Add utility function to scan all unexpired securities

Refactored Gateway/IVenue protocol to always generate orders
Added single message overload to reactor.
2020-01-17 13:33:24 -05:00 · 2020-01-08 16:02:58 -05:00 · 2020-01-02 15:48:55 -05:00 · 2020-01-02 15:21:33 -05:00 · 2019-12-31 11:40:26 -05:00 · 2019-12-30 16:49:58 -05:00
232 changed files with 138817 additions and 662 deletions
@@ -40,7 +40,7 @@ else ()
                               -fPIC -Wall -pedantic -Wextra -Werror \
                               -Wno-missing-braces -Wno-ignored-qualifiers \
                               --std=c++17 -fdiagnostics-color")
-  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -DNDEBUG -O3")
  set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
  add_subdirectory(src/server/sparkd)
  add_subdirectory(src/lib)
@@ -36,6 +36,7 @@ namespace bts {
      Plugin,
      ClientSdk,
      Http,
+      OrderMan2,
      // Please keep this list in sync with logging.h/logging.cpp
   }
   
@@ -105,6 +106,7 @@ namespace bts {
      internal static Logger DataFlow => new Logger(Subsystem.DataFlow);
      public static Logger ClientSdk => new Logger(Subsystem.ClientSdk);
      public static Logger Http => new Logger(Subsystem.Http);
+      public static Logger OrderMan2 => new Logger(Subsystem.OrderMan2);

      internal static void log_at(this Logger logger, Level level, string message) {
         switch (level) {
@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orLine truncated
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/FillStore.cpp;orderman/actors/GLBXExecutionGateway.cpLine truncated
@@ -31,4 +31,33 @@ OrdermanCfg {
 	 hosted_actor: "*"
      }
   }
+}
+
+OrderManThreadingCfg {
+   value {
+     thread  {
+        name: "om_1"
+	poll: true 
+	actor: { name: "order_manager" }
+     }
+
+     thread  {
+        name: "om_2"
+	poll: true 
+	actor: { name: "order_manager" }
+     }
+
+     thread  {
+        name: "gw_1"
+	poll: true
+	actor: { name: "gateway" arg: "sim" }
+	actor: { name: "gateway" arg: "cme_mc5_99" }
+     }
+
+     thread {
+        name: "om_slow"
+	actor: {name: "storage"}
+	actor: {name: "service_bridge"}
+     }
+   }
 }
@@ -7,11 +7,11 @@ message JetFIX {
    required string name = 10;

    enum JetFIXPlatform {
-	   GLBX = 1;
-	   CBOE = 6;
+      GLBX = 1;
      SIM = 2;
      ICE = 3;
      SIMICE = 4;
+      CBOE = 6;
    }
    optional JetFIXPlatform platform = 15                       [default = GLBX];
    
@@ -10,3 +10,19 @@ message OrdermanCfg {
  repeated Executor executor = 1;
  optional uint32 default_iceberg_pause_secs = 2 [default = 0];
 }
+
+message OrderManThreadingCfg {
+
+  message Actor {
+    required string name = 1;
+    repeated string arg = 2;
+  }
+  
+  message Thread {
+    required string name  = 1;
+    optional bool poll = 2 [default = false];
+    optional uint32 slow_worker_period = 3 [default = 100000];
+    repeated Actor actor = 4;
+  }
+  repeated Thread thread= 1;
+}
@@ -11,7 +11,7 @@ inline int d_toa(double n, char *buffer, size_t buffer_size, int decimal_digits=
   static double_conversion::DoubleToStringConverter const &c =
       double_conversion::DoubleToStringConverter::EcmaScriptConverter();

-   bts_assert(buffer_size);
+   bts_assert_d(buffer_size);

   if (pad == -1) {
      // no padding, return the smallest number that contains all the
@@ -34,8 +34,8 @@ inline int d_toa(double n, char *buffer, size_t buffer_size, int decimal_digits=
      // padding, return something with a fixed size

      std::array<char, 128> pre_buffer;
-      bts_assert((int)buffer_size > pad);
-      bts_assert((int)pre_buffer.size() >= pad);
+      bts_assert_d((int)buffer_size > pad);
+      bts_assert_d((int)pre_buffer.size() >= pad);

      double_conversion::StringBuilder builder(&pre_buffer[0], pre_buffer.size());

@@ -22,7 +22,7 @@ size_t extract(char *start, char *end,
               std::vector<InMsgBuffer> *msgs) {
   auto first_unprocessed_byte = 0;
   auto current = start;
-   
+
   for (;;) {
      // consume prefix
      auto this_msg_begin = current;
@@ -143,20 +143,20 @@ void AsyncReader::dispatch() {
         // see what we can parse with the just read bytes
         framed_msgs.clear();

-         // extract as many messages as we can from the last unprocess
-         // byte to the current write cursor, return offset of first
-         // byte in the buffer that we could not process (possibly the
-         // first byte of an incomplete msg)
-         auto first_unprocessed_offset = extract(
-             &((*me->working_buffer)[me->first_pending_msg]),
-             &((*me->working_buffer)[me->write_cursor]), me->working_buffer,
-             &framed_msgs);
+         // extract as many messages as we can from the last
+         // unprocessed byte to the current write cursor, return
+         // offset of first byte in the buffer that we could not
+         // process (possibly the first byte of an incomplete msg)
+         auto first_unprocessed_offset =
+             extract(&((*me->working_buffer)[me->first_pending_msg]),
+                     &((*me->working_buffer)[me->write_cursor]),
+                     me->working_buffer, &framed_msgs);
         me->first_pending_msg += first_unprocessed_offset;

         for (auto &msg : framed_msgs) {
            trace.sn = msg.get_seq_num();
            socket_read_time.shift_ns(1);
-            me->perf_log.log(trace, socket_read_time,"fix_msg_r");
+            me->perf_log.log(trace, socket_read_time, "fix_msg_r");
            msg.set_trace(trace);
            me->sink.in_msg_raw(msg);
         }
@@ -27,12 +27,12 @@ namespace jetfix {

 enum class CoreGateway::State {
   OFF,
-      PAUSED,
-      CONNECTING,
-      READY,
-      WREADER_DISCONNECT,
-      WSESSION_TERMINATE
-      };
+   PAUSED,
+   CONNECTING,
+   READY,
+   WREADER_DISCONNECT,
+   WSESSION_TERMINATE
+};

 struct CoreGateway::SessionInfo {
   SessionInfo() : connection(), store(), reader(), session() {}
@@ -47,21 +47,21 @@ struct CoreGateway::EventData {
   typedef void (CoreGateway::*Handler)(EventData const &ev);

   EventData(const EventData &src)
-      : handler(src.handler), out_msgs(src.out_msgs), in_msg(src.in_msg),
-        trace(src.trace), ts(src.ts) {}
+       : handler(src.handler), out_msgs(src.out_msgs), in_msg(src.in_msg),
+         trace(src.trace), ts(src.ts) {}

   EventData() : handler(), out_msgs(), in_msg(), trace(), ts() {}
   EventData(Handler handler)
-      : handler(handler), out_msgs(), in_msg(), trace(), ts() {}
+       : handler(handler), out_msgs(), in_msg(), trace(), ts() {}
   EventData(Handler handler, trace::CorID const &trace,
             OutFIXPtr const &out_msgs)
-      : handler(handler), out_msgs(out_msgs), in_msg(), trace(trace), ts() {}
+       : handler(handler), out_msgs(out_msgs), in_msg(), trace(trace), ts() {}

   EventData(Handler handler, InMsgBuffer const &in_msg)
-      : handler(handler), out_msgs(), in_msg(in_msg), trace(), ts() {}
+       : handler(handler), out_msgs(), in_msg(in_msg), trace(), ts() {}

   EventData(Handler handler, std::shared_ptr<std::string> const &ts)
-      : handler(handler), out_msgs(), in_msg(), trace(), ts(ts) {}
+       : handler(handler), out_msgs(), in_msg(), trace(), ts(ts) {}

   EventData &operator=(EventData &src) {
      handler = src.handler;
@@ -91,11 +91,11 @@ struct CoreGateway::PImpl {
   PImpl(config::JetFIX::Connection const &cfg, ICoreGatewayObserver &observer,
         ConnectionFactory const &conn_factory,
         StoreFactory const &store_factory, trace::PerfLog &l)
-      : cfg(cfg), observer(observer), make_connection(conn_factory),
-        make_store(store_factory), state(State::OFF), start_of_pause(),
-        session_info(), event_queue(), timer_thread(), destroy(false),
-        is_on(false), has_replayed(false), send_batch(), recv_batch(),
-        connection_attempts(0), perf_log(l) {
+       : cfg(cfg), observer(observer), make_connection(conn_factory),
+         make_store(store_factory), state(State::OFF), start_of_pause(),
+         session_info(), event_queue(), timer_thread(), destroy(false),
+         is_on(false), has_replayed(false), send_batch(), recv_batch(),
+         connection_attempts(0), perf_log(l) {
      send_batch.reserve(1024);
      recv_batch.reserve(1024);
   }
@@ -130,7 +130,7 @@ CoreGateway::CoreGateway(config::JetFIX::Connection const &cfg,
                         ConnectionFactory const &conn_factory,
                         StoreFactory const &store_factory,
                         trace::PerfLog &perf_trace)
-   : me(new PImpl(cfg, observer, conn_factory, store_factory, perf_trace)) {
+    : me(new PImpl(cfg, observer, conn_factory, store_factory, perf_trace)) {
   me->timer_thread = make_timer_thread();
 }

@@ -148,14 +148,6 @@ void CoreGateway::send(OutFIXPtr const &fix, trace::CorID trace) {
   me->event_queue.push(EventData(&CoreGateway::sync_send, trace, fix));
 }

-void CoreGateway::send_hb() {
-   me->event_queue.push(EventData(&CoreGateway::sync_send_hb));
-}
-
-void CoreGateway::send_test_request() {
-   me->event_queue.push(EventData(&CoreGateway::sync_send_test_request));
-}
-
 void CoreGateway::start() {
   me->event_queue.push(EventData(&CoreGateway::sync_start));
 }
@@ -198,7 +190,7 @@ void CoreGateway::dispatch_events() {
   if (me->send_batch.size() || me->recv_batch.size()) {
      for (auto &ev : me->send_batch)
         (this->*ev.handler)(ev);
-      for (auto &ev : me->recv_batch) 
+      for (auto &ev : me->recv_batch)
         (this->*ev.handler)(ev);
      me->send_batch.clear();
      me->recv_batch.clear();
@@ -209,7 +201,7 @@ void CoreGateway::call_time() {
   while (!me->destroy) {
      std::this_thread::sleep_for(10ms);
      auto ts = std::make_shared<std::string>(
-         datetime::FIX_timestamp(datetime::now()));
+          datetime::FIX_timestamp(datetime::now()));
      me->event_queue.push(EventData(&CoreGateway::sync_time, ts)); // NOLINT
   }
 }
@@ -276,42 +268,6 @@ void CoreGateway::sync_send(EventData const &ev) {
   }
 }

-void CoreGateway::sync_send_hb(EventData const &) {
-   switch (me->state) {
-   case State::OFF:
-      bts_assert(false);
-      break;
-   case State::PAUSED:
-   case State::CONNECTING:
-   case State::WREADER_DISCONNECT:
-   case State::WSESSION_TERMINATE:
-      break;
-   case State::READY:
-      me->session_info->session->send_hb();
-      break;
-   default:
-      bts_assert(false);
-   }
-}
-
-void CoreGateway::sync_send_test_request(EventData const &) {
-   switch (me->state) {
-   case State::OFF:
-      bts_assert(false);
-      break;
-   case State::PAUSED:
-   case State::CONNECTING:
-   case State::WREADER_DISCONNECT:
-   case State::WSESSION_TERMINATE:
-      break;
-   case State::READY:
-      me->session_info->session->send_test_request();
-      break;
-   default:
-      bts_assert(false);
-   }
-}
-
 void CoreGateway::sync_session_ready(EventData const &) {
   switch (me->state) {
   case State::OFF:
@@ -443,7 +399,8 @@ void CoreGateway::sync_time(EventData const &ev) {

            if (!me->has_replayed) {
               auto msgs_to_replay = me->session_info->store->replay();
-               LOG(Jetfix, Warn, "Replaying {} FIX msgs", msgs_to_replay.size());
+               LOG(Jetfix, Warn, "Replaying {} FIX msgs",
+                   msgs_to_replay.size());
               me->observer.replay(msgs_to_replay);
               me->has_replayed = true;
            }
@@ -468,13 +425,13 @@ void CoreGateway::sync_time(EventData const &ev) {
                   me->cfg.name());

               me->session_info->session.reset(new Session(
-                                                  me->cfg, *me->session_info->connection,
-                                                  *me->session_info->store, *this,
-                                                  []() { return utils::TimeStamp::now(); }, me->perf_log));
+                   me->cfg, *me->session_info->connection,
+                   *me->session_info->store, *this,
+                   []() { return utils::TimeStamp::now(); }, me->perf_log));
               me->session_info->reader.reset(new AsyncReader(
-                                                 *me->session_info->connection, me->cfg.name(), *this,
-                                                 me->perf_log, me->cfg.msg_buffer_sz(),
-                                                 me->cfg.msg_high_water_mark()));
+                   *me->session_info->connection, me->cfg.name(), *this,
+                   me->perf_log, me->cfg.msg_buffer_sz(),
+                   me->cfg.msg_high_water_mark()));
               me->session_info->reader->start();
               me->session_info->session->start();
               transition(State::CONNECTING);
@@ -35,10 +35,6 @@ public:
   void send (OutFIXPtr const &msgs, trace::CorID trace);
   void dispatch_events ();

-// for certification use only
-   void send_hb (); 
-   void send_test_request ();
-
 private:
   enum class State;
   struct SessionInfo;
@@ -56,8 +52,6 @@ private:
   void sync_start (EventData const &);
   void sync_stop (EventData const &);
   void sync_send (EventData const &);
-   void sync_send_hb (EventData const&);
-   void sync_send_test_request (EventData const&);
   void sync_session_ready (EventData const&) ;
   void sync_session_terminated (EventData const&);
   void sync_reader_disconnected (EventData const&) ;
@@ -67,10 +67,6 @@ public:
                                              DispatcherTuple>::value> (_dispatchers).handler;
   }
   
-   // for CERT purposes
-   void send_hb () {_core.send_hb ();} 
-   void send_test_request () {_core.send_test_request ();} 
-
 private:
   struct IDispatcher 
   {
@@ -7,6 +7,7 @@

 namespace bts {
 namespace jetfix {
+
 class InMsgBuffer;

 class IFIXStore
@@ -5,136 +5,211 @@
 namespace bts {
 namespace jetfix {

-boost::gregorian::greg_weekday parse_weekday (std::string weekday_str)
-{
-   boost::to_lower (weekday_str);
+boost::gregorian::greg_weekday parse_weekday(std::string weekday_str) {
+   boost::to_lower(weekday_str);
   for (int i = 0; i < 7; i++) {
-      auto gw_day = boost::gregorian::greg_weekday (i);
-      auto prefix = std::string (gw_day.as_short_string ());
-      boost::to_lower (prefix);
-      if (weekday_str.find (prefix) == 0)
+      auto gw_day = boost::gregorian::greg_weekday(i);
+      auto prefix = std::string(gw_day.as_short_string());
+      boost::to_lower(prefix);
+      if (weekday_str.find(prefix) == 0)
         return gw_day;
   }
-   bts_assert (false);
-   return boost::gregorian::greg_weekday (0);
+   bts_assert(false);
+   return boost::gregorian::greg_weekday(0);
 }

-boost::posix_time::time_duration parse_time (std::string const &time_str)
-{
+boost::posix_time::time_duration parse_time(std::string const &time_str) {
   try {
-      return boost::posix_time::duration_from_string (time_str);
-   }
-   catch (boost::bad_lexical_cast &)
-   {
-      bts_assert (false);
-      return boost::posix_time::time_duration ();
+      return boost::posix_time::duration_from_string(time_str);
+   } catch (boost::bad_lexical_cast &) {
+      bts_assert(false);
+      return boost::posix_time::time_duration();
   }
 }

-datetime::PTime closest_before (datetime::PTime const &ref_date,
-                                boost::gregorian::greg_weekday weekday,
-                                boost::posix_time::time_duration time_of_day)
-{
-   if (ref_date.date ().day_of_week () == weekday) {
-      if (time_of_day < ref_date.time_of_day ())
-         return datetime::PTime (ref_date.date (),time_of_day);
+datetime::PTime closest_before(datetime::PTime const &ref_date,
+                               boost::gregorian::greg_weekday weekday,
+                               boost::posix_time::time_duration time_of_day) {
+   if (ref_date.date().day_of_week() == weekday) {
+      if (time_of_day < ref_date.time_of_day())
+         return datetime::PTime(ref_date.date(), time_of_day);
      else {
-         return datetime::PTime (ref_date.date () - boost::gregorian::date_duration (7),
-                                 time_of_day);
+         return datetime::PTime(
+             ref_date.date() - boost::gregorian::date_duration(7), time_of_day);
      }
   } else {
      auto distance =
-         ref_date.date ().day_of_week ().as_number () -
-         weekday.as_number ();
+          ref_date.date().day_of_week().as_number() - weekday.as_number();
      if (distance < 0)
         distance += 7;
-      return datetime::PTime (ref_date.date () - boost::gregorian::date_duration (distance),
-                              time_of_day);
+      return datetime::PTime(ref_date.date() -
+                                 boost::gregorian::date_duration(distance),
+                             time_of_day);
   }
 }

-bool in_session (datetime::PTime const &ref_date,
-                 boost::posix_time::time_duration time_of_day_start,
-                 boost::posix_time::time_duration time_of_day_end)
-{
-   auto t = ref_date.time_of_day ();
+bool in_session(datetime::PTime const &ref_date,
+                boost::posix_time::time_duration time_of_day_start,
+                boost::posix_time::time_duration time_of_day_end) {
+   auto t = ref_date.time_of_day();
   if (time_of_day_start < time_of_day_end)
      return t >= time_of_day_start && t <= time_of_day_end;
   else
      return t >= time_of_day_start || t <= time_of_day_end;
 }

-bool in_session (datetime::PTime const &ref_date,
-                 boost::gregorian::greg_weekday weekday_start,
-                 boost::posix_time::time_duration time_of_day_start,
-                 boost::gregorian::greg_weekday weekday_end,
-                 boost::posix_time::time_duration time_of_day_end)
-{
-   auto closest_earlier_start = closest_before (ref_date,weekday_start,time_of_day_start);
-   auto closest_earlier_end = closest_before (ref_date,weekday_end,time_of_day_end);
-   return closest_earlier_end<closest_earlier_start;
+bool in_session(datetime::PTime const &ref_date,
+                boost::gregorian::greg_weekday weekday_start,
+                boost::posix_time::time_duration time_of_day_start,
+                boost::gregorian::greg_weekday weekday_end,
+                boost::posix_time::time_duration time_of_day_end) {
+   auto closest_earlier_start =
+       closest_before(ref_date, weekday_start, time_of_day_start);
+   auto closest_earlier_end =
+       closest_before(ref_date, weekday_end, time_of_day_end);
+   return closest_earlier_end < closest_earlier_start;
 }

-std::string session_name_from_ptime (datetime::PTime t,
-                                     boost::posix_time::time_duration time_of_day_start,
-                                     boost::posix_time::time_duration time_of_day_end)
-{
-   std::string result (10,' ');
+std::string
+session_name_from_ptime(datetime::PTime t,
+                        boost::posix_time::time_duration time_of_day_start,
+                        boost::posix_time::time_duration time_of_day_end) {
+   std::string result(10, ' ');
   auto start_of_session = t;
-   
-   if (time_of_day_start > time_of_day_end && 
-       start_of_session.time_of_day () <= time_of_day_end)
-      start_of_session -= boost::gregorian::date_duration (1);
-      
-   sprintf (&result[0], "%04d-%02d-%02d",
-            (unsigned short) start_of_session.date ().year (),
-            start_of_session.date ().month ().as_number (),
-            start_of_session.date ().day ().as_number ());
+
+   if (time_of_day_start > time_of_day_end &&
+       start_of_session.time_of_day() <= time_of_day_end)
+      start_of_session -= boost::gregorian::date_duration(1);
+
+   sprintf(&result[0], "%04d-%02d-%02d",
+           (unsigned short)start_of_session.date().year(),
+           start_of_session.date().month().as_number(),
+           start_of_session.date().day().as_number());
   return result;
 }

-std::string session_name (datetime::PTime const &ref_date,
-                          boost::gregorian::greg_weekday weekday_start,
-                          boost::posix_time::time_duration time_of_day_start,
-                          boost::gregorian::greg_weekday weekday_end,
-                          boost::posix_time::time_duration time_of_day_end)
-{
-   if (in_session (ref_date,weekday_start,time_of_day_start,weekday_end,time_of_day_end)) 
-      return session_name_from_ptime (closest_before (ref_date,weekday_start,time_of_day_start),
-                                      boost::posix_time::time_duration(0, 0, 0),
-                                      boost::posix_time::time_duration(0, 0, 1));
+std::string session_name(datetime::PTime const &ref_date,
+                         boost::gregorian::greg_weekday weekday_start,
+                         boost::posix_time::time_duration time_of_day_start,
+                         boost::gregorian::greg_weekday weekday_end,
+                         boost::posix_time::time_duration time_of_day_end) {
+   if (in_session(ref_date, weekday_start, time_of_day_start, weekday_end,
+                  time_of_day_end))
+      return session_name_from_ptime(
+          closest_before(ref_date, weekday_start, time_of_day_start),
+          boost::posix_time::time_duration(0, 0, 0),
+          boost::posix_time::time_duration(0, 0, 1));
   else
-      return std::string ();
+      return std::string();
 }

-std::string session_name (datetime::PTime const &ref_date,
-                          boost::posix_time::time_duration time_of_day_start,
-                          boost::posix_time::time_duration time_of_day_end)
-{
-   if (in_session (ref_date,time_of_day_start,time_of_day_end))
-      return session_name_from_ptime (ref_date, time_of_day_start, time_of_day_end);
+std::string session_name(datetime::PTime const &ref_date,
+                         boost::posix_time::time_duration time_of_day_start,
+                         boost::posix_time::time_duration time_of_day_end) {
+   if (in_session(ref_date, time_of_day_start, time_of_day_end))
+      return session_name_from_ptime(ref_date, time_of_day_start,
+                                     time_of_day_end);
   else
      return "";
 }

