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DJ_ICE
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Author SHA1 Message Date
Pedro Pinto cb0e4de6c5 Updated TradingSystemName in IL3 connection. 2021-04-29 15:13:09 -04:00
Pedro Pinto 0cb11b7f8d Made parsing of dump security easier to facilitate locating ice symbols. 2021-03-16 11:32:59 -04:00
Pedro Pinto 58768567d1 Added operator id to tag 116. 2021-01-06 11:00:51 -06:00
Pedro Pinto 2475ca3662 Used clearing account to populate tag 116 (ATID) 2021-01-06 11:00:51 -06:00
Pedro Pinto e7806d2fec Merge branch 'master' into prod 2020-09-16 16:28:36 -04:00
Pedro Pinto 090a9dfb17 Added iLink3 documentation. 2020-09-14 12:02:37 -04:00
Pedro Pinto 167c8c23a0 Fixed batching of orders under iLink3. 2020-08-27 08:19:47 -04:00
Pedro Pinto ec43dbd82d Maybe fixed the self match prevention problem. 2020-08-24 17:02:58 -04:00
Pedro Pinto f07998d6a6 Fixed order rounding error in ilink3 2020-08-24 16:17:31 -04:00
Pedro Pinto b3dc2cdcd4 Changed logging subsystem from ilink3 to iLink3 2020-08-24 11:06:44 -04:00
Pedro Pinto c2f8e92b10 Hopefully fixed the ilink3 filled qty reporting problem. 
This was crashing the spreader.
 2020-08-13 08:42:43 -04:00
Pedro Pinto 7ae0142dff Fixed reset of sequence numbers problem 2020-08-12 11:56:08 -04:00
Pedro Pinto a1faf685eb CMake, you suck. 2020-08-11 15:59:40 -04:00
Pedro Pinto 9e2b01a723 Cleaned up branch for delivery to DJ 2020-08-11 13:54:27 -04:00
Pedro Pinto db0ffba8ed Fixed windows build 2020-07-10 13:00:20 -04:00
Pedro Pinto a274a214b4 Merged with master 2020-07-10 11:31:47 -04:00
Pedro Pinto bbcfa3c75a merged with prod 2020-07-10 10:45:10 -04:00
Pedro Pinto 89229d65f1 Merge branch 'master' of bitbucket.org:bluetradesys/spark 2020-07-10 10:43:34 -04:00
Pedro Pinto 0e75cde409 Fixed a bad asser in recovery, a few typos, haderned against bad securities. 2020-07-10 10:36:03 -04:00
Pedro Pinto 42fa6dfaff Fixed life cycle of exe reports and config during replay. 2020-07-09 16:06:39 -04:00
Pedro Pinto 400143c84d Protected against ticker subs for expired securities. 2020-07-09 14:45:51 -04:00
Pedro Pinto e915945880 Trying to replay fix logs. 2020-07-09 14:27:22 -04:00
Pedro Pinto 9601ebab20 Adding replay of stored messages. 2020-07-09 10:16:31 -04:00
Pedro Pinto b344ab3377 Fixed an issue with order recovery from Exec reports. 2020-07-08 12:07:48 -04:00
Pedro Pinto ae3080b031 Refactoring. 2020-07-08 10:10:14 -04:00
Pedro Pinto f0464331cb Added better handling of cancel rejects. 2020-07-08 09:52:18 -04:00
Pedro Pinto 0648b618bf Refactored. 2020-07-08 08:42:53 -04:00
Pedro Pinto 59282b8c70 Added one more test to manual order entry list. 2020-07-08 08:42:18 -04:00
Pedro Pinto 34a86009ce Doc and tool minor update. 2020-07-08 07:44:01 -04:00
Pedro Pinto 0ad9ae9001 Small tweak to logging tool. 2020-07-07 20:19:59 -04:00
