fix build: Fix a few path errors in publish target

Culling the logs
Order Tickets from the sheets are defaulted correctly now
2023-05-31 21:59:51 -04:00 · 2023-05-29 11:35:49 -04:00 · 2023-05-29 10:32:29 -04:00 · 2023-04-05 11:45:24 -04:00 · 2023-04-05 11:39:37 -04:00
360 changed files with 117623 additions and 135505 deletions
@@ -7,6 +7,24 @@
      "commands": [
        "dotnet-format"
      ]
+    },
+    "fable": {
+      "version": "4.0.0-theta-018",
+      "commands": [
+        "fable"
+      ]
+    },
+    "fantomas": {
+      "version": "5.2.2",
+      "commands": [
+        "fantomas"
+      ]
+    },
+    "fake-cli": {
+      "version": "6.0.0",
+      "commands": [
+        "fake"
+      ]
    }
  }
 }
@@ -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"
@@ -1,43 +0,0 @@
-{
-  "dockerFile": "Dockerfile",
-  // 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=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
-  "workspaceFolder": "/home/bts/spark",
-  "updateRemoteUserUID": true,
-  "shutdownAction": "none",
-  // Note: If running multiple containers on the same host, each must use a
-  // unique set of ports. Usually we just add 1000 to each port as needed. For
-  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
-  "runArgs": [
-    "--shm-size",
-    "2gb",
-    "--network",
-    "host"
-  ],
-  "mounts": [
-    "source=${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-vscode.cmake-tools",
-        "ms-vscode.cpptools"
-      ]
-    }
-  }
-}
@@ -42,7 +42,7 @@ trace_data/
 /.ignore
 *.rej
 .clangd/
-*CMakeDeps*.cmake
+*CMakeDeps.cmake
 /sniper.ipynb
 /src/.clang-format
 /src/server/sparkd/cmds/spartan/analysis/.ipynb_checkpoints
@@ -1,6 +1,9 @@
 [submodule "externals"]
 	path = externals
 	url = git@bitbucket.org:bluetradesys/externals.git
-[submodule "vcpkg"]
-	path = vcpkg
-	url = https://github.com/microsoft/vcpkg.git
+[submodule "docker/linux"]
+	path = docker/linux
+	url = git@bitbucket.org:bluetradesys/linux_docker.git
+[submodule "docker/windows"]
+	path = docker/windows
+	url = git@bitbucket.org:bluetradesys/windows_docker.git
@@ -1,6 +1,5 @@
 cmake_minimum_required(VERSION 3.12)
 project(spark)
-set(CMAKE_CXX_STANDARD 20)

 if(WIN32)
  set(platform "windows")
@@ -14,49 +13,101 @@ set(
  CACHE
  STRING
  "External dependencies root folder (should contain folders: lib, bin, include")
-set(EXTERNALS_BIN "${EXTERNALS_ROOT}/bin")
-set(EXTERNALS_INCLUDE "${EXTERNALS_ROOT}/include")
-set(EXTERNALS_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
-set(BUILD_DOCS OFF CACHE BOOL "Build documentation")
+set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
+set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
+set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
+set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
 set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
-set(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")
-else()
-  set(BUILD_SPARKD ON CACHE BOOL "Build sparkd")
-  set(BUILD_WEB ON CACHE BOOL "Build the web server")
-endif()
+set(BUILD_WEB ON CACHE BOOL "Build the web server")

-include_directories(BEFORE SYSTEM ${EXTERNALS_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
-link_directories(${EXTERNALS_LIB})
+include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
+link_directories(${SPARK_LIB})

-add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
 if(WIN32)
+  # flags
+  set(
+    CMAKE_CXX_FLAGS
+    "${CMAKE_CXX_FLAGS} \
+    /MP \
+    /WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
+    /bigobj \
+    /DCURL_STATICLIB \
+    /D_WINSOCK_DEPRECATED_NO_WARNINGS \
+    /D__TBB_NO_IMPLICIT_LINKAGE \
+    /DBOOST_ALL_NO_LIB \
+    /std:c++17 \
+    /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
+  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
+  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
+  set(
+    CMAKE_SHARED_LINKER_FLAGS_RELEASE
+    "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} \
+    /DEBUG \
+    /OPT:REF \
+    /OPT:ICF \
+    /LTCG")
+
  # subdirs
  add_subdirectory(src/lib)
 else()
+  # make sparkd look for libspark.so in its directory
+  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
+  set(CMAKE_INSTALL_RPATH ".")
+  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install/${CMAKE_BUILD_TYPE}/sparkd")
  add_compile_definitions(SPARK_ENABLE_CCAPI)
  add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
-  add_compile_definitions(CCAPI_ENABLE_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)

+  # flags
+  set(
+    CMAKE_CXX_FLAGS_DEBUG
+    "${CMAKE_CXX_FLAGS_DEBUG} \
+    -fPIC \
+    -Wall \
+    -pedantic \
+    -Wextra \
+    -Werror \
+    -Wno-missing-braces \
+    -Wno-ignored-qualifiers \
+    --std=c++17 -fdiagnostics-color")
+  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
+  set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
+
  # subdirs
-  if (BUILD_SPARKD)
-    add_subdirectory(src/server/sparkd)
-    add_subdirectory(src/data_files)
-  endif()
+  add_subdirectory(src/server/sparkd)
  add_subdirectory(src/lib)
  if (BUILD_WEB)
    add_subdirectory(src/web)
  endif()
-  if(BUILD_DOCS)
-    add_subdirectory(doc/user)
-  endif()
+  add_subdirectory(doc/user)
  if(BUILD_SDK)
    add_subdirectory(src/sdk)
  endif()
+  add_subdirectory(src/data_files)
+
+  add_custom_command(
+    OUTPUT ${CMAKE_BINARY_DIR}/server
+    COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
+    COMMAND
+      ln ARGS -sf
+      ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
+      ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
+    COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
+    COMMENT "Creating server runtime layout"
+    DEPENDS sparkd data_files_dir)
+
+  add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
+
+  install(DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins" DESTINATION bin)
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/src/emumba/sparkd.lic" DESTINATION bin)
 endif()
@@ -1,215 +0,0 @@
-{
-  "version": 4,
-  "cmakeMinimumRequired": {
-    "major": 3,
-    "minor": 23,
-    "patch": 0
-  },
-
-  "configurePresets": [
-    {
-      "name": "spark",
-      "condition": {
-        "type": "equals",
-        "lhs": "${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"
-      },
-      "cacheVariables": {
-        "CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
-        "CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
-        "CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
-        "CMAKE_CXX_STANDARD": "20",
-        "CMAKE_INSTALL_PREFIX": "${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/$<CONFIG>/bin/net7.0-windows",
-        "EXPORT_MD_CONSUMER": {
-          "type": "BOOL",
-          "value": "ON"
-        }
-      }
-    },
-
-    {
-      "name": "sparkd",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Linux"
-      },
-      "hidden": true,
-      "generator": "Ninja",
-      "binaryDir": "${sourceDir}/build/${presetName}",
-      "cacheVariables": {
-        "platform": "",
-        "CMAKE_CXX_STANDARD": "20",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
-        "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
-        "CONFIG_DEFAULTS_PATH": "config/defaults/*.conf",
-        "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
-        "BUILD_SDK": {
-          "type": "BOOL",
-          "value": "OFF"
-        },
-        "BUILD_ADMIN_WEB_APP": {
-          "type": "BOOL",
-          "value": "ON"
-        }
-      }
-    },
-
-    {
-      "name": "sparkd-debug",
-      "inherits": "sparkd",
-      "hidden": true,
-      "cacheVariables": {
-        "CMAKE_BUILD_TYPE": "Debug",
-        "CMAKE_EXPORT_COMPILE_COMMANDS": {
-          "type": "BOOL",
-          "value": "ON"
-        },
-        "CCAPI_LOG_LEVEL": "Info"
-      }
-    },
-
-    {
-      "name": "sparkd-release",
-      "inherits": "sparkd",
-      "hidden": true,
-      "cacheVariables": {
-        "CMAKE_BUILD_TYPE": "Release",
-        "CCAPI_LOG_LEVEL": "Warn"
-      }
-    },
-
-    {
-      "name": "sparkd-debug-clang",
-      "inherits": "sparkd-debug",
-      "displayName": "Sparkd (Debug | Clang)",
-      "description": "Debug build compiled w/ clang",
-      "cacheVariables": {
-        "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"
-      }
-    },
-
-    {
-      "name": "sparkd-debug-gcc",
-      "inherits": "sparkd-debug",
-      "displayName": "Sparkd (Debug | Gcc)",
-      "description": "Debug build compiled w/ gcc",
-      "cacheVariables": {
-        "CMAKE_C_COMPILER": "gcc",
-        "CMAKE_CXX_COMPILER": "g++",
-        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -Wno-stringop-overread -DDEBUG"
-      }
-    },
-
-    {
-      "name": "sparkd-release-clang",
-      "inherits": "sparkd-release",
-      "displayName": "Sparkd (Release | Clang)",
-      "description": "Release build compiled w/ clang",
-      "cacheVariables": {
-        "CMAKE_C_COMPILER": "clang",
-        "CMAKE_CXX_COMPILER": "clang++",
-        "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"
-      }
-    },
-
-    {
-      "name": "sparkd-release-gcc",
-      "inherits": "sparkd-release",
-      "displayName": "Sparkd (Release | Gcc)",
-      "description": "Release build compiled w/ gcc",
-      "cacheVariables": {
-        "CMAKE_C_COMPILER": "gcc",
-        "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"
-      }
-    }
-  ],
-
-  "buildPresets": [
-    {
-      "name": "spark",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Windows"
-      },
-      "hidden": true
-    },
-
-    {
-      "name": "spark-debug",
-      "displayName": "Spark (Debug)",
-      "inherits": "spark",
-      "configurePreset": "spark",
-      "configuration": "Debug"
-    },
-
-    {
-      "name": "spark-release",
-      "displayName": "Spark (Release)",
-      "inherits": "spark",
-      "configurePreset": "spark",
-      "configuration": "Release"
-    },
-
-    {
-      "name": "sparkd",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Linux"
-      },
-      "hidden": true
-    },
-
-    {
-      "name": "sparkd-debug-clang",
-      "configurePreset": "sparkd-debug-clang",
-      "displayName": "Sparkd (Debug | Clang)",
-      "inherits": "sparkd"
-    },
-
-    {
-      "name": "sparkd-debug-clang-j6",
-      "configurePreset": "sparkd-debug-clang",
-      "displayName": "Sparkd (Debug | Clang | jobs=6)",
-      "inherits": "sparkd",
-      "jobs": 6
-    },
-
-    {
-      "name": "sparkd-debug-gcc",
-      "configurePreset": "sparkd-debug-gcc",
-      "displayName": "Sparkd (Debug | Gcc)",
-      "inherits": "sparkd"
-    },
-
-    {
-      "name": "sparkd-release-clang",
-      "configurePreset": "sparkd-release-clang",
-      "displayName": "Sparkd (Release | Clang)",
-      "inherits": "sparkd"
-    },
-
-    {
-      "name": "sparkd-release-gcc",
-      "configurePreset": "sparkd-release-gcc",
-      "displayName": "Sparkd (Release | Gcc)",
-      "inherits": "sparkd"
-    }
-  ]
-}
@@ -1,39 +0,0 @@
-include(${CMAKE_SOURCE_DIR}/cmake/PackBasic.cmake)
-include(GNUInstallDirs)
-
-function(install_basic)
-  set(_options)
-  set(_one_value_args)
-  set(_multi_value_args HEADERS)
-  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 ${CMAKE_CURRENT_SOURCE_DIR}
-      *.h
-    )
-  endif()
-
-  target_sources(${PROJECT_NAME}
-    PUBLIC
-      FILE_SET HEADERS FILES ${${PROJECT_NAME}_HEADERS})
-
-  install(
-    TARGETS ${PROJECT_NAME}
-    EXPORT ${PROJECT_NAME}Targets
-    RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR}
-    LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
-    ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
-    FILE_SET HEADERS DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}
-  )
-
-  install(
-    EXPORT ${PROJECT_NAME}Targets
-    FILE ${PROJECT_NAME}Targets.cmake
-    NAMESPACE ${PROJECT_NAME}::
-    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME})
-
-  pack_basic()
-endfunction()
@@ -1,36 +0,0 @@
-include(CMakePackageConfigHelpers)
-
-function(pack_basic)
-  find_package(Git QUIET)
-
-  if(GIT_FOUND)
-    execute_process(
-      COMMAND ${GIT_EXECUTABLE} describe --tags --always --dirty
-      WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
-      OUTPUT_VARIABLE PROJECT_VERSION
-      OUTPUT_STRIP_TRAILING_WHITESPACE
-    )
-  endif()
-
-  if(NOT GIT_FOUND OR PROJECT_VERSION STREQUAL "")
-    set(PROJECT_VERSION "0.0.0")
-  endif()
-
-  write_basic_package_version_file(
-    "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_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}
-  )
-
-  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})
-endfunction()
@@ -1,12 +0,0 @@
-function(print_list var)
-  set(CMAKE_MESSAGE_INDENT "")
-  set(_var_str "")
-  foreach(item IN LISTS ${var})
-    set(_var_str "${_var_str}\n  ${item}")
-  endforeach()
-  if ("${ARGN}" STREQUAL "VERBOSE")
-    message(VERBOSE "***${var}:${_var_str}")
-  else()
-    message("***${var}:${_var_str}")
-  endif()
-endfunction()
@@ -1,5 +1,5 @@
-set(Protobuf_PROTOC_EXECUTABLE "${EXTERNALS_BIN}/protoc")
-set(PROTOBUF_INCLUDE_DIRS "${EXTERNALS_INCLUDE}")
+set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
+set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
 set(PROTOBUF_STATIC_LIB "libprotobuf")

 function(Protobuf_Generate_Cpp SRCS HDRS)
@@ -4,6 +4,8 @@ VisualStudioVersion = 17.3.32922.545
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}"
+EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\sparkcmd\sparkcmd.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
@@ -11,6 +13,9 @@ EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
+	ProjectSection(ProjectDependencies) = postProject
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25} = {FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}
+	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
@@ -63,9 +63,9 @@ namespace mbts.spark {
               vs_input, vs_nonvol_data.contracts, aux_data_map);
            _timer.stop();
            var tag_str = tag == null ? "Null" : tag.ToString();
-            bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
-                             $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
-                             $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
+            // bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
+            //                  $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
+            //                  $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
            _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
            _bb.post(_out_bb_computed_vol_tag, vs_output);
         }
@@ -75,7 +75,7 @@ namespace mbts.spark {
         var exp_price_map = OptionDriverPriceMap.get_vs_price_map(
            all_sym_price_map, (s) => _option_symbols.Contains(s));
         if (sc_data != null && vs_nonvol_input != null && exp_price_map != null) {
-            bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
+            bts.Log.Gen.diag($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
                              "publishing VolSurfaceNonVolData");
            _bb.post(_out_bb_vs_nonvol_data_tag,
                     new VolSurfaceNonVolData(
@@ -81,7 +81,7 @@ namespace mbts.analytics {
               output.Add(symbol, symbol_data);
            }
            IReadOnlyDictionary<string, TData> ro_output = output;
-            bts.Log.Gen.info($"SymbolAggregationPublisher._on_timer publishing " +
+            bts.Log.Gen.diag($"SymbolAggregationPublisher._on_timer publishing " +
                             $"tag: {_out_tag} sz: {ro_output.Count}");
            _bb.post(_out_tag, ro_output);
         }
@@ -28,9 +28,10 @@ namespace mbts.spark {
         _candidate_value.Changed += on_candidate_changed;
         _is_dirty.Changed += (o, n) => {
            Log.assert(o != n);
-            Log.Ui.info(
-               $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
-               $"commited: {committed_value}; candidate: {candidate_value}");
+            // TODO: John, this was logged too many times
+            // Log.Ui.info(
+            //    $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
+            //    $"commited: {committed_value}; candidate: {candidate_value}");
         };

         void on_committed_changed(object? oldval, object? newval) =>
@@ -3,16 +3,15 @@
 using mbts.co2;

 namespace mbts.analytics {
-   using Size = System.Single;
   public class VolSurfaceMDUnit : IEquatable<VolSurfaceMDUnit> {
      public readonly double bid_price, ask_price;
-      public readonly Size bid_size, ask_size;
+      public readonly uint bid_size, ask_size;
      public readonly double mark_price = double.NaN;
      private static VolSurfaceMDUnit _empty =
         new VolSurfaceMDUnit(Double.NaN, 0, Double.NaN, 0, Double.NaN);

-      public VolSurfaceMDUnit(double this_bid_price, Size this_bid_size,
-                               double this_ask_price, Size this_ask_size,
+      public VolSurfaceMDUnit(double this_bid_price, uint this_bid_size,
+                               double this_ask_price, uint this_ask_size,
                               double this_mark_price) {
         bid_price = this_bid_price;
         bid_size = this_bid_size;
@@ -29,7 +28,7 @@ namespace mbts.analytics {

      public VolSurfaceMDUnit(NativePriceSize bid, NativePriceSize ask,
                              double mark_price)
-      : this(bid.price, bid.size_f, ask.price, ask.size_f, mark_price) {
+      : this(bid.price, bid.size, ask.price, ask.size, mark_price) {
      }

      public bool is_two_sided() { return bid_size != 0 && ask_size != 0; }
@@ -42,7 +41,7 @@ namespace mbts.analytics {
      }

      public double get_weighted_mid_price(bool get_one_sided_mid = true) {
-         Size sum_q = bid_size + ask_size;
+         uint sum_q = bid_size + ask_size;
         if (sum_q == 0) {
            return Double.NaN;
         }
@@ -88,8 +88,8 @@ namespace mbts.analytics {

      public void set_driver_price(
         IDictionary<VolSurfaceExpiration, double> driver_price_map) {
-         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
-                               $"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
+         // Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
+         //                       $"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
         _driver_price_map = new Dictionary<VolSurfaceExpiration, double>(driver_price_map);
         _compute_and_fire(InputType.DriverPrice);
      }
@@ -52,23 +52,17 @@ namespace bts {
         string rv = "MergedMDDaemon Options:\n";
         foreach (var kv in sec_map) {
            var sec = kv.Value.security;
-            var md = kv.Value.md;
-            ulong time = 0;
-            NativePriceSize bid, ask;
-            var has_md = md.get_bbo(ref time, out bid, out ask);
            if (sec.HasOption) {
               rv += $"id: {kv.Key} desc: {sec.security_desc()} sym: {sec.Symbol} " +
                     $"exp: {sec.security_expiration()} " +
-                     $"k: {sec.Option.Strike} cp: {sec.Option.CallPut} " +
-                     $"bid: p: {bid.price} q: {bid.size} qf: {bid.size_f} ask: p: {ask.price} q: {ask.size} qf: {ask.size_f}" +
-                     "\n";
+                     $"k: {sec.Option.Strike} cp: {sec.Option.CallPut}" + "\n";
            }
         }
         Log.Gen.info(rv);
      }

      private void _on_server_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
-         _log_options(sec_map);
+         //_log_options(sec_map);
         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_server_sec_map sz: {0}", sec_map.Count()));
         _server_sec_map = new Dictionary<uint, SecurityMD>(sec_map);
         _merge_and_post();
@@ -218,14 +218,10 @@ namespace mbts.spark {
         background = buy_sell_background_fill_color;
         hoverbackground = _mk_hover_bg_brush(dark, _darkbg, 0);

