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

use Spreader AlgoFormat when security is synthetic

Approved-by: John Colvin <john.colvin@bluetradesys.com>

doc/user/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Algos/_index.md;content/bts_spark/Glossary/index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Help/index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Launcher/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/Logging-In-to-the-System/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/index.md;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/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/My-Windows/index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Settings/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/Spreader/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/index.md;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/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)

doc/user/content/release_notes/_index.md

@@ -4,6 +4,13 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.8.2
+### Bug Fixes
+  - Added proper display factors for SOM spreads
+  - Fixed a bug that could cause a UI failure when trying to change settings in a synthetic ladder
+## 2.8.1
+### Bug fixes
+  - Fixed an error in the UI grids filtering widget
 ## 2.8.0
 ### User Visible Changes
   - Added ProRata and Scratch algos
@@ -16,6 +23,7 @@ insert_anchor_links = "right"
     selected by default
   - Increased width of login panel to better show login error messages
   - Added optional 'Maker/Taker' pricing to Spreader algo
+  - Algo buttons in ladder can now be made to deactivate after launching an algo or remain 'sticky'
 ### Internal changes
   - Made it easier to generate simple UI's for new order types
 ### API Changes

src/client/spark/Modules/Trading/AlgoStudio/View/AlgoEditorGridView/AlgoParamRowsHelper.cs

@@ -10,7 +10,7 @@ using System.Reactive.Disposables;
 namespace mbts.spark {
    static class AlgoParamRowsHelper {
       public static IDisposable connect(AlgoDefinitionVM algo, ObservableAggregateCollection<AlgoParamRowVM> rows, bool include_algo_type_rows) =>
-         algo == null ? null : new CompositeDisposable(algo.observe_algo_root().SubscribeEach(a => {
+         algo == null ? null : new CompositeDisposable(algo.observe_algo_root().OnDispatcher().SubscribeEach(a => {
             rows.clear_collections();
             if (a == null)
                return Disposable.empty;
@@ -77,7 +77,7 @@ namespace mbts.spark {
                include_algo_type_rows ?
                   (ObservableCollection<AlgoParamRowVM>)new ObservableAppendCollection<AlgoParamRowVM>(child_rows, selector_wrapper) :
                   child_rows,
-               s.subscribe_selected_algo().SubscribeEach(a => {
+               s.subscribe_selected_algo().OnDispatcher().SubscribeEach(a => {
                   s.value = a;
                   child_rows.clear_collections();
                   return _wrap_rows(a, selector_wrapper, child_rows, include_algo_type_rows);

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

@@ -194,20 +194,27 @@ namespace mbts.spark {
       readonly bts.persist.algo.AlgoPersistedKey[] _favorite_algos;
       [ProtoMember(2)]
       public readonly int column_count;
+      [ProtoMember(3)]
+      readonly bts.persist.algo.AlgoPersistedKey[] _stickied_algos;
 
-      public LadderFavoriteAlgosSettings(AlgoKey[] favorite_algos, int column_count)
-         : this(ArrayHelper.safe_convert(favorite_algos, k => new bts.persist.algo.AlgoPersistedKey(k.persisted)), column_count) { }
+      public LadderFavoriteAlgosSettings(AlgoKey[] favorite_algos, int column_count, AlgoKey[] stickied_algos)
+         : this(ArrayHelper.safe_convert(favorite_algos, k => new bts.persist.algo.AlgoPersistedKey(k.persisted)),
+              column_count,
+              ArrayHelper.safe_convert(stickied_algos, k => new bts.persist.algo.AlgoPersistedKey(k.persisted))) { }
 
-      LadderFavoriteAlgosSettings(bts.persist.algo.AlgoPersistedKey[] favorite_algos, int column_count) {
+      LadderFavoriteAlgosSettings(bts.persist.algo.AlgoPersistedKey[] favorite_algos, int column_count, bts.persist.algo.AlgoPersistedKey[] stickied_algos) {
          _favorite_algos = favorite_algos;
          this.column_count = column_count;
+         _stickied_algos = stickied_algos;
       }
 
       public IReadOnlyList<AlgoKey> favorite_algos => ArrayHelper.safe_convert(_favorite_algos, k => k.to_algo_key());
+      public IReadOnlyList<AlgoKey> stickied_algos => ArrayHelper.safe_convert(_stickied_algos, k => k.to_algo_key());
 
       public bool Equals(LadderFavoriteAlgosSettings other) =>
          column_count == other.column_count &&
-         favorite_algos.SequenceEqual(other.favorite_algos);
+         favorite_algos.SequenceEqual(other.favorite_algos) &&
+         stickied_algos.SequenceEqual(other.stickied_algos);
 
       public override bool Equals(object obj) =>
          EqualityComparer.equals_obj(this, obj);
@@ -215,7 +222,8 @@ namespace mbts.spark {
       public override int GetHashCode() =>
          EqualityComparer.aggregate_hash(
             column_count,
-            EqualityComparer.aggregate_hash_limited(favorite_algos));
+            EqualityComparer.aggregate_hash_limited(favorite_algos),
+            EqualityComparer.aggregate_hash_limited(stickied_algos));
 
       public static bool operator ==(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => a.Equals(b);
       public static bool operator !=(LadderFavoriteAlgosSettings a, LadderFavoriteAlgosSettings b) => !a.Equals(b);
@@ -273,7 +281,7 @@ namespace mbts.spark {
          order_entry_panel_initial_width = _default_order_entry_panel_width;
          zoom_factor = _default_zoom_factor;
          use_defaults = true;
-         favorite_algos = new LadderFavoriteAlgosSettings(null, 2);
+         favorite_algos = new LadderFavoriteAlgosSettings(null, 2, null);
          show_warn_on_cross = _default_show_warn_on_cross;
       }
 

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

@@ -11,6 +11,7 @@ using ProtoBuf;
 using System;
 using System.Collections.Generic;
 using System.Collections.Immutable;
+using System.IO;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
@@ -22,6 +23,7 @@ using LadderSettings = mbts.spark.LadderSettings;
 namespace bts.shell {
    class LadderWindowFactory : ShellWindowFactory<LadderSaveState> {
       const string _window_type = "ladder";
+      const int _version_where_stickied_algos_introduced = 2;
       readonly LadderConfig _ladder_conf;
       readonly IBus _bus;
       readonly IWindowManager _wm;
@@ -38,7 +40,7 @@ namespace bts.shell {
          OrdersModel orders_model,
          MBOService mbo)
 
-         : base(owner, "SparkLadder") {
+         : base(owner, "SparkLadder", 2) {
          _bus = bus;
          _wm = wm;
          _settings_hub = settings_hub;
@@ -60,6 +62,16 @@ namespace bts.shell {
          return null;
       }
 
+      protected override Task<IShellWindow> try_upgrade_state(Stream load_stream, int version) {
+         var state = ProtoBuf.Serializer.DeserializeWithLengthPrefix<LadderSaveState>(load_stream, ProtoBuf.PrefixStyle.Fixed32);
+         if (version < _version_where_stickied_algos_introduced) {
+            // We want to assign any existing favorite algos to stickied algos upon setting upgrade
+            var favorite_algos_array = state.settings.favorite_algos.favorite_algos.ToArray();
+            state.settings.favorite_algos = new LadderFavoriteAlgosSettings(favorite_algos_array, state.settings.favorite_algos.column_count, favorite_algos_array);
+         }
+         return load(state);
+      }
+
       LadderSaveState _get_state(LadderVM vm, uint id) {
          LadderSettings s = vm.get_save_state();
          if (id != 0) {

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

@@ -2,6 +2,7 @@
 using bts.api;
 using bts.api.orderman;
 using bts.collections;
+using bts.persist.algo;
 using bts.shell.orderbook;
 using bts.utils;
 using mbts.collections;
@@ -136,7 +137,7 @@ namespace mbts.spark {
                c.PropertyChanged -= on_prop_changed;
          }
          AccountTuple? account_factory(KeyValuePair<uint, string> kv) => new AccountTuple(kv.Key, kv.Value);
-         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data);
+         AlgoDefinitionVM algo_factory(AlgoData data) => AlgoDefinitionVM.create(_model, data, is_synthetic ? AlgoFormats.Spreader : AlgoFormats.Exchange);
       }
 
       public event Action result_changed;
@@ -723,12 +724,15 @@ namespace mbts.spark {
          readonly IObservableCollection<AlgoDefinitionVM> _algo_definitions;
          readonly ObservableCollection<FavoriteAlgoItem> _raw_items = new ObservableCollection<FavoriteAlgoItem>();
          int _column_count = 2;
+         HashSet<AlgoPersistedKey> _sticky_algo_keys;
+         IDisposable _sticky_algos_hook;
 
          public FavoriteAlgosVM(IObservableCollection<AlgoDefinitionVM> algo_definitions) {
             _algo_definitions = algo_definitions;
             items = new ObservableAggregateCollection<FavoriteAlgoItem>(_raw_items, new ObservableCollection<FavoriteAlgoItem> { FavoriteAlgoItem.AddButtonPlaceholderItem });
             add_item_cmd = new DelegateCommand(() => _raw_items.Add(_item_factory()));
             remove_item_cmd = new DelegateCommand<FavoriteAlgoItem>(fai => _raw_items.Remove(fai));
+            _dispose = Disposable.Create(() => Disposable.dispose(ref _sticky_algos_hook));
          }
 
          public ObservableCollection<FavoriteAlgoItem> items { get; }
@@ -745,6 +749,17 @@ namespace mbts.spark {
                fai.selector.try_select(k);
                return fai;
             }));
+            _sticky_algo_keys = new HashSet<AlgoPersistedKey>(value.stickied_algos.Where(k => k.is_persisted).Select(x => new AlgoPersistedKey(x.persisted)));
+            Disposable.replace(ref _sticky_algos_hook,
+               ObservableAutoWrapper.connect_item_hooks(_raw_items, x =>
+                  x.selector.subscribe_value().Subscribe(algo => {
+                     if (algo != null &&
+                        algo.key.is_persisted &&
+                        (x.is_sticky = _sticky_algo_keys.Remove(new AlgoPersistedKey(algo.key.persisted))) &&
+                        _sticky_algo_keys.Count == 0)
+                        //
+                        Disposable.dispose(ref _sticky_algos_hook);
+                  })));
          }
 
          public LadderFavoriteAlgosSettings create() =>
@@ -753,7 +768,13 @@ namespace mbts.spark {
                .Where(k => k.HasValue && k.Value.is_persisted)
                .Select(k => k.Value)
                .ToArray(),
-               column_count);
+               column_count,
+               _raw_items
+               .Where(fai => fai.is_sticky)
+               .Select(fai => fai.algo_definition?.key ?? fai.selector.desired_key)
+               .Where(k => k.HasValue && k.Value.is_persisted)
+               .Select(k => k.Value)
+               .ToArray());
 
          FavoriteAlgoItem _item_factory() =>
             new FavoriteAlgoItem(_algo_definitions, new ListCollectionView<AlgoDefinitionVM>(_algo_definitions) {
@@ -766,6 +787,7 @@ namespace mbts.spark {
          public static readonly FavoriteAlgoItem AddButtonPlaceholderItem = new _AddButtonPlaceholderItem();
 
          internal readonly KeyedItemSelector<AlgoDefinitionVM, AlgoKey> selector;
+         bool _is_sticky;
 
          protected FavoriteAlgoItem() { }
 
@@ -776,6 +798,7 @@ namespace mbts.spark {
 
          public ICollectionView<AlgoDefinitionVM> algo_definitions_view { get; }
          public AlgoDefinitionVM algo_definition { get => selector.value; set => selector.value = value; }
+         public bool is_sticky { get => _is_sticky; set => Set(ref _is_sticky, value); }
 
          class _AddButtonPlaceholderItem : FavoriteAlgoItem, ITemplateSelectorKey {
             public string key => LadderSettingsView.FavoriteAlgoAddButtonTemplateKey;

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

@@ -1,9 +1,11 @@
 using bts.api;
 using bts.api.orderman;
+using bts.collections;
 using bts.shell;
 using bts.spark;
 using bts.utils;
 using mbts.co2;
+using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.shell;
 using mbts.utils;
@@ -32,6 +34,7 @@ namespace mbts.spark {
          _show_tif, _show_order_type, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
          _show_cancel_sells, _show_cancel_all, _show_zoom;
       readonly PropertyAutoWrapper<LadderSettings, Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
+      readonly HashSet<AlgoKey> _sticky_algos = new HashSet<AlgoKey>();
       double _position, _day_position;
       bool _show_account_position, _show_day_position;
       ulong _misc_time = 0;
@@ -133,7 +136,7 @@ namespace mbts.spark {
          //_window_height = backing(nameof(window_height), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 600);
          //_window_width = backing(nameof(window_width), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 420);
          position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(_show_day_position ? day_position : position)));
-         send_order_command = new DelegateCommand<(double price, Side? side, MouseButton button)>(send_order);
+         send_order_command = new AsyncCommand<(double price, Side? side, MouseButton button)>(send_order_async);
          cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
          show_book_command = new DelegateCommand(_show_book);
          show_ticket_command = new DelegateCommand(_show_ticket);
@@ -223,7 +226,10 @@ namespace mbts.spark {
                .SelectManyInSeries(a => _model.order_gateway.on_security_positions(security.Id)
                   .Select(table => table.state.Values.FirstOrDefault(pos => pos.Item2.Account == a, tup => tup.Item2, (bts.api.position.PositionUnitImmutable?)null)));
             return Disposable.Create(
-               settings.OnDispatcher().Subscribe(s => order_properties_vm.on_favorite_algos(s.favorite_algos)),
+               settings.OnDispatcher().Subscribe(s => {
+                  _sticky_algos.SetItems(s.favorite_algos.stickied_algos);
+                  order_properties_vm.on_favorite_algos(s.favorite_algos);
+               }),
                order_properties_vm,
                position_src.OnDispatcher().Subscribe(pos => {
                   double total, day;
@@ -400,20 +406,19 @@ namespace mbts.spark {
          settings_invalidated?.Invoke();
       }
 
