feat: Impl synthetic book

The synth book computation code doesn't support doubles

.clang-format

@@ -1 +1,10 @@
 IndentWidth: 3
+BinPackArguments: true
+BinPackParameters: false 
+AlignAfterOpenBracket: AlwaysBreak
+AlwaysBreakTemplateDeclarations: true
+PenaltyReturnTypeOnItsOwnLine: 140
+---
+Language: Proto
+IndentWidth: 2
+AllowShortFunctionsOnASingleLine: None

.config/dotnet-tools.json

@@ -0,0 +1,12 @@
+{
+  "version": 1,
+  "isRoot": true,
+  "tools": {
+    "dotnet-format": {
+      "version": "5.1.225507",
+      "commands": [
+        "dotnet-format"
+      ]
+    }
+  }
+}

.editorconfig

@@ -0,0 +1,251 @@
+# Remove the line below if you want to inherit .editorconfig settings from higher directories
+root = true
+
+# C# files
+[*.cs]
+
+#### Core EditorConfig Options ####
+
+# Indentation and spacing
+indent_size = 3
+indent_style = space
+tab_width = 3
+
+# New line preferences
+end_of_line = crlf
+insert_final_newline = true
+
+#### .NET Coding Conventions ####
+
+# Organize usings
+dotnet_separate_import_directive_groups = true
+dotnet_sort_system_directives_first = false
+file_header_template = unset
+
+# this. and Me. preferences
+dotnet_style_qualification_for_event = false:silent
+dotnet_style_qualification_for_field = false:silent
+dotnet_style_qualification_for_method = false:silent
+dotnet_style_qualification_for_property = false:silent
+
+# Language keywords vs BCL types preferences
+dotnet_style_predefined_type_for_locals_parameters_members = true:silent
+dotnet_style_predefined_type_for_member_access = true:silent
+
+# Parentheses preferences
+dotnet_style_parentheses_in_arithmetic_binary_operators = always_for_clarity:silent
+dotnet_style_parentheses_in_other_binary_operators = always_for_clarity:silent
+dotnet_style_parentheses_in_other_operators = never_if_unnecessary:silent
+dotnet_style_parentheses_in_relational_binary_operators = always_for_clarity:silent
+
+# Modifier preferences
+dotnet_style_require_accessibility_modifiers = for_non_interface_members:silent
+
+# Expression-level preferences
+dotnet_style_coalesce_expression = true:suggestion
+dotnet_style_collection_initializer = true:suggestion
+dotnet_style_explicit_tuple_names = true:suggestion
+dotnet_style_null_propagation = true:suggestion
+dotnet_style_object_initializer = true:suggestion
+dotnet_style_operator_placement_when_wrapping = beginning_of_line
+dotnet_style_prefer_auto_properties = true:silent
+dotnet_style_prefer_compound_assignment = true:suggestion
+dotnet_style_prefer_conditional_expression_over_assignment = true:silent
+dotnet_style_prefer_conditional_expression_over_return = true:silent
+dotnet_style_prefer_inferred_anonymous_type_member_names = true:suggestion
+dotnet_style_prefer_inferred_tuple_names = true:suggestion
+dotnet_style_prefer_is_null_check_over_reference_equality_method = true:suggestion
+dotnet_style_prefer_simplified_boolean_expressions = true:suggestion
+dotnet_style_prefer_simplified_interpolation = true:suggestion
+
+# Field preferences
+dotnet_style_readonly_field = true:suggestion
+
+# Parameter preferences
+dotnet_code_quality_unused_parameters = all:suggestion
+
+# Suppression preferences
+dotnet_remove_unnecessary_suppression_exclusions = none
+
+#### C# Coding Conventions ####
+
+# var preferences
+csharp_style_var_elsewhere = false:silent
+csharp_style_var_for_built_in_types = false:silent
+csharp_style_var_when_type_is_apparent = false:silent
+
+# Expression-bodied members
+csharp_style_expression_bodied_accessors = true:silent
+csharp_style_expression_bodied_constructors = false:silent
+csharp_style_expression_bodied_indexers = true:silent
+csharp_style_expression_bodied_lambdas = true:silent
+csharp_style_expression_bodied_local_functions = false:silent
+csharp_style_expression_bodied_methods = false:silent
+csharp_style_expression_bodied_operators = false:silent
+csharp_style_expression_bodied_properties = true:silent
+
+# Pattern matching preferences
+csharp_style_pattern_matching_over_as_with_null_check = true:suggestion
+csharp_style_pattern_matching_over_is_with_cast_check = true:suggestion
+csharp_style_prefer_not_pattern = true:suggestion
+csharp_style_prefer_pattern_matching = true:silent
+csharp_style_prefer_switch_expression = true:suggestion
+
+# Null-checking preferences
+csharp_style_conditional_delegate_call = true:suggestion
+
+# Modifier preferences
+csharp_prefer_static_local_function = true:suggestion
+csharp_preferred_modifier_order = public,private,protected,internal,static,extern,new,virtual,abstract,sealed,override,readonly,unsafe,volatile,async:silent
+
+# Code-block preferences
+csharp_prefer_braces = true:silent
+csharp_prefer_simple_using_statement = true:suggestion
+
+# Expression-level preferences
+csharp_prefer_simple_default_expression = true:suggestion
+csharp_style_deconstructed_variable_declaration = true:suggestion
+csharp_style_inlined_variable_declaration = true:suggestion
+csharp_style_pattern_local_over_anonymous_function = true:suggestion
+csharp_style_prefer_index_operator = true:suggestion
+csharp_style_prefer_range_operator = true:suggestion
+csharp_style_throw_expression = true:suggestion
+csharp_style_unused_value_assignment_preference = discard_variable:suggestion
+csharp_style_unused_value_expression_statement_preference = discard_variable:silent
+
+# 'using' directive preferences
+csharp_using_directive_placement = inside_namespace:silent
+
+#### C# Formatting Rules ####
+
+# New line preferences
+csharp_new_line_before_catch = false
+csharp_new_line_before_else = false
+csharp_new_line_before_finally = false
+csharp_new_line_before_members_in_anonymous_types = true
+csharp_new_line_before_members_in_object_initializers = true
+csharp_new_line_before_open_brace = none
+csharp_new_line_between_query_expression_clauses = true
+
+# Indentation preferences
+csharp_indent_block_contents = true
+csharp_indent_braces = false
+csharp_indent_case_contents = true
+csharp_indent_case_contents_when_block = true
+csharp_indent_labels = one_less_than_current
+csharp_indent_switch_labels = true
+
+# Space preferences
+csharp_space_after_cast = false
+csharp_space_after_colon_in_inheritance_clause = true
+csharp_space_after_comma = true
+csharp_space_after_dot = false
+csharp_space_after_keywords_in_control_flow_statements = true
+csharp_space_after_semicolon_in_for_statement = true
+csharp_space_around_binary_operators = before_and_after
+csharp_space_around_declaration_statements = false
+csharp_space_before_colon_in_inheritance_clause = true
+csharp_space_before_comma = false
+csharp_space_before_dot = false
+csharp_space_before_open_square_brackets = false
+csharp_space_before_semicolon_in_for_statement = false
+csharp_space_between_empty_square_brackets = false
+csharp_space_between_method_call_empty_parameter_list_parentheses = false
+csharp_space_between_method_call_name_and_opening_parenthesis = false
+csharp_space_between_method_call_parameter_list_parentheses = false
+csharp_space_between_method_declaration_empty_parameter_list_parentheses = false
+csharp_space_between_method_declaration_name_and_open_parenthesis = false
+csharp_space_between_method_declaration_parameter_list_parentheses = false
+csharp_space_between_parentheses = false
+csharp_space_between_square_brackets = false
+
+# Wrapping preferences
+csharp_preserve_single_line_blocks = true
+csharp_preserve_single_line_statements = true
+
+#### Naming styles ####
+
+# Naming rules
+
+dotnet_naming_rule.interface_should_be_begins_with_i.severity = suggestion
+dotnet_naming_rule.interface_should_be_begins_with_i.symbols = interface
+dotnet_naming_rule.interface_should_be_begins_with_i.style = begins_with_i
+
+dotnet_naming_rule.types_should_be_pascal_case.severity = suggestion
+dotnet_naming_rule.types_should_be_pascal_case.symbols = types
+dotnet_naming_rule.types_should_be_pascal_case.style = pascal_case
+
+dotnet_naming_rule.non_field_members_should_be_pascal_case.severity = suggestion
+dotnet_naming_rule.non_field_members_should_be_pascal_case.symbols = non_field_members
+dotnet_naming_rule.non_field_members_should_be_pascal_case.style = pascal_case
+
+# Symbol specifications
+
+dotnet_naming_symbols.interface.applicable_kinds = interface
+dotnet_naming_symbols.interface.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
+dotnet_naming_symbols.interface.required_modifiers =
+
+# user types
+dotnet_naming_symbols.user_types.applicable_kinds = class, struct, interface, enum
+dotnet_naming_symbols.user_types.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
+dotnet_naming_symbols.user_types.required_modifiers =
+
+# non_field_members
+dotnet_naming_symbols.non_field_members.applicable_kinds = property, event, method
+dotnet_naming_symbols.non_field_members.applicable_accessibilities = public, internal, private, protected, protected_internal, private_protected
+dotnet_naming_symbols.non_field_members.required_modifiers =
+
+# public symbols
+dotnet_naming_symbols.public_symbols.applicable_kinds = property,method,field,event,delegate
+dotnet_naming_symbols.public_symbols.applicable_accessibilities = public,internal
+
+# parameters
+dotnet_naming_symbols.parameters.applicable_kinds = parameter
+dotnet_naming_symbols.parameters.applicable_accessibilities = public,internal,protected,private,protected_internal,private_internal
+
+# private symbols
+dotnet_naming_symbols.private_symbols.applicable_kinds = property,method,field,event,delegate
+dotnet_naming_symbols.private_symbols.applicable_accessibilities = protected,private
+
+# Naming styles
+
+dotnet_naming_style.snake_case.required_prefix =
+dotnet_naming_style.snake_case.required_suffix =
+dotnet_naming_style.snake_case.word_separator = _
+dotnet_naming_style.snake_case.capitalization = all_lower
+
+dotnet_naming_style.private_snake_case.required_prefix = _
+dotnet_naming_style.private_snake_case.required_suffix =
+dotnet_naming_style.private_snake_case.word_separator = _
+dotnet_naming_style.private_snake_case.capitalization = all_lower
+
+dotnet_naming_style.user_types.required_prefix =
+dotnet_naming_style.user_types.required_suffix =
+dotnet_naming_style.user_types.word_separator =
+dotnet_naming_style.user_types.capitalization = pascal_case
+
+dotnet_naming_style.interface.required_prefix = I
+dotnet_naming_style.interface.required_suffix =
+dotnet_naming_style.interface.word_separator =
+dotnet_naming_style.interface.capitalization = pascal_case
+
+# rules
+dotnet_naming_rule.user_types.symbols = user_types
+dotnet_naming_rule.user_types.style = user_types
+dotnet_naming_rule.user_types.severity = suggestion
+
+dotnet_naming_rule.interfaces.symbols = interface
+dotnet_naming_rule.interfaces.style = interface_style
+dotnet_naming_rule.interfaces.severity = suggestion
+
+dotnet_naming_rule.public_members_snake_case.symbols = public_symbols
+dotnet_naming_rule.public_members_snake_case.style = snake_case
+dotnet_naming_rule.public_members_snake_case.severity = suggestion
+
+dotnet_naming_rule.private_members_snake_case.symbols = private_symbols
+dotnet_naming_rule.private_members_snake_case.style = private_snake_case
+dotnet_naming_rule.private_members_snake_case.severity = suggestion
+
+dotnet_naming_rule.parameters.symbols = parameters
+dotnet_naming_rule.parameters.style = snake_case
+dotnet_naming_rule.parameters.severity = suggestion

.gitignore

@@ -1,11 +1,13 @@
 nohup.out
 build/
+.build_proxy/
 cmake-build-debug/
+.cache/
+.ipynb_checkpoints/
 .idea/
 .dir-locals.el
 *.pyc
-.vscode/*
-!.vscode/*.json
+**.vscode
 .vs
 obj/
 *.csproj.user
@@ -17,10 +19,13 @@ vcxproj.user
 src/client/spark/Properties/launchSettings.json
 compile_commands.json
 .cquery_cached_index/
+.cache/*
+.clangd/*
 src/client/sparkcmd/Properties/launchSettings.json
 node_modules
 paket-files
 project.lock.json
+src/.clang-format
 src/server/sparkd/orderman/perf_analysis/data
 src/server/sparkd/orderman/perf_analysis/logs/
 src/server/sparkd/orderman/perf_analysis/trace_data/
@@ -34,3 +39,15 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
+*.rej
+/build
+/build.*/*
+.clangd/
+*CMakeDeps.cmake
+/sniper.ipynb
+/src/.clang-format
+/src/server/sparkd/cmds/spartan/analysis/.ipynb_checkpoints
+/src/server/sparkd/cmds/spartan/analysis/data
+*.tmp/*
+/.venv*/*
+.cache/

.gitmodules

@@ -7,3 +7,6 @@
 [submodule "docker/windows"]
 	path = docker/windows
 	url = git@bitbucket.org:bluetradesys/windows_docker.git
+[submodule "src/deribit-crypto-connector-demo-application"]
+	path = src/deribit-crypto-connector-demo-application
+	url = git@gitlab.com:cryptoexchanges1/deribit-crypto-connector-demo-application.git

CMakeLists.txt

@@ -1,65 +1,94 @@
 cmake_minimum_required(VERSION 3.5)
 project(spark)
 
-if (WIN32)
-  set (platform "windows")
-else ()
-  set (platform "linux")
-endif ()
+if(WIN32)
+  set(platform "windows")
+else()
+  set(platform "linux")
+endif()
 
-set (EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
-set (SPARK_PYTHON "${EXTERNALS_ROOT}/python")
-set (SPARK_BIN "${EXTERNALS_ROOT}/bin")
-set (SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
-set (SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
+set(EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
+set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
+set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
+set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
+set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
+set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
 
-include_directories (BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
-link_directories (${SPARK_LIB})
+include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
+link_directories(${SPARK_LIB})
 
-if (WIN32)
-  set (CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} \
-                        /MP \ 
-                        /WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
-                        /DCURL_STATICLIB \
-                        /D_WINSOCK_DEPRECATED_NO_WARNINGS \
-                        /D__TBB_NO_IMPLICIT_LINKAGE \
-                        /DBOOST_ALL_NO_LIB \
-                        /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
-
-  set (CMAKE_CXX_FLAGS_DEBUG  "${CMAKE_CXX_FLAGS_DEBUG} /MTd") 
-  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
-  set(CMAKE_SHARED_LINKER_FLAGS_RELEASE "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} /DEBUG /OPT:REF /OPT:ICF /LTCG")
+if(WIN32)
+  # flags
+  set(
+    CMAKE_CXX_FLAGS
+    "${CMAKE_CXX_FLAGS} \
+    /MP \
+    /WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
+    /bigobj \
+    /DCURL_STATICLIB \
+    /D_WINSOCK_DEPRECATED_NO_WARNINGS \
+    /D__TBB_NO_IMPLICIT_LINKAGE \
+    /DBOOST_ALL_NO_LIB \
+    /std:c++17 \
+    /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
+  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
+  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
+  set(
+    CMAKE_SHARED_LINKER_FLAGS_RELEASE
+    "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} \
+    /DEBUG \
+    /OPT:REF \
+    /OPT:ICF \
+    /LTCG")
 
+  # subdirs
   add_subdirectory(src/lib)
-else ()
-# so that sparkd looks for libspark.so in its directory
-  set (CMAKE_BUILD_WITH_INSTALL_RPATH TRUE) 
-  set (CMAKE_INSTALL_RPATH ".")
+else()
+  # make sparkd look for libspark.so in its directory
+  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
+  set(CMAKE_INSTALL_RPATH ".")
 
-  set (CMAKE_CXX_FLAGS_DEBUG  "${CMAKE_CXX_FLAGS_DEBUG} \
-                               -fPIC -Wall -pedantic -Wextra -Werror \
-                               -Wno-missing-braces -Wno-ignored-qualifiers \
-                               --std=c++17 -fdiagnostics-color")
-  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
-  set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
+  # flags
+  set(
+    CMAKE_CXX_FLAGS_DEBUG
+    "${CMAKE_CXX_FLAGS_DEBUG} \
+    -fPIC \
+    -Wall \
+    -pedantic \
+    -Wextra \
+    -Werror \
+    -Wno-missing-braces \
+    -Wno-ignored-qualifiers \
+    --std=c++17 -fdiagnostics-color")
+  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
+  set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
+
+  # subdirs
   add_subdirectory(src/server/sparkd)
   add_subdirectory(src/lib)
   add_subdirectory(src/web)
   add_subdirectory(doc/user)
-  add_subdirectory(src/sdk)
+  if(BUILD_SDK)
+    add_subdirectory(src/sdk)
+  endif()
   add_subdirectory(src/data_files)
 
-  add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
+  add_custom_command(
+    OUTPUT ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
-    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.13.0.0 ${CMAKE_BINARY_DIR}/server
+    COMMAND
+      ln ARGS -sf
+      ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
+      ${CMAKE_BINARY_DIR}/server
     COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
     COMMENT "Creating server runtime layout"
-    DEPENDS sparkd data_files_dir)  
+    DEPENDS sparkd data_files_dir)
 
   add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
 endif()

SpreaderFrontEnd/SpreaderFrontEnd.sln

@@ -0,0 +1,25 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 17
+VisualStudioVersion = 17.2.32630.192
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SpreaderFrontEnd", "SpreaderFrontEnd\SpreaderFrontEnd.csproj", "{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {3E2EF0DA-32BB-4A7A-9089-B132E1677AA7}
+	EndGlobalSection
+EndGlobal

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/Book.cs

@@ -0,0 +1,36 @@
+using System;
+using System.Linq;
+
+namespace SpreaderFrontEnd {
+   public class Book : IEquatable<Book> {
+      public Book(BookSide bids = null, BookSide asks = null) {
+         this.bids = bids ?? new BookSide();
+         this.asks = asks ?? new BookSide();
+      }
+
+      public BookSide bids { get; }
+      public BookSide asks { get; }
+
+      public Book Clone() {
+         return new Book(
+            new BookSide(bids.levels.ToList()),
+            new BookSide(asks.levels.ToList()));
+      }
+
+      public bool Equals(Book other) {
+         return other != null && other.bids.Equals(bids) && other.asks.Equals(asks);
+      }
+
+      public override bool Equals(object obj) {
+         return Equals(obj as Book);
+      }
+
+      public override int GetHashCode() {
+         return HashCodeHelper.combine(bids.GetHashCode(), asks.GetHashCode());
+      }
+
+      public override string ToString() {
+         return $"bid: {bids} | ask: {asks}";
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/BookSide.cs

@@ -0,0 +1,38 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace SpreaderFrontEnd {
+   public class BookSide : IEquatable<BookSide> {
+      public BookSide() {
+         levels = new List<PriceLevel>();
+      }
+
+      public BookSide(IEnumerable<PriceLevel> levels) {
+         this.levels = levels?.ToList() ?? new List<PriceLevel>();
+      }
+
+      public IList<PriceLevel> levels { get; }
+
+      public BookSide Clone() {
+         return new BookSide(levels.ToList());
+      }
+
+      public bool Equals(BookSide other) {
+         return other != null && levels.SequenceEqual(other.levels);
+      }
+
+      public override bool Equals(object obj) {
+         return Equals(obj as BookSide);
+      }
+
+      public override int GetHashCode() {
+         return levels.Select(l => l.GetHashCode()).Skip(1).Aggregate(
+            levels[0].GetHashCode(), HashCodeHelper.combine);
+      }
+
+      public override string ToString() {
+         return string.Join("; ", levels);
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/LegBookSideCursor.cs

@@ -0,0 +1,120 @@
+using System;
+using System.Collections.Generic;
+using System.Diagnostics;
+
+namespace SpreaderFrontEnd {
+   public class LegCursor {
+      public LegCursor(int leg_size, IList<PriceLevel> levels) {
+         this.leg_size = leg_size;
+         this.levels = levels;
+      }
+
+      /// <summary>
+      /// The [signed] quantity of this leg in the SpreaderContract to which it belongs
+      /// </summary>
+      public int leg_size { get; }
+
+      /// <summary>
+      /// The [unsigned] quantity of this leg in the SpreaderContract to which it belongs
+      /// </summary>
+      public int leg_size_abs {
+         get {
+            return Math.Abs(leg_size);
+         }
+      }
+
+      /// <summary>
+      /// The price levels of the underlying BookSide
+      /// </summary>
+      public IList<PriceLevel> levels { get; }
+
+      /// <summary>
+      /// The index of the current level. When <see cref="consume_unit_qty(uint, out List{PriceLevel})"/>
+      /// is called, quantity consumption begins at this level. Once this level's quantity is fully
+      /// consumed, <see cref="cursor"/> is incremented, and <see cref="curr_level_consumed_qty"/>
+      /// is reset to 0.
+      /// </summary>
+      public int cursor { get; private set; }
+
+      /// <summary>
+      /// The quantity that has been consumed at the current level (i.e., the level at index
+      /// <see cref="cursor"/>)
+      /// </summary>
+      public uint curr_level_consumed_qty { get; private set; }
+
+      /// <summary>
+      /// Consumes the specified quantity of units at the best available price(s)
+      /// </summary>
+      /// <param name="unit_qty">
+      /// The unit quantity to consume
+      /// </param>
+      /// <returns>True if the entire quantity is consumed, otherwise false.</returns>
+      public bool consume_unit_qty(uint unit_qty, out List<PriceLevel> consumed_levels) {
+         consumed_levels = new List<PriceLevel>();
+         uint marg_qty = (uint)(unit_qty * leg_size_abs);
+         var consumed_qty = _consume_raw_qty(marg_qty, ref consumed_levels);
+         Debug.Assert(consumed_qty % leg_size_abs == 0);
+         uint consumed_units = (uint)(consumed_qty / leg_size_abs);
+         return consumed_units == unit_qty;
+      }
+
+      /// <summary>
+      /// Gets the number of units (raw_quantity / leg_size_abs) available at the best price
+      /// </summary>
+      public PriceLevel curr_synth_level() {
+         if (cursor >= levels.Count) {
+            return PriceLevel.empty;
+         }
+
+         var curr_level = levels[cursor];
+         Debug.Assert(curr_level.qty >= curr_level_consumed_qty);
+         var curr_level_rem_qty = curr_level.qty - curr_level_consumed_qty;
+         if (curr_level_rem_qty >= leg_size_abs) {
+            return new PriceLevel(
+               price: curr_level.price * leg_size_abs,
+               qty: (uint)(curr_level_rem_qty / leg_size_abs));
+         }
+
+         double unit_cost = curr_level.price * curr_level_rem_qty;
+         var unit_rem = leg_size_abs - curr_level_rem_qty;
+         for (int i = cursor + 1; i < levels.Count; i++) {
+            curr_level = levels[i];
+            if (curr_level.qty >= unit_rem) {
+               unit_cost += curr_level.price * unit_rem;
+               return new PriceLevel(price: unit_cost, qty: 1);
+            }
+            unit_cost += curr_level.price * curr_level.qty;
+            unit_rem -= curr_level.qty;
+         }
+         return PriceLevel.empty;
+      }
+
+      /// <summary>
+      /// Consumes as much of the specified [raw] quantity as possible
+      /// </summary>
+      /// <returns>
+      /// The quantity that was actually consumed
+      /// </returns>
+      uint _consume_raw_qty(uint raw_qty, ref List<PriceLevel> dest) {
+         if (levels == null || cursor >= levels.Count) {
+            return 0;
+         }
+         var curr_level = levels[cursor];
+         // Cursor should be incremented when curr_level_consumed_qty == levels[cursor].qty
+         // (i.e., curr_level.qty should never be less than curr_level_consumed_qty)
+         Debug.Assert(curr_level.qty > curr_level_consumed_qty);
+         var curr_level_qty_rem = curr_level.qty - curr_level_consumed_qty;
+         if (curr_level_qty_rem > raw_qty) {
+            curr_level_consumed_qty += raw_qty;
+            dest.Add(new PriceLevel(price: curr_level.price, qty: raw_qty));
+            return raw_qty;
+         }
+         // The input qty is greater than the qty that remains at this level. Consume the rest on
+         // the next level.
+         cursor++;
+         curr_level_consumed_qty = 0;
+         dest.Add(new PriceLevel(price: curr_level.price, qty: curr_level_qty_rem));
+         return curr_level_qty_rem + _consume_raw_qty(raw_qty - curr_level_qty_rem, ref dest);
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/PriceLevel.cs

@@ -0,0 +1,44 @@
+using System;
+
+namespace SpreaderFrontEnd {
+   public struct PriceLevel : IEquatable<PriceLevel> {
+      public PriceLevel(double price, uint qty) {
+         this.price = price;
+         this.qty = qty;
+      }
+
+      public static PriceLevel empty {
+         get {
+            return new PriceLevel(double.NaN, 0);
+         }
+      }
+
+      public double price { get; }
+      public uint qty { get; }
+
+      public PriceLevel subtract_qty(uint value) {
+         System.Diagnostics.Debug.Assert(value <= qty);
+         return new PriceLevel(price, qty - value);
+      }
+      
+      public PriceLevel add_qty(uint value) {
+         return new PriceLevel(price, qty + value);
+      }
+
+      public override string ToString() {
+         return $"{price} ({qty})";
+      }
+
+      public bool Equals(PriceLevel other) {
+         return qty == other.qty && price.Equals(other.price);
+      }
+
+      public override bool Equals(object obj) {
+         return obj is PriceLevel other && Equals(other);
+      }
+
+      public override int GetHashCode() {
+         return HashCodeHelper.combine(price.GetHashCode(), qty.GetHashCode());
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/SpreaderBookCalculator.cs

@@ -0,0 +1,49 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Diagnostics;
+
+namespace SpreaderFrontEnd {
+   public static class SpreaderBookCalculator {
+      public static Book compute_spreader_book(
+         SpreaderContract contract, IEnumerable<Book> leg_books) {
+         if (contract == null) {
+            throw new ArgumentNullException(nameof(contract));
+         }
+         if (leg_books == null) {
+            throw new ArgumentNullException(nameof(leg_books));
+         }
+         var leg_book_list = leg_books as IList<Book> ?? leg_books.ToList();
+         var synth_book = new SyntheticBook(contract, leg_book_list);
+         return synth_book.to_book();
+      }
+
+      public static BookSide compute_spreader_book_side(
+         SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
+         Debug.Assert(contract.spread_legs.Count == leg_books.Count);
+         var leg_cursors = leg_books.Select((b, i) => new LegCursor(
+            contract.spread_legs[i].qty,
+            contract.spread_legs[i].qty < 0 == is_bid ? b.asks.levels : b.bids.levels)).ToList();
+         var level_qty = leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
+         var result = new BookSide();
+
+         while (level_qty > 0) {
+            double level_price = 0;
+            for (int i = 0; i < leg_cursors.Count; i++) {
+               var lc = leg_cursors[i];
+               bool did_consume = lc.consume_unit_qty(level_qty, out var consumed_levels);
+               Debug.Assert(did_consume);
+               var leg_cost = consumed_levels.Select(l => l.price * l.qty).Sum() / level_qty;
+               if (lc.leg_size < 0) {
+                  level_price -= leg_cost;
+               } else {
+                  level_price += leg_cost;
+               }
+            }
+            result.levels.Add(new PriceLevel(price: level_price, qty: level_qty));
+            level_qty = leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
+         }
+         return result;
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/SyntheticBook.cs

@@ -0,0 +1,17 @@
+using System.Collections.Generic;
+
+namespace SpreaderFrontEnd {
+   class SyntheticBook {
+      public SyntheticBook(SpreaderContract contract, IList<Book> leg_books) {
+         bids = new SyntheticBookSide(contract, leg_books, true);
+         asks = new SyntheticBookSide(contract, leg_books, false);
+      }
+
+      public SyntheticBookSide bids { get; }
+      public SyntheticBookSide asks { get; }
+
+      public Book to_book() {
+         return new Book(bids: bids.to_book_side(), asks: asks.to_book_side());
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/SyntheticBookSide.cs

@@ -0,0 +1,28 @@
+using System.Collections;
+using System.Collections.Generic;
+
+namespace SpreaderFrontEnd {
+   class SyntheticBookSide : IEnumerable<PriceLevel> {
+      readonly SpreaderContract _contract;
+      readonly IList<Book> _leg_books;
+      readonly bool _is_bid;
+
+      public SyntheticBookSide(SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
+         _contract = contract;
+         _leg_books = leg_books;
+         _is_bid = is_bid;
+      }
+
+      public BookSide to_book_side() {
+         return new BookSide(this);
+      }
+
+      public IEnumerator<PriceLevel> GetEnumerator() {
+         return new SyntheticBookSideEnumerator(_contract, _leg_books, _is_bid);
+      }
+
+      IEnumerator IEnumerable.GetEnumerator() {
+         return GetEnumerator();
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/SyntheticBookSideEnumerator.cs

@@ -0,0 +1,59 @@
+using System.Collections.Generic;
+using System.Linq;
+using System.Diagnostics;
+using System.Collections;
+
+namespace SpreaderFrontEnd {
+   class SyntheticBookSideEnumerator : IEnumerator<PriceLevel> {
+      readonly List<LegCursor> _leg_cursors;
+
+      PriceLevel _current;
+      uint _level_qty;
+
+      public SyntheticBookSideEnumerator(
+         SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
+         Debug.Assert(contract.spread_legs.Count == leg_books.Count);
+         _leg_cursors = new List<LegCursor>(leg_books.Count);
+         for (int i = 0; i < leg_books.Count; i++) {
+            _leg_cursors.Add(new LegCursor(
+               contract.spread_legs[i].qty,
+               contract.spread_legs[i].qty < 0 == is_bid ?
+                  leg_books[i].asks.levels : leg_books[i].bids.levels));
+         }
+      }
+
+      public PriceLevel Current => _current;
+
+      object IEnumerator.Current => _current;
+
+      public void Dispose() { }
+
+      public bool MoveNext() {
+         _level_qty = _leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
+         if (_level_qty == 0) {
+            return false;
+         }
+         double level_price = 0;
+         for (int i = 0; i < _leg_cursors.Count; i++) {
+            var lc = _leg_cursors[i];
+            bool did_consume = lc.consume_unit_qty(_level_qty, out var consumed_levels);
+            Debug.Assert(did_consume);
+            var leg_cost = consumed_levels.Select(l => l.price * l.qty).Sum() / _level_qty;
+            if (lc.leg_size < 0) {
+               level_price -= leg_cost;
+            } else {
+               level_price += leg_cost;
+            }
+         }
+         _current = new PriceLevel(price: level_price, qty: _level_qty);
+         return true;
+      }
+
+      public void Reset() {
+         for (int i = 0; i < _leg_cursors.Count; i++) {
+            var lc = _leg_cursors[i];
+            _leg_cursors[i] = new LegCursor(lc.leg_size, lc.levels);
+         }
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/HashCodeHelper.cs