-         _num_root_orders = 0;
-         _filled = 0;
-         _quantity = 0;
-         foreach (var n in _root_nodes) {
-            _num_root_orders++;
-            _filled += n.filled_quantity();
-            _quantity += n.quantity();
-         }
+         (_num_root_orders, _filled, _quantity) = _root_nodes
+            .Select(n => (1u, n.filled_quantity(), n.quantity()))
+            .Sum();
+
         if (_num_root_orders == 1) {
            var order = _root_nodes.First();
            border = _owner.model.order_gateway.factory.get_metadata(order).Color.rgb_brush();
@@ -1,10 +1,12 @@
 using mbts.analytics;

 using System;
-
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;

 namespace BCG {
-   using Size = System.Single;
   public enum BidAskAlertZone { buy, sell, none }
   public class BBOPacket {
      public enum MarketSide {
@@ -13,8 +15,8 @@ namespace BCG {

      private double _bid_price => md.bid_price;
      private double _ask_price => md.ask_price;
-      private Size _bid_size => md.bid_size;
-      private Size _ask_size => md.ask_size;
+      private UInt32 _bid_size => md.bid_size;
+      private UInt32 _ask_size => md.ask_size;
      private static BBOPacket _null_pack = new BBOPacket(VolSurfaceMDUnit.empty);
      public readonly VolSurfaceMDUnit md;

@@ -22,6 +24,21 @@ namespace BCG {
         this.md = md;
      }

+      public static bool bid_through_theo(BBOPacket md, mbts.spark.TheoPoint tp, bool is_call) {
+         return false;
+         // if (tp != null && md != null && md._md_row != null)
+         //    return get_bid_price(md) > (is_call ? tp.call : tp.put);
+         // else
+         //    return false;
+      }
+
+      public static bool ask_through_theo(BBOPacket md, mbts.spark.TheoPoint tp, bool is_call) {
+         // if (tp != null && md != null && md._md_row != null)
+         //    return get_ask_price(md) < (is_call ? tp.call : tp.put);
+         // else
+         return false;
+      }
+
      public static double get_mid_price(BBOPacket md) {
         return (get_bid_price(md) + get_ask_price(md)) / 2.0;
      }
@@ -30,16 +47,21 @@ namespace BCG {
         return md != null ? md._bid_price : Double.NaN;
      }

-      public static Size get_bid_size(BBOPacket md) {
-         return md != null ? md._bid_size : (Size)0;
+      public static UInt32 get_bid_size(BBOPacket md) {
+         return md != null ? md._bid_size : (UInt32)0;
      }

      public static double get_ask_price(BBOPacket md) {
         return md != null ? md._ask_price : Double.NaN;
      }

-      public static Size get_ask_size(BBOPacket md) {
-         return md != null ? md._ask_size : (Size)0;
+      public static UInt32 get_ask_size(BBOPacket md) {
+         return md != null ? md._ask_size : (UInt32)0;
+      }
+      public static Tuple<double, UInt32> get_md(BBOPacket md, bool is_bid) {
+         double price = is_bid ? BBOPacket.get_bid_price(md) : BBOPacket.get_ask_price(md);
+         UInt32 sz = is_bid ? BBOPacket.get_bid_size(md) : BBOPacket.get_ask_size(md);
+         return Tuple.Create(price, sz);
      }
   }
 }
@@ -123,6 +123,15 @@ namespace BCG {

      #endregion

+      #region Orders
+      [System.ComponentModel.Category("Orders / Algo")]
+      [System.ComponentModel.DisplayName("Default Account")]
+      public string Account { get; set; }
+      [System.ComponentModel.Category("Orders / Algo")]
+      [System.ComponentModel.DisplayName("Default Qty")]
+      public Nullable<double> DefaultQty { get; set; }
+      #endregion
+
      public NMSheetSettingLayout() {
         show_settings_header = false;
         show_exp_navigator = false;
@@ -18,6 +18,7 @@ using mbts.spark.filters;
 using System.Collections;
 using System.Reactive.Linq;
 using System.Threading;
+using bts.api.orderman;

 namespace BCG {
   public partial class NMSheetControl : UserControl {
@@ -555,6 +556,17 @@ namespace BCG {
      }
      private void _launch_order_entry_window(NMSheetTheoGrid.GridCell cell,
                                              OrderEntryWindow window_type) {
+         Func<string, bts.AccountTuple> get_account = (string default_acc) => {
+            string account = _settings.setting_layout.Account;
+            if (String.IsNullOrEmpty(account)) {
+               account = default_acc;
+            }
+            Nullable<uint> id = _get_account_id(account);
+            if (!id.HasValue) {
+               id = 0;
+            }
+            return new bts.AccountTuple(id.Value, account);
+         };
         uint key;
         var found = _sheet_data.get_security_key(cell.expiration,
            cell.strike, cell.call_selected, out key);
@@ -566,7 +578,20 @@ namespace BCG {
         if (sc_data.sec_md_map.TryGetValue(key, out var smd)) {
            switch (window_type) {
               case OrderEntryWindow.Ticket:
-                  _threaded_bb.post(SparkTags.ShowOrderTicketFromSecurityTag, smd);
+                  bool is_bid = NMSheetSettingColumnOrganization.get_column_info(cell.col).is_bid;
+                  bts.AccountTuple acc_tup = get_account("SMALL");
+                  Nullable<double> qty = _settings.setting_layout.DefaultQty;
+                  OrderDefinition od = new OrderDefinition() {
+                     SecurityKey = smd.id,
+                     TimeInForce = TimeInForce.Gtc,
+                     Account = acc_tup.name,
+                     AccountId = acc_tup.id
+                  };
+                  BBOPacket bbo = _sheet_data.get_bbo(smd.id);
+                  Tuple<double, UInt32> pr_sz = BBOPacket.get_md(bbo, is_bid);
+                  UInt32 effective_qty = qty.HasValue ? Convert.ToUInt32(Math.Abs(qty.Value)) : pr_sz.Item2;
+                  _threaded_bb.post(SparkTags.ShowOrderTicketTag,
+                     (new OrderDefinitionImmutable(od), pr_sz.Item1, effective_qty));
                  break;
               case OrderEntryWindow.Ladder:
                  _threaded_bb.post(SparkTags.ShowLadderTag, smd);
@@ -190,24 +190,13 @@ namespace mbts.analytics {
         }
      }

-      void _compute_swipe_sum() {
-         swipe_sum_puts = 0;
-         swipe_sum_calls = 0;
-         swipe_sum_net = 0;
-         foreach (var (row, exps) in _visible_selected_cells) {
-            foreach (var exp in exps) {
-               var (p, c, n) = row.get_cell_values(exp);
-               if (!p.is_nan()) {
-                  swipe_sum_puts += p;
-               }
-               if (!c.is_nan()) {
-                  swipe_sum_calls += c;
-               }
-               if (!n.is_nan()) {
-                  swipe_sum_net += n;
-               }
-            }
-         }
-      }
+      void _compute_swipe_sum() =>
+         (swipe_sum_puts, swipe_sum_calls, swipe_sum_net) = _visible_selected_cells
+            .SelectMany(tup =>
+               tup.exps.Select(exp => {
+                  var (p, c, n) = tup.row.get_cell_values(exp);
+                  return (p.if_nan(0), c.if_nan(0), n.if_nan(0));
+               }))
+            .Sum();
   }
 }
@@ -121,7 +121,7 @@ namespace mbts.analytics {
              timer.stop();
              Log.Ui.info($"PNLReportCalculator n_pos: {output.position_data.Count()} " +
                          $"n_day_trades: {output.day_trades.Count()}  time(msecs): {timer.lastIntervalTime}");
-              _log_before_posting(output.position_data);
+              //_log_before_posting(output.position_data);
              _bus.post(SparkTags.ReportBlackboardTags.PNL.PNLData, output);
           });
      }
@@ -115,21 +115,21 @@ namespace mbts.analytics {
      }

      private void _handle_nonvol_data(VolSurfaceNonVolData vs_nonvol_data) {
-         bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_nonvol_data report {0}",
-            _report.ReportName));
+         // bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_nonvol_data report {0}",
+         //    _report.ReportName));
         _vs_nonvol_data = vs_nonvol_data;
      }

      private void _handle_future_prices(
         IReadOnlyDictionary<SecurityExpiration, FutureTheoStructure> future_prices_map) {
-         bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_future_prices report {0}",
-            _report.ReportName));
+         // bts.Log.Gen.Diag(String.Format("SlideReportCalculator._handle_future_prices report {0}",
+         //    _report.ReportName));
         _future_prices_map = future_prices_map.ToDictionary(kv => kv.Key, kv => kv.Value.theo);
      }

      private void _handle_trades(IEnumerable<ITradeLogRow> trades) {
-         bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_trades report {0}",
-            _report.ReportName));
+         // bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_trades report {0}",
+         //    _report.ReportName));
         _all_trades = trades.Where(t => t.is_active);
         if (_report.CalcMode == Report.Types.ReportCalculationMode.PositionOrTheoChange) {
            _compute_dirty = true;
@@ -1,5 +1,4 @@
 <Project Sdk="Microsoft.NET.Sdk">
-
  <PropertyGroup>
    <TargetFramework>net7.0-windows</TargetFramework>
    <UseWPF>true</UseWPF>
@@ -22,39 +21,33 @@
    <RootNamespace>bts</RootNamespace>
    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
    <WarningsAsErrors />
+    <Version>$(major).$(minor).$(patch)</Version>
+    <Version Condition="'$(version)'=='..'">1.0.0</Version>
  </PropertyGroup>
-
  <ItemGroup>
-    <PackageReference Include="CommandLineParser" Version="2.9.1" />
-    <PackageReference Include="GitVersion.MsBuild" Version="5.12.0">
-      <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
-      <PrivateAssets>all</PrivateAssets>
-    </PackageReference>
-    <PackageReference Include="Google.Protobuf" Version="3.24.3" />
-    <PackageReference Include="IronPython" Version="3.4.1" />
    <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.2.0" />
-    <PackageReference Include="NAudio" Version="2.0.1" />
-    <PackageReference Include="NUnit" Version="3.13.3" />
-    <PackageReference Include="NUnit3TestAdapter" Version="4.2.1" />
-    <PackageReference Include="Newtonsoft.Json" Version="13.0.1" />
-    <PackageReference Include="OxyPlot.Core" Version="2.1.2" />
-    <PackageReference Include="OxyPlot.Wpf" Version="2.1.2" />
-    <PackageReference Include="protobuf-net" Version="3.2.26" />
    <PackageReference Include="System.Composition" Version="7.0.0-preview.2.22152.2" />
    <PackageReference Include="System.Composition.AttributedModel" Version="7.0.0-preview.2.22152.2" />
    <PackageReference Include="System.Composition.Hosting" Version="7.0.0-preview.2.22152.2" />
    <PackageReference Include="System.Composition.TypedParts" Version="7.0.0-preview.2.22152.2" />
-    <PackageReference Include="System.Reactive" Version="6.0.0" />
-    <PackageReference Include="System.Reactive.Core" Version="6.0.0" />
-    <PackageReference Include="System.Reactive.Interfaces" Version="6.0.0" />
-    <PackageReference Include="System.Reactive.Linq" Version="6.0.0" />
-    <PackageReference Include="System.Reactive.PlatformServices" Version="6.0.0" />
-  </ItemGroup>
-
-  <ItemGroup>
-    <ProjectReference Include="..\spark_api\spark_api.csproj" />
-    <ProjectReference Include="..\spark_core\spark_core.csproj" />
+    <PackageReference Include="System.Reactive.Core" Version="5.0.0" />
+    <PackageReference Include="System.Reactive.Interfaces" Version="5.0.0" />
+    <PackageReference Include="System.Reactive.Linq" Version="5.0.0" />
+    <PackageReference Include="System.Reactive.PlatformServices" Version="5.0.0" />
+    <PackageReference Include="CommandLineParser" Version="2.9.1" />
+    <ProjectReference Include="../spark_api/spark_api.csproj" />
+    <ProjectReference Include="../spark_core/spark_core.csproj" />
+    <PackageReference Include="Google.Protobuf" Version="3.21.4" />
+    <PackageReference Include="IronPython" Version="2.7.12" />
+    <PackageReference Include="NAudio" Version="2.0.1" />
+    <PackageReference Include="Newtonsoft.Json" Version="13.0.1" />
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.2.0" />
+    <PackageReference Include="NUnit" Version="3.13.3" />
+    <PackageReference Include="NUnit3TestAdapter" Version="4.2.1" />
+    <PackageReference Include="System.Reactive" Version="5.0.0" />
+    <PackageReference Include="protobuf-net" Version="3.1.17" />
+    <PackageReference Include="OxyPlot.Core" Version="2.1.2" />
+    <PackageReference Include="OxyPlot.Wpf" Version="2.1.2" />
  </ItemGroup>

  <ItemGroup>
@@ -62,20 +55,15 @@
    <Resource Include="**/*.png" />
    <ConfigDefaults Include="../../lib/config/defaults/*.conf" />
  </ItemGroup>
-
  <ItemGroup>
    <Resource Remove="logo.ico" />
  </ItemGroup>
-
  <ItemGroup>
    <Content Include="logo.ico" />
  </ItemGroup>
-
  <ItemGroup>
    <EmbeddedResource Include="Sounds/game_sound_correct.wav" />
    <EmbeddedResource Include="Sounds/whistle.wav" />
  </ItemGroup>
-
  <Target Name="diagnostic" AfterTargets="PreBuildEvent" />
-
 </Project>
@@ -35,7 +35,7 @@ namespace bts.core {
            // TODO: for debugging purposes, remove it later
            if (tag != mbts.spark.SparkTags.SparkTimer) {
               var tid = System.Threading.Thread.CurrentThread.ManagedThreadId;
-               bts.Log.Ui.diag($"SimpleBus.post tag:{tag} tid:{tid}");
+               //bts.Log.Ui.diag($"SimpleBus.post tag:{tag} tid:{tid}");
               return;
            }
         } catch (Exception e) {
@@ -45,7 +45,7 @@ namespace bts.core {

      public IObservable<T> subscribe<T>(ITag<T> tag) {
         var tid = System.Threading.Thread.CurrentThread.ManagedThreadId;
-         bts.Log.Ui.info($"SimpleBus.post tag:{tag} tid:{tid}");
+         //bts.Log.Ui.info($"SimpleBus.subscribe tag:{tag} tid:{tid}");
         return subject<T>(tag);
      }
   }
@@ -162,7 +162,7 @@

               // Compare bids
               if (direct.int_price == implied.int_price) {
-                  bid[x] = new NativePriceSize(direct.int_price, direct.size_f, implied.size_f);
+                  bid[x] = new NativePriceSize(direct.int_price, direct.size, implied.size);
                  dbid_idx++;
                  ibid_idx++;
               }
@@ -185,7 +185,7 @@

               // Compare asks
               if (direct.int_price == implied.int_price) {
-                  ask[x] = new NativePriceSize(direct.int_price, direct.size_f, implied.size_f);
+                  ask[x] = new NativePriceSize(direct.int_price, direct.size, implied.size);
                  dask_idx++;
                  iask_idx++;
               }
@@ -1,15 +1,14 @@
 namespace mbts.co2 {
   using System.Runtime.InteropServices;

-   using Size = System.Single;
   [StructLayout(LayoutKind.Sequential)]
   public readonly struct NativePriceLevel {
      readonly IntPrice _bid;
      readonly IntPrice _ask;
-      readonly Size _bid_size;
-      readonly Size _ask_size;
+      readonly uint _bid_size;
+      readonly uint _ask_size;

-      public NativePriceLevel(IntPrice bid, Size bid_size, IntPrice ask, Size ask_size) {
+      public NativePriceLevel(IntPrice bid, uint bid_size, IntPrice ask, uint ask_size) {
         _bid = bid;
         _bid_size = bid_size;
         _ask = ask;
@@ -5,29 +5,27 @@ namespace mbts.co2 {
   using System;
   using System.Runtime.InteropServices;

-   using Size = System.Single;
-
   public readonly struct NativePriceSize : IEquatable<NativePriceSize> {
      readonly IntPrice _price;
-      readonly Size _size;
-      readonly Size _direct_size;
+      readonly uint _size;
+      readonly uint _direct_size;

      static NativePriceSize() =>
         Log.assert(Marshal.SizeOf<NativePriceSize>() == 16);

-      public NativePriceSize(IntPrice price, Size size) {
+      public NativePriceSize(IntPrice price, uint size) {
         _price = price;
         _size = size;
         _direct_size = size;
      }

-      public NativePriceSize(long mantissa, sbyte exponent, Size size) {
+      public NativePriceSize(long mantissa, sbyte exponent, uint size) {
         _price = new IntPrice(mantissa, exponent);
         _size = size;
         _direct_size = size;
      }

