added more detail missing security log in gmdl

The old name was unnecessarily vague

.clang-format

@@ -4,6 +4,7 @@ BinPackParameters: false
 AlignAfterOpenBracket: AlwaysBreak
 AlwaysBreakTemplateDeclarations: true
 PenaltyReturnTypeOnItsOwnLine: 140
+ReflowComments: false
 ---
 Language: Proto
 IndentWidth: 2

.config/dotnet-tools.json

@@ -7,6 +7,30 @@
       "commands": [
         "dotnet-format"
       ]
+    },
+    "fable": {
+      "version": "4.24.0",
+      "commands": [
+        "fable"
+      ]
+    },
+    "fantomas": {
+      "version": "5.2.2",
+      "commands": [
+        "fantomas"
+      ]
+    },
+    "fake-cli": {
+      "version": "6.0.0",
+      "commands": [
+        "fake"
+      ]
+    },
+    "dotnet-t4": {
+      "version": "3.0.0",
+      "commands": [
+        "t4"
+      ]
     }
   }
 }

.devcontainer/Dockerfile

@@ -1,129 +0,0 @@
-FROM ubuntu:22.04
-
-ARG DEBIAN_FRONTEND=noninteractive
-
-# Note installations that take a while (more than 10s)
-
-RUN apt-get update
-RUN apt-get install -y ca-certificates
-RUN apt-get install -y ccache
-RUN apt-get install -y curl
-RUN apt-get install -y fish
-RUN apt-get install -y gdb
-# git-all: ~250s
-RUN apt-get install -y git-all
-RUN apt-get install -y gnupg
-# liblttng-ust-dev: ~30s
-RUN apt-get install -y liblttng-ust-dev
-RUN apt-get install -y libssh2-1-dev
-RUN apt-get install -y locales
-RUN apt-get install -y ninja-build
-# openssh-server: ~40s
-RUN apt-get install -y openssh-server
-RUN apt-get install -y pkg-config
-RUN apt-get install -y software-properties-common
-RUN apt-get install -y sudo
-RUN apt-get install -y tzdata
-RUN apt-get install -y vim
-RUN apt-get install -y zip
-
-# Python: ~30s
-RUN apt-get install -y \
-   python3-pip \
-   python3-venv \
-   && python3 -m pip install --upgrade pip
-
-# GCC
-ARG gcc_major=13
-RUN \
-   add-apt-repository ppa:ubuntu-toolchain-r/test \
-   && apt-get update \
-   && apt-get install -y g++-$gcc_major
-
-# Clang
-ARG clang_major=17
-RUN \
-   curl -fsSL https://apt.llvm.org/llvm-snapshot.gpg.key 2> /dev/null \
-   | gpg --dearmor - \
-   | tee /usr/share/keyrings/llvm-snapshot.gpg > /dev/null \
-   && echo "deb [signed-by=/usr/share/keyrings/llvm-snapshot.gpg] http://apt.llvm.org/$(lsb_release -cs)/ llvm-toolchain-$(lsb_release -cs)-$clang_major main" \
-   | tee -a "/etc/apt/sources.list.d/llvm.list" \
-   && apt-get update \
-   && apt-get install -y \
-   clang-$clang_major \
-   clang-format-$clang_major \
-   clangd-$clang_major
-
-# CMake
-RUN \
-   curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
-   | gpg --dearmor - \
-   | tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
-   && echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
-   | tee /etc/apt/sources.list.d/kitware.list > /dev/null \
-   && apt-get update \
-   && apt-get install -y cmake
-
-# Dotnet
-RUN apt-get update && apt-get install -y dotnet7
-
-# Node
-ARG node_major=18
-RUN mkdir -p /etc/apt/keyrings \
-   && curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
-   | gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
-   && echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
-   | tee /etc/apt/sources.list.d/nodesource.list \
-   && apt-get update \
-   && apt-get install -y nodejs
-
-# Emumba (deps)
-RUN apt-get update && apt-get -y install rapidjson-dev
-# Emumba
-COPY emumba /emumba
-RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
-    && rm -r /emumba
-
-# Pcap
-RUN apt-get update && apt-get install -y libpcap0.8-dev
-
-RUN apt-get update && apt-get install -y \
-    docker.io \
-    docker-compose \
-    docker-compose-v2
-
-# Set up default executables (update-alternatives)
-RUN \
-   update-alternatives --install /usr/bin/clang clang /usr/bin/clang-$clang_major 100; \
-   update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-$clang_major 100; \
-   update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-$clang_major 100; \
-   update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-$clang_major 100; \
-   update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-$gcc_major 100; \
-   update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-$gcc_major 100
-
-# Add compiler symlinks for ccache 
-RUN \
-   ln -s /usr/bin/ccache /usr/local/bin/clang; \
-   ln -s /usr/bin/ccache /usr/local/bin/clang++; \
-   ln -s /usr/bin/ccache /usr/local/bin/clang-$clang_major; \
-   ln -s /usr/bin/ccache /usr/local/bin/clang++-$clang_major; \
-   ln -s /usr/bin/ccache /usr/local/bin/gcc; \
-   ln -s /usr/bin/ccache /usr/local/bin/g++
-
-RUN locale-gen en_US.UTF-8
-
-ARG docker_user="bts"
-ARG docker_uid="1000"
-ARG docker_pass="bts"
-
-RUN \
-   groupadd -g "$docker_uid" "$docker_user" \
-   && useradd \
-   -m \
-   -u "$docker_uid" \
-   -g "$docker_uid" \
-   -G sudo \
-   --password "$(openssl passwd -1 "$docker_pass")" \
-   "$docker_user"
-
-RUN usermod -aG docker "$docker_user"

.devcontainer/devcontainer.json

@@ -1,15 +1,16 @@
 {
-  "dockerFile": "Dockerfile",
-  // Creates local dir to mount to HOME in docker 
-  "initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
+  "build": {
+    "dockerfile": "../docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile",
+    "options": [
+      "--secret",
+      "id=bitbucket_access_token,src=${localWorkspaceFolder}/.secrets/bitbucket_access_token.txt"
+    ]
+  },
   "hostRequirements": {
-    "memory": "4gb",
-    "storage": "6gb"
+    "memory": "8gb",
+    "storage": "10gb"
   },
-  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
   "containerUser": "bts",
-  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
-  "workspaceFolder": "/home/bts/spark",
   "updateRemoteUserUID": true,
   "shutdownAction": "none",
   // Note: If running multiple containers on the same host, each must use a
@@ -17,26 +18,20 @@
   // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
   "runArgs": [
     "--shm-size",
-    "2gb",
-    "--network",
-    "host"
+    "8gb"
   ],
   "mounts": [
-    "source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind",
     "source=/var/run/docker.sock,target=/var/run/docker.sock,type=bind"
   ],
   "customizations": {
     "vscode": {
-      "settings": {
-        "clangd.arguments": [
-          "--compile-commands-dir=${workspaceFolder}/build/clang/debug"
-        ]
-      },
       "extensions": [
         "eamodio.gitlens",
         "llvm-vs-code-extensions.vscode-clangd",
+        "ms-python.python",
         "ms-vscode.cmake-tools",
-        "ms-vscode.cpptools"
+        "ms-vscode.cpptools",
+        "xaver.clang-format"
       ]
     }
   }

.editorconfig

@@ -207,17 +207,23 @@ dotnet_naming_symbols.parameters.applicable_accessibilities = public,internal,pr
 dotnet_naming_symbols.private_symbols.applicable_kinds = property,method,field,event,delegate
 dotnet_naming_symbols.private_symbols.applicable_accessibilities = protected,private
 
+# local symbols
+dotnet_naming_symbols.local_symbols.applicable_kinds = local
+
+# parameter symbols
+dotnet_naming_symbols.parameter_symbols.applicable_kinds = parameter
+
 # 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.pascal_case.required_prefix =
+dotnet_naming_style.pascal_case.required_suffix =
+dotnet_naming_style.pascal_case.word_separator =
+dotnet_naming_style.pascal_case.capitalization = pascal_case
 
-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.camel_case.required_prefix =
+dotnet_naming_style.camel_case.required_suffix =
+dotnet_naming_style.camel_case.word_separator =
+dotnet_naming_style.camel_case.capitalization = camel_case
 
 dotnet_naming_style.user_types.required_prefix =
 dotnet_naming_style.user_types.required_suffix =
@@ -229,6 +235,10 @@ dotnet_naming_style.interface.required_suffix =
 dotnet_naming_style.interface.word_separator =
 dotnet_naming_style.interface.capitalization = pascal_case
 
+dotnet_naming_style.local.capitalization = camel_case
+
+dotnet_naming_style.parameter.capitalization = camel_case
+
 # rules
 dotnet_naming_rule.user_types.symbols = user_types
 dotnet_naming_rule.user_types.style = user_types
@@ -238,14 +248,18 @@ 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.public_members.symbols = public_symbols
+dotnet_naming_rule.public_members.style = pascal_case
+dotnet_naming_rule.public_members.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.private_members.symbols = private_symbols
+dotnet_naming_rule.private_members.style = camel_case
+dotnet_naming_rule.private_members.severity = suggestion
 
-dotnet_naming_rule.parameters.symbols = parameters
-dotnet_naming_rule.parameters.style = snake_case
+dotnet_naming_rule.variables_are_camel_case.severity = suggestion
+dotnet_naming_rule.variables_are_camel_case.symbols = local_symbols
+dotnet_naming_rule.variables_are_camel_case.style = local
+
+dotnet_naming_rule.parameters.symbols = parameter_symbols
+dotnet_naming_rule.parameters.style = parameter
 dotnet_naming_rule.parameters.severity = suggestion

.env

@@ -0,0 +1,64 @@
+# This file defines the global default configuration for docker deployments.
+# It is tracked in source control. For temporary modifications, please create
+# a separate file called ".env.local" (it's in .gitignore, so won't be tracked).
+# If a variable is defined in both files, the value in .env.local will be used.
+#
+# About the deployment procedure:
+#   We use Docker Compose to build images and launch containers for various services
+#   that make up our software suite:
+#     - sparkd
+#     - TODO: pubsub
+#     - TODO: md-publisher
+#     - TODO: webapp (DSQA on the web)
+#     - TODO: api-server (websocket based)
+#   From inside a devcontainer, you can launch all services in separate containers
+#   on your machine by running:
+#
+#     tools/deploy.sh
+#
+#   This script builds release versions for each service, packaged (generally) in
+#   self-contained directories. Next, it runs a few "docker compose" commands to
+#   build docker images loaded with the self-contained binaries from the previous
+#   step, and start containers with those images to run each service. To view the
+#   commands that deploy.sh runs internally (without actually running them), run:
+#
+#     tools/deploy.sh --dry-run
+#
+#   For additional information/help, run:
+#
+#     tools/deploy.sh --help
+#
+
+### Host/Runtime ###
+TZ=Etc/UTC
+
+### Sparkd ###
+# The internal image for sparkd to use. For more info, view:
+#   src/server/sparkd/Dockerfile
+SPARKD__IMAGE=sparkd
+# The config dir for this service to use
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
+# Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
+# Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
+# SPARKD__DATA_DIR=/home/bts/sparkdata/data
+# Mount volume or dir to "/md_recording" inside the docker. Defaults to volume
+# "sparkd_md_recording_<config_port>" (e.g., sparkd_md_recording_8000).
+# SPARKD__MD_RECORDING_DIR=/home/bts/md_recording
+SPARKD__SOURCE_DIR=install/sparkd-release-gcc
+SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
+SPARKD__CONFIG_PORT=8000
+SPARKD__QUICKBUS_PORT=8001
+SPARKD__SIM_FIX_PORT=8002
+SPARKD__SHM_SIZE=4gb
+SPARKD__PYTHON_REQUIREMENTS=requirements.txt
+SPARKD__SPARKD_ENTRYPOINT=src/app_sparkd/sparkd-entrypoint.sh
+SPARKD__MAIN_ENTRYPOINT=./sparkd-entrypoint.sh
+
+### PubSubServer ###
+PUBSUB__CONFIG_DIR=src/DataStreamSuite/PubSubServer/Configurations/Development
+PUBSUB__SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
+
+### MdPublisher ###
+MD_PUBLISHER__CONFIG_DIR=src/DataStreamSuite/DataStreamPublisher/Configurations/ReplayMarketData
+MD_PUBLISHER__SOURCE_DIR=build/Release/bin/net8.0/linux-x64/publish
+# TODO: add config for other services (pubsub, md-publisher, webapp, api-server, etc.)

.gitattributes

@@ -0,0 +1,3 @@
+*.cmd text=auto eol=crlf
+*.cs text=auto eol=crlf
+*.sh text=auto eol=lf

.gitignore

@@ -8,7 +8,10 @@ cmake-build-debug/
 .idea/
 .dir-locals.el
 *.pyc
-**.vscode
+**.vscode/*
+!.vscode/launch.json
+!.vscode/tasks.json
+!.vscode/*.env
 .vs
 obj/
 *.csproj.user
@@ -42,12 +45,22 @@ trace_data/
 /.ignore
 *.rej
 .clangd/
-*CMakeDeps*.cmake
+*CMakeDeps.cmake
 /sniper.ipynb
 /src/.clang-format
 /src/server/sparkd/cmds/spartan/analysis/.ipynb_checkpoints
 /src/server/sparkd/cmds/spartan/analysis/data
-*.tmp/*
-/.venv*/*
+.tmp/
+.venv*/
 .cache/
-src/web/api/tsconfig.*.g.json
+/src/Spark.Admin.WebApp/tsconfig.*.g.json
+/src/Spark.Admin.WebApp/src/bin/
+/src/**/*appsettings.Local.json
+/src/**/*/Configurations/Local/
+**/CMakeDeps.cmake
+**/CMakeDeps_win.cmake
+.devcontainer/
+*.Generated.cs
+*.lst
+.env.local
+.secrets

.gitmodules

@@ -1,6 +1,6 @@
 [submodule "externals"]
 	path = externals
-	url = git@bitbucket.org:bluetradesys/externals.git
+	url = https://bitbucket.org/bluetradesys/externals.git
 [submodule "vcpkg"]
 	path = vcpkg
 	url = https://github.com/microsoft/vcpkg.git

.vscode/launch.json

@@ -0,0 +1,499 @@
+{
+  "version": "0.2.0",
+  "configurations": [
+    {
+      "name": "Python Debugger: Current File with Arguments",
+      "type": "debugpy",
+      "request": "launch",
+      "program": "${file}",
+      "console": "integratedTerminal",
+      "args": "${command:pickArgs}"
+    },
+    {
+      "name": ".NET Core Attach",
+      "type": "coreclr",
+      "request": "attach"
+    },
+    {
+      "name": "Api Server",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "preLaunchTask": "Build Api Server (Debug)",
+      "windows": {
+        "program": "spark_api_server.exe",
+      },
+      "linux": {
+        "program": "spark_api_server",
+      },
+      "args": [
+        "run",
+      ],
+      "cwd": "build/Debug/bin/net8.0",
+      "env": {
+        "DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "Api Server (Skip Build)",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "windows": {
+        "program": "spark_api_server.exe",
+      },
+      "linux": {
+        "program": "spark_api_server",
+      },
+      "args": [
+        "run",
+      ],
+      "cwd": "build/Debug/bin/net8.0",
+      "env": {
+        "DOTNET_ENVIRONMENT": "${input:apiServerEnvironment}",
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "DataStreamPublisher",
+      "type": "coreclr",
+      "request": "launch",
+      "preLaunchTask": "Build DataStream (Debug)",
+      "program": "",
+      "linux": {
+        "program": "DataStreamPublisher",
+      },
+      "windows": {
+        "program": "DataStreamPublisher.exe",
+      },
+      "cwd": "build/Debug/bin/net8.0",
+      "env": {
+        "DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "DataStreamPublisher (Skip Build)",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "program": "DataStreamPublisher",
+      },
+      "windows": {
+        "program": "DataStreamPublisher.exe",
+      },
+      "cwd": "${workspaceFolder}/build/Debug/bin/net8.0",
+      "env": {
+        "DOTNET_ENVIRONMENT": "${input:dataStreamPublisherEnvironment}",
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "(gdb) Launch",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
+      "args": [
+        "run"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
+      "environment": [],
+      "externalConsole": false,
+      "MIMode": "gdb",
+    },
+    {
+      "name": "spreader tests2",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
+      "args": [
+        "test",
+        "[spreader2]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
+      "environment": [],
+      "externalConsole": false,
+      "MIMode": "gdb",
+    },
+    {
+      "name": "spreader tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/sparkd-debug-clang/server/sparkd",
+      "args": [
+        "test",
+        "[spreader]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/sparkd-debug-clang/server",
+      "environment": [],
+      "externalConsole": false,
+      "MIMode": "gdb",
+    },
+    {
+      "name": "DataStreamQueryAnalyzer",
+      "type": "coreclr",
+      "request": "launch",
+      "preLaunchTask": "Build DataStream (Debug)",
+      "program": "",
+      "windows": {
+        "program": "DataStreamQueryAnalyzer.exe",
+        "cwd": "build/Debug/bin/net8.0-windows",
+        "env": {
+          "PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
+          "DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
+        },
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal",
+    },
+    {
+      "name": "DataStreamQueryAnalyzer (Skip Build)",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "windows": {
+        "program": "DataStreamQueryAnalyzer.exe",
+        "cwd": "build/Debug/bin/net8.0-windows",
+        "env": {
+          "PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
+          "DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
+        },
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal",
+    },
+    {
+      "name": "PubSubServer",
+      "type": "coreclr",
+      "request": "launch",
+      "preLaunchTask": "Build DataStream (Debug)",
+      "program": "",
+      "linux": {
+        "program": "PubSubServer",
+      },
+      "windows": {
+        "program": "PubSubServer.exe",
+      },
+      "cwd": "build/Debug/bin/net8.0",
+      "env": {
+        "DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "PubSubServer (Skip Build)",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "program": "PubSubServer",
+      },
+      "windows": {
+        "program": "PubSubServer.exe",
+      },
+      "cwd": "build/Debug/bin/net8.0",
+      "env": {
+        "DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "Sdk Demo",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "preLaunchTask": "Build Spark Sdk (Debug)",
+      "windows": {
+        "program": "Bts.Spark.Sdk.Demo.exe",
+      },
+      "linux": {
+        "program": "Bts.Spark.Sdk.Demo",
+      },
+      "cwd": "build/Debug/bin/net8.0",
+      "env": {
+        "DOTNET_ENVIRONMENT": "${input:sdkDemoEnvironment}",
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "Sdk Demo (Skip Build)",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "windows": {
+        "program": "Bts.Spark.Sdk.Demo.exe",
+      },
+      "linux": {
+        "program": "Bts.Spark.Sdk.Demo.exe",
+      },
+      "cwd": "build/Debug/bin/net8.0",
+      "env": {
+        "DOTNET_ENVIRONMENT": "${input:sdkDemoEnvironment}",
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "Spark",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "windows": {
+        "preLaunchTask": "Build Spark (Debug)",
+        "program": "Spark.exe",
+        "cwd": "build/Debug/bin/net8.0-windows",
+        "env": {
+          "DOTNET_ENVIRONMENT": "${input:sparkEnvironment}",
+        }
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "Spark (Skip Build)",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "windows": {
+        "program": "Spark.exe",
+        "cwd": "build/Debug/bin/net8.0-windows",
+        "env": {
+          "DOTNET_ENVIRONMENT": "${input:sparkEnvironment}",
+        }
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "Spark (Parameterized)",
+      "type": "coreclr",
+      "request": "launch",
+      "preLaunchTask": "Build Spark (Debug)",
+      "program": "",
+      "windows": {
+        "program": "Spark.exe",
+        "args": [
+          "--Spark:ConfigServer",
+          "${input:sparkConfigServer}"
+        ],
+        "cwd": "build/Debug/bin/net8.0-windows",
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "Spark Test",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "windows": {
+        "preLaunchTask": "Build Spark (Debug)",
+        "program": "Spark.Console.exe",
+        "cwd": "build/Debug/bin/net8.0",
+        "args": [
+          "test",
+          "${input:sparkTest}"
+        ]
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "Spark Test (Skip Build)",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "windows": {
+        "program": "Spark.Console.exe",
+        "cwd": "build/Debug/bin/net8.0",
+        "args": [
+          "test",
+          "${input:sparkTest}"
+        ]
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal"
+    },
+    {
+      "name": "Sparkd",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
+        "preLaunchTask": "Build Sparkd (Debug | Clang)",
+      },
+      "args": [
+        "run"
+      ],
+      "cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
+      "stopAtEntry": false,
+      "externalConsole": false,
+      "MIMode": "gdb",
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "-enable-pretty-printing",
+          "ignoreFailures": true
+        },
+        {
+          "description": "Set Disassembly Flavor to Intel",
+          "text": "-gdb-set disassembly-flavor intel",
+          "ignoreFailures": true
+        }
+      ]
+    },
+    {
+      "name": "Sparkd (Skip Build)",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "",
+      "linux": {
+        "program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
+      },
+      "args": [
+        "run"
+      ],
+      "cwd": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd",
+      "stopAtEntry": false,
+      "externalConsole": false,
+      "MIMode": "gdb",
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "-enable-pretty-printing",
+          "ignoreFailures": true
+        },
+        {
+          "description": "Set Disassembly Flavor to Intel",
+          "text": "-gdb-set disassembly-flavor intel",
+          "ignoreFailures": true
+        }
+      ]
+    },
+    {
+      "name": "Sparkd Attach",
+      "type": "cppdbg",
+      "request": "attach",
+      "program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
+      "MIMode": "gdb",
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "-enable-pretty-printing",
+          "ignoreFailures": true
+        },
+        {
+          "description": "Set Disassembly Flavor to Intel",
+          "text": "-gdb-set disassembly-flavor intel",
+          "ignoreFailures": true
+        }
+      ]
+    },
+  ],
+  "inputs": [
+    {
+      "id": "apiServerEnvironment",
+      "type": "pickString",
+      "description": "Api Server Configuration",
+      "options": [
+        "Development",
+        "Local",
+        "Staging",
+      ],
+      "default": "Development",
+    },
+    {
+      "id": "dataStreamPublisherConfig",
+      "type": "pickString",
+      "description": "Publisher Configuration",
+      "options": [
+        "MarketDataPublisher",
+        "SimpleEchoClient",
+        "SimpleTestDataPublisher",
+        "TestDataPublisher",
+      ],
+      "default": "MarketDataPublisher",
+    },
+    {
+      "id": "dataStreamQueryAnalyzerEnvironment",
+      "type": "pickString",
+      "description": "DataStreamQueryAnalyzer Configuration",
+      "options": [
+        "Development",
+        "Local",
+      ],
+      "default": "Development",
+    },
+    {
+      "id": "dataStreamPublisherEnvironment",
+      "type": "pickString",
+      "description": "DataStreamPublisher Configuration",
+      "options": [
+        "Local",
+        "ReplayMarketData",
+      ],
+      "default": "Local",
+    },
+    {
+      "id": "pubSubServerEnvironment",
+      "type": "pickString",
+      "description": "PubSubServer Configuration",
+      "options": [
+        "Development",
+        "EchoServer",
+        "Local",
+      ],
+      "default": "Development",
+    },
+    {
+      "id": "sdkDemoEnvironment",
+      "type": "pickString",
+      "description": "Sdk Demo Configuration",
+      "options": [
+        "Development",
+        "Local",
+        "Staging",
+      ],
+      "default": "Development",
+    },
+    {
+      "id": "sparkConfigServer",
+      "type": "promptString",
+      "description": "Config Server URL",
+      "default": "http://localhost:8000/config",
+    },
+    {
+      "id": "sparkEnvironment",
+      "type": "pickString",
+      "description": "Spark Configuration",
+      "options": [
+        "Development",
+        "Local",
+      ],
+      "default": "Development",
+    },
+    {
+      "id": "sparkTest",
+      "type": "promptString",
+      "description": "Test to run",
+    },
+    {
+      "id": "sparkdTest",
+      "type": "promptString",
+      "description": "Test to run",
+    },
+  ]
+}

.vscode/python.env

@@ -0,0 +1 @@
+PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins;/workspaces/spark/tools/py

Bts.Spark.Sdk.sln

@@ -0,0 +1,102 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 17
+VisualStudioVersion = 17.0.31903.59
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{8949AF88-F1D3-4BC4-827F-B088B555F7B9}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{37E4E890-D025-4729-90F9-6F95862F47BC}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Sdk", "src\cs\Bts.Spark.Sdk\Bts.Spark.Sdk.csproj", "{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Sdk.Demo", "src\cs\Bts.Spark.Sdk.Demo\Bts.Spark.Sdk.Demo.csproj", "{FCFDBDBE-74B0-41C4-9011-C651B21056D4}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Debug|x64 = Debug|x64
+		Debug|x86 = Debug|x86
+		Release|Any CPU = Release|Any CPU
+		Release|x64 = Release|x64
+		Release|x86 = Release|x86
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|Any CPU.Build.0 = Debug|x64
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x64.ActiveCfg = Debug|x64
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x64.Build.0 = Debug|x64
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x86.ActiveCfg = Debug|x64
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Debug|x86.Build.0 = Debug|x64
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|Any CPU.ActiveCfg = Release|x64
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|Any CPU.Build.0 = Release|x64
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x64.ActiveCfg = Release|x64
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x64.Build.0 = Release|x64
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x86.ActiveCfg = Release|x64
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C}.Release|x86.Build.0 = Release|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|Any CPU.Build.0 = Debug|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x64.ActiveCfg = Debug|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x64.Build.0 = Debug|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x86.ActiveCfg = Debug|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Debug|x86.Build.0 = Debug|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|Any CPU.ActiveCfg = Release|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|Any CPU.Build.0 = Release|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|x64.ActiveCfg = Release|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|x64.Build.0 = Release|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|x86.ActiveCfg = Release|x64
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9}.Release|x86.Build.0 = Release|x64
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|x64.Build.0 = Debug|Any CPU
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Debug|x86.Build.0 = Debug|Any CPU
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|Any CPU.Build.0 = Release|Any CPU
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|x64.ActiveCfg = Release|Any CPU
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|x64.Build.0 = Release|Any CPU
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|x86.ActiveCfg = Release|Any CPU
+		{37E4E890-D025-4729-90F9-6F95862F47BC}.Release|x86.Build.0 = Release|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|x64.Build.0 = Debug|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Debug|x86.Build.0 = Debug|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|Any CPU.Build.0 = Release|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|x64.ActiveCfg = Release|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|x64.Build.0 = Release|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|x86.ActiveCfg = Release|Any CPU
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}.Release|x86.Build.0 = Release|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|x64.Build.0 = Debug|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Debug|x86.Build.0 = Debug|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|Any CPU.Build.0 = Release|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|x64.ActiveCfg = Release|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|x64.Build.0 = Release|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|x86.ActiveCfg = Release|Any CPU
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4}.Release|x86.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(NestedProjects) = preSolution
+		{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
+		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
+		{8949AF88-F1D3-4BC4-827F-B088B555F7B9} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
+		{37E4E890-D025-4729-90F9-6F95862F47BC} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
+		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
+		{FCFDBDBE-74B0-41C4-9011-C651B21056D4} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
+	EndGlobalSection
+EndGlobal

CMakeLists.txt

@@ -1,7 +1,10 @@
 cmake_minimum_required(VERSION 3.12)
 project(spark)
+include(GNUInstallDirs)
+include(${CMAKE_SOURCE_DIR}/cmake/GitVersion.cmake)
 set(CMAKE_CXX_STANDARD 20)
 
+get_version_from_git()
 if(WIN32)
   set(platform "windows")
 else()
@@ -14,6 +17,11 @@ set(
   CACHE
   STRING
   "External dependencies root folder (should contain folders: lib, bin, include")
+
+# SHARED_MEMORY_PREFIX serves as a kind of namespace so multiple applications
+# can run simultaneously without fighting over the same shm files (e.g., sparkd,
+# api server, etc.).
+set(SHARED_MEMORY_PREFIX "\${BTS_SHARED_MEMORY_PREFIX}" CACHE STRING "Prefix to use when creating shared memory files")
 set(EXTERNALS_BIN "${EXTERNALS_ROOT}/bin")
 set(EXTERNALS_INCLUDE "${EXTERNALS_ROOT}/include")
 set(EXTERNALS_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
@@ -22,36 +30,99 @@ set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
 set(EXPORT_MD_CONSUMER OFF CACHE BOOL "Export (extern) C functions for MD consumer interop")
 if (WIN32)
   set(BUILD_SPARKD OFF CACHE BOOL "Build sparkd")
-  set(BUILD_WEB OFF CACHE BOOL "Build the web server")
+  set(BUILD_ADMIN_WEB_APP OFF CACHE BOOL "Build the Admin WebApp")
 else()
   set(BUILD_SPARKD ON CACHE BOOL "Build sparkd")
-  set(BUILD_WEB ON CACHE BOOL "Build the web server")
+  set(BUILD_ADMIN_WEB_APP ON CACHE BOOL "Build the Admin WebApp")
 endif()
 
 include_directories(BEFORE SYSTEM ${EXTERNALS_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
 link_directories(${EXTERNALS_LIB})
 
+add_compile_definitions(SHARED_MEMORY_PREFIX="${SHARED_MEMORY_PREFIX}")
+if(DEFINED APP_DATA_DIR)
+  add_compile_definitions(APP_DATA_DIR="${APP_DATA_DIR}")
+endif()
 add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
 if(WIN32)
   # subdirs
-  add_subdirectory(src/lib)
+  add_subdirectory(src/lib_spark)
 else()
-  add_compile_definitions(SPARK_ENABLE_CCAPI)
-  add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
-  add_compile_definitions(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT)
-  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
-  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
-  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
-  add_compile_definitions(CCAPI_ENABLE_LOG_WARN)
+  if(BUILD_SPARKD)
+    # Note: All macros that begin w/ 'CCAPI' are ccapi's macros (defined and/or
+    # read by their code). We override some below.
+    add_compile_definitions(SPARK_ENABLE_CCAPI)
+
+    # This allows us to override hardcoded exchange-urls with ones read from
+    # config (i.e., resolved at runtime rather than compile-time)
+    add_compile_definitions(CCAPI_EXPOSE_INTERNAL)
+
+    # Enable ccapi services
+    add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
+    add_compile_definitions(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT)
+    # Enable ccapi exchanges
+    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
+    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_COIN_FUTURES)
+    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_US)
+    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE_USDS_FUTURES)
+    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_COINBASE)
+    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
+    add_compile_definitions(CCAPI_ENABLE_EXCHANGE_OKX)
+
+    set(CCAPI_LOG_LEVEL
+      "Warn"
+      CACHE STRING "<Fatal|Error|Warn|Info|Debug|Trace> Log level for ccapi")
+    string(TOUPPER "${CCAPI_LOG_LEVEL}" _ccapi_log_level_upper)
+    add_compile_definitions("CCAPI_ENABLE_LOG_${_ccapi_log_level_upper}")
+
+    # ** Binance **
+    add_compile_definitions(CCAPI_BINANCE_URL_REST_BASE="https://api.binance.com")
+    add_compile_definitions(BINANCE_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
+    add_compile_definitions(BINANCE_PRICE_STATS_PATH="/api/v3/ticker/24hr")
+
+    # ** Binance US **
+    add_compile_definitions(BINANCE_US_INSTRUMENTS_PATH="/api/v3/exchangeInfo")
+    add_compile_definitions(BINANCE_US_PRICE_STATS_PATH="/api/v3/ticker/24hr")
+
+    # ** Binance USDS Futures **
+    add_compile_definitions(CCAPI_BINANCE_USDS_FUTURES_URL_REST_BASE="https://fapi.binance.com")
+    add_compile_definitions(BINANCE_USDS_FUTURES_INSTRUMENTS_PATH="/fapi/v1/exchangeInfo")
+    add_compile_definitions(BINANCE_USDS_FUTURES_PRICE_STATS_PATH="/fapi/v1/ticker/24hr")
+    add_compile_definitions(BINANCE_USDS_FUTURES_USER_DATA_PATH="/api/v3/userDataStream")
+
+    # ** Binance Coin Futures **
+    add_compile_definitions(CCAPI_BINANCE_COIN_FUTURES_URL_REST_BASE="https://dapi.binance.com")
+    add_compile_definitions(BINANCE_COIN_FUTURES_INSTRUMENTS_PATH="/dapi/v1/exchangeInfo")
+    add_compile_definitions(BINANCE_COIN_FUTURES_PRICE_STATS_PATH="/dapi/v1/ticker/24hr")
+
+    # ** Deribit **
+    add_compile_definitions(DERIBIT_INSTRUMENT_PATH="/api/v2/public/get_instrument")
+    add_compile_definitions(DERIBIT_INSTRUMENTS_PATH="/api/v2/public/get_instruments")
+    add_compile_definitions(DERIBIT_COMBOS_PATH="/api/v2/public/get_combos")
+    add_compile_definitions(DERIBIT_TICKER_PATH="/api/v2/public/ticker")
+    add_compile_definitions(DERIBIT_CURRENCIES_METHOD="public/get_currencies")
+    add_compile_definitions(DERIBIT_INSTRUMENT_METHOD="public/get_instrument")
+    add_compile_definitions(DERIBIT_INSTRUMENTS_METHOD="public/get_instruments")
+    add_compile_definitions(DERIBIT_COMBO_DETAILS_METHOD="public/get_combo_details")
+    add_compile_definitions(DERIBIT_COMBOS_METHOD="public/get_combos")
+
+    # ** Okx **
+    add_compile_definitions(OKX_INSTRUMENTS_PATH="/api/v5/public/instruments")
+    add_compile_definitions(OKX_UNDERLYING_PATH="/api/v5/public/underlying")
+  endif()
 
   # subdirs
+  add_subdirectory(src/lib_spark)
   if (BUILD_SPARKD)
-    add_subdirectory(src/server/sparkd)
+    add_subdirectory(src/lib_python_interop)
+    add_subdirectory(src/lib_onixs_fix)
+    add_subdirectory(src/lib_binance)
+    add_subdirectory(src/lib_okx_execution)
+    add_subdirectory(src/app_sparkd)
     add_subdirectory(src/data_files)
   endif()
-  add_subdirectory(src/lib)
-  if (BUILD_WEB)
-    add_subdirectory(src/web)
+  if (BUILD_ADMIN_WEB_APP)
+    add_subdirectory(src/Spark.Admin.WebApp)
   endif()
   if(BUILD_DOCS)
     add_subdirectory(doc/user)

CMakePresets.json

@@ -8,14 +8,31 @@
 
   "configurePresets": [
     {
-      "name": "spark",
+      "name": "spark-base",
+      "hidden": true,
+      "binaryDir": "${sourceDir}/build/${presetName}",
+      "cacheVariables": {
+        "CMAKE_CXX_STANDARD": "20",
+        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
+        "CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
+        "CONFIG_DEFAULTS_PATH": "spark/config/profiles/default/*.conf",
+        "EXPORT_MD_CONSUMER": {
+          "type": "BOOL",
+          "value": "ON"
+        }
+      }
+    },
+
+    {
+      "name": "spark-windows",
+      "inherits": "spark-base",
+      "displayName": "Spark",
       "condition": {
         "type": "equals",
         "lhs": "${hostSystemName}",
         "rhs": "Windows"
       },
       "generator": "Visual Studio 17 2022",
-      "binaryDir": "${sourceDir}/build/${presetName}",
       "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++20 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600"
       },
@@ -23,18 +40,9 @@
         "CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
         "CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
         "CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
-        "CMAKE_CXX_STANDARD": "20",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
         "CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
         "CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
-        "CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
-        "EXTERNALS_ROOT": "${sourceDir}/externals/windows",
-        "CONFIG_DEFAULTS_PATH": "config/defaults/*.conf",
-        "DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
-        "EXPORT_MD_CONSUMER": {
-          "type": "BOOL",
-          "value": "ON"
-        }
+        "EXTERNALS_ROOT": "${sourceDir}/externals/windows"
       }
     },
 
@@ -50,10 +58,20 @@
       "binaryDir": "${sourceDir}/build/${presetName}",
       "cacheVariables": {
         "platform": "",
+        "CMAKE_BUILD_WITH_INSTALL_RPATH": {
+          "type": "BOOL",
+          "value": "OFF"
+        },
         "CMAKE_CXX_STANDARD": "20",
+        "CMAKE_INSTALL_RPATH": ".",
         "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
+        "CMAKE_PREFIX_PATH": "${sourceDir}/cmake/;${sourceDir}/.venv/lib/python3.10/site-packages/pybind11/share/cmake/pybind11",
         "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
-        "CONFIG_DEFAULTS_PATH": "config/defaults/*.conf",
+        "CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
+        "DATABENTO_USE_EXTERNAL_JSON": {
+          "type": "BOOL",
+          "value": "ON"
+        },
         "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
         "BUILD_SDK": {
           "type": "BOOL",
@@ -76,7 +94,8 @@
           "type": "BOOL",
           "value": "ON"
         },
-        "CCAPI_LOG_LEVEL": "Info"
+        "CCAPI_LOG_LEVEL": "Info",
+        "CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_dev/*.conf;spark/config/profiles/default/*.conf"
       }
     },
 
@@ -86,7 +105,8 @@
       "hidden": true,
       "cacheVariables": {
         "CMAKE_BUILD_TYPE": "Release",
-        "CCAPI_LOG_LEVEL": "Warn"
+        "CCAPI_LOG_LEVEL": "Warn",
+        "CONFIG_DEFAULTS_PATH": "spark/config/profiles/md_prod/*.conf;spark/config/profiles/default/*.conf"
       }
     },
 