-std::string session_name (config::JetFIX::Connection const &session_cfg)
-{
-   auto now = datetime::local_now ();
+std::string session_name(config::JetFIX::Connection const &session_cfg) {
+   return session_name(datetime::local_now(), session_cfg);
+}
+
+std::string session_name(datetime::PTime const&now,
+                         config::JetFIX::Connection const &session_cfg) {
+   if (session_cfg.has_start_day()) {
+      bts_assert(session_cfg.has_end_day());
+      return session_name(now, parse_weekday(session_cfg.start_day()),
+                          parse_time(session_cfg.start_time()),
+                          parse_weekday(session_cfg.end_day()),
+                          parse_time(session_cfg.end_time()));
+   } else
+      return session_name(now, parse_time(session_cfg.start_time()),
+                          parse_time(session_cfg.end_time()));
+}
+
+SessionSpan session_span(datetime::PTime const &ref_date,
+                         boost::gregorian::greg_weekday weekday_start,
+                         boost::posix_time::time_duration time_of_day_start,
+                         boost::gregorian::greg_weekday weekday_end,
+                         boost::posix_time::time_duration time_of_day_end) {
+   auto one_week = boost::gregorian::date_duration(7);
+   auto closest_earlier_start =
+       closest_before(ref_date, weekday_start, time_of_day_start);
+   auto closest_earlier_end =
+       closest_before(ref_date, weekday_end, time_of_day_end);
+   if (closest_earlier_end < closest_earlier_start)
+      // we are in the session
+      return {closest_earlier_start, closest_earlier_end + one_week };
+   else
+      // need to wait for the next session
+      return {closest_earlier_start+one_week, closest_earlier_end + one_week };
+}
+
+SessionSpan session_span(datetime::PTime const &ref_date,
+                         boost::posix_time::time_duration time_of_day_start,
+                         boost::posix_time::time_duration time_of_day_end) {
+   auto t = ref_date.time_of_day();
+   auto today = ref_date.date() ;
+   auto tomorrow = today + boost::gregorian::date_duration(1) ;
+   auto yesterday = today - boost::gregorian::date_duration(1) ;
   
-   if (session_cfg.has_start_day ()) {
-      bts_assert (session_cfg.has_end_day ());
-      return session_name (now,
-                           parse_weekday (session_cfg.start_day ()),
-                           parse_time (session_cfg.start_time ()),
-                           parse_weekday (session_cfg.end_day ()),
-                           parse_time (session_cfg.end_time ()));
-   } else 
-      return session_name (now,
-                           parse_time (session_cfg.start_time ()),
-                           parse_time (session_cfg.end_time ()));
+   if (time_of_day_start < time_of_day_end) {
+      // scheduled start/scheduled end do not span midnight
+
+      if (t <= time_of_day_end) {
+         // we are inside the schedule
+         return {
+            datetime::PTime(today,time_of_day_start),
+            datetime::PTime(today,time_of_day_end)
+         };
+      }
+      else {
+         // too late for today, tomorrow is the time for the session
+         return {
+            datetime::PTime(tomorrow,time_of_day_start),
+            datetime::PTime(tomorrow,time_of_day_end)
+         };
+      }
+   } else {
+      // the start/stop span over midnight
+
+      if (t <= time_of_day_end)  {
+         // we are inside the the schedule
+         return {
+            datetime::PTime(yesterday,time_of_day_start),
+            datetime::PTime(today,time_of_day_end)
+         };
+      }
+      else {
+         // too late, skip to next session
+         return {
+            datetime::PTime(today,time_of_day_start),
+            datetime::PTime(tomorrow,time_of_day_end)
+         };
+      }
+   }
+}
+
+SessionSpan session_span(datetime::PTime const&now,config::JetFIX::Connection const&session_cfg)
+{
+   if (session_cfg.has_start_day()) {
+      bts_assert(session_cfg.has_end_day());
+      return session_span(now, parse_weekday(session_cfg.start_day()),
+                          parse_time(session_cfg.start_time()),
+                          parse_weekday(session_cfg.end_day()),
+                          parse_time(session_cfg.end_time()));
+   } else
+      return session_span(now, parse_time(session_cfg.start_time()),
+                          parse_time(session_cfg.end_time()));
+}
+
+SessionSpan session_span(config::JetFIX::Connection const &session_cfg) {
+   return session_span(datetime::local_now(), session_cfg);
 }


-}}
- 
-
+} // namespace jetfix
+} // namespace bts
@@ -4,6 +4,7 @@
 #include <string>
 #include "lib/utils/datetime.h"
 #include "lib/config/protos/jetfix.pb.h"
+#include <boost/date_time/posix_time/posix_time.hpp>

 namespace boost {
 namespace gregorian {
@@ -45,5 +46,14 @@ std::string session_name (datetime::PTime const &ref_date,
                          boost::posix_time::time_duration time_of_day_end);

 std::string session_name (config::JetFIX::Connection const &session_cfg);
+std::string session_name (datetime::PTime const &ref_date,
+                          config::JetFIX::Connection const &session_cfg);
+
+struct SessionSpan {
+   datetime::PTime start;
+   datetime::PTime stop;
+};
+SessionSpan session_span(config::JetFIX::Connection const&session_cfg);
+SessionSpan session_span(datetime::PTime const&local_now,config::JetFIX::Connection const&session_cfg);

 }}
@@ -120,6 +120,7 @@ void configure_logging(bts::config::Logging const&cfg, bts::config::ThreadGroupC
                                {log::Plugin,"Plugin"},
                                {log::ClientSdk,"ClientSdk"},
                                {log::Http,"Http"},
+                                {log::OrderMan2,"OrderMan2"},
   };

   real_cfg.sinks["console"] =
@@ -24,7 +24,8 @@ constexpr log::Level Sys      {log::Level::Max-1};

 namespace log {

-// Please keep this list in sync with Log.cs
+// Please keep this list in sync with Log.cs and make sure
+// to replicate the change in logging.cpp
 constexpr log::Subsystem Gen        {0                     };
 constexpr log::Subsystem Cfg        {Gen.ordinal+1         };
 constexpr log::Subsystem QBus       {Cfg.ordinal+1         };
@@ -46,6 +47,7 @@ constexpr log::Subsystem DataFlow   {Latency.ordinal+1     };
 constexpr log::Subsystem Plugin     {DataFlow.ordinal+1    };
 constexpr log::Subsystem ClientSdk  {Plugin.ordinal+1      };
 constexpr log::Subsystem Http       {ClientSdk.ordinal+1   };
+constexpr log::Subsystem OrderMan2  {Http.ordinal+1        };

 struct LoggerHandle {
   LoggerHandle(LoggerHandle const&) = delete;
@@ -92,7 +92,7 @@ size_t load_securities(
      api::Venue venue = (api::Venue)(int) select_stmt.getColumn("venue");
      auto type = (api::SecurityType)(int) select_stmt.getColumn("type");
      UserSymbol us(symbol, venue, type);
-      if (symbols.find(us) != symbols.end()) {
+      if (symbols.empty() || symbols.find(us) != symbols.end()) {
         auto blob = select_stmt.getColumn("security_blob");
         if (security.ParseFromArray(blob, blob.getBytes())) {
            apply_compatibilit_mutations(security);
@@ -108,6 +108,9 @@ size_t load_securities(

   return count;
 }
+size_t load_securities(const std::function<void(const api::Security&)>& callback) {
+   return load_securities({}, callback);
+}

 SecurityPtr find_security(SecurityKey key) {
   try {
@@ -27,6 +27,7 @@ struct SecurityDB;
 size_t load_securities(
   const std::set<UserSymbol>& symbols,
   const std::function<void(const api::Security&)>& callback);
+size_t load_securities(const std::function<void(const api::Security&)>& callback);

 SecurityPtr find_security(SecurityKey);

@@ -80,9 +80,9 @@ class BrokerProxy : public ILocalBroker {
      send(m);
   }

-   void do_work(trace::PerfLog& log) {
+   void do_work(trace::PerfLog& ) {
      _cycles++;
-      _outgoing.consume_all([this,&log](BrokerMsg *m) {
+      _outgoing.consume_all([this](BrokerMsg *m) {
         switch (m->msg_type) {
         case BrokerMsgType::ADD_NEIGHBOUR:
            _real_broker.add_neighbour(*m->neighbour);
@@ -102,13 +102,9 @@ class BrokerProxy : public ILocalBroker {
         case BrokerMsgType::UNSUBSCRIBE:
            _real_broker.unsubscribe(m->broker_id, m->sub_id, m->stream_id);
            break;
-         case BrokerMsgType::NOTIFY: {
-            LOG(Latency, Diag, "Notify broker {}. Cycles: {}", _id.value(),
-                _cycles);
-            auto scoped_do_work = trace::log_scope(log, {}, "BrokerProxy::notify");
+         case BrokerMsgType::NOTIFY: 
            _real_broker.notify(m->broker_id, m->stream_id, m->sub_id,
                                m->notification);
-            }
            break;
         case BrokerMsgType::LOCAL_SUBSCRIBE:
            _real_broker.local_subscribe(m->local_sub_id, m->filter,
@@ -1,45 +1,38 @@
 #include "lib/mercury/executor/Executor.h"
-#include "lib/mercury/broker/Broker.h"
-#include "lib/mercury/broker/BrokerProxy.h"
 #include "lib/mercury/actors/Actor.h"
 #include "lib/mercury/actors/IPollableActor.h"
+#include "lib/mercury/broker/Broker.h"
+#include "lib/mercury/broker/BrokerProxy.h"

 namespace bts {
 namespace mercury {

-Executor::Executor() :
-   _broker(),
-   _incoming_proxies(),
-   _my_proxy(make_proxy()),
-   _actor_broker(_my_proxy),
-   _actors() {}
+Executor::Executor()
+    : _broker(), _incoming_proxies(), _my_proxy(make_proxy()),
+      _actor_broker(_my_proxy), _actors() {}

 Executor::~Executor() {
   for (auto &a : _actors)
      a->deactivate();
 }
- 
-void Executor::init_neighbours(std::vector<Executor*> const&neighbours)
-{
+
+void Executor::init_neighbours(std::vector<Executor *> const &neighbours) {
   for (auto e : neighbours)
-      if (e != this) 
+      if (e != this)
         _outgoing_proxies.push_back(&e->make_proxy());
   for (auto n : _outgoing_proxies)
      _broker.add_neighbour(*n);
 }

-
-void Executor::activate(Actor *actor)
-{
-   _actors.push_back(std::unique_ptr<Actor> (actor));
-   auto pollable = dynamic_cast<IPollableActor*> (actor);
+void Executor::activate(Actor *actor) {
+   _actors.push_back(std::unique_ptr<Actor>(actor));
+   auto pollable = dynamic_cast<IPollableActor *>(actor);
   if (pollable)
      _pollable_actors.push_back(pollable);
-   actor->activate(_actor_broker);}
-   
+   actor->activate(_actor_broker);
+}

-BrokerProxy& Executor::make_proxy()
-{
+BrokerProxy &Executor::make_proxy() {
   _incoming_proxies.push_back(std::make_unique<BrokerProxy>(_broker));
   return *_incoming_proxies.back();
 }
@@ -7,7 +7,6 @@
 #include "lib/md/cme/MDP3Utils.h"
 #include "lib/mercury/actors/Actor.h"
 #include "lib/mercury/actors/IPollableActor.h"
-#include "lib/mercury/events/TimerEvent.h"
 #include "lib/orderman/events/BookUpdateEvent.h"
 #include "lib/orderman/events/MDRequestEvent.h"
 #include "lib/orderman/events/TickerUpdateEvent.h"
@@ -25,7 +24,8 @@ namespace orderman {
 // polls a md consumer and publishes BookUpdate events when new MD is
 // available. To avoid the overhead of maintaing synopsis as well as
 // polling only relevant MD, observes a MDRequestEvent and limits
-// updates to requested securities.
+// updates to requested securities.  Also provides trade and security
+// status events in a similar on demand fashion.

 class MDSource : public mercury::Actor, public mercury::IPollableActor {
 public:
@@ -3,7 +3,6 @@

 #include "lib/api/services/OrderService.pb.h"
 #include "lib/mercury/actors/Actor.h"
-#include "lib/orderman/events/StoredFillEvent.h"
 #include "lib/md/SecurityOracle.h"

 using namespace bts::api::orderman;
@@ -42,7 +42,7 @@ class DynamicOrderRegistry;
 } // namespace bts
 // end fwds

-// Provides a threading bridge between the quickbux/service world and
+// Provides a threading bridge between the quickbus/service world and
 // the mercury event broker.
 namespace bts {
 namespace orderman {
@@ -5,8 +5,8 @@
 #include "lib/orderman/actors/order_manager/OrderServices.h"
 #include "lib/orderman/actors/order_manager/OrderServicesData.h"
 #include "lib/orderman/events/AccountPnLUpdateEvent.h"
-#include "lib/orderman/events/FilledPositionEvent.h"
 #include "lib/orderman/events/ExcessLiquidityUpdateEvent.h"
+#include "lib/orderman/events/FilledPositionEvent.h"
 #include "lib/orderman/events/NewAdminDataEvent.h"
 #include "lib/orderman/events/NewSecuritiesEvent.h"
 #include "lib/orderman/events/OrderManagerReadyEvent.h"
@@ -111,7 +111,8 @@ void OrderManager::on_excess_liquidity_update(
    const mercury::Update<ExcessLiquidityUpdateEvent> &u) {
   if (u.events)
      for (auto ev : *u.events)
-         me->services_data.limiter.set_excess_liquidity(ev.account_id, ev.excess_liquidity);
+         me->services_data.limiter.set_excess_liquidity(ev.account_id,
+                                                        ev.excess_liquidity);
 }

 void OrderManager::on_securities(
@@ -541,7 +542,7 @@ void OrderManager::init_order_services() {
       std::make_unique<ContentSubscription<TickerUpdateEvent>>(
           *this, on_ticker_sub, log);
   me->services_data.status_subs =
-      std::make_unique<ContentSubscription<StatusUpdateEvent>>(
+       std::make_unique<ContentSubscription<StatusUpdateEvent>>(
           *this, on_status_sub, log);
   me->services_data.settlement_subs =
       std::make_unique<ContentSubscription<SettlementUpdateEvent>>(
@@ -581,10 +582,7 @@ void OrderManager::reload_fix_buffer(SessionServicesData &osd) {
   }
 }

-void OrderManager::on_poll(trace::PerfLog &log) {
-   auto scoped_do_work =
-       trace::log_scope(log, {}, "OrderManager::dispatch_incoming_fix_messages",
-                        utils::TimeStamp::Interval::from_microseconds(2));
+void OrderManager::on_poll(trace::PerfLog &) {
   for (auto &osd : me->services_data.sessions)
      osd->gw->dispatch_incoming_fix_messages();
 }
@@ -2,9 +2,9 @@

 #include "lib/config/protos/jetfix.pb.h"
 #include "lib/jetfix/common/OutFIXPtr.h"
+#include "lib/md/SecurityOracle.h"
 #include "lib/mercury/actors/Actor.h"
 #include "lib/mercury/actors/IPollableActor.h"
-#include "lib/md/SecurityOracle.h"
 #include "lib/orderman/events/ActivateOrderEvent.h"
 #include "lib/orderman/events/CancelOrderEvent.h"
 #include "lib/orderman/events/DetachOrderEvent.h"
@@ -64,8 +64,9 @@ namespace orderman {

 class OrderManager : public mercury::Actor, public mercury::IPollableActor {
 public:
-   OrderManager(DynamicOrderRegistry const &dyn_order_builder, trace::PerfLog &, md::SecurityOracle);
-  
+   OrderManager(DynamicOrderRegistry const &, trace::PerfLog &,
+                md::SecurityOracle);
+
   ~OrderManager();
   void init() override;

@@ -86,8 +87,9 @@ class OrderManager : public mercury::Actor, public mercury::IPollableActor {
   void on_timer(const mercury::Update<mercury::TimerEvent> &);
   void on_admin_data(const mercury::Update<NewAdminDataEvent> &);
   void on_pnl_update(const mercury::Update<AccountPnLUpdateEvent> &);
-   void on_excess_liquidity_update(const mercury::Update<ExcessLiquidityUpdateEvent> &);
-   void on_poll(trace::PerfLog& log) override;
+   void on_excess_liquidity_update(
+       const mercury::Update<ExcessLiquidityUpdateEvent> &);
+   void on_poll(trace::PerfLog &log) override;
   // end external events

   void init_order_services();
@@ -97,8 +99,8 @@ class OrderManager : public mercury::Actor, public mercury::IPollableActor {
   void after_event() override;

   void add_child_order(OrderServices &parent, Order &child);
-   Order* lookup_order(OrderKey k);
-   
+   Order *lookup_order(OrderKey k);
+
   void publish_order_def_update(
       OrderKey k,
       std::shared_ptr<api::orderman::OrderDefinition const> const &def);
@@ -1,65 +0,0 @@
-** Attach/Detach semantics 
-*** Semantics
- An order base definition can include a list of running orders to attach
-  to
- Each custom definition can have parameters that allow configuration
-  of the specific order type with respect to the attachment
-  list. Obvious configuration alternatives are:
-  - Attach to each of the listed orders directly or
-  - Forward attachment list to children
- Only orders with no parent or parents in a terminal state can be
-  attached to
- a detach(order_key) message can be sent to any order, even if that
-  order was not started through attachment to an existing order. the
-  expected semantics is for the order in question to stop managing the
-  child order and transition to completed.
- 
-*** API
- IOrderServices:
-  - attach_to_order(ok, std::function<void(Result,ChildOrder)>
-    on_attach_complete);
-  - detach(ChildOrder)
- Order
-  - on_detach(order_key)
-  - on_attached();
-  - on_detached();
-message OrderDefinition {
-   CTICode cti_code = 9;
-  l CUSTOMERORFIRM customer_or_firm = 10;
-   OrderSubType sub_type = 12;
-+ repeated uint32 attach_to_order = 13;
-  CustomOrderDefinition custom_def = 11;
-}
-* Order fields
-| Field                  | Group        | Muttable | on_attach   |
-|------------------------+--------------+----------+-------------|
-| security_key           | standard def | N        | from child  |
-| side                   |              | N        | from child  |
-| user                   |              | N        | from parent |
-| user_id                |              | Y        | from parent |
-| account                |              | Y        | from parent |
-| account_id             |              | Y        | from parent |
-| time_in_force          |              | N        | from child  |
-| manual_order_indicator |              | Y        | from parent |
-| cti_code               |              | N        | from child  |
-| customer_or_firm       |              | N        | from child  |
-| sub_type               |              | N        |             |
-| attach_order           |              | N        |             |
-|------------------------+--------------+----------+-------------|
-| custom_def             | custom_def   | Y        | from child  |
-|                        |              |          |             |
-|------------------------+--------------+----------+-------------|
-| key                    | order_record | N        |             |
-| parent_key             |              | Y        | from parent |
-|------------------------+--------------+----------+-------------|
-| status                 | order_state  | Y        |             |
-| price                  |              | Y        |             |
-| quantity               |              | Y        |             |
-| filled_quantity        |              | Y        |             |
-| last_price             |              | Y        |             |
-| avg_price              |              | Y        |             |
-| last_msg               |              | Y        |             |
-| created                |              | Y        |             |
-| last_change            |              | Y        |             |
-| custom_state           | custom_state | Y        |             |
-  
@@ -5,9 +5,22 @@
 | completed         | O        |         |           |                  |
 | canceled          | canceled |         |           |                  |
 | error             | X        |         |           |                  |
-| disconnected      |   |         |           |                  |
+| disconnected      |          |         |           |                  |
 | rejected by spark | X        |         |           |                  |
 * References
+** Timmings
+| thing                   | cost | note                 |
+|-------------------------+------+----------------------|
+| lock/unlock             |    8 | test_and_set         |
+| shared_ptr cpy          |   14 |                      |
+| binary_search_int64/8   |    7 |                      |
+| binary_search_int64/512 |   13 |                      |
+| mem_copy/8              |    5 |                      |
+| mem_copy/64             |    5 |                      |
+| mem_copy/512            |   14 |                      |
+| new/delete              |   58 |                      |
+| boost pool new/delete   |    2 | no synchronizatio    |
+| boost pool new/delete   |   19 | with synchronization |
 ** To Exchange
 - [[https://www.cmegroup.com/confluence/display/EPICSANDBOX/New+Order][NewOrderSingle]]
 - [[https://www.cmegroup.com/confluence/display/EPICSANDBOX/Order%2BCancel-Replace%2BRequest][CancelReplace]]
@@ -22,25 +35,29 @@
 - Trade Correction
  - [[https://www.cmegroup.com/confluence/display/EPICSANDBOX/Execution+Report+-+Trade+Correction][Msg]]
  - [[https://www.cmegroup.com/confluence/display/EPICSANDBOX/Execution+Report+-+Trade+Correction][Discussion]]
-* Order Chain trace
-** NewOrder 
+** Order Chain trace
+*** NewOrder 
 =-=-=-=-=-=-==-=-=-=-=-=-==-=-=-=-=-=-=        
 BeginString                =  FIX.4.2                       8=FIX.4.2
 BodyLength                 =  271                           9=271
 MsgType                    =  NewOrderSingle                35=D
 MsgSeqNum                  =  8026                          34=8026
+
 SenderCompID               =  DT9238N                       49=DT9238N
 SenderSubID                =  ROR                           50=ROR
 SendingTime                =  20161102-20:36:47.620         52=20161102-20:36:47.620
 TargetCompID               =  CME                           56=CME
+
 TargetSubID                =  64                            57=64
 SenderLocationID           =  US,IL                         142=US,IL
 LastMsgSeqNumProcessed     =  7374                          369=7374
 Account                    =  X8CM1                         1=X8CM1
+
 ClOrdID                    =  2KjMkw-1C22h9-001v8Q          11=2KjMkw-1C22h9-001v8Q
 HandlInst                  =  1                             21=1
 OrderQty                   =  1                             38=1
 OrdType                    =  2                             40=2
+
 Price                      =  209075                        44=209075
 SecurityID                 =  2928                          48=2928
 Side                       =  1                             54=1
@@ -95,7 +112,7 @@ ExpireDate                 =  20161102                      432=20161102
 5979                       =  1478119007620967425           5979=1478119007620967425
 7928                       =  8056218                       7928=8056218
 CheckSum                   =  038                           10=038
-** Cancel
+*** Cancel
 =-=-=-=-=-=-==-=-=-=-=-=-==-=-=-=-=-=-=        
 BeginString                =  FIX.4.2                       8=FIX.4.2
 BodyLength                 =  327                           9=327
@@ -169,7 +186,7 @@ ExpireDate                 =  20161102                      432=20161102
 7928                       =  8056218                       7928=8056218
 9717                       =  2KjMkw-1C22h9-001v8Q          9717=2KjMkw-1C22h9-001v8Q
 CheckSum                   =  033                           10=033
-** Cancel/Replace
+*** Cancel/Replace
 =-=-=-=-=-=-==-=-=-=-=-=-==-=-=-=-=-=-=        
 BeginString                =  FIX.4.2                       8=FIX.4.2
 BodyLength                 =  344                           9=344
@@ -247,7 +264,7 @@ ExpireDate                 =  20161102                      432=20161102
 9717                       =  2KjMkw-1C22gp-001v8P          9717=2KjMkw-1C22gp-001v8P
 CheckSum                   =  151                           10=151

-** Trade Correction
+*** Trade Correction
        =-=-=-=-=-=-==-=-=-=-=-=-==-=-=-=-=-=-=        
 BeginString                =  FIX.4.2                       8=FIX.4.2
 BodyLength                 =  000234                        9=000234
@@ -401,35 +418,7 @@ CheckSum                   =  207                           10=207
 37711 = MDTradeEntryID
 ExecRefID

