Updated release notes.

SPARK-1538: Spark Admin - Cloning

Approved-by: Eric Harding <eric.harding@bluetradesys.com>

.gitignore

@@ -25,3 +25,4 @@ src/server/sparkd/orderman/perf_analysis/data
 src/server/sparkd/orderman/perf_analysis/logs/
 src/server/sparkd/orderman/perf_analysis/trace_data/
 src/lib/orderman/perf_analysis/logs/latency_data/
+trace_data/

CMakeLists.txt

@@ -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 "${CMAKE_CXX_FLAGS_DEBUG} -DNDEBUG -O3")
+  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
   add_subdirectory(src/server/sparkd)
   add_subdirectory(src/lib)
   add_subdirectory(src/web)
@@ -54,8 +54,6 @@ else ()
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
-    COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
-    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/sdk/examples/order_plugin_example.so ${CMAKE_BINARY_DIR}/server/plugins/
     COMMENT "Creating server runtime layout"
     DEPENDS sparkd data_files_dir)  
 

doc/dev/dev_process.html

@@ -0,0 +1,301 @@
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+<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN"
+"http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
+<html xmlns="http://www.w3.org/1999/xhtml" lang="en" xml:lang="en">
+<head>
+<!-- 2018-10-08 Mon 18:50 -->
+<meta http-equiv="Content-Type" content="text/html;charset=utf-8" />
+<meta name="viewport" content="width=device-width, initial-scale=1" />
+<title>&lrm;</title>
+<meta name="generator" content="Org mode" />
+<meta name="author" content="ppinto" />
+<style type="text/css">
+ <!--/*--><![CDATA[/*><!--*/
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+  .org-center { margin-left: auto; margin-right: auto; text-align: center; }
+  .underline { text-decoration: underline; }
+  #postamble p, #preamble p { font-size: 90%; margin: .2em; }
+  p.verse { margin-left: 3%; }
+  pre {
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+   { text-align: right; font-size: 70%; white-space: nowrap; }
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+</style>
+<script type="text/javascript">
+/*
+@licstart  The following is the entire license notice for the
+JavaScript code in this tag.
+
+Copyright (C) 2012-2018 Free Software Foundation, Inc.
+
+The JavaScript code in this tag is free software: you can
+redistribute it and/or modify it under the terms of the GNU
+General Public License (GNU GPL) as published by the Free Software
+Foundation, either version 3 of the License, or (at your option)
+any later version.  The code is distributed WITHOUT ANY WARRANTY;
+without even the implied warranty of MERCHANTABILITY or FITNESS
+FOR A PARTICULAR PURPOSE.  See the GNU GPL for more details.
+
+As additional permission under GNU GPL version 3 section 7, you
+may distribute non-source (e.g., minimized or compacted) forms of
+that code without the copy of the GNU GPL normally required by
+section 4, provided you include this license notice and a URL
+through which recipients can access the Corresponding Source.
+
+
+@licend  The above is the entire license notice
+for the JavaScript code in this tag.
+*/
+<!--/*--><![CDATA[/*><!--*/
+ function CodeHighlightOn(elem, id)
+ {
+   var target = document.getElementById(id);
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+     target.className = elem.cacheClassTarget;
+ }
+/*]]>*///-->
+</script>
+</head>
+<body>
+<div id="content">
+<p>
+We are going to experiment with our development process, getting away
+from cycles and towards more continuous development. The main idea is
+to get rid of the prod and QA branches and instead deploy directly
+from master, which we keep deployment ready at all times. Development
+occurs on private branches, each branch mapped to a separately
+deploy-able project. Each of projects will be managed more or less
+independently and will include specification, development and
+validation stages. At any particular time we might have anywhere from
+1 to 6 projects in flight each of which continuously pulls from master,
+but does not push back to master until the code is ready to be
+deployed to production. The point at which a project is ready to be
+deployed then takes roughly the place of the QA phase of our old cycle
+mode. At this time, we will do a PR, and go through a series of
+validation steps, to make sure the work meets our standards. This
+validation includes:
+</p>
+
+<ul class="org-ul">
+<li>Code Reviews</li>
+<li>Acceptance Testing (including UI and business tests)</li>
+<li>Automated System testing (to be developed)</li>
+<li>A mini-qa, focused on the feature, by someone not directly involved
+in its implementation</li>
+<li>If possible, deployment to a beta customer.</li>
+</ul>
+
+<p>
+Once these QA gates are passed, we will update the release notes, tag
+a new version, integrate to master and then ideally immediately deploy
+to a customer.
+</p>
+
+<p>
+The main goal with this change is to reduce the latency from feature
+specification to production roll out. We also hope to improve
+throughput by making more efficient use of QA time and reducing idle
+cycles. We expect people to participate in more than one project
+depending on their area of expertise and work load. This does not mean
+people will work on two things at the same time, rather that people
+come into and leave projects as they free up and not when the project
+starts or ends.
+</p>
+
+<p>
+This new scheme will come into full effect when we finish 1.3
+although to some degree 1.3 was already setup like this. At the
+moment, we have 3 major projects, vap/settlments/implied, grid
+settings and speed work, which are in branches of prod. We will merge
+these back to prod and then master this week. We have 3 other projects
+that are in master, the excel API, the server side SDK and the MIC
+administration and enforcement components. These we hope to stabilize
+as soon as possible so that we can merge them to prod and deploy them
+along with the rest. Once we have all this, prod and master should be
+identical and we will delete prod and operate exclusively out of
+master. Please avoid committing anything new to master so we can
+complete this transition as soon as possible.
+</p>
+
+<p>
+Let me know if you have any question
+</p>
+</div>
+<div id="postamble" class="status">
+<p class="author">Author: ppinto</p>
+<p class="date">Created: 2018-10-08 Mon 18:50</p>
+<p class="validation"><a href="http://validator.w3.org/check?uri=referer">Validate</a></p>
+</div>
+</body>
+</html>

doc/dev/dev_process.org

@@ -0,0 +1,55 @@
+We are going to experiment with our development process, getting away
+from cycles and towards more continuous development. The main idea is
+to get rid of the prod and QA branches and instead deploy directly
+from master, which we keep deployment ready at all times. Development
+occurs on private branches, each branch mapped to a separately
+deploy-able project. Each of projects will be managed more or less
+independently and will include specification, development and
+validation stages. At any particular time we might have anywhere from
+1 to 6 projects in flight each of which continuously pulls from master,
+but does not push back to master until the code is ready to be
+deployed to production. The point at which a project is ready to be
+deployed then takes roughly the place of the QA phase of our old cycle
+mode. At this time, we will do a PR, and go through a series of
+validation steps, to make sure the work meets our standards. This
+validation includes:
+
+- Code Reviews
+- Acceptance Testing (including UI and business tests)
+- Automated System testing (to be developed)
+- A mini-qa, focused on the feature, by someone not directly involved
+  in its implementation
+- If possible, deployment to a beta customer.
+
+Once these QA gates are passed, we will update the release notes, tag
+a new version, integrate to master and then ideally immediately deploy
+to a customer.
+
+The main goal with this change is to reduce the latency from feature
+specification to production roll out. We also hope to improve
+throughput by making more efficient use of QA time and reducing idle
+cycles. We expect people to participate in more than one project
+depending on their area of expertise and work load. This does not mean
+people will work on two things at the same time, rather that people
+come into and leave projects as they free up and not when the project
+starts or ends.
+
+This new scheme will come into full effect when we finish 1.3
+although to some degree 1.3 was already setup like this. At the
+moment, we have 3 major projects, vap/settlments/implied, grid
+settings and speed work, which are in branches of prod. We will merge
+these back to prod and then master this week. We have 3 other projects
+that are in master, the excel API, the server side SDK and the MIC
+administration and enforcement components. These we hope to stabilize
+as soon as possible so that we can merge them to prod and deploy them
+along with the rest. Once we have all this, prod and master should be
+identical and we will delete prod and operate exclusively out of
+master. Please avoid committing anything new to master so we can
+complete this transition as soon as possible.
+
+Let me know if you have any question
+
+
+
+
+

release_notes.txt

@@ -1,3 +1,8 @@
+1.3.0
+- Significantly improved order execution latency
+- Added latency monitoring tools
+- Provided core binding controls to system admins so as to reduce latency jitter
+
 1.1.22
 - Orderbook: Orders in Error status can now be recreated
 - Orderbook: Orders containing child orders will now be collapsed by default.

spark_client.sln

@@ -4,7 +4,7 @@ VisualStudioVersion = 15.0.27130.2024
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
@@ -12,11 +12,11 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\spar
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{9AD1A867-93A9-301D-BF77-0113E18E9E39}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
 	ProjectSection(ProjectDependencies) = postProject
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C} = {69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3} = {8530E0E8-3768-37EC-B1E1-8248C5A92FE3}
 	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
@@ -57,22 +57,22 @@ Global
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|x64.ActiveCfg = Debug|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|x64.Build.0 = Debug|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Debug|x86.ActiveCfg = Debug|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|Any CPU.ActiveCfg = Release|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|x64.ActiveCfg = Release|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|x64.Build.0 = Release|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.Release|x86.ActiveCfg = Release|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-		{69D73CF1-9D7A-38CA-9817-0D0C3E3BCB3C}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Debug|x64.ActiveCfg = Debug|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Debug|x64.Build.0 = Debug|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Debug|x86.ActiveCfg = Debug|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Release|Any CPU.ActiveCfg = Release|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Release|x64.ActiveCfg = Release|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Release|x64.Build.0 = Release|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.Release|x86.ActiveCfg = Release|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{8530E0E8-3768-37EC-B1E1-8248C5A92FE3}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|Any CPU.ActiveCfg = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
@@ -93,30 +93,26 @@ Global
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.ActiveCfg = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.Build.0 = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x86.ActiveCfg = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x86.Build.0 = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.Build.0 = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x86.Build.0 = Debug|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|Any CPU.Build.0 = Release|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.ActiveCfg = Release|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.Build.0 = Release|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x86.ActiveCfg = Release|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x86.Build.0 = Release|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|Any CPU.ActiveCfg = Release|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|Any CPU.Build.0 = Release|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.ActiveCfg = Release|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.Build.0 = Release|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
-		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.ActiveCfg = Debug|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x64.Build.0 = Debug|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Debug|x86.ActiveCfg = Debug|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|Any CPU.Build.0 = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x64.Build.0 = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x86.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.MinSizeRel|x86.Build.0 = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|Any CPU.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x64.Build.0 = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.Release|x86.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x86.ActiveCfg = Release|x64
+		{387566C6-C6F6-412C-A30C-9855BBCB4816}.RelWithDebInfo|x86.Build.0 = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|Any CPU.ActiveCfg = Debug|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.ActiveCfg = Debug|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Debug|x64.Build.0 = Debug|x64
@@ -137,22 +133,22 @@ Global
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x64.ActiveCfg = Debug|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x64.Build.0 = Debug|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Debug|x86.ActiveCfg = Debug|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|Any CPU.ActiveCfg = Release|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x64.ActiveCfg = Release|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x64.Build.0 = Release|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.Release|x86.ActiveCfg = Release|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-		{33E7E6C5-04E3-36A8-A751-639BE5E72B9B}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Debug|Any CPU.ActiveCfg = Debug|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Debug|x64.ActiveCfg = Debug|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Debug|x64.Build.0 = Debug|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Debug|x86.ActiveCfg = Debug|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.MinSizeRel|x86.ActiveCfg = MinSizeRel|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Release|Any CPU.ActiveCfg = Release|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Release|x64.ActiveCfg = Release|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Release|x64.Build.0 = Release|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.Release|x86.ActiveCfg = Release|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|Any CPU.ActiveCfg = RelWithDebInfo|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{9AD1A867-93A9-301D-BF77-0113E18E9E39}.RelWithDebInfo|x86.ActiveCfg = RelWithDebInfo|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|Any CPU.ActiveCfg = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.ActiveCfg = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.Build.0 = Debug|x64

src/client/spark/Modules/Market/MarketView/MarketViewRow.cs

@@ -5,9 +5,11 @@ using mbts.collections;
 using mbts.spark.utilities;
 using mbts.ui;
 using mbts.ui.controls;
+using mbts.ui.settings;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using mbts.utils;
+using bts.utils;
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -16,6 +18,7 @@ using System.Linq;
 using System.Reactive.Linq;
 using System.Windows.Input;
 
+
 namespace mbts.spark {
    partial class MarketViewVM {
       public class Row : SecurityMDRow, IDisposable, IEquatable<Row>, DIYGrid.IRowVM, DIYGrid.IActionableRowVM {
@@ -75,29 +78,16 @@ namespace mbts.spark {
             ask_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Ask));
             ask_size_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.AskSize));
             working_asks_click = new DelegateCommand(() => _show_order_book(MarketViewView.Columns.WorkingAsks));
-
-            _position.value_set += position_value_set;
-            _inside_bids.value_set += inside_bids_value_set;
-            _inside_asks.value_set += inside_asks_value_set;
-            _day_change.Changed += day_change_Changed;
             _animation.AnimationsChanged += on_animations_changed;
-
+            void on_animations_changed() => RaisePropertyChanged(nameof(animations));
             _dispose = Disposable.Create(
                _orders_model.on_security_root_orders(security.Id).OnDispatcher().Subscribe(_on_orders),
-               Disposable.Create(() => {
-                  _position.value_set -= position_value_set;
-                  _inside_bids.value_set -= inside_bids_value_set;
-                  _inside_asks.value_set -= inside_asks_value_set;
-                  _day_change.Changed -= day_change_Changed;
-                  _animation.AnimationsChanged -= on_animations_changed;
-               })
+               _position.OnDispatcher().Subscribe(v => _animation.animate_position(v.newval > v.oldval)),
+               _inside_bids.OnDispatcher().Subscribe(v => _animation.animate_working_bids_inside(v.newval)),
+               _inside_asks.OnDispatcher().Subscribe(v => _animation.animate_working_asks_inside(v.newval)),
+               _day_change.OnDispatcher().Subscribe(v => _animation.animate_day_change(v.newval > v.oldval)),
+               Disposable.Create(() => _animation.AnimationsChanged -= on_animations_changed)
             );
-
-            void position_value_set((int oldval, int newval) v) => _animation.animate_position(v.newval > v.oldval);
-            void inside_bids_value_set((bool oldval, bool newval) v) => _animation.animate_working_bids_inside(v.newval);
-            void inside_asks_value_set((bool oldval, bool newval) v) => _animation.animate_working_asks_inside(v.newval);
-            void day_change_Changed(double oldval, double newval) => _animation.animate_day_change(newval > oldval);
-            void on_animations_changed() => RaisePropertyChanged(nameof(animations));
          }
 
          public event Action invalidated;
@@ -139,52 +129,27 @@ namespace mbts.spark {
 
          public void raise_invalidated() => invalidated?.Invoke();
 
-         /// <summary>
-         /// Returns a list of IDisposable 'update jobs.' Each item represents a job that will be executed when disposed; all jobs should be executed on the dispatcher thread.
-         /// </summary>
-         // Note: not guarenteed to be on the dispatcher thread, so all view-notifying actions should be wrapped in a IDisposable.
-         // Having said that, perform as much work as possible locally.
-         public List<IDisposable> refresh() {
-            var update_jobs = new List<IDisposable>();
+         public void refresh() {
             bool dirty = false;
             if (md.md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
-               prop_job(_bid_price, b.price);
-               prop_job(_bid_size, b.size);
-               prop_job(_ask_price, a.price);
-               prop_job(_ask_size, a.size);
-               cell_prop_job(_inside_bids, b.price >= _working_best_bid.value);
-               cell_prop_job(_inside_asks, a.price >= _working_best_ask.value);
+               _bid_price.set(b.price);
+               _bid_size.set(b.size);
+               _ask_price.set(a.price);
+               _ask_size.set(a.size);
+               _inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
+               _inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
             }
-            double new_last_price = last_price;
-            if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out ulong v)) {
-               new_last_price = ps.price;
-               prop_job(_last_price, new_last_price);
-               cell_prop_job(_last_size, ps.size);
-               cell_prop_job(_volume, v);
-            }
-            double new_settlement = md.md.settlement_price;
-            prop_job(_settlement, new_settlement);
-            prop_job(_session_low, md.md.session_low);
-            prop_job(_session_high, md.md.session_high);
-            prop_job(_day_change, new_last_price - new_settlement);
-
-            if (dirty) {
-               update_jobs.Add(Disposable.Create(() => {
-                  invalidated?.Invoke();
-               }));
-            }
-            return update_jobs;
-
-            void prop_job<T>(Property<T> p, T newval) {
-               var uj = p.set_as_job(newval);
-               if (uj != null)
-                  update_jobs.Add(uj);
-            }
-            void cell_prop_job<T>(CellProperty<T> p, T newval) {
-               var uj = p.on_next_distinct_as_job(newval, ref dirty);
-               if (uj != null)
-                  update_jobs.Add(uj);
+            if (md.md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v)) {
+               _last_price.set(ps.price);
+               _last_size.on_next_distinct(ps.size, ref dirty);
+               _volume.on_next_distinct(v, ref dirty);
             }
+            _settlement.set(md.md.settlement_price);
+            _session_low.set(md.md.session_low);
+            _session_high.set(md.md.session_high);
+            _day_change.set(last_price - settlement);
+            if (dirty)
+               invalidated?.Invoke();
          }
 
          public bool Equals(Row other) =>

src/client/spark/Modules/Market/MarketView/MarketViewVM.cs

@@ -3,13 +3,10 @@ using mbts.spark.filters;
 using mbts.ui;
 using mbts.ui.utility;
 using System;
-using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
-using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
-using System.Threading.Tasks;
 using System.Windows.Data;
 using System.Windows.Media;
 using static bts.shell.MarketViewWindowFactory;
@@ -17,7 +14,7 @@ using static mbts.ui.controls.DIYGrid;
 using static mbts.ui.spark.MarketViewView;
 
 namespace mbts.spark {
-   partial class MarketViewVM : SecurityMDGrid<MarketViewVM.Row, SecurityMD>, IPrepareUpdateForDispatcher {
+   partial class MarketViewVM : SecurityMDGrid<MarketViewVM.Row, SecurityMD> {
       readonly IBus _bus;
       readonly OrdersModel _orders_model;
 
@@ -115,7 +112,8 @@ namespace mbts.spark {
             }), DataGridFilterHelper.hook_filters(rows_view,
             security_filter, bid_price_filter, bid_size_filter, ask_price_filter, ask_size_filter, last_price_filter, last_size_filter, day_change_filter, settlement_filter,
             session_low_filter, session_high_filter, position_filter, working_bid_volume_filter, working_ask_volume_filter, volume_filter, security_key_filter),
-            securities_connectable.Connect()
+            securities_connectable.Connect(),
+            WorkLoop.Start("MarketView", _refresh)
          );
       }
 
@@ -161,25 +159,6 @@ namespace mbts.spark {
       }
       #endregion
 
-      public IDisposable prepare_update() {
-         ConcurrentBag<List<IDisposable>> to_update = new ConcurrentBag<List<IDisposable>>();
-         try {
-            Parallel.For(0, _row_vms.Count, i => {
-               var r = _row_vms[i];
-               var update_jobs = r.refresh();
-               if (update_jobs.Count > 0)
-                  to_update.Add(update_jobs);
-            });
-         } catch (IndexOutOfRangeException) {
-            // since rows (securities) will only be added/removed through rare user intervention,
-            // it is worth catching the occassional exception in exchange for lock-free code.
-            // if a row misses an update, or gets updated more than once, that's okay too;
-            // in 100ms it will tick again, so the data should never be more than a few 100 ms old, and rarely older than 100.
-         }
-         // return null, rather than an empty IDisposable; this signals to the UpdateMaster that it may skip the call to Dispatcher.InvokeAsync() as there is nothing to dispose.
-         return to_update.Count == 0 ? null : Disposable.Create(() => to_update.SelectMany(_ => _).DisposeAll());
-      }
-
       protected override Row row_factory(SecurityMD smd) => new Row(_bus, smd, _orders_model);
       protected override void on_row_removed(Row row) => row.Dispose();
       protected override IEnumerable<SortingCriteria> get_default_sorting() { yield return new SortingCriteria(nameof(Row.security), true); }
@@ -188,4 +167,4 @@ namespace mbts.spark {
          foreach (var r in _row_vms) r.refresh();
       }
    }
-}
+}

src/client/spark/Modules/Market/MarketView/MarketViewWindow.cs

@@ -14,18 +14,16 @@ using System.Windows;
 namespace mbts.spark {
    class MarketViewWindow : SparkWindow<MarketViewWindowFactory.StartupData>, ISharedWindow {
       const string _window_type = "MarketView", _thread_id = "MarketView", _window_type_display_name = "Market View";
-      readonly DispatcherUpdateMaster _dispatcher_update_master;
       readonly OrdersModel _orders_model;
       readonly AllowOnce _init_guard = new AllowOnce("MarketView");
       MarketViewVM _vm;
       MarketViewView _view;
       MarketViewWindowFactory.StartupData _state;
       IReadOnlyList<SparkCommand> _commands;
-      IDisposable _resources;
+      IDisposable _subscriptions;
 
-      public MarketViewWindow(MarketViewWindowFactory factory, DispatcherUpdateMaster dispatcher_update_master, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state)
+      public MarketViewWindow(MarketViewWindowFactory factory, IBus bus, OrdersModel orders_model, MarketViewWindowFactory.StartupData state)
          : base("Market View", bus, factory, SparkCommands.ShowMarketView.icon) {
-         _dispatcher_update_master = dispatcher_update_master;
          _orders_model = orders_model;
          _state = state;
          Icon.Freeze();
@@ -59,14 +57,12 @@ namespace mbts.spark {
             SparkCommands.ShowSyntheticCreate.complete(_vm.selected_securities_observable(), secs => secs.Count > 0 && secs.Count <= 24, secs => new SecurityCriteria(secs)),
             SparkCommands.change_securities_command(() => (update_securities_cmd, _state.security_criteria))
          };
-         _resources = Disposable.Create(
-            _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(
-               c => _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.rows_view.GetSortingCriteria(), _vm.get_filter_states()))),
-            _dispatcher_update_master.attach(_vm));
+         _subscriptions = _bus.subscribe(update_securities_cmd.tag).OnDispatcher().Subscribe(c =>
+            _state_changed?.Invoke(_state = new MarketViewWindowFactory.StartupData(c, _vm.rows_view.GetSortingCriteria(), _vm.get_filter_states())));
       }
 
       public override void Dispose() {
-         Disposable.dispose(ref _resources);
+         Disposable.dispose(ref _subscriptions);
          _vm.Dispose();
          Commands.OfType<IDisposable>().DisposeAll();
       }

src/client/spark/Modules/Market/MarketView/MarketViewWindowFactory.cs

@@ -12,7 +12,6 @@ namespace bts.shell {
    class MarketViewWindowFactory : ShellWindowFactory<MarketViewWindowFactory.StartupData> {
       readonly IBus _bus;
       readonly OrdersModel _orders_model;
-      readonly DispatcherUpdateMaster _dispatcher_update_master = new DispatcherUpdateMaster("MarketView DispatcherUpdateMaster");
 
       public MarketViewWindowFactory(MarketShellModule module, IBus bus, OrdersModel orders_model) : base(module, "MarketView") {
          _bus = bus;
@@ -26,7 +25,7 @@ namespace bts.shell {
       void _show(SecurityCriteria criteria) =>
          _bus.post(SparkTags.ShowWindow, _create(new StartupData(criteria, new List<SortingCriteria> { new SortingCriteria(nameof(MarketViewVM.Row.security), true) }, null)));
 
-      IShellWindow _create(StartupData state) => new MarketViewWindow(this, _dispatcher_update_master, _bus, _orders_model, state);
+      IShellWindow _create(StartupData state) => new MarketViewWindow(this, _bus, _orders_model, state);
 
