IE notification in Sprak Admin

Fix dockerfile
Merge branch 'master' of bitbucket.org:bluetradesys/spark into prod
2020-02-12 13:23:20 -05:00 · 2020-02-11 15:02:41 -05:00 · 2020-02-11 14:16:14 -05:00 · 2020-02-11 18:31:09 +00:00 · 2020-02-11 13:29:43 -05:00 · 2020-02-11 13:29:09 -05:00
136 changed files with 1403 additions and 448 deletions
@@ -34,4 +34,3 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
-CMakeDeps.cmake
@@ -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": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
        },
        {
            "name": "Windows",
@@ -46,7 +46,7 @@
            "sourceFileMap": {
                "/home/bts/spark/": "${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
-        },               
+        },
    ]
 }
@@ -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"
+         ]
+      }
   ]
 } 
@@ -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()
@@ -1,6 +1,6 @@
 +++
 title="Client API"
-template="client.html"
+redirect_to = "client/getting-started/overview/"
 sort_by="weight"
 +++

@@ -1,6 +1,5 @@
 +++
 title="Getting Started"
-template="client.html"
 sort_by="weight"
 weight = 1
 +++ 
@@ -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://nuget.org) 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
@@ -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.
+
@@ -0,0 +1,127 @@
+++
+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
+```
@@ -0,0 +1,6 @@
+++
+title="Samples"
+sort_by="weight"
+weight = 30
+++ 
+
@@ -0,0 +1,3 @@
+++
+title = "AdminService"
+++
@@ -0,0 +1,3 @@
+++
+title = "OrderService"
+++
@@ -0,0 +1,3 @@
+++
+title = "PositionService"
+++
@@ -0,0 +1,3 @@
+++
+title = "SyntheticService"
+++
@@ -0,0 +1,6 @@
+++
+title="Services"
+#sort_by="weight"
+weight = 10
+++ 
+
@@ -0,0 +1,3 @@
+++
+title = "Market Data"
+++
@@ -1,6 +1,5 @@
 +++
 title="Algo API"
-template="documentation.html"
 redirect_to = "server/getting-started/overview/"
 sort_by="weight"
 +++ 
@@ -1,6 +1,5 @@
 +++
 title="Getting Started"
-template="documentation.html"
 sort_by="weight"
 weight = 1
 +++ 
@@ -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
@@ -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

@@ -1,6 +1,5 @@
 +++
 title="Reference"
-template="documentation.html"
 sort_by="weight"
 weight = 2
 +++ 
@@ -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.
+
+
@@ -1,6 +1,5 @@
 +++
 title="Samples"
-template="documentation.html"
 sort_by="weight"
 weight = 3
 +++ 
@@ -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 %}
@@ -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 %}
@@ -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="" 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>
@@ -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 %}
@@ -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 /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)
@@ -4,6 +4,15 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 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
@@ -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/../$1/bin/netcoreapp3.0/linux-x64
@@ -19,7 +19,8 @@
    <LangVersion>7.2</LangVersion>
    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
    <WarningsAsErrors />
-    <Version>1.0.0</Version>
+    <Version>$(major).$(minor).$(patch)</Version>
+    <Version Condition="'$(version)'=='..'">1.0.0</Version>
  </PropertyGroup>
  <ItemGroup>
    <ProjectReference Include="../spark_api/spark_api.csproj" />
@@ -292,7 +292,9 @@ namespace mbts.spark {
            int count = 0;
            double factored_base = log10_diff > 0 ? reduced_target_base * Math.Pow(10, Math.Ceiling(log10_diff)) : reduced_target_base;
            do {
-               if (factored_base % raw_base == 0)
+               // Note that the modulus operator is not used here due to rounding errors.
+               // Such a rounding errror was the cause of the bug https://bluetradesys.atlassian.net/browse/SP-283.
+               if (MathUtils.is_int(factored_base / raw_base))
                  return new TickFactors(factored_base, factored_base / raw_base);
               factored_base *= 10;
            } while (++count < 10);
@@ -3,17 +3,19 @@
    <TargetFrameworks>netstandard2.0</TargetFrameworks>
    <Authors>Blue Trading Systems</Authors>
    <Company>Blue Trading Systems</Company>
-    <Product>Spark</Product>
    <Description />
+    <PackageId>Spark_API</PackageId>
+    <Product>Spark</Product>
    <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
    <Platforms>x64</Platforms>
    <PlatformTarget>AnyCPU</PlatformTarget>
    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
    <WarningsAsErrors />
-    <Version>1.0.0</Version>
+    <Version>$(major).$(minor).$(patch)</Version>
+    <Version Condition="'$(version)'=='..'">0.0.0</Version>
    <LangVersion>7.2</LangVersion>
  </PropertyGroup>
-  
+
  <ItemGroup>
    <PackageReference Include="Google.Protobuf" Version="3.6.1" />
    <PackageReference Include="System.Collections.Immutable" Version="1.5.0" />
@@ -24,12 +26,10 @@
    <Proto3 Include="**/*.proto" />
    <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">
-      <!-- <CompileOptions>internal_access:</CompileOptions> -->
    </Proto3>
  </ItemGroup>
 </Project>
@@ -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;
   }
 }
@@ -0,0 +1,10 @@
+using Google.Protobuf;
+namespace bts.api {
+
+   public sealed partial class Product : ICustomDiagnosticMessage {
+      public string ToDiagnosticString() {
+         return $"{this.Symbol}:{this.Type}:{this.Exchange}";
+      }
+   }
+
+}
@@ -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;
            }
@@ -1,13 +1,14 @@
 <Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
-    <TargetFrameworks>netstandard2.0</TargetFrameworks>
+    <TargetFramework>netstandard2.0</TargetFramework>
    <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
    <Platforms>x64</Platforms>
    <PlatformTarget>AnyCPU</PlatformTarget>
    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
    <WarningsAsErrors />
-    <Version>1.0.0</Version>
+    <Version>$(major).$(minor).$(patch)</Version>
+    <Version Condition="'$(version)'=='..'">0.0.0</Version>
    <LangVersion>7.2</LangVersion>
  </PropertyGroup>