@@ -0,0 +1,8 @@
+namespace SpreaderFrontEnd {
+   static class HashCodeHelper {
+      // Copied from https://referencesource.microsoft.com/#System.Numerics/System/Numerics/HashCodeHelper.cs
+      public static int combine(int h1, int h2) {
+         return (((h1 << 5) + h1) ^ h2);
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/LegControl.Designer.cs

@@ -0,0 +1,744 @@
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd
+{
+    partial class LegControl
+    {
+        /// <summary> 
+        /// Required designer variable.
+        /// </summary>
+        private System.ComponentModel.IContainer components = null;
+
+        /// <summary> 
+        /// Clean up any resources being used.
+        /// </summary>
+        /// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
+        protected override void Dispose(bool disposing)
+        {
+            if (disposing && (components != null))
+            {
+                components.Dispose();
+            }
+            base.Dispose(disposing);
+        }
+
+        #region Component Designer generated code
+
+        /// <summary> 
+        /// Required method for Designer support - do not modify 
+        /// the contents of this method with the code editor.
+        /// </summary>
+        private void InitializeComponent()
+        {
+         this._combobox_security = new System.Windows.Forms.ComboBox();
+         this.label1 = new System.Windows.Forms.Label();
+         this.label2 = new System.Windows.Forms.Label();
+         this.label3 = new System.Windows.Forms.Label();
+         this.label5 = new System.Windows.Forms.Label();
+         this.groupBox1 = new System.Windows.Forms.GroupBox();
+         this._textbox_quote_qho_length = new System.Windows.Forms.TextBox();
+         this._textbox_quote_insidemarketdistance_towarddistance = new System.Windows.Forms.TextBox();
+         this._textbox_quote_conditional_ticks = new System.Windows.Forms.TextBox();
+         this._textbox_quote_throttle_outsideticks = new System.Windows.Forms.TextBox();
+         this._textbox_quote_throttle_insideticks = new System.Windows.Forms.TextBox();
+         this._textbox_quote_showqty_qty = new System.Windows.Forms.TextBox();
+         this.label11 = new System.Windows.Forms.Label();
+         this._checkbox_quote_insidemarketdistance = new System.Windows.Forms.CheckBox();
+         this.label10 = new System.Windows.Forms.Label();
+         this._checkbox_quote_conditional = new System.Windows.Forms.CheckBox();
+         this.label9 = new System.Windows.Forms.Label();
+         this.label8 = new System.Windows.Forms.Label();
+         this._checkbox_quote_throttle = new System.Windows.Forms.CheckBox();
+         this.label7 = new System.Windows.Forms.Label();
+         this._checkbox_quote_showqty = new System.Windows.Forms.CheckBox();
+         this.label6 = new System.Windows.Forms.Label();
+         this.groupBox2 = new System.Windows.Forms.GroupBox();
+         this._textbox_prehedge_payless_paylessticks = new System.Windows.Forms.TextBox();
+         this._textbox_prehedge_payup_payupticks = new System.Windows.Forms.TextBox();
+         this._textbox_prehedge_payup_threshold = new System.Windows.Forms.TextBox();
+         this._textbox_prehedge_payless_threshold = new System.Windows.Forms.TextBox();
+         this.label13 = new System.Windows.Forms.Label();
+         this.label14 = new System.Windows.Forms.Label();
+         this.label15 = new System.Windows.Forms.Label();
+         this._checkbox_prehedge_payup = new System.Windows.Forms.CheckBox();
+         this.label16 = new System.Windows.Forms.Label();
+         this._checkbox_prehedge_payless = new System.Windows.Forms.CheckBox();
+         this.groupBox3 = new System.Windows.Forms.GroupBox();
+         this._textbox_posthedge_sizebasedcross_crossticks = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_sizebasedcross_threshold = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_timesbasedcross_crossticks = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_timesbasedcross_timems = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_ticksawaycross_crossticks = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_ticksawaycross_threshold = new System.Windows.Forms.TextBox();
+         this.label20 = new System.Windows.Forms.Label();
+         this.label21 = new System.Windows.Forms.Label();
+         this._checkbox_posthedge_sizebasedcross = new System.Windows.Forms.CheckBox();
+         this.label12 = new System.Windows.Forms.Label();
+         this.label17 = new System.Windows.Forms.Label();
+         this.label18 = new System.Windows.Forms.Label();
+         this._checkbox_posthedge_timebasedcross = new System.Windows.Forms.CheckBox();
+         this.label19 = new System.Windows.Forms.Label();
+         this._checkbox_posthedge_ticksawaycross = new System.Windows.Forms.CheckBox();
+         this._textbox_leg_qty = new System.Windows.Forms.TextBox();
+         this._checkbox_leg_enablequoting = new System.Windows.Forms.CheckBox();
+         this._textbox_leg_leanqtyfactor = new System.Windows.Forms.TextBox();
+         this._combobox_mdtype = new System.Windows.Forms.ComboBox();
+         this._textbox_leg_price_mult = new System.Windows.Forms.TextBox();
+         this.label4 = new System.Windows.Forms.Label();
+         this._label_leanqty_factor = new System.Windows.Forms.Label();
+         this.groupBox1.SuspendLayout();
+         this.groupBox2.SuspendLayout();
+         this.groupBox3.SuspendLayout();
+         this.SuspendLayout();
+         // 
+         // _combobox_security
+         // 
+         this._combobox_security.DropDownStyle = System.Windows.Forms.ComboBoxStyle.DropDownList;
+         this._combobox_security.FormattingEnabled = true;
+         this._combobox_security.Location = new System.Drawing.Point(157, 15);
+         this._combobox_security.Name = "_combobox_security";
+         this._combobox_security.Size = new System.Drawing.Size(100, 23);
+         this._combobox_security.TabIndex = 0;
+         // 
+         // label1
+         // 
+         this.label1.AutoSize = true;
+         this.label1.Location = new System.Drawing.Point(16, 23);
+         this.label1.Name = "label1";
+         this.label1.Size = new System.Drawing.Size(49, 15);
+         this.label1.TabIndex = 1;
+         this.label1.Text = "Security";
+         // 
+         // label2
+         // 
+         this.label2.AutoSize = true;
+         this.label2.Location = new System.Drawing.Point(16, 58);
+         this.label2.Name = "label2";
+         this.label2.Size = new System.Drawing.Size(53, 15);
+         this.label2.TabIndex = 2;
+         this.label2.Text = "Quantity";
+         // 
+         // label3
+         // 
+         this.label3.AutoSize = true;
+         this.label3.Location = new System.Drawing.Point(16, 128);
+         this.label3.Name = "label3";
+         this.label3.Size = new System.Drawing.Size(89, 15);
+         this.label3.TabIndex = 3;
+         this.label3.Text = "Enable Quoting";
+         // 
+         // label5
+         // 
+         this.label5.AutoSize = true;
+         this.label5.Location = new System.Drawing.Point(16, 198);
+         this.label5.Name = "label5";
+         this.label5.Size = new System.Drawing.Size(98, 15);
+         this.label5.TabIndex = 5;
+         this.label5.Text = "Market Data Type";
+         // 
+         // groupBox1
+         // 
+         this.groupBox1.Controls.Add(this._textbox_quote_qho_length);
+         this.groupBox1.Controls.Add(this._textbox_quote_insidemarketdistance_towarddistance);
+         this.groupBox1.Controls.Add(this._textbox_quote_conditional_ticks);
+         this.groupBox1.Controls.Add(this._textbox_quote_throttle_outsideticks);
+         this.groupBox1.Controls.Add(this._textbox_quote_throttle_insideticks);
+         this.groupBox1.Controls.Add(this._textbox_quote_showqty_qty);
+         this.groupBox1.Controls.Add(this.label11);
+         this.groupBox1.Controls.Add(this._checkbox_quote_insidemarketdistance);
+         this.groupBox1.Controls.Add(this.label10);
+         this.groupBox1.Controls.Add(this._checkbox_quote_conditional);
+         this.groupBox1.Controls.Add(this.label9);
+         this.groupBox1.Controls.Add(this.label8);
+         this.groupBox1.Controls.Add(this._checkbox_quote_throttle);
+         this.groupBox1.Controls.Add(this.label7);
+         this.groupBox1.Controls.Add(this._checkbox_quote_showqty);
+         this.groupBox1.Controls.Add(this.label6);
+         this.groupBox1.ForeColor = System.Drawing.Color.Black;
+         this.groupBox1.Location = new System.Drawing.Point(12, 238);
+         this.groupBox1.Name = "groupBox1";
+         this.groupBox1.Size = new System.Drawing.Size(265, 369);
+         this.groupBox1.TabIndex = 6;
+         this.groupBox1.TabStop = false;
+         this.groupBox1.Text = "Quote";
+         // 
+         // _textbox_quote_qho_length
+         // 
+         this._textbox_quote_qho_length.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_qho_length.Location = new System.Drawing.Point(145, 28);
+         this._textbox_quote_qho_length.Name = "_textbox_quote_qho_length";
+         this._textbox_quote_qho_length.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_qho_length.TabIndex = 6;
+         // 
+         // _textbox_quote_insidemarketdistance_towarddistance
+         // 
+         this._textbox_quote_insidemarketdistance_towarddistance.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_insidemarketdistance_towarddistance.Location = new System.Drawing.Point(145, 314);
+         this._textbox_quote_insidemarketdistance_towarddistance.Name = "_textbox_quote_insidemarketdistance_towarddistance";
+         this._textbox_quote_insidemarketdistance_towarddistance.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_insidemarketdistance_towarddistance.TabIndex = 15;
+         // 
+         // _textbox_quote_conditional_ticks
+         // 
+         this._textbox_quote_conditional_ticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_conditional_ticks.Location = new System.Drawing.Point(145, 250);
+         this._textbox_quote_conditional_ticks.Name = "_textbox_quote_conditional_ticks";
+         this._textbox_quote_conditional_ticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_conditional_ticks.TabIndex = 13;
+         // 
+         // _textbox_quote_throttle_outsideticks
+         // 
+         this._textbox_quote_throttle_outsideticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_throttle_outsideticks.Location = new System.Drawing.Point(145, 186);
+         this._textbox_quote_throttle_outsideticks.Name = "_textbox_quote_throttle_outsideticks";
+         this._textbox_quote_throttle_outsideticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_throttle_outsideticks.TabIndex = 11;
+         // 
+         // _textbox_quote_throttle_insideticks
+         // 
+         this._textbox_quote_throttle_insideticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_throttle_insideticks.Location = new System.Drawing.Point(145, 156);
+         this._textbox_quote_throttle_insideticks.Name = "_textbox_quote_throttle_insideticks";
+         this._textbox_quote_throttle_insideticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_throttle_insideticks.TabIndex = 10;
+         // 
+         // _textbox_quote_showqty_qty
+         // 
+         this._textbox_quote_showqty_qty.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_showqty_qty.Location = new System.Drawing.Point(145, 92);
+         this._textbox_quote_showqty_qty.Name = "_textbox_quote_showqty_qty";
+         this._textbox_quote_showqty_qty.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_showqty_qty.TabIndex = 8;
+         // 
+         // label11
+         // 
+         this.label11.AutoSize = true;
+         this.label11.Location = new System.Drawing.Point(45, 322);
+         this.label11.Name = "label11";
+         this.label11.Size = new System.Drawing.Size(93, 15);
+         this.label11.TabIndex = 16;
+         this.label11.Text = "Toward Distance";
+         // 
+         // _checkbox_quote_insidemarketdistance
+         // 
+         this._checkbox_quote_insidemarketdistance.AutoSize = true;
+         this._checkbox_quote_insidemarketdistance.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_insidemarketdistance.Location = new System.Drawing.Point(15, 288);
+         this._checkbox_quote_insidemarketdistance.Name = "_checkbox_quote_insidemarketdistance";
+         this._checkbox_quote_insidemarketdistance.Size = new System.Drawing.Size(131, 19);
+         this._checkbox_quote_insidemarketdistance.TabIndex = 14;
+         this._checkbox_quote_insidemarketdistance.Text = "Inside Market Dist.";
+         this._checkbox_quote_insidemarketdistance.UseVisualStyleBackColor = true;
+         this._checkbox_quote_insidemarketdistance.CheckedChanged += new System.EventHandler(this._checkbox_quote_insidemarketdistance_CheckedChanged);
+         // 
+         // label10
+         // 
+         this.label10.AutoSize = true;
+         this.label10.Location = new System.Drawing.Point(47, 258);
+         this.label10.Name = "label10";
+         this.label10.Size = new System.Drawing.Size(33, 15);
+         this.label10.TabIndex = 14;
+         this.label10.Text = "Ticks";
+         // 
+         // _checkbox_quote_conditional
+         // 
+         this._checkbox_quote_conditional.AutoSize = true;
+         this._checkbox_quote_conditional.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_conditional.Location = new System.Drawing.Point(15, 224);
+         this._checkbox_quote_conditional.Name = "_checkbox_quote_conditional";
+         this._checkbox_quote_conditional.Size = new System.Drawing.Size(88, 19);
+         this._checkbox_quote_conditional.TabIndex = 12;
+         this._checkbox_quote_conditional.Text = "Conditional";
+         this._checkbox_quote_conditional.UseVisualStyleBackColor = true;
+         this._checkbox_quote_conditional.CheckedChanged += new System.EventHandler(this._checkbox_quote_conditional_CheckedChanged);
+         // 
+         // label9
+         // 
+         this.label9.AutoSize = true;
+         this.label9.Location = new System.Drawing.Point(45, 194);
+         this.label9.Name = "label9";
+         this.label9.Size = new System.Drawing.Size(77, 15);
+         this.label9.TabIndex = 12;
+         this.label9.Text = "Outside Ticks";
+         // 
+         // label8
+         // 
+         this.label8.AutoSize = true;
+         this.label8.Location = new System.Drawing.Point(45, 164);
+         this.label8.Name = "label8";
+         this.label8.Size = new System.Drawing.Size(67, 15);
+         this.label8.TabIndex = 11;
+         this.label8.Text = "Inside Ticks";
+         // 
+         // _checkbox_quote_throttle
+         // 
+         this._checkbox_quote_throttle.AutoSize = true;
+         this._checkbox_quote_throttle.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_throttle.Location = new System.Drawing.Point(15, 130);
+         this._checkbox_quote_throttle.Name = "_checkbox_quote_throttle";
+         this._checkbox_quote_throttle.Size = new System.Drawing.Size(72, 19);
+         this._checkbox_quote_throttle.TabIndex = 9;
+         this._checkbox_quote_throttle.Text = "Throttle";
+         this._checkbox_quote_throttle.UseVisualStyleBackColor = true;
+         this._checkbox_quote_throttle.CheckedChanged += new System.EventHandler(this._checkbox_quote_throttle_CheckedChanged);
+         // 
+         // label7
+         // 
+         this.label7.AutoSize = true;
+         this.label7.Location = new System.Drawing.Point(45, 100);
+         this.label7.Name = "label7";
+         this.label7.Size = new System.Drawing.Size(53, 15);
+         this.label7.TabIndex = 9;
+         this.label7.Text = "Quantity";
+         // 
+         // _checkbox_quote_showqty
+         // 
+         this._checkbox_quote_showqty.AutoSize = true;
+         this._checkbox_quote_showqty.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_showqty.Location = new System.Drawing.Point(15, 66);
+         this._checkbox_quote_showqty.Name = "_checkbox_quote_showqty";
+         this._checkbox_quote_showqty.Size = new System.Drawing.Size(108, 19);
+         this._checkbox_quote_showqty.TabIndex = 7;
+         this._checkbox_quote_showqty.Text = "Show Quantity";
+         this._checkbox_quote_showqty.UseVisualStyleBackColor = true;
+         this._checkbox_quote_showqty.CheckedChanged += new System.EventHandler(this._checkbox_quote_showqty_CheckedChanged);
+         // 
+         // label6
+         // 
+         this.label6.AutoSize = true;
+         this.label6.Location = new System.Drawing.Point(15, 36);
+         this.label6.Name = "label6";
+         this.label6.Size = new System.Drawing.Size(121, 15);
+         this.label6.TabIndex = 6;
+         this.label6.Text = "Queue Holder Length";
+         // 
+         // groupBox2
+         // 
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payless_paylessticks);
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payup_payupticks);
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payup_threshold);
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payless_threshold);
+         this.groupBox2.Controls.Add(this.label13);
+         this.groupBox2.Controls.Add(this.label14);
+         this.groupBox2.Controls.Add(this.label15);
+         this.groupBox2.Controls.Add(this._checkbox_prehedge_payup);
+         this.groupBox2.Controls.Add(this.label16);
+         this.groupBox2.Controls.Add(this._checkbox_prehedge_payless);
+         this.groupBox2.Location = new System.Drawing.Point(13, 626);
+         this.groupBox2.Name = "groupBox2";
+         this.groupBox2.Size = new System.Drawing.Size(264, 234);
+         this.groupBox2.TabIndex = 7;
+         this.groupBox2.TabStop = false;
+         this.groupBox2.Text = "Pre-Hedge";
+         // 
+         // _textbox_prehedge_payless_paylessticks
+         // 
+         this._textbox_prehedge_payless_paylessticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payless_paylessticks.Location = new System.Drawing.Point(144, 90);
+         this._textbox_prehedge_payless_paylessticks.Name = "_textbox_prehedge_payless_paylessticks";
+         this._textbox_prehedge_payless_paylessticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payless_paylessticks.TabIndex = 18;
+         // 
+         // _textbox_prehedge_payup_payupticks
+         // 
+         this._textbox_prehedge_payup_payupticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payup_payupticks.Location = new System.Drawing.Point(144, 187);
+         this._textbox_prehedge_payup_payupticks.Name = "_textbox_prehedge_payup_payupticks";
+         this._textbox_prehedge_payup_payupticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payup_payupticks.TabIndex = 21;
+         // 
+         // _textbox_prehedge_payup_threshold
+         // 
+         this._textbox_prehedge_payup_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payup_threshold.Location = new System.Drawing.Point(144, 156);
+         this._textbox_prehedge_payup_threshold.Name = "_textbox_prehedge_payup_threshold";
+         this._textbox_prehedge_payup_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payup_threshold.TabIndex = 20;
+         // 
+         // _textbox_prehedge_payless_threshold
+         // 
+         this._textbox_prehedge_payless_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payless_threshold.Location = new System.Drawing.Point(144, 59);
+         this._textbox_prehedge_payless_threshold.Name = "_textbox_prehedge_payless_threshold";
+         this._textbox_prehedge_payless_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payless_threshold.TabIndex = 17;
+         // 
+         // label13
+         // 
+         this.label13.AutoSize = true;
+         this.label13.Location = new System.Drawing.Point(44, 98);
+         this.label13.Name = "label13";
+         this.label13.Size = new System.Drawing.Size(74, 15);
+         this.label13.TabIndex = 14;
+         this.label13.Text = "Payless Ticks";
+         // 
+         // label14
+         // 
+         this.label14.AutoSize = true;
+         this.label14.Location = new System.Drawing.Point(44, 195);
+         this.label14.Name = "label14";
+         this.label14.Size = new System.Drawing.Size(69, 15);
+         this.label14.TabIndex = 12;
+         this.label14.Text = "Payup Ticks";
+         // 
+         // label15
+         // 
+         this.label15.AutoSize = true;
+         this.label15.Location = new System.Drawing.Point(44, 164);
+         this.label15.Name = "label15";
+         this.label15.Size = new System.Drawing.Size(59, 15);
+         this.label15.TabIndex = 11;
+         this.label15.Text = "Threshold";
+         // 
+         // _checkbox_prehedge_payup
+         // 
+         this._checkbox_prehedge_payup.AutoSize = true;
+         this._checkbox_prehedge_payup.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_prehedge_payup.Location = new System.Drawing.Point(15, 129);
+         this._checkbox_prehedge_payup.Name = "_checkbox_prehedge_payup";
+         this._checkbox_prehedge_payup.Size = new System.Drawing.Size(64, 19);
+         this._checkbox_prehedge_payup.TabIndex = 19;
+         this._checkbox_prehedge_payup.Text = "Pay Up";
+         this._checkbox_prehedge_payup.UseVisualStyleBackColor = true;
+         this._checkbox_prehedge_payup.CheckedChanged += new System.EventHandler(this._checkbox_prehedge_payup_CheckedChanged);
+         // 
+         // label16
+         // 
+         this.label16.AutoSize = true;
+         this.label16.Location = new System.Drawing.Point(44, 67);
+         this.label16.Name = "label16";
+         this.label16.Size = new System.Drawing.Size(59, 15);
+         this.label16.TabIndex = 9;
+         this.label16.Text = "Threshold";
+         // 
+         // _checkbox_prehedge_payless
+         // 
+         this._checkbox_prehedge_payless.AutoSize = true;
+         this._checkbox_prehedge_payless.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_prehedge_payless.Location = new System.Drawing.Point(15, 32);
+         this._checkbox_prehedge_payless.Name = "_checkbox_prehedge_payless";
+         this._checkbox_prehedge_payless.Size = new System.Drawing.Size(71, 19);
+         this._checkbox_prehedge_payless.TabIndex = 16;
+         this._checkbox_prehedge_payless.Text = "Pay Less";
+         this._checkbox_prehedge_payless.UseVisualStyleBackColor = true;
+         this._checkbox_prehedge_payless.CheckedChanged += new System.EventHandler(this._checkbox_prehedge_payless_CheckedChanged);
+         // 
+         // groupBox3
+         // 
+         this.groupBox3.Controls.Add(this._textbox_posthedge_sizebasedcross_crossticks);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_sizebasedcross_threshold);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_timesbasedcross_crossticks);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_timesbasedcross_timems);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_ticksawaycross_crossticks);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_ticksawaycross_threshold);
+         this.groupBox3.Controls.Add(this.label20);
+         this.groupBox3.Controls.Add(this.label21);
+         this.groupBox3.Controls.Add(this._checkbox_posthedge_sizebasedcross);
+         this.groupBox3.Controls.Add(this.label12);
+         this.groupBox3.Controls.Add(this.label17);
+         this.groupBox3.Controls.Add(this.label18);
+         this.groupBox3.Controls.Add(this._checkbox_posthedge_timebasedcross);
+         this.groupBox3.Controls.Add(this.label19);
+         this.groupBox3.Controls.Add(this._checkbox_posthedge_ticksawaycross);
+         this.groupBox3.Location = new System.Drawing.Point(13, 882);
+         this.groupBox3.Name = "groupBox3";
+         this.groupBox3.Size = new System.Drawing.Size(264, 319);
+         this.groupBox3.TabIndex = 8;
+         this.groupBox3.TabStop = false;
+         this.groupBox3.Text = "Post-Hedge";
+         // 
+         // _textbox_posthedge_sizebasedcross_crossticks
+         // 
+         this._textbox_posthedge_sizebasedcross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_sizebasedcross_crossticks.Location = new System.Drawing.Point(144, 276);
+         this._textbox_posthedge_sizebasedcross_crossticks.Name = "_textbox_posthedge_sizebasedcross_crossticks";
+         this._textbox_posthedge_sizebasedcross_crossticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_sizebasedcross_crossticks.TabIndex = 30;
+         // 
+         // _textbox_posthedge_sizebasedcross_threshold
+         // 
+         this._textbox_posthedge_sizebasedcross_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_sizebasedcross_threshold.Location = new System.Drawing.Point(144, 246);
+         this._textbox_posthedge_sizebasedcross_threshold.Name = "_textbox_posthedge_sizebasedcross_threshold";
+         this._textbox_posthedge_sizebasedcross_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_sizebasedcross_threshold.TabIndex = 29;
+         // 
+         // _textbox_posthedge_timesbasedcross_crossticks
+         // 
+         this._textbox_posthedge_timesbasedcross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_timesbasedcross_crossticks.Location = new System.Drawing.Point(144, 182);
+         this._textbox_posthedge_timesbasedcross_crossticks.Name = "_textbox_posthedge_timesbasedcross_crossticks";
+         this._textbox_posthedge_timesbasedcross_crossticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_timesbasedcross_crossticks.TabIndex = 27;
+         // 
+         // _textbox_posthedge_timesbasedcross_timems
+         // 
+         this._textbox_posthedge_timesbasedcross_timems.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_timesbasedcross_timems.Location = new System.Drawing.Point(144, 152);
+         this._textbox_posthedge_timesbasedcross_timems.Name = "_textbox_posthedge_timesbasedcross_timems";
+         this._textbox_posthedge_timesbasedcross_timems.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_timesbasedcross_timems.TabIndex = 26;
+         // 
+         // _textbox_posthedge_ticksawaycross_crossticks
+         // 
+         this._textbox_posthedge_ticksawaycross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_ticksawaycross_crossticks.Location = new System.Drawing.Point(144, 88);
+         this._textbox_posthedge_ticksawaycross_crossticks.Name = "_textbox_posthedge_ticksawaycross_crossticks";
+         this._textbox_posthedge_ticksawaycross_crossticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_ticksawaycross_crossticks.TabIndex = 24;
+         // 
+         // _textbox_posthedge_ticksawaycross_threshold
+         // 
+         this._textbox_posthedge_ticksawaycross_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_ticksawaycross_threshold.Location = new System.Drawing.Point(144, 58);
+         this._textbox_posthedge_ticksawaycross_threshold.Name = "_textbox_posthedge_ticksawaycross_threshold";
+         this._textbox_posthedge_ticksawaycross_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_ticksawaycross_threshold.TabIndex = 23;
+         // 
+         // label20
+         // 
+         this.label20.AutoSize = true;
+         this.label20.Location = new System.Drawing.Point(44, 284);
+         this.label20.Name = "label20";
+         this.label20.Size = new System.Drawing.Size(65, 15);
+         this.label20.TabIndex = 17;
+         this.label20.Text = "Cross Ticks";
+         // 
+         // label21
+         // 
+         this.label21.AutoSize = true;
+         this.label21.Location = new System.Drawing.Point(44, 254);
+         this.label21.Name = "label21";
+         this.label21.Size = new System.Drawing.Size(59, 15);
+         this.label21.TabIndex = 16;
+         this.label21.Text = "Threshold";
+         // 
+         // _checkbox_posthedge_sizebasedcross
+         // 
+         this._checkbox_posthedge_sizebasedcross.AutoSize = true;
+         this._checkbox_posthedge_sizebasedcross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_posthedge_sizebasedcross.Location = new System.Drawing.Point(15, 220);
+         this._checkbox_posthedge_sizebasedcross.Name = "_checkbox_posthedge_sizebasedcross";
+         this._checkbox_posthedge_sizebasedcross.Size = new System.Drawing.Size(117, 19);
+         this._checkbox_posthedge_sizebasedcross.TabIndex = 28;
+         this._checkbox_posthedge_sizebasedcross.Text = "Size Based Cross";
+         this._checkbox_posthedge_sizebasedcross.UseVisualStyleBackColor = true;
+         this._checkbox_posthedge_sizebasedcross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_sizebasedcross_CheckedChanged);
+         // 
+         // label12
+         // 
+         this.label12.AutoSize = true;
+         this.label12.Location = new System.Drawing.Point(44, 96);
+         this.label12.Name = "label12";
+         this.label12.Size = new System.Drawing.Size(65, 15);
+         this.label12.TabIndex = 14;
+         this.label12.Text = "Cross Ticks";
+         // 
+         // label17
+         // 
+         this.label17.AutoSize = true;
+         this.label17.Location = new System.Drawing.Point(44, 190);
+         this.label17.Name = "label17";
+         this.label17.Size = new System.Drawing.Size(65, 15);
+         this.label17.TabIndex = 12;
+         this.label17.Text = "Cross Ticks";
+         // 
+         // label18
+         // 
+         this.label18.AutoSize = true;
+         this.label18.Location = new System.Drawing.Point(44, 160);
+         this.label18.Name = "label18";
+         this.label18.Size = new System.Drawing.Size(57, 15);
+         this.label18.TabIndex = 11;
+         this.label18.Text = "Time(ms)";
+         // 
+         // _checkbox_posthedge_timebasedcross
+         // 
+         this._checkbox_posthedge_timebasedcross.AutoSize = true;
+         this._checkbox_posthedge_timebasedcross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_posthedge_timebasedcross.Location = new System.Drawing.Point(15, 126);
+         this._checkbox_posthedge_timebasedcross.Name = "_checkbox_posthedge_timebasedcross";
+         this._checkbox_posthedge_timebasedcross.Size = new System.Drawing.Size(122, 19);
+         this._checkbox_posthedge_timebasedcross.TabIndex = 25;
+         this._checkbox_posthedge_timebasedcross.Text = "Time Based Cross";
+         this._checkbox_posthedge_timebasedcross.UseVisualStyleBackColor = true;
+         this._checkbox_posthedge_timebasedcross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_timebasedcross_CheckedChanged);
+         // 
+         // label19
+         // 
+         this.label19.AutoSize = true;
+         this.label19.Location = new System.Drawing.Point(44, 66);
+         this.label19.Name = "label19";
+         this.label19.Size = new System.Drawing.Size(59, 15);
+         this.label19.TabIndex = 9;
+         this.label19.Text = "Threshold";
+         // 
+         // _checkbox_posthedge_ticksawaycross
+         // 
+         this._checkbox_posthedge_ticksawaycross.AutoSize = true;
+         this._checkbox_posthedge_ticksawaycross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_posthedge_ticksawaycross.Location = new System.Drawing.Point(15, 32);
+         this._checkbox_posthedge_ticksawaycross.Name = "_checkbox_posthedge_ticksawaycross";
+         this._checkbox_posthedge_ticksawaycross.Size = new System.Drawing.Size(119, 19);
+         this._checkbox_posthedge_ticksawaycross.TabIndex = 22;
+         this._checkbox_posthedge_ticksawaycross.Text = "Ticks Away Cross";
+         this._checkbox_posthedge_ticksawaycross.UseVisualStyleBackColor = true;
+         this._checkbox_posthedge_ticksawaycross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_ticksawaycross_CheckedChanged);
+         // 
+         // _textbox_leg_qty
+         // 
+         this._textbox_leg_qty.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_leg_qty.Location = new System.Drawing.Point(157, 50);
+         this._textbox_leg_qty.Name = "_textbox_leg_qty";
+         this._textbox_leg_qty.Size = new System.Drawing.Size(100, 23);
+         this._textbox_leg_qty.TabIndex = 1;
+         this._textbox_leg_qty.Tag = "Double";
+         // 
+         // _checkbox_leg_enablequoting
+         // 
+         this._checkbox_leg_enablequoting.AutoSize = true;
+         this._checkbox_leg_enablequoting.Location = new System.Drawing.Point(157, 129);
+         this._checkbox_leg_enablequoting.Name = "_checkbox_leg_enablequoting";
+         this._checkbox_leg_enablequoting.Size = new System.Drawing.Size(15, 14);
+         this._checkbox_leg_enablequoting.TabIndex = 3;
+         this._checkbox_leg_enablequoting.UseVisualStyleBackColor = true;
+         // 
+         // _textbox_leg_leanqtyfactor
+         // 
+         this._textbox_leg_leanqtyfactor.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_leg_leanqtyfactor.Location = new System.Drawing.Point(157, 155);
+         this._textbox_leg_leanqtyfactor.Name = "_textbox_leg_leanqtyfactor";
+         this._textbox_leg_leanqtyfactor.Size = new System.Drawing.Size(100, 23);
+         this._textbox_leg_leanqtyfactor.TabIndex = 4;
+         // 
+         // _combobox_mdtype
+         // 
+         this._combobox_mdtype.AutoCompleteCustomSource.AddRange(new string[] {
+            "Merged",
+            "Direct"});
+         this._combobox_mdtype.FormattingEnabled = true;
+         this._combobox_mdtype.Location = new System.Drawing.Point(157, 190);
+         this._combobox_mdtype.Name = "_combobox_mdtype";
+         this._combobox_mdtype.Size = new System.Drawing.Size(100, 23);
+         this._combobox_mdtype.TabIndex = 5;
+         // 
+         // _textbox_leg_price_mult
+         // 
+         this._textbox_leg_price_mult.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_leg_price_mult.Location = new System.Drawing.Point(157, 85);
+         this._textbox_leg_price_mult.Name = "_textbox_leg_price_mult";
+         this._textbox_leg_price_mult.Size = new System.Drawing.Size(100, 23);
+         this._textbox_leg_price_mult.TabIndex = 2;
+         this._textbox_leg_price_mult.Tag = "Double";
+         // 
+         // label4
+         // 
+         this.label4.AutoSize = true;
+         this.label4.Location = new System.Drawing.Point(16, 93);
+         this.label4.Name = "label4";
+         this.label4.Size = new System.Drawing.Size(87, 15);
+         this.label4.TabIndex = 10;
+         this.label4.Text = "Price Multiplier";
+         // 
+         // _label_leanqty_factor
+         // 
+         this._label_leanqty_factor.AutoSize = true;
+         this._label_leanqty_factor.Location = new System.Drawing.Point(16, 163);
+         this._label_leanqty_factor.Name = "_label_leanqty_factor";
+         this._label_leanqty_factor.Size = new System.Drawing.Size(90, 15);
+         this._label_leanqty_factor.TabIndex = 4;
+         this._label_leanqty_factor.Text = "Lean Qty Factor";
+         // 
+         // LegControl
+         // 
+         this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
+         this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
+         this.BackColor = System.Drawing.Color.White;
+         this.Controls.Add(this._textbox_leg_price_mult);
+         this.Controls.Add(this.label4);
+         this.Controls.Add(this._combobox_mdtype);
+         this.Controls.Add(this._textbox_leg_leanqtyfactor);
+         this.Controls.Add(this._checkbox_leg_enablequoting);
+         this.Controls.Add(this._textbox_leg_qty);
+         this.Controls.Add(this.groupBox3);
+         this.Controls.Add(this.groupBox2);
+         this.Controls.Add(this.groupBox1);
+         this.Controls.Add(this.label5);
+         this.Controls.Add(this._label_leanqty_factor);
+         this.Controls.Add(this.label3);
+         this.Controls.Add(this.label2);
+         this.Controls.Add(this.label1);
+         this.Controls.Add(this._combobox_security);
+         this.Name = "LegControl";
+         this.Size = new System.Drawing.Size(291, 1220);
+         this.groupBox1.ResumeLayout(false);
+         this.groupBox1.PerformLayout();
+         this.groupBox2.ResumeLayout(false);
+         this.groupBox2.PerformLayout();
+         this.groupBox3.ResumeLayout(false);
+         this.groupBox3.PerformLayout();
+         this.ResumeLayout(false);
+         this.PerformLayout();
+
+        }
+
+        #endregion
+
+        private ComboBox _combobox_security;
+        private Label label1;
+        private Label label2;
+        private Label label3;
+        private Label label5;
+        private GroupBox groupBox1;
+        private Label label6;
+        private Label label11;
+        private CheckBox _checkbox_quote_insidemarketdistance;
+        private Label label10;
+        private CheckBox _checkbox_quote_conditional;
+        private Label label9;
+        private Label label8;
+        private CheckBox _checkbox_quote_throttle;
+        private Label label7;
+        private CheckBox _checkbox_quote_showqty;
+        private GroupBox groupBox2;
+        private Label label13;
+        private Label label14;
+        private Label label15;
+        private CheckBox _checkbox_prehedge_payup;
+        private Label label16;
+        private CheckBox _checkbox_prehedge_payless;
+        private GroupBox groupBox3;
+        private Label label20;
+        private Label label21;
+        private CheckBox _checkbox_posthedge_sizebasedcross;
+        private Label label12;
+        private Label label17;
+        private Label label18;
+        private CheckBox _checkbox_posthedge_timebasedcross;
+        private Label label19;
+        private CheckBox _checkbox_posthedge_ticksawaycross;
+        private TextBox _textbox_leg_qty;
+        private CheckBox _checkbox_leg_enablequoting;
+        private TextBox _textbox_leg_leanqtyfactor;
+        private ComboBox _combobox_mdtype;
+        private TextBox _textbox_quote_insidemarketdistance_towarddistance;
+        private TextBox _textbox_quote_conditional_ticks;
+        private TextBox _textbox_quote_throttle_outsideticks;
+        private TextBox _textbox_quote_throttle_insideticks;
+        private TextBox _textbox_quote_showqty_qty;
+        private TextBox _textbox_prehedge_payless_paylessticks;
+        private TextBox _textbox_prehedge_payup_payupticks;
+        private TextBox _textbox_prehedge_payup_threshold;
+        private TextBox _textbox_prehedge_payless_threshold;
+        private TextBox _textbox_posthedge_sizebasedcross_crossticks;
+        private TextBox _textbox_posthedge_sizebasedcross_threshold;
+        private TextBox _textbox_posthedge_timesbasedcross_crossticks;
+        private TextBox _textbox_posthedge_timesbasedcross_timems;
+        private TextBox _textbox_posthedge_ticksawaycross_crossticks;
+        private TextBox _textbox_posthedge_ticksawaycross_threshold;
+        private TextBox _textbox_quote_qho_length;
+        private TextBox _textbox_leg_price_mult;
+        private Label label4;
+        private Label _label_leanqty_factor;
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/LegControl.cs