-      public void send_order((double price, Side? side, MouseButton button) args) {
-         if (order_properties_vm == null || args.button == MouseButton.Middle)
-            return;
-         var size_from_alternate = args.button == MouseButton.Right;
-         if (DoubleHelper.IsNaNOrInfinity(args.price) || !args.side.HasValue || HasErrors || order_properties_vm.HasErrors || (size_from_alternate && current_settings.alternate_order_size == 0)) {
-            return;
-         }
-         if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
-            size_calculator.flash_error();
-         }
-         else {
-            uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
-            send_order_async(args.side.Value, size, args.price).ignore();
+      public Task send_order_async((double price, Side? side, MouseButton button) args) {
+         if (order_properties_vm != null && args.button != MouseButton.Middle) {
+            var size_from_alternate = args.button == MouseButton.Right;
+            if (!DoubleHelper.IsNaNOrInfinity(args.price) && args.side.HasValue && !HasErrors && !order_properties_vm.HasErrors && (!size_from_alternate || current_settings.alternate_order_size > 0)) {
+               if (!size_from_alternate && (!size_calculator.value.HasValue || size_calculator.value.Value == 0)) {
+                  size_calculator.flash_error();
+               } else {
+                  uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
+                  return send_order_async(args.side.Value, size, args.price);
+               }
+            }
          }
+         return Task.CompletedTask;
       }
 
       public async Task send_order_async(Side side, uint size, double price) {
@@ -433,6 +438,13 @@ namespace mbts.spark {
          await _model.order_gateway.send_order(order, price, size);
          if (auto_clear)
             size_calculator.value = 0;
+         var fav_algo = order_properties_vm.selected_favorite_algo_definition;
+         if (fav_algo != null && !_sticky_algos.Contains(fav_algo.key) && !order_properties_vm.try_pop_selected_algo_definition()) {
+            var key = new AlgoKey(OrderDataHelper.get_default_algo(OrderDataHelper.get_algo_format(security.ContractCase)));
+            if (order_properties_vm.try_get_algo_definition(key, out var r)) {
+               order_properties_vm.selected_algo_definition = r;
+            }
+         }
       }
 
       void _update_header() {

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

@@ -805,6 +805,7 @@
                     <Grid.ColumnDefinitions>
                       <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
                       <ColumnDefinition Width="*"/>
+                      <ColumnDefinition Width="Auto" SharedSizeGroup="c1"/>
                     </Grid.ColumnDefinitions>
                     <Button Command="{Binding DataContext.remove_item_cmd, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Style="{StaticResource RoundCloseButton}"/>
                     <ComboBox Grid.Column="1" ItemsSource="{Binding algo_definitions_view}" SelectedItem="{Binding algo_definition}">
@@ -814,6 +815,7 @@
                         </DataTemplate>
                       </ComboBox.ItemTemplate>
                     </ComboBox>
+                    <CheckBox Grid.Column="2" VerticalAlignment="Center" VerticalContentAlignment="Center" IsChecked="{Binding is_sticky}"> Stay Enabled?</CheckBox>
                   </Grid>
                 </DataTemplate>
               </u:KeyedTemplateSelector.Default>
@@ -823,6 +825,7 @@
                     <Grid.ColumnDefinitions>
                       <ColumnDefinition Width="Auto" SharedSizeGroup="c0"/>
                       <ColumnDefinition Width="*"/>
+                      <ColumnDefinition Width="Auto" SharedSizeGroup="c1"/>
                     </Grid.ColumnDefinitions>
                     <Button Grid.Column="1" HorizontalAlignment="Stretch" Command="{Binding DataContext.add_item_cmd, RelativeSource={RelativeSource AncestorType=ItemsControl}}">Add</Button>
                   </Grid>

src/client/spark/Orders/OrderPropertiesEditorVM.cs

@@ -60,6 +60,7 @@ namespace mbts.spark {
       readonly ListCollectionView<AlgoDefinitionVM> _algo_definitions_view, _favorite_algo_definitions_view;
       readonly TableUpdateBuffer<AlgoData, AlgoKey> _definitions_buffer = new TableUpdateBuffer<AlgoData, AlgoKey>(d => d.key);
       readonly ObservableAggregateCollection<AlgoParamRowVM> _algo_param_rows = new ObservableAggregateCollection<AlgoParamRowVM>();
+      readonly AlgoDefinitionVM the_anchor_algo_def_vm;
       IReadOnlyDictionary<AlgoKey, AlgoDefinitionMetadata> _algo_metadata = DictionaryHelper.empty<AlgoKey, AlgoDefinitionMetadata>();
       IReadOnlyDictionary<AlgoKey, int> _favorite_algos_index = DictionaryHelper.empty<AlgoKey, int>();
       IDisposable _algo_param_rows_hook;
@@ -68,6 +69,7 @@ namespace mbts.spark {
 
       public OrderPropertiesEditorVM(OrdersModel model, IObservable<SecurityMD> security_md_source, IObservable<InlineOrderProperties> order_properties) {
          _model = model;
+         the_anchor_algo_def_vm = AlgoDefinitionVM.create(_model, OrderDataHelper.Defaults.AlgoData(CustomOrderDefinition.CustomOneofCase.Limit));
          var security_source = security_md_source.Select(smd => smd.security);
          _security = backing(nameof(security), security_source, SecurityDataHelper.Defaults.SecurityImmutable);
          security_source = _security.observe_current(true);
@@ -237,11 +239,15 @@ namespace mbts.spark {
 
       void _selected_algo_definition_Changed(AlgoDefinitionVM old_value, AlgoDefinitionVM new_value, SelectionReason reason) {
          Disposable.dispose(ref _algo_param_rows_hook);
+         if (old_value != null)
+            // Taha feels that we should always revert to a Limit order either when the user explicity unchecks a sticky button
+            // or when a non-sticky button is pressed. Rather than completely remove the stack at this time (b/c it may be come
+            // back in the future), let's just always push a specfic def_vm.key onto it [Limit] ;)
+            //_selected_algo_stack.Push(old_value.key);
+            _selected_algo_stack.Push(the_anchor_algo_def_vm.key);
          if (new_value != null) {
             if (use_algo_param_grid)
                _algo_param_rows_hook = _connect_algo_param_rows(new_value, _algo_param_rows);
-            if (reason != SelectionReason.Explicit)
-               _selected_algo_stack.Push(new_value.key);
          }
          if (open_algo_popup_on_select) {
             if (reason == SelectionReason.UserSelectedNewValue && new_value?.algo_root is IAlgoVM ar && ar.can_expand)
@@ -277,6 +283,18 @@ namespace mbts.spark {
          get => _selected_algo_definition.selected_item;
          set => _selected_algo_definition.selected_item = value;
       }
+
+      public bool try_get_algo_definition(AlgoKey a, out AlgoDefinitionVM result) =>
+         _algo_definitions.TryGetValue(a, out result);
+
+      public bool try_pop_selected_algo_definition() {
+         if (_selected_algo_stack.TryPop(out AlgoKey k) && _algo_definitions.TryGetValue(k, out AlgoDefinitionVM vm)) {
+            _selected_algo_definition.select_explicit(vm);
+            return true;
+         }
+         return false;
+      }
+
       public AlgoDefinitionVM selected_favorite_algo_definition {
          get => selected_algo_definition?.is_favorite ?? false ? selected_algo_definition : null;
          set {
@@ -353,6 +371,7 @@ namespace mbts.spark {
             d.favorite_index = _get_favorite_algo_index(d.key);
          }
          favorite_algos_column_count = value.column_count;
+         RaisePropertyChanged(nameof(selected_favorite_algo_definition));
       }
 
       static IDisposable _connect_algo_param_rows(AlgoDefinitionVM def, ObservableAggregateCollection<AlgoParamRowVM> rows) =>
@@ -371,4 +390,4 @@ namespace mbts.spark {
          algo_definitions_view.Refresh();
       }
    }
-}
+}

src/client/spark/core/ShellInterface/IShellWindowFactory.cs

@@ -34,13 +34,14 @@ namespace bts.shell {
          Disposable.dispose(ref _dispose);
       }
       public abstract Task<IShellWindow> load(T state);
+      protected virtual Task<IShellWindow> try_upgrade_state(Stream load_stream, int version) => null;
 
       public Task<IShellWindow> load_window(Stream load_stream, int version) {
          if (version == this.version) {
             var t = ProtoBuf.Serializer.DeserializeWithLengthPrefix<T>(load_stream, ProtoBuf.PrefixStyle.Fixed32);
             return load(t);
          }
-         return null;
+         return try_upgrade_state(load_stream, version);
       }
       public void save(T data, Stream output) {
          var header = new ShellSerializationHeader() {

src/client/spark/view/Controls/DataGridEx/Filters/VM/DiscreteValuesFilterVM.cs

@@ -110,10 +110,11 @@ namespace mbts.spark.filters {
 
       class DynamicItemsFilter<TRow, TValue, TState> : FilterVMBase<TRow, TValue, TState>, IDisposable {
          readonly IEqualityComparer<TValue> _equality_comparer;
+         readonly IComparer<TValue> _comparer;
          readonly Func<ISet<TValue>, TState> _get_state;
          readonly Func<TState, IObservable<IEnumerable<TValue>>> _load_state;
          readonly HashSet<TValue> _items_set, _selected_items_set;
-         readonly ObservableCollection<TValue> _unsorted_items;
+         readonly ObservableCollection<TValue> _items = new ObservableCollection<TValue>();
          bool _override_desired_selection;
          IDisposable _desired_items_sub, _items_sub;
 
@@ -129,7 +130,7 @@ namespace mbts.spark.filters {
             //
             _items_sub = items.OnDispatcher().Subscribe(new_items => {
                _items_set.SetItems(new_items.Concat(_selected_items_set));
-               _unsorted_items.sync_with(_items_set);
+               _sync_items();
             });
          }
  
@@ -148,7 +149,7 @@ namespace mbts.spark.filters {
                   _items_set.Remove(v);
                foreach (var v in update.added)
                   _items_set.Add(v);
-               _unsorted_items.sync_with(_items_set);
+               _sync_items();
             });
          }
 
@@ -164,11 +165,11 @@ namespace mbts.spark.filters {
             _get_state = get_state;
             _load_state = load_state;
             _equality_comparer = equality_comparer;
+            _comparer = comparer;
             _selected_items_set = new HashSet<TValue>(_equality_comparer);
             _items_set = new HashSet<TValue>(_equality_comparer);
-            _unsorted_items = new ObservableCollection<TValue>();
-            items = comparer != null ? ObservableAutoWrapper.create_sorted_wrapper(_unsorted_items, comparer) : ObservableAutoWrapper.create_read_only_wrapper(_unsorted_items);
             selected_items.CollectionChanged += _on_selected_items_CollectionChanged;
+            _sync_items();
          }
 
          public IReadOnlyObservableCollection<TValue> items { get; }
@@ -238,9 +239,11 @@ namespace mbts.spark.filters {
                var copy = new HashSet<TValue>(_selected_items_set, _equality_comparer);
                _selected_items_set.SetItems(dsi);
                using (selected_items.SuspendHandler(_on_selected_items_CollectionChanged)) {
-                  foreach (var item in _selected_items_set) {
-                     if (_items_set.Add(item))
-                        _unsorted_items.Add(item);
+                  var to_add = _selected_items_set.Where(_items_set.Add);
+                  if (_comparer != null) {
+                     _items.InsertSorted(to_add, _comparer);
+                  } else {
+                     _items.AddRange(to_add);
                   }
                   selected_items.sync_with(_selected_items_set);
                }
@@ -248,6 +251,14 @@ namespace mbts.spark.filters {
                   _raise_filter_changed();
             }
          }
+
+         void _sync_items() {
+            if (_comparer != null) {
+               _items.sync_with(_items_set.Ordered(_comparer));
+            } else {
+               _items.sync_with(_items_set);
+            }
+         }
       }
 
       class TableUpdateItemsFilter<TRow, TValue, TKey, TState> : FilterVMBase<TRow, TValue, TState>, IObserver<TableUpdate<TValue, TKey>> where TKey : struct, IEquatable<TKey> {