@@ -66,9 +66,23 @@ namespace bts.excel.rtd
         if (string.IsNullOrEmpty(contract))
            return Observable.Return(new []{"Can't Parse Contract: " + contract ?? string.Empty});

-         Func<SecurityImmutable, bool> where = (x => x.Exchange == ven && x.Symbol == symbol && x.security_type() == sectype &&
-                                                x.Glbx.SecurityDesc == contract);
+         Func<SecurityImmutable, bool> desc = null;
+         switch(ven)
+         {
+            case Venue.Sim:
+            case Venue.Glbx:
+               desc = (x=> x.Glbx.SecurityDesc == contract);
+            break;
+            case Venue.Ice:
+               desc = (x=> x.Ice.SecurityDesc == contract);
+               break;
+            default:
+               desc = (x => true);
+            break;
+         }

+         Func<SecurityImmutable, bool> where = (x => x.Exchange == ven && x.Symbol == symbol && x.security_type() == sectype && desc(x) );
+                                                
         var stream = market_data(ven).subscribe_combined(where);
         return stream;
      }      
@@ -17,7 +17,8 @@
    <PlatformTarget>AnyCPU</PlatformTarget>
    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
    <WarningsAsErrors />
-    <Version>1.0.0</Version>
+    <Version>$(major).$(minor).$(patch)</Version>
+    <Version Condition="'$(version)'=='..'">1.0.0</Version>
  </PropertyGroup>
  
  <ItemGroup>
@@ -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>
@@ -19,6 +19,8 @@ namespace bts {
      public bool admin { get; set; }
      [Option(nameof(latency))]
      public bool latency { get; set; }
+      [Option("md")]
+      public bool market_data { get; set; }
   }

   public class ServiceTest {
@@ -35,9 +37,24 @@ namespace bts {
         if (o.latency) {
            latency_test();
         }
+         if (o.market_data) {
+            market_data();
+         }
         return 0;
      }