-* Open Issues
- Re-Connection is done on the fast thread, slowing everything down
- Need to make sure there are no duplicate order state update events 
- Once we have multiple OM's we will need to guarantee that they can
-  see each others order, which means we need to use some sort of
-  synopsis or other mechanism to ensure that they are synchronized
- fill mitigation
- should cancel on disconnect be on 
- handling of reject
- garbage collection of orders
- garbage collection of fills
- consider including restatement reason
- see if handling of cancel rejects is any good
- impossible to shutdown orderservice at the moment
-* Timmings
- 10.96.25.35
-| thing                   | cost | note                 |
-|-------------------------+------+----------------------|
-| lock/unlock             |    8 | test_and_set         |
-| shared_ptr cpy          |   14 |                      |
-| binary_search_int64/8   |    7 |                      |
-| binary_search_int64/512 |   13 |                      |
-| mem_copy/8              |    5 |                      |
-| mem_copy/64             |    5 |                      |
-| mem_copy/512            |   14 |                      |
-| new/delete              |   58 |                      |
-| boost pool new/delete   |    2 | no synchronizatio    |
-| boost pool new/delete   |   19 | with synchronization |
-* Notes on "A guide to spread trading futures"
+** Notes on "A guide to spread trading futures"
 - Correlations are discovered by traders
 - Spread trading exploits correlations between securities and mean
  reversion
@@ -471,47 +460,28 @@ ExecRefID
 - Strategies
  - Mean Reversion

+* Open Issues
+- Re-Connection is done on the fast thread, slowing everything down
+- Need to make sure there are no duplicate order state update events 
+- Once we have multiple OM's we will need to guarantee that they can
+  see each others order, which means we need to use some sort of
+  synopsis or other mechanism to ensure that they are synchronized
+- consider including restatement reason
+- see if handling of cancel rejects is any good
+- impossible to shutdown orderservice at the moment
 * Event Flow 
-#+begin_src dot :file event_flow.pdf :cmdline -Kdot -Tpdf
-digraph G {
-   bgcolor="transparent";
-
-   subgraph cluster_fast {
-	label="Fast Core";
-      GW
-      OMan
-      MDSrc
-   }
-   
-   subgraph cluster_slow {
-	label="Slow Core";
-      FillStore 
-      SecSrc
-      UI
-      OrderStore
-      Factory
-   }
-
-   OMan -> Factory      [label=req] 
-   Factory -> OMan      [label=rep] 
-   SecSrc -> GW         [label=psec]
-   SecSrc -> OrderStore [label=psec]
-   SecSrc -> OMan       [label=psec]
-   GW -> FillStore      [label=xmsgs]
-   GW -> OMan           [label=xmsgs]
-   OMan -> GW           [label=fix]
-   OMan -> OrderStore   [label=oupdate]
-   OrderStore -> OMan   [label=rec_orders]
-   OrderStore -> UI     [label=orecs]
-   FillStore-> UI       [label=frecs]
-   UI -> OMan           [label="crud"]
-   MDSrc -> OMan        [label="md"]
-}
-#+END_SRC
-
-#+RESULTS:
-[[file:event_flow.pdf]]
-
+|            | MDSource | OManager | Timer | AsyncF | OrderStore | FillStore | SecSrc | MdSup | Bridge |
+|------------+----------+----------+-------+--------+------------+-----------+--------+-------+--------|
+| MSource    |          |          |       |        |            |           |        |       |        |
+| OManager   |          |          |       |        |            |           |        |       |        |
+| Timer      |          |          |       |        |            |           |        |       |        |
+| AsyncF     |          |          |       |        |            |           |        |       |        |
+| OrderStore |          |          |       |        |            |           |        |       |        |
+| FillStore  |          |          |       |        |            |           |        |       |        |
+| SecSrc     |          |          |       |        |            |           |        |       |        |
+| MdSup      |          |          |       |        |            |           |        |       |        |
+| Bridge     |          |          |       |        |            |           |        |       |        |
+|------------+----------+----------+-------+--------+------------+-----------+--------+-------+--------|
 * Better event broker:
 ** unbundle events from topics and synopsis. 
 - develop Channels = Channel<Event,Tag,Synopsis>
@@ -560,3 +530,4 @@ digraph G {
  - Recovery from disk
 - Jetfix gateway threading model is wrong, cannot take one thread for
  each session
+* Rewrite <2019-09-23 Mon>
@@ -1,25 +0,0 @@
-#pragma once
-
-#include <memory>
-
-#include "lib/mercury/events/Event.h"
-#include "lib/orderman/orderman_utils/orderman_common.h"
-#include "lib/tracing/PerfLog.h"
-
-namespace bts {
-namespace orderman {
-
-class DetachOrderEvent : public mercury::Event<DetachOrderEvent> {
- public:
-   using SynopsisPolicy = mercury::NoSynopsis;
-
-   DetachOrderEvent(uint32_t req_id, OrderKey k)
-       : req_id(req_id), k(k) {}
-
-   uint32_t req_id;
-   // used by ContentSubscription
-   OrderKey key() const { return k; }
-   OrderKey k;
-};
-} // namespace orderman
-} // namespace bts
@@ -1,48 +1,59 @@
 #pragma once

-#include <memory>
 #include "lib/utils/bts_chrono.h"
+#include <memory>

 namespace bts {
 namespace orderman {

-class Governor
-{
-public:
-   Governor(uint32_t max_msgs_window,
-            uint32_t window_duration_msecs,
-            TimeStamp now = Timer::now()) :
-      _max_msgs_window(max_msgs_window),
-      _window_duration_msecs(window_duration_msecs),
-      _start_of_window(now),
-      _msgs_in_window(0)
-   {}
-   
-   bool can_send(TimeStamp now = Timer::now()) const
-   {
+class Governor {
+ public:
+   Governor() {
+      init(std::numeric_limits<uint32_t>::max(),
+           std::numeric_limits<uint32_t>::max(), Timer::now());
+   }
+
+   Governor(uint32_t max_msgs_window, uint32_t window_duration_msecs,
+            TimeStamp now = Timer::now()) {
+      init(max_msgs_window, window_duration_msecs, now);
+   }
+
+   void init(uint32_t max_msgs_window, uint32_t window_duration_msecs,
+             TimeStamp now) {
+      _max_msgs_window = max_msgs_window;
+      _window_duration_msecs = window_duration_msecs;
+      _start_of_window = now;
+   }
+
+   bool can_send(TimeStamp now = Timer::now()) const {
      if (in_window(now))
         return _msgs_in_window < _max_msgs_window;
      else
         return true;
   }
-   
-   void record_sent(TimeStamp now = Timer::now()) {
+
+   void record_sent(bool rate_limited, TimeStamp now = Timer::now()) {
      if (!in_window(now)) {
         _start_of_window = now;
         _msgs_in_window = 0;
      }
-      _msgs_in_window++;
+      _msgs_in_window += rate_limited;
   }

-private:
-   bool in_window(TimeStamp now) const {
-      return ms_diff (now, _start_of_window) <= _window_duration_msecs;
+   void record_sent(TimeStamp now = Timer::now()) {
+      record_sent(true, now);
   }
-   
+
+ private:
+   bool in_window(TimeStamp now) const {
+      return ms_diff(now, _start_of_window) <= _window_duration_msecs;
+   }
+
   uint32_t _max_msgs_window;
   uint32_t _window_duration_msecs;
   TimeStamp _start_of_window;
   uint64_t _msgs_in_window;
 };

-}}
+} // namespace orderman
+} // namespace bts
@@ -5,7 +5,9 @@ namespace orderman {

 LimitStore::LimitStore(const bts::api::admin::AdminData &admin_data,
                       const std::map<uint32_t, api::Security const *> &sec_map)
-    : _admin_data(bts::admin::AdminServiceUtils::sort_limits(admin_data)) {
+   : _admin_data(bts::admin::AdminServiceUtils::sort_limits(admin_data)),
+     _margin_enabled(config::get<bts::config::SpanMargin>().enabled())
+{
   for (const auto& acct : _admin_data.accounts())
      _account_data_map.insert(std::pair<uint32_t,AccountData>(
                                                acct.id(),AccountData(acct)));
@@ -110,4 +112,4 @@ LimitStore::test_only_func_find_product_node(AccountID account_id,
   return nullptr;
 }
 } // namespace orderman
-} // namespace bts
+} // namespace bts
@@ -72,6 +72,7 @@ private:
   // this is passed over to the SecurityLimitTree
   // entried (above)
   std::vector<ProductLimitTree> _prod_map;
+   bool _margin_enabled;
   const bts::api::admin::AccountProductPositionLimitUnit _zero_product_limit;
 public:
   LimitStore(const bts::api::admin::AdminData& admin_data,
@@ -298,7 +299,7 @@ private:
      if(account_ptr != nullptr){            
         const auto& account_data = *account_ptr;
         const auto& account = account_data.account;
-         if(config::get<bts::config::SpanMargin>().enabled()) {
+         if(_margin_enabled) {
            if (account.has_margin_limit() && account.margin_limit().enforce_margin()){
               double ex_liq = account_data.excess_liquidity;
               if(os::is_nan(ex_liq)){
@@ -18,12 +18,6 @@ struct DynamicOrderRegistry::PImpl {
 DynamicOrderRegistry::DynamicOrderRegistry() : me(new PImpl()) {}
 DynamicOrderRegistry::~DynamicOrderRegistry() {}

-void DynamicOrderRegistry::register_dynamic_order(
-    api::orderman::DynamicOrderDescriptor const &desc,
-    DynamicOrderBuilder const &b) {
-   me->dyn_orders[desc.dynamic_order_type()] = std::make_pair(b, desc);
-}
-
 void DynamicOrderRegistry::register_dynamic_algo_order(
    api::orderman::DynamicOrderDescriptor const &desc,
    DynamicAlgoBuilder const &b) {
@@ -13,11 +13,6 @@ class DynamicOrderRegistry {
   DynamicOrderRegistry();
   ~DynamicOrderRegistry();

-   // deprecated
-   void
-   register_dynamic_order(api::orderman::DynamicOrderDescriptor const &desc,
-                          DynamicOrderBuilder const &builder);
-
   void register_dynamic_algo_order(
       api::orderman::DynamicOrderDescriptor const &desc,
       DynamicAlgoBuilder const &builder);
@@ -15,6 +15,14 @@ namespace orderman {
 class DynamicOrderRegistry;
 class OrderOpResultEvent;

