fix timed start issue

It was copying to 'net7.0', the correct dir in development branch, which
makes sense as that was the branch from which this change was originally
cherry-picked.

.clang-format

@@ -1,10 +1 @@
 IndentWidth: 3
-BinPackArguments: true
-BinPackParameters: false 
-AlignAfterOpenBracket: AlwaysBreak
-AlwaysBreakTemplateDeclarations: true
-PenaltyReturnTypeOnItsOwnLine: 140
----
-Language: Proto
-IndentWidth: 2
-AllowShortFunctionsOnASingleLine: None

.config/dotnet-tools.json

@@ -1,30 +0,0 @@
-{
-  "version": 1,
-  "isRoot": true,
-  "tools": {
-    "dotnet-format": {
-      "version": "5.1.225507",
-      "commands": [
-        "dotnet-format"
-      ]
-    },
-    "fable": {
-      "version": "4.0.0-theta-018",
-      "commands": [
-        "fable"
-      ]
-    },
-    "fantomas": {
-      "version": "5.2.2",
-      "commands": [
-        "fantomas"
-      ]
-    },
-    "fake-cli": {
-      "version": "6.0.0",
-      "commands": [
-        "fake"
-      ]
-    }
-  }
-}

.editorconfig

@@ -1,251 +0,0 @@
-# Remove the line below if you want to inherit .editorconfig settings from higher directories
-root = true
-
-# C# files
-[*.cs]
-
-#### Core EditorConfig Options ####
-
-# Indentation and spacing
-indent_size = 3
-indent_style = space
-tab_width = 3
-
-# New line preferences
-end_of_line = crlf
-insert_final_newline = true
-
-#### .NET Coding Conventions ####
-
-# Organize usings
-dotnet_separate_import_directive_groups = true
-dotnet_sort_system_directives_first = false
-file_header_template = unset
-
-# this. and Me. preferences
-dotnet_style_qualification_for_event = false:silent
-dotnet_style_qualification_for_field = false:silent
-dotnet_style_qualification_for_method = false:silent
-dotnet_style_qualification_for_property = false:silent
-
-# Language keywords vs BCL types preferences
-dotnet_style_predefined_type_for_locals_parameters_members = true:silent
-dotnet_style_predefined_type_for_member_access = true:silent
-
-# Parentheses preferences
-dotnet_style_parentheses_in_arithmetic_binary_operators = always_for_clarity:silent
-dotnet_style_parentheses_in_other_binary_operators = always_for_clarity:silent
-dotnet_style_parentheses_in_other_operators = never_if_unnecessary:silent
-dotnet_style_parentheses_in_relational_binary_operators = always_for_clarity:silent
-
-# Modifier preferences
-dotnet_style_require_accessibility_modifiers = for_non_interface_members:silent
-
-# Expression-level preferences
-dotnet_style_coalesce_expression = true:suggestion
-dotnet_style_collection_initializer = true:suggestion
-dotnet_style_explicit_tuple_names = true:suggestion
-dotnet_style_null_propagation = true:suggestion
-dotnet_style_object_initializer = true:suggestion
-dotnet_style_operator_placement_when_wrapping = beginning_of_line
-dotnet_style_prefer_auto_properties = true:silent
-dotnet_style_prefer_compound_assignment = true:suggestion
-dotnet_style_prefer_conditional_expression_over_assignment = true:silent
-dotnet_style_prefer_conditional_expression_over_return = true:silent
-dotnet_style_prefer_inferred_anonymous_type_member_names = true:suggestion
-dotnet_style_prefer_inferred_tuple_names = true:suggestion
-dotnet_style_prefer_is_null_check_over_reference_equality_method = true:suggestion
-dotnet_style_prefer_simplified_boolean_expressions = true:suggestion
-dotnet_style_prefer_simplified_interpolation = true:suggestion
-
-# Field preferences
-dotnet_style_readonly_field = true:suggestion
-
-# Parameter preferences
-dotnet_code_quality_unused_parameters = all:suggestion
-
-# Suppression preferences
-dotnet_remove_unnecessary_suppression_exclusions = none
-
-#### C# Coding Conventions ####
-
-# var preferences
-csharp_style_var_elsewhere = false:silent
-csharp_style_var_for_built_in_types = false:silent
-csharp_style_var_when_type_is_apparent = false:silent
-
-# Expression-bodied members
-csharp_style_expression_bodied_accessors = true:silent
-csharp_style_expression_bodied_constructors = false:silent
-csharp_style_expression_bodied_indexers = true:silent
-csharp_style_expression_bodied_lambdas = true:silent
-csharp_style_expression_bodied_local_functions = false:silent
-csharp_style_expression_bodied_methods = false:silent
-csharp_style_expression_bodied_operators = false:silent
-csharp_style_expression_bodied_properties = true:silent
-
-# Pattern matching preferences
-csharp_style_pattern_matching_over_as_with_null_check = true:suggestion
-csharp_style_pattern_matching_over_is_with_cast_check = true:suggestion
-csharp_style_prefer_not_pattern = true:suggestion
-csharp_style_prefer_pattern_matching = true:silent
-csharp_style_prefer_switch_expression = true:suggestion
-
-# Null-checking preferences
-csharp_style_conditional_delegate_call = true:suggestion
-
-# Modifier preferences
-csharp_prefer_static_local_function = true:suggestion
-csharp_preferred_modifier_order = public,private,protected,internal,static,extern,new,virtual,abstract,sealed,override,readonly,unsafe,volatile,async:silent
-
-# Code-block preferences
-csharp_prefer_braces = true:silent
-csharp_prefer_simple_using_statement = true:suggestion
-
-# Expression-level preferences
-csharp_prefer_simple_default_expression = true:suggestion
-csharp_style_deconstructed_variable_declaration = true:suggestion
-csharp_style_inlined_variable_declaration = true:suggestion
-csharp_style_pattern_local_over_anonymous_function = true:suggestion
-csharp_style_prefer_index_operator = true:suggestion
-csharp_style_prefer_range_operator = true:suggestion
-csharp_style_throw_expression = true:suggestion
-csharp_style_unused_value_assignment_preference = discard_variable:suggestion
-csharp_style_unused_value_expression_statement_preference = discard_variable:silent
-
-# 'using' directive preferences
-csharp_using_directive_placement = inside_namespace:silent
-
-#### C# Formatting Rules ####
-
-# New line preferences
-csharp_new_line_before_catch = false
-csharp_new_line_before_else = false
-csharp_new_line_before_finally = false
-csharp_new_line_before_members_in_anonymous_types = true
-csharp_new_line_before_members_in_object_initializers = true
-csharp_new_line_before_open_brace = none
-csharp_new_line_between_query_expression_clauses = true
-
-# Indentation preferences
-csharp_indent_block_contents = true
-csharp_indent_braces = false
-csharp_indent_case_contents = true
-csharp_indent_case_contents_when_block = true
-csharp_indent_labels = one_less_than_current
-csharp_indent_switch_labels = true
-
-# Space preferences
-csharp_space_after_cast = false
-csharp_space_after_colon_in_inheritance_clause = true
-csharp_space_after_comma = true
-csharp_space_after_dot = false
-csharp_space_after_keywords_in_control_flow_statements = true
-csharp_space_after_semicolon_in_for_statement = true
-csharp_space_around_binary_operators = before_and_after
-csharp_space_around_declaration_statements = false
-csharp_space_before_colon_in_inheritance_clause = true
-csharp_space_before_comma = false
-csharp_space_before_dot = false
-csharp_space_before_open_square_brackets = false
-csharp_space_before_semicolon_in_for_statement = false
-csharp_space_between_empty_square_brackets = false
-csharp_space_between_method_call_empty_parameter_list_parentheses = false
-csharp_space_between_method_call_name_and_opening_parenthesis = false
-csharp_space_between_method_call_parameter_list_parentheses = false
-csharp_space_between_method_declaration_empty_parameter_list_parentheses = false
-csharp_space_between_method_declaration_name_and_open_parenthesis = false
-csharp_space_between_method_declaration_parameter_list_parentheses = false
-csharp_space_between_parentheses = false
-csharp_space_between_square_brackets = false
-
-# Wrapping preferences
-csharp_preserve_single_line_blocks = true
-csharp_preserve_single_line_statements = true
-
-#### Naming styles ####
-
-# Naming rules
-
-dotnet_naming_rule.interface_should_be_begins_with_i.severity = suggestion
-dotnet_naming_rule.interface_should_be_begins_with_i.symbols = interface
-dotnet_naming_rule.interface_should_be_begins_with_i.style = begins_with_i
-
-dotnet_naming_rule.types_should_be_pascal_case.severity = suggestion
-dotnet_naming_rule.types_should_be_pascal_case.symbols = types
-dotnet_naming_rule.types_should_be_pascal_case.style = pascal_case
-
-dotnet_naming_rule.non_field_members_should_be_pascal_case.severity = suggestion
-dotnet_naming_rule.non_field_members_should_be_pascal_case.symbols = non_field_members
-dotnet_naming_rule.non_field_members_should_be_pascal_case.style = pascal_case
-
-# Symbol specifications
-
-dotnet_naming_symbols.interface.applicable_kinds = interface
-dotnet_naming_symbols.interface.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
-dotnet_naming_symbols.interface.required_modifiers =
-
-# user types
-dotnet_naming_symbols.user_types.applicable_kinds = class, struct, interface, enum
-dotnet_naming_symbols.user_types.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
-dotnet_naming_symbols.user_types.required_modifiers =
-
-# non_field_members
-dotnet_naming_symbols.non_field_members.applicable_kinds = property, event, method
-dotnet_naming_symbols.non_field_members.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
-dotnet_naming_symbols.non_field_members.required_modifiers =
-
-# public symbols
-dotnet_naming_symbols.public_symbols.applicable_kinds = property,method,field,event,delegate
-dotnet_naming_symbols.public_symbols.applicable_accessibilities = public,internal
-
-# parameters
-dotnet_naming_symbols.parameters.applicable_kinds = parameter
-dotnet_naming_symbols.parameters.applicable_accessibilities = public,internal,protected,private,protected_internal,private_internal
-
-# private symbols
-dotnet_naming_symbols.private_symbols.applicable_kinds = property,method,field,event,delegate
-dotnet_naming_symbols.private_symbols.applicable_accessibilities = protected,private
-
-# Naming styles
-
-dotnet_naming_style.snake_case.required_prefix =
-dotnet_naming_style.snake_case.required_suffix =
-dotnet_naming_style.snake_case.word_separator = _
-dotnet_naming_style.snake_case.capitalization = all_lower
-
-dotnet_naming_style.private_snake_case.required_prefix = _
-dotnet_naming_style.private_snake_case.required_suffix =
-dotnet_naming_style.private_snake_case.word_separator = _
-dotnet_naming_style.private_snake_case.capitalization = all_lower
-
-dotnet_naming_style.user_types.required_prefix =
-dotnet_naming_style.user_types.required_suffix =
-dotnet_naming_style.user_types.word_separator =
-dotnet_naming_style.user_types.capitalization = pascal_case
-
-dotnet_naming_style.interface.required_prefix = I
-dotnet_naming_style.interface.required_suffix =
-dotnet_naming_style.interface.word_separator =
-dotnet_naming_style.interface.capitalization = pascal_case
-
-# rules
-dotnet_naming_rule.user_types.symbols = user_types
-dotnet_naming_rule.user_types.style = user_types
-dotnet_naming_rule.user_types.severity = suggestion
-
-dotnet_naming_rule.interfaces.symbols = interface
-dotnet_naming_rule.interfaces.style = interface_style
-dotnet_naming_rule.interfaces.severity = suggestion
-
-dotnet_naming_rule.public_members_snake_case.symbols = public_symbols
-dotnet_naming_rule.public_members_snake_case.style = snake_case
-dotnet_naming_rule.public_members_snake_case.severity = suggestion
-
-dotnet_naming_rule.private_members_snake_case.symbols = private_symbols
-dotnet_naming_rule.private_members_snake_case.style = private_snake_case
-dotnet_naming_rule.private_members_snake_case.severity = suggestion
-
-dotnet_naming_rule.parameters.symbols = parameters
-dotnet_naming_rule.parameters.style = snake_case
-dotnet_naming_rule.parameters.severity = suggestion

.gitignore

@@ -1,14 +1,10 @@
 nohup.out
-build/**
-install/**
-.build_proxy/
+build/
 cmake-build-debug/
-.cache/
-.ipynb_checkpoints/
 .idea/
 .dir-locals.el
 *.pyc
-**.vscode
+*.vscode/*
 .vs
 obj/
 *.csproj.user
@@ -20,13 +16,10 @@ vcxproj.user
 src/client/spark/Properties/launchSettings.json
 compile_commands.json
 .cquery_cached_index/
-.cache/*
-.clangd/*
 src/client/sparkcmd/Properties/launchSettings.json
 node_modules
 paket-files
 project.lock.json
-src/.clang-format
 src/server/sparkd/orderman/perf_analysis/data
 src/server/sparkd/orderman/perf_analysis/logs/
 src/server/sparkd/orderman/perf_analysis/trace_data/
@@ -41,13 +34,10 @@ trace_data/
 .ionide/*
 /.ignore
 *.rej
+/build
 .clangd/
-*CMakeDeps.cmake
-/sniper.ipynb
-/src/.clang-format
-/src/server/sparkd/cmds/spartan/analysis/.ipynb_checkpoints
-/src/server/sparkd/cmds/spartan/analysis/data
-*.tmp/*
-/.venv*/*
-.cache/
-src/web/api/tsconfig.*.g.json
+/.cache/
+.venv/**
+install/**
+.devcontainer/**
+/src/Spark.Admin.WebApp/src/bin/

CMakeLists.txt

@@ -1,113 +1,49 @@
-cmake_minimum_required(VERSION 3.12)
+cmake_minimum_required(VERSION 3.5)
 project(spark)
 
-if(WIN32)
-  set(platform "windows")
-else()
-  set(platform "linux")
-endif()
+if (WIN32)
+  set (platform "windows")
+else ()
+  set (platform "linux")
+endif ()
 
-set(
-  EXTERNALS_ROOT
-  "${CMAKE_SOURCE_DIR}/externals/${platform}"
-  CACHE
-  STRING
-  "External dependencies root folder (should contain folders: lib, bin, include")
-set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
-set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
-set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
-set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
-set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
-set(BUILD_WEB ON CACHE BOOL "Build the web server")
+set (EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
+set (SPARK_PYTHON "${EXTERNALS_ROOT}/python")
+set (SPARK_BIN "${EXTERNALS_ROOT}/bin")
+set (SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
+set (SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
+set (BUILD_SDK OFF CACHE BOOL "Build the sdk")
 
-include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
-link_directories(${SPARK_LIB})
+include_directories (BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
+link_directories (${SPARK_LIB})
 
-if(WIN32)
-  # flags
-  set(
-    CMAKE_CXX_FLAGS
-    "${CMAKE_CXX_FLAGS} \
-    /MP \
-    /WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
-    /bigobj \
-    /DCURL_STATICLIB \
-    /D_WINSOCK_DEPRECATED_NO_WARNINGS \
-    /D__TBB_NO_IMPLICIT_LINKAGE \
-    /DBOOST_ALL_NO_LIB \
-    /std:c++17 \
-    /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
-  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
-  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
-  set(
-    CMAKE_SHARED_LINKER_FLAGS_RELEASE
-    "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} \
-    /DEBUG \
-    /OPT:REF \
-    /OPT:ICF \
-    /LTCG")
-
-  # subdirs
+if (WIN32)
   add_subdirectory(src/lib)
-else()
-  # make sparkd look for libspark.so in its directory
-  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
-  set(CMAKE_INSTALL_RPATH ".")
-  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install/${CMAKE_BUILD_TYPE}/sparkd")
-  add_compile_definitions(SPARK_ENABLE_CCAPI)
-  add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
-  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
-  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
-  add_compile_definitions(CCAPI_ENABLE_LOG_WARN)
-
-  # flags
-  set(
-    CMAKE_CXX_FLAGS_DEBUG
-    "${CMAKE_CXX_FLAGS_DEBUG} \
-    -fPIC \
-    -Wall \
-    -pedantic \
-    -Wextra \
-    -Werror \
-    -Wno-missing-braces \
-    -Wno-ignored-qualifiers \
-    --std=c++17 -fdiagnostics-color")
-  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
-  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
-  set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
-
-  # subdirs
+else ()
+  # so that sparkd looks for libspark.so in its directory
   add_subdirectory(src/server/sparkd)
   add_subdirectory(src/lib)
-  if (BUILD_WEB)
-    add_subdirectory(src/web)
-  endif()
+  # add_subdirectory(src/web)
   add_subdirectory(doc/user)
   if(BUILD_SDK)
     add_subdirectory(src/sdk)
   endif()
   add_subdirectory(src/data_files)
 
-  add_custom_command(
-    OUTPUT ${CMAKE_BINARY_DIR}/server
+  add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
-    COMMAND
-      ln ARGS -sf
-      ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
-      ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0 ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
     COMMENT "Creating server runtime layout"
-    DEPENDS sparkd data_files_dir)
+    DEPENDS sparkd data_files_dir)  
 
   add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
 
-  install(DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins" DESTINATION bin)
   install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
   install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
-  install(FILES "${CMAKE_SOURCE_DIR}/externals/src/emumba/sparkd.lic" DESTINATION bin)
 endif()

CMakePresets.json

@@ -0,0 +1,179 @@
+{
+  "version": 3,
+  "configurePresets": [
+    {
+      "name": "spark",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Windows"
+      },
+      "generator": "Visual Studio 17 2022",
+      "binaryDir": "${sourceDir}/build",
+      "environment": {
+        "SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++17 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600",
+        "DOTNET_TARGET_FRAMEWORK": "net471"
+      },
+      "cacheVariables": {
+        "CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
+        "CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
+        "CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
+        "CMAKE_CXX_STANDARD": "17",
+        "CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
+        "CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
+        "DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/$env{DOTNET_TARGET_FRAMEWORK}",
+        "EXTERNALS_ROOT": "${sourceDir}/externals/windows",
+        "SPARK_BIN": "${sourceDir}/externals/windows/bin",
+        "SPARK_INCLUDE": "${sourceDir}/externals/windows/include",
+        "SPARK_LIB": "${sourceDir}/externals/windows/lib/$<CONFIG>"
+      }
+    },
+    {
+      "name": "sparkd",
+      "hidden": true,
+      "description": "Sparkd common config",
+      "binaryDir": "${sourceDir}/build/${presetName}",
+      "generator": "Ninja",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Linux"
+      },
+      "cacheVariables": {
+        "CMAKE_BUILD_WITH_INSTALL_RPATH": {
+          "type": "BOOL",
+          "value": true
+        },
+        "CMAKE_CXX_STANDARD": "17",
+        "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
+        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
+        "CMAKE_INSTALL_RPATH": ".",
+        "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
+        "SPARK_BIN": "${sourceDir}/externals/linux/bin",
+        "SPARK_INCLUDE": "${sourceDir}/externals/linux/include"
+      }
+    },
+    {
+      "name": "sparkd-debug-clang",
+      "displayName": "Debug (clang)",
+      "description": "Debug build compiled w/ clang",
+      "inherits": "sparkd",
+      "binaryDir": "${sourceDir}/build/clang/debug",
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Debug",
+        "CMAKE_C_COMPILER": "clang",
+        "CMAKE_CXX_COMPILER": "clang++",
+        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-deprecated-copy -Wno-unused-but-set-variable -Wno-c++17-extensions --std=c++17 -fdiagnostics-color -DDEBUG",
+        "CMAKE_EXPORT_COMPILE_COMMANDS": {
+          "type": "BOOL",
+          "value": true
+        },
+        "SPARK_LIB": "${sourceDir}/externals/linux/lib/Debug"
+      }
+    },
+    {
+      "name": "sparkd-release-clang",
+      "displayName": "Release (clang)",
+      "description": "Release build compiled w/ clang",
+      "binaryDir": "${sourceDir}/build/clang/release",
+      "inherits": "sparkd",
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Release",
+        "CMAKE_C_COMPILER": "clang",
+        "CMAKE_CXX_COMPILER": "clang++",
+        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-deprecated-copy -Wno-c++17-extensions --std=c++17 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
+        "SPARK_LIB": "${sourceDir}/externals/linux/lib/Release"
+      }
+    },
+    {
+      "name": "sparkd-debug-gcc",
+      "displayName": "Debug (gcc)",
+      "description": "Debug build compiled w/ gcc",
+      "inherits": "sparkd",
+      "binaryDir": "${sourceDir}/build/gcc/debug",
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Debug",
+        "CMAKE_C_COMPILER": "gcc",
+        "CMAKE_CXX_COMPILER": "g++",
+        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-deprecated-copy -Wno-catch-value --std=c++17 -fdiagnostics-color -DDEBUG",
+        "CMAKE_EXPORT_COMPILE_COMMANDS": {
+          "type": "BOOL",
+          "value": true
+        },
+        "SPARK_LIB": "${sourceDir}/externals/linux/lib/Debug"
+      }
+    },
+    {
+      "name": "sparkd-release-gcc",
+      "displayName": "Release (gcc)",
+      "description": "Release build compiled w/ gcc",
+      "inherits": "sparkd",
+      "binaryDir": "${sourceDir}/build/gcc/release",
+      "cacheVariables": {
+        "CMAKE_BUILD_TYPE": "Release",
+        "CMAKE_C_COMPILER": "/usr/local/bin/gcc",
+        "CMAKE_CXX_COMPILER": "/usr/local/bin/g++",
+        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-deprecated-copy -Wno-catch-value --std=c++17 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
+        "SPARK_LIB": "${sourceDir}/externals/linux/lib/Release"
+      }
+    }
+  ],
+  "buildPresets": [
+    {
+      "name": "spark",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Windows"
+      },
+      "hidden": true
+    },
+    {
+      "name": "spark-debug",
+      "displayName": "Debug",
+      "inherits": "spark",
+      "configurePreset": "spark",
+      "configuration": "Debug"
+    },
+    {
+      "name": "spark-release",
+      "displayName": "Release",
+      "inherits": "spark",
+      "configurePreset": "spark",
+      "configuration": "Release"
+    },
+    {
+      "name": "sparkd",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Linux"
+      },
+      "hidden": true
+    },
+    {
+      "name": "sparkd-debug-clang",
+      "configurePreset": "sparkd-debug-clang",
+      "displayName": "Debug (clang)",
+      "inherits": "sparkd"
+    },
+    {
+      "name": "sparkd-debug-gcc",
+      "configurePreset": "sparkd-debug-gcc",
+      "displayName": "Debug (gcc)",
+      "inherits": "sparkd"
+    },
+    {
+      "name": "sparkd-release-clang",
+      "configurePreset": "sparkd-release-clang",
+      "displayName": "Release (clang)",
+      "inherits": "sparkd"
+    },
+    {
+      "name": "sparkd-release-gcc",
+      "configurePreset": "sparkd-release-gcc",
+      "displayName": "Release (gcc)",
+      "inherits": "sparkd"
+    }
+  ]
+}

cmake/Protobuf.cmake

@@ -1,147 +0,0 @@
-set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
-set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
-set(PROTOBUF_STATIC_LIB "libprotobuf")
-
-function(Protobuf_Generate_Cpp SRCS HDRS)
-  set(${SRCS})
-  set(${HDRS})
-
-  foreach(FIL ${ARGN})
-    get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
-    get_filename_component(FIL_WE ${FIL} NAME_WE)
-    get_filename_component(FIL_DIR ${FIL} DIRECTORY)
-    if(FIL_DIR)
-      set(FIL_WE "${FIL_DIR}/${FIL_WE}")
-    endif()
-
-    list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
-    list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
-
-    add_custom_command(
-      OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
-             "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
-      COMMAND
-        ${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src -I
-        ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
-      DEPENDS ${ABS_FIL}
-      COMMENT "Running C++ protocol buffer compiler on ${FIL}"
-      VERBATIM)
-  endforeach()
-
-  set_source_files_properties(${${SRCS}} ${${HDRS}} PROPERTIES GENERATED TRUE)
-
-  # remove some warnings from protobuf generated files
-  if(WIN32)
-    set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
-                                                      "/wd4309 /wd4838")
-  else()
-    set_source_files_properties(
-      ${${SRCS}}
-      PROPERTIES
-        COMPILE_FLAGS
-        "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
-    )
-  endif()
-
-  set(${SRCS}
-      ${${SRCS}}
-      PARENT_SCOPE)
-  set(${HDRS}
-      ${${HDRS}}
-      PARENT_SCOPE)
-endfunction()
-
-function(Service_Compiler_Generate_Cpp SRCS HDRS)
-  set(${SRCS})
-  set(${HDRS})
-
-  foreach(FIL ${ARGN})
-    get_filename_component(ABS_FIL ${FIL} ABSOLUTE)
-    get_filename_component(FIL_WE ${FIL} NAME_WE)
-    get_filename_component(FIL_DIR ${FIL} DIRECTORY)
-    if(FIL_DIR)
-      set(FIL_WE "${FIL_DIR}/${FIL_WE}")
-    endif()
-
-    list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc")
-    list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h")
-
-    list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc")
-    list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h")
-
-    list(APPEND ${SRCS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc")
-    list(APPEND ${HDRS} "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h")
-
-    set(TEMPLATES
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.cc
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/client.pb.h
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.cc
-        ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/templates/cpp/server.pb.h
-    )
-
-    if(WIN32)
-      add_custom_command(
-        OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
-        COMMAND SET PYTHONPATH=${SPARK_PYTHON}
-        COMMAND ${CMAKE_SOURCE_DIR}/.venv/Scripts/activate.bat
-        COMMAND
-          ${Protobuf_PROTOC_EXECUTABLE} ARGS --cpp_out=${CMAKE_BINARY_DIR}/src
-          --plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.cmd
-          --service_out=lang=cpp:${CMAKE_BINARY_DIR}/src -I
-          ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
-        DEPENDS ${ABS_FIL} ${TEMPLATES}
-                ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
-        COMMENT "Running C++ service compiler on ${FIL}"
-        VERBATIM)
-    else()
-      add_custom_command(
-        OUTPUT "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.pb.h"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
-               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
-        COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
-        ARGS
-          ${Protobuf_PROTOC_EXECUTABLE}
-          --cpp_out=${CMAKE_BINARY_DIR}/src
-          --plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py
-          --service_out=lang=cpp,make_file_name=${ABS_FIL}:${CMAKE_BINARY_DIR}/src
-          -I ${PROTOBUF_INCLUDE_DIRS} -I ${CMAKE_SOURCE_DIR}/src ${ABS_FIL}
-        DEPENDS ${ABS_FIL} ${TEMPLATES}
-                ${CMAKE_CURRENT_SOURCE_DIR}/api/service_compiler/plugin.py
-        COMMENT "Running C++ service compiler on ${FIL}"
-        VERBATIM)
-    endif()
-
-  endforeach()
-
-  set_source_files_properties(${${SRCS}} ${${HDRS}} PROPERTIES GENERATED TRUE)
-
-  # remove some warnings from protobuf generated files
-  if(WIN32)
-    set_source_files_properties(${${SRCS}} PROPERTIES COMPILE_FLAGS
-                                                      "/wd4309 /wd4838")
-  else()
-    set_source_files_properties(
-      ${${SRCS}}
-      PROPERTIES
-        COMPILE_FLAGS
-        "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
-    )
-  endif()
-
-  set(${SRCS}
-      ${${SRCS}}
-      PARENT_SCOPE)
-  set(${HDRS}
-      ${${HDRS}}
-      PARENT_SCOPE)
-
-endfunction()
-

cmake/safe_dep_glob.cmake

@@ -1,32 +0,0 @@
-# inspired by https://stackoverflow.com/questions/1027247/specify-source-files-globally-with-glob
-
-# Compare the new contents with the existing file, if it exists and is the same we don't want to
-# trigger a make by changing its timestamp.
-function(update_file path content)
-  set(old_content "")
-  if(EXISTS "${path}")
-    file(READ "${path}" old_content)
-  endif()
-  if(NOT old_content STREQUAL content)
-    file(WRITE "${path}" "${content}")
-  endif()
-endfunction(update_file)
-
-# Creates a file called CMakeDeps.cmake next to your CMakeLists.txt with the list of dependencies in
-# it - this file should be treated as part of CMakeLists.txt (source controlled, etc.).
-function(update_deps_file deps)
-  if(WIN32)
-    set(deps_file "CMakeDeps_win.cmake")
-  else()
-    set(deps_file "CMakeDeps.cmake")
-  endif()
-
-  # Normalize the list so it's the same on every machine
-  list(REMOVE_DUPLICATES deps)
-  list(SORT deps)
-  # Update the deps file
-  set(content "set(sources ${deps})")
-  update_file(${deps_file} "${content}")
-  # Include the file so it's tracked as a generation dependency we don't need the content.
-  include(${deps_file})
-endfunction(update_deps_file)

dev/gen/omnisharp.json

@@ -1,54 +0,0 @@
-{
-    "FormattingOptions": {
-            "NewLine": "\n",
-            "UseTabs": false,
-            "TabSize": 3,
-            "IndentationSize": 3,
-            "SpacingAfterMethodDeclarationName": false,
-            "SpaceWithinMethodDeclarationParenthesis": false,
-            "SpaceBetweenEmptyMethodDeclarationParentheses": false,
-            "SpaceAfterMethodCallName": false,
-            "SpaceWithinMethodCallParentheses": false,
-            "SpaceBetweenEmptyMethodCallParentheses": false,
-            "SpaceAfterControlFlowStatementKeyword": true,
-            "SpaceWithinExpressionParentheses": false,
-            "SpaceWithinCastParentheses": false,
-            "SpaceWithinOtherParentheses": false,
-            "SpaceAfterCast": false,
-            "SpacesIgnoreAroundVariableDeclaration": false,
-            "SpaceBeforeOpenSquareBracket": false,
-            "SpaceBetweenEmptySquareBrackets": false,
-            "SpaceWithinSquareBrackets": false,
-            "SpaceAfterColonInBaseTypeDeclaration": true,
-            "SpaceAfterComma": true,
-            "SpaceAfterDot": false,
-            "SpaceAfterSemicolonsInForStatement": true,
-            "SpaceBeforeColonInBaseTypeDeclaration": true,
-            "SpaceBeforeComma": false,
-            "SpaceBeforeDot": false,
-            "SpaceBeforeSemicolonsInForStatement": false,
-            "SpacingAroundBinaryOperator": "single",
-            "IndentBraces": false,
-            "IndentBlock": true,
-            "IndentSwitchSection": true,
-            "IndentSwitchCaseSection": true,
-            "LabelPositioning": "oneLess",
-            "WrappingPreserveSingleLine": true,
-            "WrappingKeepStatementsOnSingleLine": true,
-            "NewLinesForBracesInTypes": false,
-            "NewLinesForBracesInMethods": false,
-            "NewLinesForBracesInProperties": false,
-            "NewLinesForBracesInAccessors": false,
-            "NewLinesForBracesInAnonymousMethods": false,
-            "NewLinesForBracesInControlBlocks": false,
-            "NewLinesForBracesInAnonymousTypes": false,
-            "NewLinesForBracesInObjectCollectionArrayInitializers": false,
-            "NewLinesForBracesInLambdaExpressionBody": false,
-            "NewLineForElse": false,
-            "NewLineForCatch": false,
-            "NewLineForFinally": false,
-            "NewLineForMembersInObjectInit": true,
-            "NewLineForMembersInAnonymousTypes": true,
-            "NewLineForClausesInQuery": true
-    }
-}

dev/john/Dockerfile

@@ -1,120 +0,0 @@
-FROM spark-crypto_18.04
-
-RUN \
-    DEBIAN_FRONTEND=noninteractive apt-get update \
-    && apt-get install -y \
-    htop \
-    locales \
-    source-highlight \
-    powerline \
-    fonts-powerline
-
-
-# Hide these in the .docker directory to avoid conflicts with existing repos on
-# this computer (in case a parent dir, such as $HOME, is mounted inside a
-# container)
-ARG repo_root="/home/john/Documents/repos/.docker"
-
-# Create dirs for public/private repos
-USER john
-RUN \
-    mkdir -p $repo_root/public \
-    && mkdir -p $repo_root/private
-
-
-## Get latest fish (build from source)
-# 1) get build deps
-USER root
-RUN \
-    DEBIAN_FRONTEND=noninteractive apt-get update \
-    && apt-get install -y software-properties-common
-RUN \
-    apt-add-repository ppa:fish-shell/release-3 \
-    && sed -i "s/^# deb/deb/g" /etc/apt/sources.list
-
-RUN DEBIAN_FRONTEND=noninteractive apt-get update && apt-get build-dep -y fish
-
-
-# 2) Clone repo
-USER john
-RUN \
-    cd $repo_root/public \
-    && git clone https://github.com/fish-shell/fish-shell.git
-
-RUN \
-    cd $repo_root/public/fish-shell \
-    && mkdir build \
-    && cd build \
-    && cmake -DCMAKE_BUILD_TYPE=Release -DBUILD_DOCS=0 .. \
-    && cmake --build .
-
-# Switch to root, rather than running inline w/ sudo cmd, to avoid having to
-# enter a password
-USER root
-RUN \
-    cd $repo_root/public/fish-shell/build \
-    && make install
-USER john
-
-
-## Get oh-my-fish
-RUN \
-    cd $repo_root/public \
-    && git clone https://github.com/oh-my-fish/oh-my-fish.git
-
-RUN \
-    cd $repo_root/public/oh-my-fish \
-    && ./bin/install --noninteractive --yes
-
-
-## Get my fish config
-RUN \
-    cd $repo_root/private \
-    && git clone https://github.com/johncolvin-og/myfishconfig
-
-RUN \
-    cd $repo_root/private/myfishconfig \
-    && cp src/config.fish /home/john/.config/fish/ \
-    && cp src/aliases.fish /home/john/.config/fish/ \
-    && cp -r src/functions /home/john/.config/fish/ \
-    && cp -r src/themes/johncolvin /home/john/.local/share/omf/themes/ \
-    && fish --command "omf theme johncolvin"
-
-
-## Get my bash config (back up existing)
-RUN \
-    cd $repo_root/private \
-    && git clone https://github.com/johncolvin-og/mybashconfig \
-    && cd mybashconfig \
-    && cp src/* /home/john/
-
-
-# Get vim files/tools
-USER root
-RUN \
-    DEBIAN_FRONTEND=noninteractive apt-get update \
-    && apt-get install -y curl
-USER john
-RUN curl -fLo home/john/.vim/autoload/plug.vim --create-dirs \
-    https://raw.githubusercontent.com/junegunn/vim-plug/master/plug.vim
-
-
-# Some fonts look sketchy if the language isn't set to english:
-#   * The powerline git glyphs in the fish prompt are all displayed as question
-#   marks.
-#
-#   * The shell confuses the position of the cursor, so characters are left
-#   around when they should have been cleared, and the cursor's home position
-#   is pushed one or two places to the right.
-#
-#   * Most likely, the bad cursor position is caused by some dependencies the
-#   interpretation of escape sequences have on the language setting.  At this
-#   point I don't even care anymore (literally took 8 hours to figure this
-#   out).  I just know this shit is needed to make the prompt work correctly.
-USER root
-RUN locale-gen "en_US.UTF-8"
-USER john
-ENV LANG en_US.UTF-8
-ENV LANGUAGE en_US:en
-ENV LC_ALL en_US.UTF-8
-RUN fc-cache -vf

dev/john/build_docker.fish

@@ -1,16 +0,0 @@
-#!/usr/bin/env fish
-
-set this_dir (realpath (dirname (status -f)))
-set image_working_dir (realpath "$this_dir/../..")
-
-set image_name $argv[1]
-if test (count $argv) -eq 0
-    set image_name_cmd "$this_dir/docker_image_name.fish"
-    set image_name (eval $image_name_cmd)
-end
-
-docker build \
-    -f "$this_dir/Dockerfile" \
-    -t "$image_name" \
-    "$image_working_dir"
-

dev/john/docker_container_name.fish

@@ -1,11 +0,0 @@
-#!/usr/bin/env fish
-
-if test (count $argv) -gt 0
-    echo $argv
-    exit 0
-end
-
-set image_name_cmd (realpath (dirname (status -f)))"/docker_image_name.fish"
-set image_name (eval $image_name_cmd)
-echo $image_name
-

dev/john/docker_image_name.fish

@@ -1,4 +0,0 @@
-#!/usr/bin/env fish
-
-echo "$USER""s_"(basename (git rev-parse --show-toplevel))"-dev"
-

dev/john/docker_shell.fish

@@ -1,12 +0,0 @@
-#!/usr/bin/env fish
-
-set inst_name $argv[1]
-if test (count $argv) -eq 0
-    set script_dir (realpath (dirname (status -f)))
-    set inst_name (eval $script_dir"/docker_container_name.fish")
-end
-
-set working_dir (realpath (pwd))
-echo $inst_name
-docker exec -w $working_dir -it "$inst_name" bash
-

dev/john/setup_builds.fish

@@ -1,148 +0,0 @@
-#!/usr/bin/env fish
-
-function print_help_and_exit
-    echo "\
-Usage: setup_builds.sh [OPTIONS] compiler build-type
-
-Positionals:
-  gcc                Compile with gcc
-  clang              Compile with clang
-  debug              Build debug
-  release            Build release
-
-Options:
-  --compiler         <clang|gcc> Specify the compiler
-  --type             <debug|release> Specify the type of build 
-  -f,--force         Overwrite existing build directories
-  -h,--help          Print this help message and exit
-
-"
-    exit $argv[1]
-end
-
-function assert_dir
-    if test ! -d "$argv[1]"
-        if test -n "$argv[2]"
-            echo "Invalid variable "$argv[2]": '"$argv[1]"' is not a directory"
-        else
-            echo "'"$argv[1]"' is not a directory"
-        end
-        exit 1
-    end
-end
-
-# common variables
-
-set tools_path (realpath (dirname (status -f)))
-set spartan_path_cmd $tools_path/spartan_path.fish
-set repo_root (eval $spartan_path_cmd "repo-root")
-set build_root "$repo_root"/"build"
-mkdir -p "$build_root"
-
-# Initialize the build directory.  Expected arguments: <compiler>, <build_type>
-# Note: this method assumes the variables 'repot_root' and 'build_root' have
-# already been properly initialized
-function setup_build
-    assert_dir $repo_root
-    assert_dir $build_root
-    set compiler "$argv[1]"
-    set c_compiler (which cc)
-    set build_type "$argv[2]"
-
-    if test \( -z "$build_type" \) -o \( \( "$build_type" != debug \) -a \( "$build_type" != release \) \)
-        print_help_and_exit 1
-    end
-
-    if test "$build_type" = debug
-        set build_type_arg Debug
-        if test "$compiler" = gcc
-            set compiler_arg "/usr/lib/ccache/g++"
-        else
-            # set compiler_arg "/usr/lib/ccache/clang++"
-            set compiler_arg "clang++"
-            set c_compiler (which clang)
-        end
-    else if test "$build_type" = release
-        set build_type_arg Release
-        if test "$compiler" = gcc
-            set compiler_arg "g++"
-        else
-            set compiler_arg "clang++"
-        end
-    end
-
-    if test \( -z "$compiler" \) -o \( \( "$compiler" != gcc \) -a \( "$compiler" != clang \) \)
-        print_help_and_exit 1
-    end
-
-    set build_dest $build_root"/"$compiler"/"$build_type
-
-    echo "Set up build: "$compiler" "$build_type
-
-    if test \( -z "$force" \) -a \( -d $build_dest \)
-        echo "The build directory '"$build_dest"' already exists (use -f to overwrite)"
-        return 1
-    end
-
-    rm -rf "$build_dest"
-    mkdir -p "$build_dest"
-    cd "$build_dest"
-    cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_C_COMPILER=$c_compiler -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
-end
-
-# The while loop below removes arguments (via shift) as it parses them.
-# Additional information that needs to be extracted from the arguments must be
-# done so before the loop is executed.
-
-set i 1
-while test $i -le (count $argv)
-    switch $argv[$i]
-        case --compiler
-            set i (math "$i + 1")
-            set compiler $argv[$i]
-        case clang
-            set compiler clang
-        case gcc
-            set compiler gcc
-        case --type
-            set i (math "$i + 1")
-            set build_type $argv[$i]
-        case release
-            set build_type release
-        case debug
-            set build_type debug
-        case -f
-            set force 1
-        case --force
-            set force 1
-        case -h
-            print_help_and_exit 0
-        case --help
-            print_help_and_exit 0
-        case '*'
-            print_help_and_exit 1
-    end
-    set i (math "$i + 1")
-end
-
-echo "compiler in "$compiler
-echo "build type in "$build_type
-if test -n "$compiler"
-    if test -n "$build_type"
-        setup_build $compiler $build_type
-    else
-        # all builds for the specified compiler
-        setup_build $compiler debug
-        setup_build $compiler release
-    end
-else if test -n "$build_type"
-    # all builds for the specified build type
-    setup_build gcc $build_type
-    setup_build clang $build_type
-else
-    # all builds
-    setup_build gcc debug
-    setup_build gcc release
-    setup_build clang debug
-    setup_build clang release
-end

dev/john/setup_builds_new.fish

@@ -1,153 +0,0 @@
-#!/usr/bin/env fish
-
-function print_help_and_exit
-  echo "\
-Usage: setup_builds.sh [OPTIONS] compiler build-type
-
-Positionals:
-  gcc                Compile with gcc
-  clang              Compile with clang
-  debug              Build debug
-  release            Build release
-
-Options:
-  --compiler         <clang|gcc> Specify the compiler
-  --type             <debug|release> Specify the type of build 
-  -f,--force         Overwrite existing build directories
-  -h,--help          Print this help message and exit
-
-"
-  exit $argv[1]
-end
-
-function assert_dir
-  if test ! -d "$argv[1]"
-    if test -n "$argv[2]"
-      echo "Invalid variable "$argv[2]": '"$argv[1]"' is not a directory"
-    else
-      echo "'"$argv[1]"' is not a directory"
-    end
-    exit 1
-  end
-end
-
-# common variables
-
-#set tools_path (readlink -f (pwd))
-#set tools_path (cd (dirname (status --current-filename)); and pwd)
-set tools_path (realpath (dirname (status -f)))
-set spartan_path_cmd $tools_path/spartan_path.fish
-set repo_root (eval $spartan_path_cmd "repo-root")
-# Don't call 'spartan_path_cmd "build"' bc it returns specific build path
-# (i.e., for a particular compiler/build type), not the root build path
-# set build_root (eval $spartan_path_cmd "build")
-set build_root "$repo_root"/"build"
-mkdir -p "$build_root"
-
-# Initialize the build directory.  Expected arguments: <compiler>, <build_type>
-# Note: this method assumes the variables 'repot_root' and 'build_root' have
-# already been properly initialized
-function setup_build
-  assert_dir $repo_root
-  assert_dir $build_root
-  set compiler "$argv[1]"
-  set build_type "$argv[2]"
-
-  if test \( -z "$build_type" \) -o \( \( "$build_type" != "debug" \) -a \( "$build_type" != "release" \) \)
-    print_help_and_exit 1
-  end
-
-  if test "$build_type" = "debug"
-    set build_type_arg "Debug"
-    if test "$compiler" = "gcc"
-      set compiler_arg "/usr/lib/ccache/g++"
-    else
-      set compiler_arg "/usr/lib/ccache/clang++"
-    end
-  else if test "$build_type" = "release"
-    set build_type_arg "Release"
-    if test "$compiler" = "gcc"
-      set compiler_arg "g++"
-    else
-      set compiler_arg "clang++"
-    end
-  end
-
-  if test \( -z "$compiler" \) -o \( \( "$compiler" != "gcc" \) -a \( "$compiler" != "clang" \) \)
-    print_help_and_exit 1
-  end
-
-  set build_dest $build_root"/"$compiler"/"$build_type
-  set conan_dest $repo_root"/conan/"$compiler"_"$build_type
-
-  echo "Set up build: "$compiler" "$build_type
-
-  if test \( -z "$force" \) -a \( -d $build_dest \)
-    echo "The build directory '"$build_dest"' already exists (use -f to overwrite)"
-    return 1
-  end
-
-  rm -rf "$build_dest"
-  mkdir -p "$build_dest"
-  mkdir -p "$conan_dest"
-  cd "$build_dest"
-  conan install --build missing --profile $conan_dest $repo_root
-  cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
-end
-
-# The while loop below removes arguments (via shift) as it parses them.
-# Additional information that needs to be extracted from the arguments must be
-# done so before the loop is executed.
-
-set i 1
-while test $i -le (count $argv)
-  switch $argv[$i]
-    case '--compiler'
-      set i (math "$i + 1")
-      set compiler $argv[$i]
-    case 'clang'
-      set compiler 'clang'
-    case 'gcc'
-      set compiler 'gcc'
-    case '--type'
-      set i (math "$i + 1")
-      set build_type $argv[$i]
-    case 'release'
-      set build_type 'release'
-    case 'debug'
-      set build_type 'debug'
-    case '-f'
-      set force 1
-    case '--force'
-      set force 1
-    case '-h'
-      print_help_and_exit 0
-    case '--help'
-      print_help_and_exit 0
-    case '*'
-      print_help_and_exit 1
-  end
-  set i (math "$i + 1")
-end
-
-echo "compiler in "$compiler
-echo "build type in "$build_type
-if test -n "$compiler"
-  if test -n "$build_type"
-    setup_build $compiler $build_type
-  else
-    # all builds for the specified compiler
-    setup_build $compiler "debug"
-    setup_build $compiler "release"
-  end
-else if test -n "$build_type"
-  # all builds for the specified build type
-  setup_build "gcc" $build_type
-  setup_build "clang" $build_type
-else
-  # all builds
-  setup_build "gcc" "debug"
-  setup_build "gcc" "release"
-  setup_build "clang" "debug"
-  setup_build "clang" "release"
-end