+      private static void market_data() {
+         using (var ctx = new ServiceContext()) {
+            var md = ctx.locate<MarketDataService>();
+            md.subscribe_securities().Table().Subscribe(update => {
+               Console.WriteLine($"got {update.state.Count} securities");
+            });
+            while(true) {
+               Thread.Sleep(1000);
+            }
+         }
+      }
+
      static string try_get(string[] args, int index) {
         if (args.Length < index) {
            return args[index];
@@ -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/MarketDataService.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/Product.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/service/MarketDataServiceServer.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;metricsLine 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/MarketDataService.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/Product.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/service/MarketDataServiceServer.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.cLine 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;
@@ -0,0 +1,46 @@
+syntax="proto3";
+package bts.api;
+option csharp_namespace="bts.api";
+option cc_enable_arenas=true;
+import "lib/api/apioptions.proto";
+import "lib/api/apicore.proto";
+import "lib/domain_model/Security.proto";
+import "lib/md/protos/co2.proto";
+
+message ProductList {
+   repeated bts.api.Product products = 1;
+}
+
+// Should this cary int prices?
+message PriceEntry {
+   double price = 1;
+   uint32 direct = 10;
+   uint32 implied = 11;
+}
+
+message BookEntry {
+   uint32 key = 1 [(bts.api.key)=true];
+   repeated PriceEntry bid = 10;
+   repeated PriceEntry ask = 20;
+}
+
+message TickerEntry {
+   uint32 key = 1 [(bts.api.key)=true];
+   int64 time = 2;
+   double price = 3;
+   uint32 size = 4; 
+   uint32 total_volume = 5;
+   bts.co2.AggressorSide aggressor_side = 6;
+   bool from_spread = 7;
+   bool gap = 10;
+}
+
+
+service MarketDataService {
+    rpc get_products(bts.api.VoidMessage) returns (ProductList);
+    // stream all securities
+    rpc securities (bts.api.VoidMessage) returns (stream bts.api.Security);
+    rpc book (bts.api.Product) returns (stream BookEntry);
+    rpc trades(bts.api.VoidMessage) returns (stream TickerEntry);
+    // subscribe_misc(Product)
+}
@@ -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>
@@ -0,0 +1,37 @@
+#ifndef _WIN32
+#include "Product.h"
+
+#include <boost/tokenizer.hpp>
+#include <vector>
+
+namespace bts {
+namespace api {
+std::string product_to_string(const api::Product& p) {
+   std::string buffer = p.symbol();
+   buffer += ":";
+   buffer += SecurityType_Name(p.type());
+   buffer += ":";
+   buffer += Venue_Name(p.exchange());
+   return buffer;
+}
+std::optional<api::Product> string_to_product(const std::string& s) {
+   boost::tokenizer<boost::char_separator<char>> tok { s };
+   std::vector<std::string> parts;
+   for (const auto& t : tok) {
+      parts.push_back(t);
+   }
+   if (parts.size() != 3) return std::nullopt;
+   SecurityType type = SecurityType::SECURITYTYPE_UNSET;
+   if (!SecurityType_Parse(parts[1], &type)) return std::nullopt;
+   Venue v = Venue::VENUE_UNSET;
+   if (!Venue_Parse(parts[2], &v)) return std::nullopt;
+   Product p;
+   p.set_symbol(parts[0]);
+   p.set_type(type);
+   p.set_exchange(v);
+   return {p};
+}
+
+
+}}//ns
+#endif
@@ -0,0 +1,13 @@
+#pragma once
+#include "lib/domain_model/Security.pb.h"
+#include "lib/utils/optional.h"
+#include <string>
+
+namespace bts {
+namespace api {
+
+std::string product_to_string(const api::Product&);
+std::optional<api::Product> string_to_product(const std::string&);
+
+
+} }
@@ -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"
@@ -0,0 +1,116 @@
+#ifndef _WIN32
+#include "MarketDataServiceServer.h" 
+#include "lib/metrics/metrics.h"
+#include "lib/md/UserSymbol.h"
+#include "lib/md/get_symbols.h"
+#include "lib/md/Product.h"
+#include "lib/utils/AuthToken.h"
+
+#include <atomic>
+#include <set>
+
+
+namespace bts { 
+namespace md { 
+
+struct MarketDataServiceImpl {
+   MarketDataServiceImpl(api::MarketDataServiceBase::SecuritiesStatefulPublisher);
+   utils::Dispatcher& dispatcher;