@@ -0,0 +1,305 @@
+using System;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.Data;
+using System.Drawing;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows.Forms;
+using System.Diagnostics;
+using System.Reflection;
+
+namespace SpreaderFrontEnd {
+   // UI control that represents a spreader leg. This is hidden within the MainSpreaderForm
+   public partial class LegControl : UserControl {
+      private SpreaderLegContract _leg_contract = new SpreaderLegContract();
+      private IEnumerable<string> _securities = new List<string>();
+      public LegControl() {
+         InitializeComponent();
+      }
+      public void initialize(IEnumerable<string> securities, SpreaderLegContract? leg_contract) {
+         _securities = securities;
+         _leg_contract = leg_contract ?? new SpreaderLegContract();
+         _populate_ui();
+      }
+
+      #region Data -> UI
+
+      private void _populate_ui() {
+         _populate_basic();
+         _populate_quote();
+         _populate_prehedge();
+         _populate_posthedge();
+         _initialize_enablement();
+         _assign_events();
+      }
+
+      void _assign_events() {
+         foreach (System.Reflection.FieldInfo fi in GetType().GetFields(BindingFlags.NonPublic
+             | BindingFlags.Public
+             | BindingFlags.Instance)) {
+            if (fi.FieldType == typeof(TextBox)) {
+               object? val = fi.GetValue(this);
+               if (val != null) {
+                  TextBox? textbox = val as TextBox;
+                  if (textbox != null) {
+                     textbox.TextChanged += Textbox_TextChanged;
+                     textbox.EnabledChanged += Textbox_EnabledChanged;
+                  }
+               }
+            }
+         }
+      }
+
+      private void Textbox_EnabledChanged(object? sender, EventArgs e) {
+      }
+
+      private void Textbox_TextChanged(object? sender, EventArgs e) {
+         if (sender != null && sender is TextBox) {
+            TextBox? tb = sender as TextBox;
+            if (tb == null)
+               return;
+            if ("Double".Equals(tb.Tag)) {
+               double res;
+               bool parsed = Double.TryParse(tb.Text, out res);
+               tb.ForeColor = parsed ? Color.Black : Color.Red;
+            } else {
+               UInt32 res;
+               bool parsed = UInt32.TryParse(tb.Text, out res);
+               tb.ForeColor = parsed ? Color.Black : Color.Red;
+            }
+         }
+      }
+
+      void _populate_basic() {
+         // security
+         _combobox_security.Items.Clear();
+         List<string> securities_plus_empty = new List<string>(_securities);
+         securities_plus_empty.Add(String.Empty);
+         _combobox_security.Items.AddRange(securities_plus_empty.ToArray());
+         _combobox_security.Text = _leg_contract.security;
+         // qty etc
+         _textbox_leg_qty.Text = _leg_contract.qty.ToString();
+         _textbox_leg_price_mult.Text = _leg_contract.price_mult.ToString();
+         _checkbox_leg_enablequoting.Checked = _leg_contract.enable_quoting;
+         _textbox_leg_leanqtyfactor.Text = _leg_contract.lean_qty_factor.ToString();
+         _combobox_mdtype.Text = _leg_contract.md_type.ToString();
+      }
+
+      void _populate_quote() {
+         Debug.Assert(_leg_contract.quote_params != null);
+         var qp = _leg_contract.quote_params;
+         _textbox_quote_qho_length.Text = qp.qho_length.ToString();
+         // show qty
+         _checkbox_quote_showqty.Checked = qp.show_qty != null;
+         if (qp.show_qty != null) {
+            _checkbox_quote_showqty.Checked = true;
+            _textbox_quote_showqty_qty.Text = qp.show_qty.show_qty.ToString();
+         }
+         // throttle
+         _checkbox_quote_throttle.Checked = qp.throttle != null;
+         if (qp.throttle != null) {
+            _textbox_quote_throttle_insideticks.Text = qp.throttle.inside_ticks.ToString();
+            _textbox_quote_throttle_outsideticks.Text = qp.throttle.outside_ticks.ToString();
+         }
+         // conditional
+         _checkbox_quote_conditional.Checked = qp.conditional != null;
+         if (qp.conditional != null) {
+            _textbox_quote_conditional_ticks.Text = qp.conditional.ticks.ToString();
+         }
+         // inside market dist.
+         _checkbox_quote_insidemarketdistance.Checked = qp.inside_market_distance != null;
+         if (qp.inside_market_distance != null) {
+            _textbox_quote_insidemarketdistance_towarddistance.Text = qp.inside_market_distance.ToString();
+         }
+      }
+
+      void _populate_prehedge() {
+         var ph = _leg_contract.pre_hedge_params;
+         // payless
+         _checkbox_prehedge_payless.Checked = ph.payless != null;
+         if (ph.payless != null) {
+            _textbox_prehedge_payless_threshold.Text = ph.payless.threshold.ToString();
+            _textbox_prehedge_payless_paylessticks.Text = ph.payless.payless_ticks.ToString();
+         }
+         // payup
+         _checkbox_prehedge_payup.Checked = ph.payup != null;
+         if (ph.payup != null) {
+            _textbox_prehedge_payup_threshold.Text = ph.payup.threshold.ToString();
+            _textbox_prehedge_payup_payupticks.Text = ph.payup.payup_ticks.ToString();
+         }
+      }
+
+      void _populate_posthedge() {
+         var ph = _leg_contract.post_hedge_params;
+         _checkbox_posthedge_ticksawaycross.Checked = ph.ticks_away_cross != null;
+         // ticks away cross
+         if (ph.ticks_away_cross != null) {
+            _textbox_posthedge_ticksawaycross_threshold.Text = ph.ticks_away_cross.threshold.ToString();
+            _textbox_posthedge_ticksawaycross_crossticks.Text = ph.ticks_away_cross.cross_ticks.ToString();
+         }
+         //time based cross
+         _checkbox_posthedge_timebasedcross.Checked = ph.time_based_cross != null;
+         if (ph.time_based_cross != null) {
+            _textbox_posthedge_timesbasedcross_timems.Text = ph.time_based_cross.time_ms.ToString();
+            _textbox_posthedge_timesbasedcross_crossticks.Text = ph.time_based_cross.cross_ticks.ToString();
+         }
+         // size based cross
+         _checkbox_posthedge_sizebasedcross.Checked = ph.size_based_cross != null;
+         if (ph.size_based_cross != null) {
+            _textbox_posthedge_sizebasedcross_threshold.Text = ph.size_based_cross.threshold.ToString();
+            _textbox_posthedge_sizebasedcross_crossticks.Text = ph.size_based_cross.ToString();
+         }
+      }
+
+      // forces checkbox events so that the text boxes connected to it are enabled/disabled
+      private void _initialize_enablement() {
+         _checkbox_quote_showqty_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_quote_throttle_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_quote_conditional_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_quote_insidemarketdistance_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_prehedge_payless_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_prehedge_payup_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_posthedge_ticksawaycross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_posthedge_timebasedcross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_posthedge_sizebasedcross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+      }
+
+      #endregion
+
+      #region UI -> Data
+
+      public ParsedUIData<SpreaderLegContract> get_data() {
+         SpreaderLegContract rv = new SpreaderLegContract();
+         try {
+            // top part
+            rv.security = _combobox_security.Text;
+            rv.qty = Int32.Parse(_textbox_leg_qty.Text);
+            rv.price_mult = Double.Parse(_textbox_leg_price_mult.Text);
+            rv.enable_quoting = _checkbox_leg_enablequoting.Checked;
+            rv.lean_qty_factor = Double.Parse(_textbox_leg_leanqtyfactor.Text);
+            rv.md_type = SpreaderLegContract.MDType.Merged;
+            // Quote
+            rv.quote_params = new SpreaderLegContract.QuoteParams();
+            rv.quote_params.qho_length = String.IsNullOrEmpty(_textbox_quote_qho_length.Text) ? 0 :
+                UInt32.Parse(_textbox_quote_qho_length.Text);
+            rv.quote_params.show_qty = null;
+            if (_checkbox_quote_showqty.Checked) {
+               rv.quote_params.show_qty = new SpreaderLegContract.QuoteParams.ShowQty();
+               rv.quote_params.show_qty.show_qty = UInt32.Parse(_textbox_quote_showqty_qty.Text);
+            }
+            rv.quote_params.throttle = null;
+            if (_checkbox_quote_throttle.Checked) {
+               rv.quote_params.throttle = new SpreaderLegContract.QuoteParams.Throttle();
+               rv.quote_params.throttle.inside_ticks = UInt32.Parse(_textbox_quote_throttle_insideticks.Text);
+               rv.quote_params.throttle.outside_ticks = UInt32.Parse(_textbox_quote_throttle_outsideticks.Text);
+            }
+            rv.quote_params.conditional = null;
+            if (_checkbox_quote_conditional.Checked) {
+               rv.quote_params.conditional = new SpreaderLegContract.QuoteParams.Conditional();
+               rv.quote_params.conditional.ticks = Int32.Parse(_textbox_quote_conditional_ticks.Text);
+            }
+            rv.quote_params.inside_market_distance = null;
+            if (_checkbox_quote_insidemarketdistance.Checked) {
+               rv.quote_params.inside_market_distance = new SpreaderLegContract.QuoteParams.InsideMarketDistance();
+               rv.quote_params.inside_market_distance.toward_distance =
+                     UInt32.Parse(_textbox_quote_insidemarketdistance_towarddistance.Text);
+            }
+            //Pre-Hedge
+            rv.pre_hedge_params = new SpreaderLegContract.PreHedgeParams();
+            rv.pre_hedge_params.payless = null;
+            if (_checkbox_prehedge_payless.Checked) {
+               rv.pre_hedge_params.payless = new SpreaderLegContract.PreHedgeParams.PayLess();
+               rv.pre_hedge_params.payless.threshold = UInt32.Parse(_textbox_prehedge_payless_threshold.Text);
+               rv.pre_hedge_params.payless.payless_ticks =
+                  UInt32.Parse(_textbox_prehedge_payless_paylessticks.Text);
+            }
+            rv.pre_hedge_params.payup = null;
+            if (_checkbox_prehedge_payup.Checked) {
+               rv.pre_hedge_params.payup = new SpreaderLegContract.PreHedgeParams.PayUp();
+               rv.pre_hedge_params.payup.threshold = UInt32.Parse(_textbox_prehedge_payup_threshold.Text);
+               rv.pre_hedge_params.payup.payup_ticks = UInt32.Parse(_textbox_prehedge_payup_payupticks.Text);
+            }
+            //Post-Hedge
+            rv.post_hedge_params = new SpreaderLegContract.PostHedgeParams();
+            rv.post_hedge_params.ticks_away_cross = null;
+            if (_checkbox_posthedge_ticksawaycross.Checked) {
+               rv.post_hedge_params.ticks_away_cross = new SpreaderLegContract.PostHedgeParams.TicksAwayCross();
+               rv.post_hedge_params.ticks_away_cross.threshold = UInt32.Parse(_textbox_posthedge_ticksawaycross_threshold.Text);
+               rv.post_hedge_params.ticks_away_cross.cross_ticks = UInt32.Parse(_textbox_posthedge_ticksawaycross_crossticks.Text);
+            }
+            rv.post_hedge_params.time_based_cross = null;
+            if (_checkbox_posthedge_timebasedcross.Checked) {
+               rv.post_hedge_params.time_based_cross = new SpreaderLegContract.PostHedgeParams.TimeBasedCross();
+               rv.post_hedge_params.time_based_cross.time_ms =
+                  UInt32.Parse(_textbox_posthedge_timesbasedcross_timems.Text);
+               rv.post_hedge_params.time_based_cross.cross_ticks =
+                  UInt32.Parse(_textbox_posthedge_timesbasedcross_crossticks.Text);
+            }
+            rv.post_hedge_params.size_based_cross = null;
+            if (_checkbox_posthedge_sizebasedcross.Checked) {
+               rv.post_hedge_params.size_based_cross = new SpreaderLegContract.PostHedgeParams.SizedBasedCross();
+               rv.post_hedge_params.size_based_cross.threshold = UInt32.Parse(_textbox_posthedge_sizebasedcross_threshold.Text);
+               rv.post_hedge_params.size_based_cross.cross_ticks = UInt32.Parse(_textbox_posthedge_sizebasedcross_crossticks.Text);
+            }
+         }
+         catch(Exception ex) {
+            return new ParsedUIData<SpreaderLegContract>(null, true, ex.Message);
+         }
+         return new ParsedUIData<SpreaderLegContract>(rv, false, String.Empty);
+      }
+
+      #endregion
+
+      public SpreaderLegContract get_contract() {
+         return null;
+      }
+
+      #region Checkbox Check Change Events
+
+      private void _checkbox_quote_showqty_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_showqty_qty.Enabled = _checkbox_quote_showqty.Checked;
+      }
+
+      private void _checkbox_quote_throttle_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_throttle_insideticks.Enabled = _checkbox_quote_throttle.Checked;
+         _textbox_quote_throttle_outsideticks.Enabled = _checkbox_quote_throttle.Checked;
+      }
+
+      private void _checkbox_quote_conditional_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_conditional_ticks.Enabled = _checkbox_quote_conditional.Checked;
+      }
+
+      private void _checkbox_quote_insidemarketdistance_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_insidemarketdistance_towarddistance.Enabled = _checkbox_quote_insidemarketdistance.Checked;
+      }
+
+      private void _checkbox_prehedge_payless_CheckedChanged(object sender, EventArgs e) {
+         _textbox_prehedge_payless_threshold.Enabled = _checkbox_prehedge_payless.Checked;
+         _textbox_prehedge_payless_paylessticks.Enabled = _checkbox_prehedge_payless.Checked;
+      }
+
+      private void _checkbox_prehedge_payup_CheckedChanged(object sender, EventArgs e) {
+         _textbox_prehedge_payup_threshold.Enabled = _checkbox_prehedge_payup.Checked;
+         _textbox_prehedge_payup_payupticks.Enabled = _checkbox_prehedge_payup.Checked;
+      }
+
+      private void _checkbox_posthedge_ticksawaycross_CheckedChanged(object sender, EventArgs e) {
+         _textbox_posthedge_ticksawaycross_threshold.Enabled = _checkbox_posthedge_ticksawaycross.Checked;
+         _textbox_posthedge_ticksawaycross_crossticks.Enabled = _checkbox_posthedge_ticksawaycross.Checked;
+      }
+
+      private void _checkbox_posthedge_timebasedcross_CheckedChanged(object sender, EventArgs e) {
+         _textbox_posthedge_timesbasedcross_timems.Enabled = _checkbox_posthedge_timebasedcross.Checked;
+         _textbox_posthedge_timesbasedcross_crossticks.Enabled = _checkbox_posthedge_timebasedcross.Checked;
+      }
+
+      private void _checkbox_posthedge_sizebasedcross_CheckedChanged(object sender, EventArgs e) {
+         _textbox_posthedge_sizebasedcross_threshold.Enabled = _checkbox_posthedge_sizebasedcross.Checked;
+         _textbox_posthedge_sizebasedcross_crossticks.Enabled = _checkbox_posthedge_sizebasedcross.Checked;
+      }
+
+      #endregion
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/LegControl.resx

@@ -0,0 +1,60 @@
+<root>
+  <xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
+    <xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
+    <xsd:element name="root" msdata:IsDataSet="true">
+      <xsd:complexType>
+        <xsd:choice maxOccurs="unbounded">
+          <xsd:element name="metadata">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" />
+              </xsd:sequence>
+              <xsd:attribute name="name" use="required" type="xsd:string" />
+              <xsd:attribute name="type" type="xsd:string" />
+              <xsd:attribute name="mimetype" type="xsd:string" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="assembly">
+            <xsd:complexType>
+              <xsd:attribute name="alias" type="xsd:string" />
+              <xsd:attribute name="name" type="xsd:string" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="data">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+                <xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
+              <xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
+              <xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="resheader">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" />
+            </xsd:complexType>
+          </xsd:element>
+        </xsd:choice>
+      </xsd:complexType>
+    </xsd:element>
+  </xsd:schema>
+  <resheader name="resmimetype">
+    <value>text/microsoft-resx</value>
+  </resheader>
+  <resheader name="version">
+    <value>2.0</value>
+  </resheader>
+  <resheader name="reader">
+    <value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+  <resheader name="writer">
+    <value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+</root>

SpreaderFrontEnd/SpreaderFrontEnd/MainSpreaderForm.Designer.cs

@@ -0,0 +1,152 @@
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd
+{
+    partial class MainSpreaderForm
+    {
+        /// <summary>
+        /// Required designer variable.
+        /// </summary>
+        private System.ComponentModel.IContainer components = null;
+
+        /// <summary>
+        /// Clean up any resources being used.
+        /// </summary>
+        /// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
+        protected override void Dispose(bool disposing)
+        {
+            if (disposing && (components != null))
+            {
+                components.Dispose();
+            }
+            base.Dispose(disposing);
+        }
+
+        #region Windows Form Designer generated code
+
+        /// <summary>
+        /// Required method for Designer support - do not modify
+        /// the contents of this method with the code editor.
+        /// </summary>
+        private void InitializeComponent()
+        {
+         this._button_ok = new System.Windows.Forms.Button();
+         this._button_cancel = new System.Windows.Forms.Button();
+         this._label_spreader_name = new System.Windows.Forms.Label();
+         this._textbox_spreader_name = new System.Windows.Forms.TextBox();
+         this._legcontrol1 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol2 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol3 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol4 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol5 = new SpreaderFrontEnd.LegControl();
+         this.SuspendLayout();
+         // 
+         // _button_ok
+         // 
+         this._button_ok.Location = new System.Drawing.Point(1231, 1306);
+         this._button_ok.Name = "_button_ok";
+         this._button_ok.Size = new System.Drawing.Size(120, 33);
+         this._button_ok.TabIndex = 4;
+         this._button_ok.Text = "OK";
+         this._button_ok.UseVisualStyleBackColor = false;
+         this._button_ok.Click += new System.EventHandler(this._button_ok_Click);
+         // 
+         // _button_cancel
+         // 
+         this._button_cancel.Location = new System.Drawing.Point(1380, 1306);
+         this._button_cancel.Name = "_button_cancel";
+         this._button_cancel.Size = new System.Drawing.Size(121, 33);
+         this._button_cancel.TabIndex = 5;
+         this._button_cancel.Text = "Cancel";
+         this._button_cancel.UseVisualStyleBackColor = false;
+         this._button_cancel.Click += new System.EventHandler(this._button_cancel_Click);
+         // 
+         // _label_spreader_name
+         // 
+         this._label_spreader_name.AutoSize = true;
+         this._label_spreader_name.Location = new System.Drawing.Point(22, 28);
+         this._label_spreader_name.Name = "_label_spreader_name";
+         this._label_spreader_name.Size = new System.Drawing.Size(88, 15);
+         this._label_spreader_name.TabIndex = 6;
+         this._label_spreader_name.Text = "Spreader Name";
+         // 
+         // _textbox_spreader_name
+         // 
+         this._textbox_spreader_name.Location = new System.Drawing.Point(116, 25);
+         this._textbox_spreader_name.Name = "_textbox_spreader_name";
+         this._textbox_spreader_name.Size = new System.Drawing.Size(343, 23);
+         this._textbox_spreader_name.TabIndex = 0;
+         // 
+         // _legcontrol1
+         // 
+         this._legcontrol1.BackColor = System.Drawing.Color.White;
+         this._legcontrol1.Location = new System.Drawing.Point(22, 67);
+         this._legcontrol1.Name = "_legcontrol1";
+         this._legcontrol1.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol1.TabIndex = 1;
+         // 
+         // _legcontrol2
+         // 
+         this._legcontrol2.BackColor = System.Drawing.Color.White;
+         this._legcontrol2.Location = new System.Drawing.Point(319, 67);
+         this._legcontrol2.Name = "_legcontrol2";
+         this._legcontrol2.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol2.TabIndex = 2;
+         // 
+         // _legcontrol3
+         // 
+         this._legcontrol3.BackColor = System.Drawing.Color.White;
+         this._legcontrol3.Location = new System.Drawing.Point(616, 67);
+         this._legcontrol3.Name = "_legcontrol3";
+         this._legcontrol3.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol3.TabIndex = 3;
+         // 
+         // _legcontrol4
+         // 
+         this._legcontrol4.BackColor = System.Drawing.Color.White;
+         this._legcontrol4.Location = new System.Drawing.Point(913, 67);
+         this._legcontrol4.Name = "_legcontrol4";
+         this._legcontrol4.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol4.TabIndex = 4;
+         // 
+         // _legcontrol5
+         // 
+         this._legcontrol5.BackColor = System.Drawing.Color.White;
+         this._legcontrol5.Location = new System.Drawing.Point(1210, 67);
+         this._legcontrol5.Name = "_legcontrol5";
+         this._legcontrol5.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol5.TabIndex = 5;
+         // 
+         // MainSpreaderForm
+         // 
+         this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
+         this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
+         this.ClientSize = new System.Drawing.Size(1517, 1363);
+         this.Controls.Add(this._legcontrol5);
+         this.Controls.Add(this._legcontrol4);
+         this.Controls.Add(this._legcontrol3);
+         this.Controls.Add(this._legcontrol2);
+         this.Controls.Add(this._legcontrol1);
+         this.Controls.Add(this._textbox_spreader_name);
+         this.Controls.Add(this._label_spreader_name);
+         this.Controls.Add(this._button_cancel);
+         this.Controls.Add(this._button_ok);
+         this.Name = "MainSpreaderForm";
+         this.Text = "MainSpreaderForm";
+         this.ResumeLayout(false);
+         this.PerformLayout();
+
+        }
+
+        #endregion
+        private Button _button_ok;
+        private Button _button_cancel;
+        private Label _label_spreader_name;
+        private TextBox _textbox_spreader_name;
+        private LegControl _legcontrol1;
+        private LegControl _legcontrol2;
+        private LegControl _legcontrol3;
+        private LegControl _legcontrol4;
+        private LegControl _legcontrol5;
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/MainSpreaderForm.cs