dev/john/spartan_path.fish

@@ -1,92 +0,0 @@
-#!/usr/bin/env fish
-
-#basename (git rev-parse --show-toplevel)
-
-function print_help_and_exit
-  echo "\
-Print paths to core parts of the repository
-Usage: sparkd_path.sh SUBCOMMAND
-
-Subcommands:
-  build              Print build path
-  repo-root          Print repo root path
-
-"
-  exit $argv[1]
-end
-
-function print_build_help_and_exit
-  echo "\
-Print build path
-Usage: sparkd_path.sh build [OPTIONS] compiler build-type
-
-Positionals:
-  gcc                Print gcc build path
-  clang              Print clang build path
-  debug              Print debug build path
-  release            Print release build path
-
-Options:
-  --compiler         <clang|gcc> Specify the compiler
-  --type             <debug|release> Specify the type of build 
-  -h,--help          Print this help message and exit
-
-"
-  exit $argv[1]
-end
-
-function print_repo_root
-  git rev-parse --show-toplevel
-end
-
-function run_repo_root
-  print_repo_root
-end
-
-function run_build
-  set compiler "gcc"
-  set build_type "release"
-  set i 1
-  while test $i -lt (count $argv)
-    switch $argv[$i]
-      case '--compiler'
-        set i (math "$i + 1")
-        set compiler $argv[$i]
-      case 'clang'
-        set compiler 'clang'
-      case 'gcc'
-        set compiler 'gcc'
-      case '--type'
-        set i (math "$i + 1")
-        set build_type $argv[$i]
-      case 'release'
-        set build_type 'release'
-      case 'debug'
-        set build_type 'debug'
-      '-h'
-        print_build_help_and_exit 0
-      '--help'
-        print_build_help_and_exit 0
-      '*'
-        print_build_help_and_exit 1
-      end
-      set i (math "$i + 1")
-    end
-  if test \( $compiler = "clang" \) -o \( $compiler = "gcc" \)
-    set comp_path $compiler
-  else
-    print_build_help_and_exit 1
-  end
-  set src_root (print_repo_root)
-  set build_root (readlink -f "$src_root""/build")
-  set build_dest $build_root"/"$compiler"/"$build_type
-  echo $build_dest
-end
-
-if test "$argv[1]" = "repo-root"
-  print_repo_root $argv[2..-1]
-else if test "$argv[1]" = "build"
-  run_build $argv[2..-1]
-else
-  print_help_and_exit 1
-end

dev/john/start_docker.fish

@@ -1,43 +0,0 @@
-#!/usr/bin/env fish
-
-set image_name $argv[1]
-set cont_name $argv[2]
-
-if test (count $argv) -lt 2
-   if test (count $argv) -lt 1
-      set image_name_cmd (realpath (dirname (status -f)))"/docker_image_name.fish"
-      set image_name (eval $image_name_cmd)
-   end
-   set cont_name_cmd (realpath (dirname (status -f)))"/docker_container_name.fish "$image_name
-   set cont_name (eval $cont_name_cmd)
-end
-
-set working_dir (realpath (pwd))
-
-set home_path /home/john
-set repo_path (git rev-parse --show-toplevel)
-set repo_path_out /home/john/Documents/repos/bts/(basename $repo_path)
-set working_dir $repo_path_out
-
-echo "starting docker instance '"$cont_name"' (image '"$image_name"')"
-echo "working dir "$working_dir
-
-docker run \
-  --rm \
-  --net host \
-  -h (hostname) \
-  -e "TZ=America/New_York" \
-  --cap-add=SYS_PTRACE \
-  --security-opt seccomp=unconfined \
-  --name $cont_name \
-  -v $repo_path:$repo_path_out \
-  -u (id -u $USER) \
-  -w $working_dir \
-  --shm-size=4024m \
-  -t \
-  -i \
-  -d \
-  -e DISPLAY="$DISPLAY" \
-  "$image_name" \
-  bash
-

dev/john/vscode/linux/c_cpp_properties.json

@@ -1,107 +0,0 @@
-{
-    "configurations": [
-        {
-            "name": "Linux",
-            "includePath": [
-                "/usr/include",
-                "/usr/local/include",
-                "${workspaceRoot}",
-                "${workspaceFolder}/src",
-                "${workspaceRoot}/externals/linux/include"
-            ],
-            "defines": [],
-            "intelliSenseMode": "clang-x64",
-            "browse": {
-                "path": [
-                    "/usr/include",
-                    "/usr/local/include",
-                    "${workspaceRoot}",
-                    "${workspaceFolder}/src",
-                    "${workspaceRoot}/externals/linux/include"
-                ],
-                "limitSymbolsToIncludedHeaders": true,
-                "databaseFilename": ""
-            },
-            "cStandard": "c11",
-            "cppStandard": "c++17",
-            "compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
-        },
-        {
-            "name": "Windows",
-            "intelliSenseMode": "clang-x64",
-            "includePath": [
-                "${workspaceRoot}/src",
-                "${workspaceRoot}/build/src",
-                "${workspaceRoot}/build/ninja_debug/src",
-                "${workspaceRoot}/externals/windows/include",
-                "${workspaceRoot}/externals/linux/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
-                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/local/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
-                "${workspaceRoot}/externals/windows/vscode/usr/include"
-            ],
-            "defines": [
-                "__linux__",
-                "__x86_64__"
-            ],
-            "browse": {
-                "path": [
-                    "${workspaceRoot}/src",
-                    "${workspaceRoot}/build/src",
-                    "${workspaceRoot}/build/ninja_debug/src",
-                    "${workspaceRoot}/externals/windows/include",
-                    "${workspaceRoot}/externals/linux/include",
-                    "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
-                    "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
-                    "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
-                    "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
-                    "${workspaceRoot}/externals/windows/vscode/usr/local/include",
-                    "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
-                    "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
-                    "${workspaceRoot}/externals/windows/vscode/usr/include/*"
-                ],
-                "limitSymbolsToIncludedHeaders": true,
-                "databaseFilename": ""
-            },
-            "cStandard": "c11",
-            "cppStandard": "c++17"
-        },
-        {
-            "name": "WindowsQuick",
-            "intelliSenseMode": "clang-x64",
-            "includePath": [
-                "${workspaceRoot}/src",
-                "${workspaceRoot}/build/src",
-                "${workspaceRoot}/build/ninja_debug/src",
-                "${workspaceRoot}/externals/windows/include",
-                "${workspaceRoot}/externals/linux/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
-                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/local/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
-                "${workspaceRoot}/externals/windows/vscode/usr/include"
-            ],
-            "defines": [
-                "__linux__",
-                "__x86_64__"
-            ],
-            "browse": {
-                "path": [
-                    "${workspaceRoot}/src"
-                ],
-                "limitSymbolsToIncludedHeaders": true,
-                "databaseFilename": "${workspaceRoot}/.vscode/browse.vc.db"
-            },
-            "cStandard": "c11",
-            "cppStandard": "c++17"
-        }
-    ],
-    "version": 4
-}

dev/john/vscode/linux/launch.json

@@ -1,513 +0,0 @@
-{
-  "version": "0.2.0",
-  "configurations": [
-    {
-      "name": "Spark Local",
-      "type": "cppdbg",
-      "request": "launch",
-      "program": "${workspaceRoot}/build/gcc/debug/server/sparkd",
-      "args": [
-        "run",
-        "test",
-        "-a",
-        "OutrightVanillaOrder"
-      ],
-      "stopAtEntry": false,
-      "cwd": "${workspaceRoot}/build/gcc/debug/server/",
-      "environment": [
-        {
-          "name": "TZ",
-          "value": "America/Chicago"
-        }
-      ],
-      "externalConsole": false,
-      "MIMode": "gdb",
-      "setupCommands": [
-        {
-          "description": "Enable pretty-printing for gdb",
-          "text": "-enable-pretty-printing",
-          "ignoreFailures": true
-        }
-      ]
-    },
-    {
-      "name": "SparkVM Launch",
-      "type": "cppdbg",
-      "request": "launch",
-      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
-      "args": [
-        "test",
-        "-a",
-        "[ilink3]"
-      ],
-      "stopAtEntry": false,
-      "cwd": "/home/bts/spark/build/gcc/debug/server/",
-      "environment": [],
-      "externalConsole": true,
-      "MIMode": "gdb",
-      "preLaunchTask": "",
-      "logging": {
-        "engineLogging": false
-      },
-      "setupCommands": [
-        {
-          "description": "Enable pretty-printing for gdb",
-          "text": "enable pretty-printer",
-          "ignoreFailures": true
-        },
-        {
-          "description": "Skip STL",
-          "text": "skip -gfi /usr/include/c++/7/bits/*.h",
-          "ignoreFailures": true
-        },
-        {
-          "description": "LD LIBRARY",
-          "text": "set env LD_LIBRARY_PATH=.",
-          "ignoreFailures": false
-        }
-      ],
-      "pipeTransport": {
-        "pipeCwd": "${workspaceRoot}",
-        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-        "pipeArgs": [
-          "bts@sparkvm"
-        ],
-        "debuggerPath": "/usr/bin/gdb"
-      },
-      "sourceFileMap": {
-        "/home/bts/spark/": "${workspaceRoot}"
-      }
-    },
-    {
-      "name": "(gdb) Launch",
-      "type": "cppdbg",
-      "request": "launch",
-      "program": "${workspaceRoot}/build/gcc/debug/server/sparkd/sparkd",
-      "args": [
-        "run"
-      ],
-      "stopAtEntry": false,
-      "cwd": "${workspaceRoot}/build/gcc/debug/src/server/sparkd",
-      "environment": [],
-      "externalConsole": true,
-      "MIMode": "gdb",
-      "setupCommands": [
-        {
-          "description": "Enable pretty-printing for gdb",
-          "text": "-enable-pretty-printing",
-          "ignoreFailures": true
-        }
-      ]
-    },
-    {
-      "name": "Client Launch",
-      "type": "clr",
-      "request": "launch",
-      "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
-      "args": [],
-      "cwd": "${workspaceRoot}",
-      "stopAtEntry": false,
-      "externalConsole": true,
-      "requireExactSource": false
-    },
-    {
-      "name": "SDK Launch",
-      "type": "clr",
-      "request": "launch",
-      "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
-      "args": [
-        "md",
-        "GLBX",
-        "Future",
-        "CL",
-        "CLZ9",
-        "--user=bts",
-        "--pass="
-      ],
-      "cwd": "${workspaceRoot}",
-      "stopAtEntry": false,
-      "externalConsole": true,
-      "requireExactSource": false
-    },
-    {
-      "name": "Excel Launch",
-      "type": "clr",
-      "request": "launch",
-      "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
-      "args": [
-        "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
-      ],
-      "cwd": "${workspaceRoot}",
-      "stopAtEntry": false,
-      "externalConsole": true,
-      "requireExactSource": false
-    },
-    {
-      "name": "Client Tests",
-      "type": "clr",
-      "request": "launch",
-      "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-      "args": [
-        "test",
-        "ApiUpdateTests"
-      ],
-      "cwd": "${workspaceRoot}",
-      "stopAtEntry": false,
-      "externalConsole": true,
-      "requireExactSource": false
-    },
-    {
-      "name": "Client Attach",
-      "type": "clr",
-      "request": "attach",
-      "processId": "${command:pickProcess}"
-    },
-    {
-      "name": "Spreader Tests",
-      "type": "cppdbg",
-      "request": "launch",
-      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
-      "args": [
-        "test",
-        "[spreader]"
-      ],
-      "stopAtEntry": false,
-      "cwd": "/home/bts/spark/build/gcc/debug/server/",
-      "environment": [],
-      "externalConsole": true,
-      "MIMode": "gdb",
-      "preLaunchTask": "",
-      "logging": {
-        "engineLogging": false
-      },
-      "setupCommands": [
-        {
-          "description": "Enable pretty-printing for gdb",
-          "text": "enable pretty-printer",
-          "ignoreFailures": true
-        }
-      ],
-      "pipeTransport": {
-        "pipeCwd": "${workspaceRoot}",
-        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-        "pipeArgs": [
-          "bts@sparkvm"
-        ],
-        "debuggerPath": "/usr/bin/gdb"
-      },
-      "sourceFileMap": {
-        "/home/bts/spark/": "${workspaceRoot}"
-      }
-    },
-    {
-      "name": "MD Synthetic Tests",
-      "type": "cppdbg",
-      "request": "launch",
-      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
-      "args": [
-        "test",
-        "[md][synthetic]"
-      ],
-      "stopAtEntry": false,
-      "cwd": "/home/bts/spark/build/gcc/debug/server/",
-      "environment": [],
-      "externalConsole": true,
-      "MIMode": "gdb",
-      "preLaunchTask": "",
-      "logging": {
-        "engineLogging": false
-      },
-      "setupCommands": [
-        {
-          "description": "Enable pretty-printing for gdb",
-          "text": "enable pretty-printer",
-          "ignoreFailures": true
-        }
-      ],
-      "pipeTransport": {
-        "pipeCwd": "${workspaceRoot}",
-        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-        "pipeArgs": [
-          "bts@sparkvm"
-        ],
-        "debuggerPath": "/usr/bin/gdb"
-      },
-      "sourceFileMap": {
-        "/home/bts/spark/": "${workspaceRoot}"
-      }
-    },
-    {
-      "name": "Spartan Tests",
-      "type": "cppdbg",
-      "request": "launch",
-      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
-      "args": [
-        "test",
-        "[spartan_md]"
-      ],
-      "stopAtEntry": false,
-      "cwd": "/home/bts/spark/build/gcc/debug/server/",
-      "environment": [],
-      "externalConsole": true,
-      "MIMode": "gdb",
-      "preLaunchTask": "",
-      "logging": {
-        "engineLogging": false
-      },
-      "setupCommands": [
-        {
-          "description": "Enable pretty-printing for gdb",
-          "text": "enable pretty-printer",
-          "ignoreFailures": true
-        }
-      ],
-      "pipeTransport": {
-        "pipeCwd": "${workspaceRoot}",
-        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-        "pipeArgs": [
-          "bts@sparkvm"
-        ],
-        "debuggerPath": "/usr/bin/gdb"
-      },
-      "sourceFileMap": {
-        "/home/bts/spark/": "${workspaceRoot}"
-      }
-    },
-    {
-      "name": "Matcher Tests",
-      "type": "cppdbg",
-      "request": "launch",
-      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
-      "args": [
-        "test",
-        "[matcher]"
-      ],
-      "stopAtEntry": false,
-      "cwd": "/home/bts/spark/build/gcc/debug/server/",
-      "environment": [],
-      "externalConsole": true,
-      "MIMode": "gdb",
-      "preLaunchTask": "",
-      "logging": {
-        "engineLogging": false
-      },
-      "setupCommands": [
-        {
-          "description": "Enable pretty-printing for gdb",
-          "text": "enable pretty-printer",
-          "ignoreFailures": true
-        }
-      ],
-      "pipeTransport": {
-        "pipeCwd": "${workspaceRoot}",
-        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-        "pipeArgs": [
-          "bts@sparkvm"
-        ],
-        "debuggerPath": "/usr/bin/gdb"
-      },
-      "sourceFileMap": {
-        "/home/bts/spark/": "${workspaceRoot}"
-      }
-    },
-    {
-      "name": "Admin Service Tests",
-      "type": "cppdbg",
-      "request": "launch",
-      "program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
-      "args": [
-        "test",
-        "[admin_service]"
-      ],
-      "stopAtEntry": false,
-      "cwd": "/home/bts/spark/build/gcc/debug/src/server/sparkd/",
-      "environment": [],
-      "externalConsole": true,
-      "MIMode": "gdb",
-      "preLaunchTask": "",
-      "logging": {
-        "engineLogging": false
-      },
-      "setupCommands": [
-        {
-          "description": "Enable pretty-printing for gdb",
-          "text": "enable pretty-printer",
-          "ignoreFailures": true
-        }
-      ],
-      "pipeTransport": {
-        "pipeCwd": "${workspaceRoot}",
-        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-        "pipeArgs": [
-          "bts@sparkvm"
-        ],
-        "debuggerPath": "/usr/bin/gdb"
-      },
-      "sourceFileMap": {
-        "/home/bts/spark/": "${workspaceRoot}"
-      }
-    },
-    {
-      "name": "Limiter Tests",
-      "type": "cppdbg",
-      "request": "launch",
-      "program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
-      "args": [
-        "test",
-        "[limiter]"
-      ],
-      "stopAtEntry": false,
-      "cwd": "/home/bts/spark/build/gcc/debug/src/server/sparkd/",
-      "environment": [],
-      "externalConsole": true,
-      "MIMode": "gdb",
-      "preLaunchTask": "",
-      "logging": {
-        "engineLogging": false
-      },
-      "setupCommands": [
-        {
-          "description": "Enable pretty-printing for gdb",
-          "text": "enable pretty-printer",
-          "ignoreFailures": true
-        }
-      ],
-      "pipeTransport": {
-        "pipeCwd": "${workspaceRoot}",
-        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-        "pipeArgs": [
-          "bts@sparkvm"
-        ],
-        "debuggerPath": "/usr/bin/gdb"
-      },
-      "sourceFileMap": {
-        "/home/bts/spark/": "${workspaceRoot}"
-      }
-    },
-    {
-      "name": "MD Tests",
-      "type": "cppdbg",
-      "request": "launch",
-      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
-      "args": [
-        "test",
-        "[algo]"
-      ],
-      "stopAtEntry": false,
-      "cwd": "/home/bts/spark/build/gcc/debug/server/",
-      "environment": [],
-      "externalConsole": true,
-      "MIMode": "gdb",
-      "preLaunchTask": "",
-      "logging": {
-        "engineLogging": false
-      },
-      "setupCommands": [
-        {
-          "description": "Enable pretty-printing for gdb",
-          "text": "-enable-pretty-printing",
-          "ignoreFailures": true
-        },
-        {
-          "description": "Skip STL",
-          "text": "skip -gfi /usr/include/c++/7/bits/*.h",
-          "ignoreFailures": true
-        }
-      ],
-      "pipeTransport": {
-        "pipeCwd": "${workspaceRoot}",
-        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-        "pipeArgs": [
-          "bts@sparkvm"
-        ],
-        "debuggerPath": "/usr/bin/gdb"
-      },
-      "sourceFileMap": {
-        "/home/bts/spark/": "${workspaceRoot}"
-      }
-    },
-    {
-      "name": "SparkVM attach",
-      "type": "cppdbg",
-      "request": "attach",
-      "program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
-      "processId": "${command:pickRemoteProcess}",
-      "MIMode": "gdb",
-      "pipeTransport": {
-        "pipeCwd": "${workspaceRoot}",
-        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-        "pipeArgs": [
-          "bts@sparkvm"
-        ],
-        "debuggerPath": "/usr/bin/gdb"
-      },
-      "sourceFileMap": {
-        "/home/bts/spark/": "${workspaceRoot}"
-      }
-    },
-    {
-      "name": "Python",
-      "type": "python",
-      "request": "launch",
-      "stopOnEntry": false,
-      "python": "${command:python.interpreterPath}",
-      "program": "${file}",
-      "cwd": "${workspaceRoot}",
-      "env": {},
-      "envFile": "${workspaceRoot}/.env",
-      "args": [
-        "DEBUG"
-      ],
-      "debugOptions": [
-        "WaitOnAbnormalExit",
-        "WaitOnNormalExit",
-        "RedirectOutput"
-      ]
-    },
-    {
-      "name": ".NET Core Remote Attach",
-      "type": "coreclr",
-      "request": "attach",
-      "processId": "${command:pickRemoteProcess}",
-      "pipeTransport": {
-        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-        "pipeArgs": [
-          "bts@sparkvm"
-        ],
-        "debuggerPath": "/home/bts/vsdbg/vsdbg",
-        "pipeCwd": "${workspaceRoot}",
-        "quoteArgs": true
-      },
-      "sourceFileMap": {
-        "/home/bts/spark/": "${workspaceRoot}"
-      },
-      "justMyCode": true
-    },
-    {
-      "name": ".NET Core Remote Launch",
-      "type": "coreclr",
-      "request": "launch",
-      "program": "/usr/bin/dotnet",
-      "args": [
-        "sparkcmd.dll",
-        "test",
-        "test_join_create_and_takeout_market"
-      ],
-      "stopAtEntry": false,
-      "cwd": "/home/bts/spark/build/gcc/debug/server",
-      "pipeTransport": {
-        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-        "pipeArgs": [
-          "bts@sparkvm"
-        ],
-        "debuggerPath": "/home/bts/vsdbg/vsdbg",
-        "pipeCwd": "${workspaceRoot}",
-        "quoteArgs": true
-      },
-      "sourceFileMap": {
-        "/home/bts/spark/": "${workspaceRoot}"
-      },
-      "justMyCode": false
-    },
-  ]
-}

dev/john/vscode/linux/oragami-alt-color-theme.json

@@ -1,941 +0,0 @@
-{
-	"$schema": "vscode://schemas/color-theme",
-	"type": "dark",
-	"colors": {
-		"activityBar.background": "#111111",
-		"activityBar.border": "#111111",
-		"activityBar.foreground": "#888888",
-		"activityBarBadge.background": "#88cc44",
-		"activityBarBadge.foreground": "#222222",
-		"badge.background": "#88cc44",
-		"badge.foreground": "#222222",
-		"button.background": "#333333",
-		"button.foreground": "#888888",
-		"button.hoverBackground": "#222222",
-		"debugExceptionWidget.background": "#333333",
-		"debugExceptionWidget.border": "#222222",
-		"debugToolBar.background": "#111111",
-		"diffEditor.insertedTextBackground": "#ffdd440c",
-		"diffEditor.insertedTextBorder": "#ffdd44",
-		"diffEditor.removedTextBackground": "#88bbff0c",
-		"diffEditor.removedTextBorder": "#88bbff",
-		"dropdown.background": "#222222",
-		"dropdown.border": "#222222",
-		"dropdown.foreground": "#888888",
-		"editor.background": "#222222",
-		"editor.findMatchBackground": "#44446655",
-		"editor.findMatchHighlightBackground": "#444466aa",
-		"editor.foreground": "#ffffff",
-		"editor.hoverHighlightBackground": "#44446655",
-		"editor.inactiveSelectionBackground": "#44446655",
-		"editor.lineHighlightBackground": "#00000066",
-		"editor.lineHighlightBorder": "#00000000",
-		"editor.rangeHighlightBackground": "#333333",
-		"editor.selectionBackground": "#444466",
-		"editor.selectionHighlightBackground": "#44446655",
-		"editor.wordHighlightBackground": "#44446655",
-		"editor.wordHighlightStrongBackground": "#44446655",
-		"editorBracketMatch.background": "#222222",
-		"editorBracketMatch.border": "#666666",
-		"editorCodeLens.foreground": "#666666",
-		"editorCursor.foreground": "#ffffff",
-		"editorError.foreground": "#ee5500",
-		"editorGroup.border": "#111111",
-		"editorGroup.dropBackground": "#111111bb",
-		"editorGroupHeader.noTabsBackground": "#111111",
-		"editorGroupHeader.tabsBackground": "#111111",
-		"editorGroupHeader.tabsBorder": "#222222",
-		"editorGutter.addedBackground": "#ffdd44",
-		"editorGutter.background": "#222222",
-		"editorGutter.deletedBackground": "#88bbff",
-		"editorGutter.modifiedBackground": "#88bbff",
-		"editorHoverWidget.background": "#333333",
-		"editorHoverWidget.border": "#222222",
-		"editorIndentGuide.background": "#333333",
-		"editorLineNumber.foreground": "#555555",
-		"editorLink.activeForeground": "#bba0ff",
-		"editorMarkerNavigation.background": "#333333",
-		"editorMarkerNavigationError.background": "#88bbff",
-		"editorMarkerNavigationWarning.background": "#88bbff",
-		"editorOverviewRuler.addedForeground": "#ffdd44",
-		"editorOverviewRuler.border": "#222222",
-		"editorOverviewRuler.currentContentForeground": "#333333",
-		"editorOverviewRuler.deletedForeground": "#88bbff",
-		"editorOverviewRuler.errorForeground": "#88bbff",
-		"editorOverviewRuler.findMatchForeground": "#555555",
-		"editorOverviewRuler.incomingContentForeground": "#333333",
-		"editorOverviewRuler.infoForeground": "#bba0ff",
-		"editorOverviewRuler.modifiedForeground": "#88bbff",
-		"editorOverviewRuler.rangeHighlightForeground": "#333333",
-		"editorOverviewRuler.selectionHighlightForeground": "#555555",
-		"editorOverviewRuler.warningForeground": "#88bbff",
-		"editorOverviewRuler.wordHighlightForeground": "#333333",
-		"editorOverviewRuler.wordHighlightStrongForeground": "#555555",
-		"editorRuler.foreground": "#ffffff",
-		"editorSuggestWidget.background": "#333333",
-		"editorSuggestWidget.border": "#333333",
-		"editorSuggestWidget.foreground": "#888888",
-		"editorSuggestWidget.highlightForeground": "#ffffff",
-		"editorSuggestWidget.selectedBackground": "#666666",
-		"editorWarning.border": "#00000000",
-		"editorWarning.foreground": "#88bbff",
-		"editorWhitespace.foreground": "#333333",
-		"editorWidget.background": "#333333",
-		"editorWidget.border": "#333333",
-		"errorForeground": "#88bbff",
-		"extensionButton.prominentBackground": "#333333",
-		"extensionButton.prominentForeground": "#ffffff",
-		"extensionButton.prominentHoverBackground": "#555555",
-		"focusBorder": "#666666",
-		"foreground": "#ffffff",
-		"gitDecoration.modifiedResourceForeground": "#cccccc",
-		"gitDecoration.untrackedResourceForeground": "#cccccc",
-		"input.background": "#333333",
-		"input.border": "#333333",
-		"input.foreground": "#ffffff",
-		"input.placeholderForeground": "#555555",
-		"inputOption.activeBorder": "#555555",
-		"inputValidation.errorBackground": "#333333",
-		"inputValidation.errorBorder": "#88bbff",
-		"inputValidation.infoBackground": "#333333",
-		"inputValidation.infoBorder": "#bba0ff",
-		"inputValidation.warningBackground": "#333333",
-		"inputValidation.warningBorder": "#88bbff",
-		"list.activeSelectionBackground": "#111111",
-		"list.activeSelectionForeground": "#ffffff",
-		"list.dropBackground": "#111111bf",
-		"list.focusBackground": "#222222",
-		"list.focusForeground": "#ffffff",
-		"list.highlightForeground": "#ffffff",
-		"list.hoverBackground": "#333333",
-		"list.hoverForeground": "#ffffff",
-		"list.inactiveSelectionBackground": "#000000",
-		"list.inactiveSelectionForeground": "#ffffff",
-		"menu.background": "#333333",
-		"menu.foreground": "#ffffff",
-		"merge.border": "#222222",
-		"merge.currentContentBackground": "#333333",
-		"merge.currentHeaderBackground": "#555555",
-		"merge.incomingContentBackground": "#555555",
-		"merge.incomingHeaderBackground": "#666666",
-		"panel.background": "#111111",
-		"panel.border": "#111111",
-		"panelTitle.activeBorder": "#ffffff",
-		"panelTitle.activeForeground": "#ffffff",
-		"panelTitle.inactiveForeground": "#888888",
-		"peekView.border": "#222222",
-		"peekViewEditor.background": "#333333",
-		"peekViewEditor.matchHighlightBackground": "#555555",
-		"peekViewEditorGutter.background": "#333333",
-		"peekViewResult.background": "#333333",
-		"peekViewResult.fileForeground": "#888888",
-		"peekViewResult.lineForeground": "#888888",
-		"peekViewResult.matchHighlightBackground": "#555555",
-		"peekViewResult.selectionBackground": "#333333",
-		"peekViewResult.selectionForeground": "#ffffff",
-		"peekViewTitle.background": "#333333",
-		"peekViewTitleDescription.foreground": "#888888",
-		"peekViewTitleLabel.foreground": "#ffffff",
-		"pickerGroup.border": "#222222",
-		"pickerGroup.foreground": "#555555",
-		"progressBar.background": "#333333",
-		"scrollbar.shadow": "#191919",
-		"scrollbarSlider.activeBackground": "#ffffff12",
-		"scrollbarSlider.background": "#ffffff12",
-		"scrollbarSlider.hoverBackground": "#ffffff12",
-		"selection.background": "#2255aa",
-		"sideBar.background": "#111111",
-		"sideBar.border": "#111111",
-		"sideBar.foreground": "#888888",
-		"sideBarSectionHeader.background": "#111111",
-		"sideBarSectionHeader.foreground": "#666666",
-		"sideBarTitle.foreground": "#555555",
-		"statusBar.background": "#111111",
-		"statusBar.border": "#111111",
-		"statusBar.debuggingBackground": "#666666",
-		"statusBar.debuggingForeground": "#ffffff",
-		"statusBar.foreground": "#666666",
-		"statusBar.noFolderBackground": "#111111",
-		"statusBar.noFolderForeground": "#666666",
-		"statusBarItem.activeBackground": "#222222",
-		"statusBarItem.hoverBackground": "#222222",
-		"statusBarItem.prominentBackground": "#333333",
-		"statusBarItem.prominentHoverBackground": "#444444",
-		"tab.activeBackground": "#222222",
-		"tab.border": "#111111",
-		"tab.inactiveBackground": "#111111",
-		"tab.inactiveForeground": "#888888",
-		"tab.unfocusedActiveBorder": "#888888",
-		"tab.unfocusedActiveForeground": "#888888",
-		"tab.unfocusedInactiveForeground": "#888888",
-		"terminal.ansiBlack": "#333333",
-		"terminal.ansiBlue": "#88bbff",
-		"terminal.ansiBrightBlack": "#666666",
-		"terminal.ansiBrightBlue": "#88bbff",
-		"terminal.ansiBrightCyan": "#bba0ff",
-		"terminal.ansiBrightGreen": "#ffdd44",
-		"terminal.ansiBrightMagenta": "#88bbff",
-		"terminal.ansiBrightRed": "#88bbff",
-		"terminal.ansiBrightWhite": "#ffffff",
-		"terminal.ansiBrightYellow": "#88cc44",
-		"terminal.ansiCyan": "#bba0ff",
-		"terminal.ansiGreen": "#ffdd44",
-		"terminal.ansiMagenta": "#88bbff",
-		"terminal.ansiRed": "#88bbff",
-		"terminal.ansiWhite": "#ffffff",
-		"terminal.ansiYellow": "#88cc44",
-		"terminal.background": "#151515",
-		"terminal.foreground": "#ffffff",
-		"titleBar.activeBackground": "#111111",
-		"titleBar.activeForeground": "#888888",
-		"titleBar.inactiveBackground": "#111111",
-		"titleBar.inactiveForeground": "#555555",
-		"walkThrough.embeddedEditorBackground": "#111111",
-		"widget.shadow": "#111111",
-		//"activityBar.activeBorder": "#888888",
-		//"activityBar.dropBorder": "#888888",
-		//"activityBar.inactiveForeground": "#88888866",
-		//"banner.background": "#111111",
-		//"banner.foreground": "#ffffff",
-		//"banner.iconForeground": "#3794ff",
-		//"bookmarks.lineBackground": "#00000000",
-		//"bookmarks.lineBorder": "#00000000",
-		//"bookmarks.overviewRuler": "#157efb88",
-		//"breadcrumb.activeSelectionForeground": "#ffffff",
-		//"breadcrumb.background": "#222222",
-		//"breadcrumb.focusForeground": "#ffffff",
-		//"breadcrumb.foreground": "#ffffffcc",
-		//"breadcrumbPicker.background": "#333333",
-		//"button.secondaryBackground": "#3a3d41",
-		//"button.secondaryForeground": "#ffffff",
-		//"button.secondaryHoverBackground": "#45494e",
-		//"charts.blue": "#3794ff",
-		//"charts.foreground": "#ffffff",
-		//"charts.green": "#89d185",
-		//"charts.lines": "#ffffff80",
-		//"charts.orange": "#d18616",
-		//"charts.purple": "#b180d7",
-		//"charts.red": "#ee5500",
-		//"charts.yellow": "#88bbff",
-		//"checkbox.background": "#222222",
-		//"checkbox.border": "#222222",
-		//"checkbox.foreground": "#888888",
-		//"debugConsole.errorForeground": "#88bbff",
-		//"debugConsole.infoForeground": "#3794ff",
-		//"debugConsole.sourceForeground": "#ffffff",
-		//"debugConsole.warningForeground": "#88bbff",
-		//"debugConsoleInputIcon.foreground": "#ffffff",
-		//"debugIcon.breakpointCurrentStackframeForeground": "#ffcc00",
-		//"debugIcon.breakpointDisabledForeground": "#848484",
-		//"debugIcon.breakpointForeground": "#e51400",
-		//"debugIcon.breakpointStackframeForeground": "#89d185",
-		//"debugIcon.breakpointUnverifiedForeground": "#848484",
-		//"debugIcon.continueForeground": "#75beff",
-		//"debugIcon.disconnectForeground": "#f48771",
-		//"debugIcon.pauseForeground": "#75beff",
-		//"debugIcon.restartForeground": "#89d185",
-		//"debugIcon.startForeground": "#89d185",
-		//"debugIcon.stepBackForeground": "#75beff",
-		//"debugIcon.stepIntoForeground": "#75beff",
-		//"debugIcon.stepOutForeground": "#75beff",
-		//"debugIcon.stepOverForeground": "#75beff",
-		//"debugIcon.stopForeground": "#f48771",
-		//"debugTokenExpression.boolean": "#4e94ce",
-		//"debugTokenExpression.error": "#f48771",
-		//"debugTokenExpression.name": "#c586c0",
-		//"debugTokenExpression.number": "#b5cea8",
-		//"debugTokenExpression.string": "#ce9178",
-		//"debugTokenExpression.value": "#cccccc99",
-		//"debugView.exceptionLabelBackground": "#6c2022",
-		//"debugView.exceptionLabelForeground": "#ffffff",
-		//"debugView.stateLabelBackground": "#88888844",
-		//"debugView.stateLabelForeground": "#ffffff",
-		//"debugView.valueChangedHighlight": "#569cd6",
-		//"descriptionForeground": "#ffffffb3",
-		//"diffEditor.diagonalFill": "#cccccc33",
-		//"editor.findRangeHighlightBackground": "#3a3d4166",
-		//"editor.focusedStackFrameHighlightBackground": "#7abd7a4d",
-		//"editor.foldBackground": "#4444664d",
-		//"editor.inlineValuesBackground": "#ffc80033",
-		//"editor.inlineValuesForeground": "#ffffff80",
-		//"editor.linkedEditingBackground": "#ff00004d",
-		//"editor.snippetFinalTabstopHighlightBorder": "#525252",
-		//"editor.snippetTabstopHighlightBackground": "#7c7c7c4d",
-		//"editor.stackFrameHighlightBackground": "#ffff0033",
-		//"editor.symbolHighlightBackground": "#444466aa",
-		//"editorActiveLineNumber.foreground": "#c6c6c6",
-		//"editorBracketHighlight.foreground1": "#ffd700",
-		//"editorBracketHighlight.foreground2": "#da70d6",
-		//"editorBracketHighlight.foreground3": "#179fff",
-		//"editorBracketHighlight.foreground4": "#00000000",
-		//"editorBracketHighlight.foreground5": "#00000000",
-		//"editorBracketHighlight.foreground6": "#00000000",
-		//"editorBracketHighlight.unexpectedBracket.foreground": "#ff1212cc",
-		//"editorBracketPairGuide.activeBackground1": "#00000000",
-		//"editorBracketPairGuide.activeBackground2": "#00000000",
-		//"editorBracketPairGuide.activeBackground3": "#00000000",
-		//"editorBracketPairGuide.activeBackground4": "#00000000",
-		//"editorBracketPairGuide.activeBackground5": "#00000000",
-		//"editorBracketPairGuide.activeBackground6": "#00000000",
-		//"editorBracketPairGuide.background1": "#00000000",
-		//"editorBracketPairGuide.background2": "#00000000",
-		//"editorBracketPairGuide.background3": "#00000000",
-		//"editorBracketPairGuide.background4": "#00000000",
-		//"editorBracketPairGuide.background5": "#00000000",
-		//"editorBracketPairGuide.background6": "#00000000",
-		//"editorGhostText.foreground": "#ffffff56",
-		//"editorGutter.commentRangeForeground": "#c5c5c5",
-		//"editorGutter.foldingControlForeground": "#c5c5c5",
-		//"editorHint.foreground": "#eeeeeeb3",
-		//"editorHoverWidget.foreground": "#ffffff",
-		//"editorHoverWidget.highlightForeground": "#ffffff",
-		//"editorHoverWidget.statusBarBackground": "#3d3d3d",
-		//"editorIndentGuide.activeBackground": "#333333",
-		//"editorInfo.foreground": "#3794ff",
-		//"editorInlayHint.background": "#88cc4499",
-		//"editorInlayHint.foreground": "#222222cc",
-		//"editorInlayHint.parameterBackground": "#88cc4499",
-		//"editorInlayHint.parameterForeground": "#222222cc",
-		//"editorInlayHint.typeBackground": "#88cc4499",
-		//"editorInlayHint.typeForeground": "#222222cc",
-		//"editorLightBulb.foreground": "#ffcc00",
-		//"editorLightBulbAutoFix.foreground": "#75beff",
-		//"editorLineNumber.activeForeground": "#c6c6c6",
-		//"editorMarkerNavigationError.headerBackground": "#88bbff1a",
-		//"editorMarkerNavigationInfo.background": "#3794ff",
-		//"editorMarkerNavigationInfo.headerBackground": "#3794ff1a",
-		//"editorMarkerNavigationWarning.headerBackground": "#88bbff1a",
-		//"editorOverviewRuler.bracketMatchForeground": "#a0a0a0",
-		//"editorOverviewRuler.commonContentForeground": "#60606066",
-		//"editorOverviewRuler.unicodeForeground": "#d186167e",
-		//"editorPane.background": "#222222",
-		//"editorSuggestWidget.focusHighlightForeground": "#ffffff",
-		//"editorSuggestWidget.selectedForeground": "#ffffff",
-		//"editorSuggestWidgetStatus.foreground": "#88888880",
-		//"editorUnicodeHighlight.border": "#bd9b03",
-		//"editorUnnecessaryCode.opacity": "#000000aa",
-		//"editorWidget.foreground": "#ffffff",
-		//"extensionBadge.remoteBackground": "#88cc44",
-		//"extensionBadge.remoteForeground": "#222222",
-		//"extensionIcon.preReleaseForeground": "#1d9271",
-		//"extensionIcon.starForeground": "#ff8e00",
-		//"extensionIcon.verifiedForeground": "#3794ff",
-		//"gitDecoration.addedResourceForeground": "#81b88b",
-		//"gitDecoration.conflictingResourceForeground": "#e4676b",
-		//"gitDecoration.deletedResourceForeground": "#c74e39",
-		//"gitDecoration.ignoredResourceForeground": "#8c8c8c",
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-		//"gitDecoration.stageModifiedResourceForeground": "#e2c08d",
-		//"gitDecoration.submoduleResourceForeground": "#8db9e2",
-		//"gitlens.closedAutolinkedIssueIconColor": "#a371f7",
-		//"gitlens.closedPullRequestIconColor": "#f85149",
-		//"gitlens.decorations.addedForegroundColor": "#81b88b",
-		//"gitlens.decorations.branchAheadForegroundColor": "#35b15e",
-		//"gitlens.decorations.branchBehindForegroundColor": "#b15e35",
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-		//"gitlens.decorations.branchMissingUpstreamForegroundColor": "#c74e39",
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-		//"gitlens.decorations.branchUpToDateForegroundColor": "#888888",
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-		//"gitlens.gutterForegroundColor": "#bebebe",
-		//"gitlens.gutterUncommittedForegroundColor": "#00bcf299",
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-		//"gitlens.lineHighlightOverviewRulerColor": "#00bcf299",
-		//"gitlens.mergedPullRequestIconColor": "#a371f7",
-		//"gitlens.openAutolinkedIssueIconColor": "#3fb950",
-		//"gitlens.openPullRequestIconColor": "#3fb950",
-		//"gitlens.trailingLineBackgroundColor": "#00000000",
-		//"gitlens.trailingLineForegroundColor": "#99999959",
-		//"gitlens.unpublishedCommitIconColor": "#35b15e",
-		//"gitlens.unpulledChangesIconColor": "#b15e35",
-		//"gitlens.unpushlishedChangesIconColor": "#35b15e",
-		//"icon.foreground": "#c5c5c5",
-		//"inputOption.activeBackground": "#66666666",
-		//"inputOption.activeForeground": "#ffffff",
-		//"inputOption.hoverBackground": "#5a5d5e80",
-		//"interactive.activeCodeBorder": "#222222",
-		//"interactive.inactiveCodeBorder": "#000000",
-		//"keybindingLabel.background": "#8080802b",
-		//"keybindingLabel.border": "#33333399",
-		//"keybindingLabel.bottomBorder": "#44444499",
-		//"keybindingLabel.foreground": "#cccccc",
-		//"keybindingTable.headerBackground": "#ffffff0a",
-		//"keybindingTable.rowsBackground": "#ffffff0a",
-		//"list.deemphasizedForeground": "#8c8c8c",
-		//"list.errorForeground": "#f88070",
-		//"list.filterMatchBackground": "#444466aa",
-		//"list.focusHighlightForeground": "#ffffff",
-		//"list.focusOutline": "#666666",
-		//"list.invalidItemForeground": "#b89500",
-		//"list.warningForeground": "#cca700",
-		//"listFilterWidget.background": "#653723",
-		//"listFilterWidget.noMatchesOutline": "#be1100",
-		//"listFilterWidget.outline": "#00000000",
-		//"menu.selectionBackground": "#111111",
-		//"menu.selectionForeground": "#ffffff",
-		//"menu.separatorBackground": "#bbbbbb",
-		//"menubar.selectionBackground": "#ffffff1a",
-		//"menubar.selectionForeground": "#888888",
-		//"merge.commonContentBackground": "#60606029",
-		//"merge.commonHeaderBackground": "#60606066",
-		//"minimap.errorHighlight": "#ff1212b3",
-		//"minimap.findMatchHighlight": "#d18616",
-		//"minimap.foregroundOpacity": "#000000",
-		//"minimap.selectionHighlight": "#264f78",
-		//"minimap.selectionOccurrenceHighlight": "#676767",
-		//"minimap.unicodeHighlight": "#d18616",
-		//"minimap.warningHighlight": "#88bbff",
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-		//"minimapGutter.deletedBackground": "#94151b",
-		//"minimapGutter.modifiedBackground": "#0c7d9d",
-		//"minimapSlider.activeBackground": "#ffffff09",
-		//"minimapSlider.background": "#ffffff09",
-		//"minimapSlider.hoverBackground": "#ffffff09",
-		//"notebook.cellBorderColor": "#000000",
-		//"notebook.cellEditorBackground": "#111111",
-		//"notebook.cellInsertionIndicator": "#666666",
-		//"notebook.cellStatusBarItemHoverBackground": "#ffffff26",
-		//"notebook.cellToolbarSeparator": "#80808059",
-		//"notebook.focusedCellBorder": "#666666",
-		//"notebook.focusedEditorBorder": "#666666",
-		//"notebook.inactiveFocusedCellBorder": "#000000",
-		//"notebook.selectedCellBackground": "#000000",
-		//"notebook.selectedCellBorder": "#000000",
-		//"notebook.symbolHighlightBackground": "#ffffff0b",
-		//"notebookScrollbarSlider.activeBackground": "#ffffff12",
-		//"notebookScrollbarSlider.background": "#ffffff12",
-		//"notebookScrollbarSlider.hoverBackground": "#ffffff12",
-		//"notebookStatusErrorIcon.foreground": "#88bbff",
-		//"notebookStatusRunningIcon.foreground": "#ffffff",
-		//"notebookStatusSuccessIcon.foreground": "#89d185",
-		//"notificationCenterHeader.background": "#424242",
-		//"notificationLink.foreground": "#3794ff",
-		//"notifications.background": "#333333",
-		//"notifications.border": "#424242",
-		//"notifications.foreground": "#ffffff",
-		//"notificationsErrorIcon.foreground": "#ee5500",
-		//"notificationsInfoIcon.foreground": "#3794ff",
-		//"notificationsWarningIcon.foreground": "#88bbff",
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-		//"panelSection.border": "#111111",
-		//"panelSection.dropBackground": "#111111bb",
-		//"panelSectionHeader.background": "#80808033",
-		//"ports.iconRunningProcessForeground": "#88cc44",
-		//"problemsErrorIcon.foreground": "#ee5500",
-		//"problemsInfoIcon.foreground": "#3794ff",
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-		//"quickInputList.focusForeground": "#ffffff",
-		//"quickInputTitle.background": "#ffffff1b",
-		//"sash.hoverBorder": "#666666",
-		//"scm.providerBorder": "#454545",
-		//"searchEditor.findMatchBackground": "#44446670",
-		//"searchEditor.textInputBorder": "#333333",
-		//"settings.checkboxBackground": "#222222",
-		//"settings.checkboxBorder": "#222222",
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-		//"settings.focusedRowBorder": "#ffffff1f",
-		//"settings.headerForeground": "#e7e7e7",
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-		//"settings.numberInputBackground": "#333333",
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-		//"settings.rowHoverBackground": "#80808012",
-		//"settings.textInputBackground": "#333333",
-		//"settings.textInputBorder": "#333333",
-		//"settings.textInputForeground": "#ffffff",
-		//"sideBar.dropBackground": "#111111bb",
-		//"sideBySideEditor.horizontalBorder": "#111111",
-		//"sideBySideEditor.verticalBorder": "#111111",
-		//"statusBar.debuggingBorder": "#111111",
-		//"statusBar.noFolderBorder": "#111111",
-		//"statusBarItem.compactHoverBackground": "#ffffff33",
-		//"statusBarItem.errorBackground": "#0066eb",
-		//"statusBarItem.errorForeground": "#ffffff",
-		//"statusBarItem.prominentForeground": "#666666",
-		//"statusBarItem.remoteBackground": "#88cc44",
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-		//"symbolIcon.classForeground": "#ee9d28",
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-		//"symbolIcon.constructorForeground": "#b180d7",
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-		//"symbolIcon.enumeratorMemberForeground": "#75beff",
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-		//"symbolIcon.interfaceForeground": "#75beff",
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-		//"symbolIcon.operatorForeground": "#ffffff",
-		//"symbolIcon.packageForeground": "#ffffff",
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-		},
-		{
-			"scope": [
-				"variable.parameter",
-				"parameters variable.function"
-			],
-			"settings": {
-				"foreground": "#FFFFFF",
-				"fontStyle": "italic"
-			}
-		},
-		{
-			"scope": [
-				"variable.other.property",
-				"support.variable.property",
-				"punctuation.separator.key-value",
-				"meta.object-literal.key",
-				"variable.other.object.property",
-				"variable.object.property",
-				"text.html.basic",
-				"text.html.vue-html",
-				"text.html.php",
-				"text.html.derivative",
-				"punctuation.definition.variable",
-				"punctuation.definition.keyword.scss",
-				"meta.jsx.children.js",
-				"meta.tag.attributes keyword.operator.assignment",
-				"support.type.vendored.property-name.css",
-				"support.type.property-name.json",
-				"variable.other.constant.property"
-			],
-			"settings": {
-				"foreground": "#BBBBCC"
-			}
-		},
-		{
-			"scope": "meta.property-name support.type",
-			"settings": {
-				"foreground": "#BBBBCC",
-				"fontStyle": ""
-			}
-		},
-		{
-			"scope": [
-				"keyword.other.substitution",
-				"keyword.operator.heading.restructuredtext",
-				"keyword.operator.table.row.restructuredtext",
-				"keyword.operator.table.data.restructuredtext",
-				"punctuation",
-				"markup.ignored",
-				"markup.untracked",
-				"meta.brace.round",
-				"meta.brace.square",
-				"meta.brace.curly",
-				"meta.delimiter.comma.js",
-				"meta.function-call.without-arguments.js",
-				"meta.function-call.method.without-arguments.js",
-				"source.scss",
-				"string source punctuation.section.embedded",
-				"punctuation.definition.tag.begin source",
-				"source.php"
-			],
-			"settings": {
-				"foreground": "#9999AA"
-			}
-		},
-		{
-			"scope": [
-				"comment",
-				"comment punctuation"
-			],
-			"settings": {
-				"foreground": "#888899",
-				"fontStyle": "italic"
-			}
-		},
-		{
-			"scope": "token.info-token",
-			"settings": {
-				"foreground": "#6796E6"
-			}
-		},
-		{
-			"scope": "token.warn-token",
-			"settings": {
-				"foreground": "#CD9731"
-			}
-		},
-		{
-			"scope": "token.error-token",
-			"settings": {
-				"foreground": "#F44747"
-			}
-		},
-		{
-			"scope": "token.debug-token",
-			"settings": {
-				"foreground": "#B267E6"
-			}
-		}
-	]
-}

