100 Commits
Author SHA1 Message Date
Kevin Darby 1f80c3366e Merged in master (pull request #401)
Master
2020-03-03 19:16:43 +00:00
Kevin Darby 19e66a1c32 add a new stunnel path for Pete 2020-02-25 11:16:40 -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
Kevin Darby a565dcbab7 fix tests 2020-01-06 14:30:04 -05:00
Kevin Darby 4e85218d02 update dev keycodes to 3/31/2020 2020-01-02 10:12:18 -05:00
Kevin Darby 51f70ad5ed Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2019-12-20 10:12:35 -05:00
Kevin Darby 5aa3f1a684 downgrade log 2019-12-19 16:06:26 -05:00
Kevin Darby 7c4daa0f4b we are trying to log in for a deleted user 2019-12-18 10:32:26 -05:00
Kevin Darby 5ea2a8d6b6 build 2019-12-18 09:36:53 -05:00
Kevin Darby 6e64f7c6df ice login 2019-12-18 09:28:02 -05:00
Kevin Darby 2aacd141ad only log in with ice users that have the authorized user set 2019-12-17 15:34:46 -05:00
Kevin Darby 6c3bdbdc34 make sim datapaths pretty again 2019-10-17 12:09:05 -04:00
Kevin Darby 62cef7c2f7 release notes 2019-10-17 09:44:53 -04:00
Kevin Darby 62e97364fb Merged in ice_exec3 (pull request #230)
Ice execution

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-10-16 18:47:10 +00:00
Kevin Darby 0c5a039226 tested buffered cancel and replace with lean_controlled.txt, verified in fix 2019-10-11 14:04:32 -04:00
Kevin Darby 2677144bfa buffer cancel and updates because ice sucks 2019-10-10 17:43:28 -04:00
Kevin Darby 6b30c42c0d added gt_cert jetfix rule to conf per Pete 2019-10-10 14:56:32 -04:00
Kevin Darby 2f62d29f66 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-10-09 14:03:11 -04:00
Kevin Darby 820e937336 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-10-08 12:49:58 -04:00
Kevin Darby b15106dac4 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-10-08 11:43:22 -04:00
Kevin Darby 3c98425226 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-10-07 12:53:44 -04:00
Kevin Darby 5211cab351 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-10-07 10:24:36 -04:00
Kevin Darby 50e61604ba move default keycode exp to 12/31/2019 to fix unit tests 2019-09-30 11:53:44 -04:00
Kevin Darby 6bd23f106f Merged in fix_nan_pnl (pull request #361)
add temporary config to ignore nan day pnl to stop the loss limit from keeping traders out of market
2019-09-30 15:07:11 +00:00
Kevin Darby dfd8348724 add temporary config to ignore nan day pnl to stop the loss limit from keeping traders out of market 2019-09-30 11:03:03 -04:00
Kevin Darby da42e95754 fixed externals and docker 2019-09-25 10:59:58 -04:00
Kevin Darby a878a55ac1 moved externals 2019-09-25 10:00:20 -04:00
Kevin Darby a39d91ceb3 Merge branch 'pnl-rounding-error' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-24 14:38:26 -04:00
Kevin Darby a06461eb5e Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-23 13:58:22 -04:00
Kevin Darby 34e7d6a617 remove ice bust handling 2019-09-23 13:57:43 -04:00
Kevin Darby 276e9ad0ef Merged in fix_expired_fill_crash (pull request #358)
Fix expired fill crash
2019-09-23 17:50:02 +00:00
Kevin Darby 31e44d8c10 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-23 13:03:20 -04:00
Kevin Darby 8fdab4a510 note about expired securities in sod tests 2019-09-23 12:47:48 -04:00
Kevin Darby 385adaa1b0 Merge branch 'fix_expired_fill_crash' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-23 12:36:16 -04:00
Kevin Darby f9506bc9ad Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-23 12:36:00 -04:00
Kevin Darby b9fd0e2e28 in SIM you can trade an expired security and if we leave it out of this map
we will later attempt to add this fill twice while testing SOD because the test
asks to delete the fills db
2019-09-23 12:31:03 -04:00
Kevin Darby 6b5b517d70 slight nit in GLBXExecutionGateway 2019-09-23 12:29:38 -04:00
Kevin Darby 96bec55ee7 fix build, we will have to handle these ice cpps someplace else 2019-09-20 15:01:56 -04:00
Kevin Darby 424bb36fc7 update jakes script for ice cpps 2019-09-20 14:30:27 -04:00
Kevin Darby c24700195f fixed cpp coming from market data for ice, added the obligatory overrides 2019-09-20 14:15:27 -04:00
Kevin Darby 34fc6af137 fix mview test 2019-09-19 14:17:53 -04:00
Kevin Darby 6cc25a7337 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-19 13:56:32 -04:00
Kevin Darby 0c9a9fcb5e git lfs 2019-09-19 13:56:01 -04:00
Kevin Darby 48b62f1cab new externals 2019-09-19 13:40:01 -04:00
Kevin Darby 5a0ceafa66 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-19 13:28:31 -04:00
Kevin Darby d31969606e Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-19 13:27:52 -04:00
Kevin Darby 6c6fb74506 Merged in minimal_api_tests (pull request #348)
RTM. Minimal api tests