@@ -0,0 +1,81 @@
+using System;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.Data;
+using System.Drawing;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd {
+   // This is the main UI widget. It is passed a list of securities and a SpreaderContract.
+   // The SpreaderContract can be empty (which will be the case when creating a new spreader).
+   // It has 3 public facing members (other than the constructor),
+   // 2 events that tell whether OK or Cancel was hit, respectively,
+   // and get_spreader_contract that returns a ParsedUIData<SpreaderContract>
+
+   public partial class MainSpreaderForm : Form {
+      private IEnumerable<LegControl> _leg_controls;
+      public Action on_OK = () => { };
+      public Action on_cancel = () => { };
+      private readonly IEnumerable<string> _securities;
+      private SpreaderContract _spreader_contract;
+
+      public MainSpreaderForm(IEnumerable<string> securities,
+                              SpreaderContract spreader_contract)
+          : base() {
+         InitializeComponent();
+         _leg_controls = new LegControl[] { _legcontrol1, _legcontrol2, _legcontrol3, _legcontrol4, _legcontrol5 };
+         _securities = securities;
+         System.Diagnostics.Debug.Assert(spreader_contract != null);
+         // System.Diagnostics.Debug.Assert(spreader_contract.spread_legs.Count() == SpreaderContract.max_nlegs);
+         _spreader_contract = spreader_contract;
+         _textbox_spreader_name.Text = _spreader_contract.name;
+         for (var i = 0; i < _leg_controls.Count(); i++) {
+            SpreaderLegContract? lc = i < _spreader_contract.spread_legs.Count() ?
+                _spreader_contract.spread_legs.ElementAt(i) : null;
+            _leg_controls.ElementAt(i).initialize(securities, lc);
+         }
+      }
+
+      public ParsedUIData<SpreaderContract> get_spreader_contract() {
+         if (String.IsNullOrEmpty(_textbox_spreader_name.Text)) {
+            return new ParsedUIData<SpreaderContract>(null, true, "Spreader name is not set");
+         }
+         List<SpreaderLegContract> leg_contracts = new List<SpreaderLegContract>();
+         uint i = 0;
+         foreach (LegControl lc in _leg_controls) {
+            i++;
+            var leg_res = lc.get_data();
+            if (leg_res.is_error) {
+               return new ParsedUIData<SpreaderContract>(null, true, $"Leg: {i} is not set correctly");
+            }
+            leg_contracts.Add(leg_res.ui_data);
+         }
+         IEnumerable<SpreaderLegContract> leg_contracts_rv = 
+               leg_contracts.Where(l => !String.IsNullOrEmpty(l.security));
+         if (leg_contracts_rv.Count() <= 1) {
+            return new ParsedUIData<SpreaderContract>(
+               null, true, "Spreader needs at least 2 legs");
+         }
+         // check the number of legs
+         return new ParsedUIData<SpreaderContract>(
+            new SpreaderContract(_textbox_spreader_name.Text, leg_contracts_rv), false, String.Empty);
+      }
+
+      private void _button_ok_Click(object sender, EventArgs e) {
+         ParsedUIData<SpreaderContract> ui_data = get_spreader_contract();
+         if (ui_data.is_error) {
+            string err_txt = $"The following error happened \n{ui_data.error_txt}";
+            System.Windows.Forms.MessageBox.Show(err_txt, "Spreader Error", MessageBoxButtons.OK, MessageBoxIcon.Error);
+            return;
+         }
+         on_OK();
+      }
+
+      private void _button_cancel_Click(object sender, EventArgs e) {
+         on_cancel();
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/MainSpreaderForm.resx

@@ -0,0 +1,60 @@
+<root>
+  <xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
+    <xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
+    <xsd:element name="root" msdata:IsDataSet="true">
+      <xsd:complexType>
+        <xsd:choice maxOccurs="unbounded">
+          <xsd:element name="metadata">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" />
+              </xsd:sequence>
+              <xsd:attribute name="name" use="required" type="xsd:string" />
+              <xsd:attribute name="type" type="xsd:string" />
+              <xsd:attribute name="mimetype" type="xsd:string" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="assembly">
+            <xsd:complexType>
+              <xsd:attribute name="alias" type="xsd:string" />
+              <xsd:attribute name="name" type="xsd:string" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="data">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+                <xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
+              <xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
+              <xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="resheader">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" />
+            </xsd:complexType>
+          </xsd:element>
+        </xsd:choice>
+      </xsd:complexType>
+    </xsd:element>
+  </xsd:schema>
+  <resheader name="resmimetype">
+    <value>text/microsoft-resx</value>
+  </resheader>
+  <resheader name="version">
+    <value>2.0</value>
+  </resheader>
+  <resheader name="reader">
+    <value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+  <resheader name="writer">
+    <value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+</root>

SpreaderFrontEnd/SpreaderFrontEnd/ParsedUIData.cs

@@ -0,0 +1,20 @@
+namespace SpreaderFrontEnd {
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+   using System.Text;
+   using System.Threading.Tasks;
+
+
+   public class ParsedUIData<T> {
+      public readonly T ui_data;
+      public readonly bool is_error;
+      public readonly string error_txt;
+
+      public ParsedUIData(T ui_data, bool is_error, string error_txt) {
+         this.ui_data = ui_data;
+         this.is_error = is_error;
+         this.error_txt = error_txt;
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/Program.cs

@@ -0,0 +1,18 @@
+using System;
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd {
+   internal static class Program {
+      /// <summary>
+      ///  The main entry point for the application.
+      /// </summary>
+      [STAThread]
+      static void Main() {
+         SyntheticBookTest.run();
+         // To customize application configuration such as set high DPI settings or default font,
+         // see https://aka.ms/applicationconfiguration.
+         ApplicationConfiguration.Initialize();
+         Application.Run(new TestForm());
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/SpreaderContract.cs

@@ -0,0 +1,35 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace SpreaderFrontEnd
+{
+    [Serializable]
+   // Represents a spreader contract (anologous ot the protobuf on the C++ side)
+   // We could have generated managed wrappers from the protobuf, but we did not want
+   // to make your build process complicated hence opted for this class.
+   // It is quite simply a wrapper around an enumeration of SpreaderLegContract
+   public class SpreaderContract
+    {
+        public static uint max_nlegs = 5;
+        public string name = String.Empty;
+        public IList<SpreaderLegContract> spread_legs = new List<SpreaderLegContract>();
+
+        public SpreaderContract(string name, IEnumerable<SpreaderLegContract> spread_legs)
+        {
+            this.name = name;
+            this.spread_legs = spread_legs.ToList();
+        }
+
+        public static SpreaderContract empty
+        {
+            get
+            {
+                return new SpreaderContract("UNNAMED",
+                          Enumerable.Repeat<SpreaderLegContract>(new SpreaderLegContract(), 5));
+            }
+        }
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/SpreaderFrontEnd.csproj

@@ -0,0 +1,11 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <OutputType>WinExe</OutputType>
+    <TargetFramework>net6.0-windows</TargetFramework>
+    <Nullable>enable</Nullable>
+    <UseWindowsForms>true</UseWindowsForms>
+    <LanguageVersion>7</LanguageVersion>
+  </PropertyGroup>
+
+</Project>

SpreaderFrontEnd/SpreaderFrontEnd/SpreaderLegContract.cs

@@ -0,0 +1,90 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace SpreaderFrontEnd
+{
+    [Serializable]
+    // Represents a single leg of the spreader. It is made up of
+    // 1. a main section consisting of the security, qty, price mult etc
+    // 2. Quote parameters
+    // 3. Pre-Hedge parameters
+    // 4. Post-Hedge parameters
+    // It maps pretty directly to the UI (LegControl)
+    public class SpreaderLegContract
+    {
+        public enum MDType { 
+            Direct = 0,
+            Merged = 1,
+        }
+         
+        public string security = String.Empty;
+        public int qty = 1;
+        public double price_mult = 1;
+        public bool enable_quoting = false;
+        public double lean_qty_factor = 1;
+        public MDType md_type = MDType.Direct;
+        public QuoteParams quote_params = new QuoteParams();
+        public PreHedgeParams pre_hedge_params = new PreHedgeParams();
+        public PostHedgeParams post_hedge_params = new PostHedgeParams();
+
+        public class QuoteParams
+        {
+            public class ShowQty {
+                public UInt32 show_qty = 1;
+            }
+            public class Throttle {
+                public UInt32 inside_ticks = 0;
+                public UInt32 outside_ticks = 0;
+            }
+            public class Conditional {
+                public Int32 ticks = 0;
+            }
+            public class InsideMarketDistance {
+                public UInt32 toward_distance = 0;
+            }
+            public UInt32 qho_length = 0;
+            public ShowQty? show_qty = null;
+            public Throttle? throttle = null;
+            public Conditional? conditional = null;
+            public InsideMarketDistance? inside_market_distance = null;
+        }
+
+        public class PreHedgeParams
+        {
+            public class PayLess {
+                public UInt32 threshold = 0;
+                public UInt32 payless_ticks = 0;
+            }
+            public class PayUp
+            {
+                public UInt32 threshold = 0;
+                public UInt32 payup_ticks = 0;
+            }
+            public PayLess? payless = null;
+            public PayUp? payup = null;
+        }
+
+        public class PostHedgeParams
+        {
+            public class TicksAwayCross {
+                public UInt32 threshold = 0;
+                public UInt32 cross_ticks = 0;
+            }
+            public class TimeBasedCross {
+                public UInt32 time_ms = 0;
+                public UInt32 cross_ticks = 0;
+            }
+            public class SizedBasedCross {
+                public UInt32 threshold = 0;
+                public UInt32 cross_ticks = 0;
+            }
+            public TicksAwayCross? ticks_away_cross = null;
+            public TimeBasedCross? time_based_cross = null;
+            public SizedBasedCross? size_based_cross = null;
+        }
+
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/TestForm.Designer.cs

@@ -0,0 +1,79 @@
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd
+{
+    partial class TestForm
+    {
+        /// <summary>
+        ///  Required designer variable.
+        /// </summary>
+        private System.ComponentModel.IContainer components = null;
+
+        /// <summary>
+        ///  Clean up any resources being used.
+        /// </summary>
+        /// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
+        protected override void Dispose(bool disposing)
+        {
+            if (disposing && (components != null))
+            {
+                components.Dispose();
+            }
+            base.Dispose(disposing);
+        }
+
+        #region Windows Form Designer generated code
+
+        /// <summary>
+        ///  Required method for Designer support - do not modify
+        ///  the contents of this method with the code editor.
+        /// </summary>
+        private void InitializeComponent()
+        {
+            this._button_launch_new = new System.Windows.Forms.Button();
+            this._button_load_existing = new System.Windows.Forms.Button();
+            this.SuspendLayout();
+            // 
+            // _button_launch_new
+            // 
+            this._button_launch_new.Location = new System.Drawing.Point(96, 46);
+            this._button_launch_new.Name = "_button_launch_new";
+            this._button_launch_new.Size = new System.Drawing.Size(169, 26);
+            this._button_launch_new.TabIndex = 0;
+            this._button_launch_new.Text = "Launch New";
+            this._button_launch_new.UseVisualStyleBackColor = true;
+            this._button_launch_new.Click += new System.EventHandler(this._button_launch_new_Click);
+            // 
+            // _button_load_existing
+            // 
+            this._button_load_existing.Location = new System.Drawing.Point(96, 114);
+            this._button_load_existing.Name = "_button_load_existing";
+            this._button_load_existing.Size = new System.Drawing.Size(169, 26);
+            this._button_load_existing.TabIndex = 1;
+            this._button_load_existing.Text = "Load Existing";
+            this._button_load_existing.UseVisualStyleBackColor = true;
+            this._button_load_existing.Click += new System.EventHandler(this._button_load_existing_Click);
+            // 
+            // TestForm
+            // 
+            this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
+            this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
+            this.ClientSize = new System.Drawing.Size(371, 213);
+            this.Controls.Add(this._button_load_existing);
+            this.Controls.Add(this._button_launch_new);
+            this.FormBorderStyle = System.Windows.Forms.FormBorderStyle.FixedSingle;
+            this.MaximizeBox = false;
+            this.MinimizeBox = false;
+            this.Name = "TestForm";
+            this.SizeGripStyle = System.Windows.Forms.SizeGripStyle.Hide;
+            this.Text = "Test Launcher";
+            this.ResumeLayout(false);
+
+        }
+
+        #endregion
+
+        private Button _button_launch_new;
+        private Button _button_load_existing;
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/TestForm.cs

@@ -0,0 +1,91 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd {
+   // Test class that demostrates how to use the MainSpreaderForm.
+   // It has 2 buttons. "Launch New" launches a brand new spreader (empty UI)
+   // while "Launch Existing" loads the MainSpreaderForm with an existing
+   // spreader (hard coded arbitrary values)
+   public partial class TestForm : Form {
+      private IEnumerable<string> _securities = new string[] {
+            "ZCG23",
+            "ZCH23",
+            "ZCJ23",
+            "ZCL23",
+            "ZCM23"
+        };
+
+      public TestForm() {
+         InitializeComponent();
+      }
+
+      private void _button_launch_new_Click(object sender, EventArgs e) {
+         _show_form(SpreaderContract.empty);
+      }
+
+      private void _button_load_existing_Click(object sender, EventArgs e) {
+         var sc = _generate_test_contract();
+         _show_form(sc);
+      }
+
+      private void _show_form(SpreaderContract spreader_contract) {
+         MainSpreaderForm f = new MainSpreaderForm(_securities, spreader_contract);
+         f.on_OK = () => {
+            MessageBox.Show("Received OK", "OK", MessageBoxButtons.OK, MessageBoxIcon.Information);
+            f.Close();
+         };
+         f.on_cancel = () => {
+            MessageBox.Show("Received Cancel", "Cancel", MessageBoxButtons.OK, MessageBoxIcon.Warning);
+            f.Close();
+         };
+         f.ShowDialog();
+      }
+
+      private SpreaderContract _generate_test_contract() {
+         List<SpreaderLegContract> lcs = new List<SpreaderLegContract>();
+         for (uint i = 0; i < 3; i++) {
+            SpreaderLegContract lc = _generate_test_leg_contract(i);
+            lcs.Add(lc);
+         }
+         SpreaderContract sc = new SpreaderContract("TEST SPREADER", lcs);
+         return sc;
+      }
+
+      private SpreaderLegContract _generate_test_leg_contract(uint idx) {
+         SpreaderLegContract rv = new SpreaderLegContract();
+         rv.security = _securities.ElementAt(0);
+         rv.qty = 1;
+         rv.price_mult = 1;
+         rv.enable_quoting = true;
+         rv.lean_qty_factor = 2;
+         rv.md_type = SpreaderLegContract.MDType.Merged;
+         // quote
+         rv.quote_params = new SpreaderLegContract.QuoteParams();
+         rv.quote_params.qho_length = 0;
+         rv.quote_params.show_qty = new SpreaderLegContract.QuoteParams.ShowQty();
+         rv.quote_params.show_qty.show_qty = 10;
+         rv.quote_params.throttle = new SpreaderLegContract.QuoteParams.Throttle();
+         rv.quote_params.throttle.inside_ticks = 3;
+         rv.quote_params.throttle.outside_ticks = 2;
+         // pre hedge
+         rv.pre_hedge_params = new SpreaderLegContract.PreHedgeParams();
+         rv.pre_hedge_params.payless = new SpreaderLegContract.PreHedgeParams.PayLess();
+         rv.pre_hedge_params.payless.threshold = 1000;
+         rv.pre_hedge_params.payless.payless_ticks = 7;
+         rv.pre_hedge_params.payup = new SpreaderLegContract.PreHedgeParams.PayUp();
+         rv.pre_hedge_params.payup.threshold = 500;
+         rv.pre_hedge_params.payup.payup_ticks = 12;
+         // post hedge
+         rv.post_hedge_params = new SpreaderLegContract.PostHedgeParams();
+         rv.post_hedge_params.ticks_away_cross = new SpreaderLegContract.PostHedgeParams.TicksAwayCross();
+         rv.post_hedge_params.ticks_away_cross.threshold = 10;
+         rv.post_hedge_params.ticks_away_cross.cross_ticks = 3;
+         rv.post_hedge_params.time_based_cross = new SpreaderLegContract.PostHedgeParams.TimeBasedCross();
+         rv.post_hedge_params.time_based_cross.time_ms = 20;
+         rv.post_hedge_params.time_based_cross.cross_ticks = 5;
+         return rv;
+      }
+   }
+};

SpreaderFrontEnd/SpreaderFrontEnd/TestForm.resx

@@ -0,0 +1,60 @@
+<root>
+  <xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
+    <xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
+    <xsd:element name="root" msdata:IsDataSet="true">
+      <xsd:complexType>
+        <xsd:choice maxOccurs="unbounded">
+          <xsd:element name="metadata">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" />
+              </xsd:sequence>
+              <xsd:attribute name="name" use="required" type="xsd:string" />
+              <xsd:attribute name="type" type="xsd:string" />
+              <xsd:attribute name="mimetype" type="xsd:string" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="assembly">
+            <xsd:complexType>
+              <xsd:attribute name="alias" type="xsd:string" />
+              <xsd:attribute name="name" type="xsd:string" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="data">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+                <xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
+              <xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
+              <xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="resheader">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" />
+            </xsd:complexType>
+          </xsd:element>
+        </xsd:choice>
+      </xsd:complexType>
+    </xsd:element>
+  </xsd:schema>
+  <resheader name="resmimetype">
+    <value>text/microsoft-resx</value>
+  </resheader>
+  <resheader name="version">
+    <value>2.0</value>
+  </resheader>
+  <resheader name="reader">
+    <value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+  <resheader name="writer">
+    <value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+</root>

SpreaderFrontEnd/SpreaderFrontEnd/Tests/SyntheticBookTest.cs

@@ -0,0 +1,230 @@
+using System;
+using System.Diagnostics;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace SpreaderFrontEnd {
+   public static class SyntheticBookTest {
+      /// <summary>
+      /// Run synthetic book computation tests
+      /// </summary>
+      public static int run() {
+         // Seed the test with a standard butterfly spread. Leg size multipliers will be applied to
+         // each leg to generate more variations to test.
+         var legs = new List<SpreaderLegContract> {
+            new SpreaderLegContract() {
+               security = "Leg1Sec",
+               qty = 1
+            },
+            new SpreaderLegContract() {
+               security = "Leg2Sec",
+               qty = -2
+            },
+            new SpreaderLegContract() {
+               security = "Leg3Sec",
+               qty = 1
+            }
+         };
+         var leg_multipliers = new List<int> { 1, -1, 2, -2, 3, -3 };
+         var contract = new SpreaderContract("Test", legs);
+
+         // Define a book (seed) for each leg. Quantities will be added to each price level for each
+         // leg's book to generate more variations to test.
+         var leg1_book = new Book(
+            bids: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 3, qty: 10),
+               new PriceLevel(price: 2, qty: 4),
+               new PriceLevel(price: 1, qty: 6)
+            }),
+            asks: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 4, qty: 5),
+               new PriceLevel(price: 5, qty: 7),
+               new PriceLevel(price: 6, qty: 8)
+            }));
+         var leg2_book = new Book(
+            bids: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 3, qty: 1),
+               new PriceLevel(price: 2, qty: 7),
+               new PriceLevel(price: 1, qty: 2)
+            }),
+            asks: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 4, qty: 3),
+               new PriceLevel(price: 5, qty: 3),
+               new PriceLevel(price: 6, qty: 5)
+            }));
+         var leg3_book = new Book(
+            bids: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 3, qty: 2),
+               new PriceLevel(price: 2, qty: 1),
+               new PriceLevel(price: 1, qty: 8)
+            }),
+            asks: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 4, qty: 4),
+               new PriceLevel(price: 5, qty: 3),
+               new PriceLevel(price: 6, qty: 4)
+            }));
+         var level_qty_additions = new List<uint> { 1, 2, 3, 4 };
+         var leg_books = new List<Book> { leg1_book, leg2_book, leg3_book };
+
+         for (int i = 0; i < leg_multipliers.Count; i++) {
+            var leg_mult = leg_multipliers[i];
+            for (int j = 0; j < contract.spread_legs.Count; j++) {
+               // Apply leg mult 
+               contract.spread_legs[j].qty *= leg_mult;
+               foreach (var lqa in level_qty_additions) {
+                  foreach(var lb in leg_books) {
+                     // Apply qty addition to bid-levels
+                     for (int level_idx = 0; level_idx < lb.bids.levels.Count; level_idx++) {
+                        var orig_level = lb.bids.levels[level_idx];
+                        lb.bids.levels[level_idx] = orig_level.add_qty(lqa);
+                        run(leg_books, contract);
+                        // Subtract the qty that was just added so each qty addition is applied to
+                        // the original level
+                        lb.bids.levels[level_idx] = lb.bids.levels[level_idx].subtract_qty(lqa);
+                     }
+
+                     // Apply qty additions to ask-levels
+                     for (int level_idx = 0; level_idx < lb.asks.levels.Count; level_idx++) {
+                        var orig_level = lb.asks.levels[level_idx];
+                        lb.asks.levels[level_idx] = orig_level.add_qty(lqa);
+                        run(leg_books, contract);
+                        // Subtract the qty that was just added so each qty addition is applied to
+                        // the original level
+                        lb.asks.levels[level_idx] = lb.asks.levels[level_idx].subtract_qty(lqa);
+                     }
+                  }
+               }
+               // Divide by leg_mult so the each mult is applied to the original leg
+               contract.spread_legs[j].qty /= leg_mult;
+            }
+         }
+         return 0;
+      }
+
+      public static void run(List<Book> leg_books, SpreaderContract contract) {
+         var synth_book = SpreaderBookCalculator.compute_spreader_book(contract, leg_books);
+         for (int i = 0; i < contract.spread_legs.Count; i++) {
+            Console.WriteLine($"Leg{i} (qty {contract.spread_legs[i].qty}): {leg_books[i]}");
+         }
+         Console.WriteLine($"Synthetic Book: {synth_book}");
+         var leg_book_tups = _to_leg_book_tuples(leg_books, contract);
+         var expected_book = _compute_synth_book(leg_book_tups);
+         Console.WriteLine($"Expected Book: {expected_book}");
+         Debug.Assert(expected_book.Equals(synth_book));
+      }
+
+      static List<Tuple<Book, int>> _to_leg_book_tuples(List<Book> leg_books, SpreaderContract contract) {
+         Debug.Assert(leg_books.Count == contract.spread_legs.Count);
+         var rv = new List<Tuple<Book, int>>();
+         for (int i = 0; i < leg_books.Count; i++) {
+            rv.Add(Tuple.Create(leg_books[i], contract.spread_legs[i].qty));
+         }
+         return rv;
+      }
+
+      static List<Tuple<BookSide, int>> _to_leg_book_side_tuples(List<Tuple<Book, int>> leg_books, bool is_bid) {
+         var leg_book_tups = new List<Tuple<BookSide, int>>();
+         for (int i = 0; i < leg_books.Count; i++) {
+            var leg_size = leg_books[i].Item2;
+            var leg_book = leg_books[i].Item1;
+            var is_buy_leg = leg_size > 0;
+            var leg_book_side = is_buy_leg == is_bid ? leg_book.bids : leg_book.asks;
+            leg_book_tups.Add(Tuple.Create(leg_book_side, leg_size));
+         }
+         return leg_book_tups;
+      }
+
+      static Book _compute_synth_book(List<Tuple<Book, int>> leg_books) {
+         var leg_bids = _to_leg_book_side_tuples(leg_books, true);
+         var leg_asks = _to_leg_book_side_tuples(leg_books, false);
+         var synth_bids = _compute_synth_book_side(leg_bids);
+         var synth_asks = _compute_synth_book_side(leg_asks);
+         return new Book(synth_bids, synth_asks);
+      }
+
+      // <summary>
+      // Computes the synthetic book in a simple/unoptimized way, to ensure correctness. Books
+      // generated by the 'optimized' routine, which will be used in practice, should match those
+      // generated by this one.
+      // </summary>
+      static BookSide _compute_synth_book_side(IEnumerable<Tuple<BookSide, int>> leg_books) {
+         // Clone the books so we can mutate them without changing the input 'leg_books'
+         var leg_books_list = leg_books.Select(lb => Tuple.Create(lb.Item1.Clone(), lb.Item2)).ToList();
+         var levels = new List<PriceLevel>();
+         var top_level = _get_top_level(leg_books_list);
+         while (top_level.qty > 0) {
+            levels.Add(top_level);
+            foreach (var lb in leg_books_list) {
+               _remove_qty_from_top(lb.Item1, (int)(top_level.qty * Math.Abs(lb.Item2)));
+            }
+            top_level = _get_top_level(leg_books_list);
+         }
+         return new BookSide(levels);
+      }
+
+      static PriceLevel _get_top_level(IEnumerable<Tuple<BookSide, int>> leg_books) {
+         var leg_sizes = leg_books.Select(lb => lb.Item2).ToList();
+         var top_levels = leg_books.Select(_get_top_level).ToList();
+         var qty = top_levels.Select(l => l.qty).Min();
+         if (qty == 0) {
+            return PriceLevel.empty;
+         }
+         double price = 0;
+         for (int i = 0; i < top_levels.Count; i++) {
+            var leg_price = top_levels[i].price;
+            var leg_size = leg_sizes[i];
+            if (leg_size < 0) {
+               price -= leg_price;
+            } else {
+               price += leg_price;
+            }
+         }
+         return new PriceLevel(price, qty);
+      }
+
+      static PriceLevel _get_top_level(Tuple<BookSide, int> leg_book) {
+         return _get_top_level(leg_book.Item1, leg_book.Item2);
+      }
+
+      static PriceLevel _get_top_level(BookSide book, int leg_size) {
+         if (book.levels.Count == 0) {
+            return PriceLevel.empty;
+         }
+         var first_level = book.levels.First();
+         var abs_leg_size = Math.Abs(leg_size);
+         if (first_level.qty >= abs_leg_size) {
+            return new PriceLevel(first_level.price * abs_leg_size, (uint)(first_level.qty / abs_leg_size));
+         }
+         double price = first_level.qty * first_level.price;
+         var qty_rem = abs_leg_size - first_level.qty;
+         for (int i = 1; i < book.levels.Count; i++) {
+            var level = book.levels[i];
+            if (level.qty >= qty_rem) {
+               price += qty_rem * level.price;
+               return new PriceLevel(price, 1);
+            }
+            price += level.qty * level.price;
+            qty_rem -= level.qty;
+         }
+         return PriceLevel.empty;
+      }
+
+      /// <summary>
+      /// Removes the specified quantity from the top of the book
+      /// </summary>
+      static void _remove_qty_from_top(BookSide book, int qty) {
+         var subtracted_qty = 0;
+         while (subtracted_qty < qty && book.levels.Count > 0) {
+            var first_level = book.levels[0];
+            var qty_to_subtract = qty - subtracted_qty;
+            if (first_level.qty > qty_to_subtract) {
+               first_level = first_level.subtract_qty((uint)qty_to_subtract);
+               book.levels[0] = first_level;
+               return;
+            }
+            book.levels.RemoveAt(0);
+            subtracted_qty += (int)first_level.qty;
+         }
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/Utils.cs

@@ -0,0 +1,78 @@
+using System;
+using System.Reflection;
+using System.Runtime.Serialization.Formatters.Binary;
+using System.IO;
+
+namespace SpreaderFrontEnd
+{
+    public class Utils
+    {
+        public static void bin_serialize<T>(T t, Stream str)
+        {
+#pragma warning disable SYSLIB0011
+            BinaryFormatter bf = new BinaryFormatter();
+            bf.Serialize(str, t);
+#pragma warning restore SYSLIB0011
+        }
+
+        public static T bin_deserialize<T>(Stream str)
+        {
+#pragma warning disable SYSLIB0011
+            BinaryFormatter bf = new BinaryFormatter();
+            T rv = (T)bf.Deserialize(str);
+#pragma warning restore SYSLIB0011
+            return rv;
+        }
+
+        public static T? basic_deep_clone<T>(T t)
+        {
+            try
+            {
+                MemoryStream str = new MemoryStream();
+                bin_serialize(t, str);
+                str.Position = 0;
+                return bin_deserialize<T>(str);
+            }
+            catch
+            {
+                return default(T);
+            }
+        }
+
+        public static object? CloneObject(object objSource)
+        {
+            //step : 1 Get the type of source object and create a new instance of that type
+            Type typeSource = objSource.GetType();
+            object? objTarget = Activator.CreateInstance(typeSource);
+            //Step2 : Get all the properties of source object type
+            PropertyInfo[] propertyInfo = typeSource.GetProperties(BindingFlags.Public | BindingFlags.NonPublic | BindingFlags.Instance);
+            //Step : 3 Assign all source property to taget object 's properties
+            foreach (PropertyInfo property in propertyInfo)
+            {
+                //Check whether property can be written to
+                if (property.CanWrite)
+                {
+                    //Step : 4 check whether property type is value type, enum or string type
+                    if (property.PropertyType.IsValueType || property.PropertyType.IsEnum || property.PropertyType.Equals(typeof(System.String)))
+                    {
+                        property.SetValue(objTarget, property.GetValue(objSource, null), null);
+                    }
+                    //else property type is object/complex types, so need to recursively call this method until the end of the tree is reached
+                    else
+                    {
+                        object? objPropertyValue = property.GetValue(objSource, null);
+                        if (objPropertyValue == null)
+                        {
+                            property.SetValue(objTarget, null, null);
+                        }
+                        else
+                        {
+                            property.SetValue(objTarget, CloneObject(objPropertyValue), null);
+                        }
+                    }
+                }
+            }
+            return objTarget;
+        }
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/bin/Debug/net6.0-windows/SpreaderFrontEnd.deps.json

@@ -0,0 +1,23 @@
+{
+  "runtimeTarget": {
+    "name": ".NETCoreApp,Version=v6.0",
+    "signature": ""
+  },
+  "compilationOptions": {},
+  "targets": {
+    ".NETCoreApp,Version=v6.0": {
+      "SpreaderFrontEnd/1.0.0": {
+        "runtime": {
+          "SpreaderFrontEnd.dll": {}
+        }
+      }
+    }
+  },
+  "libraries": {
+    "SpreaderFrontEnd/1.0.0": {
+      "type": "project",
+      "serviceable": false,
+      "sha512": ""
+    }
+  }
+}

SpreaderFrontEnd/SpreaderFrontEnd/bin/Debug/net6.0-windows/SpreaderFrontEnd.runtimeconfig.json