       [ProtoContract]
       public class StartupData {

src/client/spark/Modules/Market/TimeAndSales/TimeAndSalesVM.cs

@@ -121,7 +121,7 @@ namespace mbts.spark {
 
          public Row(TimeAndSalesVM parent, SecurityImmutable security, TradeMessageImmutable trade) : base(security) {
             _trade_key = trade.Key;
-            time = trade.Time.lldatetime();
+            time = ((ulong)trade.Time).lldatetime().ToLocalTime();
             price = trade.Mantissa * Math.Pow(10, trade.Exponent);
             size = trade.Size;
             aggressor_side = trade.AggressorSide;

src/client/spark/Orders/OrderPropertiesEditorVM.cs

@@ -1,7 +1,6 @@
 using bts;
 using bts.api;
 using bts.api.orderman;
-using bts.utils;
 using mbts.ui;
 using mbts.ui.shell;
 using System;
@@ -12,60 +11,6 @@ using System.Linq;
 using System.Reactive.Linq;
 
 namespace mbts.spark {
-   struct OrderTemplateKey : IEquatable<OrderTemplateKey> {
-      public readonly CustomOrderDefinition.CustomOneofCase type;
-      public readonly string name;
-
-      public OrderTemplateKey(CustomOrderDefinition.CustomOneofCase type)
-         : this(type, OrderUtils.order_type_display_name(type)) { }
-
-      public OrderTemplateKey(CustomOrderDefinition.CustomOneofCase type, string name) {
-         this.type = type;
-         this.name = name;
-      }
-
-      public bool Equals(OrderTemplateKey other) =>
-         type == other.type &&
-         name == other.name;
-
-      public override bool Equals(object obj) =>
-         obj is OrderTemplateKey other && Equals(other);
-
-      public override int GetHashCode() =>
-         EqualityComparer.aggregate_hash(
-            type.GetHashCode(),
-            name == null ? 0 : name.GetHashCode());
-
-      public override string ToString() => $"{name}:{type}";
-
-      public static bool operator ==(OrderTemplateKey a, OrderTemplateKey b) => a.Equals(b);
-      public static bool operator !=(OrderTemplateKey a, OrderTemplateKey b) => !a.Equals(b);
-   }
-
-   struct OrderTemplateHeader : IEquatable<OrderTemplateHeader> {
-      public readonly OrderTemplateKey key;
-      // Note: display_name is NOT part of EQUALITY
-      public readonly string display_name;
-
-      public OrderTemplateHeader(CustomOrderDefinition.CustomOneofCase type)
-         : this(new OrderTemplateKey(type), OrderUtils.order_type_display_name(type)) { }
-
-      public OrderTemplateHeader(OrderTemplateKey key, string display_name) {
-         this.key = key;
-         this.display_name = display_name;
-      }
-
-      public bool Equals(OrderTemplateHeader other) =>
-         key.Equals(other.key);
-
-      public override bool Equals(object obj) =>
-         obj is OrderTemplateHeader other && Equals(other);
-
-      public override int GetHashCode() => key.GetHashCode();
-
-      public override string ToString() => $"{display_name} ({key})";
-   }
-
    class InlineOrderProperties {
       public readonly InlineUserProperty<AccountTuple> account;
       public readonly InlineUserProperty<TimeInForce> time_in_force;
@@ -94,7 +39,7 @@ namespace mbts.spark {
    class OrderPropertiesEditorVM : DisposableViewModelBase {
       readonly OrdersModel _model;
       readonly Property<SecurityImmutable> _security;
-      readonly SelectorProperty<AccountTuple, AccountTuple?> _accounts;
+      readonly SelectorProperty<AccountTuple> _accounts;
       readonly SelectorProperty<TimeInForce> _time_in_force;
       readonly SelectorProperty<IOrderTypeVM> _order_type;
       IDisposable _order_type_param_errors_sub;
@@ -113,21 +58,14 @@ namespace mbts.spark {
             nameof(selected_account),
             model.factory.subscribe_account_tuples(),
             order_properties.Select(ops => ops.account),
-            a => new AccountTuple?(a),
-            () => {
-               foreach (var a in accounts) {
-                  return a;
-               }
-               return new AccountTuple?();
-            },
-            EqualityComparer<AccountTuple?>.Default,
-            new[] { new PropertyValidation<AccountTuple?>(a => (a.HasValue && !string.IsNullOrWhiteSpace(a.Value.name) && accounts.Contains(a.Value), "Please select an account")) }.ToReadOnlyList());
+            () => accounts?.FirstOrDefault() ?? default,
+            val => (!string.IsNullOrWhiteSpace(val.name) && accounts.Contains(val), "Please select an account")); 
          _order_type = backing(
            nameof(selected_order_type),
-           security_source.Select(s => model.factory.default_order_type_templates(s).Select(kv => create_order_type_vm(kv.Value, kv.Key.key.name, kv.Key.display_name))),
+           security_source.Select(s => model.factory.default_order_type_defs(s).Select(create_order_type_vm)),
            order_properties.Select(get_order_type_vm_prop),
            get_default_order_type_vm,
-           EqualityComparer.null_check_wrapper(OrderTypeVMExtensions.key_comparer));
+           (a, b) => a.order_type == b.order_type);
          _order_type.Changed += on_selected_order_type_changed;
          _time_in_force = backing(
             nameof(selected_time_in_force),
@@ -139,22 +77,19 @@ namespace mbts.spark {
             tif => time_in_forces.Contains(tif));
           _dispose = Disposable.Create(() => _order_type.Changed -= on_selected_order_type_changed);
          // local methods
-         IOrderTypeVM create_order_type_vm(CustomOrderDefinitionImmutable cd, string id, string display_name) {
+         IOrderTypeVM create_order_type_vm(CustomOrderDefinitionImmutable cd) {
             IOrderTypeVM vm = null;
             if(cd.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic)
-               vm = OrderTypeVMFactory.create(cd.CustomCase, id, display_name, model, security_md_source, cd.Dynamic.DynamicOrderType);        
+               vm = OrderTypeVMFactory.create(cd.CustomCase, model, security_md_source, cd.Dynamic.DynamicOrderType);        
             else
-               vm = OrderTypeVMFactory.create(cd.CustomCase, id, display_name, model, security_md_source);
+               vm = OrderTypeVMFactory.create(cd.CustomCase, model, security_md_source);
             vm.load_from(cd);
             return vm;
          }
          InlineUserProperty<IOrderTypeVM> get_order_type_vm_prop(InlineOrderProperties p) {
             if (!p.order_type_def.has_value)
                return new InlineUserProperty<IOrderTypeVM>();
-            return new InlineUserProperty<IOrderTypeVM>(
-               create_order_type_vm(p.order_type_def.value, p.order_type_def.value.CustomCase.ToString(),
-               OrderUtils.order_type_display_name(p.order_type_def.value.CustomCase)),
-               p.order_type_def.force_override);
+            return new InlineUserProperty<IOrderTypeVM>(create_order_type_vm(p.order_type_def.value), p.order_type_def.force_override);
          }
          IOrderTypeVM get_default_order_type_vm() {
             var ot = model.factory.default_order_type(security);
@@ -179,13 +114,13 @@ namespace mbts.spark {
 
       public SecurityImmutable security => _security.Value;
       public ReadOnlyObservableCollection<AccountTuple> accounts => _accounts.items;
-      public AccountTuple? selected_account { get => _accounts.selected_item; set => _accounts.selected_item = value; }
+      public AccountTuple selected_account { get => _accounts.selected_item; set => _accounts.selected_item = value; }
       public ReadOnlyObservableCollection<TimeInForce> time_in_forces => _time_in_force.items;
       public TimeInForce selected_time_in_force { get => _time_in_force.selected_item; set => _time_in_force.selected_item = value; }
       public ReadOnlyObservableCollection<IOrderTypeVM> order_types => _order_type.items;
       public IOrderTypeVM selected_order_type { get => _order_type.selected_item; set => _order_type.selected_item = value; }
 
-      public IObservable<AccountTuple?> observe_account(bool start_immediately = false) =>
+      public IObservable<AccountTuple> observe_account(bool start_immediately = false) =>
          _accounts.observe_current(start_immediately);
 
       public IObservable<TimeInForce> observe_time_in_force(bool start_immediately = false) =>

src/client/spark/Orders/OrderTypeVMs/CoverOrderVM.cs

@@ -17,22 +17,22 @@ namespace mbts.spark
    {
       class InlineCoverOrderProperties
       {
-         public InlineCoverOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types)
+         public InlineCoverOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types)
          {
             ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
 
             var hedgetype = CustomOneofCase.Limit;
-            this.selected_hedge_order_type = new InlineUserProperty<OrderTemplateHeader>(new OrderTemplateHeader(hedgetype), true);
-            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_hedge_order_type = new InlineUserProperty<CustomOneofCase>(hedgetype, true);
+            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
 
             hedge_ticks = new InlineUserProperty<int>(1, false);
          }
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_hedge_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> hedge_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_hedge_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> hedge_order_types;
 
          public readonly InlineUserProperty<int> hedge_ticks;
 
@@ -42,25 +42,25 @@ namespace mbts.spark
       {
          readonly IObservable<SecurityMD> _security_md_source;
          SecurityImmutable? _security;
-         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
          InlineCoverOrderProperties _inline_props;
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
 
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _hedge_order_choices;
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _hedge_order_choices;
          IOrderTypeVM _hedge_order;
          IDisposable _hedge_order_errors_sub;
 
          public int hedge_ticks { get; set; } = 1;
 
-         public CoverOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+         public CoverOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
             : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineCoverOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name)
+            new InlineCoverOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList())))
          { }
 
          public CoverOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
-                            IObservable<InlineCoverOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name)
+                            IObservable<InlineCoverOrderProperties> inline_properties) : base(model)
          {
             _security_md_source = security_md_source;
             _dispose = Disposable.Create(
@@ -75,11 +75,11 @@ namespace mbts.spark
                   }
                   if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override))
                   {
-                     _select_child_order(p.selected_child_order_type.value.key.type);
+                     _select_child_order(p.selected_child_order_type.value);
                   }
                   if (_hedge_order_choices != null && (_hedge_order == null || p.selected_hedge_order_type.force_override))
                   {
-                     _select_hedge_order(p.selected_hedge_order_type.value.key.type);
+                     _select_hedge_order(p.selected_hedge_order_type.value);
                   }
                   if (p.hedge_ticks.force_override)
                   {
@@ -116,7 +116,7 @@ namespace mbts.spark
             get
             {
                if (_child_order_choices == null)
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                return _child_order_choices;
             }
          }
@@ -126,7 +126,7 @@ namespace mbts.spark
             get
             {
                if (_hedge_order_choices == null)
-                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                return _hedge_order_choices;
             }
          }
@@ -200,7 +200,7 @@ namespace mbts.spark
          void _select_child_order()
          {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value.key.type :
+               _inline_props.selected_child_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_child_order(ot);
          }
@@ -216,7 +216,7 @@ namespace mbts.spark
          void _select_hedge_order()
          {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
-               _inline_props.selected_hedge_order_type.value.key.type :
+               _inline_props.selected_hedge_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_hedge_order(ot);
          }

src/client/spark/Orders/OrderTypeVMs/DynamicOrderVM.cs

@@ -20,23 +20,23 @@ namespace mbts.spark
       public static void add_dynamic_order_defs(List<CustomOrderDefinitionImmutable> defs, 
                                                 Func<CustomOrderDefinition.CustomOneofCase, CustomOrderDefinition> factory)
       {
-         // var dyntypes = _list.Value;
-         // foreach (var d in dyntypes.dynamic_orders)
-         // {
-         //    var dorder = factory(CustomOrderDefinition.CustomOneofCase.Dynamic);
-         //    dorder.Dynamic.DynamicOrderType = d.type_name;
-         //    foreach (var p in d.parameter_keys)
-         //       dorder.Dynamic.Parameters.Add(p, string.Empty);
-         //    defs.Add(new CustomOrderDefinitionImmutable(dorder));
-         // }
+         var dyntypes = _list.Value;
+         foreach (var d in dyntypes.dynamic_orders)
+         {
+            var dorder = factory(CustomOrderDefinition.CustomOneofCase.Dynamic);
+            dorder.Dynamic.DynamicOrderType = d.type_name;
+            foreach (var p in d.parameter_keys)
+               dorder.Dynamic.Parameters.Add(p, string.Empty);
+            defs.Add(new CustomOrderDefinitionImmutable(dorder));
+         }
       }
 
       internal static List<NameValueVM> get_parameters(string dyntype)
       {
          List<NameValueVM> par = new List<NameValueVM>();
-         // var order = _list.Value.dynamic_orders.FirstOrDefault(x => x.type_name == dyntype);
-         // if (order != null)
-         //    par.AddRange(order.parameter_keys.Select(x => new NameValueVM() { name = x, value = string.Empty }));
+         var order = _list.Value.dynamic_orders.FirstOrDefault(x => x.type_name == dyntype);
+         if (order != null)
+            par.AddRange(order.parameter_keys.Select(x => new NameValueVM() { name = x, value = string.Empty }));
          return par;
       }
    }
@@ -53,14 +53,14 @@ namespace mbts.spark
    {
       class InlineDynamicOrderProperties
       {
-         public InlineDynamicOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types)
+         public InlineDynamicOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types)
          {
             ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
          }
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
       }
 
       class DynamicOrderVM : OrderTypeVMBase<DynamicOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable
@@ -68,8 +68,8 @@ namespace mbts.spark
 
          readonly IObservable<SecurityMD> _security_md_source;
          SecurityImmutable? _security;
-         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
          InlineDynamicOrderProperties _inline_props;
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
@@ -77,13 +77,13 @@ namespace mbts.spark
          string _dyn_type;
          List<NameValueVM> _parameters;
 
-         public DynamicOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string dyn_type, string id, string display_name)
+         public DynamicOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string dyn_type)
             : this(model, security_md_source, dyn_type, security_md_source.Select(smd =>
-            new InlineDynamicOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name)
+            new InlineDynamicOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList())))
          { }
 
          public DynamicOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string dyn_type,
-                               IObservable<InlineDynamicOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name)
+                               IObservable<InlineDynamicOrderProperties> inline_properties) : base(model)
          {
             _security_md_source = security_md_source;
             _dyn_type = dyn_type;
@@ -100,7 +100,7 @@ namespace mbts.spark
                   }
                   if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override))
                   {
-                     _select_child_order(p.selected_child_order_type.value.key.type);
+                     _select_child_order(p.selected_child_order_type.value);
                   }
                   _inline_props = p;
                   _validate();
@@ -115,17 +115,17 @@ namespace mbts.spark
 
          public override void assign_to(CustomOrderDefinition value)
          {
-            // if (_child_order == null)
-            //    _select_child_order(model.factory.default_order_type(_security.Value, true));
-            // _validate();
-            // if (!HasErrors)
-            // {
-            //    var i = factory.dynamic_order();
-            //    i.DynamicOrderType = _dyn_type;
-            //    set_parameter_dictionary(i.Parameters);
-            //    child_order.assign_to(i.Child);
-            //    value.Dynamic = i;
-            // }
+            if (_child_order == null)
+               _select_child_order(model.factory.default_order_type(_security.Value, true));
+            _validate();
+            if (!HasErrors)
+            {
+               var i = factory.dynamic_order();
+               i.DynamicOrderType = _dyn_type;
+               set_parameter_dictionary(i.Parameters);
+               child_order.assign_to(i.Child);
+               value.Dynamic = i;
+            }
          }
 
          void set_parameter_dictionary(Google.Protobuf.Collections.MapField<string, string> par)
@@ -139,7 +139,7 @@ namespace mbts.spark
             get
             {
                if (_child_order_choices == null)
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                return _child_order_choices;
             }
          }
@@ -185,7 +185,7 @@ namespace mbts.spark
          void _select_child_order()
          {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value.key.type :
+               _inline_props.selected_child_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_child_order(ot);
          }
@@ -208,4 +208,4 @@ namespace mbts.spark
          }
       }
    }
-}
+}

src/client/spark/Orders/OrderTypeVMs/IOrderTypeVM.cs

@@ -1,13 +1,11 @@
 using bts.api.orderman;
 using bts.spark;
-using bts.utils;
 using System.Collections.Generic;
 using System.Windows.Input;
 using static bts.api.orderman.CustomOrderDefinition;
 
 namespace mbts.spark {
    interface IOrderTypeVM : IPropertyWrapperVM<CustomOrderDefinition, CustomOrderDefinitionImmutable> {
-      string id { get; }
       CustomOneofCase order_type { get; }
       string type_name { get; }
       bool is_bts_type { get; }
@@ -23,12 +21,4 @@ namespace mbts.spark {
       ICollection<IOrderTypeVM> child_order_types { get; }
       IOrderTypeVM child_order { get; }
    }
-
-   static class OrderTypeVMExtensions {
-      public static IEqualityComparer<IOrderTypeVM> key_comparer =>
-         EqualityComparer.Create<IOrderTypeVM, OrderTemplateKey>(a => a.key());
-
-      public static OrderTemplateKey key(this IOrderTypeVM vm) =>
-         new OrderTemplateKey(vm.order_type, vm.id);
-   }
 }

src/client/spark/Orders/OrderTypeVMs/IcebergOrderVM.cs

@@ -14,34 +14,34 @@ using static bts.api.orderman.CustomOrderDefinition;
 namespace mbts.spark {
    static partial class OrderTypeVMFactory {
       class InlineIcebergOrderProperties {
-         public InlineIcebergOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) {
+         public InlineIcebergOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) {
             ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
             show_quantity = new InlineUserProperty<double>(1, true);
          }
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
          public readonly InlineUserProperty<double> show_quantity;
       }
 
       class IcebergOrderVM : OrderTypeVMBase<IcebergOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable {
          readonly IObservable<SecurityMD> _security_md_source;
          SecurityImmutable? _security;
-         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
          InlineIcebergOrderProperties _inline_props;
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
 
-         public IcebergOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+         public IcebergOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
             : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineIcebergOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }
+            new InlineIcebergOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
 
          public IcebergOrderVM(OrdersModel model,
             IObservable<SecurityMD> security_md_source,
-            IObservable<InlineIcebergOrderProperties> inline_properties, string id, string display_name)
-            : base(model, id, display_name) {
+            IObservable<InlineIcebergOrderProperties> inline_properties)
+            : base(model) {
             _security_md_source = security_md_source;
             _dispose = Disposable.Create(
                security_md_source.OnDispatcher()
@@ -52,7 +52,7 @@ namespace mbts.spark {
                      _order_types.SetItems(p.child_order_types.value);
                   }
                   if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) {
-                     _select_child_order(p.selected_child_order_type.value.key.type);
+                     _select_child_order(p.selected_child_order_type.value);
                   }
                   if (p.show_quantity.force_override) {
                      show_quantity = p.show_quantity.value;
@@ -68,7 +68,7 @@ namespace mbts.spark {
          public ICollection<IOrderTypeVM> child_order_types {
             get {
                if (_child_order_choices == null) {
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                }
                return _child_order_choices;
             }
@@ -122,7 +122,7 @@ namespace mbts.spark {
 
          void _select_child_order() {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value.key.type :
+               _inline_props.selected_child_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_child_order(ot);
          }

src/client/spark/Orders/OrderTypeVMs/JoinOrderVM.cs

@@ -17,19 +17,19 @@ namespace mbts.spark
    {
       class InlineJoinOrderProperties 
       {
-         public InlineJoinOrderProperties (OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) 
+         public InlineJoinOrderProperties (CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) 
          {
             ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
 
             var hedgetype = CustomOneofCase.Lean;
-            if(!child_order_types.Any(t => t.key.type == hedgetype))
+            if(!child_order_types.Contains(hedgetype))
                hedgetype = CustomOneofCase.Limit;
             
             //ExceptionAssert.InvalidOperation.That(child_order_types.Contains(hedgetype), $"Hedge order type {hedgetype} is not in hedge_order_types");
-            this.selected_hedge_order_type = new InlineUserProperty<OrderTemplateHeader>(new OrderTemplateHeader(hedgetype), true);
-            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_hedge_order_type = new InlineUserProperty<CustomOneofCase>(hedgetype, true);
+            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
 
             tick_offset_on_deploy = new InlineUserProperty<uint>(0, false);
             join_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
@@ -37,10 +37,10 @@ namespace mbts.spark
             enable_hedge = new InlineUserProperty<bool>(false, false);
             hedge_ticks = new InlineUserProperty<int>(1, false);
          }
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_hedge_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> hedge_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_hedge_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> hedge_order_types;
 
 
          public readonly InlineUserProperty<uint> tick_offset_on_deploy;
@@ -55,13 +55,13 @@ namespace mbts.spark
       {
          readonly IObservable<SecurityMD> _security_md_source;
          SecurityImmutable? _security;
-         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
          InlineJoinOrderProperties _inline_props;
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
 
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _hedge_order_choices;
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _hedge_order_choices;
          IOrderTypeVM _hedge_order;
          IDisposable _hedge_order_errors_sub;
 
@@ -79,12 +79,12 @@ namespace mbts.spark
          } 
          public int hedge_ticks { get; set; } = 1;
 
-         public JoinOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+         public JoinOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
             : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineJoinOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }
+            new InlineJoinOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
 
          public JoinOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
-                            IObservable<InlineJoinOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name) 
+                            IObservable<InlineJoinOrderProperties> inline_properties) : base(model) 
          {
             _security_md_source = security_md_source;
             _dispose = Disposable.Create(
@@ -98,11 +98,11 @@ namespace mbts.spark
                   }
                   if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) 
                   {
-                     _select_child_order(p.selected_child_order_type.value.key.type);
+                     _select_child_order(p.selected_child_order_type.value);
                   }
                   if (_hedge_order_choices != null && (_hedge_order == null || p.selected_hedge_order_type.force_override))
                   {
-                     _select_hedge_order(p.selected_hedge_order_type.value.key.type);
+                     _select_hedge_order(p.selected_hedge_order_type.value);
                   }
                   if (p.tick_offset_on_deploy.force_override) 
                   {
@@ -157,7 +157,7 @@ namespace mbts.spark
             get 
             {
                if (_child_order_choices == null) 
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                return _child_order_choices;
             }
          }
@@ -167,7 +167,7 @@ namespace mbts.spark
             get
             {
                if (_hedge_order_choices == null)
-                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                return _hedge_order_choices;
             }
          }         
@@ -241,7 +241,7 @@ namespace mbts.spark
          void _select_child_order() 
          {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value.key.type :
+               _inline_props.selected_child_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_child_order(ot);
          }
@@ -257,7 +257,7 @@ namespace mbts.spark
          void _select_hedge_order()
          {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
-               _inline_props.selected_hedge_order_type.value.key.type :
+               _inline_props.selected_hedge_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_hedge_order(ot);
          }

src/client/spark/Orders/OrderTypeVMs/LeanOrderVM.cs

@@ -17,41 +17,44 @@ namespace mbts.spark
    {
       class InlineLeanOrderProperties 
       {
-         public InlineLeanOrderProperties (OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) 
+         public InlineLeanOrderProperties (CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) 
          {
             ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
             cross_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
                               new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1}, false);
-            max_chase_ticks = new InlineUserProperty<uint>(10, false);
+            max_chase_ticks = new InlineUserProperty<uint>(2, false);
+            trade_toward_behavior = new InlineUserProperty<LeanOrderDefinition.Types.OnToward>(LeanOrderDefinition.Types.OnToward.Cancel, false);
          }
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
          
          public readonly InlineUserProperty<bts.spark.QuantityMeasure> cross_threshold;
          public readonly InlineUserProperty<uint> max_chase_ticks;
+         public readonly InlineUserProperty<LeanOrderDefinition.Types.OnToward> trade_toward_behavior;
       }
 
       class LeanOrderVM : OrderTypeVMBase<LeanOrderDefinition>, IHierarchicalOrderTypeVM, IDisposable 
       {
          readonly IObservable<SecurityMD> _security_md_source;
          SecurityImmutable? _security;
-         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
          InlineLeanOrderProperties _inline_props;
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
          
          public bts.spark.QuantityMeasure cross_threshold { get; set; } = new bts.spark.QuantityMeasure() { Ratio = 1.0, Absolute = 1 };
-         public uint max_chase_ticks { get; set; } = 10;
+         public uint max_chase_ticks { get; set; } = 2;
+         public LeanOrderDefinition.Types.OnToward trade_toward_behavior { get; set; } = LeanOrderDefinition.Types.OnToward.Cancel;      
 
-         public LeanOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+         public LeanOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
             : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineLeanOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }
+            new InlineLeanOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
 
          public LeanOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
-                            IObservable<InlineLeanOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name) 
+                            IObservable<InlineLeanOrderProperties> inline_properties) : base(model) 
          {
             _security_md_source = security_md_source;
             _dispose = Disposable.Create(
@@ -65,7 +68,7 @@ namespace mbts.spark
                   }
                   if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) 
                   {
-                     _select_child_order(p.selected_child_order_type.value.key.type);
+                     _select_child_order(p.selected_child_order_type.value);
                   }                  
                   if (p.cross_threshold.force_override)
                   {
@@ -77,6 +80,11 @@ namespace mbts.spark
                      max_chase_ticks = p.max_chase_ticks.value;
                      RaisePropertyChanged(nameof(max_chase_ticks));
                   }
+                  if (p.trade_toward_behavior.force_override)
+                  {
+                     trade_toward_behavior = p.trade_toward_behavior.value;
+                     RaisePropertyChanged(nameof(trade_toward_behavior));
+                  }
                   _inline_props = p;
                   _validate();
                })
@@ -94,17 +102,20 @@ namespace mbts.spark
                var i = factory.lean_order();
                i.CrossThreshold = cross_threshold;
                i.MaxChaseTicks = max_chase_ticks;
+               i.TradeTowardBehavior = trade_toward_behavior;
                child_order.assign_to(i.Child);
                value.Lean = i;
             }
-         }         
+         }
+
+         public IEnumerable<LeanOrderDefinition.Types.OnToward> trade_toward_types => EnumHelper.get_values_except<LeanOrderDefinition.Types.OnToward>();         
 
          public ICollection<IOrderTypeVM> child_order_types 
          {
             get 
             {
                if (_child_order_choices == null) 
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                return _child_order_choices;
             }
          }
@@ -150,7 +161,7 @@ namespace mbts.spark
          void _select_child_order() 
          {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value.key.type :
+               _inline_props.selected_child_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_child_order(ot);
          }

src/client/spark/Orders/OrderTypeVMs/LimitOrderVM.cs

@@ -3,7 +3,7 @@
 namespace mbts.spark {
    static partial class OrderTypeVMFactory {
       private class LimitOrderVM : OrderTypeVMBase<LimitOrderDefinition> {
-         internal LimitOrderVM(OrdersModel model) : base(model, "Limit", OrderUtils.order_type_display_name(CustomOrderDefinition.CustomOneofCase.Limit)) { }
+         internal LimitOrderVM(OrdersModel model) : base(model) { }
 
          public override void assign_to(CustomOrderDefinition value) =>
             value.Limit = factory.limit_order();

src/client/spark/Orders/OrderTypeVMs/MarketOrderVM.cs

@@ -3,7 +3,7 @@
 namespace mbts.spark {
    static partial class OrderTypeVMFactory {
       private class MarketOrderVM : OrderTypeVMBase<MarketOrderDefinition> {
-         internal MarketOrderVM(OrdersModel model) : base(model, "Market", OrderUtils.order_type_display_name(CustomOrderDefinition.CustomOneofCase.Market)) { }
+         internal MarketOrderVM(OrdersModel model) : base(model) { }
 
          public override void assign_to(CustomOrderDefinition parent) =>
             parent.Market = factory.market_order();

src/client/spark/Orders/OrderTypeVMs/OrderTypeVMFactory.cs

@@ -12,36 +12,36 @@ namespace mbts.spark {
    static partial class OrderTypeVMFactory {
       public static IOrderTypeVM market(OrdersModel model) => new MarketOrderVM(model);
       public static IOrderTypeVM limit(OrdersModel model) => new LimitOrderVM(model);
-      public static IOrderTypeVM stop(OrdersModel model, string id, string display_name) => new StopOrderVM(model, id, display_name);
-      public static IOrderTypeVM stop_limit(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new StopLimitOrderVM(model, security_md_source, id, display_name);
-      public static IOrderTypeVM time_box(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TimeBoxOrderVM(model, security_md_source, id, display_name);
-      public static IOrderTypeVM tick(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TickOrderVM(model, security_md_source, id, display_name);
-      public static IOrderTypeVM lean(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new LeanOrderVM(model, security_md_source, id, display_name);
-      public static IOrderTypeVM join(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new JoinOrderVM(model, security_md_source, id, display_name);
-      public static IOrderTypeVM top(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TopOrderVM(model, security_md_source, id, display_name);
-      public static IOrderTypeVM cover(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new CoverOrderVM(model, security_md_source, id, display_name);
-      public static IOrderTypeVM trigger(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new TriggerOrderVM(model, security_md_source, id, display_name);
-      public static IOrderTypeVM iceberg(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name) => new IcebergOrderVM(model, security_md_source, id, display_name);
-      public static IOrderTypeVM spreader(OrdersModel model, IObservable<SecurityImmutable> security_source, string id, string display_name) => new SpreaderOrderVM(model, security_source, id, display_name);
-      public static IOrderTypeVM dynamic(OrdersModel model, IObservable<SecurityMD> security_md_source, string dynamic_type, string id, string display_name) => new DynamicOrderVM(model, security_md_source, dynamic_type, id, display_name);
+      public static IOrderTypeVM stop(OrdersModel model) => new StopOrderVM(model);
+      public static IOrderTypeVM stop_limit(OrdersModel model, IObservable<SecurityMD> security_md_source) => new StopLimitOrderVM(model, security_md_source);
+      public static IOrderTypeVM time_box(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TimeBoxOrderVM(model, security_md_source);
+      public static IOrderTypeVM tick(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TickOrderVM(model, security_md_source);
+      public static IOrderTypeVM lean(OrdersModel model, IObservable<SecurityMD> security_md_source) => new LeanOrderVM(model, security_md_source);
+      public static IOrderTypeVM join(OrdersModel model, IObservable<SecurityMD> security_md_source) => new JoinOrderVM(model, security_md_source);
+      public static IOrderTypeVM top(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TopOrderVM(model, security_md_source);
+      public static IOrderTypeVM cover(OrdersModel model, IObservable<SecurityMD> security_md_source) => new CoverOrderVM(model, security_md_source);
+      public static IOrderTypeVM trigger(OrdersModel model, IObservable<SecurityMD> security_md_source) => new TriggerOrderVM(model, security_md_source);
+      public static IOrderTypeVM iceberg(OrdersModel model, IObservable<SecurityMD> security_md_source) => new IcebergOrderVM(model, security_md_source);
+      public static IOrderTypeVM spreader(OrdersModel model, IObservable<SecurityImmutable> security_source) => new SpreaderOrderVM(model, security_source);
+      public static IOrderTypeVM dynamic(OrdersModel model, IObservable<SecurityMD> security_md_source, string type) => new DynamicOrderVM(model, security_md_source, type);
 