dev/john/vscode/linux/settings.json

@@ -1,16 +0,0 @@
-{
-  "files.associations": {
-    "utility": "cpp",
-    "initializer_list": "cpp",
-    "list": "cpp",
-    "type_traits": "cpp",
-    "vector": "cpp",
-    "xhash": "cpp",
-    "xstring": "cpp",
-    "system_error": "cpp",
-    "array": "cpp",
-    "string_view": "cpp",
-    "xutility": "cpp",
-    "*.ipp": "cpp"
-  }
-}

dev/john/vscode/linux/tasks.json

@@ -1,41 +0,0 @@
-{
-  // See https://go.microsoft.com/fwlink/?LinkId=733558
-  // for the documentation about the tasks.json format
-  "version": "2.0.0",
-  "tasks": [
-    {
-      "label": "Touch CMakeLists.txt",
-      "type": "process",
-      "promptOnClose": false,
-      "isBackground": true,
-      "command": "touch",
-      "args": ["${workspaceRoot}/CMakeLists.txt"],
-      "problemMatcher": [],
-      "presentation": {
-        "echo": false,
-        "revealProblems": "onProblem",
-        "reveal": "silent",
-        "focus": false,
-        "panel": "shared",
-        "showReuseMessage": false,
-        "clear": true
-      }
-    }
-  ],
-  "inputs": [
-    {
-      "id": "build_configuration",
-      "type": "pickString",
-      "default": "debug",
-      "description": "Configuration:",
-      "options": ["debug", "release"]
-    },
-    {
-      "id": "compiler",
-      "type": "pickString",
-      "default": "gcc",
-      "description": "Compiler",
-      "options": ["clang", "gcc"]
-    }
-  ]
-}

dev/john/vscode/windows/launch.json

@@ -1,41 +0,0 @@
-{
-  // Use IntelliSense to learn about possible attributes.
-  // Hover to view descriptions of existing attributes.
-  // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
-  "version": "0.2.0",
-  "configurations": [
-    {
-      "name": "Spark Client",
-      "type": "coreclr",
-      "request": "launch",
-      "program": "${workspaceFolder}/build/Debug/bin/net6.0-windows/Spark.exe",
-      "cwd": "${workspaceFolder}/build/Debug/bin/net6.0-windows",
-      "enableStepFiltering": false,
-      "console": "internalConsole",
-      "stopAtEntry": false
-    },
-    {
-      "name": "Spark Test",
-      "type": "coreclr",
-      "request": "launch",
-      "program": "${workspaceFolder}/build/Debug/bin/net6.0/sparkcmd.exe",
-      "args": ["test", "${input:test}"],
-      "cwd": "${workspaceFolder}/build/Debug/bin/net6.0-windows",
-      "enableStepFiltering": false,
-      "console": "internalConsole",
-      "stopAtEntry": false
-    },
-    {
-      "name": "Attach (.NET Core)",
-      "type": "coreclr",
-      "request": "attach"
-    }
-  ],
-  "inputs": [
-    {
-      "id": "test",
-      "description": "The test(s) to run",
-      "type": "promptString"
-    }
-  ]
-}

dev/john/vscode/windows/settings.json

@@ -1,37 +0,0 @@
-{
-  "cmake.configureOnOpen": false,
-  "workbench.colorTheme": "Default Dark+",
-  "C_Cpp.intelliSenseEngine": "Disabled",
-  "files.associations": {
-    "*.js": "javascript",
-    "*.conf": "jsonc",
-    "array": "cpp",
-    "xtree": "cpp",
-    "chrono": "cpp",
-    "*.ipp": "cpp",
-    "optional": "cpp",
-    "regex": "cpp",
-    "system_error": "cpp",
-    "format": "cpp",
-    "future": "cpp",
-    "istream": "cpp",
-    "memory": "cpp",
-    "tuple": "cpp",
-    "type_traits": "cpp",
-    "utility": "cpp",
-    "variant": "cpp",
-    "xlocmes": "cpp",
-    "xlocmon": "cpp",
-    "xlocnum": "cpp",
-    "xloctime": "cpp",
-    "xutility": "cpp",
-    "xstring": "cpp",
-    "string": "cpp",
-    "cstdint": "cpp"
-  },
-
-  "files.exclude": {
-    "**/.g.cs": true,
-    "**/.g.i.cs": true
-  }
-}

dev/john/vscode/windows/tasks.json

@@ -1,44 +0,0 @@
-{
-  "version": "2.0.0",
-  "tasks": [
-    {
-      "label": "Build Spark Client",
-      "type": "process",
-      "command": "C:\\Program Files\\Microsoft Visual Studio\\2022\\Community\\Common7\\Tools\\VsDevCmd.bat",
-      "args": [
-        "-arch=x64",
-        "-host_arch=x64",
-        "&&",
-        "${workspaceRoot}\\tools\\buildspark.cmd"
-      ],
-      "group": {
-        "kind": "build",
-        "isDefault": true
-      },
-      "presentation": {
-        "echo": true,
-        "reveal": "always",
-        "focus": false,
-        "panel": "new",
-        "showReuseMessage": false,
-        "clear": false,
-        "close": false
-      }
-    },
-
-    {
-      "label": "Run Spark Client",
-      "type": "process",
-      "command": "${workspaceRoot}\\build\\Debug\\bin\\net6.0-windows\\Spark.exe",
-      "presentation": {
-        "echo": true,
-        "reveal": "always",
-        "focus": false,
-        "panel": "shared",
-        "showReuseMessage": true,
-        "clear": false
-      },
-      "problemMatcher": []
-    }
-  ]
-}

dev/taha/vscode/c_cpp_properties.json

@@ -1,107 +0,0 @@
-{
-    "configurations": [
-        {
-            "name": "Linux",
-            "includePath": [
-                "/usr/include",
-                "/usr/local/include",
-                "${workspaceRoot}",
-                "${workspaceFolder}/src",
-                "${workspaceRoot}/externals/linux/include"
-            ],
-            "defines": [],
-            "intelliSenseMode": "clang-x64",
-            "browse": {
-                "path": [
-                    "/usr/include",
-                    "/usr/local/include",
-                    "${workspaceRoot}",
-                    "${workspaceFolder}/src",
-                    "${workspaceRoot}/externals/linux/include"
-                ],
-                "limitSymbolsToIncludedHeaders": true,
-                "databaseFilename": ""
-            },
-            "cStandard": "c11",
-            "cppStandard": "c++17",
-            "compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
-        },
-        {
-            "name": "Windows",
-            "intelliSenseMode": "clang-x64",
-            "includePath": [
-                "${workspaceRoot}/src",
-                "${workspaceRoot}/build/src",
-                "${workspaceRoot}/build/ninja_debug/src",
-                "${workspaceRoot}/externals/windows/include",
-                "${workspaceRoot}/externals/linux/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
-                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/local/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
-                "${workspaceRoot}/externals/windows/vscode/usr/include"
-            ],
-            "defines": [
-                "__linux__",
-                "__x86_64__"
-            ],
-            "browse": {
-                "path": [
-                    "${workspaceRoot}/src",
-                    "${workspaceRoot}/build/src",
-                    "${workspaceRoot}/build/ninja_debug/src",
-                    "${workspaceRoot}/externals/windows/include",
-                    "${workspaceRoot}/externals/linux/include",
-                    "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
-                    "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
-                    "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
-                    "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
-                    "${workspaceRoot}/externals/windows/vscode/usr/local/include",
-                    "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
-                    "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
-                    "${workspaceRoot}/externals/windows/vscode/usr/include/*"
-                ],
-                "limitSymbolsToIncludedHeaders": true,
-                "databaseFilename": ""
-            },
-            "cStandard": "c11",
-            "cppStandard": "c++17"
-        },
-        {
-            "name": "WindowsQuick",
-            "intelliSenseMode": "clang-x64",
-            "includePath": [
-                "${workspaceRoot}/src",
-                "${workspaceRoot}/build/src",
-                "${workspaceRoot}/build/ninja_debug/src",
-                "${workspaceRoot}/externals/windows/include",
-                "${workspaceRoot}/externals/linux/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
-                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/local/include",
-                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
-                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
-                "${workspaceRoot}/externals/windows/vscode/usr/include"
-            ],
-            "defines": [
-                "__linux__",
-                "__x86_64__"
-            ],
-            "browse": {
-                "path": [
-                    "${workspaceRoot}/src"
-                ],
-                "limitSymbolsToIncludedHeaders": true,
-                "databaseFilename": "${workspaceRoot}/.vscode/browse.vc.db"
-            },
-            "cStandard": "c11",
-            "cppStandard": "c++17"
-        }
-    ],
-    "version": 4
-}

dev/taha/vscode/launch.json

@@ -1,402 +0,0 @@
-{
-    "version": "0.2.0",
-    "configurations": [
-        {
-            "name": "Spark Local",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/gcc/debug/server/sparkd",
-            "args": [
-                "run",
-                "test",
-                "-a",
-                "OutrightVanillaOrder"
-            ],
-            "stopAtEntry": false,
-            "cwd": "${workspaceRoot}/build/gcc/debug/server/",
-            "environment": [
-                {
-                    "name": "TZ",
-                    "value": "America/Chicago"
-                }
-            ],
-            "externalConsole": false,
-            "MIMode": "gdb",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                }
-            ]
-        },
-        {
-            "name": "SparkVM Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
-            "args": [
-                "test",
-                "-a",
-                "[ilink3]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/gcc/debug/server/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                },
-                {
-                    "description": "Skip STL",
-                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
-                    "ignoreFailures": true
-                },
-                {
-                    "description": "LD LIBRARY",
-                    "text": "set env LD_LIBRARY_PATH=.",
-                    "ignoreFailures": false
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "(gdb) Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/gcc/debug/server/sparkd/sparkd",
-            "args": [
-                "run"
-            ],
-            "stopAtEntry": false,
-            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                }
-            ]
-        },
-        {
-            "name": "Client Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
-            "args": [],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "SDK Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
-            "args": [
-                "md",
-                "GLBX",
-                "Future",
-                "CL",
-                "CLZ9",
-                "--user=bts",
-                "--pass="
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "Excel Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
-            "args": [
-                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "Client Tests",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-            "args": [
-                "test",
-                "ApiUpdateTests"
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "Client Attach",
-            "type": "clr",
-            "request": "attach",
-            "processId": "${command:pickProcess}"
-        },
-        {
-            "name": "Spreader Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
-            "args": [
-                "test",
-                "[spreader]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/gcc/debug/server/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "Admin Service Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": [
-                "test",
-                "[admin_service]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "Limiter Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": [
-                "test",
-                "[limiter]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "MD Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
-            "args": [
-                "test",
-                "[algo]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/gcc/debug/server/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                },
-                {
-                    "description": "Skip STL",
-                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "SparkVM attach",
-            "type": "cppdbg",
-            "request": "attach",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "processId": "${command:pickRemoteProcess}",
-            "MIMode": "gdb",
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "Python",
-            "type": "python",
-            "request": "launch",
-            "stopOnEntry": false,
-            "pythonPath": "${config:python.pythonPath}",
-            "program": "${file}",
-            "cwd": "${workspaceRoot}",
-            "env": {},
-            "envFile": "${workspaceRoot}/.env",
-            "args": [
-                "DEBUG"
-            ],
-            "debugOptions": [
-                "WaitOnAbnormalExit",
-                "WaitOnNormalExit",
-                "RedirectOutput"
-            ]
-        },
-        {
-            "name": ".NET Core Remote Attach",
-            "type": "coreclr",
-            "request": "attach",
-            "processId": "${command:pickRemoteProcess}",
-            "pipeTransport": {
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/home/bts/vsdbg/vsdbg",
-                "pipeCwd": "${workspaceRoot}",
-                "quoteArgs": true
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            },
-            "justMyCode": true
-        },
-        {
-            "name": ".NET Core Remote Launch",
-            "type": "coreclr",
-            "request": "launch",
-            "program": "/usr/bin/dotnet",
-            "args": [
-                "sparkcmd.dll",
-                "test",
-                "test_join_create_and_takeout_market"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/gcc/debug/server",
-            "pipeTransport": {
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/home/bts/vsdbg/vsdbg",
-                "pipeCwd": "${workspaceRoot}",
-                "quoteArgs": true
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            },
-            "justMyCode": false
-        }
-    ]
-}

dev/taha/vscode/settings.json

@@ -1,16 +0,0 @@
-{
-"files.associations": {
-        "utility": "cpp",
-        "initializer_list": "cpp",
-        "list": "cpp",
-        "type_traits": "cpp",
-        "vector": "cpp",
-        "xhash": "cpp",
-        "xstring": "cpp",
-    "system_error": "cpp",
-    "array": "cpp",
-    "string_view": "cpp"
-        "xutility": "cpp",
-        "*.ipp": "cpp"
-}
-}

dev/taha/vscode/tasks.json

@@ -1,63 +0,0 @@
-{ 
-   // See https://go.microsoft.com/fwlink/?LinkId=733558
-   // for the documentation about the tasks.json format
-   "version": "2.0.0",
-   "tasks": [
-      {
-         "label": "client_build",
-         "type": "shell",
-         "command": ".\\tools\\buildspark.cmd",
-         "problemMatcher":"$msCompile",
-         "presentation": {
-            "echo": true,
-            "reveal": "always",
-            "focus": false,
-            "panel": "shared"
-         },
-         "group": "build"
-      },
-      {
-         "label": "server_build",
-         "type": "shell",
-         "command": ".\\tools\\buildsparkd.cmd",
-         "problemMatcher": {
-            "base": "$gcc",
-            "owner": "cpp",
-            "fileLocation": [
-               "relative",
-               "${workspaceFolder}"
-            ],
-            "pattern": {
-               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
-               "file": 8,
-               "line": 9,
-               "column": 10,
-               "severity": 11,
-               "message": 12
-            }
-         },
-         "presentation": {
-            "echo": true,
-            "reveal": "always",
-            "focus": false,
-            "panel": "new"
-         },
-         "group": {
-            "kind": "build",
-            "isDefault": true
-         }
-      },
-      {
-         "label": "linux build (Debug)",
-         "type": "shell",
-         "command": "cd build/ninja_debug; time ninja",
-         "group": {
-            "kind": "build",
-            "isDefault": true
-         },
-         "problemMatcher": [
-            "$gcc"
-         ]
-      }
-   ]
-} 

doc/user/CMakeDeps.cmake

@@ -1 +0,0 @@
-set(sources /home/taha/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/CMakeLists.txt

@@ -1,8 +1,8 @@
 cmake_minimum_required(VERSION 3.5)
 project(doc)
 
-include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
-include(${CMAKE_SOURCE_DIR}/cmake/Protobuf.cmake)
+include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
+include(${CMAKE_SOURCE_DIR}/tools/Protobuf.cmake)
 
 # DEPENDENCIES
 set(DOC_GLOBS

global.json

@@ -1,6 +1,6 @@
 {
   "sdk": {
-    "version": "6.0.200",
+    "version": "2.1.508",
     "rollForward": "latestMajor"
   }
 }

omnisharp.json

@@ -1,20 +0,0 @@
-{
-  "FormattingOptions": {
-    "NewLineForCatch": false,
-    "NewLineForClausesInQuery": true,
-    "NewLineForElse": false,
-    "NewLineForFinally": false,
-    "NewLineForMembersInAnonymousTypes": true,
-    "NewLineForMembersInObjectInit": true,
-    "NewLinesForBracesInAccessors": false,
-    "NewLinesForBracesInAnonymousMethods": false,
-    "NewLinesForBracesInAnonymousTypes": false,
-    "NewLinesForBracesInControlBlocks": false,
-    "NewLinesForBracesInLambdaExpressionBody": false,
-    "NewLinesForBracesInMethods": false,
-    "NewLinesForBracesInObjectCollectionArrayInitializers": false,
-    "NewLinesForBracesInProperties": false,
-    "NewLinesForBracesInTypes": false,
-    "TabSize": 3
-  }
-}

requirements.txt

@@ -12,7 +12,6 @@ pycodestyle==2.7.0
 pycparser==2.20
 pylint==2.10.2
 PyMeta3==0.5.1
-termcolor==1.1.0
 toml==0.10.2
 wrapt==1.12.1
 yapf==0.31.0

spark_client.sln

@@ -1,116 +1,168 @@
-Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio Version 17
-VisualStudioVersion = 17.3.32922.545
-MinimumVisualStudioVersion = 15.0.26124.0
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
-EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\sparkcmd\sparkcmd.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
-	ProjectSection(ProjectDependencies) = postProject
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25} = {FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}
-	EndProjectSection
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
-EndProject
-Global
-	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|x64 = Debug|x64
-		MinSizeRel|x64 = MinSizeRel|x64
-		Release|x64 = Release|x64
-		RelWithDebInfo|x64 = RelWithDebInfo|x64
-	EndGlobalSection
-	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.ActiveCfg = Debug|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.Build.0 = Debug|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.Build.0 = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.ActiveCfg = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.ActiveCfg = Debug|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.Build.0 = Debug|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.ActiveCfg = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.Build.0 = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.Build.0 = Release|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x64.ActiveCfg = Release|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Release|x64.Build.0 = Release|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.ActiveCfg = Debug|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.Build.0 = Debug|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.Build.0 = Debug|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.ActiveCfg = Debug|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.Build.0 = Debug|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.MinSizeRel|x64.Build.0 = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.ActiveCfg = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.Build.0 = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.ActiveCfg = Debug|x64
-		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.Build.0 = Debug|x64
-		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|x64.Build.0 = Release|x64
-		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Release|x64.ActiveCfg = Release|x64
-		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Release|x64.Build.0 = Release|x64
-		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.ActiveCfg = Debug|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.Build.0 = Debug|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.Build.0 = Debug|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.ActiveCfg = Release|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.ActiveCfg = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.Build.0 = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.ActiveCfg = Debug|x64
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-		HideSolutionNode = FALSE
-	EndGlobalSection
-	GlobalSection(ExtensibilityGlobals) = postSolution
-		SolutionGuid = {6A7249D7-B40C-4656-9347-60072D0B8FDB}
-	EndGlobalSection
-EndGlobal
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio 15
+VisualStudioVersion = 15.0.26730.10
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
+EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|x64 = Debug|x64
+		MinSizeRel|x64 = MinSizeRel|x64
+		Release|x64 = Release|x64
+		RelWithDebInfo|x64 = RelWithDebInfo|x64
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.ActiveCfg = Debug|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.Build.0 = Debug|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.Build.0 = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.Build.0 = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
+		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
+		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{502FD050-679A-3B50-B438-098500700919}.Release|x64.ActiveCfg = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.Release|x64.Build.0 = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {6A7249D7-B40C-4656-9347-60072D0B8FDB}
+	EndGlobalSection
+EndGlobal

src/.vscode/settings.json

@@ -0,0 +1,17 @@
+{
+   "files.associations": {
+      "chrono": "cpp",
+      "future": "cpp",
+      "system_error": "cpp",
+      "ios": "cpp",
+      "utility": "cpp",
+      "iosfwd": "cpp",
+      "xhash": "cpp",
+      "xstring": "cpp",
+      "xtree": "cpp",
+      "xutility": "cpp",
+      "exception": "cpp",
+      "bitset": "cpp",
+      "xlocale": "cpp"
+   }
+}

src/client/Directory.Build.Props

@@ -1,55 +1,68 @@
-<Project>
-
-  <PropertyGroup>
-    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
-    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
-    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
-    <Externals>$(SparkRoot)\externals\windows</Externals>
-    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
-    <ErrorReport>None</ErrorReport>
-    <Prefer32Bit>False</Prefer32Bit>
-    <Deterministic>true</Deterministic>
-    <EnableDefaultContentItems>False</EnableDefaultContentItems>
-    <ShowMissingItemTypes>false</ShowMissingItemTypes>
-    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
-    <EnablePreviewFeatures>true</EnablePreviewFeatures>
-    <LangVersion>11</LangVersion>
-  </PropertyGroup>
-
-  <PropertyGroup Label="Output">
-    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
-    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
-    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
-    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
-    <ProtoOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</ProtoOutputPath>
-    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
-  </PropertyGroup>
-
-  <Import
-      Project="$(ComputerSpecificConfig)"
-      Condition="Exists($(ComputerSpecificConfig))" />
-
-  <PropertyGroup Label="ProtoBuf">
-    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
-    <protoc>$(Externals)\bin\protoc.exe</protoc>
-    <protogen>$(Externals)\bin\protogen.exe</protogen>
-  </PropertyGroup>
-
-  <ItemDefinitionGroup>
-    <Proto2></Proto2>
-    <Proto3>
-      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-      <OutCS>%(OutBase)%(FileName).cs</OutCS>
-      <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
-      <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
-      <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
-      <CompileOptions></CompileOptions>
-    </Proto3>
-    <Proto3Excel>
-      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-      <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
-      <CompileOptions></CompileOptions>
-    </Proto3Excel>
-  </ItemDefinitionGroup>
-
-</Project>
+<Project>
+
+<PropertyGroup>
+    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
+    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
+    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
+    <Externals>$(SparkRoot)\externals\windows</Externals>
+    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
+    <ErrorReport>None</ErrorReport>
+    <Prefer32Bit>False</Prefer32Bit>
+    <Deterministic>true</Deterministic>
+    <EnableDefaultContentItems>False</EnableDefaultContentItems>
+    <ShowMissingItemTypes>false</ShowMissingItemTypes>
+    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
+</PropertyGroup>
+
+<PropertyGroup Label="Output">
+    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
+    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
+    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
+    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
+    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
+</PropertyGroup>
+
+<PropertyGroup Condition="'$(VCTargetsPath)'==''">
+    <VCTargetsPath>C:\Program Files (x86)\Microsoft Visual Studio\2017\Professional\Common7\IDE\VC\VCTargets</VCTargetsPath>
+</PropertyGroup>
+
+<Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />
+
+<ItemGroup>
+    <AvailableItemName Include="Proto2">
+        <Targets>CompileProto3</Targets>
+    </AvailableItemName>
+    <AvailableItemName Include="Proto3">
+        <Targets>CompileProto3</Targets>
+    </AvailableItemName>
+    <AvailableItemName Include="Proto3Excel">
+        <Targets>CompileProto3Excel</Targets>
+    </AvailableItemName>    
+</ItemGroup>
+
+<PropertyGroup Label="ProtoBuf">
+    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
+    <ProtoInclude>$(Externals)\include</ProtoInclude>
+    <protoc>$(Externals)\bin\protoc.exe</protoc>
+    <protogen>$(Externals)\bin\protogen.exe</protogen>
+</PropertyGroup>
+
+<ItemDefinitionGroup>
+    <Proto2>
+    </Proto2>
+    <Proto3>
+        <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+        <OutCS>%(OutBase)%(FileName).cs</OutCS>
+        <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
+        <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
+        <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>        
+        <CompileOptions></CompileOptions>
+    </Proto3>
+    <Proto3Excel>
+        <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+        <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
+        <CompileOptions></CompileOptions>
+    </Proto3Excel>    
+</ItemDefinitionGroup>
+
+</Project>

src/client/Directory.Build.Targets

@@ -1,94 +1,97 @@
-<Project>
-
-  <Target
-      Name="CompileProto2"
-      Condition="'@(Proto2)'!=''"
-      Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)"
-      Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
-      AfterTargets="PreBuildEvent">
-    <PropertyGroup>
-      <SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
-      <SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
-      <WorkingDirectory>$(GenDir)\proto2</WorkingDirectory>
-    </PropertyGroup>
-    <MakeDir Directories="$(WorkingDirectory)" />
-    <Copy
-        SourceFiles="%(Proto2.FullPath)"
-        DestinationFolder="$(WorkingDirectory)"
-        SkipUnchangedFiles="True"
-        UseHardLinksIfPossible="True" />
-    <Error
-        Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive"
-        Condition="!Exists($(protogen))" />
-    <Exec
-        Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)\include"
-        WorkingDirectory="$(WorkingDirectory)" />
-    <ItemGroup>
-      <Compile Include="$(WorkingDirectory)\%(Proto2.filename).cs" />
-    </ItemGroup>
-  </Target>
-
-  <!-- 
-    Run this after GetAssemblyVersion because it happens after the Xaml compiler 
-    and exists in both xaml and non-xaml projects.  One of the (many) xaml compile
-    passes wipes out the additional compile includes that we add.
-  -->
-  <Target
-      Name="CompileProto3"
-      AfterTargets="GetAssemblyVersion"
-      Condition="'@(Proto3)'!=''"
-      Inputs="$(protoc);
-    %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
-    $(ProtocPluginBase)\templates\c#\client.pb.cs;
-    $(ProtocPluginBase)\templates\c#\server.pb.cs;
-    $(ProtocPluginBase)\templates\c#\immutable.pb.cs;"
-      Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
-    <MakeDir Directories="%(Proto3.OutBase)" />
-
-    <Message
-        Importance="High"
-        Text="Generating service %(Proto3.FileName)" />
-    <Exec Command="$(SparkRoot)\.venv\Scripts\activate.bat" />
-    <Exec Command="set PYTHONPATH=$(SparkRoot)\.venv\Scripts\python" />
-    <Exec
-        Command="
-       $(protoc) %* %(Proto3.FullPath) ^
-       --error_format=msvs ^
-       --proto_path=$(SourceRoot) ^
-       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
-       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) ^
-       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
-        WorkingDirectory="%(relativedir)" />
-    <ItemGroup>
-      <Compile Include="%(Proto3.OutCS)" />
-      <Compile Include="%(Proto3.OutCSClient)" />
-      <Compile Include="%(Proto3.OutCSServer)" />
-      <Compile Include="%(Proto3.OutCSImmutable)" />
-    </ItemGroup>
-  </Target>
-
-  <Target Name="RemoveSystemRuntimeFromRefPack"
-          BeforeTargets="_HandlePackageFileConflicts"
-          Condition="'@(Reference -> WithMetadataValue('NugetPackageId', 'System.Runtime.Experimental'))' != ''">
-    <ItemGroup>
-      <Reference Remove="@(Reference)"
-                 Condition="$([System.String]::Copy(%(Reference.Identity)).Contains('System.Runtime.dll')) and
-                            '%(Reference.NuGetPackageId)' == 'Microsoft.NETCore.App.Ref'" />
-    </ItemGroup>
-  </Target>
-
-  <Target
-      Name="AfterClean"
-      AfterTargets="Clean">
-    <Delete Files="%(Proto3.OutCS)" />
-    <Delete Files="%(Proto3.OutCSClient)" />
-    <Delete Files="%(Proto3.OutCSServer)" />
-    <Delete Files="%(Proto3.OutCSImmutable)" />
-    <Delete Files="$(GenDir)\proto2\*" />
-  </Target>
-
-  <Target
-      Name="Test"
-      DependsOnTargets="Build"></Target>
-
-</Project>
+<Project>
+
+
+
+<Target Name="CompileProto2" 
+    Condition="'@(Proto2)'!=''"
+    Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
+    Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
+    AfterTargets="PreBuildEvent">
+    <PropertyGroup>
+        <SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
+        <SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
+        <WorkingDirectory>$(GenDir)\proto2</WorkingDirectory>
+    </PropertyGroup>
+    <MakeDir Directories="$(WorkingDirectory)" />
+    <Copy SourceFiles="%(Proto2.FullPath)" DestinationFolder="$(WorkingDirectory)" SkipUnchangedFiles="True" UseHardLinksIfPossible="True" />
+    <Error Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive" Condition="!Exists($(protogen))" />
+    <Exec Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)\include"
+          WorkingDirectory="$(WorkingDirectory)" />
+    <ItemGroup>
+        <Compile Include="$(WorkingDirectory)\%(Proto2.filename).cs" />
+    </ItemGroup>
+</Target>
+
+<!-- 
+    Run this after GetAssemblyVersion because it happens after the Xaml compiler 
+    and exists in both xaml and non-xaml projects.  One of the (many) xaml compile
+    passes wipes out the additional compile includes that we add.
+-->
+<Target Name="CompileProto3" AfterTargets="GetAssemblyVersion"
+    Condition="'@(Proto3)'!=''"
+    Inputs="$(protoc);
+    %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
+    $(ProtocPluginBase)\templates\c#\client.pb.cs;
+    $(ProtocPluginBase)\templates\c#\server.pb.cs;
+    $(ProtocPluginBase)\templates\c#\immutable.pb.cs;"
+    Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
+    <MakeDir Directories="%(Proto3.OutBase)" />
+
+    <Message Importance="High" Text="Generating service %(Proto3.FileName)" />
+    <Exec Command="
+       set PATH=$(spark_build_python_path);%path% &amp;
+       set PYTHONPATH=$(Externals)\python &amp;
+       $(protoc) ^
+       %(Proto3.FullPath) ^
+       --error_format=msvs ^
+       --proto_path=$(protoinc);$(SourceRoot) ^
+       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
+       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) ^
+       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
+      WorkingDirectory="%(relativedir)" />
+    <ItemGroup>
+       <Compile Include="%(Proto3.OutCS)" />
+       <Compile Include="%(Proto3.OutCSClient)" />
+       <Compile Include="%(Proto3.OutCSServer)" />
+       <Compile Include="%(Proto3.OutCSImmutable)" />
+    </ItemGroup>
+</Target>
+
+<Target Name="CompileProto3Excel" AfterTargets="GetAssemblyVersion"
+    Condition="'@(Proto3Excel)'!=''"
+    Inputs="$(protoc);
+    %(Proto3Excel.Identity);$(ProtocPluginBase)\plugin.py;
+    $(ProtocPluginBase)\templates\excel\excel.pb.cs;"
+    Outputs="%(Proto3Excel.OutCSExcel)">
+    <MakeDir Directories="%(Proto3Excel.OutBase)" />
+
+    <Message Importance="High" Text="Generating excel service %(Proto3Excel.FileName)" />
+    <Exec Command="
+       set PATH=$(spark_build_python_path);%path% &amp;
+       set PYTHONPATH=$(Externals)\python &amp;
+       $(protoc) ^
+       %(Proto3Excel.FullPath) ^
+       --error_format=msvs ^
+       --proto_path=$(protoinc);$(SourceRoot) ^
+       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
+       --service_out=lang=excel,strip_out_path=1:%(Proto3Excel.OutBase) ^
+       "
+      WorkingDirectory="%(relativedir)" />
+    <ItemGroup>
+       <Compile Include="%(Proto3Excel.OutCSExcel)" />
+    </ItemGroup>
+</Target>
+
+<Target Name="AfterClean" AfterTargets="Clean">
+    <Delete Files="%(Proto3.OutCS)" />
+    <Delete Files="%(Proto3.OutCSClient)" />
+    <Delete Files="%(Proto3.OutCSServer)" />
+    <Delete Files="%(Proto3.OutCSImmutable)" />
+    <Delete Files="$(GenDir)\proto2\*" />
+    <Delete Files="%(Proto3Excel.OutCSExcel)" />
+</Target>
+
+<Target Name="Test" DependsOnTargets="Build">
+</Target>
+
+</Project>

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersRowVM.cs

@@ -1,159 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using bts.api.analytics;
-
-   using mbts.analytics;
-   using mbts.ui;
-   using mbts.ui.shell;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Reactive.Linq;
-
-   class AnalyticsExpirationParametersRowVM : DisposableViewModelBase, ISelectable, IEquatable<AnalyticsExpirationParametersRowVM> {
-      readonly AnalyticsExpirationParameters _committed_value;
-      readonly Property<bool> _is_selected;
-
-      readonly Property<ExpirationDriverImmutable?> _driver;
-      readonly Property<SecurityExpiration?> _deliverable;
-      readonly Property<SecurityExpiration?> _roll_schedule;
-      readonly Property<double> _roll_target;
-      readonly Property<double> _riskless_rate;
-      readonly Property<double> _settlement_price;
-      readonly Property<double> _delta_beta;
-      readonly Property<double> _vega_beta;
-
-      readonly Property<bool> _is_driver_dirty;
-      readonly Property<bool> _is_deliverable_dirty;
-      readonly Property<bool> _is_roll_schedule_dirty;
-      readonly Property<bool> _is_roll_target_dirty;
-      readonly Property<bool> _is_riskless_rate_dirty;
-      readonly Property<bool> _is_settlement_price_dirty;
-      readonly Property<bool> _is_delta_beta_dirty;
-      readonly Property<bool> _is_vega_beta_dirty;
-      readonly Property<bool> _is_dirty;
-
-      bool _is_last_row_of_month_group;
-
-      public AnalyticsExpirationParametersRowVM(
-         AnalyticsExpirationParametersVM owner, AnalyticsExpirationParameters committed_value) {
-         this.owner = owner;
-         _committed_value = committed_value;
-         security = committed_value.security ?? throw new ArgumentException("security must be non-null", nameof(committed_value));
-
-         _is_selected = backing(nameof(is_selected), false);
-         _is_selected.Changed += (oldval, newval) => is_selected_changed?.Invoke(newval);
-
-         var is_dirty_srcs = new List<IObservable<bool>>();
-         (_driver, _is_driver_dirty) = mk_cell_props<ExpirationDriverImmutable?>(nameof(driver), committed_value.driver);
-         (_deliverable, _is_deliverable_dirty) = mk_cell_props<SecurityExpiration?>(nameof(deliverable), committed_value.deliverable_security);
-         (_roll_schedule, _is_roll_schedule_dirty) = mk_cell_props<SecurityExpiration?>(nameof(roll_schedule), committed_value.roll_schedule_expiration);
-         (_roll_target, _is_roll_target_dirty) = mk_cell_props(nameof(roll_target), committed_value.roll_target);
-         (_riskless_rate, _is_riskless_rate_dirty) = mk_cell_props(nameof(riskless_rate), committed_value.riskless_rate);
-         (_settlement_price, _is_settlement_price_dirty) = mk_cell_props(nameof(settlement_price), committed_value.settlement_price);
-         (_delta_beta, _is_delta_beta_dirty) = mk_cell_props(nameof(delta_beta), committed_value.delta_beta);
-         (_vega_beta, _is_vega_beta_dirty) = mk_cell_props(nameof(vega_beta), committed_value.vega_beta);
-
-         _is_dirty = backing(
-            nameof(is_dirty),
-            Observable.CombineLatest(is_dirty_srcs).Select(dirties => dirties.Any()).OnDispatcher());
-
-         (Property<T> prop, Property<bool> dirty_prop) mk_cell_props<T>(string name, T orig_val) {
-            var prop = backing(name, orig_val);
-            var dirty_src = prop.observe_current(true).Select(new_val => !Equals(new_val, orig_val));
-            is_dirty_srcs.Add(dirty_src);
-            var dirty_prop = backing($"is_{prop.name}_dirty", dirty_src);
-            return (prop, dirty_prop);
-         }
-      }
-
-      public event Action<bool>? is_selected_changed;
-
-      public AnalyticsExpirationParametersVM owner { get; }
-      public SecurityExpiration security { get; }
-      public ExpirationDriverImmutable? driver {
-         get => _driver.Value;
-         set => _driver.set(value);
-      }
-      public SecurityExpiration? deliverable {
-         get => _deliverable.Value;
-         set => _deliverable.set(value);
-      }
-      public SecurityExpiration? roll_schedule {
-         get => _roll_schedule.Value;
-         set => _roll_schedule.set(value);
-      }
-      public AnalyticsExpirationParameters original_params => _committed_value;
-
-      public double roll_target { get => _roll_target.Value; set => _roll_target.set(value); }
-      public double riskless_rate { get => _riskless_rate.Value; set => _riskless_rate.set(value); }
-      public double settlement_price { get => _settlement_price.Value; set => _settlement_price.set(value); }
-      public double delta_beta { get => _delta_beta.Value; set => _delta_beta.set(value); }
-      public double vega_beta { get => _vega_beta.Value; set => _vega_beta.set(value); }
-
-      public bool is_driver_dirty => _is_driver_dirty.Value;
-      public bool is_deliverable_dirty => _is_deliverable_dirty.Value;
-      public bool is_roll_schedule_dirty => _is_roll_schedule_dirty.Value;
-      public bool is_roll_target_dirty => _is_roll_target_dirty.Value;
-      public bool is_riskless_rate_dirty => _is_riskless_rate_dirty.Value;
-      public bool is_settlement_price_dirty => _is_settlement_price_dirty.Value;
-      public bool is_delta_beta_dirty => _is_delta_beta_dirty.Value;
-      public bool is_vega_beta_dirty => _is_vega_beta_dirty.Value;
-      public bool is_dirty => _is_dirty.Value;
-
-      public bool is_selected {
-         get => _is_selected.Value;
-         set => _is_selected.set(value);
-      }
-
-      public bool is_last_row_of_month_group {
-         get => _is_last_row_of_month_group;
-         set => Set(ref _is_last_row_of_month_group, value);
-      }
-
-      public AnalyticsExpirationParameters candidate_value => new(
-         security,
-         driver,
-         deliverable?.is_empty() ?? false ? null : deliverable,
-         roll_schedule?.is_empty() ?? false ? null : roll_schedule,
-         roll_target,
-         riskless_rate,
-         settlement_price,
-         delta_beta,
-         vega_beta);
-
-      public IObservable<SecurityExpiration?> observe_roll_schedule() =>
-         _roll_schedule.observe_current(true);
-
-      public IObservable<bool> observe_roll_schedule_dirty() =>
-         _is_roll_schedule_dirty.observe_current(true);
-
-      public IObservable<bool> observe_is_dirty() =>
-         _is_dirty.observe_current(true);
-
-      public void revert() {
-         driver = _committed_value.driver;
-         deliverable = _committed_value.deliverable_security;
-         roll_schedule = _committed_value.roll_schedule_expiration;
-         roll_target = _committed_value.roll_target;
-         riskless_rate = _committed_value.riskless_rate;
-         settlement_price = _committed_value.settlement_price;
-         delta_beta = _committed_value.delta_beta;
-         vega_beta = _committed_value.vega_beta;
-      }
-
-      public override string ToString() =>
-         $"sec: {security}; drv: {driver}; dlv: {deliverable}; roll: {roll_schedule} @ {roll_target}";
-
-      public bool Equals(AnalyticsExpirationParametersRowVM? other) =>
-         other is not null &&
-         security.Equals(other.security);
-
-      public override bool Equals(object? obj) =>
-         Equals(obj as AnalyticsExpirationParametersRowVM);
-
-      public override int GetHashCode() =>
-         security.GetHashCode();
-   }
-}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersSettings.cs

@@ -1,19 +0,0 @@
-namespace mbts.spark {
-   using ProtoBuf;
-
-   [ProtoContract]
-   class AnalyticsExpirationParametersSettings {
-      public const int VERSION = 1;
-
-      public static AnalyticsExpirationParametersSettings Default => new();
-
-      [ProtoMember(10)]
-      public string[] selected_symbols {get;set;}
-
-      [ProtoMember(20)]
-      public bool auto_copy_rates_is_checked {get;set;}
-
-      [ProtoMember(30)]
-      public bool auto_copy_rolls_is_checked {get;set;}
-   }
-}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersVM.cs

