Vesrsion: Update to v2.2.5 deploying to jame prod

Fix: OKX execution works as long as spreader not to big
Fix: Ordermanager will not try to remake orders from er after restart
2025-02-13 14:40:27 +00:00 · 2025-02-13 06:09:43 +00:00 · 2025-02-13 06:09:01 +00:00 · 2025-02-13 06:08:27 +00:00 · 2025-02-13 01:13:50 +00:00 · 2025-02-12 23:13:59 +00:00
35 changed files with 2125 additions and 1079 deletions
@@ -1,15 +1,10 @@
 {
  "dockerFile": "Dockerfile",
-  // Creates local dir to mount to HOME in docker 
-  "initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
  "hostRequirements": {
-    "memory": "4gb",
-    "storage": "6gb"
+    "memory": "8gb",
+    "storage": "10gb"
  },
-  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
  "containerUser": "bts",
-  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
-  "workspaceFolder": "/home/bts/spark",
  "updateRemoteUserUID": true,
  "shutdownAction": "none",
  // Note: If running multiple containers on the same host, each must use a
@@ -17,7 +12,7 @@
  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
  "runArgs": [
    "--shm-size",
-    "2gb",
+    "8gb",
    "-p",
    "8000:8000",
    "-p",
@@ -29,22 +24,15 @@
    "-p",
    "12345:12345"
  ],
-  "mounts": [
-    "source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind"
-  ],
  "customizations": {
    "vscode": {
-      "settings": {
-        "clangd.arguments": [
-          "--compile-commands-dir=${workspaceFolder}/build/clang/debug"
-        ]
-      },
      "extensions": [
        "eamodio.gitlens",
        "llvm-vs-code-extensions.vscode-clangd",
        "ms-vscode.cmake-tools",
-        "ms-vscode.cpptools"
+        "ms-vscode.cpptools",
+        "xaver.clang-format"
      ]
    }
  }
-}
+}
@@ -133,17 +133,31 @@ namespace bts {

            // set 'unit quantity' for each sec
            foreach (var smd in exch_secs.Values) {
-               var meta = _security_metadata.get(smd.security);
-               if (meta.HasValue) {
-                  exch_secs[smd.id] = new(
-                     smd.security,
-                     smd.md,
-                     meta.Value.HasPriceDisplay ? meta.Value.PriceDisplay : null,
-                     meta.Value.HasQuantityDisplay ? meta.Value.QuantityDisplay : null);
-               }
+               var (priceDisplay, qtyDisplay) = GetDisplaySettings(smd.security);
+               exch_secs[smd.id] = new(smd.security, smd.md, priceDisplay, qtyDisplay);
            }
            _bus.post(SparkTags.ServerSecuritiesTag, exch_secs);
         }
+
+         (TickDisplaySettingsImmutable? Price, TickDisplaySettingsImmutable? Quantity) GetDisplaySettings(SecurityImmutable sec) {
+            var meta = _security_metadata.get(sec);
+            var priceDisplay = meta?.PriceDisplay ?? Security.Defaults.price_display_settingsi;
+            var qtyDisplay = meta?.QuantityDisplay ?? Security.Defaults.quantity_display_settingsi;
+            if (sec.HasContractSpec) {
+               var pd = priceDisplay.CloneToMutable();
+               pd.TickFactors = TickUtils.get_tick(sec, 0).to_api_tick_factors();
+               priceDisplay = new(pd);
+               if (sec.ContractSpec.QuantityInfos.TryGetFirst(out var qtyInfo)) {
+                  var qd = qtyDisplay.CloneToMutable();
+                  qd.ShowDecimalPart = qtyInfo.TickBase.is_real_non_zero() && !(qtyInfo.TickUnit / qtyInfo.TickBase).is_int();
+                  qd.TickFactors ??= new();
+                  qd.TickFactors.TickBase = qtyInfo.TickBase;
+                  qd.TickFactors.TickUnit = qtyInfo.TickUnit;
+                  qtyDisplay = new(qd);
+               }
+            }
+            return (priceDisplay, qtyDisplay);
+         }
      }

      public void Dispose() =>
@@ -12,8 +12,13 @@ namespace bts.shell.market_view {
   class MarketViewFilterStates {
      [ProtoMember(37)]
      public Venue[] venue { get; set; }
+
+      [ProtoMember(38)]
+      public string[] currency { get; set; }
+
      [ProtoMember(1)]
      public string security { get; set; }
+
      [ProtoMember(2)]
      public DoubleMinMaxState bid_price { get; set; }

@@ -128,6 +133,7 @@ namespace bts.shell.market_view {
         var pb = new ColumnPredicateBuilder<MarketViewVM.Row>();
         // security
         pb.add_discrete_values(venue, r => r.venue);
+         pb.add_discrete_values(currency, r => r.currency);
         pb.add_regex(security, r => r.security.ToString());
         pb.add_regex(security_key, r => r.security_key.ToString());

@@ -98,7 +98,14 @@ namespace mbts.spark {
         _sec_meta_store = sec_meta_store;
         _settings_hub = settings_hub;
         security_filter = new RegexFilterVM<Row>(r => r.security.ToString(), nameof(Row.security));
-         currency_filter =new RegexFilterVM<Row>(r => r.currency, nameof(Row.currency));
+         currency_filter = DiscreteValuesFilterVM.Create<Row, string>(
+            bus.subscribe(SparkTags.SecuritiesTag)
+               .Sample(TimeSpan.FromSeconds(1))
+               .Select(sec_mds => sec_mds.Values.Select(smd => smd.security.Currency).Distinct().ToList()),
+            r => r.currency,
+            nameof(Row.currency),
+            EqualityComparer<string>.Default,
+            Comparer<string>.Default);
         // rows
         _wrapped_rows = _rows.WrapSelector(r => r.security_md, s => {
            var r = new Row(_bus, s, _orders_model, _position_model);
@@ -124,7 +131,7 @@ namespace mbts.spark {

         add_col(ColKey.Venue, r => r.venue.ToString(), nameof(Row.venue), venue_filter, FilterType.DiscreteValues, ColWidth.Exchange);
         add_col(ColKey.Security, r => r.security.ToString(), nameof(Row.security), security_filter, FilterType.Regex, ColWidth.Security);
-         add_col(ColKey.Currency, r => r.currency, nameof(Row.currency), currency_filter, FilterType.Regex, ColWidth.Currency);
+         add_col(ColKey.Currency, r => r.currency, nameof(Row.currency), currency_filter, FilterType.DiscreteValues, ColWidth.Currency);
         add_col(ColKey.Volume, r => r.volume_text, nameof(Row.volume), volume_filter, FilterType.ULongMinMax, ColWidth.Volume);

         // last
@@ -391,7 +398,7 @@ namespace mbts.spark {

      public IDataGridColumnPersistentFilter<Row, Venue[]> venue_filter { get; } = DiscreteValuesFilterVM.Common.exchange<Row>(r => r.venue, nameof(Row.venue));
      public IDataGridColumnPersistentFilter<Row, string> security_filter { get; }
-      public IDataGridColumnPersistentFilter<Row, string> currency_filter { get; }
+      public IDataGridColumnPersistentFilter<Row, string[]> currency_filter { get; }
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_price_filter { get; } = new DoubleMinMax<Row>(r => r.bid_price, nameof(Row.bid_price));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> bid_qty_filter { get; } = new DoubleMinMax<Row>(r => r.bid_qty_display, nameof(Row.bid_qty_display));
      public IDataGridColumnPersistentFilter<Row, DoubleMinMaxState> dbid_qty_filter { get; } = new DoubleMinMax<Row>(r => r.dbid_qty_display, nameof(Row.dbid_qty_display));
@@ -538,6 +545,7 @@ namespace mbts.spark {
      public MarketViewFilterStates get_filter_states() =>
         new() {
            venue = venue_filter.get_state(),
+            currency = currency_filter.get_state(),
            security = security_filter.get_state(),
            bid_price = bid_price_filter.get_state(),
            bid_merged_size = bid_qty_filter.get_state(),
@@ -584,6 +592,7 @@ namespace mbts.spark {