@@ -0,0 +1,15 @@
+{
+  "runtimeOptions": {
+    "tfm": "net6.0",
+    "frameworks": [
+      {
+        "name": "Microsoft.NETCore.App",
+        "version": "6.0.0"
+      },
+      {
+        "name": "Microsoft.WindowsDesktop.App",
+        "version": "6.0.0"
+      }
+    ]
+  }
+}

dev/gen/omnisharp.json

@@ -0,0 +1,54 @@
+{
+    "FormattingOptions": {
+            "NewLine": "\n",
+            "UseTabs": false,
+            "TabSize": 3,
+            "IndentationSize": 3,
+            "SpacingAfterMethodDeclarationName": false,
+            "SpaceWithinMethodDeclarationParenthesis": false,
+            "SpaceBetweenEmptyMethodDeclarationParentheses": false,
+            "SpaceAfterMethodCallName": false,
+            "SpaceWithinMethodCallParentheses": false,
+            "SpaceBetweenEmptyMethodCallParentheses": false,
+            "SpaceAfterControlFlowStatementKeyword": true,
+            "SpaceWithinExpressionParentheses": false,
+            "SpaceWithinCastParentheses": false,
+            "SpaceWithinOtherParentheses": false,
+            "SpaceAfterCast": false,
+            "SpacesIgnoreAroundVariableDeclaration": false,
+            "SpaceBeforeOpenSquareBracket": false,
+            "SpaceBetweenEmptySquareBrackets": false,
+            "SpaceWithinSquareBrackets": false,
+            "SpaceAfterColonInBaseTypeDeclaration": true,
+            "SpaceAfterComma": true,
+            "SpaceAfterDot": false,
+            "SpaceAfterSemicolonsInForStatement": true,
+            "SpaceBeforeColonInBaseTypeDeclaration": true,
+            "SpaceBeforeComma": false,
+            "SpaceBeforeDot": false,
+            "SpaceBeforeSemicolonsInForStatement": false,
+            "SpacingAroundBinaryOperator": "single",
+            "IndentBraces": false,
+            "IndentBlock": true,
+            "IndentSwitchSection": true,
+            "IndentSwitchCaseSection": true,
+            "LabelPositioning": "oneLess",
+            "WrappingPreserveSingleLine": true,
+            "WrappingKeepStatementsOnSingleLine": true,
+            "NewLinesForBracesInTypes": false,
+            "NewLinesForBracesInMethods": false,
+            "NewLinesForBracesInProperties": false,
+            "NewLinesForBracesInAccessors": false,
+            "NewLinesForBracesInAnonymousMethods": false,
+            "NewLinesForBracesInControlBlocks": false,
+            "NewLinesForBracesInAnonymousTypes": false,
+            "NewLinesForBracesInObjectCollectionArrayInitializers": false,
+            "NewLinesForBracesInLambdaExpressionBody": false,
+            "NewLineForElse": false,
+            "NewLineForCatch": false,
+            "NewLineForFinally": false,
+            "NewLineForMembersInObjectInit": true,
+            "NewLineForMembersInAnonymousTypes": true,
+            "NewLineForClausesInQuery": true
+    }
+}

dev/john/Dockerfile

@@ -0,0 +1,120 @@
+FROM spark-crypto_18.04
+
+RUN \
+    DEBIAN_FRONTEND=noninteractive apt-get update \
+    && apt-get install -y \
+    htop \
+    locales \
+    source-highlight \
+    powerline \
+    fonts-powerline
+
+
+# Hide these in the .docker directory to avoid conflicts with existing repos on
+# this computer (in case a parent dir, such as $HOME, is mounted inside a
+# container)
+ARG repo_root="/home/john/Documents/repos/.docker"
+
+# Create dirs for public/private repos
+USER john
+RUN \
+    mkdir -p $repo_root/public \
+    && mkdir -p $repo_root/private
+
+
+## Get latest fish (build from source)
+# 1) get build deps
+USER root
+RUN \
+    DEBIAN_FRONTEND=noninteractive apt-get update \
+    && apt-get install -y software-properties-common
+RUN \
+    apt-add-repository ppa:fish-shell/release-3 \
+    && sed -i "s/^# deb/deb/g" /etc/apt/sources.list
+
+RUN DEBIAN_FRONTEND=noninteractive apt-get update && apt-get build-dep -y fish
+
+
+# 2) Clone repo
+USER john
+RUN \
+    cd $repo_root/public \
+    && git clone https://github.com/fish-shell/fish-shell.git
+
+RUN \
+    cd $repo_root/public/fish-shell \
+    && mkdir build \
+    && cd build \
+    && cmake -DCMAKE_BUILD_TYPE=Release -DBUILD_DOCS=0 .. \
+    && cmake --build .
+
+# Switch to root, rather than running inline w/ sudo cmd, to avoid having to
+# enter a password
+USER root
+RUN \
+    cd $repo_root/public/fish-shell/build \
+    && make install
+USER john
+
+
+## Get oh-my-fish
+RUN \
+    cd $repo_root/public \
+    && git clone https://github.com/oh-my-fish/oh-my-fish.git
+
+RUN \
+    cd $repo_root/public/oh-my-fish \
+    && ./bin/install --noninteractive --yes
+
+
+## Get my fish config
+RUN \
+    cd $repo_root/private \
+    && git clone https://github.com/johncolvin-og/myfishconfig
+
+RUN \
+    cd $repo_root/private/myfishconfig \
+    && cp src/config.fish /home/john/.config/fish/ \
+    && cp src/aliases.fish /home/john/.config/fish/ \
+    && cp -r src/functions /home/john/.config/fish/ \
+    && cp -r src/themes/johncolvin /home/john/.local/share/omf/themes/ \
+    && fish --command "omf theme johncolvin"
+
+
+## Get my bash config (back up existing)
+RUN \
+    cd $repo_root/private \
+    && git clone https://github.com/johncolvin-og/mybashconfig \
+    && cd mybashconfig \
+    && cp src/* /home/john/
+
+
+# Get vim files/tools
+USER root
+RUN \
+    DEBIAN_FRONTEND=noninteractive apt-get update \
+    && apt-get install -y curl
+USER john
+RUN curl -fLo home/john/.vim/autoload/plug.vim --create-dirs \
+    https://raw.githubusercontent.com/junegunn/vim-plug/master/plug.vim
+
+
+# Some fonts look sketchy if the language isn't set to english:
+#   * The powerline git glyphs in the fish prompt are all displayed as question
+#   marks.
+#
+#   * The shell confuses the position of the cursor, so characters are left
+#   around when they should have been cleared, and the cursor's home position
+#   is pushed one or two places to the right.
+#
+#   * Most likely, the bad cursor position is caused by some dependencies the
+#   interpretation of escape sequences have on the language setting.  At this
+#   point I don't even care anymore (literally took 8 hours to figure this
+#   out).  I just know this shit is needed to make the prompt work correctly.
+USER root
+RUN locale-gen "en_US.UTF-8"
+USER john
+ENV LANG en_US.UTF-8
+ENV LANGUAGE en_US:en
+ENV LC_ALL en_US.UTF-8
+RUN fc-cache -vf

dev/john/build_docker.fish

@@ -0,0 +1,16 @@
+#!/usr/bin/env fish
+
+set this_dir (realpath (dirname (status -f)))
+set image_working_dir (realpath "$this_dir/../..")
+
+set image_name $argv[1]
+if test (count $argv) -eq 0
+    set image_name_cmd "$this_dir/docker_image_name.fish"
+    set image_name (eval $image_name_cmd)
+end
+
+docker build \
+    -f "$this_dir/Dockerfile" \
+    -t "$image_name" \
+    "$image_working_dir"
+

dev/john/docker_container_name.fish

@@ -0,0 +1,11 @@
+#!/usr/bin/env fish
+
+if test (count $argv) -gt 0
+    echo $argv
+    exit 0
+end
+
+set image_name_cmd (realpath (dirname (status -f)))"/docker_image_name.fish"
+set image_name (eval $image_name_cmd)
+echo $image_name
+

dev/john/docker_image_name.fish

@@ -0,0 +1,4 @@
+#!/usr/bin/env fish
+
+echo "$USER""s_"(basename (git rev-parse --show-toplevel))"-dev"
+

dev/john/docker_shell.fish

@@ -0,0 +1,12 @@
+#!/usr/bin/env fish
+
+set inst_name $argv[1]
+if test (count $argv) -eq 0
+    set script_dir (realpath (dirname (status -f)))
+    set inst_name (eval $script_dir"/docker_container_name.fish")
+end
+
+set working_dir (realpath (pwd))
+echo $inst_name
+docker exec -w $working_dir -it "$inst_name" bash
+

dev/john/setup_builds.fish

@@ -0,0 +1,146 @@
+#!/usr/bin/env fish
+
+function print_help_and_exit
+    echo "\
+Usage: setup_builds.sh [OPTIONS] compiler build-type
+
+Positionals:
+  gcc                Compile with gcc
+  clang              Compile with clang
+  debug              Build debug
+  release            Build release
+
+Options:
+  --compiler         <clang|gcc> Specify the compiler
+  --type             <debug|release> Specify the type of build 
+  -f,--force         Overwrite existing build directories
+  -h,--help          Print this help message and exit
+
+"
+    exit $argv[1]
+end
+
+function assert_dir
+    if test ! -d "$argv[1]"
+        if test -n "$argv[2]"
+            echo "Invalid variable "$argv[2]": '"$argv[1]"' is not a directory"
+        else
+            echo "'"$argv[1]"' is not a directory"
+        end
+        exit 1
+    end
+end
+
+# common variables
+
+set tools_path (realpath (dirname (status -f)))
+set spartan_path_cmd $tools_path/spartan_path.fish
+set repo_root (eval $spartan_path_cmd "repo-root")
+set build_root "$repo_root"/"build"
+mkdir -p "$build_root"
+
+# Initialize the build directory.  Expected arguments: <compiler>, <build_type>
+# Note: this method assumes the variables 'repot_root' and 'build_root' have
+# already been properly initialized
+function setup_build
+    assert_dir $repo_root
+    assert_dir $build_root
+    set compiler "$argv[1]"
+    set build_type "$argv[2]"
+
+    if test \( -z "$build_type" \) -o \( \( "$build_type" != debug \) -a \( "$build_type" != release \) \)
+        print_help_and_exit 1
+    end
+
+    if test "$build_type" = debug
+        set build_type_arg Debug
+        if test "$compiler" = gcc
+            set compiler_arg "/usr/lib/ccache/g++"
+        else
+            # set compiler_arg "/usr/lib/ccache/clang++"
+            set compiler_arg "clang++"
+        end
+    else if test "$build_type" = release
+        set build_type_arg Release
+        if test "$compiler" = gcc
+            set compiler_arg "g++"
+        else
+            set compiler_arg "clang++"
+        end
+    end
+
+    if test \( -z "$compiler" \) -o \( \( "$compiler" != gcc \) -a \( "$compiler" != clang \) \)
+        print_help_and_exit 1
+    end
+
+    set build_dest $build_root"/"$compiler"/"$build_type
+
+    echo "Set up build: "$compiler" "$build_type
+
+    if test \( -z "$force" \) -a \( -d $build_dest \)
+        echo "The build directory '"$build_dest"' already exists (use -f to overwrite)"
+        return 1
+    end
+
+    rm -rf "$build_dest"
+    mkdir -p "$build_dest"
+    cd "$build_dest"
+    cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
+end
+
+# The while loop below removes arguments (via shift) as it parses them.
+# Additional information that needs to be extracted from the arguments must be
+# done so before the loop is executed.
+
+set i 1
+while test $i -le (count $argv)
+    switch $argv[$i]
+        case --compiler
+            set i (math "$i + 1")
+            set compiler $argv[$i]
+        case clang
+            set compiler clang
+        case gcc
+            set compiler gcc
+        case --type
+            set i (math "$i + 1")
+            set build_type $argv[$i]
+        case release
+            set build_type release
+        case debug
+            set build_type debug
+        case -f
+            set force 1
+        case --force
+            set force 1
+        case -h
+            print_help_and_exit 0
+        case --help
+            print_help_and_exit 0
+        case '*'
+            print_help_and_exit 1
+    end
+    set i (math "$i + 1")
+end
+
+echo "compiler in "$compiler
+echo "build type in "$build_type
+if test -n "$compiler"
+    if test -n "$build_type"
+        setup_build $compiler $build_type
+    else
+        # all builds for the specified compiler
+        setup_build $compiler debug
+        setup_build $compiler release
+    end
+else if test -n "$build_type"
+    # all builds for the specified build type
+    setup_build gcc $build_type
+    setup_build clang $build_type
+else
+    # all builds
+    setup_build gcc debug
+    setup_build gcc release
+    setup_build clang debug
+    setup_build clang release
+end

dev/john/setup_builds_new.fish

@@ -0,0 +1,153 @@
+#!/usr/bin/env fish
+
+function print_help_and_exit
+  echo "\
+Usage: setup_builds.sh [OPTIONS] compiler build-type
+
+Positionals:
+  gcc                Compile with gcc
+  clang              Compile with clang
+  debug              Build debug
+  release            Build release
+
+Options:
+  --compiler         <clang|gcc> Specify the compiler
+  --type             <debug|release> Specify the type of build 
+  -f,--force         Overwrite existing build directories
+  -h,--help          Print this help message and exit
+
+"
+  exit $argv[1]
+end
+
+function assert_dir
+  if test ! -d "$argv[1]"
+    if test -n "$argv[2]"
+      echo "Invalid variable "$argv[2]": '"$argv[1]"' is not a directory"
+    else
+      echo "'"$argv[1]"' is not a directory"
+    end
+    exit 1
+  end
+end
+
+# common variables
+
+#set tools_path (readlink -f (pwd))
+#set tools_path (cd (dirname (status --current-filename)); and pwd)
+set tools_path (realpath (dirname (status -f)))
+set spartan_path_cmd $tools_path/spartan_path.fish
+set repo_root (eval $spartan_path_cmd "repo-root")
+# Don't call 'spartan_path_cmd "build"' bc it returns specific build path
+# (i.e., for a particular compiler/build type), not the root build path
+# set build_root (eval $spartan_path_cmd "build")
+set build_root "$repo_root"/"build"
+mkdir -p "$build_root"
+
+# Initialize the build directory.  Expected arguments: <compiler>, <build_type>
+# Note: this method assumes the variables 'repot_root' and 'build_root' have
+# already been properly initialized
+function setup_build
+  assert_dir $repo_root
+  assert_dir $build_root
+  set compiler "$argv[1]"
+  set build_type "$argv[2]"
+
+  if test \( -z "$build_type" \) -o \( \( "$build_type" != "debug" \) -a \( "$build_type" != "release" \) \)
+    print_help_and_exit 1
+  end
+
+  if test "$build_type" = "debug"
+    set build_type_arg "Debug"
+    if test "$compiler" = "gcc"
+      set compiler_arg "/usr/lib/ccache/g++"
+    else
+      set compiler_arg "/usr/lib/ccache/clang++"
+    end
+  else if test "$build_type" = "release"
+    set build_type_arg "Release"
+    if test "$compiler" = "gcc"
+      set compiler_arg "g++"
+    else
+      set compiler_arg "clang++"
+    end
+  end
+
+  if test \( -z "$compiler" \) -o \( \( "$compiler" != "gcc" \) -a \( "$compiler" != "clang" \) \)
+    print_help_and_exit 1
+  end
+
+  set build_dest $build_root"/"$compiler"/"$build_type
+  set conan_dest $repo_root"/conan/"$compiler"_"$build_type
+
+  echo "Set up build: "$compiler" "$build_type
+
+  if test \( -z "$force" \) -a \( -d $build_dest \)
+    echo "The build directory '"$build_dest"' already exists (use -f to overwrite)"
+    return 1
+  end
+
+  rm -rf "$build_dest"
+  mkdir -p "$build_dest"
+  mkdir -p "$conan_dest"
+  cd "$build_dest"
+  conan install --build missing --profile $conan_dest $repo_root
+  cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
+end
+
+# The while loop below removes arguments (via shift) as it parses them.
+# Additional information that needs to be extracted from the arguments must be
+# done so before the loop is executed.
+
+set i 1
+while test $i -le (count $argv)
+  switch $argv[$i]
+    case '--compiler'
+      set i (math "$i + 1")
+      set compiler $argv[$i]
+    case 'clang'
+      set compiler 'clang'
+    case 'gcc'
+      set compiler 'gcc'
+    case '--type'
+      set i (math "$i + 1")
+      set build_type $argv[$i]
+    case 'release'
+      set build_type 'release'
+    case 'debug'
+      set build_type 'debug'
+    case '-f'
+      set force 1
+    case '--force'
+      set force 1
+    case '-h'
+      print_help_and_exit 0
+    case '--help'
+      print_help_and_exit 0
+    case '*'
+      print_help_and_exit 1
+  end
+  set i (math "$i + 1")
+end
+
+echo "compiler in "$compiler
+echo "build type in "$build_type
+if test -n "$compiler"
+  if test -n "$build_type"
+    setup_build $compiler $build_type
+  else
+    # all builds for the specified compiler
+    setup_build $compiler "debug"
+    setup_build $compiler "release"
+  end
+else if test -n "$build_type"
+  # all builds for the specified build type
+  setup_build "gcc" $build_type
+  setup_build "clang" $build_type
+else
+  # all builds
+  setup_build "gcc" "debug"
+  setup_build "gcc" "release"
+  setup_build "clang" "debug"
+  setup_build "clang" "release"
+end

dev/john/spartan_path.fish

@@ -0,0 +1,92 @@
+#!/usr/bin/env fish
+
+#basename (git rev-parse --show-toplevel)
+
+function print_help_and_exit
+  echo "\
+Print paths to core parts of the repository
+Usage: sparkd_path.sh SUBCOMMAND
+
+Subcommands:
+  build              Print build path
+  repo-root          Print repo root path
+
+"
+  exit $argv[1]
+end
+
+function print_build_help_and_exit
+  echo "\
+Print build path
+Usage: sparkd_path.sh build [OPTIONS] compiler build-type
+
+Positionals:
+  gcc                Print gcc build path
+  clang              Print clang build path
+  debug              Print debug build path
+  release            Print release build path
+
+Options:
+  --compiler         <clang|gcc> Specify the compiler
+  --type             <debug|release> Specify the type of build 
+  -h,--help          Print this help message and exit
+
+"
+  exit $argv[1]
+end
+
+function print_repo_root
+  git rev-parse --show-toplevel
+end
+
+function run_repo_root
+  print_repo_root
+end
+
+function run_build
+  set compiler "gcc"
+  set build_type "release"
+  set i 1
+  while test $i -lt (count $argv)
+    switch $argv[$i]
+      case '--compiler'
+        set i (math "$i + 1")
+        set compiler $argv[$i]
+      case 'clang'
+        set compiler 'clang'
+      case 'gcc'
+        set compiler 'gcc'
+      case '--type'
+        set i (math "$i + 1")
+        set build_type $argv[$i]
+      case 'release'
+        set build_type 'release'
+      case 'debug'
+        set build_type 'debug'
+      '-h'
+        print_build_help_and_exit 0
+      '--help'
+        print_build_help_and_exit 0
+      '*'
+        print_build_help_and_exit 1
+      end
+      set i (math "$i + 1")
+    end
+  if test \( $compiler = "clang" \) -o \( $compiler = "gcc" \)
+    set comp_path $compiler
+  else
+    print_build_help_and_exit 1
+  end
+  set src_root (print_repo_root)
+  set build_root (readlink -f "$src_root""/build")
+  set build_dest $build_root"/"$compiler"/"$build_type
+  echo $build_dest
+end
+
+if test "$argv[1]" = "repo-root"
+  print_repo_root $argv[2..-1]
+else if test "$argv[1]" = "build"
+  run_build $argv[2..-1]
+else
+  print_help_and_exit 1
+end

dev/john/start_docker.fish

@@ -0,0 +1,43 @@
+#!/usr/bin/env fish
+
+set image_name $argv[1]
+set cont_name $argv[2]
+
+if test (count $argv) -lt 2
+   if test (count $argv) -lt 1
+      set image_name_cmd (realpath (dirname (status -f)))"/docker_image_name.fish"
+      set image_name (eval $image_name_cmd)
+   end
+   set cont_name_cmd (realpath (dirname (status -f)))"/docker_container_name.fish "$image_name
+   set cont_name (eval $cont_name_cmd)
+end
+
+set working_dir (realpath (pwd))
+
+set home_path /home/john
+set repo_path (git rev-parse --show-toplevel)
+set repo_path_out /home/john/Documents/repos/bts/(basename $repo_path)
+set working_dir $repo_path_out
+
+echo "starting docker instance '"$cont_name"' (image '"$image_name"')"
+echo "working dir "$working_dir
+
+docker run \
+  --rm \
+  --net host \
+  -h (hostname) \
+  -e "TZ=America/New_York" \
+  --cap-add=SYS_PTRACE \
+  --security-opt seccomp=unconfined \
+  --name $cont_name \
+  -v $repo_path:$repo_path_out \
+  -u (id -u $USER) \
+  -w $working_dir \
+  --shm-size=4024m \
+  -t \
+  -i \
+  -d \
+  -e DISPLAY="$DISPLAY" \
+  "$image_name" \
+  bash
+

dev/john/vscode/c_cpp_properties.json

@@ -5,7 +5,9 @@
             "includePath": [
                 "/usr/include",
                 "/usr/local/include",
-                "${workspaceRoot}"
+                "${workspaceRoot}",
+                "${workspaceFolder}/src",
+                "${workspaceRoot}/externals/linux/include"
             ],
             "defines": [],
             "intelliSenseMode": "clang-x64",
@@ -13,13 +15,16 @@
                 "path": [
                     "/usr/include",
                     "/usr/local/include",
-                    "${workspaceRoot}"
+                    "${workspaceRoot}",
+                    "${workspaceFolder}/src",
+                    "${workspaceRoot}/externals/linux/include"
                 ],
                 "limitSymbolsToIncludedHeaders": true,
                 "databaseFilename": ""
             },
             "cStandard": "c11",
-            "cppStandard": "c++17"
+            "cppStandard": "c++17",
+            "compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
         },
         {
             "name": "Windows",

dev/john/vscode/launch.json

@@ -0,0 +1,513 @@
+{
+  "version": "0.2.0",
+  "configurations": [
+    {
+      "name": "Spark Local",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "${workspaceRoot}/build/gcc/debug/server/sparkd",
+      "args": [
+        "run",
+        "test",
+        "-a",
+        "OutrightVanillaOrder"
+      ],
+      "stopAtEntry": false,
+      "cwd": "${workspaceRoot}/build/gcc/debug/server/",
+      "environment": [
+        {
+          "name": "TZ",
+          "value": "America/Chicago"
+        }
+      ],
+      "externalConsole": false,
+      "MIMode": "gdb",
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "-enable-pretty-printing",
+          "ignoreFailures": true
+        }
+      ]
+    },
+    {
+      "name": "SparkVM Launch",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "-a",
+        "[ilink3]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        },
+        {
+          "description": "Skip STL",
+          "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+          "ignoreFailures": true
+        },
+        {
+          "description": "LD LIBRARY",
+          "text": "set env LD_LIBRARY_PATH=.",
+          "ignoreFailures": false
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "(gdb) Launch",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "${workspaceRoot}/build/gcc/debug/server/sparkd/sparkd",
+      "args": [
+        "run"
+      ],
+      "stopAtEntry": false,
+      "cwd": "${workspaceRoot}/build/gcc/debug/src/server/sparkd",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "-enable-pretty-printing",
+          "ignoreFailures": true
+        }
+      ]
+    },
+    {
+      "name": "Client Launch",
+      "type": "clr",
+      "request": "launch",
+      "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
+      "args": [],
+      "cwd": "${workspaceRoot}",
+      "stopAtEntry": false,
+      "externalConsole": true,
+      "requireExactSource": false
+    },
+    {
+      "name": "SDK Launch",
+      "type": "clr",
+      "request": "launch",
+      "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
+      "args": [
+        "md",
+        "GLBX",
+        "Future",
+        "CL",
+        "CLZ9",
+        "--user=bts",
+        "--pass="
+      ],
+      "cwd": "${workspaceRoot}",
+      "stopAtEntry": false,
+      "externalConsole": true,
+      "requireExactSource": false
+    },
+    {
+      "name": "Excel Launch",
+      "type": "clr",
+      "request": "launch",
+      "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+      "args": [
+        "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
+      ],
+      "cwd": "${workspaceRoot}",
+      "stopAtEntry": false,
+      "externalConsole": true,
+      "requireExactSource": false
+    },
+    {
+      "name": "Client Tests",
+      "type": "clr",
+      "request": "launch",
+      "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+      "args": [
+        "test",
+        "ApiUpdateTests"
+      ],
+      "cwd": "${workspaceRoot}",
+      "stopAtEntry": false,
+      "externalConsole": true,
+      "requireExactSource": false
+    },
+    {
+      "name": "Client Attach",
+      "type": "clr",
+      "request": "attach",
+      "processId": "${command:pickProcess}"
+    },
+    {
+      "name": "Spreader Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "[spreader]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "MD Synthetic Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "[md][synthetic]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "Spartan Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "[spartan_md]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "Matcher Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "[matcher]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "Admin Service Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
+      "args": [
+        "test",
+        "[admin_service]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/src/server/sparkd/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "Limiter Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
+      "args": [
+        "test",
+        "[limiter]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/src/server/sparkd/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "enable pretty-printer",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "MD Tests",
+      "type": "cppdbg",
+      "request": "launch",
+      "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+      "args": [
+        "test",
+        "[algo]"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server/",
+      "environment": [],
+      "externalConsole": true,
+      "MIMode": "gdb",
+      "preLaunchTask": "",
+      "logging": {
+        "engineLogging": false
+      },
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "-enable-pretty-printing",
+          "ignoreFailures": true
+        },
+        {
+          "description": "Skip STL",
+          "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+          "ignoreFailures": true
+        }
+      ],
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "SparkVM attach",
+      "type": "cppdbg",
+      "request": "attach",
+      "program": "/home/bts/spark/build/gcc/debug/src/server/sparkd/sparkd",
+      "processId": "${command:pickRemoteProcess}",
+      "MIMode": "gdb",
+      "pipeTransport": {
+        "pipeCwd": "${workspaceRoot}",
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/usr/bin/gdb"
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      }
+    },
+    {
+      "name": "Python",
+      "type": "python",
+      "request": "launch",
+      "stopOnEntry": false,
+      "python": "${command:python.interpreterPath}",
+      "program": "${file}",
+      "cwd": "${workspaceRoot}",
+      "env": {},
+      "envFile": "${workspaceRoot}/.env",
+      "args": [
+        "DEBUG"
+      ],
+      "debugOptions": [
+        "WaitOnAbnormalExit",
+        "WaitOnNormalExit",
+        "RedirectOutput"
+      ]
+    },
+    {
+      "name": ".NET Core Remote Attach",
+      "type": "coreclr",
+      "request": "attach",
+      "processId": "${command:pickRemoteProcess}",
+      "pipeTransport": {
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/home/bts/vsdbg/vsdbg",
+        "pipeCwd": "${workspaceRoot}",
+        "quoteArgs": true
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      },
+      "justMyCode": true
+    },
+    {
+      "name": ".NET Core Remote Launch",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "/usr/bin/dotnet",
+      "args": [
+        "sparkcmd.dll",
+        "test",
+        "test_join_create_and_takeout_market"
+      ],
+      "stopAtEntry": false,
+      "cwd": "/home/bts/spark/build/gcc/debug/server",
+      "pipeTransport": {
+        "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+        "pipeArgs": [
+          "bts@sparkvm"
+        ],
+        "debuggerPath": "/home/bts/vsdbg/vsdbg",
+        "pipeCwd": "${workspaceRoot}",
+        "quoteArgs": true
+      },
+      "sourceFileMap": {
+        "/home/bts/spark/": "${workspaceRoot}"
+      },
+      "justMyCode": false
+    },
+  ]
+}

dev/john/vscode/settings.json

@@ -0,0 +1,16 @@
+{
+  "files.associations": {
+    "utility": "cpp",
+    "initializer_list": "cpp",
+    "list": "cpp",
+    "type_traits": "cpp",
+    "vector": "cpp",
+    "xhash": "cpp",
+    "xstring": "cpp",
+    "system_error": "cpp",
+    "array": "cpp",
+    "string_view": "cpp",
+    "xutility": "cpp",
+    "*.ipp": "cpp"
+  }
+}

dev/john/vscode/tasks.json

@@ -0,0 +1,41 @@
+{
+  // See https://go.microsoft.com/fwlink/?LinkId=733558
+  // for the documentation about the tasks.json format
+  "version": "2.0.0",
+  "tasks": [
+    {
+      "label": "Touch CMakeLists.txt",
+      "type": "process",
+      "promptOnClose": false,
+      "isBackground": true,
+      "command": "touch",
+      "args": ["${workspaceRoot}/CMakeLists.txt"],
+      "problemMatcher": [],
+      "presentation": {
+        "echo": false,
+        "revealProblems": "onProblem",
+        "reveal": "silent",
+        "focus": false,
+        "panel": "shared",
+        "showReuseMessage": false,
+        "clear": true
+      }
+    }
+  ],
+  "inputs": [
+    {
+      "id": "build_configuration",
+      "type": "pickString",
+      "default": "debug",
+      "description": "Configuration:",
+      "options": ["debug", "release"]
+    },
+    {
+      "id": "compiler",
+      "type": "pickString",
+      "default": "gcc",
+      "description": "Compiler",
+      "options": ["clang", "gcc"]
+    }
+  ]
+}

dev/taha/vscode/c_cpp_properties.json

@@ -0,0 +1,107 @@
+{
+    "configurations": [
+        {
+            "name": "Linux",
+            "includePath": [
+                "/usr/include",
+                "/usr/local/include",
+                "${workspaceRoot}",
+                "${workspaceFolder}/src",
+                "${workspaceRoot}/externals/linux/include"
+            ],
+            "defines": [],
+            "intelliSenseMode": "clang-x64",
+            "browse": {
+                "path": [
+                    "/usr/include",
+                    "/usr/local/include",
+                    "${workspaceRoot}",
+                    "${workspaceFolder}/src",
+                    "${workspaceRoot}/externals/linux/include"
+                ],
+                "limitSymbolsToIncludedHeaders": true,
+                "databaseFilename": ""
+            },
+            "cStandard": "c11",
+            "cppStandard": "c++17",
+            "compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
+        },
+        {
+            "name": "Windows",
+            "intelliSenseMode": "clang-x64",
+            "includePath": [
+                "${workspaceRoot}/src",
+                "${workspaceRoot}/build/src",
+                "${workspaceRoot}/build/ninja_debug/src",
+                "${workspaceRoot}/externals/windows/include",
+                "${workspaceRoot}/externals/linux/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/local/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
+                "${workspaceRoot}/externals/windows/vscode/usr/include"
+            ],
+            "defines": [
+                "__linux__",
+                "__x86_64__"
+            ],
+            "browse": {
+                "path": [
+                    "${workspaceRoot}/src",
+                    "${workspaceRoot}/build/src",
+                    "${workspaceRoot}/build/ninja_debug/src",
+                    "${workspaceRoot}/externals/windows/include",
+                    "${workspaceRoot}/externals/linux/include",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
+                    "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
+                    "${workspaceRoot}/externals/windows/vscode/usr/local/include",
+                    "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/*"
+                ],
+                "limitSymbolsToIncludedHeaders": true,
+                "databaseFilename": ""
+            },
+            "cStandard": "c11",
+            "cppStandard": "c++17"
+        },
+        {
+            "name": "WindowsQuick",
+            "intelliSenseMode": "clang-x64",
+            "includePath": [
+                "${workspaceRoot}/src",
+                "${workspaceRoot}/build/src",
+                "${workspaceRoot}/build/ninja_debug/src",
+                "${workspaceRoot}/externals/windows/include",
+                "${workspaceRoot}/externals/linux/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/local/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
+                "${workspaceRoot}/externals/windows/vscode/usr/include"
+            ],
+            "defines": [
+                "__linux__",
+                "__x86_64__"
+            ],
+            "browse": {
+                "path": [
+                    "${workspaceRoot}/src"
+                ],
+                "limitSymbolsToIncludedHeaders": true,
+                "databaseFilename": "${workspaceRoot}/.vscode/browse.vc.db"
+            },
+            "cStandard": "c11",
+            "cppStandard": "c++17"
+        }
+    ],
+    "version": 4
+}