+   api::MarketDataServiceBase::SecuritiesStatefulPublisher security_publisher;
+   std::atomic<uint32_t> sec_outstanding;
+   void add_security(const SecurityPtr& sec) {
+      ++sec_outstanding;
+      dispatcher.post([this,sec]() {
+         security_publisher.add_or_update(*sec);
+         auto flush = (--sec_outstanding) == 0;
+         if (flush) {
+            security_publisher.flush();
+         }
+      });
+   }
+};
+
+MarketDataServiceImpl::MarketDataServiceImpl(
+   api::MarketDataServiceBase::SecuritiesStatefulPublisher security_pub) :
+      dispatcher(utils::Dispatcher::get_named("MDService")),
+      security_publisher(security_pub),
+      sec_outstanding(0)
+{
+}
+
+MarketDataService::MarketDataService(
+   MDClient& md,
+   api::ServiceContext ctx,
+   metrics::MetricsContainer&) :
+      api::AuthenticatedMarketDataServiceBase(ctx)
+{
+   _me = std::make_shared<MarketDataServiceImpl>(make_securities_stateful_publisher());
+   md.current_consumer().on_security([me=_me](const SecurityPtr& sec, MDConsumerHandle) {
+      me->add_security(sec);
+   });
+}
+
+// This method duplicates MarketDataRelayServer::request_products()
+void MarketDataService::get_products(
+   const api::AuthToken&,
+   const ::bts::api::VoidMessage&,
+   const api::Response<::bts::api::ProductList>& reply) {
+
+      api::ProductList list;
+      std::set<md::UserSymbol> syms;
+      md::get_system_md_symbols(syms);
+      for(const auto& i : syms) {             
+         auto prod = list.add_products();
+         prod->set_exchange(i.exchange());
+         prod->set_type(i.type());
+         prod->set_symbol(i.symbol());
+      }
+      reply(list);
+}
+
+api::StreamAccessResponse authorized(bool is_authorized) {
+   api::StreamAccessResponse r;
+   r.set_authorized(is_authorized);
+   return r;
+}
+
+void MarketDataService::allow_securities(
+   const bts::api::AuthToken&, 
+   const std::string& qualifier, 
+   const api::Response<bts::api::StreamAccessResponse>& reply) {
+      // Non-empty qualifier is invalid and rejected
+      reply(authorized(qualifier.empty()));
+}
+
+void MarketDataService::allow_book(
+   const bts::api::AuthToken& token, 
+   const std::string& qualifier, 
+   const api::Response<bts::api::StreamAccessResponse>& reply) {
+      api::user::TokenPayload payload;
+      if (api::auth::decode_token(token, &payload)) {
+         auto product = api::string_to_product(qualifier);
+         if (product) {
+            // todo: start streaming
+            reply(authorized(true));
+         }
+      }
+      reply(authorized(false));
+}
+   
+void MarketDataService::allow_trades(
+   const bts::api::AuthToken& token, 
+   const std::string& qualifier, 
+   const api::Response<bts::api::StreamAccessResponse>& reply) {
+      api::user::TokenPayload payload;
+      if (api::auth::decode_token(token, &payload)) {
+         auto product = api::string_to_product(qualifier);
+         if (product) {
+            // todo: start streaming
+            reply(authorized(true));
+         }
+      }
+      reply(authorized(false));
+}
+
+}} //namespace 
+#endif
@@ -0,0 +1,43 @@
+#pragma once 
+#include "lib/utils/Dispatcher.h"
+#include "lib/api/public/ServiceContext.h"
+#include "lib/api/services/MarketDataService.server.pb.h"
+#include "lib/md/MDClient.h"
+#include <memory>
+
+namespace bts { 
+namespace metrics { class MetricsContainer; }
+namespace md { 
+
+struct MarketDataServiceImpl;
+
+class MarketDataService : public api::AuthenticatedMarketDataServiceBase {
+   std::shared_ptr<MarketDataServiceImpl> _me;
+public:
+   MarketDataService(
+      MDClient& md,
+      api::ServiceContext ctx,
+      metrics::MetricsContainer& stats);
+
+   void get_products(
+      const api::AuthToken&,
+      const ::bts::api::VoidMessage&,
+      const api::Response<::bts::api::ProductList>&) override;
+      
+   void allow_securities(
+      const bts::api::AuthToken&, 
+      const std::string& qualifier, 
+      const api::Response<bts::api::StreamAccessResponse>& reply) override;
+      
+   void allow_book(
+      const bts::api::AuthToken& token, 
+      const std::string& qualifier, 
+      const api::Response<bts::api::StreamAccessResponse>& reply) override;
+      
+   void allow_trades(
+      const bts::api::AuthToken& token, 
