Fixed slowness in FIX log parsing.

This slowness was actually causing us to take too long to complete the FIX connection logon process, resulting in a timeout and failure to establish the session. It took almost 1ms per log line, with logs commonly having 20K lines. k
Merge branch 'master' of bitbucket.org:bluetradesys/spark
2020-01-10 08:35:33 -05:00 · 2020-01-10 08:30:17 -05:00 · 2020-01-09 10:40:47 -05:00 · 2020-01-02 13:57:54 -05:00 · 2020-01-02 13:55:49 -05:00
86 changed files with 549 additions and 303 deletions
@@ -34,4 +34,3 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
-CMakeDeps.cmake
@@ -46,7 +46,7 @@
            "sourceFileMap": {
                "/home/bts/spark/": "${workspaceRoot}"
            }
-        },     
+        },
        {
            "name": "(gdb) Launch",
            "type": "cppdbg",
@@ -345,11 +345,12 @@
            "name": ".NET Core Remote Launch",
            "type": "coreclr",
            "request": "launch",
-            "program": "sparkcmd",
+            "program": "/usr/bin/dotnet",
            "args": [
+                "sparkcmd.dll",
                "test",
+                "test_join_create_and_takeout_market"
            ],
-            "env": {"LD_LIBRARY_PATH" : "."},
            "stopAtEntry": false,
            "cwd": "/home/bts/spark/build/ninja_debug/server",
            "pipeTransport": {
@@ -360,11 +361,11 @@
                "debuggerPath": "/home/bts/vsdbg/vsdbg",
                "pipeCwd": "${workspaceRoot}",
                "quoteArgs": true
-            },           
+            },
            "sourceFileMap": {
                "/home/bts/spark/": "${workspaceRoot}"
            },
            "justMyCode": false
-        },               
+        },
    ]
 }
@@ -48,7 +48,6 @@ else ()
  add_subdirectory(doc/user)
  add_subdirectory(src/sdk)
  add_subdirectory(src/data_files)
-  add_subdirectory(src/client)

  add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
    COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
@@ -60,17 +59,7 @@ else ()
    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 spark_client_dir
    DEPENDS sparkd data_files_dir)  

  add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
-  
-if(${CMAKE_BUILD_TYPE} STREQUAL "Debug")
-   add_custom_command(TARGET server_layout POST_BUILD
-      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.0/linux-x64/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
-else()
-   add_custom_command(TARGET server_layout POST_BUILD
-      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.0/linux-x64/publish/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
-endif()
-      
 endif()
@@ -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
@@ -1 +1 @@
-set(sources /home/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/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)
@@ -1,19 +0,0 @@
-
-cmake_minimum_required(VERSION 3.5)
-project(spark_client)
-include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
-
-file(GLOB_RECURSE spark_client_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.cs)
-file(GLOB_RECURSE spark_client_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.csproj)
-file(GLOB_RECURSE spark_ui_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.cs)
-file(GLOB_RECURSE spark_ui_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.csproj)
-list(REMOVE_ITEM spark_ui_sources ${spark_client_sources} )
-list(REMOVE_ITEM spark_ui_csproj ${spark_client_csproj} )
-
-add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/../
-   COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh
-   ARGS ${CMAKE_BUILD_TYPE} ${CMAKE_BINARY_DIR}
-   COMMENT "Building sparkcmd in netcore3"
-   DEPENDS libspark ${spark_client_sources} ${spark_client_csproj} ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh)
-
-   add_custom_target(spark_client_dir ALL DEPENDS ${CMAKE_BINARY_DIR}/../)   
@@ -5,7 +5,6 @@
    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
    <Externals>$(SparkRoot)\externals\windows</Externals>
-    <Externals Condition=" '$(OS)' != 'Windows_NT' ">$(SparkRoot)/externals/linux</Externals>
    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
    <ErrorReport>None</ErrorReport>
    <Prefer32Bit>False</Prefer32Bit>
@@ -20,25 +19,20 @@
    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
-    <BaseIntermediateOutputPath Condition=" '$(OS)' != 'Windows_NT' ">$(BaseOutputPath)\linuxobj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
-    <IntermediateOutputPath Condition=" '$(OS)' != 'Windows_NT' ">$(BaseOutputPath)\linuxobj\$(MSBuildProjectName)</IntermediateOutputPath>
    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
 </PropertyGroup>

-
 <Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />

 <ItemGroup>
    <AvailableItemName Include="Proto2">
-        <Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto2</Targets>
-        <Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto2Linux</Targets>
+        <Targets>CompileProto3</Targets>
    </AvailableItemName>
    <AvailableItemName Include="Proto3">
-        <Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto3</Targets>
-        <Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto3Linux</Targets>
+        <Targets>CompileProto3</Targets>
    </AvailableItemName>
    <AvailableItemName Include="Proto3Excel">
-        <Targets Condition=" '$(OS)' == 'Windows_NT' ">CompileProto3Excel</Targets>
+        <Targets>CompileProto3Excel</Targets>
    </AvailableItemName>    
 </ItemGroup>

@@ -49,14 +43,6 @@
    <protogen>$(Externals)\bin\protogen.exe</protogen>
 </PropertyGroup>

-<PropertyGroup Label="ProtoBuf" Condition=" '$(OS)' != 'Windows_NT' ">
-    <ProtocPluginBase>$(SparkRoot)/src/lib/api/service_compiler</ProtocPluginBase>
-    <ProtoInclude>$(Externals)/include</ProtoInclude>
-    <protoc>$(Externals)/bin/protoc</protoc>
-    <protoc_rename>$(Externals)/bin/lowercase_files.sh</protoc_rename>
-    <protogen>$(Externals)/bin/protogen</protogen>
-</PropertyGroup>
-
 <ItemDefinitionGroup>
    <Proto2>
    </Proto2>
@@ -3,7 +3,7 @@


 <Target Name="CompileProto2" 
-    Condition="'@(Proto2)'!='' AND '$(OS)' == 'Windows_NT' "
+    Condition="'@(Proto2)'!=''"
    Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
    Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
    AfterTargets="PreBuildEvent">
@@ -28,7 +28,7 @@
    passes wipes out the additional compile includes that we add.
 -->
 <Target Name="CompileProto3" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3)'!=''  AND '$(OS)' == 'Windows_NT' "
+    Condition="'@(Proto3)'!=''"
    Inputs="$(protoc);
    %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
    $(ProtocPluginBase)\templates\c#\client.pb.cs;
@@ -58,7 +58,7 @@
 </Target>

 <Target Name="CompileProto3Excel" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3Excel)'!='' AND '$(OS)' == 'Windows_NT' "
+    Condition="'@(Proto3Excel)'!=''"
    Inputs="$(protoc);
    %(Proto3Excel.Identity);$(ProtocPluginBase)\plugin.py;
    $(ProtocPluginBase)\templates\excel\excel.pb.cs;"
@@ -82,74 +82,12 @@
    </ItemGroup>
 </Target>

-
-<Target Name="CompileProto2Linux" 
-    Condition="'@(Proto2)'!='' AND '$(OS)' != 'Windows_NT' "
-    Inputs="$(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))" />
-    <Message Importance="High" Text="Doing Proto2 %(proto2.filename)" />
-    <Exec Command="$(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)/include"
-          WorkingDirectory="$(WorkingDirectory)" />
-    <ItemGroup>
-        <Compile Include="$(WorkingDirectory)/%(Proto2.filename).cs" />
-    </ItemGroup>
-</Target>
-
-<Target Name="CompileProto3Linux" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' "
-    Inputs="$(protoc);
-    %(Proto3.Identity);$(ProtocPluginBase)/plugin.py;
-    $(ProtocPluginBase)/templates/c#/client.pb.cs;
-    $(ProtocPluginBase)/templates/c#/server.pb.cs;
-    $(ProtocPluginBase)/templates/c#/immutable.pb.cs;"
-    Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
-    <MakeDir Directories="%(Proto3.OutBase)" />
-    <MakeDir Directories="$(IntermediateOutputPath)/gen" />
-   
-    <Message Importance="High" Text="Generating service %(Proto3.FileName)" />
-    <Exec Command="
-       PYTHONPATH=$(Externals)/python $(protoc) \
-       %(Proto3.FullPath) \
-       --error_format=gcc \
-       --proto_path=$(protoinc):$(SourceRoot) \
-       --plugin=&apos;protoc-gen-service=$(ProtocPluginBase)/plugin.py&apos; \
-       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) \
-       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
-      WorkingDirectory="%(relativedir)" />    
-      
-    <!-- <Exec Command="$(protoc_rename) %(Proto3.OutBase)"  />    -->
-            
-    <ItemGroup>
-       <Compile Include="%(Proto3.OutCS)" />
-       <Compile Include="%(Proto3.OutCSClient)" />
-       <Compile Include="%(Proto3.OutCSServer)" />
-       <Compile Include="%(Proto3.OutCSImmutable)" />
-    </ItemGroup>
-</Target>
-
-<!-- <Target Name="RenameProto3Linux" AfterTargets="CompileProto3Linux"
-   Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' ">
-   <Move SourceFiles="$(OutBase)\Apicore.cs" DestinationFiles="$(OutBase)\apicore.cs" />  
-   <Move SourceFiles="$(OutBase)\Apioptions.cs" DestinationFiles="$(OutBase)\apioptions.cs" />  
-   <Move SourceFiles="$(OutBase)\Co2.cs" DestinationFiles="$(OutBase)\co2.cs" />  
-</Target> -->
-
-
 <Target Name="AfterClean" AfterTargets="Clean">
    <Delete Files="%(Proto3.OutCS)" />
    <Delete Files="%(Proto3.OutCSClient)" />
    <Delete Files="%(Proto3.OutCSServer)" />
    <Delete Files="%(Proto3.OutCSImmutable)" />
-    <Delete Files="$(GenDir)/proto2/*" />
+    <Delete Files="$(GenDir)\proto2\*" />
    <Delete Files="%(Proto3Excel.OutCSExcel)" />
 </Target>