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

@@ -687,7 +687,10 @@
             <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
             <ColumnDefinition Width="*"/>
           </Grid.ColumnDefinitions>
-          <TextBlock VerticalAlignment="Center">Tick Offset</TextBlock>
+          <StackPanel Orientation="Horizontal">
+            <TextBlock VerticalAlignment="Center" >Tick Offset</TextBlock>
+            <c:HelpButton Margin="{StaticResource Margin.LP1}" ToolTip="How many ticks off the inside market to deploy the order, this guards against crossing the market inadventently" />
+          </StackPanel>
           <c:TickUpDownUInt x:Name="PART_TickOffsetOnDeploy_TickUpDownUInt" Grid.Column="2" Value="{Binding tick_offset_on_deploy}"/>
           <uag:AlgoPickerNodeView
             x:Name="PART_Child_AlgoPickerNodeView"
@@ -905,7 +908,10 @@
             <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}" MaxWidth="{Binding Source={StaticResource HorizontalPush1}}"/>
             <ColumnDefinition Width="*"/>
           </Grid.ColumnDefinitions>
-          <TextBlock HorizontalAlignment="Left" VerticalAlignment="Center" Margin="{StaticResource Margin.LP3}">Max Show Quantity</TextBlock>
+          <StackPanel Orientation="Horizontal">
+            <TextBlock VerticalAlignment="Center" Margin="{StaticResource Margin.LP3}">Max Show Quantity</TextBlock>
+            <c:HelpButton Margin="{StaticResource Margin.LP3}" ToolTip="Maximum size to show on GLBX, this is the exchange provided iceberg" />
+          </StackPanel>
           <c:TickUpDownNullableUInt x:Name="PART_MaxShowQuantity_TickUpDownNullableUInt" Grid.Column="2" HorizontalAlignment="Stretch" Value="{Binding max_show_quantity}"/>
         </Grid>
       </DataTemplate>
@@ -944,7 +950,10 @@
             <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}" MaxWidth="{Binding Source={StaticResource HorizontalPush1}}"/>
             <ColumnDefinition Width="*"/>
           </Grid.ColumnDefinitions>
-          <TextBlock HorizontalAlignment="Left" VerticalAlignment="Center" Margin="{StaticResource Margin.LP3}">Show Quantity</TextBlock>
+          <StackPanel Orientation="Horizontal">
+            <TextBlock HorizontalAlignment="Left" VerticalAlignment="Center" Margin="{StaticResource Margin.LP3}">Show Quantity</TextBlock>
+            <c:HelpButton Margin="{StaticResource Margin.LP3}" ToolTip="Maximum size to show on exchange, this is the BTS provided iceberg" />
+          </StackPanel>
           <c:TickUpDownDouble x:Name="PART_ShowQuantity_TickUpDownDouble" Grid.Column="2" HorizontalAlignment="Stretch" Value="{Binding show_quantity}"/>
           <uag:AlgoPickerNodeView
             x:Name="PART_Child_AlgoPickerNodeView"
@@ -1022,9 +1031,16 @@
             <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush1}}" MaxWidth="{Binding Source={StaticResource HorizontalPush1}}"/>
             <ColumnDefinition Width="*"/>
           </Grid.ColumnDefinitions>
-          <TextBlock Grid.Row="0" Grid.Column="0" HorizontalAlignment="Left" VerticalAlignment="Center" Margin="{StaticResource Margin.LP3}">Expose Quantity</TextBlock>
+          <StackPanel Orientation="Horizontal" Grid.Row="0" >
+            <TextBlock Grid.Row="0" Grid.Column="0" HorizontalAlignment="Left" VerticalAlignment="Center" Margin="{StaticResource Margin.LP3}">Expose Quantity</TextBlock>
+            <c:HelpButton Margin="4,0,0,0" ToolTip="The quantity we want visible on the exchange" />
+          </StackPanel>
           <c:TickUpDownUInt Grid.Column="2" HorizontalAlignment="Stretch" Value="{Binding exposed}"/>
-          <TextBlock Grid.Row="1" Grid.Column="0" HorizontalAlignment="Left" VerticalAlignment="Center" Margin="{StaticResource Margin.LP3}">Max Order Quantity</TextBlock>
+
+          <StackPanel Orientation="Horizontal" Grid.Row="1" >
+            <TextBlock Grid.Row="1" Grid.Column="0" HorizontalAlignment="Left" VerticalAlignment="Center" Margin="{StaticResource Margin.LP3}">Max Order Quantity</TextBlock>
+            <c:HelpButton Margin="{StaticResource Margin.LP3}" ToolTip="No single order will have a quantity greater than this quantity (Clip Size)" />
+          </StackPanel>
           <c:TickUpDownUInt Grid.Row="1" Grid.Column="2" HorizontalAlignment="Stretch" Value="{Binding max_order_qty}"/>
           <uag:AlgoPickerNodeView
             x:Name="PART_Child_AlgoPickerNodeView"

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

@@ -236,12 +236,12 @@ namespace mbts.ui {
             throw new NotImplementedException("This ICommand does not implement IRaiseCanExecuteChanged");
       }
 
-      public static async Task ExecuteAsync(this ICommand command, object parameter) {
+      public static Task ExecuteAsync(this ICommand command, object parameter) {
          ExceptionAssert.Argument.NotNull(command, nameof(command));
          if (command is IAsyncCommand acmd)
-            await acmd.Execute(parameter);
+            return acmd.Execute(parameter);
          else
-            await Task.Run(() => command.Execute(parameter));
+            return Task.Run(() => command.Execute(parameter));
       }
 
       public static void TryExecuteIfCan(this ICommand command, object parameter) {

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

@@ -136,8 +136,8 @@ namespace mbts.spark {
          var skip_local = profiles.WrapSkip(1);
          var skip_local_wrapper = skip_local.WrapSelector(
             p => new SettingsProfile<T>(p.id, p.name, p.value.create(), p.security_criteria),
-            ns => new ProfileVM(ns.id, vm_factory(ns.value), ns.name, ns.security_criteria));
-         profiles.Add(_local_profile = new ProfileVM(0, vm_factory(init), "Custom", template_key: ShellSettingsDialog.LocalProfileItemTemplateKey));
+            ns => new ProfileVM(ns.id, vm_factory(ns.value), ns.name, ns.security_criteria, target_value: ns.value));
+         profiles.Add(_local_profile = new ProfileVM(0, vm_factory(init), "Custom", template_key: ShellSettingsDialog.LocalProfileItemTemplateKey, target_value: init));
          _selected_profile = backing(nameof(selected_profile), _local_profile);
          // dialog skirt items
          _apply_item = new DialogSkirtItem("Apply", new DelegateCommand(apply));
@@ -325,26 +325,37 @@ namespace mbts.spark {
          //
          SecurityCriteria _security_criteria;
          SettingsProfile<T> _committed, _last_result;
+         T _target_value;
          string _name, _template_key;
          bool _is_selected;
          IDisposable _dispose;
 
-         public ProfileVM(uint id, TVM value, string name, SecurityCriteria security_criteria = null, string template_key = null) {
+         public ProfileVM(uint id, TVM value, string name, SecurityCriteria security_criteria = null, string template_key = null, T target_value = null) {
             this.id = id;
             this.value = value;
             _name = name;
             _security_criteria = security_criteria;
             _template_key = template_key;
+            _target_value = target_value;
             _committed = _last_result = create();
             _is_dirty = backing(nameof(is_dirty), () => !_last_result.Equals(_committed));
             _refresh_is_dirty = new DeferrableActionWrapper(_is_dirty.refresh);
             var sub = value.Subscribe(v => {
                _last_result = _last_result.with(value: v);
                _refresh_is_dirty.execute();
+               _on_value_changed();
             });
             _dispose = value is IDisposable d ? Disposable.Create(sub, d) : sub;
          }
 
+         void _on_value_changed() {
+            if (_target_value != null && is_dirty && _last_result.value.Equals(_target_value)) {
+               _target_value = null;
+               _committed = _last_result;
+               _refresh_is_dirty.execute();
+            }
+         }
+
          public uint id { get; }
          public TVM value { get; }
          public string name {
@@ -380,21 +391,26 @@ namespace mbts.spark {
                /// assign directly to <see cref="_last_result"/>, to capture props that aren't visible in the dialog (i.e., props that are manipulated in the main window)
                _last_result = data;
             }
+            _on_value_changed();
          }
 
          public void load_value_from(T value) {
             using (_refresh_is_dirty.defer_execution())
                this.value.load_from(value);
+            _on_value_changed();
          }
 
          public void commit(SettingsProfile<T> data) {
             using (_refresh_is_dirty.defer_execution())
                _load_from(_committed = data);
+            _on_value_changed();
          }
 
          public void commit_current() {
             _committed = _last_result;
+            _target_value = _committed.value;
             _refresh_is_dirty.execute();
+            _on_value_changed();
          }
 
          public void revert() {
@@ -402,6 +418,7 @@ namespace mbts.spark {
                _load_from(_committed);
                _last_result = _committed;
             }
+            _on_value_changed();
          }
 
          public IObservable<bool> subscribe_is_dirty() => _is_dirty.observe_current(true);
@@ -414,6 +431,7 @@ namespace mbts.spark {
          public override string ToString() => _name;
 
          void _load_from(SettingsProfile<T> data) {
+            _target_value = data.value;
             name = data.name;
             security_criteria = data.security_criteria;
             value.load_from(data.value);

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

@@ -197,6 +197,7 @@ namespace mbts.spark {
       static class TickStore {
          public static readonly RegionalTickFactors default_rtf = new RegionalTickFactors(new TickFactors(1000, 1), new TickFactors(1000, 1), double.MaxValue);
          static readonly ConcurrentDictionary<SpecKey, RegionalTickFactors> _exchange_ticks = new ConcurrentDictionary<SpecKey, RegionalTickFactors>();
+         static readonly bool _som_ticks_fix_enabled = config.Configuration.get<bts.config.toggles.SOMTicksFix>().enabled;
 
          public static RegionalTickFactors get(ContractSpecification spec) =>
             _exchange_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
@@ -249,8 +250,23 @@ namespace mbts.spark {
             var tf = _try_create_tf(tick_size, tick_base);
             if (tf != null && display_digits_override > 0) {
                int display_digit_diff = (int)display_digits_override - tf.display_digits();
-               if (display_digit_diff != 0)
+               if (_som_ticks_fix_enabled) {
+                  // we can always add display_digits (i.e. dislpay_digit_diff > 0), of course the ticks can be expressed precisely with extra 0s.
+                  // but if we are going to remove display_digits (i.e display_digit_diff < 0), we must make sure the tick_unit is large enough to be expressed precisely with that many fewer digits
+                  //    - "-display_digit_diff <= Math.Ceiling(Math.Log10(tf.tick_unit))" will tell us if the digits can be removed without compromising precision
+                  //    - unfortunately, we cannot rely on the exchange's ContractSpec for this, there is 1 known case where the data they give us is incorrect
+                  //       SOM spreads ContractSpec (from the exchange):
+                  //          LowTick:            0.0025 (aka 1/400, or 2/800)
+                  //          MainFraction:       8
+                  //          SubFraction:        0
+                  //          PriceDisplayFormat: 1
+                  //       - as you can see, this cannot possibly be formatted with 1 display digit, it ticks in increments of 1/400
+                  //       - in practice, to maintain the '8' base, we format this in increments of 2/800 (e.g. 1-000, 1-002, 1-004, and so on up to 1-778, 2-000)
+                  if (display_digit_diff > 0 || (display_digit_diff < 0 && -display_digit_diff <= Math.Ceiling(Math.Log10(tf.tick_unit))))
+                     tf = _inflate_to_base(tf, tf.tick_base * Math.Pow(10, display_digit_diff));
+               } else if (display_digit_diff != 0) {
                   tf = _inflate_to_base(tf, tf.tick_base * Math.Pow(10, display_digit_diff));
+               }
             }
             return tf;
          }

src/lib/CMakeDeps.cmake

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

src/lib/CMakeDeps_win.cmake

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

src/lib/config/defaults/MarketData.conf

@@ -94,3 +94,14 @@ MDBootDelayWindow {
         }
     }
 }
+
+DisplayFactorOverride {
+    value {
+        override {
+            symbol: "SOM"
+            exchange: "GLBX"
+            type: "SPREAD"
+            price_multiplier: 1
+        }
+    }
+}