@@ -136,33 +156,93 @@
         "CMAKE_CXX_COMPILER": "g++",
         "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-stringop-overflow --std=c++20 -fdiagnostics-color -Wno-stringop-overread -Wno-maybe-uninitialized -fno-omit-frame-pointer -DNDEBUG -O3"
       }
+    },
+
+    {
+      "name": "spark-linux",
+      "inherits": "spark-base",
+      "displayName": "Spark",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Linux"
+      },
+      "generator": "Ninja Multi-Config",
+      "cacheVariables": {
+        "platform": "linux",
+        "BUILD_ADMIN_WEB_APP": {
+          "type": "BOOL",
+          "value": "OFF"
+        },
+        "BUILD_SPARKD": {
+          "type": "BOOL",
+          "value": "OFF"
+        },
+        "CMAKE_BUILD_WITH_INSTALL_RPATH": {
+          "type": "BOOL",
+          "value": "OFF"
+        },
+        "CMAKE_C_COMPILER": "clang",
+        "CMAKE_CXX_COMPILER": "clang++",
+        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG",
+        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
+        "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
+        "CMAKE_EXPORT_COMPILE_COMMANDS": {
+          "type": "BOOL",
+          "value": "ON"
+        },
+        "CMAKE_INSTALL_RPATH": ".",
+        "CMAKE_PREFIX_PATH": "${sourceDir}/cmake/;${sourceDir}/.venv/lib/python3.10/site-packages/pybind11/share/cmake/pybind11",
+        "DATABENTO_USE_EXTERNAL_JSON": {
+          "type": "BOOL",
+          "value": "ON"
+        },
+        "EXTERNALS_ROOT": "${sourceDir}/externals/linux"
+      }
+    },
+
+    {
+      "name": "sparkd-publish",
+      "inherits": "sparkd-release-gcc",
+      "displayName": "Publish",
+      "description": "Production build compiled w/ gcc and ready to ship"
+    },
+
+    {
+      "name": "sparkd-ccapi-diag",
+      "inherits": "sparkd-debug-clang",
+      "displayName": "Debug (ccapi diag)",
+      "description": "Debug build w/ ccapi log level 'Trace'",
+      "binaryDir": "${sourceDir}/build/${presetName}",
+      "cacheVariables": {
+        "CCAPI_LOG_LEVEL": "Trace"
+      }
     }
   ],
 
   "buildPresets": [
     {
-      "name": "spark",
+      "name": "spark-windows",
       "condition": {
         "type": "equals",
         "lhs": "${hostSystemName}",
         "rhs": "Windows"
       },
-      "hidden": true
+      "hidden": true,
+      "configurePreset": "spark-windows"
     },
 
     {
-      "name": "spark-debug",
+      "name": "spark-windows-debug",
       "displayName": "Spark (Debug)",
-      "inherits": "spark",
-      "configurePreset": "spark",
+      "inherits": "spark-windows",
       "configuration": "Debug"
     },
 
     {
-      "name": "spark-release",
+      "name": "spark-windows-release",
       "displayName": "Spark (Release)",
-      "inherits": "spark",
-      "configurePreset": "spark",
+      "inherits": "spark-windows",
       "configuration": "Release"
     },
 
@@ -183,14 +263,6 @@
       "inherits": "sparkd"
     },
 
-    {
-      "name": "sparkd-debug-clang-j6",
-      "configurePreset": "sparkd-debug-clang",
-      "displayName": "Sparkd (Debug | Clang | jobs=6)",
-      "inherits": "sparkd",
-      "jobs": 6
-    },
-
     {
       "name": "sparkd-debug-gcc",
       "configurePreset": "sparkd-debug-gcc",
@@ -210,6 +282,46 @@
       "configurePreset": "sparkd-release-gcc",
       "displayName": "Sparkd (Release | Gcc)",
       "inherits": "sparkd"
+    },
+
+    {
+      "name": "spark-linux",
+      "condition": {
+        "type": "equals",
+        "lhs": "${hostSystemName}",
+        "rhs": "Linux"
+      },
+      "hidden": true,
+      "configurePreset": "spark-linux"
+    },
+
+    {
+      "name": "spark-linux-debug",
+      "inherits": "spark-linux",
+      "displayName": "Spark (Linux | Debug)",
+      "configuration": "Debug"
+    },
+
+    {
+      "name": "spark-linux-release",
+      "inherits": "spark-linux",
+      "displayName": "Spark (Linux | Release)",
+      "configuration": "Release"
+    },
+
+    {
+      "name": "sparkd-publish",
+      "configurePreset": "sparkd-publish",
+      "displayName": "Publish",
+      "inherits": "sparkd",
+      "targets": "install"
+    },
+
+    {
+      "name": "sparkd-ccapi-diag",
+      "configurePreset": "sparkd-ccapi-diag",
+      "displayName": "Debug (ccapi diag)",
+      "inherits": "sparkd"
     }
   ]
 }

Spark.Api.Server.sln

@@ -0,0 +1,602 @@
+
+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}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
+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
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{EFC9FC4D-E92B-4C6D-9B97-26D38EAA118D}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{89D666E6-B500-498F-B026-4D167F68ADFC}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{EF26A475-6101-4C9C-A717-D60BB92A2302}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{911B08A3-515A-441D-84C8-8A43740B5FC1}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{14140310-2233-430A-821B-F3058A25234B}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ExpressionCore", "src\DataStreamSuite\ExpressionCore\ExpressionCore.csproj", "{6F22DB96-6EAB-4034-99D9-287021C36F01}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{A5C33956-A41F-49B3-A41D-1082CBA59D02}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ColumnMapExpressions", "src\DataStreamSuite\ColumnMapExpressions\ColumnMapExpressions.csproj", "{B945A183-2174-4ACB-B289-8A5C546656FE}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{9F6D7DE8-185B-4C1D-B809-3314D092DF28}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{39AEA075-6457-46C0-8821-1158BE6EFA57}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{385C4948-E080-56A6-E29E-8B0F4913175C}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{43FB297B-7A4D-4835-A878-E6DF345B580C}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{BC277499-8215-4F9F-B9AB-07B6391110BF}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|x64 = Debug|x64
+		Debug|Any CPU = Debug|Any CPU
+		Debug|x86 = Debug|x86
+		MinSizeRel|x64 = MinSizeRel|x64
+		MinSizeRel|Any CPU = MinSizeRel|Any CPU
+		MinSizeRel|x86 = MinSizeRel|x86
+		Release|x64 = Release|x64
+		Release|Any CPU = Release|Any CPU
+		Release|x86 = Release|x86
+		RelWithDebInfo|x64 = RelWithDebInfo|x64
+		RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
+		RelWithDebInfo|x86 = RelWithDebInfo|x86
+	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}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x86.Build.0 = Debug|Any CPU
+		{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}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|Any CPU.Build.0 = MinSizeRel|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x86.ActiveCfg = MinSizeRel|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x86.Build.0 = MinSizeRel|Any CPU
+		{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}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|Any CPU.Build.0 = Release|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x86.ActiveCfg = Release|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x86.Build.0 = Release|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|Any CPU.Build.0 = RelWithDebInfo|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|Any CPU
+		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.Build.0 = RelWithDebInfo|Any CPU
+		{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}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.Release|x86.Build.0 = Release|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|Any CPU.Build.0 = RelWithDebInfo|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|Any CPU
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28}.RelWithDebInfo|x86.Build.0 = RelWithDebInfo|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x64.Build.0 = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Debug|x86.Build.0 = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|Any CPU.Build.0 = MinSizeRel|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x86.ActiveCfg = MinSizeRel|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.MinSizeRel|x86.Build.0 = MinSizeRel|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.ActiveCfg = Release|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x64.Build.0 = Release|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|Any CPU.Build.0 = Release|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x86.ActiveCfg = Release|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.Release|x86.Build.0 = Release|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|Any CPU.Build.0 = RelWithDebInfo|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|Any CPU
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B}.RelWithDebInfo|x86.Build.0 = RelWithDebInfo|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x64.Build.0 = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Debug|x86.Build.0 = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|Any CPU.Build.0 = MinSizeRel|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x86.ActiveCfg = MinSizeRel|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.MinSizeRel|x86.Build.0 = MinSizeRel|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x64.ActiveCfg = Release|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x64.Build.0 = Release|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|Any CPU.Build.0 = Release|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x86.ActiveCfg = Release|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.Release|x86.Build.0 = Release|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|Any CPU.Build.0 = RelWithDebInfo|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|Any CPU
+		{39AEA075-6457-46C0-8821-1158BE6EFA57}.RelWithDebInfo|x86.Build.0 = RelWithDebInfo|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Debug|x64.Build.0 = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Debug|x86.Build.0 = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.MinSizeRel|x86.Build.0 = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Release|x64.ActiveCfg = Release|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Release|x64.Build.0 = Release|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Release|Any CPU.Build.0 = Release|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Release|x86.ActiveCfg = Release|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.Release|x86.Build.0 = Release|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
+		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x64.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x86.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x86.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x64.ActiveCfg = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x64.Build.0 = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|Any CPU.Build.0 = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x86.ActiveCfg = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x86.Build.0 = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x64.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x86.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x86.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x64.ActiveCfg = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x64.Build.0 = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|Any CPU.Build.0 = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x86.ActiveCfg = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x86.Build.0 = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(NestedProjects) = preSolution
+		{C09ED521-D2DF-40BC-A76F-EB3CB870B2F6} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
+		{EF26A475-6101-4C9C-A717-D60BB92A2302} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{911B08A3-515A-441D-84C8-8A43740B5FC1} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{14140310-2233-430A-821B-F3058A25234B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{43146EA8-6FCC-46B8-88B0-42F9BB5E6E0A} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{6F22DB96-6EAB-4034-99D9-287021C36F01} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{A5C33956-A41F-49B3-A41D-1082CBA59D02} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{2FE745C3-1EDF-4421-8CD7-A63EE0C1AE43} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{FDA791E0-2B91-4AD5-B91D-CF920A4C4E38} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{B945A183-2174-4ACB-B289-8A5C546656FE} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{9F6D7DE8-185B-4C1D-B809-3314D092DF28} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{385C4948-E080-56A6-E29E-8B0F4913175C} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
+		{43FB297B-7A4D-4835-A878-E6DF345B580C} = {385C4948-E080-56A6-E29E-8B0F4913175C}
+		{BC277499-8215-4F9F-B9AB-07B6391110BF} = {385C4948-E080-56A6-E29E-8B0F4913175C}
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
+	EndGlobalSection
+	GlobalSection(Performance) = preSolution
+		HasPerformanceSessions = true
+	EndGlobalSection
+EndGlobal

cmake/ExportToParent.cmake

@@ -0,0 +1,7 @@
+include_guard(GLOBAL)
+
+macro(export_to_parent)
+  foreach(var IN ITEMS ${ARGN})
+    set(${var} ${${var}} PARENT_SCOPE)
+  endforeach()
+endmacro()

cmake/GitVersion.cmake

@@ -0,0 +1,48 @@
+include_guard(GLOBAL)
+
+function(get_version_from_git)
+  find_package(Git QUIET)
+  if(NOT Git_FOUND)
+    message(WARNING "Git not found")
+    return()
+  endif()
+
+  execute_process(
+    COMMAND ${GIT_EXECUTABLE} describe --tags --always
+    WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
+    OUTPUT_VARIABLE GIT_TAG
+    OUTPUT_STRIP_TRAILING_WHITESPACE
+    RESULT_VARIABLE GIT_RESULT
+  )
+
+  if(NOT GIT_RESULT EQUAL 0)
+    message(WARNING "Failed to get git tag")
+    return()
+  endif()
+
+  execute_process(
+    COMMAND ${GIT_EXECUTABLE} rev-parse --short=7 HEAD
+    WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
+    OUTPUT_VARIABLE GIT_COMMIT_SHORT_HASH
+    OUTPUT_STRIP_TRAILING_WHITESPACE
+  )
+  set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH})
+  set(PROJECT_VERSION_BUILD_METADATA ${GIT_COMMIT_SHORT_HASH} PARENT_SCOPE)
+
+  string(REGEX REPLACE "^v" "" CLEAN_TAG "${GIT_TAG}")
+  if(CLEAN_TAG MATCHES "^([0-9]+)\\.([0-9]+)\\.([0-9]+)(-.*)?$")
+    set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1})
+    set(PROJECT_VERSION_MAJOR ${CMAKE_MATCH_1} PARENT_SCOPE)
+    set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2})
+    set(PROJECT_VERSION_MINOR ${CMAKE_MATCH_2} PARENT_SCOPE)
+    set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3})
+    set(PROJECT_VERSION_PATCH ${CMAKE_MATCH_3} PARENT_SCOPE)
+
+    set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}") 
+    set(PROJECT_VERSION "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}" PARENT_SCOPE)
+    set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}")
+    set(PROJECT_VERSION_FULL "${CMAKE_MATCH_1}.${CMAKE_MATCH_2}.${CMAKE_MATCH_3}+${GIT_COMMIT_SHORT_HASH}" PARENT_SCOPE)
+  else()
+    message(WARNING "Tag '${CLEAN_TAG}' does not match semver format")
+  endif()
+endfunction()

cmake/InitLibrary.cmake

@@ -0,0 +1,142 @@
+include_guard(DIRECTORY)
+include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/InstallBasic.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/ProtobufGenerateCpp.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
+
+function(init_library)
+  set(_options SHARED STATIC)
+  set(_one_value_args
+    NAME
+    SOURCE_DIR
+    INCLUDE_DIR
+  )
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  if (_ARGS_SHARED AND _ARGS_STATIC)
+    message(FATAL_ERROR "Invalid args passed to init_library: cannot specify STATIC and SHARED")
+  endif()
+  set_first_defined(_name _ARGS_NAME PROJECT_NAME)
+  set_first_defined(_source_dir _ARGS_SOURCE_DIR _name)
+  set_first_defined(_include_dir _ARGS_INCLUDE_DIR _source_dir)
+
+  # Cpp sources
+  file(
+    GLOB_RECURSE ${_name}_SOURCES
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    ${_source_dir}/*.cpp
+  )
+  # Note: cpp files inside 'tests' dir(s) are considered tests.
+  # Remove tests from main sources, and add them to test sources
+  foreach(item ${${_name}_SOURCES})
+    if(${item} MATCHES "tests/.*\.cpp$")
+      list(APPEND ${_name}_TEST_SOURCES ${item})
+    endif()
+  endforeach()
+  foreach(item ${${_name}_TEST_SOURCES})
+    list(REMOVE_ITEM ${_name}_SOURCES ${item})
+  endforeach()
+
+  # Proto sources 
+  file(
+    GLOB_RECURSE ${_name}_PROTO_SOURCES
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    ${_source_dir}/protobufs/*.proto
+  )
+  update_deps_file("${${_name}_PROTO_SOURCES};")
+  protobuf_generate_cpp(
+    CXX_SOURCES ${_name}_CXX_PROTO_SOURCES
+    CXX_HEADERS ${_name}_CXX_PROTO_HEADERS
+    CXX_OUT_DIR ${CMAKE_CURRENT_BINARY_DIR}
+    PROTO_INCLUDE_DIRS
+      ${EXTERNALS_INCLUDE}
+      ${CMAKE_CURRENT_SOURCE_DIR}
+    PROTO_SOURCES
+      ${${_name}_PROTO_SOURCES}
+  )
+
+  export_to_parent(
+    ${_name}_SOURCES
+    ${_name}_TEST_SOURCES
+    ${_name}_PROTO_SOURCES
+    ${_name}_CXX_PROTO_SOURCES
+    ${_name}_CXX_PROTO_HEADERS
+  )
+
+  # Add main lib
+  if (_ARGS_STATIC)
+    add_library(${_name} STATIC ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
+  elseif(_ARGS_SHARED)
+    add_library(${_name} SHARED ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
+  else()
+    add_library(${_name} ${${_name}_SOURCES} ${${_name}_CXX_PROTO_SOURCES})
+  endif()
+  target_include_directories(
+    ${_name}
+    SYSTEM
+    BEFORE
+    PUBLIC
+      $<BUILD_INTERFACE:${EXTERNALS_ROOT}/include>
+      $<BUILD_INTERFACE:${EXTERNALS_ROOT}/include/zlib>
+  )
+  target_include_directories(
+    ${_name}
+    PUBLIC
+      $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
+      $<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
+  )
+  # Include protos (if any)
+  if (${_name}_PROTO_SOURCES)
+    target_include_directories(
+      ${_name}
+      PUBLIC
+        $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
+    )
+  endif()
+  target_link_directories(
+    ${_name}
+    PUBLIC
+      $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
+      $<BUILD_INTERFACE:${EXTERNALS_ROOT}/lib/$<CONFIG>>
+      $<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
+  )
+  # Install main lib
+  foreach(_hdr ${${_name}_CXX_PROTO_HEADERS})
+    file(RELATIVE_PATH _relative_path ${CMAKE_CURRENT_BINARY_DIR} ${_hdr})
+    install(FILES ${_hdr} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/${_relative_path})
+  endforeach()
+  install_basic(
+    NAME ${_name}
+    INCLUDE_DIR ${_include_dir}
+  )
+
+  # Add tests executable (if there are any)
+  if (${_name}_TEST_SOURCES AND NOT WIN32)
+    add_executable(${_name}-tests ${${_name}_TEST_SOURCES})
+
+    get_target_property(_lib_type ${_name} TYPE)
+    if (_lib_type STREQUAL "SHARED_LIBRARY")
+      # Set RPATH so the tests exe knows where to find the shared lib.
+      set_target_properties(
+        ${_name}-tests
+        PROPERTIES
+          BUILD_RPATH "$ORIGIN"
+          INSTALL_RPATH "$ORIGIN/../${CMAKE_INSTALL_LIBDIR}"
+      )
+    endif()
+
+    # Link main lib
+    target_link_directories(
+      ${_name}-tests
+      PRIVATE
+        $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
+        $<INSTALL_INTERFACE:${CMAKE_INSTALL_LIBDIR}>
+    )
+    target_link_libraries(${_name}-tests PRIVATE ${_name})
+
+    # Catch2
+    find_package(Catch2 CONFIG REQUIRED COMPONENTS Catch2WithMain)
+    target_link_libraries(${_name}-tests PRIVATE Catch2::Catch2WithMain)
+  endif()
+endfunction()

cmake/InitPythonModule.cmake

@@ -0,0 +1,71 @@
+include_guard(DIRECTORY)
+include(GNUInstallDirs)
+include(${CMAKE_SOURCE_DIR}/cmake/ExportToParent.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
+
+function(init_python_module)
+  set(_options)
+  set(_one_value_args
+    NAME
+  )
+  set(_multi_value_args
+    SOURCES
+  )
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  set_first_defined(_name _ARGS_NAME PROJECT_NAME)
+  set_first_defined(_sources _ARGS_SOURCES ${_name}_SOURCES)
+
+  set(module_proj ${_name}_module)
+  set(${module_proj}_SOURCES ${_sources})
+  pybind11_add_module(${module_proj} SHARED ${_sources})
+  target_link_libraries(
+    ${module_proj}
+    PUBLIC
+      pybind11::embed
+      spark
+      ${_name}
+  )
+  target_include_directories(
+    ${module_proj}
+    PRIVATE
+      $<BUILD_INTERFACE:${pybind11_INCLUDE_DIRS}>
+  )
+  target_include_directories(
+    ${module_proj}
+    PUBLIC
+      ${Python3_INCLUDE_DIRS}
+      $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
+      $<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
+  )
+  add_custom_command(
+    OUTPUT ${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
+    DEPENDS ${_name} ${module_proj}
+    COMMAND PYTHONPATH=${CMAKE_CURRENT_BINARY_DIR} pybind11-stubgen --numpy-array-use-type-var --ignore-invalid-expressions '.*' ${_name}_module
+    COMMENT "Generating py stubs"
+  )
+  add_custom_target(
+    "${_name}_py_stubs"
+    ALL
+    DEPENDS
+      ${CMAKE_CURRENT_BINARY_DIR}/stubs/${_name}.pyi
+  )
+  install(
+    TARGETS ${module_proj}
+    EXPORT ${module_proj}Targets
+    RUNTIME
+      DESTINATION ${CMAKE_INSTALL_BINDIR}
+    LIBRARY
+      DESTINATION ${CMAKE_INSTALL_LIBDIR}
+    ARCHIVE
+      DESTINATION ${CMAKE_INSTALL_LIBDIR}
+  )
+  foreach(dir ${pybind11_INCLUDE_DIRS})
+    install(DIRECTORY ${dir} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR})
+  endforeach()
+  install(
+    EXPORT ${module_proj}Targets
+    FILE ${module_proj}Targets.cmake
+    NAMESPACE ${_name}::
+    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
+  )
+endfunction()

cmake/InitPythonPlugin.cmake

@@ -0,0 +1,65 @@
+include_guard(DIRECTORY)
+include(GNUInstallDirs)
+
+function(init_python_plugin)
+  set(_options)
+  set(_one_value_args NAME PLUGIN_NAME)
+  set(_multi_value_args SOURCES)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  set_first_defined(_name _ARGS_NAME PROJECT_NAME)
+  set(_plugin_name ${_ARGS_PLUGIN_NAME})
+  if (NOT DEFINED _ARGS_PLUGIN_NAME)
+    set(_plugin_name ${_name}_plugins)
+  endif()
+  set(${_plugin_name}_SOURCES ${_ARGS_SOURCES})
+  if (NOT DEFINED _ARGS_SOURCES)
+    file(
+      GLOB_RECURSE ${_plugin_name}_SOURCES
+      RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+      ${_plugin_name}/*.py)
+  endif()
+  set(src_outs)
+  foreach(_src ${${_plugin_name}_SOURCES})
+    set(_src_in ${CMAKE_CURRENT_SOURCE_DIR}/${_src})
+    set(_src_out ${CMAKE_CURRENT_BINARY_DIR}/${_src})
+    add_custom_command(
+      OUTPUT ${_src_out}
+      COMMAND ${CMAKE_COMMAND} -E copy ${_src_in} ${_src_out}
+      DEPENDS ${_src_in}
+      COMMENT "Copying ${_plugin_name} plugin ${_src} to ${_src_out}"
+    )
+    list(APPEND src_outs ${_src_out})
+  endforeach()
+  
+  add_custom_target(copy_${_plugin_name} ALL DEPENDS ${src_outs})
+  
+  add_library(${_plugin_name} INTERFACE)
+  add_library(${_name}::${_plugin_name} ALIAS ${_plugin_name})
+  
+  set_target_properties(
+    ${_plugin_name}
+    PROPERTIES
+      INTERFACE_PYTHON_SCRIPTS_DIR
+        $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${_plugin_name}>
+  )
+  
+  set_target_properties(
+    ${_plugin_name}
+    PROPERTIES
+    INTERFACE_PYTHON_SCRIPTS $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/${${_plugin_name}_SOURCES}>$<INSTALL_INTERFACE:${CMAKE_INSTALL_BINDIR}/${${_plugin_name}_SOURCES}>
+  )
+  
+  install(
+    TARGETS ${_plugin_name}
+    EXPORT ${_plugin_name}Targets
+    DESTINATION ${CMAKE_INSTALL_BINDIR}
+  )
+  
+  install(
+    EXPORT ${_plugin_name}Targets
+    FILE ${_plugin_name}Targets.cmake
+    NAMESPACE ${_name}::
+    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
+  )
+  install(DIRECTORY ${_plugin_name} DESTINATION ${CMAKE_INSTALL_BINDIR})
+endfunction()

cmake/InstallBasic.cmake

@@ -1,28 +1,28 @@
-include(${CMAKE_SOURCE_DIR}/cmake/PackBasic.cmake)
+include_guard(DIRECTORY)
 include(GNUInstallDirs)
+include(${CMAKE_SOURCE_DIR}/cmake/PackBasic.cmake)
+include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
 
 function(install_basic)
   set(_options)
-  set(_one_value_args)
-  set(_multi_value_args HEADERS)
+  set(_one_value_args NAME INCLUDE_DIR)
+  set(_multi_value_args)
   cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
-  if (_ARGS_HEADERS)
-    set(${PROJECT_NAME}_HEADERS ${_ARGS_HEADERS})
-  else()
-    file(
-      GLOB_RECURSE ${PROJECT_NAME}_HEADERS
-      RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-      *.h
-    )
-  endif()
+  set_first_defined(_name _ARGS_NAME PROJECT_NAME)
+  set_first_defined(_include_dir _ARGS_INCLUDE_DIR _name)
 
-  target_sources(${PROJECT_NAME}
+  file(
+    GLOB_RECURSE ${_name}_HEADERS
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    ${_include_dir}/*.h)
+
+  target_sources(${_name}
     PUBLIC
-      FILE_SET HEADERS FILES ${${PROJECT_NAME}_HEADERS})
+      FILE_SET HEADERS FILES ${${_name}_HEADERS})
 
   install(
-    TARGETS ${PROJECT_NAME}
-    EXPORT ${PROJECT_NAME}Targets
+    TARGETS ${_name}
+    EXPORT ${_name}Targets
     RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR}
     LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
     ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
@@ -30,10 +30,10 @@ function(install_basic)
   )
 
   install(
-    EXPORT ${PROJECT_NAME}Targets
-    FILE ${PROJECT_NAME}Targets.cmake
-    NAMESPACE ${PROJECT_NAME}::
-    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME})
+    EXPORT ${_name}Targets
+    FILE ${_name}Targets.cmake
+    NAMESPACE ${_name}::
+    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name})
 
   pack_basic()
 endfunction()

cmake/PackBasic.cmake

@@ -1,6 +1,14 @@
+include_guard(DIRECTORY)
 include(CMakePackageConfigHelpers)
+include(${CMAKE_SOURCE_DIR}/cmake/SetFirstDefined.cmake)
 
 function(pack_basic)
+  set(_options)
+  set(_one_value_args NAME)
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  set_first_defined(_name _ARGS_NAME PROJECT_NAME)
+
   find_package(Git QUIET)
 
   if(GIT_FOUND)
@@ -17,20 +25,20 @@ function(pack_basic)
   endif()
 
   write_basic_package_version_file(
-    "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}ConfigVersion.cmake"
+    "${CMAKE_CURRENT_BINARY_DIR}/${_name}ConfigVersion.cmake"
     VERSION ${PROJECT_VERSION}
     COMPATIBILITY AnyNewerVersion
   )
 
   configure_package_config_file(
     "${CMAKE_CURRENT_SOURCE_DIR}/Config.cmake.in"
-    "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}Config.cmake"
-    INSTALL_DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME}
+    "${CMAKE_CURRENT_BINARY_DIR}/${_name}Config.cmake"
+    INSTALL_DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name}
   )
 
   install(
     FILES
-      "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}Config.cmake"
-      "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}ConfigVersion.cmake"
-    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME})
+      "${CMAKE_CURRENT_BINARY_DIR}/${_name}Config.cmake"
+      "${CMAKE_CURRENT_BINARY_DIR}/${_name}ConfigVersion.cmake"
+    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${_name})
 endfunction()

cmake/Protobuf.cmake

@@ -1,147 +0,0 @@
-set(Protobuf_PROTOC_EXECUTABLE "${EXTERNALS_BIN}/protoc")
-set(PROTOBUF_INCLUDE_DIRS "${EXTERNALS_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/ProtobufGenerateCpp.cmake

@@ -0,0 +1,83 @@
+include_guard(GLOBAL)
+
+function(protobuf_generate_cpp)
+  set(_options)
+  set(_one_value_args
+    CXX_SOURCES
+    CXX_HEADERS
+    CXX_OUT_DIR
+    PROTOC
+  )
+  set(_multi_value_args
+    PROTO_INCLUDE_DIRS
+    PROTO_SOURCES
+  )
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+
+  if (NOT DEFINED _ARGS_PROTOC)
+    if (WIN32)
+      set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc.exe")
+    else()
+      set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
+    endif()
+  endif()
+  set(${_ARGS_CXX_SOURCES})
+  set(${_ARGS_CXX_HEADERS})
+
+  set(_proto_include_cli_args)
+  foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
+    list(APPEND _proto_include_cli_args -I ${_dir})
+  endforeach()
+
+  foreach(_fil ${_ARGS_PROTO_SOURCES})
+    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 ${_ARGS_CXX_SOURCES} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc")
+    list(APPEND ${_ARGS_CXX_HEADERS} "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h")
+    message(STATUS "add_custom_command for ${_fil} -> ${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h")
+    # TODO: Pass proto sources by relative path (so this fn can be called from
+    # arbitrary subdirs).
+    add_custom_command(
+      OUTPUT
+        "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.cc"
+        "${_ARGS_CXX_OUT_DIR}/${_fil_we}.pb.h"
+      COMMAND
+        ${_ARGS_PROTOC}
+      ARGS
+        --cpp_out=${_ARGS_CXX_OUT_DIR} ${_proto_include_cli_args} ${_abs_fil}
+      DEPENDS ${_abs_fil}
+      COMMENT "Running C++ protocol buffer compiler on ${_fil}"
+      VERBATIM
+    )
+  endforeach()
+
+  set_source_files_properties(
+    ${${_ARGS_CXX_SOURCES}}
+    ${${_ARGS_CXX_HEADERS}}
+    PROPERTIES
+      GENERATED TRUE
+  )
+
+  # remove some warnings from protobuf generated files
+  if(WIN32)
+    set_source_files_properties(
+      ${${_ARGS_CXX_SOURCES}}
+      PROPERTIES
+        COMPILE_FLAGS "/wd4309 /wd4838"
+    )
+  else()
+    set_source_files_properties(
+      ${${_ARGS_CXX_SOURCES}}
+      PROPERTIES
+        COMPILE_FLAGS "-Wno-unused-parameter -Wno-effc++ -Wno-pedantic -Wno-sign-compare -Wno-uninitialized"
+    )
+  endif()
+
+  set(${_ARGS_CXX_SOURCES} ${${_ARGS_CXX_SOURCES}} PARENT_SCOPE)
+  set(${_ARGS_CXX_HEADERS} ${${_ARGS_CXX_HEADERS}} PARENT_SCOPE)
+endfunction()
+

cmake/ProtobufGenerateCppConfig.cmake

@@ -0,0 +1,61 @@
+include_guard(GLOBAL)
+
+function(protobuf_generate_cpp_config)
+  set(_options)
+  set(_one_value_args
+    PROTO_SOURCES_HEADER
+    PROTO_DEFAULTS_HEADER
+  )
+  set(_multi_value_args
+    PROTO_SOURCES
+    PROTO_DEFAULTS
+  )
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+
+  # Configure the 'config_proto_files' header. It provides an array of strings populated with the
+  # files in PROTO_SOURCES. At runtime, we use this array to generate a special 'config' proto
+  # message with fields for each message defined in said files. A global instance of this 'config'
+  # proto is then constructed, and populated with [compile-time] defaults, and [runtime] overrides
+  # (i.e., in spark.conf). Calls to `bts::config::get<T>()` retrieve the value from the field
+  # associated with type `T` in this global instance.
+  message(STATUS "PROTO_SOURCES: ${_ARGS_PROTO_SOURCES}")
+  message(STATUS "PROTO_SOURCES_HEADER: ${_ARGS_PROTO_SOURCES_HEADER}")
+  message(STATUS "PROTO_DEFAULTS_HEADER: ${_ARGS_PROTO_DEFAULTS_HEADER}")
+  if (_ARGS_PROTO_SOURCES_HEADER)
+    set(PROTO_SOURCES)
+    set(PROTO_SOURCES_CXX_ARRAY_ITEMS "")
+    foreach(_proto_path ${_ARGS_PROTO_SOURCES})
+      list(APPEND PROTO_SOURCES ${_proto_path})
+      string(APPEND PROTO_SOURCES_CXX_ARRAY_ITEMS "\"${_proto_path}\",\n")
+    endforeach()
+    list(LENGTH PROTO_SOURCES PROTO_SOURCES_LENGTH)
+    message(STATUS "CONFIGURING PROTO_SOURCES_HEADER): ${_ARGS_PROTO_SOURCES_HEADER}")
+    configure_file(${CMAKE_SOURCE_DIR}/cmake/config_proto_files.h.in ${_ARGS_PROTO_SOURCES_HEADER})
+  endif()
+
+  # Generate static defaults. Ideally, this would be a single string, but we use an array because
+  # the compiler complains if the string is longer than 65k.
+  set(_cfg_defaults_str "inline const char * config_static_defaults[] = { ")
+
+  foreach(_cfg_file_path ${_ARGS_PROTO_DEFAULTS})
+    file(READ ${_cfg_file_path} _cfg_file_content)
+    string(REPLACE "\"" "\\\"" _cfg_file_content_escaped ${_cfg_file_content})
+    string(REPLACE "\n" ";" _cfg_lines ${_cfg_file_content_escaped})
+
+    foreach(_line ${_cfg_lines})
+      string(APPEND _cfg_defaults_str "\n  \"${_line}\",")
+    endforeach(_line)
+  endforeach(_cfg_file_path)
+
+  string(APPEND _cfg_defaults_str "};")
+  set(_old_cfg_defaults_str "")
+
+  if(EXISTS ${_ARGS_PROTO_DEFAULTS_HEADER})
+    file(READ ${_ARGS_PROTO_DEFAULTS_HEADER} _old_cfg_defaults_str)
+  endif()
+
+  if(NOT _cfg_defaults_str STREQUAL _old_cfg_defaults_str)
+    file(WRITE "${_ARGS_PROTO_DEFAULTS_HEADER}" "${_cfg_defaults_str}")
+  endif()
+endfunction()
+

cmake/ProtobufGenerateFs.cmake

@@ -0,0 +1,49 @@
+include_guard(DIRECTORY)
+
+function(protobuf_generate_fs)
+  set(_options)
+  set(_one_value_args TARGET_NAME OUT_DIR PROTOC)
+  set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+
+  if (NOT DEFINED _ARGS_TARGET_NAME)
+    set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_fs_protos")
+  endif()
+  if (NOT DEFINED _ARGS_PROTOC)
+    set(_ARGS_PROTOC "${EXTERNALS_BIN}/protoc")
+  endif()
+
+  set(_proto_include_cli_args)
+  foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
+    list(APPEND _proto_include_cli_args -I ${_dir})
+  endforeach()
+
+  set(_outputs)
+  foreach(_proto_source ${_ARGS_PROTO_SOURCES})
+    # get_filename_component(_abs_proto_source ${_proto_source} ABSOLUTE)
+    get_filename_component(_proto_source_we ${_proto_source} NAME_WE)
+    # get_filename_component(_proto_source_dir ${_proto_source} DIRECTORY)
+    list(APPEND _outputs ${_ARGS_OUT_DIR}/${_proto_source_we}.fable.fs)
+  endforeach()
+
+  set(_venv_exec ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh)
+  set(_plugin_py ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/plugin.py)
+  set(_template_fs ${CMAKE_SOURCE_DIR}/src/lib_spark/spark/api/service_compiler/templates/fs/fable.fs)
+  add_custom_command(
+    OUTPUT ${_outputs}
+    WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+    COMMAND ${_venv_exec}
+      ${_ARGS_PROTOC}
+      --plugin=protoc-gen-service=${_plugin_py}
+      --service_out=lang=fs,strip_out_path=1:${_ARGS_OUT_DIR}
+      ${_proto_include_cli_args}
+      ${_ARGS_PROTO_SOURCES}
+    DEPENDS
+      ${_venv_exec}
+      ${_plugin_py}
+      ${_template_fs}
+      ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+      ${_ARGS_PROTO_SOURCES}
+  )
+  add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS "${_outputs}")
+endfunction()

cmake/ProtobufGenerateJs.cmake

@@ -0,0 +1,33 @@
+include_guard(DIRECTORY)
+
+function(protobuf_generate_js)
+  set(_options)
+  set(_one_value_args TARGET_NAME OUTPUT)
+  set(_multi_value_args PROTO_INCLUDE_DIRS PROTO_SOURCES)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+
+  if (NOT DEFINED _ARGS_TARGET_NAME)
+    set(_ARGS_TARGET_NAME "${PROJECT_NAME}_generate_js_protos")
+  endif()
+
+  set(_proto_include_cli_args)
+  foreach(_dir ${_ARGS_PROTO_INCLUDE_DIRS})
+    list(APPEND _proto_include_cli_args -p ${_dir})
+  endforeach()
+
+  add_custom_command(
+    OUTPUT ${_ARGS_OUTPUT}
+    WORKING_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}
+    COMMAND npx
+      --no-install pbjs
+      -t json-module
+      -w commonjs
+      -o ${_ARGS_OUTPUT}
+      ${_proto_include_cli_args}
+      ${_ARGS_PROTO_SOURCES}
+    DEPENDS
+      ${CMAKE_CURRENT_SOURCE_DIR}/package-lock.json
+      ${_ARGS_PROTO_SOURCES}
+  )
+  add_custom_target(${_ARGS_TARGET_NAME} ALL DEPENDS ${_ARGS_OUTPUT})
+endfunction()

cmake/SetFirstDefined.cmake

@@ -0,0 +1,10 @@
+include_guard(GLOBAL)
+
+macro(set_first_defined RESULT)
+  foreach(_arg ${ARGN})
+    if (DEFINED ${_arg})
+      set(${RESULT} ${${_arg}})
+      break()
+    endif()
+  endforeach()
+endmacro()

