100 Commits
Author SHA1 Message Date
Eric Harding 7f9967834d add readme note 2020-06-30 15:34:03 -04:00
Eric Harding fbaa17bc40 Add some comments to marketdata.proto 2020-06-30 13:16:30 -04:00
Eric Harding 5a458287f4 update license search info in disable_onixs.py 2020-05-22 15:18:46 -04:00
Eric Harding 5345ba8ff8 securities for sending orders ilink3 test 2020-05-19 15:58:56 -05:00
Eric Harding 9bf05973bd Add in/out to logs 2020-05-14 20:51:15 -05:00
Eric Harding f0edeadd50 Make shared mem size configurable 2020-05-13 20:29:38 -05:00
Eric Harding cea4d05bc4 log every msg 2020-05-13 20:19:48 -05:00
Eric Harding 0b7208784b Can't take the double negatives anymore 2020-05-13 14:01:16 -05:00
Eric Harding 059ccbdab6 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ilink3_gateway 2020-05-13 11:05:31 -05:00
Eric Harding 75eaf8c3d4 IL3ExecutionReportParser 2020-05-12 13:54:28 -05:00
Eric Harding f1c021a474 Merged in security_preload (pull request #412)
Security preload
2020-05-11 19:41:00 +00:00
Eric Harding 6fda54ffa1 Merged master into security_preload 2020-05-11 15:44:50 +00:00
Eric Harding 4b19b0ea14 update launch.json 2020-05-06 18:26:03 -05:00
Eric Harding fab1b4dd0f Add SecurityPreload key to pre-load securities from the security DB for sunday startup. 2020-05-06 18:25:29 -05:00
Eric Harding 2d6d4af594 add vscode spark local linux debugger settings 2020-05-06 12:27:11 -05:00
Eric Harding 1e8fcd794f Update ExecutionReport::exchange_order_id 2020-05-06 12:22:33 -05:00
Eric Harding 726329c4bf Add ilink3 execution report parser and order test 2020-05-06 11:56:52 -05:00
Eric Harding 2d01f3f0f4 CME Certification requires very specific UUID generation 2020-05-06 11:56:01 -05:00
Eric Harding 2a595c0fd7 cme cert hard coding 2020-05-06 11:54:32 -05:00
Eric Harding 5f9866c9e8 SecurityCache now hands out raw pointers. SecurityOracle now indexes exchange security key 2020-05-05 11:17:16 -05:00
Eric Harding 3a6e95ef05 Downgrade security scanner message to info 2020-05-04 16:16:55 -04:00
Eric Harding 78f1cf88e0 cmake needs love too 2020-05-04 11:16:21 -05:00
Eric Harding 6875263743 Update 'update' instructions for spark_sdk 2020-05-01 14:17:07 -04:00
Eric Harding 2da535e9ff Update onixs license 2020-05-01 12:51:31 -04:00
Eric Harding b72e8aed02 ilink3 test code 2020-04-17 20:30:11 -05:00
Eric Harding 68a593af7b Add more info to system test 2020-04-17 16:48:10 -04:00
Eric Harding 0820cc3e9a Fix a very subtle bug in serializer 2020-04-17 13:15:12 -05:00
Eric Harding b1ba9a1315 update ilink code gen readme 2020-04-16 14:03:53 -05:00
Eric Harding 39ce4323a1 Add CME cert command line tool 2020-04-13 16:18:59 -05:00
Eric Harding d9fcd290d9 source files don't need to be executable 2020-04-13 09:53:28 -05:00
Eric Harding 05939b02c5 save 2020-04-12 15:11:46 -05:00
Eric Harding aa91638fe4 ilink3 receive buffer handler + tests 2020-04-10 10:55:53 -05:00
Eric Harding 065fc54f73 IL3Reactor 2020-04-07 14:05:31 -05:00
Eric Harding 3a6f50dfea Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2020-04-03 15:40:30 -04:00
Eric Harding d711f99548 fix externals pointer 2020-04-03 15:40:15 -04:00
Eric Harding 95fb13f58b Fix some build issues 2020-04-01 15:21:04 -05:00
Eric Harding 4eb2931cb8 Additional ilink3 refactoring 2020-03-28 21:08:47 -05:00
Eric Harding 5326015a48 Testcase for framer 2020-03-27 13:46:29 -05:00
Eric Harding fcbe319470 Split out functional pieces for easier testing 2020-03-27 09:14:30 -05:00
Eric Harding 5ad21c88b2 Add tests and refactor includes for faster build 2020-03-25 21:15:19 -05:00
Eric Harding 5a4b31ccc0 add cpp sample to service.md api page 2020-03-20 12:10:40 -04:00
Eric Harding 64416de10d Fix the braces in my sample. 2020-03-16 20:41:23 -04:00
Eric Harding 46953cb639 add c# market data sample 2020-03-16 20:39:48 -04:00
Eric Harding 7e68a235ee Add securities sub to client_sdk_example 2020-03-16 15:18:39 -04:00
Eric Harding 3a9c1d557b Split Retransmit of old vs new session logic 2020-03-09 16:29:15 -05:00
Eric Harding 70e0979836 override sim port for sdk image 2020-03-06 12:45:09 -05:00
Eric Harding 08bdd9c8c7 Update bad links on api doc site 2020-03-03 17:14:03 -05:00
Eric Harding 6fb5b83249 Only send Negotiate if the session is new 2020-02-28 15:33:27 -06:00
Eric Harding 95830fafdf send_cancel 2020-02-27 14:48:56 -06:00
Eric Harding d68b03bb91 send_cancel_replace 2020-02-26 17:56:50 -06:00
Eric Harding e7062ce01e send_order call for link3 2020-02-26 17:36:18 -06:00
Eric Harding 41408fb609 ILink3ExecutionGateway placeholder 2020-02-14 16:07:44 -06:00
Eric Harding 4c21e32838 ILink3GW core gateway 2020-02-14 16:06:58 -06:00
Eric Harding 385f3ea402 add unix_nano_now() to datetime.h 2020-02-14 16:05:00 -06:00
Eric Harding 8d6d8cab18 Update SecureLogon for ilink3 2020-02-14 16:05:00 -06:00
Eric Harding 01615f824a Generated ilink3 messages 2020-02-14 16:05:00 -06:00
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
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
Eric Harding 202c5faffd update devcontainer to allow 2g shm 2020-01-09 10:40:47 -05:00
Eric Harding 8a210f39b6 Merge branch 'master' of bitbucket.org:bluetradesys/spark into prod 2019-12-17 15:36:40 -05:00
Eric Harding 2688281a10 Protect against ICE 0-leg spread data on cert 2019-12-16 10:26:34 -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 b62d9751cf chown duplicates files in docker image 2019-11-20 14:57:56 -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
Eric Harding 324b9c1cc7 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2019-11-19 09:04:33 -05:00
Eric Harding 6aad329e09 Include ice symbol list in defaults for windows 2019-11-18 13:04:00 -05:00
Eric Harding c3299232f1 Update release notes 2019-11-14 17:44:24 -05:00
Eric Harding 81b36edfe3 Merged in subprocess (pull request #375)
[RTM] Simple sparkd subprocess runner
2019-11-14 20:26:38 +00:00
Eric Harding 90976ffeba Merged in init_spark_plugin (pull request #372)
[RTM] Always init_spark_plugin() for libspark.so
2019-11-14 20:24:50 +00:00