dev/taha/vscode/launch.json

@@ -1,371 +1,402 @@
-{
-    "version": "0.2.0",
-    "configurations": [
-        {
-            "name": "SparkVM Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": [
-                "run"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                },
-                {
-                    "description": "Skip STL",
-                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
-                    "ignoreFailures": true
-                },
-                {
-                    "description": "LD LIBRARY",
-                    "text": "set env LD_LIBRARY_PATH=.",
-                    "ignoreFailures": false
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "(gdb) Launch",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
-            "args": [
-                "run"
-            ],
-            "stopAtEntry": false,
-            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                }
-            ]
-        },
-        {
-            "name": "Client Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
-            "args": [],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "SDK Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
-            "args": [
-                "md",
-                "GLBX",
-                "Future",
-                "CL",
-                "CLZ9",
-                "--user=bts",
-                "--pass="
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "Excel Launch",
-            "type": "clr",
-            "request": "launch",
-            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
-            "args": [
-                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "Client Tests",
-            "type": "clr",
-            "request": "launch",
-            "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-            "args": [
-                "test",
-                "ApiUpdateTests"
-            ],
-            "cwd": "${workspaceRoot}",
-            "stopAtEntry": false,
-            "externalConsole": true,
-            "requireExactSource": false
-        },
-        {
-            "name": "Client Attach",
-            "type": "clr",
-            "request": "attach",
-            "processId": "${command:pickProcess}"
-        },
-        {
-            "name": "Spreader Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": [
-                "test",
-                "[spreader]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "Admin Service Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": [
-                "test",
-                "[admin_service]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "Limiter Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": [
-                "test",
-                "[limiter]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "enable pretty-printer",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "MD Tests",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
-            "args": [
-                "test",
-                "[algo]"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server/",
-            "environment": [],
-            "externalConsole": true,
-            "MIMode": "gdb",
-            "preLaunchTask": "",
-            "logging": {
-                "engineLogging": false
-            },
-            "setupCommands": [
-                {
-                    "description": "Enable pretty-printing for gdb",
-                    "text": "-enable-pretty-printing",
-                    "ignoreFailures": true
-                },
-                {
-                    "description": "Skip STL",
-                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
-                    "ignoreFailures": true
-                }
-            ],
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "SparkVM attach",
-            "type": "cppdbg",
-            "request": "attach",
-            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "processId": "${command:pickRemoteProcess}",
-            "MIMode": "gdb",
-            "pipeTransport": {
-                "pipeCwd": "${workspaceRoot}",
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/usr/bin/gdb"
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            }
-        },
-        {
-            "name": "Python",
-            "type": "python",
-            "request": "launch",
-            "stopOnEntry": false,
-            "pythonPath": "${config:python.pythonPath}",
-            "program": "${file}",
-            "cwd": "${workspaceRoot}",
-            "env": {},
-            "envFile": "${workspaceRoot}/.env",
-            "args": [
-                "DEBUG"
-            ],
-            "debugOptions": [
-                "WaitOnAbnormalExit",
-                "WaitOnNormalExit",
-                "RedirectOutput"
-            ]
-        },
-        {
-            "name": ".NET Core Remote Attach",
-            "type": "coreclr",
-            "request": "attach",
-            "processId": "${command:pickRemoteProcess}",
-            "pipeTransport": {
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/home/bts/vsdbg/vsdbg",
-                "pipeCwd": "${workspaceRoot}",
-                "quoteArgs": true
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            },
-            "justMyCode": true
-        },
-        {
-            "name": ".NET Core Remote Launch",
-            "type": "coreclr",
-            "request": "launch",
-            "program": "/usr/bin/dotnet",
-            "args": [
-                "sparkcmd.dll",
-                "test",
-                "test_join_create_and_takeout_market"
-            ],
-            "stopAtEntry": false,
-            "cwd": "/home/bts/spark/build/ninja_debug/server",
-            "pipeTransport": {
-                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
-                "pipeArgs": [
-                    "bts@sparkvm"
-                ],
-                "debuggerPath": "/home/bts/vsdbg/vsdbg",
-                "pipeCwd": "${workspaceRoot}",
-                "quoteArgs": true
-            },
-            "sourceFileMap": {
-                "/home/bts/spark/": "${workspaceRoot}"
-            },
-            "justMyCode": false
-        },
-    ]
+{
+    "version": "0.2.0",
+    "configurations": [
+        {
+            "name": "Spark Local",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/gcc/debug/server/sparkd",
+            "args": [
+                "run",
+                "test",
+                "-a",
+                "OutrightVanillaOrder"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/gcc/debug/server/",
+            "environment": [
+                {
+                    "name": "TZ",
+                    "value": "America/Chicago"
+                }
+            ],
+            "externalConsole": false,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
+        {
+            "name": "SparkVM Launch",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+            "args": [
+                "test",
+                "-a",
+                "[ilink3]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/gcc/debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                },
+                {
+                    "description": "Skip STL",
+                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+                    "ignoreFailures": true
+                },
+                {
+                    "description": "LD LIBRARY",
+                    "text": "set env LD_LIBRARY_PATH=.",
+                    "ignoreFailures": false
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "(gdb) Launch",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/gcc/debug/server/sparkd/sparkd",
+            "args": [
+                "run"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
+        {
+            "name": "Client Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
+            "args": [],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "SDK Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
+            "args": [
+                "md",
+                "GLBX",
+                "Future",
+                "CL",
+                "CLZ9",
+                "--user=bts",
+                "--pass="
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Excel Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+            "args": [
+                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Tests",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+            "args": [
+                "test",
+                "ApiUpdateTests"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Attach",
+            "type": "clr",
+            "request": "attach",
+            "processId": "${command:pickProcess}"
+        },
+        {
+            "name": "Spreader Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+            "args": [
+                "test",
+                "[spreader]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/gcc/debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "Admin Service Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "args": [
+                "test",
+                "[admin_service]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "Limiter Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "args": [
+                "test",
+                "[limiter]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "MD Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/gcc/debug/server/sparkd",
+            "args": [
+                "test",
+                "[algo]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/gcc/debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                },
+                {
+                    "description": "Skip STL",
+                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "SparkVM attach",
+            "type": "cppdbg",
+            "request": "attach",
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "processId": "${command:pickRemoteProcess}",
+            "MIMode": "gdb",
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "Python",
+            "type": "python",
+            "request": "launch",
+            "stopOnEntry": false,
+            "pythonPath": "${config:python.pythonPath}",
+            "program": "${file}",
+            "cwd": "${workspaceRoot}",
+            "env": {},
+            "envFile": "${workspaceRoot}/.env",
+            "args": [
+                "DEBUG"
+            ],
+            "debugOptions": [
+                "WaitOnAbnormalExit",
+                "WaitOnNormalExit",
+                "RedirectOutput"
+            ]
+        },
+        {
+            "name": ".NET Core Remote Attach",
+            "type": "coreclr",
+            "request": "attach",
+            "processId": "${command:pickRemoteProcess}",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": true
+        },
+        {
+            "name": ".NET Core Remote Launch",
+            "type": "coreclr",
+            "request": "launch",
+            "program": "/usr/bin/dotnet",
+            "args": [
+                "sparkcmd.dll",
+                "test",
+                "test_join_create_and_takeout_market"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/gcc/debug/server",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": false
+        }
+    ]
 }

dev/taha/vscode/settings.json

@@ -7,9 +7,9 @@
         "vector": "cpp",
         "xhash": "cpp",
         "xstring": "cpp",
-    "system_error": "cpp",
-    "array": "cpp",
-    "string_view": "cpp"
+    "system_error": "cpp",
+    "array": "cpp",
+    "string_view": "cpp"
         "xutility": "cpp",
         "*.ipp": "cpp"
 }

dev/taha/vscode/tasks.json

@@ -14,24 +14,21 @@
             "focus": false,
             "panel": "shared"
          },
-         "group": {
-            "kind": "build",
-            "isDefault": true
-         }
+         "group": "build"
       },
       {
-         "label": "server_build",         
+         "label": "server_build",
          "type": "shell",
          "command": ".\\tools\\buildsparkd.cmd",
-         "problemMatcher": {                        
-            "base": "$gcc",       
+         "problemMatcher": {
+            "base": "$gcc",
             "owner": "cpp",
             "fileLocation": [
                "relative",
-               "${workspaceFolder}"               
+               "${workspaceFolder}"
             ],
             "pattern": {
-               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",               
+               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
                "file": 8,
                "line": 9,
                "column": 10,
@@ -49,6 +46,18 @@
             "kind": "build",
             "isDefault": true
          }
-      }      
+      },
+      {
+         "label": "linux build (Debug)",
+         "type": "shell",
+         "command": "cd build/ninja_debug; time ninja",
+         "group": {
+            "kind": "build",
+            "isDefault": true
+         },
+         "problemMatcher": [
+            "$gcc"
+         ]
+      }
    ]
 } 

doc/api/content/client/_index.md

@@ -1,6 +1,6 @@
 +++
 title="Client API"
-template="client.html"
+redirect_to = "client/getting-started/overview/"
 sort_by="weight"
 +++
 

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

@@ -1,6 +1,5 @@
 +++
 title="Getting Started"
-template="client.html"
 sort_by="weight"
 weight = 1
 +++ 

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

@@ -1,9 +1,25 @@
 +++
 title = "Install Prerequisites"
-template="client.html"
-weight = 1
+weight = 10
 +++
 
-## Coming Soon
+# C#/.NET
+
+We target [.NET Standard 2.0](https://docs.microsoft.com/en-us/dotnet/standard/net-standard) so you can use .NET Framework 4.6.1+ or .NET Core 2.0+.  Simply add a reference to the [Spark Nuget package](https://www.nuget.org/packages/spark_sdk/) to get started.
+
+```
+dotnet new console -lang c#
+dotnet add package spark_sdk
+dotnet build
+```
+
+# C++
+
+The easiest way to get started with C++ is to use the Spark Server SDK to develop your application.  Follow the instructions to [download and install the Spark Server SDK](/server/getting-started/install) and open the client_sdk sample project. If you want to run your C++ Client SDK application on Windows [contact us](mailto://api@bluetradesys.com) to get the required headers and binaries.
+
+# JavaScript
+
+We use JavaScript internally with the Spark Client API over a websocket connection but the documentation and packaging isn't ready yet.  If this is something you're interested in get in touch with us at [api@bluetradesys.com](mailto:api@bluetradesys.com).
+
+
 
-* Install .net core

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

@@ -0,0 +1,31 @@
++++
+title = "Overview"
+weight = 1
++++
+
+The Spark Client SDK is a high level command and control API which can be used to build scripts or integrate Spark into your existing ecosystem.  The API is divided into several independent **"services"** responsible for different aspects of the system.  A Service can define both [remote procedure call (RPC)](/client/getting-started/services#rpc) and incremental [streaming](/client/getting-started/services#streams) data.
+
+The [Spark Desktop](https://www.bluetradingsystems.com/bts-spark/) is built on top of this API so you can be assured that it is complete and well tested.
+
+Spark uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) as an interface definition language similar to [GRPC](https://grpc.io) but backed by our custom high-performance TCP protocol.  We currently support C#/.NET and C++ <!--and Javascript--> but the architecture is designed for easy extension so contact us about your specific business needs.
+
+## Orders
+
+Use the [OrderService](/client/services/orderservice) to send and manage orders including native exchange orders, spreader orders, and custom Algo orders created using the [Spark Server SDK](https://api.bluetradesys.com/server/).
+
+## Spreader
+
+Use the [SyntheticSecurityService](/client/services/syntheticsecurityservice) to create and manage synthetic spreads.  Once created these spreads show up in the security and market data feeds just like exchange listed spreads.
+
+## Position
+
+Use the [PositionService](/client/services/positionservice) to get your position and P&L reports or add fills manually to keep the Spark system up to date with an external system.
+
+## Administration
+
+Use the [AdminService](/client/services/adminservice) to manage users and control limits.
+
+## Market Data
+
+For .NET subscribe to market data though the high level MarketDataClient interface.  From C++ or JavaScript use the MarketDataRelay service directly.
+

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

@@ -0,0 +1,140 @@
++++
+title = "Services"
+weight = 20
++++
+
+The Spark Client SDK uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) to define the interface for each service in a language independent manner.  Services have both functions which return a single result and streams of data which return values continuously while subscribed.  This page describes the mapping from the Protocol Buffer definition to the concrete definition in each supported language.
+
+# ServiceContext
+
+To connect your client to the Spark Server you need to get or create a `ServiceContext` instance.  A `ServiceContext` represents a connection to the Spark Server and a background thread for handling messages on that connection.  Generally there should be a single `ServiceContext` per process.  All of the methods on the `ServiceContext` are safe thread safe.
+
+Construct a ServiceContext by calling the default constructor.  The ServiceContext will find the Spark Server by loading the server configuration over an HTTP connection.  To determine the URL it will search the following locations and use the first one that is present.  
+
+* A command line argument `-configserver <url>`
+* An environment variable `BTSCONFIG`
+* `%APPDATA%/bts/conf/spark.conf` (Windows)
+* /sparkdata/conf/spark.conf (Linux)
+* $HOME/sparkdata/conf/spark.conf (Linux)
+
+If your application is running on a system with the BTS Client installed this will probably work without any further configuration.  If you plan to run your client application on a separate machine we recommend setting the `BTSCONFIG` environment variable.
+
+<div class="info">
+<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
+If you are using the Spark Server SDK to run a local copy of the Spark server set <p><strong>BTSCONFIG = http://localhost:9000/config/</strong></p>
+</div>
+
+To get a proxy for a given service call ServiceContext.locate&lt;T>("qualifier") where T is the type of the service and "qualifier" is an optional qualifier used to disambiguate between 2 instances of the same service.  The locate call cannot fail but it may return a disconnected proxy.  When you make a call on the proxy you should check the call result to see if the method call succeeded.
+
+# RPC
+
+Here is the OrderService reduced to a single method definition. A RPC method always takes exactly 1 argument and returns 1 value.  In this example the `create_order` call takes a `Create` instance and returns a `Response`.  
+
+```C
+service OrderService { 
+  rpc create_order(Create) returns (Response);
+  ...
+}
+```
+
+The `Create` and `Response` types are also defined as protocol buffer messages.  Each field can either be a primitive type another message or a list or map.
+
+```C
+message Create {
+  OrderDefinition new_order = 1;
+  double price = 2;
+  uint32 quantity = 3;
+}
+
+message Response {
+    uint32 order_key = 1; 
+    OrderError error_code = 2; 
+    string msg = 3;
+}
+```
+
+Each RPC call generates both synchronous (blocking) and asynchronous variants. In C# the asynchronous calls have the `_async` suffix and return a `Task`.  In C++ the call is overloaded to either return a value synchronously or accept a callback function to be called on the ServiceContext thread when the call completes. <!-- In Javascript only async methods returning a Promise are generated because it never makes sense to make a blocking call in the browser. -->
+
+To call the resulting service locate a proxy using the [ServiceContext](#servicecontext) and then call `cancel_order` or `cancel_order_async`.  If you are calling the Spark API from a GUI application you should always prefer the `_async` version of the calls.
+
+
+### C# example
+```c#
+var ctx = new ServiceContext();
+var orders = ctx.locate<OrderService>();
+var response = 
+  await orders.create_order_async(
+    new Create { price = 2.25, quantity = 42 });
+if (response.success) {
+  Console.WriteLine($"success: {response.value}");
+}
+else {
+  Console.WriteLine($"Error: {response.error_message}");
+}
+```
+### C++ example
+```cpp
+auto ctx = ServiceContext{};
+auto orders = ctx.locate<OrderService>();
+Create c;
+c.set_price(2.25);
+c.set_quantity(42);
+// Instead of providing an _async method C++ uses overloading.
+// To make a syncronous call simply omit the callback
+orders.create_order(c, [=](const Result<Response>& response) {
+  if(response.success()) {
+    std::cout << "success.";
+  }
+  else {
+    std::cout << "error: " << response.error_message();
+  }
+});
+```
+
+# Streams
+
+Streams allow you to subscribe to live updating data. Each stream represents a changing collection of protocol buffer objects.  Similar to a database row each item has an `id` which uniquely identifies it within the collection.  Updates from the Spark server can add, remove or replace entries in the collection.  Since only the changed items are sent over the wire the stream can remain responsive even when it represents a large collection.
+
+Streams are implemented using the language bindings for [ReativeX](http://reactivex.io/) which provide utility functions to drill down to the specific data your application needs. In C# we provide both mutable and immutable versions of the generated data types (C++ users can rely on `const`).
+
+When defined in a proto file streams use the `stream` keyword on the result type.
+```C
+service OrderService { 
+  ...
+  rpc fills (FillsSub) returns (stream Fill);
+}
+```
+
+### C# example
+```c#
+  var sc = new ServiceContext();
+  var orders = sc.locate<OrderService>();
+  var fills_observable = orders.subscribei_fills();
+  var unsub = fills_observable.Subscribe(update => {
+    Console.WriteLine(
+        "Added {0} items, Removed {1} items, Updated {2} items.  Total items {3}", 
+        update.added.Count(), 
+        update.removed.Count(), 
+        update.changes.Count(), 
+        update.all.Count());
+  });
+
+  Thread.Sleep(TimeSpan.FromMinutes(5));
+  unsub.Dispose();
+```
+### C++ Example
+```cpp
+#include "lib/api/public/ServiceContext.h"
+#include "lib/api/services/OrderService.client.pb.h"
+using namespace bts::api;
+ServiceContext ctx;
+auto orders = ctx.locate<orderman::OrderService>();
+auto unsub = orders.subscribe_fills().subscribe([](const auto& update) {
+  std::cout 
+    << "Added " << update.added().size() << " items, "
+    << "Removed " << update.removed().size() << " items, "
+    << "Updated " << update.updated().size() << " items, "
+    << "Total items " << update.all().size() << std::endl;
+});
+std::this_thread::sleep_for(std::chrono::minutes(5));
+```

doc/api/content/client/samples/_index.md

@@ -0,0 +1,6 @@
++++
+title="Samples"
+sort_by="weight"
+weight = 30
++++ 
+

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

@@ -0,0 +1,3 @@
++++
+title = "AdminService"
++++

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

@@ -0,0 +1,3 @@
++++
+title = "OrderService"
++++

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

@@ -0,0 +1,3 @@
++++
+title = "PositionService"
++++

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

@@ -0,0 +1,3 @@
++++
+title = "SyntheticService"
++++

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

@@ -0,0 +1,6 @@
++++
+title="Services"
+#sort_by="weight"
+weight = 10
++++ 
+

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

@@ -0,0 +1,51 @@
++++
+title = "Market Data"
++++
+
+
+Use the MarketDataService to subscribe enumerate all available securities.
+
+```cs
+using System;
+using System.Threading;
+using bts.api;
+using bts.api.core;
+
+namespace sample {
+   class Program {
+      static void Main(string[] args) {
+         using var context = new ServiceContext();
+         var md = context.locate<MarketDataService>();
+         using var sub = md.subscribe_securities().Subscribe(update => {
+            foreach (var security in update.added) {
+               Console.WriteLine($"Added security {security.Id}: {security.Symbol}");
+            }
+         });
+
+         Thread.Sleep(TimeSpan.FromMinutes(5));
+      }
+   }
+}
+```
+
+```cpp
+#include "lib/api/public/ServiceContext.h"
+#include "spark/lib/domain_model/Security.h"
+#include "lib/api/services/MarketDataService.client.pb.h"
+#include <thread>
+
+using namespace bts::api;
+
+int main(int argc, char** argv) {
+   ServiceContext ctx;
+   auto md_service = ctx.locate<bts::api::MarketDataService>();
+   auto sub = md_service.subscribe_securities().subscribe([](const auto& update) {
+      for (const auto& s : update.added()) {
+         std::cout << "Added security: " << s->id() << ": " << s->symbol() << std::endl;
+      }
+   });
+
+   std::this_thread::sleep_for(std::chrono::minutes(5));
+   return 0;
+}
+```

doc/api/content/server/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Algo API"
-template="documentation.html"
 redirect_to = "server/getting-started/overview/"
 sort_by="weight"
 +++ 

doc/api/content/server/getting-started/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Getting Started"
-template="documentation.html"
 sort_by="weight"
 weight = 1
 +++ 

doc/api/content/server/getting-started/development.md

@@ -71,12 +71,12 @@ The first step is to start the spark_sdk Docker container with the examples dire
 
 Windows Command Prompt:
 {% clipable() %}
-docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
+docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
 {% end %}
 
 **Powershell** / Linux / Mac:
 {% clipable() %}
-docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
+docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
 {% end %}
 
 ### Attach

doc/api/content/server/getting-started/download.md

@@ -5,7 +5,7 @@ weight = 2
 
 ## Request Access 🔑
 
-To start using the Server SDK you will need to request access though our sales department.  Please email <a href="mailto:info@bluetradesys.com">info@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
+To start using the Server SDK you will need to request access though our sales department.  Please email <a href="mailto:api@bluetradesys.com">api@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
 
 ## Download
 
@@ -68,12 +68,21 @@ To update your Spark SDK simply download an unzip a new [spark_sdk.zip](https://
 
 To preserve the old image so you can go back to it later run `docker tag spark_sdk spark_sdk:your_custom_tag` before loading the new SDK image.
 