src/lib/config/defaults/cme_reference_data.conf

@@ -90,8 +90,6 @@ CppConfig
 		cpp_entry { key: "8D" value: 1000 }
 		cpp_entry { key: "8W" value: 1000 }
 		cpp_entry { key: "8XN" value: 2500 }
-		cpp_entry { key: "8ZN" value: 2500 }
-		cpp_entry { key: "9FN" value: 2500 }
 		cpp_entry { key: "9Q" value: 1000 }
 		cpp_entry { key: "A0D" value: 100 }
 		cpp_entry { key: "A0F" value: 100 }
@@ -163,6 +161,7 @@ CppConfig
 		cpp_entry { key: "AAW" value: 42000 }
 		cpp_entry { key: "AB3" value: 80 }
 		cpp_entry { key: "AB7" value: 1000 }
+		cpp_entry { key: "ABF" value: 100 }
 		cpp_entry { key: "ABH" value: 42000 }
 		cpp_entry { key: "ABI" value: 1000 }
 		cpp_entry { key: "ABS" value: 1000 }
@@ -170,6 +169,7 @@ CppConfig
 		cpp_entry { key: "ABX" value: 1000 }
 		cpp_entry { key: "ABY" value: 1000 }
 		cpp_entry { key: "AC0" value: 42000 }
+		cpp_entry { key: "ACB" value: 1000 }
 		cpp_entry { key: "ACD" value: 200000 }
 		cpp_entry { key: "ACM" value: 1000 }
 		cpp_entry { key: "ACT" value: 1000 }
@@ -183,7 +183,7 @@ CppConfig
 		cpp_entry { key: "AE5" value: 1000 }
 		cpp_entry { key: "AE8" value: 5 }
 		cpp_entry { key: "AE9" value: 80 }
-		cpp_entry { key: "AEJ" value: 960 }
+		cpp_entry { key: "AEB" value: 1000 }
 		cpp_entry { key: "AEP" value: 25 }
 		cpp_entry { key: "AET" value: 1000 }
 		cpp_entry { key: "AEZ" value: 42000 }
@@ -222,7 +222,6 @@ CppConfig
 		cpp_entry { key: "AJB" value: 1000 }
 		cpp_entry { key: "AJJ" value: 5 }
 		cpp_entry { key: "AJL" value: 42000 }
-		cpp_entry { key: "AJP" value: 960 }
 		cpp_entry { key: "AJR" value: 1000 }
 		cpp_entry { key: "AJS" value: 42000 }
 		cpp_entry { key: "AJU" value: 42000 }
@@ -346,7 +345,6 @@ CppConfig
 		cpp_entry { key: "BCF" value: 50 }
 		cpp_entry { key: "BCH" value: 50 }
 		cpp_entry { key: "BDB" value: 1000 }
-		cpp_entry { key: "BDI" value: 100 }
 		cpp_entry { key: "BDS" value: 1000 }
 		cpp_entry { key: "BFR" value: 100 }
 		cpp_entry { key: "BG" value: 1000 }
@@ -357,13 +355,12 @@ CppConfig
 		cpp_entry { key: "BOO" value: 6350 }
 		cpp_entry { key: "BOS" value: 250 }
 		cpp_entry { key: "BR7" value: 1000 }
-		cpp_entry { key: "BSW" value: 136 }
+		cpp_entry { key: "BSF" value: 25 }
 		cpp_entry { key: "BTC" value: 5 }
 		cpp_entry { key: "BTT" value: 50 }
 		cpp_entry { key: "BUB" value: 1000 }
 		cpp_entry { key: "BUC" value: 42000 }
 		cpp_entry { key: "BUS" value: 20 }
-		cpp_entry { key: "BUW" value: 20 }
 		cpp_entry { key: "BWF" value: 50 }
 		cpp_entry { key: "BWH" value: 50 }
 		cpp_entry { key: "BZ" value: 1000 }
@@ -394,6 +391,7 @@ CppConfig
 		cpp_entry { key: "CFB" value: 1000 }
 		cpp_entry { key: "CFC" value: 1000 }
 		cpp_entry { key: "CGB" value: 42000 }
+		cpp_entry { key: "CHB" value: 1000 }
 		cpp_entry { key: "CHI" value: 250 }
 		cpp_entry { key: "CHL" value: 100000 }
 		cpp_entry { key: "CHP" value: 50000000 }
@@ -406,9 +404,11 @@ CppConfig
 		cpp_entry { key: "CL" value: 1000 }
 		cpp_entry { key: "CL1" value: 1000 }
 		cpp_entry { key: "CL2" value: 1000 }
+		cpp_entry { key: "CLD" value: 1000 }
 		cpp_entry { key: "CLL" value: 1000 }
 		cpp_entry { key: "CLS" value: 1000 }
 		cpp_entry { key: "CLT" value: 1000 }
+		cpp_entry { key: "CMB" value: 1000 }
 		cpp_entry { key: "CMF" value: 1000 }
 		cpp_entry { key: "CNH" value: 100000 }
 		cpp_entry { key: "COL" value: 80 }
@@ -431,7 +431,6 @@ CppConfig
 		cpp_entry { key: "CUS" value: 250 }
 		cpp_entry { key: "CY" value: 1000 }
 		cpp_entry { key: "CZK" value: 4000000 }
-		cpp_entry { key: "CZN" value: 2500 }
 		cpp_entry { key: "D0" value: 20 }
 		cpp_entry { key: "D0X" value: 20 }
 		cpp_entry { key: "D0Z" value: 20 }
@@ -461,9 +460,9 @@ CppConfig
 		cpp_entry { key: "DDO" value: 1000 }
 		cpp_entry { key: "DEB" value: 744 }
 		cpp_entry { key: "DEN" value: 250 }
-		cpp_entry { key: "DEP" value: 252 }
+		cpp_entry { key: "DEP" value: 264 }
 		cpp_entry { key: "DFL" value: 100 }
-		cpp_entry { key: "DFT" value: 100 }
+		cpp_entry { key: "DFN" value: 100 }
 		cpp_entry { key: "DG2" value: 100 }
 		cpp_entry { key: "DG3" value: 100 }
 		cpp_entry { key: "DGH" value: 1000 }
@@ -472,7 +471,6 @@ CppConfig
 		cpp_entry { key: "DGT" value: 100 }
 		cpp_entry { key: "DHA" value: 80 }
 		cpp_entry { key: "DHI" value: 1000 }
-		cpp_entry { key: "DIH" value: 2500 }
 		cpp_entry { key: "DJR" value: 100 }
 		cpp_entry { key: "DKR" value: 1000 }
 		cpp_entry { key: "DMB" value: 100 }
@@ -503,7 +501,6 @@ CppConfig
 		cpp_entry { key: "EAC" value: 80 }
 		cpp_entry { key: "EAD" value: 125000 }
 		cpp_entry { key: "EAE" value: 5 }
-		cpp_entry { key: "EAF" value: 1000 }
 		cpp_entry { key: "EAW" value: 80 }
 		cpp_entry { key: "EBE" value: 1000 }
 		cpp_entry { key: "ECD" value: 125000 }
@@ -542,7 +539,6 @@ CppConfig
 		cpp_entry { key: "EST" value: 50 }
 		cpp_entry { key: "ETT" value: 100 }
 		cpp_entry { key: "EUB" value: 80 }
-		cpp_entry { key: "EUL" value: 1000 }
 		cpp_entry { key: "EURADC" value: 1 }
 		cpp_entry { key: "EURBPC" value: 1 }
 		cpp_entry { key: "EURBPN" value: 1 }
@@ -668,17 +664,24 @@ CppConfig
 		cpp_entry { key: "H4X" value: 20 }
 		cpp_entry { key: "H4Z" value: 20 }
 		cpp_entry { key: "H5" value: 20 }
+		cpp_entry { key: "H5B" value: 1000 }
 		cpp_entry { key: "H5F" value: 1000 }
 		cpp_entry { key: "H5G" value: 1000 }
 		cpp_entry { key: "H5L" value: 80 }
 		cpp_entry { key: "H5X" value: 20 }
 		cpp_entry { key: "H5Z" value: 20 }
 		cpp_entry { key: "HB" value: 2500 }
+		cpp_entry { key: "HBC" value: 1000 }
+		cpp_entry { key: "HBR" value: 1000 }
 		cpp_entry { key: "HCL" value: 1000 }
+		cpp_entry { key: "HDB" value: 1000 }
 		cpp_entry { key: "HE" value: 400 }
 		cpp_entry { key: "HET" value: 400 }
 		cpp_entry { key: "HG" value: 25000 }
 		cpp_entry { key: "HG0" value: 25000 }
+		cpp_entry { key: "HGB" value: 1000 }
+		cpp_entry { key: "HGF" value: 25000 }
+		cpp_entry { key: "HGK" value: 25000 }
 		cpp_entry { key: "HGS" value: 25000 }
 		cpp_entry { key: "HGT" value: 25000 }
 		cpp_entry { key: "HH" value: 10000 }
@@ -703,11 +706,16 @@ CppConfig
 		cpp_entry { key: "HQX" value: 20 }
 		cpp_entry { key: "HQZ" value: 20 }
 		cpp_entry { key: "HRC" value: 20 }
+		cpp_entry { key: "HRP" value: 20 }
 		cpp_entry { key: "HS" value: 20 }
 		cpp_entry { key: "HSX" value: 20 }
 		cpp_entry { key: "HSZ" value: 20 }
 		cpp_entry { key: "HTA" value: 1000 }
 		cpp_entry { key: "HTB" value: 1000 }
+		cpp_entry { key: "HTC" value: 1000 }
+		cpp_entry { key: "HTE" value: 1000 }
+		cpp_entry { key: "HTI" value: 1000 }
+		cpp_entry { key: "HTM" value: 1000 }
 		cpp_entry { key: "HTT" value: 1000 }
 		cpp_entry { key: "HUF" value: 30000000 }
 		cpp_entry { key: "HWA" value: 80 }
@@ -719,7 +727,6 @@ CppConfig
 		cpp_entry { key: "ICI" value: 1000 }
 		cpp_entry { key: "IDL" value: 5 }
 		cpp_entry { key: "IH" value: 50 }
-		cpp_entry { key: "ILB" value: 1750 }
 		cpp_entry { key: "ILS" value: 1000000 }
 		cpp_entry { key: "IN" value: 2500 }
 		cpp_entry { key: "IP" value: 50 }
@@ -727,11 +734,12 @@ CppConfig
 		cpp_entry { key: "IPT" value: 10 }
 		cpp_entry { key: "IS" value: 50 }
 		cpp_entry { key: "ITB" value: 744 }
-		cpp_entry { key: "ITP" value: 252 }
+		cpp_entry { key: "ITP" value: 264 }
 		cpp_entry { key: "IW" value: 50 }
 		cpp_entry { key: "J4L" value: 80 }
 		cpp_entry { key: "J7" value: 6250000 }
 		cpp_entry { key: "JA" value: 1000 }
+		cpp_entry { key: "JCC" value: 1000 }
 		cpp_entry { key: "JDL" value: 80 }
 		cpp_entry { key: "JE" value: 42000 }
 		cpp_entry { key: "JET" value: 42000 }
@@ -740,7 +748,7 @@ CppConfig
 		cpp_entry { key: "JKB" value: 10000 }
 		cpp_entry { key: "JKF" value: 10000 }
 		cpp_entry { key: "JKM" value: 10000 }
-		cpp_entry { key: "JML" value: 200 }
+		cpp_entry { key: "JML" value: 480 }
 		cpp_entry { key: "JNC" value: 1000 }
 		cpp_entry { key: "JNG" value: 10000 }
 		cpp_entry { key: "JNL" value: 80 }
@@ -809,6 +817,9 @@ CppConfig
 		cpp_entry { key: "LSW" value: 1000 }
 		cpp_entry { key: "LT" value: 42000 }
 		cpp_entry { key: "LWB" value: 1000 }
+		cpp_entry { key: "M1B" value: 10 }
+		cpp_entry { key: "M2K" value: 5 }
+		cpp_entry { key: "M35" value: 10 }
 		cpp_entry { key: "M5F" value: 10 }
 		cpp_entry { key: "M6A" value: 10000 }
 		cpp_entry { key: "M6B" value: 6250 }
@@ -839,10 +850,11 @@ CppConfig
 		cpp_entry { key: "MEB" value: 100 }
 		cpp_entry { key: "MEE" value: 100 }
 		cpp_entry { key: "MEF" value: 10 }
-		cpp_entry { key: "MEL" value: 840 }
 		cpp_entry { key: "MEO" value: 100 }
+		cpp_entry { key: "MES" value: 5 }
 		cpp_entry { key: "MEW" value: 100 }
 		cpp_entry { key: "MFB" value: 1000 }
+		cpp_entry { key: "MFC" value: 100 }
 		cpp_entry { key: "MFD" value: 100 }
 		cpp_entry { key: "MFF" value: 1000 }
 		cpp_entry { key: "MFP" value: 100 }
@@ -879,6 +891,7 @@ CppConfig
 		cpp_entry { key: "MNE" value: 100 }
 		cpp_entry { key: "MNG" value: 2500 }
 		cpp_entry { key: "MNH" value: 10000 }
+		cpp_entry { key: "MNQ" value: 2 }
 		cpp_entry { key: "MNS" value: 635 }
 		cpp_entry { key: "MNT" value: 80 }
 		cpp_entry { key: "MO" value: 1000 }
@@ -910,6 +923,7 @@ CppConfig
 		cpp_entry { key: "MXB" value: 35000 }
 		cpp_entry { key: "MXL" value: 5 }
 		cpp_entry { key: "MXR" value: 35000 }
+		cpp_entry { key: "MYM" value: 0.5 }
 		cpp_entry { key: "N1B" value: 1000 }
 		cpp_entry { key: "N1R" value: 10 }
 		cpp_entry { key: "N1T" value: 10 }
@@ -927,7 +941,6 @@ CppConfig
 		cpp_entry { key: "NCF" value: 100 }
 		cpp_entry { key: "NCO" value: 5 }
 		cpp_entry { key: "NCP" value: 100 }
-		cpp_entry { key: "NEN" value: 2500 }
 		cpp_entry { key: "NEO" value: 5 }
 		cpp_entry { key: "NEP" value: 80 }
 		cpp_entry { key: "NFC" value: 1000 }
@@ -941,10 +954,14 @@ CppConfig
 		cpp_entry { key: "NHN" value: 2500 }
 		cpp_entry { key: "NHO" value: 5 }
 		cpp_entry { key: "NHP" value: 80 }
+		cpp_entry { key: "NIM" value: 500 }
+		cpp_entry { key: "NIT" value: 500 }
 		cpp_entry { key: "NIY" value: 500 }
 		cpp_entry { key: "NJ" value: 2500 }
 		cpp_entry { key: "NKD" value: 5 }
+		cpp_entry { key: "NKM" value: 5 }
 		cpp_entry { key: "NKN" value: 2500 }
+		cpp_entry { key: "NKT" value: 5 }
 		cpp_entry { key: "NL" value: 2500 }
 		cpp_entry { key: "NLS" value: 42000 }
 		cpp_entry { key: "NMO" value: 5 }
@@ -984,7 +1001,7 @@ CppConfig
 		cpp_entry { key: "NYR" value: 42000 }
 		cpp_entry { key: "NYT" value: 1000 }
 		cpp_entry { key: "NZDUSC" value: 1 }
-		cpp_entry { key: "NZN" value: 2500 }
+		cpp_entry { key: "NZDUSD" value: 1 }
 		cpp_entry { key: "OAD" value: 1 }
 		cpp_entry { key: "ODO" value: 1000 }
 		cpp_entry { key: "OFF" value: 5 }
@@ -1000,6 +1017,7 @@ CppConfig
 		cpp_entry { key: "OVL" value: 5 }
 		cpp_entry { key: "PA" value: 100 }
 		cpp_entry { key: "PAL" value: 80 }
+		cpp_entry { key: "PAM" value: 10 }
 		cpp_entry { key: "PAT" value: 100 }
 		cpp_entry { key: "PBO" value: 5 }
 		cpp_entry { key: "PBP" value: 80 }
@@ -1020,7 +1038,6 @@ CppConfig
 		cpp_entry { key: "PHF" value: 5 }
 		cpp_entry { key: "PHO" value: 5 }
 		cpp_entry { key: "PHP" value: 80 }
-		cpp_entry { key: "PIO" value: 500 }
 		cpp_entry { key: "PJY" value: 125000 }
 		cpp_entry { key: "PKP" value: 80 }
 		cpp_entry { key: "PL" value: 50 }
@@ -1082,6 +1099,8 @@ CppConfig
 		cpp_entry { key: "R2T" value: 10 }
 		cpp_entry { key: "R2V" value: 50 }