         using var _ = rows_view.DeferRefresh();
         venue_filter.load_state(filters.venue);
+         currency_filter.load_state(filters.currency);
         security_filter.load_state(filters.security);
         bid_price_filter.load_state(filters.bid_price);
         bid_qty_filter.load_state(filters.bid_merged_size);
@@ -1,378 +1,380 @@
-using bts.api;
-using bts.utils;
-
-using mbts;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.shell;
-
-using Spark.Core.Collections;
-using Spark.Core.Data;
-
-using System;
-using System.Collections.Generic;
-using System.Collections.Immutable;
-using System.Linq;
-using System.Reactive.Linq;
-
-using ColumnKeys = bts.shell.pnl.PNLView.Columns;
-using PNLKey = bts.AccountSecurityKey;
-
-namespace bts.shell.pnl {
-   class PNLRowVM : DisposableViewModelBase, IEquatable<PNLRowVM> {
-      public static readonly IComparer<PNLRowVM> key_comparer = Comparer<PNLKey>.Default.wrap<PNLKey, PNLRowVM>(r => r.key);
-      static readonly Func<bool, string> _fmt_has_day_trades = hdt => hdt ? "Yes" : "No";
-      //
-      readonly PNLCellIndexBuilder<PNLRowData> _cell_map = new PNLCellIndexBuilder<PNLRowData>();
-      readonly PNLCellEmbeddedAnimationModel<PNLRowData> _animator;
-      readonly ISecurityMetadataStore _sec_meta_store;
-      bool _refresh_normalized_data = true, _is_selected;
-      PNLNormalizedData _normalized_data;
-      api.domain.TickDisplaySettingsImmutable? _quantity_display_backing;
-
-      public PNLRowVM(
-         PNLRowData data,
-         ISecurityMetadataStore sec_meta_store,
-         ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances,
-         IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers,
-         Func<double, string> fmt_fill_price,
-         Func<double, string> fmt_market_price) {
-         //
-         this.data = data;
-         _sec_meta_store = sec_meta_store;
-         _animator = new PNLCellEmbeddedAnimationModel<PNLRowData>(default_appearances, triggers);
-         _animator.on_row(data);
-         pnl_price = _cell_map.add_price_double(ColumnKeys.PNLPrice, d => d.pnl_price);
-         account_cell = _cell_map.add(ColumnKeys.Account, d => d.account);
-         security_type_cell = _cell_map.add(ColumnKeys.SecurityType, d => d.security?.ContractCase ?? Security.ContractOneofCase.None);
-         exchange_cell = _cell_map.add(ColumnKeys.Exchange, d => d.security?.Exchange ?? Venue.Unset);
-         expiration_cell = _cell_map.add(
-            ColumnKeys.Expiration,
-            d => d.expiration,
-            e => SecurityFormatter.format_expiration(e));
-         symbol_cell = _cell_map.add(ColumnKeys.Symbol, d => d.symbol);
-         security_cell = _cell_map.add(
-            ColumnKeys.Security,
-            d => d.security,
-            null,
-            EqualityComparer<SecurityImmutable?>.Default,
-            Comparer<SecurityImmutable?>.Default);
-         security_key = _cell_map.add(ColumnKeys.SecurityKey, d => d.key.security_id);
-         cpp = _cell_map.add(ColumnKeys.CPP, d => d.effective_cpp);
-         // sod
-         sod_pnl = _cell_map.add_pnl_double(ColumnKeys.SODPNL, d => d.sod_pnl);
-         sod_net_pos = _cell_map.add_net_pos(
-            ColumnKeys.SODNetPos, d => d.display_sod_net_pos, fmt_qty);
-         sod_long_pos = _cell_map.add_long_pos(
-            ColumnKeys.SODLongPos, d => d.display_sod_long_pos, fmt_qty);
-         sod_long_avg_price = _cell_map.add_long_price(ColumnKeys.SODLongAvgPrice, d => d.sod_long_avg_price);
-         sod_short_pos = _cell_map.add_short_pos(
-            ColumnKeys.SODShortPos, d => d.display_sod_short_pos, fmt_qty);
-         sod_short_avg_price = _cell_map.add_short_price(ColumnKeys.SODShortAvgPrice, d => d.sod_short_avg_price);
-         sod_delta = _cell_map.add_pnl_double(ColumnKeys.SODDelta, d => d.sod_delta, fmt_greek);
-         sod_gamma = _cell_map.add_pnl_double(ColumnKeys.SODGamma, d => d.sod_gamma, fmt_greek);
-         sod_vega = _cell_map.add_pnl_double(ColumnKeys.SODVega, d => d.sod_vega, fmt_greek);
-         sod_theta = _cell_map.add_pnl_double(ColumnKeys.SODTheta, d => d.sod_theta, fmt_greek);
-
-         // day
-         day_pnl = _cell_map.add_pnl_double(ColumnKeys.DayPNL, d => d.day_pnl);
-         day_net_pos = _cell_map.add_net_pos(
-            ColumnKeys.DayNetPos, d => d.display_day_net_pos, fmt_qty);
-         day_long_pos = _cell_map.add_long_pos(
-            ColumnKeys.DayLongPos, d => d.display_day_long_pos, fmt_qty);
-         day_long_avg_price = _cell_map.add_long_price(ColumnKeys.DayLongAvgPrice, d => d.day_long_avg_price);
-         day_short_pos = _cell_map.add_short_pos(
-            ColumnKeys.DayShortPos, d => d.display_day_short_pos, fmt_qty);
-         day_short_avg_price = _cell_map.add_short_price(ColumnKeys.DayShortAvgPrice, d => d.day_short_avg_price);
-         day_delta = _cell_map.add_pnl_double(ColumnKeys.DayDelta, d => d.day_delta, fmt_greek);
-         day_gamma = _cell_map.add_pnl_double(ColumnKeys.DayGamma, d => d.day_gamma, fmt_greek);
-         day_vega = _cell_map.add_pnl_double(ColumnKeys.DayVega, d => d.day_vega, fmt_greek);
-         day_theta = _cell_map.add_pnl_double(ColumnKeys.DayTheta, d => d.day_theta, fmt_greek);
-         has_day_trades = _cell_map.add(ColumnKeys.HasDayTrades, d => d.has_day_trades, _fmt_has_day_trades);
-         // working
-         working_net_pos = _cell_map.add_net_pos(
-            ColumnKeys.WorkingNetPos, d => d.display_working_net_pos, fmt_qty);
-         var qty_display = _sec_meta_store.get_qty_display(security);
-         working_long_pos = _cell_map.add_working_long(
-            ColumnKeys.WorkingLongPos,
-            d => d.working.long_data,
-            d => d.bid_price,
-            qty_display);
-         working_long_avg_price = _cell_map.add_long_price(ColumnKeys.WorkingLongAvgPrice, d => d.working_long_avg_price);
-         working_short_pos = _cell_map.add_working_short(
-            ColumnKeys.WorkingShortPos, r => r.working.short_data, r => r.ask_price, qty_display);
-         working_short_avg_price = _cell_map.add_short_price(ColumnKeys.WorkingShortAvgPrice, d => d.working_short_avg_price);
-         // total
-         total_pnl = _cell_map.add_pnl_double(ColumnKeys.TotalPNL, d => d.total_pnl);
-         total_net_pos = _cell_map.add_net_pos(
-            ColumnKeys.TotalNetPos, d => d.display_total_net_pos, fmt_qty);
-         total_long_pos = _cell_map.add_long_pos(
-            ColumnKeys.TotalLongPos, d => d.display_total_long_pos, fmt_qty);
-         total_long_avg_price = _cell_map.add_long_price(ColumnKeys.TotalLongAvgPrice, d => d.total_long_avg_price);
-         total_short_pos = _cell_map.add_short_pos(
-            ColumnKeys.TotalShortPos, d => d.display_total_short_pos, fmt_qty);
-         total_short_avg_price = _cell_map.add_short_price(ColumnKeys.TotalShortAvgPrice, d => d.total_short_avg_price);
-         total_delta = _cell_map.add_pnl_double(
-            ColumnKeys.TotalDelta, d => d.total_delta, fmt_greek);
-         total_gamma = _cell_map.add_pnl_double(
-            ColumnKeys.TotalGamma, d => d.total_gamma, fmt_greek);
-         total_vega = _cell_map.add_pnl_double(ColumnKeys.TotalVega, d => d.total_vega, fmt_greek);
-         total_theta = _cell_map.add_pnl_double(
-            ColumnKeys.TotalTheta, d => d.total_theta, fmt_greek);
-
-         // market
-         bid_price = _cell_map.add_price_double(ColumnKeys.BidPrice, d => d.bid_price);
-         ask_price = _cell_map.add_price_double(ColumnKeys.AskPrice, d => d.ask_price);
-         mid_price = _cell_map.add_price_double(ColumnKeys.MidPrice, d => d.mid_price);
-         last_price = _cell_map.add_price_double(ColumnKeys.LastPrice, d => d.last_price);
-         settlement_price = _cell_map.add_price_double(ColumnKeys.SettlementPrice, d => d.settlement_price);
-
-         _set_price_formatting_delegates(fmt_fill_price, fmt_market_price);
-         _cell_map.on_row(data);
-         _cell_map.set_appearances(_animator.cell_appearances);
-         _dispose = _cell_map.animation_model.OnDispatcher().Subscribe(new_animations => {
-            animations = new_animations.Select(kv => new mbts.ui.spark.CellAnimation(kv.Key.column, kv.Key.type, kv.Value.color.to_brush())).ToList();
-            RaisePropertyChanged(nameof(animations));
-         });
-
-         static string fmt_greek(double v) =>
-            v.is_nan() ? "-" : v.ToString("#,0.00");
-
-         string fmt_qty(double v) =>
-            quantity_display.format(v);
-      }
-
-      // events
-      public event Action<PNLNormalizedData> updated;
-      public event Action<bool> is_selected_changed;
-
-      // data
-      public PNLKey key => data.key;
-      public PNLRowData data { get; private set; }
-      public PNLNormalizedData normalized_data {
-         get {
-            if (_refresh_normalized_data) {
-               _refresh_normalized_data = false;
-               // Only count outrights (spread positions should be normalized into outrights)
-               var sec_type = security?.ContractCase ?? Security.ContractOneofCase.None;
-               var (
-                  sod_long,
-                  sod_short,
-                  sod_delta,
-                  sod_gamma,
-                  sod_vega,
-                  sod_theta,
-                  day_long,
-                  day_short,
-                  day_delta,
-                  day_gamma,
-                  day_vega,
-                  day_theta) = sec_type switch {
-                  Security.ContractOneofCase.Future or Security.ContractOneofCase.Option => (
-                     data.sod.long_pos.round_to_decimal(),
-                     data.sod.short_pos.round_to_decimal(),
-                     data.sod.delta.round_to_decimal(),
-                     data.sod.gamma.round_to_decimal(),
-                     data.sod.vega.round_to_decimal(),
-                     data.sod.theta.round_to_decimal(),
-                     data.day.long_pos.round_to_decimal(),
-                     data.day.short_pos.round_to_decimal(),
-                     data.day.delta.round_to_decimal(),
-                     data.day.gamma.round_to_decimal(),
-                     data.day.vega.round_to_decimal(),
-                     data.day.theta.round_to_decimal()),
-                  _ => (0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)
-               };
-
-               var working_long = data.working_long_pos.round_to_decimal();
-               var working_short = data.working_short_pos.round_to_decimal();
-
-               var nd = new PNLNormalizedData() {
-                  // sod
-                  sod_pnl = sod_pnl.value.round_to_decimal(),
-                  sod_long_pos = sod_long,
-                  sod_short_pos = sod_short,
-                  sod_delta = sod_delta,
-                  sod_gamma = sod_gamma,
-                  sod_vega = sod_vega,
-                  sod_theta = sod_theta,
-                  display_sod_long_pos = sod_long,
-                  display_sod_short_pos = sod_short,
-
-                  // day
-                  day_pnl = day_pnl.value.round_to_decimal(),
-                  day_long_pos = day_long,
-                  day_short_pos = day_short,
-                  day_delta = day_delta,
-                  day_gamma = day_gamma,
-                  day_vega = day_vega,
-                  day_theta = day_theta,
-                  display_day_long_pos = day_long,
-                  display_day_short_pos = day_short,
-
-                  // working
-                  working_long_pos = working_long,
-                  working_short_pos = working_short,
-                  display_working_long_pos = working_long,
-                  display_working_short_pos = working_short
-               };
-               if (_normalized_data != nd) {
-                  _normalized_data = nd;
-                  updated?.Invoke(nd);
-               }
-            }
-            return _normalized_data;
-         }
-      }
-      // security
-      public string account_name => data.account_name;
-      public Venue exchange => security?.Exchange ?? Venue.Unset;
-      public string symbol => security.symbol_or_default();
-      public DateTime expiration => data.expiration;
-      public Security.ContractOneofCase security_type => security?.ContractCase ?? Security.ContractOneofCase.None;
-      public SecurityImmutable? security => data.security;
-      // cells
-      public PNLCellVM<PNLRowData, AccountTuple> account_cell { get; }
-      public PNLCellVM<PNLRowData, Venue> exchange_cell { get; }
-      public PNLCellVM<PNLRowData, DateTime> expiration_cell { get; }
-      public PNLCellVM<PNLRowData, string> symbol_cell { get; }
-      public PNLCellVM<PNLRowData, Security.ContractOneofCase> security_type_cell { get; }
-      public PNLCellVM<PNLRowData, SecurityImmutable?> security_cell { get; }
-      public PNLCellVM<PNLRowData, uint> security_key { get; }
-      public PNLCellVM<PNLRowData, double> cpp { get; }
-      // sod
-      public PNLCellVM<PNLRowData, double> sod_pnl { get; }
-      public PNLCellVM<PNLRowData, double> sod_net_pos { get; }
-      public PNLCellVM<PNLRowData, double> sod_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> sod_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> sod_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> sod_short_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> sod_delta { get; }
-      public PNLCellVM<PNLRowData, double> sod_gamma { get; }
-      public PNLCellVM<PNLRowData, double> sod_vega { get; }
-      public PNLCellVM<PNLRowData, double> sod_theta { get; }
-
-      // day
-      public PNLCellVM<PNLRowData, double> day_pnl { get; }
-      public PNLCellVM<PNLRowData, double> day_net_pos { get; }
-      public PNLCellVM<PNLRowData, double> day_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> day_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> day_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> day_short_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> day_delta { get; }
-      public PNLCellVM<PNLRowData, double> day_gamma { get; }
-      public PNLCellVM<PNLRowData, double> day_vega { get; }
-      public PNLCellVM<PNLRowData, double> day_theta { get; }
-      public PNLCellVM<PNLRowData, bool> has_day_trades { get; }
-      // working
-      public PNLCellVM<PNLRowData, double> working_net_pos { get; }
-      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> working_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> working_short_avg_price { get; }
-      // total
-      public PNLCellVM<PNLRowData, double> total_pnl { get; }
-      public PNLCellVM<PNLRowData, double> total_net_pos { get; }
-      public PNLCellVM<PNLRowData, double> total_long_pos { get; }
-      public PNLCellVM<PNLRowData, double> total_long_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> total_short_pos { get; }
-      public PNLCellVM<PNLRowData, double> total_short_avg_price { get; }
-      public PNLCellVM<PNLRowData, double> total_delta { get; }
-      public PNLCellVM<PNLRowData, double> total_gamma { get; }
-      public PNLCellVM<PNLRowData, double> total_vega { get; }
-      public PNLCellVM<PNLRowData, double> total_theta { get; }
-
-      // (market)
-      public PNLCellVM<PNLRowData, double> bid_price { get; }
-      public PNLCellVM<PNLRowData, double> mid_price { get; }
-      public PNLCellVM<PNLRowData, double> ask_price { get; }
-      public PNLCellVM<PNLRowData, double> last_price { get; }
-      public PNLCellVM<PNLRowData, double> settlement_price { get; }
-      public PNLCellVM<PNLRowData, double> pnl_price { get; }
-
-      // display
-      public api.domain.TickDisplaySettingsImmutable quantity_display {
-         get {
-            if (_quantity_display_backing.HasValue) {
-               return _quantity_display_backing.Value;
-            }
-            if (security.HasValue) {
-               _quantity_display_backing = _sec_meta_store.get_qty_display(security.Value);
-            }
-            return _quantity_display_backing ??= Security.Defaults.quantity_display_settingsi;
-         }
-      }
-
-      public IList<mbts.ui.spark.CellAnimation> animations { get; private set; }
-
-      public bool is_selected {
-         get => _is_selected;
-         set {
-            if (Set(ref _is_selected, value))
-               is_selected_changed?.Invoke(value);
-         }
-      }
-
-      IEnumerable<PNLCellVM<PNLRowData, double>> _market_price_cells {
-         get {
-            yield return pnl_price;
-            yield return last_price;
-            yield return bid_price;
-            yield return mid_price;
-            yield return ask_price;
-            yield return settlement_price;
-         }
-      }
-
-      // includes sod, day, total, and working avg price columns
-      IEnumerable<PNLCellVM<PNLRowData, double>> _fill_price_cells {
-         get {
-            // sod
-            yield return sod_long_avg_price;
-            yield return sod_short_avg_price;
-            // day
-            yield return day_long_avg_price;
-            yield return day_short_avg_price;
-            // total
-            yield return total_long_avg_price;
-            yield return total_short_avg_price;
-            // working
-            yield return working_long_avg_price;
-            yield return working_short_avg_price;
-         }
-      }
-
-      public void update(PNLRowData data) {
-         _quantity_display_backing = null;
-         _refresh_normalized_data = true;
-         this.data = data;
-         _cell_map.on_row(data);
-         _animator.on_row(data);
-         _cell_map.set_appearances(_animator.cell_appearances);
-      }
-
-      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> defaults, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers, Func<double, string> fmt_fill_price, Func<double, string> fmt_market_price) {
-         _animator.on_settings(defaults, triggers);
-         _cell_map.set_appearances(_animator.cell_appearances);
-         _set_price_formatting_delegates(fmt_fill_price, fmt_market_price);
-      }
-
-      public bool Equals(PNLRowVM other) =>
-         other != null && key == other.key;
-
-      public override int GetHashCode() =>
-         key.GetHashCode();
-
-      public override string ToString() =>
-         $"account: {account_name} exchange: {exchange} symbol: {symbol} security: {security} buy_quantity: {day_long_pos} sell_quantity: {day_short_pos} pnl: {total_pnl}";
-
-      void _set_price_formatting_delegates(Func<double, string> fmt_fill_price, Func<double, string> fmt_market_price) {
-         foreach (var cell in _fill_price_cells) {
-            cell.format = fmt_fill_price;
-         }
-         foreach (var cell in _market_price_cells) {
-            cell.format = fmt_market_price;
-         }
-      }
-   }
-}
+using bts.api;
+using bts.utils;
+
+using mbts;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.shell;
+
+using Spark.Core.Collections;
+using Spark.Core.Data;
+
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Linq;
+using System.Reactive.Linq;
+
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+using PNLKey = bts.AccountSecurityKey;
+
+namespace bts.shell.pnl {
+   class PNLRowVM : DisposableViewModelBase, IEquatable<PNLRowVM> {
+      public static readonly IComparer<PNLRowVM> key_comparer = Comparer<PNLKey>.Default.wrap<PNLKey, PNLRowVM>(r => r.key);
+      static readonly Func<bool, string> _fmt_has_day_trades = hdt => hdt ? "Yes" : "No";
+      //
+      readonly PNLCellIndexBuilder<PNLRowData> _cell_map = new PNLCellIndexBuilder<PNLRowData>();
+      readonly PNLCellEmbeddedAnimationModel<PNLRowData> _animator;
+      readonly ISecurityMetadataStore _sec_meta_store;
+      bool _refresh_normalized_data = true, _is_selected;
+      PNLNormalizedData _normalized_data;
+      api.domain.TickDisplaySettingsImmutable? _quantity_display_backing;
+
+      public PNLRowVM(
+         PNLRowData data,
+         ISecurityMetadataStore sec_meta_store,
+         ImmutableDictionary<ColumnKeys, PNLCellAppearance> default_appearances,
+         IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers,
+         Func<double, string> fmt_fill_price,
+         Func<double, string> fmt_market_price) {
+         //
+         this.data = data;
+         _sec_meta_store = sec_meta_store;
+         _animator = new PNLCellEmbeddedAnimationModel<PNLRowData>(default_appearances, triggers);
+         _animator.on_row(data);
+         pnl_price = _cell_map.add_price_double(ColumnKeys.PNLPrice, d => d.pnl_price);
+         account_cell = _cell_map.add(ColumnKeys.Account, d => d.account);
+         security_type_cell = _cell_map.add(ColumnKeys.SecurityType, d => d.security?.ContractCase ?? Security.ContractOneofCase.None);
+         exchange_cell = _cell_map.add(ColumnKeys.Exchange, d => d.security?.Exchange ?? Venue.Unset);
+         expiration_cell = _cell_map.add(
+            ColumnKeys.Expiration,
+            d => d.expiration,
+            e => e == DateTime.MinValue
+               ? "N/A"
+               : SecurityFormatter.format_expiration(e));
+         symbol_cell = _cell_map.add(ColumnKeys.Symbol, d => d.symbol);
+         security_cell = _cell_map.add(
+            ColumnKeys.Security,
+            d => d.security,
+            null,
+            EqualityComparer<SecurityImmutable?>.Default,
+            Comparer<SecurityImmutable?>.Default);
+         security_key = _cell_map.add(ColumnKeys.SecurityKey, d => d.key.security_id);
+         cpp = _cell_map.add(ColumnKeys.CPP, d => d.effective_cpp);
+         // sod
+         sod_pnl = _cell_map.add_pnl_double(ColumnKeys.SODPNL, d => d.sod_pnl);
+         sod_net_pos = _cell_map.add_net_pos(
+            ColumnKeys.SODNetPos, d => d.display_sod_net_pos, fmt_qty);
+         sod_long_pos = _cell_map.add_long_pos(
+            ColumnKeys.SODLongPos, d => d.display_sod_long_pos, fmt_qty);
+         sod_long_avg_price = _cell_map.add_long_price(ColumnKeys.SODLongAvgPrice, d => d.sod_long_avg_price);
+         sod_short_pos = _cell_map.add_short_pos(
+            ColumnKeys.SODShortPos, d => d.display_sod_short_pos, fmt_qty);
+         sod_short_avg_price = _cell_map.add_short_price(ColumnKeys.SODShortAvgPrice, d => d.sod_short_avg_price);
+         sod_delta = _cell_map.add_pnl_double(ColumnKeys.SODDelta, d => d.sod_delta, fmt_greek);
+         sod_gamma = _cell_map.add_pnl_double(ColumnKeys.SODGamma, d => d.sod_gamma, fmt_greek);
+         sod_vega = _cell_map.add_pnl_double(ColumnKeys.SODVega, d => d.sod_vega, fmt_greek);
+         sod_theta = _cell_map.add_pnl_double(ColumnKeys.SODTheta, d => d.sod_theta, fmt_greek);
+
+         // day
+         day_pnl = _cell_map.add_pnl_double(ColumnKeys.DayPNL, d => d.day_pnl);
+         day_net_pos = _cell_map.add_net_pos(
+            ColumnKeys.DayNetPos, d => d.display_day_net_pos, fmt_qty);
+         day_long_pos = _cell_map.add_long_pos(
+            ColumnKeys.DayLongPos, d => d.display_day_long_pos, fmt_qty);
+         day_long_avg_price = _cell_map.add_long_price(ColumnKeys.DayLongAvgPrice, d => d.day_long_avg_price);
+         day_short_pos = _cell_map.add_short_pos(
+            ColumnKeys.DayShortPos, d => d.display_day_short_pos, fmt_qty);
+         day_short_avg_price = _cell_map.add_short_price(ColumnKeys.DayShortAvgPrice, d => d.day_short_avg_price);
+         day_delta = _cell_map.add_pnl_double(ColumnKeys.DayDelta, d => d.day_delta, fmt_greek);
+         day_gamma = _cell_map.add_pnl_double(ColumnKeys.DayGamma, d => d.day_gamma, fmt_greek);
+         day_vega = _cell_map.add_pnl_double(ColumnKeys.DayVega, d => d.day_vega, fmt_greek);
+         day_theta = _cell_map.add_pnl_double(ColumnKeys.DayTheta, d => d.day_theta, fmt_greek);
+         has_day_trades = _cell_map.add(ColumnKeys.HasDayTrades, d => d.has_day_trades, _fmt_has_day_trades);
+         // working
+         working_net_pos = _cell_map.add_net_pos(
+            ColumnKeys.WorkingNetPos, d => d.display_working_net_pos, fmt_qty);
+         var qty_display = _sec_meta_store.get_qty_display(security);
+         working_long_pos = _cell_map.add_working_long(
+            ColumnKeys.WorkingLongPos,
+            d => d.working.long_data,
+            d => d.bid_price,
+            qty_display);
+         working_long_avg_price = _cell_map.add_long_price(ColumnKeys.WorkingLongAvgPrice, d => d.working_long_avg_price);
+         working_short_pos = _cell_map.add_working_short(
+            ColumnKeys.WorkingShortPos, r => r.working.short_data, r => r.ask_price, qty_display);
+         working_short_avg_price = _cell_map.add_short_price(ColumnKeys.WorkingShortAvgPrice, d => d.working_short_avg_price);
+         // total
+         total_pnl = _cell_map.add_pnl_double(ColumnKeys.TotalPNL, d => d.total_pnl);
+         total_net_pos = _cell_map.add_net_pos(
+            ColumnKeys.TotalNetPos, d => d.display_total_net_pos, fmt_qty);
+         total_long_pos = _cell_map.add_long_pos(
+            ColumnKeys.TotalLongPos, d => d.display_total_long_pos, fmt_qty);
+         total_long_avg_price = _cell_map.add_long_price(ColumnKeys.TotalLongAvgPrice, d => d.total_long_avg_price);
+         total_short_pos = _cell_map.add_short_pos(
+            ColumnKeys.TotalShortPos, d => d.display_total_short_pos, fmt_qty);
+         total_short_avg_price = _cell_map.add_short_price(ColumnKeys.TotalShortAvgPrice, d => d.total_short_avg_price);
+         total_delta = _cell_map.add_pnl_double(
+            ColumnKeys.TotalDelta, d => d.total_delta, fmt_greek);
+         total_gamma = _cell_map.add_pnl_double(
+            ColumnKeys.TotalGamma, d => d.total_gamma, fmt_greek);
+         total_vega = _cell_map.add_pnl_double(ColumnKeys.TotalVega, d => d.total_vega, fmt_greek);
+         total_theta = _cell_map.add_pnl_double(
+            ColumnKeys.TotalTheta, d => d.total_theta, fmt_greek);
+
+         // market
+         bid_price = _cell_map.add_price_double(ColumnKeys.BidPrice, d => d.bid_price);
+         ask_price = _cell_map.add_price_double(ColumnKeys.AskPrice, d => d.ask_price);
+         mid_price = _cell_map.add_price_double(ColumnKeys.MidPrice, d => d.mid_price);
+         last_price = _cell_map.add_price_double(ColumnKeys.LastPrice, d => d.last_price);
+         settlement_price = _cell_map.add_price_double(ColumnKeys.SettlementPrice, d => d.settlement_price);
+
+         _set_price_formatting_delegates(fmt_fill_price, fmt_market_price);
+         _cell_map.on_row(data);
+         _cell_map.set_appearances(_animator.cell_appearances);
+         _dispose = _cell_map.animation_model.OnDispatcher().Subscribe(new_animations => {
+            animations = new_animations.Select(kv => new mbts.ui.spark.CellAnimation(kv.Key.column, kv.Key.type, kv.Value.color.to_brush())).ToList();
+            RaisePropertyChanged(nameof(animations));
+         });
+
+         static string fmt_greek(double v) =>
+            v.is_nan() ? "-" : v.ToString("#,0.00");
+
+         string fmt_qty(double v) =>
+            quantity_display.format(v);
+      }
+
+      // events
+      public event Action<PNLNormalizedData> updated;
+      public event Action<bool> is_selected_changed;
+
+      // data
+      public PNLKey key => data.key;
+      public PNLRowData data { get; private set; }
+      public PNLNormalizedData normalized_data {
+         get {
+            if (_refresh_normalized_data) {
+               _refresh_normalized_data = false;
+               // Only count outrights (spread positions should be normalized into outrights)
+               var sec_type = security?.ContractCase ?? Security.ContractOneofCase.None;
+               var (
+                  sod_long,
+                  sod_short,
+                  sod_delta,
+                  sod_gamma,
+                  sod_vega,
+                  sod_theta,
+                  day_long,
+                  day_short,
+                  day_delta,
+                  day_gamma,
+                  day_vega,
+                  day_theta) = sec_type switch {
+                  Security.ContractOneofCase.Future or Security.ContractOneofCase.Option => (
+                     data.sod.long_pos.round_to_decimal(),
+                     data.sod.short_pos.round_to_decimal(),
+                     data.sod.delta.round_to_decimal(),
+                     data.sod.gamma.round_to_decimal(),
+                     data.sod.vega.round_to_decimal(),
+                     data.sod.theta.round_to_decimal(),
+                     data.day.long_pos.round_to_decimal(),
+                     data.day.short_pos.round_to_decimal(),
+                     data.day.delta.round_to_decimal(),
+                     data.day.gamma.round_to_decimal(),
+                     data.day.vega.round_to_decimal(),
+                     data.day.theta.round_to_decimal()),
+                  _ => (0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)
+               };
+
+               var working_long = data.working_long_pos.round_to_decimal();
+               var working_short = data.working_short_pos.round_to_decimal();
+
+               var nd = new PNLNormalizedData() {
+                  // sod
+                  sod_pnl = sod_pnl.value.round_to_decimal(),
+                  sod_long_pos = sod_long,
+                  sod_short_pos = sod_short,
+                  sod_delta = sod_delta,
+                  sod_gamma = sod_gamma,
+                  sod_vega = sod_vega,
+                  sod_theta = sod_theta,
+                  display_sod_long_pos = sod_long,
+                  display_sod_short_pos = sod_short,
+
+                  // day
+                  day_pnl = day_pnl.value.round_to_decimal(),
+                  day_long_pos = day_long,
+                  day_short_pos = day_short,
+                  day_delta = day_delta,
+                  day_gamma = day_gamma,
+                  day_vega = day_vega,
+                  day_theta = day_theta,
+                  display_day_long_pos = day_long,
+                  display_day_short_pos = day_short,
+
+                  // working
+                  working_long_pos = working_long,
+                  working_short_pos = working_short,
+                  display_working_long_pos = working_long,
+                  display_working_short_pos = working_short
+               };
+               if (_normalized_data != nd) {
+                  _normalized_data = nd;
+                  updated?.Invoke(nd);
+               }
+            }
+            return _normalized_data;
+         }
+      }
+      // security
+      public string account_name => data.account_name;
+      public Venue exchange => security?.Exchange ?? Venue.Unset;
+      public string symbol => security.symbol_or_default();
+      public DateTime expiration => data.expiration;
+      public Security.ContractOneofCase security_type => security?.ContractCase ?? Security.ContractOneofCase.None;
+      public SecurityImmutable? security => data.security;
+      // cells
+      public PNLCellVM<PNLRowData, AccountTuple> account_cell { get; }
+      public PNLCellVM<PNLRowData, Venue> exchange_cell { get; }
+      public PNLCellVM<PNLRowData, DateTime> expiration_cell { get; }
+      public PNLCellVM<PNLRowData, string> symbol_cell { get; }
+      public PNLCellVM<PNLRowData, Security.ContractOneofCase> security_type_cell { get; }
+      public PNLCellVM<PNLRowData, SecurityImmutable?> security_cell { get; }
+      public PNLCellVM<PNLRowData, uint> security_key { get; }
+      public PNLCellVM<PNLRowData, double> cpp { get; }
+      // sod
+      public PNLCellVM<PNLRowData, double> sod_pnl { get; }
+      public PNLCellVM<PNLRowData, double> sod_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> sod_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> sod_short_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> sod_delta { get; }
+      public PNLCellVM<PNLRowData, double> sod_gamma { get; }
+      public PNLCellVM<PNLRowData, double> sod_vega { get; }
+      public PNLCellVM<PNLRowData, double> sod_theta { get; }
+
+      // day
+      public PNLCellVM<PNLRowData, double> day_pnl { get; }
+      public PNLCellVM<PNLRowData, double> day_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> day_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> day_short_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> day_delta { get; }
+      public PNLCellVM<PNLRowData, double> day_gamma { get; }
+      public PNLCellVM<PNLRowData, double> day_vega { get; }
+      public PNLCellVM<PNLRowData, double> day_theta { get; }
+      public PNLCellVM<PNLRowData, bool> has_day_trades { get; }
+      // working
+      public PNLCellVM<PNLRowData, double> working_net_pos { get; }
+      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> working_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, WorkingOrderSideData> working_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> working_short_avg_price { get; }
+      // total
+      public PNLCellVM<PNLRowData, double> total_pnl { get; }
+      public PNLCellVM<PNLRowData, double> total_net_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_long_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_long_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> total_short_pos { get; }
+      public PNLCellVM<PNLRowData, double> total_short_avg_price { get; }
+      public PNLCellVM<PNLRowData, double> total_delta { get; }
+      public PNLCellVM<PNLRowData, double> total_gamma { get; }
+      public PNLCellVM<PNLRowData, double> total_vega { get; }
+      public PNLCellVM<PNLRowData, double> total_theta { get; }
+
+      // (market)
+      public PNLCellVM<PNLRowData, double> bid_price { get; }
+      public PNLCellVM<PNLRowData, double> mid_price { get; }
+      public PNLCellVM<PNLRowData, double> ask_price { get; }
+      public PNLCellVM<PNLRowData, double> last_price { get; }
+      public PNLCellVM<PNLRowData, double> settlement_price { get; }
+      public PNLCellVM<PNLRowData, double> pnl_price { get; }
+
+      // display
+      public api.domain.TickDisplaySettingsImmutable quantity_display {
+         get {
+            if (_quantity_display_backing.HasValue) {
+               return _quantity_display_backing.Value;
+            }
+            if (security.HasValue) {
+               _quantity_display_backing = _sec_meta_store.get_qty_display(security.Value);
+            }
+            return _quantity_display_backing ??= Security.Defaults.quantity_display_settingsi;
+         }
+      }
+
+      public IList<mbts.ui.spark.CellAnimation> animations { get; private set; }
+
+      public bool is_selected {
+         get => _is_selected;
+         set {
+            if (Set(ref _is_selected, value))
+               is_selected_changed?.Invoke(value);
+         }
+      }
+
+      IEnumerable<PNLCellVM<PNLRowData, double>> _market_price_cells {
+         get {
+            yield return pnl_price;
+            yield return last_price;
+            yield return bid_price;
+            yield return mid_price;
+            yield return ask_price;
+            yield return settlement_price;
+         }
+      }
+
+      // includes sod, day, total, and working avg price columns
+      IEnumerable<PNLCellVM<PNLRowData, double>> _fill_price_cells {
+         get {
+            // sod
+            yield return sod_long_avg_price;
+            yield return sod_short_avg_price;
+            // day
+            yield return day_long_avg_price;
+            yield return day_short_avg_price;
+            // total
+            yield return total_long_avg_price;
+            yield return total_short_avg_price;
+            // working
+            yield return working_long_avg_price;
+            yield return working_short_avg_price;
+         }
+      }
+
+      public void update(PNLRowData data) {
+         _quantity_display_backing = null;
+         _refresh_normalized_data = true;
+         this.data = data;
+         _cell_map.on_row(data);
+         _animator.on_row(data);
+         _cell_map.set_appearances(_animator.cell_appearances);
+      }
+
+      public void on_settings(ImmutableDictionary<ColumnKeys, PNLCellAppearance> defaults, IReadOnlyList<IPNLAnimationTrigger<PNLRowData>> triggers, Func<double, string> fmt_fill_price, Func<double, string> fmt_market_price) {
+         _animator.on_settings(defaults, triggers);
+         _cell_map.set_appearances(_animator.cell_appearances);
+         _set_price_formatting_delegates(fmt_fill_price, fmt_market_price);
+      }
+
+      public bool Equals(PNLRowVM other) =>
+         other != null && key == other.key;
+
+      public override int GetHashCode() =>
+         key.GetHashCode();
+
+      public override string ToString() =>
+         $"account: {account_name} exchange: {exchange} symbol: {symbol} security: {security} buy_quantity: {day_long_pos} sell_quantity: {day_short_pos} pnl: {total_pnl}";
+
+      void _set_price_formatting_delegates(Func<double, string> fmt_fill_price, Func<double, string> fmt_market_price) {
+         foreach (var cell in _fill_price_cells) {
+            cell.format = fmt_fill_price;
+         }
+         foreach (var cell in _market_price_cells) {
+            cell.format = fmt_market_price;
+         }
+      }
+   }
+}
@@ -50,7 +50,7 @@ namespace mbts.analytics {
                  return tl_row.call_put == PutOrCall.Call ?
                     opt_theo.fwd_normalized_call : opt_theo.fwd_normalized_put;
               case SecurityType.Future:
-                  return fut_theo.theo;
+               //return fut_theo.theo;
               case SecurityType.Spot:
                  var bbo = top_of_book;
                  return (bbo.Item1 + bbo.Item2) / 2;
@@ -36,6 +36,10 @@ namespace mbts {
      }