-      public NativePriceSize(IntPrice price, Size direct_size, Size implied_size) {
+      public NativePriceSize(IntPrice price, uint direct_size, uint implied_size) {
         _price = price;
         _size = direct_size + implied_size;
         _direct_size = direct_size;
@@ -38,18 +36,15 @@ namespace mbts.co2 {
      public IntPrice int_price => _price;
      public long mantissa => _price.mantissa;
      public sbyte exponent => _price.exponent;
-      public uint size => (uint)_size;
-      public uint direct_size => (uint)_direct_size;
-      public uint implied_size => (uint)(_size - _direct_size);
-      public Size size_f => _size;
-      public Size direct_size_f => _direct_size;
-      public Size implied_size_f => _size - _direct_size;
+      public uint size => _size;
+      public uint direct_size => _direct_size;
+      public uint implied_size => _size - _direct_size;
      public double price => _price.price();
      public bool is_nan => _price.is_nan;


      public override string ToString() =>
-         $"{price} {size_f} ({implied_size})";
+         $"{price} {size} ({implied_size})";

      public override bool Equals(object obj) =>
         obj is NativePriceSize p ? Equals(p) : base.Equals(obj);
@@ -3,14 +3,13 @@ using mbts.co2;

 namespace bts.md
 {
-   using Size = System.Single;
   public class PriceSize 
   {      
-      public Size size { get; }
-      public Size direct_size { get; }
-      public Size implied_size { get; }
+      public uint size { get; }
+      public uint direct_size { get; }
+      public uint implied_size { get; }
      public double price { get; }
-      public PriceSize(Size sz, Size direct_sz, Size implied_sz, double prx)
+      public PriceSize(uint sz, uint direct_sz, uint implied_sz, double prx)
      {
         size = sz;
         direct_size = direct_sz;
@@ -1,7 +1,6 @@
 namespace bts.api {
   using System;
   using System.Linq;
-   using System.Reflection.Metadata.Ecma335;

   public static class SecurityExtensions {
      public static Security.ContractOneofCase contract_case(this SecurityType type) =>
@@ -97,8 +96,6 @@ namespace bts.api {
            return security.Ice.SecurityDesc;
         } else if (security.HasDeribit) {
            return security.Deribit.SecurityDesc;
-         } else if (security.HasFtx) {
-            return security.Ftx.SecurityDesc;
         }
         Log.assert(false, "security_desc not implemented for exchange");
         return null;
@@ -139,7 +136,6 @@ namespace bts.api {
            domain.Venue.Bts => Venue.Bts,
            domain.Venue.Sim => Venue.Sim,
            domain.Venue.Deribit => Venue.Deribit,
-            domain.Venue.Ftx => Venue.Ftx,
            domain.Venue.Glbx => Venue.Glbx,
            domain.Venue.None => Venue.Unset,
            _ => throw new NotImplementedException(),
@@ -150,7 +146,6 @@ namespace bts.api {
            Venue.Bts => domain.Venue.Bts,
            Venue.Sim => domain.Venue.Sim,
            Venue.Deribit => domain.Venue.Deribit,
-            Venue.Ftx => domain.Venue.Ftx,
            Venue.Glbx => domain.Venue.Glbx,
            Venue.Unset => domain.Venue.None,
            _ => throw new NotImplementedException(),
@@ -45,7 +45,7 @@
         string.IsNullOrEmpty(exch_desc) ? format_option(symbol, option) : exch_desc;

      static string _format(SecurityImmutable? security) =>
-         security.HasValue ? _format(security.Value) : "Unknown-security1";
+         security.HasValue ? _format(security.Value) : "Unknown-security";

      static string _format(SecurityImmutable security, bool exchange_specific_formatting = true) {
         switch (security.ContractCase) {
@@ -71,10 +71,8 @@
               return string.Join("", _format_legs(new ContractLegEnumerable(security.Spread.Legs, 1)));
            case Security.ContractOneofCase.Synthetic:
               return security.Synthetic.Name;
-            case Security.ContractOneofCase.Spot:
-               return security.security_desc();
            default:
-               return "Unknown-security2";
+               return "Unknown-security";
         }
      }

@@ -79,40 +79,6 @@ Misc:
 To search for a publisher for an event search for make_stream<Event_Name>, for 
 example make_stream<OrderStateUpdateEvent>()

--------------------------------------------------------------------------
-market data
--------------------------------------------------------------------------
-adding exchanges:
-the following places need to accommodate exchanges
-managed:
- SecurityExtensions: public static string security_desc(this SecurityImmutable security) ..
- SecurityExtensions: public static Venue to_venue(this domain.Venue api_venue) ..
- SecurityExtensions: public static domain.Venue to_api_venue(this Venue venue) ..
-C++
- AdminServiceUtils.cpp, 6 switch statements should compilation error
- Symbols.proto in Symbols
- Symbols.conf exchange section in SymbolLists and Symbols
- Security.proto, 3 places 
- PlatformLoader.cpp, in get_system_md_symbols(), could be concverted into switch
- FixedSecurity.cpp, exchange_id(..) and convert_security(..) both switch
- QueryServer set_mic, switch
- VenueOption name(..) switch
-
---------------------------------------------------------------------------
-adding security type
---------------------------------------------------------------------------
- modified:   src/lib/api/service_helpers/AdminServiceUtils.cpp
-        modified:   src/lib/domain_model/Security.cpp
-        modified:   src/lib/domain_model/Security.proto
-        modified:   src/lib/md/MDConsumer.cpp
-        modified:   src/lib/md/PlatformLoader.cpp
-        modified:   src/lib/md/SecurityMapper.cpp
-        modified:   src/lib/md/Shm/FixedSecurity.cpp
-        modified:   src/lib/md/Shm/FixedSecurity.h
-        modified:   src/lib/md/ccApi/CCMain.cpp
-        modified:   src/lib/md/ccApi/CCMarketDataListener.cpp
-        modified:   src/lib/md/relay/RelayClient.cpp
-        modified:   src/lib/orderman/limiter/Limiter.cpp

 ALGO:
 ----
@@ -0,0 +1 @@
+set(sources api/analytics/ExpirationDriver.proto;api/analytics/TimeWeightedInterpolatedDriver.proto;api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/domain/Currency.proto;api/domain/SecurityCriteria.proto;api/domain/SecurityCriteriaClause.proto;api/domain/SecurityExpiration.proto;api/domain/SecurityMetadata.proto;api/domain/SecurityMetadataCollection.proto;api/domain/SecurityMetadataItem.proto;api/domain/SecurityType.proto;api/domain/TickDisplaySettings.proto;api/domain/TickFactors.proto;api/domain/Venue.proto;api/io/URL.proto;api/md/MarketDataSubscriptionParams.proto;api/md/binance/BinanceDepthStreamParams.proto;api/md/binance/BinanceMarketDataSubscriptionParams.proto;api/md/deribit/DeribitMarketDataSubscriptionParams.proto;api/md/ftx/FTXDepthStreamParams.proto;api/md/ftx/FTXMarketDataSubscriptionParams.proto;api/md/glbx/GlbxMarketDataSubscriptionParams.proto;api/md/huobi/HuobiMarketDataSubscriptionParams.proto;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/AnalyticsService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MarketDataService.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;communincation/websockets/tests/WebsocketSyncClientTests.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/SecurityMetadataCollection.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/algo_types.proto;config/protos/cme_reference_data.proto;config/protos/exchange_sim_cfg.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/market_data.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/ports.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spartan.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/symbols.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/protos/ui.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain/AggressorSide.cpp;domain/NewOrder.cpp;domain/OrderDefinition.cpp;domain/OrderStatus.cpp;domain/OrderUpdate.cpp;domain/Side.cpp;domain/TimeInForce.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;io/QueryParams.cpp;io/URL.cpp;io/http/CurlHandle.cpp;io/http/HTTPClient.cpp;io/http/HTTPHeaders.cpp;io/http/HTTPRequest.cpp;io/http/HTTPResponse.cpp;io/websocket/WebsocketClient.cpp;io/websocket/WebsocketClientConfiguration.cpp;io/websocket/WebsocketError.cpp;io/websocket/WebsocketMessage.cpp;io/websocket/WebsocketSSLClientInternal.cpp;io/websocket/tests/WebsocketClientTests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGatLine truncated
@@ -0,0 +1 @@
+set(sources api/analytics/ExpirationDriver.proto;api/analytics/TimeWeightedInterpolatedDriver.proto;api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/domain/Currency.proto;api/domain/SecurityCriteria.proto;api/domain/SecurityCriteriaClause.proto;api/domain/SecurityExpiration.proto;api/domain/SecurityMetadata.proto;api/domain/SecurityMetadataCollection.proto;api/domain/SecurityMetadataItem.proto;api/domain/SecurityType.proto;api/domain/TickDisplaySettings.proto;api/domain/TickFactors.proto;api/domain/Venue.proto;api/io/URL.proto;api/md/MarketDataSubscriptionParams.proto;api/md/binance/BinanceDepthStreamParams.proto;api/md/binance/BinanceMarketDataSubscriptionParams.proto;api/md/deribit/DeribitMarketDataSubscriptionParams.proto;api/md/ftx/FTXDepthStreamParams.proto;api/md/ftx/FTXMarketDataSubscriptionParams.proto;api/md/glbx/GlbxMarketDataSubscriptionParams.proto;api/md/huobi/HuobiMarketDataSubscriptionParams.proto;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/AnalyticsService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MarketDataService.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/SecurityMetadataCollection.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/algo_types.proto;config/protos/cme_reference_data.proto;config/protos/exchange_sim_cfg.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/market_data.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/ports.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spartan.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/symbols.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/protos/ui.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;io/QueryParams.cpp;io/URL.cpp;io/http/CurlHandle.cpp;io/http/HTTPClient.cpp;io/http/HTTPHeaders.cpp;io/http/HTTPRequest.cpp;io/http/HTTPResponse.cpp;io/websocket/WebsocketClient.cpp;io/websocket/WebsocketClientConfiguration.cpp;io/websocket/WebsocketError.cpp;io/websocket/WebsocketMessage.cpp;io/websocket/WebsocketSSLClientInternal.cpp;io/websocket/tests/WebsocketClientTests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/CCApiDepthWalker.cpp;md/CCApiListenerAdaptor.cpp;md/CCApiRequestor.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MarketDataError.cpp;md/MarketDataGateway.cpLine truncated
@@ -1,84 +1,170 @@
 cmake_minimum_required(VERSION 3.5)
 project(libspark)
 set(CMAKE_SHARED_LIBRARY_PREFIX "")
-include(GNUInstallDirs)
 include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
 include(${CMAKE_SOURCE_DIR}/cmake/Protobuf.cmake)
-include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GenerateDefaultConfig.cmake)
-include(${CMAKE_SOURCE_DIR}/cmake/PrintList.cmake)

-if (DEFINED DOTNET_BINARY_DIR OR DEFINED DOTNET_WINDOWS_BINARY_DIR)
-  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/AddCopyBinariesTarget.cmake)
-endif()
-
-if(WIN32)
-  if(BUILD_SPARKD)
-    message(FATAL_ERROR "Cannot build sparkd on Windows (Please set BUILD_SPARKD to False)")
-  endif()
-
-  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetWindowsClientSources.cmake)
-  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetWindowsClientLinkLibraries.cmake)
-elseif(${BUILD_SPARKD})
-  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetLinuxServerSources.cmake)
-  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetLinuxServerLinkLibraries.cmake)
-else()
-  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetLinuxClientSources.cmake)
-  include(${CMAKE_CURRENT_SOURCE_DIR}/cmake/GetLinuxClientLinkLibraries.cmake)
-endif()
-
-# Cpp sources
-set(${PROJECT_NAME}_Sources)
-get_cpp_sources(${PROJECT_NAME}_Sources)
-print_list(${PROJECT_NAME}_Sources VERBOSE)
-
-# Proto sources 
-get_proto_sources(_cfg_protos _non_cfg_protos _service_protos _cfg_defaults)
-print_list(_cfg_protos VERBOSE)
-print_list(_non_cfg_protos VERBOSE)
-print_list(_service_protos VERBOSE)
-print_list(_cfg_defaults VERBOSE)
-
-update_deps_file("${${PROJECT_NAME}_Sources};${_cfg_protos};${_service_protos};${_non_cfg_protos};${_cfg_defaults}")
-
-# Generate proto cpp
-message(STATUS "Generating proto cpp")
-protobuf_generate_cpp(_proto_srcs _proto_hdrs ${_non_cfg_protos} ${_cfg_protos})
-service_compiler_generate_cpp(SERVICE_COMPILER_SRCS SERVICE_COMPILER_HDRS ${_service_protos})
-message(STATUS "Generating default config")
-generate_default_config(_cfg_protos _cfg_defaults)
-add_library(${PROJECT_NAME} SHARED ${${PROJECT_NAME}_Sources} ${_proto_srcs} ${SERVICE_COMPILER_SRCS})
-
-target_include_directories(
-  ${PROJECT_NAME} PUBLIC
-  $<BUILD_INTERFACE:${CMAKE_SOURCE_DIR}/src>
-  $<BUILD_INTERFACE:${CMAKE_BINARY_DIR}/src>
-  $<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>
-)
-
-get_link_libraries(_link_libs)
-print_list(_link_libs VERBOSE)
-target_link_libraries(${PROJECT_NAME} ${_link_libs})
-
-# Copy binaries to Dotnet build dirs (for csprojs that depend on libspark)
-if (DEFINED DOTNET_BINARY_DIR)
-  add_copy_binaries_target(
-    copy_to_dotnet_binary_dir
-    "${DOTNET_BINARY_DIR}"
-    "Copy ${PROJECT_NAME} bins to Dotnet build dir")
-endif()
-
-if(WIN32)
-  include(${CMAKE_SOURCE_DIR}/cmake/vs_filters.cmake)
-endif()
-
-foreach(_hdr ${_proto_hdrs})
-  file(RELATIVE_PATH _relative_path ${CMAKE_CURRENT_BINARY_DIR}/protobufs ${_hdr})
-  install(FILES ${_hdr} DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}/${_relative_path})
-endforeach()
-include(${CMAKE_SOURCE_DIR}/cmake/InstallBasic.cmake)
+# DEPENDENCIES
 file(
-  GLOB_RECURSE _hdrs
+  GLOB_RECURSE Config_Protos
  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-  *.h
-)
-install_basic(HEADERS ${_hdrs})
+  config/protos/*.proto
+  api/domain/SecurityMetadataCollection.proto)
+file(
+  GLOB_RECURSE Service_Protos
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  api/services/*.proto)
+file(
+  GLOB_RECURSE NonConfig_Protos
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  *.proto)
+list(REMOVE_ITEM NonConfig_Protos ${Service_Protos} ${Config_Protos})
+file(
+  GLOB_RECURSE Conf_Defaults
+  RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+  config/defaults/*.conf)
+
+if(WIN32)
+  file(
+    GLOB_RECURSE SparkLib_Sources
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    api/*.cpp
+    config/*.cpp
+    domain_model/*.cpp
+    expression/*.cpp
+    logging/*.cpp
+    io/*.cpp
+    md/*.cpp
+    os/*.cpp
+    quickbus/*.cpp
+    sparkproto/*.cpp
+    testing/*.cpp
+    utils/*.cpp)
+else()
+  file(
+    GLOB_RECURSE SparkLib_Sources
+    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
+    *.cpp)
+endif()
+
+update_deps_file("${SparkLib_Sources};${Config_Protos};${Service_Protos};${NonConfig_Protos};${Conf_Defaults}")
+# END DEPENDENCIES
+
+protobuf_generate_cpp(PROTO_SRCS PROTO_HDRS ${NonConfig_Protos} ${Config_Protos})
+service_compiler_generate_cpp(SERVICE_COMPILER_SRCS SERVICE_COMPILER_HDRS ${Service_Protos})
+
+# generate list of config protos
+set(config_proto_file ${CMAKE_CURRENT_BINARY_DIR}/config_proto_files.h)
+
+# generate a string with the current config files
+set(config_proto_str "const char * config_proto_files[] = {  // generated file\n")
+foreach(protopath ${Config_Protos})
+  get_filename_component(protoname ${protopath} NAME)
+  string(APPEND config_proto_str "\"${protoname}\",\n")
+endforeach(protopath)
+string(APPEND config_proto_str "} ;\n")
+
+# compare with file and if there is any difference update the file
+set(old_config_proto_str "")
+if(EXISTS "${config_proto_file}")
+  file(READ "${config_proto_file}" old_config_proto_str)
+endif()
+if(NOT old_config_proto_str STREQUAL config_proto_str)
+  file(WRITE "${config_proto_file}" "${config_proto_str}")
+endif()
+
+# generate static defaults
+set(config_defaults_file ${CMAKE_CURRENT_BINARY_DIR}/config_defaults.h)
+# Defaults cannot be a single string because the compiler complains about a string longer than 65k
+set(config_defaults_str "const char * config_static_defaults[] = { ")
+foreach(cfg_file_path ${Conf_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 ${cfg_lines})
+    string(APPEND config_defaults_str "\n  \"${line}\",")
+  endforeach(line)
+endforeach(cfg_file_path)
+string(APPEND config_defaults_str "};")
+set(old_defaults_str "")
+if(EXISTS ${config_defaults_file})
+  file(READ ${config_defaults_file} old_defaults_str)
+endif()
+if(NOT config_defaults_str STREQUAL old_defaults_str)
+  file(WRITE "${config_defaults_file}" "${config_defaults_str}")
+endif()
+
+# lib
+if(WIN32)
+  add_library(libspark SHARED ${SparkLib_Sources} ${PROTO_SRCS} ${SERVICE_COMPILER_SRCS})
+else()
+  add_library(libspark SHARED ${SparkLib_Sources} ${PROTO_SRCS} ${SERVICE_COMPILER_SRCS})
+endif()
+
+# include paths
+target_include_directories(
+   libspark PUBLIC
+   ${CMAKE_SOURCE_DIR}/src
+   ${CMAKE_BINARY_DIR}/src)
+
+if(WIN32)
+  target_link_libraries(
+    libspark
+    libcurl
+    debug
+    fmtd
+    optimized
+    fmt
+    libtbb
+    libboost_system
+    libboost_thread
+    libboost_filesystem
+    libboost_regex
+    libboost_chrono
+    libboost_date_time
+    libboost_atomic
+    libprotobuf
+    libprotoc
+    libssl
+    libcrypto
+    crypt32)
+else()
+  target_link_libraries(
+    libspark
+    protobuf
+    double-conversion
+    boost_system
+    boost_thread
+    boost_filesystem
+    boost_regex
+    boost_chrono
+    boost_date_time
+    boost_atomic
+    SQLiteCpp
+    sqlite3
+    curl
+    uuid
+    ssl
+    crypto
+    fmt
+    tbb
+    cryptopp
+    pugixml
+    lttng-ust
+    Pcap++
+    Packet++
+    Common++
+    ssh2
+    -lrt
+    -ldl
+    -lpcap
+    -static-libgcc
+    -static-libstdc++
+    -pthread)
+
+  install(TARGETS libspark DESTINATION bin)
+endif()
+
+if(WIN32)
+  include(${CMAKE_SOURCE_DIR}/tools/vs_filters.cmake)
+endif()
@@ -1,5 +0,0 @@
-@PACKAGE_INIT@
-
-include("${CMAKE_CURRENT_LIST_DIR}/@PROJECT_NAME@Targets.cmake")
-
-check_required_components(@PROJECT_NAME@)
@@ -13,7 +13,7 @@
 #include "lib/config/protos/quickbus_cfg.pb.h"
 #include "lib/config/protos/system.pb.h"