-      public static IOrderTypeVM create(CustomOneofCase order_type, string id, string display_name, OrdersModel model, 
+      public static IOrderTypeVM create(CustomOneofCase order_type, OrdersModel model, 
                                         IObservable<SecurityMD> security_md_source, string dynamic_type = null ) {
          switch (order_type) {
             case CustomOneofCase.Market: return market(model);
             case CustomOneofCase.Limit: return limit(model);
-            case CustomOneofCase.Stop: return stop(model, id, display_name);
-            case CustomOneofCase.StopLimit: return stop_limit(model, security_md_source, id, display_name);
-            case CustomOneofCase.TimeBox: return time_box(model, security_md_source, id, display_name);
-            case CustomOneofCase.Tick: return tick(model, security_md_source, id, display_name);
-            case CustomOneofCase.Lean: return lean(model, security_md_source, id, display_name);
-            case CustomOneofCase.Join: return join(model, security_md_source, id, display_name);
-            case CustomOneofCase.Top: return top(model, security_md_source, id, display_name);
-            case CustomOneofCase.Cover: return cover(model, security_md_source, id, display_name);
-            case CustomOneofCase.Trigger: return trigger(model, security_md_source, id, display_name);
-            case CustomOneofCase.Iceberg: return iceberg(model, security_md_source, id, display_name);
-            case CustomOneofCase.Spreader: return spreader(model, security_md_source.Select(smd => smd.security), id, display_name);
-            case CustomOneofCase.Dynamic: return dynamic(model, security_md_source, dynamic_type, id, display_name);
+            case CustomOneofCase.Stop: return stop(model);
+            case CustomOneofCase.StopLimit: return stop_limit(model, security_md_source);
+            case CustomOneofCase.TimeBox: return time_box(model, security_md_source);
+            case CustomOneofCase.Tick: return tick(model, security_md_source);
+            case CustomOneofCase.Lean: return lean(model, security_md_source);
+            case CustomOneofCase.Join: return join(model, security_md_source);
+            case CustomOneofCase.Top: return top(model, security_md_source);
+            case CustomOneofCase.Cover: return cover(model, security_md_source);
+            case CustomOneofCase.Trigger: return trigger(model, security_md_source);
+            case CustomOneofCase.Iceberg: return iceberg(model, security_md_source);
+            case CustomOneofCase.Spreader: return spreader(model, security_md_source.Select(smd => smd.security));
+            case CustomOneofCase.Dynamic: return dynamic(model, security_md_source, dynamic_type);
             default: throw new NotImplementedException();
          }
       }
@@ -51,17 +51,12 @@ namespace mbts.spark {
          protected readonly OrdersModel model;
          protected OrderFactory factory => model.factory;
 
-         protected OrderTypeVMBase(OrdersModel model, string id, string display_name) {
-            this.model = model;
-            this.id = id;
-            this.display_name = display_name;
-         }
+         protected OrderTypeVMBase(OrdersModel model) => this.model = model;
 
          public abstract CustomOneofCase order_type { get; }
          public abstract string type_name { get; }
          public bool is_bts_type => display_name.StartsWith("BTS");
-         public string id { get; }
-         public string display_name { get; }
+         public string display_name => OrderUtils.order_type_display_name(order_type);
          public OrderMetadata meta => factory.get_metadata(order_type);
          public virtual bool has_editable_properties => !meta.NoProps;
          public virtual bool editable_properties_open { get; set; }
@@ -81,7 +76,7 @@ namespace mbts.spark {
       }
 
       private abstract class OrderTypeVMBase<T> : OrderTypeVMBase where T : Google.Protobuf.IMessage, new() {
-         protected OrderTypeVMBase(OrdersModel model, string id, string display_name) : base(model, id, display_name) { }
+         protected OrderTypeVMBase(OrdersModel model) : base(model) { }
 
          public override CustomOneofCase order_type =>
             OrderDataHelper.get_order_type(new T());

src/client/spark/Orders/OrderTypeVMs/SpreaderOrderVM.cs

@@ -13,20 +13,20 @@ namespace mbts.spark {
          readonly StrategyEditorWrapper _strategy_editor_wrapper;
          IDisposable _dispose;
 
-         public SpreaderOrderVM(OrdersModel model, IObservable<SecurityImmutable> security_source, string id, string display_name)
+         public SpreaderOrderVM(OrdersModel model, IObservable<SecurityImmutable> security_source)
             : this(model, security_source, security_source.SelectMany(s => model.spreader.security_strategy(s.Id)
             .Select(strategy => {
                var so = model.factory.spreader_order();
                so.Security = s.CloneToMutable();
                so.ExecutionStrategy = strategy.CloneToMutable();
                return new InlineUserProperty<SpreaderOrderDefinitionImmutable>(so, true);
-            })), id, display_name) { }
+            }))) { }
 
          public SpreaderOrderVM(
             OrdersModel model,
             IObservable<SecurityImmutable> security_source,
-            IObservable<InlineUserProperty<SpreaderOrderDefinitionImmutable>> order_template_source, string id, string display_name)
-            : base(model, id, display_name) {
+            IObservable<InlineUserProperty<SpreaderOrderDefinitionImmutable>> order_template_source)
+            : base(model) {
             _template = backing(nameof(template), new SpreaderOrderDefinitionImmutable?());
             _strategy_editor_wrapper = new StrategyEditorWrapper(this);
             _dispose = Disposable.Create(

src/client/spark/Orders/OrderTypeVMs/StopLimitOrderVM.cs

@@ -29,11 +29,10 @@ namespace mbts.spark {
          InlineStopLimitOrderProperties _inline_props;
          IDisposable _dispose;
 
-         internal StopLimitOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
-            : this(model, security_md_source.Select(smd => smd.security.spec_or_default()), InlineStopLimitOrderProperties.subscribe(security_md_source), id, display_name) { }
+         internal StopLimitOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
+            : this(model, security_md_source.Select(smd => smd.security.spec_or_default()), InlineStopLimitOrderProperties.subscribe(security_md_source)) { }
 
-         internal StopLimitOrderVM(OrdersModel model, IObservable<ContractSpecificationImmutable> spec_source, IObservable<InlineStopLimitOrderProperties> inline_properties, string id, string display_name)
-            : base(model, id, display_name) {
+         internal StopLimitOrderVM(OrdersModel model, IObservable<ContractSpecificationImmutable> spec_source, IObservable<InlineStopLimitOrderProperties> inline_properties) : base(model) {
             _stop_price = new UserProperty<double>(backing(nameof(stop_price), double.NaN));
             _dispose = Disposable.Create(
                spec_source.OnDispatcher().Subscribe(s => {

src/client/spark/Orders/OrderTypeVMs/StopOrderVM.cs

@@ -6,7 +6,8 @@ namespace mbts.spark {
       private class StopOrderVM : OrderTypeVMBase<StopOrderDefinition> {
          double _stop_price = 0;
 
-         internal StopOrderVM(OrdersModel model, string id, string display_name) : base(model, id, display_name) { }
+         internal StopOrderVM(OrdersModel model) : base(model) { }
+
 
          public double stop_price {
             get => _stop_price;

src/client/spark/Orders/OrderTypeVMs/TickOrderVM.cs

@@ -17,11 +17,11 @@ namespace mbts.spark
    {
       class InlineTickOrderProperties 
       {
-         public InlineTickOrderProperties (OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) 
+         public InlineTickOrderProperties (CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) 
          {
             ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
             tick_offset_on_deploy = new InlineUserProperty<uint>(0, false);
             cross_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
                               new bts.spark.QuantityMeasure() { Ratio = 1.0,  Absolute = 1}, false);
@@ -29,8 +29,8 @@ namespace mbts.spark
             max_chase_ticks = new InlineUserProperty<uint>(10, false);
             detach_on_toward = new InlineUserProperty<bool>(true, false);
          }
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
          
          public readonly InlineUserProperty<uint> tick_offset_on_deploy;
          public readonly InlineUserProperty<bts.spark.QuantityMeasure> cross_threshold;
@@ -43,8 +43,8 @@ namespace mbts.spark
       {
          readonly IObservable<SecurityMD> _security_md_source;
          SecurityImmutable? _security;
-         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
          InlineTickOrderProperties _inline_props;
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
@@ -55,12 +55,12 @@ namespace mbts.spark
          public uint max_chase_ticks { get; set; } = 10;
          public bool detach_on_toward { get; set; } = true;         
 
-         public TickOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+         public TickOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
             : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineTickOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }
+            new InlineTickOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
 
          public TickOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
-                            IObservable<InlineTickOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name) 
+                            IObservable<InlineTickOrderProperties> inline_properties) : base(model) 
          {
             _security_md_source = security_md_source;
             _dispose = Disposable.Create(
@@ -74,7 +74,7 @@ namespace mbts.spark
                   }
                   if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) 
                   {
-                     _select_child_order(p.selected_child_order_type.value.key.type);
+                     _select_child_order(p.selected_child_order_type.value);
                   }                  
                   if (p.tick_offset_on_deploy.force_override) 
                   {
@@ -131,7 +131,7 @@ namespace mbts.spark
             get 
             {
                if (_child_order_choices == null) 
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                return _child_order_choices;
             }
          }
@@ -177,7 +177,7 @@ namespace mbts.spark
          void _select_child_order() 
          {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value.key.type :
+               _inline_props.selected_child_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_child_order(ot);
          }

src/client/spark/Orders/OrderTypeVMs/TimeBoxOrderVM.cs

@@ -14,15 +14,15 @@ using static bts.api.orderman.CustomOrderDefinition;
 namespace mbts.spark {
    static partial class OrderTypeVMFactory {
       class InlineTimeBoxOrderProperties {
-         public InlineTimeBoxOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) {
+         public InlineTimeBoxOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) {
             ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
             start = new InlineUserProperty<DateTime>(DateTime.Now, true);
             stop = new InlineUserProperty<DateTime>(DateTime.Now.AddMinutes(5), true);
          }
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
          public readonly InlineUserProperty<DateTime> start, stop;
       }
 
@@ -30,8 +30,8 @@ namespace mbts.spark {
          const double _start_immediately_delay_ms = 500;
          readonly IObservable<SecurityMD> _security_md_source;
          SecurityImmutable? _security;
-         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
          InlineTimeBoxOrderProperties _inline_props;
          TimeTextTuple _absolute_start = TimeTextTuple.FromDateTime(DateTime.Now.AddMinutes(5)), _absolute_stop = TimeTextTuple.FromDateTime(DateTime.Now.AddMinutes(10));
          TimeSpan? _relative_start = TimeSpan.FromMinutes(5), _relative_stop = TimeSpan.FromMinutes(5);
@@ -40,14 +40,14 @@ namespace mbts.spark {
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
 
-         public TimeBoxOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+         public TimeBoxOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
             : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineTimeBoxOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }
+            new InlineTimeBoxOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
 
          public TimeBoxOrderVM(OrdersModel model,
             IObservable<SecurityMD> security_md_source,
-            IObservable<InlineTimeBoxOrderProperties> inline_properties, string id, string display_name)
-            : base(model, id, display_name) {
+            IObservable<InlineTimeBoxOrderProperties> inline_properties)
+            : base(model) {
             _security_md_source = security_md_source;
             _dispose = Disposable.Create(
                security_md_source.OnDispatcher()
@@ -58,7 +58,7 @@ namespace mbts.spark {
                      _order_types.SetItems(p.child_order_types.value);
                   }
                   if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) {
-                     _select_child_order(p.selected_child_order_type.value.key.type);
+                     _select_child_order(p.selected_child_order_type.value);
                   }
                   if (p.start.force_override) {
                      absolute_start = TimeTextTuple.FromDateTime(p.start.value);
@@ -94,7 +94,7 @@ namespace mbts.spark {
          public ICollection<IOrderTypeVM> child_order_types {
             get {
                if (_child_order_choices == null) {
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                }
                return _child_order_choices;
             }
@@ -173,7 +173,7 @@ namespace mbts.spark {
 
          void _select_child_order() {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value.key.type :
+               _inline_props.selected_child_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_child_order(ot);
          }

src/client/spark/Orders/OrderTypeVMs/TopOrderVM.cs

@@ -17,17 +17,17 @@ namespace mbts.spark
    {
       class InlineTopOrderProperties
       {
-         public InlineTopOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types)
+         public InlineTopOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types)
          {
             ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
 
             var hedgetype = CustomOneofCase.Lean;
-            if(!child_order_types.Any(ct => ct.key.type == hedgetype))
+            if(!child_order_types.Contains(hedgetype))
                hedgetype = CustomOneofCase.Limit;
-            this.selected_hedge_order_type = new InlineUserProperty<OrderTemplateHeader>(new OrderTemplateHeader(hedgetype), true);
-            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_hedge_order_type = new InlineUserProperty<CustomOneofCase>(hedgetype, true);
+            this.hedge_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
 
             watch_level_tick_offset = new InlineUserProperty<uint>(0, false);
             top_threshold = new InlineUserProperty<bts.spark.QuantityMeasure>(
@@ -35,10 +35,10 @@ namespace mbts.spark
             enable_hedge = new InlineUserProperty<bool>(false, false);
             hedge_ticks = new InlineUserProperty<int>(1, false);
          }
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_hedge_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> hedge_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_hedge_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> hedge_order_types;
 
 
          public readonly InlineUserProperty<uint> watch_level_tick_offset;
@@ -53,13 +53,13 @@ namespace mbts.spark
       {
          readonly IObservable<SecurityMD> _security_md_source;
          SecurityImmutable? _security;
-         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
          InlineTopOrderProperties _inline_props;
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
 
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _hedge_order_choices;
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _hedge_order_choices;
          IOrderTypeVM _hedge_order;
          IDisposable _hedge_order_errors_sub;
 
@@ -77,13 +77,13 @@ namespace mbts.spark
          }
          public int hedge_ticks { get; set; } = 1;
 
-         public TopOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+         public TopOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
             : this(model, security_md_source, security_md_source.Select(smd =>
-            new InlineTopOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name)
+            new InlineTopOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList())))
          { }
 
          public TopOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source,
-                            IObservable<InlineTopOrderProperties> inline_properties, string id, string display_name) : base(model, id, display_name)
+                            IObservable<InlineTopOrderProperties> inline_properties) : base(model)
          {
             _security_md_source = security_md_source;
             _dispose = Disposable.Create(
@@ -98,11 +98,11 @@ namespace mbts.spark
                   }
                   if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override))
                   {
-                     _select_child_order(p.selected_child_order_type.value.key.type);
+                     _select_child_order(p.selected_child_order_type.value);
                   }
                   if (_hedge_order_choices != null && (_hedge_order == null || p.selected_hedge_order_type.force_override))
                   {
-                     _select_hedge_order(p.selected_hedge_order_type.value.key.type);
+                     _select_hedge_order(p.selected_hedge_order_type.value);
                   }
                   if (p.watch_level_tick_offset.force_override)
                   {
@@ -157,7 +157,7 @@ namespace mbts.spark
             get
             {
                if (_child_order_choices == null)
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                return _child_order_choices;
             }
          }
@@ -167,7 +167,7 @@ namespace mbts.spark
             get
             {
                if (_hedge_order_choices == null)
-                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _hedge_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                return _hedge_order_choices;
             }
          }
@@ -241,7 +241,7 @@ namespace mbts.spark
          void _select_child_order()
          {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value.key.type :
+               _inline_props.selected_child_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_child_order(ot);
          }
@@ -257,7 +257,7 @@ namespace mbts.spark
          void _select_hedge_order()
          {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_hedge_order_type.has_value ?
-               _inline_props.selected_hedge_order_type.value.key.type :
+               _inline_props.selected_hedge_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_hedge_order(ot);
          }

src/client/spark/Orders/OrderTypeVMs/TriggerOrderVM.cs

@@ -14,8 +14,8 @@ using static bts.api.orderman.CustomOrderDefinition;
 namespace mbts.spark {
    static partial class OrderTypeVMFactory {
       class InlineTriggerOrderProperties {
-         public readonly InlineUserProperty<OrderTemplateHeader> selected_child_order_type;
-         public readonly InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>> child_order_types;
+         public readonly InlineUserProperty<CustomOneofCase> selected_child_order_type;
+         public readonly InlineUserProperty<IReadOnlyCollection<CustomOneofCase>> child_order_types;
          public readonly InlineUserProperty<TriggerPriceType> trigger_price_type;
          public readonly InlineUserProperty<TriggerPayupPrice.Types.TriggerPayupPriceType> payup_price_type;
          public readonly InlineUserProperty<double> fixed_price;
@@ -23,10 +23,10 @@ namespace mbts.spark {
          public readonly InlineUserProperty<bool> use_fixed_price, is_priceout_checked, is_timeout_checked;
          public readonly InlineUserProperty<int> timeout_secs;
 
-         public InlineTriggerOrderProperties(OrderTemplateHeader selected_child_order_type, IReadOnlyCollection<OrderTemplateHeader> child_order_types) {
+         public InlineTriggerOrderProperties(CustomOneofCase selected_child_order_type, IReadOnlyCollection<CustomOneofCase> child_order_types) {
             ExceptionAssert.InvalidOperation.That(child_order_types.Contains(selected_child_order_type), $"Child order type {selected_child_order_type} is not in child_order_types");
-            this.selected_child_order_type = new InlineUserProperty<OrderTemplateHeader>(selected_child_order_type, true);
-            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<OrderTemplateHeader>>(child_order_types, true);
+            this.selected_child_order_type = new InlineUserProperty<CustomOneofCase>(selected_child_order_type, true);
+            this.child_order_types = new InlineUserProperty<IReadOnlyCollection<CustomOneofCase>>(child_order_types, true);
             trigger_price_type = new InlineUserProperty<TriggerPriceType>(TriggerPriceType.Bid, false);
             payup_price_type = new InlineUserProperty<TriggerPayupPrice.Types.TriggerPayupPriceType>();
             use_fixed_price = new InlineUserProperty<bool>(false);
@@ -47,20 +47,19 @@ namespace mbts.spark {
          readonly UserProperty<bool> _use_fixed_price, _is_timeout_checked, _is_priceout_checked;
          SecurityMD? _security_md;
          SecurityImmutable? _security => _security_md.security();
-         ObservableCollection<OrderTemplateHeader> _order_types = new ObservableCollection<OrderTemplateHeader>();
-         ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader> _child_order_choices;
+         ObservableCollection<CustomOneofCase> _order_types = new ObservableCollection<CustomOneofCase>();
+         ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase> _child_order_choices;
          InlineTriggerOrderProperties _inline_props;
          IOrderTypeVM _child_order;
          IDisposable _dispose, _child_order_errors_sub;
          ulong _bbo_ref = 0, _last_trade_ref = 0;
          double _best_bid = double.NaN, _best_ask = double.NaN, _last_trade_price = double.NaN;
 
-         public TriggerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, string id, string display_name)
+         public TriggerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source)
             : this(model, security_md_source, security_md_source.Select(smd =>
-              new InlineTriggerOrderProperties(new OrderTemplateHeader(model.factory.default_order_type(smd.security)), model.factory.default_order_types(smd.security).Select(t => new OrderTemplateHeader(t)).ToList())), id, display_name) { }
+              new InlineTriggerOrderProperties(model.factory.default_order_type(smd.security), model.factory.default_order_types(smd.security).ToList()))) { }
 
-         public TriggerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, IObservable<InlineTriggerOrderProperties> inline_properties, string id, string display_name)
-            : base(model, id, display_name) {
+         public TriggerOrderVM(OrdersModel model, IObservable<SecurityMD> security_md_source, IObservable<InlineTriggerOrderProperties> inline_properties) : base(model) {
             _trigger_price_type = create_user_prop(nameof(trigger_price_type), TriggerPriceType.Bid);
             _use_fixed_price = create_user_prop(nameof(use_fixed_price), true);
             _fixed_price = create_user_prop(nameof(fixed_price), double.NaN);
@@ -89,7 +88,7 @@ namespace mbts.spark {
                      _order_types.SetItems(p.child_order_types.value);
                   }
                   if (_child_order_choices != null && (_child_order == null || p.selected_child_order_type.force_override)) {
-                     _select_child_order(p.selected_child_order_type.value.key.type);
+                     _select_child_order(p.selected_child_order_type.value);
                   }
                   // trigger price
                   _trigger_price_type.on_inline_prop(p.trigger_price_type);
@@ -136,7 +135,7 @@ namespace mbts.spark {
          public ICollection<IOrderTypeVM> child_order_types {
             get {
                if (_child_order_choices == null)
-                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, OrderTemplateHeader>(_order_types, ot => create(ot.key.type, ot.key.name, ot.display_name, model, _security_md_source));
+                  _child_order_choices = new ObservableAutoWrapper<IOrderTypeVM, CustomOneofCase>(_order_types, ot => create(ot, model, _security_md_source));
                return _child_order_choices;
             }
          }
@@ -211,13 +210,13 @@ namespace mbts.spark {
                _security_md.Value.md.get_bbo(ref _bbo_ref, out co2.NativePriceSize bid, out co2.NativePriceSize ask);
                _best_bid = bid.price;
                _best_ask = ask.price;
-               _security_md.Value.md.get_last_trade(ref _last_trade_ref, out co2.NativePriceSize ps, out ulong v);
+               _security_md.Value.md.get_last_trade(ref _last_trade_ref, out co2.NativePriceSize ps, out DateTime ts, out ulong v);
             }
          }
 
          void _select_child_order() {
             CustomOneofCase ot = _inline_props != null && _inline_props.selected_child_order_type.has_value ?
-               _inline_props.selected_child_order_type.value.key.type :
+               _inline_props.selected_child_order_type.value :
                model.factory.default_order_type(_security.Value, true);
             _select_child_order(ot);
          }

src/client/spark/core/Utility/DispatcherUpdateMaster.cs

@@ -1,99 +0,0 @@
-using bts;
-using bts.utils;
-using mbts.collections;
-using System;
-using System.Collections.Concurrent;
-using System.Collections.Generic;
-using System.Linq;
-using System.Reactive.Concurrency;
-using System.Reactive.Linq;
-using System.Threading;
-using System.Threading.Tasks;
-using System.Windows.Threading;
-
-namespace mbts.spark {
-   interface IPrepareUpdateForDispatcher {
-      IDisposable prepare_update();
-   }
-
-   class DispatcherUpdateMaster : IDisposable {
-      readonly string _name;
-      readonly DispatcherPriority _invocation_priority;
-      SetMap<Dispatcher, IPrepareUpdateForDispatcher> _vms;
-      int _state = States.ReadyForUpdate;
-      IDisposable _dispose;
-
-      public DispatcherUpdateMaster(string name)
-         : this(name, WorkLoop.default_interval, WorkLoop.default_priority) { }
-
-      public DispatcherUpdateMaster(string name, TimeSpan period, DispatcherPriority invocation_priority) {
-         _name = name;
-         _vms = new SetMap<Dispatcher, IPrepareUpdateForDispatcher>(EqualityComparer.Create<Dispatcher, int>(d => d.Thread.ManagedThreadId));
-         _dispose = ThreadPoolScheduler.Instance.SchedulePeriodic(period, _update_async);
-         _invocation_priority = invocation_priority;
-      }
-
-      public IDisposable attach(IPrepareUpdateForDispatcher vm, Dispatcher dispatcher) {
-         var clone = _vms.clone();
-         clone.add(dispatcher, vm);
-         _vms = clone;
-         return Disposable.Create(() => _detach(vm, dispatcher));
-      }
-
-      public void Dispose() {
-         Thread.VolatileWrite(ref _state, States.Disposed);
-         Disposable.dispose(ref _dispose);
-      }
-
-      void _detach(IPrepareUpdateForDispatcher preper, Dispatcher dispatcher) {
-         var clone = _vms.clone();
-         clone.remove(dispatcher, preper);
-         _vms = clone;
-      }
-
-      async void _update_async() {
-         if (Interlocked.CompareExchange(ref _state, States.UpdateInProgress, States.ReadyForUpdate) != States.ReadyForUpdate) {
-            return;
-         }
-         var temp = _vms;
-         try {
-            ConcurrentBag<(Dispatcher dispatcher, ConcurrentBag<IDisposable> update)> update_jobs =
-               new ConcurrentBag<(Dispatcher dispatcher, ConcurrentBag<IDisposable> update_jobs)>();
-            await Task.Run(() => {
-               Parallel.ForEach(temp, dispatcher_group => {
-                  ConcurrentBag<IDisposable> update = new ConcurrentBag<IDisposable>();
-                  Parallel.ForEach(dispatcher_group, vm => {
-                     // need to check for null, that indicates an empty update (rather than an actual empty enumerable)
-                     var ujs = vm.prepare_update();
-                     if (ujs != null)
-                        update.Add(ujs);
-                  });
-                  if (update.Count > 0)
-                     update_jobs.Add((dispatcher_group.Key, update));
-               });
-            });
-            await Task.WhenAll(update_jobs.Select(_update_dispatcher_group_async));
-         } catch (Exception ex) {
-            Log.Ui.error($"{_name} error during parallel update: {ex}");
-         } finally {
-            // signal that the update is complete, and we are ready for another
-            Interlocked.CompareExchange(ref _state, States.ReadyForUpdate, States.UpdateInProgress);
-         }
-      }
-
-      async Task _update_dispatcher_group_async((Dispatcher dispatcher, ConcurrentBag<IDisposable> update_jobs) t) =>
-         await t.dispatcher.InvokeAsync(() => t.update_jobs.DisposeAll(), _invocation_priority);
-
-      static class States {
-         public const int
-            ReadyForUpdate = 0,
-            UpdateInProgress = 1,
-            Disposed = 2;
-      }
-   }
-
-   static class DispatcherUpdateMasterExtensions {
-      public static IDisposable attach(this DispatcherUpdateMaster dum, IPrepareUpdateForDispatcher preparer) =>
-         dum.attach(preparer, Dispatcher.CurrentDispatcher);
-   }
-}