+// Inputs:
+//      - order maintenance rpc calls from the shell
+//      - admin data from the admin service
+//      - position data from the position service
+//      - margin data from the margin service
+// Outputs:
+//      - order state
+//      - fills
 class OrderServiceServer : public api::orderman::OrderServiceBase {
 public:
   OrderServiceServer(bts::api::ServiceContext &context,
@@ -0,0 +1,122 @@
+// #include "lib/orderman_v2/OrderManEngine.h"
+// #include "lib/config/protos/orderman_cfg.pb.h"
+// #include "lib/md/MDConsumer.h"
+// #include "lib/orderman_v2/Thread.h"
+// #include "lib/orderman_v2/components.h"
+// #include <fmt/format.h>
+
+// namespace bts {
+// namespace orderman_v2 {
+
+// struct ThreadRec {
+//    ThreadRec(config::OrderManThreadingCfg::Thread const &t_cfg)
+//        : thread(t_cfg.name(), t_cfg.poll()), cfg(t_cfg) {}
+
+//    Thread thread;
+//    config::OrderManThreadingCfg::Thread cfg;
+// };
+
+// struct MDSourceOM {
+//    MDSourceOM(md::MDConsumer &md) : md_source(md), manager() {}
+//    MDSource md_source;
+//    OrderManager manager;
+// };
+
+
+// struct OrderManEngine::PImpl {
+//    PImpl(md::MDConsumer &md) : md_consumer(md) {}
+
+//    std::map<std::string, std::unique_ptr<ThreadRec>> threads;
+
+//    Component<ServiceBridge> service_bridge;
+//    Component<Storage> storage;
+//    std::vector<Component<MDSourceOM>> order_managers;
+//    std::vector<Component<Gateway>> gateways;
+
+//    md::MDConsumer &md_consumer;
+// };
+
+// OrderManEngine::OrderManEngine(md::MDConsumer &md,
+//                                      config::OrderManThreadingCfg const &cfg)
+//     : me(new PImpl(md)) {
+//    init_threads(cfg);
+//    init_components();
+// }
+
+// void OrderManEngine::init_threads(config::OrderManThreadingCfg const &cfg) {
+//    for (auto const &t_cfg : cfg.thread()) {
+//       auto &thread_ptr = me->threads[t_cfg.name()];
+//       bts_assert_msg(
+//           !thread_ptr,
+//           fmt::format("Duplicate thread name {} in OrderManThreading "
+//                       "configuration key",
+//                       t_cfg.name()));
+//       thread_ptr = std::make_unique<ThreadRec>(t_cfg);
+//    }
+//    bts_assert("No threads in OrderManThreading configuration key");
+// }
+
+// void OrderManEngine::init_components() {
+//    for (auto const &p : me->threads) {
+//       auto const &tr = p.second;
+
+//       for (auto const &c : tr->cfg.component()) {
+
+//          if (c.name() == "service_bridge") {
+//             bts_assert_msg(!me->service_bridge.component,
+//                            "Duplicate service_bridge component found in "
+//                            "OrderManThreading configuration key");
+
+//             me->service_bridge.thread = &tr->thread;
+//             me->service_bridge.component = std::make_unique<ServiceBridge>();
+//             continue;
+//          }
+
+//          if (c.name() == "storage") {
+//             bts_assert_msg(!me->storage.component,
+//                            "Duplicate storage component found in "
+//                            "OrderManThreading configuration key");
+
+//             me->storage.thread = &tr->thread;
+//             me->storage.component = std::make_unique<Storage>();
+//             continue;
+//          }
+
+//          if (c.name() == "order_manager") {
+//             auto md_om = std::make_unique<MDSourceOM>(me->md_consumer);
+//             Component<MDSourceOM> c{std::move(md_om), &tr->thread};
+//             me->order_managers.emplace_back(std::move (c));
+//             continue;
+//          }
+
+//          if (c.name() == "gateway") {
+//             bts_assert_msg(
+//                 c.arg_size() == 1,
+//                 "Gateway component should have a single jetfix session "
+//                 "name (arg: jf_session_name) in OrderManThreading"
+//                 "configuration key");
+//             auto gw = std::make_unique<Gateway>(c.arg(0));
+//             Component<Gateway> c{std::move(gw), &tr->thread};
+//             me->gateways.emplace_back(std::move(c));
+//             continue;
+//          }
+//       }
+
+//       bts_assert_msg(me->service_bridge.component,
+//                      "Missing service_bridge component in OrderManThreading "
+//                      "configuration key");
+//       bts_assert_msg(
+//           me->storage.component,
+//           "Missing storage component in OrderManThreading configuration key");
+//       bts_assert_msg(
+//           me->order_managers.size(),
+//           "At least a order_manager component is required in OrderManThreading"
+//           "configuration key");
+//       bts_assert_msg(me->order_managers.size(),
+//                      "At least a gateway component is required in "
+//                      "OrderManThreading configuration key");
+//    }
+// }
+
+// } // namespace orderman_v2
+// } // namespace bts
@@ -0,0 +1,27 @@
+#pragma once
+
+#include <memory>
+#include <vector>
+
+namespace bts {
+namespace config {class OrderManThreadingCfg;}
+
+namespace orderman_v2 {
+class Thread;
+
+class OrderManEngine {
+public:
+   OrderManEngine(config::OrderManThreadingCfg const&);
+   ~OrderManEngine();
+   void start();
+   void stop ();
+private:
+   struct PImpl;
+   std::unique_ptr<PImpl> me;
+
+   void init_threads(config::OrderManThreadingCfg const&cfg);
+   void init_components();
+   void link_components();
+};
+
+}}
@@ -0,0 +1,126 @@
+// #include "lib/orderman_v2/OrderManScheduler.h"
+// #include "lib/config/protos/orderman_cfg.pb.h"
+// #include "lib/md/MDConsumer.h"
+// #include "lib/orderman_v2/Thread.h"
+// #include "lib/orderman_v2/components.h"
+// #include <fmt/format.h>
+
+// namespace bts {
+// namespace orderman_v2 {
+
+// struct ThreadRec {
+//    ThreadRec(config::OrderManThreadingCfg::Thread const &t_cfg)
+//        : thread(t_cfg.name(), t_cfg.poll()), cfg(t_cfg) {}
+
+//    Thread thread;
+//    config::OrderManThreadingCfg::Thread cfg;
+// };
+
+// struct MDSourceOM {
+//    MDSourceOM(md::MDConsumer &md) : md_source(md), manager() {}
+//    MDSource md_source;
+//    OrderManager manager;
+// };
+
+// template <class C> struct Component {
+//    std::unique_ptr<C> component;
+//    Thread *thread;
+// };
+
+// struct OrderManScheduler::PImpl {
+//    PImpl(md::MDConsumer &md) : md_consumer(md) {}
+
+//    std::map<std::string, std::unique_ptr<ThreadRec>> threads;
+
+//    Component<ServiceBridge> service_bridge;
+//    Component<Storage> storage;
+//    std::vector<Component<MDSourceOM>> order_managers;
+//    std::vector<Component<Gateway>> gateways;
+
+//    md::MDConsumer &md_consumer;
+// };
+
+// OrderManScheduler::OrderManScheduler(md::MDConsumer &md,
+//                                      config::OrderManThreadingCfg const &cfg)
+//     : me(new PImpl(md)) {
+//    init_threads(cfg);
+//    init_components();
+// }
+
+// void OrderManScheduler::init_threads(config::OrderManThreadingCfg const &cfg) {
+//    for (auto const &t_cfg : cfg.thread()) {
+//       auto &thread_ptr = me->threads[t_cfg.name()];
+//       bts_assert_msg(
+//           !thread_ptr,
+//           fmt::format("Duplicate thread name {} in OrderManThreading "
+//                       "configuration key",
+//                       t_cfg.name()));
+//       thread_ptr = std::make_unique<ThreadRec>(t_cfg);
+//    }
+//    bts_assert("No threads in OrderManThreading configuration key");
+// }
+
+// void OrderManScheduler::init_components() {
+//    for (auto const &p : me->threads) {
+//       auto const &tr = p.second;
+
+//       for (auto const &c : tr->cfg.component()) {
+
+//          if (c.name() == "service_bridge") {
+//             bts_assert_msg(!me->service_bridge.component,
+//                            "Duplicate service_bridge component found in "
+//                            "OrderManThreading configuration key");
+
+//             me->service_bridge.thread = &tr->thread;
+//             me->service_bridge.component = std::make_unique<ServiceBridge>();
+//             continue;
+//          }
+
+//          if (c.name() == "storage") {
+//             bts_assert_msg(!me->storage.component,
+//                            "Duplicate storage component found in "
+//                            "OrderManThreading configuration key");
+
+//             me->storage.thread = &tr->thread;
+//             me->storage.component = std::make_unique<Storage>();
+//             continue;
+//          }
+
+//          if (c.name() == "order_manager") {
+//             auto md_om = std::make_unique<MDSourceOM>(me->md_consumer);
+//             Component<MDSourceOM> c{std::move(md_om), &tr->thread};
+//             me->order_managers.emplace_back(std::move (c));
+//             continue;
+//          }
+
+//          if (c.name() == "gateway") {
+//             bts_assert_msg(
+//                 c.arg_size() == 1,
+//                 "Gateway component should have a single jetfix session "
+//                 "name (arg: jf_session_name) in OrderManThreading"
+//                 "configuration key");
+//             auto gw = std::make_unique<Gateway>(c.arg(0));
+//             Component<Gateway> c{std::move(gw), &tr->thread};
+//             me->gateways.emplace_back(std::move(c));
+//             continue;
+//          }
+//       }
+
+//       bts_assert_msg(me->service_bridge.component,
+//                      "Missing service_bridge component in OrderManThreading "
+//                      "configuration key");
+//       bts_assert_msg(
+//           me->storage.component,
+//           "Missing storage component in OrderManThreading configuration key");
+//       bts_assert_msg(
+//           me->order_managers.size(),
+//           "At least a order_manager component is required in OrderManThreading"
+//           "configuration key");
+//       bts_assert_msg(me->order_managers.size(),
+//                      "At least a gateway component is required in "
+//                      "OrderManThreading configuration key");
+//    }
+// }
+
+// } // namespace orderman_v2
+// } // namespace bts
@@ -0,0 +1,28 @@
+#pragma once
+
+#include <memory>
+#include <vector>
+
+namespace bts {
+namespace md {class MDConsumer;}
+namespace config {class OrderManThreadingCfg;}
+
+namespace orderman_v2 {
+class Thread;
+
+class OrderManScheduler {
+public:
+   OrderManScheduler(md::MDConsumer &,config::OrderManThreadingCfg const&);
+   ~OrderManScheduler();
+   void start();
+   void stop ();
+private:
+   struct PImpl;
+   std::unique_ptr<PImpl> me;
+
+   void init_threads(config::OrderManThreadingCfg const&cfg);
+   void init_components();
+   void link_components();
+};
+
+}}
@@ -0,0 +1,14 @@
+#include "Actor.h"
+#include "lib/orderman_v2/interconnect/Thread.h"
+
+
+namespace bts {
+namespace orderman_v2 {
+
+Actor::~Actor() {}
+
+Queue* Actor::get_target_queue(Actor &target_actor) {
+   return target_actor._owner_thread->get_queue(*_owner_thread);
+}
+
+}}
@@ -0,0 +1,25 @@
+#pragma once
+
+namespace bts {
+namespace orderman_v2 {
+
+class Queue;
+class Thread;
+
+class Actor {
+ public:
+   virtual ~Actor() ;
+   virtual void init() {}
+   virtual void finit() {}
+
+ private:
+   friend class Thread;
+   template <class A> friend class Signal;
+   // Returns nullptr is the this actor and the target are on the same thread
+   Queue* get_target_queue(Actor &target_actor);
+   void set_owner_thread(Thread &owner) { _owner_thread = &owner; }
+   Thread *_owner_thread = nullptr;
+};
+
+} // namespace orderman_v2
+} // namespace bts
@@ -0,0 +1,10 @@
+#include "MDSource.h"
+
+namespace bts {
+namespace orderman_v2 {
+
+MDSource::MDSource(md::MDConsumer &)
+    : on_book(this), on_ticker(this), on_sec_status(this) {}
+
+} // namespace orderman_v2
+} // namespace bts
@@ -0,0 +1,27 @@
+#pragma once
+
+#include "Actor.h"
+#include "lib/orderman_v2/events/events.h"
+#include "lib/orderman_v2/common.h"
+#include "lib/orderman_v2/interconnect/Signal.h"
+
+namespace bts {
+namespace md {class MDConsumer;}
+namespace orderman_v2 {
+
+
+
+class MDSource : public Actor {
+public:
+   MDSource(md::MDConsumer &consumer) ;
+   
+   // Inputs
+   void on_md_request(MDRequest const&) {};
+   
+   // Signals 
+   Signal<BookUpdate> on_book;
+   Signal<TickerUpdate> on_ticker;
+   Signal<SecurityStatusUpdate> on_sec_status;
+};
+
+}}
@@ -0,0 +1,11 @@
+#include "OrderManager.h"
+
+namespace bts {
+namespace orderman_v2 {
+
+OrderManager::OrderManager()
+    : on_gw_op(this), on_order_update(this), on_om_reply(this),
+      on_md_request(this), on_om_bootstrap_orders(this) {}
+
+} // namespace orderman_v2
+} // namespace bts
@@ -0,0 +1,36 @@
+#pragma once
+
+#include "Actor.h"
+#include "lib/orderman_v2/events/events.h"
+#include "lib/orderman_v2/common.h"
+#include "lib/orderman_v2/interconnect/Signal.h"
+
+namespace bts {
+namespace orderman_v2 {
+
+class OrderManager : public Actor {
+public:
+   OrderManager();
+   
+   // Inputs
+   void on_bootstrap_orders(BootstrapOrders) {}
+   void on_native_order_update (GW_OrderReport const&) {}
+   void on_unknown_native_order_update(GW_UnknownOrderExeReport const&) {}
+   void on_create_order (CreateOrderRequest const&) {}
+   void on_update_order (UpdateOrderRequest const&) {}
+   void on_cancel_order (CancelOrderRequest const&) {}
+   void on_detach_order (DetachOrderRequest const&) {}
+   void on_book(BookUpdate const&) {}
+   void on_ticker(TickerUpdate const&) {}
+   void on_sec_status(SecurityStatusUpdate const&) {}
+   void on_admin_data(const AdminDataUpdate &) {}
+   
+   // Signals
+   Signal<GW_Op_Batch> on_gw_op;
+   Signal<OM_OrderUpdate> on_order_update;
+   Signal<OM_Reply> on_om_reply;
+   Signal<MDRequest> on_md_request;
+   Signal<OM_BootstrapOrders> on_om_bootstrap_orders;
+};
+
+}}
@@ -0,0 +1,18 @@
+#include "ServiceBridge.h"
+
+namespace bts {
+namespace orderman_v2 {
+
+ServiceBridge::ServiceBridge() :
+   on_create_order(this), 
+   on_update_order(this), 
+   on_cancel_order(this), 
+   on_detach_order(this), 
+   on_admin_data(this), 
+   on_excess_liquidity(this), 
+   on_account_pnl(this), 
+   on_position(this)
+{}
+
+} // namespace orderman_v2
+} // namespace bts
@@ -0,0 +1,37 @@
+#pragma once
+
+#include "Actor.h"
+#include "lib/orderman_v2/events/events.h"
+#include "lib/orderman_v2/common.h"
+#include "lib/orderman_v2/interconnect/Signal.h"
+
+namespace bts {
+namespace orderman_v2 {
+
+class ServiceBridge : public Actor {
+public:
+   ServiceBridge();
+   
+   // Inputs
+   void on_bootstrap_orders(BootstrapOrders) {}
+   void on_bootstrap_fills(BootstrapFills) {}
+   void on_new_stored_order(api::orderman::OrderRecord const*) {}
+   void on_new_stored_fill(api::orderman::Fill const*) {}
+   void on_gw_status(GW_Status const&) {}
+   void on_gw_error(GW_Error const&) {}
+   void on_om_reply(OM_Reply const&) {}
+  
+   // Signals
+   Signal<CreateOrderRequest> on_create_order; 
+   Signal<UpdateOrderRequest> on_update_order; 
+   Signal<CancelOrderRequest> on_cancel_order; 
+   Signal<DetachOrderRequest> on_detach_order; 
+   Signal<AdminDataUpdate> on_admin_data; 
+   Signal<ExcessLiquidityUpdate> on_excess_liquidity; 
+   Signal<AccountPnLUpdate> on_account_pnl; 
+   Signal<PositionUpdate> on_position; 
+};
+
+}}
+
+   
@@ -0,0 +1,12 @@
+#include "Storage.h"
+
+namespace bts {
+namespace orderman_v2 {
+
+Storage::Storage()
+    : on_bootstrap_orders(this), on_venue_checkpoint(this),
+      on_bootstrap_fills(this), on_new_stored_order(this),
+      on_new_stored_fill(this) {}
+
+} // namespace orderman_v2
+} // namespace bts
@@ -0,0 +1,28 @@
+#pragma once
+
+#include "Actor.h"
+#include "lib/orderman_v2/events/events.h"
+#include "lib/orderman_v2/common.h"
+#include "lib/orderman_v2/interconnect/Signal.h"
+
+namespace bts {
+namespace orderman_v2 {
+
+class Storage : public Actor {
+public:
+   Storage();
+   
+   // Inputs
+   void on_order_update (OM_OrderUpdate const&) {}
+   
+   // Signals
+   Signal<BootstrapOrders> on_bootstrap_orders;
+   Signal<VenueCheckpointNotice> on_venue_checkpoint;
+   Signal<BootstrapFills> on_bootstrap_fills;
+   Signal<api::orderman::OrderRecord const*> on_new_stored_order;
+   Signal<api::orderman::Fill const*> on_new_stored_fill;
+};
+
+}}
+
+   
@@ -0,0 +1,25 @@
+#pragma once
+#include "lib/orderman_v2/common.h"
+#include "lib/orderman_v2/actors/gateway/fix/VenueCheckpoint.h"
+
+
+namespace bts {
+namespace orderman_v2 {
+
+class IFullExeReportMsg;
+
+class ExecReport {
+public:
+   OrderKey order_key;
+   Quantity quantity;
+   Quantity total_fills;
+   Quantity last_fills;
+   Price price;
+   Price avg_price;
+   Price last_price;
+   OrderStatus status;
+   VenueCheckpoint checkpoint;
+   IFullExeReportMsg const *msg;
+};
+
+}}
@@ -0,0 +1,608 @@
+#include "Gateway.h"
+
+#include "lib/logging/logging.h"
+#include "lib/orderman/limiter/Limiter.h"
+#include "lib/orderman_v2/actors/gateway/ICancelMsg.h"
+#include "lib/orderman_v2/actors/gateway/ICancelReplaceMsg.h"
+#include "lib/orderman_v2/actors/gateway/ILimiter.h"
+#include "lib/orderman_v2/actors/gateway/INewOrderSingleMsg.h"
+#include "lib/orderman_v2/actors/gateway/IRouter.h"
+#include "lib/orderman_v2/actors/gateway/IVenue.h"
+#include "lib/orderman_v2/actors/gateway/UserAccountVenue.h"
+#include "lib/orderman_v2/utils/FAFStore.h"
+#include "lib/utils/bts_chrono.h"
+
+#include <boost/pool/object_pool.hpp>
+#include <unordered_map>
+
+namespace bts {
+namespace orderman_v2 {
+
+// utilities
+template <class Req> GW_Op_Ack make_ack(Req const &r) {
+   return GW_Op_Ack{GW_OP_Result::OK, r.req_id, nullptr};
+}
+
+struct Gateway::OrderRec {
+   OrderRec() = default;
+   OrderRec(OM_ID om_id, GW_BoundOrder const &order)
+       : order(order), originator(om_id), last_ack(), routing_record(nullptr) {}
+
+   GW_BoundOrder order;
+   OM_ID originator;
+   GW_Op_Ack last_ack;
+   api::orderman::RoutingRecord const *routing_record;
+
+   bool is_routable() const { return routing_record != nullptr; }
+   void mark_non_routable() { routing_record = nullptr; }
+};
+
+class Gateway::OrderMap {
+ public:
+   OrderRec *lookup(OrderKey k) { return _store.lookup(k.value); }
+
+   OrderRec *make_and_store(OM_ID om_id, GW_BoundOrder const &bo) {
+      return _store.make_and_index(bo.key.value, om_id, bo);
+   }
+   void remove(OrderKey k) { _store.remove(k.value); }
+
+   std::vector<OrderRec *> get_all() { return _store.get_all(); }
+
+ private:
+   FAFStore<OrderRec> _store;
+};
+
+enum class Gateway::State {
+   W_BOOTSTRAP,
+   W_SCHEDULE,
+   PAUSED,
+   W_LOGON,
+   READY,
+};
+
+struct Gateway::Hot {
+   using RoutingRecordsMap =
+       std::unordered_map<UserAccountVenue, api::orderman::RoutingRecord,
+                          UserAccountVenueHash>;
+
+   Hot(IVenue &v, ILimiter &l)
+       : state(State::W_BOOTSTRAP), venue(v), limiter(l), working_orders(),
+         routing_records() {}
+
+   State state;
+   IVenue &venue;
+   ILimiter &limiter;
+
+   // TODO: Separate orders that cannot be routed from working orders
+   // to avoid the if is_routable() on order events
+   OrderMap working_orders;
+   RoutingRecordsMap routing_records;
+};
+
+struct Gateway::Cold {
+   Cold(IRouter &r, IClock &c, GatewayCfg const &cfg)
+       : router(r), clock(c), admin_data(), cfg(cfg), start_of_pause(),
+         current_exponential_backoff(0), bootstrap_orders(),
+         interned_strings() {}
+
+   IRouter &router;
+   IClock &clock;
+   api::admin::AdminData const *admin_data;
+   GatewayCfg cfg;
+   TimeStamp start_of_pause;
+   size_t current_exponential_backoff;
+   SessionSpan session_span;
+   std::map<OM_ID, std::vector<GW_OrderBind> *> bootstrap_orders;
+   std::set<std::string> interned_strings;
+};
+
+struct Gateway::PImpl {
+   PImpl(IVenue &v, ILimiter &l, IRouter &r, IClock &c, GatewayCfg const &cfg)
+       : hot(v, l), cold(r, c, cfg) {}
+   Hot hot;
+   Cold cold;
+};
+
+Gateway::Gateway(IVenue &v, ILimiter &l, IRouter &r, IClock &c,
+                 GatewayCfg const &cfg)
+    : on_order_report(this), on_unknown_native_order_update(this),
+      on_gw_error(this), me(new PImpl(v, l, r, c, cfg)) {
+   me->hot.venue.set_observer(*this);
+}
+
+Gateway::~Gateway() {}
+
+void Gateway::do_slow_work() {
+   switch (me->hot.state) {
+   case State::W_BOOTSTRAP:
+      if (has_bootstrap_data()) {
+         setup_bootstrap_orders();
+         transition(State::W_SCHEDULE);
+      }
+      break;
+   case State::W_SCHEDULE:
+      me->cold.session_span = me->hot.venue.get_current_session_span();
+      if (in_active_schedule()) {
+         me->cold.start_of_pause = me->cold.clock.now();
+         transition(State::PAUSED);
+      }
+      break;
+   case State::PAUSED: {
+      auto now = me->cold.clock.now();
+      if (sec_diff(now, me->cold.start_of_pause) >
+          (me->cold.cfg.pause_seconds
+           << me->cold.current_exponential_backoff)) {
+         transition(State::W_LOGON);
+         me->hot.venue.login();
+      }
+      break;
+   }
+   case State::READY: {
+      break;
+   }
+   case State::W_LOGON:
+      break;
+   }
+   me->hot.venue.do_work();
+}
+
+void Gateway::on_om_bootstrap_orders(OM_BootstrapOrders const &orders) {
+   bts_assert(me->hot.state == State::W_BOOTSTRAP);
+   auto &bso_map = me->cold.bootstrap_orders;
+   bts_assert(bso_map.size() < me->cold.cfg.om_count);
+   bts_assert(bso_map.count(orders.originator) == 0);
+   bts_assert(orders.target == me->cold.cfg.my_id);
+   bts_assert(orders.originator.value < me->cold.cfg.om_count);
+   bso_map[orders.originator] = orders.orders;
+}
+
+void Gateway::on_gw_ops(const GW_Op_Batch &op_batch) {
+   op_batch.visit(*this);
+   me->hot.venue.send_queued_msgs();
+}
+
+void Gateway::on_account_pnl(const AccountPnLUpdate &pnl) {
+   me->hot.limiter.update(pnl);
+}
+
+void Gateway::on_position(const PositionUpdate &pos) {
+   me->hot.limiter.update(pos);
+}
+
+void Gateway::on_excess_liquidity(const ExcessLiquidityUpdate &l) {
+   me->hot.limiter.update(l);
+}
+
+void Gateway::on_admin_data(AdminDataUpdate const &admin) {
+   me->hot.limiter.update(*me->cold.admin_data);
+   me->cold.router.update(*me->cold.admin_data);
+   me->hot.routing_records.clear();
+
+   switch (me->hot.state) {
+   case State::W_BOOTSTRAP:
+      me->cold.admin_data = admin.admin_data;
+      break;
+   default:
+      rebuild_routing_records();
+   }
+}
+
+void Gateway::on_venue_checkpoint(const VenueCheckpointNotice &notice) {
+   me->hot.venue.set_checkpoint(notice.checkpoint);
+}
+
+void Gateway::on_venue_login_success(std::vector<ExecReport> const &recovered) {
+   bts_assert(me->hot.state == State::W_LOGON);
+   me->cold.current_exponential_backoff = 0;
+   transition(State::READY);
+   for (auto const &er : recovered)
+      on_venue_exe_report(er);
+}
+
+void Gateway::on_venue_login_failure() {
+   bts_assert(me->hot.state == State::W_LOGON);
+
+   if (in_active_schedule()) {
+      me->cold.current_exponential_backoff++;
+      transition(State::PAUSED);
+   } else {
+      me->cold.current_exponential_backoff = 0;
+      transition(State::W_SCHEDULE);
+   }
+}
+
+void Gateway::on_venue_disconnect() {
+   bts_assert(me->hot.state == State::READY);
+   auto all_working = me->hot.working_orders.get_all();
+
+   for (auto orec : all_working) {
+      GW_Error error;
+      error.gw = me->cold.cfg.my_id;
+      error.error_code = GW_Error::DISCONNECT;
+      error.error_msg = "Venue disconnected";
+      error.order_key = orec->order.key;
+      on_gw_error(error);
+   }
+}
+
+void Gateway::on_venue_exe_report(const ExecReport &report) {
+   bts_assert(me->hot.state == State::READY);
+
+   auto r = me->hot.working_orders.lookup(report.order_key);
+   if (r) {
+      // This is an order we have seen before. This is the normal
+      // path.
+      r->order.last_exe_report = report;
+      // If the order is no longer working then we remove it from the
+      // working index.
+      if (report.status != OrderStatus::WORKING)
+         me->hot.working_orders.remove(report.order_key);
+      on_order_report(make_order_report(r));
+   } else if (report.status == OrderStatus::WORKING) {
+      auto sec = me->hot.venue.resolve_security(report);
+      if (sec)
+         on_unknown_native_order_update({sec, me->cold.cfg.my_id, report});
+   }
+}
+
+void Gateway::on_venue_error(VenueError const &v_error) {
+   GW_Error gw_error;
+   switch (v_error.error_code) {
+   case VenueError::CANCEL_REJECT:
+      gw_error.error_code = GW_Error::CANCEL_REJECT;
+      break;
+   case VenueError::BUSINESS_REJECT:
+      gw_error.error_code = GW_Error::BUSINESS_REJECT;
+      break;
+   case VenueError::SESSION_REJECT:
+      gw_error.error_code = GW_Error::SESSION_REJECT;
+      break;
+   default:
+      gw_error.error_code = GW_Error::OTHER;
+      break;
+   }
+   gw_error.error_msg = intern_string(v_error.error_msg);
+   gw_error.order_key = v_error.order_key;
+   on_gw_error(gw_error);
+}
+
+void Gateway::on_gw_op(OM_ID om_id, const GW_OrderCreate &create) {
+   bts_assert_d(me->hot.working_orders.lookup(create.bound_order.key) ==