-#ifdef _WIN32
+#ifdef WIN32
 #include <excpt.h>
 #endif

@@ -59,7 +59,7 @@ CAPI Quickbus *api_create_quickbus(const char *qbconfig, long length) {
 }

 CAPI void api_destroy_quickbus(Quickbus *qbus) {
-#ifndef _WIN32
+#ifndef WIN32
   if (qbus != nullptr) {
      delete qbus;
   }
@@ -186,7 +186,7 @@ CAPI void api_client_send(
    void *extra) {
   LOG(Api, Diag, "send rpc {}", ((int64_t)buffer));
   std::string strbuf(buffer, buffer_length);
-   qbus::RPCRequest request(std::move(strbuf));
+   qbus::RPCRequest request(move(strbuf));
   api_client_send_internal(
       pclient, std::move(request), cb, rpc_connect_timeout_ms(), extra);
 }
@@ -60,7 +60,7 @@ CAPI void api_server_call_callback(
       reinterpret_cast<qbus::ReplyHandler **>(ppvhandler);
   std::string reply_buffer((const char *)buffer, (size_t)length);
   qbus::RPCReplyPtr replyptr =
-       std::make_shared<qbus::RPCReply>(std::move(reply_buffer));
+       std::make_shared<qbus::RPCReply>(move(reply_buffer));
   (**pphandler)(replyptr);
   delete (*pphandler);
   *pphandler = nullptr;
@@ -1,11 +0,0 @@
-syntax = "proto3";
-
-import "lib/api/domain/Venue.proto";
-
-package bts.api.md;
-
-message DepthStreamConfig {
-  bts.api.domain.Venue venue = 1;
-  repeated string symbols = 2;
-  uint32 num_levels = 3;
-}
@@ -1,10 +0,0 @@
-syntax = "proto3";
-
-import "lib/api/md/DepthStreamConfig.proto";
-
-package bts.api.md;
-
-message MarketDataConfig {
-  repeated bts.api.md.DepthStreamConfig depth_streams = 1;
-  uint32 num_dispatcher_threads = 2;
-}
@@ -0,0 +1,19 @@
+syntax = "proto3";
+
+import "lib/api/md/binance/BinanceMarketDataSubscriptionParams.proto";
+import "lib/api/md/deribit/DeribitMarketDataSubscriptionParams.proto";
+import "lib/api/md/ftx/FTXMarketDataSubscriptionParams.proto";
+import "lib/api/md/glbx/GlbxMarketDataSubscriptionParams.proto";
+import "lib/api/md/huobi/HuobiMarketDataSubscriptionParams.proto";
+
+package bts.api.md;
+
+message MarketDataSubscriptionParams {
+   oneof VenueParams {
+      bts.api.md.glbx.GlbxMarketDataSubscriptionParams glbx = 1;
+      bts.api.md.deribit.DeribitMarketDataSubscriptionParams deribit = 2;
+      bts.api.md.binance.BinanceMarketDataSubscriptionParams binance = 3;
+      bts.api.md.huobi.HuobiMarketDataSubscriptionParams huobi = 4;
+      bts.api.md.ftx.FTXMarketDataSubscriptionParams ftx = 5;
+   }
+}
@@ -0,0 +1,7 @@
+syntax = "proto3";
+
+package bts.api.md.deribit;
+
+message DeribitMarketDataSubscriptionParams {
+   // TODO
+}
@@ -0,0 +1,9 @@
+syntax = "proto3";
+
+package bts.api.md.ftx;
+
+message FTXDepthStreamParams {
+  repeated string symbols = 1;
+  uint32 num_levels = 2;
+  uint32 num_dispatcher_threads = 3;
+}
@@ -0,0 +1,9 @@
+syntax = "proto3";
+
+import "lib/api/md/ftx/FTXDepthStreamParams.proto";
+
+package bts.api.md.ftx;
+
+message FTXMarketDataSubscriptionParams {
+  repeated FTXDepthStreamParams depth_streams = 2;
+}
@@ -0,0 +1,7 @@
+syntax = "proto3";
+
+package bts.api.md.glbx;
+
+message GlbxMarketDataSubscriptionParams {
+   // TODO
+}
@@ -0,0 +1,7 @@
+syntax = "proto3";
+
+package bts.api.md.huobi;
+
+message HuobiMarketDataSubscriptionParams {
+   // TODO
+}
@@ -72,7 +72,7 @@ class ClientChannel {
                       response_buffer + header_size,
                       response_size - header_size);
                   if (response->ParseFromZeroCopyStream(&data_stream)) {
-                      on_response(Result<Response>(std::move(response)));
+                      on_response(Result<Response>(move(response)));
                      return;
                   }
                } else {
@@ -28,7 +28,7 @@ void QuickbusClientChannel::send_core(
      (*on_response)(buffer, length);
      delete on_response;
   };
-   OnReply *heap_on_response = new OnReply(std::move(on_response));
+   OnReply *heap_on_response = new OnReply(move(on_response));
   api_client_send(
       _pclient, request_envalope.c_str(), request_envalope.size(), trampoline,
       heap_on_response);
@@ -161,7 +161,7 @@ def to_type_model(field, msg):
    elif field.type == types.TYPE_DOUBLE: return TypeModel("double", islist, "double?", jstype='number')
    elif field.type == types.TYPE_FLOAT: return TypeModel("float", islist, "float?", jstype='number', fstype='float32')
    elif field.type == types.TYPE_STRING: return TypeModel("string", islist, cpptype="std::string")
-    elif field.type == types.TYPE_BYTES: return TypeModel("ByteString", islist, cpptype="std::string", jstype='Uint8Array', fstype='Fable.Import.JS.Uint8Array')
+    elif field.type == types.TYPE_BYTES: return TypeModel("ByteString", islist, cpptype="std::string", jstype='Uint8Array', fstype='Fable.Core.JS.Uint8Array')
    elif field.type == types.TYPE_BOOL: return TypeModel("bool", islist, "bool?", jstype='boolean', natural_key=True)
    elif field.type == types.TYPE_ENUM:
        nested_enums = [x.name for x in msg.enum_type]
@@ -11,8 +11,8 @@ using namespace rxcpp::operators;
 {{#each service}}

 // Constructor
-{{name}}::{{name}}(std::unique_ptr<bts::api::ClientChannel> pchannel) : _pchannel(std::move(pchannel)) {}
-{{name}}::{{name}}({{name}}&& other) : _pchannel(std::move(other._pchannel))  { }
+{{name}}::{{name}}(std::unique_ptr<bts::api::ClientChannel> pchannel) : _pchannel(move(pchannel)) {}
+{{name}}::{{name}}({{name}}&& other) : _pchannel(move(other._pchannel))  { }

