107 Commits
Author SHA1 Message Date
Pete Fisher 54ff55f22f merge with prod 2021-02-26 14:59:38 -05:00
John Colvin 5bf8162fcf vscode (build): change linux build task to run in docker
* prompts user for configuration (debug or release)

* looks for docker instance named "${USER}s_docker"
2021-01-04 10:10:23 -06:00
Eric Harding 31ccbfcd19 Switch to ilink3 logging group 2020-06-30 14:43:38 -04:00
Eric Harding 14b7509607 ensure local launch timezone 2020-05-26 12:39:41 -04:00
Eric Harding 75eaf8c3d4 IL3ExecutionReportParser 2020-05-12 13:54:28 -05:00
Eric Harding 4b19b0ea14 update launch.json 2020-05-06 18:26:03 -05:00
Eric Harding 2d6d4af594 add vscode spark local linux debugger settings 2020-05-06 12:27:11 -05:00
Eric Harding 050fcf7c6e Passing simple log in test 2020-04-24 12:31:30 -04:00
Eric Harding 0820cc3e9a Fix a very subtle bug in serializer 2020-04-17 13:15:12 -05:00
Eric Harding 39ce4323a1 Add CME cert command line tool 2020-04-13 16:18:59 -05:00
Eric Harding 5326015a48 Testcase for framer 2020-03-27 13:46:29 -05:00
Eric Harding 6aaeddb7e9 update vscode for linux on linux development 2020-02-10 12:32:10 -06:00
Taha Afzal a807a09bea Merge branch 'master' into spreader_nlegs_hedging 2019-08-05 22:50:39 -04:00
Eric Harding c5cf90017e Fix failing test 'test_select_tableupdate' broken by 6430f6e 2019-08-05 10:08:20 -04:00
Eric Harding 9fac15b473 Clean up macro in Dorman, remove invalid AlgoTestDriver assertion 2019-07-09 13:24:38 -04:00
Eric Harding 7e1463683f SP-30 base Dorman algo atop SplitterAlgo 2019-07-05 16:04:39 -04:00
Taha Afzal 7563eb7afe Merge branch 'master' into spreader_nlegs_hedging 2019-06-10 08:30:58 -04:00
Taha Afzal 1fd66a17ca better tests 2019-05-20 19:57:18 -04:00
Eric Harding 5ae8a66558 Add SingleWriterConcurrentVector 2019-05-20 15:32:48 -04:00
Eric Harding 6081128b92 move sparkvm launch to the top of the debug menu 2019-05-16 15:11:26 -04:00
Michael Harding 3e822bcca1 Merge branch 'master' into spreader_test 2019-05-01 10:58:30 -04:00
Eric Harding 5392d05ec8 MBO perf work 2019-04-18 14:39:15 -04:00
Michael Harding a071b974c8 Merge branch 'master' into system_tests 2019-04-04 10:23:50 -04:00
Kevin Darby ee2f76553b tests pass 2019-03-19 17:54:37 -04:00
Kevin Darby c1887b9786 launch.json 2019-03-19 15:28:11 -04:00
Jake Norbut 16e8a6e26d adding .NET Core Remote Lauch and Attach debugging options 2019-03-14 15:51:19 -05:00
Kevin Darby 6b6fd9c40a more ice 2019-03-06 14:58:09 -05:00
Eric Harding 370694ae8a merge master 2019-02-11 16:33:27 -05:00
Eric Harding 82d7c28cfc Merge master 2019-02-07 11:24:35 -05:00
Eric Harding c53f69bc53 Fix Launch.json working directory 2019-02-05 14:06:50 -05:00
Eric Harding 48849fc631 Fix md unit tests 2019-02-01 17:14:26 -05:00
Eric Harding 501cd93fd6 SPARK-1950 Integrate SecurityCache into MDConsumer 2019-01-07 15:52:37 -05:00
Kevin Darby f3adf780d0 OCOOrder will be the basis of a StopLoss template
Added the beginnings of pricer order but need something from John
2018-12-19 18:15:04 -05:00
Kevin Darby dbea159fa9 spark.exe, spark_sdk.exe, excel all get market data and can send orders 2018-12-10 16:22:50 -05:00
Eric Harding 9c5ddba7f7 SPARK-1901 'real' aes 2018-12-06 12:07:16 -05:00
Eric Harding 25f749bb0c Simplify md security key generation for spreads. 2018-11-16 11:23:01 -05:00
Eric Harding 7eb8b21cea Simplify SecurityIDRecorder api for 3rd party consumption 2018-11-12 16:58:06 -05:00
Eric Harding a4bc34e633 SPARK-1798 Add CSV output option (default) 2018-11-09 12:15:19 -05:00
Eric Harding 4d993f2ef7 SPARK-1798 - Tool to benchmark market data by dumping to stdout
periodically
2018-11-08 13:19:05 -05:00
Eric Harding c34c99a874 Merge prod -> master 2018-10-25 17:17:52 -04:00
Eric Harding 7af2467713 Merge from prod 2018-10-23 09:01:37 -04:00
Kevin Darby ae2712c9ac added Filter primitive to support changing predicates via IObservable<Func<T, bool>> 2018-10-09 17:14:01 -04:00
Kevin Darby e61f4c96b3 excel for spark 2018-09-24 17:50:50 -04:00
Eric Harding d20e937a79 SPARK-1713 Add implied to QueryServer 2018-09-19 18:08:52 -04:00
Eric Harding 02071c1289 SPARK-1709 Update OnixS to write direct/implied 2018-09-18 16:45:27 -04:00
Kevin Darby 8c492fdad3 fixed SDK 2018-06-20 17:29:21 -04:00
Pedro Pinto ab950cba91 Merged from dev 2018-05-18 16:57:03 -04:00
Kevin Darby b814a23a57 spark_sdk coming along 2018-04-06 15:02:48 -04:00
Kevin Darby cc815c0778 maybe eric changed this 2018-04-06 13:10:23 -04:00
Eric Harding 005073060a Marketdata.conf should not have 'Regular' (every packet) onixs logging enabled. 2018-04-05 09:13:50 -04:00