+                nullptr);
+
+   // Construct new order record
+   auto gw_rec =
+       me->hot.working_orders.make_and_store(om_id, create.bound_order);
+   auto &order = gw_rec->order;
+   auto &ack = gw_rec->last_ack;
+   ack = make_ack(create);
+
+   switch (me->hot.state) {
+   case State::READY: {
+
+      // Validate route
+      auto it = me->hot.routing_records.find(order.uav);
+      if (it == me->hot.routing_records.end()) {
+         ack.result = GW_OP_Result::ERROR_NO_ROUTE;
+         break;
+      } else
+         gw_rec->routing_record = &it->second;
+
+      // Validate risk limit
+      auto lqt = me->hot.limiter.can_send_new_order(
+          order.uav.account, *order.security, order.side, order.quantity);
+      if (lqt.error()) {
+         ack.result = lqt.result;
+         ack.message = lqt.message;
+         break;
+      }
+
+      // Validate messaging limits
+      if (!me->hot.venue.under_messaging_limit()) {
+         ack.result = GW_OP_Result::ERROR_MESSAGING_BREACH;
+         break;
+      }
+
+      // TODO: Replace the chained ifs with accumulated error flags
+      // and check them once, to avoid pressure on the branch
+      // predictor.
+
+      // All is good. Queue for send.
+      me->hot.venue.queue_send(gw_rec->order, *gw_rec->routing_record);
+
+      // For speed we do not send acks for the operation until we hear
+      // from the exchange.
+      return;
+   }
+   default:
+      ack.result = GW_OP_Result::ERROR_GATEWAY_DISCONNECTED;
+      break;
+   }
+
+   // If we got to this point something went wrong and the creation of
+   // the order failed. Since the order is already indexed we need to
+   // remove it from the store. Additionally, because we will never
+   // hear from the exchange on this order we have to send our ack
+   // now. This is an exceptional path, it should almost never happen.
+   bts_assert_d(ack.result != GW_OP_Result::OK);
+   auto report = make_order_report(gw_rec);
+   me->hot.working_orders.remove(order.key);
+   on_order_report(report);
+}
+
+// When an order is recovered from disk or from the exchange (meaning
+// the exchange sends a report for an order we do not have a record of
+// creating) we are left in a situation where we have to create the
+// order record that represents the order but we do not have to
+// actually send the order to the exchange. This is what the bind
+// order operation is for.
+void Gateway::on_gw_op(OM_ID om_id, const GW_OrderBind &bind) {
+   bts_assert_d(me->hot.working_orders.lookup(bind.bound_order.key) == nullptr);
+
+   // Construct new order record
+   auto gw_rec = me->hot.working_orders.make_and_store(om_id, bind.bound_order);
+   auto &order = gw_rec->order;
+   auto &ack = gw_rec->last_ack;
+   ack = make_ack(bind);
+
+   // Find the routing record for this order
+   auto it = me->hot.routing_records.find(order.uav);
+   if (it == me->hot.routing_records.end())
+      ack.result = GW_OP_Result::ERROR_NO_ROUTE;
+   else
+      gw_rec->routing_record = &it->second;
+
+   // In this case we have to send a reply to the bind operation
+   // because there is no guarantee that we will be able to piggy back
+   // the reply on the next exchange acknowledgement (which may never
+   // come).
+   on_order_report(make_order_report(gw_rec));
+}
+
+// A quick update is an update of just price and quantity. This is the
+// most common type of order change so we special case it so that we
+// can re-use the update message fields that will not change (which is
+// everything but quantity and price)
+void Gateway::on_gw_op(OM_ID, const GW_OrderQuickUpdate &quick_update) {
+   auto gw_rec = me->hot.working_orders.lookup(quick_update.order_key);
+   auto &ack = gw_rec->last_ack;
+   ack = make_ack(quick_update);
+
+   switch (me->hot.state) {
+   case State::READY: {
+
+      // Do we know about this order?
+      if (!gw_rec) {
+         ack.result = GW_OP_Result::ERROR_ORDER_IS_NOT_ACTIVE;
+         break;
+      }
+
+      // Can we route it?
+      if (!gw_rec->is_routable()) {
+         ack.result = GW_OP_Result::ERROR_NO_ROUTE;
+         break;
+      }
+
+      auto &order = gw_rec->order;
+      // Validate trading limits
+      auto delta_q = quick_update.quantity.value - order.quantity.value;
+      auto lqr = me->hot.limiter.can_update_order(
+          order.uav.account, *order.security, order.side, delta_q);
+      if (lqr.error()) {
+         ack.result = lqr.result;
+         ack.message = lqr.message;
+         break;
+      }
+
+      // Validate messaging limits
+      if (!me->hot.venue.under_messaging_limit()) {
+         ack.result = GW_OP_Result::ERROR_MESSAGING_BREACH;
+         break;
+      }
+      order.price = quick_update.price;
+      order.quantity = quick_update.quantity;
+      me->hot.venue.queue_update(gw_rec->order, *gw_rec->routing_record);
+
+      // We do not send out a order report for performance
+      // reasons. Instead we delay the report until the exchange
+      // reponds our order update.
+      return;
+   }
+   default:
+      ack.result = GW_OP_Result::ERROR_GATEWAY_DISCONNECTED;
+      break;
+   }
+
+   // If we got here something went wrong and the update failed. This
+   // is the exceptional path and it should almost never happen. In
+   // this case we send out a new order report detailing the reasons
+   // for the failure.
+   bts_assert(ack.result != GW_OP_Result::OK);
+   on_order_report(make_order_report(gw_rec));
+}
+
+// The difference between a full update and a quick update is that in
+// a full update we allow for any change including the account/user
+// associated with the order. This could change the routing of the
+// order so we need to retrieve a (possibly new) routing record.
+void Gateway::on_gw_op(OM_ID om_id, const GW_OrderFullUpdate &full_update) {
+   auto gw_rec = me->hot.working_orders.lookup(full_update.order_key);
+   auto &ack = gw_rec->last_ack;
+   ack = make_ack(full_update);
+
+   switch (me->hot.state) {
+   case State::READY: {
+
+      // Do we know about this order?
+      if (!gw_rec) {
+         ack.result = GW_OP_Result::ERROR_ORDER_IS_NOT_ACTIVE;
+         break;
+      }
+
+      // Can we route it?
+      if (!gw_rec->is_routable()) {
+         ack.result = GW_OP_Result::ERROR_NO_ROUTE;
+         break;
+      }
+
+      auto &order = gw_rec->order;
+      auto it = me->hot.routing_records.find(order.uav);
+      if (it == me->hot.routing_records.end()) {
+         gw_rec->mark_non_routable();
+         ack.result = GW_OP_Result::ERROR_NO_ROUTE;
+         break;
+      } else
+         gw_rec->routing_record = &it->second;
+
+      // Update existing record with the non quick parts of the full
+      // order update. There is a bit of inconsistency here. We are
+      // already setting the message templates, uav, moi and tif
+      // fields below, even though the quick update might later fail
+      // to set the quantity and price. This could leave the order in
+      // a half-updated half not-updated state. This should be rare
+      // and benign enough so we live with it to avoid duplicating the
+      // update logic from quick update here.
+      gw_rec->order.uav = full_update.uav;
+      gw_rec->order.moi = full_update.moi;
+      gw_rec->order.tif = full_update.tif;
+
+      // Fake a quick update, now that we already set the other fields
+      GW_OrderQuickUpdate quick_update;
+      quick_update.order_key = full_update.order_key;
+      quick_update.quantity = full_update.quantity;
+      quick_update.price = full_update.price;
+      quick_update.req_id = full_update.req_id;
+      on_gw_op(om_id, quick_update);
+      break;
+   }
+   default:
+      ack.result = GW_OP_Result::ERROR_GATEWAY_DISCONNECTED;
+      break;
+   }
+
+   // If we got to this point something went wrong and the update of
+   // the order failed. This should be very rare. In this case we send
+   // a reply right away.
+   bts_assert(ack.result != GW_OP_Result::OK);
+   on_order_report(make_order_report(gw_rec));
+}
+
+void Gateway::on_gw_op(OM_ID, const GW_OrderCancel &cancel) {
+   auto gw_rec = me->hot.working_orders.lookup(cancel.order_key);
+   auto &ack = gw_rec->last_ack;
+   ack = make_ack(cancel);
+
+   switch (me->hot.state) {
+   case State::READY: {
+
+      // Do we know about this order?
+      if (!gw_rec) {
+         ack.result = GW_OP_Result::ERROR_ORDER_IS_NOT_ACTIVE;
+         break;
+      }
+
+      // Can we route it?
+      if (!gw_rec->is_routable()) {
+         ack.result = GW_OP_Result::ERROR_NO_ROUTE;
+         break;
+      }
+
+      me->hot.venue.queue_cancel(gw_rec->order, *gw_rec->routing_record);
+      // We do not send out a order report yet for performance
+      // reasons. Instead we delay the report until the exchange
+      // reponds to our cancel
+      return;
+   }
+   default:
+      ack.result = GW_OP_Result::ERROR_GATEWAY_DISCONNECTED;
+      break;
+   }
+
+   // If we got here something went wrong and the cancel failed. This
+   // is the exceptional path and it should almost never happen. In
+   // this case we send out a new order report detailing the reasons
+   // for the failure.
+   bts_assert(ack.result != GW_OP_Result::OK);
+   on_order_report(make_order_report(gw_rec));
+}
+
+const char *Gateway::intern_string(std::string const &str) {
+   return me->cold.interned_strings.insert(str).first->data();
+}
+
+bool Gateway::has_bootstrap_data() const {
+   return me->cold.bootstrap_orders.size() == me->cold.cfg.om_count &&
+          me->cold.admin_data != nullptr;
+}
+
+bool Gateway::in_active_schedule() const {
+   auto now = me->cold.clock.ptime_local_now();
+   return now >= me->cold.session_span.start &&
+          now < me->cold.session_span.stop;
+}
+
+void Gateway::transition(State state) {
+   LOG(OrderMan, Info, "Transitioning gateway {} from {} to {}",
+       me->cold.cfg.my_id.value, state_name(me->hot.state), state_name(state));
+   me->hot.state = state;
+}
+
+void Gateway::rebuild_routing_records() {
+   // First just rebuild our template cache
+   me->hot.routing_records.clear();
+
+   auto all_uav = me->hot.limiter.get_all_user_account_venue();
+   for (auto const &uav : all_uav) {
+      auto rq = me->cold.router.get_route(uav);
+      if (rq.has_route)
+         me->hot.routing_records[uav] = rq.routing_record;
+   }
+
+   // Now go through every order and update its messages
+   auto working = me->hot.working_orders.get_all();
+   for (auto &orec : working) {
+      if (auto it = me->hot.routing_records.find(orec->order.uav);
+          it != me->hot.routing_records.end()) {
+         orec->routing_record = &it->second;
+      } else {
+         LOG(OrderMan, Error, "Order {} can no longer be routed. {}",
+             orec->order.key, orec->order.uav.to_str());
+         orec->mark_non_routable();
+      }
+   }
+}
+
+void Gateway::setup_bootstrap_orders() {
+   bts_assert(me->hot.state == State::W_BOOTSTRAP);
+   for (auto [om_id, order_vec] : me->cold.bootstrap_orders)
+      for (auto &bind_order : *order_vec)
+         on_gw_op(om_id, bind_order);
+   me->cold.bootstrap_orders.clear();
+}
+
+GW_OrderReport Gateway::make_order_report(OrderRec *gw_rec) {
+   GW_OrderReport report;
+   report.last_exe_report = gw_rec->order.last_exe_report;
+   report.last_ack = gw_rec->last_ack;
+   report.target = gw_rec->originator;
+   return report;
+}
+
+log::CharPtrWrapper Gateway::state_name(State state) {
+   switch (state) {
+   case State::W_BOOTSTRAP:
+      return {"W_BOOTSTRAP"};
+   case State::W_SCHEDULE:
+      return {"W_SCHEDULE"};
+   case State::PAUSED:
+      return {"PAUSED"};
+   case State::W_LOGON:
+      return {"W_LOGON"};
+   case State::READY:
+      return {"READY"};
+   }
+   return {""};
+}
+
+} // namespace orderman_v2
+} // namespace bts
@@ -0,0 +1,78 @@
+#pragma once
+
+#include "lib/logging/logging.h"
+#include "lib/orderman_v2/actors/Actor.h"
+#include "lib/orderman_v2/common.h"
+#include "lib/orderman_v2/events/events.h"
+#include "lib/orderman_v2/interconnect/ISlowWorker.h"
+#include "lib/orderman_v2/interconnect/Signal.h"
+#include "lib/orderman_v2/actors/gateway/IVenueObserver.h"
+
+namespace bts {
+namespace orderman_v2 {
+
+class IVenue;
+class ILimiter;
+class IRouter;
+class IClock;
+
+struct GatewayCfg;
+class Gateway : public Actor, ISlowWorker, IGW_Op_Visitor, IVenueObserver {
+ public:
+   Gateway(IVenue &, ILimiter &, IRouter &, IClock &c, GatewayCfg const &);
+   ~Gateway();
+
+
+   // Inputs
+   void on_om_bootstrap_orders(OM_BootstrapOrders const &);
+   void on_gw_ops(const GW_Op_Batch &);
+   void on_account_pnl(const AccountPnLUpdate &);
+   void on_position(const PositionUpdate &);
+   void on_excess_liquidity(const ExcessLiquidityUpdate &);
+   void on_admin_data(const AdminDataUpdate &);
+   void on_venue_checkpoint(const VenueCheckpointNotice &);
+   
+   // Signals
+   Signal<GW_OrderReport> on_order_report;
+   Signal<GW_UnknownOrderExeReport> on_unknown_native_order_update;
+   Signal<GW_Error> on_gw_error;
+
+   // ISlowWorker
+   void do_slow_work() override;
+
+ private:
+   enum class State;
+   class OrderMap;
+   struct OrderRec;
+   struct PImpl;
+   struct Hot;
+   struct Cold;
+   std::unique_ptr<PImpl> me;
+
+   // IVenueObserver
+   void on_venue_login_success(std::vector<ExecReport> const&) override;
+   void on_venue_login_failure() override;
+   void on_venue_disconnect() override;
+   void on_venue_exe_report(const ExecReport &) override;
+   void on_venue_error(VenueError const&) override;
+
+   // IGW_Op_visitor
+   void on_gw_op(OM_ID, const GW_OrderCreate &) override;
+   void on_gw_op(OM_ID, const GW_OrderBind &) override;
+   void on_gw_op(OM_ID, const GW_OrderQuickUpdate &) override;
+   void on_gw_op(OM_ID, const GW_OrderCancel &) override;
+   void on_gw_op(OM_ID, const GW_OrderFullUpdate &) override;
+
+   const char* intern_string (std::string const&);
+   void send_pending_msgs();
+   bool has_bootstrap_data() const;
+   bool in_active_schedule() const;
+   void transition(State);
+   void rebuild_routing_records();
+   void setup_bootstrap_orders();
+   GW_OrderReport make_order_report(OrderRec *);
+   static log::CharPtrWrapper state_name(State);
+};
+
+} // namespace orderman_v2
+} // namespace bts
@@ -0,0 +1 @@
+#include "ICancelMsg.h"
@@ -0,0 +1,19 @@
+#pragma once
+#include <memory>
+#include "lib/orderman_v2/actors/gateway/IVenueMsg.h"
+
+namespace bts {
+namespace orderman_v2 {
+
+struct GW_BoundOrder;
+
+class ICancelMsg : public IVenueMsg {
+ public:
+   virtual ~ICancelMsg() {}
+
+   // These are very performance sensitive calls
+   virtual ICancelMsg& clone() const = 0;
+   virtual void update(GW_BoundOrder const&) const = 0;
+};
+
+}}
@@ -0,0 +1 @@
+#include "ICancelReplaceMsg.h"
@@ -0,0 +1,19 @@
+#pragma once
+#include <memory>
+#include "lib/orderman_v2/actors/gateway/IVenueMsg.h"
+
+namespace bts {
+namespace orderman_v2 {
+
+struct GW_BoundOrder;
+
+class ICancelReplaceMsg : public IVenueMsg {
+ public:
+   virtual ~ICancelReplaceMsg() {}
+
+   // These are very performance sensitive calls
+   virtual void update(GW_BoundOrder const&) = 0;
+   virtual ICancelReplaceMsg& clone() const = 0;
+};
+
+}}
@@ -0,0 +1 @@
+#include "ILimiter.h"
@@ -0,0 +1,42 @@
+#pragma once
+
+#include <vector>
+#include <string>
+#include "lib/orderman_v2/common.h"
+
+namespace bts {
+namespace api {namespace admin { class AdminData; }}
+
+namespace orderman_v2 {
+
+struct AccountPnLUpdate;
+struct PositionUpdate;
+struct ExcessLiquidityUpdate;
+struct UserAccountVenue;
+
+class ILimiter {
+ public:
+
+   struct LimiterQueryResult {
+      GW_OP_Result result;
+      char const*message;
+      bool ok() const { return result == GW_OP_Result::OK; }
+      bool error() const { return !ok(); }
+   };
+
+   virtual LimiterQueryResult can_send_new_order(AccountID account,
+                                                 api::Security const &sec,
+                                                 Side side, Quantity quantity);
+
+   virtual LimiterQueryResult can_update_order(AccountID account,
+                                               api::Security const &sec,
+                                               Side side, double delta);
+
+   virtual void update(api::admin::AdminData const &admin);
+   virtual void update(AccountPnLUpdate const &) = 0;
+   virtual void update(PositionUpdate const &) = 0;
+   virtual void update(ExcessLiquidityUpdate const &) = 0;
+   virtual std::vector<UserAccountVenue> get_all_user_account_venue() const = 0;
+};
+
+}}
@@ -0,0 +1 @@
+#include "INewOrderSingleMsg.h"
@@ -0,0 +1,19 @@
+#pragma once
+#include <memory>
+#include "lib/orderman_v2/actors/gateway/IVenueMsg.h"
+
+namespace bts {
+namespace orderman_v2 {
+
+struct GW_BoundOrder;
+
+class INewOrderSingleMsg : public IVenueMsg {
+ public:
+   virtual ~INewOrderSingleMsg() {}
+
+   // These are very performance sensitive calls
+   virtual INewOrderSingleMsg & clone() const = 0;
+   virtual void set_order_params(GW_BoundOrder const&) =0;
+};
+
+}}
@@ -0,0 +1 @@
+#include "IRouter.h"
@@ -0,0 +1,24 @@
+#pragma once
+
+#include <memory>
+#include "lib/api/services/OrderService.pb.h"
+
+namespace bts {
+
+namespace api {namespace admin {class AdminData;}}
+
+namespace orderman_v2 {
+struct UserAccountVenue;
+
+class IRouter {
+ public:
+   virtual void update(api::admin::AdminData const &admin);
+
+   struct RouteQueryResult {
+      bool has_route;
+      std::string error_msg;
+      api::orderman::RoutingRecord routing_record;
+   };
+   virtual RouteQueryResult get_route(UserAccountVenue const &) = 0;
+};
+}}
@@ -0,0 +1 @@
+#include "IVenue.h"
@@ -0,0 +1,69 @@
+#pragma once
+#include "lib/utils/datetime.h"
+#include <boost/date_time/posix_time/posix_time.hpp>
+
+namespace bts {
+namespace api {
+class Security;
+namespace orderman {
+class RoutingRecord;
+}
+} // namespace api
+
+namespace orderman_v2 {
+
+class INewOrderSingleMsg;
+class ICancelReplaceMsg;
+class ICancelMsg;
+class IVenueMsg;
+class IVenueObserver;
+class ExecReport;
+class VenueCheckpoint;
+struct GW_BoundOrder;
+
+struct SessionSpan {
+   datetime::PTime start;
+   datetime::PTime stop;
+};
+
+class IVenue {
+ public:
+   // call this before any of the below
+   virtual void set_observer(IVenueObserver &) = 0;
+
+   // Return the current (or next) time interval when this venue is
+   // active
+   virtual SessionSpan get_current_session_span() = 0;
+
+   // Logon to the venue. This can only be called if the caller knows that the
+   // venue is in the idle state.
+   virtual void login() = 0;
+
+   // Check to to see if the venue is currently able to receive new
+   // messages without breaching messaging limits
+   virtual bool under_messaging_limit() = 0;
+
+   virtual void queue_send(GW_BoundOrder const &,
+                           api::orderman::RoutingRecord const &) = 0;
+   virtual void queue_update(GW_BoundOrder const &,
+                             api::orderman::RoutingRecord const &) = 0;
+   virtual void queue_cancel(GW_BoundOrder const &,
+                             api::orderman::RoutingRecord const &) = 0;
+   virtual void send_queued_msgs() = 0;
+
+   // Resolved the security in the execution report. This is only
+   // needed for disaster recovery. Null should be returned in case of
+   // failure.
+   virtual api::Security const *resolve_security(ExecReport const &) = 0;
+
+   // Tell the venue the last message that had its effects commited to
+   // disk
+   virtual void set_checkpoint(VenueCheckpoint const &) = 0;
+
+   // call this periodically to allow the venue to process its
+   // internal timers
+   virtual void do_work() = 0;
+};
+
+} // namespace orderman_v2
+} // namespace bts
@@ -0,0 +1,2 @@
+#include "IVenueMsg.h"
+
@@ -0,0 +1,12 @@
+#pragma once
+
+
+namespace bts {
+namespace orderman_v2 {
+
+class IVenueMsg {
+public:
+   virtual ~IVenueMsg() {}
+};
+
+}}
@@ -0,0 +1,15 @@
+#include "IVenueObserver.h"
+namespace bts {
+namespace orderman_v2 {
+   struct SilentVenueObserver : public IVenueObserver {
+      void on_venue_login_success(std::vector<ExecReport> const &) override { }
+      void on_venue_login_failure() override { }
+      void on_venue_disconnect() override { }
+      void on_venue_exe_report(const ExecReport &) override { }
+      void on_venue_error(VenueError const &) override { }
+   };
+   IVenueObserver& default_venue_observer() {
+      static SilentVenueObserver svo;
+      return svo;
+   }
+}}
@@ -0,0 +1,43 @@
+#pragma once
+#include "lib/orderman_v2/common.h" // OrderKey
+
+namespace bts {
+namespace orderman_v2 {
+
+class ExecReport;
+
+struct VenueError {
+   enum Code { CANCEL_REJECT, BUSINESS_REJECT, SESSION_REJECT, OTHER };
+   Code error_code;
+   std::string error_msg;
+   // null_order_key() if not applicable
+   OrderKey order_key;
+};
+
+class IVenueObserver {
+ public:
+   // We logged on successfully and recovered the execution reports
+   // passed (this should be empty unless fills occurred while we were
+   // logged out)
+   virtual void on_venue_login_success(std::vector<ExecReport> const &) = 0;
+
+   // We failed to login, either because we could not connect to the
+   // venue or because our credentials were invalid
+   virtual void on_venue_login_failure() = 0;
+
+   // We were disconnected from the venue
+   virtual void on_venue_disconnect() = 0;
+
+   // An execution report was received from the venue
+   virtual void on_venue_exe_report(const ExecReport &) = 0;
+
+   // A message indicating some sort of error was received from the
+   // exchange. If the error is order specific a order key will be
+   // included.
+   virtual void on_venue_error(VenueError const &) = 0;
+};
+
+IVenueObserver& default_venue_observer();
+
+} // namespace orderman_v2
+} // namespace bts
@@ -0,0 +1,34 @@
+#pragma once
+#include <boost/functional/hash.hpp>
+#include <fmt/format.h>
+#include <string>
+
+namespace bts {
+namespace orderman_v2 {
+
+struct UserAccountVenue {
+   UserID user;
+   AccountID account;
+   api::Venue venue;
+   bool operator==(UserAccountVenue const &rhs) const {
+      return user == rhs.user && account == rhs.account && venue == rhs.venue;
+   }
+
+   std::string to_str() {
+      return fmt::format (" user_id: {} account_id: {} venue: {}",
+                          user.value,
+                          account.value,
+                          api::Venue_Name(venue));
+   }
+};
+
+struct UserAccountVenueHash {
+   std::size_t operator()(UserAccountVenue const &k) const {
+      size_t result = k.user.value;
+      boost::hash_combine(result, k.account.value);
+      boost::hash_combine(result, k.venue);
+      return result;
+   }
+};
+
+}}
@@ -0,0 +1,134 @@
+#include "FIXVenue.h"
+// #include "VenueCheckpoint.h"
+// #include "lib/jetfix/store/session_name.h"
+// #include "lib/orderman_v2/common.h"
+// #include "lib/utils/bts_assert.h"
+// #include "lib/orderman_v2/actors/gateway/IVenueMsg.h"
+
+// #include <set>
+
+// namespace bts {
+// namespace orderman_v2 {
+
+// enum class FIXVenue::State {
+//    IDLE,
+//    W_CON,
+//    W_LOGON,
+//    W_TR,
+//    RECOVER,
+//    READY,
+//    W_DCON
+// };
+
+// struct FIXVenue::Hot {
+//    Hot(IFIXStore &store, IClock &clock, VenueCheckpoint const &checkpoint)
+//        : state(State::IDLE), our_seqnum(0), store(store), observer(nullptr),
+//          clock(clock), seqnum(0), checkpoint(checkpoint) {}
+
+//    State state;
+//    uint32_t our_seqnum;
+//    IFIXStore &store;
+//    IVenueObserver *observer;
+//    IClock &clock;
+//    uint32_t seqnum;
+//    VenueCheckpoint checkpoint;
+// };
+
+// struct FIXVenue::Cold {
+//    Cold(config::JetFIX::Connection const &cfg) : cfg(cfg), interned_strings() {}
+//    config::JetFIX::Connection const cfg;
+//    std::set<std::string> interned_strings;
+// };
+
+// struct FIXVenue::PImpl {
+//    PImpl(config::JetFIX::Connection const &cfg,
+//          VenueCheckpoint const &initial_checkpoint, IClock &clock,
+//          IFIXStore &store)
+//        : hot(store, clock, initial_checkpoint), cold(cfg) {}
+
+//    Hot hot;
+//    Cold cold;
+// };
+
+// FIXVenue::FIXVenue(config::JetFIX::Connection const &cfg,
+//                    VenueCheckpoint const &initial_checkpoint, IClock &clock,
+//                    IFIXStore &store)
+//     : me(new PImpl(cfg, initial_checkpoint, clock, store)) {}
+
+// FIXVenue::~FIXVenue() {}
+
+// void FIXVenue::set_observer(IVenueObserver &observer) {
+//    bts_assert(!me->hot.observer);
+//    me->hot.observer = &observer;
+// }
+
+// SessionSpan FIXVenue::get_current_session_span() {
+//    auto span =
+//        jetfix::session_span(me->hot.clock.ptime_local_now(), me->cold.cfg);
+//    return {span.start, span.stop};
+// }
+
+// void FIXVenue::login() {
+//    switch (me->hot.state) {
+//    case State::IDLE: {
+//       auto session_name =
+//           jetfix::session_name(me->hot.clock.ptime_local_now(), me->cold.cfg);
+//       if (session_name != me->hot.checkpoint.session_uid) 
+//          start_new_session(session_name);