 		cpp_entry { key: "R53" value: 1000 }
+		cpp_entry { key: "R5B" value: 1000 }
+		cpp_entry { key: "R5E" value: 1000 }
 		cpp_entry { key: "R5F" value: 1000 }
 		cpp_entry { key: "R5M" value: 100 }
 		cpp_entry { key: "R5O" value: 10 }
@@ -1091,6 +1110,7 @@ CppConfig
 		cpp_entry { key: "RBF" value: 100 }
 		cpp_entry { key: "RBG" value: 42000 }
 		cpp_entry { key: "RBL" value: 42000 }
+		cpp_entry { key: "RBM" value: 100 }
 		cpp_entry { key: "RBS" value: 42000 }
 		cpp_entry { key: "RBT" value: 42000 }
 		cpp_entry { key: "REX" value: 100 }
@@ -1119,13 +1139,15 @@ CppConfig
 		cpp_entry { key: "RYA" value: 42000 }
 		cpp_entry { key: "S1U" value: 1000 }
 		cpp_entry { key: "S53" value: 1000 }
+		cpp_entry { key: "S5B" value: 1000 }
 		cpp_entry { key: "S5F" value: 1000 }
 		cpp_entry { key: "S5M" value: 100 }
 		cpp_entry { key: "S5O" value: 10 }
+		cpp_entry { key: "SBM" value: 100 }
 		cpp_entry { key: "SBT" value: 50 }
 		cpp_entry { key: "SD" value: 1000 }
 		cpp_entry { key: "SDA" value: 250 }
-		cpp_entry { key: "SDD" value: 1600 }
+		cpp_entry { key: "SDD" value: 1760 }
 		cpp_entry { key: "SDG" value: 250 }
 		cpp_entry { key: "SDI" value: 1000 }
 		cpp_entry { key: "SDM" value: 100 }
@@ -1157,12 +1179,14 @@ CppConfig
 		cpp_entry { key: "SMT" value: 100 }
 		cpp_entry { key: "SMU" value: 1000 }
 		cpp_entry { key: "SMW" value: 100 }
+		cpp_entry { key: "SOM" value: 500 }
 		cpp_entry { key: "SON" value: 2500 }
 		cpp_entry { key: "SP" value: 250 }
 		cpp_entry { key: "SR1" value: 4167 }
 		cpp_entry { key: "SR3" value: 2500 }
 		cpp_entry { key: "SR5" value: 1000 }
-		cpp_entry { key: "SRT" value: 1600 }
+		cpp_entry { key: "SRB" value: 1000 }
+		cpp_entry { key: "SRT" value: 1760 }
 		cpp_entry { key: "SSI" value: 1000 }
 		cpp_entry { key: "SSP" value: 5000 }
 		cpp_entry { key: "SSW" value: 1000 }
@@ -1173,25 +1197,31 @@ CppConfig
 		cpp_entry { key: "STY" value: 1000 }
 		cpp_entry { key: "SU" value: 250 }
 		cpp_entry { key: "SUT" value: 250 }
-		cpp_entry { key: "T02" value: 800 }
 		cpp_entry { key: "T03" value: 800 }
 		cpp_entry { key: "T04" value: 800 }
+		cpp_entry { key: "T06" value: 800 }
+		cpp_entry { key: "T07" value: 800 }
+		cpp_entry { key: "T08" value: 800 }
+		cpp_entry { key: "T09" value: 800 }
+		cpp_entry { key: "T12" value: 800 }
 		cpp_entry { key: "T13" value: 800 }
 		cpp_entry { key: "T14" value: 800 }
-		cpp_entry { key: "T17" value: 800 }
-		cpp_entry { key: "T18" value: 800 }
+		cpp_entry { key: "T15" value: 800 }
+		cpp_entry { key: "T16" value: 800 }
 		cpp_entry { key: "T19" value: 800 }
 		cpp_entry { key: "T1U" value: 1000 }
 		cpp_entry { key: "T20" value: 800 }
 		cpp_entry { key: "T21" value: 800 }
-		cpp_entry { key: "T24" value: 800 }
+		cpp_entry { key: "T22" value: 800 }
+		cpp_entry { key: "T23" value: 800 }
 		cpp_entry { key: "T26" value: 800 }
 		cpp_entry { key: "T27" value: 800 }
 		cpp_entry { key: "T28" value: 800 }
+		cpp_entry { key: "T29" value: 800 }
 		cpp_entry { key: "T2B" value: 1000 }
 		cpp_entry { key: "T2D" value: 1000 }
 		cpp_entry { key: "T2M" value: 100 }
-		cpp_entry { key: "T31" value: 800 }
+		cpp_entry { key: "T30" value: 800 }
 		cpp_entry { key: "T3B" value: 1000 }
 		cpp_entry { key: "T3L" value: 80 }
 		cpp_entry { key: "T4B" value: 1000 }
@@ -1207,6 +1237,7 @@ CppConfig
 		cpp_entry { key: "TC" value: 2500 }
 		cpp_entry { key: "TC6" value: 1000 }
 		cpp_entry { key: "TC9" value: 1000 }
+		cpp_entry { key: "TCS" value: 1000 }
 		cpp_entry { key: "TD3" value: 1000 }
 		cpp_entry { key: "TD8" value: 1000 }
 		cpp_entry { key: "TEX" value: 1000 }
@@ -1216,6 +1247,7 @@ CppConfig
 		cpp_entry { key: "THB" value: 1000 }
 		cpp_entry { key: "THD" value: 10000 }
 		cpp_entry { key: "TIC" value: 500 }
+		cpp_entry { key: "TIL" value: 1000 }
 		cpp_entry { key: "TIO" value: 500 }
 		cpp_entry { key: "TK" value: 1000 }
 		cpp_entry { key: "TKB" value: 1000 }
@@ -1252,7 +1284,6 @@ CppConfig
 		cpp_entry { key: "TUT" value: 1000 }
 		cpp_entry { key: "TUX" value: 1000 }
 		cpp_entry { key: "TW" value: 1000 }
-		cpp_entry { key: "TXN" value: 2500 }
 		cpp_entry { key: "TYT" value: 1000 }
 		cpp_entry { key: "TYX" value: 1000 }
 		cpp_entry { key: "TZ6" value: 2500 }
@@ -1262,10 +1293,12 @@ CppConfig
 		cpp_entry { key: "UB" value: 1000 }
 		cpp_entry { key: "UCM" value: 100 }
 		cpp_entry { key: "UDL" value: 80 }
+		cpp_entry { key: "UFB" value: 100 }
+		cpp_entry { key: "UFE" value: 100 }
 		cpp_entry { key: "UFG" value: 100 }
 		cpp_entry { key: "UFN" value: 100 }
 		cpp_entry { key: "UFU" value: 100 }
-		cpp_entry { key: "UFZ" value: 100 }
+		cpp_entry { key: "UFV" value: 100 }
 		cpp_entry { key: "UGG" value: 42000 }
 		cpp_entry { key: "UKG" value: 310 }
 		cpp_entry { key: "ULB" value: 42000 }
@@ -1276,10 +1309,12 @@ CppConfig
 		cpp_entry { key: "UNB" value: 1000 }
 		cpp_entry { key: "UNS" value: 1000 }
 		cpp_entry { key: "UR" value: 1000 }
+		cpp_entry { key: "USC" value: 1000 }
 		cpp_entry { key: "USDBRL" value: 1 }
 		cpp_entry { key: "USDCAC" value: 1 }
 		cpp_entry { key: "USDCAD" value: 1 }
 		cpp_entry { key: "USDCAN" value: 1 }
+		cpp_entry { key: "USDCHF" value: 10 }
 		cpp_entry { key: "USDCKC" value: 1 }
 		cpp_entry { key: "USDCLP" value: 1 }
 		cpp_entry { key: "USDCNY" value: 1 }
@@ -1309,6 +1344,7 @@ CppConfig
 		cpp_entry { key: "USDTLC" value: 1 }
 		cpp_entry { key: "USDTWD" value: 1 }
 		cpp_entry { key: "USDZRC" value: 1 }
+		cpp_entry { key: "USE" value: 1000 }
 		cpp_entry { key: "UV" value: 1000 }
 		cpp_entry { key: "UX" value: 250 }
 		cpp_entry { key: "V3L" value: 5 }
@@ -1338,6 +1374,7 @@ CppConfig
 		cpp_entry { key: "WTA" value: 1000 }
 		cpp_entry { key: "WTD" value: 1000 }
 		cpp_entry { key: "WTI" value: 1000 }
+		cpp_entry { key: "WTL" value: 1000 }
 		cpp_entry { key: "WTS" value: 1000 }
 		cpp_entry { key: "WTT" value: 1000 }
 		cpp_entry { key: "X0" value: 1000 }
@@ -1390,6 +1427,7 @@ CppConfig
 		cpp_entry { key: "YWE" value: 80 }
 		cpp_entry { key: "YWF" value: 5 }
 		cpp_entry { key: "YWK" value: 5 }
+		cpp_entry { key: "Z00000" value: 1000 }
 		cpp_entry { key: "Z1B" value: 100 }
 		cpp_entry { key: "Z3N" value: 2000 }
 		cpp_entry { key: "Z4" value: 1000 }
@@ -1507,8 +1545,6 @@ CmeSymbolMics
 		cme_mic { key: "8D" value: NYMEX }
 		cme_mic { key: "8W" value: NYMEX }
 		cme_mic { key: "8XN" value: NYMEX }
-		cme_mic { key: "8ZN" value: NYMEX }
-		cme_mic { key: "9FN" value: NYMEX }
 		cme_mic { key: "9Q" value: NYMEX }
 		cme_mic { key: "A0D" value: NYMEX }
 		cme_mic { key: "A0F" value: NYMEX }
@@ -1580,6 +1616,7 @@ CmeSymbolMics
 		cme_mic { key: "AAW" value: NYMEX }
 		cme_mic { key: "AB3" value: NYMEX }
 		cme_mic { key: "AB7" value: NYMEX }
+		cme_mic { key: "ABF" value: NYMEX }
 		cme_mic { key: "ABH" value: NYMEX }
 		cme_mic { key: "ABI" value: NYMEX }
 		cme_mic { key: "ABS" value: NYMEX }
@@ -1587,6 +1624,7 @@ CmeSymbolMics
 		cme_mic { key: "ABX" value: NYMEX }
 		cme_mic { key: "ABY" value: NYMEX }
 		cme_mic { key: "AC0" value: NYMEX }
+		cme_mic { key: "ACB" value: NYMEX }
 		cme_mic { key: "ACD" value: CME }
 		cme_mic { key: "ACM" value: NYMEX }
 		cme_mic { key: "ACT" value: NYMEX }
@@ -1600,7 +1638,7 @@ CmeSymbolMics
 		cme_mic { key: "AE5" value: NYMEX }
 		cme_mic { key: "AE8" value: NYMEX }
 		cme_mic { key: "AE9" value: NYMEX }
-		cme_mic { key: "AEJ" value: NYMEX }
+		cme_mic { key: "AEB" value: NYMEX }
 		cme_mic { key: "AEP" value: COMEX }
 		cme_mic { key: "AET" value: NYMEX }
 		cme_mic { key: "AEZ" value: NYMEX }
@@ -1639,7 +1677,6 @@ CmeSymbolMics
 		cme_mic { key: "AJB" value: NYMEX }
 		cme_mic { key: "AJJ" value: NYMEX }
 		cme_mic { key: "AJL" value: NYMEX }
-		cme_mic { key: "AJP" value: NYMEX }
 		cme_mic { key: "AJR" value: NYMEX }
 		cme_mic { key: "AJS" value: NYMEX }
 		cme_mic { key: "AJU" value: NYMEX }
@@ -1763,7 +1800,6 @@ CmeSymbolMics
 		cme_mic { key: "BCF" value: CBT }
 		cme_mic { key: "BCH" value: CBT }
 		cme_mic { key: "BDB" value: NYMEX }
-		cme_mic { key: "BDI" value: CME }
 		cme_mic { key: "BDS" value: DME }
 		cme_mic { key: "BFR" value: NYMEX }
 		cme_mic { key: "BG" value: NYMEX }
@@ -1774,13 +1810,12 @@ CmeSymbolMics
 		cme_mic { key: "BOO" value: NYMEX }
 		cme_mic { key: "BOS" value: CME }
 		cme_mic { key: "BR7" value: NYMEX }
-		cme_mic { key: "BSW" value: CBT }
+		cme_mic { key: "BSF" value: CBT }
 		cme_mic { key: "BTC" value: CME }
 		cme_mic { key: "BTT" value: CME }
 		cme_mic { key: "BUB" value: CBT }
 		cme_mic { key: "BUC" value: NYMEX }
 		cme_mic { key: "BUS" value: NYMEX }
-		cme_mic { key: "BUW" value: NYMSW }
 		cme_mic { key: "BWF" value: CBT }
 		cme_mic { key: "BWH" value: CBT }
 		cme_mic { key: "BZ" value: NYMEX }
@@ -1811,6 +1846,7 @@ CmeSymbolMics
 		cme_mic { key: "CFB" value: NYMEX }
 		cme_mic { key: "CFC" value: NYMEX }
 		cme_mic { key: "CGB" value: NYMEX }
+		cme_mic { key: "CHB" value: NYMEX }
 		cme_mic { key: "CHI" value: CME }
 		cme_mic { key: "CHL" value: CME }
 		cme_mic { key: "CHP" value: CME }
@@ -1823,9 +1859,11 @@ CmeSymbolMics
 		cme_mic { key: "CL" value: NYMEX }
 		cme_mic { key: "CL1" value: NYMEX }
 		cme_mic { key: "CL2" value: NYMEX }
+		cme_mic { key: "CLD" value: NYMEX }
 		cme_mic { key: "CLL" value: NYMEX }
 		cme_mic { key: "CLS" value: NYMEX }
 		cme_mic { key: "CLT" value: NYMEX }
+		cme_mic { key: "CMB" value: NYMEX }
 		cme_mic { key: "CMF" value: NYMEX }
 		cme_mic { key: "CNH" value: CME }
 		cme_mic { key: "COL" value: NYMEX }
@@ -1848,7 +1886,6 @@ CmeSymbolMics
 		cme_mic { key: "CUS" value: CME }
 		cme_mic { key: "CY" value: NYMEX }
 		cme_mic { key: "CZK" value: CME }
-		cme_mic { key: "CZN" value: NYMEX }
 		cme_mic { key: "D0" value: CME }
 		cme_mic { key: "D0X" value: CME }
 		cme_mic { key: "D0Z" value: CME }
@@ -1880,7 +1917,7 @@ CmeSymbolMics
 		cme_mic { key: "DEN" value: CME }
 		cme_mic { key: "DEP" value: NYMEX }
 		cme_mic { key: "DFL" value: CBT }
-		cme_mic { key: "DFT" value: CBT }
+		cme_mic { key: "DFN" value: CBT }
 		cme_mic { key: "DG2" value: CBT }
 		cme_mic { key: "DG3" value: CBT }
 		cme_mic { key: "DGH" value: DME }
@@ -1889,7 +1926,6 @@ CmeSymbolMics
 		cme_mic { key: "DGT" value: CBT }
 		cme_mic { key: "DHA" value: NYMEX }
 		cme_mic { key: "DHI" value: DME }
-		cme_mic { key: "DIH" value: NYMEX }
 		cme_mic { key: "DJR" value: CBT }
 		cme_mic { key: "DKR" value: DME }
 		cme_mic { key: "DMB" value: DME }
@@ -1920,7 +1956,6 @@ CmeSymbolMics
 		cme_mic { key: "EAC" value: NYMEX }
 		cme_mic { key: "EAD" value: CME }
 		cme_mic { key: "EAE" value: NYMEX }
-		cme_mic { key: "EAF" value: NYMEX }
 		cme_mic { key: "EAW" value: NYMEX }
 		cme_mic { key: "EBE" value: NYMEX }
 		cme_mic { key: "ECD" value: CME }
@@ -1959,7 +1994,6 @@ CmeSymbolMics
 		cme_mic { key: "EST" value: CME }
 		cme_mic { key: "ETT" value: CME }
 		cme_mic { key: "EUB" value: NYMEX }
-		cme_mic { key: "EUL" value: NYMEX }
 		cme_mic { key: "EURADC" value: CME }
 		cme_mic { key: "EURBPC" value: CME }
 		cme_mic { key: "EURBPN" value: CME }
@@ -2085,17 +2119,24 @@ CmeSymbolMics
 		cme_mic { key: "H4X" value: CME }
 		cme_mic { key: "H4Z" value: CME }
 		cme_mic { key: "H5" value: CME }
+		cme_mic { key: "H5B" value: NYMEX }
 		cme_mic { key: "H5F" value: NYMEX }
 		cme_mic { key: "H5G" value: NYMEX }