cmake/SymLink.cmake

@@ -0,0 +1,49 @@
+include_guard(DIRECTORY)
+include(${CMAKE_SOURCE_DIR}/cmake/TernaryOperator.cmake)
+
+function(sym_link_dir)
+  set(_options)
+  set(_one_value_args TARGET_NAME SOURCE DEST COMMENT)
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  add_custom_command(
+    OUTPUT ${_ARGS_DEST}
+    COMMAND ln ARGS -sf ${_ARGS_SOURCE} ${_ARGS_DEST}
+  )
+  set_ternary(_comment _ARGS_COMMENT "${_ARGS_COMMENT}" "linking dir ${_ARGS_SOURCE} -> ${_ARGS_DEST}")
+  add_custom_target(
+    ${_ARGS_TARGET_NAME} ALL
+    DEPENDS ${_ARGS_DEST}
+    COMMENT "${_comment}"
+  )
+endfunction()
+
+function(sym_link_file)
+  set(_options)
+  set(_one_value_args SOURCE DEST INSTALL_DEST)
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
+  file(
+    CREATE_LINK
+      ${_ARGS_SOURCE}
+      ${_ARGS_DEST}
+    SYMBOLIC
+  )
+  if (DEFINED _ARGS_INSTALL_DEST)
+    install(
+      FILES
+      ${_ARGS_SOURCE}
+      DESTINATION ${_ARGS_INSTALL_DEST}
+    )
+  endif()
+endfunction()
+
+function(sym_link_local_lib LIB_NAME)
+  set(_lib_file_name "${CMAKE_SHARED_LIBRARY_PREFIX}${LIB_NAME}.so")
+  file(
+    CREATE_LINK
+      "${CMAKE_BINARY_DIR}/src/lib_${LIB_NAME}/${_lib_file_name}"
+      "${CMAKE_CURRENT_BINARY_DIR}/${_lib_file_name}"
+    SYMBOLIC
+  )
+endfunction()

cmake/SymLinkPythonModule.cmake

@@ -0,0 +1,39 @@
+include_guard(DIRECTORY)
+include(${CMAKE_SOURCE_DIR}/cmake/SymLink.cmake)
+
+function(sym_link_python_module)
+  set(_options)
+  set(_one_value_args LIB_NAME MODULE_NAME PLUGIN_NAME)
+  set(_multi_value_args)
+  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}"
+                        "${_multi_value_args}" ${ARGN})
+  if(NOT DEFINED _ARGS_LIB_NAME)
+    message(
+      FATAL_ERROR "LIB_NAME must be specified for sym_link_python_module()")
+  endif()
+  set(_lib_name ${_ARGS_LIB_NAME})
+  set(_module_name ${_ARGS_MODULE_NAME})
+  if(NOT DEFINED _ARGS_MODULE_NAME)
+    set(_module_name ${_lib_name}_module)
+  endif()
+  set(_plugin_name ${_ARGS_PLUGIN_NAME})
+  set(_deps ${_lib_name} ${_module_name})
+  if(DEFINED _ARGS_PLUGIN_NAME)
+    list(APPEND _deps ${_plugin_name} copy_${_plugin_name})
+  endif()
+  add_dependencies(${PROJECT_NAME} ${_deps})
+  sym_link_local_lib(${_lib_name})
+  set(_module_suffix cpython-310-x86_64-linux-gnu.so)
+  sym_link_file(
+    SOURCE
+    ${CMAKE_BINARY_DIR}/src/lib_${_lib_name}/${_module_name}.${_module_suffix}
+    DEST
+    ${CMAKE_CURRENT_BINARY_DIR}/${_module_name}.${_module_suffix}
+    INSTALL_DEST
+    ${CMAKE_INSTALL_BINDIR}/)
+  if(DEFINED _ARGS_PLUGIN_NAME)
+    get_target_property(plugins ${_plugin_name} INTERFACE_PYTHON_SCRIPTS_DIR)
+    sym_link_dir(TARGET_NAME ${PROJECT_NAME}_link_${_plugin_name} SOURCE
+                 ${plugins} DEST ${CMAKE_CURRENT_BINARY_DIR}/${_plugin_name})
+  endif()
+endfunction()

cmake/TernaryOperator.cmake

@@ -0,0 +1,9 @@
+include_guard(GLOBAL)
+
+macro(set_ternary RESULT CONDITION TRUE_VALUE FALSE_VALUE)
+  if(${CONDITION})
+    set(${RESULT} ${TRUE_VALUE})
+  else()
+    set(${RESULT} ${FALSE_VALUE})
+  endif()
+endmacro()

cmake/config_proto_files.h.in

@@ -0,0 +1,11 @@
+#pragma once
+
+#include <array>
+
+namespace bts::@PROJECT_NAME@::protobufs {
+
+inline std::array<const char *, @PROTO_SOURCES_LENGTH@> config_proto_files = {
+@PROTO_SOURCES_CXX_ARRAY_ITEMS@
+};
+
+} // namespace bts::@PROJECT_NAME@::protobufs

cmake/version.h.in

@@ -0,0 +1,11 @@
+#ifndef BTS_SPARK_VERSION_H
+#define BTS_SPARK_VERSION_H
+
+#define BTS_SPARK_VERSION_MAJOR @PROJECT_VERSION_MAJOR@
+#define BTS_SPARK_VERSION_MINOR @PROJECT_VERSION_MINOR@
+#define BTS_SPARK_VERSION_PATCH @PROJECT_VERSION_PATCH@
+#define BTS_SPARK_VERSION_BUILD_METADATA @PROJECT_VERSION_BUILD_METADATA@
+#define BTS_SPARK_VERSION "@PROJECT_VERSION@"
+#define BTS_SPARK_VERSION_FULL "@PROJECT_VERSION_FULL@"
+
+#endif

cmake/vs_filters.cmake

@@ -1,24 +0,0 @@
-cmake_minimum_required(VERSION 3.5)
-
-# add protos to the library to facilitate source_group
-target_sources(libspark PUBLIC ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})
-
-# Explicitly set policy to convert relative paths to absolute (although this is a default policy,
-# setting it explicitly prevents a compile-warning)
-cmake_policy(SET CMP0076 NEW)
-
-function(assign_source_group)
-  foreach(_source IN ITEMS ${ARGN})
-    if(IS_ABSOLUTE "${_source}")
-      file(RELATIVE_PATH _source_rel "${CMAKE_CURRENT_SOURCE_DIR}" "${_source}")
-    else()
-      set(_source_rel "${_source}")
-    endif()
-    get_filename_component(_source_path "${_source_rel}" PATH)
-    string(REPLACE "/" "\\" _source_path_msvc "${_source_path}")
-    source_group("${_source_path_msvc}" FILES "${_source}")
-    set(SOURCE_FILES "${_source}")
-  endforeach()
-endfunction(assign_source_group)
-
-assign_source_group(${SparkLib_Sources} ${Config_Protos} ${NonConfig_Protos} ${Service_Protos})

compose.yaml

@@ -0,0 +1,254 @@
+services:
+  sparkd:
+    volumes:
+      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
+    build:
+      dockerfile: src/app_sparkd/Dockerfile
+      args:
+        - IMAGE=${SPARKD__IMAGE}
+        - SOURCE_DIR=${SPARKD__SOURCE_DIR}
+        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
+        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
+    shm_size: "${SPARKD__SHM_SIZE:-512mb}"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    ports:
+      - "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
+      - "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
+      - "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
+    deploy:
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-4gb}"
+
+  sparkd-shell:
+    volumes:
+      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
+    build:
+      dockerfile: docker/images/bluetradingsystems/linux_shell/Dockerfile
+      args:
+        - IMAGE=${SPARKD__IMAGE}
+        - SOURCE_DIR=${SPARKD__SOURCE_DIR}
+        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
+        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
+    shm_size: "${SPARKD__SHM_SIZE:-512mb}"
+    command: "do sleep 1; done"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    ports:
+      - "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
+      - "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
+      - "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
+    deploy:
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-4gb}"
+
+  sparkd-symbols:
+    volumes:
+      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
+      - ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
+    build:
+      dockerfile: src/app_sparkd/Dockerfile
+      args:
+        - IMAGE=${SPARKD__IMAGE}
+        - SOURCE_DIR=${SPARKD__SOURCE_DIR}
+        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
+        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
+    shm_size: "${SPARKD__SHM_SIZE:-512mb}"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    ports:
+      - "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
+      - "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
+      - "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
+    deploy:
+      restart_policy:
+        condition: any
+        delay: 3s
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-4gb}"
+  sparkd-multicast:
+    environment:
+      - TZ=America/Chicago
+    volumes:
+      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
+      - ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
+    build:
+      dockerfile: src/app_sparkd/Dockerfile
+      args:
+        - IMAGE=${SPARKD__IMAGE}
+        - SOURCE_DIR=${SPARKD__SOURCE_DIR}
+        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
+        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
+    shm_size: "${SPARKD__SHM_SIZE:-8192mb}"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    network_mode: "host"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
+    deploy:
+      restart_policy:
+        condition: any
+        delay: 3s
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-16gb}"
+  
+  
+  sparkd-multicast-cert:
+    environment:
+      - TZ=America/Chicago
+    volumes:
+      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
+      - ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
+    build:
+      dockerfile: src/app_sparkd/Dockerfile
+      args:
+        - IMAGE=${SPARKD__IMAGE}
+        - SOURCE_DIR=${SPARKD__SOURCE_DIR}
+        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
+        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
+    shm_size: "${SPARKD__SHM_SIZE:-8192mb}"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    network_mode: "host"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
+    deploy:
+      restart_policy:
+        condition: any
+        delay: 3s
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-16gb}"
+  
+  sparkd-tail:
+    image: bluetradingsystems/linux_dotnet8
+    volumes:
+      - type: volume
+        read_only: true
+        source: sparkd_data
+        target: /home/bts/.local/share/bts/sparkd/data/logging.sparkd
+        volume:
+          subpath: logging.sparkd
+    command: ["tail", "-f", "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log"]
+
+  sparkd-ping-test:
+    depends_on:
+      - sparkd
+    profiles:
+      - ping-test
+    build:
+      context: .
+      dockerfile_inline: |
+        FROM bluetradingsystems/linux_dotnet8
+        USER "root"
+        RUN apt-get update && apt-get -y install iputils-ping
+    command: [ "ping", "sparkd" ]
+
+  pubsub:
+    volumes:
+      - ${PUBSUB__DATA_DIR:-pubsub_data}:/home/bts/.local/share/bts/pubsub/data
+    build:
+      dockerfile: src/DataStreamSuite/PubSubServer/Dockerfile
+      args:
+        - SOURCE_DIR=${PUBSUB__SOURCE_DIR}
+        - CONFIG_DIR=${PUBSUB__CONFIG_DIR}
+    ports:
+      - 22019:22019
+    command: >
+      sh -c "
+        echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/pubsub/data
+        if [ -e "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log" ]; then
+          mv "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log" "/home/bts/.local/share/bts/pubsub/data/logging.PubSubServer/log_$(date '+%Y%m%d-%H%M')"
+        fi
+        if [ -e "/home/bts/.local/share/bts/pubsub/conf/.env" ]; then
+          echo 'Sourcing /home/bts/.local/share/bts/pubsub/conf/.env'
+          set -a
+          . /home/bts/.local/share/bts/pubsub/conf/.env
+          set +a
+        fi
+        if [ -e "/home/bts/.local/share/bts/pubsub/conf/.env.local" ]; then
+          echo 'Sourcing /home/bts/.local/share/bts/pubsub/conf/.env.local'
+          set -a
+          . /home/bts/.local/share/bts/pubsub/conf/.env.local
+          set +a
+        fi
+        ./PubSubServer"
+    env_file:
+      - .env
+      - ${PUBSUB__CONFIG_DIR}/.env
+
+  md-publisher:
+    volumes:
+      - ${MD_PUBLISHER__DATA_DIR:-md_publisher_data}:/home/bts/.local/share/bts/md_publisher/data
+      - historic_md:/home/bts/.local/share/bts/md_publisher/data/databento
+    build:
+      dockerfile: src/DataStreamSuite/DataStreamPublisher/Dockerfile
+      args:
+        - SOURCE_DIR=${MD_PUBLISHER__SOURCE_DIR}
+        - CONFIG_DIR=${MD_PUBLISHER__CONFIG_DIR}
+    command: >
+      sh -c "
+        echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/md_publisher/data
+        if [ -e "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log" ]; then
+          mv "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log" "/home/bts/.local/share/bts/md_publisher/data/logging.DataStreamPublisher/log_$(date '+%Y%m%d-%H%M')"
+        fi
+        if [ -e "/home/bts/.local/share/bts/md_publisher/conf/.env" ]; then
+          echo 'Sourcing /home/bts/.local/share/bts/md_publisher/conf/.env'
+          set -a
+          . /home/bts/.local/share/bts/md_publisher/conf/.env
+          set +a
+        fi
+        if [ -e "/home/bts/.local/share/bts/md_publisher/conf/.env.local" ]; then
+          echo 'Sourcing /home/bts/.local/share/bts/md_publisher/conf/.env.local'
+          set -a
+          . /home/bts/.local/share/bts/md_publisher/conf/.env.local
+          set +a
+        fi
+      dockerize -wait tcp://pubsub:22019 -timeout 10s ./DataStreamPublisher"
+    env_file:
+      - .env
+      - ${MD_PUBLISHER__CONFIG_DIR}/.env
+
+  api-server:
+    depends_on:
+      - sparkd
+    ports:
+      - 8008:8008
+      - 9443:9443
+    build:
+      dockerfile: src/client/spark_api_server/Dockerfile
+    command: [ "dockerize", "-wait", "tcp://sparkd:8000", "-timeout", "10s", "./spark_api_server", "run" ]
+    environment:
+      - ASPNETCORE_ENVIRONMENT=Staging
+
+volumes:
+  sparkd_data:
+    name: "sparkd_${SPARKD__CONFIG_PORT:-8000}"
+  pubsub_data:
+    name: "pubsub_22019"
+  md_publisher_data:
+    name: "md_publisher_22019"
+  historic_md:
+    name: "historic_md"
+  md_recording:
+    name: "sparkd_md_recording_${SPARKD__CONFIG_PORT:-8000}"
+    external: true

dev/README.md

@@ -0,0 +1,224 @@
+[cmake]: https://cmake.org/
+[cmake ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode.cmake-tools
+[cmake presets]: https://cmake.org/cmake/help/latest/manual/cmake-presets.7.html
+[cpp ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode.cpptools
+[clangd ext]: https://marketplace.visualstudio.com/items?itemName=llvm-vs-code-extensions.vscode-clangd
+[dotnet]: https://dotnet.microsoft.com/en-us/download/dotnet
+[ninja build]: https://ninja-build.org/
+[ninja generator]: https://cmake.org/cmake/help/latest/generator/Ninja.html
+[ninja multi-config generator]: https://cmake.org/cmake/help/latest/generator/Ninja%20Multi-Config.html
+[python]: https://www.python.org/
+[py venv]: https://docs.python.org/3/library/venv.html
+[visual studio]: https://visualstudio.microsoft.com/
+[visual studio generator]: https://cmake.org/cmake/help/latest/generator/Visual%20Studio%2017%202022.html
+
+# C++ Intellisense for Spark on Windows (VS Code)
+**Steps**
+1. Install the **[C++ extension][cpp ext]**
+2. Install the **[CMake extension][cmake ext]**
+3. Copy `c_cpp_properties.json` from this folder to `$workspaceFolder/.vscode/`
+4. In the VS Code Command Palette, run **CMake: Select Configure Preset**, then
+   select '**spark**' from the dropdown
+
+**Notes**
+* Intellisense won't work for generated files/types until you build libspark
+
+# C++ Intellisense for Sparkd on Linux (VS Code)
+1. Install the **[CMake extension][cmake ext]**
+2. Install the **[Clangd extension][clangd ext]**
+3. (Optional) Install the **[C++ extension][cpp ext]** (*needed for debugging,
+   but intellisense should work without it*).
+4. If the **[C++ extension][cpp ext]** is installed, disable its intellisense in
+  your workspace settings (*Clangd intellisense is better*)
+   ```
+   "C_Cpp.intelliSenseEngine": "disabled"
+   ```
+5. In the VS Code Command Palette, run **CMake: Select Configure Preset**, then select the
+  **[preset][cmake presets]** you wish to build from the dropdown
+   * *The **Clang** presets may work best with the **Clangd** extension*
+   * *Intellisense won't work for generated files/types until you build libspark*
+
+# Build Spark on Windows
+### Dependencies
+* **[CMake][cmake]** (version >= 3.23)
+* **[Python][python]** (version >= 3.9)
+* **[Visual Studio][visual studio]** (2022)
+* **[Dotnet][dotnet]** (sdk version >= 7.0.0)
+
+### References
+* **[CMakePresets][cmake presets]**
+* **[Visual Studio 17 2022 (CMake generator)][visual studio generator]**
+* **[Python Virtual Environment][py venv]**
+
+### Notes
+* *Run commands from the repo root dir unless otherwise noted*
+
+1. Set up the **[Python virtual environment][py venv]**<br>
+   ```
+   # Create the virtual environment
+   python3 -m venv .venv
+
+   # Activate the virtual environment
+   .venv\bin\activate.bat
+
+   # Update pip
+   python -m pip install --upgrade pip
+
+   # Install packages
+   pip install -r requirements.txt
+   ```
+2. Build
+   * *Run commands in python virtual environment*
+   ```
+   # Configure
+   cmake --preset spark
+
+   # Build Debug
+   cmake --build --preset spark-debug
+   dotnet build spark_client.sln --configuration Debug
+
+   # Build Release
+   cmake --build --preset spark-release
+   dotnet build spark_client.sln --configuration Release
+   ```
+
+# Build Sparkd on Linux
+### **Dependencies**
+* **[CMake][cmake]** (version >= 3.23)
+* **[Ninja Build][ninja build]**
+* **[Python][python]** (version >= 3.9)
+
+### **References**
+* **[CMakePresets][cmake presets]**
+* **[Ninja (CMake generator)][ninja generator]**
+* **[Python Virtual Environment][py venv]**
+* **[Devcontainer](devcontainer)**
+
+### Prerequisites
+* Open repository in a VS Code [Devcontainer](../docker/sparkd/dev/README.md), or
+  create your own [docker container](../docker/sparkd/dev/README.md) in which to build
+
+### Notes
+* *Run commands from the repo root dir unless otherwise noted*<br>
+
+1. Set up the **[Python virtual environment][py venv]**
+   ```
+   # Create the virtual environment
+   python3 -m venv .venv
+
+   # Activate the virtual environment
+   . .venv/bin/activate
+
+   # Update pip
+   python -m pip install --upgrade pip
+
+   # Install packages
+   pip install -r requirements.txt
+   ```
+2. Build
+   * *Run commands in python virtual environment*
+   ```
+   # Configure clang debug
+   cmake --preset sparkd-clang-debug
+
+   # Build clang debug
+   cmake --build --preset spark-clang-debug
+
+   # Configure gcc release
+   cmake --build --preset sparkd-gcc-release
+   
+   # Build gcc release
+   cmake --build --preset sparkd-gcc-release
+   ```
+
+# Build Spark Api Server on Windows
+### **Dependencies**
+* **[CMake][cmake]** (version >= 3.23)
+* **[Python][python]** (version >= 3.9)
+* **[Visual Studio][visual studio]** (version)
+* **[Dotnet][dotnet]** (sdk version >= 7.0.0)
+
+### **References**
+* **[CMakePresets][cmake presets]**
+* **[Visual Studio 17 2022 (CMake generator)][visual studio generator]**
+* **[Python Virtual Environment][py venv]**
+
+### Notes
+* *Run commands from the repo root dir unless otherwise noted*
+
+1. Set up the **[Python Virtual Environment][py venv]**
+   ```
+   # Create the virtual environment
+   python3 -m venv .venv
+
+   # Activate the virtual environment
+   .venv\bin\activate.bat
+
+   # Update pip
+   python -m pip install --upgrade pip
+
+   # Install packages
+   pip install -r requirements.txt
+   ```
+2. Build
+   * *Run in python virtual environment*
+   ```
+   # Configure
+   cmake --preset spark-api-server-windows
+
+   # Build debug
+   cmake --build --preset spark-api-server-windows-debug
+   dotnet build Spark.Api.Server.sln --configuration Debug
+
+   # Build release
+   cmake --build --preset spark-api-server-windows-release
+   dotnet build Spark.Api.Server.sln --configuration Release
+   ```
+
+# Build Spark Api Server on Linux
+### **Dependencies**
+* **[CMake][cmake]** (version >= 3.23)
+* **[Ninja Build][ninja build]**
+* **[Python][python]** (version >= 3.9)
+* **[Dotnet][dotnet]** (sdk version >= 7.0.0)
+
+### **References**
+* **[CMakePresets][cmake presets]**
+* **[Ninja Multi-Config (CMake generator)][ninja multi-config generator]**
+* **[Python Virtual Environment][py venv]**
+
+### Prerequisites
+* Open repository in a VS Code [Devcontainer](../docker/sparkd/dev/README.md), or
+  create your own [docker container](../docker/sparkd/dev/README.md) in which to build
+
+### Notes
+* *Run commands from the repo root dir unless otherwise noted*
+
+1. Set up the **[Python Virtual Environment][py venv]**
+   ```
+   # Create the virtual environment
+   python3 -m venv .venv
+
+   # Activate the virtual environment
+   . .venv/bin/activate
+
+   # Update pip
+   python -m pip install --upgrade pip
+
+   # Install packages
+   pip install -r requirements.txt
+   ```
+2. Build
+   * *Run in python virtual environment*
+   ```
+   # Configure
+   cmake --preset spark-api-server-linux
+
+   # Build debug
+   cmake --build --preset spark-api-server-linux-debug
+   dotnet build Spark.Api.Server.sln --configuration Debug
+
+   # Build release
+   cmake --build --preset spark-api-server-linux-release
+   dotnet build Spark.Api.Server.sln --configuration Release
+   ```

dev/c_cpp_properties.json

@@ -0,0 +1,27 @@
+{
+  "version": 4,
+  "configurations": [
+    {
+      "name": "Windows",
+      "intelliSenseMode": "windows-msvc-x64",
+      "includePath": [
+        "${workspaceFolder}/src/",
+        "${workspaceFolder}/build/src/",
+        "${workspaceFolder}/externals/windows/include/"
+      ],
+      "defines": ["_WIN32", "__x86_64__"],
+      "browse": {
+        "path": [
+          "${workspaceRoot}/src",
+          "${workspaceRoot}/build/src"
+        ],
+        "limitSymbolsToIncludedHeaders": true
+      },
+      "cStandard": "c17",
+      "cppStandard": "c++17",
+      "configurationProvider": "ms-vscode.cmake-tools",
+      "compilerPath": "C:/Program Files/Microsoft Visual Studio/2022/Community/VC/Tools/MSVC/14.34.31933/bin/Hostx64/x64/cl.exe",
+      "mergeConfigurations": true
+    }
+  ]
+}

doc/api/content/client/getting-started/services.md

@@ -124,8 +124,8 @@ service OrderService {
 ```
 ### C++ Example
 ```cpp
-#include "lib/api/public/ServiceContext.h"
-#include "lib/api/services/OrderService.client.pb.h"
+#include "spark/api/public/ServiceContext.h"
+#include "spark/api/services/OrderService.client.pb.h"
 using namespace bts::api;
 ServiceContext ctx;
 auto orders = ctx.locate<orderman::OrderService>();

doc/api/content/client/services/marketdata.md

@@ -29,9 +29,9 @@ namespace sample {
 ```
 
 ```cpp
-#include "lib/api/public/ServiceContext.h"
-#include "spark/lib/domain_model/Security.h"
-#include "lib/api/services/MarketDataService.client.pb.h"
+#include "spark/api/public/ServiceContext.h"
+#include "spark/domain_model/Security.h"
+#include "spark/api/services/MarketDataService.client.pb.h"
 #include <thread>
 
 using namespace bts::api;