@@ -1,14 +0,0 @@
-#!/bin/bash
-
-#$1 = Debug / Release (CMAKE_BUILD_TYPE), $2 = CMAKE_BINARY_DIR
-cd "$(dirname "$0")"
-echo $PWD dotnet build -c $1 ./sparkcmd/
-dotnet build -c $1 -o $2/../$1/bin/netcoreapp3.0/linux-x64 ./sparkcmd/ 
-
-if [ "$1" == "Release" ]
-then
-   dotnet publish -c $1 -o $2/../$1/bin/netcoreapp3.0/linux-x64 ./sparkcmd/ 
-   ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.0/linux-x64/publish
-fi
-
-ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.0/linux-x64
@@ -0,0 +1,2 @@
+dotnet pack
+dotnet nuget push
@@ -25,7 +25,7 @@
    <Proto3 Include="../../lib/api/*.proto" />
    <Proto3 Include="../../lib/api/services/*.proto" />
    <!--Proto3 Remove="../../lib/api/services/MarketDataRelay.proto" /-->
-    <Proto3 Include="../../lib/md/protos/Co2.proto" />
+    <Proto3 Include="../../lib/md/protos/co2.proto" />
    <Proto3 Include="../../lib/domain_model/Security.proto" />
    <Proto3 Include="../../lib/sparkproto/SparkProtos.proto" />
    <Proto3 Update="../../lib/api/services/OutOfProcessURLListener.proto">
@@ -28,8 +28,5 @@ namespace bts.utils

      [DllImport("libspark")]
      public static extern bool initialize_nothrow(StringBuilder buffer, int length);
-
-      //public static string bts_data_path()
-      //use mbts.config.Configuration.get<bts.config.System>().data_path;
   }
 }
@@ -70,13 +70,10 @@ namespace bts.test {
         psi.RedirectStandardOutput = true;
         psi.RedirectStandardError = true;
         psi.UseShellExecute = false;
- 
+
         try{
            var p = Process.Start(psi);
            p.WaitForExit((int)time_out.TotalMilliseconds);
-            var errorlevel = p.ExitCode;
-            string stdout = p.StandardOutput.ReadToEnd();
-            string stderr = p.StandardError.ReadToEnd();
            if (p.HasExited) {
               return 0;
            }
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
-    <TargetFrameworks>netstandard2.0</TargetFrameworks>
+    <TargetFramework>netstandard2.0</TargetFramework>
    <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
    <Platforms>x64</Platforms>
    <PlatformTarget>AnyCPU</PlatformTarget>
@@ -1,13 +1,6 @@
 <Project Sdk="Microsoft.NET.Sdk">
  <PropertyGroup>
-    <TargetFrameworks>net471</TargetFrameworks>
-    <RuntimeIdentifiers>win7-x64</RuntimeIdentifiers>
-    
-    <TargetFrameworks Condition = " '$(OS)' != 'Windows_NT' ">netcoreapp3.0</TargetFrameworks>
-    <RuntimeIdentifier Condition = " '$(OS)' != 'Windows_NT' ">linux-x64</RuntimeIdentifier>
-    <PublishTrimmed>true</PublishTrimmed>
-    <PublishSingleFile>true</PublishSingleFile>
-
+    <TargetFrameworks>netcoreapp2.1;net471</TargetFrameworks>
    <OutputType>Exe</OutputType>
    <GeneratePackageOnBuild Condition="$(Configuration) == 'Release' or $(Configuration) == 'Release'">true</GeneratePackageOnBuild>
    <PackageOutputPath>$(OutputPath)\net471</PackageOutputPath>
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
-    <TargetFrameworks>netstandard2.0</TargetFrameworks>
+    <TargetFramework>netstandard2.0</TargetFramework>
    <Platform>x64</Platform>
    <PlatformTarget>x64</PlatformTarget>
  </PropertyGroup>
@@ -2,13 +2,8 @@

  <PropertyGroup>
    <OutputType>Exe</OutputType>
-    <TargetFramework>net471</TargetFramework>
-    
-    <TargetFramework Condition = " '$(OS)' != 'Windows_NT' ">netcoreapp3.0</TargetFramework>
-    <RuntimeIdentifier Condition = " '$(OS)' != 'Windows_NT' ">linux-x64</RuntimeIdentifier>
-    <PublishTrimmed>true</PublishTrimmed>
-    <PublishSingleFile>true</PublishSingleFile>
-    
+    <TargetFrameworks>net471;netcoreapp2.1</TargetFrameworks>
+    <RuntimeIdentifiers>win7-x64;ubuntu.16.04-x64</RuntimeIdentifiers>
    <Authors>Blue Trading Systems</Authors>
    <Company>Blue Trading Systems</Company>
    <Product>Spark</Product>
@@ -0,0 +1 @@
+set(sources files/cert_secure_logon.txt;files/futures.coconut.xz;files/onixs_ice/ConnectivityConfiguration.APITest.xml;files/onixs_ice/ConnectivityConfiguration.PerfTest.xml;files/onixs_ice/ConnectivityConfiguration.Production.xml;files/perf_trace/compiled.css;files/perf_trace/index.html;files/perf_trace/jquery-3.3.1.min.js;files/perf_trace/main.js;files/perf_trace/perf_log.sql;files/perf_trace/perf_trace_analysis.sql;files/perf_trace/plotly-latest.min.js)
@@ -0,0 +1 @@
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/FillStore.cpp;ordermanLine truncated
@@ -1 +1 @@
-set(sources api/Apicore.proto;api/Apigateway.proto;api/Apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/Co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;Line truncated
+set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;os/os.cpp;os/tests/os_tests.cpp;quickbus/core/LocalNode.cpp;quickbus/core/Quickbus.cpp;quickbus/core/SubscriptionID.cpp;quickbus/core/TableID.cpp;quickbus/message_model/Update.cpp;quickbus/message_model/merge_updates.cpp;quickbus/network/QBConnection.cpp;quickbus/network/QBConnectionManager.cpp;quickbus/network/endpoint_description.cpp;quickbus/network/quickbus_msgs.proto;quickbus/pubsub/TablePublisher.cpp;quickbus/pubsub/TableSubscriber.cpp;quickbus/pubsub/tests/qb_pubsub_tests.cpp;quickbus/routing/INode.cpp;quickbus/routing/NodeID.cpp;quickbus/routing/Router.cpp;quickbus/rpc/RPCClient.cpp;quickbus/rpc/RPCServer.cpp;quickbus/rpc/RPCSessionID.cpp;quickbus/rpc/rpc_utils.cpp;quickbus/rpc/tests/qb_rpc_tests.cpp;quickbus/tests/quickbus_tests.cpp;sparkproto/SparkProtos.proto;testing/catch_test_runner.cpp;utils/AuthSessionManager.cpp;utils/AuthToken.cpp;utils/Dispatcher.cpp;utils/GrowableSPSCQueue.cpp;utils/HTTPStream.cpp;utils/PBUtils.cpp;Line truncated
@@ -1,5 +1,5 @@
 syntax="proto3";
-import "lib/api/Apioptions.proto";
+import "lib/api/apioptions.proto";
 package bts.api;
 option csharp_namespace="bts.api";

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.gateway;
 option csharp_namespace="bts.api.gateway";
-import "lib/api/Apicore.proto";
+import "lib/api/apicore.proto";

 message GatewayLogin {
    string username = 1;
@@ -6,9 +6,6 @@ option csharp_namespace="bts.api";
 extend google.protobuf.ServiceOptions {
 	string service_description = 8501;
 }
-extend google.protobuf.MessageOptions {
-	string protofix_message_type = 8505;
-}
 extend google.protobuf.MethodOptions {
   string method_description = 8503;
   bool skip_excel_generation = 8504;
@@ -8,7 +8,7 @@
 #include "../public/ServiceContext.h"
 #include "../public/Result.h"

-#include "lib/api/Apicore.pb.h"
+#include "lib/api/apicore.pb.h"
 #include "lib/config/protos/quickbus_cfg.pb.h"
 #include "lib/config/protos/system.pb.h"
 #include "lib/config/protos/Ports.pb.h"
@@ -1,7 +1,7 @@
 #pragma once