@@ -1,307 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using bts.api;
-   using bts.api.analytics;
-   using bts.collections;
-   using bts.reactive;
-   using bts.utils;
-
-   using mbts;
-   using mbts.analytics;
-   using mbts.collections;
-   using mbts.ui;
-   using mbts.ui.controls;
-   using mbts.ui.shell;
-   using mbts.ui.utility;
-   using mbts.utils;
-
-   using Spark.Core;
-   using Spark.Core.Collections;
-   using Spark.Core.Disposables;
-   using Spark.ViewModel.Commands;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Collections.Immutable;
-   using System.Collections.ObjectModel;
-   using System.Collections.Specialized;
-   using System.Diagnostics.CodeAnalysis;
-   using System.Linq;
-   using System.Reactive;
-   using System.Reactive.Linq;
-   using System.Windows.Controls;
-   using System.Windows.Input;
-
-   class AnalyticsExpirationParametersVM : DisposableViewModelBase, IHandleRowSelection {
-      readonly IBus _bus;
-      readonly ObservableCollection<AnalyticsExpirationParameters> _parameters = new();
-      readonly DeferrableAction _sync_visible_rows;
-      readonly Property<AnalyticsExpirationParametersRowVM?> _copy_row_source;
-      readonly Property<bool> _auto_copy_rolls_is_checked;
-      readonly Property<bool> _auto_copy_rates_is_checked;
-      readonly DelegateProperty<bool> _is_dirty;
-      readonly ObservableHashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
-      readonly DeferrableAction _raise_selected_rows_changed;
-      readonly IRaiseCanExecuteChangedCommand _set_driver_to_nearest_exp_cmd;
-      IList<string>? _pending_selected_symbols;
-
-      AnalyticsExpirationParametersMap? _parameter_map;
-      (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_roll_target_to_selection_cmd;
-      (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_riskless_rate_to_selection_cmd;
-
-      public AnalyticsExpirationParametersVM(
-         IBus bus, AnalyticsExpirationParametersSettings startup_data) {
-         _bus = bus;
-         _auto_copy_rates_is_checked = backing(nameof(auto_copy_rates_is_checked), false);
-         _auto_copy_rolls_is_checked = backing(nameof(auto_copy_rolls_is_checked), false);
-         _raise_selected_rows_changed = new(() => selected_rows_changed?.Invoke(_selected_rows));
-         var selected_symbol_ref_count = new RefCountMap<string>();
-         _sync_visible_rows = new(() =>
-            visible_rows.sync_with(
-               rows.Where(x => selected_symbol_ref_count.ContainsKey(x.security.symbol))));
-         non_options_with_empty = new ObservableAggregateCollection<SecurityExpiration>(
-            new() { SecurityExpiration.empty }, non_options);
-
-         _copy_row_source = backing<AnalyticsExpirationParametersRowVM?>(nameof(copy_row_source));
-         _is_dirty = backing(nameof(is_dirty), () => rows.Any(r => r.is_dirty));
-
-         if (startup_data is not null) {
-            _pending_selected_symbols = startup_data.selected_symbols;
-            auto_copy_rolls_is_checked = startup_data.auto_copy_rolls_is_checked;
-            auto_copy_rates_is_checked = startup_data.auto_copy_rates_is_checked;
-         }
-
-         var explicit_drivers = new ObservableCollection<ExpirationDriverImmutable>();
-         drivers = ObservableAggregateCollection.create(
-            new() { new ExpirationDriverImmutable(new() { TimeWeightedInterpolated = new() }) },
-            explicit_drivers);
-         _set_driver_to_nearest_exp_cmd = new Command(
-            () => _set_driver_to_nearest_exp(_selected_rows), () => _selected_rows.Count > 0);
-         commit_cmd = ObservantCommand.create(_commit, out var can_commit_observer);
-         revert_cmd = ObservantCommand.create(_revert, out var can_revert_observer);
-         selected_rows_changed += _ => _set_driver_to_nearest_exp_cmd.RaiseCanExecuteChanged();
-
-         _dispose = Disposable.Create(
-            _selected_rows.Subscribe((s, e) => _raise_selected_rows_changed.Invoke()),
-            ObservableAutoWrapper.connect(_parameters, rows, p => new(this, p), r => r.Dispose()),
-            ObservableAutoWrapper.connect(
-               non_options,
-               explicit_drivers,
-               sec => new ExpirationDriverImmutable(new() { Security = sec.to_api_sec_exp() })),
-            rows.Subscribe((s, e) => _sync_visible_rows.Invoke()),
-            _bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(
-               CompositeObserver.create(
-                  Observer.Create<AnalyticsExpirationParametersMap>(_on_parameter_map),
-                  can_commit_observer.wrap<bool, AnalyticsExpirationParametersMap>(m => m is not null))),
-            ObservableAutoWrapper.connect_item_hooks(selected_symbols, sym => {
-               if (selected_symbol_ref_count.increment_adds_key(sym)) {
-                  _sync_visible_rows.Invoke();
-               }
-               return Disposable.Create(() => {
-                  if (selected_symbol_ref_count.decrement_removes_key(sym)) {
-                     _sync_visible_rows.Invoke();
-                  }
-               });
-            }),
-            ObservableAutoWrapper.connect_item_hooks(
-               rows, r => r.observe_is_dirty().Subscribe(_ => _is_dirty.refresh())),
-            _is_dirty.observe_current(true).OnDispatcher().Subscribe(can_revert_observer),
-            Disposable.Create(() => {
-               rows.DisposeAll();
-               _smart_copy_roll_target_to_selection_cmd?.can_exe_sub?.Dispose();
-               _smart_copy_riskless_rate_to_selection_cmd?.can_exe_sub?.Dispose();
-            }));
-      }
-
-      public event Action<IReadOnlySet<AnalyticsExpirationParametersRowVM>>? selected_rows_changed;
-
-      public ObservableCollection<SecurityExpiration> non_options { get; } = new();
-      public IReadOnlyObservableCollection<ExpirationDriverImmutable> drivers { get; }
-      public ObservableCollection<SecurityExpiration> non_options_with_empty { get; } = new();
-
-      public ObservableCollection<AnalyticsExpirationParametersRowVM> rows { get; } = new();
-      public ObservableCollection<AnalyticsExpirationParametersRowVM> visible_rows { get; } = new();
-      public AnalyticsExpirationParametersRowVM? copy_row_source {
-         get => _copy_row_source.Value;
-         set => _copy_row_source.set(value);
-      }
-
-      public ObservableCollection<string> symbols { get; } = new();
-      public ObservableCollection<string> selected_symbols { get; } = new();
-
-      public bool is_dirty => _is_dirty.Value;
-
-      public bool auto_copy_rolls_is_checked {
-         get => _auto_copy_rolls_is_checked.Value;
-         set => _auto_copy_rolls_is_checked.set(value);
-      }
-      public IObservable<bool> observe_auto_copy_rolls() =>
-         _auto_copy_rolls_is_checked.observe_current(true);
-
-      public bool auto_copy_rates_is_checked {
-         get => _auto_copy_rates_is_checked.Value;
-         set => _auto_copy_rates_is_checked.set(value);
-      }
-      public IObservable<bool> observe_auto_copy_rates() =>
-         _auto_copy_rates_is_checked.observe_current(true);
-
-      public ICommand toggle_auto_copy_rates_cmd =>
-         new Command(() => auto_copy_rates_is_checked = !auto_copy_rates_is_checked);
-      public ICommand toggle_auto_copy_rolls_cmd =>
-         new Command(() => auto_copy_rolls_is_checked = !auto_copy_rolls_is_checked);
-
-      public ICommand commit_cmd { get; }
-      public ICommand revert_cmd { get; }
-
-      public ICommand set_driver_to_nearest_exp_cmd => _set_driver_to_nearest_exp_cmd;
-
-      public ICommand copy_driver_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.driver = f.driver);
-      public ICommand copy_deliverable_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.deliverable = f.deliverable);
-      public ICommand copy_roll_schedule_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.roll_schedule = f.roll_schedule);
-      public ICommand copy_roll_target_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.roll_target = f.roll_target);
-      public ICommand copy_riskless_rate_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.riskless_rate = f.riskless_rate);
-      public ICommand copy_settlement_price_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.settlement_price = f.settlement_price);
-      public ICommand copy_delta_beta_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.delta_beta = f.delta_beta);
-      public ICommand copy_vega_beta_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.vega_beta = f.vega_beta);
-
-      public ICommand smart_copy_roll_target_to_selection_cmd =>
-         (_smart_copy_roll_target_to_selection_cmd ??= _smart_copy_to_selection_cmd(
-            (f, t) => t.roll_target = f.roll_target)).cmd;
-
-      public ICommand smart_copy_riskless_rate_to_selection_cmd =>
-         (_smart_copy_riskless_rate_to_selection_cmd ??= _smart_copy_to_selection_cmd(
-            (f, t) => t.riskless_rate = f.riskless_rate)).cmd;
-
-      public void commit(IEnumerable<AnalyticsExpirationParameters> data) =>
-         _bus.post(SparkTags.ExpirationParametersCommitTag, data);
-
-      public IEnumerable<SecurityExpiration> get_smart_copy_roll_exps(
-         AnalyticsExpirationParameters source) =>
-         get_smart_copy_roll_exps(source.roll_schedule_expiration);
-
-      public IEnumerable<SecurityExpiration> get_smart_copy_roll_exps(
-         SecurityExpiration roll_schedule_expiration) {
-         foreach (var (exp, exp_params) in (_parameter_map?.exp_map).empty_if_null()) {
-            if (exp_params.roll_schedule_expiration.Equals(roll_schedule_expiration)) {
-               yield return exp;
-            }
-         }
-      }
-
-      public AnalyticsExpirationParametersSettings get_state() =>
-         new() {
-            selected_symbols = selected_symbols.Cast<string>().ToArray(),
-            auto_copy_rates_is_checked = auto_copy_rates_is_checked,
-            auto_copy_rolls_is_checked = auto_copy_rolls_is_checked
-         };
-
-      void _set_driver_to_nearest_exp(IEnumerable<AnalyticsExpirationParametersRowVM> rows) {
-         Func<ExpirationDriverImmutable, bool> is_unexpired = (d) => {
-            var st = d.Security.to_sec_exp().security_tuple.to_api_sec_tuple();
-            var exp = d.Security.Expiration.date_time();
-            return SecurityExpirationHelper.is_unexpired(st, exp);
-         };
-         foreach (var r in rows) {
-            if (drivers
-               .Where(d => d.HasSecurity && d.Security.Symbol == r.security.symbol)
-               .Where(d => is_unexpired(d))
-               .TryGetMinElement(
-                  d => (r.security.expiration - d.Security.Expiration.date_time()).Ticks.abs(),
-                  out var nearest_exp)) {
-               r.driver = nearest_exp;
-            }
-         }
-      }
-
-      Action<AnalyticsExpirationParametersRowVM> _copy_to_selection(
-         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
-         from_row => {
-            foreach (var to_row in _selected_rows) {
-               copy_to_row(from_row, to_row);
-            }
-         };
-
-      ICommand _copy_to_selection_cmd(
-         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
-         Command.create(_copy_to_selection(copy_to_row));
-
-      Action<AnalyticsExpirationParametersRowVM> _smart_copy_to_selection(
-         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
-         from_row => {
-            foreach (var to_row in _get_smart_copy_roll_target_rows(from_row)) {
-               copy_to_row(from_row, to_row);
-            }
-         };
-
-      (ICommand cmd, IDisposable can_exe_sub) _smart_copy_to_selection_cmd(
-         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) {
-         var copy_fn = _smart_copy_to_selection(copy_to_row);
-         var cmd = ObservantCommand.create<AnalyticsExpirationParametersRowVM?>(
-            r => copy_fn(r ?? throw new InvalidOperationException()),
-            observe_can_execute,
-            out var can_exe_observer);
-         var can_exe_sub = _copy_row_source.observe_current(true).OnDispatcher()
-            .Subscribe(can_exe_observer);
-         return (cmd, can_exe_sub);
-
-         static IObservable<bool> observe_can_execute(AnalyticsExpirationParametersRowVM? row) =>
-            row is null ?
-               Observable.Return(false) :
-               row.observe_roll_schedule()
-                  .CombineLatest(row.observe_roll_schedule_dirty(), (rs, rs_dirty) => (rs, rs_dirty))
-                  .Select(tup => !tup.rs?.is_empty() ?? false && !tup.rs_dirty)
-                  .OnDispatcher();
-      }
-
-      IEnumerable<AnalyticsExpirationParametersRowVM> _get_smart_copy_roll_target_rows(
-         AnalyticsExpirationParametersRowVM row) {
-         var target_exps = get_smart_copy_roll_exps(
-            row.original_params.roll_schedule_expiration)
-            .ToHashSet();
-         return rows.Where(r => target_exps.Contains(r.security));
-      }
-
-      void _commit() {
-         if (_parameter_map is null) {
-            // Don't commit before [any] data has been received from the server
-            return;
-         }
-         var new_params = rows.Select(r => r.candidate_value).ToImmutableList();
-         _bus.post(SparkTags.ExpirationParametersCommitTag, new_params);
-      }
-
-      void _revert() {
-         foreach (var r in rows) {
-            r.revert();
-         }
-      }
-
-      [MemberNotNull(nameof(_parameter_map))]
-      void _on_parameter_map(AnalyticsExpirationParametersMap parameter_map) {
-         bool is_first_update = _parameter_map is null;
-         _parameter_map = parameter_map;
-         _parameters.sync_with(parameter_map.get_sorted_exps().Select(parameter_map.get_parameter));
-         non_options.sync_with(
-            parameter_map.get_sorted_exps().Where(exp => exp.security_type != SecurityType.Option));
-
-         // Set `is_last_row_of_month_group` for each row
-         foreach (var exp_rows in rows.GroupBy(r => r.security.expiration.Month)) {
-            var sorted_exp_rows = exp_rows.OrderBy(r => r.security.expiration).ToList();
-            foreach (var row in sorted_exp_rows.Take(sorted_exp_rows.Count - 1)) {
-               row.is_last_row_of_month_group = false;
-            }
-            sorted_exp_rows.Last().is_last_row_of_month_group = true;
-         }
-
-         symbols.sync_with(_parameters.Select(p => p.security.symbol).Distinct().Ordered());
-         using var _ = _sync_visible_rows.defer();
-         if (is_first_update) {
-            selected_symbols.sync_with(_pending_selected_symbols?.Intersect(symbols) ?? symbols);
-            _pending_selected_symbols = null;
-         }
-      }
-
-      public void row_selection_changed(SelectionChangedEventArgs e) =>
-         RowSelectionHelper.apply_changes(_selected_rows, e);
-   }
-}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersView.xaml

@@ -1,563 +0,0 @@
-<UserControl
-    x:Class="mbts.ui.shell.AnalyticsExpirationParametersView"
-    x:ClassModifier="internal"
-    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-    xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
-    xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
-    xmlns:c="clr-namespace:mbts.ui.controls"
-    xmlns:u="clr-namespace:mbts.ui"
-    xmlns:cv="clr-namespace:mbts.ui.converters"
-    xmlns:shell="clr-namespace:mbts.ui.shell"
-    Background="{u:BTSBrush UI.common_background}">
-  <UserControl.Resources>
-    <cv:DoubleTextConverter x:Key="DoubleTextConverter" />
-    <cv:DoubleTextConverter
-        x:Key="RisklessRateConverter"
-        Multiplier="100" />
-
-    <CollectionViewSource x:Key="Drivers" Source="{Binding drivers}" />
-    <CollectionViewSource x:Key="NonOptionsWithEmpty" Source="{Binding non_options_with_empty}" />
-
-    <DataTemplate x:Key="DriverTemplate">
-      <TextBlock Text="{Binding Converter={x:Static shell:AnalyticsExpirationParametersView.driver_display_text_converter}}">
-        <TextBlock.Style>
-          <Style TargetType="TextBlock">
-            <Style.Triggers>
-              <Trigger
-                  Property="Text"
-                  Value="None">
-                <Setter
-                    Property="FontStyle"
-                    Value="Italic" />
-              </Trigger>
-            </Style.Triggers>
-          </Style>
-        </TextBlock.Style>
-      </TextBlock>
-    </DataTemplate>
-
-    <DataTemplate x:Key="ExpirationTemplate">
-      <TextBlock Text="{Binding Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_text_converter}}">
-        <TextBlock.Style>
-          <Style TargetType="TextBlock">
-            <Style.Triggers>
-              <Trigger
-                  Property="Text"
-                  Value="None">
-                <Setter
-                    Property="FontStyle"
-                    Value="Italic" />
-              </Trigger>
-            </Style.Triggers>
-          </Style>
-        </TextBlock.Style>
-      </TextBlock>
-    </DataTemplate>
-
-    <ContextMenu x:Key="DriverContextMenu">
-      <MenuItem
-        Header="Copy Driver to Selection"
-        Command="{Binding owner.copy_driver_to_selection_cmd}"
-        CommandParameter="{Binding}"
-      />
-    </ContextMenu>
-    <ContextMenu x:Key="DeliverableContextMenu">
-      <MenuItem
-        Header="Copy Deliverable to Selection"
-        Command="{Binding owner.copy_deliverable_to_selection_cmd}"
-        CommandParameter="{Binding}"
-      />
-    </ContextMenu>
-    <ContextMenu x:Key="RollScheduleContextMenu">
-      <MenuItem
-        Header="Copy Roll Schedule to Selection"
-        Command="{Binding owner.copy_roll_schedule_to_selection_cmd}"
-        CommandParameter="{Binding}"
-      />
-    </ContextMenu>
-    <ContextMenu x:Key="RollTargetContextMenu">
-      <MenuItem
-        Header="Copy Roll Target to Selection"
-        Command="{Binding owner.copy_roll_target_to_selection_cmd}"
-        CommandParameter="{Binding}"
-      />
-      <MenuItem
-        Header="Smart Copy Roll Target"
-        Command="{Binding owner.smart_copy_roll_target_cmd}"
-        CommandParameter="{Binding}"
-      />
-    </ContextMenu>
-    <ContextMenu x:Key="RisklessRateContextMenu">
-      <MenuItem
-        Header="Copy Riskless Rate to Selection"
-        Command="{Binding owner.copy_riskless_rate_to_selection_cmd}"
-        CommandParameter="{Binding}"
-      />
-    </ContextMenu>
-    <ContextMenu x:Key="SettlementPriceContextMenu">
-      <MenuItem
-        Header="{Binding security}"
-        HeaderStringFormat="Copy '{0}' Settlement to Selection"
-        Command="{Binding owner.copy_settlement_price_to_selection_cmd}"
-        CommandParameter="{Binding}"
-      />
-    </ContextMenu>
-    <ContextMenu x:Key="DeltaBetaContextMenu">
-      <MenuItem
-        Header="Copy Delta Beta to Selection"
-        Command="{Binding owner.copy_delta_beta_to_selection_cmd}"
-        CommandParameter="{Binding}"
-      />
-    </ContextMenu>
-    <ContextMenu x:Key="VegaBetaContextMenu">
-      <MenuItem
-        Header="Copy Vega Beta to Selection"
-        Command="{Binding owner.copy_vega_beta_to_selection_cmd}"
-        CommandParameter="{Binding}"
-      />
-    </ContextMenu>
-
-    <Style x:Key="TextBlockCellElement" TargetType="TextBlock">
-      <Setter
-        Property="Foreground"
-        Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
-    </Style>
-
-    <Style x:Key="ComboBoxCellElement" TargetType="ComboBox" BasedOn="{StaticResource {x:Type ComboBox}}">
-      <Setter
-        Property="Foreground"
-        Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
-      <Setter Property="Margin" Value="2" />
-      <Setter Property="IsSynchronizedWithCurrentItem" Value="False" />
-    </Style>
-  </UserControl.Resources>
-  <Grid>
-    <Grid.Resources>
-      <cv:BooleanToVisibilityConverter x:Key="TrueVisibilityConverter" />
-      <cv:BooleanToVisibilityConverter x:Key="FalseVisibilityConverter" VisibilityForFalse="Visible" VisibilityForTrue="Collapsed" />
-    </Grid.Resources>
-    <Grid.RowDefinitions>
-      <RowDefinition Height="Auto" />
-      <RowDefinition Height="*" />
-      <RowDefinition Height="Auto" />
-    </Grid.RowDefinitions>
-
-    <StackPanel
-        Grid.Row="0"
-        Orientation="Horizontal"
-        Margin="0,5,0,5">
-
-      <c:ComboCheckBox
-        ItemsSource="{Binding symbols}"
-        SelectedItems="{Binding selected_symbols}"
-        HorizontalAlignment="Left"
-        Margin="5,2,2,2"
-        HeaderContent="Symbols"
-        ShowSelectAll="True">
-        <c:ComboCheckBox.HeaderContentTemplate>
-          <DataTemplate>
-            <TextBlock Text="{Binding}" Foreground="{u:BTSColor UI.default_text}" />
-          </DataTemplate>
-        </c:ComboCheckBox.HeaderContentTemplate>
-      </c:ComboCheckBox>
-
-      <WrapPanel>
-        <TextBlock
-          Margin="5,5,0,0" Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rolls:" />
-        <CheckBox Margin="5,5,10,0" IsChecked="{Binding auto_copy_rolls_is_checked}" />
-      </WrapPanel>
-      <WrapPanel>
-        <TextBlock
-          Margin='0,5,0,0' Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rates:" />
-        <CheckBox Margin="5,5,0,0" IsChecked="{Binding auto_copy_rates_is_checked}" />
-      </WrapPanel>
-    </StackPanel>
-    <c:DataGridEx
-        x:Name="_grid"
-        Grid.Row="1"
-        ItemsSource="{Binding visible_rows}"
-        Background="Transparent"
-        VerticalGridLinesBrush="{u:BTSColor Grid.grid_line}"
-        EnableRowVirtualization="True"
-        EnableColumnVirtualization="True"
-        CanUserAddRows="False"
-        AutoGenerateColumns="False"
-        CanUserReorderColumns="False"
-        CanUserSortColumns="False"
-        CanUserDeleteRows="False"
-        RowHeaderWidth="0"
-        GridLinesVisibility="Vertical"
-        SelectionUnit="FullRow"
-        SelectedUnits="{Binding selected_rows}"
-        PreviewMouseRightButtonUp="_grid_PreviewMouseRightButtonUp">
-      <c:DataGridEx.RowStyle>
-        <Style TargetType="DataGridRow" BasedOn="{StaticResource {x:Type DataGridRow}}">
-          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}"/>
-          <Style.Triggers>
-            <DataTrigger
-                Binding="{Binding is_last_row_of_month_group}"
-                Value="True">
-              <Setter
-                  Property="BorderThickness"
-                  Value="0,0,0,1" />
-              <Setter
-                  Property="BorderBrush"
-                  Value="Black" />
-            </DataTrigger>
-          </Style.Triggers>
-        </Style>
-      </c:DataGridEx.RowStyle>
-      <DataGrid.ColumnHeaderStyle>
-        <Style TargetType="DataGridColumnHeader">
-          <Setter
-              Property="Background"
-              Value="{u:BTSColor Name=header}" />
-          <Setter
-              Property="Foreground"
-              Value="{u:BTSColor Name=header_text}" />
-          <Setter
-              Property="HorizontalContentAlignment"
-              Value="Center" />
-          <Setter
-              Property="BorderBrush"
-              Value="Black" />
-          <Setter
-              Property="Padding"
-              Value="3" />
-          <Setter
-              Property="MinWidth"
-              Value="80" />
-        </Style>
-      </DataGrid.ColumnHeaderStyle>
-      <DataGrid.Columns>
-        <DataGridTextColumn
-            Header="Security"
-            Binding="{Binding security, Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_text_converter}}"
-            IsReadOnly="True">
-          <DataGridTextColumn.CellStyle>
-            <Style
-                TargetType="DataGridCell"
-                BasedOn="{StaticResource {x:Type DataGridCell}}">
-              <Setter
-                  Property="Background"
-                  Value="{u:BTSColor Name=header}" />
-              <Setter
-                  Property="Foreground"
-                  Value="{u:BTSColor Name=header_text}" />
-              <Setter
-                  Property="VerticalContentAlignment"
-                  Value="Center" />
-              <Setter
-                  Property="Padding"
-                  Value="3" />
-              <Style.Triggers>
-                <DataTrigger
-                    Binding="{Binding security.security_type}"
-                    Value="OPTION">
-                  <Setter
-                      Property="Foreground"
-                      Value="{u:BTSColor Name=header_text}" />
-                </DataTrigger>
-                <DataTrigger
-                    Binding="{Binding security.security_type}"
-                    Value="FUTURE">
-                  <Setter
-                      Property="Foreground"
-                      Value="Gold" />
-                </DataTrigger>
-                <DataTrigger
-                    Binding="{Binding security.security_type}"
-                    Value="UNSET">
-                  <Setter
-                      Property="Foreground"
-                      Value="PaleGreen" />
-                </DataTrigger>
-              </Style.Triggers>
-            </Style>
-          </DataGridTextColumn.CellStyle>
-        </DataGridTextColumn>
-        <DataGridTemplateColumn
-            Header="Driver"
-            MinWidth="105">
-          <DataGridTemplateColumn.CellStyle>
-            <Style
-                TargetType="DataGridCell"
-                BasedOn="{StaticResource {x:Type DataGridCell}}">
-              <Setter
-                  Property="ContextMenu"
-                  Value="{StaticResource DriverContextMenu}" />
-              <Style.Triggers>
-                <DataTrigger
-                    Binding="{Binding is_driver_dirty}"
-                    Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
-                </DataTrigger>
-              </Style.Triggers>
-            </Style>
-          </DataGridTemplateColumn.CellStyle>
-          <DataGridTemplateColumn.CellTemplate>
-            <DataTemplate>
-              <ComboBox
-                  ItemsSource="{Binding Source={StaticResource Drivers}}"
-                  ItemTemplate="{StaticResource DriverTemplate}"
-                  SelectedItem="{Binding driver, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellTemplate>
-        </DataGridTemplateColumn>
-        <DataGridTemplateColumn
-            Header="Deliverable"
-            MinWidth="105">
-          <DataGridTemplateColumn.CellStyle>
-            <Style
-                TargetType="DataGridCell"
-                BasedOn="{StaticResource {x:Type DataGridCell}}">
-              <Setter
-                  Property="ContextMenu"
-                  Value="{StaticResource DeliverableContextMenu}" />
-              <Style.Triggers>
-                <DataTrigger
-                    Binding="{Binding is_deliverable_dirty}"
-                    Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
-                </DataTrigger>
-                <MultiDataTrigger>
-                  <MultiDataTrigger.Conditions>
-                    <Condition Binding="{Binding is_deliverable_dirty}" Value="False" />
-                    <Condition Binding="{Binding
-                      deliverable,
-                      Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
-                      Value="False" />
-                  </MultiDataTrigger.Conditions>
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
-                </MultiDataTrigger>
-              </Style.Triggers>
-            </Style>
-          </DataGridTemplateColumn.CellStyle>
-          <DataGridTemplateColumn.CellTemplate>
-            <DataTemplate>
-              <ComboBox
-                  ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
-                  ItemTemplate="{StaticResource ExpirationTemplate}"
-                  SelectedItem="{Binding deliverable, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellTemplate>
-        </DataGridTemplateColumn>
-        <DataGridTemplateColumn
-            Header="Roll Schedule"
-            MinWidth="105">
-          <DataGridTemplateColumn.CellStyle>
-            <Style
-                TargetType="DataGridCell"
-                BasedOn="{StaticResource {x:Type DataGridCell}}">
-              <Setter
-                  Property="ContextMenu"
-                  Value="{StaticResource RollScheduleContextMenu}" />
-              <Style.Triggers>
-                <DataTrigger
-                    Binding="{Binding is_roll_schedule_dirty}"
-                    Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
-                </DataTrigger>
-                <MultiDataTrigger>
-                  <MultiDataTrigger.Conditions>
-                    <Condition Binding="{Binding is_roll_schedule_dirty}" Value="False" />
-                    <Condition Binding="{Binding
-                      roll_schedule,
-                      Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
-                      Value="False" />
-                  </MultiDataTrigger.Conditions>
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
-                </MultiDataTrigger>
-              </Style.Triggers>
-            </Style>
-          </DataGridTemplateColumn.CellStyle>
-          <DataGridTemplateColumn.CellTemplate>
-            <DataTemplate>
-              <ComboBox
-                  ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
-                  ItemTemplate="{StaticResource ExpirationTemplate}"
-                  SelectedItem="{Binding roll_schedule, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellTemplate>
-        </DataGridTemplateColumn>
-        <DataGridTemplateColumn Header="Roll Target $">
-          <DataGridTemplateColumn.CellStyle>
-            <Style
-                TargetType="DataGridCell"
-                BasedOn="{StaticResource {x:Type DataGridCell}}">
-              <Setter
-                  Property="ContextMenu"
-                  Value="{StaticResource RollTargetContextMenu}" />
-              <Style.Triggers>
-                <DataTrigger
-                    Binding="{Binding is_roll_target_dirty}"
-                    Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
-                </DataTrigger>
-              </Style.Triggers>
-            </Style>
-          </DataGridTemplateColumn.CellStyle>
-          <DataGridTemplateColumn.CellTemplate>
-            <DataTemplate>
-              <TextBlock
-                  Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
-                  VerticalAlignment="Center"
-                  Margin="2,0,2,0"
-                  ContextMenu="{StaticResource RollTargetContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellTemplate>
-          <DataGridTemplateColumn.CellEditingTemplate>
-            <DataTemplate>
-              <TextBox
-                Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
-                Margin="2" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellEditingTemplate>
-        </DataGridTemplateColumn>
-        <DataGridTemplateColumn Header="Riskless Rate %">
-          <DataGridTemplateColumn.CellStyle>
-            <Style
-                TargetType="DataGridCell"
-                BasedOn="{StaticResource {x:Type DataGridCell}}">
-              <Setter
-                  Property="ContextMenu"
-                  Value="{StaticResource RisklessRateContextMenu}" />
-              <Style.Triggers>
-                <DataTrigger
-                    Binding="{Binding is_riskless_rate_dirty}"
-                    Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
-                </DataTrigger>
-              </Style.Triggers>
-            </Style>
-          </DataGridTemplateColumn.CellStyle>
-          <DataGridTemplateColumn.CellTemplate>
-            <DataTemplate>
-              <TextBlock
-                  Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}"
-                  VerticalAlignment="Center"
-                  Margin="2,0,2,0"
-                  ContextMenu="{StaticResource RisklessRateContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellTemplate>
-          <DataGridTemplateColumn.CellEditingTemplate>
-            <DataTemplate>
-              <TextBox
-                Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellEditingTemplate>
-        </DataGridTemplateColumn>
-        <DataGridTemplateColumn Header="Settlement Price $">
-          <DataGridTemplateColumn.CellStyle>
-            <Style
-                TargetType="DataGridCell"
-                BasedOn="{StaticResource {x:Type DataGridCell}}">
-              <Setter
-                  Property="ContextMenu"
-                  Value="{StaticResource SettlementPriceContextMenu}" />
-              <Style.Triggers>
-                <DataTrigger
-                    Binding="{Binding is_settlement_price_dirty}"
-                    Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
-                </DataTrigger>
-              </Style.Triggers>
-            </Style>
-          </DataGridTemplateColumn.CellStyle>
-          <DataGridTemplateColumn.CellTemplate>
-            <DataTemplate>
-              <TextBlock
-                  Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}"
-                  VerticalAlignment="Center"
-                  Margin="2,0,2,0"
-                  ContextMenu="{StaticResource SettlementPriceContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellTemplate>
-          <DataGridTemplateColumn.CellEditingTemplate>
-            <DataTemplate>
-              <TextBox
-                Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellEditingTemplate>
-        </DataGridTemplateColumn>
-
-        <DataGridTemplateColumn Header="Delta Beta">
-          <DataGridTemplateColumn.CellStyle>
-            <Style
-                TargetType="DataGridCell"
-                BasedOn="{StaticResource {x:Type DataGridCell}}">
-              <Setter
-                  Property="ContextMenu"
-                  Value="{StaticResource DeltaBetaContextMenu}" />
-              <Style.Triggers>
-                <DataTrigger
-                    Binding="{Binding is_delta_beta_dirty}"
-                    Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
-                </DataTrigger>
-              </Style.Triggers>
-            </Style>
-          </DataGridTemplateColumn.CellStyle>
-          <DataGridTemplateColumn.CellTemplate>
-            <DataTemplate>
-              <TextBlock
-                  Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}"
-                  VerticalAlignment="Center"
-                  Margin="2,0,2,0"
-                  ContextMenu="{StaticResource DeltaBetaContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellTemplate>
-          <DataGridTemplateColumn.CellEditingTemplate>
-            <DataTemplate>
-              <TextBox
-                Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellEditingTemplate>
-        </DataGridTemplateColumn>
-
-        <DataGridTemplateColumn Header="Vega Beta">
-          <DataGridTemplateColumn.CellStyle>
-            <Style
-                TargetType="DataGridCell"
-                BasedOn="{StaticResource {x:Type DataGridCell}}">
-              <Setter
-                  Property="ContextMenu"
-                  Value="{StaticResource VegaBetaContextMenu}" />
-              <Style.Triggers>
-                <DataTrigger
-                    Binding="{Binding is_vega_beta_dirty}"
-                    Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
-                </DataTrigger>
-              </Style.Triggers>
-            </Style>
-          </DataGridTemplateColumn.CellStyle>
-          <DataGridTemplateColumn.CellTemplate>
-            <DataTemplate>
-              <TextBlock
-                Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
-                VerticalAlignment="Center"
-                Margin="2,0,2,0"
-                ContextMenu="{StaticResource VegaBetaContextMenu}"
-                Style="{StaticResource TextBlockCellElement}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellTemplate>
-          <DataGridTemplateColumn.CellEditingTemplate>
-            <DataTemplate>
-              <TextBox Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}" />
-            </DataTemplate>
-          </DataGridTemplateColumn.CellEditingTemplate>
-        </DataGridTemplateColumn>
-
-      </DataGrid.Columns>
-    </c:DataGridEx>
-  </Grid>
-</UserControl>

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersView.xaml.cs

@@ -1,76 +0,0 @@
-#nullable enable
-namespace mbts.ui.shell {
-   using bts.api.analytics;
-
-   using mbts.spark;
-   using mbts.ui.controls;
-   using mbts.ui.converters;
-   using mbts.ui.extensions;
-
-   using Spark.Core.Disposables;
-
-   using System;
-   using System.Windows;
-   using System.Windows.Controls;
-   using System.Windows.Controls.Primitives;
-   using System.Windows.Data;
-   using System.Windows.Input;
-
-   /// <summary>
-   /// Interaction logic for AnalyticsExpirationParametersView.xaml
-   /// </summary>
-   partial class AnalyticsExpirationParametersView : UserControl {
-      IDisposable? _context_menu_op;
-      IDisposable? _data_context_hooks;
-
-      public AnalyticsExpirationParametersView() {
-         InitializeComponent();
-         DataContextChanged += on_data_context_changed;
-         void on_data_context_changed(object sender, DependencyPropertyChangedEventArgs e) {
-            Disposable.dispose(ref _data_context_hooks);
-            if (e.NewValue is IHandleRowSelection hrs) {
-               hrs.row_selection_changed(new(Selector.SelectionChangedEvent, Array.Empty<object>(), _grid.SelectedItems));
-               _data_context_hooks = _grid.SubscribeSelectionChanged((s, e) => hrs.row_selection_changed(e));
-            }
-         }
-      }
-
-      public static ExpirationTextConverter expiration_text_converter =>
-         new() {
-            ShowSymbol = true,
-            ShowType = true,
-            MapExp = true
-         };
-
-      public static IValueConverter driver_display_text_converter =>
-         ValueConverter.create<ExpirationDriverImmutable?, string?>(
-            d => d.HasValue ?
-               d.Value.ModeCase switch {
-               ExpirationDriver.ModeOneofCase.Security =>
-                  expiration_text_converter.convert(d.Value.Security.to_sec_exp()),
-               ExpirationDriver.ModeOneofCase.TimeWeightedInterpolated => "Calculate",
-               _ => null
-            } :
-            null);
-
-      public static IValueConverter expiration_is_defined_converter =>
-         ValueConverter.create<SecurityExpiration?, bool>(exp =>
-            exp is not null && exp.expiration != default);
-
-      void _grid_PreviewMouseRightButtonUp(object sender, MouseButtonEventArgs e) {
-         Disposable.dispose(ref _context_menu_op);
-         if (e.OriginalSource is not FrameworkElement el || DataContext is not AnalyticsExpirationParametersVM vm) {
-            return;
-         }
-         var cell = el.find_ancestor_of_type<DataGridCell>();
-         if (cell?.ContextMenu is not ContextMenu cm || cell.DataContext is not AnalyticsExpirationParametersRowVM row) {
-            return;
-         }
-         vm.copy_row_source = row;
-         cm.DataContext = row;
-         cm.IsOpen = true;
-         _context_menu_op = cm.SubscribeClosed((s, e) => vm.copy_row_source = null);
-         e.Handled = true;
-      }
-   }
-}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersWindow.cs

@@ -1,70 +0,0 @@
-namespace mbts.spark {
-   using bts.api;
-   using bts.spark;
-
-   using mbts.ui;
-   using mbts.ui.shell;
-
-   using Spark.Core.Disposables;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Windows;
-   using System.Windows.Input;
-
-   class AnalyticsExpirationParametersWindow : SparkWindow<AnalyticsExpirationParametersSettings>, ISharedWindow {
-      public const string WINDOW_TYPE = "AnalyticsExpirationParameters";
-
-      readonly AnalyticsExpirationParametersSettings _init_settings;
-      List<SparkCommand> _commands;
-
-      AnalyticsExpirationParametersVM _vm;
-      AnalyticsExpirationParametersView _view;
-
-      public AnalyticsExpirationParametersWindow(
-         IBus bus, AnalyticsExpirationParametersWindowFactory factory, AnalyticsExpirationParametersSettings settings)
-         : base("Analytics Exp Params", bus, factory) {
-         _init_settings = settings;
-         _dispose = Disposable.Create(() => _vm?.Dispose());
-      }
-
-      public override string window_type => WINDOW_TYPE;
-      public string thread_id => WINDOW_TYPE;
-
-      public override AnalyticsExpirationParametersSettings SaveState =>
-         _vm?.get_state();
-
-      public override UIElement Content =>
-         _view;
-
-      public override IEnumerable<SparkCommand> Commands => _commands.empty_if_null();
-
-      public void thread_init() {
-         _vm = new AnalyticsExpirationParametersVM(_bus, _init_settings);
-
-         var auto_copy_rolls_cmd = new SparkCommandCommand(
-            "Auto Copy Rolls", null, _vm.toggle_auto_copy_rolls_cmd);
-         _vm.SubscribeDisposed(_vm.observe_auto_copy_rolls().Subscribe(v =>
-            auto_copy_rolls_cmd.icon = v ? Icons.RecurringSchedule : Icons.RecurringScheduleGray));
-
-         var auto_copy_rates_cmd = new SparkCommandCommand(
-            "Auto Copy Rates", null, _vm.toggle_auto_copy_rates_cmd);
-         _vm.SubscribeDisposed(_vm.observe_auto_copy_rates().Subscribe(v =>
-            auto_copy_rates_cmd.icon = v ? Icons.FinancialGrowth : Icons.FinancialGrowthGray));
-
-         _commands = new() {
-            new SparkCommandCommand("Commit", Icons.Disk, _vm.commit_cmd, new KeyGesture(Key.S, ModifierKeys.Control)),
-            new SparkCommandCommand("Revert", Icons.UndoCircular, _vm.revert_cmd, new KeyGesture(Key.Z, ModifierKeys.Control)),
-            auto_copy_rates_cmd,
-            auto_copy_rolls_cmd,
-            new SparkCommandCommand(
-               "Set Driver to Nearest Exp", null, _vm.set_driver_to_nearest_exp_cmd) {
-               show_in_toolbar = false,
-               show_in_context_menu = true
-            },
-         };
-
-         _view = new AnalyticsExpirationParametersView { DataContext = _vm };
-      }
-   }
-}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersWindowFactory.cs

@@ -1,30 +0,0 @@
-namespace mbts.spark {
-   using bts.api;
-   using bts.shell;
-   using bts.spark;
-
-   using mbts.ui;
-
-   using System;
-   using System.Reactive.Linq;
-   using System.Threading.Tasks;
-
-   class AnalyticsExpirationParametersWindowFactory : ShellWindowFactory<AnalyticsExpirationParametersSettings> {
-      readonly IBus _bus;
-
-      public AnalyticsExpirationParametersWindowFactory(IShellModule module, IBus bus)
-         : base(module, SparkCommands.show_vol_surface.title) {
-         _bus = bus;
-         _dispose = bus.subscribe(SparkTags.show_analytics_exp_params).OnDispatcher().Subscribe(_show);
-      }
-
-      public override Task<IShellWindow> load(AnalyticsExpirationParametersSettings state) =>
-         Task.FromResult(_create(state));
-
-      void _show(AnalyticsExpirationParametersSettings  _) =>
-         _bus.post(SparkTags.ShowWindow, _create(new()));
-
-      IShellWindow _create(AnalyticsExpirationParametersSettings startup_data) =>
-         new AnalyticsExpirationParametersWindow(_bus, this, startup_data);
-   }
-}

src/client/spark/AW2/AnalyticsParameters/AnalyticsParametersUIModel.cs

@@ -1,40 +0,0 @@
-namespace mbts.spark {
-   using bts.api;
-
-   using mbts;
-   using mbts.analytics;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Text;
-   using System.Threading.Tasks;
-
-   class AnalyticsParametersUIModel : IDisposable {
-      AnalyticsExpirationParametersMap _curr_val = null;
-      readonly IBus _bus;
-      readonly IDisposable _sub;
-
-      public event Action<AnalyticsExpirationParametersMap> on_expiration_parameters;
-
-      public AnalyticsParametersUIModel(IBus bus) {
-         _bus = bus;
-         _sub = _bus.subscribe(SparkTags.ExpirationParametersInputTag)
-            .Subscribe(d => on_expiration_parameters?.Invoke(d));
-      }
-
-      public void commit(IEnumerable<AnalyticsExpirationParameters> data) =>
-         _bus.post(SparkTags.ExpirationParametersCommitTag, data);
-
-      public IEnumerable<mbts.SecurityExpiration> get_smart_copy_roll_exps(AnalyticsExpirationParameters source) {
-         if (_curr_val != null) {
-            foreach (var kv in _curr_val.exp_map)
-               if (kv.Value.roll_schedule_expiration.Equals(source.roll_schedule_expiration))
-                  yield return kv.Key;
-         }
-      }
-
-      public void Dispose() =>
-         _sub.Dispose();
-   }
-}

src/client/spark/AW2/Bus/AnalyticsParametersManager.cs

@@ -1,69 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using bts;
-   using bts.api;
-   using bts.api.analytics;
-
-   using mbts.analytics;
-
-   using Spark.Core.Disposables;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Reactive.Linq;
-   using System.Threading;
-
-   /// <summary>
-   /// Reads exp params from the network and publishes it to the bus; listens to
-   /// <see cref="SparkTags.ExpirationParametersCommitTag"/> and persists the data
-   /// </summary>
-   public sealed class AnalyticsParametersManager : IDisposable {
-      IDisposable? _dispose;
-
-      public AnalyticsParametersManager(IBus bus, AnalyticsService analytics_service) {
-         var contracts_src = bus.subscribe(SparkTags.SystemContractsTag);
-
-         var exp_params_in_src = analytics_service.subscribei_exp_parameters()
-            .Select(upd => upd.all
-               .SelectMany(ep => ep.ParamList
-               .Select(ep => new AnalyticsExpirationParameters(ep)))
-               .ToDictionary(ep => ep.security));
-
-         var exp_params_out_src = bus.subscribe(SparkTags.ExpirationParametersCommitTag)
-            .Select(eps => eps
-               .Where(ep => ep.security.expiration.Date >= DateTime.Today - TimeSpan.FromDays(1)));
-
-         _dispose = Disposable.Create(
-            exp_params_in_src.CombineLatest(contracts_src)
-               .Select(tup => new AnalyticsExpirationParametersMap(tup.First, tup.Second))
-            .ObserveOn(SynchronizationContext.Current ?? throw new InvalidOperationException())
-            .Subscribe(bus.post_callback(SparkTags.ExpirationParametersInputTag)),
-            exp_params_out_src.Subscribe(save_exp_params));
-
-         void save_exp_params(IEnumerable<AnalyticsExpirationParameters> exp_params) {
-            Func<AnalyticsExpirationParameters, bool> is_unexpired = (p) => {
-               var st = p.driver_security.security_tuple.to_api_sec_tuple();
-               var exp = p.security.expiration;
-               return SecurityExpirationHelper.is_unexpired(st, exp);
-            };
-            exp_params = exp_params.Where(t => is_unexpired(t));
-            // listens to the commit tag and saves it
-            Log.Gen.info($"AnalyticsParametersManager received commit req. count:{exp_params.Count()}");
-            var to_save = new ExpirationParameterEntryList();
-            to_save.ParamList.AddRange(exp_params.Select(i => i.to_exp_param_entry()));
-            Log.Gen.record(
-               null,
-               (dt, elapsed, res) => {
-                  var msg = "AnalyticsParametersManager saved exp_params. " +
-                     $"count:{exp_params.Count()} t:{elapsed.TotalMilliseconds:0.000}ms";
-                  return (LogLevel.Info, msg);
-               },
-               () => analytics_service.set_exp_parameters(to_save));
-         }
-      }
-
-      public void Dispose() =>
-         Disposable.dispose(ref _dispose);
-   }
-}

src/client/spark/AW2/Bus/RequestResponse/VolSurfaceCalculationRequest.cs

@@ -1,44 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.analytics;
-
-namespace mbts.spark
-{
-   /// UI (VolSurfaceDisplayModel) publishes this to the request calculator
-   /// (This is published in response to user typing in, or any of the macro
-   /// actions on the right)
-   public class VolSurfaceCalculationRequest : ICloneable
-   {
-      public readonly VolSurfaceInput volsurface_input;
-      public readonly int request_id;
-      public readonly IDictionary<VolSurfaceExpiration, VolCurveAction> action_map;
-      public readonly bool cascade_up, cascade_down;
-
-      public VolSurfaceCalculationRequest(VolSurfaceInput this_volsurface_input, int this_request_id)
-         : this(this_volsurface_input, this_request_id, new Dictionary<VolSurfaceExpiration, VolCurveAction>())
-      { }
-
-      public VolSurfaceCalculationRequest(VolSurfaceInput this_volsurface_input, int this_request_id,
-                                          IDictionary<VolSurfaceExpiration, VolCurveAction> this_action_map,
-                                          bool this_cascade_up = false, bool this_cascade_down = false)
-      {
-         request_id = this_request_id;
-         volsurface_input = VolSurfaceUtilityFunctions.clone_proto(this_volsurface_input);
-         action_map = this_action_map;
-         cascade_up = this_cascade_up;
-         cascade_down = this_cascade_down;
-      }
-
-      public object Clone()
-      {
-         return new VolSurfaceCalculationRequest(VolSurfaceUtilityFunctions.clone_proto(volsurface_input),
-                                                  request_id,
-                                                  action_map != null ? new Dictionary<VolSurfaceExpiration, VolCurveAction>(action_map) : null,
-                                                  cascade_up, cascade_down);
-                                                   
-      }
-   }
-}

src/client/spark/AW2/Bus/RequestResponse/VolSurfaceCalculationResponse.cs

@@ -1,25 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.analytics;
-
-namespace mbts.spark
-{
-   public class VolSurfaceCalculationResponse : ICloneable
-   {
-      public readonly VolSurfaceOutput volsurface_calculation_output;
-      public readonly int request_id;
-      public VolSurfaceCalculationResponse(VolSurfaceOutput this_volsurface_calculation_output, int this_request_id)
-      {
-         request_id = this_request_id;
-         volsurface_calculation_output = this_volsurface_calculation_output;
-      }
-
-      public object Clone()
-      {
-         return new VolSurfaceCalculationResponse(volsurface_calculation_output != null ? volsurface_calculation_output.Clone() as VolSurfaceOutput : null, request_id);
-      }
-   }
-}