doc/sparkd-security-id-lifecycle.md

@@ -0,0 +1,942 @@
+# Security ID handling in `sparkd`
+
+This document traces how security identifiers are created, translated, persisted,
+indexed, and published by the `sparkd` market-data paths. It focuses on the
+legacy CME MDP3/OnixS pipeline and the newer generalized market-data pipeline.
+
+## Executive summary
+
+`sparkd` uses two identifiers that must not be confused:
+
+| Identifier | Meaning | Typical field | Lifetime |
+|---|---|---|---|
+| Exchange/feed ID | The venue's identifier used to route incoming definitions, books, and trades | `FixedSecurity::numeric_id`, `ExchangeKey`, or `domain::Security::security_common.exchange_sec_id` | Feed/session-specific unless the source guarantees stability |
+| Spark security key | Spark's internal non-zero identifier used in shared memory, APIs, orders, positions, and downstream services | `FixedSecurity::key`, `api::Security::id()`, `SecurityKey`; historically also called `security_id` | Intended to be stable across restarts |
+
+`invalid_security_key` is `0`; a security with key `0` is not yet publicly
+discoverable through the shared-memory consumer path.
+
+The two principal paths differ:
+
+- **MDP3/OnixS:** the definition callback sets only the CME ID in
+  `numeric_id`. `MDProducer::add_security()` allocates the shared-memory entry
+  with key `0`. `SecurityIDRecorder`, driven by a 200 ms dispatcher timer,
+  resolves or inserts a stable key in `key_ids.sqlite`; its callback finally
+  calls `MDProducerHandle::set_key()`.
+- **Generalized/newer pipeline:** `GeneralMarketDataListener::on_securities()`
+  currently uses the ID already present on the incoming domain security
+  (`use_given_sec_key == true`). Live adapters normally obtain that ID
+  synchronously from `IDGenerator` first. `_copy_security_common()` then copies
+  it to both `FixedSecurity::key` and `numeric_id`, so
+  `MDProducer::add_security()` publishes it synchronously. Only the listener's
+  own fallback `IDGenerator` call is bypassed by the current constant.
+
+## End-to-end diagrams
+
+### CME MDP3 / OnixS
+
+```mermaid
+sequenceDiagram
+    participant FE as OnixS feed-engine thread
+    participant L as MDP3Listener
+    participant P as MDProducer / shared memory
+    participant Q as SecurityIDRecorder queues
+    participant D as sparkd dispatcher thread
+    participant DB as key_ids.sqlite
+
+    FE->>L: instrument definition (CME SecurityID)
+    L->>L: set_security_common() - numeric_id = CME SecurityID, key remains 0
+    L->>P: add_security(FixedSecurity)
+    P->>P: allocate hot + cold entries with key 0
+    P->>Q: ensure_key(handle)
+    L->>L: index[CME SecurityID] = handle
+    Note over FE,L: Books can route by CME ID while the Spark key is pending
+    D->>Q: every 200 ms - work_spreads(), work_handles(), work_db()
+    Q->>DB: find (namespace, descriptor), or insert a new row
+    DB-->>Q: SQLite rowid = Spark security key
+    Q->>P: handle.set_key(rowid)
+    P->>P: hot.key first, then cold security.key, then increment security_count
+    Note over P: The security is now public to shared-memory consumers
+```
+
+### Generalized/newer pipeline (current behavior)
+
+```mermaid
+sequenceDiagram
+    participant A as Venue adapter / plugin
+    participant DB as IDGenerator / key_ids.sqlite
+    participant G as GeneralMarketDataListener
+    participant I as GeneralSecurityIndex
+    participant P as MDProducer / shared memory
+
+    A->>DB: get_or_add(venue, type, adapter key)
+    DB-->>A: SQLite rowid as domain SecurityID
+    A->>G: on_securities(domain Security list with ID)
+    G->>G: _find_sec() - use incoming security_common.id
+    G->>G: _copy_security_common() - key = id, numeric_id = id
+    G->>P: add_security(FixedSecurity with non-zero key)
+    P->>P: set_key() during add_security()
+    G->>I: index[id] = handle
+    Note over G,P: No asynchronous ID assignment in the current configuration
+```
+
+## Data-flow charts
+
+The sequence diagrams above emphasize timing and thread transitions. These
+flowcharts emphasize which identifier is carried through each representation
+and where data is retained.
+
+### MDP3 / legacy data flow
+
+```mermaid
+flowchart TD
+    CME["CME MDP3 packets<br/>CME SecurityID"] --> ONIXS["OnixS feed engine<br/>decode definition and updates"]
+
+    ONIXS --> DEF["MDP3Listener definition callback"]
+    DEF --> FIXED["FixedSecurity<br/>numeric_id = CME SecurityID<br/>key = 0"]
+
+    FIXED --> PRODUCER["MDProducer::add_security"]
+    PRODUCER --> PENDING["Hot and cold shared memory<br/>allocated but not public<br/>key = 0"]
+    PRODUCER --> QUEUE["SecurityIDRecorder<br/>pending_handle queue"]
+
+    FIXED --> CMEINDEX["CMESecurityIndex<br/>CME SecurityID to handle"]
+
+    QUEUE --> TIMER["Dispatcher timer<br/>every 200 ms"]
+    TIMER --> LEGS{"Spread legs<br/>all resolved?"}
+    LEGS -- No --> UNRESOLVED["unresolved_legs<br/>exchange IDs awaiting keys"]
+    UNRESOLVED --> CMEINDEX
+    CMEINDEX --> LEGS
+    LEGS -- Yes or outright --> LOGICAL["Logical identity<br/>venue + type + security_desc"]
+
+    LOGICAL --> SELECT["SQLite SELECT<br/>key_ids.sqlite"]
+    SELECT -- Existing row --> ROWID["SQLite rowid<br/>Spark security key"]
+    SELECT -- Missing row --> INSERT["Batched SQLite INSERT"]
+    INSERT --> ROWID
+
+    ROWID --> SETKEY["MDProducerHandle::set_key"]
+    SETKEY --> HOT["Write hot-entry key"]
+    HOT --> COLD["Write cold security key"]
+    COLD --> COUNT["Increment security_count"]
+    COUNT --> PUBLIC["Public security<br/>visible to MDConsumer"]
+
+    ONIXS --> UPDATE["Book, trade, status, or RFQ<br/>carrying CME SecurityID"]
+    UPDATE --> CMEINDEX
+    CMEINDEX --> HANDLE["MDProducerHandle"]
+    HANDLE --> LIVE["Update live shared-memory data"]
+    PUBLIC --> LIVE
+```
+
+The CME index is usable before the Spark key is assigned, so feed updates can
+reach the internal handle while the security is still hidden from consumers.
+The persistent rowid crosses the publication boundary only at `set_key()`.
+
+### Generalized/newer data flow
+
+```mermaid
+flowchart TD
+    FEED["Venue feed, Databento,<br/>Python plugin, or replay"] --> ADAPTER["Source adapter<br/>build domain::Security"]
+
+    ADAPTER --> IDTYPE{"Live definition or<br/>recorded/pre-keyed input?"}
+    IDTYPE -- Live --> IDINPUT["Logical identity<br/>venue + type + adapter-chosen name"]
+    IDINPUT --> MUTEX["IDGenerator global mutex"]
+    MUTEX --> SELECT["Synchronous SQLite SELECT<br/>key_ids.sqlite"]
+    SELECT -- Existing row --> ROWID["SQLite rowid"]
+    SELECT -- Missing row --> INSERT["Synchronous SQLite INSERT<br/>autocommit"]
+    INSERT --> ROWID
+    ROWID --> DOMAINID["domain::SecurityID<br/>used as Spark ID"]
+    IDTYPE -- Recorded or pre-keyed --> DOMAINID
+
+    DOMAINID --> DOMAINSEC["SecurityCommon::id = Spark ID"]
+    DOMAINSEC --> LISTENER["GeneralMarketDataListener::on_securities"]
+    LISTENER --> CCMAP["cc_sec_id_map<br/>incoming ID to Spark ID"]
+    LISTENER --> CONVERT["_copy_security_common<br/>FixedSecurity.key = ID<br/>numeric_id = ID"]
+
+    CONVERT --> PRODUCER["MDProducer::add_security"]
+    PRODUCER --> SETKEY["Immediate set_key<br/>no recorder timer"]
+    SETKEY --> SHM["Hot and cold shared memory<br/>immediately public"]
+    CONVERT --> GENERALINDEX["GeneralSecurityIndex<br/>ID to handle"]
+
+    FEED --> EVENT["Book, trade, or statistics<br/>with exchange/source identity"]
+    EVENT --> EVENTMAP["Adapter map<br/>source identity to domain::SecurityID"]
+    EVENTMAP --> EVENTID["Event carries domain::SecurityID"]
+    EVENT --> PYHOT["Python bridge only<br/>synchronous IDGenerator lookup"]
+    PYHOT --> EVENTID
+    PYHOT -. uses same mutex and SQLite path .-> MUTEX
+    EVENTID --> CCMAP
+    CCMAP --> GENERALINDEX
+    GENERALINDEX --> HANDLE["MDProducerHandle"]
+    HANDLE --> SHMUPDATE["Update book, trade,<br/>statistics, or status"]
+    SHM --> SHMUPDATE
+
+```
+
+In the normal newer live path, persistence occurs before the definition enters
+the generalized listener. The DB call therefore adds synchronous adapter-side
+latency, but publication needs no later timer. Most adapters use an in-memory
+map for subsequent events; the dotted Python path is the documented exception.
+
+## The publication boundary
+
+`MDProducerHandle::set_key()` is the definitive publication point for the
+legacy shared-memory representation. Its write ordering is intentional:
+
+1. Write the key into the hot book entry (`HotEntry` or `HotDepthEntry`).
+2. Write the key into the cold security entry.
+3. Increment the cold header's public `security_count`.
+
+The cold security key is written last because consumers treat a non-zero cold
+key as visibility. At that moment the corresponding hot entry must already be
+addressable. `set_key()` only permits the transition from `0` to one key; it is
+not a key-update mechanism.
+
+## Identifier representations
+
+The names are historically inconsistent. In particular, many protobuf fields
+named `security_id` contain the **Spark key**, not the exchange's ID.
+
+| Layer | Exchange/feed identifier | Spark identifier |
+|---|---|---|
+| MDP3 wire/OnixS | `securityId()` | not present |
+| Legacy fixed security | `FixedSecurity::numeric_id` (`uint64_t`) | `FixedSecurity::key` / `security_key` (`uint32_t`) |
+| Legacy API security | venue-specific `exchange_id` | top-level `Security.id()` |
+| New domain model | `SecurityCommon::exchange_sec_id` (string) is descriptive; `SecurityCommon::id` is also used to correlate source events | `domain::SecurityID` (`uint64_t`), currently copied into the Spark key |
+| Shared-memory hot book | none | `HotEntry::key` or `HotDepthEntry::key` |
+| Shared-memory cold metadata | `FixedSecurity::numeric_id` | `FixedSecurity::key` |
+| CME runtime lookup | `CMESecurityIndex` key | `SecurityData::handle.key()` |
+| General runtime lookup | incoming/canonical `domain::SecurityID` | `GeneralSecurityIndex` key and `handle.key()` (currently the same value) |
+
+The generalized model declares `domain::SecurityID` as 64-bit, but the legacy
+shared-memory `security_key` remains 32-bit. `_copy_security_common()` assigns a
+64-bit value to both `numeric_id` and the 32-bit `key`. This is safe only while
+allocated IDs fit in 32 bits; unlike the legacy lookup path, this assignment has
+no explicit checked conversion.
+
+## Which parts use exchange IDs, descriptors, or Spark security IDs?
+
+The three identifier classes serve different jobs:
+
+- **Exchange/external ID:** routes data inside a venue or vendor feed adapter.
+- **Descriptor/natural key:** recognizes a definition logically at the
+  persistence, discovery, or human-facing boundary.
+- **Spark security ID/key:** joins the instrument to books, orders, fills,
+  positions, and services after publication.
+
+The core downstream system does not repeatedly identify a security from its
+description. The description is primarily used to obtain a Spark key; after
+that boundary, most joins use the numeric Spark key.
+
+### Component-level usage matrix
+
+| Component or data path | Exchange/external ID | Descriptor or name | Spark security ID/key |
+|---|---|---|---|
+| CME MDP3 definition decoder | Reads `securityId()` and stores it in `FixedSecurity::numeric_id` | Copies definition symbol/tag 55 into `security_desc` | Leaves `FixedSecurity::key` at `0` initially |
+| `CMESecurityIndex` | Primary map key; CME ID resolves to a handle | Not used for update routing | Returns `handle.key()` when the Spark key has been assigned |
+| MDP3 books, trades, status, statistics, and RFQs | Incoming CME ID selects the handle through `CMESecurityIndex` | Not used to locate each update | The selected handle writes keyed shared-memory/trade data after publication |
+| MDP3 spread definitions | Each leg initially contains `legSecurityId()` as `exchange_key` | Parent `security_desc` identifies the spread's DB row | Each leg's Spark key and then the parent Spark key must be resolved before publication |
+| Legacy ICE OnixS | Uses ICE `marketId` as `numeric_id` and index key | ICE security description becomes the logical lookup name | Uses the same recorder-assigned Spark key pattern as MDP3 |
+| `SecurityIDRecorder` | Does not allocate from the external ID | Uses `(venue, security type, securities::descriptor())` to find/create a row | Treats the SQLite rowid as the resulting Spark key |
+| Native generalized adapters | Use exchange strings/numeric IDs to parse definitions and correlate updates | Usually pass a description or exchange instrument name to `IDGenerator` | Put the returned ID into `SecurityCommon::id` and later events |
+| Databento adapter | Uses `msg.hd.instrument_id` for feed correlation and its in-memory map | Uses the decimal instrument ID string—not the human description—as the `IDGenerator` name | Caches `instrument_id -> domain::SecurityID` and places that ID on books/trades |
+| Python bridge | Reads `exchange_security_id` from definitions, books, and trades | Uses that external-ID string as the `IDGenerator` name | Resolves it to `domain::SecurityID`; currently performs this lookup for every event |
+| `IDGenerator` | Does not interpret whether `name` came from an exchange ID | Uses exactly `(venue, type, caller-supplied name)` | Returns the SQLite rowid as a 64-bit ID |
+| `GeneralMarketDataListener` | Does not route on `exchange_sec_id` directly | Copies `sec.desc()` into fixed metadata; its disabled fallback allocator would use `sec.desc()` | Uses incoming `SecurityCommon::id`, maps events through `cc_sec_id_map`, and copies the value into both `key` and `numeric_id` |
+| `GeneralSecurityIndex` | No separate external-ID concept in the current use-given path | Not used | Maps the generalized ID/Spark key to `MDProducerHandle` |
+| `MDProducer` / shared memory | Retains `numeric_id`; in legacy feeds this is the exchange ID, but in the generalized path it is currently the Spark ID | Stores `security_desc` in the cold definition | Uses the key in hot/cold entries; non-zero key is the visibility boundary |
+| `MDConsumer` | Not normally used to find live books | Can enumerate/filter converted security definitions | Finds handles and book data by `security_key` |
+| `SecurityCache` / `securities.sqlite` | Preserves venue-specific exchange data inside the serialized security blob | Maintains descriptor/name lookup indexes and supports venue/type/name queries | Primary persisted definition key is `api::Security.id()` |
+| MBO processor and MBO service | May retain exchange **order** IDs, which are separate from security exchange IDs | Not used to find the instrument | Indexes snapshots and requests by `SecurityKey`; MBO protobuf `security_id` means Spark key |
+| Order manager and algorithms | Execution gateways eventually use venue-specific fields from the resolved security to encode orders | Descriptions appear in logs and errors, not as the primary join | Order definitions, subscriptions, book events, native orders, spread legs, and fills use `security_key` / `Security.id()` |
+| Position, PNL, and risk services | Not used as their position join | May resolve metadata for display/reporting | Positions, fills, overrides, and PNL handles are keyed by Spark security ID |
+| Relay and market-data recordings | Serialized security definitions may preserve venue exchange IDs | Preserve full descriptors in recorded definitions | Books, updates, trades, and replay correlation preserve the recorded Spark key |
+| Synthetic security service | No venue exchange ID; synthetics use `VENUE_BTS` | Synthetic name is the recorder's logical descriptor | Recorder assigns the SQLite rowid and synthetic metadata is keyed by it |
+
+### Exchange/external IDs: where they stop
+
+In MDP3 the separation is explicit:
+
+```text
+CME SecurityID
+    -> FixedSecurity.numeric_id
+    -> CMESecurityIndex lookup
+    -> MDProducerHandle
+    -> Spark security_key for downstream publication
+```
+
+The external CME ID continues to route feed messages but does not become the
+order/position key. This permits the same downstream Spark key to survive a
+restart as long as the logical descriptor mapping remains in
+`key_ids.sqlite`, even if the feed must rediscover the CME routing ID.
+
+The generalized path collapses more of these roles:
+
+```text
+exchange/vendor identity
+    -> adapter calls IDGenerator
+    -> domain::SecurityID
+    -> FixedSecurity.key and FixedSecurity.numeric_id
+    -> GeneralSecurityIndex and downstream Spark key
+```
+
+`SecurityCommon::exchange_sec_id` may still contain the original textual
+external identifier, but `GeneralMarketDataListener` does not use it to route
+events and does not put it in `numeric_id`. The adapter must translate later
+events to `domain::SecurityID` before invoking the listener.
+
+### Descriptor/name users
+
+Descriptors are used in three main places:
+
+1. **Key allocation:** `SecurityIDRecorder` uses the legacy venue-specific
+   descriptor, while `IDGenerator` uses its caller-provided `name`.
+2. **Definition lookup and discovery:** `SecurityCache` supports
+   venue/type/name lookup; symbol filters and administrative tools use security
+   metadata to select or display instruments.
+3. **Diagnostics:** logs include symbols and descriptions so humans can
+   understand a numeric key.
+
+Descriptions generally do not drive the high-rate book, trade, order, fill, or
+position paths. Those paths use numeric IDs after definition resolution.
+
+It is important that “descriptor” does not mean one universal canonical field:
+
+- Legacy CME uses Globex `security_desc` from tag 55.
+- Many generalized adapters use `sec.desc()` or an exchange instrument name.
+- Databento uses its numeric instrument ID converted to a string.
+- Python uses `exchange_security_id`.
+
+Therefore, two adapters may describe the same economic contract but request
+different logical rows and receive different Spark IDs.
+
+### Spark security-ID users
+
+Once a security is published, its Spark key is the dominant system identifier:
+
+```mermaid
+flowchart LR
+    KEY["Spark security key"] --> SHM["Hot/cold shared memory"]
+    KEY --> MDC["MDConsumer and book subscriptions"]
+    KEY --> MBO["MBO snapshots and queries"]
+    KEY --> OMS["Orders, algorithms, and spread legs"]
+    KEY --> FILLS["Fills and execution records"]
+    KEY --> POS["Positions, PNL, and risk"]
+    KEY --> API["Services and client APIs"]
+    KEY --> REC["Relay and market-data recordings"]
+    KEY --> SECDB["Serialized security definitions"]
+```
+
+Fields named `security_id`, `security_key`, or top-level `Security.id()` in
+these downstream areas almost always mean the Spark key. They should not be
+compared directly with CME `SecurityID`, Databento `instrument_id`, or another
+venue/vendor identifier without going through the relevant adapter/index
+mapping.
+
+## Persistence and allocation
+
+### The authoritative key mapping: `key_ids.sqlite`
+
+Both allocators use `SqliteStore("key_ids")`. With the normal configuration the
+file is:
+
+```text
+<SystemConfig.data_path>/databases/key_ids/key_ids.sqlite
+```
+
+The database contains one table and two indexes:
+
+```sql
+CREATE TABLE store (ns TEXT, key TEXT, value TEXT);
+CREATE UNIQUE INDEX key_index ON store(ns, key);
+CREATE INDEX ns_index ON store(ns);
+```
+
+The SQLite `rowid` is the generated Spark key. `ns` is normally
+`<VENUE>.<SECURITY_TYPE>` (for example `GLBX.FUTURE`), and `key` is the security
+descriptor chosen by the caller. `value` is normally empty. Therefore ID
+stability depends on all three of these remaining stable:
+
+- the configured `data_path` and preservation of this database;
+- the venue/type namespace;
+- the descriptor supplied by the feed adapter.
+
+The two allocator implementations share the file and convention:
+
+- `SecurityIDRecorder` (legacy): derives the namespace from legacy API enums and
+  uses `securities::descriptor()`. For CME this is the Globex
+  `security_desc`, populated from the definition's symbol/tag 55.
+- `IDGenerator` (newer): derives the namespace from new domain enums and uses
+  the caller's `name`. Most adapters pass `sec.desc()` or an exchange instrument
+  identifier; Databento deliberately passes the decimal instrument ID, and the
+  Python bridge uses the exchange security ID.
+
+### Logical-row examples
+
+The following names are illustrative. Production uses the exact string emitted
+by the selected feed/adapter, including its case, spacing, and weekly-series
+notation.
+
+#### Legacy `SecurityIDRecorder`
+
+For CME, `set_security_common()` copies the MDP3 definition's symbol/tag 55 into
+Globex `security_desc`. After converting the fixed security to
+`api::Security`, `securities::descriptor()` returns that same
+`glbx.security_desc()` string.
+
+| Instrument | Legacy enums | Example descriptor from `security_desc` | Row searched/inserted in `store` |
+|---|---|---|---|
+| Future | `VENUE_GLBX`, `SECURITYTYPE_FUTURE` | `ESZ6` | `ns='GLBX.FUTURE', key='ESZ6'` |
+| Standard option | `VENUE_GLBX`, `SECURITYTYPE_OPTION` | `ESZ6 C6500` | `ns='GLBX.OPTION', key='ESZ6 C6500'` |
+| Weekly option | `VENUE_GLBX`, `SECURITYTYPE_OPTION` | `ESZ6-W1 C6500` | `ns='GLBX.OPTION', key='ESZ6-W1 C6500'` |
+| Spot from a legacy-compatible venue path | `VENUE_COINBASE`, `SECURITYTYPE_SPOT` | `BTC-USD` | `ns='COINBASE.SPOT', key='BTC-USD'` |
+
+A weekly option does not get a special namespace. Standard and weekly options
+are both `SECURITYTYPE_OPTION`, so both live in `GLBX.OPTION`; the exact
+`security_desc` distinguishes the weekly series. For example, if the database
+assigned rowids `42001` through `42004` to the rows above, those integers—not
+the descriptor strings—would be the Spark security keys.
+
+Conceptually, legacy allocation is:
+
+```text
+future:        lookup_or_insert("GLBX.FUTURE",  "ESZ6")
+option:        lookup_or_insert("GLBX.OPTION",  "ESZ6 C6500")
+weekly option: lookup_or_insert("GLBX.OPTION",  "ESZ6-W1 C6500")
+spot:          lookup_or_insert("COINBASE.SPOT", "BTC-USD")
+```
+
+#### Newer `IDGenerator`
+
+The namespace result is similar, but the third argument is chosen by the
+adapter. Examples using a description-oriented adapter are:
+
+```cpp
+get_or_add(VENUE_GLBX, SECURITY_TYPE_FUTURE, "ESZ6");
+// store: ns="GLBX.FUTURE", key="ESZ6"
+
+get_or_add(VENUE_GLBX, SECURITY_TYPE_OPTION, "ESZ6 C6500");
+// store: ns="GLBX.OPTION", key="ESZ6 C6500"
+
+get_or_add(VENUE_GLBX, SECURITY_TYPE_OPTION, "ESZ6-W1 C6500");
+// store: ns="GLBX.OPTION", key="ESZ6-W1 C6500"
+
+get_or_add(VENUE_COINBASE, SECURITY_TYPE_SPOT, "BTC-USD");
+// store: ns="COINBASE.SPOT", key="BTC-USD"
+```
+
+Databento intentionally produces a different logical row even when the human
+description is `ESZ6`. If its instrument ID were `12345678`, it would call the
+equivalent of:
+
+```cpp
+get_or_add(VENUE_GLBX, SECURITY_TYPE_FUTURE, "12345678");
+// store: ns="GLBX.FUTURE", key="12345678"
+```
+
+Likewise, the Python bridge uses `exchange_security_id`. A spot definition with
+`exchange_security_id="BTC-USD"` produces the `COINBASE.SPOT / BTC-USD` row,
+while a provider that sends `exchange_security_id="BTCUSD"` produces a
+different row and therefore a different Spark key.
+
+These examples show why the tuple is only logical when the adapter's naming
+contract is also known. `GLBX.FUTURE / ESZ6` and `GLBX.FUTURE / 12345678` may
+describe the same contract to a human but are distinct rows to `key_ids.sqlite`.
+
+Both enum-prefix removals currently produce the same namespace spelling (for
+example, `GLBX.OPTION`), so both mechanisms allocate from one global SQLite
+rowid space. Live rows cannot share a rowid. The table does not declare
+`AUTOINCREMENT`, however, so deleting rows—especially the highest row—can allow
+SQLite to reuse a number later. Security-key rows should therefore be treated
+as append-only operational data.
+
+`SqliteStore` uses WAL mode and `PRAGMA synchronous = 0`. This favors startup
+and feed latency over maximum durability against a host/power failure. The
+unique `(ns, key)` index prevents two different rows for the same logical
+security.
+
+### Other places the key is stored
+
+| Location | Purpose | Authoritative for allocation? |
+|---|---|---|
+| Hot and cold shared-memory segments | Live publication and fast consumer lookup | No; rebuilt at process startup |
+| `CMESecurityIndex` / `GeneralSecurityIndex` and adapter maps | In-process routing from an incoming ID to a producer handle | No; in-memory only |
+| `<data_path>/databases/md/securities.sqlite` | Serialized legacy `api::Security` definitions keyed by Spark key; used by security cache and MDP3 Sunday preload | No; it stores metadata after a key exists |
+| Relay/market-data recordings | Preserve the key embedded in recorded securities, books, and trades for deterministic replay | No; replay normally reuses the recorded value |
+| Orders, fills, positions, APIs | Reference a security by the published Spark key | No |
+
+The `SecurityIDRecorder::work_db()` comment says a published security is also
+recorded in the security database, but that function does **not** write
+`securities.sqlite` in the current code. Full security definitions are persisted
+separately by `SecurityCache::flush_to_disk()` through
+`db::insert_or_replace()`.
+
+## CME MDP3 / OnixS pipeline in detail
+
+### 1. Construction and thread setup
+
+`MDP3Main::PImpl` owns one `CMESecurityIndex`, one `SecurityIDRecorder`, and one
+`MDProducer`. It constructs the recorder with:
+
+- a lookup callback that maps `ExchangeKey` through the CME index to the
+  handle's current Spark key; and
+- `Dispatcher::current()`, which drives a 200 ms recorder timer.
+
+In the current `MarketDataGateway` route, `OnixsGlbxSubscription` creates a
+dedicated `dispatcher_thread`, constructs and starts `MDP3Main` on that thread,
+then calls that thread's dispatcher `run()`. The older `md run onixs` command
+uses its command/dispatcher thread similarly.
+
+The OnixS feed engine has its own configured thread pool. Instrument and market
+data callbacks therefore originate on OnixS feed-engine threads, while recorder
+database work and final key assignment execute on the MDP3 dispatcher thread.
+
+| MDP3 stage | Executing thread | DB call? |
+|---|---|---|
+| Decode definition and set CME `numeric_id` | OnixS feed-engine callback thread | No |
+| Allocate hot/cold entry and queue handle | Same OnixS callback thread | No |
+| Add CME-ID index entry | Same OnixS callback thread | No |
+| Resolve spread legs | MDP3 dispatcher thread, on 200 ms timer | No |
+| Select/insert Spark key | MDP3 dispatcher thread, on 200 ms timer | Yes |
+| `handle.set_key()` and public visibility | MDP3 dispatcher thread, in DB callback | No additional call |
+
+### 2. Definition callback: exchange ID is set, Spark key is not
+
+For futures, options, and spreads, `MDP3Listener::set_security_common()` does:
+
+```cpp
+fsec.numeric_id = def.securityId();
+```
+
+It also copies symbol/descriptor/venue and pricing fields. A newly constructed
+`FixedSecurity` already has `key == invalid_security_key` (`0`), and this helper
+does not change it.
+
+For a spread, every leg starts with:
+
+```cpp
+leg.exchange_key = ExchangeKey(definition_leg.legSecurityId());
+leg.key = invalid_security_key;
+```
+
+Thus both the parent and legs initially carry exchange-routing identity, but no
+Spark identity.
+
+### 3. Shared-memory allocation and exchange indexing
+
+`MDP3Listener::add_security()` performs these operations in order:
+
+1. `_producer.add_security(security)` allocates a hot entry and a variable-sized
+   cold entry and copies the security into the cold segment.
+2. Because the key is `0`, `MDProducer` queues the handle through
+   `SecurityIDRecorder::ensure_key()`.
+3. `_index.add_security(security.numeric_id, handle)` immediately creates the
+   CME-ID-to-handle mapping.
+4. The initial exchange status is written through the handle.
+
+This ordering means incoming books can already be routed by CME ID while the
+Spark key is pending. Shared-memory consumers cannot discover the security yet.
+Also, `MDProducerHandle::add_trade()` only appends to the public trade queue
+when `key() != 0`, so a trade received in this short window updates the cold
+last-trade state but is not added to the keyed trade log.
+
+### 4. Recorder tick: spreads, handles, then database
+
+Every 200 ms the recorder calls, in this exact order:
+
+1. `work_spreads()` tries to fill previously unresolved spread leg keys by
+   asking `CMESecurityIndex` for each leg exchange ID.
+2. `work_handles()` drains new handles. Outrights are converted to an API
+   security and queued for DB lookup immediately. A spread without all leg keys
+   is retained in `pending_handle` and its leg pointers are registered in
+   `unresolved_legs`.
+3. `work_db()` resolves queued `(venue, type, descriptor)` requests.
+
+Because spread work precedes new-handle work, a newly seen unresolved spread
+normally waits until at least the next timer tick to resolve legs. It waits
+longer if any outright leg has not yet received its Spark key. A spread's own
+key is not requested until every leg key is non-zero.
+
+### 5. Lookup or generation
+
+`work_db()` first queries `(ns, key)`:
+
+- Existing row: use its `rowid` as the key and invoke the callback.
+- Missing row: batch it into `insert_many_resolve_ids()`. SQLite assigns a new
+  rowid inside a transaction, the row object receives that ID, and the callback
+  runs after the transaction completes.
+
+New inserts are throttled to roughly 200 per timer pass (the current `> 200`
+check can admit 201) to avoid delaying heartbeats during startup. The queues are
+TBB concurrent queues, but all SQLite access is serialized onto the recorder's
+dispatcher thread. `check_access()` asserts this single-thread rule after the
+first work pass records the dispatcher thread ID.
+
+### 6. Final assignment and visibility
+
+The queued callback captures a copy of `MDProducerHandle` and calls
+`handle.set_key(id)` on the dispatcher thread. `set_key()` writes hot, then cold,
+then increments `security_count`. From this point:
+
+- shared-memory scans report the security;
+- `CMESecurityIndex::get_key(CME_ID)` returns the Spark key;
+- trades and RFQs can be emitted with a non-zero key;
+- resolved spreads can copy this key into their leg structures.
+
+### 7. Sunday preload is a fast path
+
+For configured symbols on Sunday, `MDP3Main::prepare_listener()` loads stored
+definitions from `securities.sqlite`. It converts them with
+`set_security_key=true`, so both the security key and spread leg keys come from
+the serialized API security. `MDProducer::add_security()` calls `set_key()`
+immediately, and no recorder lookup is required for that preloaded handle. The
+CME exchange ID is still restored into `numeric_id`, allowing the normal CME
+index to be built.
+
+## Generalized/newer pipeline in detail
+
+### 1. Topology and ownership
+
+`Run::run()` starts a detached thread named `MarketDataGateway`. On that thread,
+`run_md_gwy()` obtains the process-wide `IDGenerator`, constructs
+`MarketDataGateway`, and starts the configured providers. For each `(venue,
+source)` returned by a provider, the gateway creates an `MdSink` containing:
+
+- a venue-local `GeneralSecurityIndex`;
+- a default `MDProducer` (not wired to a `SecurityIDRecorder`); and
+- a `GeneralMarketDataListener` connecting the source to that producer/index.
+
+The source decides its callback thread. Some sources call the listener while
+starting; others own network or replay threads. The generalized listener calls
+the producer inline on that source thread. The process-wide `IDGenerator`
+serializes its own calls with a mutex, but the listener's transient
+`cc_sec_id_map` is an ordinary `unordered_map`, so each source/listener pair is
+expected to serialize security/event callbacks.
+
+| Generalized stage | Executing thread | DB call? |
+|---|---|---|
+| Build/parse domain definition | Source/adaptor thread | No |
+| `IDGenerator::get_or_add()` | Same source/adaptor thread | Yes, synchronously |
+| `GeneralMarketDataListener::on_securities()` | Same source callback thread | No in current use-given mode |
+| Copy ID to `FixedSecurity::key` and `numeric_id` | Same source callback thread | No |
+| `MDProducer::add_security()` / `set_key()` | Same source callback thread | No additional call |
+| Add `GeneralSecurityIndex` entry | Same source callback thread | No |
+
+There are two important compatibility exceptions inside the provider framework:
+
+- `OnixsGlbxSubscription::start()` ignores the supplied generalized listener
+  and starts `MDP3Main`; CME/OnixS therefore still follows the asynchronous
+  legacy flow documented above.
+- `EmumbaDeribitSubscription::start()` also ignores that listener and uses
+  `EmMDListener`, which allocates via `IDGenerator` and writes through its own
+  producer/index. Its assignment is still synchronous and pre-populated, so it
+  resembles the newer ID flow even though it does not pass through
+  `GeneralMarketDataListener`.
+
+### 2. How a new ID is constructed
+
+For a normal live generalized adapter, ID creation happens **in the adapter,
+before** `GeneralMarketDataListener::on_securities()`:
+
+```text
+logical identity = (domain venue, domain security type, adapter-chosen name)
+Spark ID         = SQLite rowid for that identity in key_ids.sqlite
+```
+
+`IDGenerator::get_or_add(venue, type, name)` formats a namespace by stripping
+the enum prefixes:
+
+```text
+VENUE_TAIFEX + SECURITY_TYPE_FUTURE -> TAIFEX.FUTURE
+```
+
+It then calls `retrieve_one(ns, name)`. If the row exists, it returns that
+row's `rowid`. If absent, it inserts `(ns, name, "")`, and SQLite assigns the
+next rowid. That integer is wrapped in `domain::SecurityID` and placed in
+`SecurityCommon::id`.
+
+The third identity component is adapter-specific, and this matters when trying
+to reproduce a mapping:
+
+| Source/adaptor family | Typical `name` sent to `IDGenerator` |
+|---|---|
+| Binance, Coinbase, Deribit, OKX and similar native/CCAPI paths | Usually `sec.desc()` / exchange instrument name |
+| Taifex | product/instrument ID string |
+| Databento | `std::to_string(msg.hd.instrument_id)`, not the human-readable description |
+| Python bridge | `exchange_security_id` (and it asserts Python supplied ID is zero for definitions) |
+| Emumba Deribit | extracted Emumba security descriptor |
+| Replay | no new allocation for a recorded definition; it reuses the recorded `SecurityCommon::id` |
+
+So “security name” alone is not a universal logical key. Reproduction requires
+the exact venue enum, exact security-type enum, and the exact adapter-specific
+name used at insertion time.
+
+### 3. What `GeneralMarketDataListener` does with that ID
+
+`on_securities()` first calls `_find_sec(sec, true)`. Its current, compile-time
+behavior is controlled by:
+
+```cpp
+const bool use_given_sec_key = true;
+```
+
+Consequently, for a newly seen incoming `domain::SecurityID` it does **not**
+call the DB. It copies `security_common.id.value()` into its transient
+`cc_sec_id_map`. `_add_future()`, `_add_option()`, `_add_spread()`, or
+`_add_spot()` then calls `_copy_security_common()`, which sets:
+
+```cpp
+to.key = incoming_id;
+to.numeric_id = incoming_id;
+```
+
+This collapses the generalized source/correlation ID and Spark shared-memory
+key into the same number. The source's text `exchange_sec_id` remains on the
+domain security but is not copied into `FixedSecurity::numeric_id` by this
+path.
+
+`_commit_security()` then:
+
+1. calls `MDProducer::add_security()` with an already non-zero key;
+2. causes `MDProducerHandle::set_key()` to run immediately during that call;
+3. inserts the handle in `GeneralSecurityIndex` under `numeric_id` (the same
+   number); and
+4. returns with the security already visible in shared memory.
+
+Because the sink's producer has no recorder, supplying `id == 0` would allocate
+the shared-memory entry but never assign or publish its key. Generalized live
+sources must therefore provide a valid non-zero ID before `on_securities()`.
+
+The listener contains an alternative branch for `use_given_sec_key == false`.
+That branch would call `IDGenerator::get_or_add(me->venue, sec.type(),
+sec.desc())` itself. It is currently disabled, and `_generate_security_key()` is
+also effectively unused. Turning the flag off is not a mechanical change: an
+adapter such as Databento allocates using numeric instrument ID while the
+listener branch would use `sec.desc()`, potentially creating a second key for
+the same instrument.
+
+There is also a spread failure edge case. `_find_sec(sec, true)` records the
+parent ID in `cc_sec_id_map` before `_add_spread()` resolves its legs. If any leg
+ID is absent, `_add_spread()` logs and returns without committing the spread. A
+later repeat of the parent definition is then classified as a duplicate and
+ignored, so definition ordering is a hard requirement in the current code.
+
+### 4. How later books, trades, and statistics find the security
+
+Every later domain event carries a `domain::SecurityID`:
+
+- `Book::security_id()`;
+- `TradeRecord::sec_id`; or
+- `SecurityMarketDataStatistics::security_id`.
+
+The listener first uses `cc_sec_id_map` to translate that event ID to the value
+stored in `GeneralSecurityIndex`, then obtains the `MDProducerHandle`. With
+`use_given_sec_key == true`, this mapping is numerically identity-to-identity,
+but it still serves as the admission check that the definition was seen.
+
+Most high-throughput adapters avoid SQLite on market-data events:
+
+- Databento allocates on the definition and caches
+  `instrument_id -> domain::SecurityID` in `sec_id_map` for books/trades.
+- Taifex keeps the resolved ID in its security-details mapper.
+- Other native subscriptions maintain comparable descriptor/ID maps.
+
+The Python bridge is a notable exception: `to_bts_security_()`,
+`to_bts_trade_()`, and `to_book_()` all call `get_sec_id_()`, which calls
+`IDGenerator::get_id(..., add_if_new=true)`. As written, that performs at least
+one SQLite `SELECT` for each converted Python definition, trade, or book. It
+returns the existing ID after the first insert, but it is still a DB call and
+takes the global `IDGenerator` mutex on every event.
+
+### 5. Persistence timing and latency
+
+The newer allocator is synchronous:
+
+- Existing security: mutex acquisition plus one SQLite `SELECT` on the caller's
+  thread.
+- New security: mutex acquisition, one `SELECT`, then one SQLite `INSERT`
+  (SQLite autocommit), also on the caller's thread.
+- Listener publication: no further DB call under the current
+  `use_given_sec_key` setting.
+
+The ID therefore exists in `key_ids.sqlite` before the adapter sends the
+definition to the listener. There is no intentional 200 ms publication delay,
+but the source callback/startup path directly pays DB and mutex latency. Bulk
+definition discovery performs one lookup and possibly one insert per security;
+`IDGenerator` does not batch those operations.
+
+WAL mode helps concurrency, while `synchronous=0` reduces fsync cost. It does
+not eliminate SQL parsing/stepping, mutex contention, page-cache misses, or
+occasional file-system work. The impact is usually a startup/definition cost
+when adapters cache the result, but it becomes hot-path latency for code such as
+the current Python bridge that resolves every event through the DB.
+
+`GeneralMarketDataListener` itself does not persist the full contract definition
+to `securities.sqlite`; that remains the separate security-cache/metadata
+persistence path described earlier.
+
+## Comparison: MDP3 recorder vs generalized allocator
+
+| Property | MDP3 / `SecurityIDRecorder` | Generalized / `IDGenerator` |
+|---|---|---|
+| Logical input | venue + type + legacy `security_desc` | venue + type + adapter-chosen name |
+| Numeric output | SQLite rowid, checked/read as 32-bit `security_key` | SQLite rowid returned as 64-bit `domain::SecurityID`, then narrowed into 32-bit shared-memory key |
+| Allocation point | After definition is copied to shared memory | Normally inside adapter before listener sees definition |
+| DB execution | Asynchronous on dispatcher timer | Synchronous on caller/source thread |
+| Existing ID cost | One deferred `SELECT` | One immediate `SELECT` per call |
+| New ID cost | Deferred, batched transaction (about 200/pass) | Immediate `SELECT` + individual autocommit `INSERT` |
+| Time until public | Usually 0–200+ ms; spreads may take extra ticks | Immediate after synchronous lookup/insert completes |
+| Feed callback blocking | Queue push only for ID work | Yes, if the adapter invokes `IDGenerator` there |
+| Spread legs | Parent waits asynchronously until all leg keys resolve by exchange ID | Definition processing requires every leg's incoming ID already exist in `cc_sec_id_map`; otherwise the spread is aborted |
+| Runtime ID relationship | Exchange ID and Spark key remain distinct | Incoming/canonical ID, `numeric_id`, index ID, and Spark key are currently the same number |
+| Persistence database | `key_ids.sqlite` | The same `key_ids.sqlite` |
+| Batching | Yes for new rows | No |
+| Failure behavior | Security has an internal handle with key 0 while normal queued work is pending; DB work does not block the feed callback | DB errors/zero results occur in the synchronous source path; a zero ID can leave an unpublishable entry, with no pending-key state machine |
+
+Neither algorithm generates a UUID or a content hash. Both ultimately use an
+opaque, database-assigned SQLite rowid. It is normally increasing and looks like
+a sequence, but this schema does not request SQLite `AUTOINCREMENT`. The tuple
+used to *look up* the row is logical; the resulting number is not derivable from
+that tuple.
+
+## Can another system reconstruct the same keys?
+
+Not from `(venue, type, name)` alone. Another system can reconstruct the
+**logical lookup tuple**, but it cannot calculate the numeric Spark key because
+the key depends on the historical insertion order of every row in
+`key_ids.sqlite`.
+
+For example, two empty systems can insert the exact same `GLBX.FUTURE / ESZ6`
+row and receive different IDs if other securities were inserted before it on
+one system. They are sequential opaque IDs, not deterministic hashes and not
+UUIDs.
+
+Ways to preserve cross-system identity are:
+
+1. Copy/replicate `key_ids.sqlite` (including rowids) and keep descriptor rules
+   identical. This preserves existing numeric keys but requires coordinated
+   allocation for new ones.
+2. Export an explicit mapping of `(namespace, adapter key) -> Spark key`, then
+   import rows with their original rowids before either system allocates new
+   securities.
+3. Treat a stable external identity (venue + type + exchange instrument ID, or
+   another canonical instrument identifier) as the cross-system key and carry a
+   translation table to each system's local Spark key.
+4. Introduce a deterministic ID scheme only as a versioned migration. A hash can
+   be computed independently, but collision handling, descriptor
+   canonicalization, aliases/renames, the existing 32-bit ABI, and compatibility
+   with orders/recordings/databases all need explicit design.
+
+Copying only `securities.sqlite` is insufficient as an allocator strategy. It
+contains security blobs keyed by already-assigned IDs, but `key_ids.sqlite` is
+the mapping used to find or allocate those IDs. Conversely, copying only
+`key_ids.sqlite` preserves the numbers but not all contract metadata.
+
+## Other assignment paths in `sparkd`
+
+The two main pipelines reduce to four ways a producer handle can acquire a key:
+
+1. **Already keyed input.** `MDProducer::add_security()` sees a non-zero
+   `FixedSecurity::key` and calls `set_key()` immediately. Generalized feeds,
+   Sunday preload, relay playback, and other replay paths use this mechanism.
+2. **Recorder-backed live input.** The input key is zero and the producer owns a
+   `SecurityIDRecorder`; `ensure_key()` queues asynchronous assignment. CME
+   MDP3 and legacy OnixS ICE use this mechanism. ICE uses `marketId` as
+   `numeric_id` and otherwise follows the same recorder/index design.
+3. **Service assignment.** `SyntheticSecurityService` calls
+   `SecurityIDRecorder::assign_key()` directly on a background dispatcher. The
+   callback receives a copied `api::Security` with its top-level `id` set, then
+   publishes it to synthetic subscribers. It uses the same `key_ids.sqlite`
+   rowid allocator.
+4. **Unkeyed input with no recorder.** The entry is allocated with key zero and
+   never becomes public. This is not a valid production assignment path, but it
+   is the failure mode if a generalized source omits its ID.
+
+Relay and replay deserve care when reasoning about persistence:
+
+- The generalized `MDReplayer` forwards the recorded domain security ID and
+  emits later books/statistics with the recorded `sec_key`, so the listener's
+  current use-given mode preserves the recording's numeric identity.
+- The legacy relay producer converts a recorded `api::Security` with
+  `set_security_key=true`, so its shared-memory publication also preserves the
+  embedded key.
+- The legacy relay recorder additionally calls `bulk_insert(..., "REPLAY: ")`
+  for logical mappings. Those rows use a `REPLAY: ` namespace prefix; this is a
+  separate mapping population step, not a deterministic derivation of the key.
+
+## Operational implications
+
+- Back up `key_ids.sqlite` and `securities.sqlite` together if numeric ID and
+  definition continuity matter.
+- Do not delete/rebuild `key_ids.sqlite` on one host and assume IDs will match
+  another host, even when all instruments are identical.
+- Before moving a feed between adapters, compare the exact `name` each adapter
+  supplies to `IDGenerator`. Matching venue/type is insufficient.
+- Cache generated IDs in the source after definition processing. Avoid calling
+  `IDGenerator` from book/trade hot paths; the Python bridge currently violates
+  this guideline.
+- Keep generated rowids below the 32-bit shared-memory ceiling until the
+  `security_key` ABI is widened or explicit bounds checking is added to the
+  generalized path.
+- Ensure spread legs are announced before generalized spread parents.
+- Treat `synchronous=0` as a durability decision. A copied DB should be taken
+  with SQLite-aware backup/checkpoint handling rather than by casually copying
+  active WAL files.
+
+Useful inspection queries (run against the configured DB path) are:
+
+```sql
+SELECT rowid AS spark_key, ns, key
+FROM store
+ORDER BY rowid;
+
+SELECT rowid AS spark_key, ns, key
+FROM store
+WHERE ns = 'GLBX.FUTURE' AND key = '<exact-adapter-key>';
+```
+
+## Source map
+
+- [`SecurityIDRecorder.cpp`](../src/lib_spark/spark/md/SecurityIDRecorder.cpp):
+  legacy queues, 200 ms work ordering, logical row construction, DB callbacks,
+  and spread-leg resolution.
+- [`IDGenerator.cpp`](../src/lib_spark/spark/persistence/IDGenerator.cpp):
+  synchronous generalized lookup/allocation and process-wide mutex.
+- [`SqliteStore.cpp`](../src/lib_spark/spark/persistence/SqliteStore.cpp): DB
+  location, schema, WAL/synchronous pragmas, individual inserts, and batch
+  inserts.
+- [`MDProducer.cpp`](../src/lib_spark/spark/md/MDProducer.cpp) and
+  [`MDProducerHandle.cpp`](../src/lib_spark/spark/md/MDProducerHandle.cpp):
+  shared-memory allocation, recorder handoff, and ordered publication.
+- [`FixedSecurity.h`](../src/lib_spark/spark/md/Shm/FixedSecurity.h) and
+  [`MDStructure.h`](../src/lib_spark/spark/md/Shm/MDStructure.h): identifier
+  widths and hot/cold storage fields.
+- [`MDP3Main.cpp`](../src/app_sparkd/sparkd/md/platforms/mdp3_onixs/MDP3Main.cpp)
+  and
+  [`MDP3Listener.h`](../src/app_sparkd/sparkd/md/platforms/mdp3_onixs/MDP3Listener.h):
+  MDP3 construction, definition callbacks, CME ID extraction, and spread legs.
+- [`MDP3Listener.cpp`](../src/app_sparkd/sparkd/md/platforms/mdp3_onixs/MDP3Listener.cpp):
+  producer/index insertion order.
+- [`OnixsGlbxSubscription.cpp`](../src/app_sparkd/sparkd/md/glbx/OnixsGlbxSubscription.cpp):
+  current dedicated MDP3 dispatcher-thread ownership.
+- [`MarketDataGateway.cpp`](../src/app_sparkd/sparkd/md/MarketDataGateway.cpp)
+  and
+  [`GeneralMarketDataListener.cpp`](../src/lib_spark/spark/md/GeneralMarketDataListener.cpp):
+  generalized source/sink topology, incoming-ID mapping, fixed-security
+  conversion, and publication.
+- [`DatabentoDataHandler.cpp`](../src/app_sparkd/sparkd/md/databento/DatabentoDataHandler.cpp),
+  [`TaifexDataProcessors.h`](../src/app_sparkd/sparkd/md/taifex/TaifexDataProcessors.h),
+  and
+  [`PyMarketDataSubscription.cpp`](../src/app_sparkd/sparkd/md/PyMarketDataSubscription.cpp):
+  representative adapter-side allocation and caching behavior.
+- [`SecurityDB.cpp`](../src/lib_spark/spark/md/SecurityDB.cpp) and
+  [`SecurityCache.cpp`](../src/lib_spark/spark/md/SecurityCache.cpp): separate
+  persistence of full security definitions.
+- [`SecurityIndex.h`](../src/lib_spark/spark/md/SecurityIndex.h),
+  [`MBOServiceServer.cpp`](../src/lib_spark/spark/md/MBOServiceServer.cpp), and
+  [`MDConsumer.cpp`](../src/lib_spark/spark/md/MDConsumer.cpp): exchange-index
+  translation followed by Spark-keyed market-data consumption and MBO access.
+- [`OrderFactory.cpp`](../src/lib_spark/spark/orderman/order_factory/OrderFactory.cpp),
+  [`FillStore.cpp`](../src/lib_spark/spark/orderman/actors/FillStore.cpp), and
+  [`PositionMap.cpp`](../src/app_sparkd/sparkd/position/PositionMap.cpp):
+  representative downstream use of Spark security keys.
+- [`MDReplayer.cpp`](../src/app_sparkd/sparkd/md/recording/MDReplayer.cpp) and
+  [`RelayClient.cpp`](../src/lib_spark/spark/md/relay/RelayClient.cpp): recorded
+  ID reuse.

