@ package bts.api.synthetic;
 option csharp_namespace="bts.api.synthetic";


-import "lib/api/apicore.proto";
-import "lib/api/apioptions.proto";
+import "lib/api/Apicore.proto";
+import "lib/api/Apioptions.proto";
 import "lib/domain_model/Security.proto";
 //import "google/protobuf/timestamp.proto";
 import "lib/sparkproto/SparkProtos.proto";
@@ -1,8 +0,0 @@
-
-Fix {
-   value {
-      enable_acceptor: true
-      allow_orders: true
-      fix_config_file: 'spark_fix.cfg'
-   }
-}
@@ -1,9 +0,0 @@
-syntax='proto2';
-
-package bts.config;
-
-message Fix {
-  optional bool enable_acceptor = 5 [default = false];
-  optional bool allow_orders = 10 [default = false];
-  optional string fix_config_file = 20;  
-}
@@ -2,7 +2,7 @@ syntax="proto3";
 package bts.api;
 option csharp_namespace="bts.api";
 option cc_enable_arenas=true;
-import "lib/api/apioptions.proto";
+import "lib/api/Apioptions.proto";

 enum Venue {
     VENUE_UNSET = 0;
@@ -46,7 +46,6 @@ constexpr log::Subsystem DataFlow   {Latency.ordinal+1     };
 constexpr log::Subsystem Plugin     {DataFlow.ordinal+1    };
 constexpr log::Subsystem Sdk        {Plugin.ordinal+1      };
 constexpr log::Subsystem Http       {Sdk.ordinal+1   };
-constexpr log::Subsystem Fix        {Http.ordinal+1   };

 struct LoggerHandle {
   LoggerHandle(LoggerHandle const&) = delete;
@@ -1,110 +0,0 @@
-#pragma once
-#ifndef _WIN32
-
-#include "lib/domain_model/Security.h"
-#include "lib/md/MDConsumerHandle.h"
-#include "lib/md/MDClient.h"
-#include "lib/md/ExchangeOrderKey.h"
-
-#include "lib/utils/LockBox.h"
-
-#include <tuple>
-#include <vector>
-#include <unordered_map>
-#include <optional>
-#include <functional>
-
-
-namespace bts { 
-namespace md { 
-   
-security_key default_key(const MDConsumerHandle& h) 
-{ 
-   auto&& key = h.key();
-   return key; 
-}
-
-std::string desc_key(const MDConsumerHandle& h) 
-{ 
-   auto&& sec = h.get_normalized_security();
-   auto&& desc = securities::descriptor(sec);
-   return desc;
-}
-
-template<auto Key_Func>
-class HandleIndex 
-{
-   MDClient& _client;
-   int _sub;
-   std::optional<MDConsumer> _consumer;
-
-public:
-   typedef decltype( Key_Func(std::declval<MDConsumerHandle>()) ) KeyType;
-   utils::LockBox<std::unordered_map<KeyType,MDConsumerHandle>> handle_index;
-   utils::LockBox<std::unordered_map<KeyType,SecurityPtr>> security_index;
-   
-   
-   HandleIndex(md::MDClient& client) : 
-      _client(client),
-      _sub(0),
-      _consumer(std::nullopt),
-      handle_index(),
-      security_index()
-   {
-      _sub = _client.on_consumer().subscribe([=](const MDConsumer& c) { on_consumer(c); });
-      on_consumer( _client.current_consumer() );
-   }
-   virtual ~HandleIndex() 
-   { 
-      _client.on_consumer().unsubscribe(_sub); 
-   }   
-
-private:
-   void on_consumer(const MDConsumer& c) 
-   {
-      MDConsumer temp(c);
-      if (temp.all_heartbeats_ok()) 
-      {
-         auto existing = _consumer ? _consumer->id() : 0;
-         LOG(md,Info, "Updating HandleIndex MDConsumer. Old {} new {}", existing, temp.id());
-         // clear the index
-         handle_index.lock([](auto& index) { index.clear(); });
-         security_index.lock([](auto& index) { index.clear(); });
-         // Swap to new consumer
-         if (_consumer) 
-         {
-            _consumer->swap(temp);
-         }
-         else 
-         { 
-            _consumer = temp; 
-         }
-         // Subscribe to on_security
-         auto id = _consumer->id();
-         _consumer->on_security([this,id](const SecurityPtr& sec, MDConsumerHandle handle) 
-         {
-            if (_consumer->id() == id) 
-            {
-               handle_index.lock([this, handle](auto& index) 
-               {
-                  auto key = Key_Func(handle);
-                  index[ key ] = handle;
-               });
-               security_index.lock([this, handle, &sec](auto& index) 
-               {
-                  auto key = Key_Func(handle);
-                  index[ key ] = sec;
-               });               
-            }
-         });
-      }
-   }
-};
-
-typedef HandleIndex<default_key> KeyHandleIndex;
-typedef HandleIndex<desc_key> DescHandleIndex;
-
-}}
-
-
-#endif
@@ -8,8 +8,6 @@
 #include "MDClient.h"
 #include "ExchangeOrderKey.h"
 #include "MBOProcessor.h"
-#include "MDClient.h"
-#include "HandleIndex.h"