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-09-19 17:26:14 +00:00
Kevin Darby facb3249d0 Merge branch 'minimal_api_tests' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-18 15:24:51 -04:00
Kevin Darby f323efc61a Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-18 15:24:14 -04:00
Kevin Darby a8689aee06 verified client api examples work 2019-09-18 15:13:53 -04:00
Kevin Darby 85b2d257a7 updated the example excel sheet, added some manual tests to vet api docs and excel 2019-09-18 14:57:40 -04:00
Kevin Darby 0fa97aeb56 added a service call to clear the auth sessions list in case of keycode trouble 2019-09-17 16:43:24 -04:00
Kevin Darby d1422ddc58 fix auth tests 2019-09-17 16:36:16 -04:00
Kevin Darby 51ffa7e7f7 set_mic for synthetics 2019-09-17 16:15:17 -04:00
Kevin Darby 2a89c3721b Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-17 15:20:57 -04:00
Kevin Darby 0156bbfc46 fix id corner case 2019-09-17 15:06:04 -04:00
Kevin Darby 8b583fcbec Merge branch 'fix_server_bounce' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-16 17:11:00 -04:00
Kevin Darby 48dfded132 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-16 17:09:52 -04:00
Kevin Darby baaa3c4f98 Fixed case where a non-super user shell denied market data after bring left up through a server restart 2019-09-16 16:28:53 -04:00
Kevin Darby 838550d78a entitlements are tricky 2019-09-16 16:15:38 -04:00
Kevin Darby bf8323e79b fixed ice entitlements 2019-09-16 15:53:50 -04:00
Kevin Darby e6ab7d825a fix fs build 2019-09-16 11:15:56 -04:00
Kevin Darby c78e6e8315 rather large master -> ice merge 2019-09-16 10:43:19 -04:00
Kevin Darby 7d2695e602 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-09-06 11:46:40 -04:00
Kevin Darby ba33d9a657 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2019-09-04 15:11:14 -04:00
Kevin Darby 5b2a6215a7 fixing tests 2019-09-04 15:09:56 -04:00
Kevin Darby a31ad90be4 shorten prorata parameter names by removing 'enable_' 2019-09-04 14:01:20 -04:00
Kevin Darby bddebfc25b fix some tests 2019-09-04 14:00:54 -04:00
Kevin Darby cb52c14db1 disable span by default 2019-09-03 10:17:14 -04:00
Kevin Darby c19aae91a6 added checkbox for ignoreSpreadPositionLimits 2019-08-26 13:54:19 -04:00
Kevin Darby 2194ea027f added default for ignoreSpreadPositionLimits 2019-08-26 13:33:59 -04:00
Kevin Darby 4992d2dab6 Implemented set_cash_balance_batch
made defaults/position_cfg build
2019-08-16 14:55:34 -04:00
Kevin Darby 632a86f670 Merge branch 'prod' of bitbucket.org:bluetradesys/spark 2019-08-15 09:35:33 -04:00
Kevin Darby cc3353e243 messed up the externals 2019-08-14 15:42:16 -04:00
Kevin Darby 683b85c66b subrepos 2019-08-14 15:25:27 -04:00
Kevin Darby 789710d841 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-08-14 15:25:19 -04:00
Kevin Darby b080d4a9c4 Merged in master (pull request #318)
Spark 2.8