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)

docker/images/bluetradingsystems/linux_dotnet7/Dockerfile

@@ -0,0 +1,38 @@
+FROM ubuntu:22.04
+
+ARG DEBIAN_FRONTEND=noninteractive
+
+RUN apt-get update && apt-get install -y pkg-config
+RUN apt-get update && apt-get install -y locales
+RUN apt-get update && apt-get install -y ca-certificates
+RUN apt-get update && apt-get install -y libssh2-1-dev
+RUN apt-get update && apt-get install -y software-properties-common
+RUN apt-get update && apt-get install -y sudo
+
+# GCC
+ARG gcc_major=13
+RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
+  && apt-get update \
+  && apt-get install -y g++-$gcc_major
+
+RUN apt-get update \
+  && apt-get install -y dotnet7
+
+RUN locale-gen en_US.UTF-8
+
+ARG docker_user="bts"
+ARG docker_uid="1000"
+ARG docker_pass="bts"
+
+RUN \
+  groupadd -g "$docker_uid" "$docker_user" \
+  && useradd \
+  -m \
+  -u "$docker_uid" \
+  -g "$docker_uid" \
+  -G sudo \
+  --password "$(openssl passwd -1 "$docker_pass")" \
+  "$docker_user"
+
+USER bts
+WORKDIR /home/bts

docker/images/bluetradingsystems/linux_dotnet8/Dockerfile

@@ -0,0 +1,44 @@
+FROM ubuntu:22.04
+
+ARG DEBIAN_FRONTEND=noninteractive
+
+RUN apt-get update && apt-get install -y pkg-config
+RUN apt-get update && apt-get install -y locales
+RUN apt-get update && apt-get install -y ca-certificates
+RUN apt-get update && apt-get install -y libssh2-1-dev
+RUN apt-get update && apt-get install -y software-properties-common
+RUN apt-get update && apt-get install -y sudo
+RUN apt-get update && apt-get install -y tzdata
+
+# GCC
+ARG gcc_major=13
+RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
+  && apt-get update \
+  && apt-get install -y g++-$gcc_major
+
+RUN apt-get update \
+  && apt-get install -y dotnet8
+
+RUN apt-get update && apt-get install -y gdb
+RUN apt-get update && apt-get install -y fish
+RUN apt-get update && apt-get install -y vim
+RUN apt-get update && apt-get install -y less
+
+RUN locale-gen en_US.UTF-8
+
+ARG docker_user="bts"
+ARG docker_uid="1000"
+ARG docker_pass="bts"
+
+RUN \
+  groupadd -g "$docker_uid" "$docker_user" \
+  && useradd \
+  -m \
+  -u "$docker_uid" \
+  -g "$docker_uid" \
+  -G sudo \
+  --password "$(openssl passwd -1 "$docker_pass")" \
+  "$docker_user"
+
+USER bts
+WORKDIR /home/bts

docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile

@@ -0,0 +1,150 @@
+FROM ubuntu:22.04
+
+ARG DEBIAN_FRONTEND=noninteractive
+
+# Note installations that take a while (more than 10s)
+
+RUN apt-get update
+RUN apt-get install -y ca-certificates
+RUN apt-get install -y ccache
+RUN apt-get install -y curl
+RUN apt-get install -y fish
+RUN apt-get install -y gdb
+# git-all: ~250s
+RUN apt-get install -y git-all
+RUN apt-get install -y gnupg
+# liblttng-ust-dev: ~30s
+RUN apt-get install -y liblttng-ust-dev
+RUN apt-get install -y libssh2-1-dev
+RUN apt-get install -y locales
+RUN apt-get install -y ninja-build
+# openssh-server: ~40s
+RUN apt-get install -y openssh-server
+RUN apt-get install -y pkg-config
+RUN apt-get install -y software-properties-common
+RUN apt-get install -y sudo
+RUN apt-get install -y tzdata
+RUN apt-get install -y vim
+RUN apt-get install -y zip
+
+# Python: ~30s
+RUN apt-get install -y \
+   python3-pip \
+   python3-venv \
+   && python3 -m pip install --upgrade pip
+
+# GCC
+ARG gcc_major=13
+RUN \
+   add-apt-repository ppa:ubuntu-toolchain-r/test \
+   && apt-get update \
+   && apt-get install -y g++-$gcc_major
+
+# Clang
+ARG clang_major=17
+RUN \
+   curl -fsSL https://apt.llvm.org/llvm-snapshot.gpg.key 2> /dev/null \
+   | gpg --dearmor - \
+   | tee /usr/share/keyrings/llvm-snapshot.gpg > /dev/null \
+   && echo "deb [signed-by=/usr/share/keyrings/llvm-snapshot.gpg] http://apt.llvm.org/$(lsb_release -cs)/ llvm-toolchain-$(lsb_release -cs)-$clang_major main" \
+   | tee -a "/etc/apt/sources.list.d/llvm.list" \
+   && apt-get update \
+   && apt-get install -y \
+   clang-$clang_major \
+   clang-format-$clang_major \
+   clangd-$clang_major
+
+# CMake
+RUN set -eux \
+  && apt-get update \
+  && apt-get install -y --no-install-recommends ca-certificates curl gpg \
+  && curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc \
+    | gpg --dearmor -o /usr/share/keyrings/kitware-archive-keyring.gpg \
+  && echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
+    > /etc/apt/sources.list.d/kitware.list \
+  && apt-get update \
+  && apt-get install -y --no-install-recommends cmake \
+  && rm -rf /var/lib/apt/lists/*
+
+# Dotnet
+RUN apt-get update && apt-get install -y dotnet8
+
+# Node
+ARG node_major=18
+RUN mkdir -p /etc/apt/keyrings \
+   && curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
+   | gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
+   && echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
+   | tee /etc/apt/sources.list.d/nodesource.list \
+   && apt-get update \
+   && apt-get install -y nodejs
+
+# Emumba (deps)
+RUN apt-get update && apt-get -y install rapidjson-dev
+# Emumba
+ARG EMUMBA_DERIBIT_CONNECTOR_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
+RUN --mount=type=secret,id=bitbucket_access_token \
+  set -eux \
+    && apt-get update \
+    && TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
+    && curl -fL -H "Authorization: Bearer ${TOKEN}" $EMUMBA_DERIBIT_CONNECTOR_DEB_URL -o /tmp/emumba-deribit-connector.deb \
+    && apt-get install -y /tmp/emumba-deribit-connector.deb \
+    && rm -f /tmp/emumba-deribit-connector.deb
+
+# Pcap
+RUN apt-get update && apt-get install -y libpcap0.8-dev
+
+# Databento (deps)
+RUN apt-get update && apt-get -y install libzstd-dev
+
+# Rakurai
+ARG RAKURAI_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/rakurai-dex-connector_0.0.5_amd64.deb"
+RUN --mount=type=secret,id=bitbucket_access_token \
+  set -eux \
+    && apt-get update \
+    && TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
+    && curl -fL -H "Authorization: Bearer ${TOKEN}" $RAKURAI_DEB_URL -o /tmp/rakurai.deb \
+    # Need --force-overwrite because rakuirai and emumba-deribit-connector both include the same
+    # spdlog headers.
+    && apt-get install -y -o Dpkg::Options::="--force-overwrite" /tmp/rakurai.deb \
+    && rm -f /tmp/rakuirai.deb
+
+# Docker in Docker
+RUN apt-get update && apt-get install -y \
+    docker.io \
+    docker-compose \
+    docker-compose-v2
+
+# Set up default executables (update-alternatives)
+RUN \
+   update-alternatives --install /usr/bin/clang clang /usr/bin/clang-$clang_major 100; \
+   update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-$clang_major 100; \
+   update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-$clang_major 100; \
+   update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-$clang_major 100; \
+   update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-$gcc_major 100; \
+   update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-$gcc_major 100
+
+# Add compiler symlinks for ccache 
+RUN \
+   ln -s /usr/bin/ccache /usr/local/bin/clang; \
+   ln -s /usr/bin/ccache /usr/local/bin/clang++; \
+   ln -s /usr/bin/ccache /usr/local/bin/clang-$clang_major; \
+   ln -s /usr/bin/ccache /usr/local/bin/clang++-$clang_major; \
+   ln -s /usr/bin/ccache /usr/local/bin/gcc; \
+   ln -s /usr/bin/ccache /usr/local/bin/g++
+
+RUN locale-gen en_US.UTF-8
+
+ARG docker_user="bts"
+ARG docker_uid="1000"
+ARG docker_pass="bts"
+
+RUN \
+   groupadd -g "$docker_uid" "$docker_user" \
+   && useradd \
+   -m \
+   -u "$docker_uid" \
+   -g "$docker_uid" \
+   -G sudo \
+   --password "$(openssl passwd -1 "$docker_pass")" \
+   "$docker_user"

docker/images/bluetradingsystems/linux_shell/Dockerfile

@@ -0,0 +1,11 @@
+FROM ubuntu:24.04
+
+ARG DEBIAN_FRONTEND=noninteractive
+
+RUN apt-get update && apt-get install -y \
+  fish \
+  less \
+  vim
+
+USER bts
+WORKDIR /home/bts

docker/sparkd/dev/Dockerfile

@@ -0,0 +1,141 @@
+FROM ubuntu:latest
+
+ARG DEBIAN_FRONTEND=noninteractive
+ENV TZ=America/New_York
+
+# light deps (should be quick to download/install)
+RUN apt-get update && apt-get install -y \
+    ca-certificates \
+    curl \
+    gnupg \
+    liblttng-ust-dev \
+    libpcap0.8-dev \
+    locales \
+    ninja-build \
+    software-properties-common \
+    sqlite3 \
+    tzdata
+
+# clang
+RUN apt-get update && apt-get install -y \
+    clang-13 \
+    clang-format-13 \
+    clangd-13 \
+    clang-15 \
+    clang-format-15 \
+    clangd-15
+
+# g++
+RUN apt-get update && apt-get install -y \
+    g++-11 \
+    g++-12
+
+# python
+RUN apt-get update && apt-get install -y \
+    python3-pip \
+    python3-venv \
+    && python3 -m pip install --upgrade pip
+
+# dotnet
+RUN apt-get update && apt-get install -y \
+    dotnet7
+
+# ssh
+RUN apt-get update && apt-get install -y \
+    libssh2-1-dev \
+    openssh-server
+
+# cmake
+RUN \
+    curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
+    | gpg --dearmor - \
+    | tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
+    && echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
+    | tee /etc/apt/sources.list.d/kitware.list > /dev/null \
+    && apt-get update \
+    && rm /usr/share/keyrings/kitware-archive-keyring.gpg \
+    && apt-get install -y kitware-archive-keyring \
+    && echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs)-rc main" \
+    | tee -a /etc/apt/sources.list.d/kitware.list >/dev/null \
+    && apt-get install -y cmake
+
+# node
+ARG node_major=18
+RUN mkdir -p /etc/apt/keyrings \
+    && curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
+    | gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
+    && echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
+    | tee /etc/apt/sources.list.d/nodesource.list \
+    && apt-get update \
+    && apt-get install -y nodejs
+
+# ccache is done here so that ccache sees clang++ installed, not clang-10
+RUN apt-get update && apt-get install -y \
+    ccache 
+
+# emumba (light deps)
+RUN apt-get update && apt-get install -y \
+    build-essential \
+    doxygen \
+    python3-sphinx \
+    graphviz \
+    libgtest-dev \
+    libssl-dev \
+    rapidjson-dev \
+    zlib1g-dev \
+    pkg-config
+
+# emumba (boost)
+RUN apt-get update && apt-get install -y \
+    libboost-filesystem-dev \
+    libboost-program-options-dev \
+    libboost-test-dev \
+    libboost-date-time-dev
+
+# dev utils
+RUN apt-get update && apt-get install -y \ 
+    fish \
+    git-all \
+    sudo \
+    vim \
+    wget
+
+# set up default executables (update-alternatives)
+RUN \
+    update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-13 100; \
+    update-alternatives --install /usr/bin/clang clang /usr/bin/clang-13 100; \
+    update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-13 100; \
+    update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-13 100; \
+    update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-11 100; \
+    update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-11 100
+
+# Add compiler symlinks for ccache 
+RUN \
+    ln -s /usr/bin/ccache /usr/local/bin/clang; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang-13; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++-13; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang-15; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++-15; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc-11; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++-11; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc-12; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++-12
+
+RUN locale-gen en_US.UTF-8
+
+ARG docker_user="bts"
+ARG docker_uid="1000"
+ARG docker_pass="bts"
+
+RUN \
+    groupadd -g "$docker_uid" "$docker_user" \
+    && useradd \
+    -m \
+    -u "$docker_uid" \
+    -g "$docker_uid" \
+    -G sudo \
+    --password "$(openssl passwd -1 "$docker_pass")" \
+    "$docker_user"

docker/sparkd/dev/README.md

@@ -0,0 +1,64 @@
+[dev containers]: https://code.visualstudio.com/docs/devcontainers/containers
+[dev containers ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode-remote.remote-containers
+[docker repo sparkd-dev]: https://hub.docker.com/repository/docker/bluetradingsystems/sparkd-dev/general
+# Sparkd Dev Container
+## How to create a VS Code [Dev Container][dev containers]
+
+1. Make sure the **[Dev Containers][dev containers ext]** extension is installed
+1. Make sure your Docker image is up to date
+   ```
+   docker pull bluetradingsystems/sparkd-dev:latest
+   ```
+1. Copy **devcontainer.json** from this folder to **$workspaceFolder/.devcontainer/**.
+
+1. In the VS Code Command Palette, run **Dev Containers: Reopen in Container**
+
+---
+## How to create a Sparkd Container in the terminal (without VS Code)
+
+1. Make sure your Docker image is up to date
+   ```
+   docker pull bluetradingsystems/sparkd-dev:latest
+   ```
+2. Start the container
+   ```
+   # Replace <cont_name> with a name for the container. The container's
+   # "$HOME" dir will be mounted to "$HOME/.sparkd-dev/mounts/<cont_name> on
+   # the host
+   
+   ./start_docker.sh --container <cont_name> --mount-existing
+   ```
+   * *Replace <cont_name> with a name for the container*
+   * *The container's `$HOME` dir will be mounted to
+   `$HOME/.sparkd-dev/mounts<cont_name>` on the host*<br>
+   * *Run: `./start_docker.sh --help` to see additional options*
+3. *(Optional) Attach VS Code to the running container.*<br>
+Run **Dev Containers: Attach to Running Container** from the command palette,
+then select your container in the dropdown
+
+---
+## How to update the Docker image
+
+1. Change the image by modifying the Dockerfile (don't tag arbitrary
+  images on your machine and push them to our repo on Docker Hub)
+
+1. After modifying the Dockerfile, (re)build the image
+   ```
+   # Run in this dir
+   docker build -t bluetradingsystems/sparkd-dev:latest .
+   ```
+   ***Note:** Your docker login must have write permissions to push to the
+   [sparkd-dev][docker repo sparkd-dev] repository*
+
+2. Commit the changes to Dockerfile in git
+
+3. Push the new image to Docker Hub
+
+   ```
+   docker push bluetradingsystems/sparkd-dev:latest
+   ```
+   ***Note:** The image doesn't have to be on Docker Hub, we can simply build
+   it from scratch on our local machines (with the Dockerfile). However, this
+   takes time. It is significantly quicker to download a prebuilt image, so we
+   store it on a remote repository to save time when setting up a new dev
+   machine.*

docker/sparkd/dev/bashrc

@@ -0,0 +1,123 @@
+# ~/.bashrc: executed by bash(1) for non-login shells.
+# see /usr/share/doc/bash/examples/startup-files (in the package bash-doc)
+# for examples
+
+# If not running interactively, don't do anything
+case $- in
+    *i*) ;;
+      *) return;;
+esac
+
+# don't put duplicate lines or lines starting with space in the history.
+# See bash(1) for more options
+HISTCONTROL=ignoreboth
+
+# append to the history file, don't overwrite it
+shopt -s histappend
+
+# for setting history length see HISTSIZE and HISTFILESIZE in bash(1)
+HISTSIZE=1000
+HISTFILESIZE=2000
+
+# check the window size after each command and, if necessary,
+# update the values of LINES and COLUMNS.
+shopt -s checkwinsize
+
+# If set, the pattern "**" used in a pathname expansion context will
+# match all files and zero or more directories and subdirectories.
+#shopt -s globstar
+
+# make less more friendly for non-text input files, see lesspipe(1)
+[ -x /usr/bin/lesspipe ] && eval "$(SHELL=/bin/sh lesspipe)"
+
+# set variable identifying the chroot you work in (used in the prompt below)
+if [ -z "${debian_chroot:-}" ] && [ -r /etc/debian_chroot ]; then
+    debian_chroot=$(cat /etc/debian_chroot)
+fi
+
+# set a fancy prompt (non-color, unless we know we "want" color)
+case "$TERM" in
+    xterm-color|*-256color) color_prompt=yes;;
+esac
+
+# uncomment for a colored prompt, if the terminal has the capability; turned
+# off by default to not distract the user: the focus in a terminal window
+# should be on the output of commands, not on the prompt
+#force_color_prompt=yes
+
+if [ -n "$force_color_prompt" ]; then
+    if [ -x /usr/bin/tput ] && tput setaf 1 >&/dev/null; then
+	# We have color support; assume it's compliant with Ecma-48
+	# (ISO/IEC-6429). (Lack of such support is extremely rare, and such
+	# a case would tend to support setf rather than setaf.)
+	color_prompt=yes
+    else
+	color_prompt=
+    fi
+fi
+
+if [ "$color_prompt" = yes ]; then
+    PS1='${debian_chroot:+($debian_chroot)}\[\033[01;32m\]\u@\h\[\033[00m\]:\[\033[01;34m\]\w\[\033[00m\]\$ '
+else
+    PS1='${debian_chroot:+($debian_chroot)}\u@\h:\w\$ '
+fi
+unset color_prompt force_color_prompt
+
+# If this is an xterm set the title to user@host:dir
+case "$TERM" in
+xterm*|rxvt*)
+    PS1="\[\e]0;${debian_chroot:+($debian_chroot)}\u@\h: \w\a\]$PS1"
+    ;;
+*)
+    ;;
+esac
+
+# enable color support of ls and also add handy aliases
+if [ -x /usr/bin/dircolors ]; then
+    test -r ~/.dircolors && eval "$(dircolors -b ~/.dircolors)" || eval "$(dircolors -b)"
+    alias ls='ls --color=auto'
+    #alias dir='dir --color=auto'
+    #alias vdir='vdir --color=auto'
+
+    alias grep='grep --color=auto'
+    alias fgrep='fgrep --color=auto'
+    alias egrep='egrep --color=auto'
+fi
+
+# colored GCC warnings and errors
+#export GCC_COLORS='error=01;31:warning=01;35:note=01;36:caret=01;32:locus=01:quote=01'
+
+# some more ls aliases
+alias ll='ls -alF'
+alias la='ls -A'
+alias l='ls -CF'
+
+# Add an "alert" alias for long running commands.  Use like so:
+#   sleep 10; alert
+alias alert='notify-send --urgency=low -i "$([ $? = 0 ] && echo terminal || echo error)" "$(history|tail -n1|sed -e '\''s/^\s*[0-9]\+\s*//;s/[;&|]\s*alert$//'\'')"'
+
+# Alias definitions.
+# You may want to put all your additions into a separate file like
+# ~/.bash_aliases, instead of adding them here directly.
+# See /usr/share/doc/bash-doc/examples in the bash-doc package.
+
+if [ -f ~/.bash_aliases ]; then
+    . ~/.bash_aliases
+fi
+
+# enable programmable completion features (you don't need to enable
+# this, if it's already enabled in /etc/bash.bashrc and /etc/profile
+# sources /etc/bash.bashrc).
+if ! shopt -oq posix; then
+  if [ -f /usr/share/bash-completion/bash_completion ]; then
+    . /usr/share/bash-completion/bash_completion
+  elif [ -f /etc/bash_completion ]; then
+    . /etc/bash_completion
+  fi
+fi
+
+if [[ ! -v XDG_CONFIG_HOME ]]; then
+  export XDG_CONFIG_HOME="$HOME/.config"
+fi
+
+export PATH="$HOME/.local/bin:$PATH"

docker/sparkd/dev/config.fish

@@ -0,0 +1,25 @@
+if ! set -q XDG_CONFIG_HOME
+    set -g XDG_CONFIG_HOME "$HOME/.config"
+end
+set fish_config_home $XDG_CONFIG_HOME/fish
+if test -f "$fish_config_home/aliases.fish"
+    source "$fish_config_home/aliases.fish"
+end
+# enable general colors and case insensitive search in 'less'
+set -x LESS "$LESS -R -Q -I"
+set -x LC_ALL en_US.UTF-8
+# enable syntax highlighting in 'less'
+# set highlight color scheme in 'less' (fg)(bg)
+set -g LESS_TERMCAP_md (tput bold)(tput setaf 36)
+set -g LESS_TERMCAP_me (tput sgr0)
+set -g LESS_TERMCAP_so (tput setaf 232)(tput setab 49)
+
+set -q TERM
+if test $status != 0; or test $TERM = 'xterm'
+    set -g TERM 'xterm-256color'
+end
+
+# Fix impossible-to-see navy blue command text color
+set fish_color_command F8F8F2
+
+set -g PATH "$HOME/.local/bin" "$PATH"

docker/sparkd/dev/devcontainer.json

@@ -0,0 +1,33 @@
+{
+  "image": "bluetradingsystems/sparkd-dev:latest",
+  // Creates local dir to mount to HOME in docker 
+  "initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
+  "hostRequirements": {
+    "memory": "4gb",
+    "storage": "6gb"
+  },
+  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
+  "containerUser": "bts",
+  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
+  "workspaceFolder": "/home/bts/spark",
+  "updateRemoteUserUID": true,
+  "shutdownAction": "none",
+  // Note: If running multiple containers on the same host, each must use a
+  // unique set of ports. Usually we just add 1000 to each port as needed. For
+  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
+  "runArgs": [
+    "--shm-size",
+    "2gb",
+    "-p",
+    "8000:8000",
+    "-p",
+    "8001:8001",
+    "-p",
+    "8002:8002",
+    "-p",
+    "8003:8003"
+  ],
+  "mounts": [
+    "source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind"
+  ]
+}

docker/sparkd/dev/devcontainer_post_create.sh

@@ -0,0 +1,33 @@
+#!/usr/bin/env bash
+
+this_dir="$(realpath "$(dirname "${BASH_SOURCE[0]}")")"
+repo_dir="$(cd "$this_dir" && git rev-parse --show-toplevel)"
+tools_dir="$repo_dir/tools"
+gen_tag="GENERATED BY $(basename "${BASH_SOURCE[0]}")"
+
+function copy_if_not_exist() {
+  src="$1"
+  dest="$2"
+  if [[ ! -e "$src" ]]; then
+    echo "Unable to copy $src to $dest. Source file doesn't exist"
+    exit 1
+  fi
+  if [[ ! -e "$dest" ]]; then
+    cp "$src" "$dest"
+  fi
+}
+
+# Init bashrc
+echo "Initializing bashrc"
+copy_if_not_exist "$this_dir/bashrc" "$HOME/.bashrc"
+
+# Init fish config
+echo "Initializing fish config"
+fish_cfg_dir="$HOME/.config/fish/"
+mkdir -p "$fish_cfg_dir"
+exec "$tools_dir/write_tag_block.sh" \
+  --tag "$gen_tag" \
+  --replace \
+  --in-place \
+  --file "$fish_cfg_dir/config.fish" \
+  --text "$(cat "$this_dir/config.fish")"

docker/sparkd/dev/set_user.sh

@@ -0,0 +1,250 @@
+#!/usr/bin/env bash
+
+function _exit() {
+  if [[ "$#" -gt 1 ]]; then
+    # When there are multiple args, the last arg is the exit code.
+    echo "${@:1:($# - 1)}"
+    exit "${@: -1}"
+  fi
+  echo "$1"
+  exit 0
+}
+
+help_text="\
+Add or update a user's uid
+
+This script is intended to be run in a Docker container as a means to obtain
+file permissions in mounted directories owned by the specified UID.
+
+Usage: set_user.sh [OPTIONS] USER UID
+
+Positionals:
+  USER               The name of the user
+
+Options:
+  --user USER        The name of the user (defaults to 'bts')
+  --uid UID          The new uid to give USER (defaults to '1000')
+  --group GROUP      The primary group to give USER (defaults to USER)
+  --gid GID          The primary gid to give USER (defaults to UID)
+  --pass PASSWORD    The password to give USER (defaults to USER, only applies
+                     if USER hasn't been created yet) 
+  --modify-existing  Update UID/GID even if USER already exists
+  -h,--help          Print this help message and exit
+
+"
+
+function _add_group() {
+  if [[ "$#" -ne 2 ]]; then
+    _exit "'_add_group' requires exactly 2 args (group, gid). Received $#." 1
+  fi
+  local group="$1"
+  local gid="$2"
+  # Check if gid already exists
+  local existing_group=""
+  existing_group="$(getent group "$gid" | cut -d : -f 1)"
+  if [[ -n "$existing_group" ]]; then
+    if [[ "$existing_group" != "$group" ]]; then
+      echo "\
+The gid '$gid' is already in use by group '$existing_group' (will not rename \
+the group)"
+    fi
+    return
+  fi
+
+  # Check if group with same name already exists
+  local existing_gid=""
+  existing_gid="$(getent group "$group" | cut -d : -f 3)"
+  if [[ -n "$existing_gid" ]]; then
+    # The group already exists. Only modify if --modify-existing was specified.
+    if [[ "$modify_existing" -eq 0 ]]; then
+      _exit "\
+The group '$group' already exists with gid '$existing_gid'.
+Specify --modify-existing to change the gid anyways." 1
+    fi
+    echo "Changing gid for group '$group' from '$existing_gid' to '$gid'"
+    groupmod -g "$gid" "$group"
+  else
+    # The group doesn't exist. Add it
+    echo "Adding group '$group:$gid'"
+    groupadd -g "$gid" "$group"
+  fi
+}
+
+function _add_user() {
+  local user="$1"
+  local uid="$2"
+  local group="$3"
+  local gid="$4"
+  local pass="$5"
+  if [[ "$#" -ne 5 ]]; then
+    _exit "'_add_user' requires exactly 5 args (user, uid, group, gid, pass). \
+Received $#." 1
+  fi
+
+  # Check if uid is being used by another user
+  local existing_user=""
+  existing_user="$(getent passwd "$uid" | cut -d : -f 1)"
+  if [[ -n "$existing_user" ]]; then
+    if [[ "$existing_user" != "$user" ]]; then
+      _exit "The uid '$uid' is already in use by user '$existing_user'." 1
+    fi
+
+    echo "The user '$user' already has the specified uid '$uid'."
+    # Modify gid if necessary
+    local existing_gid=""
+    existing_gid="$(id -g "$user" 2> /dev/null)"
+    if [[ "$existing_gid" = "$gid" ]]; then
+      echo "The user '$user' already has the specified gid '$gid'."
+      return
+    fi
+
+    if [[ "$modify_existing" -eq 0 ]]; then
+      _exit "\
+The user '$user' is associated with the primary group '$existing_gid'.
+Specify --modify-existing to change the gid anyways." 1
+    fi
+
+    echo "Changing primary group for '$user' from '$existing_gid' to '$gid'."
+    usermod -g "$gid" "$user"
+    return
+  fi
+
+  # Check if user with same name already exists
+  local existing_uid=""
+  existing_uid="$(id -u "$user" 2> /dev/null)"
+  if [[ -n "$existing_uid" ]]; then
+    if [[ "$existing_uid" = "$uid" ]]; then
+      _exit "The user '$user' already has the specified uid '$uid'" 0
+    fi
+
+    if [[ "$modify_existing" -eq 0 ]]; then
+      _exit "\
+User '$user' already exists with uid '$existing_uid'.
+Specify --modify-existing to change the uid anyways." 1
+    fi
+
+    echo "Changing uid for user '$user' from '$existing_uid' to '$uid'"
+    if ! usermod -u "$uid" -g "$gid" "$user"; then
+      _exit "usermod exited with code $?" 1
+    fi
+    return
+  fi
+
+  # The user doesn't exist. Add it
+  echo "Adding user '$user:$uid' (group='$group:$gid', password='$pass')"
+  useradd -m -u "$uid" -g "$gid" -G sudo --password "$(openssl passwd -1 "$pass")" "$user"
+}
+
+function _update_fish_dir_perms() {
+  local user="$1"
+  local uid="$2"
+  local gid="$3"
+  # When a fish shell session starts, a temp dir named '/tmp/fish.<user>' is
+  # created with the user's current uid/gid. If such a dir exists for the
+  # specified USER, make sure the uid/gid match the new values.
+  fish_dir="/tmp/fish.$user"
+  if [[ -d "$fish_dir" ]]; then
+    perms="$uid:$gid"
+    existing_perms="$(stat -c %u:%g "$fish_dir")"
+    if [[ "$existing_perms" != "$perms" ]]; then
+      echo "Changing uid:gid for dir '$fish_dir' from '$existing_perms' to '$perms'"
+      chown -R "$perms" "$fish_dir"
+    fi
+  fi
+}
+
+user=""
+group=""
+pass=""
+declare -i uid=0
+declare -i gid=0
+declare -i modify_existing=0
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    --user)
+      if [[ -z "$2" ]]; then
+        _exit "USER (--user) must be non-empty" 1
+      elif [[ "$2" = "root" ]]; then
+        _exit "USER (--user) cannot be 'root'" 1
+      fi
+      user="$2"
+      shift 2
+      ;;
+    --group)
+      if [[ -z "$2" ]]; then
+        _exit "GROUP (--group) must be non-empty" 1
+      elif [[ "$2" = "root" ]]; then
+        _exit "GROUP (--group) cannot be 'root'" 1
+      fi
+      group="$2"
+      shift 2
+      ;;
+    --uid)
+      if [[ -z "$2" ]]; then
+        _exit "UID (--uid) must be non-empty" 1
+      fi
+      uid="$2"
+      shift 2
+      ;;
+    --gid)
+      if [[ -z "$2" ]]; then
+        _exit "GID (--gid) must be non-empty" 1
+      fi
+      gid="$2"
+      shift 2
+      ;;
+    --pass)
+      if [[ -z "$2" ]]; then
+        _exit "PASS (--pass) must be non-empty" 1
+      fi
+      pass="$2"
+      shift 2
+      ;;
+    --modify-existing)
+      modify_existing=1
+      shift 1
+      ;;
+    -h)
+      ;&
+    --help)
+      _exit "$help_text" 0
+      ;;
+    *)
+      if [[ -z "$1" ]]; then
+        _exit "Invalid positional argument '$1'" 1
+      elif [[ -z "$user" ]]; then
+        user="$1"
+      elif [[ -z "$uid" ]]; then
+        uid="$1"
+      else
+        _exit "Unexpected argument '$1'" 1
+      fi
+      shift 1
+      ;;
+  esac
+done
+
+if [[ -z "$user" ]]; then
+  user="bts"
+fi
+
+if [[ $uid -eq 0 ]]; then
+  uid=1000
+fi
+
+# In general, a user's primary group/gid matches the user's name/uid.
+# If group/gid args weren't specified, set them to name/uid.
+if [[ -z "$group" ]]; then
+  group="$user"
+fi
+if [[ $gid -eq 0 ]]; then
+  gid=$uid
+fi
+if [[ -z "$pass" ]]; then
+  pass="$user"
+fi
+
+_add_group "$group" "$gid"
+_add_user "$user" "$uid" "$group" "$gid" "$pass"
+_update_fish_dir_perms "$user" "$uid" "$gid"

docker/sparkd/dev/start_docker.sh

@@ -0,0 +1,230 @@
+#!/usr/bin/env bash
+
+function _exit() {
+  if [[ "$#" -gt 1 ]]; then
+    # When there are multiple args, the last arg is the exit code.
+    echo "${@:1:($# - 1)}"
+    exit "${@: -1}"
+  fi
+  echo "$1"
+  exit 0
+}
+
+help_text="\
+Start a docker dev container
+Usage: start_docker.sh [OPTIONS] image container
+
+Positionals:
+  image             The image to instantiate
+  container         The name for the container
+
+Options:
+  -u,--user USER      The user to add in the container (defaults to 'bts')
+  -p,--pass PASS      The password for USER in the container (defaults to USER)
+  -i,--image IMAGE    The image to instantiate (defaults to 'bluetradingsystems/sparkd-dev:latest')
+  -c,--container CONT The name for the container
+  -m,--mount MOUNT    The name for the folder (outside the container) to create/mount to the home
+                      directory in the container. Mount folders are added here: $mount_prefix
+  --mount-existing    Mount the specified dir even if it already exists
+  --port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
+                      specified multiple times.
+  -h,--help           Print this help message and exit
+
+"
+
+mount_prefix="$HOME/.sparkd-dev/mounts"
+declare docker_user=""
+declare docker_pass=""
+declare image_name=""
+declare cont_name=""
+declare mount_name=""
+declare -i mount_existing=0
+declare -a port_mappings=()
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    -u)
+      ;&
+    --user)
+      if [[ -z "$2" ]]; then
+        _exit "User (-u,--user) must be non-empty" 1
+      fi
+      docker_user="$2"
+      shift 2
+      ;;
+    -p)
+      ;&
+    --pass)
+      if [[ -z "$2" ]]; then
+        _exit "Password (-p,--pass) must be non-empty" 1
+      fi
+      docker_pass="$2"
+      shift 2
+      ;;
+    -i)
+      ;&
+    --image)
+      if [[ -n "$image_name" ]]; then
+        _exit "Unexpected argument '$1'" 1
+      elif [[ -z "$2" ]]; then
+        _exit "Image (-i,--image) must be non-empty" 1
+      fi
+      image_name="$2"
+      shift 2
+      ;;
+    -c)
+      ;&
+    --container)
+      if [[ -n "$cont_name" ]]; then
+        _exit "Unexpected argument '$1'" 1
+      elif [[ -z "$2" ]]; then
+        _exit "Container (-c,--container) must be non-empty" 1
+      fi
+      cont_name="$2"
+      shift 2
+      ;;
+    --port)
+      # Parse port(s) arg, and append the result to 'port_mappings'
+      # Note: port(s) may be specified in bracketed notation:
+      #   [a:b,c:d,...,y:z]
+      next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
+      if [[ "${#port_mappings[@]}" -gt 0 ]]; then
+        next_ports=" $next_ports"
+      fi
+      port_mappings+=("$next_ports")
+      shift 2
+      ;;
+    -m)
+      ;&
+    --mount)
+      if [[ -z "$2" ]]; then
+        echo "Mount (-m,--mount) must be non-empty"
+      fi
+      mount_name="$2"
+      shift 2
+      ;;
+    --mount-existing)
+      mount_existing=1
+      shift 1
+      ;;
+    -h)
+      ;&
+    --help)
+      _exit "$help_text" 0
+      ;;
+    *)
+      if [[ -z "$1" ]]; then
+        _exit "Invalid positional argument '$1'" "$help_text" 1
+      elif [[ -z "$image_name" ]]; then
+        image_name="$1"
+      elif [[ -z "$cont_name" ]]; then
+        cont_name="$1"
+      else
+        _exit "Unexpected argument '$1'" "$help_text" 1
+      fi
+      shift 1
+      ;;
+  esac
+done
+
+
+if [[ -z "$image_name" ]]; then
+  image_name="bluetradingsystems/sparkd-dev:latest"
+fi
+
+host_name="$(hostname)"
+if [[ -n "$cont_name" ]]; then
+  host_name="$host_name.$cont_name"
+fi
+
+if [[ -z "$mount_name" ]]; then
+  mount_name="$cont_name"
+fi
+
+if [[ -z "$mount_name" && -z "$cont_name" ]]; then
+  _exit "Please specify mount (-m,--mount) and/or container (-c,--container)" 1
+fi
+
+if [[ -z "$docker_user" ]]; then
+  docker_user="bts"
+fi
+
+if [[ "$docker_user" = "root" ]]; then
+  _exit "USER (--user) cannot be 'root'" 1
+fi
+
+cont_home="/home/$docker_user"
+home_src="$mount_prefix/$mount_name"
+home_tgt="$cont_home"
+this_dir="$(dirname "$(realpath "${BASH_SOURCE[0]}")")"
+repo_src="$(cd "$this_dir" && git rev-parse --show-toplevel)"
+repo_tgt="$cont_home/spark"
+working_dir="$cont_home"
+
+if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
+  # Don't overwrite existing dir (might be mounted in another container)
+  _exit "Mount dir '$home_src' already exists (use --mount-existing to mount \
+an existing directory)" 1
+fi
+
+mkdir -p "$home_src"
+
+if [[ "${#port_mappings[@]}" -eq 0 ]]; then
+  port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
+fi
+
+# Adapt port_mappings into args for `docker run` by prepending "-p " to each
+# item
+declare -a docker_port_args=()
+for port_mapping in "${port_mappings[@]}"; do
+  docker_port_args+=("-p $port_mapping")
+done
+
+echo "Starting container '$cont_name'
+image_name  : $image_name
+cont_name   : $cont_name
+home_src    : $home_src
+home_tgt    : $home_tgt
+repo_src    : $repo_src
+repo_tgt    : $repo_tgt
+working dir : $working_dir
+ports       : ${port_mappings[*]}
+"
+
+# DON'T wrap $docker_port_args in quotes. We want bash to split args by
+# whitespace
+docker run \
+  --net bridge \
+  -h "$host_name" \
+  -e "TZ=America/New_York" \
+  --cap-add=SYS_PTRACE \
+  --security-opt seccomp=unconfined \
+  --name "$cont_name" \
+  -v "$home_src:$home_tgt" \
+  -v "$repo_src:$repo_tgt" \
+  -w "$working_dir" \
+  ${docker_port_args[*]} \
+  --shm-size=4024m \
+  -t \
+  -i \
+  -d \
+  -e DISPLAY="$DISPLAY" \
+  "$image_name"
+
+# Add user w/ same uid and gid as the current user outside of docker, so the
+# user inside the docker has file permissions in the mounted dir.
+docker_group="$docker_user"
+docker_uid="$(id -u "$USER")"
+docker_gid="$(id -g "$USER")"
+if [[ -z "$docker_pass" ]]; then
+  docker_pass="$docker_user"
+fi
+docker exec -u root -it "$cont_name" "$repo_tgt/docker/sparkd/dev/set_user.sh" \
+--user "$docker_user" \
+--uid "$docker_uid" \
+--group "$docker_group" \
+--gid "$docker_gid" \
+--pass "$docker_pass"
+
+# Run same script VS Code runs to initialize the container
+docker exec -u "$docker_user" -it "$cont_name" "$repo_tgt/docker/sparkd/dev/devcontainer_post_create.sh"

docker/sparkd/docker_shell.sh

@@ -0,0 +1,64 @@
+#!/usr/bin/env bash
+
+function print_help_and_exit() {
+  cat <<EOF
+Open a shell inside the docker container
+Usage: docker_shell.sh [OPTIONS] [CONTAINER]
+
+Options:
+  -u,--user         The user to login with in the container (defaults to the current user)
+  -c,--container    The container name (may also be specified as positional arg)
+  -h,--help         Print this help message and exit
+
+EOF
+  exit "$1"
+}
+
+
+declare docker_user=""
+declare cont_name=""
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    -u)
+      ;&
+    --user)
+      if [[ -z "$2" ]]; then
+        echo "User (-u,--user) must be non-empty"
+        print_help_and_exit 1
+      fi
+      docker_user="$2"
+      shift 2
+      ;;
+    -h)
+      ;&
+    --help)
+      print_help_and_exit 0
+      ;;
+    -c)
+      ;&
+    --container)
+      shift 1
+      ;&
+    *)
+      if [[ ! -z "$cont_name" ]]; then
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      fi
+      cont_name="$1"
+      shift 1
+      ;;
+  esac
+done
+
+
+if [[ -z "$cont_name" ]]; then
+  echo "Please specify the container ([-c,--container])"
+  print_help_and_exit 1
+fi
+
+if [[ -z "$docker_user" ]]; then
+  docker_user="$USER"
+fi
+
+docker exec -u "$docker_user" -it "$cont_name" bash