 #include "lib/utils/bts_export.h"
-#include "lib/api/Apicore.pb.h"
+#include "lib/api/apicore.pb.h"

 #include <string>
 #include <vector>
@@ -5,7 +5,7 @@
 #include "ApiUtils.h"
 #include "ServerChannel.h"
 #include "StatefulPublisher.h"
-#include "lib/api/Apicore.pb.h"
+#include "lib/api/apicore.pb.h"

 #include <google/protobuf/io/zero_copy_stream.h>
 #include <functional>
@@ -2,7 +2,7 @@

 #include "ApiException.h"

-#include "lib/api/Apicore.pb.h"
+#include "lib/api/apicore.pb.h"

 #include <memory>
 #include <assert.h>
@@ -2,7 +2,7 @@

 #include "../core/ApiClientInterop.h"
 #include "../core/ApiServerInterop.h"
-#include "lib/api/Apicore.pb.h"
+#include "lib/api/apicore.pb.h"

 namespace bts {
 namespace api {
@@ -2,8 +2,6 @@
 import os, sys
 from collections import namedtuple

-#open("/home/bts/data2", 'wb').write("a")
-
 DEBUG = 'DEBUG' in sys.argv

 # cd to scripts working directory
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.admin;
 option csharp_namespace="bts.api.admin";
-import "lib/api/Apioptions.proto";
-import "lib/api/Apicore.proto";
+import "lib/api/apioptions.proto";
+import "lib/api/apicore.proto";
 //import "google/protobuf/timestamp.proto";
 import "lib/domain_model/Security.proto";
 import "lib/api/services/OrderService.proto";
@@ -2,8 +2,8 @@ syntax="proto3";
 package bts.api.orderman.algo;
 option csharp_namespace="bts.api.orderman.algo";

-import "lib/api/Apioptions.proto";
-import "lib/api/Apicore.proto";
+import "lib/api/apioptions.proto";
+import "lib/api/apicore.proto";
 import "lib/api/services/OrderService.proto";
 import "google/protobuf/timestamp.proto";

@@ -2,8 +2,8 @@ syntax="proto3";
 package bts.api.orderman;
 option csharp_namespace="bts.api.orderman";

-import "lib/api/Apioptions.proto";
-import "lib/api/Apicore.proto";
+import "lib/api/apioptions.proto";
+import "lib/api/apicore.proto";
 import "lib/api/services/OrderService.proto";
 import "google/protobuf/timestamp.proto";

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.test;
 option csharp_namespace="bts.api.test";
-import "lib/api/Apioptions.proto";
+import "lib/api/apioptions.proto";

 message EmptyRequest {}
 message UnitTestResult {
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.user;
 option csharp_namespace="bts.api.user";
-import "lib/api/Apicore.proto";
-import "lib/api/Apioptions.proto";
+import "lib/api/apicore.proto";
+import "lib/api/apioptions.proto";

 message OperatorID { string tag50 = 10; }

@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/Apioptions.proto";
+import "lib/api/apioptions.proto";
 import "lib/api/services/PositionService.proto";

 message GMI_ParseResult {
@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.support;
 option csharp_namespace="bts.support";
-import "lib/api/Apioptions.proto";
+import "lib/api/apioptions.proto";
 import "google/protobuf/timestamp.proto";

 message FileData {
@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.test;
 option csharp_namespace="bts.api.test";
-import "lib/api/Apioptions.proto";
+import "lib/api/apioptions.proto";

 message HelloRequest {
   string name = 1;
@@ -2,8 +2,8 @@ syntax="proto3";
 package bts.md;
 option csharp_namespace="bts.md";
 option cc_enable_arenas=true;
-import "lib/api/Apioptions.proto";
-import "lib/api/Apicore.proto";
+import "lib/api/apioptions.proto";
+import "lib/api/apicore.proto";

 message OrderPIQ {
  uint32 order_id = 1 [(bts.api.key)=true];
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/Apioptions.proto";
-import "lib/api/Apicore.proto";
+import "lib/api/apioptions.proto";
+import "lib/api/apicore.proto";
 import "lib/api/services/PositionService.proto";

 message MarginResult {
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.md.auxiliary;
 option csharp_namespace="bts.api.md.auxiliary";
-import "lib/api/Apioptions.proto";
-import "lib/api/Apicore.proto";
+import "lib/api/apioptions.proto";
+import "lib/api/apicore.proto";

 message VolumeAtPriceLevel{
   int32 record_id = 1 [(bts.api.key)=true];
@@ -2,10 +2,10 @@ syntax="proto3";
 package bts.co2;
 option csharp_namespace="bts.co2";
 option cc_enable_arenas=true;
-import "lib/api/Apioptions.proto";
-import "lib/api/Apicore.proto";
+import "lib/api/apioptions.proto";
+import "lib/api/apicore.proto";
 import "lib/domain_model/Security.proto";
-import "lib/md/protos/Co2.proto";
+import "lib/md/protos/co2.proto";

 message ProductListReply {
   repeated bts.api.Product products = 1;
@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/Apioptions.proto";
+import "lib/api/apioptions.proto";
 import "lib/api/services/MarginService.proto";

 message Money_ParseResult {
@@ -2,11 +2,11 @@ syntax="proto3";
 package bts.api.orderman;
 option csharp_namespace="bts.api.orderman";

-import "lib/api/Apioptions.proto";
+import "lib/api/apioptions.proto";
 import "lib/domain_model/Security.proto";
 import "google/protobuf/timestamp.proto";
 import "lib/sparkproto/SparkProtos.proto";
-import "lib/api/Apicore.proto";
+import "lib/api/apicore.proto";

 service OrderService {
  option (bts.api.service_description)="Implements order management";
@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.browser;
 option csharp_namespace="bts.api.browser";
-import "lib/api/Apioptions.proto";
+import "lib/api/apioptions.proto";

 message URIRequest {
    string uri = 1;
@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.api.persistence;
 option csharp_namespace="bts.api.persistence";
-import "lib/api/Apioptions.proto";
+import "lib/api/apioptions.proto";

 message Record {
  string key = 1 [(bts.api.key)=true];
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.position;
 option csharp_namespace="bts.api.position";
-import "lib/api/Apioptions.proto";
-import "lib/api/Apicore.proto";
+import "lib/api/apioptions.proto";
+import "lib/api/apicore.proto";
 import "lib/domain_model/Security.proto";
 import "google/protobuf/timestamp.proto";

@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.api.diagnostic;
 option csharp_namespace="bts.api.diagnostic";
-import "lib/api/Apicore.proto";
-import "lib/api/Apioptions.proto";
+import "lib/api/apicore.proto";
+import "lib/api/apioptions.proto";

 message ScriptLines {
    int32 id = 1;
@@ -1,8 +1,8 @@
 syntax="proto3";
 package bts.metrics;
 option csharp_namespace="bts.metrics";
-import "lib/api/Apioptions.proto";
-import "lib/api/Apicore.proto";
+import "lib/api/apioptions.proto";
+import "lib/api/apicore.proto";

 message Tick {
    int32 key = 1 [(bts.api.key)=true];
@@ -3,8 +3,8 @@ package bts.api.synthetic;
 option csharp_namespace="bts.api.synthetic";


-import "lib/api/Apicore.proto";
-import "lib/api/Apioptions.proto";
+import "lib/api/apicore.proto";
+import "lib/api/apioptions.proto";
 import "lib/domain_model/Security.proto";
 //import "google/protobuf/timestamp.proto";
 import "lib/sparkproto/SparkProtos.proto";
@@ -2,7 +2,7 @@ syntax="proto3";
 package bts.api;
 option csharp_namespace="bts.api";
 option cc_enable_arenas=true;
-import "lib/api/Apioptions.proto";
+import "lib/api/apioptions.proto";

 enum Venue {
     VENUE_UNSET = 0;
@@ -49,6 +49,7 @@ enum class MessageTypes : uint32_t
   TestRequest                 = '1',
   TradingSessionStatus        = 'h',
   TradingSessionStatusRequest = 'g',
+   MDIncrementalUpdate         = 'X',
   ICETraderLogin              = ('U' << 16) + ('C' << 8) + 'G',
   ICETraderLoginResponse      = ('U' << 16) + ('C' << 8) + 'I',   
   ICETraderLogout             = ('U' << 16) + ('C' << 8) + 'H',   
@@ -18,8 +18,8 @@

 #include <fmt/format.h>
 #include <fstream>
-#include <thread>
 #include <regex>
+#include <thread>

 namespace bts {
 namespace jetfix {
@@ -114,16 +114,17 @@ std::string store_path(std::string base_path,
   return result.string();
 }

-bool is_valid_store_line(std::string const&line) {
-   std::regex rx("\\d\\d\\d\\d\\d\\d\\d\\d-"
-                 "\\d\\d:\\d\\d:\\d\\d\\."
-                 "\\d\\d\\d . 8=FIX\\.4\\.2.*");
-   return std::regex_match(line, rx);
+static std::regex store_line_rx("\\d\\d\\d\\d\\d\\d\\d\\d-"
+                                "\\d\\d:\\d\\d:\\d\\d\\."
+                                "\\d\\d\\d . 8=FIX\\.4\\.2.*");
+
+bool is_valid_store_line(std::string const &line) {
+   return std::regex_match(line, store_line_rx);
 }

 std::map<uint32_t, InMsgBuffer>
 load_replay(config::JetFIX::Connection const &cfg, std::string const &path,
-            uint32_t ) {
+            uint32_t) {
   std::map<uint32_t, InMsgBuffer> result;
   if (boost::filesystem::exists(path)) {