+      const std::string& qualifier, 
+      const api::Response<bts::api::StreamAccessResponse>& reply) override;
+};
+
+}} //namespace 
@@ -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>
Author	SHA1	Message	Date
Michael Harding	3d5b72001a	IE notification in Sprak Admin	2020-02-12 13:23:20 -05:00
Eric Harding	cb0dfa50b3	Fix dockerfile	2020-02-11 15:02:41 -05:00
Eric Harding	2429e6019c	Merge branch 'master' of bitbucket.org:bluetradesys/spark into prod	2020-02-11 14:16:14 -05:00
Eric Harding	e0bb48b0c7	Merged in client_sdk (pull request #397 ) Client sdk	2020-02-11 18:31:09 +00:00
Eric Harding	a38b0dbc79	Merge branch 'master' of bitbucket.org:bluetradesys/spark into client_sdk	2020-02-11 13:29:43 -05:00
Eric Harding	73065ab48a	client sdk sample	2020-02-11 13:29:09 -05:00
Eric Harding	bd07c96504	Merged in mdsource_crash (pull request #389 ) Fix for assert when algo subs to security w/o MD	2020-02-11 17:11:07 +00:00
Eric Harding	dc4033875a	Fixes from code review feedback	2020-02-11 11:43:04 -05:00
Eric Harding	130794c538	Merge fixup	2020-02-11 11:22:02 -05:00
Eric Harding	b1743f0b1c	Uninitialized heap, ffs	2020-02-10 18:58:21 -05:00
Eric Harding	33492c9131	Fixes for _WIN32	2020-02-10 18:27:41 -05:00
Eric Harding	d434778a82	MarketDataService	2020-02-10 17:06:13 -06:00
Eric Harding	4c6cc9b3e0	Merge branch 'client_sdk' of bitbucket.org:bluetradesys/spark into client_sdk	2020-02-10 12:32:18 -06:00
Eric Harding	6aaeddb7e9	update vscode for linux on linux development	2020-02-10 12:32:10 -06:00
Eric Harding	1685a13994	Add linux on linux build task (vscode)	2020-02-10 13:24:56 -05:00
Eric Harding	54633dd6db	note correct config value for local sparkd	2020-02-10 13:21:03 -05:00
Eric Harding	510f163e5b	Add to_string methods for Product for new md api	2020-02-10 12:50:05 -05:00
Eric Harding	ee4779da73	MarketDataService	2020-02-09 22:39:01 -05:00
Eric Harding	28e98259f6	Add client sdk example	2020-02-07 22:20:42 -05:00
Eric Harding	82bc402216	Update client examples	2020-02-05 14:58:46 -05:00
Eric Harding	ff70e9694b	Set spark version from jenkins environment when available	2020-02-05 10:02:17 -05:00
Jake Norbut	525d0eda30	fix typo in notes	2020-01-30 07:39:22 -06:00
Jake Norbut	e9e85b44c9	updating release notes	2020-01-30 07:37:51 -06:00
John Colvin	2654b2e446	SP-283 Ladder does not display 6c spreads correctly	2020-01-29 12:43:01 -06:00
Eric Harding	be45938b51	Fix for assert when algo subs to security w/o MD	2020-01-22 14:08:26 -05:00
Eric Harding	663f9ecc52	Merge branch 'master' of bitbucket.org:bluetradesys/spark into client_sdk	2020-01-16 17:23:42 -05:00
Eric Harding	a6edbbe7b5	Fix spark sdk build	2020-01-14 17:13:07 -05:00
Eric Harding	51276d161c	Revert "Add diagnostic logs to SharedMemory open/close" This reverts commit `3fa699b4c9` because of log spam	2020-01-13 11:39:51 -05:00
Eric Harding	3fa699b4c9	Add diagnostic logs to SharedMemory open/close	2020-01-13 11:13:15 -05:00
Eric Harding	c9396bd6af	Stabilize spark_vm_shell.sh ssk keys	2020-01-13 11:13:00 -05:00
Kevin Darby	b80f96fa5e	Merged in ice_excel (pull request #388 ) fix RTD crash for ice Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>	2020-01-10 22:39:27 +00:00
Kevin Darby	b7dea6817c	fix RTD crash for ice	2020-01-10 14:43:06 -05:00
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
Eric Harding	c6cd5fcf93	services.md	2019-12-15 22:09:20 -05:00
Eric Harding	177b96b453	manual updates	2019-12-13 17:46:22 -05:00
Eric Harding	292f66a774	Add package id for nuget	2019-12-13 17:46:03 -05:00
Eric Harding	8c837f9f64	Expound on service fundamentals / ServiceContext	2019-12-03 13:16:41 -05:00
Eric Harding	85f97ae552	Combine rpc/streams into services.md	2019-12-01 21:50:17 -05:00
Eric Harding	7ca0d10eb0	client/overview.md	2019-11-29 11:49:24 -05:00
Eric Harding	ca8aed1f2b	client pages outline	2019-11-22 18:49:58 -05:00
Eric Harding	b32d63fcda	Update api site template	2019-11-20 12:39:59 -05:00
Eric Harding	54d9d5e2f3	Add google analytics	2019-11-19 16:38:30 -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/MarketDataService.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/Product.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/service/MarketDataServiceServer.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;metricsLine truncated