-<!--
-Then stop, remove and restart spark_sdk.
+### Re-build the Dev Container
+
+If you are using Visual Studio Code you also need to rebuild the dev-container so it picks up the new image.
+
+#### Inside VSCode
+To re-build from inside Visual Studio Code.  Click the 'Remote Explorer' icon on the left hand side. 
+You should see your spark_sdk project listed under the Containers section.  Right click on it and select **rebuild-container**.
+
+#### Command Line
+To re-build from the command line run `docker ps -a` and find the row with the spark_sdk image. 
 ```
-c:\bts> docker stop spark_sdk
-c:\bts> docker rm spark_sdk
-c:\bts> docker run -d -v %cd%:/sdk --name spark_sdk bluetradingsytems/spark_sdk
+CONTAINER ID        IMAGE                          COMMAND                  CREATED              STATUS                      PORTS                                NAMES
+54d96cfa3888        spark_sdk                      "/bin/sh -c 'echo Co…"   About a minute ago   Up About a minute           127.0.0.1:9000-9001->9000-9001/tcp   quizzical_lichterman
+```
+Then run `docker rm 54d96cfa3888` (use your container id instead of 54d96cfa3888)  or `docker rm quizzical_lichterman` (use your container name).
+
 
-``` -->
 

doc/api/content/server/ref/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Reference"
-template="documentation.html"
 sort_by="weight"
 weight = 2
 +++ 

doc/api/content/server/ref/faq.md

@@ -6,3 +6,9 @@ weight = 40
 ## I need to make a call that might take a few seconds. What is the best way to do this?
 
 Create a background thread in [do_before_launch](/server/ref/initialization#before-launch) or [do_launch](/server/ref/initialization#launch-launch-attached) to do the work.  Use [on_timer](/server/ref/subscriptions#timer) to poll until the result is available.
+
+## I don't see the header files in the .zip file. Where are they?
+
+The SDK headers are baked into the docker image along with the build tools. Once you've loaded the image with `docker load < spark_sdk.img` you can run this command to copy them out to your local file system `docker run --rm -it -v $PWD:/out spark_sdk /bin/tar -cvf /out/headers.tar /sdk/include`  This will copy the headers to the current directory in headers.tar.  We still recommend doing the actual build inside the docker environment but having a copy of the headers can be useful for setting up your development environment.
+
+

doc/api/content/server/samples/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Samples"
-template="documentation.html"
 sort_by="weight"
 weight = 3
 +++ 

doc/api/templates/client.html

@@ -1,31 +0,0 @@
-{% extends "index.html" %}
-
-{% block extra_nav_class %}{% endblock extra_nav_class %}
-{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
-
-{% block content %}
-{% set section = get_section(path="client/_index.md") %}
-<div class="documentation">
-    <aside class="documentation__sidebar">
-        <ul>
-        {% for p in section.subsections %}
-            {% set subsection = get_section(path=p) %}
-            <li>
-                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
-                <ul>
-                    {% for page in subsection.pages %}
-                        <li class="{% if current_path == page.path %}active{% endif %}">
-                            <a href="{{page.permalink}}">{{page.title}}</a>
-                        </li>
-                    {% endfor %}
-                </ul>
-            </li>
-        {% endfor %}
-        </ul>
-    </aside>
-    <div class="documentation__content">
-        {% block doc_content %}
-        {% endblock doc_content %}
-    </div>
-</div>
-{% endblock content %}

doc/api/templates/documentation.html

@@ -1,36 +0,0 @@
-{% extends "index.html" %}
-
-{% block extra_nav_class %}{% endblock extra_nav_class %}
-{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
-
-{% block content %}
-{%if page.extra.section %}
-{% set section = get_section(path="{{page.extra.section}}/_index.md") %}
-{% else %}
-{% set section = get_section(path="server/_index.md") %}
-{% endif %}
-<div class="documentation">
-    <aside class="documentation__sidebar">
-        <ul>
-        {% for p in section.subsections %}
-            {% set subsection = get_section(path=p) %}
-            <li>
-                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
-                <ul>
-                    {% for page in subsection.pages %}
-                        <li class="{% if current_path == page.path %}active{% endif %}">
-                            <a href="{{page.permalink}}">{{page.title}}</a>
-                        </li>
-                    {% endfor %}
-                </ul>
-            </li>
-        {% endfor %}
-        </ul>
-    </aside>
-    <div class="documentation__content">
-        {% block doc_content %}
-        {% endblock doc_content %}
-        {% block next_link %} {% endblock next_link %}
-    </div>
-</div>
-{% endblock content %}

doc/api/templates/index.html

@@ -1,5 +1,5 @@
 <!DOCTYPE html>
-<html lang="en-gb">
+<html lang="en-us">
     <head>
         <meta charset="UTF-8">
         <meta http-equiv="X-UA-Compatible" content="IE=edge">
@@ -14,6 +14,7 @@
         <link rel="stylesheet" href="{{ get_url(path="site.css") }}"/>
         <link rel="icon" href="{{ get_url(path="favicon.ico") }}">
         <link rel="stylesheet" href="https://stackpath.bootstrapcdn.com/font-awesome/4.7.0/css/font-awesome.min.css">
+        <script> dataLayer = [{ 'visitorType': 'geek' }]; </script>
     </head>
     <body>
 
@@ -36,13 +37,13 @@
             </nav>
         </header>
 
-        <div class="content {% block extra_content_class %}{% endblock extra_content_class %}">
+        <div class="content content--reversed">
             {% block content %}
                 <div class="hero">
                     <h1>Spark SDK</h1>
                     <p class="hero__tagline">
                         Spark consists of a client UI 
-                        (<a class="white" href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>), 
+                        (<a href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>), 
                         a high-performance professional futures front end, connected via our proprietary protocol over TCP to our Spark Server, which in turn connects to execution venues via their native protocols.
                         Use the Spark SDK to extend Spark Server with your custom Algos, then use the Client SDK to launch and control them.
                     </p>
@@ -64,7 +65,7 @@
                             <a href="{{ get_url(path="@/server/_index.md") }}" class="button">Get started</a>
                         </div>
 
-                        <div class="selling-point disabled">
+                        <div class="selling-point">
                             <h2>
                                 Client SDK
                                 <i class="fa fa-gamepad" aria-hidden="true"></i>
@@ -72,19 +73,9 @@
                             <p>
                                 The Spark client SDK allows you to integrate spark with your existing ecosystem. The Spark Client is built entirely on this simple, powerful API.
                             </p>
-                            <a href="" class="button" disabled>Get started</a>
+                            <a href="{{ get_url(path="@/client/_index.md") }}" class="button">Get started</a>
                         </div>
                         
-                        <!-- <div class="selling-point disabled">
-                            <h2>
-                                Microsoft Excel
-                                <i class="fa fa-table" aria-hidden="true"></i>
-                            </h2>
-                            <p>
-                                More of your business is built on excel than probably should be. Continue this worrying trend with the Spark Excel API.
-                            </p>
-                            <a href="" class="button" disabled>Get started</a>
-                        </div> -->
                     </div>
                 </div>
 
@@ -94,6 +85,15 @@
             © Blue Trading Systems
         </footer>
 
+        <script>
+            if (location.hostname == "api.bluetradesys.com") {
+                (function(w,d,s,l,i){w[l]=w[l]||[];w[l].push({'gtm.start':
+                new Date().getTime(),event:'gtm.js'});var f=d.getElementsByTagName(s)[0],
+                j=d.createElement(s),dl=l!='dataLayer'?'&l='+l:'';j.async=true;j.src=
+                'https://www.googletagmanager.com/gtm.js?id='+i+dl;f.parentNode.insertBefore(j,f);
+                })(window,document,'script','dataLayer','GTM-56FHG8R');
+            }
+        </script>
         <script type="text/javascript" src="{{ get_url(path="elasticlunr.min.js") }}"></script>
         <script type="text/javascript" src="{{ get_url(path="search_index.en.js") }}"></script>
         <script type="text/javascript" src="{{ get_url(path="search.js") }}"></script>

doc/api/templates/page.html

@@ -1,13 +1,39 @@
-{% extends "documentation.html" %}
+{% extends "index.html" %}
+{# this has access to the "page" variable but documentation.html does not #}
 
 {% block title %}{{ page.title }} | {{ super() }} {% endblock title %}
-{% block doc_content %}
-    <h1>{{page.title}}</h1>
-    {{page.content | safe}}
-{% endblock doc_content %}
 
 {% block next_link %}
-<p>
+{% endblock next_link %}
+
+{% block content %}
+{% set section = get_section(path=page.ancestors[1]) %}
+{# 
+{#<div>{{ section.title }} </div>#}
+<div class="documentation">
+    <aside class="documentation__sidebar">
+        <ul>
+        {% for p in section.subsections %}
+            {% set subsection = get_section(path=p) %}
+            <li>
+                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
+                <ul>
+                    {% for page in subsection.pages %}
+                        <li class="{% if current_path == page.path %}active{% endif %}">
+                            <a href="{{page.permalink}}">{{page.title}}</a>
+                        </li>
+                    {% endfor %}
+                </ul>
+            </li>
+        {% endfor %}
+        </ul>
+    </aside>
+    <div class="documentation__content">
+        <h1>{{page.title}}</h1>
+        {{page.content | safe}}
+
+    {# next/pre links #}
+    <p>
     {% if page.lighter %}
         <a href="{{ page.lighter.permalink }}">
             <i class="fa fa-chevron-left fa-fw" aria-hidden="true"></i>
@@ -21,5 +47,7 @@
             <i class="fa fa-chevron-right fa-fw" aria-hidden="true"></i>
         </a>
     {% endif %}
-</p>
-{% endblock next_link %}
+    </p>
+    </div>
+</div>
+{% endblock content %}

doc/user/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)
+set(sources /home/taha/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)

doc/user/content/release_notes/_index.md

@@ -1,9 +1,38 @@
-+++
++++
 title = "Release notes"
 weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.16.2
+### User Visible Change
+  - Synthetic creation dialog has a "fractional" checkbox next to the tick settings.  Users may uncheck this box to enter integer tick sizes, so the synthetic security's prices will be displayed without decimals, or fractional units.
+## 2.16.1
+### Bug Fixes
+  - OrderBook's algo state parameters (in the panel on the right side) are sorted alphabetically
+## 2.16.0
+### Bug Fixes
+  - Solved an issue that could result in incorrect ladder levels
+  - Solved an issue that could lead to incorrect routing of orders in the event of certain MSGW changes
+### API Changes
+  - Add C# client side API samples for order entry, position monitoring and market data observation
+
+## 2.15.10
+### Bug Fixes
+  - Solved an issue that could cause the user interface to fail when playing some alert sounds
+### API Changes
+  - Added settlement and position information to the API
+  - Added the ability for user algos to report custom state to the user interface
+  - Added the ability for algos to discover all active securities
+## 2.15.3
+### Bug Fixes
+  - Fixed a bug where some CME currency spreads exhibited incorrect tick values
+## 2.15.2
+### User Visible Changes  
+  - Excel RTD plugin can now receive ICE market data
+## 2.15.1
+### Bug Fixes
+  - Fixed a FIX log parsing issue that resulted in exchange gateway logon problems
 ## 2.15.0
 ### User Visible Changes  
   - Added ability to hide Ladder status messages via Ladder Settings -> Left Panel tab -> Show/Hide groupbox -> Status Message
@@ -699,3 +728,4 @@ insert_anchor_links = "right"
 - Start, Day and Total PnL columns are painted with a red or green background color based on if the pnl value is negative or positive respectively
 - Corrected cash per point values, used in pnl calculations, for a number of products
 - PnL report will now remember any customizations you make to filtering and/or sorting criteria
+

global.json

@@ -0,0 +1,6 @@
+{
+  "sdk": {
+    "version": "2.1.508",
+    "rollForward": "latestMajor"
+  }
+}

omnisharp.json

@@ -0,0 +1,20 @@
+{
+  "FormattingOptions": {
+    "NewLineForCatch": false,
+    "NewLineForClausesInQuery": true,
+    "NewLineForElse": false,
+    "NewLineForFinally": false,
+    "NewLineForMembersInAnonymousTypes": true,
+    "NewLineForMembersInObjectInit": true,
+    "NewLinesForBracesInAccessors": false,
+    "NewLinesForBracesInAnonymousMethods": false,
+    "NewLinesForBracesInAnonymousTypes": false,
+    "NewLinesForBracesInControlBlocks": false,
+    "NewLinesForBracesInLambdaExpressionBody": false,
+    "NewLinesForBracesInMethods": false,
+    "NewLinesForBracesInObjectCollectionArrayInitializers": false,
+    "NewLinesForBracesInProperties": false,
+    "NewLinesForBracesInTypes": false,
+    "TabSize": 3
+  }
+}

requirements.txt

@@ -0,0 +1,17 @@
+astroid==2.7.3
+autopep8==1.5.7
+cffi==1.14.6
+colorama==0.4.4
+isort==5.9.3
+lazy-object-proxy==1.6.0
+mccabe==0.6.1
+platformdirs==2.3.0
+protobuf==3.19.1
+pybars3==0.9.7
+pycodestyle==2.7.0
+pycparser==2.20
+pylint==2.10.2
+PyMeta3==0.5.1
+toml==0.10.2
+wrapt==1.12.1
+yapf==0.31.0

server_sln/spark_server.sln

@@ -1,41 +1,41 @@
-
-Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 15
-VisualStudioVersion = 15.0.26730.10
-MinimumVisualStudioVersion = 10.0.40219.1
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
-EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
-EndProject
-Global
-	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|x64 = Debug|x64
-		MinSizeRel|x64 = MinSizeRel|x64
-		Release|x64 = Release|x64
-		RelWithDebInfo|x64 = RelWithDebInfo|x64
-	EndGlobalSection
-	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.ActiveCfg = Debug|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.Build.0 = Debug|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.Build.0 = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.Build.0 = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
-		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
-		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{502FD050-679A-3B50-B438-098500700919}.Release|x64.ActiveCfg = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.Release|x64.Build.0 = Release|x64
-		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
-	EndGlobalSection
-	GlobalSection(SolutionProperties) = preSolution
-		HideSolutionNode = FALSE
-	EndGlobalSection
-	GlobalSection(ExtensibilityGlobals) = postSolution
-		SolutionGuid = {6A7249D7-B40C-4656-9347-60072D0B8FDB}
-	EndGlobalSection
-EndGlobal
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio 15
+VisualStudioVersion = 15.0.26730.10
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "sparkd", "src\server\sparkd\sparkd.vcxproj", "{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}"
+EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{502FD050-679A-3B50-B438-098500700919}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|x64 = Debug|x64
+		MinSizeRel|x64 = MinSizeRel|x64
+		Release|x64 = Release|x64
+		RelWithDebInfo|x64 = RelWithDebInfo|x64
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.ActiveCfg = Debug|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Debug|x64.Build.0 = Debug|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.MinSizeRel|x64.Build.0 = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.Release|x64.Build.0 = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{BBBAFD38-312D-4A8D-9AF0-F2BDEE72CE6F}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.ActiveCfg = Debug|x64
+		{502FD050-679A-3B50-B438-098500700919}.Debug|x64.Build.0 = Debug|x64
+		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{502FD050-679A-3B50-B438-098500700919}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{502FD050-679A-3B50-B438-098500700919}.Release|x64.ActiveCfg = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.Release|x64.Build.0 = Release|x64
+		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{502FD050-679A-3B50-B438-098500700919}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {6A7249D7-B40C-4656-9347-60072D0B8FDB}
+	EndGlobalSection
+EndGlobal

spark_client.sln

@@ -1,10 +1,10 @@
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio 15
-VisualStudioVersion = 15.0.27130.2024
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30114.105
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{3335AAF0-489D-359D-8305-9B7A44E2C760}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
@@ -12,213 +12,87 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\spar
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{2256015B-E7D5-3614-8F39-814CA68A4444}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
 	ProjectSection(ProjectDependencies) = postProject
-		{3335AAF0-489D-359D-8305-9B7A44E2C760} = {3335AAF0-489D-359D-8305-9B7A44E2C760}
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40} = {9FA60215-26AF-3EB7-AB89-D4F4B126EF40}
 	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
-EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|Any CPU = Debug|Any CPU
 		Debug|x64 = Debug|x64
-		Debug|x86 = Debug|x86
-		MinSizeRel|Any CPU = MinSizeRel|Any CPU
 		MinSizeRel|x64 = MinSizeRel|x64
-		MinSizeRel|x86 = MinSizeRel|x86
-		Release|Any CPU = Release|Any CPU
 		Release|x64 = Release|x64
-		Release|x86 = Release|x86
-		RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
 		RelWithDebInfo|x64 = RelWithDebInfo|x64
-		RelWithDebInfo|x86 = RelWithDebInfo|x86
 	EndGlobalSection
 	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|Any CPU.ActiveCfg = Debug|x64
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-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|Any CPU.Build.0 = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
-		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.ActiveCfg = Debug|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x64.Build.0 = Debug|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Debug|x86.ActiveCfg = Debug|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|Any CPU.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x64.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.MinSizeRel|x86.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|Any CPU.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x64.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.Release|x86.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.ActiveCfg = Release|x64
-		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.ActiveCfg = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Debug|x64.Build.0 = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.ActiveCfg = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.MinSizeRel|x64.Build.0 = Debug|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.ActiveCfg = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

src/.vscode/settings.json

@@ -1,17 +0,0 @@
-{
-   "files.associations": {
-      "chrono": "cpp",
-      "future": "cpp",
-      "system_error": "cpp",
-      "ios": "cpp",
-      "utility": "cpp",
-      "iosfwd": "cpp",
-      "xhash": "cpp",
-      "xstring": "cpp",
-      "xtree": "cpp",
-      "xutility": "cpp",
-      "exception": "cpp",
-      "bitset": "cpp",
-      "xlocale": "cpp"
-   }
-}

src/client/Directory.Build.Props

@@ -1,6 +1,6 @@
 <Project>
 
-<PropertyGroup>
+  <PropertyGroup>
     <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
     <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
     <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
@@ -12,53 +12,41 @@
     <EnableDefaultContentItems>False</EnableDefaultContentItems>
     <ShowMissingItemTypes>false</ShowMissingItemTypes>
     <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
-</PropertyGroup>
+  </PropertyGroup>
 
-<PropertyGroup Label="Output">
+  <PropertyGroup Label="Output">
     <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
     <OutputPath>$(BaseOutputPath)\bin</OutputPath>
     <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
     <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
     <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
-</PropertyGroup>
+  </PropertyGroup>
 
-<Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />
+  <Import
+      Project="$(ComputerSpecificConfig)"
+      Condition="Exists($(ComputerSpecificConfig))" />
 
-<ItemGroup>
-    <AvailableItemName Include="Proto2">
-        <Targets>CompileProto3</Targets>
-    </AvailableItemName>
-    <AvailableItemName Include="Proto3">
-        <Targets>CompileProto3</Targets>
-    </AvailableItemName>
-    <AvailableItemName Include="Proto3Excel">
-        <Targets>CompileProto3Excel</Targets>
-    </AvailableItemName>    
-</ItemGroup>
-
-<PropertyGroup Label="ProtoBuf">
+  <PropertyGroup Label="ProtoBuf">
     <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
-    <ProtoInclude>$(Externals)\include</ProtoInclude>
     <protoc>$(Externals)\bin\protoc.exe</protoc>
     <protogen>$(Externals)\bin\protogen.exe</protogen>
-</PropertyGroup>
+  </PropertyGroup>
 
-<ItemDefinitionGroup>
-    <Proto2>
-    </Proto2>
+  <ItemDefinitionGroup>
+    <Proto2></Proto2>
     <Proto3>
-        <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-        <OutCS>%(OutBase)%(FileName).cs</OutCS>
-        <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
-        <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
-        <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>        
-        <CompileOptions></CompileOptions>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCS>%(OutBase)%(FileName).cs</OutCS>
+      <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
+      <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
+      <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
+      <CompileOptions></CompileOptions>
     </Proto3>
     <Proto3Excel>
-        <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-        <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
-        <CompileOptions></CompileOptions>
-    </Proto3Excel>    
-</ItemDefinitionGroup>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
+      <CompileOptions></CompileOptions>
+    </Proto3Excel>
+  </ItemDefinitionGroup>
 
 </Project>

src/client/Directory.Build.Targets

@@ -1,97 +1,85 @@
-<Project>
-
-
-
-<Target Name="CompileProto2" 
-    Condition="'@(Proto2)'!=''"
-    Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
-    Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
-    AfterTargets="PreBuildEvent">
-    <PropertyGroup>
-        <SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
-        <SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
-        <WorkingDirectory>$(GenDir)\proto2</WorkingDirectory>
-    </PropertyGroup>
-    <MakeDir Directories="$(WorkingDirectory)" />
-    <Copy SourceFiles="%(Proto2.FullPath)" DestinationFolder="$(WorkingDirectory)" SkipUnchangedFiles="True" UseHardLinksIfPossible="True" />
-    <Error Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive" Condition="!Exists($(protogen))" />
-    <Exec Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)\include"
-          WorkingDirectory="$(WorkingDirectory)" />
-    <ItemGroup>
-        <Compile Include="$(WorkingDirectory)\%(Proto2.filename).cs" />
-    </ItemGroup>
-</Target>
-
-<!-- 
-    Run this after GetAssemblyVersion because it happens after the Xaml compiler 
-    and exists in both xaml and non-xaml projects.  One of the (many) xaml compile
-    passes wipes out the additional compile includes that we add.
--->
-<Target Name="CompileProto3" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3)'!=''"
-    Inputs="$(protoc);
-    %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
-    $(ProtocPluginBase)\templates\c#\client.pb.cs;
-    $(ProtocPluginBase)\templates\c#\server.pb.cs;
-    $(ProtocPluginBase)\templates\c#\immutable.pb.cs;"
-    Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
-    <MakeDir Directories="%(Proto3.OutBase)" />
-
-    <Message Importance="High" Text="Generating service %(Proto3.FileName)" />
-    <Exec Command="
-       set PATH=$(spark_build_python_path);%path% &amp;
-       set PYTHONPATH=$(Externals)\python &amp;
-       $(protoc) ^
-       %(Proto3.FullPath) ^
-       --error_format=msvs ^
-       --proto_path=$(protoinc);$(SourceRoot) ^
-       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
-       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) ^
-       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
-      WorkingDirectory="%(relativedir)" />
-    <ItemGroup>
-       <Compile Include="%(Proto3.OutCS)" />
-       <Compile Include="%(Proto3.OutCSClient)" />
-       <Compile Include="%(Proto3.OutCSServer)" />
-       <Compile Include="%(Proto3.OutCSImmutable)" />
-    </ItemGroup>
-</Target>
-
-<Target Name="CompileProto3Excel" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3Excel)'!=''"
-    Inputs="$(protoc);
-    %(Proto3Excel.Identity);$(ProtocPluginBase)\plugin.py;
-    $(ProtocPluginBase)\templates\excel\excel.pb.cs;"
-    Outputs="%(Proto3Excel.OutCSExcel)">
-    <MakeDir Directories="%(Proto3Excel.OutBase)" />
-
-    <Message Importance="High" Text="Generating excel service %(Proto3Excel.FileName)" />
-    <Exec Command="
-       set PATH=$(spark_build_python_path);%path% &amp;
-       set PYTHONPATH=$(Externals)\python &amp;
-       $(protoc) ^
-       %(Proto3Excel.FullPath) ^
-       --error_format=msvs ^
-       --proto_path=$(protoinc);$(SourceRoot) ^
-       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
-       --service_out=lang=excel,strip_out_path=1:%(Proto3Excel.OutBase) ^
-       "
-      WorkingDirectory="%(relativedir)" />
-    <ItemGroup>
-       <Compile Include="%(Proto3Excel.OutCSExcel)" />
-    </ItemGroup>
-</Target>
-
-<Target Name="AfterClean" AfterTargets="Clean">
-    <Delete Files="%(Proto3.OutCS)" />
-    <Delete Files="%(Proto3.OutCSClient)" />
-    <Delete Files="%(Proto3.OutCSServer)" />
-    <Delete Files="%(Proto3.OutCSImmutable)" />
-    <Delete Files="$(GenDir)\proto2\*" />
-    <Delete Files="%(Proto3Excel.OutCSExcel)" />
-</Target>
-
-<Target Name="Test" DependsOnTargets="Build">
-</Target>
-
-</Project>
+<Project>
+
+  <Target
+      Name="CompileProto2"
+      Condition="'@(Proto2)'!=''"
+      Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)"
+      Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
+      AfterTargets="PreBuildEvent">
+    <PropertyGroup>
+      <SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
+      <SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
+      <WorkingDirectory>$(GenDir)\proto2</WorkingDirectory>
+    </PropertyGroup>
+    <MakeDir Directories="$(WorkingDirectory)" />
+    <Copy
+        SourceFiles="%(Proto2.FullPath)"
+        DestinationFolder="$(WorkingDirectory)"
+        SkipUnchangedFiles="True"
+        UseHardLinksIfPossible="True" />
+    <Error
+        Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive"
+        Condition="!Exists($(protogen))" />
+    <Exec
+        Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)\include"
+        WorkingDirectory="$(WorkingDirectory)" />
+    <ItemGroup>
+      <Compile Include="$(WorkingDirectory)\%(Proto2.filename).cs" />
+    </ItemGroup>
+  </Target>
+
+  <!-- 
+    Run this after GetAssemblyVersion because it happens after the Xaml compiler 
+    and exists in both xaml and non-xaml projects.  One of the (many) xaml compile
+    passes wipes out the additional compile includes that we add.
+  -->
+  <Target
+      Name="CompileProto3"
+      AfterTargets="GetAssemblyVersion"
+      Condition="'@(Proto3)'!=''"
+      Inputs="$(protoc);
+    %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
+    $(ProtocPluginBase)\templates\c#\client.pb.cs;
+    $(ProtocPluginBase)\templates\c#\server.pb.cs;
+    $(ProtocPluginBase)\templates\c#\immutable.pb.cs;"
+      Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
+    <MakeDir Directories="%(Proto3.OutBase)" />
+
+    <Message
+        Importance="High"
+        Text="Generating service %(Proto3.FileName)" />
+    <Exec Command="$(SparkRoot)\.venv\Scripts\activate.bat" />
+    <Exec Command="set PYTHONPATH=$(SparkRoot)\.venv\Scripts\python" />
+    <Exec
+        Command="
+       $(SparkRoot)\tools\build_protos.cmd ^
+       %(Proto3.FullPath) ^
+       --error_format=msvs ^
+       --proto_path=$(SourceRoot) ^
+       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
+       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) ^
+       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
+        WorkingDirectory="%(relativedir)" />
+    <ItemGroup>
+      <Compile Include="%(Proto3.OutCS)" />
+      <Compile Include="%(Proto3.OutCSClient)" />
+      <Compile Include="%(Proto3.OutCSServer)" />
+      <Compile Include="%(Proto3.OutCSImmutable)" />
+    </ItemGroup>
+  </Target>
+
+  <Target
+      Name="AfterClean"
+      AfterTargets="Clean">
+    <Delete Files="%(Proto3.OutCS)" />
+    <Delete Files="%(Proto3.OutCSClient)" />
+    <Delete Files="%(Proto3.OutCSServer)" />
+    <Delete Files="%(Proto3.OutCSImmutable)" />
+    <Delete Files="$(GenDir)\proto2\*" />
+  </Target>
+
+  <Target
+      Name="Test"
+      DependsOnTargets="Build"></Target>
+
+</Project>

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersRowVM.cs

@@ -0,0 +1,146 @@
+namespace mbts.spark {
+   using mbts.analytics;
+   using mbts.ui;
+   using mbts.ui.shell;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+   using System.Reactive.Linq;
+
+   class AnalyticsExpirationParametersRowVM : DisposableViewModelBase, ISelectable, IEquatable<AnalyticsExpirationParametersRowVM> {
+      readonly AnalyticsExpirationParameters _committed_value;
+      readonly Property<bool> _is_selected;
+
+      readonly Property<SecurityExpiration> _driver;
+      readonly Property<SecurityExpiration> _deliverable;
+      readonly Property<SecurityExpiration> _roll_schedule;
+      readonly Property<double> _roll_target;
+      readonly Property<double> _riskless_rate;
+      readonly Property<double> _settlement_price;
+      readonly Property<double> _delta_beta;
+      readonly Property<double> _vega_beta;
+
+      readonly Property<bool> _is_driver_dirty;
+      readonly Property<bool> _is_deliverable_dirty;
+      readonly Property<bool> _is_roll_schedule_dirty;
+      readonly Property<bool> _is_roll_target_dirty;
+      readonly Property<bool> _is_riskless_rate_dirty;
+      readonly Property<bool> _is_settlement_price_dirty;
+      readonly Property<bool> _is_delta_beta_dirty;
+      readonly Property<bool> _is_vega_beta_dirty;
+      readonly Property<bool> _is_dirty;
+
+      bool _is_last_row_of_month_group;
+
+      public AnalyticsExpirationParametersRowVM(AnalyticsExpirationParametersVM owner, AnalyticsExpirationParameters committed_value) {
+         this.owner = owner ?? throw new ArgumentNullException(nameof(owner));
+         _committed_value = committed_value ?? throw new ArgumentNullException(nameof(committed_value));
+         security = committed_value.security ?? throw new ArgumentException("security must be non-null", nameof(committed_value));
+
+         _is_selected = backing(nameof(is_selected), false);
+         _is_selected.Changed += (oldval, newval) => is_selected_changed?.Invoke(newval);
+
+         var is_dirty_srcs = new List<IObservable<bool>>();
+         (_driver, _is_driver_dirty) = mk_cell_props(nameof(driver), committed_value.driver_security);
+         (_deliverable, _is_deliverable_dirty) = mk_cell_props(nameof(deliverable), committed_value.deliverable_security);
+         (_roll_schedule, _is_roll_schedule_dirty) = mk_cell_props(nameof(roll_schedule), committed_value.roll_schedule_expiration);
+         (_roll_target, _is_roll_target_dirty) = mk_cell_props(nameof(roll_target), committed_value.roll_target);
+         (_riskless_rate, _is_riskless_rate_dirty) = mk_cell_props(nameof(riskless_rate), committed_value.riskless_rate);
+         (_settlement_price, _is_settlement_price_dirty) = mk_cell_props(nameof(settlement_price), committed_value.settlement_price);
+         (_delta_beta, _is_delta_beta_dirty) = mk_cell_props(nameof(delta_beta), committed_value.delta_beta);
+         (_vega_beta, _is_vega_beta_dirty) = mk_cell_props(nameof(vega_beta), committed_value.vega_beta);
+
+         _is_dirty = backing(
+            nameof(is_dirty),
+            Observable.CombineLatest(is_dirty_srcs).Select(dirties => dirties.Any()).OnDispatcher());
+
+         (Property<T> prop, Property<bool> dirty_prop) mk_cell_props<T>(string name, T orig_val) {
+            var prop = backing(name, orig_val);
+            var dirty_src = prop.observe_current(true).Select(new_val => !Equals(new_val, orig_val));
+            is_dirty_srcs.Add(dirty_src);
+            var dirty_prop = backing($"is_{prop.name}_dirty", dirty_src);
+            return (prop, dirty_prop);
+         }
+      }
+
+      public event Action<bool> is_selected_changed;
+
+      public AnalyticsExpirationParametersVM owner { get; }
+      public SecurityExpiration security { get; }
+      public SecurityExpiration driver { get => _driver.Value; set => _driver.set(value); }
+      public SecurityExpiration deliverable { get => _deliverable.Value; set => _deliverable.set(value); }
+      public SecurityExpiration roll_schedule { get => _roll_schedule.Value; set => _roll_schedule.set(value); }
+      public AnalyticsExpirationParameters original_params => _committed_value;
+
+      public double roll_target { get => _roll_target.Value; set => _roll_target.set(value); }
+      public double riskless_rate { get => _riskless_rate.Value; set => _riskless_rate.set(value); }
+      public double settlement_price { get => _settlement_price.Value; set => _settlement_price.set(value); }
+      public double delta_beta { get => _delta_beta.Value; set => _delta_beta.set(value); }
+      public double vega_beta { get => _vega_beta.Value; set => _vega_beta.set(value); }
+
+      public bool is_driver_dirty => _is_driver_dirty.Value;
+      public bool is_deliverable_dirty => _is_deliverable_dirty.Value;
+      public bool is_roll_schedule_dirty => _is_roll_schedule_dirty.Value;
+      public bool is_roll_target_dirty => _is_roll_target_dirty.Value;
+      public bool is_riskless_rate_dirty => _is_riskless_rate_dirty.Value;
+      public bool is_settlement_price_dirty => _is_settlement_price_dirty.Value;
+      public bool is_delta_beta_dirty => _is_delta_beta_dirty.Value;
+      public bool is_vega_beta_dirty => _is_vega_beta_dirty.Value;
+      public bool is_dirty => _is_dirty.Value;
+
+      public bool is_selected {
+         get => _is_selected.Value;
+         set => _is_selected.set(value);
+      }
+
+      public bool is_last_row_of_month_group {
+         get => _is_last_row_of_month_group;
+         set => Set(ref _is_last_row_of_month_group, value);
+      }
+
+      public AnalyticsExpirationParameters candidate_value => new(
+         security,
+         driver,
+         deliverable.is_empty() ? null : deliverable,
+         roll_schedule.is_empty() ? null : roll_schedule,
+         roll_target,
+         riskless_rate,
+         settlement_price,
+         delta_beta,
+         vega_beta);
+
+      public IObservable<SecurityExpiration> observe_roll_schedule() =>
+         _roll_schedule.observe_current(true);
+
+      public IObservable<bool> observe_roll_schedule_dirty() =>
+         _is_roll_schedule_dirty.observe_current(true);
+
+      public IObservable<bool> observe_is_dirty() =>
+         _is_dirty.observe_current(true);
+
+      public void revert() {
+         driver = _committed_value.driver_security;
+         deliverable = _committed_value.deliverable_security;
+         roll_schedule = _committed_value.roll_schedule_expiration;
+         roll_target = _committed_value.roll_target;
+         riskless_rate = _committed_value.riskless_rate;
+         settlement_price = _committed_value.settlement_price;
+         delta_beta = _committed_value.delta_beta;
+         vega_beta = _committed_value.vega_beta;
+      }
+
+      public override string ToString() =>
+         $"sec: {security}; drv: {driver}; dlv: {deliverable}; roll: {roll_schedule} @ {roll_target}";
+
+      public bool Equals(AnalyticsExpirationParametersRowVM other) =>
+         other is not null &&
+         security.Equals(other.security);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as AnalyticsExpirationParametersRowVM);
+
+      public override int GetHashCode() =>
+         security.GetHashCode();
+   }
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersSettings.cs

@@ -0,0 +1,19 @@
+namespace mbts.spark {
+   using ProtoBuf;
+
+   [ProtoContract]
+   class AnalyticsExpirationParametersSettings {
+      public const int VERSION = 1;
+
+      public static AnalyticsExpirationParametersSettings Default => new();
+
+      [ProtoMember(10)]
+      public string[] selected_symbols {get;set;}
+
+      [ProtoMember(20)]
+      public bool auto_copy_rates_is_checked {get;set;}
+
+      [ProtoMember(30)]
+      public bool auto_copy_rolls_is_checked {get;set;}
+   }
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersVM.cs

@@ -0,0 +1,236 @@
+namespace mbts.spark {
+   using bts.api;
+   using bts.reactive;
+   using bts.utils;
+
+   using mbts;
+   using mbts.analytics;
+   using mbts.collections;
+   using mbts.ui;
+   using mbts.ui.controls;