docker/sparkd/start_docker.sh

@@ -0,0 +1,233 @@
+#!/usr/bin/env bash
+
+mount_prefix="$HOME/.spark-dev/mounts"
+
+function print_help_and_exit() {
+  cat <<EOF
+Start a docker dev container
+Usage: start_docker.sh [OPTIONS] image container
+
+Positionals:
+  image             The image to instantiate
+  container         The name for the container
+
+Options:
+  -u,--user USER      The user to add in the container (defaults to the current user)
+  -p,--pass PASS      The password for USER in the container (defaults to USER)
+  -i,--image IMAGE    The image to instantiate
+  -c,--container CONT The name for the container
+  -m,--mount MOUNT    The name for the folder (outside the container) to create/mount to the home
+                      directory in the container. Mount folders are added here: $mount_prefix
+  --mount-existing    Mount the specified dir even if it already exists
+  --port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
+                      specified multiple times.
+  -h,--help           Print this help message and exit
+
+EOF
+  exit "$1"
+}
+
+
+declare docker_user=""
+declare docker_pass=""
+declare image_name=""
+declare cont_name=""
+declare mount_name=""
+declare -i mount_existing=0
+declare -a port_mappings=()
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    -u)
+      ;&
+    --user)
+      if [[ -z "$2" ]]; then
+        echo "User (-u,--user) must be non-empty"
+        print_help_and_exit 1
+      fi
+      docker_user="$2"
+      shift 2
+      ;;
+    -p)
+      ;&
+    --pass)
+      if [[ -z "$2" ]]; then
+        echo "Password (-p,--pass) must be non-empty"
+        print_help_and_exit 1
+      fi
+      docker_pass="$2"
+      shift 2
+      ;;
+    -i)
+      ;&
+    --image)
+      if [[ -n "$image_name" ]]; then
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      elif [[ -z "$2" ]]; then
+        echo "Image (-i,--image) must be non-empty"
+        print_help_and_exit 1
+      fi
+      image_name="$2"
+      shift 2
+      ;;
+    -c)
+      ;&
+    --container)
+      if [[ -n "$cont_name" ]]; then
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      elif [[ -z "$2" ]]; then
+        echo "Container (-c,--container) must be non-empty"
+        print_help_and_exit 1
+      fi
+      cont_name="$2"
+      shift 2
+      ;;
+    --port)
+      # Parse port(s) arg, and append the result to 'port_mappings'
+      # Note: port(s) may be specified in bracketed notation:
+      #   [a:b,c:d,...,y:z]
+      next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
+      if [[ "${#port_mappings[@]}" -gt 0 ]]; then
+        next_ports=" $next_ports"
+      fi
+      port_mappings+=("$next_ports")
+      shift 2
+      ;;
+    -m)
+      ;&
+    --mount)
+      if [[ -z "$2" ]]; then
+        echo "Mount (-m,--mount) must be non-empty"
+      fi
+      mount_name="$2"
+      shift 2
+      ;;
+    --mount-existing)
+      mount_existing=1
+      shift 1
+      ;;
+    -h)
+      ;&
+    --help)
+      print_help_and_exit 0
+      ;;
+    *)
+      if [[ -z "$1" ]]; then
+        echo "Invalid positional argument '$1'"
+        print_help_and_exit 1
+      elif [[ -z "$image_name" ]]; then
+        image_name="$1"
+      elif [[ -z "$cont_name" ]]; then
+        cont_name="$1"
+      else
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      fi
+      shift 1
+      ;;
+  esac
+done
+
+
+if [[ -z "$image_name" ]]; then
+  image_name="bluetradingsystems/spark-crypto-dev"
+fi
+
+host_name="$(hostname)"
+if [[ -n "$cont_name" ]]; then
+  host_name="$host_name.$cont_name"
+fi
+
+if [[ -z "$mount_name" ]]; then
+  mount_name="$cont_name"
+fi
+
+if [[ -z "$mount_name" && -z "$cont_name" ]]; then
+  echo "Please specify mount (-m,--mount) and/or container (-c,--container)"
+  print_help_and_exit 1
+fi
+
+if [[ -z "$docker_user" ]]; then
+  docker_user="$USER"
+fi
+
+home_src=$mount_prefix/$mount_name
+home_tgt=$HOME
+repo_src=$(git rev-parse --show-superproject-working-tree)
+repo_tgt=$HOME/$(basename "$repo_src")
+working_dir=$HOME
+
+if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
+  # Don't overwrite existing dir (might be mounted in another container)
+  echo "Mount dir '$home_src' already exists (use --mount-existing to mount an existing directory)"
+  print_help_and_exit 1
+fi
+
+mkdir -p "$home_src"
+
+if [[ "${#port_mappings[@]}" -eq 0 ]]; then
+  port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
+fi
+
+# Adapt port_mappings into args for `docker run` by prepending "-p " to each
+# item
+declare -a docker_port_args=()
+for port_mapping in "${port_mappings[@]}"; do
+  docker_port_args+=("-p $port_mapping")
+done
+
+echo "Starting container '$cont_name'
+image_name  : $image_name
+cont_name   : $cont_name
+home_src    : $home_src
+home_tgt    : $home_tgt
+repo_src    : $repo_src
+repo_tgt    : $repo_tgt
+working dir : $working_dir
+ports       : ${port_mappings[*]}
+"
+
+# DON'T wrap $docker_port_args in quotes. We want bash to split args by
+# whitespace
+docker run \
+  --net bridge \
+  -h "$host_name" \
+  -e "TZ=America/New_York" \
+  --cap-add=SYS_PTRACE \
+  --security-opt seccomp=unconfined \
+  --name "$cont_name" \
+  -v "$home_src:$home_tgt" \
+  -v "$repo_src:$repo_tgt" \
+  -w "$working_dir" \
+  ${docker_port_args[*]} \
+  --shm-size=4024m \
+  -t \
+  -i \
+  -d \
+  -e DISPLAY="$DISPLAY" \
+  "$image_name" \
+  bash
+
+# Add user w/ same uid and gid as the current user outside of docker, so the
+# user inside the docker has file permissions in the mounted dir.
+docker_group="$docker_user"
+docker_user_uid="$(id -u "$USER")"
+docker_user_gid="$(id -g "$USER")"
+
+echo "Adding user in container '$cont_name'
+name : $docker_user
+uid  : $docker_user_uid
+gid  : $docker_user_gid"
+
+if [[ -z "$docker_pass" ]]; then
+  docker_pass="$docker_user"
+  echo "Giving user '$docker_user' a secure password: $docker_pass"
+fi
+
+docker exec -u root -it "$cont_name" groupadd -g "$docker_user_gid" "$docker_group"
+docker exec -u root -it "$cont_name" useradd -u "$docker_user_uid" -g "$docker_user_gid" "$docker_user"
+docker exec -u root -it "$cont_name" usermod --password "$(openssl passwd -1 "$docker_pass")" "$docker_user"
+docker exec -u root -it "$cont_name" usermod -aG sudo "$docker_user"
+docker exec -u root -it "$cont_name" "$repo_tgt/externals/src/emumba/install_emumba-deribit-connector.sh"

requirements.txt

@@ -1,18 +1,42 @@
 astroid==2.7.3
 autopep8==1.5.7
-cffi==1.14.6
+blinker==1.9.0
+boto3==1.37.9
+botocore==1.37.9
+certifi==2023.5.7
+charset-normalizer==3.1.0
+click==8.1.8
 colorama==0.4.4
+Flask==3.1.0
+idna==3.4
 isort==5.9.3
+itsdangerous==2.2.0
+Jinja2==3.1.6
+jmespath==1.0.1
 lazy-object-proxy==1.6.0
+MarkupSafe==3.0.2
 mccabe==0.6.1
+numpy==2.2.6
 platformdirs==2.3.0
-protobuf==3.19.1
+protobuf==6.33.4
 pybars3==0.9.7
+pybind11==3.0.1
+pybind11-stubgen==2.5.5
+pybit==5.11.0
 pycodestyle==2.7.0
 pycparser==2.20
+pycryptodome==3.23.0
 pylint==2.10.2
 PyMeta3==0.5.1
+python-dateutil==2.9.0.post0
+python-dotenv==1.0.1
+requests==2.31.0
+s3transfer==0.11.4
+six==1.17.0
 termcolor==1.1.0
 toml==0.10.2
+urllib3==2.0.3
+websocket-client==1.8.0
+Werkzeug==3.1.3
 wrapt==1.12.1
 yapf==0.31.0

server_sln/spark_server.sln

@@ -1,41 +0,0 @@
-
-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

spark_client.sln

@@ -1,111 +1,306 @@
+
 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}"
+VisualStudioVersion = 17.0.31903.59
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\sparkcmd\sparkcmd.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{684863A1-3396-4D31-A731-C0725CF07F4E}"
 EndProject
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+		{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{ECBAA198-EC93-4174-8156-BDA5F5E95042} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{B6070F41-8759-448B-B56D-A7D15D489569} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
+		{42C014A0-00C5-0620-8552-38912E891A7F} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3} = {42C014A0-00C5-0620-8552-38912E891A7F}
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
 	EndGlobalSection
 EndGlobal

src/DataStreamSuite/ArithmeticExpressions/AdditiveInverse.cs

@@ -0,0 +1,37 @@
+namespace Bts.ArithmeticExpressions;
+
+using System.Numerics;
+
+class AdditiveInverse : IArithmeticExpression<double> {
+   readonly IArithmeticExpression expression;
+
+   public AdditiveInverse(IArithmeticExpression expression) =>
+      this.expression = expression;
+
+   public static AdditiveInverse<T> Create<T>(IArithmeticExpression<T> expression)
+      where T : INumber<T> =>
+      new(expression);
+
+   public double Evaluate(IDictionary<string, object?> env) =>
+      -evaluateArg(expression, nameof(expression), env);
+
+   static double evaluateArg(
+      IArithmeticExpression expr, string name, IDictionary<string, object?> env) {
+      var obj = expr.Evaluate(env);
+      return ConvertUtils.try_convert(expr.Evaluate(env), out double dbl) ? dbl :
+         throw new Exception(
+            $"Invalid AdditiveInverse. {name} is of type {obj?.GetType()} " +
+            $"(expected {typeof(double)})");
+   }
+}
+
+class AdditiveInverse<T> : IArithmeticExpression<T>
+   where T : INumber<T> {
+   readonly IArithmeticExpression<T> expression;
+
+   public AdditiveInverse(IArithmeticExpression<T> expression) =>
+      this.expression = expression;
+
+   public T Evaluate(IDictionary<string, object?> env) =>
+      -expression.Evaluate(env);
+}

src/DataStreamSuite/ArithmeticExpressions/ArithmeticExpressionExtensions.cs

@@ -0,0 +1,45 @@
+namespace Bts.ArithmeticExpressions;
+
+using System.Numerics;
+
+public static class ArithmeticExpressionExtensions {
+   public static IArithmeticExpression<TResult> Add<TLeft, TRight, TResult>(
+      this IArithmeticExpression<TLeft> left, IArithmeticExpression<TRight> right)
+      where TLeft :
+         INumber<TLeft>,
+         IAdditionOperators<TLeft, TRight, TResult>
+      where TRight : INumber<TRight>
+      where TResult : INumber<TResult> =>
+      new Sum<TLeft, TRight, TResult>(left, right);
+
+   public static IArithmeticExpression<TResult> Subtract<TLeft, TRight, TResult>(
+      this IArithmeticExpression<TLeft> left, IArithmeticExpression<TRight> right)
+      where TLeft :
+         INumber<TLeft>,
+         ISubtractionOperators<TLeft, TRight, TResult>
+      where TRight : INumber<TRight>
+      where TResult : INumber<TResult> =>
+      new Difference<TLeft, TRight, TResult>(left, right);
+
+   public static IArithmeticExpression<TResult> Multiply<TLeft, TRight, TResult>(
+      this IArithmeticExpression<TLeft> left, IArithmeticExpression<TRight> right)
+      where TLeft :
+         INumber<TLeft>,
+         IMultiplyOperators<TLeft, TRight, TResult>
+      where TRight : INumber<TRight>
+      where TResult : INumber<TResult> =>
+      new Product<TLeft, TRight, TResult>(left, right);
+
+   public static IArithmeticExpression<TResult> Divide<TLeft, TRight, TResult>(
+      this IArithmeticExpression<TLeft> left, IArithmeticExpression<TRight> right)
+      where TLeft :
+         INumber<TLeft>,
+         IDivisionOperators<TLeft, TRight, TResult>
+      where TRight : INumber<TRight>
+      where TResult : INumber<TResult> =>
+      new Quotient<TLeft, TRight, TResult>(left, right);
+
+   public static IArithmeticExpression<T> Negate<T>(this IArithmeticExpression<T> expression)
+      where T : INumber<T> =>
+      new AdditiveInverse<T>(expression);
+}

src/DataStreamSuite/ArithmeticExpressions/ArithmeticExpressionGrammar.y

@@ -0,0 +1,98 @@
+%namespace Bts.ArithmeticExpressions
+%partial
+%visibility internal
+%tokentype Token
+%parsertype ArithmeticExpressionParserImpl
+
+%union {
+   public int Integer;
+   public double Real;
+   public string Identifier;
+   public ImmutableList<IArithmeticExpression> Arguments;
+   public ImmutableList<Assignment> Assignments;
+   public IArithmeticExpression Argument;
+   public Assignment Assignment;
+   public ArithmeticProgram Program;
+}
+
+/* Constants  */
+%token INTEGER_CONSTANT REAL_CONSTANT
+/* Arithmetic Operators */
+%token ADD, SUBTRACT, MULTIPLY, DIVIDE, EQUALS
+/* Syntax */
+%token PARENTHESIS_OPEN, PARENTHESIS_CLOSE, COMMA, IDENTIFIER
+
+%left ADD SUBTRACT
+%left MULTIPLY DIVIDE
+%nonassoc EQUALS
+
+%type <Argument> Argument
+%type <Arguments> Arguments
+%type <Assignment> Assignment
+%type <Assignments> Assignments
+%type <Program> Program
+
+%%
+
+Program :
+   Assignments {
+      $$ = new($1);
+   }
+   ;
+
+Assignments :
+   Assignment {
+      $$ = ImmutableList<Assignment>.Empty.Add($1);
+   }
+   | Assignments Assignment {
+      $$ = $1.Add($2);
+   }
+   ;
+
+Assignment :
+   IDENTIFIER EQUALS Argument {
+      $$ = new($1.Identifier, $3);
+   }
+   ;
+
+Argument :
+   IDENTIFIER PARENTHESIS_OPEN Arguments PARENTHESIS_CLOSE {
+      $$ = new Function($1.Identifier, $3);
+   }
+   | INTEGER_CONSTANT {
+      $$ = new IntegerConstant($1.Integer);
+   }
+   | REAL_CONSTANT {
+      $$ = new RealConstant($1.Real);
+   }
+   | IDENTIFIER {
+      $$ = new Variable($1.Identifier);
+   }
+   | SUBTRACT Argument {
+      $$ = $2.Negate();
+   }
+   | PARENTHESIS_OPEN Argument PARENTHESIS_CLOSE {
+      $$ = $2;
+   }
+   | Argument MULTIPLY Argument {
+      $$ = $1.Multiply($3);
+   }
+   | Argument DIVIDE Argument {
+      $$ = $1.Divide($3);
+   }
+   | Argument ADD Argument {
+      $$ = $1.Add($3);
+   }
+   | Argument SUBTRACT Argument {
+      $$ = $1.Subtract($3);
+   }
+   ;
+
+Arguments :
+   Argument {
+      $$ = ImmutableList<IArithmeticExpression>.Empty.Add($1);
+   }
+   | Arguments COMMA Argument {
+      $$ = $1.Add($3);
+   }
+   ;

src/DataStreamSuite/ArithmeticExpressions/ArithmeticExpressionParserImpl.cs

@@ -0,0 +1,19 @@
+namespace Bts.ArithmeticExpressions;
+
+using System.Text;
+
+partial class ArithmeticExpressionParserImpl {
+   public ArithmeticExpressionParserImpl() : base(null) { }
+
+   public ValueType Parse(Stream stream) {
+      Scanner = new ArithmeticExpressionScanner(stream);
+      Parse();
+      return CurrentSemanticValue;
+   }
+
+   public ValueType Parse(string str) {
+      var inputBuffer = Encoding.Default.GetBytes(str);
+      using var stream = new MemoryStream(inputBuffer);
+      return Parse(stream);
+   }
+}

src/DataStreamSuite/ArithmeticExpressions/ArithmeticExpressionScanner.cs

@@ -0,0 +1,11 @@
+namespace Bts.ArithmeticExpressions;
+
+using System;
+
+partial class ArithmeticExpressionScanner {
+   public override void yyerror(string format, params object[] args) {
+      base.yyerror(format, args);
+      Console.WriteLine(format, args);
+      Console.WriteLine();
+   }
+}

src/DataStreamSuite/ArithmeticExpressions/ArithmeticExpressionTokens.lex

@@ -0,0 +1,70 @@
+%namespace Bts.ArithmeticExpressions
+%scannertype ArithmeticExpressionScanner
+%visibility internal
+%tokentype Token
+
+%option stack, minimize, parser, verbose, persistbuffer, noembedbuffers 
+
+Letter             [a-zA-Z]
+Identifier         {Letter}({Letter}*[0-9]*_*)*
+IntegerConstant    -?[0-9]+
+RealConstant       -?[0-9]+\.[0-9]+
+ParenthesisOpen    \(
+ParenthesisClose   \)
+Add                \+
+Subtract           \-
+Multiply           \*
+Divide             /
+Equals             =
+Comma              ,
+
+%%
+
+{IntegerConstant} {
+   yylval.Integer = int.Parse(yytext);
+   return (int)Token.INTEGER_CONSTANT;
+}
+
+{RealConstant} {
+   yylval.Real = double.Parse(yytext);
+   return (int)Token.REAL_CONSTANT;
+}
+
+{Identifier} {
+   yylval.Identifier = yytext;
+   return (int)Token.IDENTIFIER;
+}
+
+{ParenthesisOpen} {
+   return (int)Token.PARENTHESIS_OPEN;
+}
+
+{ParenthesisClose} {
+   return (int)Token.PARENTHESIS_CLOSE;
+}
+
+{Add} {
+   return (int)Token.ADD;
+}
+
+{Subtract} {
+   return (int)Token.SUBTRACT;
+}
+
+{Multiply} {
+   return (int)Token.MULTIPLY;
+}
+
+{Divide} {
+   return (int)Token.DIVIDE;
+}
+
+{Equals} {
+   return (int)Token.EQUALS;
+}
+
+{Comma} {
+   return (int)Token.COMMA;
+}
+
+%%

src/DataStreamSuite/ArithmeticExpressions/ArithmeticExpressions.csproj

@@ -0,0 +1,34 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="Google.Protobuf" Version="3.24.3" />
+    <PackageReference Include="YaccLexTools" Version="1.2.2" />
+  </ItemGroup>
+
+  <Choose>
+    <When Condition="'$(UseProjectRefs)' == 'true'">
+      <ItemGroup>
+        <ProjectReference Include="..\ExpressionCore\ExpressionCore.csproj" />
+        <ProjectReference Include="..\..\cs\Bts.Spark.Core\Bts.Spark.Core.csproj" />
+      </ItemGroup>
+    </When>
+    <Otherwise>
+      <ItemGroup>
+        <PackageReference Include="ExpressionCore" Version="$(SparkVersion)" />
+        <PackageReference Include="Bts.Spark.Core" Version="$(SparkVersion)" />
+      </ItemGroup>
+    </Otherwise>
+  </Choose>
+
+  <ItemGroup Label="ArithmeticExpression">
+    <Scanner Include="ArithmeticExpressionTokens.lex" />
+    <Parser Include="ArithmeticExpressionGrammar.y" />
+  </ItemGroup>
+
+</Project>

src/DataStreamSuite/ArithmeticExpressions/ArithmeticProgram.cs

@@ -0,0 +1,21 @@
+namespace Bts.ArithmeticExpressions;
+
+using System.Collections.Immutable;
+
+class ArithmeticProgram : IArithmeticProgram {
+   readonly ImmutableList<Assignment>? assignments;
+
+   public ArithmeticProgram(Assignment assignment) =>
+      assignments = ImmutableList<Assignment>.Empty.Add(assignment);
+
+   public ArithmeticProgram(ImmutableList<Assignment> assignments) =>
+      this.assignments = assignments;
+
+   IEnumerable<string> IArithmeticProgram.OutputIdentifiers =>
+      assignments.empty_if_null()
+         .Select(a => a.Identifier ?? throw new Exception("Identifier string is null"))
+         .Distinct();
+
+   IDictionary<string, object?> IArithmeticProgram.Evaluate(IDictionary<string, object?> env) =>
+      assignments.empty_if_null().Aggregate(env, (e, a) => a.Evaluate(e));
+}

src/DataStreamSuite/ArithmeticExpressions/ArithmeticProgramParser.cs

@@ -0,0 +1,16 @@
+namespace Bts.ArithmeticExpressions;
+
+using Bts.ExpressionCore;
+
+public static class ArithmeticProgramParser {
+   public static IArithmeticProgram Parse(Stream expression) =>
+      new Parser().Parse(expression);
+
+   public static IArithmeticProgram Parse(string expression) =>
+      new Parser().Parse(expression);
+
+   class Parser : IParser<ArithmeticProgram> {
+      public ArithmeticProgram Parse(Stream expression) =>
+         new ArithmeticExpressionParserImpl().Parse(expression).Program;
+   }
+}

src/DataStreamSuite/ArithmeticExpressions/Assignment.cs

@@ -0,0 +1,24 @@
+namespace Bts.ArithmeticExpressions;
+
+public class Assignment {
+   public Assignment(string? identifier, IArithmeticExpression? value) {
+      Identifier = identifier ?? throw new ArgumentNullException(nameof(identifier));
+      Value = value ?? throw new ArgumentNullException(nameof(identifier));
+   }
+
+   public string? Identifier { get; }
+   public IArithmeticExpression? Value { get; }
+
+   public IDictionary<string, object?> Evaluate(IDictionary<string, object?> env) {
+      if (Identifier is null) {
+         throw new InvalidOperationException("Identifier is null");
+      }
+      if (Value is null) {
+         throw new InvalidOperationException($"Value is null (Identifier '{Identifier}')");
+      }
+      env[Identifier] = Value.Evaluate(env) ?? throw new Exception(
+         $"{nameof(Assignment)}.{nameof(Value)} (of type '{Value.GetType()}') " +
+         $"evaluated to null (Identifier '{Identifier}')");
+      return env;
+   }
+}

src/DataStreamSuite/ArithmeticExpressions/Difference.cs

@@ -0,0 +1,45 @@
+namespace Bts.ArithmeticExpressions;
+
+using System.Numerics;
+
+public class Difference : IArithmeticExpression<double> {
+   readonly IArithmeticExpression lhs;
+   readonly IArithmeticExpression rhs;
+
+   public Difference(IArithmeticExpression lhs, IArithmeticExpression rhs) {
+      this.lhs = lhs;
+      this.rhs = rhs;
+   }
+
+   public static Difference<T, T, T> Create<T>(
+      IArithmeticExpression<T> left, IArithmeticExpression<T> right)
+      where T : INumber<T>, ISubtractionOperators<T, T, T> =>
+      new(left, right);
+
+   public double Evaluate(IDictionary<string, object?> env) =>
+      evaluateArg(lhs, nameof(lhs), env) - evaluateArg(rhs, nameof(rhs), env);
+
+   static double evaluateArg(
+      IArithmeticExpression expr, string name, IDictionary<string, object?> env) {
+      var obj = expr.Evaluate(env);
+      return ConvertUtils.try_convert(expr.Evaluate(env), out double dbl) ? dbl :
+         throw new Exception(
+            $"Invalid Difference. {name} is of type {obj?.GetType()} (expected {typeof(double)})");
+   }
+}
+
+public class Difference<TLeft, TRight, TResult> : IArithmeticExpression<TResult>
+   where TLeft : INumber<TLeft>, ISubtractionOperators<TLeft, TRight, TResult>
+   where TRight : INumber<TRight>
+   where TResult : INumber<TResult> {
+   readonly IArithmeticExpression<TLeft> left;
+   readonly IArithmeticExpression<TRight> right;
+
+   public Difference(IArithmeticExpression<TLeft> left, IArithmeticExpression<TRight> right) {
+      this.left = left;
+      this.right = right;
+   }
+
+   public TResult Evaluate(IDictionary<string, object?> env) =>
+      left.Evaluate(env) - right.Evaluate(env);
+}

src/DataStreamSuite/ArithmeticExpressions/EvaluationEnvironment.cs

@@ -0,0 +1,208 @@
+namespace Bts.ArithmeticExpressions;
+
+using System.Collections;
+using System.Diagnostics.CodeAnalysis;
+
+class EvaluationEnvironment : IDictionary<string, object?>, IReadOnlyDictionary<string, object?> {
+   IDictionary<string, object?> outerEnv;
+   IDictionary<string, object?> innerEnv = new Dictionary<string, object?>();
+   int? count;
+
+   public EvaluationEnvironment(IDictionary<string, object?> initial) =>
+      outerEnv = initial;
+
+   public object? this[string key] {
+      get {
+         if (innerEnv.TryGetValue(key, out var rv)) {
+            return rv;
+         }
+         if (outerEnv.TryGetValue(key, out rv)) {
+            return rv;
+         }
+         throw new Exception($"Undefined identifier '{key}'");
+      }
+      set {
+         if (count.HasValue && !ContainsKey(key)) {
+            count = count.Value + 1;
+            innerEnv.Add(key, value);
+            return;
+         }
+         innerEnv[key] = value;
+      }
+   }
+
+   public IDictionary<string, object?> Result =>
+      innerEnv;
+
+   public ICollection<string> Keys =>
+      new KeyCollection(outerEnv, innerEnv);
+
+   public ICollection<object?> Values =>
+      new ValueCollection(outerEnv, innerEnv);
+
+   public int Count =>
+      count ??= countKeys(outerEnv, innerEnv);
+
+   public bool IsReadOnly => throw new NotImplementedException();
+
+   public bool ContainsKey(string key) =>
+      innerEnv.ContainsKey(key) || outerEnv.ContainsKey(key);
+
+   public bool TryGetValue(string key, [MaybeNullWhen(false)] out object? value) =>
+      innerEnv.TryGetValue(key, out value) || outerEnv.TryGetValue(key, out value);
+
+   public IEnumerator<KeyValuePair<string, object?>> GetEnumerator() {
+      foreach (var kv in innerEnv) {
+         yield return kv;
+      }
+      foreach (var kv in outerEnv.Except()) {
+         if (!innerEnv.ContainsKey(kv.Key)) {
+            yield return kv;
+         }
+      }
+   }
+
+   public void Add(string key, object? value) {
+      if (ContainsKey(key)) {
+         throw new ArgumentException(
+            $"An element with the same key ({key}) already exists", nameof(key));
+      }
+      innerEnv.Add(key, value);
+   }
+
+   public void Add(KeyValuePair<string, object?> item) =>
+      Add(item.Key, item.Value);
+
+   public void Clear() =>
+      throw new NotSupportedException();
+
+   public bool Contains(KeyValuePair<string, object?> item) =>
+      TryGetValue(item.Key, out var v) && Equals(v, item.Value);
+
+   public void CopyTo(KeyValuePair<string, object?>[] array, int arrayIndex) {
+      foreach (var kv in innerEnv) {
+         array[arrayIndex++] = kv;
+      }
+      foreach (var kv in outerEnv) {
+         if (!innerEnv.ContainsKey(kv.Key)) {
+            array[arrayIndex++] = kv;
+         }
+      }
+   }
+
+   public bool Remove(string key) =>
+      throw new NotSupportedException();
+
+   public bool Remove(KeyValuePair<string, object?> item) =>
+      throw new NotSupportedException();
+
+   static int countKeys(IDictionary<string, object?> d1, IDictionary<string, object?> d2) =>
+      d1.Count > d2.Count ?
+         d1.Count + d2.Keys.WhereNot(d1.ContainsKey).Count() :
+         d2.Count + d1.Keys.WhereNot(d2.ContainsKey).Count();
+
+   IEnumerable<string> IReadOnlyDictionary<string, object?>.Keys => Keys;
+   IEnumerable<object?> IReadOnlyDictionary<string, object?>.Values => Values;
+   IEnumerator IEnumerable.GetEnumerator() => GetEnumerator();
+
+   class KeyCollection : ICollection<string> {
+      readonly IDictionary<string, object?> outerEnv;
+      readonly IDictionary<string, object?> innerEnv;
+
+      public KeyCollection(
+         IDictionary<string, object?> outerEnv, IDictionary<string, object?> innerEnv) {
+         this.outerEnv = outerEnv;
+         this.innerEnv = innerEnv;
+      }
+
+      public int Count =>
+         countKeys(outerEnv, innerEnv);
+
+      public bool IsReadOnly => true;
+
+      public void Add(string item) =>
+         throw new NotSupportedException();
+
+      public void Clear() =>
+         throw new NotSupportedException();
+
+      public bool Contains(string item) =>
+         innerEnv.ContainsKey(item) || outerEnv.ContainsKey(item);
+
+      public void CopyTo(string[] array, int arrayIndex) {
+         foreach (var k in this) {
+            array[arrayIndex++] = k;
+         }
+      }
+
+      public IEnumerator<string> GetEnumerator() {
+         foreach (var k in innerEnv.Keys) {
+            yield return k;
+         }
+         foreach (var k in outerEnv.Keys) {
+            if (!innerEnv.ContainsKey(k)) {
+               yield return k;
+            }
+         }
+      }
+
+      public bool Remove(string item) =>
+         throw new NotSupportedException();
+
+      IEnumerator IEnumerable.GetEnumerator() =>
+         GetEnumerator();
+   }
+
+   class ValueCollection : ICollection<object?> {
+      readonly IDictionary<string, object?> outerEnv;
+      readonly IDictionary<string, object?> innerEnv;
+
+      public ValueCollection(
+         IDictionary<string, object?> outerEnv, IDictionary<string, object?> innerEnv) {
+         this.outerEnv = outerEnv;
+         this.innerEnv = innerEnv;
+      }
+
+      public int Count =>
+         // Not a typo (obv, numValues == numKeys)
+         countKeys(outerEnv, innerEnv);
+
+      public bool IsReadOnly => true;
+
+      public void Add(object? item) =>
+         throw new NotSupportedException();
+
+      public void Clear() =>
+         throw new NotSupportedException();
+
+      public bool Contains(object? item) =>
+         innerEnv.Values.Contains(item) ||
+         outerEnv
+            .Where(kv => !innerEnv.ContainsKey(kv.Key))
+            .Select(kv => kv.Value)
+            .Contains(item);
+
+      public void CopyTo(object?[] array, int arrayIndex) {
+         foreach (var k in this) {
+            array[arrayIndex++] = k;
+         }
+      }
+
+      public IEnumerator<object?> GetEnumerator() {
+         foreach (var k in innerEnv.Values) {
+            yield return k;
+         }
+         foreach (var kv in outerEnv) {
+            if (!innerEnv.ContainsKey(kv.Key)) {
+               yield return kv.Value;
+            }
+         }
+      }
+
+      public bool Remove(object? item) =>
+         throw new NotSupportedException();
+
+      IEnumerator IEnumerable.GetEnumerator() =>
+         GetEnumerator();
+   }
+}

src/DataStreamSuite/ArithmeticExpressions/Function.cs

@@ -0,0 +1,34 @@
+namespace Bts.ArithmeticExpressions;
+
+using Spark.Core;
+
+using System.Collections.Immutable;
+using System.Data;
+
+public class Function : IArithmeticExpression {
+   public Function(string? identifier, ImmutableList<IArithmeticExpression>? arguments) {
+      Identifier = identifier;
+      Arguments = arguments;
+   }
+
+   public string? Identifier { get; }
+   public ImmutableList<IArithmeticExpression>? Arguments { get; }
+
+   public object? Evaluate(IDictionary<string, object?> env) {
+      if (Identifier is null) {
+         throw new InvalidOperationException("Identifier is null");
+      }
+      if (Arguments is null) {
+         throw new InvalidOperationException("Arguments is null");
+      }
+      if (Identifier == "ifNull") {
+         throw new NotImplementedException("'ifNull' function not yet implemented");
+      }
+      var argVals = Arguments.Select(e => e.Evaluate(env)).ToArray();
+      var argTypes = Array.ConvertAll(argVals, v => v?.GetType() ?? typeof(object));
+      var method = typeof(Math).GetMethod(Identifier, argTypes) ??
+         throw new EvaluateException(
+            $"Failed to find method '{Identifier}({", ".join(argTypes)})' in {typeof(Math)}");
+      return method.Invoke(null, argVals);
+   }
+}