 		cme_mic { key: "H5L" value: NYMEX }
 		cme_mic { key: "H5X" value: CME }
 		cme_mic { key: "H5Z" value: CME }
 		cme_mic { key: "HB" value: NYMEX }
+		cme_mic { key: "HBC" value: NYMEX }
+		cme_mic { key: "HBR" value: NYMEX }
 		cme_mic { key: "HCL" value: NYMEX }
+		cme_mic { key: "HDB" value: NYMEX }
 		cme_mic { key: "HE" value: CME }
 		cme_mic { key: "HET" value: CME }
 		cme_mic { key: "HG" value: COMEX }
 		cme_mic { key: "HG0" value: COMEX }
+		cme_mic { key: "HGB" value: NYMEX }
+		cme_mic { key: "HGF" value: COMEX }
+		cme_mic { key: "HGK" value: COMEX }
 		cme_mic { key: "HGS" value: COMEX }
 		cme_mic { key: "HGT" value: COMEX }
 		cme_mic { key: "HH" value: NYMEX }
@@ -2120,11 +2161,16 @@ CmeSymbolMics
 		cme_mic { key: "HQX" value: CME }
 		cme_mic { key: "HQZ" value: CME }
 		cme_mic { key: "HRC" value: NYMEX }
+		cme_mic { key: "HRP" value: COMEX }
 		cme_mic { key: "HS" value: CME }
 		cme_mic { key: "HSX" value: CME }
 		cme_mic { key: "HSZ" value: CME }
 		cme_mic { key: "HTA" value: NYMEX }
 		cme_mic { key: "HTB" value: NYMEX }
+		cme_mic { key: "HTC" value: NYMEX }
+		cme_mic { key: "HTE" value: NYMEX }
+		cme_mic { key: "HTI" value: NYMEX }
+		cme_mic { key: "HTM" value: NYMEX }
 		cme_mic { key: "HTT" value: NYMEX }
 		cme_mic { key: "HUF" value: CME }
 		cme_mic { key: "HWA" value: NYMEX }
@@ -2136,7 +2182,6 @@ CmeSymbolMics
 		cme_mic { key: "ICI" value: NYMEX }
 		cme_mic { key: "IDL" value: NYMEX }
 		cme_mic { key: "IH" value: MGE }
-		cme_mic { key: "ILB" value: NYMEX }
 		cme_mic { key: "ILS" value: CME }
 		cme_mic { key: "IN" value: NYMEX }
 		cme_mic { key: "IP" value: MGE }
@@ -2149,6 +2194,7 @@ CmeSymbolMics
 		cme_mic { key: "J4L" value: NYMEX }
 		cme_mic { key: "J7" value: CME }
 		cme_mic { key: "JA" value: NYMEX }
+		cme_mic { key: "JCC" value: NYMEX }
 		cme_mic { key: "JDL" value: NYMEX }
 		cme_mic { key: "JE" value: NYMEX }
 		cme_mic { key: "JET" value: NYMEX }
@@ -2226,6 +2272,9 @@ CmeSymbolMics
 		cme_mic { key: "LSW" value: NYMEX }
 		cme_mic { key: "LT" value: NYMEX }
 		cme_mic { key: "LWB" value: NYMEX }
+		cme_mic { key: "M1B" value: NYMEX }
+		cme_mic { key: "M2K" value: CME }
+		cme_mic { key: "M35" value: NYMEX }
 		cme_mic { key: "M5F" value: NYMEX }
 		cme_mic { key: "M6A" value: CME }
 		cme_mic { key: "M6B" value: CME }
@@ -2256,10 +2305,11 @@ CmeSymbolMics
 		cme_mic { key: "MEB" value: NYMEX }
 		cme_mic { key: "MEE" value: NYMEX }
 		cme_mic { key: "MEF" value: NYMEX }
-		cme_mic { key: "MEL" value: NYMEX }
 		cme_mic { key: "MEO" value: NYMEX }
+		cme_mic { key: "MES" value: CME }
 		cme_mic { key: "MEW" value: NYMEX }
 		cme_mic { key: "MFB" value: NYMEX }
+		cme_mic { key: "MFC" value: CBT }
 		cme_mic { key: "MFD" value: NYMEX }
 		cme_mic { key: "MFF" value: NYMEX }
 		cme_mic { key: "MFP" value: NYMEX }
@@ -2296,6 +2346,7 @@ CmeSymbolMics
 		cme_mic { key: "MNE" value: NYMEX }
 		cme_mic { key: "MNG" value: NYMEX }
 		cme_mic { key: "MNH" value: CME }
+		cme_mic { key: "MNQ" value: CME }
 		cme_mic { key: "MNS" value: NYMEX }
 		cme_mic { key: "MNT" value: NYMEX }
 		cme_mic { key: "MO" value: NYMEX }
@@ -2327,6 +2378,7 @@ CmeSymbolMics
 		cme_mic { key: "MXB" value: NYMEX }
 		cme_mic { key: "MXL" value: NYMEX }
 		cme_mic { key: "MXR" value: NYMEX }
+		cme_mic { key: "MYM" value: CBT }
 		cme_mic { key: "N1B" value: NYMEX }
 		cme_mic { key: "N1R" value: CME }
 		cme_mic { key: "N1T" value: CME }
@@ -2344,7 +2396,6 @@ CmeSymbolMics
 		cme_mic { key: "NCF" value: NYMEX }
 		cme_mic { key: "NCO" value: NYMEX }
 		cme_mic { key: "NCP" value: NYMEX }
-		cme_mic { key: "NEN" value: NYMEX }
 		cme_mic { key: "NEO" value: NYMEX }
 		cme_mic { key: "NEP" value: NYMEX }
 		cme_mic { key: "NFC" value: NYMEX }
@@ -2358,10 +2409,14 @@ CmeSymbolMics
 		cme_mic { key: "NHN" value: NYMEX }
 		cme_mic { key: "NHO" value: NYMEX }
 		cme_mic { key: "NHP" value: NYMEX }
+		cme_mic { key: "NIM" value: CME }
+		cme_mic { key: "NIT" value: CME }
 		cme_mic { key: "NIY" value: CME }
 		cme_mic { key: "NJ" value: NYMEX }
 		cme_mic { key: "NKD" value: CME }
+		cme_mic { key: "NKM" value: CME }
 		cme_mic { key: "NKN" value: NYMEX }
+		cme_mic { key: "NKT" value: CME }
 		cme_mic { key: "NL" value: NYMEX }
 		cme_mic { key: "NLS" value: NYMEX }
 		cme_mic { key: "NMO" value: NYMEX }
@@ -2401,7 +2456,7 @@ CmeSymbolMics
 		cme_mic { key: "NYR" value: NYMEX }
 		cme_mic { key: "NYT" value: NYMEX }
 		cme_mic { key: "NZDUSC" value: CME }
-		cme_mic { key: "NZN" value: NYMEX }
+		cme_mic { key: "NZDUSD" value: FXS }
 		cme_mic { key: "OAD" value: NYMEX }
 		cme_mic { key: "ODO" value: DME }
 		cme_mic { key: "OFF" value: NYMEX }
@@ -2417,6 +2472,7 @@ CmeSymbolMics
 		cme_mic { key: "OVL" value: NYMEX }
 		cme_mic { key: "PA" value: NYMEX }
 		cme_mic { key: "PAL" value: NYMEX }
+		cme_mic { key: "PAM" value: NYMEX }
 		cme_mic { key: "PAT" value: NYMEX }
 		cme_mic { key: "PBO" value: NYMEX }
 		cme_mic { key: "PBP" value: NYMEX }
@@ -2437,7 +2493,6 @@ CmeSymbolMics
 		cme_mic { key: "PHF" value: NYMEX }
 		cme_mic { key: "PHO" value: NYMEX }
 		cme_mic { key: "PHP" value: NYMEX }
-		cme_mic { key: "PIO" value: NYMEX }
 		cme_mic { key: "PJY" value: CME }
 		cme_mic { key: "PKP" value: NYMEX }
 		cme_mic { key: "PL" value: NYMEX }
@@ -2499,6 +2554,8 @@ CmeSymbolMics
 		cme_mic { key: "R2T" value: CME }
 		cme_mic { key: "R2V" value: CME }
 		cme_mic { key: "R53" value: NYMEX }
+		cme_mic { key: "R5B" value: NYMEX }
+		cme_mic { key: "R5E" value: NYMEX }
 		cme_mic { key: "R5F" value: NYMEX }
 		cme_mic { key: "R5M" value: NYMEX }
 		cme_mic { key: "R5O" value: NYMEX }
@@ -2508,6 +2565,7 @@ CmeSymbolMics
 		cme_mic { key: "RBF" value: NYMEX }
 		cme_mic { key: "RBG" value: NYMEX }
 		cme_mic { key: "RBL" value: NYMEX }
+		cme_mic { key: "RBM" value: NYMEX }
 		cme_mic { key: "RBS" value: NYMEX }
 		cme_mic { key: "RBT" value: NYMEX }
 		cme_mic { key: "REX" value: CBT }
@@ -2536,9 +2594,11 @@ CmeSymbolMics
 		cme_mic { key: "RYA" value: NYMEX }
 		cme_mic { key: "S1U" value: CBT }
 		cme_mic { key: "S53" value: NYMEX }
+		cme_mic { key: "S5B" value: NYMEX }
 		cme_mic { key: "S5F" value: NYMEX }
 		cme_mic { key: "S5M" value: NYMEX }
 		cme_mic { key: "S5O" value: NYMEX }
+		cme_mic { key: "SBM" value: NYMEX }
 		cme_mic { key: "SBT" value: CBT }
 		cme_mic { key: "SD" value: NYMEX }
 		cme_mic { key: "SDA" value: CME }
@@ -2574,11 +2634,13 @@ CmeSymbolMics
 		cme_mic { key: "SMT" value: CME }
 		cme_mic { key: "SMU" value: NYMEX }
 		cme_mic { key: "SMW" value: NYMEX }
+		cme_mic { key: "SOM" value: CBT }
 		cme_mic { key: "SON" value: CME }
 		cme_mic { key: "SP" value: CME }
 		cme_mic { key: "SR1" value: CME }
 		cme_mic { key: "SR3" value: CME }
 		cme_mic { key: "SR5" value: NYMEX }
+		cme_mic { key: "SRB" value: NYMEX }
 		cme_mic { key: "SRT" value: NYMEX }
 		cme_mic { key: "SSI" value: NYMEX }
 		cme_mic { key: "SSP" value: COMEX }
@@ -2590,25 +2652,31 @@ CmeSymbolMics
 		cme_mic { key: "STY" value: NYMEX }
 		cme_mic { key: "SU" value: CME }
 		cme_mic { key: "SUT" value: CME }
-		cme_mic { key: "T02" value: NYMEX }
 		cme_mic { key: "T03" value: NYMEX }
 		cme_mic { key: "T04" value: NYMEX }
+		cme_mic { key: "T06" value: NYMEX }
+		cme_mic { key: "T07" value: NYMEX }
+		cme_mic { key: "T08" value: NYMEX }
+		cme_mic { key: "T09" value: NYMEX }
+		cme_mic { key: "T12" value: NYMEX }
 		cme_mic { key: "T13" value: NYMEX }
 		cme_mic { key: "T14" value: NYMEX }
-		cme_mic { key: "T17" value: NYMEX }
-		cme_mic { key: "T18" value: NYMEX }
+		cme_mic { key: "T15" value: NYMEX }
+		cme_mic { key: "T16" value: NYMEX }
 		cme_mic { key: "T19" value: NYMEX }
 		cme_mic { key: "T1U" value: CBT }
 		cme_mic { key: "T20" value: NYMEX }
 		cme_mic { key: "T21" value: NYMEX }
-		cme_mic { key: "T24" value: NYMEX }
+		cme_mic { key: "T22" value: NYMEX }
+		cme_mic { key: "T23" value: NYMEX }
 		cme_mic { key: "T26" value: NYMEX }
 		cme_mic { key: "T27" value: NYMEX }
 		cme_mic { key: "T28" value: NYMEX }
+		cme_mic { key: "T29" value: NYMEX }
 		cme_mic { key: "T2B" value: NYMEX }
 		cme_mic { key: "T2D" value: NYMEX }
 		cme_mic { key: "T2M" value: NYMEX }
-		cme_mic { key: "T31" value: NYMEX }
+		cme_mic { key: "T30" value: NYMEX }
 		cme_mic { key: "T3B" value: NYMEX }
 		cme_mic { key: "T3L" value: NYMEX }
 		cme_mic { key: "T4B" value: NYMEX }
@@ -2624,6 +2692,7 @@ CmeSymbolMics
 		cme_mic { key: "TC" value: NYMEX }
 		cme_mic { key: "TC6" value: NYMEX }
 		cme_mic { key: "TC9" value: NYMEX }
+		cme_mic { key: "TCS" value: NYMEX }
 		cme_mic { key: "TD3" value: NYMEX }
 		cme_mic { key: "TD8" value: NYMEX }
 		cme_mic { key: "TEX" value: CBT }
@@ -2633,6 +2702,7 @@ CmeSymbolMics
 		cme_mic { key: "THB" value: NYMEX }
 		cme_mic { key: "THD" value: NYMEX }
 		cme_mic { key: "TIC" value: NYMEX }
+		cme_mic { key: "TIL" value: NYMEX }
 		cme_mic { key: "TIO" value: NYMEX }
 		cme_mic { key: "TK" value: NYMEX }
 		cme_mic { key: "TKB" value: NYMEX }
@@ -2669,7 +2739,6 @@ CmeSymbolMics
 		cme_mic { key: "TUT" value: CBT }
 		cme_mic { key: "TUX" value: CBT }
 		cme_mic { key: "TW" value: NYMEX }
-		cme_mic { key: "TXN" value: NYMEX }
 		cme_mic { key: "TYT" value: CBT }
 		cme_mic { key: "TYX" value: CBT }
 		cme_mic { key: "TZ6" value: NYMEX }
@@ -2679,10 +2748,12 @@ CmeSymbolMics
 		cme_mic { key: "UB" value: CBT }
 		cme_mic { key: "UCM" value: NYMEX }
 		cme_mic { key: "UDL" value: NYMEX }
+		cme_mic { key: "UFB" value: CBT }
+		cme_mic { key: "UFE" value: CBT }
 		cme_mic { key: "UFG" value: CBT }
 		cme_mic { key: "UFN" value: CBT }
 		cme_mic { key: "UFU" value: CBT }
-		cme_mic { key: "UFZ" value: CBT }
+		cme_mic { key: "UFV" value: CBT }
 		cme_mic { key: "UGG" value: NYMEX }
 		cme_mic { key: "UKG" value: NYMEX }
 		cme_mic { key: "ULB" value: NYMEX }
@@ -2693,10 +2764,12 @@ CmeSymbolMics
 		cme_mic { key: "UNB" value: NYMEX }
 		cme_mic { key: "UNS" value: NYMEX }
 		cme_mic { key: "UR" value: NYMEX }
+		cme_mic { key: "USC" value: NYMEX }
 		cme_mic { key: "USDBRL" value: CME }
 		cme_mic { key: "USDCAC" value: CME }
 		cme_mic { key: "USDCAD" value: FXS }
 		cme_mic { key: "USDCAN" value: CME }
+		cme_mic { key: "USDCHF" value: FXS }
 		cme_mic { key: "USDCKC" value: CME }
 		cme_mic { key: "USDCLP" value: CME }
 		cme_mic { key: "USDCNY" value: CME }
@@ -2726,6 +2799,7 @@ CmeSymbolMics
 		cme_mic { key: "USDTLC" value: CME }
 		cme_mic { key: "USDTWD" value: CME }
 		cme_mic { key: "USDZRC" value: CME }
+		cme_mic { key: "USE" value: NYMEX }
 		cme_mic { key: "UV" value: NYMEX }
 		cme_mic { key: "UX" value: NYMEX }
 		cme_mic { key: "V3L" value: NYMEX }
@@ -2755,6 +2829,7 @@ CmeSymbolMics
 		cme_mic { key: "WTA" value: NYMEX }
 		cme_mic { key: "WTD" value: NYMEX }
 		cme_mic { key: "WTI" value: NYMEX }
+		cme_mic { key: "WTL" value: NYMEX }
 		cme_mic { key: "WTS" value: NYMEX }
 		cme_mic { key: "WTT" value: NYMEX }
 		cme_mic { key: "X0" value: NYMEX }
@@ -2807,6 +2882,7 @@ CmeSymbolMics
 		cme_mic { key: "YWE" value: NYMEX }
 		cme_mic { key: "YWF" value: NYMEX }
 		cme_mic { key: "YWK" value: NYMEX }
+		cme_mic { key: "Z00000" value: CME }
 		cme_mic { key: "Z1B" value: NYMEX }
 		cme_mic { key: "Z3N" value: CBT }
 		cme_mic { key: "Z4" value: NYMEX }