src/client/spark/core/Utility/ExpirationFormatter.cs

@@ -0,0 +1,156 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using bts;
+using bts.api;
+
+namespace mbts.ui.utility
+{
+   class ExpirationFormatter
+   {
+      private static class DateFormatter
+      {
+         private static string[] month_codes = new string[] { "F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z" };
+         private static string[] month_three_letters = new string[] { "Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec" };
+
+         public static string format_condensed(DateTime date, bool use_month_code, bool show_year)
+         {
+            return String.Format("{0}{1}{2}", date.Day, month_codes[date.Month - 1], show_year ? (date.Year - 2000).ToString() : String.Empty);
+         }
+
+         public static string format(DateTime date, bool use_month_code, bool show_day) {
+            string month_text = use_month_code ? "{0}{1:00}".fmt(month_codes[date.Month - 1], date.Year - 2000) : "{0} {1:00}".fmt(month_three_letters[date.Month - 1], date.Year - 2000);
+            return show_day ? "{0} {1}".fmt(date.Day, month_text) : month_text;
+         }
+
+         public static string format_standard(DateTime date) { return "{0} {1} {2:00}".fmt(date.Day, month_three_letters[date.Month - 1], date.Year - 2000); }
+         public static string format_coded(DateTime date) { return "{0} {1}{2:00}".fmt(date.Day, month_codes[date.Month - 1], date.Year - 2000); }
+         public static string format_coded_hide_day(DateTime date) { return "{0}{1}".fmt(month_codes[date.Month - 1], date.Year - 2000); }
+         
+         public static DateTime parse_standard(string date_text) {
+            string[] split = date_text.Split(new char[] { ' ' }, StringSplitOptions.RemoveEmptyEntries);
+            int year = 0;
+            int month = Array.IndexOf(month_three_letters, split[1]) + 1;
+            int day = 0;
+            int.TryParse(split[2], out year);
+            int.TryParse(split[0], out day);
+            return new DateTime(year + 2000, month, day);
+         }
+
+         public static DateTime parse_coded(string date_text) {
+            string[] split = date_text.Split(new char[] { ' ' }, StringSplitOptions.RemoveEmptyEntries);
+            string year_text = split[1].Substring(1);
+            string month_text = split[1].Substring(0, 1);
+            string day_text = split[0];
+            int month = Array.IndexOf(month_codes, month_text) + 1;
+            int day, year;
+            int.TryParse(year_text, out year);
+            int.TryParse(day_text, out day);
+            return new DateTime(year + 2000, month, day);
+         }
+
+         public static DateTime parse_coded_hide_day(string date_text) {
+            string year_text = date_text.Substring(1);
+            string month_text = date_text.Substring(0, 1);
+            int month = Array.IndexOf(month_codes, month_text) + 1;
+            int year;
+            int.TryParse(year_text, out year);
+            return new DateTime(year + 2000, month, 0);
+         }
+      }
+
+      private static IDictionary<SecurityType, IDictionary<string, bts.config.ExpirationDisplayOffsetEntry>> _offset_map;
+
+      static ExpirationFormatter()
+      {
+         try
+         {
+            _offset_map = new Dictionary<SecurityType, IDictionary<string, bts.config.ExpirationDisplayOffsetEntry>>();
+            _offset_map[SecurityType.Option] = new Dictionary<string, bts.config.ExpirationDisplayOffsetEntry>();
+            _offset_map[SecurityType.Future] = new Dictionary<string, bts.config.ExpirationDisplayOffsetEntry>();
+
+            bts.config.ExpirationDisplayOffset offset_list = mbts.config.Configuration.get<bts.config.ExpirationDisplayOffset>();
+            foreach (bts.config.ExpirationDisplayOffsetEntry e in offset_list.entries)
+            {
+               string security_name = e.security_name;
+               string security_type_text = e.security_type;
+               SecurityType security_type = SecurityType.Unset;
+               Enum.TryParse<SecurityType>(security_type_text, true, out security_type);
+               if (security_type == SecurityType.Option || security_type == SecurityType.Future)
+                  _offset_map[security_type][security_name] = e;
+            }
+         }
+         catch (Exception ex)
+         {
+            Log.Ui.error(String.Format("Exception message = {0}", ex.Message));
+         }
+      }
+
+      private static bts.config.ExpirationDisplayOffsetEntry _get_offset_entry(SecurityType security_type, string security_name)
+      {
+         bts.config.ExpirationDisplayOffsetEntry rv = null;
+         IDictionary<string, bts.config.ExpirationDisplayOffsetEntry> this_security_type_map = null;
+         if (_offset_map.TryGetValue(security_type, out this_security_type_map))
+            if (this_security_type_map.TryGetValue(security_name, out rv))
+               return rv;
+         return rv;
+      }
+
+      public static DateTime convert_real_to_mapped(SecurityType security_type, string security_name, DateTime security_expiration)
+      {
+         bts.config.ExpirationDisplayOffsetEntry offset_entry = _get_offset_entry(security_type, security_name);
+         DateTime rv = security_expiration;
+         if (offset_entry != null)
+         {
+            if (offset_entry.addition_type == bts.config.ExpirationOffsetType.type.Month)
+               rv = security_expiration.AddMonths(offset_entry.addition_count);
+            else if (offset_entry.addition_type == bts.config.ExpirationOffsetType.type.MonthMoveToStart)
+            {
+               rv = security_expiration.AddMonths(offset_entry.addition_count);
+               rv = new DateTime(rv.Year, rv.Month, 1);
+            }
+         }
+         return rv;
+      }
+
+      public static string format_expiration_standard(SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration) {
+         return format_expiration_standard(security_type, security_name, security_expiration, map_expiration, false);
+      }
+
+      public static string format_expiration_standard(SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration, bool use_month_code) {
+         return format_expiration_standard(security_type, security_name, security_expiration, map_expiration, use_month_code, true);
+      }
+
+      public static string format_expiration_standard(SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration, bool use_month_code, bool show_day) {
+         DateTime mapped_expiration = map_expiration ? convert_real_to_mapped(security_type, security_name, security_expiration) : security_expiration;
+         return DateFormatter.format(mapped_expiration, use_month_code, show_day);
+      }
+
+      public static string format_symbol_expiration_standard (SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration) {
+         return format_symbol_expiration_standard(security_type, security_name, security_expiration, map_expiration, false, false, true);
+      }
+
+      public static string format_symbol_expiration_standard (SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration, bool show_security_type) {
+         return format_symbol_expiration_standard(security_type, security_name, security_expiration, map_expiration, show_security_type, false, true);
+      }
+
+      public static string format_symbol_expiration_standard(SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration, bool show_security_type, bool use_month_code) {
+         return format_symbol_expiration_standard(security_type, security_name, security_expiration, map_expiration, show_security_type, use_month_code, true);
+      }
+
+      public static string format_symbol_expiration_standard (SecurityType security_type, string security_name, DateTime security_expiration, bool map_expiration, bool show_security_type, bool use_month_code, bool show_day) {
+         string exp_text = format_expiration_standard(security_type, security_name, security_expiration, map_expiration, use_month_code, show_day);
+         return !show_security_type ? String.Format("{0} {1}", security_name, exp_text) : String.Format("{0} {1} {2}", security_type.ToString().ToUpper(), security_name, exp_text);
+      }
+
+      public static string format_option_expiration_condensed(string option_name, DateTime option_expiration, bool map_expiration, bool show_symbol_name, bool show_year)
+      {
+         DateTime mapped_expiration = map_expiration ? convert_real_to_mapped(SecurityType.Option, option_name, option_expiration) : option_expiration;
+         return String.Format("{0}{1}", show_symbol_name ? option_name : String.Empty, DateFormatter.format_condensed(mapped_expiration, true, show_year));
+      }
+
+      public static DateTime parse_standard_formatted_expiration(SecurityType security_type, string security_name, string security_expiration) { return DateFormatter.parse_standard(security_expiration); }
+   }
+}

src/client/spark/core/Utility/ViewModelBase.cs

@@ -156,13 +156,15 @@ namespace mbts.ui.shell
          public string name => _propname;
 
          public void set(T value) {
-            if (!Equals(value, _value))
-               _apply_new_value(value);
+            if (!Equals(value, _value)) {
+               Changing?.Invoke(_value, value);
+               var old = _value;
+               _value = value;
+               Changed?.Invoke(old, value);
+               _owner.RaisePropertyChanged(_propname);
+            }
          }
 
-         public IDisposable set_as_job(T value) =>
-            Equals(value, _value) ? null : Disposable.Create(() => _apply_new_value(value));
-
          public IDisposable Subscribe(IObserver<(T oldval, T newval)> observer) {
             Changed += pch;
             return Disposable.Create(() => Changed -= pch);
@@ -180,14 +182,6 @@ namespace mbts.ui.shell
             get { return _value; }
             set { set(value); }
          }
-
-         void _apply_new_value(T new_value) {
-            Changing?.Invoke(_value, new_value);
-            var old = _value;
-            _value = new_value;
-            Changed?.Invoke(old, new_value);
-            _owner.RaisePropertyChanged(_propname);
-         }
       }
 
 		protected class DelegateProperty<T> : Property<T> {
@@ -535,7 +529,7 @@ namespace mbts.ui.shell
       /// <para/>If the user has not selected an item, but the current items do not contain the desired item, it will re-evaluate whether or not to select the item when new items arrive.
       /// </summary>
       protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, IReadOnlyList<PropertyValidation<T>> validation_steps) =>
-         backing(name, items, desired_item, select_default, EqualityComparer<T>.Default, validation_steps);
+         backing(name, items, desired_item, select_default, null, validation_steps);
 
       /// <summary>
       /// Returns a SelectorProperty&lt;T&gt; that observes an items source, and a desired item.  When either observable ticks, it determines whether or not to assign the selected_item property.
@@ -547,8 +541,8 @@ namespace mbts.ui.shell
       /// <param name="desired_item">The observable sequence of a desired item.</param>
       /// <param name="select_default">The fallback function to select an item by default.</param>
       /// <param name="items_match">The item-matching function used to preserve a selected item when new items arrive.</param>
-      protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, IEqualityComparer<T> comparer) =>
-         backing(name, items, desired_item, select_default, comparer, new List<PropertyValidation<T>>(0));
+      protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, Func<T, T, bool> items_match) =>
+         backing(name, items, desired_item, select_default, items_match, new List<PropertyValidation<T>>(0));
 
       /// <summary>
       /// Returns a SelectorProperty&lt;T&gt; that observes an items source, and a desired item.  When either observable ticks, it determines whether or not to assign the selected_item property.
@@ -561,22 +555,12 @@ namespace mbts.ui.shell
       /// <param name="select_default">The fallback function to select an item by default.</param>
       /// <param name="items_match">The item-matching function used to preserve a selected item when new items arrive.</param>
       /// <param name="validation_steps">The validation steps to take when selected_item changes.</param>
-      protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, IEqualityComparer<T> comparer, IReadOnlyList<PropertyValidation<T>> validation_steps) {
-         var prop = new SelectorProperty<T>(this, name, select_default, comparer, validation_steps);
-         attach(prop, items, desired_item);
-         return prop;
-      }
-
-      protected SelectorProperty<T, V> backing<T, V>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T, V> item_to_value, Func<V> select_default, IEqualityComparer<V> comparer, IReadOnlyList<PropertyValidation<V>> validation_steps) {
-         var prop = new SelectorProperty<T, V>(this, name, item_to_value, select_default, comparer, validation_steps);
-         attach(prop, items, desired_item);
-         return prop;
-      }
-
-      protected void attach<T, V>(SelectorProperty<T, V> selector_property, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item) {
+      protected SelectorProperty<T> backing<T>(string name, IObservable<IEnumerable<T>> items, IObservable<InlineUserProperty<T>> desired_item, Func<T> select_default, Func<T, T, bool> items_match, IReadOnlyList<PropertyValidation<T>> validation_steps) {
          if (_observable_properties == null) _observable_properties = new List<IDisposable>();
-         _observable_properties.Add(items.OnDispatcher().Subscribe(selector_property));
-         _observable_properties.Add(desired_item.OnDispatcher().Subscribe(selector_property));
+         var prop = new SelectorProperty<T>(this, name, select_default, items_match, validation_steps);
+         _observable_properties.Add(items.OnDispatcher().Subscribe(prop));
+         _observable_properties.Add(desired_item.OnDispatcher().Subscribe(prop));
+         return prop;
       }
 
       protected void set_dispose(IDisposable disposable) {
@@ -595,44 +579,37 @@ namespace mbts.ui.shell
          OnDisposed?.Invoke(true);
       }
 
-      protected class SelectorProperty<T> : SelectorProperty<T, T> {
-         public SelectorProperty(DisposableViewModelBase owner, string prop_name, Func<T> select_default, IEqualityComparer<T> comparer, IReadOnlyList<PropertyValidation<T>> validation_steps)
-            : base(owner, prop_name, i => i, select_default, comparer, validation_steps) { }
-      }
-
       /// <summary>
       /// Designed to observe an items source, and a [settings-driven] desired item.  When a new desired item is observed, it will evaluate it's current state and determine if it should be assigned to the selected_item.
       /// <para/>Notes: If the user has selected an item (ie the selected_item has been assigned through the public setter), the desired item will be ignored unless force_override is true.
       /// <para/>If the user has not selected an item, but the current items do not contain the desired item, it will re-evaluate whether or not to select the item when new items arrive.
       /// </summary>
-      protected class SelectorProperty<TItem, TValue> : IObserver<InlineUserProperty<TItem>>, IObserver<IEnumerable<TItem>>, IObservable<(TValue oldval, TValue newval)> {
+      protected class SelectorProperty<T> : IObserver<InlineUserProperty<T>>, IObserver<IEnumerable<T>>, IObservable<(T oldval, T newval)> {
          readonly DisposableViewModelBase _owner;
          readonly string _prop_name;
-         readonly IReadOnlyList<PropertyValidation<TValue>> _validation_steps;
-         readonly ObservableCollection<TItem> _items = new ObservableCollection<TItem>();
-         readonly Func<TValue> _select_default;
-         readonly IEqualityComparer<TValue> _value_comparer;
-         readonly Func<TItem, TValue> _item_to_value;
-         TValue _selected_item;
-         InlineUserProperty<TItem> _desired_item = new InlineUserProperty<TItem>();
+         readonly IReadOnlyList<PropertyValidation<T>> _validation_steps;
+         readonly ObservableCollection<T> _items = new ObservableCollection<T>();
+         readonly Func<T> _select_default;
+         readonly Func<T, T, bool> _items_match; // used to maintain selected_item through an items-change
+         T _selected_item;
+         InlineUserProperty<T> _desired_item;
          bool _is_user_selected_item;
 
-         public SelectorProperty(DisposableViewModelBase owner, string prop_name, Func<TItem, TValue> item_to_value, Func<TValue> select_default, IEqualityComparer<TValue> value_comparer, IReadOnlyList<PropertyValidation<TValue>> validation_steps) {
+         public SelectorProperty(DisposableViewModelBase owner, string prop_name, Func<T> select_default, Func<T, T, bool> items_match, IReadOnlyList<PropertyValidation<T>> validation_steps) {
             _owner = owner;
             _prop_name = prop_name;
-            _item_to_value = item_to_value;
             _select_default = select_default;
-            _value_comparer = value_comparer ?? EqualityComparer<TValue>.Default;
+            _items_match = items_match;
             _validation_steps = validation_steps;
-            items = new ReadOnlyObservableCollection<TItem>(_items);
+            items = new ReadOnlyObservableCollection<T>(_items);
          }
 
-         public event PropertyChange<TValue> Changing;
-         public event PropertyChange<TValue> Changed;
+         public event PropertyChange<T> Changing;
+         public event PropertyChange<T> Changed;
 
-         public ReadOnlyObservableCollection<TItem> items { get; }
+         public ReadOnlyObservableCollection<T> items { get; }
 
-         public TValue selected_item {
+         public T selected_item {
             get => _selected_item;
             set {
                _is_user_selected_item = true;
@@ -640,31 +617,31 @@ namespace mbts.ui.shell
             }
          }
 
-         public IDisposable Subscribe(IObserver<(TValue oldval, TValue newval)> observer) {
+         public IDisposable Subscribe(IObserver<(T oldval, T newval)> observer) {
             Changed += pch;
             return Disposable.Create(() => Changed -= pch);
-            void pch(TValue o, TValue n) => observer.OnNext((o, n));
+            void pch(T o, T n) => observer.OnNext((o, n));
          }
 
-         public IObservable<TValue> observe_current(bool start_now = false) {
+         public IObservable<T> observe_current(bool start_now = false) {
             var source = this.Select(vals => vals.newval);
             if (start_now)
-               source = source.StartWith(selected_item);
+               source = source.StartWith(_selected_item);
             return source;
          }
 
-         void IObserver<InlineUserProperty<TItem>>.OnNext(InlineUserProperty<TItem> iup) {
+         void IObserver<InlineUserProperty<T>>.OnNext(InlineUserProperty<T> iup) {
             _desired_item = iup;
             _try_auto_select();
          }
-         void IObserver<InlineUserProperty<TItem>>.OnError(Exception error) { }
-         void IObserver<InlineUserProperty<TItem>>.OnCompleted() { }
+         void IObserver<InlineUserProperty<T>>.OnError(Exception error) { }
+         void IObserver<InlineUserProperty<T>>.OnCompleted() { }
 
-         void IObserver<IEnumerable<TItem>>.OnNext(IEnumerable<TItem> value) {
-            if (_is_user_selected_item) {
+         void IObserver<IEnumerable<T>>.OnNext(IEnumerable<T> value) {
+            if (_items_match != null && _is_user_selected_item) {
                var curr_selected_item = selected_item;
                _items.sync_with(value);
-               if (_try_match_item(curr_selected_item, out TValue match))
+               if (_try_match_item(curr_selected_item, out T match))
                   selected_item = match;
                else {
                   _is_user_selected_item = false;
@@ -672,13 +649,18 @@ namespace mbts.ui.shell
                }
             } else {
                _items.sync_with(value);
-               _try_auto_select();
+               if (_is_user_selected_item) {
+                  _is_user_selected_item = _items.Contains(_selected_item);
+               }
+               if (!_is_user_selected_item) {
+                  _try_auto_select();
+               }
             }
          }
-         void IObserver<IEnumerable<TItem>>.OnError(Exception error) { }
-         void IObserver<IEnumerable<TItem>>.OnCompleted() { }
+         void IObserver<IEnumerable<T>>.OnError(Exception error) { }
+         void IObserver<IEnumerable<T>>.OnCompleted() { }
 
-         void _run_validation(TValue val) {
+         void _run_validation(T val) {
             var invalid_steps = _validation_steps.Select(v => v.validate(val)).Where(r => !r.valid);
             if (invalid_steps.Count() > 0) {
                var error_msg = string.Join("\n", invalid_steps.Where(r => !string.IsNullOrEmpty(r.msg)).Select(r => r.msg));
@@ -688,15 +670,15 @@ namespace mbts.ui.shell
 
          void _try_auto_select() {
             if (_is_user_selected_item) {
-               if (desired_item_valid() && _desired_item.force_override && _try_match_item(_desired_item.value, out TValue match)) {
+               if (desired_item_valid() && _desired_item.force_override && _try_match_item(_desired_item.value, out T match)) {
                   _set_selected_item(match);
                   return;
                }
-            } else if (desired_item_valid() && _try_match_item(_desired_item.value, out TValue match)) {
+            } else if (desired_item_valid() && _try_match_item(_desired_item.value, out T match)) {
                _set_selected_item(match);
                return;
             }
-            if (_try_match_item(_select_default(), out TValue default_match))
+            if (_try_match_item(_select_default(), out T default_match))
                _set_selected_item(default_match);
             else {
                // the _set_selected_item has never been entered, so validation has never ran, force it here
@@ -706,8 +688,8 @@ namespace mbts.ui.shell
             bool desired_item_valid() => (_desired_item?.has_value).GetValueOrDefault();
          }
 
-         void _set_selected_item(TValue value) {
-            if (!_value_comparer.Equals(value, _selected_item)) {
+         void _set_selected_item(T value) {
+            if (!Equals(value, _selected_item)) {
                Changing?.Invoke(_selected_item, value);
                var old = _selected_item;
                _selected_item = value;
@@ -717,20 +699,10 @@ namespace mbts.ui.shell
             }
          }
 
-         bool _try_match_item(TValue value, out TValue match) {
-            foreach (TItem item in _items) {
-               TValue v = _item_to_value(item);
-               if (_value_comparer.Equals(v, value)) {
-                  match = v;
-                  return true;
-               }
-            }
-            match = default;
-            return false;
-         }
-
-         bool _try_match_item(TItem item, out TValue match) =>
-            _try_match_item(_item_to_value(item), out match);
+         bool _try_match_item(T item, out T match) =>
+            _items_match != null ?
+               _items.TryGetFirst(i => _items_match(i, item), out match) :
+               _items.TryGetFirst(i => i.Equals(item), out match);
       }
 
       public event Action<bool> OnDisposed;

src/client/spark/view/Controls/DIYGrid/CellProperty.cs

@@ -15,7 +15,7 @@ namespace mbts.spark {
          value = initial_value;
       }
 
-      public event Action<(T oldval, T newval)> value_set;
+      event Action<(T oldval, T newval)> _value_set;
 
       public T value { get; private set; }
       public string text => _text ?? (_text = _format(value));
@@ -27,22 +27,14 @@ namespace mbts.spark {
          }
       }
 
-      public IDisposable on_next_distinct_as_job(T value, ref bool dirty) {
-         if (!value.Equals(this.value)) {
-            dirty = true;
-            return Disposable.Create(() => OnNext(value));
-         }
-         return null;
-      }
-
       public void OnCompleted() { }
       public void OnError(Exception error) { }
       public void OnNext(T value) {
-         if (value_set != null) {
+         if (_value_set != null) {
             T prev = this.value;
             this.value = value;
             _text = null;
-            value_set.Invoke((prev, value));
+            _value_set.Invoke((prev, value));
          } else {
             this.value = value;
             _text = null;
@@ -50,7 +42,7 @@ namespace mbts.spark {
       }
 
       public IDisposable Subscribe(IObserver<(T oldval, T newval)> observer) =>
-         Observable.FromEvent<Action<(T oldval, T newval)>, (T oldval, T newval)>(cb => value_set += cb, cb => value_set -= cb)
+         Observable.FromEvent<Action<(T oldval, T newval)>, (T oldval, T newval)>(cb => _value_set += cb, cb => _value_set -= cb)
          .Subscribe(observer);
    }
 }

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

@@ -47,7 +47,7 @@
               </ComboBox.GroupStyle>
               <ComboBox.ItemTemplate>
                 <DataTemplate>
-                  <usp:OrderTypeItem OrderType="{Binding order_type}" DisplayName="{Binding display_name}" Metadata="{Binding meta}"/>
+                  <usp:OrderTypeItem OrderType="{Binding order_type}" Metadata="{Binding meta}"/>
                 </DataTemplate>
               </ComboBox.ItemTemplate>
             </ComboBox>
@@ -222,6 +222,8 @@
                           <RowDefinition Height="4" />
                           <RowDefinition Height="Auto"/>
                           <RowDefinition Height="4" />
+                          <RowDefinition Height="Auto"/>
+                          <RowDefinition Height="4" />                          
                           <RowDefinition/>
                         </Grid.RowDefinitions>
                         <Grid.ColumnDefinitions>
@@ -233,9 +235,11 @@
                         <uag:QuantityMeasureControl Grid.Row="1" Grid.Column="2" QuantityMeasure="{Binding cross_threshold}"/>
                         <TextBlock Grid.Row="3" VerticalAlignment="Center">Max Chase Ticks</TextBlock>
                         <c:TickUpDownUInt Grid.Row="3" Grid.Column="2" Value="{Binding max_chase_ticks}"/>
-                        <TextBlock Grid.Row="5">Child</TextBlock>
+                        <TextBlock Grid.Row="5">On Toward</TextBlock>
+                        <ComboBox Grid.Row="5" Grid.Column="2" ItemsSource="{Binding trade_toward_types}" ItemTemplate="{StaticResource EnumDescriptionTemplate}" SelectedItem="{Binding trade_toward_behavior}"/>                        
+                        <TextBlock Grid.Row="7">Child</TextBlock>
                         <uag:OrderDetailsPopupControl
-                          Grid.Row="5" Grid.Column="2"
+                          Grid.Row="7" Grid.Column="2"
                           IsOpen="{Binding child_order.editable_properties_open, FallbackValue=False}"
                           ItemsSource="{Binding child_order_types}"
                           SelectedItem="{Binding child_order}"

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

@@ -33,7 +33,7 @@
                 Width="15"
                 Height="10"
               />
-              <TextBlock x:Name="text"
+              <TextBlock
                 HorizontalAlignment="Left"
                 VerticalAlignment="Center"
                 Margin="20,0,0,0"

src/client/spark/view/Controls/Order/OrderTypeItem.xaml.cs

@@ -3,49 +3,23 @@ using bts.spark;
 using System.Windows;
 using System.Windows.Controls;
 
-namespace mbts.ui.spark {
+namespace mbts.ui.spark
+{
    /// <summary>
    /// Interaction logic for OrderTypeItem.xaml
    /// </summary>
-   partial class OrderTypeItem : Control {
-      static OrderTypeItem() =>
+   public partial class OrderTypeItem : Control
+   {
+      static OrderTypeItem() {
          DefaultStyleKeyProperty.OverrideMetadata(typeof(OrderTypeItem), new FrameworkPropertyMetadata(typeof(OrderTypeItem)));
+      }
 
       public static readonly DependencyProperty OrderTypeProperty = DependencyProperty.Register(nameof(OrderType), typeof(CustomOrderDefinition.CustomOneofCase), typeof(OrderTypeItem),
          new PropertyMetadata(CustomOrderDefinition.CustomOneofCase.None));
       public CustomOrderDefinition.CustomOneofCase OrderType { get => (CustomOrderDefinition.CustomOneofCase)GetValue(OrderTypeProperty); set => SetValue(OrderTypeProperty, value); }
 