      public static bool is_unexpired(bts.api.SecurityTuple st, DateTime exp_date) {
+         if (st.Venue == Venue.Cboe || st.Venue == Venue.Glbx) {
+            // server is already getting teh righ contracts
+            return true;
+         }
         TimeSpan exp_time = get_exp_time(st);
         DateTime full_exp_utc = exp_date.ToUniversalTime().Date.Add(exp_time);
         DateTime now_utc = DateTime.UtcNow;
@@ -43,6 +47,8 @@ namespace mbts {
      }

      public static bool is_unexpired(bts.api.SecurityImmutable sec) {
+         if (sec.security_tuple().Venue == Venue.Cboe || sec.security_tuple().Venue == Venue.Glbx)
+            return true;
         var sec_type = sec.security_type();
         switch (sec_type) {
            case bts.api.SecurityType.Future:
@@ -26,7 +26,7 @@ namespace mbts.ui.controls {
         public const double
            Account = 62,
            CheckMark = 42,
-            Currency = 54,
+            Currency = 68,
            Exchange = 66,
            FillKey = 68,
            OrderKey = 78,
@@ -72,12 +72,14 @@ namespace Spark.Api.Orders {
      // TODO: remove assumption that synthetic quantities are already notional values
      public double notional_value =>
         (security?.HasSynthetic ?? false)
+         && security.Value.Synthetic.PriceCalc == SyntheticContract.Types.PriceCalc.NotionalLeg
            ? order.order.quantity()
            : order.order.notional_value();

      // TODO: remove assumption that synthetic quantities are already notional values
      public double filled_notional_value =>
         (security?.HasSynthetic ?? false)
+         && security.Value.Synthetic.PriceCalc == SyntheticContract.Types.PriceCalc.NotionalLeg
            ? order.order.filled_quantity()
            : order.order.filled_notional_value();

@@ -1,5 +1,5 @@
 using System;
-using System.Collections.Generic;
+using System.Reflection;
 using System.Text;
 using System.Threading;