src/client/spark/AW2/Bus/SingleOptionDriverPricePublisher.cs

@@ -1,205 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using mbts.analytics;
-using bts.api;
-using bts.api.analytics;
-
-public class DriverMD {
-   public readonly DriverCalculationType calc_type = DriverCalculationType.Direct;
-   public readonly Nullable<SecurityImmutable> driver_security = null;
-   public readonly VolSurfaceMDUnit md = null;
-   public readonly Nullable<double> calculated_driver = null;
-   public static DriverMD empty = new DriverMD(
-       DriverCalculationType.Direct, null, null, null);
-   public DriverMD(DriverCalculationType calc_type,
-                   Nullable<SecurityImmutable> driver_security,
-                   VolSurfaceMDUnit md,
-                   Nullable<double> calculated_driver) {
-      this.calc_type = calc_type;
-      this.driver_security = driver_security;
-      this.md = md;
-      this.calculated_driver = calculated_driver;
-   }
-   public DriverMD(SecurityImmutable driver_security,
-                   VolSurfaceMDUnit md)
-                   :
-                   this(DriverCalculationType.Direct, driver_security, md, null) {
-
-   }
-   public DriverMD(double driver)
-                   :
-                   this(DriverCalculationType.TimeWeightedInterp, null, null, driver) {
-   }
-   public double get_driver() {
-      switch (calc_type) {
-         case DriverCalculationType.Direct:
-            return VolSurfaceCoreFunctions.get_driver(md);
-         case DriverCalculationType.TimeWeightedInterp:
-            return calculated_driver.HasValue ? calculated_driver.Value : Double.NaN;
-      }
-      return Double.NaN;
-   }
-}
-
-namespace mbts.spark {
-   // Publishes the driver prices for expirations of a single option (this is not AW2 specific)
-   // f(AnalyticsExpirationParametersMap, SystemContractData) -> OptionDriverPriceMap
-   // This is constructed by the ResourceAllocator
-   public class SingleOptionDriverPricePublisher {
-      private readonly SecurityTuple _sec_tup;
-      private ThreadedBlackboard _bb;
-      // tags
-      private ITag<AnalyticsExpirationParametersMap> _in_bb_exp_params_tag =
-         SparkTags.ExpirationParametersInputTag;
-      private ITag<SystemContractData> _in_bb_contracts_tag =
-         SparkTags.SystemContractsTag;
-      private OptionDriverPriceMap _last_published;
-      private readonly PerfStatsLogger _logger;
-      private readonly TimeSpan _fire_period = TimeSpan.FromMilliseconds(300);
-      private DateTime _last_fire_time = DateTime.MinValue;
-
-      public SingleOptionDriverPricePublisher(SecurityTuple sec_tup,
-                                               ThreadedBlackboard bb) {
-         bts.Log.Gen.info($"SingleOptionDriverPricePublisher initialized st:{sec_tup}");
-         _sec_tup = sec_tup;
-         _bb = bb;
-         _logger = new PerfStatsLogger(50, 50,
-            $"SingleOptionDriverPricePublisher_{sec_tup.security_name}_{GetHashCode()}");
-         _last_published = new OptionDriverPriceMap(sec_tup.security_name,
-            new Dictionary<SecurityExpiration, DriverMD>());
-         _bb.subscribe(_in_bb_exp_params_tag);
-         _bb.subscribe(_in_bb_contracts_tag);
-         _bb.data_callback += _on_bb_data;
-         _bb.timer_callback += _on_bb_timer;
-         _compute_and_fire();
-      }
-
-      private void _on_bb_data(object tag, object data) {
-         if (_in_bb_exp_params_tag == tag || _in_bb_contracts_tag == tag) {
-            _on_bb_timer();
-         }
-      }
-
-      private void _on_bb_timer() {
-         if (DateTime.Now - _last_fire_time >= _fire_period) {
-            _last_fire_time = DateTime.Now;
-            _compute_and_fire();
-         }
-      }
-
-      private void _compute_and_fire() {
-         _logger.start_default_timer();
-         AnalyticsExpirationParametersMap param_map = _bb.read_state(_in_bb_exp_params_tag);
-         SystemContractData sc_data = _bb.read_state(_in_bb_contracts_tag);
-         if (param_map == null || sc_data == null) {
-            return;
-         }
-         IDictionary<mbts.SecurityExpiration, mbts.SecurityExpiration> driver_map =
-            param_map.get_option_to_driver_map(_sec_tup.security_name);
-         // look up the market data
-         IDictionary<SecurityExpiration, DriverMD> res =
-              new Dictionary<SecurityExpiration, DriverMD>();
-         foreach (var kv in driver_map) {
-            SecurityExpiration option_exp = kv.Key;
-            SecurityExpiration driver = kv.Value;
-            if (_direct_valid_driver(driver)) {
-               Tuple<SecurityImmutable, VolSurfaceMDUnit> md_tup = sc_data.get_exp_md(driver);
-               // to deal with expired expirations
-               if (md_tup != null) {
-                  res.Add(option_exp, new DriverMD(md_tup.Item1, md_tup.Item2));
-               }
-            } else {
-               // SecurityTuple driver_sectup = _get_option_driver(driver_map, option_exp);
-               // bts.Log.Gen.info("SingleOptionDriverPricePublisher._compute_and_fire " +
-               //    $"option_exp: {option_exp} driver: {driver_sectup}");
-               // 
-               double interp_pr = interp_driver(sc_data, driver_map, option_exp);
-               res.Add(option_exp, new DriverMD(interp_pr));
-            }
-            // for exps with interp_drivers (right represented by invalid driver) find the 
-            // neighboring option's future. then find the nearest 2 future exps (nearest 
-            // to this option's exp) and do a tim weighted interp
-            // if not neighboring driver then calculate it from the spot 
-         }
-         if (_is_different(res)) {
-            _last_published = new OptionDriverPriceMap(_sec_tup.security_name, res);
-            var to_fire = new OptionDriverPriceMap(_sec_tup.security_name, res);
-            // bts.Log.Gen.info("SingleOptionDriverPricePublisher._compute_and_fire \n" +
-            //                   $"map:{to_fire.log_string()}");
-            _logger.stop_default_timer();
-            _bb.post(SparkTags.OptionDriverBBOTag(_sec_tup.security_name),
-                     new OptionDriverPriceMap(_sec_tup.security_name, res));
-         }
-      }
-
-      // compares the new values to the previous
-      private bool _is_different(IDictionary<SecurityExpiration, DriverMD> new_dic) {
-         Func<DriverMD, DriverMD, bool> is_dmd_diff = (d1, d2) => {
-            bool eq = VolSurfaceUtilityFunctions.compare_doubles(d1.get_driver(), d2.get_driver());
-            return !eq;
-         };
-         new_dic.Difference(_last_published.exp_price_map, out var ex_left, out var ex_right, out var overlap);
-         return ex_left.Count() != 0 || ex_right.Count() != 0 ||
-               overlap.Where(v => is_dmd_diff(v.Value.left, v.Value.right)).Count() > 0;
-      }
-
-      #region driver interp
-      private static bool _direct_valid_driver(SecurityExpiration driver_exp) {
-         return driver_exp != null && /*driver_exp.expiration >= DateTime.Now.Date &&*/
-               (driver_exp.security_tuple.security_type == SecurityType.Future ||
-               driver_exp.security_tuple.security_type == SecurityType.Stock);
-      }
-      // returns the driver sectup (it assumes all expirations of this option sectup
-      // are being driven by the same sectup)
-      public static SecurityTuple get_driver_sectup(
-         IDictionary<mbts.SecurityExpiration, mbts.SecurityExpiration> driver_map,
-         SecurityExpiration exp) {
-         foreach (var kv in driver_map) {
-            SecurityExpiration driver = kv.Value;
-            if (_direct_valid_driver(driver) &&
-               exp.security_tuple.Equals(kv.Key.security_tuple)) {
-               return driver.security_tuple;
-            }
-         }
-         return null;
-      }
-
-      public static Tuple<SecurityExpiration, SecurityExpiration>
-            find_neighbors(SystemContractData sc_data,
-                           SecurityTuple sec_tup, DateTime exp) {
-         var exps = sc_data.exp_map.Where(
-            kv => sec_tup.Equals(kv.Key.security_tuple)).Select(kv => kv.Key);
-         if (exps == null) {
-            return null;
-         }
-         SecurityExpiration low, high;
-         VolSurfaceUtilityFunctions.find_neighbors(exps, exp,
-            (t, p) => t.expiration.Subtract(p).TotalMilliseconds, out low, out high);
-         return Tuple.Create(low, high);
-      }
-
-      public static double interp_driver(SystemContractData sc_data,
-                           IDictionary<SecurityExpiration, SecurityExpiration> driver_map,
-                           SecurityExpiration option_exp) {
-         SecurityTuple driver_sectup = get_driver_sectup(driver_map, option_exp);
-         if (driver_sectup == null)
-            return Double.NaN;
-         var ngh_drivers = find_neighbors(sc_data, driver_sectup, option_exp.expiration);
-         if (ngh_drivers == null || ngh_drivers.Item1 == null || ngh_drivers.Item2 == null)
-            return Double.NaN;
-         var low = sc_data.get_exp_md(ngh_drivers.Item1);
-         var high = sc_data.get_exp_md(ngh_drivers.Item2);
-         if (low == null || low.Item2 == null)
-            return Double.NaN;
-         if (high == null || high.Item2 == null)
-            return Double.NaN;
-         // finally we have the value we need, interp it now
-         return VolSurfaceCoreFunctions.linear_interpolate_time(
-                           ngh_drivers.Item1.expiration, VolSurfaceCoreFunctions.get_driver(low.Item2),
-                           ngh_drivers.Item2.expiration, VolSurfaceCoreFunctions.get_driver(high.Item2),
-                           option_exp.expiration);
-      }
-      #endregion
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceClientTheosPublishHelper.cs

@@ -1,47 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-using mbts.analytics;
-
-namespace mbts.spark {
-   // UNUSED
-   // This class is held by the SingleVolSurfaceClientPrecomputedTheosPublisher
-   // and acts as a buffer for publishing values. If wait_for_theo_confirmation
-   // setting is true, it publshes an alert tag, otherwise publishes the theos
-   // directly
-   public class SingleVolSurfaceClientTheosPublishHelper {
-      private readonly int _vs_id;
-      private readonly ThreadedBlackboard _bb;
-      private int _n_updates = 0;
-
-      public SingleVolSurfaceClientTheosPublishHelper(int vs_id, ThreadedBlackboard bb) {
-         bts.Log.assert(false);
-         _vs_id = vs_id;
-         _bb = bb;
-      }
-
-      public void publish(IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> exp_theo_map) {
-         if (_n_updates == 0)
-            /// If its the first theos send it rightaway
-            _bb.post(SparkTags.VolSurfaceInterpGreeksTag(_vs_id), exp_theo_map);
-         else {
-            if (_is_theo_acceptance_confirmation_on)
-               _bb.post(SparkTags.VolSurfaceTheoAlertTag,
-                        new VolSurfaceTheoAlertData(Guid.NewGuid().ToString(), _vs_id, exp_theo_map));
-            else
-               _bb.post(SparkTags.VolSurfaceInterpGreeksTag(_vs_id), exp_theo_map);
-         }
-         _n_updates++;
-      }
-
-      private bool _is_theo_acceptance_confirmation_on {
-         get {
-            // in edge this was in a TC2 setting
-            return false;
-         }
-      }
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceCommittedOutputRetriever.cs

@@ -1,78 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.analytics;
-using bts.api;
-
-namespace mbts.spark {
-   // Publishes the vol outputs for a single vol surface.
-   // Despite of the name Retriever, this class computes the vols
-   // - f (vs_input, aux_data, securities) -> vs_output
-   // and publishes it
-   // Subs :
-   // 1. Committed VS Input
-   // 3. VS Nonvol Data
-   // Pubs :
-   // 1. VS Out
-   public class SingleVolSurfaceCommittedOutputRetriever : IDisposable {
-      private readonly int _vs_id;
-      private readonly ITag<VolSurfaceInput> _in_bb_vs_input_tag;
-      private readonly ITag<VolSurfaceNonVolData> _in_bb_nonvol_data_tag;
-      private readonly ITag<VolSurfaceStandardTime> _in_vs_standard_time_tag;
-      private readonly ITag<VolSurfaceOutput> _out_bb_computed_vol_tag;
-      private readonly ThreadedBlackboard _bb;
-      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
-      private readonly PerfStatsLogger _logger = new PerfStatsLogger(50, 100);
-      private readonly string _log_id;
-
-      public SingleVolSurfaceCommittedOutputRetriever(int vs_id,
-         ThreadedBlackboard threaded_bb, IEnumerable<string> symbols) {
-         bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever cons vs_id:{vs_id} tid:{_tid()}");
-         _vs_id = vs_id;
-         _bb = threaded_bb;
-         _in_bb_vs_input_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
-         _in_bb_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
-         _in_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
-         _out_bb_computed_vol_tag = SparkTags.VolSurfaceCommittedOutputTag(vs_id);
-         _log_id = String.Format("SingleVolSurfaceCommittedOutputRetriever_{0}", vs_id);
-         _bb.subscribe(_in_bb_vs_input_tag);
-         _bb.subscribe(_in_bb_nonvol_data_tag);
-         _bb.subscribe(_in_vs_standard_time_tag);
-         _bb.data_callback += _on_bb_data;
-         _recompute_and_publish();
-      }
-      private static int _tid() { return VolSurfaceTroubleshootingFunctions.tid(); }
-      private void _on_bb_data(object tag, object data) {
-         if (_in_bb_vs_input_tag.Equals(tag) || _in_bb_nonvol_data_tag.Equals(tag) ||
-             _in_vs_standard_time_tag.Equals(tag))
-            _recompute_and_publish(tag);
-      }
-
-      private void _recompute_and_publish(object tag = null) {
-         VolSurfaceInput vs_input = _bb.read_state(_in_bb_vs_input_tag);
-         VolSurfaceNonVolData vs_nonvol_data = _bb.read_state(_in_bb_nonvol_data_tag);
-         VolSurfaceStandardTime vs_standard_time = _bb.read_state(_in_vs_standard_time_tag);
-         if (vs_input != null && vs_nonvol_data != null && vs_standard_time != null) {
-            _timer.start();
-            IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map =
-                VolSurfaceUtilityFunctions.compute_aux_data(vs_input,
-                     vs_nonvol_data.input, vs_nonvol_data.driver_price_map, vs_standard_time);
-            VolSurfaceOutput vs_output = GeneralVolSurfaceCalculator.compute(
-               vs_input, vs_nonvol_data.contracts, aux_data_map);
-            _timer.stop();
-            var tag_str = tag == null ? "Null" : tag.ToString();
-            // bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
-            //                  $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
-            //                  $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
-            _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
-            _bb.post(_out_bb_computed_vol_tag, vs_output);
-         }
-      }
-
-      #region IDisposable
-      public void Dispose() { _bb.data_callback -= _on_bb_data; }
-      #endregion
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceDataSource.cs

@@ -1,98 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.analytics;
-using bts;
-using bts.utils;
-using bts.api;
-
-
-namespace mbts.spark {
-   /// Listens to the input (either committed or candidate depending on the arg)
-   /// and creates the actual source that is immutable wrt the symbol list.
-   /// (Making the real sources immutable wrt to the symbol list simplifies
-   /// things a lot. Symbol lists rarely every change, but its a pain to
-   /// handle such changes)
-   public class SingleVolSurfaceDataSource : IDisposable {
-      public enum SymbolListType {
-         Committed,
-         Candidate,
-         Combined,
-      }
-      private readonly SymbolListType _list_type;
-      private readonly int _vs_id;
-      private readonly ThreadedBlackboard _bb;
-      private readonly Func<IEnumerable<string>, IDisposable> _create_func;
-      private readonly ITag<VolSurfaceInput> _in_bb_committed_data_tag;
-      private readonly ITag<VolSurfaceCalculationRequest> _in_bb_calc_req_tag;
-
-      private HashSet<string> _option_symbols = new HashSet<string>();
-      private IDisposable _source = null;
-
-      public SingleVolSurfaceDataSource(SymbolListType list_type, int vs_id, ThreadedBlackboard threaded_bb,
-                                        Func<IEnumerable<string>, IDisposable> create_func) {
-         Log.Gen.info(String.Format("SingleVolSurfaceDataSource constructed vs_id {0}", vs_id));
-         _list_type = list_type;
-         _vs_id = vs_id;
-         _bb = threaded_bb;
-         _create_func = create_func;
-         _in_bb_committed_data_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
-         _in_bb_calc_req_tag = SparkTags.VolSurfaceCalculationRequestTag(vs_id);
-         _bb.subscribe(_in_bb_committed_data_tag);
-         _bb.subscribe(_in_bb_calc_req_tag);
-         _bb.data_callback += _on_bb_data;
-         _recompute();
-      }
-
-      private void _on_bb_data(object tag, object data) {
-         if (_in_bb_committed_data_tag.Equals(tag) || _in_bb_calc_req_tag.Equals(tag))
-            _recompute();
-      }
-
-      private void _recompute() {
-         VolSurfaceCalculationRequest vs_calc_req = _bb.read_state(_in_bb_calc_req_tag);
-         VolSurfaceInput vs_comm_inp = _bb.read_state(_in_bb_committed_data_tag);
-         if (_list_type == SymbolListType.Candidate) {
-            if (vs_calc_req != null && vs_calc_req.volsurface_input != null) {
-               HashSet<string> new_sym_map = new HashSet<string>(VolSurfaceDataFunctions.get_symbols(vs_calc_req.volsurface_input));
-               _create_if_needed(new_sym_map);
-            }
-         } else if (_list_type == SymbolListType.Committed) {
-            if (vs_comm_inp != null) {
-               HashSet<string> new_sym_map = new HashSet<string>(VolSurfaceDataFunctions.get_symbols(vs_comm_inp));
-               _create_if_needed(new_sym_map);
-            }
-         } else if (_list_type == SymbolListType.Combined) {
-            List<string> new_sym_list = new List<string>();
-            if (vs_calc_req != null && vs_calc_req.volsurface_input != null)
-               new_sym_list.AddRange(VolSurfaceDataFunctions.get_symbols(vs_calc_req.volsurface_input));
-            if (vs_comm_inp != null)
-               new_sym_list.AddRange(VolSurfaceDataFunctions.get_symbols(vs_comm_inp));
-            _create_if_needed(new HashSet<string>(new_sym_list));
-         }
-      }
-
-      private void _create_if_needed(HashSet<string> new_sym_map) {
-         if (!CollectionHelper.hashset_equals(_option_symbols, new_sym_map)) {
-            _option_symbols = new HashSet<string>(new_sym_map);
-            if (_source != null)
-               _source.Dispose();
-            _source = _create_func(_option_symbols);
-            _bb.post(SparkTags.AquireTag(Guid.NewGuid().ToString()),
-                                 new SymbolResourceAllocationUnit(
-                                    _option_symbols.Select(i => new mbts.SecurityTuple(SecurityType.Option, i, Venue.Unset)), this, true));
-         }
-      }
-
-      #region IDisposable
-      public void Dispose() {
-         if (_source != null)
-            _source.Dispose();
-         _bb.data_callback -= _on_bb_data;
-      }
-      #endregion
-
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceGateway.cs

@@ -1,144 +0,0 @@
-namespace mbts.spark {
-   using bts;
-   using bts.api;
-   using bts.api.analytics;
-
-   using mbts.analytics;
-
-   using Spark.Core.Protobuf;
-
-   using System;
-   using System.Collections;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Reactive.Linq;
-   using System.Threading;
-
-   // For a single VolSurface this class
-   // 1. Listents to commmits and calls the service to persist data
-   // 2. Gathers the vol surface input from the nw and publishes it
-   // 3. Gathers the vol surface list and publishes it
-   public class SingleVolSurfaceGateway : IDisposable {
-      private readonly int _volsurface_id;
-      private readonly ThreadedBlackboard _bb;
-      private readonly ITag<VolSurfaceInput> _in_bb_committ_tag;
-      private readonly AnalyticsService _analytics_service;
-      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
-      private readonly string _user;
-      private readonly List<IDisposable> _disposables = new List<IDisposable>();
-      private IDictionary<UInt64, VolSurfaceInputSnapshot> _snp_shot_map = new
-         Dictionary<UInt64, VolSurfaceInputSnapshot>();
-
-      public SingleVolSurfaceGateway(int volsurface_id, ThreadedBlackboard threaded_bb,
-                                     AnalyticsService analytics_service) {
-         bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway created for vs_id:{0}",
-                                       volsurface_id));
-         _volsurface_id = volsurface_id;
-         _bb = threaded_bb;
-         _user = "TEST_USER"; // TODO
-         _in_bb_committ_tag = SparkTags.VolSurfaceCommitTag(volsurface_id);
-         _analytics_service = analytics_service;
-         _bb.subscribe(_in_bb_committ_tag);
-         _bb.data_callback += _on_bb_data;
-         var vs_sub = _analytics_service.subscribei_volsurfaces()
-            .ObserveOn(SynchronizationContext.Current)
-            .Subscribe(_on_vss);
-         _disposables.Add(vs_sub);
-      }
-
-      private void _log_basic_vs_info(VolSurfaceInput vs_inp) {
-         bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway vs_id:{0} vs:{1}",
-            vs_inp.surface_settings.core_settings.vol_surface_id, vs_inp.log_string()));
-      }
-
-      private void _on_vss(bts.api.core.Update<VolSurfaceEntryImmutable, UInt64> update) {
-         IEnumerable<VolSurfaceEntryImmutable> all_vss = update.all;
-         var this_vs_vss = all_vss.Where(vs => vs.VsId == _volsurface_id);
-         bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway._on_vss count:{0} vs_count:{1}",
-            all_vss.Count(), this_vs_vss.Count()));
-         if (this_vs_vss.Count() == 0) {
-            return;
-         }
-         VolSurfaceEntryImmutable vs = this_vs_vss.MaxElement(vs => vs.SaveTime);
-         VolSurfaceInput vs_input = _to_vs_input(vs);
-         _log_basic_vs_info(vs_input);
-         _bb.post(
-            SparkTags.VolSurfaceCommittedInputTag(_volsurface_id), vs_input);
-         _update_publish_snapshots(this_vs_vss);
-      }
-
-      private void _update_publish_snapshots(IEnumerable<VolSurfaceEntryImmutable> vss) {
-         foreach (VolSurfaceEntryImmutable vse in vss) {
-            if (!_snp_shot_map.ContainsKey(vse.SaveTime)) {
-               VolSurfaceInputSnapshot snp = new VolSurfaceInputSnapshot(vse);
-               _snp_shot_map.Add(vse.SaveTime, snp);
-            }
-         }
-         bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway._update_publish_snapshots count:{0}",
-                           _snp_shot_map.Count));
-         _bb.post(SparkTags.VolSurfaceInputSnapshotListTag(_volsurface_id),
-                                       _snp_shot_map.Values);
-      }
-
-      static VolSurfaceInput _to_vs_input(VolSurfaceEntryImmutable vs) =>
-         ProtobufSerializationHelper.deserialize<VolSurfaceInput>(vs.Volsurface.ToByteArray());
-
-      private void _on_bb_data(object tag, object data) {
-         if (_in_bb_committ_tag.Equals(tag)) {
-            try {
-               _timer.start();
-               VolSurfaceInput vs_input = data as VolSurfaceInput;
-               _sanitize_input(ref vs_input);
-               vs_input = VolSurfaceDataFunctions.unset_driver_overrides(vs_input);
-               vs_input.saver_login = _user;
-               VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service, _user);
-               _timer.stop();
-               Log.Gen.info(String.Format(
-                  "SingleVolSurfaceGateway._on_bb_data Time to commit volsurface {0} {1} msecs",
-                  _volsurface_id, _timer.lastIntervalTime));
-               var archived_theos = _get_theos();
-               if (archived_theos != null)
-                  _analytics_service.archive_theos(archived_theos);
-            } catch (Exception ex) {
-               Log.Gen.warn(ex.ToString());
-               _bb.post(SparkTags.MessageDisplayTag,
-                  new MessageDisplayData("Vol Surface Addition",
-                                          String.Format("Could not create Vol Surface, Error : {0}", ex.Message)));
-            }
-         }
-      }
-
-      private void _sanitize_input(ref VolSurfaceInput vs_input) {
-         vs_input.surface_settings.core_settings.time_settings = vs_input.surface_settings.core_settings.time_settings ?? new VolSurfaceTimeSettings() { time_mode = VolSurfaceEnums.VolSurfaceTimeMode.Manual };
-         if (vs_input.surface_settings.core_settings.master_slave_relationships != null)
-            foreach (VolSurfaceSymbolRelationship vssr in vs_input.surface_settings.core_settings.master_slave_relationships)
-               _force_distinct_connected_symbols(vssr);
-         if (vs_input.surface_settings.core_settings.implied_vol_marketdata_relationships != null)
-            foreach (VolSurfaceSymbolRelationship vssr in vs_input.surface_settings.core_settings.implied_vol_marketdata_relationships)
-               _force_distinct_connected_symbols(vssr);
-      }
-
-      private void _force_distinct_connected_symbols(VolSurfaceSymbolRelationship vssr) {
-         var distinct_syms = vssr.connected_symbols.Distinct().ToList();
-         if (distinct_syms.Count != vssr.connected_symbols.Count)
-            vssr.connected_symbols = distinct_syms;
-      }
-
-      private ArchivedTheoList _get_theos() {
-         var cand_theos = SingleVolSurfaceTheoSource.compute_cand_theos(_volsurface_id, _bb);
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
-         var rv = SingleVolSurfaceTheoSource.convert_to_id_map(cand_theos, sc_data);
-         rv.SaveTime = VolSurfaceUtilityFunctions.get_unix_epoch_msecs();
-         var sec_tups = SingleVolSurfaceTheoSource.get_vs_sectups(_volsurface_id, _bb);
-         rv.SecTups.AddRange(sec_tups);
-         return rv;
-      }
-
-      #region Disposable
-      public void Dispose() {
-         _bb.data_callback -= _on_bb_data;
-         _disposables.ForEach(d => d.Dispose());
-      }
-      #endregion
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceInterpGreeksPublisher.cs

@@ -1,194 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.analytics;
-using System.Collections.Concurrent;
-using System.IO;
-using System.IO.Compression;
-using bts;
-using bts.api;
-using mbts.ui.converters;
-
-namespace mbts.spark {
-   // This class gathers all the inputs needed to calculate InterpGreeks, pass it to 
-   // VolSurfacePrecomputedTheosProducer, and publishes the InterpGreeks to the bus
-   // (called SingleVolSurfaceClientPrecomputedTheosPublisher in Edge)
-   // It listens to
-   // a. vol surface inputs
-   // b. exp params (roll, rates etc)
-   // c. securities (exp, strikes) for options in the vs
-   // d. driver prices for options in vs
-   // and passes the data above to VolSurfacePrecomputedTheosProducer where
-   // the real calculations take place.
-   public class SingleVolSurfaceInterpGreeksPublisher : IDisposable {
-      private readonly int _vs_id;
-      private readonly ThreadedBlackboard _bb;
-      private HashSet<string> _all_symbols;
-      private VolSurfaceInterpGreeksProducer _theo_producer;
-      private readonly ITag<VolSurfaceInput> _in_vs_input_tag;
-      private readonly ITag<VolSurfaceNonVolInput> _in_vs_nonvol_input_tag;
-      private readonly ITag<VolSurfaceStrikeMap> _in_vs_contracts_tag;
-      private ITag<IReadOnlyDictionary<string, OptionDriverPriceMap>>
-         _in_all_syms_driver_price_tag = SparkTags.AllOptionDriverBBOTag;
-      private readonly ITag<VolSurfaceStandardTime> _in_vs_standard_time_tag;
-      private readonly ITag<bool> _in_ui_up_tag;
-      private readonly string _user;
-      private readonly PerfStatsLogger _logger;
-
-      public SingleVolSurfaceInterpGreeksPublisher(int vs_id,
-               ThreadedBlackboard threaded_bb, IEnumerable<string> symbols) {
-         bts.Log.Gen.info($"SingleVolSurfaceInterpGreeksPublisher cons {vs_id}");
-         _vs_id = vs_id;
-         _bb = threaded_bb;
-         _all_symbols = new HashSet<string>(symbols);
-         _logger = new PerfStatsLogger(10, 100,
-            $"SingleVolSurfaceInterpGreeksPublisher_{vs_id}");
-         _theo_producer = new VolSurfaceInterpGreeksProducer(vs_id);
-         // TODO
-         _user = String.Empty;   // get current user from somewhere (ask John)
-         _theo_producer.on_theos += _theo_producer_on_theos;
-         _theo_producer.on_vols += _theo_producer_on_vols;
-         _in_vs_input_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
-         _in_vs_nonvol_input_tag = SparkTags.VolSurfaceNonVolInputTag;
-         _in_vs_contracts_tag = SparkTags.VolSurfaceContractsTag(vs_id);
-         _in_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
-         _in_ui_up_tag = SparkTags.VolSurfaceActiveUITag(_vs_id);
-         _bb.subscribe(_in_vs_input_tag);
-         _bb.subscribe(_in_vs_nonvol_input_tag);
-         _bb.subscribe(_in_vs_contracts_tag);
-         _bb.subscribe(_in_all_syms_driver_price_tag);
-         _bb.subscribe(_in_vs_standard_time_tag);
-         _bb.subscribe(_in_ui_up_tag);
-         _bb.data_callback += _on_bb_data;
-         _init();
-      }
-
-      // reading all the data from the bus and setting up the producer
-      private void _init() {
-         var vs_inp = _bb.read_state(_in_vs_input_tag);
-         if (vs_inp != null)
-            _theo_producer.set_vol_data(vs_inp);
-         var vs_nonvol_input = _bb.read_state(_in_vs_nonvol_input_tag);
-         if (vs_nonvol_input != null)
-            _theo_producer.set_nonvol_parameters((vs_nonvol_input).exp_input_map);
-         _set_contracts();
-         _read_and_set_drivers();
-         var vs_standard_time = _bb.read_state(_in_vs_standard_time_tag);
-         if (vs_standard_time != null)
-            _theo_producer.set_system_vol_time(vs_standard_time);
-      }
-
-      private void _read_and_set_drivers() {
-         var all_sym_price_map = _bb.read_state(_in_all_syms_driver_price_tag);
-         IDictionary<VolSurfaceExpiration, DriverMD> exp_price_map =
-            OptionDriverPriceMap.get_vs_price_map(all_sym_price_map,
-                                                  (s) => _all_symbols.Contains(s));
-         _theo_producer.set_driver_price(
-            exp_price_map.ToDictionary(kv => kv.Key, kv => kv.Value.get_driver()));
-      }
-
-      #region Blackboard Callbacks
-      private void _on_bb_data(object tag, object data) {
-         if (_in_vs_input_tag.Equals(tag)) {
-            var vs_inp = _bb.read_state(_in_vs_input_tag);
-            _theo_producer.set_vol_data(vs_inp);
-         } else if (_in_vs_nonvol_input_tag.Equals(tag)) {
-            var vs_nonvol_input = _bb.read_state(_in_vs_nonvol_input_tag);
-            if (vs_nonvol_input != null)
-               _theo_producer.set_nonvol_parameters((vs_nonvol_input).exp_input_map);
-         } else if (_in_vs_contracts_tag.Equals(tag))
-            _set_contracts();
-         else if (_in_all_syms_driver_price_tag.Equals(tag))
-            _read_and_set_drivers();
-         else if (_in_vs_standard_time_tag.Equals(tag))
-            _theo_producer.set_system_vol_time(_bb.read_state(_in_vs_standard_time_tag));
-      }
-
-      private void _set_contracts() {
-         // in edge this used to filter exps that were active in TC2
-         var all_contracts = _bb.read_state(_in_vs_contracts_tag);
-         if (all_contracts != null) {
-            _theo_producer.set_contracts(all_contracts.strike_map);
-         }
-      }
-
-      #endregion
-
-      private void _log_data<T>(
-         IDictionary<VolSurfaceExpiration, IEnumerable<T>> theos,
-         DateTime exp_filter,
-         string prefix,
-         Func<T, string> log_func,
-         Comparison<T> sort_func) {
-         string rv = prefix + "\n";
-         foreach (var kv in theos) {
-            var exp = kv.Key;
-            if (exp.expiration != exp_filter) {
-               continue;
-            }
-            var sorted = new List<T>(kv.Value);
-            sorted.Sort(sort_func);
-            foreach (var t in sorted) {
-               rv += "\n" + $"exp: {exp} {log_func(t)}";
-            }
-         }
-         Log.Gen.info(rv);
-      }
-
-      private void _log_vol_matrix(
-         IDictionary<VolSurfaceExpiration, IEnumerable<VolMatrix>> vols,
-         DateTime exp_filter) {
-         _log_data(vols, exp_filter, "InterpGreeks VolMatrix", (t) => t.log_string(),
-                  (t1, t2) => {
-                     var rv = t1.expiration.CompareTo(t2.expiration);
-                     if (rv == 0)
-                        rv = t1.strike.CompareTo(t2.strike);
-                     if (rv == 0)
-                        rv = t1.driver.CompareTo(t2.driver);
-                     return rv;
-                  });
-      }
-
-      private void _log_theos(
-         IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos,
-         DateTime exp_filter) {
-         _log_data(theos, exp_filter, "InterpGreeks Theos", (t) => t.log_string(),
-                  (t1, t2) => {
-                     var rv = t1.expiration.CompareTo(t2.expiration);
-                     if (rv == 0)
-                        rv = t1.strike.CompareTo(t2.strike);
-                     if (rv == 0)
-                        rv = t1.driver.CompareTo(t2.driver);
-                     return rv;
-                  });
-      }
-
-      private int _n_updates = 0;
-      private void _theo_producer_on_theos(
-            IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> exp_theo_map,
-            double vol_compute_time, double theo_compute_time) {
-         Log.Gen.info("SingleVolSurfaceInterpGreeksPublisher._theo_producer_on_theos " +
-                      $"vs_id: {_vs_id} n_updates: {++_n_updates} " +
-                      $"vol_compute_time: {vol_compute_time} " +
-                      $"theo_compute_time: {theo_compute_time}");
-         _logger.log_default(theo_compute_time);
-         _bb.post(SparkTags.VolSurfaceInterpGreeksTag(_vs_id), exp_theo_map);
-      }
-
-      private void _theo_producer_on_vols(
-         IDictionary<VolSurfaceExpiration, IEnumerable<mbts.analytics.VolMatrix>> exp_vol_map,
-         double vol_compute_time, double theo_compute_time) {
-         Log.Gen.info("SingleVolSurfaceInterpGreeksPublisher._theo_producer_on_vols " +
-                      $"vs_id: {_vs_id} vol_compute_time: {vol_compute_time} " +
-                      $"theo_compute_time: {theo_compute_time}");
-      }
-
-      #region IDisposable
-      public void Dispose() {
-         _bb.data_callback -= _on_bb_data;
-      }
-      #endregion
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceManager.cs

@@ -1,74 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using bts.api.analytics;
-using bts.api;
-
-namespace mbts.spark {
-   public class SingleVolSurfaceManager : IDisposable {
-      private readonly int _vs_id;
-      private IEnumerable<IDisposable> _resources;
-      private readonly ThreadedBlackboard _bb;
-      private readonly AnalyticsService _analytics_service;
-      private ITag<bool> _vs_activation_tag;
-      private bool _activated = false;
-
-      public SingleVolSurfaceManager(int vs_id, ThreadedBlackboard t_bb,
-                                     AnalyticsService analytics_service) {
-         var tid = System.Threading.Thread.CurrentThread.ManagedThreadId;
-         bts.Log.Ui.info($"SingleVolSurfaceManager.cons vs_id:{vs_id} tid:{tid}");
-         _vs_id = vs_id;
-         _bb = t_bb;
-         _analytics_service = analytics_service;
-         _vs_activation_tag = SparkTags.VolSurfaceActiveUITag(vs_id);
-         _bb.subscribe(_vs_activation_tag);
-         _bb.data_callback += _on_data;
-      }
-
-      private void _spin_resources() {
-         bts.Log.Ui.info($"SingleVolSurfaceManager._spin_resources vs_id:{_vs_id}");
-         _resources = new IDisposable[]
-        {
-            new SingleVolSurfaceGateway(_vs_id, _bb, _analytics_service),
-            new SingleVolSurfaceTimeSource(_vs_id,_bb),
-            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined,
-               _vs_id, _bb, syms => new SingleVolSurfaceNonVolDataSource(_vs_id, syms, _bb)),
-            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
-               a_syms => new SingleVolSurfaceCommittedOutputRetriever(_vs_id, _bb, a_syms)),
-            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined, _vs_id, _bb,
-               a_syms => new SingleVolSurfaceRequestCalculator(_vs_id, a_syms, _bb)),
-            new SingleVolSurfaceMarketImpliedVolSource(_vs_id, _bb),
-            // new SingleVolSurfaceTheoSource(_vs_id, _bb),
-            // TODO: suspending heatmaps for now (12/24/21)
-            // new SingleVolSurfaceHeatmapManager (vs_id, t_bb),
-            // server work that can optionally be done on the client
-            new SingleVolSurfaceDataSource (SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
-               a_syms => new SingleVolSurfaceInterpGreeksPublisher (_vs_id, _bb, a_syms)),
-        };
-      }
-
-      private void _on_data(object tag, object data) {
-         if (_vs_activation_tag.Equals(tag)) {
-            if (_activated) {
-               // TODO: not cleaning up recources
-               return;
-            }
-            bool is_activation_signal = data is Boolean && (Boolean)data;
-            if (is_activation_signal) {
-               _activated = true;
-               _spin_resources();
-            }
-         }
-      }
-
-      #region IDisposable
-      private bool _is_disposed = false;
-      public void Dispose() {
-         if (!_is_disposed) {
-            _is_disposed = true;
-            _resources.ToList().ForEach(d => d.Dispose());
-         }
-      }
-      #endregion
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceMarketImpliedVolSource.cs

@@ -1,236 +0,0 @@
-namespace mbts.spark {
-   using bts;
-   using bts.api;
-
-   using mbts;
-   using mbts.analytics;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Collections;
-
-   /// This class publishes the market implied vols for the
-   /// selected expiration.
-   public class SingleVolSurfaceMarketImpliedVolSource : IDisposable {
-      // This keeps the last computed exp and its bbo
-      #region MD caching
-      private class CachedExpMD {
-         public SecurityExpiration exp = SecurityExpiration.empty;
-         public IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> k_md_map =
-            new Dictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>();
-         private bool _has_changed(
-               SecurityExpiration new_exp,
-               IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> new_k_md_map) {
-            if (new_exp != exp) {
-               return true;
-            }
-            if (k_md_map.Count() != new_k_md_map.Count) {
-               return true;
-            }
-            foreach (var kv in k_md_map) {
-               Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit> k_md;
-               if (!new_k_md_map.TryGetValue(kv.Key, out k_md)) {
-                  return true;
-               }
-               if (!kv.Value.Item1.Equals(k_md.Item1) ||
-                   !kv.Value.Item2.Equals(k_md.Item2)) {
-                  return true;
-               }
-            }
-            return false;
-         }
-         public bool set(
-               SecurityExpiration new_exp,
-               IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> new_k_md_map) {
-            bool has_changed = _has_changed(new_exp, new_k_md_map);
-            if (has_changed) {
-               exp = new_exp;
-               k_md_map = new_k_md_map;
-            }
-            return has_changed;
-         }
-      }
-      #endregion
-      private readonly int _vs_id;
-      private readonly ITag<IReadOnlyDictionary<uint, SecurityMD>> _in_bb_sec_map_tag;
-      private readonly ITag<mbts.analytics.VolSurfaceOutput> _in_bb_committed_output_tag;
-      private readonly ITag<VolSurfaceCalculationResponse> _in_bb_calc_resp_tag;
-      private readonly ITag<bool> _in_bb_inp_dirty_tag;
-      private readonly ITag<Tuple<VolSurfaceDisplayGridExpiration, bool>>
-         _in_bb_selected_exp_tag;
-      private readonly ITag<mbts.analytics.VolSurfaceEnums.MarketSide>
-         _in_bb_market_impliedvol_side_tag;
-      private readonly ITag<bool> _in_bb_ignore_market_implied_vol_source_settings_tag;
-      private CachedExpMD _cached_exp_md = new CachedExpMD();
-      private readonly ThreadedBlackboard _bb;
-      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
-      private readonly PerfStatsLogger _logger = new PerfStatsLogger(50, 50);
-      private TimeSpan _compute_period = TimeSpan.FromMilliseconds(333);
-      private bool _is_dirty = true;
-
-      public SingleVolSurfaceMarketImpliedVolSource(int vs_id, ThreadedBlackboard bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceMarketImpliedVolSource cons vs_id:{vs_id}");
-         _vs_id = vs_id;
-         _bb = bb;
-         _in_bb_sec_map_tag = SparkTags.SecuritiesTag;
-         _in_bb_committed_output_tag = SparkTags.VolSurfaceCommittedOutputTag(vs_id);
-         _in_bb_calc_resp_tag = SparkTags.VolSurfaceCalculationResponseTag(vs_id);
-         _in_bb_inp_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(vs_id);
-         _in_bb_selected_exp_tag = SparkTags.VolSurfaceGridSelectionTag(_vs_id);
-         _in_bb_market_impliedvol_side_tag = SparkTags.VolSurfaceMarketImpliedVolSide(_vs_id);
-         _in_bb_ignore_market_implied_vol_source_settings_tag =
-            SparkTags.VolSurfaceIgnoreImpliedVolSettingsTag(vs_id);
-         _bb.subscribe(_in_bb_committed_output_tag);
-         _bb.subscribe(_in_bb_calc_resp_tag);
-         _bb.subscribe(_in_bb_inp_dirty_tag);
-         _bb.subscribe(_in_bb_selected_exp_tag);
-         _bb.subscribe(_in_bb_market_impliedvol_side_tag);
-         _bb.subscribe(_in_bb_ignore_market_implied_vol_source_settings_tag);
-         _bb.data_callback += _on_bb_data;
-         _bb.timer_callback += _on_bb_timer;
-      }
-
-      private void _on_bb_data(object tag, object data) {
-         if (tag != null)
-            if (_in_bb_committed_output_tag.Equals(tag) ||
-                _in_bb_calc_resp_tag.Equals(tag) ||
-               _in_bb_inp_dirty_tag.Equals(tag) || _in_bb_selected_exp_tag.Equals(tag) ||
-               _in_bb_market_impliedvol_side_tag.Equals(tag) ||
-                _in_bb_ignore_market_implied_vol_source_settings_tag.Equals(tag))
-               _is_dirty = true;
-      }
-
-      private void _check_bbo_change() {
-         var sc_data = _bb.read_state(SparkTags.SystemContractsTag);
-         Tuple<VolSurfaceDisplayGridExpiration, bool> sel_exp_tup =
-            _bb.read_state(_in_bb_selected_exp_tag);
-         if (sc_data == null || sel_exp_tup == null) {
-            return;
-         }
-         VolSurfaceExpiration new_sel_exp = sel_exp_tup.Item1.ToVSExp();
-         var new_md = sc_data.get_option_bbo_vsexp(new_sel_exp);
-         bool bbo_dirty = _cached_exp_md.set(new_md.Item1, new_md.Item2);
-         _is_dirty = _is_dirty || bbo_dirty;
-      }
-
-      private DateTime _last_publish_time = DateTime.MinValue;
-      private void _on_bb_timer() {
-         if (DateTime.Now - _last_publish_time >= _compute_period) {
-            _check_bbo_change();
-            if (_is_dirty)
-               _recompute_and_publish();
-            _is_dirty = false;
-            _last_publish_time = DateTime.Now;
-         }
-      }
-
-      private void _recompute_and_publish() {
-         Tuple<VolSurfaceDisplayGridExpiration, bool> sel_exp =
-            _bb.read_state(_in_bb_selected_exp_tag);
-         VolSurfaceOutput vs_output = _resolve_curr_cand();
-         if (vs_output != null && vs_output.volsurface_input != null &&
-            vs_output.aux_data_map != null &&
-            sel_exp != null && sel_exp.Item1 != null) {
-            var impliedvol_side = _get_market_impliedvol_side(_bb, _vs_id);
-            VolSurfaceExpiration orig_exp = new VolSurfaceExpiration() {
-               symbol = sel_exp.Item1.symbol,
-               expiration = sel_exp.Item1.expiration
-            };
-            _timer.start();
-            VolSurfaceExpiration md_exp;
-            VolCurveMarketImpliedVolData exp_impl_vol_map =
-               VolSurfaceCoreFunctions.compute_implied_vols(
-                  vs_output.volsurface_input,
-                  orig_exp, vs_output.aux_data_map,
-                  arg_exp => _get_bbo(arg_exp),
-                  impliedvol_side,
-                  _ignore_market_implied_vol_source_settings(_bb, _vs_id),
-                  out md_exp);
-            _timer.stop();
-            _logger.log("SingleVolSurfaceMarketImpliedVolSource",
-                        "SingleVolSurfaceMarketImpliedVolSource",
-                        _timer.lastIntervalTime);
-            if (exp_impl_vol_map is null) {
-               return;
-            }
-            bts.Log.Gen.info(
-               $"SingleVolSurfaceMarketImpliedVolSource._recompute_and_publish " +
-               exp_impl_vol_map.log_string());
-            _bb.post(SparkTags.VolSurfaceMarketImpliedVolTag(_vs_id),
-               new Dictionary<VolSurfaceExpiration,
-                              Tuple<VolSurfaceExpiration, VolCurveMarketImpliedVolData>>() {
-                  { orig_exp, Tuple.Create(md_exp, exp_impl_vol_map) }
-               });
-         }
-      }
-
-      // Returns the candidate or committed VolSurface depending
-      private VolSurfaceOutput _resolve_curr_cand() {
-         bool is_dirty = _bb.read_state(_in_bb_inp_dirty_tag, false);
-         if (is_dirty) {
-            VolSurfaceCalculationResponse vs_resp = _bb.read_state(_in_bb_calc_resp_tag);
-            return vs_resp != null ? vs_resp.volsurface_calculation_output : null;
-         } else
-            return _bb.read_state(_in_bb_committed_output_tag);
-      }
-
-      private IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>
-      _get_bbo(VolSurfaceExpiration vs_exp) {
-         return get_option_bbo(_bb, vs_exp);
-      }
-
-      private static bool _normalize_bbo = true;
-      #region Static helpers
-
-      // for some markets (crypto ie), the options prices are not in
-      // the same terms as strikes, ie strikes are in USD whereras the
-      // option prices are in BTC
-      internal static double get_option_price_mult(
-                                                ThreadedBlackboard bb,
-                                                VolSurfaceExpiration option_exp) {
-         var driver_map = bb.read_state(SparkTags.AllOptionDriverBBOTag);
-         if (driver_map != null &&
-            driver_map.TryGetValue(option_exp.symbol, out var sym_map)) {
-            var vs_md = sym_map.get_driver_md(option_exp.expiration);
-            return vs_md.get_driver();
-         }
-         return Double.NaN;
-      }
-      internal static
-      IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>
-      get_option_bbo(ThreadedBlackboard bb, VolSurfaceExpiration vs_exp) {
-         var sc_data = bb.read_state(SparkTags.SystemContractsTag);
-         IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> rv =
-            sc_data.get_option_bbo_vsexp(vs_exp).Item2;
-         double mult = get_option_price_mult(bb, vs_exp);
-         if (_normalize_bbo)
-            return rv.ToDictionary(kv => kv.Key, kv =>
-              Tuple.Create(kv.Value.Item1.mult_price(mult),
-                           kv.Value.Item2.mult_price(mult)));
-         return rv;
-      }
-
-      internal static bool _ignore_market_implied_vol_source_settings(
-            ThreadedBlackboard bb, int vs_id) {
-         return bb.read_state(
-            SparkTags.VolSurfaceIgnoreImpliedVolSettingsTag(vs_id), false);
-      }
-
-      internal static VolSurfaceEnums.MarketSide
-      _get_market_impliedvol_side(ThreadedBlackboard bb, int vs_id) {
-         return bb.read_state(
-            SparkTags.VolSurfaceMarketImpliedVolSide(vs_id),
-            VolSurfaceEnums.MarketSide.Mid);
-      }
-
-      #endregion
-
-      #region IDisposable
-      public void Dispose() {
-         _bb.data_callback -= _on_bb_data;
-         _bb.timer_callback -= _on_bb_timer;
-      }
-      #endregion
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceNonVolDataSource.cs