 {{#each method}}
   {{#if server_streaming}}
@@ -52,7 +52,6 @@ bool AdminServiceUtils::has_exchange(
      rv = conn.has_ice_connection();
      break;
   case api::Venue::VENUE_DERIBIT: // TODO
-   case api::Venue::VENUE_FTX:
   case api::Venue::VENUE_BTS:
   case api::Venue::VENUE_CBOE:
   case api::Venue::VENUE_CBOECFE:
@@ -162,7 +161,6 @@ AdminServiceUtils::resolve_connection(
      rv = resolve_sim_connection(data, account, sec);
      break;
   case api::Venue::VENUE_DERIBIT:
-   case api::Venue::VENUE_FTX:
      rv = resolve_sim_connection(data, account, sec);
      break;
   case api::Venue::VENUE_CBOE:
@@ -412,7 +410,6 @@ std::string AdminServiceUtils::find_account_exchange_account(
   }
   case api::Venue::VENUE_UNSET:
   case api::Venue::VENUE_DERIBIT: // TODO
-   case api::Venue::VENUE_FTX:     // TODO
   case api::Venue::VENUE_BTS:
   case api::Venue::VENUE_CBOE:
   case api::Venue::VENUE_CBOECFE:
@@ -689,7 +686,6 @@ bts::api::orderman::RoutingRecord AdminServiceUtils::get_routing_record(
      rv.set_customer_or_firm(sim_account_data->origin());
      return rv;
   } break;
-   case api::VENUE_FTX: // TODO
   case api::Venue::VENUE_UNSET:
   case api::Venue::VENUE_BTS:
   case api::Venue::VENUE_CBOE:
@@ -1079,7 +1075,6 @@ std::string AdminServiceUtils::find_user_exchange_id(
      break;
   }
   case api::Venue::VENUE_DERIBIT: // TODO
-   case api::Venue::VENUE_FTX:     // TODO
   case api::Venue::VENUE_UNSET:
   case api::Venue::VENUE_BTS:
   case api::Venue::VENUE_CBOE:
@@ -1108,7 +1103,6 @@ std::string AdminServiceUtils::find_user_company_id(
      break;
   }
   case api::Venue::VENUE_DERIBIT:
-   case api::Venue::VENUE_FTX: // TODO
   case api::Venue::VENUE_SIM:
   case api::Venue::VENUE_SIMICE:
   case api::Venue::VENUE_GLBX:
@@ -1646,8 +1640,6 @@ api::SecurityType AdminServiceUtils::security_type(
      return api::SecurityType::SECURITYTYPE_FUTURE;
   case api::Security::ContractCase::kOption:
      return api::SecurityType::SECURITYTYPE_OPTION;
-   case api::Security::ContractCase::kSpot:
-      return api::SecurityType::SECURITYTYPE_STOCK;
   case api::Security::ContractCase::kSpread:
      return api::SecurityType::SECURITYTYPE_SPREAD;
   case api::Security::ContractCase::kSynthetic:
@@ -1,15 +0,0 @@
-function(add_copy_binaries_target tgt_name dest_dir)
-  set(_dest_files)
-  foreach (_dest_dir ${dest_dir})
-    set(_dest_file ${_dest_dir}/${PROJECT_NAME}${CMAKE_SHARED_LIBRARY_SUFFIX})
-    list(APPEND _dest_files ${_dest_file})
-    add_custom_command(
-      OUTPUT ${_dest_file}
-      COMMAND ${CMAKE_COMMAND}
-      ARGS -E copy
-        ${CMAKE_CURRENT_BINARY_DIR}/$<CONFIG>/${PROJECT_NAME}${CMAKE_SHARED_LIBRARY_SUFFIX}
-        ${_dest_file}
-      DEPENDS ${PROJECT_NAME})
-  endforeach()
-  add_custom_target(${tgt_name} ALL DEPENDS ${_dest_files} COMMENT ${ARGN})
-endfunction()
@@ -1,53 +0,0 @@
-function(generate_default_config cfg_protos cfg_defaults)
-  # generate list of config protos
-  set(_cfg_proto_file ${CMAKE_CURRENT_BINARY_DIR}/config_proto_files.h)
-
-  # generate a string with the current config files
-  set(_cfg_proto_str "const char * config_proto_files[] = {  // generated file\n")
-
-  foreach(_proto_path ${${cfg_protos}})
-    get_filename_component(_proto_name ${_proto_path} NAME)
-    string(APPEND _cfg_proto_str "\"${_proto_name}\",\n")
-  endforeach(_proto_path)
-
-  string(APPEND _cfg_proto_str "} ;\n")
-
-  # compare with file and if there is any difference update the file
-  set(_old_cfg_proto_str "")
-
-  if(EXISTS "${_cfg_proto_file}")
-    file(READ "${_cfg_proto_file}" _old_cfg_proto_str)
-  endif()
-
-  if(NOT _old_cfg_proto_str STREQUAL _cfg_proto_str)
-    file(WRITE "${_cfg_proto_file}" "${_cfg_proto_str}")
-  endif()
-
-  # generate static defaults
-  set(_cfg_defaults_file ${CMAKE_CURRENT_BINARY_DIR}/config_defaults.h)
-
-  # Defaults cannot be a single string because the compiler complains about a
-  # string longer than 65k
-  set(_cfg_defaults_str "const char * config_static_defaults[] = { ")
-
-  foreach(_cfg_file_path ${${cfg_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 ${_cfg_defaults_file})
-    file(READ ${_cfg_defaults_file} _old_cfg_defaults_str)
-  endif()
-
-  if(NOT _cfg_defaults_str STREQUAL _old_cfg_defaults_str)
-    file(WRITE "${_cfg_defaults_file}" "${_cfg_defaults_str}")
-  endif()
-endfunction()
@@ -1,23 +0,0 @@
-function(get_link_libraries dest)
-  set(${dest}
-    curl
-    tbb
-    boost_system
-    boost_thread
-    boost_filesystem
-    boost_regex
-    boost_chrono
-    boost_date_time
-    boost_atomic
-    protobuf
-    protoc
-    ssl
-    crypto
-    debug fmtd
-    optimized fmt
-    cryptopp
-    SQLiteCpp
-    sqlite3
-    uuid
-    PARENT_SCOPE)
-endfunction()
@@ -1,172 +0,0 @@
-function(get_proto_sources cfg_srcs non_cfg_srcs service_srcs cfg_defaults)
-  file(
-    GLOB_RECURSE _cfg_srcs
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    config/protos/*.proto
-    api/domain/SecurityMetadataCollection.proto)
-  file(
-    GLOB_RECURSE _service_srcs
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    api/services/*.proto)
-  file(
-    GLOB_RECURSE _non_cfg_srcs
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    *.proto)
-  list(REMOVE_ITEM _non_cfg_srcs ${_service_srcs} ${_cfg_srcs})
-
-  file(
-    GLOB_RECURSE _cfg_defaults
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    ${CONFIG_DEFAULTS_PATH})
-
-  set(_cfg_defaults)
-
-  foreach(cfg_path ${CONFIG_DEFAULTS_PATH})
-    file(
-      GLOB_RECURSE cfg_files
-      RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-      ${cfg_path})
-    list(APPEND _cfg_defaults ${cfg_files})
-  endforeach()
-
-  set(${cfg_srcs} ${_cfg_srcs} PARENT_SCOPE)
-  set(${non_cfg_srcs} ${_non_cfg_srcs} PARENT_SCOPE)
-  set(${service_srcs} ${_service_srcs} PARENT_SCOPE)
-  set(${cfg_defaults} ${_cfg_defaults} PARENT_SCOPE)
-endfunction()
-
-function(get_cpp_sources dest)
-  set(${dest}
-    api/core/ApiClientInterop.cpp
-    api/core/ApiServerInterop.cpp
-    api/md/MarketDataConfigUtils.cpp
-    api/public/ApiServer.cpp
-    api/public/ClientChannel.cpp
-    api/public/QuickbusClientChannel.cpp
-    api/public/ServerChannel.cpp
-    api/public/ServiceContext.cpp
-    api/test/ApiTests.cpp
-    api/test/HelloServiceServer.cpp
-    config/ConfigDownloader.cpp
-    config/ConfigErrorCollector.cpp
-    config/ConfigPropertyEvaluator.cpp
-    config/ConfigQuerier.cpp
-    config/ConfigValueQueue.cpp
-    config/ConfigurationException.cpp
-    config/ConfigurationState.cpp
-    config/PreprocessInputStream.cpp
-    config/config.cpp
-    config/tests/HTTPServer.cpp
-    config/tests/config_ref_tests.cpp
-    config/tests/config_tests.cpp
-    config/text_format/text_format.cpp
-    core/TimeSpan.cpp
-    core/TimeStamp.cpp
-    domain/DomainSecurityUtils.cpp
-    domain/SecurityCriteria.cpp
-    domain/SecurityCriteriaClause.cpp
-    domain_model/Security.cpp
-    domain_model/SecurityTests.cpp
-    domain_model/sod.cpp
-    domain_model/tests/domain_tests.cpp
-    expression/BooleanGrammar.cpp
-    expression/ExpressionEvaluator.cpp
-    expression/ParserExceptions.cpp
-    expression/Value.cpp
-    expression/tests/expression_parser_tests.cpp
-    io/http/CurlHandle.cpp
-    io/http/HTTPClient.cpp
-    io/http/HTTPHeaders.cpp
-    io/http/HTTPRequest.cpp
-    io/http/HTTPResponse.cpp
-    logging/LoggerHub.cpp
-    logging/Sink.cpp
-    logging/logging.cpp
-    logging/tests/logging_tests.cpp
-    md/Diag/MDPeriodicDumper.cpp
-    md/Diag/ShmDumper.cpp
-    md/MBOProcessor.cpp
-    md/MBOServiceServer.cpp
-    md/MDClient.cpp
-    md/MDConsumer.cpp
-    md/MDConsumerHandle.cpp
-    md/MDConsumerInterop.cpp
-    md/MDProducer.cpp
-    md/MDProducerHandle.cpp
-    md/MemorySegmentUtils.cpp
-    md/PriceSize.cpp
-    md/Product.cpp
-    md/SecurityCache.cpp
-    md/SecurityDB.cpp
-    md/SecurityIDRecorder.cpp
-    md/SecurityMapper.cpp
-    md/SecurityMarketState.cpp
-    md/SecurityOracle.cpp
-    md/SecurityStore.cpp
-    md/SettlementRecorder.cpp
-    md/Shm/FixedSecurity.cpp
-    md/SyntheticSecurityService.cpp
-    md/cme/MDP3Utils.cpp
-    md/common.cpp
-    md/ice/ICEUtils.cpp
-    md/relay/QueryServer.cpp
-    md/relay/RelayClient.cpp
-    md/relay/RelayRecorder.cpp
-    md/service/MarketDataServiceServer.cpp
-    md/test/Co2ManagedTestHelper.cpp
-    md/test/Co2TestInstrument.cpp
-    md/test/mbo_tests.cpp
-    md/test/md2_tests.cpp
-    md/test/md_test_utils.cpp
-    md/test/synthetic_book_merge_tests.cpp
-    os/os.cpp
-    os/tests/os_tests.cpp
-    quickbus/core/LocalNode.cpp
-    quickbus/core/Quickbus.cpp
-    quickbus/core/SubscriptionID.cpp
-    quickbus/core/TableID.cpp
-    quickbus/message_model/Update.cpp
-    quickbus/message_model/merge_updates.cpp
-    quickbus/network/QBConnection.cpp
-    quickbus/network/QBConnectionManager.cpp
-    quickbus/network/endpoint_description.cpp
-    quickbus/pubsub/TablePublisher.cpp
-    quickbus/pubsub/TableSubscriber.cpp
-    quickbus/pubsub/tests/qb_pubsub_tests.cpp
-    quickbus/routing/INode.cpp
-    quickbus/routing/NodeID.cpp
-    quickbus/routing/Router.cpp
-    quickbus/rpc/RPCClient.cpp
-    quickbus/rpc/RPCServer.cpp
-    quickbus/rpc/RPCSessionID.cpp
-    quickbus/rpc/rpc_utils.cpp
-    quickbus/rpc/tests/qb_rpc_tests.cpp
-    quickbus/tests/quickbus_tests.cpp
-    testing/catch_test_runner.cpp
-    utils/AuthSessionManager.cpp
-    utils/AuthToken.cpp
-    utils/Dispatcher.cpp
-    utils/FileUtils.cpp
-    utils/GrowableSPSCQueue.cpp
-    utils/HTTPStream.cpp
-    utils/MathUtils.cpp
-    utils/PBUtils.cpp
-    utils/Puid.cpp
-    utils/SecureLogon.cpp
-    utils/SharedMemory.cpp
-    utils/Sqlite_utils.cpp
-    utils/Uuid.cpp
-    utils/datetime.cpp
-    utils/download.cpp
-    utils/file_utils.cpp
-    utils/init_spark_lib.cpp
-    utils/is_unittest_environment.cpp
-    utils/sftp.cpp
-    utils/stats.cpp
-    utils/tests/AuthTokenTests.cpp
-    utils/tests/IDGeneratorTests.cpp
-    utils/tests/MathUtilsTests.cpp
-    utils/tests/SingleWriterConcurrentVectorTests.cpp
-    utils/thread_manager.cpp
-    PARENT_SCOPE)
-endfunction()
@@ -1,35 +0,0 @@
-function(get_link_libraries dest)
-  set(${dest}
-    protobuf
-    double-conversion
-    boost_system
-    boost_thread
-    boost_filesystem
-    boost_regex
-    boost_chrono
-    boost_date_time
-    boost_atomic
-    SQLiteCpp
-    sqlite3
-    curl
-    uuid
-    ssl
-    crypto
-    debug fmtd
-    optimized fmt
-    tbb
-    cryptopp
-    pugixml
-    lttng-ust
-    Pcap++
-    Packet++
-    Common++
-    ssh2
-    -lrt
-    -ldl
-    -lpcap
-    -static-libgcc
-    -static-libstdc++
-    -pthread
-    PARENT_SCOPE)
-endfunction()
@@ -1,45 +0,0 @@
-function(get_proto_sources cfg_srcs non_cfg_srcs service_srcs cfg_defaults)
-  file(
-    GLOB_RECURSE _cfg_srcs
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    config/protos/*.proto
-    api/domain/SecurityMetadataCollection.proto
-    api/md/MarketDataConfig.proto)
-  file(
-    GLOB_RECURSE _service_srcs
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    api/services/*.proto)
-  file(
-    GLOB_RECURSE _non_cfg_srcs
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    *.proto)
-  list(REMOVE_ITEM _non_cfg_srcs ${_service_srcs} ${_cfg_srcs})
-
-  file(
-    GLOB_RECURSE _cfg_defaults
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    ${CONFIG_DEFAULTS_PATH})
-
-  set(_cfg_defaults)
-
-  foreach(cfg_path ${CONFIG_DEFAULTS_PATH})
-    file(
-      GLOB_RECURSE cfg_files
-      RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-      ${cfg_path})
-    list(APPEND _cfg_defaults ${cfg_files})
-  endforeach()
-  
-  set(${cfg_srcs} ${_cfg_srcs} PARENT_SCOPE)
-  set(${non_cfg_srcs} ${_non_cfg_srcs} PARENT_SCOPE)
-  set(${service_srcs} ${_service_srcs} PARENT_SCOPE)
-  set(${cfg_defaults} ${_cfg_defaults} PARENT_SCOPE)
-endfunction()
-
-function(get_cpp_sources dest)
-  file(
-    GLOB_RECURSE _dest
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    *.cpp)
-  set(${dest} ${_dest} PARENT_SCOPE)
-endfunction()
@@ -1,20 +0,0 @@
-function(get_link_libraries dest)
-  find_package(fmt CONFIG REQUIRED)
-  set(${dest}
-    crypt32
-    fmt::fmt-header-only
-    libcrypto
-    libcurl
-    libboost_system
-    libboost_thread
-    libboost_filesystem
-    libboost_regex
-    libboost_chrono
-    libboost_date_time
-    libboost_atomic
-    libprotobuf
-    libprotoc
-    libssl
-    libtbb
-    PARENT_SCOPE)
-endfunction()
@@ -1,162 +0,0 @@
-function(get_proto_sources cfg_srcs non_cfg_srcs service_srcs cfg_defaults)
-  file(
-    GLOB_RECURSE _cfg_srcs
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    config/protos/*.proto
-    api/domain/SecurityMetadataCollection.proto)
-  file(
-    GLOB_RECURSE _service_srcs
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    api/services/*.proto)
-  file(
-    GLOB_RECURSE _non_cfg_srcs
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    *.proto)
-  list(REMOVE_ITEM _non_cfg_srcs ${_service_srcs} ${_cfg_srcs})
-
-  file(
-    GLOB_RECURSE _cfg_defaults
-    RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-    ${CONFIG_DEFAULTS_PATH})
-
-  set(_cfg_defaults)
-
-  foreach(cfg_path ${CONFIG_DEFAULTS_PATH})
-    file(
-      GLOB_RECURSE cfg_files
-      RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-      ${cfg_path})
-    list(APPEND _cfg_defaults ${cfg_files})
-  endforeach()
-
-  set(${cfg_srcs} ${_cfg_srcs} PARENT_SCOPE)
-  set(${non_cfg_srcs} ${_non_cfg_srcs} PARENT_SCOPE)
-  set(${service_srcs} ${_service_srcs} PARENT_SCOPE)
-  set(${cfg_defaults} ${_cfg_defaults} PARENT_SCOPE)
-endfunction()
-
-function(get_cpp_sources dest)
-  set(${dest}
-    api/core/ApiClientInterop.cpp
-    api/core/ApiServerInterop.cpp
-    api/public/ApiServer.cpp
-    api/public/ClientChannel.cpp
-    api/public/QuickbusClientChannel.cpp
-    api/public/ServerChannel.cpp
-    api/public/ServiceContext.cpp
-    api/test/ApiTests.cpp
-    api/test/HelloServiceServer.cpp
-    config/ConfigCheck.cpp
-    config/ConfigDownloader.cpp
-    config/ConfigErrorCollector.cpp
-    config/ConfigPropertyEvaluator.cpp
-    config/ConfigValueQueue.cpp
-    config/ConfigurationException.cpp
-    config/ConfigurationState.cpp
-    config/PreprocessInputStream.cpp
-    config/ConfigLog.cpp
-    config/config.cpp
-    config/tests/HTTPServer.cpp
-    config/tests/config_ref_tests.cpp
-    config/tests/config_tests.cpp
-    config/text_format/text_format.cpp
-    domain_model/Security.cpp
-    domain_model/SecurityTests.cpp
-    domain_model/sod.cpp
-    domain_model/tests/domain_tests.cpp
-    expression/BooleanGrammar.cpp
-    expression/ExpressionEvaluator.cpp
-    expression/ParserExceptions.cpp
-    expression/Value.cpp
-    expression/tests/expression_parser_tests.cpp
-    logging/LoggerHub.cpp
-    logging/Sink.cpp
-    logging/logging.cpp
-    logging/tests/logging_tests.cpp
-    md/Diag/MDPeriodicDumper.cpp
-    md/Diag/ShmDumper.cpp
-    md/MBOProcessor.cpp
-    md/MBOServiceServer.cpp
-    md/MDClient.cpp
-    md/MDConsumer.cpp
-    md/MDConsumerHandle.cpp
-    md/MDConsumerInterop.cpp
-    md/MDProducer.cpp
-    md/MDProducerHandle.cpp
-    md/MarketDataError.cpp
-    md/MarketDataGateway.cpp
-    md/MarketDataRegistrationFactory.cpp
-    md/MemorySegmentUtils.cpp
-    md/PlatformLoader.cpp
-    md/PriceSize.cpp
-    md/Product.cpp
-    md/SecurityCache.cpp
-    md/SecurityDB.cpp
-    md/SecurityMapper.cpp
-    md/SecurityMarketState.cpp
-    md/SecurityOracle.cpp
-    md/SecurityStore.cpp
-    md/Shm/FixedSecurity.cpp
-    md/SyntheticSecurityService.cpp
-    md/cme/MDP3Utils.cpp
-    md/common.cpp
-    md/ice/ICEUtils.cpp
-    md/relay/QueryServer.cpp
-    md/relay/RelayClient.cpp
-    md/relay/RelayRecorder.cpp
-    md/service/MarketDataServiceServer.cpp
-    md/test/Co2ManagedTestHelper.cpp
-    md/test/Co2TestInstrument.cpp
-    md/test/mbo_tests.cpp
-    md/test/md2_tests.cpp
-    md/test/md_test_utils.cpp
-    md/test/synthetic_book_merge_tests.cpp
-    os/os.cpp
-    os/tests/os_tests.cpp
-    quickbus/core/LocalNode.cpp
-    quickbus/core/Quickbus.cpp
-    quickbus/core/SubscriptionID.cpp
-    quickbus/core/TableID.cpp
-    quickbus/message_model/Update.cpp
-    quickbus/message_model/merge_updates.cpp
-    quickbus/network/QBConnection.cpp
-    quickbus/network/QBConnectionManager.cpp
-    quickbus/network/endpoint_description.cpp
-    quickbus/pubsub/TablePublisher.cpp
-    quickbus/pubsub/TableSubscriber.cpp
-    quickbus/pubsub/tests/qb_pubsub_tests.cpp
-    quickbus/routing/INode.cpp
-    quickbus/routing/NodeID.cpp
-    quickbus/routing/Router.cpp
-    quickbus/rpc/RPCClient.cpp
-    quickbus/rpc/RPCServer.cpp
-    quickbus/rpc/RPCSessionID.cpp
-    quickbus/rpc/rpc_utils.cpp
-    quickbus/rpc/tests/qb_rpc_tests.cpp
-    quickbus/tests/quickbus_tests.cpp
-    testing/catch_test_runner.cpp
-    utils/AuthSessionManager.cpp
-    utils/AuthToken.cpp
-    utils/Dispatcher.cpp
-    utils/FileUtils.cpp
-    utils/GrowableSPSCQueue.cpp
-    utils/HTTPStream.cpp
-    utils/MathUtils.cpp
-    utils/PBUtils.cpp
-    utils/Puid.cpp
-    utils/SecureLogon.cpp
-    utils/SharedMemory.cpp
-    utils/Uuid.cpp
-    utils/datetime.cpp
-    utils/download.cpp
-    utils/file_utils.cpp
-    utils/init_spark_lib.cpp
-    utils/is_unittest_environment.cpp
-    utils/sftp.cpp
-    utils/stats.cpp
-    utils/tests/AuthTokenTests.cpp
-    utils/tests/MathUtilsTests.cpp
-    utils/tests/SingleWriterConcurrentVectorTests.cpp
-    utils/thread_manager.cpp
-    PARENT_SCOPE)
-endfunction()
@@ -29,7 +29,7 @@
 #include "lib/config_defaults.h"
 #include "lib/config_proto_files.h"

-#ifdef _WIN32
+#ifdef WIN32
 #include <Winsock2.h>
 #include <d2d1.h>
 #else
@@ -566,7 +566,7 @@ void ConfigurationState::generate_all_config_proto(
                &bts_config_dp, config_message, message_desc, ++field_number);
         }
      } else {
-#ifdef _WIN32
+#ifdef WIN32
         // on linux the linker might throw away config protos that
         // are not used in sparkd. On windows we build a dll so that
         // should not happen
@@ -19,7 +19,7 @@ SymbolList {
        # symbol: "ES"
        # symbol: "FYT"
        # symbol: "FOB"
-        symbol: "GC"
+        # symbol: "GC"
        # symbol: "GE"
        # symbol: "HE"
        # symbol: "HG"
@@ -37,7 +37,7 @@ SymbolList {
        # symbol: "NUB"
        # symbol: "RB"
        # symbol: "RBT"
-        symbol: "SI"
+        # symbol: "SI"
        # symbol: "SOM"
        # symbol: "SR1"
        # symbol: "SR3"
@@ -84,11 +84,6 @@ SymbolLists
         key: "DERIBIT"
         symbol: @SymbolList.symbol
      }
-      list
-      {
-         key: "FTX"
-         symbol: @SymbolList.symbol
-      }
   }
 }

@@ -146,10 +141,5 @@ Symbols {
            option: @SymbolLists.list[DERIBIT].symbol
            spread: @SymbolLists.list[DERIBIT].symbol
        }
-        ftx {
-            future: @SymbolLists.list[FTX].symbol
-            option: @SymbolLists.list[FTX].symbol
-            spread: @SymbolLists.list[FTX].symbol
-        }
    }
 }
@@ -89,7 +89,7 @@ message JetFIX {
    optional uint32 window_duration_msecs = 345
        [ default = 1000 ]; // leave it alone

-    optional uint32 max_connection_attempts = 346 [ default = 3 ];
+    optional uint32 max_connection_attempts = 346 [ default = 10 ];
    optional bool auto_fix_seq_num = 347 [ default = false ];
    optional bool use_ilink3 = 348 [ default = false ];
  }
@@ -23,5 +23,4 @@ message Symbols {
  optional SecurityExchangeList ice = 30;
  optional SecurityExchangeList simice = 40;
  optional SecurityExchangeList deribit = 50;
-  optional SecurityExchangeList ftx = 60;
 }
@@ -33,32 +33,17 @@ std::string descriptor(api::Security const &sec) {
   return "No descriptor for non glbx / ice exchange";
 }

-api::SecurityType security_type(api::Security const &security) {
-   switch (security.Contract_case()) {
-   case api::Security::ContractCase::kFuture:
+api::SecurityType security_type(api::Security const &sec) {
+   if (sec.has_future())
      return api::SecurityType::SECURITYTYPE_FUTURE;
-   case api::Security::ContractCase::kOption:
+   else if (sec.has_option())
      return api::SecurityType::SECURITYTYPE_OPTION;
-   case api::Security::ContractCase::kSpot:
-      return api::SecurityType::SECURITYTYPE_STOCK;
-   case api::Security::ContractCase::kSpread:
+   else if (sec.has_spread())
      return api::SecurityType::SECURITYTYPE_SPREAD;
-   case api::Security::ContractCase::kSynthetic:
+   else if (sec.has_synthetic())
      return api::SecurityType::SECURITYTYPE_SYNTHETIC;
-   case api::Security::ContractCase::CONTRACT_NOT_SET:
+   else
      return api::SecurityType::SECURITYTYPE_UNSET;
-   }
-   return api::SecurityType::SECURITYTYPE_UNSET;
-   // if (sec.has_future())
-   //    return api::SecurityType::SECURITYTYPE_FUTURE;
-   // else if (sec.has_option())
-   //    return api::SecurityType::SECURITYTYPE_OPTION;
-   // else if (sec.has_spread())
-   //    return api::SecurityType::SECURITYTYPE_SPREAD;
-   // else if (sec.has_synthetic())
-   //    return api::SecurityType::SECURITYTYPE_SYNTHETIC;
-   // else
-   //    return api::SecurityType::SECURITYTYPE_UNSET;
 }

 boost::gregorian::date smallest_leg(
@@ -14,7 +14,6 @@ enum Venue {
     VENUE_ICE = 306;
     VENUE_SIMICE = 3;
     VENUE_DERIBIT = 400;
-     VENUE_FTX = 410;
 }

 enum SecurityType {
@@ -103,10 +102,6 @@ message DeribitExchangeData {
    int64 exchange_id = 10;
    string security_desc = 20;
 }
-message FTXExchangeData {
-    int64 exchange_id = 10;
-    string security_desc = 20;
-}
 message CBOECFEExchangeData {
    int64 exchange_id = 10;
    string security_desc = 20;
@@ -142,9 +137,6 @@ message OptionContract {
    PutOrCall call_put = 5;
 }

-message SpotContract{
-}
-
 message ContractLeg {
    Security security = 10;
    double quantity = 20;
@@ -197,7 +189,6 @@ message Security {
   oneof Contract {
       FutureContract future = 100;
       OptionContract option = 101;
-       SpotContract spot = 102;
       SpreadContract spread = 110;
       SyntheticContract synthetic = 120;
   }
@@ -207,7 +198,6 @@ message Security {
       CBOECFEExchangeData cfe = 220;
       ICEExchangeData ice = 230;
       DeribitExchangeData deribit = 240;
-       FTXExchangeData ftx = 250;
   }
 }
 message SecurityList {
@@ -1,6 +1,6 @@
 #pragma once

-#ifndef _WIN32
+#ifndef WIN32
 #include <bits/stdint-uintn.h>
 #endif
 #include <cstdint>
@@ -1,4 +1,4 @@
-#ifndef _WIN32
+#ifndef WIN32
 #include "OutFIX.h"

 namespace bts {
@@ -1,4 +1,4 @@
-#ifndef _WIN32
+#ifndef WIN32
 #include "AsyncReader.h"

 #include "IConnection.h"
@@ -1,3 +1,3 @@
-#ifndef _WIN32
+#ifndef WIN32
 #include "IConnection.h"
 #endif
@@ -1,4 +1,4 @@
-#ifndef _WIN32
+#ifndef WIN32
 #include "JetFIXGateway.h"

 namespace bts {
@@ -34,7 +34,7 @@ struct LogRec {
 };
 GCC_DIAG_RESTORE()

-#ifndef _WIN32
+#ifndef WIN32
 // static_assert(sizeof(LogRec) == 256, "LogRec should be 128 bytes");
 #endif