+   using mbts.ui.shell;
+   using mbts.ui.utility;
+   using mbts.utils;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Collections.Immutable;
+   using System.Collections.ObjectModel;
+   using System.Collections.Specialized;
+   using System.Linq;
+   using System.Reactive;
+   using System.Reactive.Linq;
+   using System.Windows.Controls;
+   using System.Windows.Input;
+
+   class AnalyticsExpirationParametersVM : DisposableViewModelBase, IHandleRowSelection {
+      readonly IBus _bus;
+      readonly ObservableCollection<AnalyticsExpirationParameters> _parameters = new();
+      readonly DeferrableActionWrapper _sync_visible_rows;
+      readonly Property<AnalyticsExpirationParametersRowVM> _copy_row_source;
+      readonly DelegateProperty<bool> _is_dirty;
+      readonly HashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
+
+      AnalyticsExpirationParametersMap _parameter_map;
+      bool _auto_copy_rolls_is_checked;
+      bool _auto_copy_rates_is_checked;
+      (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_roll_target_to_selection_cmd;
+      (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_riskless_rate_to_selection_cmd;
+
+      public AnalyticsExpirationParametersVM(IBus bus, AnalyticsExpirationParametersSettings startup_data) {
+         _bus = bus ?? throw new ArgumentNullException(nameof(bus));
+         var selected_symbol_ref_count = new RefCountMap<string>();
+         _sync_visible_rows = new(() =>
+            visible_rows.sync_with(rows.Where(x => selected_symbol_ref_count.ContainsKey(x.security.symbol))));
+         non_options_with_empty = new ObservableAggregateCollection<SecurityExpiration>(
+            new() { SecurityExpiration.empty }, non_options);
+         _copy_row_source = backing<AnalyticsExpirationParametersRowVM>(nameof(copy_row_source));
+         _is_dirty = backing(nameof(is_dirty), () => rows.Any(r => r.is_dirty));
+
+         if (startup_data is not null) {
+            if (!startup_data.selected_symbols.is_null_or_empty()) {
+               selected_symbols.AddRange(startup_data.selected_symbols);
+            }
+            auto_copy_rolls_is_checked = startup_data.auto_copy_rolls_is_checked;
+            auto_copy_rates_is_checked = startup_data.auto_copy_rates_is_checked;
+         }
+
+         commit_cmd = ObservantCommand.create(_commit, out var can_commit_observer);
+         revert_cmd = ObservantCommand.create(_revert, out var can_revert_observer);
+
+         _dispose = Disposable.Create(
+            ObservableAutoWrapper.connect(_parameters, rows, p => new(this, p), r => r.Dispose()),
+            rows.Subscribe((s, e) => _sync_visible_rows.execute()),
+            _bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(
+               CompositeObserver.create(
+                  Observer.Create<AnalyticsExpirationParametersMap>(_on_parameter_map),
+                  can_commit_observer.wrap<bool, AnalyticsExpirationParametersMap>(m => m is not null))),
+            ObservableAutoWrapper.connect_item_hooks(selected_symbols, sym => {
+               if (selected_symbol_ref_count.increment_adds_key(sym)) {
+                  _sync_visible_rows.execute();
+               }
+               return Disposable.Create(() => {
+                  if (selected_symbol_ref_count.decrement_removes_key(sym)) {
+                     _sync_visible_rows.execute();
+                  }
+               });
+            }),
+            ObservableAutoWrapper.connect_item_hooks(rows, r => r.observe_is_dirty().Subscribe(_ => _is_dirty.refresh())),
+            _is_dirty.observe_current(true).OnDispatcher().Subscribe(can_revert_observer),
+            Disposable.wrap_collection(rows),
+            Disposable.Create(() => {
+               _smart_copy_roll_target_to_selection_cmd?.can_exe_sub?.Dispose();
+               _smart_copy_riskless_rate_to_selection_cmd?.can_exe_sub?.Dispose();
+            }));
+      }
+
+      public ObservableCollection<SecurityExpiration> non_options { get; } = new();
+      public ObservableCollection<SecurityExpiration> non_options_with_empty { get; } = new();
+
+      public ObservableCollection<AnalyticsExpirationParametersRowVM> rows { get; } = new();
+      public ObservableCollection<AnalyticsExpirationParametersRowVM> visible_rows { get; } = new();
+      public AnalyticsExpirationParametersRowVM copy_row_source {
+         get => _copy_row_source.Value;
+         set => _copy_row_source.set(value);
+      }
+
+      public ObservableCollection<string> symbols { get; } = new();
+      public ObservableCollection<string> selected_symbols { get; } = new();
+
+      public bool is_dirty => _is_dirty.Value;
+
+      public bool auto_copy_rolls_is_checked {
+         get => _auto_copy_rolls_is_checked;
+         set => Set(ref _auto_copy_rolls_is_checked, value);
+      }
+
+      public bool auto_copy_rates_is_checked {
+         get => _auto_copy_rates_is_checked;
+         set => Set(ref _auto_copy_rates_is_checked, value);
+      }
+
+      public ICommand commit_cmd { get; }
+      public ICommand revert_cmd { get; }
+
+      public ICommand copy_driver_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.driver = f.driver);
+      public ICommand copy_deliverable_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.deliverable = f.deliverable);
+      public ICommand copy_roll_schedule_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.roll_schedule = f.roll_schedule);
+      public ICommand copy_roll_target_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.roll_target = f.roll_target);
+      public ICommand copy_riskless_rate_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.riskless_rate = f.riskless_rate);
+      public ICommand copy_settlement_price_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.settlement_price = f.settlement_price);
+      public ICommand copy_delta_beta_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.delta_beta = f.delta_beta);
+      public ICommand copy_vega_beta_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.vega_beta = f.vega_beta);
+
+      public ICommand smart_copy_roll_target_to_selection_cmd =>
+         (_smart_copy_roll_target_to_selection_cmd ??= _smart_copy_to_selection_cmd(
+            (f, t) => t.roll_target = f.roll_target)).cmd;
+
+      public ICommand smart_copy_riskless_rate_to_selection_cmd =>
+         (_smart_copy_riskless_rate_to_selection_cmd ??= _smart_copy_to_selection_cmd(
+            (f, t) => t.riskless_rate = f.riskless_rate)).cmd;
+
+      public void commit(IEnumerable<AnalyticsExpirationParameters> data) =>
+         _bus.post(SparkTags.ExpirationParametersCommitTag, data);
+
+      public IEnumerable<SecurityExpiration> get_smart_copy_roll_exps(
+         AnalyticsExpirationParameters source) =>
+         get_smart_copy_roll_exps(source.roll_schedule_expiration);
+
+      public IEnumerable<SecurityExpiration> get_smart_copy_roll_exps(
+         SecurityExpiration roll_schedule_expiration) {
+         foreach (var (exp, exp_params) in _parameter_map?.exp_map.empty_if_null()) {
+            if (exp_params.roll_schedule_expiration.Equals(roll_schedule_expiration)) {
+               yield return exp;
+            }
+         }
+      }
+
+      public AnalyticsExpirationParametersSettings get_state() =>
+         new() {
+            selected_symbols = selected_symbols.Cast<string>().ToArray(),
+            auto_copy_rates_is_checked = auto_copy_rates_is_checked,
+            auto_copy_rolls_is_checked = auto_copy_rolls_is_checked
+         };
+
+      Action<AnalyticsExpirationParametersRowVM> _copy_to_selection(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+         from_row => {
+            foreach (var to_row in _selected_rows) {
+               copy_to_row(from_row, to_row);
+            }
+         };
+
+      ICommand _copy_to_selection_cmd(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+         Command.create(_copy_to_selection(copy_to_row));
+
+      Action<AnalyticsExpirationParametersRowVM> _smart_copy_to_selection(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+         from_row => {
+            foreach (var to_row in _get_smart_copy_roll_target_rows(from_row)) {
+               copy_to_row(from_row, to_row);
+            }
+         };
+
+      (ICommand cmd, IDisposable can_exe_sub) _smart_copy_to_selection_cmd(
+         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) {
+         var cmd = ObservantCommand.create(
+            _smart_copy_to_selection(copy_to_row), observe_can_execute, out var can_exe_observer);
+         var can_exe_sub = _copy_row_source.observe_current(true).OnDispatcher().Subscribe(can_exe_observer);
+         return (cmd, can_exe_sub);
+
+         static IObservable<bool> observe_can_execute(AnalyticsExpirationParametersRowVM row) =>
+            row is null ?
+               Observable.Return(false) :
+               row.observe_roll_schedule()
+                  .CombineLatest(row.observe_roll_schedule_dirty(), (rs, rs_dirty) => (rs, rs_dirty))
+                  .Select(tup => !tup.rs.is_empty() && !tup.rs_dirty)
+                  .OnDispatcher();
+      }
+
+      IEnumerable<AnalyticsExpirationParametersRowVM> _get_smart_copy_roll_target_rows(AnalyticsExpirationParametersRowVM row) {
+         var target_exps = get_smart_copy_roll_exps(
+            row.original_params.roll_schedule_expiration)
+            .ToHashSet();
+         return rows.Where(r => target_exps.Contains(r.security));
+      }
+
+      void _commit() {
+         if (_parameter_map is null) {
+            // Don't commit before [any] data has been received from the server
+            return;
+         }
+         var new_params = rows.Select(r => r.candidate_value).ToImmutableList();
+         _bus.post(SparkTags.ExpirationParametersCommitTag, new_params);
+      }
+
+      void _revert() {
+         foreach (var r in rows) {
+            r.revert();
+         }
+      }
+
+      void _on_parameter_map(AnalyticsExpirationParametersMap parameter_map) {
+         bool is_first_update = _parameter_map is null;
+         _parameter_map = parameter_map ?? throw new ArgumentNullException(nameof(parameter_map));
+         _parameters.sync_with(parameter_map.get_sorted_exps().Select(parameter_map.get_parameter));
+         non_options.sync_with(parameter_map.get_sorted_exps().Where(exp => exp.security_type != SecurityType.Option));
+
+         // Set `is_last_row_of_month_group` for each row
+         foreach (var exp_rows in rows.GroupBy(r => r.security.expiration.Month)) {
+            var sorted_exp_rows = exp_rows.OrderBy(r => r.security.expiration).ToList();
+            foreach (var row in sorted_exp_rows.Take(sorted_exp_rows.Count - 1)) {
+               row.is_last_row_of_month_group = false;
+            }
+            sorted_exp_rows.Last().is_last_row_of_month_group = true;
+         }
+
+         symbols.sync_with(_parameters.Select(p => p.security.symbol).Distinct().Ordered());
+         using var _ = _sync_visible_rows.defer_execution();
+         if (is_first_update) {
+            // select all symbols on first update
+            selected_symbols.sync_with(symbols);
+         }
+      }
+
+      public void row_selection_changed(SelectionChangedEventArgs e) =>
+         RowSelectionHelper.apply_changes(_selected_rows, e);
+   }
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersView.xaml

@@ -0,0 +1,547 @@
+<UserControl
+    x:Class="mbts.ui.shell.AnalyticsExpirationParametersView"
+    x:ClassModifier="internal"
+    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+    xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
+    xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
+    xmlns:c="clr-namespace:mbts.ui.controls"
+    xmlns:u="clr-namespace:mbts.ui"
+    xmlns:cv="clr-namespace:mbts.ui.converters"
+    xmlns:shell="clr-namespace:mbts.ui.shell"
+    Background="{StaticResource CommonBackground}">
+  <UserControl.Resources>
+    <cv:DoubleTextConverter x:Key="DoubleTextConverter" />
+    <cv:DoubleTextConverter
+        x:Key="RisklessRateConverter"
+        Multiplier="100" />
+    <shell:ExpTextConverter
+        x:Key="ExpirationTextConverter"
+        ShowSymbol="True"
+        MapExp="True" />
+    <DataTemplate x:Key="ExpirationTemplate">
+      <TextBlock Text="{Binding Converter={StaticResource ExpirationTextConverter}}">
+        <TextBlock.Style>
+          <Style TargetType="TextBlock">
+            <Style.Triggers>
+              <Trigger
+                  Property="Text"
+                  Value="None">
+                <Setter
+                    Property="FontStyle"
+                    Value="Italic" />
+                <Setter
+                    Property="Foreground"
+                    Value="Gray" />
+              </Trigger>
+            </Style.Triggers>
+          </Style>
+        </TextBlock.Style>
+      </TextBlock>
+    </DataTemplate>
+
+    <ContextMenu x:Key="DriverContextMenu">
+      <MenuItem
+        Header="Copy Driver to Selection"
+        Command="{Binding owner.copy_driver_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="DeliverableContextMenu">
+      <MenuItem
+        Header="Copy Deliverable to Selection"
+        Command="{Binding owner.copy_deliverable_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="RollScheduleContextMenu">
+      <MenuItem
+        Header="Copy Roll Schedule to Selection"
+        Command="{Binding owner.copy_roll_schedule_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="RollTargetContextMenu">
+      <MenuItem
+        Header="Copy Roll Target to Selection"
+        Command="{Binding owner.copy_roll_target_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+      <MenuItem
+        Header="Smart Copy Roll Target"
+        Command="{Binding owner.smart_copy_roll_target_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="RisklessRateContextMenu">
+      <MenuItem
+        Header="Copy Riskless Rate to Selection"
+        Command="{Binding owner.copy_riskless_rate_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="SettlementPriceContextMenu">
+      <MenuItem
+        Header="{Binding security}"
+        HeaderStringFormat="Copy '{0}' Settlement to Selection"
+        Command="{Binding owner.copy_settlement_price_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="DeltaBetaContextMenu">
+      <MenuItem
+        Header="Copy Delta Beta to Selection"
+        Command="{Binding owner.copy_delta_beta_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+    <ContextMenu x:Key="VegaBetaContextMenu">
+      <MenuItem
+        Header="Copy Vega Beta to Selection"
+        Command="{Binding owner.copy_vega_beta_to_selection_cmd}"
+        CommandParameter="{Binding}"
+      />
+    </ContextMenu>
+  </UserControl.Resources>
+  <Grid>
+    <Grid.Resources>
+      <cv:BooleanToVisibilityConverter x:Key="TrueVisibilityConverter" />
+      <cv:BooleanToVisibilityConverter x:Key="FalseVisibilityConverter" VisibilityForFalse="Visible" VisibilityForTrue="Collapsed" />
+    </Grid.Resources>
+    <Grid.RowDefinitions>
+      <RowDefinition Height="Auto" />
+      <RowDefinition Height="*" />
+      <RowDefinition Height="Auto" />
+    </Grid.RowDefinitions>
+
+    <StackPanel
+        Grid.Row="0"
+        Orientation="Horizontal"
+        Margin="0,5,0,5">
+
+      <c:ComboCheckBox
+        ItemsSource="{Binding symbols}"
+        SelectedItems="{Binding selected_symbols}"
+        HorizontalAlignment="Left"
+        Margin="5,2,2,2"
+        TextBlock.Foreground="Black"
+        HeaderContent="Symbols"
+        ShowSelectAll="True"
+      />
+
+      <WrapPanel>
+        <TextBlock Margin="5,5,0,0" Text="Auto copy rolls:" />
+        <CheckBox Margin="5,5,10,0" IsChecked="{Binding auto_copy_rolls_is_checked}" />
+      </WrapPanel>
+      <WrapPanel>
+        <TextBlock Margin='0,5,0,0' Text="Auto copy rates:" />
+        <CheckBox Margin="5,5,0,0" IsChecked="{Binding auto_copy_rates_is_checked}" />
+      </WrapPanel>
+    </StackPanel>
+    <c:DataGridEx
+        x:Name="_grid"
+        Grid.Row="1"
+        ItemsSource="{Binding visible_rows}"
+        AlternatingRowBackground="{u:BTSColor MarketData.driver_background}"
+        VerticalGridLinesBrush="Gray"
+        EnableRowVirtualization="True"
+        EnableColumnVirtualization="True"
+        CanUserAddRows="False"
+        AutoGenerateColumns="False"
+        CanUserReorderColumns="False"
+        CanUserSortColumns="False"
+        CanUserDeleteRows="False"
+        RowHeaderWidth="0"
+        GridLinesVisibility="Vertical"
+        SelectionUnit="FullRow"
+        SelectedUnits="{Binding selected_rows}"
+        PreviewMouseRightButtonUp="_grid_PreviewMouseRightButtonUp">
+      <DataGrid.Resources>
+        <Style TargetType="{x:Type DataGridCell}" BasedOn="{StaticResource {x:Type DataGridCell}}">
+          <Setter Property="BorderThickness" Value="1" />
+          <Style.Triggers>
+            <Trigger
+                Property="IsSelected"
+                Value="True">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+              <Setter
+                  Property="BorderBrush"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+            </Trigger>
+          </Style.Triggers>
+        </Style>
+      </DataGrid.Resources>
+      <DataGrid.RowStyle>
+        <Style TargetType="DataGridRow">
+          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}"/>
+          <Setter Property="Background" Value="Transparent"/>
+          <Style.Triggers>
+            <Trigger
+                Property="IsSelected"
+                Value="true">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+            </Trigger>
+            <DataTrigger
+                Binding="{Binding is_last_row_of_month_group}"
+                Value="True">
+              <Setter
+                  Property="BorderThickness"
+                  Value="0,0,0,1" />
+              <Setter
+                  Property="BorderBrush"
+                  Value="Black" />
+            </DataTrigger>
+          </Style.Triggers>
+        </Style>
+      </DataGrid.RowStyle>
+      <DataGrid.ColumnHeaderStyle>
+        <Style TargetType="DataGridColumnHeader">
+          <Setter
+              Property="Background"
+              Value="{u:BTSColor Name=header}" />
+          <Setter
+              Property="Foreground"
+              Value="{u:BTSColor Name=header_text}" />
+          <Setter
+              Property="HorizontalContentAlignment"
+              Value="Center" />
+          <Setter
+              Property="BorderThickness"
+              Value="0,0,1,0" />
+          <Setter
+              Property="BorderBrush"
+              Value="Black" />
+          <Setter
+              Property="Padding"
+              Value="3" />
+          <Setter
+              Property="MinWidth"
+              Value="80" />
+        </Style>
+      </DataGrid.ColumnHeaderStyle>
+      <DataGrid.Columns>
+        <DataGridTextColumn
+            Header="Security"
+            Binding="{Binding security, Converter={StaticResource ExpirationTextConverter}}"
+            IsReadOnly="True">
+          <DataGridTextColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Name=header}" />
+              <Setter
+                  Property="Foreground"
+                  Value="{u:BTSColor Name=header_text}" />
+              <Setter
+                  Property="BorderThickness"
+                  Value="0" />
+              <Setter
+                  Property="VerticalContentAlignment"
+                  Value="Center" />
+              <Setter
+                  Property="Padding"
+                  Value="3" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding security.security_type}"
+                    Value="OPTION">
+                  <Setter
+                      Property="Foreground"
+                      Value="{u:BTSColor Name=header_text}" />
+                </DataTrigger>
+                <DataTrigger
+                    Binding="{Binding security.security_type}"
+                    Value="FUTURE">
+                  <Setter
+                      Property="Foreground"
+                      Value="Gold" />
+                </DataTrigger>
+                <DataTrigger
+                    Binding="{Binding security.security_type}"
+                    Value="UNSET">
+                  <Setter
+                      Property="Foreground"
+                      Value="PaleGreen" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTextColumn.CellStyle>
+        </DataGridTextColumn>
+        <DataGridTemplateColumn
+            Header="Driver"
+            MinWidth="105">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource DriverContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_driver_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <ComboBox
+                  ItemsSource="{Binding DataContext.non_options, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
+                  ItemTemplate="{StaticResource ExpirationTemplate}"
+                  SelectedItem="{Binding driver, UpdateSourceTrigger=PropertyChanged}"
+                  Margin="2" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn
+            Header="Deliverable"
+            MinWidth="105">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource DeliverableContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_deliverable_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <ComboBox
+                  ItemsSource="{Binding DataContext.non_options_with_empty, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
+                  ItemTemplate="{StaticResource ExpirationTemplate}"
+                  SelectedItem="{Binding deliverable, UpdateSourceTrigger=PropertyChanged}"
+                  Margin="2" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn
+            Header="Roll Schedule"
+            MinWidth="105">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource RollScheduleContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_roll_schedule_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <ComboBox
+                  ItemsSource="{Binding DataContext.non_options_with_empty, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
+                  ItemTemplate="{StaticResource ExpirationTemplate}"
+                  SelectedItem="{Binding roll_schedule, UpdateSourceTrigger=PropertyChanged}"
+                  Margin="2" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn Header="Roll Target $">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource RollTargetContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_roll_target_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <TextBlock
+                  Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource RollTargetContextMenu}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+          <DataGridTemplateColumn.CellEditingTemplate>
+            <DataTemplate>
+              <TextBox
+                  Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
+                  Margin="2" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellEditingTemplate>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn Header="Riskless Rate %">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource RisklessRateContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_riskless_rate_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <TextBlock
+                  Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource RisklessRateContextMenu}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+          <DataGridTemplateColumn.CellEditingTemplate>
+            <DataTemplate>
+              <TextBox Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellEditingTemplate>
+        </DataGridTemplateColumn>
+        <DataGridTemplateColumn Header="Settlement Price $">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource SettlementPriceContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_settlement_price_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <TextBlock
+                  Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource SettlementPriceContextMenu}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+          <DataGridTemplateColumn.CellEditingTemplate>
+            <DataTemplate>
+              <TextBox Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellEditingTemplate>
+        </DataGridTemplateColumn>
+
+        <DataGridTemplateColumn Header="Delta Beta">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource DeltaBetaContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_delta_beta_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <TextBlock
+                  Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource DeltaBetaContextMenu}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+          <DataGridTemplateColumn.CellEditingTemplate>
+            <DataTemplate>
+              <TextBox Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellEditingTemplate>
+        </DataGridTemplateColumn>
+
+        <DataGridTemplateColumn Header="Vega Beta">
+          <DataGridTemplateColumn.CellStyle>
+            <Style
+                TargetType="DataGridCell"
+                BasedOn="{StaticResource {x:Type DataGridCell}}">
+              <Setter
+                  Property="ContextMenu"
+                  Value="{StaticResource VegaBetaContextMenu}" />
+              <Style.Triggers>
+                <DataTrigger
+                    Binding="{Binding is_vega_beta_dirty}"
+                    Value="True">
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
+                </DataTrigger>
+              </Style.Triggers>
+            </Style>
+          </DataGridTemplateColumn.CellStyle>
+          <DataGridTemplateColumn.CellTemplate>
+            <DataTemplate>
+              <TextBlock
+                  Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource VegaBetaContextMenu}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellTemplate>
+          <DataGridTemplateColumn.CellEditingTemplate>
+            <DataTemplate>
+              <TextBox Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}" />
+            </DataTemplate>
+          </DataGridTemplateColumn.CellEditingTemplate>
+        </DataGridTemplateColumn>
+
+      </DataGrid.Columns>
+    </c:DataGridEx>
+  </Grid>
+</UserControl>

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersView.xaml.cs

@@ -0,0 +1,76 @@
+namespace mbts.ui.shell {
+   using bts.api;
+
+   using mbts.spark;
+   using mbts.ui.controls;
+   using mbts.ui.extensions;
+
+   using System;
+   using System.Windows;
+   using System.Windows.Controls;
+   using System.Windows.Controls.Primitives;
+   using System.Windows.Data;
+   using System.Windows.Input;
+
+   /// <summary>
+   /// Interaction logic for AnalyticsExpirationParametersView.xaml
+   /// </summary>
+   partial class AnalyticsExpirationParametersView : UserControl {
+      IDisposable _context_menu_op;
+      IDisposable _data_context_hooks;
+
+      public AnalyticsExpirationParametersView() {
+         InitializeComponent();
+         DataContextChanged += on_data_context_changed;
+         void on_data_context_changed(object sender, DependencyPropertyChangedEventArgs e) {
+            Disposable.dispose(ref _data_context_hooks);
+            if (e.NewValue is IHandleRowSelection hrs) {
+               hrs.row_selection_changed(new(Selector.SelectionChangedEvent, Array.Empty<object>(), _grid.SelectedItems));
+               _data_context_hooks = _grid.SubscribeSelectionChanged((s, e) => hrs.row_selection_changed(e));
+            }
+         }
+      }
+
+      void _grid_PreviewMouseRightButtonUp(object sender, MouseButtonEventArgs e) {
+         Disposable.dispose(ref _context_menu_op);
+         if (e.OriginalSource is not FrameworkElement el || DataContext is not AnalyticsExpirationParametersVM vm) {
+            return;
+         }
+         var cell = el.find_ancestor_of_type<DataGridCell>();
+         if (cell?.ContextMenu is not ContextMenu cm || cell.DataContext is not AnalyticsExpirationParametersRowVM row) {
+            return;
+         }
+         vm.copy_row_source = row;
+         cm.DataContext = row;
+         cm.IsOpen = true;
+         _context_menu_op = cm.SubscribeClosed((s, e) => vm.copy_row_source = null);
+         e.Handled = true;
+      }
+   }
+
+   class ExpTextConverter : IValueConverter {
+      public ExpTextConverter() {
+         NullOrEmptyText = "None";
+      }
+
+      public bool ShowType { get; set; }
+      public bool ShowSymbol { get; set; }
+      public bool MapExp { get; set; }
+      public string NullOrEmptyText { get; set; }
+
+      public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
+         var exp = value as SecurityExpiration;
+         if (exp == null || exp.is_empty()) {
+            return NullOrEmptyText;
+         }
+         return ShowSymbol ?
+            SecurityFormatter.format_future(exp.symbol, exp.expiration) :
+            DateFormatter.Format(exp.expiration, DateFormat.MonthCodeLastDigitYear);
+      }
+
+      public object ConvertBack(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
+         throw new NotImplementedException();
+      }
+   }
+
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersWindow.cs

@@ -0,0 +1,48 @@
+namespace mbts.spark {
+   using bts.api;
+   using bts.spark;
+
+   using mbts.ui;
+   using mbts.ui.shell;
+
+   using System.Collections.Generic;
+   using System.Windows;
+   using System.Windows.Input;
+
+   class AnalyticsExpirationParametersWindow : SparkWindow<AnalyticsExpirationParametersSettings>, ISharedWindow {
+      public const string WINDOW_TYPE = "AnalyticsExpirationParameters";
+
+      readonly AnalyticsExpirationParametersSettings _init_settings;
+      List<SparkCommand> _commands;
+
+      AnalyticsExpirationParametersVM _vm;
+      AnalyticsExpirationParametersView _view;
+
+      public AnalyticsExpirationParametersWindow(
+         IBus bus, AnalyticsExpirationParametersWindowFactory factory, AnalyticsExpirationParametersSettings settings)
+         : base("Analytics Exp Params", bus, factory) {
+         _init_settings = settings;
+         _dispose = Disposable.Create(() => _vm?.Dispose());
+      }
+
+      public override string window_type => WINDOW_TYPE;
+      public string thread_id => WINDOW_TYPE;
+
+      public override AnalyticsExpirationParametersSettings SaveState =>
+         _vm?.get_state();
+
+      public override UIElement Content =>
+         _view;
+
+      public override IEnumerable<SparkCommand> Commands => _commands.empty_if_null();
+
+      public void thread_init() {
+         _vm = new AnalyticsExpirationParametersVM(_bus, _init_settings);
+         _view = new AnalyticsExpirationParametersView { DataContext = _vm };
+         _commands = new() {
+            new SparkCommandCommand("Commit", Icons.Disk, _vm.commit_cmd, new KeyGesture(Key.S, ModifierKeys.Control)),
+            new SparkCommandCommand("Revert", Icons.UndoCircular, _vm.revert_cmd, new KeyGesture(Key.Z, ModifierKeys.Control)),
+         };
+      }
+   }
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsExpirationParametersWindowFactory.cs

@@ -0,0 +1,30 @@
+namespace mbts.spark {
+   using bts.api;
+   using bts.shell;
+   using bts.spark;
+
+   using mbts.ui;
+
+   using System;
+   using System.Reactive.Linq;
+   using System.Threading.Tasks;
+
+   class AnalyticsExpirationParametersWindowFactory : ShellWindowFactory<AnalyticsExpirationParametersSettings> {
+      readonly IBus _bus;
+
+      public AnalyticsExpirationParametersWindowFactory(IShellModule module, IBus bus)
+         : base(module, SparkCommands.show_vol_surface.title) {
+         _bus = bus;
+         _dispose = bus.subscribe(SparkTags.show_analytics_exp_params).OnDispatcher().Subscribe(_show);
+      }
+
+      public override Task<IShellWindow> load(AnalyticsExpirationParametersSettings state) =>
+         Task.FromResult(_create(state));
+
+      void _show(AnalyticsExpirationParametersSettings  _) =>
+         _bus.post(SparkTags.ShowWindow, _create(new()));
+
+      IShellWindow _create(AnalyticsExpirationParametersSettings startup_data) =>
+         new AnalyticsExpirationParametersWindow(_bus, this, startup_data);
+   }
+}

src/client/spark/AW2/AnalyticsParameters/AnalyticsParametersUIModel.cs

@@ -0,0 +1,40 @@
+namespace mbts.spark {
+   using bts.api;
+
+   using mbts;
+   using mbts.analytics;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+   using System.Text;
+   using System.Threading.Tasks;
+
+   class AnalyticsParametersUIModel : IDisposable {
+      AnalyticsExpirationParametersMap _curr_val = null;
+      readonly IBus _bus;
+      readonly IDisposable _sub;
+
+      public event Action<AnalyticsExpirationParametersMap> on_expiration_parameters;
+
+      public AnalyticsParametersUIModel(IBus bus) {
+         _bus = bus;
+         _sub = _bus.subscribe(SparkTags.ExpirationParametersInputTag)
+            .Subscribe(d => on_expiration_parameters?.Invoke(d));
+      }
+
+      public void commit(IEnumerable<AnalyticsExpirationParameters> data) =>
+         _bus.post(SparkTags.ExpirationParametersCommitTag, data);
+
+      public IEnumerable<mbts.SecurityExpiration> get_smart_copy_roll_exps(AnalyticsExpirationParameters source) {
+         if (_curr_val != null) {
+            foreach (var kv in _curr_val.exp_map)
+               if (kv.Value.roll_schedule_expiration.Equals(source.roll_schedule_expiration))
+                  yield return kv.Key;
+         }
+      }
+
+      public void Dispose() =>
+         _sub.Dispose();
+   }
+}

src/client/spark/AW2/Bus/AnalyticsParametersManager.cs

@@ -0,0 +1,101 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+using bts;
+using mbts.analytics;
+using bts.api.analytics;
+using System.Reactive.Linq;
+using bts.api;
+using System.Threading;
+
+namespace mbts.spark {
+   // 1. Reads exp params from the network and publishes
+   //    it to the BB
+   // 2. Listens to ExpirationParametersCommitTag and
+   //    writes the calls into persistence to save the data
+   public class AnalyticsParametersManager : IDisposable {
+      private readonly ThreadedBlackboard _bb;
+      private AnalyticsService _analytics_service;
+      private List<IDisposable> _disposables = new List<IDisposable>();
+      private IDictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters>
+         _data = new Dictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters>();
+      private readonly ITag<IEnumerable<AnalyticsExpirationParameters>>
+         _in_bb_exp_params_commit_tag = SparkTags.ExpirationParametersCommitTag;
+      private readonly ITag<SystemContractData> _in_contracts_tag = SparkTags.SystemContractsTag;
+      private readonly ITag<AnalyticsExpirationParametersMap> _out_exp_params_tag =
+         SparkTags.ExpirationParametersInputTag;
+      private HighPerformanceTimer _timer = new HighPerformanceTimer();
+
+      public AnalyticsParametersManager(ThreadedBlackboard bb,
+                                        AnalyticsService analytics_server) {
+         _bb = bb;
+         _analytics_service = analytics_server;
+         var exp_params_sub = _analytics_service.subscribei_exp_parameters()
+           .ObserveOn(SynchronizationContext.Current)
+           .Subscribe(_on_exp_parameters);
+         _disposables.Add(exp_params_sub);
+         _bb.subscribe(_in_bb_exp_params_commit_tag);
+         _bb.subscribe(_in_contracts_tag);
+         _bb.data_callback += _on_bb_data;
+      }
+
+      private void _on_bb_data(object tag, object data) {
+         if (_in_contracts_tag.Equals(tag)) {
+            _assemble_and_publish();
+         } else if (_in_bb_exp_params_commit_tag == tag) {
+            // listens to the commit tag and saves it
+            IEnumerable<AnalyticsExpirationParameters> exp_params =
+               data as IEnumerable<AnalyticsExpirationParameters>;
+            exp_params = exp_params.Where(e => e.security.expiration.Date >=
+               DateTime.Now.Date.Subtract(TimeSpan.FromDays(1)));
+            bts.Log.Gen.info(
+               String.Format("AnalyticsParametersManager._on_bb_data received commit count:{0}",
+                             exp_params.Count()));
+            ExpirationParameterEntryList to_save = new ExpirationParameterEntryList();
+            to_save.ParamList.AddRange(exp_params.Select(i => i.to_exp_param_entry()));
+            _timer.start();
+            _analytics_service.set_exp_parameters(to_save);
+            _timer.stop();
+            bts.Log.Gen.info(
+               String.Format("AnalyticsParametersManager saved exp_params count:{0} t:{1} msecs",
+                              exp_params.Count(), _timer.lastIntervalTime));
+         }
+      }
+
+      void _on_exp_parameters(bts.api.core.Update<ExpirationParameterEntryListImmutable, int> update) {
+         _data = new Dictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters>();
+         bts.Log.Gen.info(String.Format("AnalyticsParametersManager._on_exp_parameters received count:{0}",
+                        update.all.Count()));
+         bts.Log.assert(update.all.Count() == 0 || update.all.Count() == 1);
+         foreach (ExpirationParameterEntryListImmutable l in update.all) {
+            foreach (ExpirationParameterEntryImmutable e in l.ParamList) {
+               AnalyticsExpirationParameters new_entry = new AnalyticsExpirationParameters(e);
+               _data[new_entry.security] = new_entry;
+            }
+            break;
+         }
+         Log.Gen.info($"AnalyticsParametersManager._on_exp_parameters count: {_data.Count}");
+         _assemble_and_publish();
+         // _bb.post(_out_exp_params_tag, new AnalyticsExpirationParametersMap(_data));
+      }
+
+      private void _assemble_and_publish() {
+         if (_data != null) {
+            SystemContractData sc_data = _bb.read_state(_in_contracts_tag);
+            if (sc_data != null) {
+               _bb.post(_out_exp_params_tag, new AnalyticsExpirationParametersMap(_data, sc_data));
+            }
+         }
+      }
+
+      #region IDisposable
+      public void Dispose() {
+         _bb.data_callback -= _on_bb_data;
+         foreach (IDisposable d in _disposables) {
+            d.Dispose();
+         }
+      }
+      #endregion
+   }
+}