+//       transition(State::W_CON);
+//       break;
+//    }
+//    case State::W_CON:
+//    case State::W_LOGON:
+//    case State::W_TR:
+//    case State::RECOVER:
+//    case State::READY:
+//    case State::W_DCON:
+//       bts_assert(false);
+//       break;
+//    }
+// }
+
+// MsgTemplates FIXVenue::get_msg_templates(api::orderman::RoutingRecord const &) {
+//    return {};
+// }
+
+// bool FIXVenue::under_messaging_limit()
+// {
+//    return true;
+// }
+
+// void FIXVenue::send(IVenueMsg **begin, IVenueMsg **end) {
+//    switch (me->hot.state) {
+//    case State::READY:
+//       // visit messages, accumulating FIX, the dispatching at the end
+//       for (auto m = begin; m != end; m++)
+//          (*m)->dispatch();
+//       internal_send();
+//       break;
+//    case State::W_DCON:
+//    case State::IDLE: 
+//       break;
+//    case State::W_CON:
+//    case State::W_LOGON:
+//    case State::W_TR:
+//    case State::RECOVER:
+//       bts_assert(false);
+//       break;
+//    }
+// }
+
+// void FIXVenue::transition(State)
+// {
+// }
+
+// void FIXVenue::start_new_session(std::string const&session_name)
+// {
+//    me->hot.checkpoint.session_uid =
+//       me->cold.interned_strings.insert(session_name).first->c_str();
+//    me->hot.checkpoint.seq_number = 0;
+//    me->hot.seqnum = 0;
+// }
+
+// } // namespace orderman_v2
+// } // namespace bts
@@ -0,0 +1,63 @@
+#pragma once
+
+#include "lib/config/protos/jetfix.pb.h"
+#include "lib/orderman_v2/actors/gateway/IVenue.h"
+#include "lib/orderman_v2/actors/network/IConnectionHandler.h"
+
+namespace bts {
+namespace jetfix {
+class FIXEncodingStream;
+class FIXFragment;
+} // namespace jetfix
+
+namespace orderman_v2 {
+
+class IClock;
+class IFIXStore;
+class FIXVenueConfig;
+class VenueCheckpoint;
+
+class FIXVenue : public IVenue, public IConnectionHandler {
+ public:
+   FIXVenue(config::JetFIX::Connection const &cfg,
+            VenueCheckpoint const &initial_checkpoint, IClock &, IFIXStore &);
+   ~FIXVenue();
+
+   // IVenue
+   void set_observer(IVenueObserver &) override;
+   SessionSpan get_current_session_span() override;
+   void login() override;
+   bool under_messaging_limit() override;
+   void queue_send(GW_BoundOrder const &,
+                   api::orderman::RoutingRecord const &) override;
+   void queue_update(GW_BoundOrder const &,
+                     api::orderman::RoutingRecord const &) override;
+   void queue_cancel(GW_BoundOrder const &,
+                     api::orderman::RoutingRecord const &) override;
+   void send_queued_msgs() override;
+   api::Security const *resolve_security(ExecReport const &) override;
+   void set_checkpoint(VenueCheckpoint const &) override;
+   void do_work() override;
+
+   // IConnectionHandler
+   void init_handler(IConnectionController &) override;
+   void on_connect_success() override;
+   void on_connect_fail() override;
+   void on_disconnect() override;
+   void on_data(std::string_view const &data) override;
+
+ protected:
+ private:
+   struct PImpl;
+   struct Hot;
+   struct Cold;
+   enum class State;
+   std::unique_ptr<PImpl> me;
+
+   void internal_send();
+   void transition(State);
+   void start_new_session(std::string const &session_name);
+};
+
+} // namespace orderman_v2
+} // namespace bts
@@ -0,0 +1,13 @@
+#pragma once
+
+namespace bts {
+namespace orderman_v2 {
+
+class VenueCheckpoint {
+public:
+   const char*connection_name;
+   const char*session_uid;
+   uint32_t seq_number;
+};
+
+}}
@@ -0,0 +1,141 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_AVGPXIND_H_
+#define _ILINKBINARY_AVGPXIND_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class AvgPxInd
+{
+public:
+    enum Value
+    {
+        NoAveragePricing = (std::uint8_t)0,
+        TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID = (std::uint8_t)1,
+        TradeispartofaNotionalValueAveragePriceGroup = (std::uint8_t)3,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static AvgPxInd::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 0: return NoAveragePricing;
+            case 1: return TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID;
+            case 3: return TradeispartofaNotionalValueAveragePriceGroup;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum AvgPxInd [E103]");
+    }
+
+    static const char* c_str(const AvgPxInd::Value value)
+    {
+        switch (value)
+        {
+            case NoAveragePricing: return "NoAveragePricing";
+            case TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID: return "TradeispartofanAveragePriceGroupIdentifiedbytheAvgPxGrpID";
+            case TradeispartofaNotionalValueAveragePriceGroup: return "TradeispartofaNotionalValueAveragePriceGroup";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum AvgPxInd [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, AvgPxInd::Value m)
+    {
+        return os << AvgPxInd::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -0,0 +1,138 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_BOOLEANFLAG_H_
+#define _ILINKBINARY_BOOLEANFLAG_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class BooleanFlag
+{
+public:
+    enum Value
+    {
+        False = (std::uint8_t)0,
+        True = (std::uint8_t)1,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static BooleanFlag::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 0: return False;
+            case 1: return True;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum BooleanFlag [E103]");
+    }
+
+    static const char* c_str(const BooleanFlag::Value value)
+    {
+        switch (value)
+        {
+            case False: return "False";
+            case True: return "True";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum BooleanFlag [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, BooleanFlag::Value m)
+    {
+        return os << BooleanFlag::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -0,0 +1,138 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_BOOLEANNULL_H_
+#define _ILINKBINARY_BOOLEANNULL_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class BooleanNULL
+{
+public:
+    enum Value
+    {
+        False = (std::uint8_t)0,
+        True = (std::uint8_t)1,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static BooleanNULL::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 0: return False;
+            case 1: return True;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum BooleanNULL [E103]");
+    }
+
+    static const char* c_str(const BooleanNULL::Value value)
+    {
+        switch (value)
+        {
+            case False: return "False";
+            case True: return "True";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum BooleanNULL [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, BooleanNULL::Value m)
+    {
+        return os << BooleanNULL::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -0,0 +1,138 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_CLEARINGACCTTYPE_H_
+#define _ILINKBINARY_CLEARINGACCTTYPE_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ClearingAcctType
+{
+public:
+    enum Value
+    {
+        Customer = (std::uint8_t)0,
+        Firm = (std::uint8_t)1,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static ClearingAcctType::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 0: return Customer;
+            case 1: return Firm;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum ClearingAcctType [E103]");
+    }
+
+    static const char* c_str(const ClearingAcctType::Value value)
+    {
+        switch (value)
+        {
+            case Customer: return "Customer";
+            case Firm: return "Firm";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum ClearingAcctType [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, ClearingAcctType::Value m)
+    {
+        return os << ClearingAcctType::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -0,0 +1,138 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_CMTAGIVEUPCD_H_
+#define _ILINKBINARY_CMTAGIVEUPCD_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class CmtaGiveUpCD
+{
+public:
+    enum Value
+    {
+        GiveUp = (char)71,
+        SGXoffset = (char)83,
+        NULL_VALUE = (char)0
+    };
+
+    static CmtaGiveUpCD::Value get(const char value)
+    {
+        switch (value)
+        {
+            case 71: return GiveUp;
+            case 83: return SGXoffset;
+            case 0: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum CmtaGiveUpCD [E103]");
+    }
+
+    static const char* c_str(const CmtaGiveUpCD::Value value)
+    {
+        switch (value)
+        {
+            case GiveUp: return "GiveUp";
+            case SGXoffset: return "SGXoffset";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum CmtaGiveUpCD [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, CmtaGiveUpCD::Value m)
+    {
+        return os << CmtaGiveUpCD::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -0,0 +1,150 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_CUSTORDHANDLINST_H_
+#define _ILINKBINARY_CUSTORDHANDLINST_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class CustOrdHandlInst
+{
+public:
+    enum Value
+    {
+        FCMprovidedscreen = (char)67,
+        Otherprovidedscreen = (char)68,
+        FCMAPIorFIX = (char)71,
+        AlgoEngine = (char)72,
+        DeskElectronic = (char)87,
+        ClientElectronic = (char)89,
+        NULL_VALUE = (char)0
+    };
+
+    static CustOrdHandlInst::Value get(const char value)
+    {
+        switch (value)
+        {
+            case 67: return FCMprovidedscreen;
+            case 68: return Otherprovidedscreen;
+            case 71: return FCMAPIorFIX;
+            case 72: return AlgoEngine;
+            case 87: return DeskElectronic;
+            case 89: return ClientElectronic;
+            case 0: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum CustOrdHandlInst [E103]");
+    }
+
+    static const char* c_str(const CustOrdHandlInst::Value value)
+    {
+        switch (value)
+        {
+            case FCMprovidedscreen: return "FCMprovidedscreen";
+            case Otherprovidedscreen: return "Otherprovidedscreen";
+            case FCMAPIorFIX: return "FCMAPIorFIX";
+            case AlgoEngine: return "AlgoEngine";
+            case DeskElectronic: return "DeskElectronic";
+            case ClientElectronic: return "ClientElectronic";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum CustOrdHandlInst [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, CustOrdHandlInst::Value m)
+    {
+        return os << CustOrdHandlInst::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -0,0 +1,144 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_CUSTORDERCAPACITY_H_
+#define _ILINKBINARY_CUSTORDERCAPACITY_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class CustOrderCapacity
+{
+public:
+    enum Value
+    {
+        Membertradingfortheirownaccount = (std::uint8_t)1,
+        Clearingfirmtradingforitsproprietaryaccount = (std::uint8_t)2,
+        Membertradingforanothermember = (std::uint8_t)3,
+        Allother = (std::uint8_t)4,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static CustOrderCapacity::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 1: return Membertradingfortheirownaccount;
+            case 2: return Clearingfirmtradingforitsproprietaryaccount;
+            case 3: return Membertradingforanothermember;
+            case 4: return Allother;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum CustOrderCapacity [E103]");
+    }
+
+    static const char* c_str(const CustOrderCapacity::Value value)
+    {
+        switch (value)
+        {
+            case Membertradingfortheirownaccount: return "Membertradingfortheirownaccount";
+            case Clearingfirmtradingforitsproprietaryaccount: return "Clearingfirmtradingforitsproprietaryaccount";
+            case Membertradingforanothermember: return "Membertradingforanothermember";
+            case Allother: return "Allother";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum CustOrderCapacity [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, CustOrderCapacity::Value m)
+    {
+        return os << CustOrderCapacity::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -0,0 +1,343 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_DATA_H_
+#define _ILINKBINARY_DATA_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class DATA
+{
+private:
+    char *m_buffer = nullptr;
+    std::uint64_t m_bufferLength = 0;
+    std::uint64_t m_offset = 0;
+    std::uint64_t m_actingVersion = 0;
+
+public:
+    enum MetaAttribute
+    {
+        EPOCH, TIME_UNIT, SEMANTIC_TYPE, PRESENCE
+    };
+
+    union sbe_float_as_uint_u
+    {
+        float fp_value;
+        std::uint32_t uint_value;
+    };
+
+    union sbe_double_as_uint_u
+    {
+        double fp_value;
+        std::uint64_t uint_value;
+    };
+
+    DATA() = default;
+
+    DATA(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        m_buffer(buffer),
+        m_bufferLength(bufferLength),
+        m_offset(offset),
+        m_actingVersion(actingVersion)
+    {
+        if (SBE_BOUNDS_CHECK_EXPECT(((m_offset + -1) > m_bufferLength), false))
+        {
+            throw std::runtime_error("buffer too short for flyweight [E107]");
+        }
+    }
+
+    DATA(
+        char *buffer,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        DATA(buffer, 0, bufferLength, actingVersion)
+    {
+    }
+
+    DATA(
+        char *buffer,
+        const std::uint64_t bufferLength) :
+        DATA(buffer, 0, bufferLength, sbeSchemaVersion())
+    {
+    }
+
+    DATA &wrap(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t actingVersion,
+        const std::uint64_t bufferLength)
+    {
+        return *this = DATA(buffer, offset, bufferLength, actingVersion);
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t encodedLength() SBE_NOEXCEPT
+    {
+        return -1;
+    }
+
+    SBE_NODISCARD std::uint64_t offset() const SBE_NOEXCEPT
+    {
+        return m_offset;
+    }
+
+    SBE_NODISCARD const char * buffer() const SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD char * buffer() SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD std::uint64_t bufferLength() const SBE_NOEXCEPT
+    {
+        return m_bufferLength;
+    }
+
+    SBE_NODISCARD std::uint64_t actingVersion() const SBE_NOEXCEPT
+    {
+        return m_actingVersion;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaId() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)8;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)2;
+    }
+
+    SBE_NODISCARD static const char * lengthMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "";
+            case MetaAttribute::PRESENCE: return "required";
+        }
+
+        return "";
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t lengthSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool lengthInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= lengthSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t lengthEncodingOffset() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    static SBE_CONSTEXPR std::uint16_t lengthNullValue() SBE_NOEXCEPT
+    {
+        return SBE_NULLVALUE_UINT16;
+    }
+
+    static SBE_CONSTEXPR std::uint16_t lengthMinValue() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)0;
+    }
+
+    static SBE_CONSTEXPR std::uint16_t lengthMaxValue() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)65534;
+    }
+
+    static SBE_CONSTEXPR std::size_t lengthEncodingLength() SBE_NOEXCEPT
+    {
+        return 2;
+    }
+
+    SBE_NODISCARD std::uint16_t length() const SBE_NOEXCEPT
+    {
+        std::uint16_t val;
+        std::memcpy(&val, m_buffer + m_offset + 0, sizeof(std::uint16_t));
+        return SBE_LITTLE_ENDIAN_ENCODE_16(val);
+    }
+
+    DATA &length(const std::uint16_t value) SBE_NOEXCEPT
+    {
+        std::uint16_t val = SBE_LITTLE_ENDIAN_ENCODE_16(value);
+        std::memcpy(m_buffer + m_offset + 0, &val, sizeof(std::uint16_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char * varDataMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "";
+            case MetaAttribute::PRESENCE: return "required";
+        }
+
+        return "";
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t varDataSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool varDataInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= varDataSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t varDataEncodingOffset() SBE_NOEXCEPT
+    {
+        return 2;
+    }
+
+    static SBE_CONSTEXPR char varDataNullValue() SBE_NOEXCEPT
+    {
+        return (char)0;
+    }
+
+    static SBE_CONSTEXPR char varDataMinValue() SBE_NOEXCEPT
+    {
+        return (char)32;
+    }
+
+    static SBE_CONSTEXPR char varDataMaxValue() SBE_NOEXCEPT
+    {
+        return (char)126;
+    }
+
+    static SBE_CONSTEXPR std::size_t varDataEncodingLength() SBE_NOEXCEPT
+    {
+        return -1;
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& builder, DATA writer)
+    {
+        builder << '{';
+        builder << R"("length": )";
+        builder << +writer.length();
+
+        builder << '}';
+
+        return builder;
+    }
+
+};
+
+}
+
+#endif
@@ -0,0 +1,156 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_DKREASON_H_
+#define _ILINKBINARY_DKREASON_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class DKReason
+{
+public:
+    enum Value
+    {
+        UnknownSecurity = (char)65,
+        WrongSide = (char)66,
+        QuantityExceedsOrder = (char)67,
+        NoMatchingOrder = (char)68,
+        PriceExceedsLimit = (char)69,
+        CalculationDifference = (char)70,
+        NoMatchingExecutionReport = (char)71,
+        Other = (char)90,
+        NULL_VALUE = (char)0
+    };
+
+    static DKReason::Value get(const char value)
+    {
+        switch (value)
+        {
+            case 65: return UnknownSecurity;
+            case 66: return WrongSide;
+            case 67: return QuantityExceedsOrder;
+            case 68: return NoMatchingOrder;
+            case 69: return PriceExceedsLimit;
+            case 70: return CalculationDifference;
+            case 71: return NoMatchingExecutionReport;
+            case 90: return Other;
+            case 0: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum DKReason [E103]");
+    }
+
+    static const char* c_str(const DKReason::Value value)
+    {
+        switch (value)
+        {
+            case UnknownSecurity: return "UnknownSecurity";
+            case WrongSide: return "WrongSide";
+            case QuantityExceedsOrder: return "QuantityExceedsOrder";
+            case NoMatchingOrder: return "NoMatchingOrder";
+            case PriceExceedsLimit: return "PriceExceedsLimit";
+            case CalculationDifference: return "CalculationDifference";
+            case NoMatchingExecutionReport: return "NoMatchingExecutionReport";
+            case Other: return "Other";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum DKReason [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, DKReason::Value m)
+    {
+        return os << DKReason::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -0,0 +1,361 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_DECIMAL32NULL_H_
+#define _ILINKBINARY_DECIMAL32NULL_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class Decimal32NULL
+{
+private:
+    char *m_buffer = nullptr;
+    std::uint64_t m_bufferLength = 0;
+    std::uint64_t m_offset = 0;
+    std::uint64_t m_actingVersion = 0;
+
+public:
+    enum MetaAttribute
+    {
+        EPOCH, TIME_UNIT, SEMANTIC_TYPE, PRESENCE
+    };
+
+    union sbe_float_as_uint_u
+    {
+        float fp_value;
+        std::uint32_t uint_value;
+    };
+
+    union sbe_double_as_uint_u
+    {
+        double fp_value;
+        std::uint64_t uint_value;
+    };
+
+    Decimal32NULL() = default;
+
+    Decimal32NULL(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        m_buffer(buffer),
+        m_bufferLength(bufferLength),
+        m_offset(offset),
+        m_actingVersion(actingVersion)
+    {
+        if (SBE_BOUNDS_CHECK_EXPECT(((m_offset + 5) > m_bufferLength), false))
+        {
+            throw std::runtime_error("buffer too short for flyweight [E107]");
+        }
+    }
+
+    Decimal32NULL(
+        char *buffer,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        Decimal32NULL(buffer, 0, bufferLength, actingVersion)
+    {
+    }
+
+    Decimal32NULL(
+        char *buffer,
+        const std::uint64_t bufferLength) :
+        Decimal32NULL(buffer, 0, bufferLength, sbeSchemaVersion())
+    {
+    }
+
+    Decimal32NULL &wrap(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t actingVersion,
+        const std::uint64_t bufferLength)
+    {
+        return *this = Decimal32NULL(buffer, offset, bufferLength, actingVersion);
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t encodedLength() SBE_NOEXCEPT
+    {
+        return 5;
+    }
+
+    SBE_NODISCARD std::uint64_t offset() const SBE_NOEXCEPT
+    {
+        return m_offset;
+    }
+
+    SBE_NODISCARD const char * buffer() const SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD char * buffer() SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD std::uint64_t bufferLength() const SBE_NOEXCEPT
+    {
+        return m_bufferLength;
+    }
+
+    SBE_NODISCARD std::uint64_t actingVersion() const SBE_NOEXCEPT
+    {
+        return m_actingVersion;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaId() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)8;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)2;
+    }
+
+    SBE_NODISCARD static const char * mantissaMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "";
+            case MetaAttribute::PRESENCE: return "optional";
+        }
+
+        return "";
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t mantissaSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool mantissaInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= mantissaSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t mantissaEncodingOffset() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    static SBE_CONSTEXPR std::int32_t mantissaNullValue() SBE_NOEXCEPT
+    {
+        return 2147483647;
+    }
+
+    static SBE_CONSTEXPR std::int32_t mantissaMinValue() SBE_NOEXCEPT
+    {
+        return -2147483647;
+    }
+
+    static SBE_CONSTEXPR std::int32_t mantissaMaxValue() SBE_NOEXCEPT
+    {
+        return 2147483647;
+    }
+
+    static SBE_CONSTEXPR std::size_t mantissaEncodingLength() SBE_NOEXCEPT
+    {
+        return 4;
+    }
+
+    SBE_NODISCARD std::int32_t mantissa() const SBE_NOEXCEPT
+    {
+        std::int32_t val;
+        std::memcpy(&val, m_buffer + m_offset + 0, sizeof(std::int32_t));
+        return SBE_LITTLE_ENDIAN_ENCODE_32(val);
+    }
+
+    Decimal32NULL &mantissa(const std::int32_t value) SBE_NOEXCEPT
+    {
+        std::int32_t val = SBE_LITTLE_ENDIAN_ENCODE_32(value);
+        std::memcpy(m_buffer + m_offset + 0, &val, sizeof(std::int32_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char * exponentMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "";
+            case MetaAttribute::PRESENCE: return "optional";
+        }
+
+        return "";
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t exponentSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool exponentInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= exponentSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t exponentEncodingOffset() SBE_NOEXCEPT
+    {
+        return 4;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentNullValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)127;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentMinValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)-127;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentMaxValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)127;
+    }
+
+    static SBE_CONSTEXPR std::size_t exponentEncodingLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD std::int8_t exponent() const SBE_NOEXCEPT
+    {
+        std::int8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 4, sizeof(std::int8_t));
+        return (val);
+    }
+
+    Decimal32NULL &exponent(const std::int8_t value) SBE_NOEXCEPT
+    {
+        std::int8_t val = (value);
+        std::memcpy(m_buffer + m_offset + 4, &val, sizeof(std::int8_t));
+        return *this;
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& builder, Decimal32NULL writer)
+    {
+        builder << '{';
+        builder << R"("mantissa": )";
+        builder << +writer.mantissa();
+
+        builder << ", ";
+        builder << R"("exponent": )";
+        builder << +writer.exponent();
+
+        builder << '}';
+
+        return builder;
+    }
+
+};
+
+}
+
+#endif
@@ -0,0 +1,361 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_DECIMAL64NULL_H_