@@ -10,9 +10,9 @@ namespace bts
      static int _needs_init_spark_lib = 0;

      public static void init(string config_source = null) {
-
+         var version = Assembly.GetExecutingAssembly().GetName().Version;
         Console.WriteLine(
-            $"Configuring BTS v2.2.4 with {(config_source is null ? "defaults" : $"'{config_source}'")}");
+            $"Configuring Spark {version} with {(config_source is null ? "defaults" : $"'{config_source}'")}");
         var args = Environment.GetCommandLineArgs();
         utils.BTSNativeMethods.provide_command_line(args, args.Length);

@@ -0,0 +1,15 @@
+OkxExeCfg {
+    value{
+        account : "ACC A"
+        ops_id : "op_id_bts"
+        secret_key : "DAF6CBB09475D2520B88D2070788A976"
+        api_key : "4492a9ab-5784-454c-acc7-38dc2a503ed0"
+        passphrase : "Pakistan@123"
+        ws_url : "wss://wspap.okx.com:8443"
+        rest_url : "https://www.okx.com"
+        ws_ping_timeout_seconds : 10 
+        ws_ping_interval_seconds : 25
+        ws_reconnect_interval_seconds : 5
+        ws_reconnect_max_count : 5
+    }
+}
@@ -0,0 +1,16 @@
+syntax = "proto3";
+package bts.config;
+message OkxExeCfg {
+    string account = 1;
+    string ops_id = 2;
+    string secret_key = 3;
+    string api_key = 4;
+    string passphrase = 5;
+    string ws_url = 6;
+    string rest_url = 7;
+    uint32 ws_ping_timeout_seconds = 8;
+    uint32 ws_ping_interval_seconds = 9;
+    uint32 ws_reconnect_interval_seconds = 10;
+    uint32 ws_reconnect_max_count = 11;
+
+}
@@ -34,7 +34,31 @@ static size_t write_headers(
    void *ptr, size_t size, size_t nmemb, IHttpResponse *data) {
   return data->write_headers((char *)ptr, size, nmemb);
 }
-
+// static int curl_debug_callback(CURL *handle, curl_infotype type, char *data, size_t size, void *userptr) {
+//    (void)handle;
+//    (void)type;
+//    (void)userptr;
+//     switch (type) {
+//         case CURLINFO_TEXT:
+//             LOG(Http, Info, "CURLINFO_TEXT: {}", std::string(data, size));
+//             break;
+//         case CURLINFO_HEADER_IN:
+//             LOG(Http, Info, "Header In: {}", std::string(data, size));
+//             break;
+//         case CURLINFO_HEADER_OUT:
+//             LOG(Http, Info, "Header Out: {}", std::string(data, size));
+//             break;
+//         case CURLINFO_DATA_IN:
+//             LOG(Http, Info, "Data In: {} bytes, in: {}", size,std::string(data, size));
+//             break;
+//         case CURLINFO_DATA_OUT:
+//             LOG(Http, Info, "Data Out: {} bytes, out: {}", size, std::string(data, size));
+//             break;
+//         default:
+//             break;
+//     }
+//     return 0;
+// }
 void HttpClient::get(
    string url,
    unordered_map<string, string> headers,
@@ -91,6 +115,8 @@ void HttpClient::send(const HttpRequest &req, IHttpResponse *response) {
   CURL *curl = session.curl;
   CurlHeaders curl_headers{req.headers};
   // Prepare req
+   //to debug curl requests
+   // curl_easy_setopt(curl, CURLOPT_DEBUGFUNCTION, curl_debug_callback);
   curl_easy_setopt(curl, CURLOPT_FAILONERROR, true);
   curl_easy_setopt(curl, CURLOPT_URL, req.url.c_str());
   curl_easy_setopt(curl, CURLOPT_HTTPHEADER, curl_headers.data());
@@ -108,6 +134,7 @@ void HttpClient::send(const HttpRequest &req, IHttpResponse *response) {
      curl_easy_setopt(curl, CURLOPT_HTTPPOST, 1L);
      curl_easy_setopt(curl, CURLOPT_POSTFIELDS, req.body.c_str());
      curl_easy_setopt(curl, CURLOPT_POSTFIELDSIZE, req.body.size());
+      // curl_easy_setopt(curl, CURLOPT_VERBOSE, 1L);
      break;
   case io::http::HttpMethod::PUT:
      curl_easy_setopt(curl, CURLOPT_CUSTOMREQUEST, "PUT");
@@ -8,6 +8,7 @@
 #include "lib/io/websocket/websocket_error_code.h"
 #include "lib/io/websocket/websocketpp_exception_formatter.h"
 #include "lib/logging/logging.h"
+#include "lib/utils/bts_assert.h"
 #include "lib/utils/formatters/exception_formatter.h"

 #include <atomic>
@@ -201,9 +202,10 @@ struct WebsocketClient::PImpl {
            }
         }
      } catch (const std::exception &ex) {
+         std::string str = ex.what();
         ERROR_FN(
             "connect_no_timeout. Failed to connect. {}; err: {}", snapshot(),
-             ex);
+             str);
         set_state(State::IDLE);
         // Don't wait for connect
         return;
@@ -236,11 +238,16 @@ struct WebsocketClient::PImpl {
         ERROR_FN(
             "io_thread. Websocket io threw websocketpp::exception. {}; "
             "err: {}",
-             snapshot(), ex);
+             snapshot(), std::string(ex.what()));
+             bts_assert_msgf(false, "io_thread. Websocket io threw websocketpp::exception. {}; "
+             "err: {}",
+               snapshot(), std::string(ex.what()));
      } catch (const std::exception &ex) {
         ERROR_FN(
             "io_thread. Websocket io threw std::exception. {}; err: {}",
-             snapshot(), ex);
+             snapshot(), std::string(ex.what()));
+         bts_assert_msgf(false, "io_thread. Websocket io threw std::exception. {}; err: {}",
+             snapshot(), std::string(ex.what()));
      } catch (...) {
         bts_assert_msgf(
             false,
@@ -300,6 +307,7 @@ struct WebsocketClient::PImpl {
      const auto ec = client.get_con_from_hdl(hdl)->get_ec();
      if (ec) {
         ERROR_FN("on_open. {}; err: {}", snapshot(), ec.message());
+         bts_assert(false);
      }
      switch (state.value) {
      case State::OPENING:
@@ -682,6 +682,18 @@ static bool get_qty_info(
      qty_tick_unit = 1;
      qty_tick_base = 1000000;
      break;
+   case 10'000'000:
+      qty_tick_unit = 1;
+      qty_tick_base = 10'000'000;
+      break;
+   case 100'000'000:
+      qty_tick_unit = 1;
+      qty_tick_base = 100'000'000;
+      break;
+   case 1'000'000'000:
+      qty_tick_unit = 1;
+      qty_tick_base = 1'000'000'000;
+      break;
   case 4:
      qty_tick_unit = 25;
      qty_tick_base = 100;
@@ -509,6 +509,91 @@ void convert_security(
   }
 }

+void to_json(nlohmann::json &j, const FixedSecurity &f) {
+   j = nlohmann::json{
+       {"key", f.key},
+       {"symbol", f.symbol()},
+       {"type", api::SecurityType_Name(f.type)},
+       {"venue", api::Venue_Name(f.exchange)},
+       {"alt_symbol", f.alt_symbol()},
+       {"cfi_code", f.cfi_code()},
+       {"security_desc", f.security_desc()},
+       {"platform_id", f.platform_id()},
+       {"display_factor", f.display_factor},
+       {"numeric_id", f.numeric_id},
+       {"cboe_class_key", f.cboe_class_key},
+       {"main_frac", (int)f.cme_main_fraction},
+       {"sub_frac", (int)f.cme_sub_fraction},
+       {"price_format", (int)f.cme_price_display_format},
+       {"market_segment", (int)f.cme_market_segment_id},
+
+       {"price_break", f.price_break},
+       {"low_tick", f.low_tick},
+       {"high_tick", f.high_tick},
+       {"cpp", f.cash_per_point},
+
+       {"ice_market_description", f.ice_market_description()},
+       {"ice_cleared_alias", f.ice_cleared_alias()},
+       {"ice_product_name", f.ice_product_name()},
+       {"ice_hub_alias", f.ice_hub_alias()},
+       {"ice_strip_name", f.ice_strip_name()},
+       {"mic_code", f.mic_code()},
+   };
+   // Qty Info
+   {
+      auto qty_infos_j = nlohmann::json::array();
+      float min_value, max_value, tick_unit, tick_base, max_price;
+      bool is_notional;
+      for (int8_t i = 0; f.get_quantity_info(
+               i, min_value, max_value, tick_unit, tick_base, max_price,
+               is_notional);
+           i++) {
+         auto qty_info_j = nlohmann::json::object();
+         qty_info_j["min_value"] = min_value;
+         qty_info_j["max_value"] = max_value;
+         qty_info_j["tick_unit"] = tick_unit;
+         qty_info_j["tick_base"] = tick_base;
+         qty_info_j["max_price"] = max_price;
+         qty_info_j["is_notional"] = is_notional;
+         qty_infos_j.push_back(std::move(qty_info_j));
+      }
+      j["qty_infos"] = std::move(qty_infos_j);
+   }
+
+   switch (f.type) {
+   case api::SECURITYTYPE_SPOT:
+      break;
+   case api::SECURITYTYPE_FUTURE: {
+      auto *fut = static_cast<const FixedFutureSecurity *>(&f);
+      core::TimeStamp exp;
+      core::TimeStamp::from_ymd(
+          fut->expiration_year, fut->expiration_month, fut->expiration_day,
+          &exp);
+      j["expiration"] = exp.to_iso_string();
+      break;
+   }
+   case api::SECURITYTYPE_OPTION: {
+      auto *opt = static_cast<const FixedOptionSecurity *>(&f);
+      core::TimeStamp exp;
+      core::TimeStamp::from_ymd(
+          opt->expiration_year, opt->expiration_month, opt->expiration_day,
+          &exp);
+      j["expiration"] = exp.to_iso_string();
+      j["strike"] = opt->strike;
+      j["callput"] = api::PutOrCall_Name(opt->call_put);
+      break;
+   }
+   case api::SECURITYTYPE_SPREAD: {
+      auto *spd = static_cast<const FixedSpreadSecurityXL *>(&f);
+      std::vector<FixedSpreadLeg> legs{spd->legs, spd->legs + spd->leg_count()};
+      j["legs"] = legs;
+      break;
+   }
+   default:
+      break;
+   }
+}
+
 } // namespace md
 } // namespace bts

@@ -273,71 +273,6 @@ inline void to_json(nlohmann::json &j, const FixedSpreadLeg &f) {
   };
 }

-inline void to_json(nlohmann::json &j, const FixedSecurity &f) {
-   j = nlohmann::json{
-       {"key", f.key},
-       {"symbol", f.symbol()},
-       {"type", api::SecurityType_Name(f.type)},
-       {"venue", api::Venue_Name(f.exchange)},
-       {"alt_symbol", f.alt_symbol()},
-       {"cfi_code", f.cfi_code()},
-       {"security_desc", f.security_desc()},
-       {"platform_id", f.platform_id()},
-       {"display_factor", f.display_factor},
-       {"numeric_id", f.numeric_id},
-       {"cboe_class_key", f.cboe_class_key},
-       {"main_frac", (int)f.cme_main_fraction},
-       {"sub_frac", (int)f.cme_sub_fraction},
-       {"price_format", (int)f.cme_price_display_format},
-       {"market_segment", (int)f.cme_market_segment_id},
-
-       {"price_break", f.price_break},
-       {"low_tick", f.low_tick},
-       {"high_tick", f.high_tick},
-       {"cpp", f.cash_per_point},
-
-       {"ice_market_description", f.ice_market_description()},
-       {"ice_cleared_alias", f.ice_cleared_alias()},
-       {"ice_product_name", f.ice_product_name()},
-       {"ice_hub_alias", f.ice_hub_alias()},
-       {"ice_strip_name", f.ice_strip_name()},
-       {"mic_code", f.mic_code()},
-   };
-
-   switch (f.type) {
-   case api::SECURITYTYPE_SPOT:
-      break;
-   case api::SECURITYTYPE_FUTURE: {
-      auto *fut = static_cast<const FixedFutureSecurity *>(&f);
-      core::TimeStamp exp;
-      core::TimeStamp::from_ymd(
-          fut->expiration_year, fut->expiration_month, fut->expiration_day,
-          &exp);
-      j["expiration"] = exp.to_iso_string();
-      break;
-   }
-   case api::SECURITYTYPE_OPTION: {
-      auto *opt = static_cast<const FixedOptionSecurity *>(&f);
-      core::TimeStamp exp;
-      core::TimeStamp::from_ymd(
-          opt->expiration_year, opt->expiration_month, opt->expiration_day,
-          &exp);
-      j["expiration"] = exp.to_iso_string();
-      j["strike"] = opt->strike;
-      j["callput"] = api::PutOrCall_Name(opt->call_put);
-      break;
-   }
-   case api::SECURITYTYPE_SPREAD: {
-      auto *spd = static_cast<const FixedSpreadSecurityXL *>(&f);
-      std::vector<FixedSpreadLeg> legs{spd->legs, spd->legs + spd->leg_count()};
-      j["legs"] = legs;
-      break;
-   }
-   default:
-      break;
-   }
-}
-
 inline std::ostream &operator<<(
    std::ostream &out, const FixedSecurity &f) noexcept {
   out << io::JsonDumper::dump(f);
@@ -155,7 +155,7 @@ void OrderStore::store_and_publish_if_complete(
      auto &rec_info = me->known_orders[k];
      auto &rec = rec_info.rec;
      if (rec.has_def() && rec.has_state()) {
-         LOG(OrderMan, Info,
+         LOG(OrderMan, Diag,
             "OrderStore::store_and_publish_if_complete rec: {}",
             utils::pb::to_string(rec));
         publish(me->order_stream, rec);
@@ -271,13 +271,14 @@ void OrderManager::on_execution_report(
            if (it == me->orders.end()) {
               LOG(OrderMan, Error,
                   "Received an execution report for an unknown order with key "
-                   "{}. Order state will be reconstructed from this report but "
+                   "{}. Order state USED TO be reconstructed from this report but "
                   "some "
                   "information will be lost, including CustomerOrFirm,CTI "
                   "code "
                   "and "
-                   "parent order id",
+                   "parent order id but now these are IGNORED",
                   k.value());
+               continue;
               auto order =
                   &me->services_data.order_factory.recreate_from_exe_report(
                       *report.data);
@@ -50,7 +50,7 @@ std::unique_ptr<IExecutionGateway> ExecutionGatewayFactory::create_gateway(
         }
      case bts::api::VENUE_OKX:
         {
-             std::unique_ptr<IExecutionGenericAdapter> adapter = std::make_unique<OkxExecutionAdapter>(o);
+             std::unique_ptr<IExecutionGenericAdapter> adapter = std::make_unique<okxexe::OkxExecutionAdapter>(o);
            return std::make_unique<GeneralExecutionGateway>(conn.venue(),std::move(adapter),o);
         }
      default:
@@ -22,7 +22,7 @@ class CancelReject;

 using OnExecutionReport = std::function<void(ExecutionReport const &, const trace::CorID &)>;