-      public static readonly DependencyProperty DisplayNameProperty =
-         WPFHelper.create_dp<string, OrderTypeItem>(nameof(DisplayName), (o, v) => {
-            o._display_name = v;
-            o._update_text();
-         });
-
-      public string DisplayName {
-         get => GetValue(DisplayNameProperty) as string;
-         set => SetValue(DisplayNameProperty, value);
-      }
-
       public static readonly DependencyProperty MetadataProperty = DependencyProperty.Register(nameof(Metadata), typeof(OrderMetadata), typeof(OrderTypeItem),
          new PropertyMetadata(new OrderMetadata { Color = 0, KeyBinding = string.Empty }));
       public OrderMetadata Metadata { get => GetValue(MetadataProperty) as OrderMetadata; set => SetValue(MetadataProperty, value); }
-
-      string _display_name;
-      TextBlock _text;
-
-      public override void OnApplyTemplate() {
-         this.try_get_template_child("text", out _text);
-         _update_text();
-      }
-
-      void _update_text() {
-         if (_text != null) {
-            if (string.IsNullOrEmpty(_display_name)) {
-               _text.ClearValue(TextBlock.TextProperty);
-            } else {
-               _text.SetCurrentValue(TextBlock.TextProperty, _display_name);
-            }
-         }
-      }
    }
-}
+}

src/client/spark/view/Converters/EnumStringConverters/SecurityTypeStringConverter.cs

@@ -0,0 +1,18 @@
+using bts.api;
+using mbts.ui.utility;
+using System;
+using System.Windows.Data;
+
+namespace mbts.ui.converters
+{
+	public class SecurityTypeStringConverter : IValueConverter
+	{
+      public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
+         return SecurityDisplay.format_security_type((SecurityType)value);
+      }
+
+      public object ConvertBack(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
+         throw new NotImplementedException();
+      }
+   }
+}

src/client/spark/view/Converters/SecurityConverters/SecurityTypeForegroundConverter.cs

@@ -0,0 +1,32 @@
+using bts.api;
+using System;
+using System.Windows;
+using System.Windows.Data;
+using System.Windows.Media;
+
+namespace mbts.ui.converters
+{
+   [ValueConversion(typeof(SecurityType), typeof(Brush))]
+   public class SecurityTypeForegroundConverter : IValueConverter
+   {
+      public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
+         if (value is SecurityType) return _convert((SecurityType)value);
+         //else if (value is SecurityTuple) return _convert(((SecurityTuple)value).security_type);
+         //else if (value is SecurityExpiration) return _convert(((SecurityExpiration)value).security_type);
+         else return SystemColors.ControlTextBrush;
+      }
+
+      public object ConvertBack(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
+         throw new NotImplementedException();
+      }
+
+      private Brush _convert(SecurityType type) {
+         switch (type) {
+            case SecurityType.Option: return (Brush)BTSColors.header_text;
+            case SecurityType.Future: return new SolidColorBrush(Colors.Gold);
+            case SecurityType.Spread: return new SolidColorBrush(Colors.SlateBlue);
+            default: return new SolidColorBrush(Colors.PaleGreen);
+         }
+      }
+   }
+}

src/client/spark/view/Resources/Converters.xaml

@@ -26,6 +26,8 @@
   <cv:CellPathConverter x:Key="CellPathConverter" />
   <cv:CellKeyConverter x:Key="CellKeyConverter" />
   <cv:SecurityDisplayTextConverter x:Key="SecurityTextConverter"/>
+  <cv:SecurityTypeForegroundConverter x:Key="SecurityTypeForegroundConverter" />
+  <cv:SecurityTypeStringConverter x:Key="SecurityTypeStringConverter" />
   <cv:NumericSignBrushConverter x:Key="NumericSignBrushConverter" />
   <cv:TickDisplayTextConverter x:Key="TickTextConverter" />
   <cv:DoubleTextConverter x:Key="DoubleTextConverter" />

src/client/spark/view/Shell/Workspaces/SettingsManagerTool.cs

@@ -0,0 +1,37 @@
+using bts.api.core;
+using bts.api.persistence;
+using bts.api.user;
+using bts.test;
+using mbts.persist;
+using mbts.ui.shell;
+using System;
+using System.Linq;
+
+namespace bts.settings {
+   public class SettingsManagerTool {
+      public static void run() {
+         var sc = new ServiceContext();
+         var users = sc.locate<UserService>();
+         var persist = sc.locate<PersistenceService>("settings");
+         var user_list = users.get_users(new GetUsersRequest());
+         var user_names = user_list.Users.Select(u => u.Login);
+         var from = ConsoleEx.prompt("From User", user_names);
+         var from_persist = new UserUISettings(user_list.Users.First(u => u.Login == from).Id, persist, null);
+
+         var workspaces = from_persist.query<WorkspaceDefinition>(WorkspacesModel.WORKSPACE_NAMESPACE, ".*").Result;
+         var selected_ws = ConsoleEx.prompt("Choose workspace:", workspaces.Select(w => w.key));
+
+         var to = ConsoleEx.prompt("To User", user_names);
+
+         var name = ConsoleEx.input_prompt("Rename workspace?", selected_ws);
+
+         var confirm = ConsoleEx.prompt($"copy workspace '{selected_ws}' from {from} to {to} and name it '{name}'. Confirm?", "Yes", "No");
+         if (confirm == "Yes") {
+            var ws_blob = workspaces.First(w => w.key == selected_ws).value;
+            var to_persist = new UserUISettings(user_list.Users.First(u => u.Login == to).Id, persist, null);
+            to_persist.set(WorkspacesModel.WORKSPACE_NAMESPACE, name, ws_blob).Wait();
+            Console.WriteLine("Done");
+         }
+      }
+   }
+}

src/client/spark/view/Spark/Ladder/LadderGridHost.cs

@@ -386,7 +386,7 @@ namespace mbts.spark {
       void _tick() {
          if (_settings != null) {
             ulong unused = 0;
-            bool last_trade_changed = _vm.md.get_last_trade(ref unused, out _last_trade, out ulong __);
+            bool last_trade_changed = _vm.md.get_last_trade(ref unused, out _last_trade, out DateTime _, out ulong __);
             bool depth_changed = _vm.md.get_depth(ref _prices_updated, ref _bids, ref _asks);
             _mkt_break_lines.refresh();
             bool prices_changed =

src/client/spark/view/Spark/Ladder/LadderVM.cs

@@ -78,7 +78,7 @@ namespace mbts.spark {
          _dispose = Disposable.Create(
             settings_command,
             order_properties_vm,
-            order_properties_vm.observe_account(true).Select(a => a?.name ?? string.Empty).Subscribe(account_positions),
+            order_properties_vm.observe_account(true).Select(a => a.name).Subscribe(account_positions),
             account_positions,
             size_calculator = new CalculatorLogic(0, _settings_manager.subscribe_current().Select(s => s.calculator_buttons)),
             bus.subscribe(SparkTags.LogActivity).OnDispatcher().Subscribe(status_update),
@@ -275,7 +275,7 @@ namespace mbts.spark {
             _open.set(md.open_price);
             _settlement.set(md.settlement_price);
             ulong unused = 0;
-            md.get_last_trade(ref unused, out NativePriceSize last, out ulong volume);
+            md.get_last_trade(ref unused, out NativePriceSize last, out DateTime time, out ulong volume);
             if (!double.IsNaN(last.price)) {
                _change.set(last.price - md.settlement_price);
             } else {

src/client/spark/view/Spark/PAndL/PnLCalculator.cs

@@ -113,7 +113,7 @@ namespace mbts.spark {
          if (!sec_md.md.get_bbo(ref bbo_time, out NativePriceSize bid, out NativePriceSize ask)) return false;
          // last is only used in waterfall and last calculations, so if neither of those types are selected
          // we should not exit early if last is somehow not avaialble
-         if (!sec_md.md.get_last_trade(ref last_trade_time, out NativePriceSize last, out ulong unused2) && pnl_request.HasFlag(pnl_calc_type.waterfall | pnl_calc_type.last)) return false;
+         if (!sec_md.md.get_last_trade(ref last_trade_time, out NativePriceSize last, out DateTime unused1, out ulong unused2) && pnl_request.HasFlag(pnl_calc_type.waterfall | pnl_calc_type.last)) return false;
 
          if (pnl_request.HasFlag(pnl_calc_type.waterfall)) {
             // last price is available and withing range of available bid and ask

src/client/spark/view/Spark/Utilities/ISecurityMDPump.cs

@@ -12,7 +12,7 @@ namespace mbts.spark.utilities
    internal interface ISecurityMDPump
    {
        IObservable<(double bid, uint bid_size, double ask, uint ask_size)> bbo { get; }
-       IObservable<(double last, uint last_size, ulong volume)> last_trade { get; }
+       IObservable<(double last, uint last_size, DateTime time_stamp, ulong volume)> last_trade { get; }
        IObservable<double> bid_price { get; }
        IObservable<uint> bid_size { get; }
        IObservable<double> ask_price { get; }
@@ -61,6 +61,7 @@ namespace mbts.spark.utilities
       private double _bid_price, _ask_price, _last_price;
       private uint _bid_size, _ask_size, _last_size;
       private ulong _volume;
+      private DateTime _last_time;
 
       private bool _refresh_bbo(MDConsumerHandle md) {
          if (md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
@@ -74,9 +75,10 @@ namespace mbts.spark.utilities
       }
 
       private bool _refresh_last(MDConsumerHandle md) {
-         if (md.get_last_trade(ref _last_ref, out NativePriceSize ps, out ulong v)) {
+         if (md.get_last_trade(ref _last_ref, out NativePriceSize ps, out DateTime ts, out ulong v)) {
             _last_price = ps.price;
             _last_size = ps.size;
+            _last_time = ts;
             _volume = v;
             return true;
          }
@@ -84,16 +86,17 @@ namespace mbts.spark.utilities
       }
 
       private (double, uint, double, uint) _select_bbo() { return (_bid_price, _bid_size, _ask_price, _ask_size); }
-      private (double, uint, ulong) _select_last() { return (_last_price, _last_size, _volume); }
+      private (double, uint, DateTime, ulong) _select_last() { return (_last_price, _last_size, _last_time, _volume); }
 
       public IObservable<(double bid, uint bid_size, double ask, uint ask_size)> bbo => _bbo_pump.Select(_ => _select_bbo()).StartWith(_select_bbo());
-      public IObservable<(double last, uint last_size, ulong volume)> last_trade => _last_pump.Select(_ => _select_last()).StartWith(_select_last());
+      public IObservable<(double last, uint last_size, DateTime time_stamp, ulong volume)> last_trade => _last_pump.Select(_ => _select_last()).StartWith(_select_last());
       public IObservable<double> bid_price => _bbo_pump.Select(_ => _bid_price).DistinctUntilChanged().StartWith(_bid_price);
       public IObservable<uint> bid_size => _bbo_pump.Select(_ => _bid_size).DistinctUntilChanged().StartWith(_bid_size);
       public IObservable<double> ask_price => _bbo_pump.Select(_ => _ask_price).DistinctUntilChanged().StartWith(_ask_price);
       public IObservable<uint> ask_size => _bbo_pump.Select(_ => _ask_size).DistinctUntilChanged().StartWith(_ask_size);
       public IObservable<double> last_price => _bbo_pump.Select(_ => _last_price).DistinctUntilChanged().StartWith(_last_price);
       public IObservable<uint> last_size => _bbo_pump.Select(_ => _last_size).DistinctUntilChanged().StartWith(_last_size);
+      public IObservable<DateTime> last_time => _last_pump.Select(_ => _last_time).DistinctUntilChanged().StartWith(_last_time);
       public IObservable<ulong> volume => _last_pump.Select(_ => _volume).DistinctUntilChanged().StartWith(_volume);
       public IObservable<double> session_low => _root_pump.Select(md => md.session_low).DistinctUntilChanged();
       public IObservable<double> session_high => _root_pump.Select(md => md.session_high).DistinctUntilChanged();

src/client/spark/view/Spark/Utilities/OrderDataHelper.cs

@@ -110,29 +110,6 @@ namespace mbts.spark.utilities {
          return defs;
       }
 
-      public Dictionary<OrderTemplateHeader, CustomOrderDefinitionImmutable> default_order_type_templates(SecurityImmutable security, bool is_child = false) {
-         const int name_ref_seed = 1;
-         // standard types
-         var defs = default_order_types(security, is_child)
-            .Except(new[] { CustomOrderDefinition.CustomOneofCase.Dynamic })
-            .ToDictionary(ot => new OrderTemplateHeader(new OrderTemplateKey(ot), OrderUtils.order_type_display_name(ot)), ot => new CustomOrderDefinitionImmutable(custom_order(ot)));
-         // TODO: replace with better naming scheme (right now, the order type ref count 'n' is appended to the order-type name)
-         var order_type_ref_count = defs.ToDictionary(kv => kv.Key, kv => name_ref_seed);
-         var dynamic_defs = new List<CustomOrderDefinitionImmutable>();
-         DynamicOrderHelper.add_dynamic_order_defs(dynamic_defs, ot => custom_order(ot));
-         foreach (var ddef in dynamic_defs) {
-            var header = new OrderTemplateHeader(new OrderTemplateKey(ddef.CustomCase, ddef.Dynamic.DynamicOrderType), ddef.Dynamic.DynamicOrderType );
-            // if (order_type_ref_count.TryGetValue(header, out int count)) {
-            //    order_type_ref_count[header]++;
-            //    header = new OrderTemplateHeader(new OrderTemplateKey(header.key.type, $"{header.key.name}{count}"), $"{header.display_name}{count}");
-            // } else {
-            //    order_type_ref_count[header] = name_ref_seed;
-            // }
-            defs.Add(header, ddef);
-         }
-         return defs;
-      }
-
       public IEnumerable<CustomOrderDefinition.CustomOneofCase> default_order_types(SecurityImmutable? security, bool is_child=false) =>
          security.HasValue ? default_order_types(security.Value, is_child) : default_order_types();
 
@@ -235,7 +212,7 @@ namespace mbts.spark.utilities {
 
       public DynamicOrderDefinition dynamic_order() => new DynamicOrderDefinition
       {
-         //Child = custom_order(),
+         Child = custom_order(),
       };
 
 

src/client/spark/view/Spark/Utilities/WorkLoop.cs

@@ -7,8 +7,8 @@ using System.Windows.Threading;
 namespace mbts.spark {
    static class WorkLoop {
       public const double default_excessive_cycle_ratio = 1.2;
-      public static readonly TimeSpan default_interval;
-      public static readonly DispatcherPriority default_priority;
+      static readonly DispatcherPriority default_priority;
+      static readonly TimeSpan default_interval;
 
       static WorkLoop() {
          var timer_params = config.Configuration.get<bts.config.LadderKnobs>();

src/client/spark/view/Utility/SecurityUtils.cs

@@ -0,0 +1,90 @@
+using bts.api;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+namespace mbts.ui.utility
+{
+   public enum DateFormat { Standard, DayMonthAbvDiff2000, DayMonthCodeDiff2000 } 
+   static class SecurityDisplay
+   {
+      /// <summary>
+      /// Returns a shorthand string representation of a security type appropriate for UIs.
+      /// </summary>
+      public static string format_security_type(SecurityType type) {
+         switch (type) {
+            case SecurityType.Option: return "Opt";
+            case SecurityType.Future: return "Fut";
+            case SecurityType.Stock: return "Stk";
+            case SecurityType.Spread: return "Spd";
+            default: return type.ToString();
+         }
+      }
+
+      /// <summary>
+      /// Returns a concise string representation of a security expiration appropriate for UIs (e.g. es March 22, 2019: es 22 Mar 19).
+      /// </summary>
+      public static string format_expiration(SecurityType sec_type, string symbol, DateTime exp_date) { return format_expiration(sec_type, symbol, exp_date, false, true, true, DateFormat.DayMonthAbvDiff2000); }
+
+      /// <summary>
+      /// Returns a concise string representation of a security expiration (using symbol-mapped expiration dates, and single-letter month codes) appropriate for UIs (e.g. es March 22, 2019: [Opt] [es] 22 Mar 19).
+      /// </summary>
+      public static string format_expiration(SecurityType sec_type, string symbol, DateTime exp_date, bool show_type, bool show_symbol, bool use_mapped_exp) { return format_expiration(sec_type, symbol, exp_date, show_type, show_symbol, use_mapped_exp, DateFormat.Standard); }
+
+      /// <summary>
+      /// Returns a concise string representation of a security expiration (using symbol-mapped expiration dates, and single-letter month codes) appropriate for UIs (e.g. es March 22, 2019: [Opt] [es] 22 Mar 19, or [Opt] [es] 22 H19).
+      /// </summary>
+      public static string format_expiration(SecurityType sec_type, string symbol, DateTime exp_date, bool show_type, bool show_symbol, bool use_mapped_exp, DateFormat date_format) {
+         if (use_mapped_exp) exp_date = ExpirationFormatter.convert_real_to_mapped(sec_type, symbol, exp_date);
+         string result = format_date(exp_date);
+         if (show_symbol) result = (symbol + " " + result);
+         if (show_type) result = (format_security_type(sec_type) + " " + result);
+         return result;
+      }
+
+
+      /// <summary>
+      /// Returns a concise string representation of a future trade appropriate for UIs.
+      /// </summary>
+      public static string format_future_trade(string symbol, DateTime exp_date, int size, double marginal_price) { return "{0} {1} lots @ {2:C}".fmt(format_expiration(SecurityType.Future, symbol, exp_date, false, true, true), size, marginal_price); }
+
+      /// <summary>
+      /// Returns a concise string representation of an option trade appropriate for UIs.
+      /// </summary>
+      public static string format_option_trade(string symbol, DateTime exp_date, double strike, bool is_call, int size, double marginal_price) {
+         return "{0} {1} {2} {3} lots @ {4:C}".fmt(format_expiration(SecurityType.Option, symbol, exp_date, false, true, true), strike, is_call ? "C" : "P", size, marginal_price);
+      }
+
+      /// <summary>
+      /// Returns a concise string representation of a date (using standard month abbreviations) appropriate for UIs (e.g. March 22, 2019: 22 Mar 19).
+      /// </summary>
+      public static string format_date(DateTime date) { return format_date(date.Year, date.Month, date.Day, DateFormat.DayMonthAbvDiff2000); }
+
+      /// <summary>
+      /// Returns a concise string representation of a date (using single-letter month codes) appropriate for UIs (e.g. March 22, 2019: 22 Mar 19, or 22 H19).
+      /// </summary>
+      public static string format_date(int year, int month, int day, DateFormat format) {
+         switch(format) {
+            case DateFormat.DayMonthAbvDiff2000: return "{0} {1} {2}".fmt(day, get_month_abv(month), year - 2000);
+            case DateFormat.DayMonthCodeDiff2000: return "{0} {1}{2}".fmt(day, get_month_code(month), year - 2000);
+            case DateFormat.Standard: goto default;
+            default: return "{0}/{1}/{2}".fmt(day, month, year);
+         }
+      }
+      /// <summary>
+      /// Returns the option industry standard month code.
+      /// </summary>
+      public static string get_month_code(int month) { _check_month(month); return _month_codes[month - 1]; }
+      /// <summary>
+      /// Returns the standard month abbreviation (Jan, Feb, Mar, etc.).
+      /// </summary>
+      public static string get_month_abv(int month) { _check_month(month); return _month_abvs[month - 1]; }
+      #region Private Members
+      private static void _check_month(int month) { if (month < 1 || month > 12) throw new ArgumentException("There are only twelve months in a year", "month"); }
+      private static string[] _month_codes = new string[] { "F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z" };
+      private static string[] _month_abvs = new string[] { "Jan", "Feb", "Mar", "Apr", "May", "Jun", "Jul", "Aug", "Sep", "Oct", "Nov", "Dec" };
+      #endregion
+   }
+}

src/client/spark_api/utils/Log.cs

@@ -31,8 +31,7 @@ namespace bts {
       Mercury,
       Testing,
       Latency,
-      DataFlow,
-      Plugin
+      DataFlow
       // Please keep this list in sync with logging.h/logging.cpp
    }
    readonly struct Logger {

src/client/spark_core/Co2/Co2NativeMethods.cs

@@ -113,5 +113,7 @@ namespace mbts.co2
       [DllImport("libspark")]
       internal static extern void co2_get_zero_and_nan_book(ref NativePriceLevel nps);
 
+      [DllImport("libspark")]
+      internal static extern void co2_get_sample_datetime(ref utils.LLDateTime now, ref utils.LLDateTime utc_now);
    }
 }

src/client/spark_core/Co2/MDConsumerHandle.cs

@@ -72,12 +72,7 @@ namespace mbts.co2
          return false;
       }
 
-      public bool get_last_trade(ref ulong time, out NativePriceSize ps, out ulong total_volume) {
-         total_volume = _cold->total_volume;
-         return (_cold->last_trade.load_if_new(ref time, out ps));
-      }
-
-      public bool get_last_trade(ref ulong time, out NativePriceSize ps, out utils.LLDateTime timestamp, out ulong total_volume) {
+      public bool get_last_trade(ref ulong time, out NativePriceSize ps, out DateTime timestamp, out ulong total_volume) {
          timestamp = _cold->last_trade_time;
          total_volume = _cold->total_volume;
          return (_cold->last_trade.load_if_new(ref time, out ps));
@@ -93,15 +88,15 @@ namespace mbts.co2
       public ulong total_volume { get {  return _cold->total_volume; } }
 
       public double settlement_price { get { return _cold->settlement_price;} }
-      public utils.LLDate settlement_date { get { return _cold->settlement_date;} }
+      public DateTime settlement_date { get { return _cold->settlement_date;} }
       public double previous_settlement_price { get { return _cold->previous_settlement_price;} }
-      public utils.LLDate previous_settlement_date { get { return _cold->previous_settlement_date;} }
+      public DateTime previous_settlement_date { get { return _cold->previous_settlement_date;} }
 
       public double open_price { get { return _cold->open_price;} }
-      public utils.LLDate open_date { get {  return _cold->open_date; } }
+      public DateTime open_date { get {  return _cold->open_date; } }
 
       public double close_price { get { return _cold->close_price;} }
-      public utils.LLDate close_date { get {  return _cold->close_date; } }
+      public DateTime close_date { get {  return _cold->close_date; } }
       public double session_high { get { return _cold->session_high;} }
       public double session_low { get {  return _cold->session_low; } }
       public double open_interest { get {  return _cold->open_interest; } }

src/client/spark_core/TestRunner/ConsoleEx.cs

@@ -1,4 +1,6 @@
 using System;
+using System.Collections.Generic;
+using System.Linq;
 
 namespace bts.test {
    public static class ConsoleEx {
@@ -21,17 +23,34 @@ namespace bts.test {
       }
 
       public static T prompt<T>(string prompt, params T[] options) {
-         Console.WriteLine(prompt);
-         for (int x = 1; x <= options.Length; ++x) {
+         return ConsoleEx.prompt(prompt, (IEnumerable<T>)options);
+      }
+      public static T prompt<T>(string prompt, IEnumerable<T> options) {
+         WriteLine(prompt, ConsoleColor.Yellow);
+         for (int x = 0; x < options.Count(); ++x) {
             Write($"{x}. ", ConsoleColor.Yellow);
-            WriteLine(options[x].ToString());
+            WriteLine(options.ElementAt(x).ToString());
          }
-         int response;
-         do {
-            Int32.TryParse(Console.ReadKey().ToString(), out response);
-            if (response > options.Length) response = 0;
-         } while (response == 0);
-         return options[response];
+         int response = 0;
+         bool success = false;
+         while(!success) {
+            var key = Console.ReadKey();
+            success = Int32.TryParse(key.KeyChar.ToString(), out response);
+            if (response > options.Count()) success = false;
+         }
+         var value = options.ElementAt(response);
+         Console.WriteLine(" >> " + value.ToString());
+         Console.WriteLine();
+         return value;
+      }
+
+      public static string input_prompt(string prompt, string default_result) {
+         Write(prompt + " (", ConsoleColor.Yellow);
+         Write(default_result, ConsoleColor.White);
+         Write(") ", ConsoleColor.Yellow);
+         var result = Console.ReadLine();
+         if (string.IsNullOrWhiteSpace(result)) return default_result;
+         return result;
       }
 
 

src/client/spark_core/TestRunner/InProcessTestRunner.cs

@@ -43,6 +43,9 @@ namespace bts.test {
             if (ue.InnerException is AssertFailture af) {
                result.Message = $"Assertion Failure:\n{af.Message}\nLocation:{af._filename}:{af._line}";
             }
+            else if (ue.InnerException != null) {
+               result.Message = $"Unexpected error: {ue.InnerException}";
+            }
             else {
                result.Message = $"Unexpected error: {ue.Message}\n\n{ue.StackTrace}";
             }

src/client/spark_core/utils/EqualityComparer.cs

@@ -27,9 +27,6 @@ namespace bts.utils {
       public static IEqualityComparer<T?> CreateNullable<T>(Func<T, T, bool> equals) where T : struct =>
          new AnonymousEqualityComparer<T?>(nullable_equals);
 
-      public static IEqualityComparer<T> null_check_wrapper<T>(IEqualityComparer<T> comparer) where T : class =>
-         new AnonymousEqualityComparer<T>((a, b) => NullCheckEquals(a, b, comparer.Equals), comparer.GetHashCode);
-
       public static bool safe_sequence_equals<T>(IEnumerable<T> source, IEnumerable<T> other) =>
          NullCheckEquals(source, other, (a, b) => a.SequenceEqual(b));
 

src/client/spark_core/utils/GlobalExtensions.cs

@@ -1,7 +1,6 @@
 using System;
 using System.Collections.Generic;
 using System.Linq;
-using System.Runtime.InteropServices;
 using System.Text;
 
 namespace mbts {
@@ -24,20 +23,14 @@ namespace mbts {
          return range.Skip(index).First();
       }
 