+#define _ILINKBINARY_DECIMAL64NULL_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class Decimal64NULL
+{
+private:
+    char *m_buffer = nullptr;
+    std::uint64_t m_bufferLength = 0;
+    std::uint64_t m_offset = 0;
+    std::uint64_t m_actingVersion = 0;
+
+public:
+    enum MetaAttribute
+    {
+        EPOCH, TIME_UNIT, SEMANTIC_TYPE, PRESENCE
+    };
+
+    union sbe_float_as_uint_u
+    {
+        float fp_value;
+        std::uint32_t uint_value;
+    };
+
+    union sbe_double_as_uint_u
+    {
+        double fp_value;
+        std::uint64_t uint_value;
+    };
+
+    Decimal64NULL() = default;
+
+    Decimal64NULL(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        m_buffer(buffer),
+        m_bufferLength(bufferLength),
+        m_offset(offset),
+        m_actingVersion(actingVersion)
+    {
+        if (SBE_BOUNDS_CHECK_EXPECT(((m_offset + 9) > m_bufferLength), false))
+        {
+            throw std::runtime_error("buffer too short for flyweight [E107]");
+        }
+    }
+
+    Decimal64NULL(
+        char *buffer,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        Decimal64NULL(buffer, 0, bufferLength, actingVersion)
+    {
+    }
+
+    Decimal64NULL(
+        char *buffer,
+        const std::uint64_t bufferLength) :
+        Decimal64NULL(buffer, 0, bufferLength, sbeSchemaVersion())
+    {
+    }
+
+    Decimal64NULL &wrap(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t actingVersion,
+        const std::uint64_t bufferLength)
+    {
+        return *this = Decimal64NULL(buffer, offset, bufferLength, actingVersion);
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t encodedLength() SBE_NOEXCEPT
+    {
+        return 9;
+    }
+
+    SBE_NODISCARD std::uint64_t offset() const SBE_NOEXCEPT
+    {
+        return m_offset;
+    }
+
+    SBE_NODISCARD const char * buffer() const SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD char * buffer() SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD std::uint64_t bufferLength() const SBE_NOEXCEPT
+    {
+        return m_bufferLength;
+    }
+
+    SBE_NODISCARD std::uint64_t actingVersion() const SBE_NOEXCEPT
+    {
+        return m_actingVersion;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaId() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)8;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)2;
+    }
+
+    SBE_NODISCARD static const char * mantissaMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "";
+            case MetaAttribute::PRESENCE: return "optional";
+        }
+
+        return "";
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t mantissaSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool mantissaInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= mantissaSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t mantissaEncodingOffset() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    static SBE_CONSTEXPR std::int64_t mantissaNullValue() SBE_NOEXCEPT
+    {
+        return 9223372036854775807L;
+    }
+
+    static SBE_CONSTEXPR std::int64_t mantissaMinValue() SBE_NOEXCEPT
+    {
+        return -9223372036854775807L;
+    }
+
+    static SBE_CONSTEXPR std::int64_t mantissaMaxValue() SBE_NOEXCEPT
+    {
+        return 9223372036854775807L;
+    }
+
+    static SBE_CONSTEXPR std::size_t mantissaEncodingLength() SBE_NOEXCEPT
+    {
+        return 8;
+    }
+
+    SBE_NODISCARD std::int64_t mantissa() const SBE_NOEXCEPT
+    {
+        std::int64_t val;
+        std::memcpy(&val, m_buffer + m_offset + 0, sizeof(std::int64_t));
+        return SBE_LITTLE_ENDIAN_ENCODE_64(val);
+    }
+
+    Decimal64NULL &mantissa(const std::int64_t value) SBE_NOEXCEPT
+    {
+        std::int64_t val = SBE_LITTLE_ENDIAN_ENCODE_64(value);
+        std::memcpy(m_buffer + m_offset + 0, &val, sizeof(std::int64_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char * exponentMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "";
+            case MetaAttribute::PRESENCE: return "optional";
+        }
+
+        return "";
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t exponentSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool exponentInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= exponentSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t exponentEncodingOffset() SBE_NOEXCEPT
+    {
+        return 8;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentNullValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)127;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentMinValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)-127;
+    }
+
+    static SBE_CONSTEXPR std::int8_t exponentMaxValue() SBE_NOEXCEPT
+    {
+        return (std::int8_t)127;
+    }
+
+    static SBE_CONSTEXPR std::size_t exponentEncodingLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD std::int8_t exponent() const SBE_NOEXCEPT
+    {
+        std::int8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 8, sizeof(std::int8_t));
+        return (val);
+    }
+
+    Decimal64NULL &exponent(const std::int8_t value) SBE_NOEXCEPT
+    {
+        std::int8_t val = (value);
+        std::memcpy(m_buffer + m_offset + 8, &val, sizeof(std::int8_t));
+        return *this;
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& builder, Decimal64NULL writer)
+    {
+        builder << '{';
+        builder << R"("mantissa": )";
+        builder << +writer.mantissa();
+
+        builder << ", ";
+        builder << R"("exponent": )";
+        builder << +writer.exponent();
+
+        builder << '}';
+
+        return builder;
+    }
+
+};
+
+}
+
+#endif
@@ -0,0 +1,992 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_ESTABLISHMENTREJECT505_H_
+#define _ILINKBINARY_ESTABLISHMENTREJECT505_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+#include "MaturityMonthYear.h"
+#include "Decimal64NULL.h"
+#include "OrderTypeReq.h"
+#include "BooleanNULL.h"
+#include "AvgPxInd.h"
+#include "OrderEventType.h"
+#include "CmtaGiveUpCD.h"
+#include "PRICENULL9.h"
+#include "BooleanFlag.h"
+#include "OrderType.h"
+#include "QuoteCxlStatus.h"
+#include "TimeInForce.h"
+#include "PRICE9.h"
+#include "MassStatusOrdTyp.h"
+#include "ExecInst.h"
+#include "Decimal32NULL.h"
+#include "SplitMsg.h"
+#include "SideReq.h"
+#include "MassActionResponse.h"
+#include "CustOrderCapacity.h"
+#include "SideTimeInForce.h"
+#include "SLEDS.h"
+#include "ReqResult.h"
+#include "ClearingAcctType.h"
+#include "KeepAliveLapsed.h"
+#include "ExecAckStatus.h"
+#include "DATA.h"
+#include "OFMOverrideReq.h"
+#include "SideNULL.h"
+#include "GroupSize.h"
+#include "ListUpdAct.h"
+#include "FTI.h"
+#include "ExecReason.h"
+#include "MassStatusReqTyp.h"
+#include "DKReason.h"
+#include "SecRspTyp.h"
+#include "MassActionOrdTyp.h"
+#include "QuoteAckStatus.h"
+#include "ExpCycle.h"
+#include "MassCancelTIF.h"
+#include "OrderStatus.h"
+#include "ShortSaleType.h"
+#include "PartyDetailRole.h"
+#include "MassActionScope.h"
+#include "RFQSide.h"
+#include "OrdStatusTrdCxl.h"
+#include "TradeAddendum.h"
+#include "MessageHeader.h"
+#include "ManualOrdInd.h"
+#include "QuoteCxlTyp.h"
+#include "MassCxlReqTyp.h"
+#include "ExecTypTrdCxl.h"
+#include "ManualOrdIndReq.h"
+#include "CustOrdHandlInst.h"
+#include "OrdStatusTrd.h"
+#include "MassStatusTIF.h"
+#include "SMPI.h"
+#include "ExecMode.h"
+#include "QuoteTyp.h"
+
+namespace iLinkBinary {
+
+class EstablishmentReject505
+{
+private:
+    char *m_buffer = nullptr;
+    std::uint64_t m_bufferLength = 0;
+    std::uint64_t m_offset = 0;
+    std::uint64_t m_position = 0;
+    std::uint64_t m_actingVersion = 0;
+
+    inline std::uint64_t *sbePositionPtr() SBE_NOEXCEPT
+    {
+        return &m_position;
+    }
+
+public:
+    enum MetaAttribute
+    {
+        EPOCH, TIME_UNIT, SEMANTIC_TYPE, PRESENCE
+    };
+
+    union sbe_float_as_uint_u
+    {
+        float fp_value;
+        std::uint32_t uint_value;
+    };
+
+    union sbe_double_as_uint_u
+    {
+        double fp_value;
+        std::uint64_t uint_value;
+    };
+
+    EstablishmentReject505() = default;
+
+    EstablishmentReject505(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingBlockLength,
+        const std::uint64_t actingVersion) :
+        m_buffer(buffer),
+        m_bufferLength(bufferLength),
+        m_offset(offset),
+        m_position(sbeCheckPosition(offset + actingBlockLength)),
+        m_actingVersion(actingVersion)
+    {
+    }
+
+    EstablishmentReject505(char *buffer, const std::uint64_t bufferLength) :
+        EstablishmentReject505(buffer, 0, bufferLength, sbeBlockLength(), sbeSchemaVersion())
+    {
+    }
+
+    EstablishmentReject505(
+        char *buffer,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingBlockLength,
+        const std::uint64_t actingVersion) :
+        EstablishmentReject505(buffer, 0, bufferLength, actingBlockLength, actingVersion)
+    {
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeBlockLength() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)72;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeTemplateId() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)505;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaId() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)8;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)2;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR const char * sbeSemanticType() SBE_NOEXCEPT
+    {
+        return "EstablishmentReject";
+    }
+
+    SBE_NODISCARD std::uint64_t offset() const SBE_NOEXCEPT
+    {
+        return m_offset;
+    }
+
+    EstablishmentReject505 &wrapForEncode(char *buffer, const std::uint64_t offset, const std::uint64_t bufferLength)
+    {
+        return *this = EstablishmentReject505(buffer, offset, bufferLength, sbeBlockLength(), sbeSchemaVersion());
+    }
+
+    EstablishmentReject505 &wrapAndApplyHeader(char *buffer, const std::uint64_t offset, const std::uint64_t bufferLength)
+    {
+        MessageHeader hdr(buffer, offset, bufferLength, sbeSchemaVersion());
+
+        hdr
+            .blockLength(sbeBlockLength())
+            .templateId(sbeTemplateId())
+            .schemaId(sbeSchemaId())
+            .version(sbeSchemaVersion());
+
+        return *this = EstablishmentReject505(
+            buffer,
+            offset + MessageHeader::encodedLength(),
+            bufferLength,
+            sbeBlockLength(),
+            sbeSchemaVersion());
+    }
+
+    EstablishmentReject505 &wrapForDecode(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t actingBlockLength,
+        const std::uint64_t actingVersion,
+        const std::uint64_t bufferLength)
+    {
+        return *this = EstablishmentReject505(buffer, offset, bufferLength, actingBlockLength, actingVersion);
+    }
+
+    SBE_NODISCARD std::uint64_t sbePosition() const SBE_NOEXCEPT
+    {
+        return m_position;
+    }
+
+    std::uint64_t sbeCheckPosition(const std::uint64_t position)
+    {
+        if (SBE_BOUNDS_CHECK_EXPECT((position > m_bufferLength), false))
+        {
+            throw std::runtime_error("buffer too short [E100]");
+        }
+        return position;
+    }
+
+    void sbePosition(const std::uint64_t position)
+    {
+        m_position = sbeCheckPosition(position);
+    }
+
+    SBE_NODISCARD std::uint64_t encodedLength() const SBE_NOEXCEPT
+    {
+        return sbePosition() - m_offset;
+    }
+
+    SBE_NODISCARD const char * buffer() const SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD char * buffer() SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD std::uint64_t bufferLength() const SBE_NOEXCEPT
+    {
+        return m_bufferLength;
+    }
+
+    SBE_NODISCARD std::uint64_t actingVersion() const SBE_NOEXCEPT
+    {
+        return m_actingVersion;
+    }
+
+    SBE_NODISCARD static const char * ReasonMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "String";
+            case MetaAttribute::PRESENCE: return "optional";
+        }
+
+        return "";
+    }
+
+    static SBE_CONSTEXPR std::uint16_t reasonId() SBE_NOEXCEPT
+    {
+        return 39011;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t reasonSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool reasonInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= reasonSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t reasonEncodingOffset() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    static SBE_CONSTEXPR char reasonNullValue() SBE_NOEXCEPT
+    {
+        return (char)0;
+    }
+
+    static SBE_CONSTEXPR char reasonMinValue() SBE_NOEXCEPT
+    {
+        return (char)32;
+    }
+
+    static SBE_CONSTEXPR char reasonMaxValue() SBE_NOEXCEPT
+    {
+        return (char)126;
+    }
+
+    static SBE_CONSTEXPR std::size_t reasonEncodingLength() SBE_NOEXCEPT
+    {
+        return 48;
+    }
+
+    static SBE_CONSTEXPR std::uint64_t reasonLength() SBE_NOEXCEPT
+    {
+        return 48;
+    }
+
+    SBE_NODISCARD const char *reason() const SBE_NOEXCEPT
+    {
+        return m_buffer + m_offset + 0;
+    }
+
+    SBE_NODISCARD char *reason() SBE_NOEXCEPT
+    {
+        return m_buffer + m_offset + 0;
+    }
+
+    SBE_NODISCARD char reason(const std::uint64_t index) const
+    {
+        if (index >= 48)
+        {
+            throw std::runtime_error("index out of range for reason [E104]");
+        }
+
+        char val;
+        std::memcpy(&val, m_buffer + m_offset + 0 + (index * 1), sizeof(char));
+        return (val);
+    }
+
+    EstablishmentReject505 &reason(const std::uint64_t index, const char value)
+    {
+        if (index >= 48)
+        {
+            throw std::runtime_error("index out of range for reason [E105]");
+        }
+
+        char val = (value);
+        std::memcpy(m_buffer + m_offset + 0 + (index * 1), &val, sizeof(char));
+        return *this;
+    }
+
+    std::uint64_t getReason(char *const dst, const std::uint64_t length) const
+    {
+        if (length > 48)
+        {
+            throw std::runtime_error("length too large for getReason [E106]");
+        }
+
+        std::memcpy(dst, m_buffer + m_offset + 0, sizeof(char) * static_cast<size_t>(length));
+        return length;
+    }
+
+    EstablishmentReject505 &putReason(const char *const src) SBE_NOEXCEPT
+    {
+        std::memcpy(m_buffer + m_offset + 0, src, sizeof(char) * 48);
+        return *this;
+    }
+
+    std::string getReasonAsString() const
+    {
+        const char *buffer = m_buffer + m_offset + 0;
+        size_t length = 0;
+
+        for (; length < 48 && *(buffer + length) != '\0'; ++length);
+        std::string result(buffer, length);
+
+        return result;
+    }
+
+    std::string getReasonAsJsonEscapedString()
+    {
+        std::ostringstream oss;
+        std::string s = getReasonAsString();
+
+        for (auto c = s.cbegin(); c != s.cend(); c++)
+        {
+            switch (*c)
+            {
+                case '"': oss << "\\\""; break;
+                case '\\': oss << "\\\\"; break;
+                case '\b': oss << "\\b"; break;
+                case '\f': oss << "\\f"; break;
+                case '\n': oss << "\\n"; break;
+                case '\r': oss << "\\r"; break;
+                case '\t': oss << "\\t"; break;
+
+                default:
+                    if ('\x00' <= *c && *c <= '\x1f')
+                    {
+                        oss << "\\u" << std::hex << std::setw(4)
+                            << std::setfill('0') << (int)(*c);
+                    }
+                    else
+                    {
+                        oss << *c;
+                    }
+            }
+        }
+
+        return oss.str();
+    }
+
+    #if __cplusplus >= 201703L
+    std::string_view getReasonAsStringView() const SBE_NOEXCEPT
+    {
+        const char *buffer = m_buffer + m_offset + 0;
+        size_t length = 0;
+
+        for (; length < 48 && *(buffer + length) != '\0'; ++length);
+        std::string_view result(buffer, length);
+
+        return result;
+    }
+    #endif
+
+    #if __cplusplus >= 201703L
+    EstablishmentReject505 &putReason(const std::string_view str)
+    {
+        const size_t srcLength = str.length();
+        if (srcLength > 48)
+        {
+            throw std::runtime_error("string too large for putReason [E106]");
+        }
+
+        std::memcpy(m_buffer + m_offset + 0, str.data(), srcLength);
+        for (size_t start = srcLength; start < 48; ++start)
+        {
+            m_buffer[m_offset + 0 + start] = 0;
+        }
+
+        return *this;
+    }
+    #else
+    EstablishmentReject505 &putReason(const std::string& str)
+    {
+        const size_t srcLength = str.length();
+        if (srcLength > 48)
+        {
+            throw std::runtime_error("string too large for putReason [E106]");
+        }
+
+        std::memcpy(m_buffer + m_offset + 0, str.c_str(), srcLength);
+        for (size_t start = srcLength; start < 48; ++start)
+        {
+            m_buffer[m_offset + 0 + start] = 0;
+        }
+
+        return *this;
+    }
+    #endif
+
+    SBE_NODISCARD static const char * UUIDMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "required";
+        }
+
+        return "";
+    }
+
+    static SBE_CONSTEXPR std::uint16_t uUIDId() SBE_NOEXCEPT
+    {
+        return 39001;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t uUIDSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool uUIDInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= uUIDSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t uUIDEncodingOffset() SBE_NOEXCEPT
+    {
+        return 48;
+    }
+
+    static SBE_CONSTEXPR std::uint64_t uUIDNullValue() SBE_NOEXCEPT
+    {
+        return SBE_NULLVALUE_UINT64;
+    }
+
+    static SBE_CONSTEXPR std::uint64_t uUIDMinValue() SBE_NOEXCEPT
+    {
+        return 0x0L;
+    }
+
+    static SBE_CONSTEXPR std::uint64_t uUIDMaxValue() SBE_NOEXCEPT
+    {
+        return 0xfffffffffffffffeL;
+    }
+
+    static SBE_CONSTEXPR std::size_t uUIDEncodingLength() SBE_NOEXCEPT
+    {
+        return 8;
+    }
+
+    SBE_NODISCARD std::uint64_t uUID() const SBE_NOEXCEPT
+    {
+        std::uint64_t val;
+        std::memcpy(&val, m_buffer + m_offset + 48, sizeof(std::uint64_t));
+        return SBE_LITTLE_ENDIAN_ENCODE_64(val);
+    }
+
+    EstablishmentReject505 &uUID(const std::uint64_t value) SBE_NOEXCEPT
+    {
+        std::uint64_t val = SBE_LITTLE_ENDIAN_ENCODE_64(value);
+        std::memcpy(m_buffer + m_offset + 48, &val, sizeof(std::uint64_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char * RequestTimestampMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "required";
+        }
+
+        return "";
+    }
+
+    static SBE_CONSTEXPR std::uint16_t requestTimestampId() SBE_NOEXCEPT
+    {
+        return 39002;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t requestTimestampSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool requestTimestampInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= requestTimestampSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t requestTimestampEncodingOffset() SBE_NOEXCEPT
+    {
+        return 56;
+    }
+
+    static SBE_CONSTEXPR std::uint64_t requestTimestampNullValue() SBE_NOEXCEPT
+    {
+        return SBE_NULLVALUE_UINT64;
+    }
+
+    static SBE_CONSTEXPR std::uint64_t requestTimestampMinValue() SBE_NOEXCEPT
+    {
+        return 0x0L;
+    }
+
+    static SBE_CONSTEXPR std::uint64_t requestTimestampMaxValue() SBE_NOEXCEPT
+    {
+        return 0xfffffffffffffffeL;
+    }
+
+    static SBE_CONSTEXPR std::size_t requestTimestampEncodingLength() SBE_NOEXCEPT
+    {
+        return 8;
+    }
+
+    SBE_NODISCARD std::uint64_t requestTimestamp() const SBE_NOEXCEPT
+    {
+        std::uint64_t val;
+        std::memcpy(&val, m_buffer + m_offset + 56, sizeof(std::uint64_t));
+        return SBE_LITTLE_ENDIAN_ENCODE_64(val);
+    }
+
+    EstablishmentReject505 &requestTimestamp(const std::uint64_t value) SBE_NOEXCEPT
+    {
+        std::uint64_t val = SBE_LITTLE_ENDIAN_ENCODE_64(value);
+        std::memcpy(m_buffer + m_offset + 56, &val, sizeof(std::uint64_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char * NextSeqNoMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "required";
+        }
+
+        return "";
+    }
+
+    static SBE_CONSTEXPR std::uint16_t nextSeqNoId() SBE_NOEXCEPT
+    {
+        return 39013;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t nextSeqNoSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool nextSeqNoInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= nextSeqNoSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t nextSeqNoEncodingOffset() SBE_NOEXCEPT
+    {
+        return 64;
+    }
+
+    static SBE_CONSTEXPR std::uint32_t nextSeqNoNullValue() SBE_NOEXCEPT
+    {
+        return SBE_NULLVALUE_UINT32;
+    }
+
+    static SBE_CONSTEXPR std::uint32_t nextSeqNoMinValue() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    static SBE_CONSTEXPR std::uint32_t nextSeqNoMaxValue() SBE_NOEXCEPT
+    {
+        return 4294967294;
+    }
+
+    static SBE_CONSTEXPR std::size_t nextSeqNoEncodingLength() SBE_NOEXCEPT
+    {
+        return 4;
+    }
+
+    SBE_NODISCARD std::uint32_t nextSeqNo() const SBE_NOEXCEPT
+    {
+        std::uint32_t val;
+        std::memcpy(&val, m_buffer + m_offset + 64, sizeof(std::uint32_t));
+        return SBE_LITTLE_ENDIAN_ENCODE_32(val);
+    }
+
+    EstablishmentReject505 &nextSeqNo(const std::uint32_t value) SBE_NOEXCEPT
+    {
+        std::uint32_t val = SBE_LITTLE_ENDIAN_ENCODE_32(value);
+        std::memcpy(m_buffer + m_offset + 64, &val, sizeof(std::uint32_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char * ErrorCodesMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "required";
+        }
+
+        return "";
+    }
+
+    static SBE_CONSTEXPR std::uint16_t errorCodesId() SBE_NOEXCEPT
+    {
+        return 39012;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t errorCodesSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool errorCodesInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= errorCodesSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t errorCodesEncodingOffset() SBE_NOEXCEPT
+    {
+        return 68;
+    }
+
+    static SBE_CONSTEXPR std::uint16_t errorCodesNullValue() SBE_NOEXCEPT
+    {
+        return SBE_NULLVALUE_UINT16;
+    }
+
+    static SBE_CONSTEXPR std::uint16_t errorCodesMinValue() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)0;
+    }
+
+    static SBE_CONSTEXPR std::uint16_t errorCodesMaxValue() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)65534;
+    }
+
+    static SBE_CONSTEXPR std::size_t errorCodesEncodingLength() SBE_NOEXCEPT
+    {
+        return 2;
+    }
+
+    SBE_NODISCARD std::uint16_t errorCodes() const SBE_NOEXCEPT
+    {
+        std::uint16_t val;
+        std::memcpy(&val, m_buffer + m_offset + 68, sizeof(std::uint16_t));
+        return SBE_LITTLE_ENDIAN_ENCODE_16(val);
+    }
+
+    EstablishmentReject505 &errorCodes(const std::uint16_t value) SBE_NOEXCEPT
+    {
+        std::uint16_t val = SBE_LITTLE_ENDIAN_ENCODE_16(value);
+        std::memcpy(m_buffer + m_offset + 68, &val, sizeof(std::uint16_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char * FaultToleranceIndicatorMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "required";
+        }
+
+        return "";
+    }
+
+    static SBE_CONSTEXPR std::uint16_t faultToleranceIndicatorId() SBE_NOEXCEPT
+    {
+        return 39010;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t faultToleranceIndicatorSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool faultToleranceIndicatorInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= faultToleranceIndicatorSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t faultToleranceIndicatorEncodingOffset() SBE_NOEXCEPT
+    {
+        return 70;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t faultToleranceIndicatorEncodingLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD FTI::Value faultToleranceIndicator() const SBE_NOEXCEPT
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 70, sizeof(std::uint8_t));
+        return FTI::get((val));
+    }
+
+    EstablishmentReject505 &faultToleranceIndicator(const FTI::Value value) SBE_NOEXCEPT
+    {
+        std::uint8_t val = (value);
+        std::memcpy(m_buffer + m_offset + 70, &val, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    SBE_NODISCARD static const char * SplitMsgMetaAttribute(const MetaAttribute metaAttribute) SBE_NOEXCEPT
+    {
+        switch (metaAttribute)
+        {
+            case MetaAttribute::EPOCH: return "";
+            case MetaAttribute::TIME_UNIT: return "";
+            case MetaAttribute::SEMANTIC_TYPE: return "int";
+            case MetaAttribute::PRESENCE: return "required";
+        }
+
+        return "";
+    }
+
+    static SBE_CONSTEXPR std::uint16_t splitMsgId() SBE_NOEXCEPT
+    {
+        return 9553;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t splitMsgSinceVersion() SBE_NOEXCEPT
+    {
+        return 0;
+    }
+