@@ -137,7 +138,7 @@ load_replay(config::JetFIX::Connection const &cfg, std::string const &path,
         if (!f.eof()) {
            if (!is_valid_store_line(line_buffer))
               continue;
-            
+
            if (line_buffer[22] == '<') {
               auto ts =
                   datetime::parse_FIX_timestamp(line_buffer.substr(0, 21));
@@ -7,7 +7,7 @@
 #include "relay/RelayClient.h"
 #include "lib/utils/Dispatcher.h"
 #include "lib/utils/defer.h"
-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"
 #include <set>
 #include <string>
 #include <atomic>
@@ -6,7 +6,7 @@
 #include "lib/domain_model/SecurityKey.h"
 #include "IntPrice.h"

-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"
 #include "lib/domain_model/Security.pb.h"

 #include <string>
@@ -14,9 +14,9 @@
 #include "lib/logging/logging.h"

 #include "lib/config/protos/system.pb.h"
-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"
 #include "lib/md/SecurityCache.h"
-#include "lib/api/Apicore.pb.h"
+#include "lib/api/apicore.pb.h"
 #include "lib/api/services/MarketDataRelay.server.pb.h"
 #include "lib/api/public/ServiceContext.h"
 #include "lib/api/services/AdminService.client.pb.h"
@@ -8,7 +8,7 @@
 #include <memory>
 #include <boost/container/flat_set.hpp>

-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"

 namespace bts {
    namespace api { class ServiceContext; }
@@ -12,7 +12,7 @@

 #include "lib/config/protos/system.pb.h"
 #include "lib/config/protos/MarketData.pb.h"
-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"
 #include "lib/api/services/MarketDataRelay.client.pb.h"
 #include "lib/api/public/ServiceContext.h"
 #include "lib/utils/base64.hpp"
@@ -8,7 +8,7 @@
 #include <set>
 #include <memory>

-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"

 namespace bts {
 namespace pubsub {
@@ -8,7 +8,7 @@
 #include "lib/utils/bts_chrono.h"

 #include "lib/md/common.h"
-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"
 #include "lib/md/SecurityIDRecorder.h"
 #include "lib/config/protos/system.pb.h"
 #include "lib/config/protos/MarketData.pb.h"
@@ -2,7 +2,7 @@
 #include "lib/utils/bts_export.h"
 #include "../coconut2.h"
 #include "lib/config/config.h"
-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"
 #include "lib/utils/TimeStamp.h"
 #include <tuple>
 #include <vector>
@@ -5,7 +5,7 @@
 #include "lib/mercury/events/Event.h"
 #include "lib/orderman/orderman_utils/orderman_common.h"
 #include "lib/utils/bts_chrono.h"
-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"
 #include "boost/container/small_vector.hpp"

 namespace bts {
@@ -6,7 +6,7 @@ namespace bts {
 namespace orderman {

 class ChildTemplate;
-class LegData;
+struct LegData;

 class PyramidAlgo : public IAlgoOrder {
 public:
@@ -6,7 +6,7 @@ namespace bts {
 namespace orderman {

 class ChildTemplate;
-class LegData;
+struct LegData;

 class TASAlgo : public IAlgoOrder {
 public:
@@ -1,7 +1,7 @@
 syntax="proto3";
 package bts.spark;
 option csharp_namespace="bts.spark";
-import "lib/api/Apioptions.proto";
+import "lib/api/apioptions.proto";

 // /***************************************Algo Order Support Data**********************************/

@@ -2,7 +2,7 @@
   "name": "Spark sdk container",
   "image": "spark_sdk",
   "runArgs": [
-      "--shm-size", "1024m",
+      "--shm-size", "2048m",
      "--cap-add=SYS_PTRACE", "--security-opt", "seccomp=unconfined",
      "-u", "bts"
   ],
@@ -2,7 +2,7 @@
   "name": "Spark sdk container",
   "image": "spark_sdk",
   "runArgs": [
-      "--shm-size", "1024m",
+      "--shm-size", "2048m",
      "--cap-add=SYS_PTRACE", "--security-opt", "seccomp=unconfined",
      "-u", "bts"
   ],
@@ -0,0 +1 @@
+set(sources algo/AlgoDefinitionServiceServer.cpp;cmds/AdminReport.cpp;cmds/AutoCert.cpp;cmds/Benchmark.cpp;cmds/CmdRegistry.cpp;cmds/ConfigCheck.cpp;cmds/FIXSim.cpp;cmds/Help.cpp;cmds/KeyCode.cpp;cmds/Md.cpp;cmds/ParseHistoricalFIX.cpp;cmds/PrintHedgeOrders.cpp;cmds/QuickTest.cpp;cmds/Run.cpp;cmds/RunSim.cpp;cmds/Span.cpp;cmds/Test.cpp;cmds/TestCeloxica.cpp;cmds/Web.cpp;dspark/mirage/quick_queue/quick_queue.cpp;exchange_sim/ExchangeSim.cpp;exchange_sim/ExchangeSimApplication.cpp;exchange_sim/book/Book.cpp;exchange_sim/book/ExchangeSim.proto;exchange_sim/book/Order.cpp;exchange_sim/book/OrderMatcher.cpp;exchange_sim/book/book_transform.cpp;exchange_sim/tests/test_book_transform.cpp;http/ApiGateway.cpp;http/MultipartFormDecoder.cpp;http/WebServer.cpp;http/tests/MultiPartFormTests.cpp;main.cpp;md/ChannelVolume.cpp;md/MarketDataAuxiliaryServiceServer.cpp;md/VolumeAtPriceState.cpp;md/platforms/IMDPlatform.cpp;md/platforms/celoxica/CXListener.cpp;md/platforms/celoxica/CXMain.cpp;md/platforms/celoxica/tests/cx_tests.cpp;md/platforms/ice_onixs/ICEListener.cpp;md/platforms/ice_onixs/ICEMain.cpp;md/platforms/ice_onixs/tests/ice_tests.cpp;md/platforms/mdp3_onixs/MDP3Listener.cpp;md/platforms/mdp3_onixs/MDP3Main.cpp;md/platforms/mdp3_onixs/tests/mdp3_tests.cpp;md/run_md.cpp;position/IPositionObserver.cpp;position/MarginServiceCore.cpp;position/MarginServiceServer.cpp;position/PositionAggregator.cpp;position/PositionMap.cpp;position/PositionServicePNLHelper.cpp;position/PositionServiceServer.cpp;position/import/BasePositionServiceServer.cpp;position/import/DownloadCommonStateMachine.cpp;position/import/DownloadWindow.cpp;position/import/MoneyFileServiceServer.cpp;position/import/parsing/gmi_parser.cpp;position/import/parsing/money_parser.cpp;position/import/parsing/parser_common.cpp;position/tests/PositionTests.cpp;position/tests/position_tests_internal.cpp;subprocess/SubProcessRunner.cpp;support/ErrorReportService.cpp;support/ShellLatencyServer.cpp;user/AdminServiceServer.cpp;user/AuthServiceServer.cpp;user/tests/admin_service_tests.cpp)
@@ -36,6 +36,4 @@ target_link_libraries( sparkd
  -pthread) 