-// fix execution gateway for a single FIX session
+//  execution gateway for a single session
 class IExecutionGenericAdapter {
 public:
   IExecutionGenericAdapter() = default;
@@ -1,95 +1,534 @@
 #include "OkxExecutionAdapter.h"
-#include "OnixS/FIXEngine/FIX/Engine.h"
-#include "lib/config/protos/marex_fix_cfg.pb.h"
+#include "lib/api/services/OrderService.pb.h"
+#include "lib/config/protos/okx_exe_cfg.pb.h"
 #include "lib/domain_model/Security.pb.h"
+#include "lib/domain_model/common.h"
+#include "lib/io/http/http_client.h"
+#include "lib/io/http/http_response.h"
+#include "lib/io/websocket/websocket_client.h"
+#include "lib/io/websocket/websocket_client_config.h"
 #include "lib/logging/logging.h"
+#include "lib/md/SecurityOracle.h"
 #include "lib/orderman/CancelOrderMsg.h"
 #include "lib/orderman/CancelReplaceOrderMsg.h"
 #include "lib/orderman/CreateOrderMsg.h"
-#include "lib/orderman/gateways/OnixFIXListener.h"
-#include "lib/orderman/gateways/TrafixOrderStateHandler.h"
+#include "lib/orderman/gateways/IExecutionGateway.h"
+#include "lib/orderman/orderman_utils/ExecutionReport.h"
+#include "lib/orderman/orderman_utils/OkxUtils.h"
 #include "lib/orderman/orderman_utils/orderman_common.h"
+#include "lib/utils/Uuid.h"
 #include "lib/utils/bts_assert.h"
-#include "lib/utils/helper_macros.h"
 #include <OnixS/FIXEngine/FIX/Exception.h>
 #include <OnixS/FIXEngine/FIX/FIX42.h>
 #include <OnixS/FIXEngine/FIX/Message.h>
 #include <OnixS/FIXEngine/FIX/Numeric.h>
 #include <OnixS/FIXEngine/FIX/ProtocolVersion.h>
+#include <atomic>
+#include <boost/pool/object_pool.hpp>
 #include <cassert>
 #include <chrono>
+#include <cstddef>
+#include <ctime>
 #include <exception>
+#include <fmt/core.h>
+#include <map>
 #include <memory>
+#include <openssl/buffer.h>
+#include <openssl/evp.h>
+#include <openssl/hmac.h>
 #include <quickfix/FixFields.h>
-#include <ratio>
+#include <quickfix/Utility.h>
 #include <string>
 #include <unistd.h>
+#include <unordered_map>
+// Example namespace alias for nlohmann::json
+using json = nlohmann::json;

-namespace bts::orderman {
+namespace bts::orderman::okxexe {

-OkxExecutionAdapter::OkxExecutionAdapter(md::SecurityOracle){}//listener() {}
+OkxExecutionAdapter::OkxExecutionAdapter(md::SecurityOracle o)
+    : me_(std::make_unique<PImpl>(o)) {
+   LOG(OrderMan, Info, "OkxExecutionAdapter::constructor ");
+} //listener() {}
 OkxExecutionAdapter::~OkxExecutionAdapter() {}
-inline void handleOkException(
-    const std::string &context, const std::string &error) {
-   bts_assert_msgf(false, "{} Exception: {}", context, error);
-}
-void OkxExecutionAdapter::start() {
-    int attempt = 0;

-    while (true) {
-        try {
-            LOG(OrderMan, Warn, "OkxExecutionAdapter::start Attempting login (Attempt: {})", attempt + 1);
-            LOG(OrderMan, Warn, "OkxExecutionAdapter::start Login successful");
-            break; // Exit loop on success
-        } catch (const std::exception &ex) {
-            const std::string err = ex.what();
-            LOG(OrderMan, Error, "OkxExecutionAdapter::start Login failed: {}. Retrying in {} seconds.", err, 10);
+enum class OkxExecutionState { OFF, STARTED, LOGGED_IN, SUBSCIRBED };
+struct OkxExecutionAdapter::PImpl {
+   const std::string api_key = config::get<config::OkxExeCfg>().api_key();
+   const std::string secret_key = config::get<config::OkxExeCfg>().secret_key();
+   const std::string passphrase = config::get<config::OkxExeCfg>().passphrase();
+   const std::string url =
+       config::get<config::OkxExeCfg>().ws_url() + "/ws/v5/private";
+   const core::TimeSpan connect_timeout = core::TimeSpan::from_seconds(0);
+   const core::TimeSpan pong_timeout = core::TimeSpan::from_seconds(
+       config::get<config::OkxExeCfg>().ws_ping_interval_seconds());
+   websocket::WebsocketClient ws_client;
+   boost::object_pool<ExecutionReport> exe_report_pool;
+   OnExeReport cb;
+   md::SecurityOracle o;
+   std::atomic<OkxExecutionState> state = OkxExecutionState::OFF;

-            // if (maxRetries > 0 && ++attempt >= maxRetries) {
-            //     LOG(OrderMan, Error, "OkxExecutionAdapter::start Exceeded max retries ({}). Aborting.", maxRetries);
-            //     handleOkException("OkxExecutionAdapter::start", err);
-            //     break; // Exit if retries are exhausted
-            // }
-            // std::this_thread::sleep_for(std::chrono::seconds(std::max(60,retryInterval)));
+   PImpl(md::SecurityOracle o)
+       : ws_client(
+             websocket::WebsocketClient({url, connect_timeout, pong_timeout})),
+         cb(dummy), o(o) {
+      ws_client.message_handler().bind<&PImpl::on_message>(*this);
+      ws_client.close_handler().bind<&PImpl::on_close>(*this);
+   };
+   static void dummy(const ExecutionReport &, const trace::CorID &) {
+      LOG(OrderMan, Error, "OnixFixListener::Dummy fired");
+   }
+   void setCallback(const OnExeReport &callback) {
+      LOG(OrderMan, Info,
+          "OkxExecutionAdapter::setCallback callback registered");
+      cb = callback;
+   }
+
+   std::optional<std::thread> ws_run_thread;
+   std::optional<std::thread> ws_ping_thread;
+
+   void get_exe_report(
+       const nlohmann::basic_json<> &order, ExecutionReport &report) {
+      report.exchange = api::VENUE_OKX;
+      std::string account_name = config::get<config::OkxExeCfg>().account();
+      std::string ops_id = config::get<config::OkxExeCfg>().ops_id();
+
+      std::array<char, 12> account_array = {};
+      std::copy_n(
+          account_name.begin(),
+          std::min(account_name.size(), account_array.size()),
+          account_array.begin());
+      report.account_name = AccountName(account_array);
+
+      to_array(ops_id, &report.operator_id.value());
+
+      report.order_key =
+          OrderKey(std::stoi(order.at("clOrdId").get<std::string>()));
+
+      auto insttype =
+          OkxUtils::getInstType(order.at("instType").get<std::string>());
+      auto venue = api::VENUE_OKX;
+      auto inst_id = order.at("instId").get<std::string>();
+
+      // report.msg_seq_num = /* Generate or map message sequence */;
+      bts_assert(o.get_securities(venue, insttype, inst_id).size() == 1);
+
+      report.security = o.get_securities(venue, insttype, inst_id)[0];
+
+      report.side = (order.at("side").get<std::string>() == "buy")
+                        ? api::Side::SIDE_BUY
+                        : api::Side::SIDE_SELL;
+      report.order_type =
+          OkxUtils::getOrdType(order.at("ordType").get<std::string>());
+      OkxUtils::populateExecTypeAndOrderStatus(
+          report, order.at("state").get<std::string>());
+
+      report.exchange_order_id = ExchangeOrderID(
+          OkxUtils::stringToFixedArray(order.at("ordId").get<std::string>()));
+
+      report.price = Price(std::stod(order.at("px").get<std::string>()));
+
+      report.quantity =
+          Quantity::create_new(std::stod(order.at("sz").get<std::string>()));
+      report.filled_quantity = Quantity::create_new(
+          std::stod(order.at("accFillSz").get<std::string>()));
+      report.last_price =
+          Price(std::stod(order.at("lastPx").get<std::string>()));
+      report.avg_price = Price(std::stod(order.at("avgPx").get<std::string>()));
+      report.last_shares = Quantity::create_new(
+        std::stod(order.at("fillSz").get<std::string>()));
+
+      //there are algos, like spreader
+      // that are super sensitive to messages and cancel themselves. To avoid
+      // this we only pass on the error messages when the order has terminated.
+      // The assumption being that if the order has not terminated it is OK to
+      // ignore the message.
+      // Alternatively we can change the spreader to not do that. Right not this
+      // seems to be the better choice
+      if (!(order.at("code").get<std::string>() == "0")) {
+        report.msg = order.at("msg").get<std::string>();
+     }
+
+
+     //report can be new order, cancel order, order filled, replace order, and partial fill or errror
+     //new order, cancelled and order filled dont need special handling, error gets handled above 
+     //for other three we will look for fields that are only specific to the respectives types
+    //   if (!(order.at("cancelSource").get<std::string>() == "")) {
+
+    //   } 
+      if (!(order.at("amendSource").get<std::string>() == "")) {
+        if((order.at("amendResult").get<std::string>() == "0"))
+            report.exec_type = api::orderman::ExecType::EXEC_TYPE_REPLACED;
+        else{
+            LOG(OrderMan, Warn, "order:{} replace rejected", report.order_key);
+            report.msg = order.at("msg").get<std::string>();
        }
-    }
-}
+      } else if (!(order.at("fillSz").get<std::string>() == "0")) {
+        utils::Uuid guid;
+        std::string fill_id = guid.to_text_string();
+        to_array(fill_id, &report.exchange_fill_id.value());
+      }
+      
+      // report.transact_time = ExchangeTimeStampVar(std::stoll(order.at("uTime").get<std::string>()));
+      ExchangeTimeStamp64 now = ExchangeTimeStamp64(datetime::unix_nano_now());
+      report.transact_time = now;
+      std::string er = report.to_string();
+      LOG(OrderMan, Info, "Created ExecutionReport: {}", er);
+   }
+   void on_close(const std::error_code &ec) {
+      bts_assert_msgf(
+          false, "Websocket stream client disconnected. {}", ec.message());
+   }
+   void on_message(const std::string &msg_str) {
+      LOG(OrderMan, Info, "okxlistener::on_message. {}", msg_str);
+      nlohmann::json msg;
+      try {
+         msg = nlohmann::json::parse(msg_str);
+      } catch (const std::exception &ex) {
+         std::string s = ex.what();
+         LOG(OrderMan, Error, "Failed to parse json. {}\n{}", s, msg_str);
+         return;
+      }
+      const auto event_type_it = msg.find("event");
+      if (event_type_it != msg.end()) {
+         const auto event_type = event_type_it->get<std::string>();
+         if (event_type == "login") {
+            bts_assert(state == OkxExecutionState::STARTED);
+            const auto code_it = msg.find("code");
+            const auto code = code_it->get<std::string>();
+            if (code == "0") {
+               LOG(OrderMan, Info, "Succefully logged in {}", msg_str);
+               state = OkxExecutionState::LOGGED_IN;
+            }
+
+            return;
+         }
+         if (event_type == "subscribe") {
+            bts_assert(state == OkxExecutionState::LOGGED_IN);
+            state = OkxExecutionState::SUBSCIRBED;
+            return;
+         }
+         if (event_type == "channel-conn-count") { //ignore for now
+            return;
+         }
+      }
+      // Handle order updates
+
+      const auto channel_it = msg.find("arg");
+      if (channel_it == msg.end() ||
+          channel_it->at("channel").get<std::string>() != "orders") {
+         LOG(OrderMan, Error, "Unexpected response id:\n{}", msg_str);
+         return;
+      }
+
+      const auto &data = msg.at("data");
+
+      for (const nlohmann::basic_json<> &order : data) {
+         ExecutionReport *er_p = exe_report_pool.construct();
+         ExecutionReport &report = *er_p;
+         get_exe_report(order, report);
+         cb(report, {});
+      }
+   }
+   void start() {
+      size_t attempt = 0;
+      state = OkxExecutionState::STARTED;
+      while (state != OkxExecutionState::OFF) {
+         try {
+            LOG(OrderMan, Warn,
+                "OkxExecutionAdapter::start Attempting login (Attempt: {})",
+                attempt + 1);
+            ws_client.connect({}, true);
+            sleep(2);
+            if (ws_ping_thread.has_value()) {
+               if (ws_ping_thread->joinable()) {
+                  ws_ping_thread
+                      ->join(); // Ensure the previous thread exits cleanly
+               }
+               ws_ping_thread
+                   .reset(); // Reset the optional before creating a new thread
+            }
+
+            ws_ping_thread.emplace([&]() {
+               LOG(OrderMan, Warn,
+                   "OkxExecutionAdapter::ws_ping_thread thread starting. url: "
+                   "{}",
+                   url);
+               auto last_ping_time = core::TimeStamp::now();
+               auto ping_interval = core::TimeSpan::from_seconds(
+                   config::get<config::OkxExeCfg>().ws_ping_interval_seconds());
+               std::this_thread::sleep_for(
+                   std::chrono::milliseconds(ping_interval.millis()));
+
+               while (ws_client.is_connected()) {
+                  const auto now = bts::core::TimeStamp::now();
+                  if ((now - last_ping_time) > ping_interval) {
+                     LOG(OrderMan, Warn,
+                         "OkxExecutionAdapter::ws_ping_thread Pinging "
+                         "websocket. url: {}",
+                         url);
+                     ws_client.ping();
+                     last_ping_time = now;
+                  }
+                  std::this_thread::sleep_for(
+                      std::chrono::seconds(ping_interval.seconds() / 10));
+               }
+               LOG(OrderMan, Warn,
+                   "OkxExecutionAdapter::ws_ping_thread thread exiting. url: "
+                   "{}",
+                   url);
+            });
+
+            auto [timestamp, sign] = OkxUtils::getLoginSignTime(secret_key);
+            static constexpr const char *AUTH_REQ_TEMPLATE =
+                R"({{"op": "login", "args": [{{ "apiKey": "{}", "passphrase": "{}", "timestamp": "{}", "sign": "{}" }}] }})";
+
+            const std::string auth_req = fmt::format(
+                AUTH_REQ_TEMPLATE, api_key, passphrase, timestamp, sign);
+            LOG(OrderMan, Warn,
+                "OkxExecutionAdapter::start Attempting login (req: {})",
+                auth_req);
+            const auto auth_res = ws_client.send_text(auth_req);
+            LOG(OrderMan, Warn,
+                "OkxExecutionAdapter::start Attempting login {}, {}, {}",
+                std::to_string(auth_res.value()),
+                std::string(auth_res.category().name()), auth_res.message());
+            if (auth_res.value()) {
+               LOG(md, Info, "okx authentication failed. {}",
+                   auth_res.message());
+               attempt++;
+               throw std::runtime_error(
+                   "okx authentication failed: " + auth_res.message());
+            }
+            while (state == OkxExecutionState::STARTED) {
+               LOG(OrderMan, Warn,
+                   "OkxExecutionAdapter::start waiting to login");
+               std::this_thread::sleep_for(1s);
+            }
+            LOG(OrderMan, Warn,
+                "OkxExecutionAdapter::start Login successful {}",
+                auth_res.message());
+            std::string subscribe_req = R"({
+                  "op": "subscribe",
+                  "args": [{"channel": "orders", "instType": "ANY"}]
+               })";
+            LOG(OrderMan, Warn,
+                "OkxExecutionAdapter::start AGttempting sub (req: {})",
+                subscribe_req);
+            const auto auth_res2 = ws_client.send_text(subscribe_req);
+            LOG(OrderMan, Warn, "OkxExecutionAdapter::subscribing to orders{}",
+                auth_res2.message());
+            while (state != OkxExecutionState::SUBSCIRBED) {
+               LOG(OrderMan, Warn,
+                   "OkxExecutionAdapter::start waiting to subscribe");
+
+               std::this_thread::sleep_for(1s);
+            }
+            LOG(OrderMan, Warn,
+                "OkxExecutionAdapter::subscribing to orders successful{}",
+                auth_res2.message());
+            break; // Exit loop on success
+         } catch (const std::exception &ex) {
+            const std::string err = ex.what();
+            LOG(OrderMan, Error,
+                "OkxExecutionAdapter::start Login failed: {}. Retrying in {} "
+                "seconds.",
+                err,
+                config::get<config::OkxExeCfg>()
+                    .ws_reconnect_interval_seconds());
+
+            size_t maxRetries =
+                config::get<config::OkxExeCfg>().ws_reconnect_max_count();
+            if (maxRetries > 0 && ++attempt >= maxRetries) {
+               LOG(OrderMan, Error,
+                   "OkxExecutionAdapter::start Exceeded max retries ({}). "
+                   "Aborting.",
+                   maxRetries);
+               OkxUtils::handleOkException("OkxExecutionAdapter::start", err);
+               break; // Exit if retries are exhausted
+            }
+            std::this_thread::sleep_for(
+                std::chrono::seconds(config::get<config::OkxExeCfg>()
+                                         .ws_reconnect_interval_seconds()));
+         }
+      }
+   }
+};
+void OkxExecutionAdapter::start() { me_->start(); }