src/lib/config/protos/MarketData.proto

@@ -216,3 +216,13 @@ message CMETradingSchedule {
 message SecurityExpirationCutoff {
   optional uint32 max_days_after_expiration =1 [default = 7];
 }
+
+message DisplayFactorOverride {
+   message Override {
+      required string symbol = 1;
+      required string exchange = 2;
+      optional string type = 3;
+      optional double price_multiplier = 10;
+   }
+   repeated Override override = 1;
+}

src/lib/config/protos/toggles.proto

@@ -48,6 +48,10 @@ message RejectStopAndStopLimitOrders {
   optional bool enabled = 1 [default = true]; 
 }
 
+message SOMTicksFix {
+   optional bool enabled = 1 [default = true];
+}
+
 message EnsureOnScreenWithWorkAreaRect {
    // Defaulting to false bc this is near the end of the cycle (04/27/2019),
    // and the new ensure_onscreen code has only been tested with a single monitor arrangement.

src/lib/md/MDProducer.cpp

@@ -16,12 +16,12 @@ namespace md {
 // Owns shared memory for a single symbol+type
 class MDProducerImpl {
 public:
-   MDProducerImpl(const string& symbol, SecurityType type, Venue exchange, Platform platform, bool shared) :
+   MDProducerImpl(const string& symbol, SecurityType type, Venue exchange, Platform platform, MDProducerFlags flags) :
       _symbol(symbol),
       _type(type),
       _exchange(exchange),
-      _hot(hot_segment_name(symbol, type, exchange, platform), 1024, 1024, shared),
-      _cold(cold_segment_name(symbol, type, exchange, platform), 8192, 2048, shared),
+      _hot(hot_segment_name(symbol, type, exchange, platform), 1024, 1024, flags & MDProducerFlags::Shared),
+      _cold(cold_segment_name(symbol, type, exchange, platform), 8192, 2048, flags & MDProducerFlags::Shared),
       _trades(_cold.header().trade_buffer, BTS_ARRAYSIZE(_cold.header().trade_buffer), true),
       _rfqs(_cold.header().rfq_buffer, BTS_ARRAYSIZE(_cold.header().rfq_buffer), true)
       {
@@ -33,7 +33,7 @@ public:
          // static_assert(sizeof(HotEntry) <= 32,"HotEntry should be less than 32 bytes");
       }
  
-   MDProducerHandle add_security(const FixedSecurity& security) {
+   MDProducerHandle add_security(const FixedSecurity& security, SecurityMapper& smapper) {
       void* h_entry = nullptr;
       if (has_depth()) {
          h_entry = new (_hot.add(sizeof(HotDepthEntry))) HotDepthEntry();
@@ -45,6 +45,7 @@ public:
       // Calculating the size for the variable sized entries is tricky
       ColdEntry* c_entry = new (_cold.add(ColdEntry::fixed_size() + security.size)) ColdEntry(security.size);
       memcpy(&c_entry->security, &security, security.size);
+      smapper.apply(c_entry->security);
 
       MDProducerHandle handle(_cold.header(), _hot.header(), *c_entry, h_entry, MDProducerChannel(*this));
 
@@ -102,27 +103,30 @@ private:
 // MDProducer
 //
 
-MDProducer::MDProducer(Platform platform, bool shared) :
+MDProducer::MDProducer(Platform platform, MDProducerFlags flags) :
    _mutex(new std::mutex()),
    _producers(),
    _id_recorder(),
    _platform(platform),
-   _shared(shared)
+   _flags(flags),
+   _smapper(flags & MDProducerFlags::SecurityMapper)
 { }
 #ifndef WIN32
-MDProducer::MDProducer(Platform platform, SecurityIDRecorder recorder, bool shared) :
+MDProducer::MDProducer(Platform platform, SecurityIDRecorder recorder, MDProducerFlags flags) :
    _mutex(new std::mutex()),
    _producers(),
    _id_recorder(std::make_unique<SecurityIDRecorder>(recorder)),
    _platform(platform),
-   _shared(shared)
+   _flags(flags),
+   _smapper(flags & MDProducerFlags::SecurityMapper)
 { }
 #endif
 MDProducer::MDProducer(MDProducer&& other) :
    _mutex(std::move(other._mutex)),
    _producers(std::move(other._producers)),
    _platform(other._platform),
-   _shared(other._shared)
+   _flags(other._flags),
+   _smapper(_flags & MDProducerFlags::SecurityMapper)
 {}
 
 MDProducer::~MDProducer() {}
@@ -141,10 +145,10 @@ MDProducerImpl& MDProducer::get_producer(const char* symbol, SecurityType type,
    unique_ptr<MDProducerImpl> newp;
    if (type == api::SECURITYTYPE_SYNTHETIC) {
       // synthetics are special. We don't want to allocate a separate section for each one so we put them all in one
-      newp.reset(new MDProducerImpl(SYNTHETIC_SYMBOL, api::SECURITYTYPE_SYNTHETIC, Venue::VENUE_BTS, _platform, _shared));
+      newp.reset(new MDProducerImpl(SYNTHETIC_SYMBOL, api::SECURITYTYPE_SYNTHETIC, Venue::VENUE_BTS, _platform, _flags));
    }
    else {
-      newp.reset(new MDProducerImpl(symbol, type, exchange, _platform, _shared));
+      newp.reset(new MDProducerImpl(symbol, type, exchange, _platform, _flags));
    }
    _producers.push_back(move(newp));
    return *_producers.back();
@@ -155,7 +159,7 @@ MDProducerHandle MDProducer::add_security(const FixedSecurity& security) {
    bts_assert(security.size >= sizeof(FixedSecurity));
    std::lock_guard<std::mutex> lock(*_mutex);
    auto& impl = get_producer(security.symbol(), security.type, security.exchange);
-   auto result = impl.add_security(security);
+   auto result = impl.add_security(security, _smapper);
    if (security.key != invalid_security_key) { result.set_key(security.key); }
    else if(_id_recorder) {
       _id_recorder->ensure_key(result);

src/lib/md/MDProducer.h

@@ -7,6 +7,7 @@
 #include "MDProducerHandle.h"
 #include "MDProducerChannel.h"
 #include "Shm/FixedSecurity.h"
+#include "SecurityMapper.h"
 #include <vector>
 #include <memory>
 #include <mutex>
@@ -17,11 +18,23 @@ namespace md {
 class MDProducerImpl;
 class SecurityIDRecorder;
 
+enum class MDProducerFlags {
+   None           = 0x0,
+   Shared         = 0x1,
+   SecurityMapper = 0x2,
+};
+
+constexpr MDProducerFlags operator+(MDProducerFlags a, MDProducerFlags b) { return (MDProducerFlags)((uint32_t)a | (uint32_t)b); }
+constexpr MDProducerFlags operator-(MDProducerFlags a, MDProducerFlags b) { return (MDProducerFlags)((uint32_t)a | (uint32_t)b); }
+constexpr bool operator&(const MDProducerFlags a, const MDProducerFlags b) { return ((uint32_t)a & (uint32_t)b) == (uint32_t)b; }
+
+constexpr MDProducerFlags DefaultMDProducerFlags = MDProducerFlags::Shared + MDProducerFlags::SecurityMapper;
+
 class BTS_EXPORT MDProducer
 {
 public:
-   MDProducer(Platform platform, bool shared=true);
-   MDProducer(Platform platform, SecurityIDRecorder recorder, bool shared=true);
+   MDProducer(Platform platform, MDProducerFlags flags=DefaultMDProducerFlags);
+   MDProducer(Platform platform, SecurityIDRecorder recorder, MDProducerFlags flags=DefaultMDProducerFlags);
    MDProducer(MDProducer&& other);
    ~MDProducer();
 
@@ -45,7 +58,8 @@ private:
    std::vector<std::unique_ptr<MDProducerImpl>> _producers;
    std::unique_ptr<SecurityIDRecorder> _id_recorder;
    Platform _platform;
-   bool _shared;
+   MDProducerFlags _flags;
+   SecurityMapper _smapper;
 };
 