 add_custom_command(TARGET sparkd POST_BUILD
-  COMMAND ln -fs ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_CURRENT_BINARY_DIR} )
-  
-  
+  COMMAND ln -fs ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_CURRENT_BINARY_DIR})
@@ -0,0 +1,416 @@
+#include "ParseHistoricalFIX.h"
+#include "lib/jetfix/codec/FIXMsg.h"
+#include "lib/jetfix/codec/FIXParser.h"
+#include "lib/jetfix/codec/Fields.h"
+#include "lib/jetfix/codec/Group.h"
+#include "lib/jetfix/codec/MessageTypes.h"
+#include "lib/utils/bts_chrono.h"
+
+#include <fstream>
+#include <unordered_map>
+
+namespace bts {
+namespace cmd {
+
+using namespace jetfix;
+
+typedef StringField<75> TradeDate;
+typedef IntField<34> SeqNum;
+typedef StringField<52> SendingTime;
+typedef StringField<60> TransactTime;
+typedef StringField<5799> MatchEventIndicator;
+
+typedef IntField<268> NoMDEntries;
+typedef StringField<279> MDUpateAction;
+typedef StringField<269> MDEntryType;
+typedef StringField<48> SecurityID;
+typedef StringField<55> Symbol;
+typedef StringField<83> ReptSeq;
+typedef FloatField<270> MDEntryPx;
+typedef IntField<271> MDEntrySize;
+typedef IntField<346> NumberOfOrders;
+typedef IntField<1023> MDPriceLevel;
+typedef StringField<286> OpenCloseSettlFlag;
+typedef StringField<731> SettlPriceType;
+typedef StringField<5797> AggressorSide;
+typedef StringField<37711> MDTradeEntryID;
+typedef StringField<5796> TradingReferenceDate;
+typedef StringField<1149> HighLimitPrice;
+typedef StringField<1148> LowLimitPrice;
+typedef StringField<1143> MaxPriceVariation;
+typedef StringField<1180> ApplID;
+typedef IntField<9633> ReferenceID;
+typedef IntField<32> LastQty;
+
+typedef IntField<37705> NoOrderIDEntries;
+typedef StringField<37> OrderID;
+typedef IntField<37707> MDOrderPriority;
+typedef IntField<37706> MDDisplayQty;
+typedef StringField<37708> OrderUpdateAction;
+
+typedef Group<NoOrderIDEntries, OrderID, MDDisplayQty, MDOrderPriority,
+              OrderUpdateAction, ReferenceID, LastQty>
+    OrderIDEntries;
+
+typedef Group<NoMDEntries, MDUpateAction, MDEntryType, SecurityID, Symbol,
+              ReptSeq, MDEntryPx, MDEntrySize, NumberOfOrders, MDPriceLevel,
+              OpenCloseSettlFlag, SettlPriceType, AggressorSide, MDTradeEntryID,
+              TradingReferenceDate, HighLimitPrice, LowLimitPrice,
+              MaxPriceVariation, ApplID, ReferenceID, LastQty, OrderID,
+              MDOrderPriority, MDDisplayQty>
+    MDEntries;
+
+typedef FIXMsg<MessageTypes::MDIncrementalUpdate, TradeDate, SeqNum,
+               SendingTime, TransactTime, MatchEventIndicator, MDEntries,
+               OrderIDEntries>
+    MDIncrementalUpdate;
+
+std::string to_str(std::string const &s) { return s; }
+
+template <class V> std::string to_str(V const &v) { return std::to_string(v); }
+
+template <class F, class G> std::string get_if_valid(G const &update) {
+   if (update.template has<F>())
+      return to_str(update.template get<F>());
+   else
+      return "";
+}
+
+void print_msg_headers(std::ostream &out) {
+   out << "MsgID,"
+       << "TradeDate,"
+       << "SeqNum,"
+       << "SendingTime,"
+       << "TransactTime,"
+       << "MatchEventIndicator,"
+       << "NoMDEntries,"
+       << "NoOrderIDEntries\n";
+}
+
+void print_msgs(size_t msg_idx, MDIncrementalUpdate const &line,
+                std::ostream &out) {
+   line.get<SeqNum>();
+   out << msg_idx << "," << get_if_valid<TradeDate>(line) << ","
+       << get_if_valid<SeqNum>(line) << "," << get_if_valid<SendingTime>(line)
+       << "," << get_if_valid<TransactTime>(line) << ","
+       << get_if_valid<MatchEventIndicator>(line) << ","
+       << (line.has<MDEntries>() ? line.get<MDEntries>().size() : 0) << ","
+       << (line.has<OrderIDEntries>() ? line.get<OrderIDEntries>().size() : 0)
+       << "\n";
+}
+
+struct PriceSize {
+   double price = 0;
+   int32_t size = 0;
+};
+
+struct Book {
+   Book() {
+      book[0].resize(10);
+      book[1].resize(10);
+   }
+   std::string symbol;
+   std::string transact_time;
+   std::string send_time;
+   uint32_t seqnum;
+   std::array<std::vector<PriceSize>, 2> book;
+};
+
+size_t n_printed_books = 2;
+
+void print_book_side(std::vector<PriceSize> const &side,
+                     std::ostream &book_stream) {
+   for (size_t i = 0; i < n_printed_books; i++)
+      if (i < side.size())
+         book_stream << "," << side[i].price << "," << side[i].size;
+      else
+         book_stream << "," << 0 << "," << 0;
+}
+
+void print_book_header(std::ostream &book_stream) {
+   book_stream << "Symbol,SendingTime,TransactTime, SeqnNum";
+   for (size_t i = 0; i < n_printed_books; i++)
+      book_stream << ",bid_p_" << i << ",bid_sz_" << i;
+   for (size_t i = 0; i < n_printed_books; i++)
+      book_stream << ",ask_p_" << i << ",ask_sz_" << i;
+   book_stream << ",\n";
+}
+
+void print_book(Book &b, std::ostream &book_stream) {
+   book_stream << b.symbol << "," << b.send_time << "," << b.transact_time
+               << "," << b.seqnum;
+   print_book_side(b.book[0], book_stream);
+   print_book_side(b.book[1], book_stream);
+   book_stream << "\n";
+}
+
+void update_and_maybe_print_book(MDIncrementalUpdate const &update,
+                                 std::unordered_map<std::string, Book> &books,
+                                 std::ostream &book_stream) {
+   std::set<Book *> to_update;
+   if (update.has<MDEntries>()) {
+      auto &md_entries = update.get<MDEntries>();
+      for (size_t i = 0; i < md_entries.size(); i++) {
+         auto &entry = md_entries[i];
+         if (entry.has<MDPriceLevel>()) {
+            if (entry.get<MDEntryType>() == "0" ||
+                entry.get<MDEntryType>() == "1") {
+               auto side = entry.get<MDEntryType>()[0] - '0';
+               auto &sym = entry.get<Symbol>();
+               auto &book = books[sym];
+               to_update.insert(&book);
+               auto &book_side = book.book[side];
+               book.symbol = sym;
+               book.transact_time = update.get<TransactTime>();
+               book.send_time = update.get<SendingTime>();
+               book.transact_time = update.get<TransactTime>();
+               book.seqnum = update.get<SeqNum>();
+               auto level = entry.get<MDPriceLevel>() - 1;
+
+               if (entry.get<MDUpateAction>() == "0") // new
+                  book_side.insert(
+                      book_side.begin() + level,
+                      {entry.get<MDEntryPx>(), entry.get<MDEntrySize>()});
+               else if (entry.get<MDUpateAction>() == "1")
+                  book_side[level] = {entry.get<MDEntryPx>(),
+                                      entry.get<MDEntrySize>()};
+               else
+                  book_side.erase(book_side.begin() + level);
+            }
+         }
+      }
+      auto indicator = update.get<MatchEventIndicator>();
+      if (indicator[5] == '1')
+         for (auto b : to_update)
+            print_book(*b, book_stream);
+   }
+}
+void print_trades_header(std::ostream &trade_stream) {
+   trade_stream << "Symbol,SendingTime,TransactTime,MDEntryPx,MDEntrySize,"
+                   "NumberOfOrders,AggressorSide,MDTradeEntryID,AgressorOID,"
+                   "RestingOID,PartialQty";
+   trade_stream << "\n";
+}
+
+struct TradeSummaryItem {
+   std::string symbol;
+   std::string sending_time;
+   std::string transact_time;
+   double md_entry_px;
+   uint32_t md_entry_size;
+   uint32_t n_orders;
+   std::string agressor_side;
+   std::string md_trade_entry_id;
+};
+
+struct TradeOrder {
+   std::string order_id;
+   uint32_t last_qty;
+};
+
+struct TradeSummaryEvent {
+   std::vector<TradeSummaryItem> md_entries;
+   std::vector<TradeOrder> orderid_entries;
+};
+
+void print_trades(TradeSummaryEvent &event, std::ostream &trade_stream) {
+   size_t current_order = 0;
+   for (auto &trade : event.md_entries) {
+      for (auto i = current_order; i < current_order + trade.n_orders; i++) {
+         trade_stream << trade.symbol << "," << trade.sending_time << ","
+                      << trade.transact_time << "," << trade.md_entry_px << ","
+                      << trade.md_entry_size << "," << trade.n_orders << ","
+                      << trade.agressor_side << "," << trade.md_trade_entry_id
+                      << "," << event.orderid_entries[current_order].order_id
+                      << "," << event.orderid_entries[i].order_id << ","
+                      << event.orderid_entries[i].last_qty << "\n";
+      }
+      current_order += trade.n_orders;
+   }
+}
+
+void update_and_maybe_print_trades(MDIncrementalUpdate const &update,
+                                   TradeSummaryEvent &event,
+                                   std::ostream &trade_stream) {
+   if (update.has<MDEntries>()) {
+      auto &md_entries = update.get<MDEntries>();
+      bool is_trade_summary = false;
+      for (size_t i = 0; i < md_entries.size(); i++) {
+
+         auto &entry = md_entries[i];
+         if (entry.get<MDEntryType>() == "2") {
+            is_trade_summary = true;
+            TradeSummaryItem item;
+            item.symbol = entry.get<Symbol>();
+            item.sending_time = update.get<SendingTime>();
+            item.transact_time = update.get<TransactTime>();
+            item.md_entry_px = entry.get<MDEntryPx>();
+            item.md_entry_size = entry.get<MDEntrySize>();
+            item.n_orders = entry.get<NumberOfOrders>();
+            item.agressor_side = entry.get<AggressorSide>();
+            item.md_trade_entry_id = entry.get<MDTradeEntryID>();
+            event.md_entries.emplace_back(std::move(item));
+         }
+
+         if (is_trade_summary) {
+            if (update.has<OrderIDEntries>()) {
+               auto &oid_entries = update.get<OrderIDEntries>();
+               for (size_t i = 0; i < oid_entries.size(); i++) {
+                  auto &oid = oid_entries[i];
+                  TradeOrder order_id_entry;
+                  order_id_entry.order_id = oid.get<OrderID>();
+                  order_id_entry.last_qty = oid.get<LastQty>();
+                  event.orderid_entries.emplace_back(std::move(order_id_entry));
+               }
+            }
+            auto indicator = update.get<MatchEventIndicator>();
+            if (indicator[7] == '1') {
+               print_trades(event, trade_stream);
+               event.md_entries.clear();
+               event.orderid_entries.clear();
+            }
+         }
+      }
+   }
+}
+
+void print_orders_header(std::ostream &orders_stream) {
+   orders_stream << "Symbol,"
+                 << "SendingTime,"
+                 << "TransactTime,"
+                 << "MDEntryPx,"
+                 << "OrderID,"
+                 << "MDDisplayQty,"
+                 << "MDOrderPriority,"
+                 << "OrderUpdateAction,"
+                 << "Side"
+                 << "\n";
+}
+
+struct Order {
+   std::string sending_time;
+   std::string transact_time;
+   std::string side;
+   
+   std::string order_id;
+   std::string order_update_action;
+   uint32_t md_order_priority;
+   uint32_t display_qty;
+
+   std::string symbol;
+   double md_entry_px;
+};
+
+void print_order(Order const& order, std::ostream &orders_stream) {
+   orders_stream << order.symbol << ","
+                 << order.sending_time << ","
+                 << order.transact_time << ","
+                 << order.md_entry_px << ","
+                 << order.order_id << ","
+                 << order.display_qty << ","
+                 << order.md_order_priority << ","
+                 << order.order_update_action << ","
+                 << order.side << "\n";
+}
+
+
+void print_orders(MDIncrementalUpdate const &update,std::ostream &orders_stream) {
+   if (update.has<MDEntries>()) {
+      auto &md_entries = update.get<MDEntries>();
+      auto & first_entry = md_entries[0];
+
+      if (first_entry.get<MDEntryType> () == "0" ||
+          first_entry.get<MDEntryType> () == "1") {
+
+         Order order;
+         order.sending_time = update.get<SendingTime>();
+         order.transact_time = update.get<TransactTime>();
+         order.side = first_entry.get<MDEntryType> ();
+         
+         if (first_entry.has<MDPriceLevel>()) {
+            // combined template https://www.cmegroup.com/confluence/display/EPICSANDBOX/Incremental+Refresh+SBE+Template+Book+Processing
+            if (update.has<OrderIDEntries>()) {
+               auto &oid_entries = update.get<OrderIDEntries>();
+               for (size_t i = 0; i < oid_entries.size(); i++) {
+
+                  auto &oid = oid_entries[i];
+                  order.order_id = oid.get<OrderID>();
+                  order.order_update_action = oid.get<OrderUpdateAction>();
+                  order.md_order_priority = oid.get<MDOrderPriority>();
+                  order.display_qty = oid.get<MDDisplayQty>();
+                  
+                  auto &md_entry = update.get<MDEntries>()[oid.get<ReferenceID>()-1];
+                  order.symbol = md_entry.get<Symbol>();
+                  order.md_entry_px = md_entry.get<MDEntryPx>();
+                  print_order(order, orders_stream);
+               }
+            }
+         }
+         else {
+            // MBO only template
+            for (size_t i = 0; i < md_entries.size(); i++) {
+               auto &entry = md_entries[i]; 
+               order.order_id = entry.get<OrderID>();
+               order.order_update_action = entry.get<MDUpateAction>();
+               order.md_order_priority = entry.get<MDOrderPriority>();
+               order.display_qty = entry.get<MDDisplayQty>();
+               order.symbol = entry.get<Symbol>();
+               order.md_entry_px = entry.get<MDEntryPx>();
+               print_order(order,orders_stream);
+            }
+         }
+      }
+   }
+}
+
+int ParseHistoricalFIX::execute(std::vector<std::string> const &args) {
+   std::ifstream input(args[0]);
+   std::ofstream books_stream(args[0] + "_books.csv");
+   std::ofstream msgs_stream(args[0] + "_msgs.csv");
+   std::ofstream trades_stream(args[0] + "_trades.csv");
+   std::ofstream orders_stream(args[0] + "_orders.csv");
+
+   std::unordered_map<std::string, Book> books;
+   TradeSummaryEvent current_trade_summary;
+
+   MDIncrementalUpdate update;
+   FIXParser<MDIncrementalUpdate> parser;
+
+   std::string line;
+   size_t c = 0;
+   auto ok = 0;
+   auto start = Timer::now();
+
+   print_book_header(books_stream);
+   print_msg_headers(msgs_stream);
+   print_trades_header(trades_stream);
+   print_orders_header(orders_stream);
+      
+   while (std::getline(input, line)) {
+      c++;
+      auto parsed_ptr = parser.parse(InMsgBuffer(
+          line.data(), line.size(), std::shared_ptr<std::string>{}));
+      if (parsed_ptr) {
+         auto msg =
+             std::dynamic_pointer_cast<const MDIncrementalUpdate>(parsed_ptr);
+         update_and_maybe_print_book(*msg, books, books_stream);
+         print_msgs(c, *msg, msgs_stream);
+         update_and_maybe_print_trades(*msg, current_trade_summary,
+                                       trades_stream);
+         print_orders(*msg, orders_stream);
+      }
+      ok += (bool)(parsed_ptr);
+   }
+   auto sec_duration = sec_diff(Timer::now(), start);
+   std::cout << (int)(c / 1000 / sec_duration) << " Km/sec parsed: " << ok
+             << " out of " << c << " time: " << sec_duration << " secs\n";
+   return 0;
+}
+
+std::string ParseHistoricalFIX::help() {
+   return "ParseHistoricalFIX <input> will produce 2 files, "
+          "<input>_mdentries.csv and <input>order_entries.csv";
+}
+
+} // namespace cmd
+} // namespace bts
@@ -0,0 +1,17 @@
+#pragma once
+
+#include "ICmd.h"
+
+namespace bts {
+namespace cmd {
+
+class ParseHistoricalFIX : public ICmd 
+{
+public:
+   int execute(std::vector<std::string> const &args);
+   std::string help ();
+};
+
+}}
+
+
@@ -1,7 +1,7 @@
 #pragma once