 void OkxExecutionAdapter::modify_order(
    const CancelReplaceOrderMsg &msg) { //confirm will have everything
   try {
      LOG(OrderMan, Warn, "OkxExecutionAdapter::modify_order modifying order{}",
          msg);
+      http::HttpResponse res;
+      // static constexpr const char *body_template = R"({"instId": "BTC-USDT", "tdMode": "cash", "side": "buy", "ordType": "limit", "px": "1000", "sz": "0.01"})";
+      static constexpr const char *body_template =
+          R"({{"instId": "{}",  "clordId": "{}", "newPx": "{}", "newSz": "{}"}})";
+      const std::string REQUEST_PATH = "/api/v5/trade/amend-order";
+      const std::string body = fmt::format(
+          body_template, msg.create_fields.security->okx().security_desc(),
+          msg.create_fields.key, msg.create_fields.price,
+          msg.create_fields.quantity.full_value());
+      auto headers = OkxUtils::createHeaders(
+          me_->api_key, me_->passphrase, me_->secret_key, "POST", REQUEST_PATH,
+          body);
+      // Generate and log the curl command
+      std::string curlCommand = OkxUtils::generateCurlCommand(
+          config::get<config::OkxExeCfg>().rest_url() + REQUEST_PATH, headers,
+          body);
+      LOG(OrderMan, Warn, "Curl Command: \n{}", curlCommand);
+      http::HttpClient::post(
+          config::get<config::OkxExeCfg>().rest_url() + REQUEST_PATH, body,
+          headers, &res);
+      const auto &[suc, top_msg] = OkxUtils::orderAccepted(res.body);
+
+      //   ExecutionReport *er_p = me_->exe_report_pool.construct();
+      //   ExecutionReport &er = *er_p;
+      //   OkxUtils::populateCreateOrderFields(er, msg.create_fields);
+      //   er.price = msg.create_fields.price;
+      //   er.quantity = msg.create_fields.quantity;
+
+      //   er.order_key = msg.create_fields.key;
+      //   const auto &[id, ts, ex_msg] = OkxUtils::extractOrderInfo(res.body);
+
+      if (suc) {
+         LOG(md, Info, "Http get succeeded {}", res.body);
+         //  er.exec_type = api::orderman::ExecType::EXEC_TYPE_PENDING_REPLACE;
+         //  er.order_status = api::orderman::NATIVE_ORDER_STATUS_PENDING_REPLACE;
+      } else {
+         LOG(md, Info, "Http get failed {},,,{}", res.errors, res.body);
+         //  er.exec_type = api::orderman::ExecType::EXEC_TYPE_REJECTED;
+         //  er.order_status = api::orderman::NATIVE_ORDER_STATUS_REJECTED;
+         //  er.msg = ex_msg + " " + top_msg;
+      }
+      //   me_->cb(er, {});
   } catch (const std::exception &ex) {
-     const std::string err = ex.what();
-      handleOkException("Modify order", err);
+      const std::string err = ex.what();
+      OkxUtils::handleOkException("Amend order", err);
   }
 }

 void OkxExecutionAdapter::launch_new_order(const CreateOrderMsg &msg) {
   LOG(OrderMan, Warn, "launch order {}", msg);
   try {
-      LOG(OrderMan, Warn, "OkxExecutionAdapter::launch_new_order creating order");
+      LOG(OrderMan, Warn,
+          "OkxExecutionAdapter::launch_new_order creating order");
+      static constexpr const char *body_template =
+          R"({{"instId": "{}", "tdMode": "cash", "side": "{}", "ordType": "{}", "px": "{}", "sz": "{}", "clordId": "{}"}})";
+      const std::string REQUEST_PATH = "/api/v5/trade/order";
+      const std::string side = msg.side == api::Side::SIDE_BUY ? "buy" : "sell";
+      const std::string quantity = std::to_string(msg.quantity.full_value());
+      const std::string price = std::to_string(msg.price.value());
+      std::string suffix = "ORDER_TYPE_";
+      auto ord_full_name = NativeOrderType_Name(msg.order_type);
+      auto pos = ord_full_name.find(suffix);
+      const std::string ord_type =
+          FIX::string_toLower(ord_full_name.substr(pos + suffix.size()));
+      const std::string body = fmt::format(
+          body_template, msg.security->okx().security_desc(), side, ord_type,
+          price, quantity, msg.key);
+      http::HttpResponse res;
+      auto headers = OkxUtils::createHeaders(
+          me_->api_key, me_->passphrase, me_->secret_key, "POST", REQUEST_PATH,
+          body);
+      // Generate and log the curl command
+      std::string curlCommand = OkxUtils::generateCurlCommand(
+          config::get<config::OkxExeCfg>().rest_url() + REQUEST_PATH, headers,
+          body);
+      LOG(OrderMan, Warn, "Curl Command: \n{}", curlCommand);
+      http::HttpClient::post(
+          config::get<config::OkxExeCfg>().rest_url() + REQUEST_PATH, body,
+          headers, &res);
+      ExecutionReport *er_p = me_->exe_report_pool.construct();
+      ExecutionReport &er = *er_p;
+      const auto &[suc, top_msg] = OkxUtils::orderAccepted(res.body);
+
+      OkxUtils::populateCreateOrderFields(er, msg);
+      er.price = msg.price;
+      er.quantity = msg.quantity;
+      er.filled_quantity = 0;
+      er.last_shares = 0;
+      er.avg_price = Price(0);
+      ExchangeTimeStamp64 now = ExchangeTimeStamp64(datetime::unix_nano_now());
+      er.transact_time = now;
+
+      er.order_key = msg.key;
+      const auto &[id, ts, ex_msg] = OkxUtils::extractOrderInfo(res.body);
+      er.exchange_order_id = ExchangeOrderID{OkxUtils::stringToFixedArray(id)};
+
+      if (suc) {
+         LOG(md, Info, "Http get succeeded {}", res.body);
+         er.exec_type = api::orderman::ExecType::EXEC_TYPE_PENDING_NEW;
+         er.order_status = api::orderman::NATIVE_ORDER_STATUS_PENDING_NEW;
+      } else {
+         LOG(md, Info, "Http get failed {},,,{}", res.errors, res.body);
+         er.exec_type = api::orderman::ExecType::EXEC_TYPE_REJECTED;
+         er.order_status = api::orderman::NATIVE_ORDER_STATUS_REJECTED;
+         er.msg = ex_msg + " " + top_msg;
+      }
+      me_->cb(er, {});
   }
   // Shut down all reactors if they exist.
   catch (const std::exception &ex) {
-    const std::string err = ex.what();
-      handleOkException("Launch order", err);
+      const std::string err = ex.what();
+      OkxUtils::handleOkException("Launch order", err);
   }
 }
-void OkxExecutionAdapter::register_callback([[maybe_unused]]const OnExecutionReport &cb) {
-   LOG(OrderMan, Warn, "OkxExecutionAdapter::register_callback callback registered");
-   // listener.setCallback(cb);
+void OkxExecutionAdapter::register_callback(
+    [[maybe_unused]] const OnExecutionReport &cb) {
+   LOG(OrderMan, Warn,
+       "OkxExecutionAdapter::register_callback callback registered");
+   me_->setCallback(cb);
 }
 void OkxExecutionAdapter::cancel_order(const CancelOrderMsg &msg) {
   LOG(OrderMan, Warn, "cancel order {}", msg);
   try {
-      LOG(OrderMan, Warn, "order cancel sent");
+      http::HttpResponse res;
+      // static constexpr const char *body_template = R"({"instId": "BTC-USDT", "tdMode": "cash", "side": "buy", "ordType": "limit", "px": "1000", "sz": "0.01"})";
+      static constexpr const char *body_template =
+          R"({{"instId": "{}",  "clordId": "{}"}})";
+      const std::string REQUEST_PATH = "/api/v5/trade/cancel-order";
+      const std::string body = fmt::format(
+          body_template, msg.security->okx().security_desc(), msg.key);
+      auto headers = OkxUtils::createHeaders(
+          me_->api_key, me_->passphrase, me_->secret_key, "POST", REQUEST_PATH,
+          body);
+      // Generate and log the curl command
+      std::string curlCommand = OkxUtils::generateCurlCommand(
+          config::get<config::OkxExeCfg>().rest_url() + REQUEST_PATH, headers,
+          body);
+      LOG(OrderMan, Warn, "Curl Command: \n{}", curlCommand);
+      http::HttpClient::post(
+          config::get<config::OkxExeCfg>().rest_url() + REQUEST_PATH, body,
+          headers, &res);
+      const auto &[suc, top_msg] = OkxUtils::orderAccepted(res.body);
+      //   ExecutionReport *er_p = me_->exe_report_pool.construct();
+      //   ExecutionReport &er = *er_p;
+      //   er.security = msg.security;
+      //   er.side = msg.side;
+      //   er.order_key = msg.key;
+      //   to_array(msg.routing_record->account(), &er.account_name.value());
+      //   to_array(msg.routing_record->operator_id(), &er.operator_id.value());
+      //   er.exchange = msg.security->exchange();
+      //   er.order_key = msg.key;
+      //   const auto &[id, ts, ex_msg] = OkxUtils::extractOrderInfo(res.body);
+      if (suc) {
+         LOG(md, Info, "Http get succeeded {}", res.body);
+         //  er.exec_type = api::orderman::ExecType::EXEC_TYPE_PENDING_CANCEL;
+         //  er.order_status = api::orderman::NATIVE_ORDER_STATUS_PENDING_CANCEL;
+      } else {
+         LOG(md, Info, "Http get failed {},,,{}", res.errors, res.body);
+         //  er.exec_type = api::orderman::ExecType::EXEC_TYPE_REJECTED;
+         //  er.order_status = api::orderman::NATIVE_ORDER_STATUS_REJECTED;
+         //  er.msg = ex_msg + " " + top_msg;
+      }
+      //   me_->cb(er, {});
   }
   // Shut down all reactors if they exist.
   catch (const std::exception &ex) {
-    const std::string err = ex.what();
-      handleOkException("Cacnel order", err);
+      const std::string err = ex.what();
+      OkxUtils::handleOkException("Cacnel order", err);
   }
 }
-} // namespace bts::orderman
+} // namespace bts::orderman::okxexe
@@ -2,7 +2,7 @@

 #include "IExecutionGenericAdapter.h"
 #include "lib/md/SecurityOracle.h"
-namespace bts::orderman {
+namespace bts::orderman::okxexe {

 class OkxExecutionAdapter : public IExecutionGenericAdapter {
 public:
@@ -14,6 +14,8 @@ class OkxExecutionAdapter : public IExecutionGenericAdapter {
   void modify_order(const CancelReplaceOrderMsg &) override;
   void start() override;
 private:
+  struct PImpl;
+  std::unique_ptr<PImpl> me_;
 };