-      [DllImport("libspark")]
-      private static extern void ll_to_parts(UInt64 ll_time, out int year, out int month, out int day, out int hour, out int minute, out int second, out int ms);
-
       public static DateTime lldatetime(this ulong ll) {
-         int year, month, day, hour, minute, second, ms;
-         ll_to_parts(ll, out year, out month, out day, out hour, out minute, out second, out ms);
-         if (year > 0) {
-            return new DateTime(year, month, day, hour, minute, second, ms, DateTimeKind.Utc).ToLocalTime();
-         }
-         return DateTime.MinValue;
+         // Warning: Do not remove these consts, or try to simplify this method.
+         // System.DateTime() requires bits 63-64 to be empty in the "DateTime(long ticks)" constructor.
+         // The only way to set the DateTimeKind is through the "DateTime(long ticks, DateTimeKind kind)" constructor.
+         // (Yes, it is annoying. Internally, System.DateTime stores the DateTimeKind in bits 63-64 - in the exact format we already have!!!)
+         const ulong ticks_mask = 0x3FFFFFFFFFFFFFFF;
+         const int kind_shift = 62;
+         return new DateTime((long)(ll & ticks_mask), (DateTimeKind)(ll >> kind_shift));
       }
-
-      public static DateTime lldatetime(this long ll) { return ((ulong)ll).lldatetime(); }
-
    }
-}
-
+}

src/client/spark_core/utils/LLDateTime.cs

@@ -18,6 +18,7 @@ namespace mbts.utils
       }
 
       public static implicit operator DateTime (LLDateTime time) { return time.to_datetime(); }
+      public static implicit operator LLDateTime (DateTime time) { return new LLDateTime((ulong)time.Ticks); }
 
       public static LLDateTime now() {
          return new LLDateTime(BTSNativeMethods.ll_now());

src/client/spark_core/utils/MathUtils.cs

@@ -56,6 +56,11 @@ namespace bts.utils {
          if (value > max) return max;
          return value;
       }
+      public static long within_range(long min, long max, long value) {
+         if (value < min) return min;
+         if (value > max) return max;
+         return value;
+      }
       public static double within_range(double min, double max, double value) {
          if (value < min) return min;
          if (value > max) return max;

src/client/spark_test/Co2/Co2Tests.cs

@@ -112,7 +112,7 @@ namespace mbts.co2.tests
          Assert.IsTrue(last.price == 4.2);
          Assert.IsTrue(last.size == 101);
          Assert.IsTrue(entry.total_volume == 12345);
-         Assert.IsTrue(compare_date(entry.last_trade_time, DateTime.Now));
+         Assert.IsTrue(compare_date(entry.last_trade_time, DateTime.UtcNow));
          //// Settlement
          Assert.AreEqual(entry.settlement_price, 3.3);
          Assert.IsTrue(entry.settlement_date == new DateTime(2015, 9, 3));
@@ -210,24 +210,19 @@ namespace mbts.co2.tests
                   Assert.IsTrue(ask.size == 202);
 
                   time = 0;
-                  Assert.IsTrue(handle.get_last_trade(ref time, out NativePriceSize last_trade, out utils.LLDateTime ll_trade_date, out ulong total_volume));
-                  // trade date
-                  DateTime trade_date = ll_trade_date;
+                  DateTime trade_date;
+                  ulong total_volume;
+                  NativePriceSize last_trade;
+                  Assert.IsTrue(handle.get_last_trade(ref time, out last_trade, out trade_date, out total_volume));
                   Assert.IsTrue(last_trade.price == 5.5 && last_trade.size == 505);
                   Assert.IsTrue(trade_date.Year == 2015 && trade_date.Month == 9 && trade_date.Day == 22);
                   Assert.IsTrue(total_volume == 4200);
-                  // settlement date
-                  DateTime settlement_dt = handle.settlement_date;
-                  Assert.IsTrue(settlement_dt.Year == 2000 && settlement_dt.Day == 9 && settlement_dt.Month == 8);
+                  Assert.IsTrue(handle.settlement_date.Year == 2000 && handle.settlement_date.Day == 9 && handle.settlement_date.Month == 8);
                   Assert.IsTrue(handle.settlement_price == 6.6);
                   Assert.IsTrue(handle.open_price == 7.7);
-                  // open date
-                  DateTime open_dt = handle.open_date;
-                  Assert.IsTrue(open_dt.Year == 2001 && open_dt.Month == 1 && open_dt.Day == 2);
+                  Assert.IsTrue(handle.open_date.Year == 2001 && handle.open_date.Month == 1 && handle.open_date.Day == 2);
                   Assert.IsTrue(handle.close_price == 8.8);
-                  // close date
-                  DateTime close_dt = handle.close_date;
-                  Assert.IsTrue(close_dt.Year == 2002 && close_dt.Month == 3 && close_dt.Day == 4);
+                  Assert.IsTrue(handle.close_date.Year == 2002 && handle.close_date.Month == 3 && handle.close_date.Day == 4);
 
                   Assert.IsTrue(handle.session_high == 9.9);
                   Assert.IsTrue(handle.session_low == 10.1);
@@ -256,6 +251,25 @@ namespace mbts.co2.tests
          Assert.IsTrue(double.IsNaN(npl.bid.price));
       }
 
+      [Test]
+      public void lldatetime_test() {
+         utils.LLDateTime now = DateTime.MinValue, utc_now = DateTime.MinValue;
+         Co2NativeTestMethods.co2_get_sample_datetime(ref now, ref utc_now);
+         DateTime dt_now = now;
+         DateTime dt_utc_now = utc_now;
+         Assert.AreEqual(dt_now.ToShortDateString(), DateTime.Now.ToShortDateString());
+         Assert.AreEqual(dt_utc_now.ToShortDateString(), DateTime.UtcNow.ToShortDateString());
+         void assert_about_equal(int a, int b) {
+            Assert.That(Math.Abs(a - b) <= 1);
+         }
 
+         assert_about_equal(dt_now.Hour, DateTime.Now.Hour);
+         assert_about_equal(dt_now.Minute, DateTime.Now.Minute);
+         assert_about_equal(dt_now.Second, DateTime.Now.Second);
+
+         assert_about_equal(dt_utc_now.Hour, DateTime.UtcNow.Hour);
+         assert_about_equal(dt_utc_now.Minute, DateTime.UtcNow.Minute);
+         assert_about_equal(dt_utc_now.Second, DateTime.UtcNow.Second);
+      }
    }
 }

src/client/sparkcmd/Cmd/SettingsManagerCommand.cs

@@ -0,0 +1,20 @@
+using ManyConsole;
+using System.Reflection;
+
+namespace bts {
+
+   public class SettinsManagerCommand : ConsoleCommand {
+      public SettinsManagerCommand() {
+         IsCommand("SettingsManager", "Copy workspaces around");
+      }
+
+      public override int Run(string[] remainingArguments) {
+         var asm = Assembly.Load("spark");
+         var type = asm.GetType("bts.settings.SettingsManagerTool");
+         var run = type.GetMethod("run", BindingFlags.Static | BindingFlags.Public);
+         run.Invoke(null, new object[0]);
+         return 0;
+      }
+   }
+
+}

src/client/sparkcmd/Program.cs

@@ -13,5 +13,8 @@ namespace sparkcmd {
          ConsoleCommandDispatcher.DispatchCommand(commands, args, Console.Out);
          return;
       }
+
+
+
    }
 }

src/client/sparkcmd/sparkcmd.csproj

@@ -8,8 +8,7 @@
     <Authors>Blue Trading Systems</Authors>
     <Company>Blue Trading Systems</Company>
     <Product>Spark</Product>
-    <Platform>x64</Platform>
-    <PlatformTarget>x64</PlatformTarget>
+    <Platforms>x64</Platforms>
     <Version>1.0.0</Version>
     <LangVersion>7.2</LangVersion>
   </PropertyGroup>

src/data_files/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/src/data_files/files/Onixs.BTS.lic;/home/ppinto/Dropbox/bts/spark/src/data_files/files/Onixs.BTS.lic.orig;/home/ppinto/Dropbox/bts/spark/src/data_files/files/cert_secure_logon.txt)
+set(sources files/Onixs.BTS.lic;files/cert_secure_logon.txt;files/perf_trace/compiled.css;files/perf_trace/index.html;files/perf_trace/jquery-3.3.1.min.js;files/perf_trace/main.js;files/perf_trace/plotly-latest.min.js)

src/data_files/CMakeLists.txt

@@ -4,7 +4,7 @@ project(data_files)
 include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
 
 # DEPENDENCIES
-file (GLOB_RECURSE To_Copy ABSOLUTE ${CMAKE_CURRENT_SOURCE_DIR} files/*)
+file (GLOB_RECURSE To_Copy RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} files/*)
 update_deps_file("${To_Copy}")
 # END DEPENDENCIES
 

src/data_files/files/perf_trace/index.html

@@ -0,0 +1,63 @@
+<html>
+
+<head>
+    <title>BTS Spark Socket To Socket Requote Times</title>
+    <meta http-equiv="Content-Type" content="text/html; charset=utf-8">
+    <meta name="viewport" content="width=device-width, initial-scale=1">
+    <link rel="stylesheet" href="/perf_trace/compiled.css">
+    <script src="https://cdn.polyfill.io/v2/polyfill.js?features=es6"></script>
+    <style type="text/css">
+        .summary-block {
+            margin: 2em 1em;
+        }
+        .summary-block > ul {
+            margin: 0em 1em;
+            display:inline-block;
+            vertical-align: top;
+        }
+        .histogram-div {
+            width: 550px;
+            height:350px;
+            display:inline-block
+        }
+        .clear {
+            clear:both;
+        }
+    </style>
+</head>
+
+<body>
+    <div>
+        <div class="columns is-fullheight">
+            <div class="column is-narrow is-launcher-sidebar-menu">
+                <aside class="menu">
+                    <ul class="menu-list">
+                        <li>&nbsp;&nbsp;</li>
+                    </ul>
+                </aside>
+            </div>
+            <div class="column is-main-content">
+                <div class="columns is-fullheight">
+                    <!--div class="column is-narrow is-sidebar-menu">
+                    </div-->
+                    <div class="column is-main-content">
+                        <!--div class="tabs is-boxed">
+                            <ul>
+                                <li class="is-active"><a>Stats</a></li>
+                            </ul>
+                        </div-->
+                        <div style="margin:2em 0 0 2em;"><!--div class="is-tab-content" is-tab-content is shorter than the screen to accommodate tabs at the top -->
+                            <h1 class="is-size-2">Socket To Socket Requote Times</h1>
+                            <div id="output"></div>
+                        </div>
+                    </div>
+                </div>
+            </div>
+        </div>
+    </div>
+    <script src="/perf_trace/jquery-3.3.1.min.js"></script>
+    <script src="/perf_trace/plotly-latest.min.js"></script>
+    <script src="/perf_trace/main.js"></script>
+</body>
+
+</html>

src/data_files/files/perf_trace/jquery-3.3.1.min.js

@@ -0,0 +1,2 @@
+/*! jQuery v3.3.1 | (c) JS Foundation and other contributors | jquery.org/license */
+!function(e,t){"use strict";"object"==typeof module&&"object"==typeof module.exports?module.exports=e.document?t(e,!0):function(e){if(!e.document)throw new Error("jQuery requires a window with a document");return t(e)}:t(e)}("undefined"!=typeof window?window:this,function(e,t){"use strict";var n=[],r=e.document,i=Object.getPrototypeOf,o=n.slice,a=n.concat,s=n.push,u=n.indexOf,l={},c=l.toString,f=l.hasOwnProperty,p=f.toString,d=p.call(Object),h={},g=function e(t){return"function"==typeof t&&"number"!=typeof t.nodeType},y=function e(t){return null!=t&&t===t.window},v={type:!0,src:!0,noModule:!0};function m(e,t,n){var i,o=(t=t||r).createElement("script");if(o.text=e,n)for(i in v)n[i]&&(o[i]=n[i]);t.head.appendChild(o).parentNode.removeChild(o)}function x(e){return null==e?e+"":"object"==typeof e||"function"==typeof e?l[c.call(e)]||"object":typeof e}var b="3.3.1",w=function(e,t){return new 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src/data_files/files/perf_trace/main.js

@@ -0,0 +1,164 @@
+$( document ).ready(function (){
+  let urlParams = new URLSearchParams(window.location.search);
+  num_rows = urlParams.get('r');
+  let show_rows = urlParams.get('showrows');
+
+  let trace_data_url = "/perf_trace_data";
+  if(num_rows != null) {
+    trace_data_url += "/" + num_rows;
+  }
+
+    $.ajax({
+      url: trace_data_url,
+      dataType: 'json',
+      context: document.body,
+      error: ajax_err,
+      crossDomain: true
+    }).done(function(result) {
+      if(show_rows != null) {
+        list_rows(show_rows, result);
+      }
+      else {
+        if(result.length > 0){
+          let summary_info = "<h1 class='is-size-3'><b>Host:</b> " + result[0].host + "</h1>";
+          $("#output").html(summary_info);
+          $(result).each(display_session);
+        }
+      }
+
+    });
+
+});
+
+function list_rows(show_rows, data) {
+  $.each(data, function(index, value){
+    if(value.session_name === show_rows){
+      let summary_info = "<table class='table bts-data-table'>";
+      summary_info += "<thead><tr><th>Trace Time</th>" +
+                        "<th>Order Key</th>" +
+                        "<th>MD</th>" +
+                        "<th>Spreader</th>" +
+                        "<th>Fix</th>" +
+                        "<th>Total</th></tr></thead><tbody>";
+
+      $.each(value.rows, function(key, val) {
+        summary_info += "<tr>";
+        console.log(val);
+
+        summary_info += "<td>" + val.trace_time + "</td>" +
+                        "<td>" + val.order_key + "</td>" +
+                        "<td>" + val.md + "</td>" +
+                        "<td>" + val.spreader + "</td>" +
+                        "<td>" + val.fix + "</td>" +
+                        "<td>" + val.total + "</td>";
+
+
+        summary_info += "</tr>";
+      });
+      summary_info += "</tbody></table>";
+      $("#output").html(summary_info);
+      return false;
+    }
+
+  });
+}
+
+
+function ajax_err (jqXHR, textStatus,errorThrown) {
+   $("#output").html("<h3 class='is-size-3 has-text-danger'>Error loading perf_trace_data</h3>" +
+                    "<p>" + textStatus + "</p>" +
+                    "<pre>" + errorThrown + "</pre>"
+                      );
+
+   console.log(textStatus);
+   console.log(errorThrown);
+}
+
+function first_upper (str)
+{
+  let ret_str = str[0].toUpperCase() + str.substring(1, str.length);
+  return ret_str
+}
+
+function generate_histogram(id, data)
+{
+  var trace = {
+      x: data,
+      type: 'histogram',
+      marker: {
+          color: 'rgb(65,105,170)'
+        },
+    };
+
+  var plot_data = [trace];
+
+  Plotly.newPlot(id, plot_data);
+}
+
+function display_session (index, value) {
+   //console.log(value);
+   let session_info = "<ul class=''>";
+   session_info += "<li id='" + value.session_name + "' class='is-size-5'><b>Session:</b> " + value.session_name + "</li>";
+   session_info += "<li><b>Build Type:</b> " + value.build_type + "</li>";
+   session_info += "<li><b>Version:</b> " + value.version + "</li>";
+   if(num_rows != null) {
+      session_info += "<li><a href='?showrows=" + value.session_name + "&r=" + num_rows + "'><b>Rows:</b> " + value.n_rows + "</a></li>";
+   }
+   else {
+      session_info += "<li><a href='?showrows=" + value.session_name + "'><b>Rows:</b> " + value.n_rows + "</a></li>";
+   }
+
+   $(value.summaries).each(function(i,v){
+      if(v.value === "total") {
+         session_info += "<li class='summary-block'><ul>";
+         session_info += "<li><b>" + first_upper(v.value) + "</b></li>";
+         session_info += "<li>Min: " + v.min + "</li>";
+         session_info += "<li>Median: " + v.median + "</li>";
+         session_info += "<li>Max: " + v.max + "</li>";
+         session_info += "<li>99%: " + v.ninenty_nine + "</li>";
+         session_info += "<li>Standard Deviation: " + v.stdev + "</li>";
+         session_info += "</ul>";
+         session_info += "<div id='" + value.session_name + "-" + v.value + "' class='histogram-div'></div>"
+         session_info += "</li>";
+         return false
+      }
+   });
+
+   $(value.summaries).each(function(i,v){
+      if(v.value !== "total") {
+         session_info += "<li class='summary-block'><ul>";
+         session_info += "<li><b>" + first_upper(v.value) + "</b></li>";
+         session_info += "<li>Min: " + v.min + "</li>";
+         session_info += "<li>Median: " + v.median + "</li>";
+         session_info += "<li>Max: " + v.max + "</li>";
+         session_info += "<li>99%: " + v.ninenty_nine + "</li>";
+         session_info += "<li>Standard Deviation: " + v.stdev + "</li>";
+         session_info += "</ul>";
+         session_info += "<div id='" + value.session_name + "-" + v.value + "' class='histogram-div'></div>"
+         session_info += "</li>";
+      }
+   });
+
+   session_info += "</ul><hr class='clear'>";
+   $("#output").append(session_info);
+
+   let all_data = {};
+
+   $(value.rows).each(function(i, row) {
+      $.each(row, function(name, v) {
+          if(all_data[name] === undefined){
+            all_data[name] = [v];
+          }
+          else {
+            all_data[name].push(v);
+          }
+      });
+   });
+
+   //console.log(all_data);
+
+   $(value.summaries).each(function(i,v){
+      generate_histogram(value.session_name + "-" + v.value, all_data[v.value]);
+   });
+
+}

src/data_files/files/perf_trace/plotly-latest.min.js

@@ -0,0 +1,7 @@
+/**
+* plotly.js v1.41.3
+* Copyright 2012-2018, Plotly, Inc.
+* All rights reserved.
+* Licensed under the MIT license
+*/
+!function(t){if("object"==typeof exports&&"undefined"!=typeof module)module.exports=t();else if("function"==typeof define&&define.amd)define([],t);else{("undefined"!=typeof window?window:"undefined"!=typeof global?global:"undefined"!=typeof self?self:this).Plotly=t()}}(function(){return function(){return function t(e,r,n){function i(o,s){if(!r[o]){if(!e[o]){var l="function"==typeof require&&require;if(!s&&l)return l(o,!0);if(a)return a(o,!0);var c=new Error("Cannot find module '"+o+"'");throw c.code="MODULE_NOT_FOUND",c}var u=r[o]={exports:{}};e[o][0].call(u.exports,function(t){return i(e[o][1][t]||t)},u,u.exports,t,e,r,n)}return r[o].exports}for(var a="function"==typeof require&&require,o=0;o<n.length;o++)i(n[o]);return i}}()({1:[function(t,e,r){"use strict";var n=t("../src/lib"),i={"X,X div":"direction:ltr;font-family:'Open Sans', verdana, arial, sans-serif;margin:0;padding:0;","X input,X button":"font-family:'Open Sans', verdana, arial, sans-serif;","X input:focus,X 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path":"fill:rgba(0,22,72,0.5);","X .modebar-btn.modebar-btn--logo":"padding:3px 1px;","X .modebar-btn.modebar-btn--logo path":"fill:#447adb !important;","X [data-title]:before,X [data-title]:after":"position:absolute;-webkit-transform:translate3d(0, 0, 0);-moz-transform:translate3d(0, 0, 0);-ms-transform:translate3d(0, 0, 0);-o-transform:translate3d(0, 0, 0);transform:translate3d(0, 0, 0);display:none;opacity:0;z-index:1001;pointer-events:none;top:110%;right:50%;","X [data-title]:hover:before,X [data-title]:hover:after":"display:block;opacity:1;","X [data-title]:before":"content:'';position:absolute;background:transparent;border:6px solid transparent;z-index:1002;margin-top:-12px;border-bottom-color:#69738a;margin-right:-6px;","X [data-title]:after":"content:attr(data-title);background:#69738a;color:white;padding:8px 10px;font-size:12px;line-height:12px;white-space:nowrap;margin-right:-18px;border-radius:2px;","X 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src/lib/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/services/AdminService.proto;api/services/ApiUnitTestService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/services/UserService.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/Executor.conf;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/dynamic_orders.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/spreader.conf;config/defaults/testkeys.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/dynamic_orders.proto;config/protos/environment.proto;config/protos/jetfix.proto;config/protos/logging.proto;config/protos/orders_fills_cleanup.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPriceLantencyTester.cpp;md/Diag/ShmDumper.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MDRecoverableConsumer.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.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/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;mercury/actors/Actor.cpp;mercury/broker/AsyncEventBroker.cpp;mercury/broker/CoreEventBroker.cpp;mercury/broker/IEventBroker.cpp;mercury/events/TimerEvent.cpp;mercury/mercury_utils/Executor.cpp;mercury/mercury_utils/IPollableActor.cpp;mercury/mercury_utils/mercury_common.cpp;mercury/synopsis/SynopsisBuilder.cpp;mercury/topics/ITopic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orderman/actors/OrderStore.cpp;orderman/actors/SODPosition.cpp;orderman/actors/SecuritySrc.cpp;orderman/actors/ServiceBridge.cpp;orderman/actors/order_manager/OrderBuilder.cpp;orderman/actors/order_manager/OrderManager.cpp;orderman/actors/order_manager/OrderServicesData.cpp;orderman/events/CancelRejectEvent.cpp;orderman/events/NewExecutionReportEvent.cpp;orderman/limiter/LimitStore.cpp;orderman/limiter/Limiter.cpp;orderman/limiter/ProductLimitNode.cpp;orderman/limiter/ProductLimitTree.cpp;orderman/limiter/SecurityLimitNode.cpp;orderman/limiter/SecurityLimitTree.cpp;orderman/limiter/tests/limit_tests.cpp;orderman/order_factory/DynamicOrderRegistry.cpp;ordermanLine 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/services/AdminService.proto;api/services/ApiUnitTestService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MarketDataRelay.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/services/UserService.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/Executor.conf;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cpp_config.conf;config/defaults/dynamic_orders.conf;config/defaults/edge.conf;config/defaults/expiration_display_offset.conf;config/defaults/jetfix.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.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/cpp_config.proto;config/protos/dynamic_orders.proto;config/protos/expiration_display_offset.proto;config/protos/jetfix.proto;config/protos/logging.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/quickbus_cfg.proto;config/protos/spreader.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPriceLantencyTester.cpp;md/Diag/ShmDumper.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MDRecoverableConsumer.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.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/md2_tests.cpp;md/test/synthetic_book_merge_tests.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/ExecutionGateway.cpp;orderman/actors/FillStore.cpp;orderman/actors/OrderStore.cpp;orderman/actors/SODPosition.cpp;orderman/actors/SecuritySrc.cpp;orderman/actors/ServiceBridge.cpp;orderman/actors/order_manager/OrderBuilder.cpp;orderman/actors/order_manager/OrderManager.cpp;orderman/actors/order_manager/OrderServicesData.cpp;orderman/events/CancelRejectEvent.cpp;orderman/events/NewExecutionReportEvent.cpp;orderman/limiter/LimitStore.cpp;orderman/limiter/Limiter.cpp;orderman/limiter/ProductLimitNode.cpp;orderman/limiter/ProductLimitTree.cpp;orderman/limiter/SecurityLimitNode.cpp;orderman/limiter/SecurityLimitTree.cpp;orderman/limiter/tests/limit_tests.Line truncated

src/lib/CMakeLists.txt

@@ -103,6 +103,7 @@ else ()
     boost_chrono
     boost_date_time
     boost_atomic
+    SQLiteCpp
     sqlite3
     curl
     uuid

src/lib/api/service_helpers/AdminServiceUtils.cpp

@@ -1,40 +1,34 @@
 #include "lib/api/services/AdminService.server.pb.h"
 #include "lib/api/service_helpers/AdminServiceUtils.h"
 #include "lib/md/get_symbols.h"
-#include "lib/config/protos/cme_reference_data.pb.h"
-#include "lib/config/protos/jetfix.pb.h"
-#include "lib/config/config.h"
-#include <sstream>
 
 namespace bts{
 namespace admin{
 ////////////////////////////////////////////
 // connection accessors ////////////////////
 //////////////////////////////////////////// 
-uint32_t AdminServiceUtils::find_max_connection_id (const AdminData& data){
+uint32_t AdminServiceUtils::find_max_connection_id (const bts::api::admin::AdminData& data){
    uint32_t rv = 0;
    for(const auto &conn : data.connections())
       if (conn.id() > rv)
          rv = conn.id();
    return rv;
 }
-const ExchangeConnection* AdminServiceUtils::find_connection(
-                                          const AdminData& data,
-                                          const std::string& connection_name){
+const bts::api::admin::ExchangeConnection* AdminServiceUtils::find_connection(const bts::api::admin::AdminData& data,
+                                                                              const std::string& connection_name){   
    for(const auto& connection : data.connections())
       if(connection.name()==connection_name)
          return &connection;
    return nullptr;
 }
-bool AdminServiceUtils::has_exchange(const ExchangeConnection& conn,
-                                     api::Venue exchange){
+bool AdminServiceUtils::has_exchange(const bts::api::admin::ExchangeConnection& conn,
+                                     bts::api::Venue exchange){
    bool rv = false;
    switch(exchange)
    {
    case api::Venue::VENUE_GLBX:
       rv = conn.has_cme_connection() &&
-           (conn.cme_connection().has_cgw_connection() || 
-            conn.cme_connection().has_msgw_connection());
+           (conn.cme_connection().has_cgw_connection() || conn.cme_connection().has_msgw_connection());
       break;
    case api::Venue::VENUE_UNSET:
    case api::Venue::VENUE_SIM:
@@ -876,89 +870,6 @@ void AdminServiceUtils::validate_user_exchange_data (const bts::api::admin::BTSU
       }
    }
 }
-void AdminServiceUtils::get_md_entitlement_report(const AdminData& admin_data,
-                          std::vector<MDEntitlementReportUnit>& entitlements){
-   for (const auto& user : admin_data.users()){
-      const CMEUserData* cme_data=AdminServiceUtils::get_user_cme_data(user,
-                                                                  admin_data);
-      if(cme_data!=nullptr){
-         for (const auto& cme_mic_data : cme_data->md_permissions()){
-            MDEntitlementReportUnit rv=get_cme_md_entitlement_unit(user.name(),
-                                                                 cme_mic_data);
-            entitlements.push_back(rv);
-         }
-      }
-   }   
-}
-MDEntitlementReportUnit AdminServiceUtils::get_cme_md_entitlement_unit(
-                                             const std::string& user,
-                                             const CMEMicData& cme_mic_data){
-   MDEntitlementReportUnit rv;
-   rv.set_user(user);
-   rv.set_exchange("GLBX");
-   switch(cme_mic_data.mic())
-   {
-      case api::CMEMics::CME:
-         rv.set_mic("CME");         
-         break;
-      case api::CMEMics::NYMEX:
-         rv.set_mic("NYMEX");
-         break;
-      case api::CMEMics::CBT:
-         rv.set_mic("CBT");
-         break;
-      case api::CMEMics::COMEX:
-         rv.set_mic("COMEX");
-         break;
-      case api::CMEMics::MGE:
-         rv.set_mic("MGE");
-         break;
-      case api::CMEMics::DME:
-         rv.set_mic("DME");
-         break;
-      case api::CMEMics::NYMSW:
-         rv.set_mic("NYMSW");
-         break;
-      case api::CMEMics::FXS:
-         rv.set_mic("FXS");
-         break;
-      case api::CMEMics::UNSET:
-      case api::CMEMics::CMEMics_INT_MIN_SENTINEL_DO_NOT_USE_:
-      case api::CMEMics::CMEMics_INT_MAX_SENTINEL_DO_NOT_USE_:
-         rv.set_mic("");
-         break;
-   }
-   rv.set_enabled(cme_mic_data.enabled());
-   std::ostringstream key;
-   key << rv.user() << rv.exchange() << rv.mic();
-   rv.set_record_id(key.str());
-   return rv;
-}
-void AdminServiceUtils::get_user_symbol_permissions(const AdminData& data,
-                                                    const BTSUser& user,
-                              std::vector<UserSymbolMDPermissionUnit>& rv){
-   std::map<api::CMEMics, bool> mic_perm_map;
-   auto exchange = api::Venue::VENUE_GLBX;
-   const CMEUserData* cme_data=get_user_cme_data(user,data);
-   if(cme_data!=nullptr)
-      for(const auto& mic_data : cme_data->md_permissions())
-         if(mic_data.enabled())
-            mic_perm_map[mic_data.mic()]=true;
-   const auto& cme_symb_mics = config::get<config::CmeSymbolMics>().cme_mic();
-   for(auto it=cme_symb_mics.begin();it!=cme_symb_mics.end();it++){
-      const std::string& symbol=it->first;
-      api::CMEMics mic=it->second;
-      UserSymbolMDPermissionUnit u;
-      std::ostringstream key;
-      key << exchange << user.name() << symbol;
-      u.set_record_id(key.str());
-      u.set_user(user.name());
-      u.set_exchange(exchange);
-      u.set_symbol(symbol);
-      u.set_enabled(mic_perm_map.find(mic)!=mic_perm_map.end());      
-      rv.push_back(u);      
-   }
-}
 ////////////////////////////////////////////
 // user mutators ///////////////////////////
 ////////////////////////////////////////////