@@ -4,7 +4,6 @@
 #include <fmt/ostream.h>
 #include <iostream>
 #include <type_traits>
-#include <vector>

 namespace bts {
 namespace log {
@@ -13,12 +12,7 @@ template <class Tuple, std::size_t... Is>
 std::string format_tuple(
    const char *msg_template, Tuple const &t, std::index_sequence<Is...>) {
   try {
-      using ctx = fmt::format_context;
-      std::vector<fmt::basic_format_arg<ctx>> fmt_args;
-      (fmt_args.push_back(fmt::detail::make_arg<ctx>(std::get<Is>(t))), ...);
-      return fmt::vformat(
-          msg_template,
-          fmt::basic_format_args<ctx>(fmt_args.data(), fmt_args.size()));
+      return fmt::format(msg_template, std::get<Is>(t)...);
   } catch (fmt::format_error const &e) {
      return fmt::format(
          "Bad log message template: '{}' Error: '{}'", msg_template, e.what());
@@ -13,7 +13,7 @@
 #include <fstream>
 #include <iostream>

-#ifndef _WIN32
+#ifndef WIN32
 #include <syslog.h>
 #endif

@@ -22,7 +22,7 @@ namespace log {

 struct InitSysLog {
   InitSysLog() {
-#ifndef _WIN32
+#ifndef WIN32
      openlog("spark", 0, LOG_USER);
 #endif
   }
@@ -72,7 +72,7 @@ Sink console_sink(LoggingConfig const &) {
 }

 Sink syslog_sink(LoggingConfig const &cfg) {
-#ifdef _WIN32
+#ifdef WIN32
   return null_sink();
 #else
   auto f = formatter(cfg);
@@ -4,8 +4,6 @@
 #include "lib/utils/bts_chrono.h"
 #include "lib/logging/logging.h"

-#include <fmt/chrono.h>
-
 namespace bts {
 int logging_tests;

@@ -1,57 +0,0 @@
-#pragma once
-#ifdef SPARK_ENABLE_CCAPI
-#include "lib/api/domain/Venue.pb.h"
-#include "lib/md/MarketDataListenerID.h"
-
-#include <boost/algorithm/string/split.hpp>
-#include <fmt/format.h>
-#include <optional>
-#include <string>
-#include <tuple>
-
-namespace bts::md {
-
-class CCApiCorrelationID {
- public:
-   static std::string fmt_market_depth(
-       api::domain::Venue venue,
-       std::string desc,
-       MarketDataListenerID listener_id);
-
-   static std::optional<
-       std::tuple<api::domain::Venue, std::string, MarketDataListenerID>>
-   parse_market_depth(const std::string &corr_id_str);
-};
-
-//////////////////////////////////////////////////
-// Definition
-//////////////////////////////////////////////////
-
-inline std::string CCApiCorrelationID::fmt_market_depth(
-    api::domain::Venue venue,
-    std::string desc,
-    MarketDataListenerID listener_id) {
-   return fmt::format(
-       "{}.{}.{}", api::domain::Venue_Name(venue), desc, listener_id);
-}
-
-inline std::optional<
-    std::tuple<api::domain::Venue, std::string, MarketDataListenerID>>
-CCApiCorrelationID::parse_market_depth(const std::string &corr_id_str) {
-   std::vector<std::string> parts;
-   boost::algorithm::split(parts, corr_id_str, [](auto c) { return c == '.'; });
-   if (parts.size() != 3) {
-      return std::nullopt;
-   }
-   api::domain::Venue venue;
-   if (!api::domain::Venue_Parse(parts.at(0), &venue)) {
-      return std::nullopt;
-   }
-   auto sec_desc = parts.at(1);
-   auto listener_id = MarketDataListenerID{
-       static_cast<std::uint32_t>(std::stoul(parts.at(2)))};
-   return std::make_tuple(venue, sec_desc, listener_id);
-}
-
-} // namespace bts::md
-#endif
@@ -1,184 +1,243 @@
 #ifdef SPARK_ENABLE_CCAPI
 #include "CCApiListenerAdaptor.h"
-#include "lib/api/md/MarketDataConfig.pb.h"
 #include "lib/domain/BUY_SELL.h"
-#include "lib/domain/SecurityID.h"
 #include "lib/logging/logging.h"
-#include "lib/md/CCApiCorrelationID.h"
 #include "lib/md/CCApiDepthWalker.h"
 #include "lib/md/CCApiSecurityParser.h"
-#include "lib/md/IMarketDataListener.h"
-#include "lib/md/MarketDataListenerData.h"
-#include "lib/persistence/IDGenerator.h"
-#include "lib/utils/ContainsKey.h"
-
-#include <memory>
 #include <string>
-#include <unordered_map>
-#include <vector>

 namespace bts::md {

-using namespace bts::domain;
-using std::string;
-using std::unique_ptr;
-using std::unordered_map;
-using std::vector;
+static bool parse_depth_msg(domain::Book &book, const ccapi::Message &msg) {
+   if (msg.getType() != ccapi::Message::Type::MARKET_DATA_EVENTS_MARKET_DEPTH) {
+      return false;
+   }
+
+   // The market data arrives in the following order:
+   //    * bid levels (by price descending)
+   //    * ask levels (by price ascending)
+   CCApiDepthWalker bid_walker{
+       "BID_PRICE", "BID_SIZE", &book[bts::domain::Side::Buy]};
+   CCApiDepthWalker ask_walker{
+       "ASK_PRICE", "ASK_SIZE", &book[bts::domain::Side::Sell]};
+   const auto &levels = msg.getElementList();
+   for (const auto &level : levels) {
+      // Each level has 2 entries, either:
+      //    ["BID_PRICE", "BID_SIZE"], or
+      //    ["ASK_PRICE", "ASK_SIZE"]
+      const auto &props = level.getNameValueMap();
+      for (const auto &[name, value] : props) {
+         bid_walker.parse_field(name, value) ||
+             ask_walker.parse_field(name, value);
+      }
+   }
+
+   // validate the book
+   bts_assert(bid_walker.price_idx == bid_walker.qty_idx);
+   bts_assert(ask_walker.price_idx == ask_walker.qty_idx);
+   bts_assert(book.is_sorted());
+   bts_assert(book[BUY].count_populated() == bid_walker.price_idx);
+   bts_assert(book[SELL].count_populated() == ask_walker.price_idx);
+   return true;
+}
+
+static domain::Book parse_depth_msg(const ccapi::Message &msg) {
+   domain::Book book;
+   parse_depth_msg(book, msg);
+   return book;
+}
+
+static void parse_securities_msg(
+    const ccapi::Message &msg,
+    std::unordered_map<std::string, std::unique_ptr<domain::Security>>
+        &securities,
+    std::vector<const domain::Security *> &added_secs,
+    std::vector<std::pair<const domain::Security *, const domain::Security *>>
+        &changed_secs,
+    std::vector<const domain::Security *> &all_secs) {
+   // std::vector<domain::Security
+   auto new_secs = CCApiSecurityParser::parse(msg.getElementList());
+   for (const auto &sec : new_secs) {
+      const auto &sym = sec.security_common.symbol;
+      bts_assert(!sym.empty());
+      auto it = securities.find(sym);
+      if (it == securities.end()) {
+         auto sec_ptr = std::make_unique<domain::Security>(sec);
+         added_secs.push_back(sec_ptr.get());
+         all_secs.push_back(sec_ptr.get());
+         securities[sym] = std::move(sec_ptr);
+         bts_assert(added_secs.back() != nullptr);
+         bts_assert(added_secs.back()->security_common.symbol == sym);
+         continue;
+      }
+      changed_secs.push_back({it->second.get(), &sec});
+   }
+   // auto added_msg = fmt::join(added_secs)
+   std::vector<std::string> added_sec_syms;
+   for (const auto *s : added_secs) {
+      added_sec_syms.push_back(s->security_common.symbol);
+   }
+   std::vector<std::string> changed_sec_syms;
+   for (const auto &[old_s, new_s] : changed_secs) {
+      added_sec_syms.push_back(fmt::format(
+          "{} -> {}", old_s->security_common.symbol,
+          new_s->security_common.symbol));
+   }
+   LOG(md, Info, "CCApi securities update. added: {}; changed: {}",
+       fmt::to_string(fmt::join(added_sec_syms, ", ")),
+       fmt::to_string(fmt::join(changed_sec_syms, ", ")));
+}

 struct CCApiListenerAdaptor::PImpl {
-   PImpl(
-       IMarketDataListener *const listener,
-       persistence::IDGenerator *const sec_id_store)
-       : listener(listener), sec_id_store(sec_id_store) {}
+   std::unordered_map<std::string, std::unique_ptr<domain::Security>>
+       securities;
+   std::unordered_map<std::uint32_t, IMarketDataListener *const> listeners;
+   MarketDataListenerID sec_id_counter{900'000};

-   IMarketDataListener *const listener;
-
-   persistence::IDGenerator *const sec_id_store;
-   unordered_map<SecurityID, unique_ptr<Security>> securities;
-
-   void on_instruments(const ccapi::Message &msg, api::domain::Venue venue) {
-      vector<const Security *> all_secs;
-      auto new_secs = CCApiSecurityParser::parse(msg.getElementList());
-      for (const auto &sec : new_secs) {
-         const auto &desc = sec.security_common.desc;
-         bts_assert(!desc.empty());
-         auto sec_id = SecurityID{
-             sec_id_store->get_or_add(api::domain::Venue_Name(venue), desc)};
-         if (CONTAINS_KEY(securities, sec_id)) {
-            // don't replace existing secs (in case code downstream relies on
-            // ptr equality)
-            continue;
-         }
-         auto sec_ptr = std::make_unique<Security>(sec);
-         sec_ptr->security_common.id.value() = sec_id_store->get_or_add(
-             api::domain::Venue_Name(venue), sec_ptr->security_common.desc);
-         all_secs.push_back(sec_ptr.get());
-         securities[sec_id] = std::move(sec_ptr);
-      }
-      listener->on_securities(all_secs);
+   void on_instruments(
+       const ccapi::Message &msg, IMarketDataListener &listener) {
+      std::vector<const domain::Security *> added_secs;
+      std::vector<std::pair<const domain::Security *, const domain::Security *>>
+          changed_secs;
+      std::vector<const domain::Security *> all_secs;
+      parse_securities_msg(msg, securities, added_secs, changed_secs, all_secs);
+      listener.on_securities(all_secs);
   }

-   void on_instruments(const ccapi::Message &msg, const string &corr_id) {
-      // Correlation ID is the Venue
-      api::domain::Venue venue;
-      if (!api::domain::Venue_Parse(corr_id, &venue)) {
-         LOG(md, Error, "Failed to parse venue from ccapi correlation id '{}'",
-             corr_id);
-         return;
-      }
-      on_instruments(msg, venue);
-   }
-
-   void on_book(const ccapi::Message &msg, SecurityID sec_id) {
-      if (msg.getType() !=
-          ccapi::Message::Type::MARKET_DATA_EVENTS_MARKET_DEPTH) {
-         return;
-      }
-
-      Book book;
-      book.set_security_id(sec_id);
-      // The market data arrives in the following order:
-      //    * bid levels (by price descending)
-      //    * ask levels (by price ascending)
-      CCApiDepthWalker bid_walker{"BID_PRICE", "BID_SIZE", &book[BUY]};
-      CCApiDepthWalker ask_walker{"ASK_PRICE", "ASK_SIZE", &book[SELL]};
-      const auto &levels = msg.getElementList();
-      for (const auto &level : levels) {
-         // Each level has 2 entries, either:
-         //    ["BID_PRICE", "BID_SIZE"], or
-         //    ["ASK_PRICE", "ASK_SIZE"]
-         const auto &props = level.getNameValueMap();
-         for (const auto &[name, value] : props) {
-            bid_walker.parse_field(name, value) ||
-                ask_walker.parse_field(name, value);
-         }
-      }
-
-      // validate the book
-      bts_assert(bid_walker.price_idx == bid_walker.qty_idx);
-      bts_assert(ask_walker.price_idx == ask_walker.qty_idx);
-      bts_assert(book.is_sorted());
-      bts_assert(book[BUY].count_populated() == bid_walker.price_idx);
-      bts_assert(book[SELL].count_populated() == ask_walker.price_idx);
-      listener->on_book(book);
-   }
-
-   void on_book(const ccapi::Message &msg, const string &corr_id) {
-      // Correlation ID is a formatted string:
-      // "<venue>.<sec_desc>.<listener_id>"
-      const auto corr_id_res = CCApiCorrelationID::parse_market_depth(corr_id);
-      bts_assert(corr_id_res.has_value());
-      const auto [venue, sec_desc, listener_id] = *corr_id_res;
-      LOG(md, Diag, "listener_id: {}", listener_id);
-      const auto sec_id =
-          sec_id_store->get_or_add(api::domain::Venue_Name(venue), sec_desc);
-      on_book(msg, SecurityID{sec_id});
-   }
-
-   SecurityID get_sec_id(
-       const api::domain::Venue venue, const string &sec_desc) {
-      const auto sec_id =
-          sec_id_store->get_or_add(api::domain::Venue_Name(venue), sec_desc);
-      return SecurityID{sec_id};
+   void on_book(const ccapi::Message &msg, IMarketDataListener &listener) {
+      auto book = parse_depth_msg(msg);
+      listener.on_book(book);
   }
 };

-CCApiListenerAdaptor::CCApiListenerAdaptor(
-    IMarketDataListener *const listener,
-    persistence::IDGenerator *const sec_id_store)
-    : me_(std::make_unique<PImpl>(listener, sec_id_store)) {}
+CCApiListenerAdaptor::CCApiListenerAdaptor() : me_(std::make_unique<PImpl>()) {}

 CCApiListenerAdaptor::~CCApiListenerAdaptor() = default;

+bool CCApiListenerAdaptor::empty() const { return me_->listeners.empty(); }
+
+void CCApiListenerAdaptor::register_listener(
+    IMarketDataListener *const listener, MarketDataListenerID id) {
+   bts_assert_msgf(
+       me_->listeners.find(id.value()) == me_->listeners.end(),
+       "MarketDataListener w/ id '{}' already registered", id);
+   me_->listeners.insert({id.value(), listener});
+}
+
+void CCApiListenerAdaptor::unregister_listener(MarketDataListenerID id) {
+   me_->listeners.erase(id.value());
+}
+
+static const char *Message_Type_Name(ccapi::Message::Type t) {
+   switch (t) {
+   case ccapi::Message::Type::UNKNOWN:
+      return "UNKNOWN";
+   case ccapi::Message::Type::AUTHORIZATION_SUCCESS:
+      return "AUTHORIZATION_SUCCESS";
+   case ccapi::Message::Type::AUTHORIZATION_FAILURE:
+      return "AUTHORIZATION_FAILURE";
+   case ccapi::Message::Type::MARKET_DATA_EVENTS_MARKET_DEPTH:
+      return "MARKET_DATA_EVENTS_MARKET_DEPTH";
+   case ccapi::Message::Type::MARKET_DATA_EVENTS_TRADE:
+      return "MARKET_DATA_EVENTS_TRADE";
+   case ccapi::Message::Type::MARKET_DATA_EVENTS_AGG_TRADE:
+      return "MARKET_DATA_EVENTS_AGG_TRADE";
+   case ccapi::Message::Type::EXECUTION_MANAGEMENT_EVENTS_ORDER_UPDATE:
+      return "EXECUTION_MANAGEMENT_EVENTS_ORDER_UPDATE";
+   case ccapi::Message::Type::EXECUTION_MANAGEMENT_EVENTS_PRIVATE_TRADE:
+      return "EXECUTION_MANAGEMENT_EVENTS_PRIVATE_TRADE";
+   case ccapi::Message::Type::SUBSCRIPTION_STARTED:
+      return "SUBSCRIPTION_STARTED";
+   case ccapi::Message::Type::SUBSCRIPTION_FAILURE:
+      return "SUBSCRIPTION_FAILURE";
+   case ccapi::Message::Type::SESSION_CONNECTION_UP:
+      return "SESSION_CONNECTION_UP";
+   case ccapi::Message::Type::SESSION_CONNECTION_DOWN:
+      return "SESSION_CONNECTION_DOWN";
+   case ccapi::Message::Type::INCORRECT_STATE_FOUND:
+      return "INCORRECT_STATE_FOUND";
+   case ccapi::Message::Type::CREATE_ORDER:
+      return "CREATE_ORDER";
+   case ccapi::Message::Type::CANCEL_ORDER:
+      return "CANCEL_ORDER";
+   case ccapi::Message::Type::GET_ORDER:
+      return "GET_ORDER";
+   case ccapi::Message::Type::GET_OPEN_ORDERS:
+      return "GET_OPEN_ORDERS";
+   case ccapi::Message::Type::CANCEL_OPEN_ORDERS:
+      return "CANCEL_OPEN_ORDERS";
+   case ccapi::Message::Type::GET_ACCOUNTS:
+      return "GET_ACCOUNTS";
+   case ccapi::Message::Type::GET_ACCOUNT_BALANCES:
+      return "GET_ACCOUNT_BALANCES";
+   case ccapi::Message::Type::GET_ACCOUNT_POSITIONS:
+      return "GET_ACCOUNT_POSITIONS";
+   case ccapi::Message::Type::GET_RECENT_TRADES:
+      return "GET_RECENT_TRADES";
+   case ccapi::Message::Type::GET_RECENT_AGG_TRADES:
+      return "GET_RECENT_AGG_TRADES";
+   case ccapi::Message::Type::GET_INSTRUMENT:
+      return "GET_INSTRUMENT";
+   case ccapi::Message::Type::GET_INSTRUMENTS:
+      return "GET_INSTRUMENTS";
+   case ccapi::Message::Type::RESPONSE_ERROR:
+      return "RESPONSE_ERROR";
+   case ccapi::Message::Type::REQUEST_FAILURE:
+      return "REQUEST_FAILURE";
+   case ccapi::Message::Type::GENERIC_ERROR:
+      return "GENERIC_ERROR";
+   case ccapi::Message::Type::CUSTOM:
+      return "CUSTOM";
+   case ccapi::Message::Type::FIX:
+      return "FIX";
+   case ccapi::Message::Type::FIX_FAILURE:
+      return "FIX_FAILURE";
+   case ccapi::Message::Type::GENERIC_PUBLIC_REQUEST:
+      return "GENERIC_PUBLIC_REQUEST";
+   case ccapi::Message::Type::GENERIC_PUBLIC_SUBSCRIPTION:
+      return "GENERIC_PUBLIC_SUBSCRIPTION";
+   case ccapi::Message::Type::GENERIC_PRIVATE_REQUEST:
+      return "GENERIC_PRIVATE_REQUEST";
+   default:
+      return "UNKNOWN";
+   }
+}
+
 bool CCApiListenerAdaptor::processEvent(
    const ccapi::Event &event, ccapi::Session *) {
-   LOG(md, Diag, "Received ccapi event: {}", event.toString());
-   switch (event.getType()) {
-   case ccapi::Event::Type::SESSION_STATUS:
-   case ccapi::Event::Type::SUBSCRIPTION_STATUS:
-   case ccapi::Event::Type::REQUEST_STATUS:
-      // No processing needed
-      return true;
-   // one-time callback representing the reply to a ccapi 'REQUEST'
-   // Note: the GET_INSTRUMENTS msg arrives in an event of this type
-   case ccapi::Event::Type::RESPONSE:
-   // stream of callbacks representing the reply to a ccapi 'SUBSCRIBE'
-   // Note: the MARKET_DATA_EVENTS_MARKET_DEPTH msg arrives in an event of this
-   // type
-   case ccapi::Event::Type::SUBSCRIPTION_DATA:
-      break;
-   case ccapi::Event::Type::UNKNOWN:
-   case ccapi::Event::Type::AUTHORIZATION_STATUS:
-   case ccapi::Event::Type::FIX:
-   case ccapi::Event::Type::FIX_STATUS:
-      LOG(md, Error, "Unexpected ccapi event type '{}'",
-          ccapi::Event::typeToString(event.getType()));
-      break;
-   }
-
+   LOG(md, Error, "Received ccapi event: {}", event.toString());
   const auto &msgs = event.getMessageList();
   for (const auto &msg : msgs) {
      const auto &corr_ids = msg.getCorrelationIdList();
      for (const auto &corr_id : corr_ids) {
-         switch (msg.getType()) {
-         case ccapi::Message::Type::GET_INSTRUMENTS: {
-            // This message should only arrive with a RESPONSE event
-            bts_assert(event.getType() == ccapi::Event::Type::RESPONSE);
-            me_->on_instruments(msg, corr_id);
-            break;
+         MarketDataListenerID listener_id{
+             static_cast<std::uint32_t>(std::stoul(corr_id))};
+         auto listener_it = me_->listeners.find(listener_id.value());
+         if (listener_it == me_->listeners.end()) {
+            LOG(md, Warn,
+                "Received event associated w/ unknown correlationId '{}'",
+                corr_id);
+            continue;
         }
+
+         auto &listener = *listener_it->second;
+         switch (msg.getType()) {
+         case ccapi::Message::Type::GET_INSTRUMENTS:
+            me_->on_instruments(msg, listener);
+            break;
         case ccapi::Message::Type::MARKET_DATA_EVENTS_MARKET_DEPTH: {
-            // This message should only arrive with a SUBSCRIPTION_DATA event
-            bts_assert(
-                event.getType() == ccapi::Event::Type::SUBSCRIPTION_DATA);
-            me_->on_book(msg, corr_id);
+            me_->on_book(msg, listener);
            break;
         }
         default:
-            LOG(md, Warn, "Unexpected ccapi message type '{}'",
-                ccapi::Message::typeToString(msg.getType()));
+            std::string msg_type_name = Message_Type_Name(msg.getType());
+            LOG(md, Warn, "Unexpected CCApi event type '{}'", msg_type_name);
            break;
         }
+         // switch (event.getType()) {
+         //    case ccapi::Event::Type::UNKNOWN:
+         //    break;
+         // }
      }
   }
   return true;
@@ -1,33 +1,28 @@
 #pragma once
 #ifdef SPARK_ENABLE_CCAPI
-#include "lib/api/domain/Venue.pb.h"
-
+#include "lib/md/IMarketDataListener.h"
+#include "lib/md/MarketDataListenerID.h"
 #include <ccapi_cpp/ccapi_event_handler.h>
-#include <memory>
-
-namespace bts::api::md {
-class MarketDataConfig;
-}
-
-namespace bts::persistence {
-class IDGenerator;
-}