 } // namespace bts::orderman
@@ -0,0 +1,268 @@
+#include "lib/api/services/OrderService.pb.h"
+#include "lib/domain_model/Security.pb.h"
+#include "lib/logging/logging.h"
+#include "lib/md/SecurityOracle.h"
+#include "lib/orderman/CreateOrderMsg.h"
+#include "lib/orderman/gateways/IExecutionGateway.h"
+#include "lib/orderman/orderman_utils/ExecutionReport.h"
+#include "lib/utils/bts_assert.h"
+#include <OnixS/FIXEngine/FIX/Exception.h>
+#include <OnixS/FIXEngine/FIX/FIX42.h>
+#include <OnixS/FIXEngine/FIX/Message.h>
+#include <OnixS/FIXEngine/FIX/Numeric.h>
+#include <OnixS/FIXEngine/FIX/ProtocolVersion.h>
+#include <boost/pool/object_pool.hpp>
+#include <cassert>
+#include <cstddef>
+#include <ctime>
+#include <exception>
+#include <fmt/core.h>
+#include <map>
+#include <nlohmann/json_fwd.hpp>
+#include <openssl/buffer.h>
+#include <openssl/evp.h>
+#include <openssl/hmac.h>
+#include <quickfix/FixFields.h>
+#include <quickfix/Utility.h>
+#include <regex>
+#include <sstream>
+#include <string>
+#include <tuple>
+#include <unistd.h>
+#include <unordered_map>
+namespace bts::orderman::okxexe {
+using json = nlohmann::json;
+class OkxUtils {
+ public:
+   // Function template to get a value from a JSON object by key
+   template <typename T>
+   static inline T getJsonValue(
+       const json &jsonObject,
+       const std::string &key,
+       const T &defaultValue = T()) {
+      if (jsonObject.contains(key) && jsonObject[key].is_primitive()) {
+         return jsonObject.value(key, defaultValue);
+      }
+      return defaultValue;
+   }
+
+   // Function to parse JSON safely
+   static inline std::optional<json> parseJsonSafely(
+       const std::string &jsonString) {
+      try {
+         return json::parse(jsonString);
+      } catch (const std::exception &e) {
+         std::string s = e.what();
+         LOG(OrderMan, bts::Error, "Failed to parse JSON: {}", s);
+         return std::nullopt;
+      }
+   }
+
+   struct OrderResponse {
+      bool accepted;
+      std::string message;
+   };
+
+   static inline OrderResponse orderAccepted(const std::string &jsonString) {
+      auto body = parseJsonSafely(jsonString);
+      if (!body)
+         return {false, "NO Body"};
+      auto &jsonResponse = *body;
+
+      return {
+          jsonResponse.value("code", "1") == "0",
+          jsonResponse.value("msg", "NO code or message")};
+   }
+
+   // Function to extract order information from JSON
+   static inline std::tuple<std::string, std::string, std::string> extractOrderInfo(
+       const std::string &jsonString) {
+      auto body = parseJsonSafely(jsonString);
+      if (!body.has_value()) {
+         return {"", "", "json parsing error no body"};
+      }
+      auto jsonResponse = body.value();
+      if (jsonResponse.contains("data") && jsonResponse["data"].is_array()) {
+         const auto &dataArray = jsonResponse["data"];
+         if (!dataArray.empty() && dataArray[0].is_object()) {
+            const auto &firstItem = dataArray[0];
+
+            // Extract values using the templated function
+            std::string ordId =
+                OkxUtils::getJsonValue(firstItem, "ordId", std::string());
+            std::string timestamp =
+                OkxUtils::getJsonValue(firstItem, "ts", std::string());
+            std::string sMsg =
+                OkxUtils::getJsonValue(firstItem, "sMsg", std::string());
+
+            return {ordId, timestamp, sMsg};
+         }
+      }
+      return {"", "", "json parsing error"};
+   }
+   // Function to encode a byte array to Base64
+   static std::string base64Encode(const unsigned char *buffer, size_t length) {
+      BIO *bmem = BIO_new(BIO_s_mem());
+      BIO *b64 = BIO_new(BIO_f_base64());
+      BIO_set_flags(b64, BIO_FLAGS_BASE64_NO_NL); // No newlines
+      BIO_push(b64, bmem);
+      BIO_write(b64, buffer, static_cast<int>(length));
+      BIO_flush(b64);
+
+      BUF_MEM *bptr;
+      BIO_get_mem_ptr(b64, &bptr);
+      std::string result(bptr->data, bptr->length);
+
+      BIO_free_all(b64);
+      return result;
+   }
+
+   static inline std::vector<unsigned char> generateSignature(
+       const std::string &prehash, const std::string &secretKey) {
+      unsigned int len = EVP_MAX_MD_SIZE;
+      std::vector<unsigned char> result(len);
+      HMAC(
+          EVP_sha256(), secretKey.c_str(), static_cast<int>(secretKey.length()),
+          reinterpret_cast<const unsigned char *>(prehash.c_str()),
+          prehash.length(), result.data(), &len);
+      result.resize(len);
+      return result;
+   }
+   static inline std::string getSign(
+       std::string message, const std::string &secret_key = "your_secret_key") {
+      auto signature = generateSignature(message, secret_key);
+      std::string sign = base64Encode(signature.data(), signature.size());
+
+      return sign;
+   }
+   static std::tuple<long, std::string> getLoginSignTime(
+       const std::string &secret_key = "your_secret_key",
+       const std::string &method = "GET",
+       const std::string &path = "/users/self/verify") {
+      auto seconds = bts::core::TimeStamp::now().seconds();
+      std::string message = std::to_string(seconds) + method + path;
+      return {seconds, getSign(message, secret_key)};
+   }
+   static std::string getUTCTimestamp(bts::core::TimeStamp t) {
+      auto rawTimestamp =
+          t.to_iso_string() +
+          "Z"; //gives 20241213T175033.840123Z should be  2024-12-13T17:50:33.840Z
+               // Use regex to parse and reformat
+      std::regex re(
+          R"((\d{4})(\d{2})(\d{2})T(\d{2})(\d{2})(\d{2})\.(\d{3})\d*Z)");
+      std::string formattedTimestamp =
+          std::regex_replace(rawTimestamp, re, "$1-$2-$3T$4:$5:$6.$7Z");
+
+      return formattedTimestamp;
+   }
+   static std::array<char, 17> stringToFixedArray(const std::string &s) {
+      std::array<char, 17> idAsArray{};
+      std::copy_n(
+          s.begin(), std::min(s.size(), idAsArray.size() - 1),
+          idAsArray.begin());
+      return idAsArray;
+   }
+   static std::unordered_map<std::string, std::string> createHeaders(
+       const std::string &apiKey,
+       const std::string &passphrase,
+       const std::string &secretKey,
+       const std::string &method,
+       const std::string &requestPath,
+       const std::string &body = "") {
+      auto ts = bts::core::TimeStamp::now();
+      std::string timestamp = getUTCTimestamp(ts);
+      std::string prehash = timestamp + method + requestPath + body;
+      auto signature = getSign(prehash, secretKey);
+      LOG(OrderMan, bts::Info, "prehash '{}' , key '{}'", prehash, signature);
+
+      // Prepare headers
+      std::unordered_map<std::string, std::string> headers = {
+          {"accept", "application/json"},
+          {"Content-Type", "application/json"},
+          {"x-simulated-trading", "1"},
+          {"OK-ACCESS-KEY", apiKey},
+          {"OK-ACCESS-SIGN", signature},
+          {"OK-ACCESS-TIMESTAMP", timestamp},
+          {"OK-ACCESS-PASSPHRASE", passphrase}};
+
+      return headers;
+   }
+   static std::string generateCurlCommand(
+       const std::string &url,
+       const std::unordered_map<std::string, std::string> &headers,
+       const std::string &body) {
+      std::ostringstream oss;
+
+      // Start with the curl command
+      std::string curlCommand = "curl -X POST " + url + " \\\n";
+
+      // Add headers to the curl command
+      for (const auto &header : headers) {
+         curlCommand +=
+             "  -H \"" + header.first + ": " + header.second + "\" \\\n";
+      }
+
+      // Add bodyl
+      curlCommand += "  -d '" + body + "'";
+
+      return curlCommand;
+   }
+   static inline api::SecurityType getInstType(const std::string &type) {
+      static const std::unordered_map<std::string, api::SecurityType> type_map =
+          {{"SPOT", api::SECURITYTYPE_SPOT},
+           {"OPTION", api::SECURITYTYPE_OPTION},
+           {"FUTURES", api::SECURITYTYPE_FUTURE},
+           {"SWAP", api::SECURITYTYPE_FUTURE}};
+
+      auto it = type_map.find(type);
+      return it != type_map.end() ? it->second : api::SECURITYTYPE_UNSET;
+   }
+   static inline api::orderman::NativeOrderType getOrdType(const std::string &type) {
+      static const std::unordered_map<std::string, api::orderman::NativeOrderType> type_map =
+          {{"limit", api::orderman::NATIVE_ORDER_TYPE_LIMIT},
+           {"market", api::orderman::NATIVE_ORDER_TYPE_MARKET}};
+
+      auto it = type_map.find(type);
+      return it != type_map.end() ? it->second : api::orderman::NativeOrderType::NATIVE_ORDER_TYPE_UNDEFINED;
+   }
+   static void populateCreateOrderFields(
+       ExecutionReport &er, const CreateOrderMsg &create_order_msg) {
+      er.security = create_order_msg.security;
+      er.order_type = create_order_msg.order_type;
+      er.time_in_force = create_order_msg.time_in_force;
+      er.manual_order_indicator = create_order_msg.manual_order_indicator;
+      er.side = create_order_msg.side;
+      er.order_key = create_order_msg.key;
+      to_array(
+          create_order_msg.routing_record->account(), &er.account_name.value());
+      to_array(
+          create_order_msg.routing_record->operator_id(),
+          &er.operator_id.value());
+      er.exchange = create_order_msg.security->exchange();
+   }
+   static void populateExecTypeAndOrderStatus(
+       ExecutionReport &er, const std::string &state) {
+      if (state == "canceled") {
+         er.exec_type = api::orderman::ExecType::EXEC_TYPE_CANCELED;
+         er.order_status = api::orderman::NATIVE_ORDER_STATUS_CANCELED;
+      } else if (state == "live") {
+         er.exec_type = api::orderman::ExecType::EXEC_TYPE_NEW;
+         er.order_status = api::orderman::NATIVE_ORDER_STATUS_NEW;
+      } else if (state == "partially_filled") {
+         er.exec_type = api::orderman::ExecType::EXEC_TYPE_PARTIAL_FILL;
+         er.order_status = api::orderman::NATIVE_ORDER_STATUS_PARTIALLY_FILLED;
+      } else if (state == "filled") {
+         er.exec_type = api::orderman::ExecType::EXEC_TYPE_FILL;
+         er.order_status = api::orderman::NATIVE_ORDER_STATUS_FILLED;
+      } else {
+         er.exec_type = api::orderman::ExecType::EXEC_TYPE_UNDEFINED;
+         er.order_status = api::orderman::NATIVE_ORDER_STATUS_UNDEFINED;
+      }
+   }
+   static inline void handleOkException(
+       const std::string &context, const std::string &error) {
+      bts_assert_msgf(false, "{} Exception: {}", context, error);
+   }
+};
+
+} // namespace bts::orderman::okxexe
@@ -3,6 +3,7 @@
 #include "lib/config/protos/spreader.pb.h"
 #include "lib/logging/logging.h"
 #include "lib/orderman/events/SettlementUpdateEvent.h"
+#include "lib/orderman/orderman_utils/orderman_common.h"
 #include "lib/orderman/orders/spreader_orders/spreader/LegPropertyData.h"
 #include "lib/orderman/orders/spreader_orders/spreader/NLegsHedgeRecompData.h"
 #include "lib/orderman/orders/spreader_orders/spreader/SpreaderBookkeepingData.h"
@@ -491,15 +492,18 @@ void SpreaderOrder::_comp_and_report_state() {
         reported_state.set_status(status);
         reported_state.set_price(bookkeeping_data.input_price().value());
         reported_state.set_quantity(bookkeeping_data.quantity().value());
-         reported_state.set_filled_quantity(filled_qty.value());
+         bts::orderman::set_quantity(
+             reported_state, StateQuantityType::FilledQuantity,
+             filled_qty.full_value());
+         //reported_state.set_filled_quantity(filled_qty.value());
         reported_state.set_avg_price(avg_filled_price.value());
         reported_state.set_last_price(avg_filled_price.value());
      }
      // if order is cons'ed from disc, with inited_new==false,
      // we just publish what was given to us
      LOG(OrderMan, Info,
-          "SpreaderOrder::_report_state key:{} status:{} "
-          "price:{} qty:{} filled:{} avg_price:{}",
+          "SpreaderOrder::_report_state key: {} status: {} "
+          "price: {} qty: {} filled: {} avg_price: {}",
          key(), status, reported_state.price(), reported_state.quantity(),
          reported_state.filled_quantity(), reported_state.avg_price());
      auto rerported_state_adj = reported_state;
@@ -1,4 +1,6 @@
 #include "SpreaderBookkeepingData.h"
+#include "lib/domain_model/common.h"
+#include "lib/logging/logging.h"
 #include "lib/orderman/orders/spreader_orders/spreader/LegPropertyData.h"
 #include "lib/orderman/orders/spreader_orders/spreader/SpreaderFractionalQtyHelper.h"
 #include "lib/os/os.h"
@@ -25,7 +27,9 @@ SpreaderBookkeepingData::SpreaderBookkeepingData(
                                                        .spreader()
                                                        .execution_strategy()
                                                        .hedge_pricing()),
-      _fqty_helper(spreader_order_key, legs) {
+      _fqty_helper(
+          spreader_order_key, order_def.custom_def().spreader(), legs) {
+   //_order_def.custom_def().spreader()
   LOG(OrderMan, Info,
       "SpreaderBookkeepingData.cons started "
       "key: {} n_legs: {}",
@@ -97,8 +101,12 @@ void SpreaderBookkeepingData::total_fills(
         avg_price += leg_fill_price.value() *
                      leg_data.leg_property_data().price_multiplier();
   }
+   LOG(OrderMan, Info,
+       "SpreaderBookkeepingData::total_fills avg_price: {} fills: {}",
+       avg_price, fills);
+
   avg_price = fills == 0 ? 0.0 : avg_price; // should it be nan?
-   out_quantity = Quantity(fills);
+   out_quantity = Quantity::create_new(fills);
   out_price = Price(avg_price);
 }
 } // namespace orderman
@@ -8,6 +8,7 @@
 #include "lib/md/PriceSize.h"
 #include "lib/orderman/events/BookUpdateEvent.h"
 #include "lib/orderman/events/OrderStateUpdateEvent.h"
+//#include "lib/orderman/orders/spreader_orders/SpreaderOrder.h"
 #include "lib/orderman/orders/spreader_orders/spreader/LegPropertyData.h"
 #include "lib/orderman/orders/spreader_orders/spreader/SpreaderUtils.h"
 #include "lib/os/os.h"
@@ -36,15 +37,6 @@ bool has_crypto_leg(const std::vector<LegPropertyData> &legs) {
   return false;
 }

-bool has_notional_leg(const std::vector<LegPropertyData> &legs) {
-   return has_crypto_leg(legs);
-   // TODO
-   // for (const auto &l : legs) {
-   //    return l.is_notional();
-   // }
-   // return false;
-}
-
 struct QtyTickInfo {
 public:
   const double tick_base;
@@ -76,17 +68,13 @@ struct SpreaderFractionalQtyHelper ::PImpl {
   const QtyTickInfo def_qty_tick_info = QtyTickInfo(10000.0, 1.0);
   std::map<bts::SecurityKey, QtyTickInfo> qty_info_map = {};

-   PImpl(const std::vector<LegPropertyData> &lpd_vec)
-       : passthrough(has_crypto_leg(lpd_vec) ? false : true),
-         // in_qty_mult(
-         //     has_crypto_leg(lpd_vec)
-         //         ? static_cast<double>(
-         //               config::get<bts::config::Spreader>().qty_multiplier())
-         //         : 1.0),
-         is_notional(has_notional_leg(lpd_vec)) {
-      // LOG(OrderMan, Info,
-      //     "SpreaderFractionalQtyHelper::cons, in_qty_mult: {} is_notional: {}",
-      //     in_qty_mult, is_notional);
+   PImpl(
+       const api::orderman::SpreaderOrderDefinition &spreader_order_def,
+       const std::vector<LegPropertyData> &lpd_vec)
+       : passthrough(!has_crypto_leg(lpd_vec)),
+         is_notional(
+             spreader_order_def.security().synthetic().price_calc() ==
+             api::SyntheticContract_PriceCalc_PRICECALC_NOTIONAL_LEG) {
      auto i = 0;
      for (const auto &l : lpd_vec) {
         const auto &qiv = l.security().contract_spec().quantity_infos();
@@ -126,19 +114,26 @@ std::vector<LegPropertyData> SpreaderFractionalQtyHelper::get_transformed_legs(
 }

 SpreaderFractionalQtyHelper::SpreaderFractionalQtyHelper(
-    OrderKey /*spreader_ord_key*/, const std::vector<LegPropertyData> &lpd_vec)
-    : me(new PImpl(lpd_vec)) {}
+    OrderKey spreader_ord_key,
+    const api::orderman::SpreaderOrderDefinition &spreader_order_def,
+    const std::vector<LegPropertyData> &lpd_vec)
+    : me(new PImpl(spreader_order_def, lpd_vec)) {
+   LOG(OrderMan, Info,
+       "SpreaderFractionalQtyHelper::cons spreader_ord_key: {} passthrough: {} "
+       "is_notional: {}",
+       spreader_ord_key, me->passthrough, me->is_notional);
+}

 const Book &SpreaderFractionalQtyHelper::in_transform_book(
    const Book &bk) const {
   if (me->passthrough) {
-      LOG(OrderMan, Info,
+      LOG(OrderMan, Diag,
          "SpreaderFractionalQtyHelper::in_transform_book passthrough");
      return bk;
   }
   if (me->is_notional) {
      SpreaderUtils::compute_notional_book(bk, me->op_book);
-      LOG(OrderMan, Info,
+      LOG(OrderMan, Diag,
          "SpreaderFractionalQtyHelper::in_transform_book sec: {} bk: {} "
          "notional: {}",
          bk.security_key().value(), bk, me->op_book);
@@ -155,7 +150,7 @@ const Book &SpreaderFractionalQtyHelper::in_transform_book(
      ps = bts::md::PriceSize(ps.int_price(), ps.size() * qm);
   }
   // mult by leg_mult
-   LOG(OrderMan, Info,
+   LOG(OrderMan, Diag,
       "SpreaderFractionalQtyHelper::in_transform_book bk: {} output: {}", bk,
       me->op_book);
   return me->op_book;
@@ -177,14 +172,16 @@ SpreaderFractionalQtyHelper::in_transform_order_event(
      log_ev(sec_key, ev, ev);
      return ev;
   }
-   me->op_ord = ev;
   // if notional, then order qtys needs to be converted to notional, since spreader sees books
   // in notionals and fire orders in notionals
-   me->op_ord.quantity =
-       SpreaderUtils::to_notional(Price(ev.price), ev.quantity);
-   me->op_ord.filled_quantity =
-       SpreaderUtils::to_notional(Price(ev.avg_price), ev.filled_quantity);
-   me->op_ord.filled_at_attach_time_quantity = os::nan();
+   me->op_ord = ev;
+   if (me->is_notional) {
+      me->op_ord.quantity =
+          SpreaderUtils::to_notional(Price(ev.price), ev.quantity);
+      me->op_ord.filled_quantity =
+          SpreaderUtils::to_notional(Price(ev.avg_price), ev.filled_quantity);
+      me->op_ord.filled_at_attach_time_quantity = os::nan();
+   }
   // factor mult
   const auto &q_tinfo =
       get_qty_tick_info(me->qty_info_map, sec_key, me->def_qty_tick_info);
@@ -236,7 +233,12 @@ Quantity SpreaderFractionalQtyHelper::out_transform_leg_order_qty(
 }

 void SpreaderFractionalQtyHelper::out_transform_order_state(
-    bts::api::orderman::OrderState &) const {
+    bts::api::orderman::OrderState &s) const {
+   auto s_txt = utils::pb::to_string(s);
+   LOG(OrderMan, Info,
+       "SpreaderFractionalQtyHelper::out_transform_order_state state: "
+       "{} filled_qty: {} avg_price: {}",
+       s_txt, s.filled_quantity(), s.avg_price());
   // todo:
   // this needs to divide the filled qty of the spreader
   // if (me->passthrough)
@@ -3,7 +3,9 @@
 //#include "SpreaderLegData.h"
 //#include "lib/domain_model/common.h"
 //#include "lib/orderman/orderman_utils/orderman_common.h"
+#include "lib/api/services/OrderService.pb.h"
 #include "lib/domain_model/SecurityKey.h"
+//#include "lib/orderman/orders/spreader_orders/SpreaderOrder.h"
 #include "lib/orderman/orders/spreader_orders/spreader/LegPropertyData.h"

 namespace bts::api::orderman {
@@ -19,7 +21,9 @@ class OrderStateUpdateEvent;
 class SpreaderFractionalQtyHelper {
 public:
   SpreaderFractionalQtyHelper(
-       OrderKey spreader_ord_key, const std::vector<LegPropertyData> &legs);
+       OrderKey spreader_ord_key,
+       const api::orderman::SpreaderOrderDefinition &spreader_order_def,
+       const std::vector<LegPropertyData> &legs);
   // the leg qtys need to be translated
   std::vector<LegPropertyData> get_transformed_legs(
       const std::vector<LegPropertyData> &legs) const;
@@ -1,21 +1,15 @@
 #ifndef NO_CPP0X