 #include "lib/api/public/ServiceContext.h"
-#include "lib/api/Apigateway.pb.h"
+#include "lib/api/apigateway.pb.h"
 #include <memory>
 #include <functional>

@@ -3,7 +3,7 @@
 #include "MultipartFormDecoder.h"
 #include "lib/utils/Dispatcher.h"
 #include "lib/api/core/ApiClientInterop.h"
-#include "lib/api/Apigateway.pb.h"
+#include "lib/api/apigateway.pb.h"
 #include "lib/logging/logging.h"
 #include "lib/os/os.h"
 #include "lib/utils/TimeStamp.h"
@@ -12,6 +12,7 @@
 #include "server/sparkd/cmds/Help.h"
 #include "server/sparkd/cmds/KeyCode.h"
 #include "server/sparkd/cmds/Md.h"
+#include "server/sparkd/cmds/ParseHistoricalFIX.h"
 #include "server/sparkd/cmds/PrintHedgeOrders.h"
 #include "server/sparkd/cmds/QuickTest.h"
 #include "server/sparkd/cmds/Run.h"
@@ -41,6 +42,7 @@ int main(int argc, char **argv) {
   REGISTER(FIXSim);
   REGISTER(Span);
   REGISTER(Web);
+   REGISTER(ParseHistoricalFIX);
   REGISTER(PrintHedgeOrders);
   REGISTER(AdminReport);
   END_CMD;
@@ -3,7 +3,7 @@
 #include <vector>
 #include "lib/utils/helper_macros.h"
 #include "lib/config/protos/MarketData.pb.h"
-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"

 using namespace std;
 using namespace bts::co2;
@@ -10,7 +10,7 @@
 #include "lib/utils/Dispatcher.h"
 #include "lib/utils/proto_helper.h"
 #include "lib/utils/bts_chrono.h"
-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"

 #include "lib/config/protos/MarketData.pb.h"
 #include "lib/config/protos/system.pb.h"
@@ -3,7 +3,7 @@
 #include <vector>
 #include "lib/utils/helper_macros.h"
 #include "lib/config/protos/MarketData.pb.h"
-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"

 using namespace std;
 using namespace bts::co2;
@@ -8,7 +8,7 @@
 #include "lib/os/os.h"
 #include "lib/utils/Dispatcher.h"
 #include "lib/utils/proto_helper.h"
-#include "lib/md/protos/Co2.pb.h"
+#include "lib/md/protos/co2.pb.h"