Pedro Pinto a296e1e772 Fixed parsing of stop px in link3. 2020-07-07 20:19:41 -04:00
Pedro Pinto 7f53d8b161 Improved logging, fix iceberg order, removed duplicate logging. 2020-07-07 17:01:24 -04:00
Pedro Pinto 243d6827d4 Merge remote-tracking branch 'refs/remotes/origin/ilink3_final' into ilink3_final 2020-07-07 12:12:09 -04:00
Pedro Pinto 00221f9bd9 Fixed spread order entry. 2020-07-07 12:11:11 -04:00
Pedro Pinto a6171ae405 Fixed spread order entry. 2020-07-07 11:55:05 -04:00
Pedro Pinto be5d01a797 Fixed fills. 2020-07-07 06:47:58 -04:00
Pedro Pinto e5d9d324bf Order order entry manual test. 2020-07-06 18:22:39 -04:00
Pedro Pinto c34dee9d96 Taked order status from execution report, parse error message in il3 2020-07-06 18:21:44 -04:00
Pedro Pinto e5a98aab41 Merged with master 2020-07-06 12:49:24 -04:00
Pedro Pinto 10cd35372b Can enter, modify, cancel orders. 2020-07-06 11:38:17 -04:00
Pedro Pinto ad4515be39 Renamed NativeOrder to GLBXNativeOrder 2020-07-06 09:47:34 -04:00
Pedro Pinto ff4d87dd6b Fixed IL3 execution report parser to convert exchange prices. 2020-07-06 09:34:26 -04:00
Pedro Pinto 8ddde3f9da Part 2 of MBO service fix. 2020-07-06 09:34:09 -04:00
Pedro Pinto 51093dc3a5 Added simple tool to watch spark logs. 2020-07-06 09:33:35 -04:00
Pedro Pinto 5d5db9ad9f Fixed MBO parser to extract the right exchange key. 2020-07-06 09:33:06 -04:00
Pedro Pinto fca808fe0d Made ilink3 gw wait for start() before its starts. 2020-07-03 14:11:22 -04:00
Pedro Pinto 07d14f877b More nonsense 2020-07-02 20:28:49 -04:00
Pedro Pinto 5ea6dccdd4 Something here breaks 2020-07-02 19:04:49 -04:00
Pedro Pinto ac956a5c02 Renamed ExchangeOrderIDu64 to ExchangeOrderID64 2020-07-02 19:00:32 -04:00
Pedro Pinto 1fba09cf94 Refactor of ids. 2020-07-02 11:05:04 -04:00
Pedro Pinto 0baa6b875e Fixed merge error. 2020-07-02 09:09:20 -04:00
Pedro Pinto cdacc2d4d4 Merged 2020-07-02 07:26:43 -04:00
Pedro Pinto 1433541947 Automatically advanced our own seq number on connection failure. 
It is fairly easy for our sequence number to be behind CME if we
crash. Since we can detect this issue (CME tells us about it) we can
try to fix it automatically by incrementing our own sequence
number. This should allow us to recover automatically in some
scenarios.
 2020-07-02 06:57:01 -04:00
Pedro Pinto 1070ca7ace Ran clang-format. 2020-07-02 06:28:32 -04:00
Pedro Pinto 56fa27dd7e Handled non text timestamp in native order. 2020-07-02 06:23:07 -04:00
Pedro Pinto d87b522bc6 Added better logging when terminated by exchange. 2020-07-02 06:22:38 -04:00
Pedro Pinto 9080e3124b Filled in cust_order_handing_inst 2020-07-01 11:29:47 -04:00
Pedro Pinto d9c536124a Fixed logging of session seq numbers. 2020-07-01 11:29:30 -04:00
Pedro Pinto 7de6b2907e Filled in sendercompid in routing record. 
iLink3 requires this.