 #include "Dispatcher.h"
-#include "../os/os.h"
 #include "defer.h"
-#include "lib/logging/logging.h"
 #include "lib/utils/bts_assert.h"
-#include "lib/utils/bts_chrono.h"
 #include "lib/utils/thread_manager.h"
 #include "lib/utils/type_name.h"
+
 #include <boost/asio.hpp>
-
-#include <memory>
-#include <stdexcept>
-
 #include <boost/thread.hpp>
-#include <chrono>
 #include <condition_variable>
+#include <memory>
 #include <mutex>
 #include <thread>

@@ -82,7 +82,7 @@ static OrderServiceServer create_order_service_server(
 static void execute() {
   using namespace bts;
   LOG(Gen, Warn,
-       "------------------------------------ Sparkd v2.2.3-1 launched "
+       "------------------------------------ Sparkd v2.2.5 launched "
       "--------------------------------");

   auto qb_cfg = config::get<config::QuickbusCfg>().node();
@@ -374,7 +374,9 @@ struct BinanceSubscription::PImpl {
      }

      listener->on_securities(sec_ptrs);
-      batch_subscribe_market_data(sec_descs,4);
+      // batch_subscribe_market_data(sec_descs,4);
+      bts_assert(sec_descs.size() < 256);
+      subscribe_market_data(sec_descs);
   }
 };

@@ -41,8 +41,8 @@ static void instrument_to_sec(const OkxInstrument &oi, Security &sec) {
   scomm.exchange_sec_id = oi.instId;
   scomm.desc = oi.instId;
   scomm.min_price_increment = oi.tickSz;
-   scomm.min_quantity = oi.lotSz;
-   scomm.min_quantity_increment = oi.minSz;
+   scomm.min_quantity = oi.minSz;
+   scomm.min_quantity_increment = oi.lotSz;
   scomm.currency = oi.quoteCcy;

   switch (oi.instType.value) {
@@ -51,9 +51,13 @@ static void instrument_to_sec(const OkxInstrument &oi, Security &sec) {
      sec.security.emplace<SpotSecurity>();
      break;
   case bts::md::okx::OkxInstrumentType::SWAP:{
-      sec.security_common.symbol = oi.settleCcy;
      auto &fut = sec.security.emplace<FutureSecurity>();
      core::TimeStamp::from_ymd(3000, 1, 1,&fut.expiration);
+      if(oi.instId.find("USDT")!=std::string::npos){
+         sec.security_common.symbol = oi.instId.substr(0,oi.instId.find_first_of("-"));
+         break;
+      }
+      sec.security_common.symbol = oi.settleCcy;
      break;
   }
   case OkxInstrumentType::FUTURES: {
@@ -0,0 +1,43 @@
+BINANCE_USDS_FUTURES_PROD_URL="https://fapi.binance.com"
+BINANCE_USDS_FUTURES_DEV_URL="https://testnet.binancefuture.com"
+BINANCE_USDS_FUTURES_EXCHANGE_INFO_PATH="/fapi/v1/exchangeInfo"
+
+BINANCE_USDS_FUTURES_DEPTH_PATH="/fapi/v1/depth"
+BINANCE_USDS_FUTURES_DEPTH_PARAMS='symbol=${SYMBOL}&limit=${LIMIT:-5}'
+
+BINANCE_USDS_FUTURES_RECENT_TRADES_PATH="/fapi/v1/trades"
+BINANCE_USDS_FUTURES_RECENT_TRADES_PARAMS='symbol=${SYMBOL}&limit=${LIMIT:-500}'
+
+BINANCE_USDS_FUTURES_HISTORICAL_TRADES_PATH="/fapi/v1/historicalTrades"
+BINANCE_USDS_FUTURES_HISTORICAL_TRADES_PARAMS='symbol=${SYMBOL}&limit=${LIMIT:-500}'
+
+BINANCE_USDS_FUTURES_MARK_PRICE_PATH="/fapi/v1/premiumIndex"
+BINANCE_USDS_FUTURES_MARK_PRICE_PARAMS='symbol=${SYMBOL}'
+
+BINANCE_USDS_FUTURES_PRICE_TICKER_PATH="/fapi/v1/ticker/price"
+BINANCE_USDS_FUTURES_PRICE_TICKER_PARAMS='symbol=${SYMBOL}'
+
+BINANCE_USDS_FUTURES_BBO_PATH="/fapi/v1/ticker/bookTicker"
+BINANCE_USDS_FUTURES_BBO_PARAMS='symbol=${SYMBOL}'
+
+BINANCE_USDS_FUTURES_OPEN_INTEREST_PATH="/dapi/v1/openInterest"
+BINANCE_USDS_FUTURES_OPEN_INTEREST_PARAMS='symbol=${SYMBOL}'
+
+BINANCE_USDS_FUTURES_LONG_SHORT_RATIO_PATH="/futures/data/globalLongShortAccountRatio"
+BINANCE_USDS_FUTURES_LONG_SHORT_RATIO_PATH='symbol=${SYMBOL}&period=${PERIOD:-30}&limit=${LIMIT:-10}'
+
+BINANCE_COIN_FUTURES_PROD_URL="https://dapi.binance.com"
+BINANCE_COIN_FUTURES_DEV_URL="https://testnet.binancefuture.com"
+BINANCE_COIN_FUTURES_EXCHANGE_INFO_PATH="/dapi/v1/exchangeInfo"
+BINANCE_COIN_FUTURES_DEPTH_PATH="/dapi/v1/depth"
+BINANCE_COIN_FUTURES_RECENT_TRADES_PATH="/dapi/v1/trades"
+BINANCE_COIN_FUTURES_HISTORICAL_TRADES_PATH="/dapi/v1/historicalTrades"
+BINANCE_COIN_FUTURES_MARK_PRICE_PATH="/dapi/v1/premiumIndex"
+BINANCE_COIN_FUTURES_PRICE_TICKER_PATH="/dapi/v1/ticker/price"
+BINANCE_COIN_FUTURES_BBO_PATH="/dapi/v1/ticker/bookTicker"
+BINANCE_COIN_FUTURES_OPEN_INTEREST_PATH="/dapi/v1/openInterest"
+BINANCE_COIN_FUTURES_LONG_SHORT_RATIO_PATH="/futures/data/globalLongShortAccountRatio"
+
+BINANCE_PROD_URL="https://api.binance.com"
+BINANCE_DEV_URL="https://testnet.binance.vision"
+BINANCE_PATH="/api/v3/depth"
@@ -0,0 +1,141 @@
+#!/usr/bin/env bash
+
+help_text="\
+Get Binance market data.
+
+Usage: get_binance_md.sh [OPTIONS]
+
+Options:
+  --usds-future     Indicates the symbol is a USDS Future
+  --coin-future     Indicates the symbol is a Coin Future
+  --spot            Indicates the symbol is a Spot
+  --us              Indicates the symbol is a Binance US Spot
+  --prod            Use production url
+  --dev             Use development url
+  --dry             Print the command to console without actually running it
+  --data            DEPTH | RECENT_TRADES | HISTORICAL_TRADES | MARK_PRICE | PRICE_TICKER
+  --<key>=<value>   Query parameter (e.g., --symbol=btcusdt, --limit=5)
+
+"
+
+function print_help_and_exit() {
+  echo "$help_text"
+  exit "$1"
+}
+
+declare this_dir="$(readlink -f $(dirname ${BASH_SOURCE[0]}))"
+source "$this_dir/binance.env"
+
+env_name="binance"
+venue="BINANCE"
+declare -u mode
+declare -u data
+declare -A query_params
+declare -i dry
+dry=0
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    --usds-future)
+      venue="BINANCE_USDS_FUTURES"
+      shift 1
+      ;;
+    --coin-future)
+      venue="BINANCE_COIN_FUTURES"
+      shift 1
+      ;;
+    --spot)
+      venue="BINANCE"
+      shift 1
+      ;;
+    --us)
+      venue="BINANCE_US"
+      shift 1
+      ;;
+    --prod)
+      mode="PROD"
+      shift 1
+      ;;
+    --dev)
+      mode="DEV"
+      shift 1
+      ;;
+    --data)
+      if [[ -n "$data" ]]; then
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      elif [[ -z "$2" ]]; then
+        echo "Data (--data) must be non-empty"
+        print_help_and_exit 1
+      fi
+      data="$2"
+      shift 2
+      ;;
+    --*=*)
+      key="${1%%=*}"
+      key="${key#--}"
+      value="${1#*=}"
+      if [[ -z "$key" ]]; then
+        echo "Invalid --key=value arg (key is empty). $1"
+        print_help_and_exit 1
+      fi
+      query_params["$key"]="$value"
+      shift 1
+      ;;
+    --dry)
+      dry=1
+      shift 1
+      ;;
+    -h)
+      ;&
+    --help)
+      print_help_and_exit 0
+      ;;
+    *)
+      if [[ -z "$1" ]]; then
+        echo "Invalid positional argument '$1'"
+        print_help_and_exit 1
+      elif [[ -z "$symbol" ]]; then
+        symbol="$1"
+      else
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      fi
+      shift 1
+    ;;
+  esac
+done
+
+if [ -z "$mode" ]; then
+  mode="DEV"
+fi
+if [ -z "$data" ]; then
+  data="DEPTH"
+fi
+
+base_url_name="${venue}_${mode}_URL"
+base_url_name="${venue}_${mode}_URL"
+path_name="${venue}_${data}_PATH"
+params_name="${venue}_${data}_PARAMS"
+if [ ! -f "$this_dir/$env_name.env" ]; then
+  echo "Env file '$this_dir/$env_name.env' does not exist"
+  print_help_and_exit 1
+fi
+
+for key in "${!query_params[@]}"; do
+  val=${query_params[$key]}
+  declare -u keyu
+  keyu="$key"
+  eval "$keyu=$val"
+done
+
+source "$this_dir/$env_name.env"
+
+params_template=${!params_name}
+eval "params=\"$params_template\""
+url="${!base_url_name}${!path_name}?${params}"
+if [ $dry -ne 0 ]; then
+  echo curl --get $url
+else
+  curl --get $url
+fi
Author	SHA1	Message	Date
Mohammad Arham	914ac597cd	Vesrsion: Update to v2.2.5 deploying to jame prod	2025-02-13 14:40:27 +00:00
Mohammad Arham	4aa6a77680	Fix: OKX execution works as long as spreader not to big	2025-02-13 06:09:43 +00:00
Mohammad Arham	6b59dd84ee	Fix: Ordermanager will not try to remake orders from er after restart	2025-02-13 06:09:01 +00:00
Mohammad Arham	4e2c5f2d17	Fix: Okx USDT perps fix re added	2025-02-13 06:08:27 +00:00
Mohammad Arham	9a1b94a1b0	Add: fill id to okx execution report	2025-02-13 01:13:50 +00:00
Mohammad Arham	13b3c55771	Change: lst msg only entered if error	2025-02-12 23:13:59 +00:00
Mohammad Arham	d0a6fcdb9c	Add: Stricter Assert if websocket goes down okx execution	2025-02-12 22:23:53 +00:00
John Colvin	1eb13028c1	ui: Get qty display settings from md instead of config	2025-02-12 15:59:51 -05:00
John Colvin	424e5ff16b	Get Spark version at runtime via reflection So it doesn't need to be hardcoded per release	2025-02-12 15:59:51 -05:00
John Colvin	bed389885b	Support qty tick size 10e-9 Some spots at OKX need this (e.g., BTC-AED)	2025-02-12 20:42:28 +00:00
John Colvin	85cf25a57a	fix: Get min qty and min increment from correct fields in okx json "lotSz" represents min qty, and "minSz" represents min qty increment. We had them backwards before.	2025-02-12 20:36:40 +00:00
John Colvin	61471d4675	diag: Show qty info fields in FixedSecurity json	2025-02-12 20:34:48 +00:00
John Colvin	d83435d49d	Move FixedSecurity to_json fn to cpp Doesn't make sense to inline; it's too big.	2025-02-12 20:34:47 +00:00
John Colvin	582fc10dce	Add get_binance_md.sh for quick/easy troubleshooting	2025-02-12 20:34:47 +00:00
John Colvin	5969985d24	cleanup: Remove unnecessary includes	2025-02-12 20:34:47 +00:00
John Colvin	fabe7d665c	devcontainer: Install clang-format extension	2025-02-12 20:34:47 +00:00
John Colvin	7ce75bb8e7	devcontainer: Increase ram and shared mem In order to support large symbol sets for Alphaworx	2025-02-12 20:34:47 +00:00
Mohammad Arham	b8e1c3cd60	Add: Fix build Issue	2025-02-12 19:48:52 +00:00
Taha	4909944694	Fixing PNL for perps (its base don mid market now)	2025-02-12 11:20:55 -05:00
Mohammad Arham	7258af09b4	Add: Basic Okx execution working	2025-02-12 11:55:50 +00:00
Mohammad Arham	7f2ce6c1a9	Add: Okx execution cfg	2025-02-12 11:06:45 +00:00
Mohammad Arham	4835725e1c	Add: diag logging to gttp client	2025-02-12 11:06:09 +00:00
Mohammad Arham	6a9e8de475	Deployment: Updating version numbers	2025-02-11 05:06:21 +00:00
Taha Afzal	4639951acc	Fixing Sprader's reportin of its filled qty	2025-02-11 03:04:30 +00:00
Taha	d8de211aac	Front end does NOT filter nay CBOE or CME expirations	2025-02-10 17:49:14 -05:00
John Colvin	87394bc60b	ui: Increase Currency col width so filter icon isn't clipped	2025-02-10 15:31:31 -05:00
John Colvin	beba30f65c	fix (ui): Remove temp hack that assumed synth qty always notional	2025-02-10 15:31:31 -05:00
John Colvin	2d58424d8f	ui (mview): Hook up currency filter in vm Make it a discrete values filter (listbox) while we're at it. This seems more practical than regex.	2025-02-10 15:31:31 -05:00
John Colvin	d1bbfa3791	Revert batch subscribe change in Binance	2025-02-10 19:59:42 +00:00
John Colvin	aab17f460f	cleanup: Remove docker submodules again They just keep coming back.	2025-02-10 19:59:32 +00:00
John Colvin	461ef53322	devcontainer: Clean up and simplify * Remove mounted dirs (the repo is automatically persisted in a volume) * Remove user specific shell env initialization scripts (they're more trouble than they're worth, often break the devcontainer build) * Remove redundant settings already defined in settings.json	2025-02-10 16:55:53 +00:00
Taha Afzal	2486bc90b2	Spreader is hooked to the priceCal dropdown while creating the spreader	2025-02-10 03:10:11 +00:00
John Colvin	1c5cbaf60b	Change: Update version to 2.2.4-1	2025-02-08 13:19:41 -05:00
John Colvin	b8de447cfb	fix (pnl ui): Assume rows w/ exp DateTime.MinValue are Spots Not the most elegant fix, but it'll do for now. Bugs (fixed): * The Pnl window groups perpetual futures with spots	2025-02-08 13:18:27 -05:00