 #include "lib/utils/LockBox.h"

@@ -23,6 +21,55 @@ using namespace bts::api::orderman;
 namespace bts { 
 namespace md { 

+//
+// Simple class to handle MD recovery and maintain an index of SecurityKey=>MDConsumerHandle
+
+class HandleIndex {
+   MDClient& _client;
+   int _sub;
+   std::optional<MDConsumer> _consumer;
+
+public:
+   utils::LockBox<std::unordered_map<SecurityKey,MDConsumerHandle>> index;
+
+   HandleIndex(md::MDClient& client): 
+      _client(client),
+      _sub(0),
+      _consumer(std::nullopt),
+      index() {
+         _sub = _client.on_consumer().subscribe([=](const MDConsumer& c) { on_consumer(c); });
+         on_consumer(_client.current_consumer());
+      }
+
+   ~HandleIndex() { _client.on_consumer().unsubscribe(_sub); }
+
+
+private:
+   void on_consumer(const MDConsumer& c) {
+      MDConsumer temp(c);
+      if (temp.all_heartbeats_ok()) {
+         auto existing = _consumer ? _consumer->id() : 0;
+         LOG(md,Info, "Updateing MBOService MDConsumer. Old {} new {}", existing, temp.id());
+         // clear the index
+         index.lock([](auto& index) { index.clear(); });
+         // Swap to new consumer
+         if (_consumer) {
+            _consumer->swap(temp);
+         }
+         else { _consumer = temp; }
+         // Subscribe to on_security
+         auto id = _consumer->id();
+         _consumer->on_security([this,id](const SecurityPtr&, MDConsumerHandle handle) {
+            if (_consumer->id() == id) {
+               index.lock([handle](auto& index) {
+                  index[SecurityKey(handle.key())] = handle;
+               });
+            }
+         });
+      }
+   }
+};
+
 class ActiveOrder {
   SecurityKey _security;
   SparkOrderKey _id;
@@ -64,7 +111,7 @@ struct MBOServiceImpl {
   MBOServiceImpl(
      api::ServiceContext& ctx,
      utils::Dispatcher& d,
-      MDClient& c,
+      md::MDClient& c,
      MBOServiceBase::PiqPublisher&& pub
      ):
      dispatcher(d),
@@ -77,10 +124,10 @@ struct MBOServiceImpl {
   {}

   utils::Dispatcher& dispatcher;
-   MDClient& client;
+   md::MDClient& client;
   OrderService orders;

-   KeyHandleIndex handle_index;
+   HandleIndex handle_index;
   MBOServiceBase::PiqPublisher publish;
   utils::DispatcherTimer timer;

@@ -115,10 +162,10 @@ std::optional<uint32_t> search_orders(const ExchangeOrderKey oid, const std::vec
   return std::nullopt;
 }

-bool update_position(const KeyHandleIndex& handles, ActiveOrder& order) {
-   const auto& index = handles.handle_index;
+bool update_position(const HandleIndex& handles, ActiveOrder& order) {
+   const auto& index = handles.index;
   auto handle = index.lock([id=order.security_id()](const auto& index) {
-      auto iter = index.find(id.value());
+      auto iter = index.find(id);
      return iter != index.end() ? iter->second : MDConsumerHandle {};
   });