 

src/lib/md/SecurityMapper.cpp

@@ -0,0 +1,72 @@
+#include "SecurityMapper.h" 
+#include "UserSymbol.h"
+#include "PriceSize.h"
+#include "lib/config/config.h"
+#include "lib/config/protos/MarketData.pb.h"
+#include "lib/domain_model/Security.h"
+#include "lib/utils/parse_enum.h"
+#ifndef _WIN32
+#include "google/btree/btree_map.h"
+
+namespace bts { 
+namespace md { 
+struct DisplayFactorMapper : public ISecurityMapper 
+{
+   btree::btree_map<UserSymbol, int> _mapped;
+   DisplayFactorMapper() : _mapped() {
+      for (const auto& ov : config::get<DisplayFactorOverride>().override()) {
+         if (ov.has_price_multiplier()) {
+            auto venue = parse_enum<api::Venue>(ov.exchange(), "VENUE", api::Venue_Parse);
+            bts_assert_msg(venue, fmt::format("Invalid venue `{}`", ov.exchange()));
+            auto type = parse_enum<SecurityType>(ov.type(), "SECURITYTYPE", api::SecurityType_Parse);
+
+            if (type) {
+               _mapped.insert(
+                  std::make_pair(
+                     UserSymbol { uppercase_copy(ov.symbol()), *venue, *type }, 
+                     -to_exponent(ov.price_multiplier())));
+            }
+            else {
+               for (auto t : { 
+                     SecurityType::SECURITYTYPE_FUTURE, 
+                     SecurityType::SECURITYTYPE_SPREAD, 
+                     SecurityType::SECURITYTYPE_OPTION }) {
+                  _mapped.insert(
+                     std::make_pair(
+                        UserSymbol { uppercase_copy(ov.symbol()), *venue, t }, 
+                        -to_exponent(ov.price_multiplier())));
+               }
+            }
+         }
+      }
+   }
+
+   void apply(FixedSecurity& f) const override {
+      UserSymbol key { f.symbol(), f.exchange, f.type };
+      auto iter = _mapped.find(key);
+      if (iter != _mapped.end()) {
+         f.display_factor = iter->second;
+      }
+   }
+};
+
+SecurityMapper::SecurityMapper(bool enabled): _impl() { 
+   if (enabled) {
+      _impl.push_back(std::make_unique<DisplayFactorMapper>());
+      // Register more mappers HERE
+   }
+}
+
+#else
+namespace bts { 
+namespace md { 
+SecurityMapper::SecurityMapper(bool): _impl() {}
+#endif
+
+SecurityMapper::~SecurityMapper() { }
+void SecurityMapper::apply(FixedSecurity& security) {
+   for (const auto& m : _impl) {
+      m->apply(security);
+   }
+}
+}} //namespace 

src/lib/md/SecurityMapper.h

@@ -0,0 +1,23 @@
+#pragma once 
+#include "Shm/FixedSecurity.h"
+#include <memory>
+#include <vector>
+
+namespace bts { 
+namespace md { 
+
+struct ISecurityMapper {
+   virtual void apply(FixedSecurity&) const = 0;
+};
+
+class SecurityMapper {
+   std::vector<std::unique_ptr<ISecurityMapper>> _impl;
+   public:
+   SecurityMapper(bool enabled);
+   ~SecurityMapper();
+   // apply various mappings to the security
+   void apply(FixedSecurity&);
+};
+
+
+}} //namespace 

src/lib/md/Shm/FixedSecurity.cpp

@@ -140,7 +140,7 @@ std::string security_descriptor(const api::Security& security) {
    return result.str();
 }
 
-void get_contract_spec(const FixedSecurity& source, api::ContractSpecification& spec) {
+void get_contract_spec(const FixedSecurity& source, /*out*/ api::ContractSpecification& spec) {
    spec.set_price_break(source.price_break);
    spec.set_low_tick(source.low_tick);
    spec.set_high_tick(source.high_tick);

src/lib/md/relay/RelayClient.cpp

@@ -100,7 +100,9 @@ public:
    MDProducer& ensure_producer(Platform platform) {
       auto find_result = _producers.find(platform);
       if (find_result == _producers.end()) {
-         auto result = _producers.insert(make_pair(platform, MDProducer(platform, _shared)));
+         // relay never wants to enable SecurityMapper. Securities should always match the relay source.
+         auto flags = _shared ? MDProducerFlags::Shared : MDProducerFlags::None;
+         auto result = _producers.insert(make_pair(platform, MDProducer(platform, flags)));
          if (result.second) {
             return result.first->second;
          }

src/lib/md/test/Co2ManagedTestHelper.cpp

@@ -120,7 +120,7 @@ extern "C" BTS_EXPORT TestProducer* co2_produce_test_md() {
       "   }"
       "}");
    auto* tp = new TestProducer();
-   tp->md = std::make_shared<MDProducer>(PLATFORM_SIM, false);
+   tp->md = std::make_shared<MDProducer>(PLATFORM_SIM, MDProducerFlags::None);
    tp->handles = create_test_securities(*(tp->md));
    auto& producers = tp->handles;
    assign_ids(producers.begin(), producers.end());

src/lib/orderman/orders/spreader_orders/tests/spreader_tests.cpp

@@ -3065,7 +3065,7 @@ TEST_CASE ("spreader_perf_2legs", "[spreader]")
 }
 TEST_CASE ("spreader_perf_4legs", "[spreader]")
 {
-   bool recomp = gen_rand(0,10) > 5;
+   bool recomp = false;//gen_rand(0,10) > 5;
    bts::orderman::OrderKey order_key(0);
    Price spreader_price = Price (40);
    Quantity spreader_quantity = Quantity (250);

src/lib/utils/optional.h

@@ -0,0 +1,56 @@
+#pragma once
+//  An incomplete version of std::optional which should work well enough on Windows until it catch up
+#ifdef _WIN32
+#include <exception>
+namespace std {
+   class bad_optional_access : exception { };
+
+   template <class T>
+   class optional {
+      bool _has_value;
+      union {
+         T _value;
+         int _unused;
+      };
+   public:
+      optional(const T& value) : _has_value(true), _value(value) { }
+      optional(T&& value) : _has_value(true), _value(value) { }
+      optional() : _has_value(false)
+      ~optional() { reset(); }
+      bool has_value() const { return _has_value; }
+      operator bool() { return b.has_value(); }
+      T& operator *() { 
+         if (has_value()) {
+            return _value;
+         }
+         else throw std::bad_optional_access();
+      }
+      const T& operator*() const { return **this; }
+      T& operator->() { return **this; }
+      const T& operator->() const { return **this; }
+      bool operator==(const std::optional<T>& other)  const {
+         if (!_has_value && !other.has_value()) return true;
+         return _has_value == other._has_value && _value == other.value();
+      }
+      bool operator!=(const std::optional<T>& other) const { return !(*this == other); }
+      T& value() { return **this; }
+      const T& value() const { return **this; }
+      T value_or(T default_value) {
+         if (has_value()) return _value;
+         else return default_value;
+      }
+      void reset() { 
+         if (has_value()) {
+            _value.~T();
+            _has_value = false;
+         }
+      }
+      // This class is incomplete. Add methods as necessary
+   };
+
+   template <class T>
+   constexpr optional<T> nullopt = {};
+}
+#else
+#include <optional>
+#endif

src/lib/utils/parse_enum.h

@@ -0,0 +1,27 @@
+#pragma once
+
+#include <string>
+#include "lib/utils/optional.h"
+namespace bts {
+
+   inline std::string uppercase_copy(const std::string& cs) {
+      std::string s = cs;
+      std::transform(s.begin(), s.end(), s.begin(), ::toupper);
+      return s;
+   }
+
+   template <class T, class T2>
+   std::optional<T> parse_enum(const std::string& value, const std::string& prefix, T2 parse) {
+      auto temp = value;
+      T result;
+      if (temp.find(prefix) == std::string::npos) {
+         temp = prefix + "_" + temp;
+      }
+      if(parse(temp, &result)) {
+         return {result};
+      }
+      else {
+         return std::nullopt;
+      }
+   }
+}

src/sdk/README.md

@@ -150,11 +150,6 @@ In gdb:
 ```
 (gdb) break order_plugin_example.cpp:366
 ```
-
-#### In Depth Algo Descriptions
-
- * [Spark Algo Descriptions](doc/algos.md)
- * Send us an email for help: api_support@bluetradesys.com 
   
  #### Spark windows client
   * Download spark windows executable here: <spark_client>

src/sdk/doc/algos.md

@@ -1,46 +0,0 @@
-+++
-title = "BTS Basic Algos"
-weight = 3
-sort_by = "weight"
-insert_anchor_links = "right"
-+++
-
-
-## Lean
-
-The goal of the lean order is to watch the opposite-inside market size and cross when that size goes below the threshold (this also implies a cross if that size goes to zero and the market trades away from you) If the market trades toward you, you can opt into several different behaviors
-
-##### Parameters
-  * Cross Thresh - size thresh in absolute or ratio terms
-  * Max Chase Ticks - max levels to pay up, in ticks
-
-
-## Join
-The goal of the join order is to watch the opposite-inside market and join when the market flips (that is, when the best offer becomes the best bid) and has at least threshold size.
-
-##### Parameters
-  * Join Thresh - size thresh in absolute or ratio terms
-
-
-## Top
-
-The goal of the top order is to not trade by yourself, but the intent at the time of order entry is to get filled.If the order is on the market (say current bid price) AND the quantity on that bid price is below top thresh then cancel the order else remain working.
-
-##### Parameters
-  * Top Thresh - size thresh in absolute or ratio terms
-
-
-## Cover
-A Cover order’s purpose is to fire a hedge order (of any type) in response to fills from it’s child order on the opposite side of the market N ticks away
-
-##### Parameters
-  * Profit Ticks - ticks above or below fill price to place profit / cover order
-
-
-## OCO
-An OCO order creates a relationship between a child order and a 'stop' or 'other' order such that when one of these is cancelled, both cancel, or when one is filled, the other order's size is debited in the amount of the fill.
-
-Composing this order with Cover simulates scalping functionality
-
-##### Parameters
-  * Stop Ticks - ticks below or above main order to place stop / other order

src/server/sparkd/md/run_md.cpp

@@ -16,6 +16,7 @@
 #include "lib/md/SecurityDB.h"
 #include "server/sparkd/exchange_sim/ExchangeSim.h"
 #include "lib/utils/thread_manager.h"
+#include "lib/utils/parse_enum.h"
 
 
 #include <boost/filesystem.hpp>
@@ -169,16 +170,14 @@ string& uppercase(string& s) {
    return s;
 }
 template <class T, class T2>
-bool parse_enum(const string& value, const string& prefix, T2 parse, T default_value, T* presult) {
-   string temp = value;
-   if (temp.find(prefix) == string::npos) {
-      temp = prefix + "_" + temp;
-   }
-   if(parse(temp, presult)) {
+bool parse_enum(const string& value, const string& prefix, T2 parse, T default_value, T* result) {
+   auto opt = ::bts::parse_enum<T>(value, prefix, parse);
+   if (opt) {
+      *result = opt.value();
       return true;
    }
    else {
-      *presult = default_value;
+      *result = default_value;
       return false;
    }
 }
@@ -208,13 +207,14 @@ struct MDArgs {
 MDArgs parse_md_args(const vector<string>& args) {
    using namespace api;
    using namespace co2;
-   auto venue = VENUE_UNSET; // Default to glbx. If you change this change below (used) also
+   auto venue = VENUE_UNSET;
    auto platform = PLATFORM_UNSET;
    auto type = SECURITYTYPE_UNSET;
    bool hot = false;
    long number = 0;
    std::string symbol;
    for (auto str : args) {
+      // Iterate through each argument and see if it parses to one of these enums
       uppercase(str);
       bool used = 
          (venue == VENUE_UNSET && parse_enum(str, "VENUE", Venue_Parse, venue, &venue)) ||

testing/cycle_info.txt

@@ -1,14 +1,14 @@
-qa_sprint_id=18
+qa_sprint_id=20
 
 testers=(
 #'pedro.pinto'
 # 'eric.harding'
- 'jake.norbut'
- 'michael.harding'
+# 'jake.norbut'
+# 'michael.harding'
  'karl.ellefsen'
  'pete.fisher'
- 'taha.afzal'
- 'john.colvin'
+# 'taha.afzal'
+# 'john.colvin'
  'kevin.darby'
  'brian.muhr'
 )

testing/manual/algo_operations/update.txt

@@ -20,10 +20,9 @@ On Toward=No Change
 5. Select all the lean orders and change the Trade Toward Behavior to Cancel (don't commit yet).
 As the parameter is changed its name should turn Green along with a *. Revert back and it should go to
 No Change. Select a few of the leans and make sure Trade Toward Behavior is No Change. Now Change it
-to Cancel and commit. Make sure it is set to Cancel for all the lean orders.
+to Cancel and commit. Make sure it is set to Cancel for all the lean orders.  This should cancel all the lean orders.
 
-6. Move the ask book to 20.040. This should cancel all the leans (verifies the change
-in 5 made through). Move the market back to 20.050
+6. Move the market back to 20.050
 
 7. Enter 2 leans, 4 and 6 lots (configured like 3) at 20.025 and 20.020 respectively. In the orderbook
 select both and make sure the Price and Size show as - (since they are different). Change the Trade Toward

tools/cpp_helper/ics_spreads.csv

@@ -28,3 +28,4 @@ Sym,Mult,Exch
 "BOB",1000,CBT
 "BUB",1000,CBT
 "FNU",1000,CBT
+"SOM",500,CBT

tools/linux_control/build_in_docker.sh

@@ -2,6 +2,6 @@
 if [ -f /.dockerenv ]; then
     ninja
 else
-    cid=`docker ps | grep bluetradingsystems/linux_docker | awk '{print $1}'`
+    cid=`docker ps | grep -P "emacs_ide|bluetradingsystems/linux_docker" | awk '{print $1}'`
     docker exec $cid /bin/bash -c "cd build/clang_debug/ && ninja"
 fi