src/lib/api/service_helpers/AdminServiceUtils.h

@@ -4,13 +4,12 @@
 #include "lib/api/services/AdminService.server.pb.h"
 #include "lib/api/services/OrderService.server.pb.h"
 #include "lib/domain_model/Security.h"
+#include "lib/config/protos/jetfix.pb.h"
+#include "lib/config/config.h"
 
 namespace bts{
 namespace admin{
 
-using namespace bts::api::admin;
-using namespace bts::api::orderman;
-
 class AdminServiceUtils{
 public:   
    ////////////////////////////////////////////
@@ -18,286 +17,233 @@ public:
    ////////////////////////////////////////////
    // finds the max id out of all the existing connections
    // (todo: deleted connections)
-   static uint32_t find_max_connection_id (const AdminData& data);
+   static uint32_t find_max_connection_id (const bts::api::admin::AdminData& data);
    // finds a connection by name and returns a mutable pointer to it
-   static const ExchangeConnection* find_connection(const AdminData& data,
-                                       const std::string& connection_name);
+   static const bts::api::admin::ExchangeConnection* find_connection(const bts::api::admin::AdminData& data,
+                                                                     const std::string& connection_name);
    // finds the presence of an exchange in a connection
-   static bool has_exchange(const ExchangeConnection& conn,
+   static bool has_exchange(const bts::api::admin::ExchangeConnection& conn,
                             bts::api::Venue exchange);
    // finds the default connections for an exchange
    // in a given account
-   static const ExchangeConnection* find_default_account_connection(
-                                                      const AdminData& data,
-                                                      const BTSAccount& account,
-                                                      bts::api::Venue exchange);
-   static const ExchangeConnection* resolve_cme_connection(
-                                                   const AdminData& data,
-                                                   const BTSAccount& account,
-                                                   const api::Security& sec);
-   static const ExchangeConnection* resolve_sim_connection(
-                                                   const AdminData& data,
-                                                   const BTSAccount& account,
-                                                   const api::Security& sec);
-   static const ExchangeConnection* resolve_connection(
-                                                   const AdminData& data,
-                                                   const BTSAccount& account,
-                                                   const bts::api::Security& sec);
+   static const bts::api::admin::ExchangeConnection* find_default_account_connection(const bts::api::admin::AdminData& data,
+                                                                                     const bts::api::admin::BTSAccount& account,
+                                                                                     bts::api::Venue exchange);
+   static const bts::api::admin::ExchangeConnection* resolve_cme_connection(const bts::api::admin::AdminData& data,
+                                                                            const bts::api::admin::BTSAccount& account,
+                                                                            const bts::api::Security& sec);
+   static const bts::api::admin::ExchangeConnection* resolve_sim_connection(const bts::api::admin::AdminData& data,
+                                                                            const bts::api::admin::BTSAccount& account,
+                                                                            const bts::api::Security& sec);
+   static const bts::api::admin::ExchangeConnection* resolve_connection(const bts::api::admin::AdminData& data,
+                                                                        const bts::api::admin::BTSAccount& account,
+                                                                        const bts::api::Security& sec);
    ////////////////////////////////////////////
    // connection mutators /////////////////////
    ////////////////////////////////////////////
    // adds a new connection (does not check for name uniqueness)
-   static ExchangeConnection* add_connection(AdminData& data,
-                                 const ExchangeConnection& new_connection);
+   static bts::api::admin::ExchangeConnection* add_connection(bts::api::admin::AdminData& data,
+                                                              const bts::api::admin::ExchangeConnection& new_connection);
    // reads the connections from config and fills in the
    // admin data (with names only)
-   static void fill_connections_from_config(AdminData& admin_data);      
+   static void fill_connections_from_config(bts::api::admin::AdminData& admin_data);      
    ////////////////////////////////////////////
    // account accessors ///////////////////////
    ////////////////////////////////////////////
    // finds the account from the name and returns
    // a mutable pointer to the account
-   static BTSAccount* find_account (AdminData& data,
-                                    const std::string& acct_name,
-                                    bool include_deleted=false);
+   static bts::api::admin::BTSAccount* find_account (bts::api::admin::AdminData& data, const std::string& acct_name, bool include_deleted=false);
    // same as above for const pointer
-   static const BTSAccount* find_account (const AdminData& data,
-                                          const std::string& acct_name,
-                                          bool include_deleted=false);
+   static const bts::api::admin::BTSAccount* find_account (const bts::api::admin::AdminData& data, const std::string& acct_name, bool include_deleted=false);
    // finds the account from the id and returns
    // a mutable pointer to the account
-   static BTSAccount* find_account (AdminData& data,
-                                    uint32_t id,
-                                    bool include_deleted=false);
+   static bts::api::admin::BTSAccount* find_account (bts::api::admin::AdminData& data, uint32_t id, bool include_deleted=false);
    // like above but returns a const pointer
-   static const BTSAccount* find_account (const AdminData& data,
-                                          uint32_t id,
-                                          bool include_deleted=false);
+   static const bts::api::admin::BTSAccount* find_account (const bts::api::admin::AdminData& data, uint32_t id, bool include_deleted=false);
    // this function is an indirection layer for account access
    // so deletions are dealt in a more deliberate manner
-   static std::vector<const BTSAccount*> accounts (const AdminData& data,
-                                                   bool include_deleted);
-   static std::vector<BTSAccount*> accounts_mutable (AdminData& data,
-                                                     bool include_deleted);
+   static std::vector<const bts::api::admin::BTSAccount*> accounts (const bts::api::admin::AdminData& data, bool include_deleted);
+   static std::vector<bts::api::admin::BTSAccount*> accounts_mutable (bts::api::admin::AdminData& data, bool include_deleted);
    // finds the max id amongts all the existing accounts   
-   static uint32_t find_max_acct_id (const AdminData& data);
+   static uint32_t find_max_acct_id (const bts::api::admin::AdminData& data);
    // gets the account data for cme (and goes up the hierarchy
    // if needed)
-   static const CMEAccountData* get_account_cme_data(const BTSAccount& account,
-                                                     const AdminData& data);
-   static const SIMAccountData* get_account_sim_data(const BTSAccount& account,
-                                                     const AdminData& data);
+   static const bts::api::admin::CMEAccountData* get_account_cme_data(const bts::api::admin::BTSAccount& account, 
+                                                                      const bts::api::admin::AdminData& data);
+   static const bts::api::admin::SIMAccountData* get_account_sim_data(const bts::api::admin::BTSAccount& account, 
+                                                                      const bts::api::admin::AdminData& data);
    // returns true if an account has a connection  
-   bool static account_has_connection(const BTSAccount& account,
-                                      const std::string& connection_name);
+   bool static account_has_connection(const bts::api::admin::BTSAccount& account, const std::string& connection_name);
    // finds the external/clearing account associated
    // with an account
-   static std::string find_account_exchange_account (const AdminData& data,
-                                 const BTSAccount& account,
-                                 api::Venue exchange,
-                                 AdminServiceOperationResult& out_result);
+   static std::string find_account_exchange_account (const bts::api::admin::AdminData& data,
+                                                     const bts::api::admin::BTSAccount& account,
+                                                     api::Venue exchange,
+                                                     bts::api::admin::AdminServiceOperationResult& out_result);
    // returns a map of the accounts vs their 'is_active'
-   static std::map<uint32_t,bool> accounts_map(const AdminData& admin_data);
+   static std::map<uint32_t,bool> accounts_map(const bts::api::admin::AdminData& admin_data);
    // validates that the update to the account is valid
-   static void validate_account_update (const AdminData& admin_data,
-                                        const BTSAccount& updated_account,    
-                                        AdminServiceOperationResult& result);
+   static void validate_account_update (const bts::api::admin::AdminData& admin_data,
+                                        const bts::api::admin::BTSAccount& updated_account,    
+                                        bts::api::admin::AdminServiceOperationResult& result);
    // validates that the account exchange changes are valid
    // (ex > 12 characters for accounts at CME)
-   static void validate_account_exchange_data (const BTSAccount& account,
-                                 AdminServiceOperationResult& out_result);
-   static RoutingRecord get_routing_record(
-                                    const AdminData& data,
-                                    const std::string& account_name,
-                                    const std::string& user_name,
-                                    const bts::api::Security& sec,
-                                    AdminServiceOperationResult& out_result);
-   static RoutingRecord get_routing_record(const AdminData& data,
-                                           uint32_t account_id,
-                                           uint32_t user_id,
-                                           const bts::api::Security& sec,
-                                           AdminServiceOperationResult& out_result);
+   static void validate_account_exchange_data (const bts::api::admin::BTSAccount& account,
+                                               bts::api::admin::AdminServiceOperationResult& out_result);
+   static bts::api::orderman::RoutingRecord get_routing_record(const bts::api::admin::AdminData& data,
+                                                               const std::string& account_name,
+                                                               const std::string& user_name,
+                                                               const bts::api::Security& sec,
+                                                               bts::api::admin::AdminServiceOperationResult& out_result);      
+   static bts::api::orderman::RoutingRecord get_routing_record(const bts::api::admin::AdminData& data,
+                                                               uint32_t account_id,
+                                                               uint32_t user_id,
+                                                               const bts::api::Security& sec,
+                                                               bts::api::admin::AdminServiceOperationResult& out_result);
    ////////////////////////////////////////////
    // account mutators ////////////////////////
    ////////////////////////////////////////////
-   static BTSAccount* create_account(AdminData& data,
-                                     uint32_t parent_account_id,
-                                     const std::string& account_name,
-                                     const std::string& description,
-                                     bool is_active,
-                                     AdminServiceCreateAccountResult& result);
+   static bts::api::admin::BTSAccount* create_account(bts::api::admin::AdminData& data,
+                                                      uint32_t parent_account_id,
+                                                      const std::string& account_name,
+                                                      const std::string& description,
+                                                      bool is_active,
+                                                      bts::api::admin::AdminServiceCreateAccountResult& result);
    // writes over the account data completely
-   static void update_account(AdminData& data,
-                              const BTSAccount& updated_account,
-                              AdminServiceOperationResult& result);
-   static void delete_account (AdminData& admin_data,
-                               const IDAPIArgument& id,
-                               AdminServiceOperationResult& result);
-   static void set_account_exchange_data(BTSAccount* account, 
-                                    const ExchangeAccountData& exchange_data);
+   static void update_account(bts::api::admin::AdminData& data,
+                              const bts::api::admin::BTSAccount& updated_account,
+                              bts::api::admin::AdminServiceOperationResult& result);
+   static void delete_account (bts::api::admin::AdminData& admin_data,
+                               const bts::api::admin::IDAPIArgument& id,
+                               bts::api::admin::AdminServiceOperationResult& result);
+   static void set_account_exchange_data(bts::api::admin::BTSAccount* account, 
+                                         const bts::api::admin::ExchangeAccountData& exchange_data);      
    // this is not a generally useful function but since
    // connection are in config, this cleans up the account's
    // connections and syncs it with the list in AdminData
-   static void sync_account_connections(const AdminData& data,
-                                        BTSAccount& account);          
+   static void sync_account_connections(const bts::api::admin::AdminData& data,
+                                        bts::api::admin::BTSAccount& account);          
    ////////////////////////////////////////////
    // group accessors /////////////////////////
    ////////////////////////////////////////////
    // given an id, finds the mutable pointer to a group
-   static BTSUserGroup* find_group (AdminData& data, uint32_t id);
+   static bts::api::admin::BTSUserGroup* find_group (bts::api::admin::AdminData& data, uint32_t id);
    // given an id, finds the const pointer to a group
-   static const BTSUserGroup* const find_group (const AdminData& data,
-                                                uint32_t id);
+   static const bts::api::admin::BTSUserGroup* const find_group (const bts::api::admin::AdminData& data, uint32_t id);
    // given a name, finds the mutable pointer to a group
-   static BTSUserGroup* find_group (AdminData& data,
-                                    const std::string& group_name);
+   static bts::api::admin::BTSUserGroup* find_group (bts::api::admin::AdminData& data, const std::string& group_name);
    // finds the max id out of all the groups
-   static uint32_t find_max_group_id (const AdminData& data);
+   static uint32_t find_max_group_id (const bts::api::admin::AdminData& data);
    // travels up the group tree until it finds a populated cme data 
-   static const CMEUserData* get_group_cme_data(const BTSUserGroup& group,
-                                                const AdminData& data);
-   static const SIMUserData* get_group_sim_data(const BTSUserGroup& group, 
-                                                const AdminData& data);
-   static const UserAccountPermissions* const get_group_user_permissions (
-                                 const bts::api::admin::AdminData& admin_data,
-                                 uint32_t group_id);
+   static const bts::api::admin::CMEUserData* get_group_cme_data(const bts::api::admin::BTSUserGroup& group,
+                                                                 const bts::api::admin::AdminData& data);
+   static const bts::api::admin::SIMUserData* get_group_sim_data(const bts::api::admin::BTSUserGroup& group, 
+                                                                 const bts::api::admin::AdminData& data);
+   static const bts::api::admin::UserAccountPermissions* const get_group_user_permissions (const bts::api::admin::AdminData& admin_data,
+                                                                                           uint32_t group_id);
    ////////////////////////////////////////////
    // group mutators/ /////////////////////////
    ////////////////////////////////////////////
-   static BTSUserGroup* create_group(AdminData& data,
-                                     uint32_t parent_group_id,
-                                     const std::string& group_name,
-                                     AdminServiceOperationResult& result);
+   static bts::api::admin::BTSUserGroup* create_group(bts::api::admin::AdminData& data,
+                                                      uint32_t parent_group_id,
+                                                      const std::string& group_name,
+                                                      bts::api::admin::AdminServiceOperationResult& result);
    ////////////////////////////////////////////
    // user accessors //////////////////////////
    ////////////////////////////////////////////
-   static BTSUser* find_user (AdminData& data, 
-                              const std::string& user_name,
-                              bool include_deleted=false);
-   static const BTSUser* find_user (const AdminData& data,
-                                    const std::string& user_name,
-                                    bool include_deleted=false);
-   static BTSUser* find_user (AdminData& data,
-                              uint32_t id,
-                              bool include_deleted=false);
-   static const BTSUser* const find_user (const AdminData& data,
-                                          uint32_t id,
-                                          bool include_deleted=false);
-   static std::vector<const BTSUser*> users (const AdminData& data,
-                                             bool include_deleted);
-   static std::vector<BTSUser*> users_mutable (AdminData& data,
-                                                         bool include_deleted);
-   static uint32_t find_max_user_id (const AdminData& data);
-   static const CMEUserData* get_user_cme_data(const BTSUser& user, 
-                                               const AdminData& data);
-   static const SIMUserData* get_user_sim_data(const BTSUser& user, 
-                                               const AdminData& data);
+   static bts::api::admin::BTSUser* find_user (bts::api::admin::AdminData& data, const std::string& user_name, bool include_deleted=false);
+   static const bts::api::admin::BTSUser* find_user (const bts::api::admin::AdminData& data, const std::string& user_name, bool include_deleted=false);
+   static bts::api::admin::BTSUser* find_user (bts::api::admin::AdminData& data, uint32_t id, bool include_deleted=false);
+   static const bts::api::admin::BTSUser* const find_user (const bts::api::admin::AdminData& data, uint32_t id, bool include_deleted=false);
+   static std::vector<const bts::api::admin::BTSUser*> users (const bts::api::admin::AdminData& data, bool include_deleted);
+   static std::vector<bts::api::admin::BTSUser*> users_mutable (bts::api::admin::AdminData& data, bool include_deleted);
+   static uint32_t find_max_user_id (const bts::api::admin::AdminData& data);
+   static const bts::api::admin::CMEUserData* get_user_cme_data(const bts::api::admin::BTSUser& user, 
+                                                                const bts::api::admin::AdminData& data);
+   static const bts::api::admin::SIMUserData* get_user_sim_data(const bts::api::admin::BTSUser& user, 
+                                                                const bts::api::admin::AdminData& data);
    // finds the "exchange user" (ex: "operator_id" at CME or "authorized_trader" 
    // at ICE) for a user
-   static std::string find_user_exchange_id (
-                                    const AdminData& data,
-                                    const BTSUser& user,
-                                    api::Venue exchange,
-                                    AdminServiceOperationResult& out_result);
-   static std::pair<const BTSAccount*, const BTSUser*>
-   find_user_account_matches (const AdminData& admin_data,
-                              const std::string& connection,
-                              const std::string& exchange_account,
+   static std::string find_user_exchange_id (const bts::api::admin::AdminData& data,
+                                             const bts::api::admin::BTSUser& user,
+                                             api::Venue exchange,
+                                             bts::api::admin::AdminServiceOperationResult& out_result);     
+   static std::pair<const bts::api::admin::BTSAccount*, const bts::api::admin::BTSUser*>
+   find_user_account_matches (const bts::api::admin::AdminData& admin_data,
+                              const std::string& connection, const std::string& exchange_account,
                               const std::string& exchange_user,
                               api::Venue exchange);
    // for a given user finds the account permissions (if permissions are
    // derived from the group, it traverses the group hierarcy to find the
    // correct permissions.
-   static const UserAccountPermissions* get_user_permissions (
-                                                const AdminData& admin_data,
-                                                uint32_t user_id);
+   static const bts::api::admin::UserAccountPermissions* get_user_permissions (const bts::api::admin::AdminData& admin_data, uint32_t user_id);
    // for a given user, fills in the associated_accounts ref arg
    // with the accounts the user has permission to trade in
-   static void find_user_trading_accounts (
-                        const AdminData& admin_data,
-                        uint32_t user_id,
-                        std::vector<const BTSAccount*>& associated_accounts);
+   static void find_user_trading_accounts (const bts::api::admin::AdminData& admin_data,
+                                           uint32_t user_id,
+                                           std::vector<const api::admin::BTSAccount*>& associated_accounts);
    // validates that changes in user data satisfy all the 
    // constraints
-   static void validate_user_update (const AdminData& admin_data,
-                                     const BTSUser& updated_user,
-                                     AdminServiceOperationResult& result);
+   static void validate_user_update (const bts::api::admin::AdminData& admin_data,
+                                     const bts::api::admin::BTSUser& updated_user,
+                                     bts::api::admin::AdminServiceOperationResult& result);
    // vaidates the exchange part of user data updates
-   static void validate_user_exchange_data (
-                                    const BTSUser& updated_user,
-                                    AdminServiceOperationResult& out_result);
-   static void get_md_entitlement_report(const AdminData& admin_data,
-                           std::vector<MDEntitlementReportUnit>& entitlements);
-   // Gets a reporting unit out of CMEMicData
-   static MDEntitlementReportUnit get_cme_md_entitlement_unit(
-                                             const std::string& user,
-                                             const CMEMicData& cme_mic_data);
-   static void get_user_symbol_permissions(
-                                 const AdminData& data,
-                                 const BTSUser& user,
-                                 std::vector<UserSymbolMDPermissionUnit>& res);
+   static void validate_user_exchange_data (const bts::api::admin::BTSUser& updated_user,
+                                            bts::api::admin::AdminServiceOperationResult& out_result);
    ////////////////////////////////////////////
    // user mutators ///////////////////////////
    ////////////////////////////////////////////
-   static BTSUser* create_user (AdminData& data,
-                                uint32_t parent_group_id,
-                                const std::string& name,
-                                const std::string& password,
-                                bool is_active,
-                                const LicenseData& license_data,
-                                const LicenseEntitlements& license_entitlements,
-                                AdminServiceCreateEntityResult& result);
-   static BTSUser* update_user(AdminData& admin_data,
-                               const BTSUser& updated_user,
-                               AdminServiceOperationResult& result);
-   static void delete_user (AdminData& admin_data,
-                            const IDAPIArgument& id,
-                            AdminServiceOperationResult& result);
-   static void set_user_exchange_data(
-                                 BTSUser* user,
-                                 const ExchangeUserData& exchange_user_data);
-   static void set_user_md_entitlement_data(BTSUser* user,
-                                 const ExchangeUserMarketDataEntitlementData&);
-   static void clear_user_accounts (BTSUser* user);
-   static void set_user_accounts (BTSUser* user,
-                     const UserAccountPermissions& user_account_permissions);
+   static bts::api::admin::BTSUser* create_user (bts::api::admin::AdminData& data,
+                                                 uint32_t parent_group_id,
+                                                 const std::string& name,
+                                                 const std::string& password,
+                                                 bool is_active,
+                                                 const bts::api::admin::LicenseData& license_data,
+                                                 const bts::api::admin::LicenseEntitlements& license_entitlements,
+                                                 bts::api::admin::AdminServiceCreateEntityResult& result);
+   static bts::api::admin::BTSUser* update_user(bts::api::admin::AdminData& admin_data,
+                                                const bts::api::admin::BTSUser& updated_user,
+                                                bts::api::admin::AdminServiceOperationResult& result);
+   static void delete_user (bts::api::admin::AdminData& admin_data,
+                            const bts::api::admin::IDAPIArgument& id,
+                            bts::api::admin::AdminServiceOperationResult& result);
+   static void set_user_exchange_data(bts::api::admin::BTSUser* user,
+                                      const bts::api::admin::ExchangeUserData& exchange_user_data);
+   static void set_user_md_entitlement_data(bts::api::admin::BTSUser* user,
+                                            const bts::api::admin::ExchangeUserMarketDataEntitlementData& exchange_user_md_entitelemnt_data);      
+   static void clear_user_accounts (bts::api::admin::BTSUser* user);
+   static void set_user_accounts (bts::api::admin::BTSUser* user,
+                                  const bts::api::admin::UserAccountPermissions& user_account_permissions);
    ////////////////////////////////////////////
    //risk limits //////////////////////////////
    ////////////////////////////////////////////
    // sorting function used by sort_limits to
    // sort SecurityScope's
-   static bool _sort_security_scopes (const SecurityScope& a,
-                                      const SecurityScope& b);
+   static bool _sort_security_scopes (const bts::api::admin::SecurityScope& a, const bts::api::admin::SecurityScope& b);
    // sorting function used by sort_limits to
    // sort ProductScope's 
-   static bool _sort_product_scopes (const ProductScope& a,
-                                     const ProductScope&);
+   static bool _sort_product_scopes (const bts::api::admin::ProductScope& a, const bts::api::admin::ProductScope&);
    // this sorts the rules such that the most
    // specific ones are at the top. this makes it
    // easier to match rules with securities/products
-   static void sort_limits (BTSAccount& account);
+   static void sort_limits (bts::api::admin::BTSAccount& account);
    // creates a copy of AdminData with sorted rules
-   static AdminData sort_limits (const AdminData& admin_data);
+   static bts::api::admin::AdminData sort_limits (const bts::api::admin::AdminData& admin_data);
    // find the clip size for a security, account
-   static const uint32_t find_account_security_clip_size(
-                                                const BTSAccount& account,
-                                                const api::Security& security);
+   static const uint32_t find_account_security_clip_size(const bts::api::admin::BTSAccount& account,
+                                                         const api::Security& security);
    // find the position limit for an account, security
-   static const AccountSecurityPositionLimitUnit* 
-   find_account_security_position_limit(const BTSAccount& account,
+   static const bts::api::admin::AccountSecurityPositionLimitUnit* find_account_security_position_limit(const bts::api::admin::BTSAccount& account,
                                                                                                         const api::Security& security);
    // find the position limit for an account, product
-   static const AccountProductPositionLimitUnit*
-   find_account_product_position_limit(const BTSAccount& account,
+   static const bts::api::admin::AccountProductPositionLimitUnit* find_account_product_position_limit(const bts::api::admin::BTSAccount& account,
                                                                                                       const api::Product& product);
-   static bool match_security_scope (const SecurityScope& scope,
-                                     const api::Security& security);      
-   static bool match_product_scope (const ProductScope& scope,
-                                    const api::Product& product);      
-   static bool match_product(const api::Security& security,
-                             const api::Product& product);
-   static bool _match_limit_rule_symbol (const std::string& symbol, 
-                                         const std::string& limit_symbol);
+   static bool match_security_scope (const bts::api::admin::SecurityScope& scope,
+                                     const bts::api::Security& security);      
+   static bool match_product_scope (const bts::api::admin::ProductScope& scope,
+                                    const bts::api::Product& product);      
+   static bool match_product(const api::Security& security, const api::Product& product);
+   static bool _match_limit_rule_symbol (const std::string& symbol, const std::string& limit_symbol);
    static api::SecurityType security_type(const api::Security& security);
    ////////////////////////////////////////////
    // misc//////// ////////////////////////////

src/lib/api/services/AdminService.proto

@@ -182,17 +182,6 @@ message AccountExchangeConnections{
 /***************************Exchange Data********************************/
 /************************************************************************/
 
-message CMEMicData{
-   api.CMEMics mic=10;
-   bool enabled=20;
-   // there are other things here   
-}
-
-message ICEMicData{
-   api.CMEMics mic=10;
-   bool enabled=20;
-}
-
 message ExchangeUserMarketDataEntitlementData{
    CMEUserMarketDataEntitlementData cme_data = 10;
    ICEUserMarketDataEntitlementData ice_data = 20;
@@ -287,8 +276,6 @@ message CMEUserData{
    string smp_instruction = 70;
    string max_order_rate_per_connection = 80;
    string location = 90;
-   // add suff here
-   repeated CMEMicData md_permissions = 1000;
 }
 
 message SIMUserData {
@@ -344,48 +331,6 @@ message ICEUserData{
 message ICEUserMarketDataEntitlementData{
 }
 