src/DataStreamSuite/ArithmeticExpressions/GplexBuffers.cs

@@ -0,0 +1,720 @@
+// ==============================================================
+// <auto-generated>
+// This code automatically produced from an embedded resource.
+// Do not edit this file, or it will become incompatible with 
+// the specification from which it was generated.
+// </auto-generated>
+// ==============================================================
+
+using System;
+using System.IO;
+using System.Text;
+using System.Collections.Generic;
+using System.Diagnostics.CodeAnalysis;
+using System.Runtime.Serialization;
+using System.Globalization;
+
+namespace QUT.GplexBuffers
+{
+// Code copied from GPLEX embedded resource
+    [Serializable]
+    internal class BufferException : Exception
+    {
+        public BufferException() { }
+        public BufferException(string message) : base(message) { }
+        public BufferException(string message, Exception innerException)
+            : base(message, innerException) { }
+        protected BufferException(SerializationInfo info, StreamingContext context)
+            : base(info, context) { }
+    }
+
+    internal abstract class ScanBuff
+    {
+        private string fileNm;
+
+        public const int EndOfFile = -1;
+        public const int UnicodeReplacementChar = 0xFFFD;
+
+        public bool IsFile { get { return (fileNm != null); } }
+        public string FileName { get { return fileNm; } set { fileNm = value; } }
+
+        public abstract int Pos { get; set; }
+        public abstract int Read();
+        public virtual void Mark() { }
+
+        public abstract string GetString(int begin, int limit);
+
+        public static ScanBuff GetBuffer(string source)
+        {
+            return new StringBuffer(source);
+        }
+
+        public static ScanBuff GetBuffer(IList<string> source)
+        {
+            return new LineBuffer(source);
+        }
+
+#if (!NOFILES)
+        public static ScanBuff GetBuffer(Stream source)
+        {
+            return new BuildBuffer(source);
+        }
+
+#if (!BYTEMODE)
+        public static ScanBuff GetBuffer(Stream source, int fallbackCodePage)
+        {
+            return new BuildBuffer(source, fallbackCodePage);
+        }
+#endif // !BYTEMODE
+#endif // !NOFILES
+    }
+
+    #region Buffer classes
+
+    // ==============================================================
+    // =====  Definitions for various ScanBuff derived classes   ====
+    // ==============================================================
+    // ===============         String input          ================
+    // ==============================================================
+
+    /// <summary>
+    /// This class reads characters from a single string as
+    /// required, for example, by Visual Studio language services
+    /// </summary>
+    sealed class StringBuffer : ScanBuff
+    {
+        string str;        // input buffer
+        int bPos;          // current position in buffer
+        int sLen;
+
+        public StringBuffer(string source)
+        {
+            this.str = source;
+            this.sLen = source.Length;
+            this.FileName = null;
+        }
+
+        public override int Read()
+        {
+            if (bPos < sLen) return str[bPos++];
+            else if (bPos == sLen) { bPos++; return '\n'; }   // one strike, see new line
+            else { bPos++; return EndOfFile; }                // two strikes and you're out!
+        }
+
+        public override string GetString(int begin, int limit)
+        {
+            //  "limit" can be greater than sLen with the BABEL
+            //  option set.  Read returns a "virtual" EOL if
+            //  an attempt is made to read past the end of the
+            //  string buffer.  Without the guard any attempt 
+            //  to fetch yytext for a token that includes the 
+            //  EOL will throw an index exception.
+            if (limit > sLen) limit = sLen;
+            if (limit <= begin) return "";
+            else return str.Substring(begin, limit - begin);
+        }
+
+        public override int Pos
+        {
+            get { return bPos; }
+            set { bPos = value; }
+        }
+
+        public override string ToString() { return "StringBuffer"; }
+    }
+
+    // ==============================================================
+    //  The LineBuff class contributed by Nigel Horspool, 
+    //  nigelh@cs.uvic.cs
+    // ==============================================================
+
+    sealed class LineBuffer : ScanBuff
+    {
+        IList<string> line;    // list of source lines from a file
+        int numLines;          // number of strings in line list
+        string curLine;        // current line in that list
+        int cLine;             // index of current line in the list
+        int curLen;            // length of current line
+        int curLineStart;      // position of line start in whole file
+        int curLineEnd;        // position of line end in whole file
+        int maxPos;            // max position ever visited in whole file
+        int cPos;              // ordinal number of code in source
+
+        // Constructed from a list of strings, one per source line.
+        // The lines have had trailing '\n' characters removed.
+        public LineBuffer(IList<string> lineList)
+        {
+            line = lineList;
+            numLines = line.Count;
+            cPos = curLineStart = 0;
+            curLine = (numLines > 0 ? line[0] : "");
+            maxPos = curLineEnd = curLen = curLine.Length;
+            cLine = 1;
+            FileName = null;
+        }
+
+        public override int Read()
+        {
+            if (cPos < curLineEnd)
+                return curLine[cPos++ - curLineStart];
+            if (cPos++ == curLineEnd)
+                return '\n';
+            if (cLine >= numLines)
+                return EndOfFile;
+            curLine = line[cLine];
+            curLen = curLine.Length;
+            curLineStart = curLineEnd + 1;
+            curLineEnd = curLineStart + curLen;
+            if (curLineEnd > maxPos)
+                maxPos = curLineEnd;
+            cLine++;
+            return curLen > 0 ? curLine[0] : '\n';
+        }
+
+        // To speed up searches for the line containing a position
+        private int cachedPosition;
+        private int cachedIxdex;
+        private int cachedLineStart;
+
+        // Given a position pos within the entire source, the results are
+        //   ix     -- the index of the containing line
+        //   lstart -- the position of the first character on that line
+        private void findIndex(int pos, out int ix, out int lstart)
+        {
+            if (pos >= cachedPosition)
+            {
+                ix = cachedIxdex; lstart = cachedLineStart;
+            }
+            else
+            {
+                ix = lstart = 0;
+            }
+            while (ix < numLines)
+            {
+                int len = line[ix].Length + 1;
+                if (pos < lstart + len) break;
+                lstart += len;
+                ix++;
+            }
+            cachedPosition = pos;
+            cachedIxdex = ix;
+            cachedLineStart = lstart;
+        }
+
+        public override string GetString(int begin, int limit)
+        {
+            if (begin >= maxPos || limit <= begin) return "";
+            int endIx, begIx, endLineStart, begLineStart;
+            findIndex(begin, out begIx, out begLineStart);
+            int begCol = begin - begLineStart;
+            findIndex(limit, out endIx, out endLineStart);
+            int endCol = limit - endLineStart;
+            string s = line[begIx];
+            if (begIx == endIx)
+            {
+                // the usual case, substring all on one line
+                return (endCol <= s.Length) ?
+                    s.Substring(begCol, endCol - begCol)
+                    : s.Substring(begCol) + "\n";
+            }
+            // the string spans multiple lines, yuk!
+            StringBuilder sb = new StringBuilder();
+            if (begCol < s.Length)
+                sb.Append(s.Substring(begCol));
+            for (; ; )
+            {
+                sb.Append("\n");
+                s = line[++begIx];
+                if (begIx >= endIx) break;
+                sb.Append(s);
+            }
+            if (endCol <= s.Length)
+            {
+                sb.Append(s.Substring(0, endCol));
+            }
+            else
+            {
+                sb.Append(s);
+                sb.Append("\n");
+            }
+            return sb.ToString();
+        }
+
+        public override int Pos
+        {
+            get { return cPos; }
+            set
+            {
+                cPos = value;
+                findIndex(cPos, out cLine, out curLineStart);
+                // cLine should be the *next* line after curLine.
+                curLine = (cLine < numLines ? line[cLine++] : "");
+                curLineEnd = curLineStart + curLine.Length;
+            }
+        }
+
+        public override string ToString() { return "LineBuffer"; }
+    }
+
+#if (!NOFILES)
+    // ==============================================================
+    // =====     class BuildBuff : for unicode text files    ========
+    // ==============================================================
+
+    class BuildBuffer : ScanBuff
+    {
+        // Double buffer for char stream.
+        class BufferElement
+        {
+            StringBuilder bldr = new StringBuilder();
+            StringBuilder next = new StringBuilder();
+            int minIx;
+            int maxIx;
+            int brkIx;
+            bool appendToNext;
+
+            internal BufferElement() { }
+
+            internal int MaxIndex { get { return maxIx; } }
+            // internal int MinIndex { get { return minIx; } }
+
+            internal char this[int index]
+            {
+                get
+                {
+                    if (index < minIx || index >= maxIx)
+                        throw new BufferException("Index was outside data buffer");
+                    else if (index < brkIx)
+                        return bldr[index - minIx];
+                    else
+                        return next[index - brkIx];
+                }
+            }
+
+            internal void Append(char[] block, int count)
+            {
+                maxIx += count;
+                if (appendToNext)
+                    this.next.Append(block, 0, count);
+                else
+                {
+                    this.bldr.Append(block, 0, count);
+                    brkIx = maxIx;
+                    appendToNext = true;
+                }
+            }
+
+            internal string GetString(int start, int limit)
+            {
+                if (limit <= start)
+                    return "";
+                if (start >= minIx && limit <= maxIx)
+                    if (limit < brkIx) // String entirely in bldr builder
+                        return bldr.ToString(start - minIx, limit - start);
+                    else if (start >= brkIx) // String entirely in next builder
+                        return next.ToString(start - brkIx, limit - start);
+                    else // Must do a string-concatenation
+                        return
+                            bldr.ToString(start - minIx, brkIx - start) +
+                            next.ToString(0, limit - brkIx);
+                else
+                    throw new BufferException("String was outside data buffer");
+            }
+
+            internal void Mark(int limit)
+            {
+                if (limit > brkIx + 16) // Rotate blocks
+                {
+                    StringBuilder temp = bldr;
+                    bldr = next;
+                    next = temp;
+                    next.Length = 0;
+                    minIx = brkIx;
+                    brkIx = maxIx;
+                }
+            }
+        }
+
+        BufferElement data = new BufferElement();
+
+        int bPos;            // Postion index in the StringBuilder
+        BlockReader NextBlk; // Delegate that serves char-arrays;
+
+        private string EncodingName
+        {
+            get
+            {
+                StreamReader rdr = NextBlk.Target as StreamReader;
+                return (rdr == null ? "raw-bytes" : rdr.CurrentEncoding.BodyName);
+            }
+        }
+
+        public BuildBuffer(Stream stream)
+        {
+            FileStream fStrm = (stream as FileStream);
+            if (fStrm != null) FileName = fStrm.Name;
+            NextBlk = BlockReaderFactory.Raw(stream);
+        }
+
+#if (!BYTEMODE)
+        public BuildBuffer(Stream stream, int fallbackCodePage)
+        {
+            FileStream fStrm = (stream as FileStream);
+            if (fStrm != null) FileName = fStrm.Name;
+            NextBlk = BlockReaderFactory.Get(stream, fallbackCodePage);
+        }
+#endif
+
+        /// <summary>
+        /// Marks a conservative lower bound for the buffer,
+        /// allowing space to be reclaimed.  If an application 
+        /// needs to call GetString at arbitrary past locations 
+        /// in the input stream, Mark() is not called.
+        /// </summary>
+        public override void Mark() { data.Mark(bPos - 2); }
+
+        public override int Pos
+        {
+            get { return bPos; }
+            set { bPos = value; }
+        }
+
+
+        /// <summary>
+        /// Read returns the ordinal number of the next char, or 
+        /// EOF (-1) for an end of stream.  Note that the next
+        /// code point may require *two* calls of Read().
+        /// </summary>
+        /// <returns></returns>
+        public override int Read()
+        {
+            //
+            //  Characters at positions 
+            //  [data.offset, data.offset + data.bldr.Length)
+            //  are available in data.bldr.
+            //
+            if (bPos < data.MaxIndex)
+            {
+                // ch0 cannot be EOF
+                return (int)data[bPos++];
+            }
+            else // Read from underlying stream
+            {
+                // Experimental code, blocks of page size
+                char[] chrs = new char[4096];
+                int count = NextBlk(chrs, 0, 4096);
+                if (count == 0)
+                    return EndOfFile;
+                else
+                {
+                    data.Append(chrs, count);
+                    return (int)data[bPos++];
+                }
+            }
+        }
+
+        public override string GetString(int begin, int limit)
+        {
+            return data.GetString(begin, limit);
+        }
+
+        public override string ToString()
+        {
+            return "StringBuilder buffer, encoding: " + this.EncodingName;
+        }
+    }
+
+    // =============== End ScanBuff-derived classes ==================
+
+    internal delegate int BlockReader(char[] block, int index, int number);
+
+    // A delegate factory, serving up a delegate that
+    // reads a block of characters from the underlying
+    // encoded stream, via a StreamReader object.
+    //
+    internal static class BlockReaderFactory
+    {
+        public static BlockReader Raw(Stream stream)
+        {
+            return delegate(char[] block, int index, int number)
+            {
+                byte[] b = new byte[number];
+                int count = stream.Read(b, 0, number);
+                int i = 0;
+                int j = index;
+                for (; i < count; i++, j++)
+                    block[j] = (char)b[i];
+                return count;
+            };
+        }
+
+#if (!BYTEMODE)
+        public static BlockReader Get(Stream stream, int fallbackCodePage)
+        {
+            Encoding encoding;
+            int preamble = Preamble(stream);
+
+            if (preamble != 0)  // There is a valid BOM here!
+                encoding = Encoding.GetEncoding(preamble);
+            else if (fallbackCodePage == -1) // Fallback is "raw" bytes
+                return Raw(stream);
+            else if (fallbackCodePage != -2) // Anything but "guess"
+                encoding = Encoding.GetEncoding(fallbackCodePage);
+            else // This is the "guess" option
+            {
+                int guess = new Guesser(stream).GuessCodePage();
+                stream.Seek(0, SeekOrigin.Begin);
+                if (guess == -1) // ==> this is a 7-bit file
+                    encoding = Encoding.ASCII;
+                else if (guess == 65001)
+                    encoding = Encoding.UTF8;
+                else             // ==> use the machine default
+                    encoding = Encoding.Default;
+            }
+            StreamReader reader = new StreamReader(stream, encoding);
+            return reader.Read;
+        }
+
+        static int Preamble(Stream stream)
+        {
+            int b0 = stream.ReadByte();
+            int b1 = stream.ReadByte();
+
+            if (b0 == 0xfe && b1 == 0xff)
+                return 1201; // UTF16BE
+            if (b0 == 0xff && b1 == 0xfe)
+                return 1200; // UTF16LE
+
+            int b2 = stream.ReadByte();
+            if (b0 == 0xef && b1 == 0xbb && b2 == 0xbf)
+                return 65001; // UTF8
+            //
+            // There is no unicode preamble, so we
+            // return denoter for the machine default.
+            //
+            stream.Seek(0, SeekOrigin.Begin);
+            return 0;
+        }
+#endif // !BYTEMODE
+    }
+#endif // !NOFILES
+    #endregion Buffer classes
+
+    // ==============================================================
+    // ============      class CodePageHandling         =============
+    // ==============================================================
+#if (!NOFILES)
+    public static class CodePageHandling
+    {
+        public static int GetCodePage(string option)
+        {
+            string command = option.ToUpperInvariant();
+            if (command.StartsWith("CodePage:", StringComparison.OrdinalIgnoreCase))
+                command = command.Substring(9);
+            try
+            {
+                if (command.Equals("RAW"))
+                    return -1;
+                else if (command.Equals("GUESS"))
+                    return -2;
+                else if (command.Equals("DEFAULT"))
+                    return 0;
+                else if (char.IsDigit(command[0]))
+                    return int.Parse(command, CultureInfo.InvariantCulture);
+                else
+                {
+                    Encoding enc = Encoding.GetEncoding(command);
+                    return enc.CodePage;
+                }
+            }
+            catch (FormatException)
+            {
+                Console.Error.WriteLine(
+                    "Invalid format \"{0}\", using machine default", option);
+            }
+            catch (ArgumentException)
+            {
+                Console.Error.WriteLine(
+                    "Unknown code page \"{0}\", using machine default", option);
+            }
+            return 0;
+        }
+    }
+#region guesser
+#if (!BYTEMODE)
+    // ==============================================================
+    // ============          Encoding Guesser           =============
+    // ==============================================================
+
+    /// <summary>
+    /// This class provides a simple finite state automaton that
+    /// scans the file looking for (1) valid UTF-8 byte patterns,
+    /// (2) bytes >= 0x80 which are not part of a UTF-8 sequence.
+    /// The method then guesses whether it is UTF-8 or maybe some 
+    /// local machine default encoding.  This works well for the
+    /// various Latin encodings.
+    /// </summary>
+    internal class Guesser
+    {
+        ScanBuff buffer;
+
+        public int GuessCodePage() { return Scan(); }
+
+        const int maxAccept = 10;
+        const int initial = 0;
+        const int eofNum = 0;
+        const int goStart = -1;
+        const int INITIAL = 0;
+        const int EndToken = 0;
+
+        #region user code
+        /* 
+         *  Reads the bytes of a file to determine if it is 
+         *  UTF-8 or a single-byte code page file.
+         */
+        public long utfX;
+        public long uppr;
+        #endregion user code
+
+        int state;
+        int currentStart = startState[0];
+        int code;
+
+        #region ScannerTables
+        static int[] startState = new int[] { 11, 0 };
+
+        #region CharacterMap
+        static sbyte[] map = new sbyte[256] {
+/*     '\0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
+/*   '\x10' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
+/*   '\x20' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
+/*      '0' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
+/*      '@' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
+/*      'P' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
+/*      '`' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
+/*      'p' */ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
+/*   '\x80' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 
+/*   '\x90' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 
+/*   '\xA0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 
+/*   '\xB0' */ 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 
+/*   '\xC0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
+/*   '\xD0' */ 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
+/*   '\xE0' */ 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 
+/*   '\xF0' */ 4, 4, 4, 4, 4, 4, 4, 4, 5, 5, 5, 5, 5, 5, 5, 5 };
+        #endregion
+
+        static sbyte[][] nextState = new sbyte[][] {
+            new sbyte[] {0, 0, 0, 0, 0, 0},
+            new sbyte[] {-1, -1, 10, -1, -1, -1},
+            new sbyte[] {-1, -1, -1, -1, -1, -1},
+            new sbyte[] {-1, -1, 8, -1, -1, -1},
+            new sbyte[] {-1, -1, 5, -1, -1, -1},
+            new sbyte[] {-1, -1, 6, -1, -1, -1},
+            new sbyte[] {-1, -1, 7, -1, -1, -1},
+            null,
+            new sbyte[] {-1, -1, 9, -1, -1, -1},
+            null,
+            null,
+            new sbyte[] {-1, 1, 2, 3, 4, 2}
+        };
+
+
+        [SuppressMessage("Microsoft.Performance", "CA1810:InitializeReferenceTypeStaticFieldsInline")]
+        // Reason for suppression: cannot have self-reference in array initializer.
+        static Guesser()
+        {
+            nextState[7] = nextState[2];
+            nextState[9] = nextState[2];
+            nextState[10] = nextState[2];
+        }
+
+        int NextState()
+        {
+            if (code == ScanBuff.EndOfFile)
+                return eofNum;
+            else
+                return nextState[state][map[code]];
+        }
+        #endregion
+
+        public Guesser(System.IO.Stream file) { SetSource(file); }
+
+        public void SetSource(System.IO.Stream source)
+        {
+            this.buffer = new BuildBuffer(source);
+            code = buffer.Read();
+        }
+
+        int Scan()
+        {
+            for (; ; )
+            {
+                int next;
+                state = currentStart;
+                while ((next = NextState()) == goStart)
+                    code = buffer.Read();
+
+                state = next;
+                code = buffer.Read();
+
+                while ((next = NextState()) > eofNum)
+                {
+                    state = next;
+                    code = buffer.Read();
+                }
+                if (state <= maxAccept)
+                {
+                    #region ActionSwitch
+#pragma warning disable 162
+                    switch (state)
+                    {
+                        case eofNum:
+                            switch (currentStart)
+                            {
+                                case 11:
+                                    if (utfX == 0 && uppr == 0) return -1; /* raw ascii */
+                                    else if (uppr * 10 > utfX) return 0;   /* default code page */
+                                    else return 65001;                     /* UTF-8 encoding */
+                                    break;
+                            }
+                            return EndToken;
+                        case 1: // Recognized '{Upper128}',	Shortest string "\xC0"
+                        case 2: // Recognized '{Upper128}',	Shortest string "\x80"
+                        case 3: // Recognized '{Upper128}',	Shortest string "\xE0"
+                        case 4: // Recognized '{Upper128}',	Shortest string "\xF0"
+                            uppr++;
+                            break;
+                        case 5: // Recognized '{Utf8pfx4}{Utf8cont}',	Shortest string "\xF0\x80"
+                            uppr += 2;
+                            break;
+                        case 6: // Recognized '{Utf8pfx4}{Utf8cont}{2}',	Shortest string "\xF0\x80\x80"
+                            uppr += 3;
+                            break;
+                        case 7: // Recognized '{Utf8pfx4}{Utf8cont}{3}',	Shortest string "\xF0\x80\x80\x80"
+                            utfX += 3;
+                            break;
+                        case 8: // Recognized '{Utf8pfx3}{Utf8cont}',	Shortest string "\xE0\x80"
+                            uppr += 2;
+                            break;
+                        case 9: // Recognized '{Utf8pfx3}{Utf8cont}{2}',	Shortest string "\xE0\x80\x80"
+                            utfX += 2;
+                            break;
+                        case 10: // Recognized '{Utf8pfx2}{Utf8cont}',	Shortest string "\xC0\x80"
+                            utfX++;
+                            break;
+                        default:
+                            break;
+                    }
+#pragma warning restore 162
+                    #endregion
+                }
+            }
+        }
+    } // end class Guesser
+    
+#endif // !BYTEMODE
+#endregion
+#endif // !NOFILES
+
+// End of code copied from embedded resource
+}

src/DataStreamSuite/ArithmeticExpressions/IArithmeticExpression.cs

@@ -0,0 +1,19 @@
+namespace Bts.ArithmeticExpressions;
+
+using System.Numerics;
+
+public interface IArithmeticExpression {
+   IArithmeticExpression Add(IArithmeticExpression factor) => new Sum(this, factor);
+   IArithmeticExpression Divide(IArithmeticExpression other) => new Quotient(this, other);
+   IArithmeticExpression Multiply(IArithmeticExpression other) => new Product(this, other);
+   IArithmeticExpression Subtract(IArithmeticExpression other) => new Difference(this, other);
+   IArithmeticExpression Negate() => new AdditiveInverse(this);
+   object? Evaluate(IDictionary<string, object?> env);
+}
+
+public interface IArithmeticExpression<T> : IArithmeticExpression where T : INumber<T> {
+   new T Evaluate(IDictionary<string, object?> env);
+
+   object? IArithmeticExpression.Evaluate(IDictionary<string, object?> env) =>
+      Evaluate(env);
+}

src/DataStreamSuite/ArithmeticExpressions/IArithmeticProgram.cs

@@ -0,0 +1,7 @@
+namespace Bts.ArithmeticExpressions;
+
+public interface IArithmeticProgram {
+   IEnumerable<string> OutputIdentifiers { get; }
+
+   IDictionary<string, object?> Evaluate(IDictionary<string, object?> env);
+}

src/DataStreamSuite/ArithmeticExpressions/IntegerConstant.cs

@@ -0,0 +1,11 @@
+namespace Bts.ArithmeticExpressions;
+
+class IntegerConstant : IArithmeticExpression<int> {
+   readonly int value;
+
+   public IntegerConstant(int value) =>
+      this.value = value;
+
+   public int Evaluate(IDictionary<string, object?> env) =>
+      value;
+}

src/DataStreamSuite/ArithmeticExpressions/Product.cs

@@ -0,0 +1,45 @@
+namespace Bts.ArithmeticExpressions;
+
+using System.Numerics;
+
+class Product : IArithmeticExpression<double> {
+   readonly IArithmeticExpression left;
+   readonly IArithmeticExpression right;
+
+   public Product(IArithmeticExpression left, IArithmeticExpression right) {
+      this.left = left;
+      this.right = right;
+   }
+
+   public static Product<T, T, T> Create<T>(
+      IArithmeticExpression<T> left, IArithmeticExpression<T> right)
+      where T : INumber<T>, IMultiplyOperators<T, T, T> =>
+      new(left, right);
+
+   public double Evaluate(IDictionary<string, object?> env) =>
+      evaluateArg(left, nameof(left), env) * evaluateArg(right, nameof(right), env);
+
+   static double evaluateArg(
+      IArithmeticExpression expr, string name, IDictionary<string, object?> env) {
+      var obj = expr.Evaluate(env);
+      return ConvertUtils.try_convert(expr.Evaluate(env), out double dbl) ? dbl :
+         throw new Exception(
+            $"Invalid Product. {name} is of type {obj?.GetType()} (expected {typeof(double)})");
+   }
+}
+
+class Product<TLeft, TRight, TResult> : IArithmeticExpression<TResult>
+   where TLeft : INumber<TLeft>, IMultiplyOperators<TLeft, TRight, TResult>
+   where TRight : INumber<TRight>
+   where TResult : INumber<TResult> {
+   readonly IArithmeticExpression<TLeft> left;
+   readonly IArithmeticExpression<TRight> right;
+
+   public Product(IArithmeticExpression<TLeft> left, IArithmeticExpression<TRight> right) {
+      this.left = left;
+      this.right = right;
+   }
+
+   public TResult Evaluate(IDictionary<string, object?> env) =>
+      left.Evaluate(env) * right.Evaluate(env);
+}

src/DataStreamSuite/ArithmeticExpressions/Quotient.cs

@@ -0,0 +1,45 @@
+namespace Bts.ArithmeticExpressions;
+
+using System.Numerics;
+
+class Quotient : IArithmeticExpression<double> {
+   readonly IArithmeticExpression left;
+   readonly IArithmeticExpression right;
+
+   public Quotient(IArithmeticExpression left, IArithmeticExpression right) {
+      this.left = left;
+      this.right = right;
+   }
+
+   public static Quotient<T, T, T> Create<T>(
+      IArithmeticExpression<T> left, IArithmeticExpression<T> right)
+      where T : INumber<T>, IDivisionOperators<T, T, T> =>
+      new(left, right);
+
+   public double Evaluate(IDictionary<string, object?> env) =>
+      evaluateArg(left, nameof(left), env) / evaluateArg(right, nameof(right), env);
+
+   static double evaluateArg(
+      IArithmeticExpression expr, string name, IDictionary<string, object?> env) {
+      var obj = expr.Evaluate(env);
+      return ConvertUtils.try_convert(expr.Evaluate(env), out double dbl) ? dbl :
+         throw new Exception(
+            $"Invalid Quotient. {name} is of type {obj?.GetType()} (expected {typeof(double)})");
+   }
+}
+
+class Quotient<TLeft, TRight, TResult> : IArithmeticExpression<TResult>
+   where TLeft : INumber<TLeft>, IDivisionOperators<TLeft, TRight, TResult>
+   where TRight : INumber<TRight>
+   where TResult : INumber<TResult> {
+   readonly IArithmeticExpression<TLeft> left;
+   readonly IArithmeticExpression<TRight> right;
+
+   public Quotient(IArithmeticExpression<TLeft> left, IArithmeticExpression<TRight> right) {
+      this.left = left;
+      this.right = right;
+   }
+
+   public TResult Evaluate(IDictionary<string, object?> env) =>
+      left.Evaluate(env) / right.Evaluate(env);
+}

src/DataStreamSuite/ArithmeticExpressions/RealConstant.cs

@@ -0,0 +1,11 @@
+namespace Bts.ArithmeticExpressions;
+
+class RealConstant : IArithmeticExpression<double> {
+   readonly double value;
+
+   public RealConstant(double value) =>
+      this.value = value;
+
+   public double Evaluate(IDictionary<string, object?> env) =>
+      value;
+}

