16 Commits
Author SHA1 Message Date
Taha Afzal 8a1ab0ba9e Updating generated files (and minor code adjustment) for CME schema 8 changes: 2023-01-09 10:28:10 -05:00
Taha Afzal f6784f1196 Merged in SP-253-spread-trading-needs-future-posit (pull request #386)
pos neutral spreads's fuures are not checked for pos limits
2019-12-20 23:38:00 +00:00
Taha Afzal ab430e4afb Merged in SP-272_IB_slowness (pull request #384)
Reports transition to end state right away (vs on a timer)
2019-12-18 15:24:14 +00:00
Taha Afzal 29f6ea6d48 Merged in SP-273-fills-highlighting (pull request #383)
SP-273 fills highlighting
2019-12-18 15:20:41 +00:00
Taha Afzal e46372d08e Merged in SP-271-synthetic-cloning (pull request #382)
SP-271 synthetic cloning
2019-12-18 15:18:48 +00:00
Taha Afzal 1d2faeba3e Merged in SP-270-piq-bug (pull request #381)
SP-270 Order Book - PIQ Bug (fix OrderSecurityAlgo.Equals impl)
2019-12-18 15:16:07 +00:00
Taha Afzal 23cffc0630 Merged synthetic-importer into master 2019-12-18 10:03:45 -05:00
Taha Afzal 5dec5dc392 Merged in SP-232 (pull request #345)
RTM. Fixing SP-232

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-10-07 13:28:30 +00:00
Taha Afzal a06df5099a Merged in SP-24-loss-limit (pull request #285)
RTM SP-24 loss limit

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2019-07-01 21:44:41 +00:00
Taha Afzal e3e525819e Merged in SPARK-2506_qho_ib_2 (pull request #279)
RTM
2019-06-25 15:03:53 +00:00
Taha Afzal ab04b4afab Merged in SPARK-2505_qho_ib_1 (pull request #254)
RTM
2019-06-10 15:02:57 +00:00
Taha Afzal ac226ddd3b Merged in SPARK-2488-LeanAlgoBug (pull request #255)
RTM
2019-06-10 14:36:18 +00:00
Taha Afzal 24934f6607 Merged in SPARK-2058-netchange (pull request #184)
RTM SPARK-2058 netchange
2019-03-11 12:43:56 +00:00
Taha Afzal fc3d84c02a Merged in SPARK-1939-HedgingSpeed (pull request #148)
RTM. Various hedging speede improvements
2019-01-28 16:59:46 +00:00
Taha Afzal 4b626a160d Merged in SPARK-1879_risk_check (pull request #104)
SPARK-1879 risk check

Approved-by: Pedro Pinto <pedro.pinto+atlassian@bluetradesys.com>
2018-11-20 19:35:01 +00:00
Taha Afzal 4d9f26af90 Merged in uint (pull request #26)
Uint
2018-05-23 19:35:42 +00:00