 2020-07-01 10:48:01 -04:00
Pedro Pinto 7757ab3ea0 Fixed a few bugs. 2020-06-30 19:35:53 -04:00
Pedro Pinto 3186dd383c We can connect now. 2020-06-30 19:03:35 -04:00
Pedro Pinto 45f751c9c6 Bad merge. 2020-06-30 19:03:35 -04:00
Pedro Pinto e4d3774980 Better logging. 2020-06-30 19:03:35 -04:00
Pedro Pinto d940d9f11d For now, caught serialization error in some ilink3 msgs. 2020-06-30 14:10:07 -04:00
Pedro Pinto 1e0c75c6c7 Added iLink3 subsystem for logging. 2020-06-30 14:09:55 -04:00
Pedro Pinto 3bb9961af4 Refactor. 2020-06-30 11:35:40 -04:00
Pedro Pinto da8088fd8d Rebased 2020-06-30 11:27:56 -04:00
Pedro Pinto 81189bb2cc Forgot to add message logger. 2020-06-29 12:08:22 -04:00
Pedro Pinto e5681a50f2 Made session name come from date. 2020-06-29 10:59:15 -04:00
Pedro Pinto 69fe4569e3 Made FIX session name available as uint64_t as well as strings. 2020-06-29 10:57:40 -04:00
Pedro Pinto c7caf66f9c Changed the ILink3 log format to json. 2020-06-26 19:11:05 -04:00
Pedro Pinto 14504f4a94 Cleaned up comment. 2020-06-26 19:10:49 -04:00
Pedro Pinto 5b601a4016 Fixed encofing of clorid. 2020-06-26 19:10:23 -04:00
Pedro Pinto 45aa75e8bb Brought back the ilink3/ilink2 encoding abstraction. 2020-06-25 16:49:46 -04:00
Pedro Pinto 11e2df8c76 Tweaked build tools. 2020-06-25 16:49:10 -04:00
Pedro Pinto cba6852655 Updated docker 2020-06-25 16:49:10 -04:00
Pedro Pinto 5eeaedde26 Added a few build tools. 2020-06-25 16:49:10 -04:00
Pedro Pinto b63052dbaa Updated ICE Onixs 2020-06-25 16:49:10 -04:00
Pedro Pinto 29f5bc798e Added +x 2020-06-25 16:49:10 -04:00
Pedro Pinto 04603acbb9 Added publishing of new routing info when orders are recorevered from disk 2020-06-25 16:49:10 -04:00
Pedro Pinto bc6890055e temp commit, fixing glbxnative order 2020-06-25 16:49:10 -04:00
Pedro Pinto ea94c09c78 Eric intermediate ilink3 fixes 2020-06-25 16:49:10 -04:00
Pedro Pinto 54e5a68730 Tweaked build tools. 2020-06-22 08:41:19 -04:00
Pedro Pinto 880c95d92b Tweaked build tools. 2020-06-20 17:17:22 -04:00
Pedro Pinto d8d5f3b93c Merge branch 'DJ_ICE' of bitbucket.org:bluetradesys/spark into DJ_ICE 2020-06-15 09:29:08 -04:00
Pedro Pinto 1d4dc47a62 Added missing update to session/high low. 2020-06-15 09:28:23 -04:00
Pedro Pinto 59774ccbb5 Updated docker 2020-06-14 15:27:18 -04:00
Pedro Pinto fcb6c9b8d9 Added a few build tools. 2020-06-14 15:27:01 -04:00
Pedro Pinto 69ad995ba9 Updated docker 2020-06-14 15:23:18 -04:00
Pedro Pinto 0b26ec1132 Added a few build tools. 2020-06-14 15:21:55 -04:00
Pedro Pinto 7a29ae1a83 Merge branch 'DJ_ICE' of bitbucket.org:bluetradesys/spark into DJ_ICE 2020-06-12 08:44:36 -04:00
Pedro Pinto 6da893128c Cleaned up logging. 2020-06-12 08:44:20 -04:00
Pedro Pinto 2cb458af2d Added OnBehalfofcompid tag to ICE as per cert. 2020-06-12 08:42:40 -04:00
Pedro Pinto f8395c11b5 Fixed application, vendor tags for DJ. 2020-06-11 08:26:26 -04:00
Pedro Pinto 3b95154c04 Updated ICE Onixs 2020-06-05 09:11:03 -04:00
Pedro Pinto 1a6b918853 Updated docker 2020-06-04 13:43:25 -04:00
Pedro Pinto bc22605a25 Added +x 2020-06-04 13:43:00 -04:00
Pedro Pinto f3d28add1c Added publishing of new routing info when orders are recorevered from disk 2020-06-04 13:41:34 -04:00
Pedro Pinto 7a761d00ce Added security oracle to SessionStore so we can resolve exe reports. 2020-06-03 08:51:31 -04:00
Pedro Pinto 968be6a99a Added storage for sessions. Still missing parsing of exec reports. 2020-06-02 17:13:53 -04:00