src/DataStreamSuite/ArithmeticExpressions/ShiftReduceParserCode.cs

@@ -0,0 +1,884 @@
+// ==============================================================
+// <auto-generated>
+// This code automatically produced from an embedded resource.
+// Do not edit this file, or it will become incompatible with 
+// the specification from which it was generated.
+// </auto-generated>
+// ==============================================================
+
+// Gardens Point Parser Generator
+// Copyright (c) Wayne Kelly, QUT 2005-2010
+// (see accompanying GPPGcopyright.rtf)
+
+using System;
+using System.Text;
+using System.Globalization;
+using System.Collections.Generic;
+using System.Runtime.Serialization;
+using System.Diagnostics.CodeAnalysis;
+
+namespace QUT.Gppg {
+    /// <summary>
+    /// Abstract class for GPPG shift-reduce parsers.
+    /// Parsers generated by GPPG derive from this base
+    /// class, overriding the abstract Initialize() and
+    /// DoAction() methods.
+    /// </summary>
+    /// <typeparam name="TValue">Semantic value type</typeparam>
+    /// <typeparam name="TSpan">Location type</typeparam>
+#if EXPORT_GPPG
+    public abstract class ShiftReduceParser<TValue, TSpan>
+#else
+    internal abstract class ShiftReduceParser<TValue, TSpan>
+#endif
+ where TSpan : IMerge<TSpan>, new() {
+        private AbstractScanner<TValue, TSpan> scanner;
+        /// <summary>
+        /// The abstract scanner for this parser.
+        /// </summary>
+        protected AbstractScanner<TValue, TSpan> Scanner {
+            get { return scanner; }
+            set { scanner = value; }
+        }
+
+        /// <summary>
+        /// Constructor for base class
+        /// </summary>
+        /// <param name="scanner">Scanner instance for this parser</param>
+        protected ShiftReduceParser( AbstractScanner<TValue, TSpan> scanner ) {
+            this.scanner = scanner;
+        }
+
+        // ==============================================================
+        //                    TECHNICAL EXPLANATION.
+        //   Why the next two fields are not exposed via properties.
+        // ==============================================================
+        // These fields are of the generic parameter types, and are
+        // frequently instantiated as struct types in derived classes.
+        // Semantic actions are defined in the derived classes and refer
+        // to instance fields of these structs.  In such cases the code
+        // "get_CurrentSemanticValue().myField = blah;" will fail since
+        // the getter pushes the value of the field, not the reference.
+        // So, in the presence of properties, gppg would need to encode
+        // such field accesses as ... 
+        //  "tmp = get_CurrentSemanticValue(); // Fetch value
+        //   tmp.myField = blah;               // update
+        //   set_CurrentSemanticValue(tmp); "  // Write update back.
+        // There is no issue if TValue is restricted to be a ref type.
+        // The same explanation applies to scanner.yylval.
+        // ==============================================================
+        /// <summary>
+        /// The current value of the "$$" symbolic variable in the parser
+        /// </summary>
+        [SuppressMessage( "Microsoft.Design", "CA1051:DoNotDeclareVisibleInstanceFields" )]
+        protected TValue CurrentSemanticValue;
+
+        /// <summary>
+        /// The current value of the "@$" symbolic variable in the parser
+        /// </summary>
+        [SuppressMessage( "Microsoft.Design", "CA1051:DoNotDeclareVisibleInstanceFields" )]
+        protected TSpan CurrentLocationSpan;
+        protected int NextToken;
+
+        private TSpan LastSpan;
+        private State FsaState;
+        private bool recovering;
+        private int tokensSinceLastError;
+
+        private PushdownPrefixState<State> StateStack = new PushdownPrefixState<State>();
+        private PushdownPrefixState<TValue> valueStack = new PushdownPrefixState<TValue>();
+        private PushdownPrefixState<TSpan> locationStack = new PushdownPrefixState<TSpan>();
+
+        /// <summary>
+        /// The stack of semantic value (YYSTYPE) values.
+        /// </summary>
+        protected PushdownPrefixState<TValue> ValueStack { get { return valueStack; } }
+
+        /// <summary>
+        /// The stack of location value (YYLTYPE) varlues.
+        /// </summary>
+        protected PushdownPrefixState<TSpan> LocationStack { get { return locationStack; } }
+
+        private int errorToken;
+        private int endOfFileToken;
+        private string[] nonTerminals;
+        private State[] states;
+        private Rule[] rules;
+
+        /// <summary>
+        /// Initialization method to allow derived classes
+        /// to insert the rule list into this base class.
+        /// </summary>
+        /// <param name="rules">The array of Rule objects</param>
+        protected void InitRules( Rule[] rules ) { this.rules = rules; }
+
+        /// <summary>
+        /// Initialization method to allow derived classes to
+        /// insert the states table into this base class.
+        /// </summary>
+        /// <param name="states">The pre-initialized states table</param>
+        protected void InitStates( State[] states ) { this.states = states; }
+
+        /// <summary>
+        /// OBSOLETE FOR VERSION 1.4.0
+        /// </summary>
+        /// <param name="size"></param>
+        protected void InitStateTable( int size ) { states = new State[size]; }
+
+        /// <summary>
+        /// Initialization method to allow derived classes
+        /// to insert the special value for the error and EOF tokens.
+        /// </summary>
+        /// <param name="err">The error state ordinal</param>
+        /// <param name="end">The EOF stat ordinal</param>
+        protected void InitSpecialTokens( int err, int end ) {
+            errorToken = err;
+            endOfFileToken = end;
+        }
+
+        /// <summary>
+        /// Initialization method to allow derived classes to
+        /// insert the non-terminal symbol names into this base class.
+        /// </summary>
+        /// <param name="names">Non-terminal symbol names</param>
+        protected void InitNonTerminals( string[] names ) { nonTerminals = names; }
+
+        #region YYAbort, YYAccept etcetera.
+        [Serializable]
+        [SuppressMessage( "Microsoft.Design", "CA1064:ExceptionsShouldBePublic" )]
+        // Reason for FxCop message suppression -
+        // This exception cannot escape from the local context
+        private class AcceptException : Exception {
+            internal AcceptException() { }
+            protected AcceptException( SerializationInfo i, StreamingContext c ) : base( i, c ) { }
+        }
+        [Serializable]
+        [SuppressMessage( "Microsoft.Design", "CA1064:ExceptionsShouldBePublic" )]
+        // Reason for FxCop message suppression -
+        // This exception cannot escape from the local context
+        private class AbortException : Exception {
+            internal AbortException() { }
+            protected AbortException( SerializationInfo i, StreamingContext c ) : base( i, c ) { }
+        }
+        [Serializable]
+        [SuppressMessage( "Microsoft.Design", "CA1064:ExceptionsShouldBePublic" )]
+        // Reason for FxCop message suppression -
+        // This exception cannot escape from the local context
+        private class ErrorException : Exception {
+            internal ErrorException() { }
+            protected ErrorException( SerializationInfo i, StreamingContext c ) : base( i, c ) { }
+        }
+
+        // The following methods are only called from within
+        // a semantic action. The thrown exceptions can never
+        // propagate outside the ShiftReduceParser class in 
+        // which they are nested.
+
+        /// <summary>
+        /// Force parser to terminate, returning "true"
+        /// </summary>
+        protected static void YYAccept() { throw new AcceptException(); }
+
+        /// <summary>
+        /// Force parser to terminate, returning "false"
+        /// </summary>
+        protected static void YYAbort() { throw new AbortException(); }
+
+        /// <summary>
+        /// Force parser to terminate, returning
+        /// "false" if error recovery fails.
+        /// </summary>
+        protected static void YYError() { throw new ErrorException(); }
+
+        /// <summary>
+        /// Check if parser in error recovery state.
+        /// </summary>
+        protected bool YYRecovering { get { return recovering; } }
+        #endregion
+
+        /// <summary>
+        /// Abstract base method. ShiftReduceParser calls this
+        /// to initialize the base class data structures.  Concrete
+        /// parser classes must override this method.
+        /// </summary>
+        protected abstract void Initialize();
+
+        /// <summary>
+        /// Main entry point of the Shift-Reduce Parser.
+        /// </summary>
+        /// <returns>True if parse succeeds, else false for
+        /// unrecoverable errors</returns>
+        public bool Parse() {
+            Initialize();	// allow derived classes to instantiate rules, states and nonTerminals
+
+            NextToken = 0;
+            FsaState = states[0];
+
+            StateStack.Push( FsaState );
+            valueStack.Push( CurrentSemanticValue );
+            LocationStack.Push( CurrentLocationSpan );
+
+            while (true) {
+#if TRACE_ACTIONS
+                Console.Error.WriteLine("Entering state {0} ", FsaState.number);
+                DisplayStack();
+#endif
+                int action = FsaState.defaultAction;
+
+                if (FsaState.ParserTable != null) {
+                    if (NextToken == 0) {
+                        // We save the last token span, so that the location span
+                        // of production right hand sides that begin or end with a
+                        // nullable production will be correct.
+                        LastSpan = scanner.yylloc;
+                        NextToken = scanner.yylex();
+#if TRACE_ACTIONS
+                       Console.Error.WriteLine( "Reading: Next token is {0}", TerminalToString( NextToken ) );
+#endif
+                    }
+#if TRACE_ACTIONS
+                    else 
+                        Console.Error.WriteLine( "Next token is still {0}", TerminalToString( NextToken ) );
+#endif
+                    if (FsaState.ParserTable.ContainsKey( NextToken ))
+                        action = FsaState.ParserTable[NextToken];
+                }
+
+                if (action > 0)         // shift
+                {
+                    Shift( action );
+                }
+                else if (action < 0)   // reduce
+                {
+                    try {
+                        Reduce( -action );
+                        if (action == -1)	// accept
+                            return true;
+                    }
+                    catch (AbortException) {
+                            return false;
+                    }
+                    catch (AcceptException) {
+                        return true;
+                    }
+                    catch (ErrorException) {
+                        if (!ErrorRecovery())
+                            return false;
+                        else
+                            throw;  // Rethrow x, preserving information.
+                    }
+                }
+                else if (action == 0 && !ErrorRecovery()) // error
+                    return false;
+            }
+        }
+
+        private void Shift( int stateIndex ) {
+#if TRACE_ACTIONS
+				Console.Error.Write("Shifting token {0}, ", TerminalToString(NextToken));
+#endif
+            FsaState = states[stateIndex];
+
+            valueStack.Push( scanner.yylval );
+            StateStack.Push( FsaState );
+            LocationStack.Push( scanner.yylloc );
+
+            if (recovering) {
+                if (NextToken != errorToken)
+                    tokensSinceLastError++;
+
+                if (tokensSinceLastError > 5)
+                    recovering = false;
+            }
+
+            if (NextToken != endOfFileToken)
+                NextToken = 0;
+        }
+
+        private void Reduce( int ruleNumber ) {
+#if TRACE_ACTIONS
+				DisplayRule(ruleNumber);
+#endif
+            Rule rule = rules[ruleNumber];
+            int rhLen = rule.RightHandSide.Length;
+            //
+            //  Default actions for unit productions.
+            //
+            if (rhLen == 1) {
+                CurrentSemanticValue = valueStack.TopElement();   // Default action: $$ = $1;
+                CurrentLocationSpan = LocationStack.TopElement(); // Default action "@$ = @1;
+            }
+            else if (rhLen == 0) {
+                // Create a new blank value.
+                // Explicit semantic action may mutate this value
+                CurrentSemanticValue = default( TValue );
+                // The location span for an empty production will start with the
+                // beginning of the next lexeme, and end with the finish of the
+                // previous lexeme.  This gives the correct behaviour when this
+                // nonsense value is used in later Merge operations.
+                CurrentLocationSpan = (scanner.yylloc != null && LastSpan != null ?
+                    scanner.yylloc.Merge( LastSpan ) :
+                    default( TSpan ));
+            }
+            else {
+                // Default action: $$ = $1;
+                CurrentSemanticValue = valueStack[LocationStack.Depth - rhLen];
+                //  Default action "@$ = @1.Merge(@N)" for location info.
+                TSpan at1 = LocationStack[LocationStack.Depth - rhLen];
+                TSpan atN = LocationStack[LocationStack.Depth - 1];
+                CurrentLocationSpan =
+                    ((at1 != null && atN != null) ? at1.Merge( atN ) : default( TSpan ));
+            }
+
+            DoAction( ruleNumber );
+
+            for (int i = 0; i < rule.RightHandSide.Length; i++) {
+                StateStack.Pop();
+                valueStack.Pop();
+                LocationStack.Pop();
+            }
+            FsaState = StateStack.TopElement();
+
+            if (FsaState.Goto.ContainsKey( rule.LeftHandSide ))
+                FsaState = states[FsaState.Goto[rule.LeftHandSide]];
+
+            StateStack.Push( FsaState );
+            valueStack.Push( CurrentSemanticValue );
+            LocationStack.Push( CurrentLocationSpan );
+        }
+
+        /// <summary>
+        /// Execute the selected action from array.
+        /// Must be overriden in derived classes.
+        /// </summary>
+        /// <param name="actionNumber">Index of the action to perform</param>
+        protected abstract void DoAction( int actionNumber );
+
+        private bool ErrorRecovery() {
+            bool discard;
+
+            if (!recovering) // if not recovering from previous error
+                ReportError();
+
+            if (!FindErrorRecoveryState())
+                return false;
+            //
+            //  The interim fix for the "looping in error recovery"
+            //  artifact involved moving the setting of the recovering 
+            //  bool until after invalid tokens have been discarded.
+            //
+            ShiftErrorToken();
+            discard = DiscardInvalidTokens();
+            recovering = true;
+            tokensSinceLastError = 0;
+            return discard;
+        }
+
+        private void ReportError() {
+            StringBuilder errorMsg = new StringBuilder();
+            errorMsg.AppendFormat( "Syntax error, unexpected {0}", TerminalToString( NextToken ) );
+
+            if (FsaState.ParserTable.Count < 7) {
+                bool first = true;
+                foreach (int terminal in FsaState.ParserTable.Keys) {
+                    if (first)
+                        errorMsg.Append( ", expecting " );
+                    else
+                        errorMsg.Append( ", or " );
+
+                    errorMsg.Append( TerminalToString( terminal ) );
+                    first = false;
+                }
+            }
+            scanner.yyerror( errorMsg.ToString() );
+        }
+
+        private void ShiftErrorToken() {
+            int old_next = NextToken;
+            NextToken = errorToken;
+
+            Shift( FsaState.ParserTable[NextToken] );
+
+#if TRACE_ACTIONS
+				Console.Error.WriteLine("Entering state {0} ", FsaState.number);
+#endif
+            NextToken = old_next;
+        }
+
+        private bool FindErrorRecoveryState() {
+            while (true)    // pop states until one found that accepts error token
+            {
+                if (FsaState.ParserTable != null &&
+                    FsaState.ParserTable.ContainsKey( errorToken ) &&
+                    FsaState.ParserTable[errorToken] > 0) // shift
+                    return true;
+
+#if TRACE_ACTIONS
+					Console.Error.WriteLine("Error: popping state {0}", StateStack.TopElement().number);
+#endif
+                StateStack.Pop();
+                valueStack.Pop();
+                LocationStack.Pop();
+
+#if TRACE_ACTIONS
+			    DisplayStack();
+#endif
+                if (StateStack.IsEmpty()) {
+#if TRACE_ACTIONS
+                        Console.Error.WriteLine("Aborting: didn't find a state that accepts error token");
+#endif
+                    return false;
+                }
+                else
+                    FsaState = StateStack.TopElement();
+            }
+        }
+
+        private bool DiscardInvalidTokens() {
+
+            int action = FsaState.defaultAction;
+
+            if (FsaState.ParserTable != null) {
+                // Discard tokens until find one that works ...
+                while (true) {
+                    if (NextToken == 0) {
+#if TRACE_ACTIONS
+                            Console.Error.Write("Reading a token: ");
+#endif
+                        NextToken = scanner.yylex();
+                    }
+#if TRACE_ACTIONS
+                        Console.Error.WriteLine("Next token is {0}", TerminalToString(NextToken));
+#endif
+                    if (NextToken == endOfFileToken)
+                        return false;
+
+                    if (FsaState.ParserTable.ContainsKey( NextToken ))
+                        action = FsaState.ParserTable[NextToken];
+
+                    if (action != 0)
+                        return true;
+                    else {
+#if TRACE_ACTIONS
+                            Console.Error.WriteLine("Error: Discarding {0}", TerminalToString(NextToken));
+#endif
+                        NextToken = 0;
+                    }
+                }
+            }
+            else if (recovering && tokensSinceLastError == 0) {
+                // 
+                //  Boolean recovering is not set until after the first
+                //  error token has been shifted.  Thus if we get back 
+                //  here with recovering set and no tokens read we are
+                //  looping on the same error recovery action.  This 
+                //  happens if current_state.ParserTable is null because
+                //  the state has an LR(0) reduction, but not all
+                //  lookahead tokens are valid.  This only occurs for
+                //  error productions that *end* on "error".
+                //
+                //  This action discards tokens one at a time until
+                //  the looping stops.  Another attack would be to always
+                //  use the LALR(1) table if a production ends on "error"
+                //
+#if TRACE_ACTIONS
+                    Console.Error.WriteLine("Error: panic discard of {0}", TerminalToString(NextToken));
+#endif
+                if (NextToken == endOfFileToken)
+                    return false;
+                NextToken = 0;
+                return true;
+            }
+            else
+                return true;
+        }
+
+        /// <summary>
+        /// Traditional YACC method.  Discards the next input token.
+        /// </summary>
+        [SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yyclearin" )]
+        [SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yyclearin" )]
+        // Reason for FxCop message suppression -
+        // This is a traditional name for YACC-like functionality
+        protected void yyclearin() { NextToken = 0; }
+
+        /// <summary>
+        /// Tradional YACC method. Clear the "recovering" flag.
+        /// </summary>
+        [SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yyerrok" )]
+        [SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yyerrok" )]
+        // Reason for FxCop message suppression -
+        // This is a traditional name for YACC-like functionality
+        protected void yyerrok() { recovering = false; }
+
+        /// <summary>
+        /// OBSOLETE FOR VERSION 1.4.0
+        /// Method used by derived types to insert new
+        /// state instances in the "states" array.
+        /// </summary>
+        /// <param name="stateNumber">index of the state</param>
+        /// <param name="state">data for the state</param>
+        protected void AddState( int stateNumber, State state ) {
+            states[stateNumber] = state;
+            state.number = stateNumber;
+        }
+
+        private void DisplayStack() {
+            Console.Error.Write( "State stack is now:" );
+            for (int i = 0; i < StateStack.Depth; i++)
+                Console.Error.Write( " {0}", StateStack[i].number );
+            Console.Error.WriteLine();
+        }
+
+        private void DisplayRule( int ruleNumber ) {
+            Console.Error.Write( "Reducing stack by rule {0}, ", ruleNumber );
+            DisplayProduction( rules[ruleNumber] );
+        }
+
+        private void DisplayProduction( Rule rule ) {
+            if (rule.RightHandSide.Length == 0)
+                Console.Error.Write( "/* empty */ " );
+            else
+                foreach (int symbol in rule.RightHandSide)
+                    Console.Error.Write( "{0} ", SymbolToString( symbol ) );
+
+            Console.Error.WriteLine( "-> {0}", SymbolToString( rule.LeftHandSide ) );
+        }
+
+        /// <summary>
+        /// Abstract state class naming terminal symbols.
+        /// This is overridden by derived classes with the
+        /// name (or alias) to be used in error messages.
+        /// </summary>
+        /// <param name="terminal">The terminal ordinal</param>
+        /// <returns></returns>
+        protected abstract string TerminalToString( int terminal );
+
+        private string SymbolToString( int symbol ) {
+            if (symbol < 0)
+                return nonTerminals[-symbol - 1];
+            else
+                return TerminalToString( symbol );
+        }
+
+        /// <summary>
+        /// Return text representation of argument character
+        /// </summary>
+        /// <param name="input">The character to convert</param>
+        /// <returns>String representation of the character</returns>
+        protected static string CharToString( char input ) {
+            switch (input) {
+                case '\a': return @"'\a'";
+                case '\b': return @"'\b'";
+                case '\f': return @"'\f'";
+                case '\n': return @"'\n'";
+                case '\r': return @"'\r'";
+                case '\t': return @"'\t'";
+                case '\v': return @"'\v'";
+                case '\0': return @"'\0'";
+                default: return string.Format( CultureInfo.InvariantCulture, "'{0}'", input );
+            }
+        }
+    }
+
+    /// <summary>
+    /// Classes implementing this interface must supply a
+    /// method that merges two location objects to return
+    /// a new object of the same type.
+    /// GPPG-generated parsers have the default location
+    /// action equivalent to "@$ = @1.Merge(@N);" where N
+    /// is the right-hand-side length of the production.
+    /// </summary>
+    /// <typeparam name="TSpan">The Location type</typeparam>
+#if EXPORT_GPPG
+    public interface IMerge<TSpan>
+#else
+    internal interface IMerge<TSpan>
+#endif
+ {
+        /// <summary>
+        /// Interface method that creates a location object from
+        /// the current and last object.  Typically used to create
+        /// a location object extending from the start of the @1
+        /// object to the end of the @N object.
+        /// </summary>
+        /// <param name="last">The lexically last object to merge</param>
+        /// <returns>The merged location object</returns>
+        TSpan Merge( TSpan last );
+    }
+
+    /// <summary>
+    /// This is the default class that carries location
+    /// information from the scanner to the parser.
+    /// If you don't declare "%YYLTYPE Foo" the parser
+    /// will expect to deal with this type.
+    /// </summary>
+#if EXPORT_GPPG
+    public class LexLocation : IMerge<LexLocation>
+#else
+    [SuppressMessage( "Microsoft.Performance", "CA1812:AvoidUninstantiatedInternalClasses" )]
+    internal class LexLocation : IMerge<LexLocation>
+#endif
+ {
+        private int startLine;   // start line
+        private int startColumn; // start column
+        private int endLine;     // end line
+        private int endColumn;   // end column
+
+        /// <summary>
+        /// The line at which the text span starts.
+        /// </summary>
+        public int StartLine { get { return startLine; } }
+
+        /// <summary>
+        /// The column at which the text span starts.
+        /// </summary>
+        public int StartColumn { get { return startColumn; } }
+
+        /// <summary>
+        /// The line on which the text span ends.
+        /// </summary>
+        public int EndLine { get { return endLine; } }
+
+        /// <summary>
+        /// The column of the first character
+        /// beyond the end of the text span.
+        /// </summary>
+        public int EndColumn { get { return endColumn; } }
+
+        /// <summary>
+        /// Default no-arg constructor.
+        /// </summary>
+        public LexLocation() { }
+
+        /// <summary>
+        /// Constructor for text-span with given start and end.
+        /// </summary>
+        /// <param name="sl">start line</param>
+        /// <param name="sc">start column</param>
+        /// <param name="el">end line </param>
+        /// <param name="ec">end column</param>
+        public LexLocation( int sl, int sc, int el, int ec ) { startLine = sl; startColumn = sc; endLine = el; endColumn = ec; }
+
+        /// <summary>
+        /// Create a text location which spans from the 
+        /// start of "this" to the end of the argument "last"
+        /// </summary>
+        /// <param name="last">The last location in the result span</param>
+        /// <returns>The merged span</returns>
+        public LexLocation Merge( LexLocation last ) { return new LexLocation( this.startLine, this.startColumn, last.endLine, last.endColumn ); }
+    }
+
+    /// <summary>
+    /// Abstract scanner class that GPPG expects its scanners to 
+    /// extend.
+    /// </summary>
+    /// <typeparam name="TValue">Semantic value type YYSTYPE</typeparam>
+    /// <typeparam name="TSpan">Source location type YYLTYPE</typeparam>
+#if EXPORT_GPPG
+    public abstract class AbstractScanner<TValue, TSpan>
+#else
+    internal abstract class AbstractScanner<TValue, TSpan>
+#endif
+ where TSpan : IMerge<TSpan> {
+        /// <summary>
+        /// Lexical value optionally set by the scanner. The value
+        /// is of the %YYSTYPE type declared in the parser spec.
+        /// </summary>
+        [SuppressMessage( "Microsoft.Design", "CA1051:DoNotDeclareVisibleInstanceFields" )]
+        [SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yylval" )]
+        [SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yylval" )]
+        // Reason for FxCop message suppression -
+        // This is a traditional name for YACC-like functionality
+        // A field must be declared for this value of parametric type,
+        // since it may be instantiated by a value struct.  If it were 
+        // implemented as a property, machine generated code in derived
+        // types would not be able to select on the returned value.
+#pragma warning disable 649
+        public TValue yylval;                     // Lexical value: set by scanner
+#pragma warning restore 649
+
+        /// <summary>
+        /// Current scanner location property. The value is of the
+        /// type declared by %YYLTYPE in the parser specification.
+        /// </summary>
+        [SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yylloc" )]
+        [SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yylloc" )]
+        // Reason for FxCop message suppression -
+        // This is a traditional name for YACC-like functionality
+        public virtual TSpan yylloc {
+            get { return default( TSpan ); }       // Empty implementation allowing
+            set { /* skip */ }                   // yylloc to be ignored entirely.
+        }
+
+        /// <summary>
+        /// Main call point for LEX-like scanners.  Returns an int
+        /// corresponding to the token recognized by the scanner.
+        /// </summary>
+        /// <returns>An int corresponding to the token</returns>
+        [SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yylex" )]
+        [SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yylex" )]
+        // Reason for FxCop message suppression -
+        // This is a traditional name for YACC-like functionality
+        public abstract int yylex();
+
+        /// <summary>
+        /// Traditional error reporting provided by LEX-like scanners
+        /// to their YACC-like clients.
+        /// </summary>
+        /// <param name="format">Message format string</param>
+        /// <param name="args">Optional array of args</param>
+        [SuppressMessage( "Microsoft.Naming", "CA1709:IdentifiersShouldBeCasedCorrectly", MessageId = "yyerror" )]
+        [SuppressMessage( "Microsoft.Naming", "CA1704:IdentifiersShouldBeSpelledCorrectly", MessageId = "yyerror" )]
+        // Reason for FxCop message suppression -
+        // This is a traditional name for YACC-like functionality
+        public virtual void yyerror( string format, params object[] args ) { }
+    }
+
+    /// <summary>
+    /// Encapsulated state for the parser.
+    /// Opaque to users, visible to the tool-generated code.
+    /// </summary>
+#if EXPORT_GPPG
+    public class State
+    {
+        /// <summary>
+        /// The number of states in the automaton.
+        /// </summary>
+        public int number;
+#else
+    internal class State {
+        /// <summary>
+        /// The index of this state in the states array.
+        /// </summary>
+        internal int number;
+#endif
+        internal Dictionary<int, int> ParserTable;   // Terminal -> ParseAction
+        internal Dictionary<int, int> Goto;          // NonTerminal -> State;
+        internal int defaultAction; // = 0;		     // ParseAction
+
+        /// <summary>
+        /// State transition data for this state. Pairs of elements of the 
+        /// goto array associate symbol ordinals with next state indices.
+        /// The actions array is passed to another constructor. 
+        /// </summary>
+        /// <param name="actions">The action list</param>c
+        /// <param name="goToList">Next state data</param>
+        public State( int[] actions, int[] goToList )
+            : this( actions ) {
+            Goto = new Dictionary<int, int>();
+            for (int i = 0; i < goToList.Length; i += 2)
+                Goto.Add( goToList[i], goToList[i + 1] );
+        }
+
+        /// <summary>
+        /// Action data for this state. Pairs of elements of the 
+        /// action array associate action ordinals with each of
+        /// those symbols that have actions in the current state.
+        /// </summary>
+        /// <param name="actions">The action array</param>
+        public State( int[] actions ) {
+            ParserTable = new Dictionary<int, int>();
+            for (int i = 0; i < actions.Length; i += 2)
+                ParserTable.Add( actions[i], actions[i + 1] );
+        }
+
+        /// <summary>
+        /// Set the default action for this state.
+        /// </summary>
+        /// <param name="defaultAction">Ordinal of the default action</param>
+        public State( int defaultAction ) {
+            this.defaultAction = defaultAction;
+        }
+
+        /// <summary>
+        /// Set the default action and the state transition table.
+        /// </summary>
+        /// <param name="defaultAction">The default action</param>
+        /// <param name="goToList">Transitions from this state</param>
+        public State( int defaultAction, int[] goToList )
+            : this( defaultAction ) {
+            Goto = new Dictionary<int, int>();
+            for (int i = 0; i < goToList.Length; i += 2)
+                Goto.Add( goToList[i], goToList[i + 1] );
+        }
+    }
+
+    /// <summary>
+    /// Rule representation at runtime.
+    /// </summary>
+#if EXPORT_GPPG
+    public class Rule
+#else
+    internal class Rule
+#endif
+ {
+        internal int LeftHandSide; // symbol
+        internal int[] RightHandSide; // symbols
+
+        /// <summary>
+        /// Rule constructor.  This holds the ordinal of
+        /// the left hand side symbol, and the list of
+        /// right hand side symbols, in lexical order.
+        /// </summary>
+        /// <param name="left">The LHS non-terminal</param>
+        /// <param name="right">The RHS symbols, in lexical order</param>
+        public Rule( int left, int[] right ) {
+            this.LeftHandSide = left;
+            this.RightHandSide = right;
+        }
+    }
+
+    /// <summary>
+    /// Stack utility for the shift-reduce parser.
+    /// GPPG parsers have three instances:
+    /// (1) The parser state stack, T = QUT.Gppg.State,
+    /// (2) The semantic value stack, T = TValue,
+    /// (3) The location stack, T = TSpan.
+    /// </summary>
+    /// <typeparam name="T"></typeparam>
+#if EXPORT_GPPG
+    public class PushdownPrefixState<T>
+#else
+    internal class PushdownPrefixState<T>
+#endif
+ {
+        //  Note that we cannot use the BCL Stack<T> class
+        //  here as derived types need to index into stacks.
+        //
+        private T[] array = new T[8];
+        private int tos = 0;
+
+        /// <summary>
+        /// Indexer for values of the stack below the top.
+        /// </summary>
+        /// <param name="index">index of the element, starting from the bottom</param>
+        /// <returns>the selected element</returns>
+        public T this[int index] { get { return array[index]; } }
+
+        /// <summary>
+        /// The current depth of the stack.
+        /// </summary>
+        public int Depth { get { return tos; } }
+
+        internal void Push( T value ) {
+            if (tos >= array.Length) {
+                T[] newarray = new T[array.Length * 2];
+                System.Array.Copy( array, newarray, tos );
+                array = newarray;
+            }
+            array[tos++] = value;
+        }
+
+        internal T Pop() {
+            T rslt = array[--tos];
+            array[tos] = default( T );
+            return rslt;
+        }
+
+        internal T TopElement() { return array[tos - 1]; }
+
+        internal bool IsEmpty() { return tos == 0; }
+    }
+}
+

src/DataStreamSuite/ArithmeticExpressions/Sum.cs

@@ -0,0 +1,45 @@
+namespace Bts.ArithmeticExpressions;
+
+using System.Numerics;
+
+class Sum : IArithmeticExpression<double> {
+   readonly IArithmeticExpression left;
+   readonly IArithmeticExpression right;
+
+   public Sum(IArithmeticExpression left, IArithmeticExpression right) {
+      this.left = left;
+      this.right = right;
+   }
+
+   public static Sum<T, T, T> Create<T>(
+      IArithmeticExpression<T> left, IArithmeticExpression<T> right)
+      where T : INumber<T>, IAdditionOperators<T, T, T> =>
+      new(left, right);
+
+   public double Evaluate(IDictionary<string, object?> env) =>
+      evaluateArg(left, nameof(left), env) + evaluateArg(right, nameof(right), env);
+
+   static double evaluateArg(
+      IArithmeticExpression expr, string name, IDictionary<string, object?> env) {
+      var obj = expr.Evaluate(env);
+      return ConvertUtils.try_convert(expr.Evaluate(env), out double dbl) ? dbl :
+         throw new Exception(
+            $"Invalid Sum. {name} is of type {obj?.GetType()} (expected {typeof(double)})");
+   }
+}
+
+class Sum<TLeft, TRight, TResult> : IArithmeticExpression<TResult>
+   where TLeft : INumber<TLeft>, IAdditionOperators<TLeft, TRight, TResult>
+   where TRight : INumber<TRight>
+   where TResult : INumber<TResult> {
+   readonly IArithmeticExpression<TLeft> left;
+   readonly IArithmeticExpression<TRight> right;
+
+   public Sum(IArithmeticExpression<TLeft> left, IArithmeticExpression<TRight> right) {
+      this.left = left;
+      this.right = right;
+   }
+
+   public TResult Evaluate(IDictionary<string, object?> env) =>
+      left.Evaluate(env) + right.Evaluate(env);
+}

src/DataStreamSuite/ArithmeticExpressions/Usings.cs

@@ -0,0 +1,4 @@
+global using System;
+global using System.Linq;
+global using System.Collections.Generic;
+global using System.Collections.Immutable;

src/DataStreamSuite/ArithmeticExpressions/Variable.cs

@@ -0,0 +1,15 @@
+namespace Bts.ArithmeticExpressions;
+
+using System.Collections.Generic;
+
+class Variable : IArithmeticExpression {
+   readonly string identifier;
+
+   public Variable(string identifier) =>
+      this.identifier = identifier;
+
+   public object? Evaluate(IDictionary<string, object?> env) =>
+      env.TryGetValue(identifier, out var val) ? val :
+         throw new KeyNotFoundException(
+            $"Failed to find {nameof(Variable)} '{identifier}'");
+}

src/DataStreamSuite/BaseUtilities/BaseUtilities.csproj

@@ -0,0 +1,9 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+  </PropertyGroup>
+  
+</Project>

src/DataStreamSuite/BaseUtilities/Crono.cs

@@ -0,0 +1,22 @@
+using System.Diagnostics;
+
+namespace BCG.Utilities.General;
+
+/// <summary>
+/// Summary description for Crono.
+/// </summary>
+public class Crono {
+   readonly Stopwatch myTimer = new();
+
+   public void start() =>
+      myTimer.Start();
+
+   public void stop() =>
+      myTimer.Stop();
+
+   public TimeSpan time =>
+      myTimer.Elapsed;
+
+   public double miliseconds =>
+      myTimer.Elapsed.TotalMilliseconds;
+}

src/DataStreamSuite/BlueRegistry/ArrayRegistryHandler.cs

@@ -0,0 +1,60 @@
+using System;
+using Microsoft.Win32;
+
+namespace BCG
+{
+   internal static class ArrayRegistryHandler
+   {
+      public static void setValue (RegistryKey rk, string name, Array array)
+      {
+         rk.SetValue (name, array.Length);
+         Type t = array.GetType ().GetElementType ();
+
+         for (int i = 0; i < array.Length; i++)
+         {
+            if (t == typeof (int))
+               rk.SetValue (string.Concat (name, i.ToString ()), (int) array.GetValue (i));
+            else if (t == typeof (bool))
+               rk.SetValue (string.Concat (name, i.ToString ()), (bool) array.GetValue (i));
+            else
+               rk.SetValue (string.Concat (name, i.ToString ()), array.GetValue (i));
+         }
+      }
+
+      public static Array getValue (RegistryKey rk, string name, Type elementType)
+      {
+         object c = rk.GetValue (name, 0);
+         int count = (int) c;
+
+         Array result;
+
+         if (elementType == typeof (int) || elementType == typeof (System.Int32))
+            result = new int[count];
+         else if (elementType == typeof (bool))
+            result = new bool[count];
+         else if (elementType == typeof (double))
+            result = new double[count];
+         else if (elementType == typeof (DateTime))
+            result = new DateTime[count];
+         else
+            result = new string[count];
+
+         for (int i = 0; i < count; i++)
+         {
+            object val = rk.GetValue (string.Concat (name, i.ToString ()));
+            if (elementType == typeof (int) || elementType == typeof (System.Int32))
+               result.SetValue (int.Parse (val.ToString ()), i);
+            else if (elementType == typeof (bool))
+               result.SetValue (bool.Parse (val.ToString ()), i);
+            else if (elementType == typeof (double))
+               result.SetValue (double.Parse (val.ToString ()), i);
+            else if (elementType == typeof (DateTime))
+               result.SetValue (DateTime.Parse (val.ToString ()), i);
+            else
+               result.SetValue (val.ToString (), i);
+         }
+
+         return result;
+      }
+   }
+}

src/DataStreamSuite/BlueRegistry/BlueRegistry.cs

@@ -0,0 +1,192 @@
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Collections.Concurrent;
+using System.Reflection;
+using Microsoft.Win32;
+
+namespace BCG
+{
+   public enum RegistryRoot { HKCU, HKLM }
+
+   [Serializable]
+   public class BlueRegistry
+   {
+      public const string BlueSubKey = @"Software\Blue Capital Group\";
+      public static readonly string ApplicationPrefix;
+      protected string myFullPath;
+
+      public BlueRegistry(string subPath)
+      {
+         myFullPath = string.Concat(BlueRegistry.ApplicationPrefix, @"\", subPath);
+      }
+
+      public BlueRegistry(BlueRegistry parent, string subPath)
+      {
+         myFullPath = string.Concat(parent.myFullPath, @"\", subPath);
+      }
+
+      static BlueRegistry()
+      {
+         string app = "Applications";
+
+         Assembly ass = Assembly.GetEntryAssembly();
+         if (ass != null)
+         {
+            app = ass.GetName().Name;
+
+            object[] attrs = ass.GetCustomAttributes(
+               Type.GetType("System.Reflection.AssemblyTitleAttribute"), true);
+
+            if (attrs.Length > 0 && ((AssemblyTitleAttribute)attrs[0]).Title != string.Empty)
+            {
+               app = ((AssemblyTitleAttribute)attrs[0]).Title;
+            }
+         }
+
+         ApplicationPrefix = string.Concat(BlueRegistry.BlueSubKey, app);
+      }
+
+      public object getValue(string name)
+      {
+         return getValue(RegistryRoot.HKCU, name);
+      }
+
+      public object getValue(string name, object defaultValue)
+      {
+         return getValue(RegistryRoot.HKCU, name, defaultValue);
+      }
+
+      public void setValue(string name, object value)
+      {
+         setValue(RegistryRoot.HKCU, name, value);
+      }
+
+      public void deleteValue(string name)
+      {
+         deleteValue(RegistryRoot.HKCU, name);
+      }
+
+      private RegistryKey myGetRegistryKey(RegistryRoot root)
+      {
+         if (root == RegistryRoot.HKCU)
+            return Registry.CurrentUser.CreateSubKey(myFullPath);
+         else
+            return Registry.LocalMachine.CreateSubKey(myFullPath);
+      }
+
+      #region Generic Methods
+      public virtual void setValue(RegistryRoot root, string name, object value)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            rk.SetValue(name, value);
+         }
+      }
+
+      internal virtual object getValue(RegistryRoot root, string name)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            return rk.GetValue(name);
+         }
+      }
+
+      internal virtual void deleteValue(RegistryRoot root, string name)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            rk.DeleteValue(name);
+         }
+      }
+
+      public virtual object getValue(RegistryRoot root, string name, object defaultValue)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            return rk.GetValue(name, defaultValue);
+         }
+      }
+      #endregion
+
+      #region Double
+      internal virtual void setDouble(RegistryRoot root, string name, double value)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            DoubleRegistryHandler.setValue(rk, name, value);
+         }
+      }
+
+      internal virtual double getDouble(RegistryRoot root, string name)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            return DoubleRegistryHandler.getValue(rk, name);
+         }
+      }
+      #endregion
+
+      #region Enum
+      internal virtual void setEnum(RegistryRoot root, string name, Enum value)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            EnumRegistryHandler.setValue(rk, name, value);
+         }
+      }
+
+      internal virtual Enum getEnum(RegistryRoot root, string name, Type enumType)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            return EnumRegistryHandler.getValue(rk, name, enumType);
+         }
+      }
+      #endregion
+
+      #region Array
+      internal virtual void setArray(RegistryRoot root, string name, Array array)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            ArrayRegistryHandler.setValue(rk, name, array);
+         }
+      }
+
+      internal virtual Array getArray(RegistryRoot root, string name, Type elementType)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            return ArrayRegistryHandler.getValue(rk, name, elementType);
+         }
+      }
+      #endregion
+
+      #region SortedList
+      internal virtual void setSortedList(RegistryRoot root, string name, SortedList slist)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            SortedListRegistryHandler.setValue(rk, name, slist);
+         }
+      }
+
+      internal virtual SortedList getSortedList(RegistryRoot root, string name)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            return SortedListRegistryHandler.getValue(rk, name);
+         }
+      }
+
+      internal virtual void deleteSortedList(RegistryRoot root, string name)
+      {
+         using (RegistryKey rk = myGetRegistryKey(root))
+         {
+            SortedListRegistryHandler.deleteValue(rk, name);
+         }
+      }
+      #endregion
+   }
+}

src/DataStreamSuite/BlueRegistry/BlueRegistry.csproj

@@ -0,0 +1,9 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+  </PropertyGroup>
+
+</Project>

src/DataStreamSuite/BlueRegistry/DoubleRegistryHandler.cs

@@ -0,0 +1,25 @@
+using System;
+using System.Runtime.Versioning;
+
+using Microsoft.Win32;
+
+namespace BCG
+{
+   internal static class DoubleRegistryHandler
+   {
+      public static void setValue (RegistryKey rk, string name, double value)
+      {
+         rk.SetValue (name, value.ToString ());
+      }
+
+      [SupportedOSPlatform("windows")]
+      public static double getValue (RegistryKey rk, string name)
+      {
+         object v = rk.GetValue (name);
+         if (v != null) 
+            return double.Parse (v.ToString ());
+         else
+            return double.NaN;
+      }
+   }
+}

src/DataStreamSuite/BlueRegistry/EnumRegistryHandler.cs

@@ -0,0 +1,22 @@
+using System;
+using Microsoft.Win32;
+
+namespace BCG
+{
+   internal static class EnumRegistryHandler
+   {
+      public static void setValue (RegistryKey rk, string name, Enum value)
+      {
+         rk.SetValue (name, value.ToString ());
+      }
+
+      public static Enum getValue (RegistryKey rk, string name, Type enumType)
+      {
+         object v = rk.GetValue (name);
+         if (v != null)
+            return (Enum) Enum.Parse (enumType, v.ToString ());
+         else
+            return null;
+      }
+   }
+}

src/DataStreamSuite/BlueRegistry/SortedListRegistryHandler.cs

@@ -0,0 +1,58 @@
+using System;
+using System.Collections;
+using Microsoft.Win32;
+
+namespace BCG
+{
+   internal static class SortedListRegistryHandler
+   {
+      public static void setValue (RegistryKey rk, string name, SortedList slist)
+      {
+         rk.SetValue (name, slist.Count);
+               
+         for (int i = 0; i < slist.Count; i++)
+         {
+            object key = slist.GetKey (i);
+            object val = slist.GetByIndex (i);
+            rk.SetValue (string.Concat (name, "_key", i.ToString ()), key);
+            rk.SetValue (string.Concat (name, "_val", i.ToString ()), val);
+         }
+      }
+
+      public static SortedList getValue (RegistryKey rk, string name)
+      {
+         object c = rk.GetValue (name, 0);
+
+         SortedList result = new SortedList ();
+         try
+         {
+            int count = (int) c;
+            for (int i = 0; i < count; i++)
+            {
+               object key = rk.GetValue (string.Concat (name, "_key", i.ToString ()));
+               object val = rk.GetValue (string.Concat (name, "_val", i.ToString ()));
+               result.Add (key, val);
+            }
+         }
+         catch (Exception)
+         {
+            result.Clear ();
+         }
+         return result;
+      }
+
+      public static void deleteValue (RegistryKey rk, string name)
+      {
+         object c = rk.GetValue (name, 0);
+         int count = (int) c;
+
+         for (int i = 0; i < count; i++)
+         {
+            rk.DeleteValue (string.Concat (name, "_key", i.ToString ()), false);
+            rk.DeleteValue (string.Concat (name, "_val", i.ToString ()), false);
+         }
+         
+         rk.DeleteValue (name, false);
+      }
+   }
+}

src/DataStreamSuite/BooleanExpressions/Arguments/Argument.cs

@@ -0,0 +1,21 @@
+namespace Bts.BooleanExpressions.Arguments;
+
+class Argument : IArgument {
+   readonly Func<IDictionary<string, object?>, object?> getValue;
+
+   public Argument(Func<IDictionary<string, object?>, object?> getValue) =>
+      this.getValue = getValue;
+
+   public object? GetValue(IDictionary<string, object?> env) =>
+      getValue(env);
+}
+
+class Argument<T> : IArgument<T> {
+   readonly Func<IDictionary<string, object?>, T> getValue;
+
+   public Argument(Func<IDictionary<string, object?>, T> getValue) =>
+      this.getValue = getValue;
+
+   public T GetValue(IDictionary<string, object?> env) =>
+      getValue(env);
+}

src/DataStreamSuite/BooleanExpressions/Arguments/ArgumentComparer.cs

@@ -0,0 +1,85 @@
+namespace Bts.BooleanExpressions.Arguments;
+
+using bts;
+
+using Spark.Core.Collections;
+
+static class ArgumentComparer {
+   public static int Compare(
+      IArgument value1, IArgument value2, IDictionary<string, object?> env) {
+      if (value1 is null) {
+         throw new ArgumentNullException(nameof(value1));
+      }
+      if (value2 is null) {
+         throw new ArgumentNullException(nameof(value2));
+      }
+      var obj1 = value1.GetValue(env);
+      var obj2 = value2.GetValue(env);
+      if (obj1 is null) {
+         if (obj2 is null) {
+            return 0;
+         }
+         return -1;
+      }
+      if (obj2 is null) {
+         return 1;
+      }
+      return compareObjs(obj1, obj2);
+   }
+
+   static int compareObjs(object obj1, object obj2) {
+      try {
+         var typ1 = obj1.GetType();
+         var typ2 = obj2.GetType();
+         bool areSameTypes = typ1 == typ2;
+         if (areSameTypes) {
+            return ((IComparable)obj1).CompareTo(obj2);
+         }
+         if (typ1.IsNumeric()) {
+            return tryCompareNumeric(obj1, obj2);
+         } else if (typ2.IsNumeric()) {
+            return -tryCompareNumeric(obj2, obj1);
+         } else if (typ1.IsEnum) {
+            if (typ2 == typeof(string)) {
+               return -((string)obj2).CompareTo(obj1.ToString());
+            }
+         } else if (typ1 == typeof(string)) {
+            return ((string)obj1).CompareTo(obj2.ToString());
+         } else if (typ1 == typeof(DateTime)) {
+            if (typ2 == typeof(TimeSpan)) {
+               return ((DateTime)obj1).Ticks.CompareTo(((TimeSpan)obj2).Ticks);
+            }
+         } else if (typ1 == typeof(TimeSpan)) {
+            if (typ2 == typeof(DateTime)) {
+               return ((TimeSpan)obj1).Ticks.CompareTo(((DateTime)obj2).Ticks);
+            }
+         }
+      } catch (Exception ex) {
+         Log.Ui.error($"Comparison failed: {ex}");
+         throw;
+      }
+      throw new ArgumentException("Failed to compare obj1 and obj2", nameof(obj1));
+   }
+
+   static int tryCompareNumeric(object numericObj1, object obj2) {
+      var typ2 = obj2.GetType();
+      if (typ2.IsNumeric()) {
+         return new NumericComparer().Compare(numericObj1, obj2);
+      } else if (typ2.IsEnum) {
+         var undTyp2 = typ2.GetEnumUnderlyingType();
+         if (undTyp2 == typeof(byte)) {
+            return new NumericComparer().Compare(numericObj1, (byte)obj2);
+         }
+         if (undTyp2 == typeof(short)) {
+            return new NumericComparer().Compare(numericObj1, (short)obj2);
+         }
+         if (undTyp2 == typeof(int)) {
+            return new NumericComparer().Compare(numericObj1, (int)obj2);
+         }
+         if (undTyp2 == typeof(long)) {
+            return new NumericComparer().Compare(numericObj1, (long)obj2);
+         }
+      }
+      throw new ArgumentException("Failed to compare numeric obj1 and obj2", nameof(obj2));
+   }
+}

src/DataStreamSuite/BooleanExpressions/Arguments/ArgumentExtensions.cs

@@ -0,0 +1,11 @@
+namespace Bts.BooleanExpressions.Arguments;
+
+static class ArgumentExtensions {
+   public static IArgument<T> Cast<T>(this IArgument argument) =>
+      new Argument<T>(env => {
+         var obj = argument.GetValue(env);
+         return obj is T t ? t : throw new Exception(
+            $"Expected argument.GetValue to return instance of type {typeof(T)} " +
+            $"(actually {obj?.GetType()})");
+      });
+}

src/DataStreamSuite/BooleanExpressions/Arguments/ArgumentMatcher.cs

@@ -0,0 +1,19 @@
+namespace Bts.BooleanExpressions.Arguments;
+
+using System.Text.RegularExpressions;
+
+static class ArgumentMatcher {
+   public static bool Match(
+      IArgument arg1, IArgument arg2, IDictionary<string, object?> env) {
+      var lobj = arg1.GetValue(env);
+      var robj = arg2.GetValue(env);
+      if (DBNull.Value.Equals(lobj) && robj is string) {
+         return false;
+      }
+      if (lobj is string lstr && robj is string rstr) {
+         return Regex.IsMatch(lstr, rstr);
+      }
+      throw new Exception(
+         $"Type mismatch, cannot string match {lobj?.GetType()} with {robj?.GetType()}");
+   }
+}

src/DataStreamSuite/BooleanExpressions/Arguments/Constant.cs

@@ -0,0 +1,16 @@
+namespace Bts.BooleanExpressions.Arguments;
+
+static class Constant {
+   public static Constant<T> Create<T>(T value) =>
+      new(value);
+}
+
+class Constant<T> : IArgument<T> {
+   readonly T value;
+
+   public Constant(T value) =>
+      this.value = value;
+
+   public T GetValue(IDictionary<string, object?> env) =>
+      value;
+}

src/DataStreamSuite/BooleanExpressions/Arguments/Function.cs

@@ -0,0 +1,29 @@
+namespace Bts.BooleanExpressions.Arguments;
+
+class Function : IArgument {
+   public const string FunctionPrefix = "function:";
+
+   readonly string name;
+   readonly IEnumerable<IArgument> args;
+
+   public Function(string name, IEnumerable<IArgument>? args = null) {
+      this.name = name;
+      this.args = args ?? Enumerable.Empty<IArgument>();
+   }
+
+   public delegate object? Delegate(List<object?> args);
+
+   public object? GetValue(IDictionary<string, object?> env) {
+      var argValues = args?.Select(a => a.GetValue(env))?.ToList() ?? new(0);
+
+      var k = FunctionPrefix + name;
+      if (!env.TryGetValue(k, out var fnObj)) {
+         throw new BooleanExpressionException($"Did not find function named '{name}'");
+      }
+      if (fnObj is not Delegate fn) {
+         throw new BooleanExpressionException(
+            $"Function {name} is not of type {typeof(Delegate)}");
+      }
+      return fn(argValues);
+   }
+}

src/DataStreamSuite/BooleanExpressions/Arguments/IArgument.cs

@@ -0,0 +1,12 @@
+namespace Bts.BooleanExpressions;
+
+interface IArgument {
+   object? GetValue(IDictionary<string, object?> env);
+}
+
+interface IArgument<T> : IArgument {
+   new T GetValue(IDictionary<string, object?> env);
+   
+   object? IArgument.GetValue(IDictionary<string, object?> env) =>
+      GetValue(env);
+}

src/DataStreamSuite/BooleanExpressions/Arguments/Variable.cs

@@ -0,0 +1,12 @@
+namespace Bts.BooleanExpressions.Arguments;
+
+class Variable : IArgument {
+   readonly string name;
+
+   public Variable(string name) =>
+      this.name = name;
+
+   public object? GetValue(IDictionary<string, object?> env) =>
+      env.TryGetValue(name, out var res) ?
+         res : throw new BooleanExpressionException($"Did not find variable named '{name}'");
+}