 #include "lib/config/protos/MarketData.pb.h"
 #include "lib/config/protos/system.pb.h"
@@ -0,0 +1 @@
+set(sources ../../externals/linux/include/google/protobuf/descriptor.proto;../../externals/linux/include/google/protobuf/timestamp.proto;../lib/api/apicore.proto;../lib/api/apigateway.proto;../lib/api/apioptions.proto;../lib/api/services/AdminService.proto;../lib/api/services/AlgoDefinitionService.proto;../lib/api/services/AlgoService.proto;../lib/api/services/ApiUnitTestService.proto;../lib/api/services/AuthService.proto;../lib/api/services/BasePositionService.proto;../lib/api/services/ErrorReportService.proto;../lib/api/services/HelloService.proto;../lib/api/services/MBOService.proto;../lib/api/services/MarginService.proto;../lib/api/services/MarketDataAuxiliaryService.proto;../lib/api/services/MarketDataRelay.proto;../lib/api/services/MoneyFileService.proto;../lib/api/services/OrderService.proto;../lib/api/services/OutOfProcessURLListener.proto;../lib/api/services/PersistenceService.proto;../lib/api/services/PositionService.proto;../lib/api/services/ShellDiagnosticService.proto;../lib/api/services/ShellLatencyService.proto;../lib/api/services/SyntheticSecurityService.proto;../lib/domain_model/Security.proto;../lib/md/protos/co2.proto;../lib/sparkproto/SparkProtos.proto;api/build.sh;api/node_modules/exit/test/fixtures/create-files.sh;api/node_modules/protobufjs/cli/node_modules/acorn-jsx/node_modules/acorn/bin/update_authors.sh;api/node_modules/watch/release.sh;api/quiet_build.sh;api/src/DynamicService.ts;api/src/ServiceContext.ts;api/src/bts_assert.ts;ui/src/Access.fs;ui/src/Accounts/ClipLimits.fs;ui/src/Accounts/ProductLimits.fs;ui/src/Accounts/SecurityLimits.fs;ui/src/Accounts/State.fs;ui/src/Accounts/Types.fs;ui/src/Accounts/View.fs;ui/src/App.fs;ui/src/Cmd.fs;ui/src/Controls/Button.fs;ui/src/Controls/DataGrid.fs;ui/src/Controls/Fields.fs;ui/src/Controls/Modal.fs;ui/src/Controls/ReactGrid.fs;ui/src/Controls/Table.fs;ui/src/Controls/nbsp.fs;ui/src/Global.fs;ui/src/Imports.fs;ui/src/Lens.fs;ui/src/Login/Login.fs;ui/src/Nav.fs;ui/src/State.fs;ui/src/Types.fs;ui/src/Users/State.fs;ui/src/Users/Types.fs;ui/src/Users/View.fs;ui/src/Util/EnumUtils.fs;ui/src/Util/JSMap.fs;ui/src/Util/StreamUtils.fs;ui/src/obj/Debug/netstandard2.0/ui.AssemblyInfo.fs)
@@ -57,7 +57,7 @@ $PROTOC --plugin=protoc-gen-service=../../lib/api/service_compiler/plugin.py \

 # run typescript compiler to convert typescript to javascript
 echo -e \* ${ORANGE} tsc ${NOCOLOR}
-npx --no-install tsc -p tsconfig.$MODE.json --outDir $OUT/api
+npx --no-install tsc -p tsconfig.$MODE.json

 # cleanup

@@ -71,7 +71,7 @@ ts2fable() {
    wait
 }

-echo -e \* ${ORANGE} ts2fable ${NOCOLOR} $OUT
+echo -e \* ${ORANGE} ts2fable ${NOCOLOR}
 ts2fable $OUT/api
 # ts2fable $OUT/api/gen

@@ -22,8 +22,8 @@
    <Compile Include="Util/StreamUtils.fs" />
    <Compile Include="Util/EnumUtils.fs" />
    <Compile Include="$(API)/fable/timestamp.fable.fs" />
-    <Compile Include="$(API)/fable/Apicore.fable.fs" />
-    <Compile Include="$(API)/fable/Apioptions.fable.fs" />
+    <Compile Include="$(API)/fable/apicore.fable.fs" />
+    <Compile Include="$(API)/fable/apioptions.fable.fs" />
    <Compile Include="$(API)/fable/Security.fable.fs" />
    <Compile Include="$(API)/fable/SparkProtos.fable.fs" />
    <Compile Include="$(API)/fable/HelloService.fable.fs" />
@@ -32,7 +32,7 @@
    <Compile Include="$(API)/fable/PositionService.fable.fs" />
    <Compile Include="$(API)/fable/BasePositionService.fable.fs" />
    <Compile Include="$(API)/fable/MarginService.fable.fs" />
-    <Compile Include="$(API)/fable/Co2.fable.fs" />
+    <Compile Include="$(API)/fable/co2.fable.fs" />
    <Compile Include="$(API)/fable/MarketDataRelay.fable.fs" />
    <!-- Global to the app -->
    <Compile Include="Lens.fs" />
@@ -13,7 +13,7 @@ ignore = Regex .*\.pyc
 ignore = Path x64
 ignore = Path .vs
 ignore = Path .vscode
-ignore = Path src/client/spark
+ignore = Path src/client
 ignore = Path src/web/api/node_modules
 ignore = Path src/web/ui/node_modules
 ignore = Path src/web/ui/src/obj
@@ -1,10 +1,7 @@
 #/bin/bash
 DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
-#mkdir -p $DIR/../build/
-#cd $DIR/../build/
-cd $DIR/../ 
-mkdir -p ./build/
-cd ./build/
+mkdir -p $DIR/../build/
+cd $DIR/../build/