@@ -1,91 +0,0 @@
-using System;
-using System.Collections.Generic;
-
-using mbts.analytics;
-using bts.api;
-using System.Linq;
-
-namespace mbts.spark {
-   // f (SystemContractData, 
-   //    VolSurfaceNonVolInput, 
-   //    IDictionary<mbts.analytics.VolSurfaceExpiration, double>) -> VolSurfaceNonVolData
-   // Subs :
-   // 1. Securities (SystemContractsTag)
-   // 2. NonVolInput (VolSurfaceNonVolInputTag)
-   // 3. Driver prices (VolSurfaceOptionDriverTag)
-   // Publishes :
-   // 1. VolSurfaceNonVolData which is simply a union of the 3 inputs
-   // 2. VolSurfaceStrikeMap
-   public class SingleVolSurfaceNonVolDataSource : IDisposable {
-      private readonly int _vs_id;
-      private readonly IEnumerable<string> _option_symbols;
-      private readonly ThreadedBlackboard _bb;
-      private readonly ITag<SystemContractData> _in_bb_contract_data_tag;
-      private readonly ITag<VolSurfaceNonVolInput> _in_bb_vs_nonvol_input_tag;
-      private readonly ITag<IReadOnlyDictionary<string, OptionDriverPriceMap>> _in_bb_all_driver_price_tag;
-      private readonly ITag<mbts.analytics.VolSurfaceNonVolData> _out_bb_vs_nonvol_data_tag;
-      private readonly ITag<mbts.analytics.VolSurfaceStrikeMap> _out_bb_vs_contracts_tag;
-
-      public SingleVolSurfaceNonVolDataSource(int vs_id, IEnumerable<string> option_symbols,
-            ThreadedBlackboard bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{vs_id}");
-         _vs_id = vs_id;
-         _option_symbols = option_symbols;
-         _bb = bb;
-         _in_bb_contract_data_tag = SparkTags.SystemContractsTag;
-         _in_bb_vs_nonvol_input_tag = SparkTags.VolSurfaceNonVolInputTag;
-         _in_bb_all_driver_price_tag = SparkTags.AllOptionDriverBBOTag;
-         _out_bb_vs_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
-         _out_bb_vs_contracts_tag = SparkTags.VolSurfaceContractsTag(vs_id);
-         _bb.subscribe(_in_bb_contract_data_tag);
-         _bb.subscribe(_in_bb_vs_nonvol_input_tag);
-         _bb.subscribe(_in_bb_all_driver_price_tag);
-         _bb.data_callback += _on_bb_data;
-         _init();
-      }
-
-      private void _init() {
-         _publish_vs_strike_map();
-         _recompute_and_fire();
-      }
-
-      private void _publish_vs_strike_map() {
-         SystemContractData sc_data = _bb.read_state(_in_bb_contract_data_tag);
-         if (sc_data != null) {
-            var k_map = new VolSurfaceStrikeMap(_option_symbols, sc_data);
-            bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
-                              "publishing strike_map sz:{k_map.strike_map.Count()}");
-            _bb.post(_out_bb_vs_contracts_tag, new VolSurfaceStrikeMap(_option_symbols, sc_data));
-         }
-      }
-
-      private void _on_bb_data(object tag, object data) {
-         if (_in_bb_contract_data_tag.Equals(tag)) {
-            _publish_vs_strike_map();
-            _recompute_and_fire();
-         } else if (_in_bb_vs_nonvol_input_tag.Equals(tag) ||
-                    _in_bb_all_driver_price_tag.Equals(tag))
-            _recompute_and_fire();
-      }
-
-      private void _recompute_and_fire() {
-         SystemContractData sc_data = _bb.read_state(_in_bb_contract_data_tag);
-         VolSurfaceNonVolInput vs_nonvol_input = _bb.read_state(_in_bb_vs_nonvol_input_tag);
-         var all_sym_price_map = _bb.read_state(_in_bb_all_driver_price_tag);
-         var exp_price_map = OptionDriverPriceMap.get_vs_price_map(
-            all_sym_price_map, (s) => _option_symbols.Contains(s));
-         if (sc_data != null && vs_nonvol_input != null && exp_price_map != null) {
-            bts.Log.Gen.diag($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
-                              "publishing VolSurfaceNonVolData");
-            _bb.post(_out_bb_vs_nonvol_data_tag,
-                     new VolSurfaceNonVolData(
-                        vs_nonvol_input, exp_price_map,
-                        new VolSurfaceStrikeMap(_option_symbols, sc_data).strike_map));
-         }
-      }
-
-      #region IDisposable
-      public void Dispose() { _bb.data_callback -= _on_bb_data; }
-      #endregion
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceRequestCalculator.cs

@@ -1,168 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-using bts.api;
-
-using mbts.analytics;
-
-namespace mbts.spark {
-   // All local changes to the VolSurface that trigger calculations
-   // are handled here.
-   // Subs :
-   // 1. VS Calc Req
-   // 2. VS Nonvol Data
-   // 3. Dirty   
-   // Pubs :
-   // 1. Calc Resp
-   public class SingleVolSurfaceRequestCalculator : IDisposable {
-      private readonly int _vs_id;
-      private readonly HashSet<string> _symbols;
-      private readonly ThreadedBlackboard _bb;
-      private readonly ITag<VolSurfaceCalculationRequest> _in_bb_request_tag;
-      private readonly ITag<VolSurfaceNonVolData> _in_bb_nonvol_data_tag;
-      private readonly ITag<VolSurfaceStandardTime> _in_bb_vs_standard_time_tag;
-      private readonly ITag<VolSurfaceEnums.MarketSide> _in_bb_market_impliedvol_side_tag;
-      private readonly ITag<bool> _in_bb_dirty_tag;
-      private HighPerformanceTimer _timer = new HighPerformanceTimer();
-      /// data
-      private VolSurfaceOutput _last_output;
-
-      public SingleVolSurfaceRequestCalculator(int vs_id, IEnumerable<string> symbols,
-                                               ThreadedBlackboard threaded_bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id: {vs_id}");
-         _vs_id = vs_id;
-         _symbols = new HashSet<string>(symbols);
-         _bb = threaded_bb;
-         _in_bb_request_tag = SparkTags.VolSurfaceCalculationRequestTag(vs_id);
-         _in_bb_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
-         _in_bb_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
-         _in_bb_market_impliedvol_side_tag = SparkTags.VolSurfaceMarketImpliedVolSide(vs_id);
-         _in_bb_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(vs_id);
-         _bb.subscribe(_in_bb_request_tag);
-         _bb.subscribe(_in_bb_nonvol_data_tag);
-         _bb.subscribe(_in_bb_vs_standard_time_tag);
-         _bb.subscribe(_in_bb_vs_standard_time_tag);
-         _bb.subscribe(_in_bb_dirty_tag);
-         _bb.data_callback += _on_bb_data;
-         _recompute_and_publish(true);
-      }
-
-      private void _on_bb_data(object tag, object data) {
-         if (_in_bb_request_tag.Equals(tag) || _in_bb_dirty_tag.Equals(tag))
-            _recompute_and_publish(true);
-         else if (_in_bb_nonvol_data_tag.Equals(tag) || _in_bb_vs_standard_time_tag.Equals(tag))
-            _recompute_and_publish(false);
-
-      }
-
-      private void _recompute_and_publish(bool is_new_request) {
-         bool is_dirty = _bb.read_state(_in_bb_dirty_tag, false);
-         VolSurfaceNonVolData nonvol_data = _bb.read_state(_in_bb_nonvol_data_tag);
-         VolSurfaceStandardTime vs_standard_time = _bb.read_state(_in_bb_vs_standard_time_tag);
-         if (is_dirty && nonvol_data != null) {
-            _timer.start();
-            VolSurfaceCalculationRequest curr_req = _bb.read_state(_in_bb_request_tag),
-                                         effective_req = null;
-            if (is_new_request)
-               effective_req = curr_req;
-            else {
-               if (_last_output != null)
-                  effective_req =
-                     new VolSurfaceCalculationRequest(_last_output.volsurface_input, curr_req.request_id);
-            }
-            if (effective_req != null) {
-               IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map =
-                  VolSurfaceUtilityFunctions.compute_aux_data(effective_req.volsurface_input,
-                                                              nonvol_data.input,
-                                                              nonvol_data.driver_price_map,
-                                                              vs_standard_time, true);
-               IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
-                  _post_process_action(effective_req, aux_data_map);
-               _last_output = GeneralVolSurfaceCalculator.compute(effective_req.volsurface_input,
-                                                                  nonvol_data.contracts,
-                                                                  aux_data_map,
-                                                                  action_map,
-                                                                  null,
-                                                                  effective_req.cascade_up,
-                                                                  effective_req.cascade_down);
-               _timer.stop();
-               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time: " +
-                                $"{_timer.lastIntervalTime}");
-               _bb.post(SparkTags.VolSurfaceCalculationResponseTag(_vs_id),
-                        new VolSurfaceCalculationResponse(_last_output, effective_req.request_id));
-            }
-         }
-      }
-
-      /// Computes the impl vol if the action is fit to market
-      private IDictionary<VolSurfaceExpiration, VolCurveAction> _post_process_action(
-         VolSurfaceCalculationRequest req,
-         IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map) {
-         IDictionary<VolSurfaceExpiration, VolCurveAction> rv = req.action_map;
-         /// TODO : VolCurveAction needs to be structured better. The UI enforces that
-         /// all exps have the same action, but the structure doesnt. So here the UI
-         /// constraint is flowing in
-         if (rv != null && rv.Count > 0) {
-            VolCurveAction rep_action = rv.ElementAt(0).Value;
-            if (rep_action.action_type == VolCurveAction.ActionType.FitToMarket) {
-               IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> impl_vol_map =
-                  _fill_in_implied_vols(req.volsurface_input, req.action_map, aux_data_map,
-                                       req.cascade_up, req.cascade_down);
-               rv = impl_vol_map.ToDictionary(kv => kv.Key, kv => new VolCurveAction(
-                  new VolCurveMarketFitAction(rep_action.market_fit_action.fit_action, kv.Value,
-                                             rep_action.market_fit_action.use_weighted_regression)));
-            }
-         }
-         return rv;
-      }
-
-      private IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> _fill_in_implied_vols(
-            VolSurfaceInput vs_inp,
-            IDictionary<VolSurfaceExpiration, VolCurveAction> action_map,
-            IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map,
-            bool cascade_up, bool cascade_down) {
-         IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> rv =
-            new Dictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData>();
-         VolCurveAction rep_action = action_map.ElementAt(0).Value;
-         HashSet<VolSurfaceExpiration> master_exps =
-            VolSurfaceUtilityFunctions.get_master_expirations(vs_inp, true);
-         IEnumerable<VolSurfaceExpiration> applicable_exps;
-         if (cascade_up || cascade_down)
-            applicable_exps =
-               VolSurfaceUtilityFunctions.get_exp_list_from_cascade(
-                  vs_inp.surface_parameters.curve_parameters_map.Select(t => t.Item1),
-                  action_map.Keys, cascade_up, cascade_down);
-         else
-            applicable_exps = action_map.Keys;
-         applicable_exps = applicable_exps.Where(vs_exp => master_exps.Contains(vs_exp));
-
-         VolSurfaceEnums.MarketSide impliedvol_side =
-            SingleVolSurfaceMarketImpliedVolSource._get_market_impliedvol_side(_bb, _vs_id);
-         foreach (VolSurfaceExpiration vs_exp in applicable_exps) {
-            VolSurfaceExpiration md_exp;
-            VolCurveMarketImpliedVolData exp_impl_data =
-               VolSurfaceCoreFunctions.compute_implied_vols(vs_inp, vs_exp, aux_data_map,
-                  arg_vs_exp => SingleVolSurfaceMarketImpliedVolSource.get_option_bbo(_bb, arg_vs_exp),
-                  impliedvol_side,
-                  SingleVolSurfaceMarketImpliedVolSource._ignore_market_implied_vol_source_settings(
-                     _bb, _vs_id),
-                  out md_exp);
-            rv[vs_exp] = exp_impl_data;
-         }
-         return rv;
-      }
-
-      #region IDisposable
-      private bool _disposed = false;
-      public void Dispose() {
-         if (!_disposed) {
-            _disposed = true;
-            _bb.data_callback -= _on_bb_data;
-         }
-      }
-      #endregion
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceTheoSource.cs

@@ -1,245 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.analytics;
-using bts;
-using bts.api;
-using bts.api.analytics;
-
-namespace mbts.spark {
-   // Publishes the committed and candidate greeks in the
-   // form of VolSurfaceTheoData
-   // (this was the data that was published in the winform syncfusion grid,
-   // with the candidate/committed next to each other)
-   // Subs :
-   // 1. Comm Vol Output
-   // 2. Cand Calc Response
-   // 3. Is Dirty (ie a pending change?)
-   // 4. Detailed Window State
-   // Pubs :
-   // 1. VolSurfaceTheoData (cand and comm theos)
-   public class SingleVolSurfaceTheoSource : IDisposable {
-      private readonly int _vs_id;
-      private readonly ThreadedBlackboard _bb;
-      private readonly ITag<VolSurfaceOutput> _in_committed_vol_output_tag;
-      private readonly ITag<VolSurfaceCalculationResponse> _in_candidate_vol_output_tag;
-      private readonly ITag<bool> _in_input_dirty_tag;
-      private readonly ITag<bool> _in_window_state_tag;
-      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
-      private bool _is_dirty = true;
-      private static readonly IDictionary<VolSurfaceExpiration, IEnumerable<Theos>>
-       _empty_theos = new Dictionary<VolSurfaceExpiration, IEnumerable<Theos>>();
-      private VolSurfaceTheoData _last_data =
-         new VolSurfaceTheoData(new Dictionary<VolSurfaceExpiration, HashSet<double>>(),
-                                 _empty_theos, _empty_theos, false);
-      private uint _n_comps = 0;
-
-      public SingleVolSurfaceTheoSource(int vs_id, ThreadedBlackboard threaded_bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceTheoSource cons vs_id:{vs_id}");
-         _vs_id = vs_id;
-         _bb = threaded_bb;
-         _in_committed_vol_output_tag = SparkTags.VolSurfaceCommittedOutputTag(_vs_id);
-         _in_candidate_vol_output_tag = SparkTags.VolSurfaceCalculationResponseTag(_vs_id);
-         _in_input_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(_vs_id);
-         _in_window_state_tag = SparkTags.VolSurfaceTheoWindowStateTag(_vs_id);
-         _bb.subscribe(_in_committed_vol_output_tag);
-         _bb.subscribe(_in_candidate_vol_output_tag);
-         _bb.subscribe(_in_input_dirty_tag);
-         _bb.subscribe(_in_window_state_tag);
-         _bb.data_callback += _on_data;
-         _bb.timer_callback += _on_timer;
-         // (TODO) forcing computing of theos by publishing an 
-         // active theos window tag, remove it
-         _bb.post(_in_window_state_tag, true);
-      }
-
-      #region Blackboard
-      private void _on_data(object tag, object data) {
-         if (_in_candidate_vol_output_tag.Equals(tag) ||
-             _in_committed_vol_output_tag.Equals(tag) ||
-             _in_input_dirty_tag.Equals(tag) || _in_window_state_tag.Equals(tag)) {
-            _is_dirty = true;
-         }
-      }
-
-      private void _on_timer() {
-         if (_is_dirty) {
-            // publishes new values when there is an
-            // 1. theos window up
-            // 2. waiting candidate change
-            _compute_and_publish(_is_active_candidate(), _is_active_theos_window());
-            _is_dirty = false;
-         }
-      }
-      #endregion
-
-      private void _compute_and_publish(bool is_active_candidate,
-                                        bool is_active_theos_window) {
-         VolSurfaceCalculationResponse calc_resp =
-            _bb.read_state(_in_candidate_vol_output_tag);
-         VolSurfaceOutput candidate_output =
-            calc_resp != null ? calc_resp.volsurface_calculation_output : null,
-            committed_output = _bb.read_state(_in_committed_vol_output_tag);
-         IDictionary<VolSurfaceExpiration, HashSet<double>> secs =
-            _get_securities(committed_output, candidate_output);
-         IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> comm_theo_map =
-            _empty_theos, cand_theo_map = _empty_theos;
-         if (is_active_theos_window) {
-            comm_theo_map = _compute_theos(committed_output, secs);
-            if (is_active_candidate)
-               cand_theo_map = _compute_theos(candidate_output, secs);
-         } else {
-            if (is_active_candidate)
-               cand_theo_map = _compute_theos(candidate_output, secs);
-         }
-         var new_data = new VolSurfaceTheoData(secs, comm_theo_map,
-            cand_theo_map, is_active_candidate);
-         if (_is_valid_update(new_data))
-            _bb.post(SparkTags.VolSurfaceTheoOutputTag(_vs_id), new_data);
-      }
-
-      private bool _is_valid_update(VolSurfaceTheoData new_data) {
-         bool is_spurious = _last_data.committed_theo_map.Count == 0 &&
-                            _last_data.candidate_theo_map.Count == 0 &&
-                            new_data.committed_theo_map.Count == 0 &&
-                            new_data.candidate_theo_map.Count == 0;
-         _last_data = new_data;
-         return !is_spurious;
-      }
-
-      private IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> _compute_theos(
-         VolSurfaceOutput vs_output,
-         IDictionary<VolSurfaceExpiration, HashSet<double>> exp_strikes) {
-         if (vs_output != null) {
-            _timer.start();
-            var exp_volmat_map = VolSurfaceVolMatrixCalculator.generate_volmatrix(
-                  vs_output.volsurface_input,
-                  exp_strikes.ToDictionary(kv => kv.Key,
-                                           kv => kv.Value as IEnumerable<double>),
-                  vs_output.aux_data_map,
-                  new double[] { 0.0 }, false, true, false, false, false);
-            _timer.stop();
-            _n_comps++;
-            Log.Gen.info($"SingleVolSurfaceTheoSource._compute_theos vs_id:{_vs_id} " +
-                         $"vol time:{ _timer.lastIntervalTime} msecs n_comps: {_n_comps}");
-            _timer.start();
-            var theo_map = VolSurfaceTheoCalculator.compute_standard_greeks(
-               vs_output.volsurface_input.surface_settings, exp_volmat_map, true);
-            _timer.stop();
-            Log.Gen.info($"SingleVolSurfaceTheoSource._compute_theos vs_id:{_vs_id} " +
-                         $"theo time:{ _timer.lastIntervalTime} msecs n_comps: {_n_comps}");
-            return theo_map;
-         }
-         return new Dictionary<VolSurfaceExpiration, IEnumerable<Theos>>();
-      }
-
-      // plucks the data off the bus, computes the theos and returns it
-      public static IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> compute_cand_theos(
-         int vs_id, ThreadedBlackboard bb) {
-         VolSurfaceCalculationResponse calc_resp =
-            bb.read_state(SparkTags.VolSurfaceCalculationResponseTag(vs_id));
-         VolSurfaceOutput vs_output =
-            calc_resp != null ? calc_resp.volsurface_calculation_output : null;
-         IDictionary<VolSurfaceExpiration, HashSet<double>> exp_strikes =
-              VolSurfaceUtilityFunctions.get_contracts(vs_output);
-         if (vs_output != null && exp_strikes != null) {
-            var exp_volmat_map = VolSurfaceVolMatrixCalculator.generate_volmatrix(
-                  vs_output.volsurface_input,
-                  exp_strikes.ToDictionary(kv => kv.Key,
-                                           kv => kv.Value as IEnumerable<double>),
-                  vs_output.aux_data_map,
-                  new double[] { 0.0 }, false, true, false, false, false);
-            var theo_map = VolSurfaceTheoCalculator.compute_standard_greeks(
-               vs_output.volsurface_input.surface_settings, exp_volmat_map, true);
-            return theo_map;
-         }
-         return new Dictionary<VolSurfaceExpiration, IEnumerable<Theos>>();
-      }
-
-      public static IEnumerable<bts.api.SecurityTuple> get_vs_sectups(
-         int vs_id, ThreadedBlackboard bb) {
-         VolSurfaceUsageListImmutable vs_usage_list = bb.read_state(SparkTags.VolSurfaceUsageTag);
-         return vs_usage_list.get_sectups(vs_id);
-      }
-
-
-      // old -> new transformation, this is slow ! transforms data from one
-      // form to another
-      public static ArchivedTheoList
-         convert_to_id_map(IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos,
-                           SystemContractData sc_data) {
-         Func<Theos, PutOrCall, uint, ArchivedSecurityTheo> mk_theo = (t, cp, id) => {
-            ArchivedSecurityTheo rv = new ArchivedSecurityTheo();
-            rv.Id = id;
-            rv.Driver = t.driver;
-            rv.Vol = t.vol;
-            if (cp == PutOrCall.Call) {
-               rv.Theo = t.call;
-               rv.Theo = t.cdelta;
-            } else {
-               rv.Theo = t.put;
-               rv.Theo = t.pdelta;
-            }
-            return rv;
-         };
-         Func<string, DateTime, double, Tuple<uint?, uint?>> get_id = (s, e, k) => {
-            foreach (Venue v in Enum.GetValues(typeof(Venue))) {
-               var rv = sc_data.get_option_sec_id(v, s, e, k);
-               if (rv != null)
-                  return rv;
-            }
-            return null;
-         };
-         var rv = new List<ArchivedSecurityTheo>();
-         foreach (var exp_kv in theos) {
-            var exp = exp_kv.Key;
-            foreach (var t in exp_kv.Value) {
-               var strike = t.strike;
-               var cp_id = get_id(exp.symbol, exp.expiration, strike);
-               if (cp_id != null) {
-                  if (cp_id.Item1.HasValue) {
-                     var c_theo = mk_theo(t, PutOrCall.Call, cp_id.Item1.Value);
-                     rv.Add(c_theo);
-                  }
-                  if (cp_id.Item2.HasValue) {
-                     var p_theo = mk_theo(t, PutOrCall.Call, cp_id.Item2.Value);
-                     rv.Add(p_theo);
-                  }
-               }
-            }
-         }
-         ArchivedTheoList rv_list = new ArchivedTheoList();
-         rv_list.SecTheo.AddRange(rv);
-         return rv_list;
-      }
-
-      private IDictionary<VolSurfaceExpiration, HashSet<double>> _get_securities(
-         VolSurfaceOutput commited_output, VolSurfaceOutput candidate_output) {
-         if (candidate_output != null)
-            /// candidate output wins if its active
-            return VolSurfaceUtilityFunctions.get_contracts(candidate_output);
-         else if (commited_output != null)
-            return VolSurfaceUtilityFunctions.get_contracts(commited_output);
-         else
-            return new Dictionary<VolSurfaceExpiration, HashSet<double>>();
-      }
-
-      /// If the details window is not active, the calculations are suspended
-      private bool _is_active_theos_window() {
-         return _bb.read_state(_in_window_state_tag, false);
-      }
-
-      private bool _is_active_candidate() {
-         return _bb.read_state(_in_input_dirty_tag, false);
-      }
-
-      #region IDisposable
-      public void Dispose() {
-         _bb.data_callback -= _on_data;
-         _bb.timer_callback -= _on_timer;
-      }
-      #endregion
-   }
-}

src/client/spark/AW2/Bus/SingleVolSurfaceTimeSource.cs

@@ -1,34 +0,0 @@
-using System;
-
-using mbts.analytics;
-
-namespace mbts.spark {
-   public class SingleVolSurfaceTimeSource : IDisposable {
-      private readonly int _vs_id;
-      private readonly ThreadedBlackboard _bb;
-      private readonly TimeSpan _publish_period = TimeSpan.FromMinutes(VolSurfaceConstants.vol_time_sample_mins);
-      private DateTime _last_publish_time = DateTime.MinValue;
-
-      public SingleVolSurfaceTimeSource(int vs_id, ThreadedBlackboard bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceTimeSource cons vs_id:{vs_id}");
-         _vs_id = vs_id;
-         _bb = bb;
-         _bb.timer_callback += _on_timer;
-      }
-
-      private void _on_timer() {
-         if (DateTime.Now - _last_publish_time >= _publish_period) {
-            _last_publish_time = DateTime.Now;
-            VolSurfaceStandardTime time = VolSurfaceStandardTime.get_local_default();
-            bts.Log.Gen.info($"SingleVolSurfaceTimeSource vs_id:{_vs_id} posting time:{time.ToString()}");
-            _bb.post(SparkTags.VolSurfaceStandardTimeTag(_vs_id), time);
-         }
-      }
-
-      #region IDisposable
-      public void Dispose() {
-         _bb.timer_callback -= _on_timer;
-      }
-      #endregion
-   }
-}

src/client/spark/AW2/Bus/SymbolAggregationPublisher.cs

@@ -1,95 +0,0 @@
-using mbts.spark;
-
-using System;
-using System.Collections.Generic;
-using bts.api;
-using System.Linq;
-
-namespace mbts.analytics {
-
-   // Thin class that assembles all symbol based data published on different
-   // tags,  into IReadOnlyDictionary of symbol vs data publsihed under one tag
-   public class SymbolAggregationPublisher<TData> : IDisposable {
-      private readonly ThreadedBlackboard _bb;
-      private readonly SecurityType _sec_type;
-      Func<string, ITag<TData>> _get_tag;
-      // the tag on which the output will be published
-      ITag<IReadOnlyDictionary<string, TData>> _out_tag;
-      private readonly ITag<SystemContractData> _sc_data_tag;
-      private Dictionary<string, ITag<TData>> _tag_map =
-         new Dictionary<string, ITag<TData>>();
-      private HashSet<object> _obj_tags = new HashSet<object>();
-      private bool _dirty = true;
-      public SymbolAggregationPublisher(
-                              ThreadedBlackboard bb,
-                              SecurityType sec_type,
-                              Func<string, ITag<TData>> get_tag,
-                              ITag<IReadOnlyDictionary<string, TData>> out_tag) {
-         _bb = bb;
-         _sec_type = sec_type;
-         _get_tag = get_tag;
-         _out_tag = out_tag;
-         _sc_data_tag = SparkTags.SystemContractsTag;
-         _bb.subscribe(SparkTags.SystemContractsTag);
-         _bb.data_callback += _on_bb_data;
-         _bb.timer_callback += _on_timer;
-         _handle_sc_data();
-      }
-
-      private void _on_bb_data(object tag, object data) {
-         if (_sc_data_tag.Equals(tag)) {
-            _handle_sc_data();
-         } else {
-            if (_obj_tags.Contains(tag)) {
-               _dirty = true;
-            }
-         }
-      }
-
-      private void _handle_sc_data() {
-         var sc_data = _bb.read_state(_sc_data_tag);
-         if (sc_data == null) {
-            return;
-         }
-         foreach (var st in sc_data.sectup_map) {
-            if (st.security_type != _sec_type) {
-               continue;
-            }
-            // this is not correct since it is assuming symbol/name is 
-            // unique across securty_tuples
-            string symbol = st.security_name;
-            if (!_tag_map.ContainsKey(symbol)) {
-               var tag = _get_tag(symbol);
-               if (tag != null) {
-                  _tag_map.Add(symbol, tag);
-                  _obj_tags.Add(tag);
-                  _bb.subscribe(tag);
-                  _dirty = true;
-               }
-            }
-         }
-      }
-
-      private void _on_timer() {
-         if (_dirty) {
-            _dirty = false;
-            Dictionary<string, TData> output = new Dictionary<string, TData>();
-            foreach (var kv in _tag_map) {
-               var symbol = kv.Key;
-               var symbol_tag = kv.Value;
-               TData symbol_data = _bb.read_state(symbol_tag);
-               output.Add(symbol, symbol_data);
-            }
-            IReadOnlyDictionary<string, TData> ro_output = output;
-            bts.Log.Gen.diag($"SymbolAggregationPublisher._on_timer publishing " +
-                             $"tag: {_out_tag} sz: {ro_output.Count}");
-            _bb.post(_out_tag, ro_output);
-         }
-      }
-
-      public void Dispose() {
-         _bb.data_callback -= _on_bb_data;
-         _bb.timer_callback -= _on_timer;
-      }
-   }
-}

src/client/spark/AW2/Bus/VolSurfaceBlackboardManager.cs

@@ -1,334 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using System.Threading;
-using mbts.analytics;
-using bts.api;
-using bts;
-using bts.api.analytics;
-using bts.api.core;
-using bts.api.position;
-using mbts;
-using System.Reactive.Linq;
-using System.Collections;
-using mbts.spark;
-using System.DirectoryServices.ActiveDirectory;
-using Spark.Core.Protobuf;
-using mbts.ui;
-// using mbts.bb;
-
-namespace mbts.spark {
-   internal class ResourceAllocator : IDisposable {
-      private List<IDisposable> _disps = new List<IDisposable>();
-      private Dictionary<SecurityTuple, SingleOptionDriverPricePublisher> _option_driver_map =
-         new Dictionary<SecurityTuple, SingleOptionDriverPricePublisher>();
-      ThreadedBlackboard _bb;
-      public ResourceAllocator(IBus bus, ThreadedBlackboard bb) {
-         bts.Log.Gen.info("ResourceAllocator started");
-         _bb = bb;
-         var s = bus.subscribe(SparkTags.SystemContractsTag).OnDispatcher().Subscribe(_on_data);
-         _disps.Add(s);
-      }
-      private void _on_data(SystemContractData d) {
-         bts.Log.Gen.info(String.Format("ResourceAllocator._on_data sz: {0}", d.sec_md_map.Count()));
-         foreach (SecurityTuple sec_tup in d.get_options()) {
-            if (!_option_driver_map.ContainsKey(sec_tup)) {
-               bts.Log.Gen.info($"ResourceAllocator._on_data allocating SingleOptionDriverPricePublisher for '{sec_tup}'");
-               _option_driver_map.Add(sec_tup, new SingleOptionDriverPricePublisher(sec_tup, _bb));
-            }
-         }
-      }
-      public void Dispose() {
-         _disps.ForEach(d => d.Dispose());
-      }
-   }
-   // This is the anologous to the QuoteSetBlackboardManager. There
-   // is only instance of this per running app and it does the folliwing
-   // 1. Publishes
-   //  - SystemContractsData 
-   //  - Vol Surface symbol usage tag (VolSurfaceUsageTag)
-   //  - Vol Surface List tag (VolSurfaceListTag)
-   //  - Vol Surface Non Vol Input (config + exp_params) (VolSurfaceNonVolInputTag)
-   //  - Activation Tag for newly created VS's (VolSurfaceActivationTag) (retired)
-   // 2. Listens to the activation tag (also published by the UI) and
-   //    creates the SingleVolSurfaceManager for the VS   
-   public class VolSurfaceBusManager : IDisposable {
-      private List<IDisposable> _disps = new List<IDisposable>();
-      private ThreadedBlackboard _bb;
-      private bts.api.analytics.AnalyticsService _analytics_service;
-      // in tags
-      private readonly ITag<SystemContractData> _in_scdata_tag =
-         SparkTags.SystemContractsTag;
-      private readonly ITag<VolSurfaceSettings> _in_bb_create_tag = SparkTags.VolSurfaceCreateTag;
-      private readonly ITag<int> _in_bb_delete_tag = SparkTags.VolSurfaceDeleteTag;
-      private readonly ITag<AnalyticsExpirationParametersMap> _in_bb_exp_params_tag =
-         SparkTags.ExpirationParametersInputTag;
-      private readonly ITag<ClientArchivedVolRequest> _in_bb_req_vol = SparkTags.RequestArchivedVols;
-      // state
-      private SystemContractData _contract_data = null;
-      private IDictionary<int, SingleVolSurfaceManager> _vs_manager_map =
-         new Dictionary<int, SingleVolSurfaceManager>();
-      private Queue<mbts.analytics.VolSurfaceSettings> _waiting_creations =
-         new Queue<mbts.analytics.VolSurfaceSettings>();
-      private bts.api.IBus _bus;
-      private List<IDisposable> _subs = new List<IDisposable>();
-      private HighPerformanceTimer _timer = new HighPerformanceTimer();
-
-      public VolSurfaceBusManager(bts.api.IBus bus,
-                                         bts.api.analytics.AnalyticsService analytics_service,
-                                         bts.api.orderman.OrderService order_service) {
-         bts.Log.Ui.info("VSBusManager cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
-         _bus = bus;
-         _bb = new ThreadedBlackboard("AW2", bus);
-         _analytics_service = analytics_service;
-         // subs to bb
-         _bb.subscribe(_in_scdata_tag);
-         _bb.subscribe(_in_bb_create_tag);
-         _bb.subscribe(_in_bb_delete_tag);
-         _bb.subscribe(_in_bb_exp_params_tag);
-         _bb.subscribe(_in_bb_req_vol);
-         _bb.data_callback += _on_bb_update;
-         _bb.timer_callback += _on_timer;
-         // sub to service
-         var vs_sub = _analytics_service.subscribei_volsurfaces()
-            .ObserveOn(SynchronizationContext.Current)
-            .Subscribe(_on_vss);
-         var vs_usage_sub = _analytics_service.subscribei_volsurface_usage()
-            .ObserveOn(SynchronizationContext.Current)
-            .Subscribe(_on_vs_usage_update);
-         _subs.Add(vs_sub);
-         _subs.Add(vs_usage_sub);
-         _subs.Add(new AnalyticsParametersManager(bus, _analytics_service));
-         _subs.Add(new ResourceAllocator(bus, _bb));
-         _subs.Add(new SymbolAggregationPublisher<OptionDriverPriceMap>(
-            _bb, SecurityType.Option, sym => SparkTags.OptionDriverBBOTag(sym),
-            SparkTags.AllOptionDriverBBOTag));
-         _subs.Add(new SymbolAggregationPublisher<OptionTheoInterpolationData>(
-            _bb, SecurityType.Option, sym => SparkTags.SymbolInterpGreeksTag(sym),
-            SparkTags.AllInterpGreeks));
-         _subs.Add(new SymbolAggregationPublisher<ExpStrikeKeyedData<TheoPoint>>(
-            _bb, SecurityType.Option, sym => SparkTags.TC2Tags.LiveTheosTag(sym),
-            SparkTags.TC2Tags.AllLiveTheosTag));
-         _subs.Add(new LiveTheoPublisher(_bb));
-         _subs.Add(new InterpTheosServerPublisher(_bb, order_service));
-         _subs.Add(new VolSurfaceInterpGreeksMultiplexer(_bb));
-         // usage         
-         var list_sub = _bus.subscribe(SparkTags.VolSurfaceListTag).OnDispatcher().Subscribe(t => {
-            VolSurfaceUsageList ulist = new VolSurfaceUsageList();
-            IDictionary<string, int> name_to_ids = new Dictionary<string, int>();
-            foreach (var kv in t) {
-               name_to_ids[kv.Value] = kv.Key;
-            }
-            Log.Ui.info($"VolSurfaceUsageList name_to_ids count: {name_to_ids.Count}");
-            var vs_usage = mbts.config.Configuration.get<bts.config.toggles.VolSurfaceUsage>();
-            Log.Ui.info($"VolSurfaceUsageList vs_usage acount: {vs_usage.vol_surface_usage.Count}");
-            foreach (var u in vs_usage.vol_surface_usage) {
-               string option_name = u.option_name;
-               string vs_name = u.vs_name;
-               int vs_key;
-               if (name_to_ids.TryGetValue(vs_name, out vs_key)) {
-                  ulist.UsageList.Add(new VolSurfaceUsageEntry() {
-                     VsId = vs_key,
-                     SecTup = new bts.api.SecurityTuple {
-                        Type = SecurityType.Option,
-                        Venue = Venue.Deribit,
-                        Symbol = option_name
-                     }
-                  });
-               } else {
-                  Log.Gen.error($"Could not find vol surface with name: {vs_name}");
-               }
-            }
-            var list_imm = new VolSurfaceUsageListImmutable(ulist);
-            Log.Ui.info(list_imm.log_string());
-            _bb.post(SparkTags.VolSurfaceUsageTag, list_imm);
-            _spin_vss(list_imm);
-         });
-         _disps.Add(list_sub);
-         // f(contract keyed theos, securities) -> id keyed theos
-         // (so the newer UI controls can access theos vis sec keys)
-         var theo_sub =
-         _bus.subscribe(SparkTags.TC2Tags.AllLiveTheosTag)
-            .CombineLatest(bus.subscribe(SparkTags.SystemContractsTag),
-            (theos, sc_data) => (theos, sc_data)).Subscribe(
-               tup => {
-                  var keyed_theos = _assemble_keyed_theos(tup.sc_data, tup.theos);
-                  _bus.post(SparkTags.KeyedTheos, keyed_theos);
-               }
-            );
-         _disps.Add(theo_sub);
-      }
-
-      static IReadOnlyDictionary<uint, VolSurfaceTheoPoint> _assemble_keyed_theos(
-         SystemContractData sc_data,
-         IReadOnlyDictionary<string, ExpStrikeKeyedData<TheoPoint>> theos) {
-         if (sc_data is null || theos is null) {
-            return new Dictionary<uint, VolSurfaceTheoPoint>(0);
-         }
-
-         HighPerformanceTimer timer = new HighPerformanceTimer();
-         timer.start();
-         Dictionary<uint, VolSurfaceTheoPoint> rv = new Dictionary<uint, VolSurfaceTheoPoint>();
-         foreach (var kv in theos) {
-            var symbol = kv.Key;
-            ExpStrikeKeyedData<TheoPoint> sym_theos = kv.Value;
-            if (sym_theos == null)
-               continue;
-            foreach (var s_kv in sym_theos.get_data_linearly()) {
-               DateTime exp = s_kv.first;
-               double strike = s_kv.second;
-               TheoPoint tp = s_kv.third;
-               // TODO: fix exchange later
-               Tuple<uint?, uint?> keys =
-                  sc_data.get_option_sec_id(Venue.Deribit, symbol, exp, strike);
-               if (keys != null) {
-                  var c_key = keys.Item1;
-                  var p_key = keys.Item2;
-                  if (c_key.HasValue) {
-                     rv[c_key.Value] = new VolSurfaceTheoPoint(tp, true);
-                  }
-                  if (p_key.HasValue) {
-                     rv[p_key.Value] = new VolSurfaceTheoPoint(tp, false);
-                  }
-               }
-            }
-         }
-         timer.stop();
-         Log.Gen.info($"VolSurfaceBusManager keyed theos count: {rv.Count} " +
-                      $"time: {timer.lastIntervalTime}");
-         return rv;
-      }
-
-      public ThreadedBlackboard bb() {
-         return _bb;
-      }
-
-      void _spin_vss(VolSurfaceUsageListImmutable ulist) {
-         foreach (var u in ulist.UsageList) {
-            var vs_id = u.VsId;
-            _bb.post(SparkTags.VolSurfaceActiveUITag(vs_id), true);
-         }
-      }
-
-      void _on_vs_usage_update(Update<VolSurfaceUsageListImmutable, int> update) {
-         // TODO
-         return;
-      }
-
-      void _on_vss(bts.api.core.Update<VolSurfaceEntryImmutable, UInt64> update) {
-         bts.Log.Gen.info(String.Format("VSBusManager._on_vss tid:{0} count:{1}",
-                          System.Threading.Thread.CurrentThread.ManagedThreadId, update.all.Count()));
-         IDictionary<int, string> to_publish = new Dictionary<int, string>();
-         // publish a dictionary of vs id vs vs names
-         foreach (VolSurfaceEntryImmutable vs in update.all) {
-            to_publish[vs.VsId] = vs.VsName;
-         }
-         _bb.post(SparkTags.VolSurfaceListTag, to_publish);
-         _init_vss(to_publish.Keys);
-      }
-
-      private void _init_vss(IEnumerable<int> vs_ids) {
-         // we consider every vs in the db as "activated" which might prove to be expensive
-         // (will take care of it later)
-         foreach (var vs_id in vs_ids) {
-            if (!_vs_manager_map.ContainsKey(vs_id)) {
-               _vs_manager_map.Add(vs_id, new SingleVolSurfaceManager(
-                  vs_id, _bb, _analytics_service));
-            }
-         }
-      }
-
-      private void _on_bb_update(object tag, object data) {
-         if (_in_scdata_tag.Equals(tag)) {
-            _contract_data = _bb.read_state(_in_scdata_tag);
-         }
-         if (_in_bb_create_tag.Equals(tag)) {
-            // creations are written in a queue and handled later in the timer
-            // callback
-            mbts.analytics.VolSurfaceSettings vs_settings = data as mbts.analytics.VolSurfaceSettings;
-            bts.Log.Gen.info(String.Format("VSBusManager._on_bb_update received vs creation tag vs:{0}",
-                              ProtobufSerializationHelper.serialize_to_string(vs_settings)));
-            _waiting_creations.Enqueue(vs_settings);
-         } else if (_in_bb_delete_tag.Equals(tag)) {
-            int vs_id = (int)data;
-            try {
-               IntWrapper vs_id_w = new IntWrapper();
-               vs_id_w.Data = vs_id;
-               _analytics_service.delete_volsurface(vs_id_w);
-            } catch (Exception ex) {
-               Log.Gen.error(String.Format("Vol Surface deletion failed with exception:{0}", ex.Message));
-               _bb.post(SparkTags.MessageDisplayTag,
-                        new MessageDisplayData("Vol Surface Deletion",
-                                 String.Format("Could not delete Vol Surface, Error : {0}", ex.Message)));
-            }
-         } else if (_in_bb_exp_params_tag.Equals(tag)) {
-            AnalyticsExpirationParametersMap exp_param_map = data as AnalyticsExpirationParametersMap;
-            // TODO, add whatever else is needed to AnalyticsExpirationParametersMap -> VolSurfaceNonVolInputTag
-            _bb.post(SparkTags.VolSurfaceNonVolInputTag,
-                                          new mbts.analytics.VolSurfaceNonVolInput(exp_param_map.exp_map.ToDictionary()));
-         } else if (_in_bb_req_vol.Equals(tag)) {
-            ClientArchivedVolRequest client_req = _bb.read_state(_in_bb_req_vol);
-            ArchivedTheoRetrieval ret = client_req.ret;
-            if (ret == null || ret.SecTup == null) {
-               bts.Log.Ui.warn($"VolSurfaceBusManager malformed ArchivedTheoRetrieval");
-               ArchivedTheoList empty = new ArchivedTheoList();
-               _bb.post(SparkTags.ResponseArchivedVols, Tuple.Create(client_req, empty));
-               return;
-            }
-            bts.Log.Ui.info($"VolSurfaceBusManager ArchivedTheoRetrieval id: {client_req.id} save_time: {ret.SaveTime} " +
-                           $"sec_tup: {ret.SecTup.Venue}_{ret.SecTup.Type}_{ret.SecTup.Symbol}");
-            _timer.start();
-            ArchivedTheoList arch_theos = _analytics_service.get_archived_theos(ret);
-            _timer.stop();
-            bts.Log.Ui.info($"VolSurfaceBusManager ArchivedTheoRetrieval time: {_timer.lastIntervalTime} " +
-                            $"n_entries: {arch_theos.SecTheo.Count}");
-            _bb.post(SparkTags.ResponseArchivedVols, Tuple.Create(client_req, arch_theos));
-         }
-      }
-
-      private int _timer_count = 0;
-      private void _on_timer() {
-         Action<string> report_err = (string err_txt) => {
-            Log.Gen.error(String.Format("VSBusManager, creation failed with message:{0}", err_txt));
-            _bb.post(SparkTags.MessageDisplayTag, new MessageDisplayData("Vol Surface Addition",
-                                          String.Format("Could not create Vol Surface, Error : {0}", err_txt)));
-         };
-         bts.Log.Gen.diag(String.Format("VSBusManager._on_timer tid:{0} count:{1}",
-                         System.Threading.Thread.CurrentThread.ManagedThreadId, _timer_count++));
-         if (_waiting_creations.Count == 0) {
-            return;
-         }
-         if (_contract_data == null) {
-            return;
-         }
-         mbts.analytics.VolSurfaceSettings vs_settings = _waiting_creations.Dequeue();
-         IDictionary<string, IEnumerable<DateTime>> exp_map = _contract_data.get_option_expirations(VolSurfaceDataFunctions.get_symbols(vs_settings), false);
-         VolSurfaceInput vs_input = mbts.analytics.VolSurfaceDataFunctions.get_default_vs_input(vs_settings, exp_map);
-         var reply = _analytics_service.get_new_volsurface_id(new VoidMessage());
-         if (!reply.Ok) {
-            report_err("Could not obtain new ID");
-            return;
-         }
-         bts.Log.Gen.info(String.Format("VSBusManager, successfully obtained new vs_id:{0}", reply.NewId));
-         vs_input.surface_settings.core_settings.vol_surface_id = reply.NewId;
-         _timer.start();
-         ResultMessage res = VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service);
-         _timer.stop();
-         if (!res.Success) {
-            report_err(res.ErrorMessage);
-            return;
-         }
-         Log.Gen.info(String.Format("VSBusManager, successfully created vol surface, vs_id:{0} ts:{1} msecs",
-                                 vs_input.surface_settings.core_settings.vol_surface_id,
-                                 _timer.lastIntervalTime.ToString()));
-         _bb.post(SparkTags.VolSurfaceActivationTag(reply.NewId), true, false);
-      }
-
-      public void Dispose() {
-         _subs.ForEach(s => s.Dispose());
-      }
-
-   }
-}