-///////////////////////////////////////////////////////////
-// Order Auxiliary Service ////////////////////////////////
-
-message OrdersSummaryUnit{   
-   string account = 10;
-   string user = 20;
-   uint32 total_orders = 30;
-   uint32 total_contracts = 40;
-}
-message OrdersSummary{
-   repeated OrdersSummaryUnit units = 10;
-}
-message OrderSummaryRequest{
-}
-// top level orders that have account 
-// and user that are present here, will
-// be cancelled. wild cards are not
-// supported.
-message OrderCancelRequest{   
-   repeated string accounts = 10;
-   repeated string users = 20;
-}
-///////////////////////////////////////////////////////////
-// Reporting //////////////////////////////////////////////
-message MDEntitlementReportUnit{
-   string record_id = 1 [(bts.api.key)=true];
-   string user = 10;
-   string exchange = 20;
-   string mic = 30;
-   bool enabled = 40;
-}
-
-////////////////////////////////////////////////////////////
-// Misc ///////////////////////////////////////////////////
-message UserSymbolMDPermissionUnit{
-   string record_id = 1 [(bts.api.key)=true];
-   string user=10;
-   api.Venue exchange=20;
-   string symbol=30;
-   bool enabled=40;
-}
-
 /************************************************************************/
 /************************************************************************/
 /************************************************************************/
@@ -440,11 +385,4 @@ service AdminService {
    // subscription
    rpc admin_data(bts.api.VoidMessage) returns (stream AdminData);
    rpc get_admin_data(bts.api.VoidMessage) returns (AdminData);
-   // orders
-   rpc get_order_summary(bts.api.VoidMessage) returns (OrdersSummary);
-   rpc cancel_orders(OrderCancelRequest) returns (bts.api.VoidMessage);
-   // reports
-   rpc md_entitlement_data(bts.api.VoidMessage) returns (stream MDEntitlementReportUnit);
-   // misc
-   rpc md_permissions_data(bts.api.VoidMessage) returns (stream UserSymbolMDPermissionUnit);
 }

src/lib/api/services/MarketDataAuxiliaryService.proto

@@ -1,17 +0,0 @@
-syntax="proto3";
-package bts.api.md.auxiliary;
-option csharp_namespace="bts.api.md.auxiliary";
-import "lib/api/apioptions.proto";
-import "lib/api/apicore.proto";
-
-message VolumeAtPriceLevel{
-   int32 record_id = 1 [(bts.api.key)=true];
-   uint32 security_id = 20;
-   double price = 30;
-   uint32 volume = 40;
-}
-
-service MarketDataAuxiliaryService{
-   option (bts.api.service_description)="Provides non-core supplementary market data";
-   rpc volume_at_price(bts.api.VoidMessage) returns (stream VolumeAtPriceLevel);
-}

src/lib/api/services/OrderService.proto

@@ -6,7 +6,6 @@ import "lib/api/apioptions.proto";
 import "lib/domain_model/Security.proto";
 import "google/protobuf/timestamp.proto";
 import "lib/sparkproto/SparkProtos.proto";
-import "lib/api/apicore.proto";
 
 service OrderService {
   option (bts.api.service_description)="Implements order management";
@@ -16,12 +15,9 @@ service OrderService {
   rpc cancel_order(Cancel) returns (Response);
   rpc update_order(Update) returns (Response);
   rpc crack_order(Crack) returns (Response);
-  rpc get_registered_dynamic_order_types(bts.api.VoidMessage) returns (RegisteredDynamicOrderTypes);
 
   // streams
   rpc orders (OrdersSub) returns (stream OrderRecord); 
-
-
   rpc fills (FillsSub) returns (stream Fill);
 }
 
@@ -113,6 +109,15 @@ message TickOrderDefinition {
 message LeanOrderDefinition {
   spark.QuantityMeasure cross_threshold = 1;
   uint32 max_chase_ticks = 2;
+  /*deprecated*/ bool detach_on_toward = 4;
+  enum OnToward
+  {
+     NO_CHANGE = 0; //continue to lean on initial inside market
+     CANCEL = 1; //cancel algo and order
+     DETACH = 2; //cancel algo but leave order working
+     REPRICE = 3; //lean on new inside market
+  }
+  OnToward trade_toward_behavior = 5;
   CustomOrderDefinition child = 3;
 }
 message JoinOrderDefinition {
@@ -143,7 +148,8 @@ message CoverOrderDefinition {
 }
 message DynamicOrderDefinition {
   string dynamic_order_type = 1;
-  map<string, DynamicOrderParam> order_params = 2;
+  map<string,string> parameters = 2;
+  CustomOrderDefinition child = 3;
 }
 // End custom order definitions
 
@@ -262,7 +268,7 @@ message TopOrderState {}
 message TriggerOrderState {}
 message CoverOrderState {}
 message DynamicOrderState {
-  map<string,string> state = 1;
+  map<string,string> state = 2;
 }
 
 enum OrderStatus {
@@ -468,76 +474,3 @@ message TriggerExitCondition{
    uint32 timeout_seconds=20; //seconds
    bool conditional_cancel=30;
 }
-
-
-// Dynamic Orders
-
-enum DynamicOrderPrimitiveDescriptor {
-  DYNAMIC_ORDER_PRIMITIVE_INT = 0;
-  DYNAMIC_ORDER_PRIMITIVE_UINT = 1;
-  DYNAMIC_ORDER_PRIMITIVE_DOUBLE = 2;
-  DYNAMIC_ORDER_PRIMITIVE_STRING = 3;
-  DYNAMIC_ORDER_PRIMITIVE_BOOL = 4;
-  DYNAMIC_ORDER_PRIMITIVE_ORDER_DEF = 5;
-}
-
-message DynamicOrderTypeDescriptor {
-  oneof descriptor {
-    DynamicOrderPrimitiveDescriptor primitive = 2;
-    DynamicOrderArrayDescriptor array = 3;
-    DynamicOrderStructDescriptor structure = 4;
-    DynamicOrderEnumeratedDescriptor enumerated = 5;
-  }
-}
-
-message DynamicOrderArrayDescriptor {
-  DynamicOrderTypeDescriptor element_type = 1;
-}
-
-message DynamicOrderParamDescriptor {
-  string param_name = 1;
-  DynamicOrderTypeDescriptor param_type = 2;
-}
-
-message DynamicOrderStructDescriptor {
- repeated DynamicOrderParamDescriptor field = 1;
-}
-
-message DynamicOrderEnumeratedDescriptor {
-  repeated string element = 1; 
-}
-
-message DynamicOrderDescriptor {
-  string dynamic_order_type = 1;
-  repeated DynamicOrderParamDescriptor param_desc = 3;
-}
-
-message RegisteredDynamicOrderTypes {
-  repeated DynamicOrderDescriptor dynamic_order_desc = 1;
-}
-
-message DynamicOrderParam {
-  oneof value {
-    uint32 as_int32 = 1;
-    uint32 as_uint32 = 2;
-    double as_double = 3;
-    string as_string = 4;
-    bool as_bool = 5;
-    CustomOrderDefinition as_order_def = 6;
-    DynamicOrderArray as_array = 7;
-    DynamicOrderStruct as_struct = 8;
-    DynamicOrderEnumerated as_enumerated = 9;
-  }
-}
-
-message DynamicOrderArray {
-  repeated DynamicOrderParam element = 1;
-}
-
-message DynamicOrderStruct {
-  map<string,DynamicOrderParam> field = 1;
-}
-
-message DynamicOrderEnumerated {
-  string enum_value = 1;
-}

src/lib/config/ConfigPropertyEvaluator.cpp

@@ -234,7 +234,7 @@ bool ConfigPropertyEvaluator::get_value(const std::string& property, Value* out_
    tokenizer<char_separator<char> >::iterator iter = tokens.begin (), end = tokens.end ();
 
    // The first token is the key name
-   const proto::Message* key = _config.try_get_message(*iter);
+   const proto::Message* key = _config.try_get_message_or_default(*iter);
    if (!key) return false;
 
    // 2) Drill down using reflection to find the named property

src/lib/config/ConfigurationState.cpp

@@ -616,6 +616,19 @@ const proto::Message* ConfigurationState::try_get_message(const std::string& pro
    return nullptr;
 }
 
+const proto::Message* ConfigurationState::try_get_message_or_default(const std::string& property_name) {
+   const auto pmsg = try_get_message(property_name);
+   if (pmsg) {
+      return pmsg;
+   }
+   // If we can't find a value we should return a default instance
+   const auto* descriptor = get_descriptor_by_name(property_name);
+   if (descriptor) {
+      return proto::MessageFactory::generated_factory()->GetPrototype(descriptor);
+   }
+   return nullptr;
+}
+
 const proto::Message& ConfigurationState::get_message(const proto::Descriptor* property_desc)
 {
    if (!is_valid_key_descriptor(property_desc))

src/lib/config/ConfigurationState.h

@@ -59,6 +59,7 @@ namespace internal {
 
       const proto::Message& get_message(const proto::Descriptor* property_desc);
       const proto::Message* try_get_message(const std::string& property_name);
+      const proto::Message* try_get_message_or_default(const std::string& property_name);
       
       bool is_initialized() { return _is_initialized; }
 

src/lib/config/config.cpp

@@ -76,16 +76,7 @@ extern "C" BTS_EXPORT const char* get_buffer(const char* key_name, int& out_leng
 
 extern "C" BTS_EXPORT const proto::Message* get_named(const char* key_name)
 {
-   const auto* pmessage = config_state.try_get_message(key_name);
-   if (pmessage) {
-      return pmessage;
-   }
-   // If we can't find a value we should return a default instance
-   const auto* descriptor = config_state.get_descriptor_by_name(key_name);
-   if (descriptor) {
-      return proto::MessageFactory::generated_factory()->GetPrototype(descriptor);
-   }
-   return nullptr;
+   return config_state.try_get_message_or_default(key_name);
 }
 
 BTS_EXPORT std::string get_macro_string(const char* name) { return config_state.get_macro_string(name); }

src/lib/config/defaults/Symbols.conf

@@ -26,6 +26,26 @@ SymbolList {
     }
 }
 
+Symbols {
+    rule: "DeploymentType.type == 'DEMO' and System.platform == 'windows'"
+    value {
+        sim {
+            future: @SymbolList.symbol
+            spread: @SymbolList.symbol
+        }
+    }
+}
+
+Symbols {
+    rule: "DeploymentType.type == 'PROD' and System.platform == 'windows'"
+    value {
+        glbx {
+            future: @SymbolList.symbol
+            spread: @SymbolList.symbol
+        }
+    }
+}
+
 Symbols {
     value {
         glbx {

src/lib/config/defaults/dynamic_orders.conf

@@ -2,17 +2,17 @@
 
 DynamicOrderList {
    value {
-     dynamic_orders
-     {
-        type_name: 'DynamicOrder1'
-        parameter_keys: 'param1'
-        parameter_keys: 'param2'
-     }
-     dynamic_orders
-     {
-        type_name: 'DynamicOrder2'
-        parameter_keys: 'param3'
-        parameter_keys: 'param4'
-     }      
+#      dynamic_orders
+#      {
+#         type_name: 'DynamicOrder1'
+#         parameter_keys: 'param1'
+#         parameter_keys: 'param2'
+#      }
+#      dynamic_orders
+#      {
+#         type_name: 'DynamicOrder2'
+#         parameter_keys: 'param3'
+#         parameter_keys: 'param4'
+#      }      
    }
 }

src/lib/config/defaults/expiration_display_offset.conf

@@ -0,0 +1,194 @@
+ExpirationDisplayOffset
+{
+   value
+   {
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "lo"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "CL"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "ob"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "RB"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "oh"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "HO"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "wbs"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "WBS"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "so"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "SI"
+         addition_count: 0
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "og"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "GC"
+         addition_count: 0
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "hxe"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "HG"
+         addition_count: 0
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "ozs"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "ozw"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "osd"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "ZS"
+         addition_count: 0
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "ozm"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "ZM"
+         addition_count: 0
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "ozl"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "ZL"
+         addition_count: 0
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "ozc"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "ZC"
+         addition_count: 0
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "OPTION"
+         security_name: "ozn"
+         addition_count: 1
+         addition_type: MonthMoveToStart
+      }
+      entries
+      {
+         security_type: "FUTURE"
+         security_name: "ZN"
+         addition_count: 0
+         addition_type: MonthMoveToStart
+      }
+   }
+}

src/lib/config/defaults/orderman_cfg.conf

@@ -0,0 +1,34 @@
+OrdermanCfg {
+   rule: "DeploymentType.type == 'dev'"
+   value {
+      executor {
+         thread_name: "oman_orders"
+	 poll: false 
+	 hosted_actor: "MDSource"
+	 hosted_actor: "OrderManager"
+	 hosted_actor: "ExecutionGateway"
+      }
+      executor {
+         thread_name: "oman_slow"
+	 poll: false 
+	 hosted_actor: "*"
+      }
+   }
+}
+
+OrdermanCfg {
+   value {
+      executor {
+         thread_name: "oman_orders"
+	 poll: true 
+	 hosted_actor: "MDSource"
+	 hosted_actor: "OrderManager"
+	 hosted_actor: "ExecutionGateway"
+      }
+      executor {
+         thread_name: "oman_slow"
+	 poll: false 
+	 hosted_actor: "*"
+      }
+   }
+}

src/lib/config/defaults/threads.conf

@@ -0,0 +1,7 @@
+Threads {
+   value {
+      thread_group {name_rx: "mdp3feed" core: 0}
+      thread_group {name_rx: "oman_orders" core: 1}
+      thread_group {name_rx: ".*" exclude:true core:0 core:1}
+   }
+}

src/lib/config/protos/MarketData.proto

@@ -75,7 +75,7 @@ message CMEOptions
       // Defines amount of time Feed Engine keeps cycling before going to sleep when no useful activity can be done
       optional uint32 spin_time = 4 [default = 1];
       optional uint32 channels_per_thread = 5 [default = 3];
-      repeated uint32 affinity = 10;
+      optional string thread_group = 10 [default=""]; // if present this will be used to retrieve affinity settings from Threads config key
       optional uint32 udp_socket_buffer_size = 11 [default = 33554432]; //32mb
    }
    enum BookType {

src/lib/config/protos/cme_reference_data.proto

@@ -1,11 +0,0 @@
-syntax='proto2';
-package bts.config;
-import "lib/domain_model/Security.proto";
-
-message CppConfig {
-	map<string, double> cpp_entry = 1;
-}
-
-message CmeSymbolMics {
-	map<string, bts.api.CMEMics> cme_mic = 1;
-}

src/lib/config/protos/cpp_config.proto

@@ -0,0 +1,6 @@
+syntax='proto2';
+package bts.config;
+
+message CppConfig {
+	map<string, double> cpp_entry = 1;
+}

src/lib/config/protos/environment.proto

@@ -1,8 +0,0 @@
-syntax='proto2';
-package bts.config;
-
-message Deployment {
-  // Acceptable values:
-  // DEV_CHAPEL_HILL, DEV_CHICAGO, DEMO_GT, QA, CUSTOMER
-  optional string type = 1 [default="DEV_CHAPEL_HILL"];  
-}

src/lib/config/protos/expiration_display_offset.proto

@@ -0,0 +1,24 @@
+syntax='proto2';
+package bts.config;
+
+message ExpirationOffsetType
+{ 
+   enum type
+   {
+      Month=0;
+      MonthMoveToStart=1;
+   }
+}
+
+message ExpirationDisplayOffsetEntry
+{
+   required string security_type = 1;
+   required string security_name = 2;
+   required int32 addition_count = 3;
+   required ExpirationOffsetType.type addition_type = 4;
+}
+
+message ExpirationDisplayOffset
+{
+   repeated ExpirationDisplayOffsetEntry entries = 1;
+}

src/lib/config/protos/orderman_cfg.proto

@@ -0,0 +1,11 @@
+syntax='proto2';
+package bts.config;
+
+message OrdermanCfg {
+  message Executor {
+    required string thread_name = 1;
+    optional bool poll = 2 [ default = false];
+    repeated string hosted_actor = 3;
+  }
+  repeated Executor executor = 1;
+}

src/lib/config/protos/threads.proto

@@ -0,0 +1,13 @@
+syntax='proto2';
+package bts.config;
+
+message ThreadGroupCfg {
+  required string name_rx = 1	[default = "*"];
+  optional bool exclude = 2	[default = false];
+  repeated uint32 core = 3; 
+}
+
+
+message Threads {
+  repeated ThreadGroupCfg thread_group = 1; 
+}

src/lib/config/protos/toggles.proto

@@ -26,8 +26,4 @@ message OrdersSoftCleanup{
 
 message ToastNotifications {
 	optional bool enabled = 1 [default = false];
-}
-
-message VolumeAtPrice{
-   optional bool enabled = 1 [default = true];
 }

src/lib/domain_model/Security.proto

@@ -40,22 +40,6 @@ enum Currency {
      CURRENCY_RMB = 14;
 }
 
-enum CMEMics {
-   UNSET = 0;
-   CME   = 1;
-   NYMEX = 2;
-   CBT   = 3;
-   COMEX = 4;
-   MGE   = 5;
-   DME   = 6;
-   NYMSW = 7;
-   FXS   = 8;
-}
-
-enum ICEMics{
-   ICE_FUTURES_CANADA=0;
-}
-
 enum Side {
   SIDE_UNDEFINED = 0;
   SIDE_BUY = 49;

src/lib/jetfix/codec/FIXMsg.h

@@ -11,7 +11,7 @@
 #include "lib/jetfix/codec/IFIXMsg.h"
 #include "lib/jetfix/common/InMsgBuffer.h"
 #include "lib/utils/meta_programming.h"
-#include "lib/orderman/orderman_utils/TickToTradeCorID.h"
+#include "lib/orderman/orderman_utils/PerfTrace.h"
 
 namespace bts {
 namespace jetfix {

src/lib/jetfix/common/InMsgBuffer.h

@@ -6,7 +6,7 @@
 #include <vector>
 #include "lib/utils/bts_assert.h"
 #include "lib/jetfix/codec/MessageTypes.h"
-#include "lib/orderman/orderman_utils/TickToTradeCorID.h"
+#include "lib/orderman/orderman_utils/PerfTrace.h"
 
 namespace bts {
 namespace jetfix {

src/lib/jetfix/connection/AsyncReader.cpp

@@ -7,7 +7,8 @@
 #include "lib/utils/bts_assert.h"
 #include "lib/os/os.h"
 #include "lib/tracing/bts_trace.h"
-#include "lib/orderman/orderman_utils/TickToTradeCorID.h"
+#include "lib/orderman/orderman_utils/PerfTrace.h"
+#include "lib/utils/thread_manager.h"
 
 #include <fstream>
 
@@ -112,8 +113,8 @@ AsyncReader::AsyncReader (IConnection &connection,
 
 void AsyncReader::start ()
 {
-   me->reader_thread = std::thread ([this] () {
-         os::set_thread_name(me->connection_name+"_asyncr");
+   auto thread_name = fmt::format ("jf_ar_{}", me->connection_name);
+   me->reader_thread = threading::make_thread (thread_name,[this] () {
          dispatch();
       });
 }

src/lib/jetfix/connection/IConnection.h

@@ -1,7 +1,7 @@
 #pragma once
 
 #include <array>
-#include "lib/orderman/orderman_utils/TickToTradeCorID.h"
+#include "lib/orderman/orderman_utils/PerfTrace.h"
 
 namespace bts {
 namespace jetfix {

src/lib/jetfix/connection/SocketConnection.cpp

@@ -1,11 +1,12 @@
 #include "SocketConnection.h"
 #include "lib/jetfix/store/session_name.h"
 #include "lib/logging/logging.h"
-#include "lib/metrics/metrics.h"
+#include "lib/orderman/orderman_utils/PerfTraceLog.h"
 #include "lib/tracing/bts_trace.h"
 #include "lib/utils/TimeStamp.h"
 #include "lib/utils/bts_assert.h"
 #include "lib/utils/helper_macros.h"
+#include "lib/orderman/orderman_utils/PerfTraceLog.h"
 
 #include <arpa/inet.h>
 #include <fstream>
@@ -19,29 +20,15 @@ namespace bts {
 namespace jetfix {
 
 SocketConnection::SocketConnection(bts::config::JetFIX::Connection const &cfg,
-                                   metrics::MetricsContainer &stats)
+                                   PerfTraceLog &perf_log)
     : _fd(-1), _cfg(cfg), _log(cfg.log_fix_stream()), _in_log(), _out_log(),
-      _stats(stats), _tick_to_order(), _fill_to_order() {
+      _perf_log(perf_log) {
    if (_log) {
       _in_log.open(std::string("/tmp/fix_raw_read_log_") + session_name(cfg),
                    std::ios_base::app);
       _out_log.open(std::string("/tmp/fix_raw_write_log_") + session_name(cfg),
                     std::ios_base::app);
    }
-   std::vector<metrics::Label> labels;
-   labels.push_back({"connection", cfg.name()});
-
-   std::array<double, 30> buckets;
-   auto i = 1;
-   for (auto &b : buckets)
-      b = (i *= 2);
-
-   _tick_to_order = std::make_shared<metrics::HistogramMetric<30>>(
-       "spark_tick_to_order_ns", buckets, labels);
-   _fill_to_order = std::make_shared<metrics::HistogramMetric<30>>(
-       "spark_fill_to_order_ns", buckets, labels);
-   _stats.publish(_tick_to_order);
-   _stats.publish(_fill_to_order);
 }
 
 SocketConnection::~SocketConnection() {
@@ -122,46 +109,56 @@ int SocketConnection::write(WriteVec const &vec, size_t vec_size,
 
    auto trace_cpy = trace;
    trace_cpy.fix_socket_w = utils::TimeStamp::now();
-   tracepoint(bts_trace, trace_order, (char *)"SocketConnection.pre_write", 0,
-              trace.md_sn, 0);
+
+   utils::TimeStamp::Interval s2s;
+   if (trace.md.to_uint64()) {
+      s2s = (trace_cpy.fix_socket_w - trace_cpy.md);
+      tracepoint(bts_trace, trace_order,
+                 (char *)"SocketConnection.tick_to_order.pre_write", 0,
+                 trace.md_sn, s2s.microseconds());
+   } else {
+      s2s = (trace_cpy.fix_socket_w - trace_cpy.fix_socket_r);
+      tracepoint(bts_trace, trace_order,
+                 (char *)"SocketConnection.fill_to_order.pre_write", 0,
+                 trace.md_sn, s2s.microseconds());
+   }
+
    auto result = ::writev(_fd, iv, (int)vec_size);
 
    if (trace.md.to_uint64()) {
-      auto s2s = (trace_cpy.fix_socket_w - trace_cpy.md);
       LOG(Latency, Info,
           "perf_event:tick_to_order s2s_us:{} fix_socket_r:{} md:{} "
           "md_src:{} spreader_on_book:{} spreader_modify_order:{} "
-          "spreader_on_child_order_update:{} " 
-          "order_update:{} exe_gw:{} fix_socket_w:{} md_sn:{} order_key:{}",
+          "spreader_on_child_order_update:{} "
+          "order_update:{} exe_gw:{} fix_socket_w:{} md_sn:{} order_key:{} "
+          "send_fix_buffer:{}",
           s2s.microseconds(), trace_cpy.fix_socket_r.to_uint64(),
           trace_cpy.md.to_uint64(), trace_cpy.md_src.to_uint64(),
           trace_cpy.spreader_on_book.to_uint64(),
           trace_cpy.spreader_modify_order.to_uint64(),
-          trace_cpy.spreader_on_child_order_update.to_uint64(), 
-          trace_cpy.order_update.to_uint64(),
-          trace_cpy.exe_gw.to_uint64(), trace_cpy.fix_socket_w.to_uint64(),
-          trace_cpy.md_sn,
-          trace_cpy.order_key);
-      _tick_to_order->observe(s2s.nanoseconds());
+          trace_cpy.spreader_on_child_order_update.to_uint64(),
+          trace_cpy.order_update.to_uint64(), trace_cpy.exe_gw.to_uint64(),
+          trace_cpy.fix_socket_w.to_uint64(), trace_cpy.md_sn,
+          trace_cpy.order_key, trace.send_fix_buffer.to_uint64());
+      _perf_log.log(trace_cpy);
    }
 
    if (trace.fix_socket_r.to_uint64()) {
-      auto s2s = (trace_cpy.fix_socket_w - trace_cpy.fix_socket_r);
       LOG(Latency, Info,
           "perf_event:fill_to_order s2s_us:{} fix_socket_r:{} md:{} md_src:{} "
           "spreader_on_book:{} spreader_modify_order:{} "
-          "spreader_on_child_order_update:{} " 
-          "order_update:{} exe_gw:{} fix_socket_w:{} md_sn:{} order_key:{}",
+          "spreader_on_child_order_update:{} "
+          "order_update:{} exe_gw:{} fix_socket_w:{} md_sn:{} order_key:{} "
+          "send_fix_buffer:{} ",
           s2s.microseconds(), trace_cpy.fix_socket_r.to_uint64(),
           trace_cpy.md.to_uint64(), trace_cpy.md_src.to_uint64(),
           trace_cpy.spreader_on_book.to_uint64(),
           trace_cpy.spreader_modify_order.to_uint64(),
-          trace_cpy.spreader_on_child_order_update.to_uint64(), 
-          trace_cpy.order_update.to_uint64(),
-          trace_cpy.exe_gw.to_uint64(), trace_cpy.fix_socket_w.to_uint64(),
-          trace_cpy.md_sn,
-          trace.order_key);
-      _fill_to_order->observe(s2s.nanoseconds());
+          trace_cpy.spreader_on_child_order_update.to_uint64(),
+          trace_cpy.order_update.to_uint64(), trace_cpy.exe_gw.to_uint64(),
+          trace_cpy.fix_socket_w.to_uint64(), trace_cpy.md_sn, trace.order_key,
+          trace.send_fix_buffer.to_uint64());
+      _perf_log.log(trace_cpy);
    }
 
    tracepoint(bts_trace, trace_order, (char *)"SocketConnection.post_write", 0,

src/lib/jetfix/connection/SocketConnection.h

@@ -7,14 +7,14 @@
 #include "lib/metrics/metrics.h"
 
 namespace bts {
-namespace metrics {class MetricsContainer;}
+class PerfTraceLog;
 
 namespace jetfix {
 
 class SocketConnection : public IConnection
 {
 public:
-   SocketConnection(bts::config::JetFIX::Connection const &cfgl,metrics::MetricsContainer &stats);
+   SocketConnection(bts::config::JetFIX::Connection const &cfgl,PerfTraceLog &log);
    ~SocketConnection();
    bool connect () override;
    void shutdown () override;
@@ -27,9 +27,7 @@ private:
    bool _log;
    std::ofstream _in_log;
    std::ofstream _out_log;
-   metrics::MetricsContainer &_stats;
-   std::shared_ptr<metrics::HistogramMetric<30>> _tick_to_order;
-   std::shared_ptr<metrics::HistogramMetric<30>> _fill_to_order;
+   PerfTraceLog &_perf_log;
 };
 
 }}