 rm -rf clang_debug 
 mkdir clang_debug
@@ -1,49 +0,0 @@
-@echo off
-REM here I make a docker shell for the instructions listed at api.bluetradesys.com
-REM then I do a lot of dumb shit to copy my .ssh dir over
-REM then I assume the user pre-clones spark into a spark directory from root
-REM ~$ git clone --recurse-submodules git@bitbucket.org:bluetradesys/spark.git
-
-FOR /F "usebackq" %%i IN (`hostname`) DO SET MYHOST=%%i
-
-docker kill spark_sdk
-docker rm spark_sdk
-
-docker run ^
-       --restart=unless-stopped ^
-       --net host ^
-       --shm-size=2048m ^
-       --cap-add=SYS_PTRACE --security-opt seccomp=unconfined ^
-       -h spark_sdk ^
-       -w / ^
-       -v %~dp0/../:/home/bts/spark_host ^
-       -u bts ^
-       --name spark_sdk ^
-       -d ^
-       -t spark_sdk ^
-       /bin/bash -c "(sudo /usr/sbin/sshd) & /bin/bash --login"
-
-docker cp %userprofile%/.ssh/. spark_sdk:/home/bts/.ssh
-
-docker exec spark_sdk sudo chown -R bts:bts /home/bts/.ssh
-docker exec spark_sdk chmod 700 /home/bts/.ssh 
-docker exec spark_sdk chmod 644 /home/bts/.ssh/id_rsa.pub 
-docker exec spark_sdk chmod 600 /home/bts/.ssh/id_rsa 
-docker exec spark_sdk chmod 600 /home/bts/.ssh/authorized_keys
-
-docker exec spark_sdk mkdir /home/bts/spark
-docker exec spark_sdk sudo chown -R bts:bts /home/bts/spark
-docker exec spark_sdk ln -s /home/bts/spark_host/CMakeLists.txt /home/bts/spark/CMakeLists.txt
-docker exec spark_sdk ln -s /home/bts/spark_host/src /home/bts/spark/src
-docker exec spark_sdk ln -s /home/bts/spark_host/doc /home/bts/spark/doc
-docker exec spark_sdk ln -s /home/bts/spark_host/tools /home/bts/spark/tools
-REM can't share externals because of symlinks
-REM docker exec spark_sdk ln -s /home/bts/spark_host/externals /home/bts/spark/externals
-echo installing protobuf pybars3 markdown, remove this line if we fixed docker
-docker exec spark_sdk pip install protobuf pybars3 markdown
-
-REM   ssh-keygen -e -f c:\users\kevin\.ssh\id_rsa > c:\users\kevin\.ssh\id_rsa_com.pub
-REM   ssh-keygen -i -f c:\users\kevin\.ssh\id_rsa_com.pub > c:\users\kevin\.ssh\id_rsa.pub
-
-REM docker exec -it spark_sdk bash
-
Author	SHA1	Message	Date
Pedro Pinto	f4dc550f1a	Fixed slowness in FIX log parsing. This slowness was actually causing us to take too long to complete the FIX connection logon process, resulting in a timeout and failure to establish the session. It took almost 1ms per log line, with logs commonly having 20K lines. k	2020-01-10 08:35:33 -05:00
Pedro Pinto	bc978ed065	Merge branch 'master' of bitbucket.org:bluetradesys/spark	2020-01-10 08:30:17 -05:00
Eric Harding	202c5faffd	update devcontainer to allow 2g shm	2020-01-09 10:40:47 -05:00
Pedro Pinto	65d55a7618	Added a parser of historical MD to facilitate analysis.	2020-01-02 13:57:54 -05:00
Pedro Pinto	57c3ec34c2	Fixed clang build.	2020-01-02 13:55:49 -05:00
				`@@ -0,0 +1 @@`
				`set(sources files/cert_secure_logon.txt;files/futures.coconut.xz;files/onixs_ice/ConnectivityConfiguration.APITest.xml;files/onixs_ice/ConnectivityConfiguration.PerfTest.xml;files/onixs_ice/ConnectivityConfiguration.Production.xml;files/perf_trace/compiled.css;files/perf_trace/index.html;files/perf_trace/jquery-3.3.1.min.js;files/perf_trace/main.js;files/perf_trace/perf_log.sql;files/perf_trace/perf_trace_analysis.sql;files/perf_trace/plotly-latest.min.js)`
				`@@ -0,0 +1 @@`
				set(sources api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/ExchangeSimCfg.proto;config/protos/MarketData.proto;config/protos/Ports.proto;config/protos/Symbols.proto;config/protos/UI.proto;config/protos/cme_reference_data.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;jetfix/codec/FIXArray.cpp;jetfix/common/OutFIX.cpp;jetfix/connection/AsyncReader.cpp;jetfix/connection/IConnection.cpp;jetfix/connection/SocketConnection.cpp;jetfix/gateway/CoreGateway.cpp;jetfix/gateway/JetFIXGateway.cpp;jetfix/gateway/Session.cpp;jetfix/store/FIXFileStore.cpp;jetfix/store/session_name.cpp;jetfix/tests/async_reader_tests.cpp;jetfix/tests/decoding_tests.cpp;jetfix/tests/fix_encoding_stream_tests.cpp;jetfix/tests/fix_fragment_tests.cpp;jetfix/tests/jetfix_performance_tests.cpp;jetfix/tests/sample_fix.cpp;jetfix/tests/store_tests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MemorySegmentUtils.cpp;md/PlatformLoader.cpp;md/PriceSize.cpp;md/SecurityCache.cpp;md/SecurityDB.cpp;md/SecurityIDRecorder.cpp;md/SecurityMapper.cpp;md/SecurityOracle.cpp;md/SettlementRecorder.cpp;md/Shm/FixedSecurity.cpp;md/SyntheticSecurityService.cpp;md/cme/MDP3Utils.cpp;md/common.cpp;md/ice/ICEUtils.cpp;md/protos/co2.proto;md/relay/QueryServer.cpp;md/relay/RelayClient.cpp;md/relay/RelayRecorder.cpp;md/test/Co2ManagedTestHelper.cpp;md/test/Co2TestInstrument.cpp;md/test/mbo_tests.cpp;md/test/md2_tests.cpp;md/test/md_test_utils.cpp;md/test/synthetic_book_merge_tests.cpp;md/vendor/OnixsUtils.cpp;mercury/actors/IPollableActor.cpp;mercury/broker/Broker.cpp;mercury/broker/BrokerProxy.cpp;mercury/broker/ILocalBroker.cpp;mercury/broker/IRemoteBroker.cpp;mercury/common/mercury_common.cpp;mercury/events/TimerEvent.cpp;mercury/executor/Executor.cpp;mercury/topics/Topic.cpp;metrics/metrics.cpp;metrics/system_metrics.cpp;orderman/actors/AsyncFactory.cpp;orderman/actors/FillStore.cpp;ordermanLine truncated
				`@@ -0,0 +1 @@`
				set(sources algo/AlgoDefinitionServiceServer.cpp;cmds/AdminReport.cpp;cmds/AutoCert.cpp;cmds/Benchmark.cpp;cmds/CmdRegistry.cpp;cmds/ConfigCheck.cpp;cmds/FIXSim.cpp;cmds/Help.cpp;cmds/KeyCode.cpp;cmds/Md.cpp;cmds/ParseHistoricalFIX.cpp;cmds/PrintHedgeOrders.cpp;cmds/QuickTest.cpp;cmds/Run.cpp;cmds/RunSim.cpp;cmds/Span.cpp;cmds/Test.cpp;cmds/TestCeloxica.cpp;cmds/Web.cpp;dspark/mirage/quick_queue/quick_queue.cpp;exchange_sim/ExchangeSim.cpp;exchange_sim/ExchangeSimApplication.cpp;exchange_sim/book/Book.cpp;exchange_sim/book/ExchangeSim.proto;exchange_sim/book/Order.cpp;exchange_sim/book/OrderMatcher.cpp;exchange_sim/book/book_transform.cpp;exchange_sim/tests/test_book_transform.cpp;http/ApiGateway.cpp;http/MultipartFormDecoder.cpp;http/WebServer.cpp;http/tests/MultiPartFormTests.cpp;main.cpp;md/ChannelVolume.cpp;md/MarketDataAuxiliaryServiceServer.cpp;md/VolumeAtPriceState.cpp;md/platforms/IMDPlatform.cpp;md/platforms/celoxica/CXListener.cpp;md/platforms/celoxica/CXMain.cpp;md/platforms/celoxica/tests/cx_tests.cpp;md/platforms/ice_onixs/ICEListener.cpp;md/platforms/ice_onixs/ICEMain.cpp;md/platforms/ice_onixs/tests/ice_tests.cpp;md/platforms/mdp3_onixs/MDP3Listener.cpp;md/platforms/mdp3_onixs/MDP3Main.cpp;md/platforms/mdp3_onixs/tests/mdp3_tests.cpp;md/run_md.cpp;position/IPositionObserver.cpp;position/MarginServiceCore.cpp;position/MarginServiceServer.cpp;position/PositionAggregator.cpp;position/PositionMap.cpp;position/PositionServicePNLHelper.cpp;position/PositionServiceServer.cpp;position/import/BasePositionServiceServer.cpp;position/import/DownloadCommonStateMachine.cpp;position/import/DownloadWindow.cpp;position/import/MoneyFileServiceServer.cpp;position/import/parsing/gmi_parser.cpp;position/import/parsing/money_parser.cpp;position/import/parsing/parser_common.cpp;position/tests/PositionTests.cpp;position/tests/position_tests_internal.cpp;subprocess/SubProcessRunner.cpp;support/ErrorReportService.cpp;support/ShellLatencyServer.cpp;user/AdminServiceServer.cpp;user/AuthServiceServer.cpp;user/tests/admin_service_tests.cpp)
				`@@ -0,0 +1 @@`
				set(sources ../../externals/linux/include/google/protobuf/descriptor.proto;../../externals/linux/include/google/protobuf/timestamp.proto;../lib/api/apicore.proto;../lib/api/apigateway.proto;../lib/api/apioptions.proto;../lib/api/services/AdminService.proto;../lib/api/services/AlgoDefinitionService.proto;../lib/api/services/AlgoService.proto;../lib/api/services/ApiUnitTestService.proto;../lib/api/services/AuthService.proto;../lib/api/services/BasePositionService.proto;../lib/api/services/ErrorReportService.proto;../lib/api/services/HelloService.proto;../lib/api/services/MBOService.proto;../lib/api/services/MarginService.proto;../lib/api/services/MarketDataAuxiliaryService.proto;../lib/api/services/MarketDataRelay.proto;../lib/api/services/MoneyFileService.proto;../lib/api/services/OrderService.proto;../lib/api/services/OutOfProcessURLListener.proto;../lib/api/services/PersistenceService.proto;../lib/api/services/PositionService.proto;../lib/api/services/ShellDiagnosticService.proto;../lib/api/services/ShellLatencyService.proto;../lib/api/services/SyntheticSecurityService.proto;../lib/domain_model/Security.proto;../lib/md/protos/co2.proto;../lib/sparkproto/SparkProtos.proto;api/build.sh;api/node_modules/exit/test/fixtures/create-files.sh;api/node_modules/protobufjs/cli/node_modules/acorn-jsx/node_modules/acorn/bin/update_authors.sh;api/node_modules/watch/release.sh;api/quiet_build.sh;api/src/DynamicService.ts;api/src/ServiceContext.ts;api/src/bts_assert.ts;ui/src/Access.fs;ui/src/Accounts/ClipLimits.fs;ui/src/Accounts/ProductLimits.fs;ui/src/Accounts/SecurityLimits.fs;ui/src/Accounts/State.fs;ui/src/Accounts/Types.fs;ui/src/Accounts/View.fs;ui/src/App.fs;ui/src/Cmd.fs;ui/src/Controls/Button.fs;ui/src/Controls/DataGrid.fs;ui/src/Controls/Fields.fs;ui/src/Controls/Modal.fs;ui/src/Controls/ReactGrid.fs;ui/src/Controls/Table.fs;ui/src/Controls/nbsp.fs;ui/src/Global.fs;ui/src/Imports.fs;ui/src/Lens.fs;ui/src/Login/Login.fs;ui/src/Nav.fs;ui/src/State.fs;ui/src/Types.fs;ui/src/Users/State.fs;ui/src/Users/Types.fs;ui/src/Users/View.fs;ui/src/Util/EnumUtils.fs;ui/src/Util/JSMap.fs;ui/src/Util/StreamUtils.fs;ui/src/obj/Debug/netstandard2.0/ui.AssemblyInfo.fs)