 namespace bts::md {

-class IMarketDataListener;
-
 class CCApiListenerAdaptor : public ccapi::EventHandler {
 public:
-   CCApiListenerAdaptor(
-       IMarketDataListener *const listener,
-       persistence::IDGenerator *const sec_id_store);
-
+   CCApiListenerAdaptor();
   ~CCApiListenerAdaptor();

+   MarketDataListenerID register_listener(IMarketDataListener *const listener);
+
+   void register_listener(
+       IMarketDataListener *const listener, MarketDataListenerID id);
+
+   void unregister_listener(MarketDataListenerID id);
+
   bool processEvent(
       const ccapi::Event &event, ccapi::Session *session) override;

+   bool empty() const;
+
 private:
   struct PImpl;
   std::unique_ptr<PImpl> me_;
@@ -0,0 +1,38 @@
+#ifdef SPARK_ENABLE_CCAPI
+#include "CCApiRequestor.h"
+#include "lib/logging/logging.h"
+#include <optional>
+
+namespace bts::md {
+
+struct CCApiRequestor::PImpl {
+   ccapi::Request req;
+   ccapi::EventHandler *handler;
+   ccapi::SessionOptions opts;
+   ccapi::SessionConfigs cfgs;
+   std::optional<ccapi::Session> session;
+};
+
+CCApiRequestor::CCApiRequestor(
+    ccapi::EventHandler *const handler,
+    ccapi::SessionOptions opts,
+    ccapi::SessionConfigs cfgs)
+    : me_(std::make_unique<PImpl>()) {
+   // Store 'opts' and 'cfgs' in PImpl for diagnostic purposes
+   me_->opts = std::move(opts);
+   me_->cfgs = std::move(cfgs);
+   me_->handler = handler;
+}
+
+CCApiRequestor::~CCApiRequestor() { me_->session->stop(); }
+
+void CCApiRequestor::request(ccapi::Request &req) {
+   LOG(md, Info, "Making ccapi request: {}", req.toString());
+   if (!me_->session) {
+      me_->session.emplace(me_->opts, me_->cfgs, me_->handler);
+   }
+   me_->session->sendRequest(req);
+}
+
+} // namespace bts::md
+#endif
@@ -0,0 +1,27 @@
+#pragma once
+#ifdef SPARK_ENABLE_CCAPI
+#include <ccapi_cpp/ccapi_event_handler.h>
+#include <ccapi_cpp/ccapi_session.h>
+#include <ccapi_cpp/ccapi_session_options.h>
+#include <memory>
+
+namespace bts::md {
+
+class CCApiRequestor {
+ public:
+   explicit CCApiRequestor(
+       ccapi::EventHandler *const handler,
+       ccapi::SessionOptions opts,
+       ccapi::SessionConfigs cfgs);
+
+   ~CCApiRequestor();
+
+   void request(ccapi::Request &req);
+
+ private:
+   struct PImpl;
+   std::unique_ptr<PImpl> me_;
+};
+
+} // namespace bts::md::ftx
+#endif
@@ -1,91 +0,0 @@
-#ifdef SPARK_ENABLE_CCAPI
-#include "CCApiSession.h"
-#include "lib/api/md/DepthStreamConfig.pb.h"
-#include "lib/md/CCApiCorrelationID.h"
-#include "lib/md/CCApiListenerAdaptor.h"
-#include "lib/md/MarketDataListenerData.h"
-#include "lib/md/MarketDataRegistrationFactory.h"
-#include "lib/persistence/IDGenerator.h"
-
-#include <boost/algorithm/string/case_conv.hpp>
-#include <ccapi_cpp/ccapi_event_dispatcher.h>
-#include <ccapi_cpp/ccapi_request.h>
-#include <ccapi_cpp/ccapi_session.h>
-#include <ccapi_cpp/ccapi_session_configs.h>
-#include <ccapi_cpp/ccapi_session_options.h>
-#include <ccapi_cpp/ccapi_subscription.h>
-
-namespace bts::md {
-
-struct CCApiSession::PImpl {
-   PImpl(
-       const MarketDataListenerData listener_data,
-       bts::persistence::IDGenerator *const sec_id_store)
-       : listener_data(listener_data), sec_id_store(sec_id_store),
-         ccapi_dispatcher(
-             static_cast<int>(listener_data.cfg.num_dispatcher_threads())),
-         ccapi_listener(listener_data.listener, sec_id_store),
-         ccapi_session(
-             ccapi_opts, ccapi_cfgs, &ccapi_listener, &ccapi_dispatcher) {}
-
-   MarketDataListenerData listener_data;
-   bts::persistence::IDGenerator *sec_id_store;
-
-   ccapi::SessionOptions ccapi_opts;
-   ccapi::SessionConfigs ccapi_cfgs;
-
-   // Dispatches ccapi callbacks
-   ccapi::EventDispatcher ccapi_dispatcher;
-
-   // Handles ccapi sec/md callbacks
-   CCApiListenerAdaptor ccapi_listener;
-
-   // Manages ccapi connection to exchanges
-   ccapi::Session ccapi_session;
-
-   void request_securities(api::domain::Venue venue) {
-      auto venue_name = api::domain::Venue_Name(venue);
-      auto venue_name_lower = boost::algorithm::to_lower_copy(venue_name);
-      // The 'venue' in the request must be lower-case (ccapi expects this). The
-      // correlation id, however, should remain unchanged (in the callback, we
-      // parse the venue with 'api::domain::Venue_Parse')
-      ccapi::Request req(
-          ccapi::Request::Operation::GET_INSTRUMENTS, venue_name_lower);
-      req.setCorrelationId(venue_name);
-      ccapi_session.sendRequest(req);
-   }
-
-   void subscribe_md(const api::md::DepthStreamConfig &ds) {
-      const auto opts =
-          fmt::format("{}={}", CCAPI_MARKET_DEPTH_MAX, ds.num_levels());
-      auto venue_name = bts::api::domain::Venue_Name(ds.venue());
-      boost::algorithm::to_lower(venue_name);
-      for (const auto &symbol : ds.symbols()) {
-         const auto corr_id = CCApiCorrelationID::fmt_market_depth(
-             ds.venue(), symbol, listener_data.id);
-         ccapi::Subscription sub(
-             venue_name, symbol, CCAPI_MARKET_DEPTH, opts, corr_id);
-         ccapi_session.subscribe(sub);
-      }
-   }
-};
-
-CCApiSession::CCApiSession(
-    MarketDataListenerData listener_data,
-    bts::persistence::IDGenerator *sec_id_store)
-    : me_(std::make_unique<PImpl>(std::move(listener_data), sec_id_store)) {
-
-   std::unordered_set<api::domain::Venue> venues;
-   for (auto ds : me_->listener_data.cfg.depth_streams()) {
-      // Limit one sec request per Venue
-      if (venues.insert(ds.venue()).second) {
-         me_->request_securities(ds.venue());
-      }
-      me_->subscribe_md(ds);
-   }
-}
-
-CCApiSession::~CCApiSession() { me_->ccapi_session.stop(); }
-
-} // namespace bts::md
-#endif
@@ -1,37 +0,0 @@
-#pragma once
-#ifdef SPARK_ENABLE_CCAPI
-#include "lib/api/domain/Venue.pb.h"
-#include <memory>
-
-namespace ccapi {
-class Session;
-}
-
-namespace bts::persistence {
-class IDGenerator;
-}
-
-namespace bts::md {
-
-struct MarketDataListenerData;
-
-class CCApiSession {
- public:
-   explicit CCApiSession(
-       MarketDataListenerData listener_data,
-       bts::persistence::IDGenerator *sec_id_store);
-
-   CCApiSession(const CCApiSession &) = delete;
-   CCApiSession(CCApiSession &&) = default;
-   CCApiSession &operator=(const CCApiSession &) = delete;
-   CCApiSession &operator=(CCApiSession &&) = default;
-
-   ~CCApiSession();
-
- private:
-   struct PImpl;
-   std::unique_ptr<PImpl> me_;
-};
-
-} // namespace bts::md
-#endif
@@ -60,7 +60,7 @@ std::string print_book(
         auto a = ask[x - 1];
         if (!os::is_nan(a.price())) {
            snprintf(
-                buffer, 512, "%5s %14s | %14.7f %5.5f\n", "", "", a.price(),
+                buffer, 512, "%5s %14s | %14.7f %5d\n", "", "", a.price(),
                a.size());
            ss << buffer;
         }
@@ -69,7 +69,7 @@ std::string print_book(
      for (uint32_t x = 0; x < COCONUT_MAX_DEPTH; ++x) {
         auto b = bid[x];
         if (!os::is_nan(b.price())) {
-            snprintf(buffer, 512, "%5.5f %14.7f | \n", b.size(), b.price());
+            snprintf(buffer, 512, "%5d %14.7f | \n", b.size(), b.price());
            ss << buffer;
         }
      }
@@ -4,11 +4,9 @@
 #include "MDProducerHandle.h"
 #include "lib/domain_model/Security.h"
 #include "lib/domain_model/SecurityKey.h"
-#include "lib/utils/OSTREAM_FMT_IMPL.h"
 #include "lib/utils/TimeStamp.h"

 #include <btree/map.h>
-#include <fmt/format.h>

 #include <map>
 #include <memory>
@@ -171,5 +169,3 @@ class MBOProcessor {
 namespace std {
 std::ostream &operator<<(std::ostream &os, const bts::md::inc::Update &);
 }
-
-OSTREAM_FMT_IMPL(bts::md::inc::Update);
@@ -613,8 +613,7 @@ class MDConsumerImpl {

      for (auto &s : symbols) {
         if (s.type() == SECURITYTYPE_FUTURE ||
-             s.type() == SECURITYTYPE_OPTION ||
-             s.type() == api::SECURITYTYPE_STOCK) {
+             s.type() == SECURITYTYPE_OPTION) {
            _instances.push_back(make_shared<MDConsumerInst>(
                s.symbol(), s.type(), s.exchange(), shared, platform));
         }
@@ -784,7 +783,7 @@ class MDConsumerImpl {
      // recurse to find details
      map<security_key, SecurityPtr> leg_map;
      for (auto &leg : fill_leg_details(legs, depth + 1)) {
-         leg_map.insert(make_pair(leg->id(), std::move(leg)));
+         leg_map.insert(make_pair(leg->id(), move(leg)));
      }

      //
@@ -218,7 +218,6 @@ class BTS_EXPORT MDConsumerHandle {
      switch (_type) {
      case HANDLETYPE_VOID:
         bts_assert_msg(false, "Handle not initialized");
-         break;
      case HANDLETYPE_DEPTH:
         return convert_security(book.cdata->security);
      case HANDLETYPE_BBO:
@@ -1,4 +1,4 @@
-#if defined(EXPORT_MD_CONSUMER)
+#ifdef _WIN32
 #include "MDConsumer.h"
 #include "SecurityCache.h"
 #include "UserSymbol.h"
@@ -134,7 +134,7 @@ MDProducer::MDProducer(Platform platform, MDProducerFlags flags)
    : _mutex(new std::mutex()), _producers(), _id_recorder(),
      _platform(platform), _flags(flags),
      _smapper(flags & MDProducerFlags::SecurityMapper) {}
-#ifndef _WIN32
+#ifndef WIN32
 MDProducer::MDProducer(
    Platform platform, SecurityIDRecorder recorder, MDProducerFlags flags)
    : _mutex(new std::mutex()), _producers(),
@@ -173,7 +173,7 @@ MDProducerImpl &MDProducer::get_producer(
   } else {
      newp.reset(new MDProducerImpl(symbol, type, exchange, _platform, _flags));
   }
-   _producers.push_back(std::move(newp));
+   _producers.push_back(move(newp));
   return *_producers.back();
 }