src/client/spark/AW2/Bus/VolSurfaceInputSnapshot.cs

@@ -1,30 +0,0 @@
-using bts.api.analytics;
-
-using mbts.analytics;
-
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-namespace mbts.spark {
-   /// Conveniance wrapper around the VolSurfaceInputSnapshotListStream rows
-   public class VolSurfaceInputSnapshot {
-      public readonly int volsurface_id;
-      public readonly int transaction_id;
-      public readonly DateTime save_time_utc;
-      public readonly string save_marker;
-      public readonly byte[] data;
-
-      public VolSurfaceInputSnapshot(bts.api.analytics.VolSurfaceEntryImmutable vs) {
-         volsurface_id = vs.VsId;
-         transaction_id = 0;
-         save_time_utc = VolSurfaceUtilityFunctions.from_unix_epoch_msecs(vs.SaveTime);
-         data = vs.Volsurface.ToByteArray();
-         save_marker = save_time_utc.ToShortDateString() + " " +
-                        save_time_utc.ToLocalTime().ToLongTimeString();
-
-      }
-   }
-}

src/client/spark/AW2/Bus/VolSurfaceTheoAlertData.cs

@@ -1,26 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.analytics;
-
-namespace mbts.spark
-{
-   public class VolSurfaceTheoAlertData
-   {
-      public readonly string guid;
-      public readonly int vs_id;
-      public readonly IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos;
-
-      public VolSurfaceTheoAlertData(string guid,
-                                     int vs_id,  
-                                     IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> theos)
-      {
-         this.guid = guid;
-         this.vs_id = vs_id;
-         this.theos = theos;
-      }
-                                 
-   }
-}

src/client/spark/AW2/Bus/VolSurfaceTheoData.cs

@@ -1,69 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.analytics;
-
-namespace mbts.spark
-{
-   public class VolSurfaceTheoData
-   {
-      /// This is the set of all contracts in the 
-      public readonly IDictionary<VolSurfaceExpiration, HashSet<double>> all_contracts;
-      public readonly Dictionary<VolSurfaceExpiration, Dictionary<double, Theos>> committed_theo_map, candidate_theo_map;
-      private readonly bool _is_dirty;
-
-      public VolSurfaceTheoData(IDictionary<VolSurfaceExpiration, HashSet<double>> this_all_contracts,
-                                IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> this_committed_theo_map,
-                                IDictionary<VolSurfaceExpiration, IEnumerable<Theos>> this_candidate_theo_map,
-                                bool this_is_dirty)
-      {
-         all_contracts = this_all_contracts;
-         committed_theo_map = this_committed_theo_map.ToDictionary(kv => kv.Key, kv => kv.Value.ToDictionary(i => i.strike, i => i));
-         candidate_theo_map = this_candidate_theo_map.ToDictionary(kv => kv.Key, kv => kv.Value.ToDictionary(i => i.strike, i => i));
-         _is_dirty = this_is_dirty;
-      }
-
-      // TODO
-      // public IBlueRowCollection get_rows()
-      // {
-      //    List<IBlueRow> rows = new List<IBlueRow>();
-      //    IBlueTableSchema schema = new VolSurfaceTheoPointRow(-1, String.Empty, true, null, null, _is_dirty).schema;
-      //    foreach (KeyValuePair<VolSurfaceExpiration, HashSet<double>> kvp in all_contracts)
-      //    {
-      //       VolSurfaceExpiration exp = kvp.Key;
-      //       Dictionary<double, Theos> exp_comm_map, exp_cand_map;
-      //       committed_theo_map.TryGetValue(exp, out exp_comm_map);
-      //       candidate_theo_map.TryGetValue(exp, out exp_cand_map);
-      //       foreach (double k in kvp.Value)
-      //       {
-      //          Theos committed_tp = null, candidate_tp = null;
-      //          committed_tp = (exp_comm_map != null && exp_comm_map.TryGetValue(k, out committed_tp)) ? committed_tp : null;
-      //          if (_is_dirty)
-      //             candidate_tp = (exp_cand_map != null && exp_cand_map.TryGetValue(k, out candidate_tp)) ? candidate_tp : null;
-      //          rows.Add(new VolSurfaceTheoPointRow(rows.Count, exp.symbol, true, committed_tp, candidate_tp, _is_dirty));
-      //          rows.Add(new VolSurfaceTheoPointRow(rows.Count, exp.symbol, false, committed_tp, candidate_tp, _is_dirty));
-      //       }
-      //    }
-      //    return new SequentialIDBlueTable(schema, rows.ToArray());
-      // }
-
-      public IEnumerable<VolSurfaceExpiration> get_all_expirations() { return all_contracts.Keys; }
-
-      // TODO
-      // public ExpStrikeKeyedData<Theos> get_exp_mapped_data(string option_sym, bool is_cand)
-      // {
-      //    ExpStrikeKeyedData<Theos> rv = new ExpStrikeKeyedData<Theos>();
-      //    IDictionary<VolSurfaceExpiration, Dictionary<double, Theos>> map = is_cand ? candidate_theo_map : committed_theo_map;
-      //    if (map != null)
-      //    foreach (KeyValuePair<VolSurfaceExpiration, Dictionary<double, Theos>> kv in map)
-      //    {
-      //       VolSurfaceExpiration exp = kv.Key;
-      //       if (exp.symbol == option_sym)
-      //          rv.set_data_for_expiration(exp.expiration, kv.Value);
-      //    }
-      //    return rv;
-      // }
-   }
-}

src/client/spark/AW2/Bus/VolSurfaceTheoPoint.cs

@@ -1,20 +0,0 @@
-
-
-namespace mbts.analytics {
-   using mbts.spark;
-
-   // TheoPoint (from edge) has both calls and puts in the same structure.
-   // This shoudl dis-entangle that
-   public class VolSurfaceTheoPoint {
-      public readonly double theo = double.NaN;
-      public readonly double delta = double.NaN;
-      public readonly double driver = double.NaN;
-      public VolSurfaceTheoPoint(TheoPoint tp, bool is_call) {
-         if (tp != null) {
-            theo = is_call ? tp.fwd_normalized_call : tp.fwd_normalized_put;
-            delta = is_call ? tp.cdelta : tp.pdelta;
-            driver = tp.driver;
-         }
-      }
-   }
-}

src/client/spark/AW2/Graph/AxisPosition.cs

@@ -1,13 +0,0 @@
-namespace mbts.spark {
-   enum AxisPosition {
-      None,
-      TopLeftToRight,
-      TopRightToLeft,
-      BottomLeftToRight,
-      BottomRightToLeft,
-      LeftTopToBottom,
-      LeftBottomToTop,
-      RightTopToBottom,
-      RightBottomToTop
-   }
-}

src/client/spark/AW2/Graph/DateTimeIntervalType.cs

@@ -1,12 +0,0 @@
-namespace mbts.spark {
-   enum DateTimeIntervalType {
-      Auto,
-      Seconds,
-      Minutes,
-      Hours,
-      Days,
-      Weeks,
-      Months,
-      Years
-   }
-}

src/client/spark/AW2/Graph/GraphPoint.cs

@@ -1,22 +0,0 @@
-namespace mbts.spark {
-   using mbts.ui.shell;
-
-   /// ** BTSGraphPoint in edge **
-   /// <summary>
-   /// Represents a point in a graph
-   /// </summary>
-   class GraphPointVM : ViewModelBase {
-      object _x;
-      object _y;
-
-      public GraphPointVM() { }
-
-      public GraphPointVM(object x, object y) {
-         this.x = x;
-         this.y = y;
-      }
-
-      public object x { get => _x; set => Set(ref _x, value); }
-      public object y { get => _y; set => Set(ref _y, value); }
-   }
-}

src/client/spark/AW2/Graph/IVolTermsSeries.cs

@@ -1,9 +0,0 @@
-namespace mbts.spark {
-   using System;
-   using System.Collections.Generic;
-
-   interface IVolTermsSeries {
-      bool is_committed { get; }
-      void update_points(IReadOnlyDictionary<DateTime, double> vol_map);
-   }
-}

src/client/spark/AW2/Graph/LineSeriesSettings.cs

@@ -1,36 +0,0 @@
-namespace mbts.spark {
-   using mbts.ui;
-
-   using ProtoBuf;
-
-   using System;
-
-   [ProtoContract]
-   class LineSeriesSettings : IEquatable<LineSeriesSettings>, ICloneable {
-      [ProtoMember(1)]
-      public LineStyle line_style { get; set; }
-      [ProtoMember(2)]
-      public double stroke_thickness { get; set; }
-      [ProtoMember(3)]
-      public BTSColor color { get; set; }
-
-      public object Clone() =>
-         new LineSeriesSettings {
-            line_style = line_style,
-            stroke_thickness = stroke_thickness,
-            color = color.clone()
-         };
-
-      public bool Equals(LineSeriesSettings other) =>
-         other != null &&
-         line_style == other.line_style &&
-         stroke_thickness.Equals(other.stroke_thickness) &&
-         color == other.color;
-
-      public override bool Equals(object obj) =>
-         Equals(obj as LineSeriesSettings);
-
-      public override int GetHashCode() =>
-         GetType().GetHashCode();
-   }
-}

src/client/spark/AW2/Graph/LineStyle.cs

@@ -1,16 +0,0 @@
-namespace mbts.spark {
-   enum LineStyle {
-      None,
-      Solid,
-      Dashed,
-      Dot,
-      DashDot,
-      DashDashDot,
-      DashDotDot,
-      DashDashDotDot,
-      LongDash,
-      LongDashDot,
-      LongDashDotDot,
-      Automatic
-   };
-}

src/client/spark/AW2/Graph/MarkerShape.cs

@@ -1,11 +0,0 @@
-namespace mbts.spark {
-   enum MarkerShape {
-      None,
-      Circle,
-      Cross, Diamond,
-      Plus,
-      Square,
-      Star,
-      Triangle
-   }
-}

src/client/spark/AW2/Graph/ScatterSeriesSettings.cs

@@ -1,40 +0,0 @@
-namespace mbts.spark {
-   using mbts.ui;
-
-   using ProtoBuf;
-
-   using System;
-
-   [ProtoContract]
-   class ScatterSeriesSettings : IEquatable<ScatterSeriesSettings>, ICloneable {
-      [ProtoMember(1)]
-      public MarkerShape shape { get; set; }
-      [ProtoMember(2)]
-      public double size { get; set; }
-      [ProtoMember(3)]
-      public BTSColor fill { get; set; }
-      [ProtoMember(4)]
-      public BTSColor stroke { get; set; }
-
-      public object Clone() =>
-         new ScatterSeriesSettings {
-            shape = shape,
-            size = size,
-            fill = fill.clone(),
-            stroke = stroke.clone()
-         };
-
-      public bool Equals(ScatterSeriesSettings other) =>
-         other != null &&
-         shape == other.shape &&
-         size.Equals(other.size) &&
-         fill == other.fill &&
-         stroke == other.stroke;
-
-      public override bool Equals(object obj) =>
-         Equals(obj as ScatterSeriesSettings);
-
-      public override int GetHashCode() =>
-         GetType().GetHashCode();
-   }
-}

src/client/spark/AW2/Graph/VolCurveDisplayGraph.cs

@@ -1,49 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.spark;
-
-namespace mbts.ui.controls
-{
-   /// This is all the general data that is needed to display
-   /// a vol curve - committed or candidate.
-   /// The special_call/put_points depend on the model - there
-   /// might not be any.
-   public class VolCurveDisplayGraph
-   {
-      public readonly IEnumerable<Tuple<double, double>> all_points;
-      /// Scatter points, ex in polynomial and spline models these
-      /// will be the control points (could be null or empty)
-      public readonly IEnumerable<Tuple<double, double>> special_call_points, special_put_points;
-      /// Could also be null or Double.NaN's
-      public readonly Tuple<double, double> atm_point;
-      public readonly double call_wing_start, put_wing_start;
-      
-      public VolCurveDisplayGraph (IEnumerable<Tuple<double, double>> this_all_points,
-                                   IEnumerable<Tuple<double, double>> this_special_call_points,
-                                   IEnumerable<Tuple<double, double>> this_special_put_points,
-                                   Tuple<double, double> this_atm_point,
-                                   double this_meat_left_x, double this_meat_right_x)
-      {
-         all_points = this_all_points ?? Enumerable.Empty<Tuple<double, double>>();
-         special_call_points = this_special_call_points ?? Enumerable.Empty<Tuple<double, double>>();
-         special_put_points = this_special_put_points ?? Enumerable.Empty<Tuple<double, double>>();
-         atm_point = this_atm_point;
-         call_wing_start = this_meat_left_x;
-         put_wing_start = this_meat_right_x;
-      }
-   }
-
-   public class VolSurfaceTermsStructure
-   {
-      public VolSurfaceTermsStructure(double vol, double vega, double straddle) {
-         this.vol = vol;
-         this.vega = vega;
-         this.straddle = straddle;
-      }
-
-      public readonly double vol, vega, straddle;
-   }
-}

src/client/spark/AW2/Graph/VolTermsLineSeriesVM.cs

@@ -1,40 +0,0 @@
-namespace mbts.spark {
-   using bts.collections;
-
-   using mbts.ui;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-
-   /// ** VolTermsLineSeries in edge **
-   /// <summary>
-   /// Represents a scatter series in a graph
-   /// </summary>
-   class VolTermsLineSeriesVM : LineSeriesVM, IVolTermsSeries {
-      bool _is_committed;
-      // public VolTermsLineSeriesVM(bool is_committed) {
-      //    this.is_committed = is_committed;
-      //    name = is_committed ? "Committed" : "Candidate";
-      //    is_visible = true;
-      //    color = BTSColors.VolSurfaceGraph.main_curve;
-      //    line_style = is_committed ? LineStyle.Solid : LineStyle.Dashed;
-      //    stroke_thickness = 1.5;
-      // }
-
-      public bool is_committed {
-         get => _is_committed;
-         set {
-            if (Set(ref _is_committed, value)) {
-               name = value ? "Committed" : "Candidate";
-            }
-         }
-      }
-
-      public void update_points(IReadOnlyDictionary<DateTime, double> vol_map) =>
-         points.SetItems(vol_map
-            .Where(kv => !double.IsNaN(kv.Value))
-            .OrderBy(kv => kv.Key)
-            .Select(kv => new GraphPointVM(OxyPlot.Axes.DateTimeAxis.ToDouble(kv.Key), kv.Value)));
-   }
-}

src/client/spark/AW2/Graph/VolTermsScatterSeriesVM.cs

@@ -1,37 +0,0 @@
-namespace mbts.spark {
-   using bts.collections;
-
-   using mbts.ui;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-
-   class VolTermsScatterSeriesVM : ScatterSeriesVM, IVolTermsSeries {
-      bool _is_committed;
-
-      // public VolTermsScatterSeriesVM(bool is_committed) {
-      //    this.is_committed = is_committed;
-      //    name = is_committed ? "Committed" : "Candidate";
-      //    is_visible = true;
-      //    marker_color = BTSColors.VolSurfaceGraph.main_curve_atm;
-      //    marker_shape = MarkerShape.Circle;
-      //    marker_size = 3.0;
-      // }
-
-      public bool is_committed {
-         get => _is_committed;
-         set {
-            if (Set(ref _is_committed, value)) {
-               name = value ? "Committed" : "Candidate";
-            }
-         }
-      }
-
-      public void update_points(IReadOnlyDictionary<DateTime, double> vol_map) =>
-         points.SetItems(vol_map
-            .Where(kv => !double.IsNaN(kv.Value))
-            .OrderBy(kv => kv.Key)
-            .Select(kv => new GraphPointVM(OxyPlot.Axes.DateTimeAxis.ToDouble(kv.Key), kv.Value)));
-   }
-}

src/client/spark/AW2/Grid/ColumnTypes/VolSurfaceDisplayGridColumn.cs

@@ -1,66 +0,0 @@
-namespace mbts.ui.controls {
-   using bts.utils;
-
-   using mbts.spark;
-   using mbts.spark.VolSurface;
-   using mbts.user.settings;
-
-   using System;
-   using System.Collections.Generic;
-
-   public class VolSurfaceDisplayGridColumn : IEquatable<VolSurfaceDisplayGridColumn> {
-      public readonly Func<object, string> format;
-      public readonly Func<string, object> parse;
-      public readonly Func<object, bool, object> tick_move;
-
-      internal readonly VolSurfaceColumnSettings settings;
-
-      internal VolSurfaceDisplayGridColumn(
-         VolSurfaceColumnSettings settings,
-         Func<object, string> format = null,
-         Func<string, object> parse = null,
-         Func<object, bool, object> tick_move = null,
-         IEqualityComparer<object> comparer = null) {
-         this.settings = settings;
-         this.format = format ?? (v => v?.ToString() ?? string.Empty);
-         this.parse = parse ?? (v => v);
-         this.tick_move = tick_move ?? ((v, is_up) => v);
-         this.comparer = comparer ?? EqualityComparer<object>.Default;
-      }
-
-      public string unique_col_name => settings.id;
-      public string display_name => settings.display_name;
-      public string group => settings.group;
-      public IEqualityComparer<object> comparer { get; }
-
-      internal VolSurfaceColumnType type => settings.type;
-
-      public TickDisplaySettings tick_display {
-         get => settings.tick_display;
-         set => settings.tick_display = value;
-      }
-
-      public TickFactors tick_factors {
-         get => settings.tick_factors;
-         set => settings.tick_factors = value;
-      }
-
-      public int tick_move_units {
-         get => settings.tick_move;
-         set => settings.tick_move = value;
-      }
-
-      public override int GetHashCode() =>
-         unique_col_name.GetHashCode();
-
-      public override string ToString() =>
-         unique_col_name;
-
-      public override bool Equals(object obj) =>
-         Equals(obj as VolSurfaceDisplayGridColumn);
-
-      public bool Equals(VolSurfaceDisplayGridColumn other) =>
-         other is not null &&
-         settings.safe_equals(other.settings);
-   }
-}

src/client/spark/AW2/Grid/VolSurfaceColumnSettings.cs

@@ -1,97 +0,0 @@
-namespace mbts.spark {
-   using bts;
-   using bts.api;
-   using bts.utils;
-
-   using mbts.spark.VolSurface;
-   using mbts.ui.controls;
-   using mbts.ui.settings;
-   using mbts.user.settings;
-
-   using ProtoBuf;
-
-   using System;
-
-   [ProtoContract]
-   class VolSurfaceColumnSettings : ICloneable<VolSurfaceColumnSettings>, IEquatable<VolSurfaceColumnSettings> {
-      public static VolSurfaceColumnSettings Default(GridColumnSettings core = null) =>
-         new() {
-            core = core,
-            tick_factors = new(100, 1),
-            tick_move = 1,
-            tick_display = TickDisplaySettings.Default.with(nan_text: string.Empty)
-         };
-
-      public string id => core?.id;
-      public string display_name => core?.display_name;
-      public string group => core?.group;
-      public bool is_visible => core?.is_visible ?? false;
-      public VolSurfaceColumnType type { get; set; }
-
-      [ProtoMember(1)]
-      public GridColumnSettings core { get; set; }
-
-      [ProtoMember(2)]
-      public TickFactors tick_factors { get; set; }
-
-      [ProtoMember(3)]
-      public int tick_move { get; set; }
-
-      [ProtoMember(4)]
-      public TickDisplaySettings tick_display { get; set; }
-
-      [ProtoMember(5)]
-      public DateFormat date_formatting { get; set; }
-
-      public static VolSurfaceColumnSettings from_column_model(VolSurfaceDisplayGridColumn model) {
-         var rv = Default(new GridColumnSettings(
-            model.unique_col_name,
-            model.display_name,
-            is_visible: true,
-            is_expanded: true
-         ));
-         rv.type = model.type;
-         rv.tick_display = model.tick_display;
-         rv.tick_factors = model.tick_factors;
-         rv.tick_move = model.tick_move_units;
-         return rv;
-      }
-
-      public VolSurfaceDisplayGridColumn to_column_model() =>
-         type switch {
-            VolSurfaceColumnType.ReadOnly => VolSurfaceDisplayUtilities.get_double_col(
-               true, group, id, display_name, this, tick_factors, tick_display),
-            VolSurfaceColumnType.ReadWriteTick => VolSurfaceDisplayUtilities.get_double_col(
-               false, group, id, display_name, this, tick_factors, tick_display),
-            _ => null
-         };
-
-      public VolSurfaceColumnSettings Clone() =>
-         new() {
-            type = type,
-            core = core?.Clone(),
-            tick_factors = tick_factors,
-            tick_move = tick_move,
-            tick_display = tick_display.Clone(),
-            date_formatting = date_formatting
-         };
-
-      object ICloneable.Clone() =>
-         Clone();
-
-      public bool Equals(VolSurfaceColumnSettings other) =>
-         other is not null &&
-         type == other.type &&
-         core.safe_equals(other.core) &&
-         tick_factors.safe_equals(other.tick_factors) &&
-         tick_display.safe_equals(other.tick_display) &&
-         tick_move == other.tick_move &&
-         date_formatting == other.date_formatting;
-
-      public override bool Equals(object obj) =>
-         Equals(obj as VolSurfaceColumnSettings);
-
-      public override int GetHashCode() =>
-         EqualityComparer.auto_phase(id.GetHashCode(), display_name.GetHashCode());
-   }
-}

src/client/spark/AW2/Grid/VolSurfaceDisplayGlobalGrid.cs

@@ -1,60 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.spark;
-
-namespace mbts.ui.controls
-{
-   /// This contains the list of global values for the vol
-   /// surface (whereas VolSurfaceDisplayGrid has exp keyed
-   /// values)
-   public class VolSurfaceDisplayGlobalGrid : ICloneable
-   {
-      private IEnumerable<VolSurfaceDisplayGridColumn> _ordered_columns = null;
-      private IDictionary<VolSurfaceDisplayGridColumn, object> _data_map = new Dictionary<VolSurfaceDisplayGridColumn, object>();
-
-      public VolSurfaceDisplayGlobalGrid(IEnumerable<VolSurfaceDisplayGridColumn> this_ordered_cols,
-                                          IDictionary<VolSurfaceDisplayGridColumn, object> this_data_map)
-      {
-         _ordered_columns = this_ordered_cols;
-         _data_map = this_data_map;
-      }
-
-      public IEnumerable<VolSurfaceDisplayGridColumn> get_ordered_columns() { return _ordered_columns; }
-
-      public bool get_grid_data(VolSurfaceDisplayGridColumn col, out object data)
-      {
-         return _data_map.TryGetValue(col, out data) ? true : false;
-      }
-
-      public bool set_grid_data(VolSurfaceDisplayGridColumn col, object data)
-      {
-         if (_data_map.ContainsKey(col))
-         {
-            _data_map[col] = data;
-            return true;
-         }
-         return false;
-      }
-
-      public string format(VolSurfaceDisplayGridColumn col, object data)
-      {
-         return data != null ? data.ToString() : String.Empty;
-      }
-
-      public object unformat(VolSurfaceDisplayGridExpiration exp, VolSurfaceDisplayGridColumn col, string data)
-      {
-         return data;
-      }
-
-      #region ICloneable
-      public object Clone()
-      {
-         return new VolSurfaceDisplayGlobalGrid(new List<VolSurfaceDisplayGridColumn>(_ordered_columns),
-                                                new Dictionary<VolSurfaceDisplayGridColumn, object>(_data_map));
-      }
-      #endregion
-   }
-}

src/client/spark/AW2/Grid/VolSurfaceDisplayGrid.cs

@@ -1,205 +0,0 @@
-namespace mbts.ui.controls {
-   using bts;
-   using bts.utils;
-
-   using mbts.spark;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-
-   /// Encapsulates the vol data that would show up in the top grid
-   public class VolSurfaceDisplayGrid :
-      ICellDataStore<VolSurfaceDisplayGridExpiration, VolSurfaceDisplayGridColumn, object>,
-      ICloneable<VolSurfaceDisplayGrid> {
-      readonly IEnumerable<VolSurfaceDisplayGridExpiration> _ordered_expirations = null;
-      readonly IEnumerable<VolSurfaceDisplayGridColumn> _ordered_columns = null;
-      readonly IDictionary<string, VolSurfaceDisplayGridColumn> _column_map;
-      readonly IDictionary<VolSurfaceDisplayGridExpiration, IDictionary<string, object>> _data_map =
-         new Dictionary<VolSurfaceDisplayGridExpiration, IDictionary<string, object>>();
-      public IEnumerable<VolSurfaceDisplayGridExpiration> get_ordered_expirations() { return _ordered_expirations; }
-      public IEnumerable<VolSurfaceDisplayGridColumn> get_ordered_columns() { return _ordered_columns; }
-
-      public IDictionary<VolSurfaceDisplayGridExpiration, IDictionary<string, object>> data_map {
-         get {
-            return _data_map;
-         }
-      }
-
-      // TODO: get rid of this constructor.  The VolSurfaceDisplayGridColumn
-      // keys in the data contain more information than neccessary, a column id
-      // string will suffice.
-      public VolSurfaceDisplayGrid(
-         IEnumerable<VolSurfaceDisplayGridExpiration> ordered_expirations,
-         IEnumerable<VolSurfaceDisplayGridColumn> ordered_columns,
-         IDictionary<VolSurfaceDisplayGridExpiration, IDictionary<VolSurfaceDisplayGridColumn, object>> data)
-            : this(ordered_expirations, ordered_columns, data.ToDictionary(
-               kv => kv.Key, kv => kv.Value.ToDictionary(_kv => _kv.Key.unique_col_name, _kv => _kv.Value).as_idictionary())) { }
-
-      public VolSurfaceDisplayGrid(IEnumerable<VolSurfaceDisplayGridExpiration> ordered_expirations,
-                                   IEnumerable<VolSurfaceDisplayGridColumn> ordered_columns,
-                                   IDictionary<VolSurfaceDisplayGridExpiration, IDictionary<string, object>> data) {
-         _ordered_expirations = ordered_expirations;
-         _ordered_columns = ordered_columns;
-         _data_map = data;
-         _column_map = ordered_columns.ToDictionary(k => k.unique_col_name, k => k);
-      }
-
-      public object get_grid_data(VolSurfaceDisplayGridExpiration exp, VolSurfaceDisplayGridColumn col, object default_value) =>
-         get_grid_data(exp, col.unique_col_name, out var res) ? res : default_value;
-
-      public object get_grid_data(VolSurfaceDisplayGridExpiration exp, string col_name, object default_value) =>
-         get_grid_data(exp, col_name, out var res) ? res : default_value;
-
-      public bool get_grid_data(VolSurfaceDisplayGridExpiration exp, string col_name, out object data) {
-         if (_data_map.TryGetValue(exp, out var exp_data) && exp_data.TryGetValue(col_name, out data)) {
-            return true;
-         }
-         data = null;
-         return false;
-      }
-
-      public bool get_grid_data<T>(VolSurfaceDisplayGridExpiration exp, string col_name, out T result) {
-         if (get_grid_data(exp, col_name, out var res) && res is T res_t) {
-            result = res_t;
-            return true;
-         }
-         result = default;
-         return false;
-      }
-
-      public bool has_grid_data(VolSurfaceDisplayGridExpiration exp, VolSurfaceDisplayGridColumn col) =>
-         _data_map.TryGetValue(exp, out var exp_data) && exp_data.ContainsKey(col.unique_col_name);
-
-      public bool copy(
-         VolSurfaceDisplayGridExpiration source_exp,
-         VolSurfaceDisplayGridColumn source_col,
-         VolSurfaceDisplayGridExpiration target_exp,
-         VolSurfaceDisplayGridColumn target_col) =>
-         copy(source_exp, source_col?.unique_col_name, target_exp, target_col?.unique_col_name);
-
-      public bool copy(
-         VolSurfaceDisplayGridExpiration source_exp,
-         string source_col_name,
-         VolSurfaceDisplayGridExpiration target_exp,
-         string target_col_name) =>
-         get_grid_data(source_exp, source_col_name, out var data) &&
-         set_grid_data(target_exp, target_col_name, data);
-
-      /// Returns the expiration differences
-      public static void compare_exps(
-         VolSurfaceDisplayGrid new_grid,
-         VolSurfaceDisplayGrid old_grid,
-         out IEnumerable<VolSurfaceDisplayGridExpiration> deleted,
-         out IEnumerable<VolSurfaceDisplayGridExpiration> added) {
-         var new_grid_map = HashSet.create(new_grid.get_ordered_expirations());
-         var old_grid_map = HashSet.create(old_grid.get_ordered_expirations());
-         CollectionHelper.compare_hashsets(new_grid_map, old_grid_map, out var del, out var add);
-         deleted = del;
-         added = add;
-      }
-
-      public static bool cols_changed(VolSurfaceDisplayGrid d1, VolSurfaceDisplayGrid d2) {
-         compare_cols(d1, d2, out var d1_extra, out var d2_extra);
-         return d1_extra.Any() || d2_extra.Any();
-      }
-
-      /// Returns the col name differences (it will generally be very rare, but for instance when a point gets added
-      /// to a polynomial or the spline model, d1 or d2 wont be empty)
-      public static void compare_cols(
-         VolSurfaceDisplayGrid d1,
-         VolSurfaceDisplayGrid d2,
-         out IEnumerable<VolSurfaceDisplayGridColumn> d1_extra,
-         out IEnumerable<VolSurfaceDisplayGridColumn> d2_extra) {
-         var d1_exp_map = HashSet.create(d1.get_ordered_columns());
-         var d2_exp_map = HashSet.create(d2.get_ordered_columns());
-         CollectionHelper.compare_hashsets(d1_exp_map, d2_exp_map, out var del, out var add);
-         d1_extra = add;
-         d2_extra = del;
-      }
-
-      /// Returns the differernce between two VolSurfaceDisplay's.
-      /// It only returns the elements that are present in both
-      /// and are different.
-      public static IEnumerable<Tuple<VolSurfaceDisplayGridExpiration, VolSurfaceDisplayGridColumn>> compare_data(
-         VolSurfaceDisplayGrid d1, VolSurfaceDisplayGrid d2) {
-         if (d1 == d2) {
-            return Enumerable.Empty<Tuple<VolSurfaceDisplayGridExpiration, VolSurfaceDisplayGridColumn>>();
-         }
-         var exps = d1.get_ordered_expirations().Concat(d2.get_ordered_expirations());
-         var cols = d1.get_ordered_columns().Concat(d2.get_ordered_columns());
-         return exps.SelectMany(exp => cols
-            .Where(col => d1.has_grid_data(exp, col) && d2.has_grid_data(exp, col))
-            .Select(col => Tuple.Create(exp, col)));
-      }
-
-      public VolSurfaceDisplayGrid Clone() => new(
-         _ordered_expirations.ToList(),
-         _ordered_columns.ToList(),
-         _data_map.ToDictionary(kv => kv.Key, kv => kv.Value.ToDictionary().as_idictionary()));
-
-      object ICloneable.Clone() =>
-         Clone();
-
-      public IEnumerable<VolSurfaceDisplayGridExpiration> get_rows() =>
-         get_ordered_expirations();
-
-      public ICellDataStore<VolSurfaceDisplayGridExpiration, VolSurfaceDisplayGridColumn, object> get_cell_data_store() => this;
-
-      public bool read(VolSurfaceDisplayGridExpiration row, VolSurfaceDisplayGridColumn col, out object value) =>
-         read(row, col?.unique_col_name, out value);
-
-      public bool read(VolSurfaceDisplayGridExpiration row, string col_name, out object value) =>
-         get_grid_data(row, col_name, out value);
-
-      public object read(VolSurfaceDisplayGridExpiration row, VolSurfaceDisplayGridColumn col) =>
-         read(row, col?.unique_col_name);
-
-      public object read(VolSurfaceDisplayGridExpiration row, string col_name) =>
-         get_grid_data(row, col_name, out var value) ? value : null;
-
-      public bool write(VolSurfaceDisplayGridExpiration row, VolSurfaceDisplayGridColumn col, object value) =>
-         write(row, col?.unique_col_name, value);
-
-      public bool write(VolSurfaceDisplayGridExpiration row, string col_name, object value) =>
-         set_grid_data(row, col_name, value);
-
-      internal bool set_grid_data(VolSurfaceDisplayGridExpiration exp, string col_name, object data) {
-         if (_data_map.TryGetValue(exp, out var exp_data) && exp_data.ContainsKey(col_name)) {
-            exp_data[col_name] = data;
-            return true;
-         }
-         return false;
-      }
-
-      internal void set_grid_data_text(VolSurfaceDisplayGridExpiration exp, string col_name, string formatted_data) {
-         if (_column_map.TryGetValue(col_name, out var grid_col)) {
-            write(exp, grid_col.unique_col_name, formatted_data);
-         }
-      }
-
-      // internal string log_string {
-      //    get {
-      //       Func<string, string> trim_leading_comma = (s) => {
-      //          if (!s.IsNullOrEmpty() && s.EndsWith(",")) {
-      //             return s.Remove(s.Length - 1, 1);
-      //          }
-      //          return s;
-      //       };
-      //       Func<IDictionary<VolSurfaceDisplayGridColumn, object>, string> log_exp = (map) => {
-      //          string rv = String.Empty;
-      //          foreach (var kv in map) {
-      //             string val_string = kv.Value == null ? "Null" : kv.Value.ToString();
-      //             rv += $"{kv.Key.display_name}:{val_string},";
-      //          }
-      //          return trim_leading_comma(rv);
-      //       };
-      //       string rv = String.Empty;
-      //       foreach (var kv in _data_map) {
-      //          rv += $"Exp:{kv.Key.expiration.ToShortDateString()} Data:{log_exp(kv.Value)},";
-      //       }
-      //       return trim_leading_comma(rv);
-      //    }
-      // }
-   }
-}

src/client/spark/AW2/Grid/VolSurfaceDisplayGridExpiration.cs

@@ -1,55 +0,0 @@
-namespace mbts.spark {
-   using bts.api;
-   using bts.utils;
-
-   using System;
-
-   public class VolSurfaceDisplayGridExpiration : IComparable<VolSurfaceDisplayGridExpiration>, IEquatable<VolSurfaceDisplayGridExpiration> {
-      public VolSurfaceDisplayGridExpiration(string symbol, DateTime expiration, analytics.VolSurfaceEnums.VolSurfaceExpirationCalculationMethod calc_mode) {
-         this.symbol = symbol;
-         this.expiration = expiration;
-         this.calc_mode = calc_mode;
-      }
-
-      public string symbol { get; }
-      public DateTime expiration { get; }
-      public analytics.VolSurfaceEnums.VolSurfaceExpirationCalculationMethod calc_mode { get; }
-
-      /// Slave exps are drawn differently and selecting them does not activate
-      /// the controls
-      public bool is_slave =>
-         calc_mode == analytics.VolSurfaceEnums.VolSurfaceExpirationCalculationMethod.Slave;
-
-      public bool Equals(VolSurfaceDisplayGridExpiration other) =>
-         other != null &&
-         expiration == other.expiration &&
-         symbol == other.symbol &&
-         calc_mode == other.calc_mode;
-
-      public override int GetHashCode() =>
-         EqualityComparer.auto_phase(symbol.GetHashCode(), expiration.GetHashCode());
-
-      public override bool Equals(object obj) =>
-         Equals(obj as VolSurfaceDisplayGridExpiration);
-
-      public override string ToString() =>
-         SecurityFormatter.format_future(symbol, expiration);
-
-      public static bool operator ==(VolSurfaceDisplayGridExpiration x, VolSurfaceDisplayGridExpiration y) =>
-         x is null ? y is null : x.Equals(y);
-
-      public static bool operator !=(VolSurfaceDisplayGridExpiration left, VolSurfaceDisplayGridExpiration right) =>
-         !(left == right);
-
-      public int CompareTo(VolSurfaceDisplayGridExpiration other) {
-         if (other is null) {
-            return 1;
-         }
-         int rv = expiration.CompareTo(other.expiration);
-         if (rv == 0) {
-            rv = string.Compare(symbol, other.symbol);
-         }
-         return rv;
-      }
-   }
-}

src/client/spark/AW2/Grid/VolSurfaceDisplayUtilities.cs

@@ -1,149 +0,0 @@
-namespace mbts.ui.controls {
-   using bts;
-   using bts.utils;
-
-   using mbts.spark;
-   using mbts.spark.VolSurface;
-   using mbts.user.settings;
-
-   using System;
-   using System.Collections.Generic;
-
-   class VolSurfaceDisplayUtilities {
-      public static TickDisplaySettings default_tick_display =>
-         TickDisplaySettings.Default.with(
-            show_commas: false,
-            nan_text: string.Empty);
-
-      public static TickDisplaySettings percent_tick_display =>
-         default_tick_display.with(display_multiplier: 100);
-
-      public static double parse_double(object obj) {
-         if (obj is null) {
-            Log.Gen.warn("parse_double received null input (will return nan and continue)");
-            return double.NaN;
-         }
-         Log.assert(obj is double);
-         obj = obj ?? Double.NaN;
-         double rv = obj is Double ? (double)obj : (Double.TryParse(obj.ToString(), out rv) ? rv : Double.NaN);
-         return rv;
-      }
-
-      public static bool parse_boolean(object obj, bool def_value) {
-         Log.assert(obj is bool);
-         bool rv;
-         rv = Boolean.TryParse(obj == null ? String.Empty : obj.ToString(), out rv) ? rv : def_value;
-         return rv;
-      }
-
-      public static Func<string, object> get_parse_double(TickFactors tick_factors, TickDisplaySettings tick_display) =>
-         tick_factors is null ?
-            text => double.TryParse(text, out var res) ? res : double.NaN :
-            text => tick_factors.parse(text, tick_display);
-
-      public static Func<object, string> get_double_tostring(TickFactors tick_factors, TickDisplaySettings tick_display) {
-         if (tick_factors is null) {
-            return data => data is double d_data && !d_data.is_nan() ? d_data.ToString() : string.Empty;
-         }
-         return data => {
-            if (data is not double d_data) {
-               return string.Empty;
-            }
-            return tick_factors.format(d_data, tick_display);
-         };
-      }
-
-      public static Func<object, bool, object> get_double_tickmove(TickFactors tick_factors, int tick_move) =>
-         (data, is_up) => {
-            if (data is not double dbl) {
-               return data;
-            }
-            if (dbl.is_nan()) {
-               return 0D;
-            }
-            return tick_factors.tick(dbl, is_up ? tick_move : -tick_move);
-         };
-
-      public static IEqualityComparer<double> get_double_comparer(
-         TickFactors tick_factors = null, double display_mult = double.NaN) {
-         if (tick_factors is null) {
-            return new TickFactors(10^7, 1).tick_equality_comparer();
-         }
-         // This equality comparer is used to compare actual values (not multiplied by
-         // 'display_mult'), while the TickFactors are used to format the display value (multiplied
-         // by 'display_mult'). Multiply the tick base by 'display_mult' so the equality comparison
-         // is done with the correct number of decimal places.
-         if (display_mult > 0 && Math.Log10(display_mult).is_int()) {
-            tick_factors = tick_factors.with(
-               tick_base: tick_factors.tick_base * display_mult);
-         }
-         return tick_factors.tick_equality_comparer();
-      }
-
-      public static VolSurfaceDisplayGridColumn get_double_output_col(
-         string group,
-         string name,
-         string display_name,
-         VolSurfaceMacroGridSettings grid_settings,
-         TickFactors tick_factors,
-         TickDisplaySettings tick_display = null) =>
-         get_double_col(true, group, name, display_name, grid_settings, tick_factors, tick_display);
-
-      public static VolSurfaceDisplayGridColumn get_double_input_col(
-         string group,
-         string name,
-         string display_name,
-         VolSurfaceMacroGridSettings grid_settings,
-         TickFactors tick_factors,
-         TickDisplaySettings tick_display = null) =>
-         get_double_col(false, group, name, display_name, grid_settings, tick_factors, tick_display);
-
-      public static VolSurfaceDisplayGridColumn get_double_col(
-         bool is_readonly,
-         string group,
-         string name,
-         string display_name,
-         VolSurfaceMacroGridSettings grid_settings,
-         TickFactors tick_factors,
-         TickDisplaySettings tick_display = null) => get_double_col(
-            is_readonly, group, name, display_name, grid_settings?.get_column(name), tick_factors, tick_display);
-
-      public static VolSurfaceDisplayGridColumn get_double_col(
-         bool is_readonly,
-         string group,
-         string name,
-         string display_name,
-         VolSurfaceColumnSettings col_config,
-         TickFactors tick_factors,
-         TickDisplaySettings tick_display = null) {
-         if (col_config is null) {
-            col_config = VolSurfaceColumnSettings.Default(new(name, display_name));
-            if (tick_factors?.is_valid() ?? false) {
-               col_config.tick_factors = tick_factors;
-            }
-            if (tick_display is not null) {
-               col_config.tick_display = tick_display;
-            }
-         } else {
-            if (!(col_config.tick_factors?.is_valid() ?? false) && (tick_factors?.is_valid() ?? false)) {
-               col_config.tick_factors = tick_factors;
-            }
-            if (col_config.tick_display is null) {
-               col_config.tick_display = tick_display;
-            }
-         }
-
-         col_config.core.group = group;
-         col_config.type = is_readonly ? VolSurfaceColumnType.ReadOnly : VolSurfaceColumnType.ReadWriteTick;
-
-         return new VolSurfaceDisplayGridColumn(
-            col_config,
-            format: get_double_tostring(col_config.tick_factors, col_config.tick_display),
-            parse: get_parse_double(col_config.tick_factors, col_config.tick_display),
-            tick_move: get_double_tickmove(col_config.tick_factors, col_config.tick_move),
-            comparer: get_double_comparer(
-               col_config.tick_factors, col_config.tick_display.display_multiplier)
-               .cast<double, object>());
-      }
-   }
-}

src/client/spark/AW2/Grid/VolSurfaceMacroGridSettings.cs

@@ -1,56 +0,0 @@
-namespace mbts.ui.controls {
-   using bts;
-   using bts.utils;
-
-   using mbts.spark;
-
-   using ProtoBuf;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-
-   [ProtoContract]
-   class VolSurfaceMacroGridSettings : ICloneable<VolSurfaceMacroGridSettings> {
-      [ProtoMember(1)]
-      readonly List<VolSurfaceColumnSettings> _column_settings = new();
-
-      public static VolSurfaceMacroGridSettings Default =>
-         new();
-
-      public IReadOnlyList<VolSurfaceColumnSettings> column_settings => _column_settings;
-
-      public void set_column(VolSurfaceColumnSettings column_settings) {
-         var idx = _column_settings.FindIndex(c => c.core?.id == column_settings?.core?.id);
-         if (idx >= 0) {
-            _column_settings[idx] = column_settings;
-            return;
-         }
-         _column_settings.Add(column_settings);
-      }
-
-      public void set_columns(IEnumerable<VolSurfaceColumnSettings> column_settings) {
-         foreach (var c in column_settings) {
-            set_column(c);
-         }
-      }
-
-      public VolSurfaceColumnSettings get_column(string col_name) {
-         if (col_name is null) {
-            throw new ArgumentNullException(nameof(col_name));
-         }
-
-         var lcol_name = col_name.ToLower();
-         return _column_settings.FirstOrDefault(c => c.core?.id?.ToLower() == lcol_name);
-      }
-
-      public VolSurfaceMacroGridSettings Clone() {
-         var rv = new VolSurfaceMacroGridSettings();
-         rv._column_settings.AddRange(_column_settings.clone_all());
-         return rv;
-      }
-
-      object ICloneable.Clone() =>
-         Clone();
-   }
-}