+    SBE_NODISCARD bool splitMsgInActingVersion() SBE_NOEXCEPT
+    {
+#if defined(__clang__)
+#pragma clang diagnostic push
+#pragma clang diagnostic ignored "-Wtautological-compare"
+#endif
+        return m_actingVersion >= splitMsgSinceVersion();
+#if defined(__clang__)
+#pragma clang diagnostic pop
+#endif
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t splitMsgEncodingOffset() SBE_NOEXCEPT
+    {
+        return 71;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::size_t splitMsgEncodingLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD SplitMsg::Value splitMsg() const SBE_NOEXCEPT
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset + 71, sizeof(std::uint8_t));
+        return SplitMsg::get((val));
+    }
+
+    EstablishmentReject505 &splitMsg(const SplitMsg::Value value) SBE_NOEXCEPT
+    {
+        std::uint8_t val = (value);
+        std::memcpy(m_buffer + m_offset + 71, &val, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& builder, EstablishmentReject505 _writer)
+    {
+        EstablishmentReject505 writer(_writer.m_buffer, _writer.m_offset,
+            _writer.m_bufferLength, _writer.sbeBlockLength(), _writer.m_actingVersion);
+        builder << '{';
+        builder << R"("Name": "EstablishmentReject505", )";
+        builder << R"("sbeTemplateId": )";
+        builder << writer.sbeTemplateId();
+        builder << ", ";
+
+        builder << R"("Reason": )";
+        builder << '"' <<
+            writer.getReasonAsJsonEscapedString().c_str() << '"';
+
+        builder << ", ";
+        builder << R"("UUID": )";
+        builder << +writer.uUID();
+
+        builder << ", ";
+        builder << R"("RequestTimestamp": )";
+        builder << +writer.requestTimestamp();
+
+        builder << ", ";
+        builder << R"("NextSeqNo": )";
+        builder << +writer.nextSeqNo();
+
+        builder << ", ";
+        builder << R"("ErrorCodes": )";
+        builder << +writer.errorCodes();
+
+        builder << ", ";
+        builder << R"("FaultToleranceIndicator": )";
+        builder << '"' << writer.faultToleranceIndicator() << '"';
+
+        builder << ", ";
+        builder << R"("SplitMsg": )";
+        builder << '"' << writer.splitMsg() << '"';
+
+        builder << '}';
+
+        return builder;
+    }
+};
+}
+#endif
@@ -0,0 +1,138 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_EXECACKSTATUS_H_
+#define _ILINKBINARY_EXECACKSTATUS_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ExecAckStatus
+{
+public:
+    enum Value
+    {
+        Accepted = (std::uint8_t)1,
+        Rejected = (std::uint8_t)2,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static ExecAckStatus::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 1: return Accepted;
+            case 2: return Rejected;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum ExecAckStatus [E103]");
+    }
+
+    static const char* c_str(const ExecAckStatus::Value value)
+    {
+        switch (value)
+        {
+            case Accepted: return "Accepted";
+            case Rejected: return "Rejected";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum ExecAckStatus [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, ExecAckStatus::Value m)
+    {
+        return os << ExecAckStatus::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -0,0 +1,515 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_EXECINST_H_
+#define _ILINKBINARY_EXECINST_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ExecInst
+{
+private:
+    char *m_buffer = nullptr;
+    std::uint64_t m_bufferLength = 0;
+    std::uint64_t m_offset = 0;
+    std::uint64_t m_actingVersion = 0;
+
+public:
+    enum MetaAttribute
+    {
+        EPOCH, TIME_UNIT, SEMANTIC_TYPE, PRESENCE
+    };
+
+    union sbe_float_as_uint_u
+    {
+        float fp_value;
+        std::uint32_t uint_value;
+    };
+
+    union sbe_double_as_uint_u
+    {
+        double fp_value;
+        std::uint64_t uint_value;
+    };
+
+    ExecInst() = default;
+
+    ExecInst(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        m_buffer(buffer),
+        m_bufferLength(bufferLength),
+        m_offset(offset),
+        m_actingVersion(actingVersion)
+    {
+        if (SBE_BOUNDS_CHECK_EXPECT(((m_offset + 1) > m_bufferLength), false))
+        {
+            throw std::runtime_error("buffer too short for flyweight [E107]");
+        }
+    }
+
+    ExecInst(
+        char *buffer,
+        const std::uint64_t bufferLength,
+        const std::uint64_t actingVersion) :
+        ExecInst(buffer, 0, bufferLength, actingVersion)
+    {
+    }
+
+    ExecInst(
+        char *buffer,
+        const std::uint64_t bufferLength) :
+        ExecInst(buffer, 0, bufferLength, sbeSchemaVersion())
+    {
+    }
+
+    ExecInst &wrap(
+        char *buffer,
+        const std::uint64_t offset,
+        const std::uint64_t actingVersion,
+        const std::uint64_t bufferLength)
+    {
+        return *this = ExecInst(buffer, offset, bufferLength, actingVersion);
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint64_t encodedLength() SBE_NOEXCEPT
+    {
+        return 1;
+    }
+
+    SBE_NODISCARD std::uint64_t offset() const SBE_NOEXCEPT
+    {
+        return m_offset;
+    }
+
+    SBE_NODISCARD const char * buffer() const SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD char * buffer() SBE_NOEXCEPT
+    {
+        return m_buffer;
+    }
+
+    SBE_NODISCARD std::uint64_t bufferLength() const SBE_NOEXCEPT
+    {
+        return m_bufferLength;
+    }
+
+    SBE_NODISCARD std::uint64_t actingVersion() const SBE_NOEXCEPT
+    {
+        return m_actingVersion;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaId() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)8;
+    }
+
+    SBE_NODISCARD static SBE_CONSTEXPR std::uint16_t sbeSchemaVersion() SBE_NOEXCEPT
+    {
+        return (std::uint16_t)2;
+    }
+
+    ExecInst &clear()
+    {
+        std::uint8_t zero = 0;
+        std::memcpy(m_buffer + m_offset, &zero, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    SBE_NODISCARD bool isEmpty() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return 0 == val;
+    }
+
+    SBE_NODISCARD std::uint8_t rawValue() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return val;
+    }
+
+    ExecInst &rawValue(std::uint8_t value)
+    {
+        std::memcpy(m_buffer + m_offset, &value, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool aON(const std::uint8_t bits)
+    {
+        return (bits & (1u << 0u)) != 0;
+    }
+
+    static std::uint8_t aON(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 0u)) : static_cast<std::uint8_t>(bits & ~(1u << 0u));
+    }
+
+    SBE_NODISCARD bool aON() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 0u)) != 0;
+    }
+
+    ExecInst &aON(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 0u)) : static_cast<std::uint8_t>((bits) & ~(1u << 0u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool oB(const std::uint8_t bits)
+    {
+        return (bits & (1u << 1u)) != 0;
+    }
+
+    static std::uint8_t oB(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 1u)) : static_cast<std::uint8_t>(bits & ~(1u << 1u));
+    }
+
+    SBE_NODISCARD bool oB() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 1u)) != 0;
+    }
+
+    ExecInst &oB(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 1u)) : static_cast<std::uint8_t>((bits) & ~(1u << 1u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool nH(const std::uint8_t bits)
+    {
+        return (bits & (1u << 2u)) != 0;
+    }
+
+    static std::uint8_t nH(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 2u)) : static_cast<std::uint8_t>(bits & ~(1u << 2u));
+    }
+
+    SBE_NODISCARD bool nH() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 2u)) != 0;
+    }
+
+    ExecInst &nH(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 2u)) : static_cast<std::uint8_t>((bits) & ~(1u << 2u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool reserved1(const std::uint8_t bits)
+    {
+        return (bits & (1u << 3u)) != 0;
+    }
+
+    static std::uint8_t reserved1(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 3u)) : static_cast<std::uint8_t>(bits & ~(1u << 3u));
+    }
+
+    SBE_NODISCARD bool reserved1() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 3u)) != 0;
+    }
+
+    ExecInst &reserved1(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 3u)) : static_cast<std::uint8_t>((bits) & ~(1u << 3u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool reserved2(const std::uint8_t bits)
+    {
+        return (bits & (1u << 4u)) != 0;
+    }
+
+    static std::uint8_t reserved2(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 4u)) : static_cast<std::uint8_t>(bits & ~(1u << 4u));
+    }
+
+    SBE_NODISCARD bool reserved2() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 4u)) != 0;
+    }
+
+    ExecInst &reserved2(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 4u)) : static_cast<std::uint8_t>((bits) & ~(1u << 4u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool reserved3(const std::uint8_t bits)
+    {
+        return (bits & (1u << 5u)) != 0;
+    }
+
+    static std::uint8_t reserved3(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 5u)) : static_cast<std::uint8_t>(bits & ~(1u << 5u));
+    }
+
+    SBE_NODISCARD bool reserved3() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 5u)) != 0;
+    }
+
+    ExecInst &reserved3(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 5u)) : static_cast<std::uint8_t>((bits) & ~(1u << 5u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool reserved4(const std::uint8_t bits)
+    {
+        return (bits & (1u << 6u)) != 0;
+    }
+
+    static std::uint8_t reserved4(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 6u)) : static_cast<std::uint8_t>(bits & ~(1u << 6u));
+    }
+
+    SBE_NODISCARD bool reserved4() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 6u)) != 0;
+    }
+
+    ExecInst &reserved4(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 6u)) : static_cast<std::uint8_t>((bits) & ~(1u << 6u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    static bool reserved5(const std::uint8_t bits)
+    {
+        return (bits & (1u << 7u)) != 0;
+    }
+
+    static std::uint8_t reserved5(const std::uint8_t bits, const bool value)
+    {
+        return value ? static_cast<std::uint8_t>(bits | (1u << 7u)) : static_cast<std::uint8_t>(bits & ~(1u << 7u));
+    }
+
+    SBE_NODISCARD bool reserved5() const
+    {
+        std::uint8_t val;
+        std::memcpy(&val, m_buffer + m_offset, sizeof(std::uint8_t));
+        return ((val) & (1u << 7u)) != 0;
+    }
+
+    ExecInst &reserved5(const bool value)
+    {
+        std::uint8_t bits;
+        std::memcpy(&bits, m_buffer + m_offset, sizeof(std::uint8_t));
+        bits = (value ? static_cast<std::uint8_t>((bits) | (1u << 7u)) : static_cast<std::uint8_t>((bits) & ~(1u << 7u)));
+        std::memcpy(m_buffer + m_offset, &bits, sizeof(std::uint8_t));
+        return *this;
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& builder, ExecInst writer)
+    {
+        builder << '[';
+        bool atLeastOne = false;
+        if (writer.aON())
+        {
+            builder << R"("aON")";
+            atLeastOne = true;
+        }
+        if (writer.oB())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("oB")";
+            atLeastOne = true;
+        }
+        if (writer.nH())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("nH")";
+            atLeastOne = true;
+        }
+        if (writer.reserved1())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("reserved1")";
+            atLeastOne = true;
+        }
+        if (writer.reserved2())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("reserved2")";
+            atLeastOne = true;
+        }
+        if (writer.reserved3())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("reserved3")";
+            atLeastOne = true;
+        }
+        if (writer.reserved4())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("reserved4")";
+            atLeastOne = true;
+        }
+        if (writer.reserved5())
+        {
+            if (atLeastOne)
+            {
+                builder << ",";
+            }
+            builder << R"("reserved5")";
+        }
+        builder << ']';
+        return builder;
+    }
+};
+}
+#endif
@@ -0,0 +1,138 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_EXECMODE_H_
+#define _ILINKBINARY_EXECMODE_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ExecMode
+{
+public:
+    enum Value
+    {
+        Aggressive = (char)65,
+        Passive = (char)80,
+        NULL_VALUE = (char)0
+    };
+
+    static ExecMode::Value get(const char value)
+    {
+        switch (value)
+        {
+            case 65: return Aggressive;
+            case 80: return Passive;
+            case 0: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum ExecMode [E103]");
+    }
+
+    static const char* c_str(const ExecMode::Value value)
+    {
+        switch (value)
+        {
+            case Aggressive: return "Aggressive";
+            case Passive: return "Passive";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum ExecMode [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, ExecMode::Value m)
+    {
+        return os << ExecMode::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -0,0 +1,159 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_EXECREASON_H_
+#define _ILINKBINARY_EXECREASON_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ExecReason
+{
+public:
+    enum Value
+    {
+        MarketExchangeOption = (std::uint8_t)8,
+        CancelledNotBest = (std::uint8_t)9,
+        CancelOnDisconnect = (std::uint8_t)100,
+        SelfMatchPreventionOldestOrderCancelled = (std::uint8_t)103,
+        CancelOnGlobexCreditControlsViolation = (std::uint8_t)104,
+        CancelFromFirmsoft = (std::uint8_t)105,
+        CancelFromRiskManagementAPI = (std::uint8_t)106,
+        SelfMatchPreventionNewestOrderCancelled = (std::uint8_t)107,
+        Cancelduetovolquotedoptionorderrestedqtylessthanminordersize = (std::uint8_t)108,
+        NULL_VALUE = (std::uint8_t)255
+    };
+
+    static ExecReason::Value get(const std::uint8_t value)
+    {
+        switch (value)
+        {
+            case 8: return MarketExchangeOption;
+            case 9: return CancelledNotBest;
+            case 100: return CancelOnDisconnect;
+            case 103: return SelfMatchPreventionOldestOrderCancelled;
+            case 104: return CancelOnGlobexCreditControlsViolation;
+            case 105: return CancelFromFirmsoft;
+            case 106: return CancelFromRiskManagementAPI;
+            case 107: return SelfMatchPreventionNewestOrderCancelled;
+            case 108: return Cancelduetovolquotedoptionorderrestedqtylessthanminordersize;
+            case 255: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum ExecReason [E103]");
+    }
+
+    static const char* c_str(const ExecReason::Value value)
+    {
+        switch (value)
+        {
+            case MarketExchangeOption: return "MarketExchangeOption";
+            case CancelledNotBest: return "CancelledNotBest";
+            case CancelOnDisconnect: return "CancelOnDisconnect";
+            case SelfMatchPreventionOldestOrderCancelled: return "SelfMatchPreventionOldestOrderCancelled";
+            case CancelOnGlobexCreditControlsViolation: return "CancelOnGlobexCreditControlsViolation";
+            case CancelFromFirmsoft: return "CancelFromFirmsoft";
+            case CancelFromRiskManagementAPI: return "CancelFromRiskManagementAPI";
+            case SelfMatchPreventionNewestOrderCancelled: return "SelfMatchPreventionNewestOrderCancelled";
+            case Cancelduetovolquotedoptionorderrestedqtylessthanminordersize: return "Cancelduetovolquotedoptionorderrestedqtylessthanminordersize";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum ExecReason [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, ExecReason::Value m)
+    {
+        return os << ExecReason::c_str(m);
+    }
+};
+
+}
+
+#endif
@@ -0,0 +1,138 @@
+/* Generated SBE (Simple Binary Encoding) message codec */
+#ifndef _ILINKBINARY_EXECTYPTRDCXL_H_
+#define _ILINKBINARY_EXECTYPTRDCXL_H_
+
+#if defined(SBE_HAVE_CMATH)
+/* cmath needed for std::numeric_limits<double>::quiet_NaN() */
+#  include <cmath>
+#  define SBE_FLOAT_NAN std::numeric_limits<float>::quiet_NaN()
+#  define SBE_DOUBLE_NAN std::numeric_limits<double>::quiet_NaN()
+#else
+/* math.h needed for NAN */
+#  include <math.h>
+#  define SBE_FLOAT_NAN NAN
+#  define SBE_DOUBLE_NAN NAN
+#endif
+
+#if __cplusplus >= 201103L
+#  include <cstdint>
+#  include <string>
+#  include <cstring>
+#endif
+
+#if __cplusplus >= 201103L
+#  define SBE_CONSTEXPR constexpr
+#  define SBE_NOEXCEPT noexcept
+#else
+#  define SBE_CONSTEXPR
+#  define SBE_NOEXCEPT
+#endif
+
+#if __cplusplus >= 201703L
+#  define SBE_NODISCARD [[nodiscard]]
+#else
+#  define SBE_NODISCARD
+#endif
+
+#if !defined(__STDC_LIMIT_MACROS)
+#  define __STDC_LIMIT_MACROS 1
+#endif
+#include <cstdint>
+#include <cstring>
+#include <limits>
+#include <stdexcept>
+
+#include <ostream>
+#include <sstream>
+#include <iomanip>
+
+#if defined(WIN32) || defined(_WIN32)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) _byteswap_ushort(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) _byteswap_ulong(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) _byteswap_uint64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_LITTLE_ENDIAN__
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) (v)
+#elif __BYTE_ORDER__ == __ORDER_BIG_ENDIAN__
+#  define SBE_LITTLE_ENDIAN_ENCODE_16(v) __builtin_bswap16(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_32(v) __builtin_bswap32(v)
+#  define SBE_LITTLE_ENDIAN_ENCODE_64(v) __builtin_bswap64(v)
+#  define SBE_BIG_ENDIAN_ENCODE_16(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_32(v) (v)
+#  define SBE_BIG_ENDIAN_ENCODE_64(v) (v)
+#else
+#  error "Byte Ordering of platform not determined. Set __BYTE_ORDER__ manually before including this file."
+#endif
+
+#if defined(SBE_NO_BOUNDS_CHECK)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (false)
+#elif defined(_MSC_VER)
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (exp)
+#else
+#  define SBE_BOUNDS_CHECK_EXPECT(exp,c) (__builtin_expect(exp,c))
+#endif
+
+#define SBE_NULLVALUE_INT8 (std::numeric_limits<std::int8_t>::min)()
+#define SBE_NULLVALUE_INT16 (std::numeric_limits<std::int16_t>::min)()
+#define SBE_NULLVALUE_INT32 (std::numeric_limits<std::int32_t>::min)()
+#define SBE_NULLVALUE_INT64 (std::numeric_limits<std::int64_t>::min)()
+#define SBE_NULLVALUE_UINT8 (std::numeric_limits<std::uint8_t>::max)()
+#define SBE_NULLVALUE_UINT16 (std::numeric_limits<std::uint16_t>::max)()
+#define SBE_NULLVALUE_UINT32 (std::numeric_limits<std::uint32_t>::max)()
+#define SBE_NULLVALUE_UINT64 (std::numeric_limits<std::uint64_t>::max)()
+
+
+namespace iLinkBinary {
+
+class ExecTypTrdCxl
+{
+public:
+    enum Value
+    {
+        TradeCorrection = (char)71,
+        TradeCancel = (char)72,
+        NULL_VALUE = (char)0
+    };
+
+    static ExecTypTrdCxl::Value get(const char value)
+    {
+        switch (value)
+        {
+            case 71: return TradeCorrection;
+            case 72: return TradeCancel;
+            case 0: return NULL_VALUE;
+        }
+
+        throw std::runtime_error("unknown value for enum ExecTypTrdCxl [E103]");
+    }
+
+    static const char* c_str(const ExecTypTrdCxl::Value value)
+    {
+        switch (value)
+        {
+            case TradeCorrection: return "TradeCorrection";
+            case TradeCancel: return "TradeCancel";
+            case NULL_VALUE: return "NULL_VALUE";
+        }
+
+        throw std::runtime_error("unknown value for enum ExecTypTrdCxl [E103]:");
+    }
+
+    template<typename CharT, typename Traits>
+    friend std::basic_ostream<CharT, Traits>& operator<<(
+        std::basic_ostream<CharT, Traits>& os, ExecTypTrdCxl::Value m)
+    {
+        return os << ExecTypTrdCxl::c_str(m);
+    }
+};
+
+}
+
+#endif
Author	SHA1	Message	Date
Eric Harding	cbd9d3c61f	Add utility function to scan all unexpired securities	2020-01-17 13:33:24 -05:00
Pedro Pinto	48372f2189	Refactored Gateway/IVenue protocol to always generate orders	2020-01-08 16:02:58 -05:00
Pedro Pinto	c9b60333f5	Added single message overload to reactor.	2020-01-02 15:48:55 -05:00
Pedro Pinto	ccca656b88	Merged	2020-01-02 15:21:33 -05:00
Eric Harding	f5ae6559ee	Add default_venue_observer so I don't need a nullptr	2019-12-31 11:40:26 -05:00
Eric Harding	917c3ee909	Update SecureLogon for ilink3	2019-12-30 16:49:58 -05:00
Pedro Pinto	bf8369fca8	FIX Venue	2019-12-26 11:49:02 -05:00
Eric Harding	25866533ea	Generated ilink message code	2019-12-24 13:09:43 -05:00
Eric Harding	4306ac0737	Fix build	2019-12-24 12:56:36 -05:00
Pedro Pinto	874f655b55	Revised IVenue, IConnectionController to handle failover and checkpoints	2019-12-20 17:32:20 -05:00
Pedro Pinto	17c7a631f9	FIX.	2019-12-20 14:00:16 -05:00
Pedro Pinto	0a98fd7fed	FIX Venue.	2019-12-20 08:33:57 -05:00
Pedro Pinto	d82855aec2	Gateway.	2019-12-18 17:33:20 -05:00
Pedro Pinto	516c9c0d84	Started working on networking.	2019-12-11 10:39:27 -05:00
Pedro Pinto	1bfdeeded4	Gateway refactor.	2019-12-09 14:18:42 -05:00
Pedro Pinto	929c19f4b2	Gateway work.	2019-12-05 09:57:42 -05:00
Pedro Pinto	70e58edacb	More gateway work.	2019-12-04 18:11:25 -05:00
Pedro Pinto	26702a1a7e	Changed compile time calculation of tag str/tag crc to use contexpr This is much simpler than the template mess it replaces.	2019-11-24 21:39:17 -05:00
Pedro Pinto	71db591365	Working on gateway.	2019-11-23 14:07:30 -05:00
Pedro Pinto	a8d013d054	Changed bts_assert to bts_assert_d in performance sensitive code.	2019-11-23 14:05:57 -05:00
Pedro Pinto	3179f2647f	Changed OM<->GW protocol	2019-11-21 11:14:12 -05:00
Pedro Pinto	91020c2ccc	Wiring complete	2019-11-15 09:03:51 -05:00
Pedro Pinto	404104e12b	Cleaner syntax, more wiring complete.	2019-11-14 14:40:07 -05:00
Pedro Pinto	a4145e6bd5	Interconnect done.	2019-11-13 14:47:38 -05:00
Pedro Pinto	425cd6e6a0	New approach to signals/slots	2019-11-13 08:40:21 -05:00
Pedro Pinto	c21735ad92	Work on orchestration.	2019-11-08 12:48:17 -05:00
Pedro Pinto	2f4708eaf5	Added some benchmarks, fixed build.	2019-11-08 12:19:52 -05:00
Pedro Pinto	062e28bf5d	Removed logging in hot path.	2019-10-11 11:26:38 -04:00
Pedro Pinto	a2754bc2f5	Removed logging from polling loop.	2019-10-11 11:26:26 -04:00
Pedro Pinto	6638a89abe	Dropped call to config from the hot path.	2019-10-11 11:21:06 -04:00
Pedro Pinto	a11979f1a2	Cosmetic fix in jetfix.proto	2019-10-11 11:20:08 -04:00
Pedro Pinto	7a04547b8d	Removed obsolete code.	2019-10-01 15:17:26 -04:00
Pedro Pinto	d4ebfcb5a2	Clang format.	2019-10-01 14:47:00 -04:00
Pedro Pinto	4ac3b77030	Removed unused code.	2019-09-27 17:11:49 -04:00
Pedro Pinto	5e9bd1729b	Ran clang format.	2019-09-27 15:25:21 -04:00
Pedro Pinto	14f6e7646a	Ran clang format.	2019-09-27 14:46:19 -04:00
Pedro Pinto	e8281dc5a0	Fixed perflog build reporting type (it was always reporting release)	2019-09-26 13:30:31 -04:00
Pedro Pinto	d3efd1215f	Merge branch 'ice_exec3' into SP-231-improve-order-manager-performance	2019-09-26 10:09:06 -04:00
Pedro Pinto	a5ac746a9d	Added another benchmark	2019-09-24 16:04:39 -04:00
Pedro Pinto	578d8678d0	Updated subrepo ptrs	2019-09-24 09:02:08 -04:00
Pedro Pinto	7e7b96be22	Merge branch 'master' into SP-231-improve-order-manager-performance	2019-09-24 09:01:37 -04:00
Pedro Pinto	26dd802e6a	Merge branch 'ice_exec3' into SP-231-improve-order-manager-performance	2019-09-24 09:01:14 -04:00
Pedro Pinto	129a0fe3ca	Merged faster_orderman	2019-09-24 09:01:05 -04:00
Pedro Pinto	2c95cb6905	Fixed doc typo	2019-09-24 08:43:32 -04:00
Pedro Pinto	61f0851c3f	Merged ice_exec3	2019-09-23 08:40:55 -04:00
Pedro Pinto	5e6dea91f3	Tech doc	2019-09-23 08:39:24 -04:00
Pedro Pinto	0c91672317	Better docs for orderman	2019-09-19 14:54:29 -04:00
Pedro Pinto	e62fe88f1a	Deleted unused file.	2019-09-12 15:23:51 -04:00
Pedro Pinto	14993973ff	Minor refactoring.	2019-09-12 15:17:21 -04:00
Pedro Pinto	7e84e688b7	Improved OrderManager documentation.	2019-09-12 14:26:53 -04:00
Eric Harding	98dd396687	SP-214 add doc comment for on_status	2019-09-12 14:26:32 -04:00
Eric Harding	eea3bc1d8b	SP-214 simplify trading status for synthetic logic	2019-09-12 14:26:32 -04:00
Eric Harding	9e2f72b26e	SP-214 attempt to simplify calling securityTradingStatus	2019-09-12 14:26:32 -04:00
Eric Harding	1137b0daf8	SP-214 Missed initialization of EventStream	2019-09-12 14:26:32 -04:00
Eric Harding	d60720208d	SP-214 Wire StatusEvent to IAlgoOrder/IAlgoServices	2019-09-12 14:26:32 -04:00
Eric Harding	780633e639	SP-214 add status to MDSource.h	2019-09-12 14:26:32 -04:00
Eric Harding	7168a4b54c	SP-214 Expose trading_status on MDConsumer.	2019-09-12 14:26:32 -04:00
Eric Harding	b5e85ac873	SP-214 map cme status to co2 status	2019-09-12 14:26:32 -04:00
Eric Harding	a5a5d56228	Write exchange_status MDP3	2019-09-12 14:26:32 -04:00