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-08-13 19:19:47 +00:00
Kevin Darby fa1b436fb3 added sticky button release notes 2019-08-09 10:53:02 -04:00
Kevin Darby 1a9ff09f43 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-08-08 16:58:31 -04:00
Kevin Darby 191518d8bc Merged in fix_algo_docs (pull request #316)
removing duplicate mark down describing algos

Approved-by: Michael Harding <michael.harding@bluetradesys.com>
2019-08-08 20:26:11 +00:00
Kevin Darby 50768750d6 removing duplicate mark down describing algos 2019-08-08 16:14:49 -04:00
Kevin Darby 36b8b35e47 Merged in fix_tooltips2 (pull request #315)
fix non-dynamic and non-generic tooltips

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
2019-08-08 16:18:29 +00:00
Kevin Darby 23bb872052 fix non-dynamic and non-generic tooltips 2019-08-08 12:09:48 -04:00
Kevin Darby 5a36af1ed8 more 2.8 release notes 2019-08-08 10:54:57 -04:00
Kevin Darby 4e831b5f89 Merged in spreader_nlegs_hedging (pull request #314)
RTM Spreader nlegs hedging - for Taha

Approved-by: Kevin Darby <kevin.darby@bluetradesys.com>
2019-08-08 14:33:18 +00:00
Kevin Darby d886327c1a Merge branch 'master' of bitbucket.org:bluetradesys/spark into spreader_nlegs_hedging 2019-08-08 09:59:46 -04:00
Kevin Darby 533ff8acf7 Merged in server_sdk_docs (pull request #310)
RTM SP-138, SP-139, SP-140 server sdk docs

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-08-07 21:30:35 +00:00
Kevin Darby e64eaec240 lumping client doc changes in with server 2019-08-07 17:27:16 -04:00
Kevin Darby 83a2a01789 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-08-06 12:06:46 -04:00
Kevin Darby e1137c4e1d go back to statically linked CME 2019-08-06 11:27:38 -04:00
Kevin Darby bd451f6f65 SP-138, SP-139, SP-140 server sdk docs 2019-08-05 14:29:13 -04:00
Kevin Darby 47cb8e0b04 Merged in algo_doc (pull request #309)
RTM update scratch and prorata algo docs
2019-08-02 21:57:59 +00:00
Kevin Darby a75784ca02 update scratch and prorata algo docs 2019-08-02 17:55:46 -04:00
Kevin Darby 83adfb8361 Merged in prorata (pull request #239)
RTM: Prorata
2019-08-02 21:20:34 +00:00
Kevin Darby 0a6cc0cdf1 Merge branch 'master' of bitbucket.org:bluetradesys/spark into ice_exec3 2019-08-01 15:11:04 -04:00
Kevin Darby e96d9112ef SIMICE causing some trouble sharing replay and MBO 2019-08-01 14:25:17 -04:00
Kevin Darby 94e77ce2b8 fix merge 2019-08-01 09:56:54 -04:00
Kevin Darby d4a97f4b0c Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata 2019-07-31 15:02:29 -04:00
Kevin Darby 5ae750b2f1 Merge branch 'master' of bitbucket.org:bluetradesys/spark into prorata 2019-07-19 11:33:03 -04:00