src/client/spark/AW2/InterpTheosServerPublisher.cs

@@ -1,108 +0,0 @@
-using System;
-using System.Collections.Generic;
-using mbts.analytics;
-using bts.api;
-using bts.collections;
-using System.Linq;
-using bts.api.orderman;
-using bts;
-
-namespace mbts.spark {
-   // Listens to the interp theos, decorates the data 
-   // and sends them over to the sparkd server
-   public class InterpTheosServerPublisher : IDisposable {
-      private readonly ThreadedBlackboard _bb;
-      private readonly bts.api.orderman.OrderService _order_service;
-      private HighPerformanceTimer _timer = new HighPerformanceTimer();
-
-      public InterpTheosServerPublisher(ThreadedBlackboard bb,
-         bts.api.orderman.OrderService order_service) {
-         bts.Log.Ui.info(
-            $"InterpTheosServerPublisher cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
-         _bb = bb;
-         _order_service = order_service;
-         _bb.subscribe(SparkTags.AllInterpGreeks);
-         _bb.subscribe(SparkTags.SystemContractsTag);
-         _bb.data_callback += _on_data;
-      }
-
-      private void _on_data(object tag, object data) {
-         if (tag.Equals(SparkTags.SystemContractsTag) ||
-            tag.Equals(SparkTags.AllInterpGreeks)) {
-            _publish_data();
-         }
-      }
-
-      private static IDictionary<UInt32, DriverMD> _get_drivers(
-            IReadOnlyDictionary<string, OptionDriverPriceMap> driver_map,
-            SystemContractData sc_data) {
-         var rv = new Dictionary<UInt32, DriverMD>();
-         foreach (var kv in driver_map) {
-            rv.AddRange(
-               SecurityNormalizer.normalize_drivers(kv.Value, sc_data).ToArray());
-         }
-         return rv;
-      }
-
-      private static IEnumerable<Tuple<SecurityImmutable, TheoPoint>> _get_theos(
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> theo_data,
-         SystemContractData sc_data) {
-         var rv = new List<Tuple<SecurityImmutable, TheoPoint>>();
-         foreach (var kv in theo_data) {
-            rv.AddRange(
-               SecurityNormalizer.normalize_interp_theos(kv.Value, sc_data));
-         }
-         return rv;
-      }
-
-      private void _publish_data() {
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag, null);
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos =
-            _bb.read_state(SparkTags.AllInterpGreeks, null);
-         IReadOnlyDictionary<string, OptionDriverPriceMap> all_drivers =
-            _bb.read_state(SparkTags.AllOptionDriverBBOTag, null);
-         if (sc_data == null || all_theos == null || all_drivers == null)
-            return;
-         _timer.start();
-         IDictionary<UInt32, DriverMD> driver_map = _get_drivers(all_drivers, sc_data);
-         IEnumerable<Tuple<SecurityImmutable, TheoPoint>> theo_map = _get_theos(all_theos, sc_data);
-         // assemble it together and send it to the server
-         var ptp_list = new List<bts.api.orderman.PrecomputedTheoPoint>();
-         foreach (var tup in theo_map) {
-            SecurityImmutable sec = tup.Item1;
-            TheoPoint tp = tup.Item2;
-            bool is_call = sec.Option.CallPut == PutOrCall.Call;
-            var sec_id = sec.Id;
-            DriverMD dmd = null;
-            driver_map.TryGetValue(sec_id, out dmd);
-            PrecomputedTheoPoint ptp = new PrecomputedTheoPoint();
-            ptp.SecId = sec_id;
-            ptp.Driver = tp.driver;
-            ptp.DriverSecId = dmd != null && dmd.driver_security.HasValue ?
-               dmd.driver_security.Value.Id : 0;
-            ptp.Theo = is_call ? tp.call : tp.put;
-            ptp.Delta = is_call ? tp.cdelta : tp.pdelta;
-            ptp.Gamma = is_call ? tp.cgamma : tp.pgamma;
-            ptp.Vega = is_call ? tp.cvega : tp.pvega;
-            ptp.Theta = is_call ? tp.c_theta : tp.p_theta;
-            ptp.Rho = Double.NaN;
-            ptp_list.Add(ptp);
-         }
-         bts.api.orderman.PrecomputedTheos server_theos = new PrecomputedTheos();
-         server_theos.Theos.AddRange(ptp_list);
-         _timer.stop();
-         var comp_time = _timer.lastIntervalTime;
-         _timer.start();
-         _order_service.set_precomputed_theos(server_theos);
-         _timer.stop();
-         var pub_time = _timer.lastIntervalTime;
-         bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data " +
-                          $"size: {server_theos.Theos.Count} comp_time: {comp_time} msecs " +
-                          $"pub_time: {pub_time}");
-      }
-
-      public void Dispose() {
-         _bb.data_callback -= _on_data;
-      }
-   }
-}

src/client/spark/AW2/LiveTheoPublisher.cs

@@ -1,223 +0,0 @@
-using System;
-using System.Collections.Generic;
-using mbts.analytics;
-using bts.api;
-using mbts.ui;
-using MathNet.Numerics.Providers.FourierTransform;
-using BCG;
-using System.Windows.Automation;
-using bts.collections;
-
-namespace mbts.spark {
-   // Publishes theos for all options (on the side, also publishes the theos for TC2)
-   public class LiveTheoPublisher : IDisposable {
-      private ThreadedBlackboard _bb;
-      private readonly ITag<IReadOnlyDictionary<string, OptionTheoInterpolationData>>
-         _greeks_tag = SparkTags.AllInterpGreeks;
-      private readonly ITag<IReadOnlyDictionary<string, OptionDriverPriceMap>>
-         _drivers_tag = SparkTags.AllOptionDriverBBOTag;
-      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
-      private readonly PerfStatsLogger _logger = new PerfStatsLogger(50, 100);
-      private readonly string _log_id = "LiveTheoPublisher";
-      private DateTime _last_future_theos_published = DateTime.MinValue;
-      private TimeSpan _futures_theos_publish_period = TimeSpan.FromMilliseconds(300);
-
-      public LiveTheoPublisher(ThreadedBlackboard bb) {
-         _bb = bb;
-         _bb.subscribe(_greeks_tag);
-         _bb.subscribe(_drivers_tag);
-         _bb.data_callback += _on_data;
-         _bb.timer_callback += _on_timer;
-         _interp_and_publish();
-      }
-
-      private void _on_data(object tag, object data) {
-         if (tag.Equals(_drivers_tag) ||
-            tag.Equals(_greeks_tag)) {
-            _interp_and_publish();
-         }
-      }
-
-      private void _on_timer() {
-         _publish_future_theos();
-      }
-
-      private void _log_interpgreeks(
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> interp_greeks) {
-         string log_msg = String.Empty;
-         foreach (var kv in interp_greeks) {
-            string symbol = kv.Key;
-            var symbol_ig = kv.Value;
-            if (symbol_ig == null) {
-               continue;
-            }
-            var exps = symbol_ig.get_expirations();
-            foreach (DateTime e in exps) {
-               var e_data = symbol_ig.get_expiration_data(e);
-               foreach (var e_kv in e_data) {
-                  double driver = e_kv.Key;
-                  foreach (var k_kv in e_kv.Value) {
-                     double k = k_kv.Key;
-                     TheoPoint tp = k_kv.Value;
-                     log_msg += "\n" + $"s: {symbol} e: {e} k: {k} d: {driver} " +
-                                $"c: {tp.call} p: {tp.put}";
-                  }
-               }
-            }
-         }
-         if (!String.IsNullOrEmpty(log_msg))
-            bts.Log.Gen.info($"LiveTheoPublisher state: {log_msg}");
-      }
-
-      private void _log_theos(SystemContractData sc_data,
-                               IReadOnlyDictionary<uint, GreeksTuple> greeks_map) {
-         string rv = "LiveTheosPublisher data: ";
-         foreach (var kv in greeks_map) {
-            var id = kv.Key;
-            var g_tup = kv.Value;
-            if (sc_data.sec_md_map.TryGetValue(id, out var smd)) {
-               string sec_str = smd.ToString();
-               rv += "\n" + $"id: {id} sec: {sec_str} greeks: {g_tup}";
-            }
-         }
-         bts.Log.Gen.info(rv);
-      }
-
-      private static DriverMD _get_option_driver(
-                  IReadOnlyDictionary<string, OptionDriverPriceMap> driver_map,
-                  SecurityStrike k) {
-         if (driver_map.TryGetValue(k.expiration.symbol, out var exp_map) &&
-            exp_map != null)
-            return exp_map.get_driver_md(k.expiration);
-         return DriverMD.empty;
-      }
-      private static TheoPoint _interp_theo(
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> interp_greeks_map,
-         SecurityStrike k, double driver_price) {
-         if (interp_greeks_map.TryGetValue(k.expiration.symbol, out var interp_greeks) &&
-            interp_greeks != null)
-            return interp_greeks.interpolate_theos(k.expiration.expiration, k.strike,
-                                                   driver_price);
-         return TheoPoint.getNulledObject();
-      }
-
-      private void _publish_tc2_theos(IDictionary<SecurityStrike, TheoPoint> theos) {
-         var rv = new Dictionary<string, ExpStrikeKeyedData<TheoPoint>>();
-         foreach (var kv in theos) {
-            SecurityStrike k = kv.Key;
-            TheoPoint tp = kv.Value;
-            ExpStrikeKeyedData<TheoPoint> sym_theos = null;
-            if (!rv.TryGetValue(k.expiration.symbol, out sym_theos)) {
-               sym_theos = new ExpStrikeKeyedData<TheoPoint>();
-               rv.Add(k.expiration.symbol, sym_theos);
-            }
-            sym_theos.set_data(k, tp);
-         }
-         foreach (var kv in rv) {
-            _bb.post(SparkTags.TC2Tags.LiveTheosTag(kv.Key), kv.Value);
-         }
-      }
-
-
-      private void _interp_and_publish() {
-         _timer.start();
-         var res = new Dictionary<uint, GreeksTuple>();
-         IReadOnlyDictionary<string, OptionDriverPriceMap> driver_map =
-            _bb.read_state(_drivers_tag);
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> interp_greeks =
-            _bb.read_state(SparkTags.AllInterpGreeks);
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
-         if (driver_map == null || interp_greeks == null || sc_data == null) {
-            return;
-         }
-         var k_theos = new Dictionary<SecurityStrike, TheoPoint>();
-         // option spreads
-         foreach (var kv in sc_data.strike_map) {
-            foreach (SecurityStrike k in kv.Value) {
-               var (call_id, put_id) = k.call_put_id;
-               var driver = _get_option_driver(driver_map, k);
-               var tp = _interp_theo(interp_greeks, k, driver.get_driver());
-               k_theos[k] = tp;
-               // put it in the output map
-               if (call_id.HasValue) {
-                  var normalized_theo = VolSurfaceCoreFunctions.normalize_theo(tp.call, tp.driver);
-                  res.Add(call_id.Value,
-                           new GreeksTuple(tp.vol, tp.driver, tp.call, tp.cdelta, tp.cgamma,
-                                           tp.cvega, tp.c_theta, Double.NaN, normalized_theo));
-               }
-               if (put_id.HasValue) {
-                  var normalized_theo = VolSurfaceCoreFunctions.normalize_theo(tp.put, tp.driver);
-                  res.Add(put_id.Value,
-                           new GreeksTuple(tp.vol, tp.driver, tp.put, tp.pdelta, tp.pgamma,
-                                           tp.pvega, tp.p_theta, Double.NaN, normalized_theo));
-               }
-            }
-         }
-         // futures
-         var future_theos = _get_future_theos();
-         res.AddRange(future_theos);
-         // spreads, all option and future non tied spreads
-         foreach (var spr in sc_data.spreads) {
-            GreeksTuple gtup = StatelessSpreadCalculator.compute_non_tied_spread(spr.security, res);
-            res.Add(spr.security.Id, gtup);
-         }
-         // copy and publish
-         IReadOnlyDictionary<uint, GreeksTuple> res_ro = res;
-         bts.Log.Gen.info($"LiveTheoPublisher._interp_and_publish posting " +
-                             $"count: {res_ro.Count}");
-         _timer.stop();
-         _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
-         _bb.post(SparkTags.Greeks, res_ro);
-         // oh and those TC2 theos for comptability
-         _publish_tc2_theos(k_theos);
-      }
-
-      // If we do any rolls like SP for futures, it will be here
-      IDictionary<UInt32, GreeksTuple> _get_future_theos() {
-         var rv = new Dictionary<UInt32, GreeksTuple>();
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
-         if (sc_data == null)
-            return rv;
-         foreach (var kv in sc_data.exp_map) {
-            var id = kv.Value;
-            SecurityMD sec_md;
-            if (sc_data.sec_md_map.TryGetValue(id, out sec_md)) {
-               if (sec_md.security.HasFuture) {
-                  SecurityExpiration exp = kv.Key;
-                  double pr = sec_md.md.fixing_price;
-                  rv.Add(sec_md.security.Id,
-                        new GreeksTuple(0, pr, pr, 1, 0, 0, 0, 0, pr));
-               }
-            }
-         }
-         return rv;
-      }
-
-      // recomputes and publishes them periodicially
-      void _publish_future_theos() {
-         if (DateTime.Now - _last_future_theos_published < _futures_theos_publish_period)
-            return;
-         _last_future_theos_published = DateTime.Now;
-         var rv = new Dictionary<SecurityExpiration, FutureTheoStructure>();
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
-         if (sc_data == null)
-            return;
-         foreach (var kv in sc_data.exp_map) {
-            var id = kv.Value;
-            SecurityMD sec_md;
-            if (sc_data.sec_md_map.TryGetValue(id, out sec_md)) {
-               if (sec_md.security.HasFuture) {
-                  SecurityExpiration exp = kv.Key;
-                  double pr = sec_md.md.fixing_price;
-                  rv.Add(exp, new FutureTheoStructure(exp.expiration, pr, pr, 1, 0));
-               }
-            }
-         }
-         _bb.post(SparkTags.TC2Tags.LiveFutureTheosTag, rv);
-      }
-
-      public void Dispose() {
-         _bb.data_callback -= _on_data;
-      }
-   }
-}

src/client/spark/AW2/Misc/AnalyticsExpirationParametersMap.cs

@@ -1,130 +0,0 @@
-using System;
-using System.Collections;
-using System.Collections.Generic;
-using System.Linq;
-
-using bts.api;
-
-using mbts.analytics;
-
-
-namespace mbts.spark {
-   // Conveniant wrapper with some functions added
-   // around map of AnalyticsExpirationParameters
-   public class AnalyticsExpirationParametersMap {
-      public readonly
-         IReadOnlyDictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters> exp_map;
-      public AnalyticsExpirationParametersMap(
-         IDictionary<SecurityExpiration, AnalyticsExpirationParameters> exp_map_arg,
-         SystemContractData sc_data) {
-         var empty = SecurityExpiration.empty;
-         var temp = new Dictionary<SecurityExpiration,
-                                   AnalyticsExpirationParameters>(exp_map_arg);
-         foreach (var kv in sc_data.exp_map) {
-            var exp = kv.Key;
-            if (!temp.ContainsKey(kv.Key)) {
-               temp.Add(kv.Key,
-                  new AnalyticsExpirationParameters(exp, null, empty, empty, 0, 0, 0, 0, 0));
-            }
-         }
-         exp_map = temp;
-      }
-
-      public IEnumerable<mbts.SecurityExpiration> get_sorted_exps() {
-         List<SecurityExpiration> sorted_exps = new List<SecurityExpiration>(exp_map.Keys);
-         sorted_exps.Sort((e1, e2) => {
-            int rv = e1.expiration.CompareTo(e2.expiration);
-            if (rv == 0)
-               rv = e1.symbol.CompareTo(e2.symbol);
-            if (rv == 0)
-               rv = e1.security_type.ToString().CompareTo(e2.security_type.ToString());
-            return rv;
-         });
-         return sorted_exps;
-      }
-
-      public AnalyticsExpirationParameters get_parameter(mbts.SecurityExpiration sec_expiration) {
-         mbts.analytics.AnalyticsExpirationParameters rv = null;
-         return exp_map.TryGetValue(sec_expiration, out rv) ? rv : null;
-      }
-
-      /// Ignores the exchange and gets the first match
-      public AnalyticsExpirationParameters get_option_parameter(string symbol, DateTime exp) {
-         var rv = exp_map.Where(i => i.Key.security_type == SecurityType.Option &&
-                                i.Key.symbol == symbol && i.Key.expiration == exp);
-         return rv != null && rv.Count() == 1 ?
-            rv.ElementAt(0).Value : mbts.analytics.AnalyticsExpirationParameters.empty;
-      }
-
-      public IEnumerable<mbts.SecurityExpiration> get_futures() {
-         return exp_map.Keys.Where(i => i.security_type == SecurityType.Future);
-      }
-
-      /// Ignores the exchange
-      // public IDictionary<DateTime, AnalyticsExpirationParameters> get_future_map(string future_name) {
-      //    return exp_map.ToList().Where(
-      //       kv => kv.Key.security_type == SecurityType.Future &&
-      //       kv.Key.symbol == future_name).ToDictionary(kv => kv.Key.expiration, kv => kv.Value);
-      // }
-
-      /// Ignores the exchange
-      // public IDictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters>
-      // get_symbol_params(SecurityType sec_type, string symbol) {
-      //    return exp_map.ToList().Where(kv => kv.Key.security_type == sec_type &&
-      //                kv.Key.symbol == symbol).ToDictionaryDupes(kv => kv.Key, kv => kv.Value);
-      // }
-
-      // public IEnumerable<mbts.SecurityExpiration> get_stocks() {
-      //    return exp_map.Keys.Where(i => i.security_type == SecurityType.Stock);
-      // }
-
-      // public IDictionary<DateTime, double> get_option_rolls(string option_name) {
-      //    IDictionary<DateTime, double> rv = new Dictionary<DateTime, double>();
-      //    var list = exp_map.Where(kv => kv.Key.security_type == SecurityType.Option &&
-      //                            kv.Key.symbol == option_name);
-      //    foreach (var kv in list)
-      //       rv[kv.Key.expiration] = kv.Value.roll_target;
-      //    return rv;
-      // }
-
-      // Returns a driver to expiration it drives
-      public IDictionary<mbts.SecurityExpiration, IEnumerable<mbts.SecurityExpiration>>
-      get_option_driver_map() {
-         var rv = new Dictionary<mbts.SecurityExpiration, HashSet<mbts.SecurityExpiration>>();
-         foreach (var kv in exp_map.Where(kv_arg => kv_arg.Key.security_type == SecurityType.Option)) {
-            mbts.SecurityExpiration sec = kv.Key, driver_sec = kv.Value.driver_security;
-            HashSet<mbts.SecurityExpiration> driven_by_this_driver;
-            if (!rv.TryGetValue(driver_sec, out driven_by_this_driver))
-               rv[driver_sec] = driven_by_this_driver = new HashSet<mbts.SecurityExpiration>();
-            driven_by_this_driver.Add(sec);
-         }
-         return rv.ToDictionary(kv => kv.Key, kv => kv.Value as IEnumerable<mbts.SecurityExpiration>);
-      }
-
-      public IDictionary<mbts.SecurityExpiration, mbts.SecurityExpiration>
-      get_option_to_driver_map(string option_name) {
-         var filt = exp_map.Where(kv => kv.Key.security_type == SecurityType.Option &&
-                                   kv.Key.symbol == option_name);
-         return filt.ToDictionary(kv => kv.Key, kv => kv.Value.driver_security);
-      }
-
-      // public IList<Tuple<mbts.SecurityExpiration, mbts.SecurityExpiration, double>>
-      // get_expiring_expirations(DateTime expiration_date) {
-      //    var rv = new List<Tuple<mbts.SecurityExpiration, mbts.SecurityExpiration, double>>();
-      //    foreach (var kv in exp_map.Where(kv_arg => kv_arg.Key.expiration == expiration_date.Date &&
-      //             kv_arg.Value.deliverable_security != mbts.SecurityExpiration.empty)) {
-      //       mbts.SecurityExpiration sec = kv.Key;
-      //       mbts.SecurityExpiration deliverable = kv.Value.deliverable_security;
-      //       rv.Add(Tuple.Create(sec, deliverable, kv.Value.settlement_price));
-      //    }
-      //    return rv;
-      // }
-
-      // public IList<Tuple<mbts.SecurityExpiration, mbts.SecurityExpiration, double>>
-      // get_expiring_expirations() {
-      //    return get_expiring_expirations(DateTime.Now);
-      // }
-
-
-   }
-}

src/client/spark/AW2/Misc/ExpStrikeKeyedData.cs

@@ -1,160 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-
-using mbts.spark;
-
-namespace mbts.ui {
-   /// <summary>
-   /// just a conveniant way to store exp,K based data
-   /// </summary>
-   /// <typeparam name="T"></typeparam>
-   public class ExpStrikeKeyedData<T> {
-      public delegate T CreateT(DateTime exp, double strike);
-
-      private IDictionary<DateTime, IDictionary<double, T>> _map = new Dictionary<DateTime, IDictionary<double, T>>();
-
-      public ExpStrikeKeyedData() { }
-
-      public ExpStrikeKeyedData(ExpStrikeKeyedData<T> data) {
-         foreach (KeyValuePair<DateTime, IDictionary<double, T>> p in data._map)
-            _map[p.Key] = new Dictionary<double, T>(p.Value);
-      }
-
-      public ExpStrikeKeyedData(ICollection<Pair<DateTime, double>> exp_strikes, CreateT del) {
-         foreach (Pair<DateTime, double> p in exp_strikes)
-            set_data(p.first, p.second, del(p.first, p.second));
-      }
-
-      #region Mutators
-      public void set_data(SecurityStrike k, T t) {
-         set_data(k.expiration.expiration, k.strike, t);
-      }
-      public void set_data(DateTime exp, double strike, T t) {
-         IDictionary<double, T> strike_vs_t_map = null;
-         if (!_map.TryGetValue(exp, out strike_vs_t_map)) {
-            strike_vs_t_map = new Dictionary<double, T>();
-            _map.Add(exp, strike_vs_t_map);
-         }
-         strike_vs_t_map[strike] = t;
-      }
-
-      public void set_data_for_expiration(DateTime expiration, IDictionary<double, T> strike_data) {
-         _map[expiration] = strike_data;
-      }
-
-      public void clear() { _map.Clear(); }
-
-      public bool delete_data(DateTime exp, double strike) {
-         IDictionary<double, T> strike_vs_t_map = null;
-         if (_map.TryGetValue(exp, out strike_vs_t_map))
-            return strike_vs_t_map.Remove(strike);
-         return false;
-      }
-      #endregion
-
-      #region Accessors
-      public T get_data(DateTime exp, double strike) {
-         IDictionary<double, T> strike_vs_t_map = null;
-         if (_map.TryGetValue(exp, out strike_vs_t_map)) {
-            T rv;
-            if (strike_vs_t_map.TryGetValue(strike, out rv))
-               return rv;
-         }
-         return default(T);
-      }
-
-      public bool contains(DateTime exp, double strike) {
-         IDictionary<double, T> strike_vs_t_map = null;
-         return _map.TryGetValue(exp, out strike_vs_t_map) && strike_vs_t_map.ContainsKey(strike);
-      }
-
-      public List<double> get_strike_list_for_expiration(DateTime expiration) {
-         List<double> rv = new List<double>();
-         IDictionary<double, T> exp_map = null;
-         if (_map.TryGetValue(expiration, out exp_map))
-            rv = new List<double>(exp_map.Keys);
-         return rv;
-      }
-
-      public T get_random_data_for_exp(DateTime option_expiration) {
-         IDictionary<double, T> exp_data = null;
-         if (_map.TryGetValue(option_expiration, out exp_data))
-            foreach (T t in exp_data.Values)
-               return t;
-         return default(T);
-      }
-
-      public DateTime[] get_expirations() {
-         return new List<DateTime>(_map.Keys).ToArray();
-      }
-
-      public double[] get_strikes() {
-         Dictionary<double, bool> strikes = new Dictionary<double, bool>();
-         foreach (Pair<DateTime, double> p in get_expstrike_pairs())
-            if (!strikes.ContainsKey(p.second))
-               strikes.Add(p.second, true);
-         double[] rv = new double[strikes.Count];
-         strikes.Keys.CopyTo(rv, 0);
-         return rv;
-      }
-
-      public ICollection<Pair<DateTime, double>> get_expstrike_pairs() {
-         List<Pair<DateTime, double>> rv = new List<Pair<DateTime, double>>();
-         foreach (KeyValuePair<DateTime, IDictionary<double, T>> kv1 in _map) {
-            DateTime exp = kv1.Key;
-            foreach (KeyValuePair<double, T> kv2 in kv1.Value)
-               rv.Add(new Pair<DateTime, double>(exp, kv2.Key));
-         }
-         return rv;
-      }
-
-      private ICollection<Tuple<DateTime, double, T>> _get_data_linearly() {
-         List<Tuple<DateTime, double, T>> rv = new List<Tuple<DateTime, double, T>>();
-         foreach (KeyValuePair<DateTime, IDictionary<double, T>> kv1 in _map) {
-            DateTime exp = kv1.Key;
-            foreach (KeyValuePair<double, T> kv2 in kv1.Value)
-               rv.Add(new Tuple<DateTime, double, T>(exp, kv2.Key, kv2.Value));
-         }
-         return rv;
-      }
-
-      public ICollection<Triplet<DateTime, double, T>> get_data_linearly() {
-         var rv = _get_data_linearly();
-         return rv.Select(i => new Triplet<DateTime, double, T>(i)).ToList();
-      }
-
-      public ExpStrikeKeyedData<T> clone_filtered_set(HashSet<DateTime> filtered_expirations, bool is_exp_inclusive,
-                                                      HashSet<double> filtered_strikes, bool is_strike_inclusive) {
-         ExpStrikeKeyedData<T> rv = new ExpStrikeKeyedData<T>();
-         foreach (KeyValuePair<DateTime, IDictionary<double, T>> ep in _map)
-            if ((is_exp_inclusive && filtered_expirations.Contains(ep.Key)) || (!is_exp_inclusive && !filtered_expirations.Contains(ep.Key)))
-               foreach (KeyValuePair<double, T> kp in ep.Value)
-                  if ((is_strike_inclusive && filtered_strikes.Contains(kp.Key)) || (!is_strike_inclusive && !filtered_strikes.Contains(kp.Key)))
-                     rv.set_data(ep.Key, kp.Key, kp.Value);
-         return rv;
-      }
-
-      public IDictionary<double, T> get_data_for_single_exp(DateTime exp) {
-         IDictionary<double, T> rv = null;
-         _map.TryGetValue(exp, out rv);
-         return rv;
-      }
-
-      public IReadOnlyDictionary<DateTime, IReadOnlyDictionary<double, T>> get_full_data() {
-         IDictionary<DateTime, IReadOnlyDictionary<double, T>> rv = _map.ToDictionary(kv => kv.Key, kv => (IReadOnlyDictionary<double, T>)kv.Value);
-         return (IReadOnlyDictionary<DateTime, IReadOnlyDictionary<double, T>>)rv;
-      }
-
-      public int count {
-         get {
-            int count = 0;
-            foreach (Dictionary<double, T> exp_map in _map.Values)
-               count += exp_map.Count;
-            return count;
-         }
-      }
-      #endregion
-   }
-}

src/client/spark/AW2/Misc/HighPerformanceTimer.cs

@@ -1,119 +0,0 @@
-using System;
-using System.Runtime.InteropServices;
-
-namespace mbts.spark
-{
-   /// <summary>
-   /// Provides a timer, much more accurate than using timers based on System.DateTime. It does not accumulate time, as the
-   /// stress was on small time intervals.
-   /// </summary>
-   public class HighPerformanceTimer
-   {
-      [DllImport("kernel32.dll")]
-      public extern static short QueryPerformanceCounter(ref long x);
-      [DllImport("kernel32.dll")]
-      public extern static short QueryPerformanceFrequency(ref long x);
-      
-      private long myStartCount = 0, myEndCount = 0, myFreq = 0, myTotalCount = 0;
-      private long myZeroTime;
-      /// <summary>
-      /// This a static instance that can be shared across a running process. 
-      /// The only member function that is thread-safe right now
-      /// is 'runningMilliseconds'
-      /// </summary>
-      public readonly static HighPerformanceTimer sharedTimer = new HighPerformanceTimer ();
-
-
-      public HighPerformanceTimer()
-      {
-         QueryPerformanceFrequency(ref myFreq);
-         if (myFreq == 0)
-            throw new ApplicationException ("High resolution timers not supported by this machine's hardware");
-         QueryPerformanceCounter(ref myZeroTime);
-      }
-      /// <summary>
-      /// starts measuring the time
-      /// </summary>
-      public void start()
-      {
-         QueryPerformanceCounter (ref myStartCount);
-      }
-
-      public double runningMilliseconds()
-      {
-         double rv = 0;
-         lock (this)
-         {
-            long  t = 0;
-            QueryPerformanceCounter (ref t);
-            rv = (t - myZeroTime) * 1000.0 / myFreq; 
-         }
-         return rv;
-      }
-
-      public double toMilliseconds(long count)
-      {
-         lock (this)
-            return count * 1000.0 / myFreq;
-      }
-      public double getRunningMilliseconds (long count)
-      {
-         double rv = 0;
-         lock (this)
-         {
-            rv = (count - myZeroTime) * 1000.0 / myFreq;
-         }
-         return rv;
-      }
-
-      public long nowCount
-      {
-         get
-         {
-            long t = 0;
-            QueryPerformanceCounter (ref t);
-            return t;
-         }
-      }
-
-      /// <summary>
-      /// stops recording time
-      /// </summary>
-      public void stop()
-      {
-         QueryPerformanceCounter (ref myEndCount);
-         myTotalCount += myEndCount - myStartCount;
-      }
-
-      /// <summary>
-      /// total milliseconds, ie aggregated time of all intervals
-      /// </summary>
-      public double totalMilliseconds  {get{return myTotalCount * 1000.0 / myFreq ; }}
-
-      public double getMilliseconds (long count)
-      {
-         return count * 1000.0 / myFreq;
-      }
-
-      public long ticks {get{return myEndCount - myStartCount;}}
-
-      /// <summary>
-      /// time between the last start-stop
-      /// </summary>
-      public double lastIntervalTime {get{return (myEndCount - myStartCount) * 1000.0 / myFreq ; }}
-
-      /// <summary>
-      /// Resets the running time
-      /// </summary>
-      public void reset ()
-      {
-         QueryPerformanceCounter(ref myZeroTime);
-         myTotalCount = 0;
-      }
-
-      public long freq
-      {
-         get { return myFreq; }
-      }
-   }
-}

src/client/spark/AW2/Misc/IVolSurfaceBroker.cs

@@ -1,19 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using mbts.analytics;
-
-namespace mbts.spark
-{
-   public interface IVolSurfaceBroker
-   {
-      int get_new_volsurface_id();
-      void save_volsurface(int volsurface_id, string volsurface_name, byte[] data, string save_marker = null);
-      void delete_volsurface(int volsurface_id);
-      /// Cleans up all the vol surfaces, leeping the
-      /// last active_list_size around
-      void clean_up(int active_list_size);
-   }
-}

src/client/spark/AW2/Misc/MessageDisplayData.cs

@@ -1,21 +0,0 @@
-namespace mbts.spark {
-   public enum MessageDisplayType { Info, Warn, Error }
-
-   public class MessageDisplayData {
-      public MessageDisplayData(string caption, string message)
-         : this(caption, message, true) { }
-
-      public MessageDisplayData(string caption, string message, bool move_to_mouse)
-         : this(caption, message, MessageDisplayType.Info, move_to_mouse) { }
-
-      public MessageDisplayData(string caption, string message, MessageDisplayType type, bool move_to_mouse) {
-         this.caption = caption;
-         this.message = message;
-         this.type = type;
-         this.move_to_mouse = move_to_mouse;
-      }
-      public readonly string message, caption;
-      public readonly MessageDisplayType type;
-      public readonly bool move_to_mouse;
-   }
-}

src/client/spark/AW2/Misc/OptionDriverPriceMap.cs

@@ -1,50 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using bts.api;
-
-   using mbts.analytics;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-
-   // All driver prices (along with some more info) for an option symbol
-   public class OptionDriverPriceMap {
-      public readonly string option_symbol;
-      public readonly IDictionary<SecurityExpiration, DriverMD> exp_price_map;
-
-      Dictionary<SecurityExpiration, DriverMD>? _unexpired_exp_price_map_backing;
-
-      public OptionDriverPriceMap(
-         string option_symbol, IDictionary<SecurityExpiration, DriverMD> exp_price_map) {
-         this.option_symbol = option_symbol;
-         this.exp_price_map = exp_price_map;
-      }
-
-      public IDictionary<SecurityExpiration, DriverMD> unexpired_exp_price_map =>
-         _unexpired_exp_price_map_backing ??=
-            exp_price_map.Where(kv => kv.Key.expiration >= DateTime.Now.Date).ToDictionary();
-
-      // this is the BS needed because of ignoring exchange
-      public DriverMD get_driver_md(DateTime exp) =>
-         exp_price_map.FirstOrDefault(kv => kv.Key.expiration == exp).Value ?? DriverMD.empty;
-
-      public DriverMD get_driver_md(SecurityExpiration exp) =>
-         exp_price_map.GetValueOrDefault(exp) ?? DriverMD.empty;
-
-      public static IDictionary<VolSurfaceExpiration, DriverMD> get_vs_price_map(
-         IReadOnlyDictionary<string, OptionDriverPriceMap> all_sym_map,
-         Func<string, bool>? sym_filter = null
-      ) {
-         sym_filter ??= _ => true;
-         return all_sym_map.SafeWhere(kv => kv.Value is not null && sym_filter(kv.Key))
-            .SelectMany(kv => kv.Value.exp_price_map)
-            .ToDictionaryCrushed(kv => kv.Key.to_vs_exp(), kv => kv.Value);
-      }
-
-      public IReadOnlyDictionary<SecurityExpiration, DriverMD> get_price_map() {
-         return new Dictionary<SecurityExpiration, DriverMD>(exp_price_map);
-      }
-
-   }
-}

src/client/spark/AW2/Misc/OptionInterpolationData.cs

@@ -1,128 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-namespace mbts.spark {
-
-   // A conveniant way to hold precomputed theo values
-   // indexed by option_expiration->driver_price->option_strike->TheoPoint
-   public class OptionTheoInterpolationData {
-      public readonly string symbol;
-      private IDictionary<DateTime, Dictionary<double, Dictionary<double, TheoPoint>>> _map =
-         new Dictionary<DateTime, Dictionary<double, Dictionary<double, TheoPoint>>>();
-      private IDictionary<DateTime, double> _zero_move_driver_map = new Dictionary<DateTime, double>();
-
-      public OptionTheoInterpolationData(string symbol) { this.symbol = symbol; }
-
-      public void set_data(DateTime option_expiration, double driver_price,
-          double move, double option_strike, TheoPoint theo_point) {
-         Dictionary<double, Dictionary<double, TheoPoint>> driver_map = null;
-         if (!_map.TryGetValue(option_expiration, out driver_map))
-            _map.Add(option_expiration, driver_map = new Dictionary<double, Dictionary<double, TheoPoint>>());
-         Dictionary<double, TheoPoint> strike_map = null;
-         if (!driver_map.TryGetValue(driver_price, out strike_map))
-            driver_map.Add(driver_price, strike_map = new Dictionary<double, TheoPoint>());
-         strike_map[option_strike] = theo_point;
-         if (move == 0)
-            _zero_move_driver_map[option_expiration] = driver_price;
-      }
-
-      /// Returns NULL if data is not present (should it return a nulled out TheoPoint ?)
-      public TheoPoint get_data(DateTime option_expiration, double driver_price, double option_strike) {
-         Dictionary<double, Dictionary<double, TheoPoint>> driver_map = null;
-         Dictionary<double, TheoPoint> strike_map = null;
-         TheoPoint rv = null;
-         if (_map.TryGetValue(option_expiration, out driver_map))
-            if (driver_map.TryGetValue(driver_price, out strike_map))
-               if (strike_map.TryGetValue(option_strike, out rv))
-                  return rv;
-         return null;
-      }
-
-      public Dictionary<double, Dictionary<double, TheoPoint>> get_expiration_data(
-         DateTime option_expiration) {
-         Dictionary<double, Dictionary<double, TheoPoint>> rv = null;
-         _map.TryGetValue(option_expiration, out rv);
-         return rv;
-      }
-
-      public List<double> get_sorted_driverprices_for_expiration(DateTime option_expiration) {
-         List<double> rv = new List<double>();
-         Dictionary<double, Dictionary<double, TheoPoint>> driver_map = null;
-         if (_map.TryGetValue(option_expiration, out driver_map)) {
-            rv = new List<double>(driver_map.Keys);
-            rv.Sort();
-         }
-         return rv;
-      }
-
-      public IEnumerable<DateTime> get_expirations() { return _map.Keys; }
-
-      public bool contains_expiration(DateTime exp) {
-         Dictionary<double, Dictionary<double, TheoPoint>> price_map = null;
-         return _map.TryGetValue(exp, out price_map) && price_map != null && price_map.Count > 0;
-      }
-
-      public IDictionary<DateTime, HashSet<double>> get_contracts() {
-         Dictionary<DateTime, HashSet<double>> rv = new Dictionary<DateTime, HashSet<double>>();
-         foreach (KeyValuePair<DateTime, Dictionary<double, Dictionary<double, TheoPoint>>> exp_p in _map) {
-            HashSet<double> strike_map = new HashSet<double>();
-            foreach (KeyValuePair<double, Dictionary<double, TheoPoint>> driver_p in exp_p.Value)
-               strike_map.AddRange(driver_p.Value.Keys);
-            rv.Add(exp_p.Key, strike_map);
-         }
-         return rv;
-      }
-
-      public int get_n_exps() { return _map.Count; }
-
-      public double get_zero_move_driver(DateTime option_exp) {
-         double rv = _zero_move_driver_map.TryGetValue(option_exp, out rv) ? rv : Double.NaN;
-         return rv;
-      }
-
-      #region Interpoaltion
-
-      public TheoPoint interpolate_theos(DateTime option_expiration,
-                                       double option_strike,
-                                       double driver_price) {
-         Tuple<double, double> neighbor_driver_points =
-            _find_neighboring_drivers(this, option_expiration, driver_price);
-         return _interpolate_theos(this, driver_price,
-            neighbor_driver_points, option_expiration, option_strike);
-      }
-
-      private static Tuple<double, double> _find_neighboring_drivers(
-         OptionTheoInterpolationData interp_data, DateTime option_expiration, double driver_price) {
-         if (interp_data != null) {
-            List<double> sorted_drivers =
-               interp_data.get_sorted_driverprices_for_expiration(option_expiration);
-            for (int i = 0; i < sorted_drivers.Count - 1; i++)
-               if (driver_price >= sorted_drivers[i] && driver_price <= sorted_drivers[i + 1])
-                  return new Tuple<double, double>(sorted_drivers[i], sorted_drivers[i + 1]);
-         }
-         return null;
-      }
-
-      private static TheoPoint _interpolate_theos(OptionTheoInterpolationData interp_data,
-            double driver_price, Tuple<double, double> neighbors,
-            DateTime option_expiration,
-            double option_strike) {
-         TheoPoint rv = TheoPoint.getNulledObject();
-         rv.driver = driver_price;
-         if (interp_data != null && neighbors != null) {
-            TheoPoint p1 = interp_data.get_data(option_expiration, neighbors.Item1, option_strike),
-                     p2 = interp_data.get_data(option_expiration, neighbors.Item2, option_strike);
-
-            if (p1 != null && p2 != null)
-               TheoPoint.interp(TheoPoint.InterpolationMethod.TAYLOR,
-                  p1, p2, driver_price, rv, option_expiration, option_strike);
-         }
-         return rv;
-      }
-
-      #endregion
-   }
-}

src/client/spark/AW2/Misc/Pair.cs

@@ -1,78 +0,0 @@
-using ProtoBuf;
-
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using System.Windows;
-using System.Windows.Media;
-
-namespace mbts.spark {
-   // TODO move it out or replace it with Tuple
-   [Serializable]
-   public class Pair<F, S> {
-      public F first;
-      public S second;
-
-      public Pair() { }
-      public Pair(F f, S s) {
-         first = f;
-         second = s;
-      }
-
-      public Pair(KeyValuePair<F, S> kvp)
-         : this(kvp.Key, kvp.Value) { }
-
-      public override string ToString() {
-         return String.Format("{0},{1}", first != null ? first.ToString() : "NULL",
-                                 second != null ? second.ToString() : "NULL");
-      }
-
-      public override int GetHashCode() {
-         return ToString().GetHashCode();
-      }
-
-      public override bool Equals(object obj) {
-         return obj != null && obj is Pair<F, S> && ToString() == obj.ToString();
-      }
-   }
-
-   [Serializable]
-   public class Triplet<F, S, T> {
-      public F first;
-      public S second;
-      public T third;
-
-      public Triplet() { }
-
-      public Triplet(Tuple<F, S, T> tp) {
-         first = tp.Item1;
-         second = tp.Item2;
-         third = tp.Item3;
-      }
-
-      public Triplet(F f, S s, T t) {
-         first = f;
-         second = s;
-         third = t;
-      }
-
-      public static Triplet<F, S, T> from_tuple(Tuple<F, S, T> t) { return new Triplet<F, S, T>(t.Item1, t.Item2, t.Item3); }
-
-      public override string ToString() {
-         return String.Format("{0},{1},{2}", first != null ? first.ToString() : "NULL",
-                                             second != null ? second.ToString() : "NULL",
-                                             third != null ? third.ToString() : "NULL");
-      }
-
-      public override bool Equals(object obj) {
-         return obj != null && obj is Triplet<F, S, T> && ToString() == obj.ToString();
-      }
-
-      public override int GetHashCode() {
-         return ToString().GetHashCode();
-      }
-   }
-
-}

src/client/spark/AW2/Misc/PerfStatsLogger.cs

@@ -1,78 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Drawing.Text;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-using bts;
-
-namespace mbts.spark {
-   public class PerfStatsLogger {
-      private class Entry {
-         public uint tot_count = 0;
-         public List<double> logs = new List<double>();
-      }
-      private Dictionary<string, Entry> _entry_map =
-         new Dictionary<string, Entry>();
-      private readonly int _log_period_updates, _max_size;
-      private DateTime _last_write_time = DateTime.Now;
-      private readonly string _default_id = String.Empty;
-      private readonly HighPerformanceTimer _defaut_timer = new HighPerformanceTimer();
-
-
-      public PerfStatsLogger() : this(100, 200) { }
-
-      /// <summary>
-      /// log_period_updates tells how often are the stats logged
-      /// max_size is the max size of the sample before it is cleaned out
-      /// </summary>
-      /// <param name="log_period_updates"></param>
-      /// <param name="max_size"></param>
-      public PerfStatsLogger(int log_period_updates, int max_size, string default_id = "") {
-         _log_period_updates = log_period_updates;
-         _max_size = max_size;
-         _default_id = default_id;
-      }
-
-      public void start_default_timer() {
-         _defaut_timer.start();
-      }
-
-      public void stop_default_timer() {
-         if (String.IsNullOrEmpty(_default_id))
-            return;
-         _defaut_timer.stop();
-         log(_default_id, _default_id, _defaut_timer.lastIntervalTime);
-      }
-
-      public void log_default(double time) {
-         log(_default_id, _default_id, time);
-      }
-
-      public void log(string id, string msg, double time) {
-         Entry entry = null;
-         if (!_entry_map.TryGetValue(id, out entry))
-            _entry_map.Add(id, entry = new Entry());
-         List<double> logs = entry.logs;
-         logs.Add(time);
-         entry.tot_count++;
-         if (logs.Count > 0 && logs.Count % _log_period_updates == 0) {
-            TimeSpan period = DateTime.Now - _last_write_time;
-            _last_write_time = DateTime.Now;
-            logs.Sort();
-            double sum = 0;
-            logs.ForEach(d => sum += d);
-            Log.Gen.info(String.Format("Perf: {0} sample_size: {1} min: {2:0.00} max: {3:0.00} " +
-                                       "mean: {4:0.00} median: {5:0.00} upate_period: {6:0.00} " +
-                                       "updates_per_sec: {7:0.00} tot_count: {8}", msg, logs.Count,
-                                       logs[0], logs[logs.Count - 1], sum / logs.Count,
-                                       logs[logs.Count / 2],
-                                       period.TotalMilliseconds,
-                                       1000.0 * logs.Count / period.TotalMilliseconds,
-                                       entry.tot_count));
-            logs.Clear();
-         }
-      }
-   }
-}