@@ -1,65 +1,145 @@
 #ifdef SPARK_ENABLE_CCAPI
+#include "lib/md/CCApiListenerAdaptor.h"
+#include <ccapi_cpp/ccapi_macro.h>
 #include "MarketDataGateway.h"
-#include "lib/api/domain/Venue.pb.h"
-#include "lib/api/md/DepthStreamConfig.pb.h"
-#include "lib/api/md/MarketDataConfig.pb.h"
+#include "MarketDataRegistration.h"
+#include "lib/api/md/MarketDataSubscriptionParams.pb.h"
+#include "lib/api/md/binance/BinanceMarketDataSubscriptionParams.pb.h"
 #include "lib/core/ProtoPrinter.h"
 #include "lib/domain/Venue.h"
 #include "lib/logging/logging.h"
-#include "lib/md/CCApiSession.h"
+#include "lib/md/CompositeMarketDataListener.h"
 #include "lib/md/IMarketDataListener.h"
 #include "lib/md/MarketDataListenerData.h"
 #include "lib/md/MarketDataListenerID.h"
-#include "lib/md/MarketDataRegistration.h"
-#include "lib/md/MarketDataRegistrationError.h"
-#include "lib/md/MarketDataRegistrationFactory.h"
-#include "lib/persistence/IDGenerator.h"
+#include "lib/md/binance/BinanceDepthStreamSiteKey.h"
+#include "lib/md/binance/BinanceDiffDepthSubscription.h"
+#include "lib/md/binance/BinanceDiffDepthUpdate.h"
 #include "lib/utils/ContainsKey.h"
 #include "lib/utils/bts_assert.h"
-
+#include <ccapi_cpp/ccapi_session.h>
 #include <optional>
 #include <unordered_map>
-#include <vector>

 namespace bts::md {

-using std::string;
-using std::vector;
-
-static void _validate(
-    const api::md::DepthStreamConfig &ds,
-    std::uint32_t index,
-    vector<string> &errors) {
-   if (!api::domain::Venue_IsValid(ds.venue())) {
-      errors.push_back(fmt::format(
-          "DepthStreamConfig at index {} 'venue' is invalid", index));
-   }
-   if (ds.num_levels() == 0) {
-      errors.push_back(fmt::format(
-          "DepthStreamConfig at index {} 'num_levels' is 0", index));
-   }
-   if (ds.symbols().empty()) {
-      errors.push_back(fmt::format(
-          "DepthStreamConfig at index {} 'symbols' is empty", index));
-   }
-}
-
-static void _validate(
-    const api::md::MarketDataConfig &cfg, vector<string> errs) {
-   if (cfg.depth_streams().empty()) {
-      errs.push_back("MarketDataConfig 'depth_streams' is empty");
-   }
-   std::uint32_t ds_idx = 0;
-   for (const auto &ds : cfg.depth_streams()) {
-      _validate(ds, ds_idx++, errs);
-   }
-}
-
 struct MarketDataGateway::PImpl {
   MarketDataRegistrationFactory registration_factory;
-   bts::persistence::IDGenerator &sec_id_store =
-       bts::persistence::IDGenerator::insance();
-   std::unordered_map<MarketDataListenerID, CCApiSession> sessions;
+   std::unordered_map<
+       binance::BinanceDepthStreamSiteKey,
+       binance::BinanceDiffDepthSubscription>
+       binance_subs;
+   std::unordered_map<MarketDataListenerID, MarketDataListenerData>
+       registered_listeners;
+
+ private:
+   ccapi::SessionOptions ccapi_opts_;
+   ccapi::SessionConfigs ccapi_cfgs_;
+   std::optional<ccapi::EventDispatcher> ccapi_dispatcher_;
+   std::optional<ccapi::Session> ccapi_session_;
+   std::optional<CCApiListenerAdaptor> ccapi_listener_;
+
+ public:
+   CCApiListenerAdaptor &ccapi_listener() {
+      if (!ccapi_listener_) {
+         return ccapi_listener_.emplace();
+      }
+      return *ccapi_listener_;
+   }
+
+   ccapi::Session &ccapi_session() {
+      if (!ccapi_session_) {
+         if (!ccapi_dispatcher_) {
+            ccapi_dispatcher_.emplace(2);
+         }
+         ccapi_session_.emplace(
+             ccapi_opts_, ccapi_cfgs_, &ccapi_listener(), &*ccapi_dispatcher_);
+      }
+      return *ccapi_session_;
+   }
+   //////////////////////////////////////////////////
+   // Binance
+   //////////////////////////////////////////////////
+
+   void subscribe_binance(
+       const api::md::binance::BinanceMarketDataSubscriptionParams &sub,
+       IMarketDataListener *listener) {
+      std::vector<binance::BinanceDiffDepthSubscription *> new_subs;
+      for (const auto &depth_stream : sub.depth_streams()) {
+         md::binance::BinanceDepthStreamSiteKey site_key(depth_stream);
+         auto [sub_it, is_new_sub] = binance_subs.try_emplace(
+             site_key, md::binance::BinanceDepthStreamParams{depth_stream});
+         if (is_new_sub) {
+            new_subs.push_back(&sub_it->second);
+            continue;
+         }
+         auto &sub = sub_it->second;
+         // add symbols to piggy back on existing subscription rather than
+         // create a new one
+         for (const auto &symbol : depth_stream.symbols()) {
+            sub.add_listener(symbol, listener);
+         }
+      }
+      for (auto *sub : new_subs) {
+         sub->connect();
+      }
+   }
+
+   void unsubscribe_binance(
+       const api::md::binance::BinanceMarketDataSubscriptionParams &sub,
+       IMarketDataListener *listener) {
+      for (const auto &depth_stream : sub.depth_streams()) {
+         md::binance::BinanceDepthStreamSiteKey site_key(depth_stream);
+         auto sub_it = binance_subs.find(site_key);
+         bts_assert(sub_it != binance_subs.end());
+         auto &sub = sub_it->second;
+         for (const auto &symbol : depth_stream.symbols()) {
+            bts_assert(sub.remove_listener(symbol, listener));
+         }
+      }
+   }
+
+   //////////////////////////////////////////////////
+   // FTX
+   //////////////////////////////////////////////////
+
+   void subscribe_ftx(
+       const api::md::ftx::FTXMarketDataSubscriptionParams &params,
+       IMarketDataListener *listener,
+       MarketDataListenerID listener_id) {
+      if (params.depth_streams().empty()) {
+         return;
+      }
+
+      bts_assert(params.depth_streams().size() == 1);
+      auto &depth_stream = params.depth_streams().at(0);
+      std::vector<std::string> symbols;
+
+      for (const auto &symbol : depth_stream.symbols()) {
+         symbols.push_back(symbol);
+      }
+
+      ccapi_listener().register_listener(listener, listener_id);
+      auto opts = fmt::format(
+          "{}={}", CCAPI_MARKET_DEPTH_MAX, depth_stream.num_levels());
+      for (const auto &symbol : symbols) {
+         std::string corr_id = fmt::format("{}", listener_id);
+         ccapi::Subscription sub(
+             "binance", symbol, CCAPI_MARKET_DEPTH, opts, corr_id);
+         ccapi_session().subscribe(sub);
+      }
+   }
+
+   void unsubscribe_ftx(MarketDataListenerID listener_id) {
+      bts_assert_msg(
+          ccapi_listener_.has_value(),
+          "Ignoring request to unsubscribe from FTX market data. "
+          "CCApiListenerAdaptor not created.");
+      ccapi_listener_->unregister_listener(listener_id);
+      if (ccapi_listener_->empty()) {
+         ccapi_session_.reset();
+      }
+   }
 };

 MarketDataGateway::MarketDataGateway()
@@ -68,35 +148,72 @@ MarketDataGateway::MarketDataGateway()
 MarketDataGateway::~MarketDataGateway() = default;

 MarketDataRegistration MarketDataGateway::subscribe(
-    const api::md::MarketDataConfig &cfg,
-    IMarketDataListener *listener) noexcept {
+    const MarketDataSubscription &sub, IMarketDataListener *listener) noexcept {
   auto reg = me_->registration_factory.create();
   bts_assert(reg.listener_id.has_value());
-   bts_assert(me_->sessions.find(*reg.listener_id) == me_->sessions.end());
+   bts_assert(
+       me_->registered_listeners.find(*reg.listener_id) ==
+       me_->registered_listeners.end());
   LOG(md, bts::Info, "MarketDataGateway subscribing to data.\n{}\n",
-       core::ProtoPrinterFactory::create(&cfg));
+       core::ProtoPrinter<api::md::MarketDataSubscriptionParams>(
+           &sub.params()));

-   vector<string> cfg_errs;
-   _validate(cfg, cfg_errs);
-   if (!cfg_errs.empty()) {
-      return MarketDataRegistration{
-          {MarketDataRegistrationError::Type::CONFIG_ERROR,
-           fmt::to_string(fmt::join(cfg_errs, "\n"))}};
-   }
-
-   MarketDataListenerData listener_data;
+   auto &listener_data = me_->registered_listeners[*reg.listener_id];
   listener_data.id = *reg.listener_id;
   listener_data.listener = listener;
-   listener_data.cfg = cfg;
-   me_->sessions.try_emplace(
-       listener_data.id, listener_data, &me_->sec_id_store);
+   listener_data.subscription = sub;
+
+   switch (sub.venue()) {
+   case api::domain::Venue::BINANCE:
+      bts_assert(
+          sub.params().VenueParams_case() ==
+          api::md::MarketDataSubscriptionParams::kBinance);
+      me_->subscribe_binance(sub.params().binance(), listener);
+      break;
+   case api::domain::Venue::FTX:
+      bts_assert(
+          sub.params().VenueParams_case() ==
+          api::md::MarketDataSubscriptionParams::kFtx);
+      LOG(md, bts::Info, "MarketDataGateway subscribing to data.\n{}\n",
+          core::ProtoPrinter<api::md::MarketDataSubscriptionParams>(
+              &sub.params()));
+      me_->subscribe_ftx(sub.params().ftx(), listener, listener_data.id);
+      break;
+   default:
+      return MarketDataRegistration{
+          MarketDataListenerID{0},
+          MarketDataRegstrationError::Type::NOT_IMPLEMENTED};
+   }
+
   return reg;
 }

 void MarketDataGateway::unsubscribe(MarketDataListenerID id) {
   LOG(md, bts::Info, "Unsubscribing listener {}", id);
-   bts_assert(CONTAINS_KEY(me_->sessions, id));
-   me_->sessions.erase(id);
+   bts_assert(CONTAINS_KEY(me_->registered_listeners, id));
+   auto &ld = me_->registered_listeners[id];
+   auto *listener = ld.listener;
+   bts_assert(listener);
+   auto &sub = ld.subscription;
+
+   switch (sub.venue()) {
+   case api::domain::Venue::BINANCE:
+      bts_assert(
+          sub.params().VenueParams_case() ==
+          api::md::MarketDataSubscriptionParams::kBinance);
+      me_->unsubscribe_binance(sub.params().binance(), listener);
+      break;
+   case api::domain::Venue::FTX:
+      bts_assert(
+          sub.params().VenueParams_case() ==
+          api::md::MarketDataSubscriptionParams::kFtx);
+      me_->unsubscribe_ftx(id);
+      break;
+   default:
+      break;
+   }
+
+   me_->registered_listeners.erase(id);
 }

 } // namespace bts::md
@@ -1,10 +1,14 @@
 #pragma once
 #include "MarketDataListenerID.h"
+#include "MarketDataRegistrationFactory.h"
+#include "MarketDataSubscription.h"
+#include "lib/domain/SecurityID.h"
+#include <cstdint>
 #include <memory>
-
-namespace bts::api::md {
-class MarketDataConfig;
-}
+#include <optional>
+#include <string>
+#include <unordered_map>
+#include <vector>

 namespace bts::md {

@@ -21,7 +25,7 @@ class MarketDataGateway {
    * @return MarketDataRegistration
    */
   MarketDataRegistration subscribe(
-       const api::md::MarketDataConfig &, IMarketDataListener *) noexcept;
+       const MarketDataSubscription &, IMarketDataListener *) noexcept;

   void unsubscribe(MarketDataListenerID id);

@@ -1,14 +1,16 @@
 #pragma once
-#include "lib/api/md/MarketDataConfig.pb.h"
+#include "lib/domain/SecurityID.h"
 #include "lib/md/IMarketDataListener.h"
 #include "lib/md/MarketDataListenerID.h"
+#include "lib/md/MarketDataSubscription.h"
+#include <unordered_set>

 namespace bts::md {

 struct MarketDataListenerData {
   MarketDataListenerID id;
   IMarketDataListener *listener;
-   api::md::MarketDataConfig cfg;
+   MarketDataSubscription subscription;
 };

 } // namespace bts::md
@@ -8,25 +8,10 @@ namespace bts::md {

 class MarketDataRegistration {
 public:
-   MarketDataRegistration() = default;
-   explicit MarketDataRegistration(MarketDataListenerID listener_id);
-   explicit MarketDataRegistration(MarketDataRegistrationError error);
   // will have a value when there is no error
   std::optional<MarketDataListenerID> listener_id;
   // domain::Venue venue = domain::Venue::Glbx;
-   MarketDataRegistrationError error = {};
+   MarketDataRegstrationError error = {};
 };

-//////////////////////////////////////////////////
-// Definition
-//////////////////////////////////////////////////
-
-inline MarketDataRegistration::MarketDataRegistration(
-    MarketDataListenerID listener_id)
-    : listener_id(listener_id), error() {}
-
-inline MarketDataRegistration::MarketDataRegistration(
-    MarketDataRegistrationError error)
-    : listener_id(std::nullopt), error(error) {}
-
 } // namespace bts::md
@@ -1,10 +1,9 @@
 #pragma once
 #include <optional>
-#include <string>

 namespace bts::md {

-struct MarketDataRegistrationError {
+struct MarketDataRegstrationError {
   enum class Type {
      NO_ERROR = 0,
      NETWORK_ERROR = 1,
@@ -15,8 +14,7 @@ struct MarketDataRegistrationError {
      // Any error that occurred on our end.  As this error type is vague, the
      // accompanying error message should provide adequate information and
      // context
-      INTERNAL_ERROR = 3,
-      CONFIG_ERROR = 4
+      INTERNAL_ERROR = 3
   };

   Type error_type{Type::NO_ERROR};
@@ -0,0 +1,59 @@
+#pragma once
+#include "lib/api/domain/Venue.pb.h"
+#include "lib/api/md/MarketDataSubscriptionParams.pb.h"
+#include "lib/api/md/deribit/DeribitMarketDataSubscriptionParams.pb.h"
+#include "lib/api/md/glbx/GlbxMarketDataSubscriptionParams.pb.h"
+#include <variant>
+
+namespace bts::md {
+
+class MarketDataSubscription {
+ public:
+   api::domain::Venue venue() const;
+
+   MarketDataSubscription() = default;
+   explicit MarketDataSubscription(
+       api::md::MarketDataSubscriptionParams params);
+
+   MarketDataSubscription(const MarketDataSubscription &) = default;
+   MarketDataSubscription(MarketDataSubscription &&) = default;
+   MarketDataSubscription &operator=(const MarketDataSubscription &) = default;
+   MarketDataSubscription &operator=(MarketDataSubscription &&) = default;
+
+   const api::md::MarketDataSubscriptionParams &params() const;
+
+ private:
+   api::md::MarketDataSubscriptionParams params_{};
+};
+
+//////////////////////////////////////////////////
+// Definition
+//////////////////////////////////////////////////
+
+inline MarketDataSubscription::MarketDataSubscription(
+    api::md::MarketDataSubscriptionParams params)
+    : params_(std::move(params)) {}
+
+inline const api::md::MarketDataSubscriptionParams &
+MarketDataSubscription::params() const {
+   return params_;
+}
+
+inline api::domain::Venue MarketDataSubscription::venue() const {
+   switch (params_.VenueParams_case()) {
+   case api::md::MarketDataSubscriptionParams::VenueParamsCase::kBinance:
+      return api::domain::Venue::BINANCE;
+   case api::md::MarketDataSubscriptionParams::VenueParamsCase::kDeribit:
+      return api::domain::Venue::DERIBIT;
+   case api::md::MarketDataSubscriptionParams::VenueParamsCase::kFtx:
+      return api::domain::Venue::FTX;
+   case api::md::MarketDataSubscriptionParams::VenueParamsCase::kGlbx:
+      return api::domain::Venue::GLBX;
+   case api::md::MarketDataSubscriptionParams::VenueParamsCase::kHuobi:
+      return api::domain::Venue::HUOBI;
+   default:
+      return api::domain::Venue::NONE;
+   }
+}
+
+} // namespace bts::md
@@ -235,30 +235,6 @@ size_t get_system_md_symbols(
                &result);
      }
   }
-   {
-      if (exchange == api::VENUE_FTX || exchange == api::VENUE_UNSET) {
-         auto const &e = config::get<config::system_symbols::Symbols>().ftx();
-         if (type == api::SECURITYTYPE_FUTURE ||
-             type == api::SECURITYTYPE_UNSET) {
-            add_symbols_to_result(
-                e.future(), api::VENUE_FTX, api::SECURITYTYPE_FUTURE, &result);
-         }
-         if (type == api::SECURITYTYPE_OPTION ||
-             type == api::SECURITYTYPE_UNSET) {
-            add_symbols_to_result(
-                e.option(), api::VENUE_FTX, api::SECURITYTYPE_OPTION, &result);
-         }
-         if (type == api::SECURITYTYPE_STOCK ||
-             type == api::SECURITYTYPE_UNSET) {
-            add_symbols_to_result(
-                e.option(), api::VENUE_FTX, api::SECURITYTYPE_STOCK, &result);
-         }
-         if (type == api::SECURITYTYPE_SPREAD ||
-             type == api::SECURITYTYPE_UNSET)
-            add_symbols_to_result(
-                e.spread(), api::VENUE_FTX, api::SECURITYTYPE_SPREAD, &result);
-      }
-   }
   for (const auto &u : result) {
      LOG(md, Info, "get_system_md_symbols loaded sym: {} exch: {} type: {}",
          u.symbol(), Venue_Name(u.exchange()), SecurityType_Name(u.type()));
Author	SHA1	Message	Date
johncolvin-og	ea4e599ac6	fix build: Fix a few path errors in publish target	2023-05-31 21:59:51 -04:00
Taha	fd2ba70031	Culling the logs	2023-05-29 11:35:49 -04:00
Taha	ab410c339f	Order Tickets from the sheets are defaulted correctly now	2023-05-29 10:32:29 -04:00
John Colvin	9e3f16d8bc	fix build: Update externals so prod builds in new docker	2023-04-05 11:45:24 -04:00
John Colvin	a3f194d708	build (web): Upgrade web build to net7.0	2023-04-05 11:39:37 -04:00
				`@@ -0,0 +1 @@`
				set(sources api/analytics/ExpirationDriver.proto;api/analytics/TimeWeightedInterpolatedDriver.proto;api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/domain/Currency.proto;api/domain/SecurityCriteria.proto;api/domain/SecurityCriteriaClause.proto;api/domain/SecurityExpiration.proto;api/domain/SecurityMetadata.proto;api/domain/SecurityMetadataCollection.proto;api/domain/SecurityMetadataItem.proto;api/domain/SecurityType.proto;api/domain/TickDisplaySettings.proto;api/domain/TickFactors.proto;api/domain/Venue.proto;api/io/URL.proto;api/md/MarketDataSubscriptionParams.proto;api/md/binance/BinanceDepthStreamParams.proto;api/md/binance/BinanceMarketDataSubscriptionParams.proto;api/md/deribit/DeribitMarketDataSubscriptionParams.proto;api/md/ftx/FTXDepthStreamParams.proto;api/md/ftx/FTXMarketDataSubscriptionParams.proto;api/md/glbx/GlbxMarketDataSubscriptionParams.proto;api/md/huobi/HuobiMarketDataSubscriptionParams.proto;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/AnalyticsService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MarketDataService.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;communincation/websockets/tests/WebsocketSyncClientTests.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/SecurityMetadataCollection.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/algo_types.proto;config/protos/cme_reference_data.proto;config/protos/exchange_sim_cfg.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/market_data.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/ports.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spartan.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/symbols.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/protos/ui.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain/AggressorSide.cpp;domain/NewOrder.cpp;domain/OrderDefinition.cpp;domain/OrderStatus.cpp;domain/OrderUpdate.cpp;domain/Side.cpp;domain/TimeInForce.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;io/QueryParams.cpp;io/URL.cpp;io/http/CurlHandle.cpp;io/http/HTTPClient.cpp;io/http/HTTPHeaders.cpp;io/http/HTTPRequest.cpp;io/http/HTTPResponse.cpp;io/websocket/WebsocketClient.cpp;io/websocket/WebsocketClientConfiguration.cpp;io/websocket/WebsocketError.cpp;io/websocket/WebsocketMessage.cpp;io/websocket/WebsocketSSLClientInternal.cpp;io/websocket/tests/WebsocketClientTests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGatLine truncated