@@ -253,8 +300,8 @@ MBOServiceServer::~MBOServiceServer() { }
 void MBOServiceServer::get_orders_for_security(const MBOSecurityQuery& request, const api::Response<PositionData>& reply) {
   PositionData response;
   response.set_security_id(request.security_id());
-   auto handle = _me->handle_index.handle_index.lock([id=request.security_id()](const auto& index) {
-      auto iter = index.find(id);
+   auto handle = _me->handle_index.index.lock([id=request.security_id()](const auto& index) {
+      auto iter = index.find(SecurityKey(id));
      return iter != index.end() ? iter->second : MDConsumerHandle {};
   });

@@ -7,7 +7,7 @@
 #include "relay/RelayClient.h"
 #include "lib/utils/Dispatcher.h"
 #include "lib/utils/defer.h"
-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 #include <set>
 #include <string>
 #include <atomic>
@@ -6,7 +6,7 @@
 #include "lib/domain_model/SecurityKey.h"
 #include "IntPrice.h"

-#include "lib/md/protos/co2.pb.h"
+#include "lib/md/protos/Co2.pb.h"
 #include "lib/domain_model/Security.pb.h"

 #include <string>
Author	SHA1	Message	Date
Kevin Darby	0d24062f03	Merge branch 'dotnet' of bitbucket.org:bluetradesys/spark into windows_docker	2020-01-08 17:25:30 -05:00
Kevin Darby	44e0eae281	Merge branch 'master' of bitbucket.org:bluetradesys/spark into dotnet	2020-01-08 17:24:55 -05:00
Kevin Darby	152ab05b4e	remove externals sharing	2020-01-08 17:08:49 -05:00
Kevin Darby	4257a172c1	fixed shared obj dir on linux build	2019-12-31 12:39:54 -05:00
Kevin Darby	721a08c4b4	remove these CMakeDeps so gitignore can ignore	2019-12-31 10:44:32 -05:00
Kevin Darby	41a3535e84	made some minor changes to support running a dev environment in our api docker on windows	2019-12-31 10:07:55 -05:00
Kevin Darby	626629bf06	added spark_vm_shell for windows	2019-12-31 10:06:54 -05:00
Eric Harding	487aaef02f	update cmake	2019-12-16 13:12:50 -05:00
Eric Harding	f22fc03e56	merge master	2019-12-16 12:54:19 -05:00
Kevin Darby	5f45ddf210	wack vs backwack	2019-11-28 02:46:27 +00:00
Kevin Darby	d6a533ca5c	PR feedback	2019-11-27 17:21:24 -05:00
Kevin Darby	20e58dc80b	address PR concerns	2019-11-13 16:46:36 -05:00
Kevin Darby	5773945791	add data dir for .net in linux make sparkcmd build in the right place on windows again	2019-11-11 17:12:55 -05:00
Kevin Darby	721c889235	release mode uses published sparkcmd	2019-11-06 18:22:06 -05:00
Kevin Darby	9957af655f	hooked sparkcmd linux build to the main server build stuff	2019-11-06 17:47:21 -05:00
Kevin Darby	eab92fb486	damn windows casing	2019-11-06 13:55:29 -05:00
Kevin Darby	9f1cd47cfa	hooking build to cmake	2019-11-06 13:55:07 -05:00
Kevin Darby	90c3edbbe7	adding core 2 back to docker per eric	2019-11-06 13:24:57 -05:00
Kevin Darby	adee8b584c	capitalized first letter of proto to work around a protoc bug	2019-11-06 12:43:27 -05:00
Kevin Darby	329ad323e0	delete protos to change case on windows	2019-11-06 12:41:37 -05:00
Kevin Darby	c713b97441	cleanup csproj	2019-11-05 18:23:09 -05:00
Kevin Darby	eb79264b9b	netcore builds on linux through dotnet build	2019-11-05 18:19:17 -05:00
				`@@ -1 +0,0 @@`
				`set(sources files/cert_secure_logon.txt;files/futures.coconut.xz;files/onixs_ice/ConnectivityConfiguration.APITest.xml;files/onixs_ice/ConnectivityConfiguration.PerfTest.xml;files/onixs_ice/ConnectivityConfiguration.Production.xml;files/perf_trace/compiled.css;files/perf_trace/index.html;files/perf_trace/jquery-3.3.1.min.js;files/perf_trace/main.js;files/perf_trace/perf_log.sql;files/perf_trace/perf_trace_analysis.sql;files/perf_trace/plotly-latest.min.js)`
				`@@ -1 +0,0 @@`
				set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orLine truncated